Monday 27 August 2018

limits - Summation of infinite exponential series



How is the given summation containing exponential function

$\sum_{a=0}^{\infty} \frac{a+2} {2(a+1)} X \frac{(a+1){(\lambda X)}^a e^{-\lambda X}}{a! (1+\lambda X)}=\frac{X}{2} (1+ \frac{1}{1+\lambda X})$



I tried the following.



$=\sum_{a=0}^{\infty} \frac{a+2} {2(a+1)} X \frac{(a+1){(\lambda X)}^a e^{-\lambda X}}{a! (1+\lambda X)}$



$=\sum_{a=0}^{\infty} \frac{a+2} {2} X \frac{{(\lambda X)}^a e^{-\lambda X}}{a! (1+\lambda X)}$



$=\sum_{a=0}^{\infty} \frac{X(a+2)} {2(1+\lambda X)} \frac{{(\lambda X)}^a e^{-\lambda X}}{a! }$




$=\sum_{a=0}^{\infty} \frac{X(a+2)} {2(1+\lambda X)} \sum_{a=0}^{\infty} \frac{{(\lambda X)}^a e^{-\lambda X}}{a! }$



As $\sum_{a=0}^{\infty} \frac{{(\lambda X)}^a e^{-\lambda X}}{a! }=1$, the sum of poisson pmf sum up to 1.



$=\frac{X} {2(1+\lambda X)} \sum_{a=0}^{\infty}(a+2) $



I don't know how to further proceed. Can someone explain me the remaining steps to get to the answer. thanks in advance.


Answer



After removal of clutter, the summation is essentially




$$\sum_{k=0}^\infty\frac{k+2}{k!}t^k=t\sum_{k=0}^\infty\frac{1}{(k-1)!}t^{k-1}+2\sum_{k=0}^\infty\frac{1}{k!}t^k=(t+2)e^t$$ where $t=\lambda X$. The remaining factors are $\dfrac{Xe^{-t}}{2(t+1)}$.


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