Why have scientists not observed any red dwarf stars dying?

Answer

The lifespan of these stars exceeds the current age of the universe.

Red dwarfs are low-mass stars that consume their hydrogen fuel at an incredibly slow, efficient rate. Because of this slow "cosmic fuel economy," they can remain on the main sequence for trillions of years. Since the universe is not old enough for these stars to have exhausted their fuel supply, no red dwarf has yet reached the end of its life cycle.

Why have scientists not observed any red dwarf stars dying?

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