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I'm trying to understand the relationship between series convergence and product convergence. Suppose we have a sequence $a = (a_1, a_2, \ldots)$, and let $S(a) = \sum a_n$ and $P(a) = \prod (1 + a_n)$. When we restrict our $a_n$ to be positive, then we can show that $S(a) \leq P(a) \leq e^{S(a)}$, and since the sum (and product) is monotonically increasing as we introduce new terms (or factors), $S(a)$ converges if and only if $P(a)$ does. However, if we relax the condition that $a_n$ is positive, I don't know to what extent this relationship still holds.

For instance, let $a$ be the alternating harmonic series. Then $S(a)$ converges to $\ln(2)$ (Wikipedia), and $P(a)$ converges to $1$, since:

$$P(a) = \prod_{n=1} (1 + \frac{(-1)^{n+1}}{n}) = 2 \cdot \frac{1}{2} \cdot \frac{4}{3} \cdot \frac{3}{4} \cdot \ldots$$

And the $\limsup$ and the $\liminf$ both agree on $1$.

In order to keep my question simple, let's look at this particular sequence

$$b = 2a_{n \geq 3} = \Big(\frac{2}{3}, - \frac{1}{2}, \frac{2}{5}, - \frac{1}{3}, \ldots \Big)$$

That is, the alternating harmonic sequence where every term is doubled, started at $n = 3$. Then we should have $S(b) = 2(S(a) - (1 - \frac{1}{2})) = 2\ln(2) - 1$.

But then what is $P(b)$?

$$P(b) = \prod (1 + b_n) = \Big(1+ \frac{2}{3}\Big)\Big(1 - \frac{1}{2}\Big)\Big(1 + \frac{2}{5}\Big)\Big( 1 - \frac{1}{3}\Big) \ldots \\ = \frac{5}{3} \cdot \frac{1}{2} \cdot \frac{7}{5} \cdot \frac{2}{3} \cdot \ldots$$

Because $1 + x \leq e^x$ for all real $x$, we know that $P(b) \leq e^{S(b)}$. But how do I prove that $P(b)$ converges, and what does it converge to?

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    In general, its very hard to find closed form solutions to infinite products, but the general idea is to take the log of the product to turn it into a series.2017-02-08
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    For every $N\geqslant1$, $$\prod_{n=1}^N\left(1+\frac2{2n+1}\right)\left(1-\frac2{2n+2}\right)=\prod_{n=1}^N\left(\frac{2n+3}{2n+1}\cdot\frac{2n}{2n+2}\right)=\frac{2N+3}{3}\cdot\frac{2}{2N+2}$$ hence the infinite product is $$P(b)=\frac23$$2017-02-08
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    Unless you can make a telescoping series. Nice one @Did2017-02-08

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