(1)证明:由已知条件得S 1=a 1=b.
S n=S 1p n-1=bp n-1(n≥1)
因为当n≥2时,S n=a 1+a 2++a n-1+a n=S n-1+a n,所以
a n=S n-S n-1=bp n-2(p-1)(n≥2)
从而
a n+1
a n =
b p n-1 (p-1)
b p n-2 (p-1) =p(n≥2) ,
因此a 2,a 3,a 3,a n,是一个公比为p的等比数列
(2)当n≥2时,
a n+1 S n+1
a n S n =
b p n-1 (p-1)b p n
b p n-2 (p-1)b p n-1 = p 2 ,
且由已知条件可知p 2<1,
因此数列a 1S 1,a 2S 2,a 3S 3,a nS n是公比为p 2<1的无穷等比数列,于是
lim
n→∞ ( a 2 S 2 + a 3 S 3 ++ a n S n )=
a 2 S 2
1- p 2 =
b 2 (p-1)p
1- p 2 =-
b 2 p
1+p .
从而
lim
n→∞ W n =
lim
n→∞ ( a 1 S 1 + a 2 S 2 + a 3 S 3 ++ a n S n )
=
lim
n→∞ a 1 S 1 +
lim
n→∞ ( a 2 S 2 + a 3 S 3 ++ a n S n )
= b 2 -
b 2 p
1+p =
b 2
1+p .