Saturday 22 December 2018

sequences and series - proof of $sum_{n=1}^infty n cdot x^n= frac{x}{(x-1)^2}$




I know that the Series $\sum_{n=1}^\infty n \cdot x^n $ converges to $\frac{x}{(x-1)^2}$ but I'm not sure how to show it. I'm pretty sure that has been asked before, but I wasn't able to find anything...


Answer



Let $$S_n=\sum_{k=1}^n kx^k$$



Assuming $|x|<1$,
$$S_n-xS_n=\sum_{k=1}^n x^k-nx^{n+1}=\frac{x(1-x^n)}{1-x}-nx^{n+1}\Rightarrow S_n=\frac{x(1-x^n)}{(1-x)^2}-\frac{nx^{n+1}}{1-x}$$



Now, if $|x|<1$, then $$\limsup_{n\rightarrow \infty}\left|\frac{(n+1)x^{n+1}}{nx^n}\right|=|x|\limsup_{n\rightarrow \infty}\left(1+\frac{1}{n}\right)=|x|<1$$So, by ratio test, the series $\displaystyle \sum_{k=1}^n kx^k$ converges and hence $$\lim_{n\rightarrow \infty}nx^{n+1}=x\lim_{n\rightarrow \infty}nx^{n}=0$$




So, $$S=\sum_{n=1}^{\infty}nx^n=\lim_{n\rightarrow \infty}S_n=\frac{x}{(1-x)^2}$$


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