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Christian Remling
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This is false, and the reason for this is fairly general, so in fact pretty much any such statement has to be false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n(2+b_n)$ implies that of $\sum (-1)^n b_n$.

This will not be the case if the convergence of the first sum depended on near perfect cancellations between potentially large contributions. Here's a concrete example: Let $f(x)=-1+\sqrt{1+x}$; notice that $f(x)>0$ and $f(x)(2+f(x))=x$. Now take $b_1=f(1/N)$, $b_n=f(1/N^2)$ for $n=2,4,6, \ldots , 2N$, and $b_n=0$ for the odd $n>1$ from this interval.

Define the whole sequence $b_n$ by a succession of intervals $I_k$ of this type, with $N_k\to\infty$ (to be chosen later). Then $\sum (-1)^nb_n(2+b_n)$ converges (to $0$). However, since $f(x)=x/2 - x^2/8+O(x^3)$ for small $x$, we have that $$ 8\sum_{n\in I_k} (-1)^n b_n =\frac{1}{N_k^2} + O(1/N_k^3) . $$ So $\sum (-1)^n b_n$ will diverge if we take $N_k$ such that $\sum 1/N_k^2=\infty$.

(The converse is also false, and in fact this is what I did in the first, now edited away, version of this answer because I had misread the question.)

This is false, and the reason for this is fairly general, so in fact pretty much any such statement has to be false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n(2+b_n)$ implies that of $\sum (-1)^n b_n$.

This will not be the case if the convergence of the first sum depended on near perfect cancellations between potentially large contributions. Here's a concrete example: Let $f(x)=-1+\sqrt{1+x}$; notice that $f(x)>0$ and $f(x)(2+f(x))=x$. Now take $b_1=f(1/N)$, $b_n=f(1/N^2)$ for $n=2,4,6, \ldots , 2N$, and $b_n=0$ for the odd $n>1$ from this interval.

Define the whole sequence $b_n$ by a succession of intervals $I_k$ of this type, with $N_k\to\infty$ (to be chosen later). Then $\sum (-1)^nb_n(2+b_n)$ converges (to $0$). However, since $f(x)=x/2 - x^2/8+O(x^3)$ for small $x$, we have that $$ 8\sum_{n\in I_k} (-1)^n b_n =\frac{1}{N_k^2} + O(1/N_k^3) . $$ So $\sum (-1)^n b_n$ will diverge if we take $N_k$ such that $\sum 1/N_k^2=\infty$.

This is false, and the reason for this is fairly general, so in fact pretty much any such statement has to be false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n(2+b_n)$ implies that of $\sum (-1)^n b_n$.

This will not be the case if the convergence of the first sum depended on near perfect cancellations between potentially large contributions. Here's a concrete example: Let $f(x)=-1+\sqrt{1+x}$; notice that $f(x)>0$ and $f(x)(2+f(x))=x$. Now take $b_1=f(1/N)$, $b_n=f(1/N^2)$ for $n=2,4,6, \ldots , 2N$, and $b_n=0$ for the odd $n>1$ from this interval.

Define the whole sequence $b_n$ by a succession of intervals $I_k$ of this type, with $N_k\to\infty$ (to be chosen later). Then $\sum (-1)^nb_n(2+b_n)$ converges (to $0$). However, since $f(x)=x/2 - x^2/8+O(x^3)$ for small $x$, we have that $$ 8\sum_{n\in I_k} (-1)^n b_n =\frac{1}{N_k^2} + O(1/N_k^3) . $$ So $\sum (-1)^n b_n$ will diverge if we take $N_k$ such that $\sum 1/N_k^2=\infty$.

(The converse is also false, and in fact this is what I did in the first, now edited away, version of this answer because I had misread the question.)

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Christian Remling
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This is false, and the reason for this is fairly general, so in fact pretty much any such statement has to be false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n$$\sum (-1)^n b_n(2+b_n)$ implies that of $\sum (-1)^n b_n(b_n+2)$. Equivalently, we want to know if $\sum (-1)^n b_n^2$ is convergent in this situation$\sum (-1)^n b_n$.

It is clear that this isThis will not be the case. We can have if the convergence of the first sum depended on near perfect cancellations that are almost completely destroyed by taking squaresbetween potentially large contributions. ForHere's a concrete example, suppose: Let $f(x)=-1+\sqrt{1+x}$; notice that $b_1=1/N$$f(x)>0$ and $f(x)(2+f(x))=x$. Now take $b_1=f(1/N)$, $b_n=1/N^2$$b_n=f(1/N^2)$ for $n=2,4,6, \ldots, 2N$$n=2,4,6, \ldots , 2N$, and $b_n=0$ for the odd $1<n\le 2N$$n>1$ from this interval.

We now defineDefine the whole sequence $b$ in this way on$b_n$ by a sequencesuccession of intervals $I_k$ of this type, with $N=N_k\to\infty$$N_k\to\infty$ (to be chosen later). Then $\sum (-1)^n b_n$$\sum (-1)^nb_n(2+b_n)$ converges (to $0$) for any such choice of $N_k$. However, since $f(x)=x/2 - x^2/8+O(x^3)$ for small $x$, we have that $$ \sum_{n\in I_k} (-1)^n b_n = -\frac{1}{N_k^2} + \frac{N_k}{N_k^4} , $$$$ 8\sum_{n\in I_k} (-1)^n b_n =\frac{1}{N_k^2} + O(1/N_k^3) . $$ soSo $\sum (-1)^n b_n$ will diverge if we choosetake $N_k$ such that $\sum 1/N_k^2=\infty$.

This is false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n$ implies that of $\sum (-1)^n b_n(b_n+2)$. Equivalently, we want to know if $\sum (-1)^n b_n^2$ is convergent in this situation.

It is clear that this is not the case. We can have cancellations that are almost completely destroyed by taking squares. For a concrete example, suppose that $b_1=1/N$, $b_n=1/N^2$ for $n=2,4,6, \ldots, 2N$, and $b_n=0$ for the odd $1<n\le 2N$.

We now define $b$ in this way on a sequence of intervals $I_k$, with $N=N_k\to\infty$. Then $\sum (-1)^n b_n$ converges (to $0$) for any such choice of $N_k$. However, $$ \sum_{n\in I_k} (-1)^n b_n = -\frac{1}{N_k^2} + \frac{N_k}{N_k^4} , $$ so $\sum (-1)^n b_n$ will diverge if we choose $N_k$ such that $\sum 1/N_k^2=\infty$.

This is false, and the reason for this is fairly general, so in fact pretty much any such statement has to be false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n(2+b_n)$ implies that of $\sum (-1)^n b_n$.

This will not be the case if the convergence of the first sum depended on near perfect cancellations between potentially large contributions. Here's a concrete example: Let $f(x)=-1+\sqrt{1+x}$; notice that $f(x)>0$ and $f(x)(2+f(x))=x$. Now take $b_1=f(1/N)$, $b_n=f(1/N^2)$ for $n=2,4,6, \ldots , 2N$, and $b_n=0$ for the odd $n>1$ from this interval.

Define the whole sequence $b_n$ by a succession of intervals $I_k$ of this type, with $N_k\to\infty$ (to be chosen later). Then $\sum (-1)^nb_n(2+b_n)$ converges (to $0$). However, since $f(x)=x/2 - x^2/8+O(x^3)$ for small $x$, we have that $$ 8\sum_{n\in I_k} (-1)^n b_n =\frac{1}{N_k^2} + O(1/N_k^3) . $$ So $\sum (-1)^n b_n$ will diverge if we take $N_k$ such that $\sum 1/N_k^2=\infty$.

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Christian Remling
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This is false. Let's write $b_n=\frac{a_{n+1}}{a_n}-1$, so $b_n\to 0$, and we're now asking if the convergence of $\sum (-1)^n b_n$ implies that of $\sum (-1)^n b_n(b_n+2)$. Equivalently, we want to know if $\sum (-1)^n b_n^2$ is convergent in this situation.

It is clear that this is not the case. We can have cancellations that are almost completely destroyed by taking squares. For a concrete example, suppose that $b_1=1/N$, $b_n=1/N^2$ for $n=2,4,6, \ldots, 2N$, and $b_n=0$ for the odd $1<n\le 2N$.

We now define $b$ in this way on a sequence of intervals $I_k$, with $N=N_k\to\infty$. Then $\sum (-1)^n b_n$ converges (to $0$) for any such choice of $N_k$. However, $$ \sum_{n\in I_k} (-1)^n b_n = -\frac{1}{N_k^2} + \frac{N_k}{N_k^4} , $$ so $\sum (-1)^n b_n$ will diverge if we choose $N_k$ such that $\sum 1/N_k^2=\infty$.