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Arithmetico-geometric sequence

From Wikipedia, the free encyclopedia
(Redirected fromArithmetico–geometric sequence)
Mathematical sequence satisfying a specific pattern
Not to be confused withArithmetic–geometric mean.
Part of a series of articles about
Calculus
abf(t)dt=f(b)f(a){\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}

Inmathematics, anarithmetico-geometric sequence is the result of element-by-element multiplication of the elements of ageometric progression with the corresponding elements of anarithmetic progression. Thenth element of an arithmetico-geometric sequence is the product of thenth element of an arithmetic sequence and thenth element of a geometric sequence.[1] Anarithmetico-geometric series is a sum of terms that are the elements of an arithmetico-geometric sequence. Arithmetico-geometric sequences and series arise in various applications, such as the computation ofexpected values inprobability theory, especially inBernoulli processes.

For instance, the sequence

01, 12, 24, 38, 416, 532,{\displaystyle {\frac {\color {blue}{0}}{\color {green}{1}}},\ {\frac {\color {blue}{1}}{\color {green}{2}}},\ {\frac {\color {blue}{2}}{\color {green}{4}}},\ {\frac {\color {blue}{3}}{\color {green}{8}}},\ {\frac {\color {blue}{4}}{\color {green}{16}}},\ {\frac {\color {blue}{5}}{\color {green}{32}}},\cdots }

is an arithmetico-geometric sequence. The arithmetic component appears in the numerator (inblue), and the geometric one in the denominator (ingreen). Theseries summation of the infinite elements of this sequence has been calledGabriel's staircase and it has a value of 2.[2][3] In general,

k=1krk=r(1r)2for 1<r<1.{\displaystyle \sum _{k=1}^{\infty }{\color {blue}k}{\color {green}r^{k}}={\frac {r}{(1-r)^{2}}}\quad {\text{for }}-1<r<1.}


The label of arithmetico-geometric sequence may also be given to different objects combining characteristics of both arithmetic and geometric sequences. For instance, theFrench notion of arithmetico-geometric sequence refers to sequences that satisfyrecurrence relations of the formun+1=run+d{\displaystyle u_{n+1}=ru_{n}+d}, which combine the defining recurrence relationsun+1=un+d{\displaystyle u_{n+1}=u_{n}+d} for arithmetic sequences andun+1=run{\displaystyle u_{n+1}=ru_{n}} for geometric sequences. These sequences are therefore solutions to a special class oflinear difference equation: inhomogeneous first orderlinear recurrences with constant coefficients.

Elements

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The elements of an arithmetico-geometric sequence(AnGn)n1{\displaystyle (A_{n}G_{n})_{n\geq 1}} are the products of the elements of anarithmetic progression(An)n1{\displaystyle (A_{n})_{n\geq 1}} (in blue) with initial valuea{\displaystyle a} and common differenced{\displaystyle d},An=a+(n1)d,{\displaystyle A_{n}=a+(n-1)d,} with the corresponding elements of ageometric progression(Gn)n1{\displaystyle (G_{n})_{n\geq 1}} (in green) with initial valueb{\displaystyle b} and common ratior{\displaystyle r},Gn=brn1,{\displaystyle G_{n}=br^{n-1},} so that[4]

A1G1=abA2G2=(a+d)brA3G3=(a+2d)br2 AnGn=(a+(n1)d)brn1.{\displaystyle {\begin{aligned}A_{1}G_{1}&=\color {blue}a\color {green}b\\A_{2}G_{2}&=\color {blue}(a+d)\color {green}br\\A_{3}G_{3}&=\color {blue}(a+2d)\color {green}br^{2}\\&\ \,\vdots \\A_{n}G_{n}&=\color {blue}{\bigl (}a+(n-1)d{\bigr )}\color {green}br^{n-1}\color {black}.\end{aligned}}}

These four parameters are somewhat redundant and can be reduced to three:ab,{\displaystyle ab,}bd,{\displaystyle bd,} andr.{\displaystyle r.}

Example

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The sequence

01, 12, 24, 38, 416, 532,{\displaystyle {\frac {\color {blue}{0}}{\color {green}{1}}},\ {\frac {\color {blue}{1}}{\color {green}{2}}},\ {\frac {\color {blue}{2}}{\color {green}{4}}},\ {\frac {\color {blue}{3}}{\color {green}{8}}},\ {\frac {\color {blue}{4}}{\color {green}{16}}},\ {\frac {\color {blue}{5}}{\color {green}{32}}},\cdots }

is the arithmetico-geometric sequence with parametersd=b=1{\displaystyle d=b=1},a=0{\displaystyle a=0}, andr=12{\displaystyle r={\tfrac {1}{2}}}.

Series

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Partial sums

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The sum of the firstn terms of an arithmetico-geometric series has the form

Sn=k=1nAkGk=k=1n(a+(k1)d)brk1=bk=0n1(a+kd)rk=ab+(a+d)br+(a+2d)br2++(a+(n1)d)brn1{\displaystyle {\begin{aligned}S_{n}&=\sum _{k=1}^{n}A_{k}G_{k}\\[5pt]&=\sum _{k=1}^{n}{\bigl (}a+(k-1)d{\bigr )}br^{k-1}\\[5pt]&=b\sum _{k=0}^{n-1}\left(a+kd\right)r^{k}\\[5pt]&=ab+(a+d)br+(a+2d)br^{2}+\cdots +{\bigl (}a+(n-1)d{\bigr )}br^{n-1}\end{aligned}}}

whereAi{\textstyle A_{i}} andGi{\textstyle G_{i}} are theith elements of the arithmetic and the geometric sequence, respectively.

This partial sum has theclosed-form expression

Sn=ab(a+nd)brn1r+dbr(1rn)(1r)2=A1G1An+1Gn+11r+dr(1r)2(G1Gn+1).{\displaystyle {\begin{aligned}S_{n}&={\frac {ab-(a+nd)\,br^{n}}{1-r}}+{\frac {dbr\,(1-r^{n})}{(1-r)^{2}}}\\&={\frac {A_{1}G_{1}-A_{n+1}G_{n+1}}{1-r}}+{\frac {dr}{(1-r)^{2}}}\,(G_{1}-G_{n+1}).\end{aligned}}}

Derivation

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Multiplying[4]

Sn=ab+(a+d)br+(a+2d)br2++(a+(n1)d)brn1{\displaystyle S_{n}=ab+(a+d)br+(a+2d)br^{2}+\cdots +{\bigl (}a+(n-1)d{\bigr )}br^{n-1}}

byr gives

rSn=abr+(a+d)br2+(a+2d)br3++(a+(n1)d)brn.{\displaystyle rS_{n}=abr+(a+d)br^{2}+(a+2d)br^{3}+\cdots +{\bigl (}a+(n-1)d{\bigr )}br^{n}.}

SubtractingrSn fromSn, dividing both sides byb{\displaystyle b}, and using the technique oftelescoping series (second equality) and the formula for the sum of a finitegeometric series (fifth equality) gives

(1r)Snb=(a+(a+d)r+(a+2d)r2++(a+(n1)d)rn1)(ar+(a+d)r2+(a+2d)r3++(a+(n1)d)rn)=a+d(r+r2++rn1)(a+(n1)d)rn=a+d(r+r2++rn1+rn)(a+nd)rn=a+dr(1+r+r2++rn1)(a+nd)rn=a+dr(1rn)1r(a+nd)rn,Sn=b1r(a(a+nd)rn+dr(1rn)1r)=ab(a+nd)brn1r+dr(bbrn)(1r)2=A1G1An+1Gn+11r+dr(G1Gn+1)(1r)2{\displaystyle {\begin{aligned}{\frac {(1-r)S_{n}}{b}}&=\left(a+(a+d)r+(a+2d)r^{2}+\cdots +{\bigl (}a+(n-1)d{\bigr )}r^{n-1}\right)-{\Bigl (}ar+(a+d)r^{2}+(a+2d)r^{3}+\cdots +{\bigl (}a+(n-1)d{\bigr )}r^{n}{\Bigr )}\\[5pt]&=a+d\left(r+r^{2}+\cdots +r^{n-1}\right)-{\bigl (}a+(n-1)d{\bigr )}r^{n}\\[5pt]&=a+d\left(r+r^{2}+\cdots +r^{n-1}+r^{n}\right)-\left(a+nd\right)r^{n}\\[5pt]&=a+dr\left(1+r+r^{2}+\cdots +r^{n-1}\right)-\left(a+nd\right)r^{n}\\[5pt]&=a+{\frac {dr(1-r^{n})}{1-r}}-(a+nd)r^{n},\\[8pt]S_{n}&={\frac {b}{1-r}}\left(a-(a+nd)r^{n}+{\frac {dr(1-r^{n})}{1-r}}\right)\\[5pt]&={\frac {ab-(a+nd)br^{n}}{1-r}}+{\frac {dr(b-br^{n})}{(1-r)^{2}}}\\[5pt]&={\frac {A_{1}G_{1}-A_{n+1}G_{n+1}}{1-r}}+{\frac {dr(G_{1}-G_{n+1})}{(1-r)^{2}}}\end{aligned}}}

as claimed.

Infinite series

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If−1 <r < 1, then the sumS of the arithmetico-geometricseries, that is to say, thelimit of the partial sums of the elements of the sequence, is given by[4]

S=k=1tk=limnSn=ab1r+dbr(1r)2=A1G11r+drG1(1r)2.{\displaystyle {\begin{aligned}S&=\sum _{k=1}^{\infty }t_{k}=\lim _{n\to \infty }S_{n}\\[5pt]&={\frac {ab}{1-r}}+{\frac {dbr}{(1-r)^{2}}}\\[5pt]&={\frac {A_{1}G_{1}}{1-r}}+{\frac {drG_{1}}{(1-r)^{2}}}.\end{aligned}}}

Ifr is outside of the above range,b is not zero, anda andd are not both zero, the limit does not exist and the series isdivergent.

Example

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The sum

S=01+12+24+38+416+532+{\displaystyle S={\frac {\color {blue}{0}}{\color {green}{1}}}+{\frac {\color {blue}{1}}{\color {green}{2}}}+{\frac {\color {blue}{2}}{\color {green}{4}}}+{\frac {\color {blue}{3}}{\color {green}{8}}}+{\frac {\color {blue}{4}}{\color {green}{16}}}+{\frac {\color {blue}{5}}{\color {green}{32}}}+\cdots },

is the sum of an arithmetico-geometric series defined byd=b=1{\displaystyle d=b=1},a=0{\displaystyle a=0}, andr=12{\displaystyle r={\tfrac {1}{2}}}, and it converges toS=2{\displaystyle S=2}. This sequence corresponds to the expected number ofcoin tosses required to obtain "tails". The probabilityTk{\displaystyle T_{k}} of obtaining tails for the first time at thekth toss is as follows:

T1=12, T2=14,,Tk=12k{\displaystyle T_{1}={\frac {1}{2}},\ T_{2}={\frac {1}{4}},\dots ,T_{k}={\frac {1}{2^{k}}}}.

Therefore, the expected number of tosses to reach the first "tails" is given by

k=1kTk=k=1k2k=2.{\displaystyle \sum _{k=1}^{\infty }kT_{k}=\sum _{k=1}^{\infty }{\frac {\color {blue}k}{\color {green}2^{k}}}=2.}

Similarly, the sum

S=01656+1161+21665+316(65)2+416(65)3+516(65)4+{\displaystyle S={\frac {\color {blue}{0}\cdot \color {green}{\frac {1}{6}}}{\color {green}{\frac {5}{6}}}}+{\frac {\color {blue}{1}\cdot \color {green}{\frac {1}{6}}}{\color {green}{1}}}+{\frac {\color {blue}{2}\cdot \color {green}{\frac {1}{6}}}{\color {green}{\frac {6}{5}}}}+{\frac {\color {blue}{3}\cdot \color {green}{\frac {1}{6}}}{\color {green}{\left({\frac {6}{5}}\right)^{2}}}}+{\frac {\color {blue}{4}\cdot \color {green}{\frac {1}{6}}}{\color {green}{\left({\frac {6}{5}}\right)^{3}}}}+{\frac {\color {blue}{5}\cdot \color {green}{\frac {1}{6}}}{\color {green}{\left({\frac {6}{5}}\right)^{4}}}}+\cdots }

is the sum of an arithmetico-geometric series defined byd=1{\displaystyle d=1},a=0{\displaystyle a=0},b=1/65/6=15{\displaystyle b={\tfrac {1/6}{5/6}}={\tfrac {1}{5}}}, andr=56{\displaystyle r={\tfrac {5}{6}}}, and it converges to 6. This sequence corresponds to the expected number ofsix-sided dice rolls required to obtain a specific value on a die roll, for instance "5". In general, these series withd=1{\displaystyle d=1},a=0{\displaystyle a=0},b=p1p{\displaystyle b={\tfrac {p}{1-p}}}, andr=1p{\displaystyle r=1-p} give the expectations of "the number of trials until first success" inBernoulli processes with "success probability"p{\displaystyle p}. The probabilities of each outcome follow ageometric distribution and provide the geometric sequence factors in the terms of the series, while the number of trials per outcome provides the arithmetic sequence factors in the terms.

References

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  1. ^"Arithmetic-Geometric Progression | Brilliant Math & Science Wiki".brilliant.org. Retrieved2021-04-21.
  2. ^Swain, Stuart G. (2018). "Proof Without Words: Gabriel's Staircase".Mathematics Magazine.67 (3): 209.doi:10.1080/0025570X.1994.11996214.ISSN 0025-570X.
  3. ^Edgar, Tom (2018). "Staircase Series".Mathematics Magazine.91 (2):92–95.doi:10.1080/0025570X.2017.1415584.ISSN 0025-570X.S2CID 218542483.
  4. ^abcK. F. Riley; M. P. Hobson; S. J. Bence (2010).Mathematical methods for physics and engineering (3rd ed.). Cambridge University Press. p. 118.ISBN 978-0-521-86153-3.

Further reading

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Precalculus
Limits
Differential calculus
Integral calculus
Vector calculus
Multivariable calculus
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and numbers
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