TITLE: Understanding when it's OK to use limits arithmetic of multiplying
QUESTION [6 upvotes]: I'm having hard time understanding when I can do the following move:
$\lim_{n\to \infty}a_n\cdot b_n =  \lim_{n\to \infty}a_n\cdot\lim_{n\to \infty}b_n $
On one hand, my teacher said that I can do that only if prove that both limits of $a_n$ and $b_n$ are exist and finite. On the other hand, When I calculated the limit of the series $a_n=n*cos1/n$ using this site https://www.symbolab.com which is pretty reliable, I saw this steps:
$\lim_{n\to \infty}n\cos(1/n)=\lim_{n\to \infty}n\cdot \lim_{n\to \infty}cos(1/n)="\infty\cdot 1"=\infty$
So how this move is possible if the limit of $a_n=n$ is not finite?

REPLY [7 votes]: You surely can apply
$$
\lim_{n\to\infty}a_nb_n=
\Bigl(\lim_{n\to\infty}a_n\Bigr)
\Bigl(\lim_{n\to\infty}b_n\Bigr)
\tag{*}
$$
when both limits on the right-hand side exist and are finite.
If one of the limit does not exist, you cannot even write (*) to begin with, so it doesn't make sense to ask whether you can apply it.
However,  it's possible to add “rules” when one of those limits is infinity; essentially, if $\lim_{n\to\infty}b_n=c>0$ and $\lim_{n\to\infty}a_n=\infty$, also $\lim_{n\to\infty}a_nb_n=\infty$. Similar (and obvious) rules hold when $c<0$ or the other limit is $-\infty$.
The proof for the extended rule stated above is easy. Since $\lim_{n\to\infty}b_n=c>0$, there exists $N_0$ such that, for $n>N_0$,
$$
b_n>\frac{c}{2}
$$
Now take $K>0$; since $\lim_{n\to\infty}a_n=\infty$, there exists $N$ such that $N>N_0$ and, for all $n>N$, $a_n>2K/c$. Then, for $n>N$,
$$
a_nb_n>\frac{2K}{c}\frac{c}{2}=K
$$
In your case,
$$
\lim_{n\to\infty}n=\infty
\qquad
\lim_{n\to\infty}\cos\frac{1}{n}=1
$$
and therefore
$$
\lim_{n\to\infty}n\cos\frac{1}{n}=\infty
$$
Note, however, that no rule can be stated when $\lim_{n\to\infty}a_n=\infty$ and $\lim_{n\to\infty}b_n=0$.