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Telescoping series

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Series whose partial sums eventually only have a fixed number of terms after cancellation
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Inmathematics, atelescoping series is aseries whose general termtn{\displaystyle t_{n}} is of the formtn=an+1an{\displaystyle t_{n}=a_{n+1}-a_{n}}, i.e. the difference of two consecutive terms of asequence(an){\displaystyle (a_{n})}. As a consequence the partial sums of the series only consists of two terms of(an){\displaystyle (a_{n})} after cancellation.[1][2]

The cancellation technique, with part of each term cancelling with part of the next term, is known as themethod of differences.

An early statement of the formula for the sum or partial sums of a telescoping series can be found in a 1644 work byEvangelista Torricelli,De dimensione parabolae.[3]

Definition

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A telescoping series of powers. Note in thesummation sign,{\textstyle \sum }, the indexn goes from 1 tom. There is no relationship betweenn andm beyond the fact that both arenatural numbers.

Telescopingsums are finite sums in which pairs of consecutive terms partly cancel each other, leaving only parts of the initial and final terms.[1][4] Letan{\displaystyle a_{n}} be the elements of a sequence of numbers. Thenn=1N(anan1)=aNa0.{\displaystyle \sum _{n=1}^{N}\left(a_{n}-a_{n-1}\right)=a_{N}-a_{0}.}Ifan{\displaystyle a_{n}} converges to a limitL{\displaystyle L}, the telescopingseries gives:n=1(anan1)=La0.{\displaystyle \sum _{n=1}^{\infty }\left(a_{n}-a_{n-1}\right)=L-a_{0}.}

Every series is a telescoping series of its own partial sums.[5]

Examples

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Applications

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Inprobability theory, aPoisson process is a stochastic process of which the simplest case involves "occurrences" at random times, the waiting time until the next occurrence having amemorylessexponential distribution, and the number of "occurrences" in any time interval having aPoisson distribution whose expected value is proportional to the length of the time interval. LetXt be the number of "occurrences" before timet, and letTx be the waiting time until thexth "occurrence". We seek theprobability density function of therandom variableTx. We use theprobability mass function for the Poisson distribution, which tells us that

Pr(Xt=x)=(λt)xeλtx!,{\displaystyle \Pr(X_{t}=x)={\frac {(\lambda t)^{x}e^{-\lambda t}}{x!}},}

where λ is the average number of occurrences in any time interval of length 1. Observe that the event {Xt ≥ x} is the same as the event {Txt}, and thus they have the same probability. Intuitively, if something occurs at leastx{\displaystyle x} times before timet{\displaystyle t}, we have to wait at mostt{\displaystyle t} for thexth{\displaystyle xth} occurrence. The density function we seek is therefore

f(t)=ddtPr(Txt)=ddtPr(Xtx)=ddt(1Pr(Xtx1))=ddt(1u=0x1Pr(Xt=u))=ddt(1u=0x1(λt)ueλtu!)=λeλteλtu=1x1(λutu1(u1)!λu+1tuu!){\displaystyle {\begin{aligned}f(t)&{}={\frac {d}{dt}}\Pr(T_{x}\leq t)={\frac {d}{dt}}\Pr(X_{t}\geq x)={\frac {d}{dt}}(1-\Pr(X_{t}\leq x-1))\\\\&{}={\frac {d}{dt}}\left(1-\sum _{u=0}^{x-1}\Pr(X_{t}=u)\right)={\frac {d}{dt}}\left(1-\sum _{u=0}^{x-1}{\frac {(\lambda t)^{u}e^{-\lambda t}}{u!}}\right)\\\\&{}=\lambda e^{-\lambda t}-e^{-\lambda t}\sum _{u=1}^{x-1}\left({\frac {\lambda ^{u}t^{u-1}}{(u-1)!}}-{\frac {\lambda ^{u+1}t^{u}}{u!}}\right)\end{aligned}}}

The sum telescopes, leaving

f(t)=λxtx1eλt(x1)!.{\displaystyle f(t)={\frac {\lambda ^{x}t^{x-1}e^{-\lambda t}}{(x-1)!}}.}

For other applications, see:

Related concepts

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Atelescoping product is a finiteproduct (or the partial product of an infinite product) that can be canceled by the method of quotients to be eventually only a finite number of factors.[7][8] It is the finite products in which consecutive terms cancel denominator with numerator, leaving only the initial and final terms. Letan{\displaystyle a_{n}} be a sequence of numbers. Then,n=1Nan1an=a0aN.{\displaystyle \prod _{n=1}^{N}{\frac {a_{n-1}}{a_{n}}}={\frac {a_{0}}{a_{N}}}.}Ifan{\displaystyle a_{n}} converges to 1, the resulting product gives:n=1an1an=a0{\displaystyle \prod _{n=1}^{\infty }{\frac {a_{n-1}}{a_{n}}}=a_{0}}

For example, the infinite product[7]n=2(11n2){\displaystyle \prod _{n=2}^{\infty }\left(1-{\frac {1}{n^{2}}}\right)}simplifies asn=2(11n2)=n=2(n1)(n+1)n2=limNn=2Nn1n×n=2Nn+1n=limN[12×23×34××N1N]×[32×43×54××NN1×N+1N]=limN[12]×[N+1N]=12×limN[N+1N]=12.{\displaystyle {\begin{aligned}\prod _{n=2}^{\infty }\left(1-{\frac {1}{n^{2}}}\right)&=\prod _{n=2}^{\infty }{\frac {(n-1)(n+1)}{n^{2}}}\\&=\lim _{N\to \infty }\prod _{n=2}^{N}{\frac {n-1}{n}}\times \prod _{n=2}^{N}{\frac {n+1}{n}}\\&=\lim _{N\to \infty }\left\lbrack {{\frac {1}{2}}\times {\frac {2}{3}}\times {\frac {3}{4}}\times \cdots \times {\frac {N-1}{N}}}\right\rbrack \times \left\lbrack {{\frac {3}{2}}\times {\frac {4}{3}}\times {\frac {5}{4}}\times \cdots \times {\frac {N}{N-1}}\times {\frac {N+1}{N}}}\right\rbrack \\&=\lim _{N\to \infty }\left\lbrack {\frac {1}{2}}\right\rbrack \times \left\lbrack {\frac {N+1}{N}}\right\rbrack \\&={\frac {1}{2}}\times \lim _{N\to \infty }\left\lbrack {\frac {N+1}{N}}\right\rbrack \\&={\frac {1}{2}}.\end{aligned}}}

References

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  1. ^abcApostol, Tom (1967) [1961].Calculus, Volume 1 (Second ed.). John Wiley & Sons. pp. 386–387.
  2. ^Brian S. Thomson and Andrew M. Bruckner,Elementary Real Analysis, Second Edition, CreateSpace, 2008, page 85
  3. ^Weil, André (1989). "Prehistory of the zeta-function". InAubert, Karl Egil;Bombieri, Enrico;Goldfeld, Dorian (eds.).Number Theory, Trace Formulas and Discrete Groups: Symposium in Honor of Atle Selberg, Oslo, Norway, July 14–21, 1987. Boston, Massachusetts: Academic Press. pp. 1–9.doi:10.1016/B978-0-12-067570-8.50009-3.MR 0993308.
  4. ^Weisstein, Eric W."Telescoping Sum".MathWorld. Wolfram.
  5. ^Ablowitz, Mark J.; Fokas, Athanassios S. (2003).Complex Variables: Introduction and Applications (2nd ed.). Cambridge University Press. p. 110.ISBN 978-0-521-53429-1.
  6. ^Apostol, Tom (1967) [1961].Calculus, Volume 1 (Second ed.). John Wiley & Sons. p. 388.
  7. ^ab"Telescoping Series - Product".Brilliant Math & Science Wiki. Brilliant.org. Retrieved9 February 2020.
  8. ^Bogomolny, Alexander."Telescoping Sums, Series and Products".Cut the Knot. Retrieved9 February 2020.
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