How can one prove that if $\sum\limits_{n=1}^\infty a_n $ converges and $a_n \geq |b_n|$ only for non-prime values of $n$, $\sum\limits_{n=1}^\infty b_n $ is not necessarily convergent ?
I'm not sure how to attack this problem, but it really seems pretty interesting . Any ideas ?
You should look for a counter-example. Let $\sum_{n=1}^{\infty} a_n$ be any convergent series, and take for instance $b_p=a_p$ for all prime numbers $p$.
Now, you are free to choose $b_n$ for non-prime $n$ however you want to. Can you make some choice that makes $\sum_{n=1}^{\infty} b_n$ divergent?