Monday, 27 August 2018

limits - Summation of infinite exponential series



How is the given summation containing exponential function

a=0a+22(a+1)X(a+1)(λX)aeλXa!(1+λX)=X2(1+11+λX)



I tried the following.



=a=0a+22(a+1)X(a+1)(λX)aeλXa!(1+λX)



=a=0a+22X(λX)aeλXa!(1+λX)



=a=0X(a+2)2(1+λX)(λX)aeλXa!




=a=0X(a+2)2(1+λX)a=0(λX)aeλXa!



As a=0(λX)aeλXa!=1, the sum of poisson pmf sum up to 1.



=X2(1+λX)a=0(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




k=0k+2k!tk=tk=01(k1)!tk1+2k=01k!tk=(t+2)et

where t=λX. The remaining factors are Xet2(t+1).


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