Before we begin, lets first state what little-o and Big-Theta notations means:
Little-o notation
Formally, that g(n) = o(f(n)) (or g(n) ∈ o(f(n))) holds for
sufficiently large n means that for every positive constant ε
there exists a constant N such that
|g(n)| ≤ ε*|f(n)|, for all n > N (+)
From https://en.wikipedia.org/wiki/Big_O_notation#Little-o_notation.
Big-Θ notation
h(n) = Θ(f(n)) means there exists positive constants k_1, k_2
and N, such that k_1 · |f(n)| and k_2 · |f(n)| is an upper bound
and lower bound on on |h(n)|, respectively, for n > N, i.e.
k_1 · |f(n)| ≤ |h(n)| ≤ k_2 · |f(n)|, for all n > N (++)
From https://www.khanacademy.org/computing/computer-science/algorithms/asymptotic-notation/a/big-big-theta-notation.
Given: g(n) ∈ o(f(n))
Hence, in our case, for every ε>0 we can find some constant N such that (+), for our functions g(n) and f(n). Hence, for n>N, we have
|g(n)| ≤ ε*|f(n)|, for some ε>0, for all n>N
Choose a constant ε < 1 (recall, the above holds for all ε > 0),
with accompanied constant N.
Then the following holds for all n>N
ε(|g(n)| + |f(n)|) ≤ 2|f(n)| ≤ 2(|g(n)| + |f(n)|) ≤ 4*|f(n)| (*)
Stripping away the left-most inequality in (*) and dividing by 2, we have:
|f(n)| ≤ |g(n)| + |f(n)| ≤ 2*|f(n)|, n>N (**)
We see that this is the very definition Big-Θ notation, as presented in (++), with constants k_1 = 1, k_2 = 2 and h(n) = g(n)+f(n). Hence
(**) => g(n) + f(n) is in Θ(f(n))
Ans we have shown that g(n) ∈ o(f(n)) implies (g(n) + f(n)) ∈ Θ(f(n)).