What is the sum of $\sum\limits_{i=1}^{n}ip^i$?

Question

What is the sum of $\sum\limits_{i=1}^{n}ip^i$ and does it matter, for finite n, if $|p|>1$ or $|p|<1$ ?

Edition :

Why can I integrate take sum and then take the derivative ? I think that kind of trick is not always allowed.

ps. I've tried this approach but I made mistake when taking derivative, so I've asked, mayby I should use some program (or on-line app) for symbolic computation.

These questions are not exactly the same as your question, but some answers gives a more general answers there, so you can find answer to your question there (or you can try to use a similar method and a make the generalization yourself). 1 2 3 — Martin Sleziak, Aug 08 '12 at 06:50
If you think your methods are "not allowed" ... use them anyway to get a formula, then prove the formula by induction. — GEdgar, Aug 08 '12 at 14:16
For your question about why integrating, summing, and taking the derivative is allowed, remember that for fixed $n$ this is just a polynomial in $p$, so your sum is about as nicely behaved as possible. In particular, all of the operations you've suggested are perfectly kosher. — Rick Decker, Aug 08 '12 at 15:13

score 17 · Answer 1 · answered Aug 08 '12 at 07:18

17

Start with $f(p)=\sum_{i=1}^n p^i=\frac {p(p^n-1)}{p-1}$

your answer is $\ pf'(p)$ (compute it both ways...)

answered Aug 08 '12 at 07:18

Raymond Manzoni

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draks ... · Accepted Answer · 2017-11-22T15:03:23.833

$$\sum_{k=1}^n kp^k=\frac{p(np^{n+1}-(n+1)p^n+1)}{(p-1)^2}\tag{*}$$

Proof by induction:

$n=1$: $ p=\frac{p(p^{1+1}-(1+1)p^1+1)}{(p-1)^2}=\frac{p(p^{2}-2p+1)}{(p-1)^2}=p$

$$ \begin{eqnarray} (n+1)p^{n+1}+\sum_{k=1}^n kp^k&=&(n+1)p^{n+1} + \frac{p(np^{n+1}-(n+1)p^n+1)}{(p-1)^2}\\ &=&\frac{(n+1)p^{n+1}(p^2-2p+1)}{(p-1)^2} + \frac{p(np^{n+1}-(n+1)p^n+1)}{(p-1)^2}\\ &=&\frac{np^{n+3}+p^{n+3}-np^{n+2}-2p^{n+2}+p}{(p-1)^2}\\ &=&\frac{p((n+1)p^{n+2}-(n+1+1)p^{n+1}+1)}{(p-1)^2}\\ &=&\sum_{k=1}^{n+1} kp^k \end{eqnarray} $$

If $p=1$, we expect $\sum_{k=1}^n k\cdot 1^k= \frac12 n(n+1)$: Since the RHS of $(*)$ gives $\frac00$, when we insert $p=1$, we apply L'Hospital's rule two times: $$ \lim_{p\to 1} \frac{p(np^{n+1}-(n+1)p^n+1)}{(p-1)^2} =\lim_{p\to 1} \frac{n(n+2)p^{n+1}-(n+1)^2p^{n}+1}{2(p-1)}\\ =\frac12 \lim_{p\to 1} (n(n+1)(n+2)p^{n}-n(n+1)^2p^{n-1})\\ =\frac12 n(n+1) \underbrace{\lim_{p\to 1} p^{n-1}((n+2)p-(n+1))}_{=1}\\ $$ If $n\to \infty$, the series converges due to ratio test ($\lim_{n\to \infty}\left|\frac{(k+1)}{k}p\right|<1$), when $|p|<1$. You'll get $$ \sum\limits_{k=1}^\infty kp^k = \frac p{(p-1)^2}+\underbrace{\lim_{n\to \infty} \frac{np^{n+2}-(n+1)p^{n+1}}{(p-1)^2}}_{=0} = \frac p {(p-1)^2} $$

score 4 · Answer 3 · answered Aug 08 '12 at 12:49

Here is yet another way: $$ \begin{align*} \sum_{i=1}^n ip^i &= \sum_{i=1}^n \sum_{j=i}^n p^j \\ &= \sum_{i=1}^n \frac{p^{n+1}-p^i}{p-1} \\ &= n\frac{p^{n+1}}{p-1} - \frac{1}{p-1} \sum_{i=1}^n p^i \\ &= n\frac{p^{n+1}}{p-1} - \frac{p^{n+1}-1}{(p-1)^2}. \end{align*} $$

score 1 · Answer 4 · answered Aug 08 '12 at 13:40

I like calculus. My first line would be

$ Q(p) + \sum\limits_{i=1}^{n}p^i = \sum\limits_{i=1}^{n}(i+1)p^i = \sum\limits_{i=1}^{n} \frac{d}{dp} p^{i+1} = \frac{d}{dp} \sum\limits_{i=1}^{n} p^{i+1} $

(Writing $Q(p)$ for your function $\sum\limits_{i=1}^{n}ip^i$)

That was the old swap the sum and the differentiation trick. It remains to the sum the geometric series and differentiate it.

Since we used calculus, we can use the same method will also work for the continuous problem $ R(p) = \int\limits_{i=1}^{n}ip^i $

What is the sum of $\sum\limits_{i=1}^{n}ip^i$?

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