Sum of Infinite series with a Geometric series in multiply

sequences-and-series

I came across these series while solving a probability question.

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let |r| < 1 ,

$$S_n=\sum_{k=0}^{\infty}k^n.r^k$$

For n=0 ,it's a GP. $S_0=\frac{1}{1-r}$

For n=1 ,it's a AGP , $S_1=\frac{-1}{1-r}+\frac{1}{(1-r)^2}$

for n=2 , This series can be reduced to AGP by substituting $k^2=1.3.5….(2k-1)$ & $S_2=\frac{-r}{(1-r)^2}+\frac{2r}{(1-r)^3}$.

Is it possible to find sum further in this series . Is there any pattern.

Best Answer

If you take the (formal) dereivative of $S_n$ with respect to $r$, then $$ \frac{\mathrm d}{\mathrm dr}S_n=\sum_{k=1}^\infty k^n\frac{\mathrm d}{\mathrm dr}r^k=\sum_{k=1}^\infty k^n\cdot k r^{k-1}=\frac 1r\sum_{k=1}^ \infty k^{n+1}r^k=\frac1rS_{n+1}$$ so you obtain a recursion formula, $$S_{n+1}=r\frac{\mathrm d}{\mathrm dr}S_n. $$

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