TITLE: Suppose $\sum_{n=1}^{\infty}\sqrt{{a_{n}}/{n}}$ is convergent. Prove that $\sum_{n=1}^{\infty}a_{n}$ is also convergent.
QUESTION [6 upvotes]: Let $\{a_{n}\}$ be a decreasing sequence of non-negative real numbers. Suppose $\sum_{n=1}^{\infty}\sqrt{\frac{a_{n}}{n}}$ is convergent. Prove that $\sum_{n=1}^{\infty}a_{n}$ is also convergent.
My thought is to use the direct comparison test but I think I'm struggling with showing that $a_{n}\leq\sqrt{\frac{a_{n}}{n}}$ $\forall$ n $\in\mathbb{N}$.
Any help would be great. Thank you!

REPLY [4 votes]: Let $b_n=\sqrt{a_n}$. Then $\{b_n\}_{n\geq 1}$ is a decreasing sequence of positive real numbers and we want to show that
$$ \sum_{n\geq 1}\frac{b_n}{\sqrt{n}}<+\infty\quad\Longrightarrow\quad \sum_{n\geq 1}b_n^2 < +\infty.$$
By the Cauchy-Schwarz inequality disguised as Titu's lemma we have
$$ \sum_{n=N+1}^{2N}\frac{b_n}{\sqrt{n}} \geq \frac{\left(\sqrt{b_{N+1}}+\ldots+\sqrt{b_{2N}}\right)^2}{\sqrt{N+1}+\ldots+\sqrt{2N}}\geq \frac{N^2 b_{2N}}{\frac{2}{3}(2\sqrt{2}-1)N\sqrt{N}}\geq \frac{4}{5}\sqrt{N}\,b_{2N} $$
hence 
$$ \sum_{k\geq 0}2^{k/2} b_{2^k} $$
is convergent and $b_{2^k}=o(2^{-k/2})$. On the other hand
$$\begin{eqnarray*} \sum_{n=N+1}^{2N}b_n^2 &=& \sum_{n=N+1}^{2N}\sqrt{n}b_n\cdot\frac{b_n}{\sqrt{n}}\\&=&\sqrt{2N} b_{2N}\sum_{n=N+1}^{2N}\frac{b_n}{\sqrt{n}}+\sum_{n=N+1}^{2N-1}\left(\frac{b_n}{\sqrt{n}}-\frac{b_{n+1}}{\sqrt{n+1}}\right)\sum_{m=N+1}^{n}\frac{b_n}{\sqrt{n}}\end{eqnarray*} $$
by summation by parts, and assuming that $b_n$ is normalized in such a way that $\sum_{n\geq 1}\frac{b_n}{\sqrt{n}}=1$, the RHS is bounded by
$$\begin{eqnarray*}&&\sum_{n=N+1}^{2N-1}\frac{b_n}{\sqrt{n}}\left[\sqrt{2N} b_{2N}+\sum_{n=N+1}^{2N-1}\left(\frac{b_n}{\sqrt{n}}-\frac{b_{n+1}}{\sqrt{n+1}}\right)\right]\\&=&\sum_{n=N+1}^{2N-1}\frac{b_n}{\sqrt{n}}\left[\sqrt{2N} b_{2N}+\frac{b_{N+1}}{\sqrt{N+1}}-\frac{b_{2N}}{\sqrt{2N}}\right]\\&\leq& \sum_{n=N+1}^{2N-1}\frac{b_n}{\sqrt{n}}\left[\sqrt{2N} b_{2N}+\frac{5\sqrt{2}}{4N}\right]\\ &\leq&\frac{5\sqrt{2}}{4}\cdot\frac{N+2}{N+1}\sum_{n=N+1}^{2N}\frac{b_n}{\sqrt{n}}.\end{eqnarray*} $$
This detour gives a quantitative improvement of the other proofs: by summing on $N=2^k$ with $k\in\mathbb{N}$, then getting rid of the normalization assumption,  we get
$$\boxed{\sum_{n\geq 1}b_n^2 \leq  b_1^2+\color{blue}{\frac{15\sqrt{2}}{8}}\left(\sum_{n\geq 1}\frac{b_n}{\sqrt{n}}\right)^2} $$
and we may start wondering about the optimal constant that can replace $\frac{15\sqrt{2}}{8}$, like in Hardy's inequality. In this regard it makes sense to replace the short sums $\sum_{n=N+1}^{2N}$ with $\sum_{n=N+1}^{AN}$ and optimize on $A$. By considering $b_n=\frac{1}{n^{1/2+\varepsilon}}$, such that $\sum_{n\geq 1}\frac{b_n}{\sqrt{n}}$ is just barely convergent, we have that the blue constant cannot be improved beyond $\frac{7}{74}$.

Alternative approach: if a sequence $\{a_n\}_{n\geq 1}$ is such that $\sum_{n\geq 1}\lambda_n a_n$ is finite for any $\{\lambda_n\}_{n\geq 1}\in\ell^2$, then $\{a_n\}_{n\geq 1}\in\ell^2$. This is a consequence of the Banach-Steinhaus theorem, which can be proved independently by summation by parts (see page 150 of my notes). The constraints $0<a_{n+1}<a_n$ and $\sum_{n\geq 1}\frac{a_n}{\sqrt{n}}=C<+\infty$ should be more than enough to ensure that $\sum_{n\geq 1}\lambda_n a_n$ is finite for any $\Lambda\in\ell^2$, since $\sum_{n\geq 1}\frac{1}{n}$ is divergent.