Summation Formulas

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Introduction

This page contains the most common summation formulas as well as short examples of how to obtain them.

The Formulas

The first formula is the generic one for any $$N$$ and $$\alpha$$. The next two are for cases where $$N=\infty$$ and $$|\alpha|<1$$. The fourth has a slightly different summand.

\( \begin{align} \sum_{n=k}^{N-1}\alpha^n&= \left\{ \begin{array}{ll} N-k & \alpha=1\\ \frac{\alpha^k-\alpha^N}{1-\alpha} & \alpha\neq 1 \end{array} \right. \\ \sum_{n=0}^{\infty}\alpha^n&= \frac{1}{1-\alpha}\mbox{ if }|\alpha|<1\\ \sum_{n=k}^{\infty}\alpha^n&= \frac{\alpha^k}{1-\alpha}\mbox{ if }|\alpha|<1 \\ \sum_{n=0}^{\infty}n\alpha^n&= \frac{\alpha}{(1-\alpha)^2}\mbox{ if }|\alpha|<1 \end{align} \)

The Derivations

Generic $$\alpha^n$$ summand

For the first formula, let's call the sum $$S$$:

\( \begin{align*} S&=\sum_{n=k}^{N-1}\alpha^n \end{align*} \)

If $$\alpha=1$$, we end up with:

\( \begin{align*} S&=\sum_{n=k}^{N-1}1 \end{align*} \)

and since there are $$N-1-k+1=N-k$$ terms from $$k$$ to $$N-1$$, we add up $$N-k$$ 1's to get $$N-k$$. Done with that particular case!

If $$\alpha\neq 1$$, let's look at what happens if we multiply $$S$$ by $$\alpha$$ and then do some index transformations:

\( \begin{align*} S&=\sum_{n=k}^{N-1}\alpha^n && \text{Start here} \\ \alpha S&=\alpha\sum_{n=k}^{N-1}\alpha^n && \text{Multiply both sides by}~\alpha \\ \alpha S&= \sum_{n=k}^{N-1}\alpha^{n+1} && \text{Bring}~\alpha~\text{into summand, which increases power by 1}\\ \alpha S&= \sum_{m=k+1}^{N}\alpha^{m} && \text{Transform indexing}~m=n+1~ \text{so summand is the same as the one for}~S\\ \end{align*} \)

Now this has the right summand, but the limits are wrong. This new summation starts at $$k+1$$ instead of $$k$$. It ends at $$N$$ instead of $$N-1$$. If we start at $$m=k$$, we get an extra $$\alpha^{k}$$ term in the summation -- we can subtract that from the summation to maintain the original summation's value:

\( \begin{align*} \alpha S&= \sum_{m=k}^{N}\alpha^{m} - \alpha^k && \text{Switch lower index to match and subtract off extra term}\\ \end{align*} \)

To fix the upper limit, change it to $$N-1$$ but now the summation is missing the $$\alpha^N$$ term, so we need to add that back:

\( \begin{align*} \alpha S&= \sum_{m=k}^{N-1}\alpha^{m} - \alpha^k + \alpha^N && \text{Switch upper index to match and add in the missing term}\\ \end{align*} \)

Now look at the difference between $$S$$ and $$\alpha S$$:

\( \begin{align*} S - \alpha S&= \sum_{n=k}^{N-1}\alpha^n - \left( \sum_{m=k}^{N-1}\alpha^{m} - \alpha^k + \alpha^N \right) \end{align*} \)

Even though they have different dummy variable, the two sums are now exactly the same, meaning:

\( \begin{align*} S - \alpha S&= \alpha^k - \alpha^N \\ S&=\frac{\alpha^k - \alpha^N}{1-\alpha}, \alpha\neq 1 \end{align*} \)

$$\alpha^n$$ summand with $$N=\infty$$ if $$|\alpha|<1$$

As long as $$|\alpha|<0$$, $$\lim_{N\rightarrow\infty}\alpha^N=0$$, so:

\( \begin{align*} \sum_{m=k}^{\infty}\alpha^{m}&=\frac{\alpha^k}{1-\alpha}, |\alpha|<1 \end{align*} \)

$$\alpha^n$$ summand with $$N=\infty$$ and $$k=0$$ if $$|\alpha|<1$$

As long as $$|\alpha|<0$$, $$\lim_{N\rightarrow\infty}\alpha^N=0$$, and if $$k=0$$, $$\alpha^k=\alpha^0=1$$, so:

\( \begin{align*} \sum_{m=0}^{\infty}\alpha^{m}&=\frac{1}{1-\alpha}, |\alpha|<1 \end{align*} \)


$$n\alpha^n$$ summand with $$N=\infty$$ and $$k=0$$ if $$|\alpha|<1$$

Note - while there is a form of this for generic lower bound $$n=k$$ and generic upper bound$$n=N-1$$, the cleanest one is in the case where $$k=0$$ and $$N=\infty$$, which is only bounded if $$|\alpha|<1$$

\( \begin{align*} S=\sum_{n=0}^{\infty}\alpha^n&=\frac{1}{1-\alpha}, |\alpha|<1 && \text{Start here} \\ \frac{dS}{d\alpha}=\sum_{n=0}^{\infty}n\alpha^{n-1}&=\frac{1}{\left(1-\alpha\right)^2}, |\alpha|<1 && \text{Take derivatives of both sides} \\ \alpha\frac{dS}{d\alpha}=\alpha\sum_{n=0}^{\infty}n\alpha^{n-1}&=\frac{\alpha}{\left(1-\alpha\right)^2}, |\alpha|<1 && \text{Multiply both sides by}~\alpha \\ \alpha\frac{dS}{d\alpha}=\sum_{n=0}^{\infty}n\alpha^{n}&=\frac{\alpha}{\left(1-\alpha\right)^2}, |\alpha|<1 && \text{bring}~\alpha~\text{into the summation} \end{align*} \)