Little-O Times Big-O is Little-O

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Theorem

Sequences

Let $\sequence {a_n}, \sequence {b_n}, \sequence {c_n}, \sequence {d_n}$ be sequences of real or complex numbers.

Let:

$a_n = \map \OO {b_n}$
$c_n = \map {\mathcal o} {d_n}$

where:

$\OO$ denotes big-$\OO$ notation
$\mathcal o$ denotes little-$\mathcal o$ notation.


Then:

$a_n c_n = \map {\mathcal o} {b_n d_n}$


Also see