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Prove by induction a formula for the sum from 1 to ∞ of nkxn

Four of the previous exercise (here, here, here, and here, Section 10.9, Exercises #11 – #14) suggest a formula

    \[ \sum_{n=1}^{\infty} n^k x^n = \frac{P_k (x) }{(1-x)^{k+1}}. \]

In the formula P_k(x) indicates a polynomial of degree k, with the term of lowest degree being x and the highest degree term being x^k (we call a polynomial of degree k with highest term x^k a monic polynomial of degree k). Use mathematical induction to prove this formula, without justifying the manipulations with the series.


Proof. For the case k = 1, we have

    \[ \sum_{n=1}^{\infty} nx^n = \frac{x}{(1-x)^2}, \]

from the first exercise linked above (Section 10.7, Exercise #11). Letting P_k (x) = x, a degree k = 1 polynomial, with term of lowest degree being x and term of highest degree being x^1 =x. Therefore, the statement holds for the case k = 1. Assume then that the statement is true for some j = k \in \mathbb{Z}_{>0}, so

    \[ \sum_{n=1}^{\infty} n^j x^n = \frac{P_j(x)}{(1-x)^{j+1}}. \]

Differentiating both sides (assuming without justification that we can do this) we obtain

    \begin{align*}  && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{D(P_j(x)) \cdot (1-x)^{j+1} + P_j(x)(j+1)(1-x)^j}{(1-x)^{2j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{D(P_j(x))(1-x) + P_j(x)(j+1)}{(1-x)^{j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{D(x^j + Q_{j-1}(x) + x)(1-x) + (x^j + Q_{j-1}(x) +x)(j+1)}{(1-x)^{j+2}}  \intertext{where $Q_{j-1}(x)$ is a polynomial of degree $j-1$}  \implies && \sum_{n=1}^{\infty} n^{j+1}x^{n-1} &= \frac{(jx^{j-1} + Q_{j-2}(x) +1) - (jx^j + Q_{j-1}(x) + x) + (j+1)x^j + (j+1)Q_{j-1}(x) + x(j+1)}{(1-x)^{j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{(jx^{j-1} + Q_{j-2}(x) + 1) - (jx^j + Q_{j-1}(x) + x) + (j+1)x^j + (j+1)Q_{j-1}(x) + x(j+1)}{(1-x)^{j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{(jx^{j-1} + Q_{j-2}(x) + 1) - (jx^j + Q_{j-1}(x) + x) + (j+1)x^j + (j+1)Q_{j-1}(x) + x(j+1)}{(1-x)^{j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} x^{n-1} &= \frac{x^j + Q^*_{j-1} (x) + 1}{(1-x)^{j+1}} \intertext{where $Q^*_{j-1}(x)$ is a polynomial of degree $j-1$}  \implies && \sum_{n=1}^{\infty} n^{j+1} x^{n-1} &= \frac{(jx^{j-1} + Q_{j-2}(x) + 1) - (jx^j + Q_{j-1}(x) + x) + (j+1)x^j + (j+1)Q_{j-1}(x) + x(j+1)}{(1-x)^{j+2}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1}x^{n-1} &= \frac{x^j + Q^*_{j-1} (x) + 1}{(1-x)^{j+1}} \\[9pt]  \implies && \sum_{n=1}^{\infty} n^{j+1}x^n &= \frac{P_{j+1}(x)}{(1-x)^{j+2}}. \end{align*}

where P_{j+1}(x) is a polynomial of degree j+1 with the term of lowest degree being x and that of the highest degree being x^{j+1}. Hence, if the statement is true for j then it is true for j+1; thus, the statement is true for all positive integers k. \qquad \blacksquare

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