Proposition: Cauchy-Schwarz Test

If the "squared" infinite series $\sum_{n=0}^\infty a_n^2$ and $\sum_{n=0}^\infty b_n^2$ are both convergent then the "product" infinite series $\sum_{n=0}^\infty a_n b_n$ is absolutely convergent, and the following generalized Cauchy-Schwarz inequality holds:

$$\left|\sum_{n=0}^\infty a_n b_n\right|\le \sum_{n=0}^\infty |a_n b_n|\le \left(\sum_{n=0}^\infty a_n^2 \right)^{\frac 12}\left(\sum_{n=0}^\infty b_n^2 \right)^{\frac 12}.$$

Proofs: 1


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References

Bibliography

  1. Heuser Harro: "Lehrbuch der Analysis, Teil 1", B.G. Teubner Stuttgart, 1994, 11th Edition