Convergence of Square of Linear Combination of Sequences whose Squares Converge

Theorem
Let $\sequence {x_i}$ and $\sequence {y_i}$ be real sequences such that the series $\ds \sum_{i \mathop \ge 0} x_i^2$ and $\ds \sum_{i \mathop \ge 0} y_i^2$ are convergent.

Let $\lambda, \mu \in \R$ be real numbers.

Then $\ds \sum_{i \mathop \ge 0} \paren {\lambda x_i + \mu y_i}^2$ is convergent.

Proof
Let $n \in \N$.

Then:
 * $\ds \sum_{i \mathop = 1}^n \paren {\lambda x_i + \mu y_i}^2 = \lambda^2 \sum_{i \mathop = 1}^n x_i^2 + \mu^2 \sum_{i \mathop = 1}^n y_i^2 + 2 \lambda \mu \sum_{i \mathop = 1}^n x_i y_i$

By Cauchy's Inequality:
 * $\ds \sum_{i \mathop = 1}^n x_i y_i \le \paren {\sum_{i \mathop = 1}^n x_i^2}^{\frac 1 2} \paren {\sum_{i \mathop = 1}^n y_i^2}^{\frac 1 2}$

Hence:

Thus the sequence of partial sums $\ds \sum_{i \mathop = 1}^n \paren {\lambda x_i + \mu y_i}^2$ is bounded above.

We also have that $\ds \sum_{i \mathop = 1}^n \paren {\lambda x_i + \mu y_i}^2$ is also increasing.

So by the Monotone Convergence Theorem, $\ds \sum_{i \mathop = 1}^n \paren {\lambda x_i + \mu y_i}^2$ is convergent.