TITLE: Limit comparison test proof
QUESTION [7 upvotes]: We had the following theorem in class:

Let $(a_n)$ and $(b_n)$ be sequences and $b_n>0$ and $\lim_{n\rightarrow\infty}\frac{a_n}{b_n}=L$ with $L\in\mathbb R\backslash\{0\}$. Then $\sum a_n$ converges if and only if $\sum b_n$ converges.

So by recapitulating the lecture I've tried to prove it but I didn't get it. It's obvious that you have to use the comparison test, but how? Can anybody help? Thanks a lot!

REPLY [6 votes]: Hint: Suppose that $L\gt 0$ (a similar argument will deal with $L\lt 0$).
Because $\lim_{n\to\infty}\frac{a_n}{b_n}=L$, there is an $N$ such that if $n\gt N$ then 
$$\frac{L}{2}\lt \frac{a_n}{b_n}\lt \frac{3L}{2}.$$
The above inequality follows from the definition of limit by taking $\epsilon=\frac{L}{2}$. 
Now, as you expected, Comparison does it.