Q:

Convergence of a series.

For any $k \in \Bbb N$, if $\{ a_k \} $ satisfies $$ 0 \leqslant a_{k+1} \leqslant \alpha a_k + b_k, \; b_k \geqslant 0, \; 0< \alpha <1, \; \sum_{k=1}^\infty b_k <\infty,$$
then how can I prove $\sum_{k=1}^\infty a_k$ converges? 

A:

Hints: Let $B=\sum\limits_{i=1}^{+\infty}b_i$, $A_0=0$ and $A_k=\sum\limits_{i=1}^ka_i$ for every $k\geqslant1$. 
(1.) Show that $A_{k+1}\leqslant u(A_k)$ for every $k\geqslant0$, where $u:x\mapsto \alpha x+a_1+B$. 
(2.) Show that $A_0\leqslant A_1$. 
(3.) Show that $(A_k)_{k\geqslant0}$ is nondecreasing. 
(4.) Show that there exists a unique $C$ such that $u(C)=C$. 
(5.) Show that $A_k\leqslant C$ for every $k\geqslant0$. 
(6.) Conclude.
...And if some steps above are unclear, just yell.

