Kronecker's lemma/Proof

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This mathematics article is devoted entirely to providing mathematical proofs and support for claims and statements made in the article Kronecker's lemma. This article is currently an experimental vehicle to see how well we can provide proofs and details for a math article without cluttering up the main article itself. See Wikipedia:WikiProject Mathematics/Proofs for some current discussion. This article is "experimental" in the sense that it is a test of one way we may be able to incorporate more detailed proofs in Wikipedia.

For the statement of the lemma, see Kronecker's lemma.

Let Sk denote the partial sums of the x's. Using summation by parts,

\frac1{b_n}\sum_{k=1}^n b_k x_k = S_n - \frac1{b_n}\sum_{k=1}^{n-1}(b_{k+1} - b_k)S_k

Pick any ε > 0. Now choose N so that Sk is ε-close to s for k > N. This can be done as the sequence Sk converges to s. Then the right hand side is:

S_n - \frac1{b_n}\sum_{k=1}^{N-1}(b_{k+1} - b_k)S_k - \frac1{b_n}\sum_{k=N}^{n-1}(b_{k+1} - b_k)S_k
= S_n - \frac1{b_n}\sum_{k=1}^{N-1}(b_{k+1} - b_k)S_k - \frac1{b_n}\sum_{k=N}^{n-1}(b_{k+1} - b_k)s - \frac1{b_n}\sum_{k=N}^{n-1}(b_{k+1} - b_k)(S_k - s)
= S_n - \frac1{b_n}\sum_{k=1}^{N-1}(b_{k+1} - b_k)S_k - \frac{b_n-b_N}{b_n}s - \frac1{b_n}\sum_{k=N}^{n-1}(b_{k+1} - b_k)(S_k - s)

Now, let n go to infinity. The first term goes to s, which cancels with the third term. The second term goes to zero (as the sum is a fixed value). Since the b sequence is increasing, the last term is bounded by \epsilon (b_n - b_N)/b_n \leq \epsilon.

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