I need to show that for $x<0$, $$\sum_{n=1}^\infty \frac{x^n}{n^n}<0$$ but I am completely stuck. I noted that the series is alternating, the first term is negative, but the term is only eventually decreasing. Any hint?
2 Answers
Hint: Notice that $n^n\geqslant n!$ and $$\sum_{n=1}^\infty \frac{x^n}{n!} = -1+\sum_{n=0}^\infty \frac{x^n}{n!}.$$
Edit: Unfortunately, this hint is problematic when $x<0$. See comment by @FrankS on this post.
I preserve this post because it's a common way to start thinking.
Edit 2: Comparison of plots actually show that $\sum_{n=1}^\infty \frac{x^n}{n^n} < e^x-1$ when $x<0$. The hint is not useful thus far, but apparently we can get away with this bad math.
Mathematica code for the plots:
Plot[{x Integrate[Power[t, -x t], {t, 0, 1}], Exp[x] - 1}, {x, -3, 3}]

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It's not true. Actually $n^n\geq n!$ – Mesmerized student Apr 15 '17 at 16:04
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@Mesmerizedstudent Thanks. I edited it. – Frenzy Li Apr 15 '17 at 16:04
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1You mean that $\sum_{n=1}^\infty \frac{x^n}{n^n}\leq \sum_{n=1}^\infty \frac{x^n}{n!}=e^x-1<0$. Is it trivial for $x<0$? – Frank S Apr 15 '17 at 16:08
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@FrankS Yes, I do mean that. You may notice that $e^x-1$ increases monotonically and that $e^0-1=0$. – Frenzy Li Apr 15 '17 at 16:10
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1$n^n\geq n!$ implies $\frac{x^n}{n^n}\leq \frac{x^n}{n!}$ only when $n$ is even because $x<0$. Am I wrong? – Frank S Apr 15 '17 at 16:13
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@FrankS Hmm... good point! Let me think a bit more. – Frenzy Li Apr 15 '17 at 16:15
Let $\displaystyle f(x)=\sum_{n=1}^\infty \frac{x^n}{n^n}$ and $\displaystyle g(x)=x\int_0^1 t^{-xt}\,\mathbb dt$.
This method starts from the claim that $f(x)=g(x)$ on $\mathbb R$ to provide a proof for this claim.
Thus when $x<0$, we indeed have $f(x)<0$ because $x$ is negative and $\displaystyle \int_0^1 t^{-xt}\,\mathbb dt$ is positive.
The $n$-th derivative of $g(x)$, written as $g^{(n)}(x)$ is (with the help of Leibniz integral rule) $$ g^{(n)}(x) = n\int_0^1 (-1)^{n-1}\cdot t^{n-1 - xt}\cdot \ln^{n-1}t\,\mathbb dt - x\int_0^1 (-1)^{n} \cdot t^{n - xt}\cdot \ln^{n} t\,\mathbb dt. $$ Therefore, we get $\displaystyle g^{(n)}(0) = n\int_0^1 (-t\ln t)^{n-1}\,\mathbb dt$.
From integration by parts, \begin{align} n\int_0^1 (-t\ln t)^{n-1}\,\mathbb dt &= (n-1)\int_0^1 t\cdot (-t\ln t)^{n-2}\,\mathbb dt, \\ n\int_0^1 t\cdot (-t\ln t)^{n-2}\,\mathbb dt &= (n-2)\int_0^1 t^2\cdot (-t\ln t)^{n-3}\,\mathbb dt, \quad\cdots \\ \end{align} we would obtain $$ g^{(n)}(0) = (n-1)\cdot \frac{n-2}{n}\cdot(\cdots)\cdot\frac{1}{n}\cdot\int_0^1 t^{n-1}\,\mathbb dt = \frac{(n-1)!}{n^{n-1}}, $$ which means that $$ g(x) = g(0) + \sum_{n=1}^{\infty}\frac{g^{(n)}(0)}{n!}\cdot x^n = 0 + \sum_{n=1}^{\infty}\frac{(n-1)!}{n^{n-1}\cdot n!} \cdot x^n = \sum_{n=1}^\infty \frac{x^n}{n^n}. $$
Therefore, $f$ is identical to $g$; when $x<0$, $\displaystyle \sum_{n=1}^\infty \frac{x^n}{n^n}<0$. $\square$

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