Question: In an exercise I'm asked to study the limit of the following sequence:

$$(nr^n)\_{n\in \Bbb N}$$

I'm aware of the following:

* If $|r|>1$ then the sequence diverges if $r$ is positive, or it has no limit if $r$ is negative.
* If $r=1$ then it also diverges
* If $r = -1$ then it has no limit

But I'm not being able to find out what the limit is when $|r| < 1$. I know that if that's the case then $\lim\_n r^n = 0$, but I don't know how to do this for this sequence.

Answer: 
Assume $0 < r < 1$ and note that
$$n=n(r + (1-r))^n=nr^n\left(1 + \frac{1-r}{r}\right)^n.$$

Using the binomial theorem, we have

$$nr^n = \frac{n}{\left(1 + \frac{1-r}{r}\right)^n} < \frac{n}{1 + n\frac{(1 - r)}{r} + \frac{n(n-1)}{2}\frac{(1-r)^2}{r^2} }.$$

Therefore, $nr^n \to 0$ as $n \to \infty$.
From the ratio test you know that $n r^n \to 0$ if:

$$\lim\_{n \to \infty} \left|\frac {(n + 1)r^{n + 1}} {n r^n}\right| < 1$$

Alternatively you can use the root test, or consider the derivative of $(1 - x)^{-1} = \sum x^n$ as suggested by Ethan Bolker in the comments, though this is pretty non-trivial if you're to justify it properly.