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I remember solving this in highschool , but now I don't remember how to find sum of these kind of series .

I want to find the sum of the general series

Sum $\sum_{n=1}^{\infty} n .a^{-n} = ? $

and $\sum_{n=1}^{N}n. a^{-n} = ? $

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    Your question body asks about series with terms $a^{-n}$ for some $a$, while your title asks about a specific series with terms $na^{-n}$ (and $a = 3$). Which one are you actually asking about? – Arthur Jun 28 '16 at 18:32
  • For starters, the question in your title and the question in the body are different. The series in the title is $\sum\limits_{n=1}^\infty n/3^n$. The series in your body is the geometric series. See the bottom of the link for how the geometric series relates to the one in the title. (Knowing that $\frac{1}{1-x}=\sum\limits_{n=0}^\infty x^n$, by differentiating each side you'll get a very similar expression to the one desired. Changing limits and multiplying by a constant factor will fix it) – JMoravitz Jun 28 '16 at 18:33
  • Very sorry about that , I messed up the latex version . I have updated it . – Zabir Al Nazi Jun 28 '16 at 18:45
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5 Answers5

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Here is an approach that relies on the relationships (i) $k=\sum_{\ell=1}^k(1)$ and (ii) $\sum_{k=\ell}^N r^k=\frac{r^{\ell}-r^{N+1}}{1-r}$ for $|r|<1$. Then, with $r=3^{-1}$ we have

$$\begin{align} \sum_{k=1}^N \frac{k}{3^k}&=\sum_{k=1}^N 3^{-k}\sum_{\ell =1}^k(1)\\\\ &=\sum_{\ell =1}^N \sum_{k=\ell}^N 3^{-k}\\\\ &=\sum_{\ell =1}^N \frac{3^{-\ell}-3^{-(N+1)}}{1-1/3}\\\\ &=\frac32 \sum_{\ell =1}^N \left(3^{-\ell}-3^{-(N+1)}\right)\\\\ &=\frac 32\left(\frac{3^{-1}-3^{-(N+1)}}{1-1/3}\right)-\frac N2 3^{-N}\\\\ &=\frac34 -\frac34 3^{-N}-\frac12 N3^{-N} \end{align}$$

Note as $N\to \infty$ the sum of interest approaches $3/4$.

Mark Viola
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You need to know off by heart $$\frac{1}{1-x}=1+x+x^2+x^3+\dots$$ a formula that is constantly coming up in all areas of maths. You can easily prove it by comparing the sum $s$ with the sum $x\cdot s$.

Ideally you would also remember $$\frac{1}{(1-x)^2}=1+2x+3x^2+4x^3\dots$$ which is also extremely useful. Since the tags suggest you have some calculus, the easiest way to get it is to differentiate the first series. Note that both series are absolutely convergent for $|x|<1$. Alternatively you can get it by taking the sum as $s$ and some algebra like that suggested for the first series (that hint should be enough given that $(1-x)^2=1-2x+x^2$).

almagest
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  • Actually, I'm not looking for just the geometric sum , I have updated my question . Sorry about the misconception. – Zabir Al Nazi Jun 28 '16 at 18:46
  • @KRT ?? The second sum above is not geometric. It is the series in your updated question! Just put $a=\frac{1}{x}$ or vice versa. Oh, and multiply by $a$, but that is a trivial adjustment surely. – almagest Jun 28 '16 at 19:05
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You need to solve the second sum first.

It runs this way: you learnt in high school the factorisation formula $$1-x^n=(1-x)(1+x+\dots+x^{n-1}),$$ which can be rewritten as $$\frac1{1-x}=1+x+\dots+x^{n-1}+\frac{x^n}{1-x}.$$ From this you deduce that the sum $\;\displaystyle\sum_{i=0}^n x^i$ has a limit (‘the series converges’) if and only if $\lvert x\rvert<1$, and the limit is $\dfrac1{1-x}$.

As to the sum $\;\displaystyle\sum_{i=\color{red}1}^n x^i$, just factor $x$ to obtain it converges to $\dfrac x{1-x}$ under the same assumptions.

For the actual problem: Your series has the form $\displaystyle\sum_{n\ge 1}nx^n$. Factor $x$ $$\sum_{n\ge 1}nx^n=x\sum_{n\ge 1}nx^{n-1}=x\sum_{n\ge 0}(x^{n})'=x\Bigl(\sum_{n\ge 0}x^{n}\Bigr)'=x\Bigl(\frac1{1-x}\Bigr)'=\frac x{(1-x)^2}.$$

Bernard
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Here's an approach that requires the value of the geometric series $\sum_{n=0}^\infty x^n = \frac{1}{1-x}$ for $|x|<1$, and termwise differentiation of power series.

To compute the value of \begin{align} S&= \sum_{n=1}^\infty n\left(\frac{1}{3}\right)^n, \end{align} define, for $|x|<1$ $$f(x) = \sum_{n=0}^\infty x^n = \frac{1}{1-x}$$ Then note that, for $|x|<1$, we have $$xf'(x) = x\sum_{n =1}^\infty nx^{n-1} = \sum_{n=1}^\infty nx^n = \frac{x}{(1-x)^2}$$ Evaluating this at $x=1/3$ gives $$\frac{1}{3}f'(1/3) = \frac{\frac{1}{3}}{\left(1-\frac{1}{3}\right)^2} = \frac{\frac{1}{3}}{\frac{4}{9}} = \frac{3}{4}$$


To compute the sum $\sum_{n=1}^\infty n a^{-n}$, use the approach above, and we have (upon substitution of $a^{-1}$ for $x$) $$\sum_{n=1}^\infty n a^{-n} = a^{-1}f'(a^{-1}) = \frac{a^{-1}}{\left(1-a^{-1}\right)^2}$$ for $|a| > 1$ (to guarantee convergence, since this is equivalent to $\left|a^{-1}\right|<1$).

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Let $$S_m=\sum_{k=m}^\infty kr^k=\sum_{k=m-1}^\infty (k+1)r^{k+1}=mr^m+r\sum_{k=m}^\infty (k+1)r^k.$$

Then

$$S_m-mr^m-rS_m=r\sum_{k=m}^\infty r^k=\frac{r^{m+1}}{1-r}$$ and

$$S_m=\frac{r^m(m-(m-1)r)}{(1-r)^2}.$$

So

$$\sum_{k=1}^\infty kr^k=S_1=\frac r{(1-r)^2}$$ and

$$\sum_{k=1}^n kr^k=S_1-S_{n+1}=\frac{r-r^{n+1}(n+1-nr)}{(1-r)^2}.$$