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I am very confused about how to compute $\sum_{n=0}^{\infty}nk^n.$

Can anybody help me?

  • 0
    Suppose $k=1/6$. Think about the probability that one throws a die and fails to get a "1" the first $n-1$ times and then gets a "1" the $n$th time. That is the probability that the number of throws needed to get a "1" is $n$. Then ask what is the _average_ number of throws needed to get a "1". The answer is precisely this sum. If you ask anyone---ranging from someone who never thinks about math to the most able mathematician---what they would guess is the average number of throws needed to get a "1", they will instantly say 6. And that is correct.2011-09-25

6 Answers 6

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I assume k is some constant (presumably less than 1 in absolute value).

Then we calculate this as a derivative of the series $f(x) = \dfrac{1}{1-x} = \displaystyle \sum x^n$. Then \displaystyle f'(x) = \dfrac{1}{(1-x)^2} = \sum nx^{n-1}. So we can note that xf'(x) = \displaystyle \sum nx^n. Depending on how you want your indices, you may or may not need to add or take away a few terms. Also, this clearly only works for when the geometric series converges.

That's the idea. Is that what you wanted?

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    @sigma: Yep, it sure is. Thank you for that.2011-09-25
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A bit more generality gives $ \begin{align} \sum_{n=k}^\infty\binom{n}{k}x^n &=\sum_{n=k}^\infty\binom{n}{n-k}x^n\\ &=\sum_{n=k}^\infty(-1)^{n-k}\binom{-k-1}{n-k}x^n\\ &=\sum_{n=0}^\infty(-1)^n\binom{-k-1}{n}x^{n+k}\\ &=x^k\sum_{n=0}^\infty(-1)^n\binom{-k-1}{n}x^n\\ &=x^k(1-x)^{-k-1} \end{align} $ Using this with $k=1$ yields your formula with names changed. Therefore, $ \sum_{n=1}^\infty nk^n=\frac{k}{(1-k)^2} $ for $|k|<1$. If $|k|\ge1$, the series diverges.

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If you know the value of the geometric series $\sum\limits_{n=0}^{+\infty}x^n$ at every $x$ such that $|x|<1$ and if you know that for every nonnegative integer $n$, the derivative of the polynomial function $x\mapsto x^n$ is $x\mapsto nx^{n-1}$, you might get an idea (and a proof) of the value of the series $\sum\limits_{n=0}^{+\infty}nx^{n-1}$, which is $x^{-1}$ times what you are looking for.

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Asssuming $|k|<1$, this series converges uniformly and therefore sum and derivative can be interchanged:

$\sum_{n=0}^{\infty}nk^n=k \sum_{n=0}nk^{n-1} = k \sum_{n=0}^{\infty}\frac{d}{dk}(k^n) =k \frac{d}{dk} \sum_{n=0}^{\infty}k^n = k \frac{d}{dk}\frac{1}{1-k}=\frac{k}{(1-k)^2}$

EDIT: in case $k>1$ this is a completely different situation, as the geometric series diverges, but I don't know how to solve this problem.

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    correction: in my first comment above, I menat of course "diverges".2011-09-29
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By the ratio test your series converges for $|k|\lt 1$. Let $|k|\lt 1$, consider $S_m=\sum_{n=0}^m nk^n.$ Then $\begin{align*} S_m &= 0 + k + \sum_{n=2}^m nk^n\\ &= k +\sum_{n=1}^{m-1}(n+1)k^{n+1}\\ &= k + k\sum_{n=1}^{m-1} nk^n + \sum_{n=1}^{m-1} k^{n+1}\\ &= k + k\sum_{n=1}^{m-1} nk^n + k^2\sum_{n=1}^{m-1} k^{n-1}\\ &= k + kS_{m-1} + k^2\sum_{n=0}^{m-2} k^n\\ &= k + kS_{m-1} + k^2\cdot \frac{1-k^{m-1}}{1-k}. \end{align*}$ We know that $S_m\to l$ for some $l\in\mathbb{R}$. Taking limits in the last equality we get $\begin{align*} \lim_{m\to\infty}S_m &= k+k\lim_{m\to\infty} S_{m-1}+\frac{k^2}{1-k}-\lim_{m\to\infty}\frac{k^{m+1}}{1-k}\\ l &= k+kl+\frac{k^2}{1-k}-0\\ (1-k)l &= k+\frac{k^2}{1-k}\\ l&= \frac{k}{1-k}+\left( \frac{k}{1-k} \right)^2\\ l&=\frac{k}{(1-k)^2}. \end{align*}$

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$\sum_{k=1}^n kp^k=\frac{p(np^{n+1}-(n+1)p^n+1)}{(p-1)^2}$

For a proof by induction and other methods, see here.

If $n\to \infty$, the series converges due to ratio test ($\lim_{n\to \infty}\left|\frac{(k+1)}{k}p\right|<1$), when $|p|<1$. You'll get $ \sum\limits_{k=1}^\infty kp^k = \frac p{(p-1)^2}+\underbrace{\lim_{n\to \infty} \frac{np^{n+2}-(n+1)p^{n+1}}{(p-1)^2}}_{=0} = \frac p {(p-1)^2} $