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Can anyone help me with this.

Prove that

$$2\log \left(\sum_{n=0}^{\infty}\binom{2n}{n}\frac{x^n}{n+1}\right)=\sum_{n=1}^{\infty}\binom{2n}{n}\left(H_{2n-1}-H_n\right)\frac{x^n}{n}$$

Where $H_n=\sum_{k=1}^{n}\frac{1}{k}$. The left side is equal to $$2\log(C(x))=2\log\left(\frac{2}{1+\sqrt{1-4x}}\right)$$ where $C(x)=\sum_{n=0}^{\infty}C_n x^n$ is the generating function of the Catalan numbers.

john_leo
  • 733

4 Answers4

11

We start with the key identity:

$$\sum\limits_{j=1}^{n-k} \frac{(-1)^{j-1}}{j}\binom{n}{k+j} = \binom{n}{k}(H_n - H_k)$$

which can be proved elementarily by induction on $n$ or otherwise.

Thus we have for our special case: $\displaystyle \binom{2n}{n}(H_{2n} - H_n) = \sum\limits_{j=1}^{n} (-1)^{j-1}\frac{1}{j}\binom{2n}{n+j}$

The series then decomposes to two parts:

$$\displaystyle \sum\limits_{n=1}^{\infty} \binom{2n}{n} (H_{2n-1}- H_n)\frac{z^n}{n} = \underbrace{\sum\limits_{n=1}^{\infty} \binom{2n}{n} (H_{2n}- H_n)\frac{z^n}{n}}_{=A} - \frac{1}{2}\underbrace{\sum\limits_{n=1}^{\infty} \binom{2n}{n} \frac{z^n}{n^2}}_{ = B}$$

Evaluation of $A$:

$$\begin{align}\sum\limits_{n=1}^{\infty} \binom{2n}{n} (H_{2n}- H_n)\frac{z^n}{n} & = \sum\limits_{n=1}^{\infty} \sum\limits_{j=1}^{n} (-1)^{j-1}\frac{1}{j}\binom{2n}{n+j}\frac{z^n}{n} \\ &= \sum\limits_{j=1}^{\infty} \frac{(-1)^{j-1}}{j}\sum\limits_{n=j}^{\infty} \binom{2n}{n+j}\frac{z^n}{n} \\ &= \sum\limits_{j=1}^{\infty} \frac{(-1)^{j-1}z^{j}}{j}\sum\limits_{m=0}^{\infty} \binom{2j+2m}{2j+m}\frac{z^m}{j+m} \\ &= \int_0^z \frac{1}{z}\sum\limits_{j=1}^{\infty} \frac{(-1)^{j-1}z^{j}}{j}\sum\limits_{m=0}^{\infty} \binom{2j+2m}{2j+m} z^{m} \,\mathrm{d}z \tag{*}\\ &= \int_0^z \frac{1}{z}\sum\limits_{j=1}^{\infty} \frac{(-1)^{j-1}z^j}{j}.\frac{4^j}{\sqrt{1-4z}(1+\sqrt{1-4z})^{2j}} \,\mathrm{d}z\\&= \int_0^z \frac{1}{z\sqrt{1-4z}}\log \left(1+\frac{4z}{(1+\sqrt{1-4z})^2}\right) \,\mathrm{d}z \\ &= -\int_0^z \frac{1}{z\sqrt{1-4z}}\log \left(\frac{1+\sqrt{1-4z}}{2}\right) \,\mathrm{d}z\end{align}$$

Consider, $\displaystyle f(z) = \log \left(\frac{1+\sqrt{1-4z}}{2}\right)$, then $\displaystyle f'(z) = \frac{1}{2z} - \frac{1}{2z\sqrt{1-4z}}$

Continuing the computation with the substitution:

$$\begin{align}& = \int_0^z f(z)\left(2f'(z) - \frac{1}{z}\right)\,\mathrm{d}z \\&= \log^2 \left(\frac{1+\sqrt{1-4z}}{2}\right) - \int_0^z \frac{1}{z}\log \left(\frac{1+\sqrt{1-4z}}{2}\right)\,\mathrm{d}z\end{align}$$

Since,

$$\displaystyle \begin{align} \sum\limits_{n=1}^{\infty} \binom{2n}{n}z^n = \frac{1}{\sqrt{1-4z}} &\implies \sum\limits_{n=1}^{\infty} \binom{2n}{n}\frac{z^n}{n} = -2\log \left(\frac{1+\sqrt{1-4z}}{2}\right)\\ & \implies \sum\limits_{n=1}^{\infty} \binom{2n}{n}\frac{z^n}{n^2} = -2\int_0^z\frac{1}{z}\log \left(\frac{1+\sqrt{1-4z}}{2}\right)\,\mathrm{d}z =B \end{align}$$

And also, $\displaystyle C(z) = \sum\limits_{n=1}^{\infty} \binom{2n}{n}\frac{z^n}{n+1} = \frac{1}{z}\int_0^z \frac{1}{\sqrt{1-4z}}\,\mathrm{d}z = \frac{1-\sqrt{1-4z}}{2z} = \frac{2}{1+\sqrt{1-4z}}$

Hence, we get our final result:

$$\sum\limits_{n=1}^{\infty} \binom{2n}{n} (H_{2n-1}- H_n)\frac{z^n}{n} = \log^2 \left(\frac{1+\sqrt{1-4z}}{2}\right) = \log^2 (C(z))$$

In $(*)$ we used the fact that: $\displaystyle \sum\limits_{m=0}^{\infty} \binom{p+2m}{p+m}z^m = \frac{2^p (1+\sqrt{1-4z})^{-p}}{\sqrt{1-4z}}$, for integers $p$.

r9m
  • 17,938
7

Note: Please note that according to the calculation below the factor $(H_{2n-1}-H_n)$ in OPs RHS should be removed.

The following identity is valid

\begin{align*} \sum_{n=1}^{\infty}\binom{2n}{n}\frac{x^n}{n}=2\log\left(\frac{2}{1+\sqrt{1-4x}}\right) \end{align*}

The initial point for all calculations is the generating function of the central binomial coefficient \begin{align*} \sum_{n= 0}^{\infty}\binom{2n}{n}x^n=\frac{1}{\sqrt{1-4x}}\tag{1} \end{align*} convergent for $|x|<\frac{1}{4}$.

Catalan Numbers:

We can integrate (1) from $0$ to $x$ and obtain \begin{align*} \int_{0}^x\sum_{n= 0}^{\infty}\binom{2n}{n}t^ndt&=\int_{0}^x\frac{dt}{\sqrt{1-4t}}\\ &=\frac{1}{4}\int_{1-4x}^{1}\frac{du}{\sqrt{u}}\tag{2}\\ &=\left.\frac{1}{2}\sqrt{u}\right|_{1-4x}^{1}\\ &=\frac{1}{2}\left(1-\sqrt{1-4x}\right) \end{align*}

Comment:

  • In (2) we substitute $u=1-4t$ and $du=-4dt$

Now dividing LHS and RHS of (2) by $x$, we get the generating function of the Catalan numbers \begin{align*} \sum_{n= 0}^{\infty}\binom{2n}{n}\frac{x^n}{n+1}&=\frac{1}{2x}\left(1-\sqrt{1-4x}\right)\\ &=\frac{2}{1+\sqrt{1-4x}} \end{align*}

$$$$

OP's identity: Just another variation based upon (1)

We again perform integration but we put the first term of the series to the right side, divide both sides by $t$ and we observe: \begin{align*} \int_{0}^x\sum_{n=1}^{\infty}\binom{2n}{n}t^{n-1}dt &=\int_{0}^x\left(\frac{1}{t\sqrt{1-4t}}-\frac{1}{t}\right)dt\\ &=\int_{0}^{x}\frac{1-\sqrt{1-4t}}{t\sqrt{1-4t}}dt\tag{3}\\ &=\int_{1-4x}^{1}\frac{1-\sqrt{u}}{(1-u)\sqrt{u}}du\\ &=\int_{1-4x}^{1}\frac{du}{(1+\sqrt{u})\sqrt{u}}\\ &=2\int_{\sqrt{1-4x}}^{1}\frac{ds}{1+s}\tag{4}\\ &=2\left.\log(1+s)\right|_{\sqrt{1-4x}}^{1}\\ &=2\left(\log 2 - \log \left(1+\sqrt{1-4x}\right)\right)\\ &=2\log\frac{2}{1+\sqrt{1-4x}} \end{align*}

Comment:

  • In (3) we substitute $u=1-4t$ and $du=-4dt$

  • In (4) we substitute $s=\sqrt{u}$ and $ds=\frac{1}{2\sqrt{u}}du$

We obtain from LHS and RHS of (4) the identity \begin{align*} \sum_{n=1}^{\infty}\binom{2n}{n}\frac{x^n}{n}=2\log\left(\frac{2}{1+\sqrt{1-4x}}\right) \end{align*}

and the claim follows.

Note: OPs identity can be found in Interesting Series involving the Central Binomial Coefficient by D.H. Lehmer. It is also stated in Series with Central Binomial Coefficients, Catalan Numbers, and Harmonic Numbers by K.N. Boyadzhiev with a reference to Lehmer's paper. Both papers contain interesting related identities.

Markus Scheuer
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This one can also be done using complex variables, using a variant of Lagrange inversion. I get a slightly different formula on the right.

Suppose we seek to find $$[z^n] \log\left(\frac{2}{1+\sqrt{1-4z}}\right).$$ This is given by $$\frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{1}{z^{n+1}} \log\left(\frac{2}{1+\sqrt{1-4z}}\right) \; dz.$$

Now put $1-4z = w^2$ so that $z=1/4(1-w^2)$ and $-2\; dz = w\; dw$ to get $$\frac{1}{2\pi i} \int_{|w-1|=\gamma} \frac{4^{n+1}}{(1-w^2)^{n+1}} \log\left(\frac{2}{1+w}\right) \left(-\frac{1}{2}\right) w \; dw.$$

This is $$-\frac{1}{2} \frac{4^{n+1}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(1-w)^{n+1}} \frac{1}{(1+w)^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \times w \; dw$$ or $$\frac{1}{2} \frac{(-1)^n\times 4^{n+1}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(w-1)^{n+1}} \frac{1}{(1+w)^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \times w \; dw.$$

This has two parts, part $A_1$ is $$\frac{1}{2}\frac{(-1)^n\times 4^{n+1}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(w-1)^{n}} \frac{1}{(1+w)^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \; dw$$ and part $A_2$ is $$\frac{1}{2} \frac{(-1)^n\times 4^{n+1}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(w-1)^{n+1}} \frac{1}{(1+w)^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \; dw$$

Part $A_1$ is $$\frac{1}{2} \frac{(-1)^n\times 4^{n+1}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(w-1)^{n}} \frac{1}{(2+(w-1))^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \; dw \\ = \frac{(-1)^n\times 2^{n}}{2\pi i} \int_{|w-1|=\gamma} \frac{1}{(w-1)^{n}} \frac{1}{(1+(w-1)/2)^{n+1}} \log\left(\frac{1}{1+(w-1)/2}\right) \; dw.$$

Extracting coefficients we get $$(-1)^n 2^{n} \sum_{q=0}^{n-2} {q+n\choose n} \frac{(-1)^q}{2^q} \frac{(-1)^{n-1-q}}{2^{n-1-q} \times (n-1-q)}$$ which is $$-2\sum_{q=0}^{n-2} {q+n\choose n} \frac{1}{n-1-q}.$$

Part $A_2$ is $$(-1)^n 2^{n} \sum_{q=0}^{n-1} {q+n\choose n} \frac{(-1)^q}{2^q} \frac{(-1)^{n-q}}{2^{n-q} \times (n-q)}$$ which is $$\sum_{q=0}^{n-1} {q+n\choose n} \frac{1}{n-q}.$$

Re-index $A_1$ to match $A_2$, getting $$-2\sum_{q=1}^{n-1} {q-1+n\choose n} \frac{1}{n-q}.$$

Collecting the two contributions we obtain $$\frac{1}{n} + \sum_{q=1}^{n-1} \left({q+n\choose n} - 2{q-1+n\choose n}\right) \frac{1}{n-q}$$

which is $$\frac{1}{n} + \sum_{q=1}^{n-1} \left(\frac{q+n}{q} {q-1+n\choose n} - 2{q-1+n\choose n}\right) \frac{1}{n-q} \\ = \frac{1}{n} + \sum_{q=1}^{n-1} \frac{n-q}{q} {q-1+n\choose n} \frac{1}{n-q} \\ = \frac{1}{n} + \sum_{q=1}^{n-1} \frac{1}{q} {q-1+n\choose n} \\ = \frac{1}{n} + \sum_{q=1}^{n-1} \frac{(q-1+n)!}{q!\times n!} \\ = \frac{1}{n} + \frac{1}{n} \sum_{q=1}^{n-1} \frac{(q-1+n)!}{q!\times (n-1)!} \\ = \frac{1}{n} + \frac{1}{n} \sum_{q=1}^{n-1} {q-1+n\choose n-1} = \frac{1}{n} \sum_{q=0}^{n-1} {q-1+n\choose n-1}.$$

To evaluate this last sum we use the integral $${n-1+q\choose n-1} = \frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{n-1+q}}{z^{n}} \; dz$$ which gives for the sum $$\frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{n-1}}{z^{n}} \sum_{q=0}^{n-1} (1+z)^q \; dz \\ = \frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{n-1}}{z^{n}} \frac{(1+z)^n-1}{1+z-1} \; dz \\ = \frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{n-1}}{z^{n+1}} ((1+z)^n-1) \; dz.$$ This also has two components, the second is zero and given by $$-\frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{n-1}}{z^{n+1}} \; dz$$ leaving $$\frac{1}{2\pi i} \int_{|z|=\epsilon} \frac{(1+z)^{2n-1}}{z^{n+1}} \; dz$$ which evaluates to $${2n-1\choose n}.$$

We have shown that $$[z^n] \log\left(\frac{2}{1+\sqrt{1-4z}}\right) = \frac{1}{n} {2n-1\choose n}.$$

Marko Riedel
  • 61,317
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    (+1) Beautiful technique. I wonder if differentiation and Cauchy convolution give a more elementary proof, I still have to think about it. – Jack D'Aurizio Feb 14 '15 at 23:47
  • Thank you for the kind remark. I definitely suspect there are other methods that can be applied to this problem. Even better, maybe someone will confirm my formula. Writing the first response one does not have the work of other experienced MSE users available to check against for verification. (Maple does confirm the series expansion.) – Marko Riedel Feb 14 '15 at 23:57
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    @JackD'Aurizio: You might want to look at my answer which I think corresponds to your ideas. With the twist to do it the other way round! :-) Not differentiating the $log$ expression, but instead starting from the GF of the central binomial coefficients and performing integration. Best regards, – Markus Scheuer Feb 17 '15 at 22:35
  • @MarkoRiedel: Hi Marko! I've checked your answer and I agree with your calculations. Maybe, you might want to simplify your last expression and write $\frac{1}{n}\binom{2n}{n}$ :-) (just a joke). Best regards, – Markus Scheuer Feb 17 '15 at 22:52
  • I missed it because the harmonic numbers seemed to indicate that the RHS of the OP was wrong and hence I did not match my answer to the claim in the OP as I usually do. Reading your calculation it does appear that Lagrange inversion provides more machinery than what is needed here. – Marko Riedel Feb 18 '15 at 02:17
  • @MarkoRiedel: I'm not sure if Lagrange inversion is involved. For me it's a direct approach of the residual calculus. Nevertheless I like your approach as I like to see this technique in many answers from you. But, it's also highly inspiring, to see how simple it could be done when starting from the base series $\frac{1}{\sqrt{1-4x}}$ and do some integration steps resp. some differentiation steps as Lehmer in his paper did! :-) – Markus Scheuer Feb 18 '15 at 10:07
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Addendum Feb 27 2022. It appears from the comments that OP wanted to prove

$$[z^n] \log^2 \frac{2}{1+\sqrt{1-4z}} = {2n\choose n} (H_{2n-1}-H_n) \frac{1}{n}.$$

Using the result from the companion answers

$$[z^n] \log \frac{2}{1+\sqrt{1-4z}} = \frac{1}{n} {2n-1\choose n}$$

the LHS becomes

$$\sum_{k=1}^{n-1} \frac{1}{k} {2k-1\choose k} \frac{1}{n-k} {2n-2k-1\choose n-k}.$$

Using

$$\frac{1}{k} \frac{1}{n-k} = \frac{1}{n} \frac{1}{k} + \frac{1}{n} \frac{1}{n-k}$$

this becomes

$$\frac{2}{n} \sum_{k=1}^{n-1} \frac{1}{n-k} {2k-1\choose k} {2n-2k-1\choose n-k} \\ = \frac{1}{2n} \sum_{k=1}^{n-1} \frac{1}{n-k} {2k\choose k} {2n-2k \choose n-k} \\ = -\frac{1}{2n^2} {2n\choose n} + \frac{1}{2n} [w^n] \log\frac{1}{1-w} \sum_{k\ge 0} w^k {2k\choose k} {2n-2k \choose n-k}.$$

Here we have extended to infinity due to the coefficient extractor in w (note that $\log\frac{1}{1-w} = w+\cdots$) and canceled the value for $k=0$ that was included in the sum. Continuing with the inner sum term

$$[z^n] \frac{1}{\sqrt{1-4wz}} \frac{1}{\sqrt{1-4z}} \\ = [z^n] \frac{1}{\sqrt{(1-4z)^2 - 4z (1-4z) (w-1)}} \\ = [z^n] \frac{1}{1-4z} \frac{1}{\sqrt{1-4z(w-1)/(1-4z)}} \\ = [z^n] \sum_{k=0}^n {2k\choose k} z^k (w-1)^k \frac{1}{(1-4z)^{k+1}}.$$

This is

$$\frac{1}{2n} [w^n] \log\frac{1}{1-w} \sum_{k=0}^n {2k\choose k} (w-1)^k {n\choose k} 4^{n-k}.$$

Recall from MSE 4316307 that with $1\le k\le n$

$$\frac{1}{k} = {n\choose k} [w^n] \log\frac{1}{1-w} (w-1)^{n-k}.$$

Hence we get two pieces, the first is

$$\frac{1}{2n} \sum_{k=0}^{n-1} {2k\choose k} \frac{1}{n-k} 4^{n-k}.$$

and

$$\frac{1}{2n} [w^n] \log\frac{1}{1-w} {2n\choose n} (w-1)^n.$$

We get for the second

$${2n\choose n} \frac{1}{2n} \;\underset{w}{\mathrm{res}}\; \frac{1}{w^{n+1}} \log\frac{1}{1-w} (-1)^n (1-w)^n.$$

We put $w/(1-w) = v$ so that $w=v/(1+v)$ and $dw = 1/(1+v)^2 \; dv$ to get (without the scalar in front)

$$\;\underset{v}{\mathrm{res}}\; \frac{1}{v^{n+1}} (1+v) \log\frac{1}{1-v/(1+v)} (-1)^n \frac{1}{(1+v)^2} \\ = \;\underset{v}{\mathrm{res}}\; \frac{1}{v^{n+1}} (-1)^n \frac{1}{1+v} \log(1+v) = - (-1)^n [v^n] \frac{1}{1+v} \log\frac{1}{1+v} \\= - [v^n] \frac{1}{1-v} \log\frac{1}{1-v}.$$

With the scalar we get

$$- {2n\choose n} \frac{1}{2n} H_n.$$

We have the result if we can show that the first piece is

$${2n\choose n} \left(H_{2n-1} + \frac{1}{2n} - \frac{1}{2} H_n\right) \frac{1}{n} = {2n\choose n} \left(H_{2n} - \frac{1}{2} H_n\right) \frac{1}{n}$$

i.e.

$$F_n = \sum_{k=0}^{n-1} {2k\choose k} \frac{1}{n-k} 4^{n-k} = {2n\choose n} (2H_{2n} - H_n).$$

We have for the LHS

$$4^n [w^n] \log\frac{1}{1-w} \sum_{k=0}^{n-1} {2k\choose k} w^k 4^{-k}.$$

The coefficient extractor enforces the upper limit, we may extend to infinity and we find

$$4^n [w^n] \log\frac{1}{1-w} \frac{1}{\sqrt{1-w}} = [w^n] \log\frac{1}{1-4w} \frac{1}{\sqrt{1-4w}}.$$

Call the OGF $F(w).$ We get

$$F'(w) = \frac{4}{\sqrt{1-4w}^3} + \frac{2}{1-4w} F(w).$$

Extracting the coefficient on $[w^n]$ we get

$$(n+1) F_{n+1} = 4^{n+1} (-1)^n {-3/2\choose n} + 2 \sum_{q=0}^n F_q 4^{n-q} \\ = 4^{n+1} (-1)^n \frac{n+1}{(-1/2)} {-1/2\choose n+1} + 2 \sum_{q=0}^n F_q 4^{n-q} \\ = 2 (n+1) {2n+2\choose n+1} + 2 \sum_{q=0}^n F_q 4^{n-q}$$

which also yields

$$\frac{1}{4} (n+2) F_{n+2} = \frac{1}{2} (n+2) {2n+4\choose n+2} + 2\sum_{q=0}^{n+1} F_q 4^{n-q}.$$

Subtract to get

$$\frac{1}{4} (n+2) F_{n+2} \\ = (n+1) F_{n+1} + \frac{1}{2} (n+2) {2n+4\choose n+2} - 2 (n+1) {2n+2\choose n+1} + \frac{1}{2} F_{n+1}.$$

Introducing $G_n = F_n {2n\choose n}^{-1}$ and dividing by ${2n+2\choose n+1}$ we get

$$\frac{1}{2} (2n+3) G_{n+2} = (n+3/2) G_{n+1} + 1 \quad\text{or}\quad G_{n} = G_{n-1} + \frac{1}{n-1/2}.$$

so that

$$G_n = \sum_{q=1}^n \frac{1}{q-1/2} = 2 \sum_{q=1}^n \frac{1}{2q-1} = 2 H_{2n-1} - H_{n-1} = 2 H_{2n} - H_n.$$

This is the claim (we have $F_0=G_0=0$ from the generating function) and it completes the entire argument.

Marko Riedel
  • 61,317