Suppose one of the series \(\sum_{k \geq 0} a_{k}\) and \(\sum_{k \geq 0} b_{k}\)
is absolutely convergent and the other is convergent. Let \(A\) and \(B\) denote
their respective sums. For each \(k=0,1, \ldots\), let \(c_{k}:=\sum_{j=0}^{k}
a_{j} b_{k-j} .\) Show that the series \(\sum_{k \geq 0} c_{k}\) is convergent
and its sum is equal to \(A B\). Give an example to show that the result may not
hold if both \(\sum_{k \geq 0} a_{k}\) and \(\sum_{k \geq 0} b_{k}\) are
conditionally convergent. [Note: If \(\sum_{k \geq 0} a_{k}\) and \(\sum_{k \geq
0} b_{k}\) are convergent, and if the series \(\sum_{k \geq 0} c_{k}\) is
convergent, then its sum must be \(A B\). This can be proved using a result of
Abel given in Exercise \(10.44\) (i).]