TITLE: Does $\sum \limits_{n=1}^\infty\frac{\sin n}{n}(1+\frac{1}{2}+\cdots+\frac{1}{n})$ converge (absolutely)?
QUESTION [13 upvotes]: I've had no luck with this one. None of the convergence tests pop into mind.
I tried looking at it in this form $\sum \sin n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}$ and apply Dirichlets test. I know that $\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n} \to 0$ but not sure if it's decreasing.
Regarding absolute convergence, I tried:
$$|\sin n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}|\geq \sin^2 n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}=$$
$$=\frac{1}{2}\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}-\frac{1}{2}\cos 2n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}$$
But again I'm stuck with $\cos 2n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}$.
Assuming it converges then I've shown that $\sum \sin n\frac{1+\frac{1}{2}+\cdots+\frac{1}{n}}{n}$ doesn't converge absolutely.

REPLY [16 votes]: The sequence $$a_n=\frac{1+\frac{1}{2}+\cdots +\frac{1}{n}}{n}$$ is decreasing because proving $a_{n+1}<a_n$ reduces to proving $$\frac{n}{n+1}<1+\frac{1}{2}+\cdots +\frac{1}{n}$$ which is clearly true.
Also the sums $$s_k=\sum_{n=1}^k \sin n$$ are bounded. (This can be easily proved by writing $\sin n$ in its complex form and using finite geometric formula; in fact $|s_k|$ are bounded by $\frac{1}{|1-e^i|}+\frac{1}{|1-e^{-i}|}$). 
Furthermore $a_n\to 0$ as $n\to \infty$ because $1+\frac{1}{2}+\cdots +\frac{1}{n}\approx \log n$.
So the series converges by Dirichlet test. As Shai shows below, the convergence is not absolute.