Suppose $(a_n)$ and $(b_n)$ are two given sequences for which $b_n>0$ and $\lim\limits_{n→∞}(b_1+\cdots+b_n)=\infty$ and $\lim\limits_{n\to\infty}a_n=a$. Prove that$$\lim_{n\to\infty}\frac{a_1b_1+\cdots+a_nb_n}{b_1+\cdots+b_n}=a.$$
try:
let $\epsilon > 0$
Let $B_n = \sum_{i=1}^n b_i $ and given it is that for any $\alpha > 0$ we can choose $N$ so that $n > N$ implies $B_n > \alpha $. And since $a_n \to a$, take $M > 0$ such that for all $n > M$ one has $|a_n - a| < \epsilon/b_n $.
${\bf one \; can \; take \; \alpha = n } $ in the first line:
Now, note that
$$ | \dfrac{ a_1 b_1 + ... +a_n b_n }{b_1+... b_n } - a | = | \dfrac{ a_1 b_1 + ... + a_n b_n - a B_n }{B_n} | = \dfrac{1}{B_n} |(b_1 (a_1 - a ) + ... + b_n (a_n -a ) | < \dfrac{ n \epsilon }{ n } = \epsilon$$
for any $n > \max(N,M)$
Is this a correct proof?
Almost correct. You may not find such $M$ for $\mid a_n -a \mid < \epsilon /b_n$ since the LHS depends on $n$ also. But you just need $\mid a_n - a \mid < \epsilon$ and do the almost same thing. You choose $M$ first then you choose $N$ such that $B_n > \dfrac{|(b_1 (a_1 - a ) + ... + b_K (a_K -a ) |}{\epsilon}$
Now let $K=\max \{M,N\}$ then for any $n>K$
$| \dfrac{ a_1 b_1 + ... +a_n b_n }{b_1+... b_n } - a | = | \dfrac{ a_1 b_1 + ... + a_n b_n - a B_n }{B_n} | = \dfrac{1}{B_n} |(b_1 (a_1 - a ) + ... + b_n (a_n -a ) | \leq \dfrac{1}{B_n} |(b_1 (a_1 - a ) + ... + b_K (a_K -a ) |+\dfrac{1}{B_n} |(b_{K+1} (a_{K+1} - a ) + ... + b_n (a_n -a ) |< \epsilon + \epsilon\dfrac{b_{K+1}+\cdots+b_n}{B_n}<2\epsilon$.