Saturday, 28 September 2013

probability - (Combinatorial?) Proof of the identity sumnk=1frac(1)kk,(k+1)binomnk=frac12+frac13+dots+frac1n+1?



Recently I've come across an interesting identity:
\frac 1{1\cdot 2}\binom n1 - \frac 1{2\cdot 3}\binom n2 + \frac 1{3\cdot 4}\binom n3 - \dots + \frac {(-1)^n}{n\cdot (n+1)}\binom nn = \frac 12 + \frac 13 + \dots + \frac 1{n+1}.



Does anyone have an idea how to prove this?



PS. It'd be of special interest if someone could provide a combinatorial approach to this problem, although I'm not sure if that'd make sense since this is an identity for non-integer.



Edit: Perhaps my question was worded in a way that seems trivial since there's a vote to close this question. I should have mentioned that I can prove it by expanding \frac 1{k(k-1)} and do some further calculation. What I want is a clever way to interpret it, e.g. using combinatorics or some kind of generating function or integration.


Answer




For the solution see original post below



EDIT



Here are direct proofs of (1), (2), and (3), each in one sequence



ad (1)



H_{n} = \sum_{k=1}^n \frac{1}{k} = \sum_{k=1}^n \int_0^1 y^{k-1}= \int_0^1\,dy \sum_{k=1}^n y^{k-1}= \int_0^1\,dy \frac{1-y^n}{1-y} \\({y\to 1-x})=\int_0^1\,dx \frac{1}{x} \left(1-(1-x)^n\right)= \int_0^1\,dx \sum_{k=1}^n (-1)^{k+1}\binom{n}{k} x^{k-1} \\= \sum_{k=1}^n (-1)^{k+1}\binom{n}{k}\int_0^1\,dx\; x^{k-1} = \sum_{k=1}^n (-1)^{k+1}\binom{n}{k}\frac{1}{k}




QED.



ad (2)



\sum _{k=1}^n \frac{(-1)^{k+1} }{k+1}\binom{n}{k}=\sum _{k=1}^n (-1)^{k+1}\binom{n}{k} \int_0^1 x^k \,dx =\int_0^1 \,dx \sum _{k=1}^n (-1)^{k+1}\binom{n}{k} x^k \\= \int_0^1 \, dx \left(1-(1-x)^n\right)= 1-\frac{1}{n+1} = \frac{n}{n+1}



QED.



ad (3)




\sum _{k=1}^n (-1)^{k+1} \binom{n}{k} \frac{1}{a+k}=\sum_{k=1}^n (-1)^{k+1} \binom{n}{k} \int_0^1 \,dx x^{a+k-1}\\=\int_0^1\,dx x^{a-1} \sum _{k=1}^n (-1)^{k+1} \binom{n}{k} x^{k}=\int_0^1\,dx x^{a-1} \left(1-(1-x)^n\right)\\= \frac{1}{a} - \int_0^1\,dx x^{a-1} (1-x)^n= \frac{1}{a} - \text{Beta}(a,n+1)= \frac{1}{a} - \frac{\Gamma(a) \Gamma(n+1)}{\Gamma(a+n+1)}



QED.



Remark



Combining (3) and (1) we see that



H_{n} = \lim_{a\to0}\left( \frac{1}{a} - \frac{\Gamma(a) \Gamma(n+1)}{\Gamma(a+n+1)}\right)\tag{4a}




To make this explicit we write the r.h.s as



\frac{1}{a} \left( 1- \frac{\Gamma(a+1) \Gamma(n+1)}{\Gamma(a+n+1)}\right)=\frac{\Gamma(a+n+1)-\Gamma(a+1) \Gamma(n+1)}{a\Gamma(a+n+1)}



and then apply l'Hospital to arrive at



H_{n} =\frac{ \frac{\partial (\Gamma (a+n+1)-n! \Gamma (a+1))}{\partial a}\text{/.}\, a\to 0} {\frac{\partial (a \Gamma (a+n+1))}{\partial a}\text{/.}\, a\to 0} = \frac{ \Gamma' (n+1)-n! \Gamma' (1)} {\Gamma(n+1)}\\= \frac{ \Gamma' (n+1)}{\Gamma(n+1)}+ \gamma = \frac{\partial \log (\Gamma (n+1))}{\partial n}+\gamma= \psi ^{(0)}(n+1)+\gamma\tag{4b}



Here \gamma= -\Gamma'(1) is the Euler-Mascheroni constant and \psi is the polygamma function.



Original post



This is not the requested combinatorical interpretation but there are some interesting identities popping up.



Subtracting these two interesting relations




\sum _{k=1}^n \frac{(-1)^{k+1}}{k} \binom{n}{k} = H_{n}\tag{1}



and



\sum _{k=1}^n \frac{(-1)^{k+1}}{1+k} \binom{n}{k} = \frac{n}{1+n}\tag{2}



and observing



\frac{1}{k}-\frac{1}{1+k}= \frac{1}{k(k+1)}




we find that the left hand side is that of the formula we have to prove while the right hand side gives



H_{n}-\frac{n}{1+n} = H_{n+1}-1



which proves the OP.



Here we have used the basic relation



H_{n}+\frac{1}{1+n} =H_{n+1}




Remarks



1) I found it surprising that the small difference in the l.h.s. of (1) and (2) leads to a apreciably different results.



2) formulas (1) and (2) can be generalized to



\sum _{k=1}^n \frac{(-1)^{k+1}}{a+k} \binom{n}{k} = \frac{1}{a}-\frac{\Gamma (a) \Gamma (n+1)}{\Gamma (a+n+1)}\tag{3}


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