Question 4.T.3: If a series is absolutely convergent, then it is convergent.

If a series is absolutely convergent, then it is convergent.

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Suppose \sum{|x_{n}|} converges. We shall use Cauchy’s criterion to show that \sum{x_{n}} converges. Let ε be an arbitrary positive number. By Theorem 4.2 there a positive integer N such that

n > m ≥ N ⇒ |x_{m+1}| + · · · + |x_{n}| < ε

|x_{m+1} + · · · + x_{n}| < ε,

which means \sum{x_{n}} satisfies the Cauchy criterion for series, and is therefore convergent.

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