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Add content for functions/sequences-series
Add actual content to the skeleton of the `functions/sequences-series` section. Signed-off-by: Eggert Karl Hafsteinsson <[email protected]> Signed-off-by: Teodor Dutu <[email protected]> Signed-off-by: Razvan Deaconescu <[email protected]>
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# Sequences and Series | ||
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## Sequences | ||
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A **sequence** is a string of indexed numbers $a_1, a_2, a_3, \ldots$. | ||
We denote this sequence with $(a_n)_{n\geq1}$. | ||
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### Details | ||
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In a sequence the same number can appear several times in different places. | ||
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### Examples | ||
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:::info Example | ||
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$$(\displaystyle\frac{1}{n})_{n\geq1} \text{is the sequence} 1, \displaystyle\frac{1}{2}, \displaystyle\frac{1}{3}, \displaystyle\frac{1}{4}, \ldots$$ | ||
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::: | ||
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:::info Example | ||
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$$(n)_{n\geq1} \text{is the sequence } 1, 2, 3, 4, 5, \ldots$$ | ||
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::: | ||
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:::info Example | ||
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$$(2^nn)_{n\geq1} \text{is the sequence} 2, 8, 24, 64, \ldots$$ | ||
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::: | ||
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## Convergent Sequences | ||
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A sequence $a_n$ is said to **converge** to the number $b$ if for every $\varepsilon >0$ we can find an $N\in \mathbb{N}$ such that $|a_n-b| < \varepsilon$ for all $n \geq N$. | ||
We denote this with $\lim_{n\to\infty}a_n=b$ or $a_n\to b$, as $n\to\infty$. | ||
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### Details | ||
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A sequence $a_n$ is said to **converge** to the number $b$ if for every $\varepsilon >0$ we can find an $N\in \mathbb{N}$ such that $|a_n-b| < \varepsilon$ for all $n \geq N$. | ||
We denote this with $\lim_{n\to\infty}a_n=b$ or $a_n\to b$, as $n\to\infty$. | ||
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If $x$ is a number, then | ||
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$$(1 + \displaystyle\frac{x}{n})^n \rightarrow e^x \text{as} n\rightarrow\infty$$ | ||
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### Examples | ||
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:::info Example | ||
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The sequence $(\displaystyle\frac{1}{n})_{n\geq\infty}$ converges to $0$ as $n\to\infty$. | ||
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::: | ||
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:::info Example | ||
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If x is a number, then | ||
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$$(1 + \displaystyle\frac{x}{n})^n \rightarrow e^x \text{as} n\rightarrow\infty$$ | ||
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::: | ||
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## Infinite Sums (series) | ||
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We are interested in, whether infinite sums of sequences can be defined. | ||
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### Details | ||
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Consider a sequence of numbers, $(a_n)_{n\to\infty}$. | ||
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Now define another sequence $(s_n)_{n\to\infty},$ where | ||
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$$s_n=\displaystyle\sum_{k=1}^na_k$$ | ||
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If $(s_n)_{n\to\infty}$ is convergent to $S=\lim_{n\to\infty}s_n,$ then we write | ||
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$$S=\displaystyle\sum_{n=1}^{\infty}a_n$$ | ||
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### Examples | ||
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:::info Example | ||
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If | ||
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$$a_k = x^k, qquad k=0,1,\dots$$ | ||
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then | ||
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$$s_n=\displaystyle\sum_{k=0}^{n}x^k=x^0+x^1+\dots.+x^n$$ | ||
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Note also that | ||
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$$xs_n=x(x^0+x^1+\dots.+x^n)= x + x^2 + \dots + x^{n+1}$$ | ||
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We have | ||
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$$s_n = 1 + x + x^2 + \dots + x^n$$ | ||
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$$xs_n = x + x^2 + \dots +x^n + x^{n+1}$$ | ||
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$$s_n – xs_n = 1 - x^{n+1}$$ | ||
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i.e. | ||
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$$s_n(1-x) = 1-x^{n+1}$$ | ||
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and we have | ||
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$$s_n =\displaystyle\frac{1-x^{n+1}}{1-x}$$ | ||
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if $x\neq1$. | ||
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If $0< x<1$ then $x^{n+1}\to 0$ as $n\to\infty$ and we obtain $s_n\to\displaystyle\frac{1}{1-x}$ so | ||
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$$\displaystyle\sum_{n=0}^{\infty}x^n=\displaystyle\frac{1}{1-x}$$ | ||
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::: | ||
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## The Exponential Function and the Poisson Distribution | ||
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The exponential function can be written as a series (infinite sum): | ||
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$$e^x=\displaystyle\sum_{n=0}^{\infty}\displaystyle\frac{x^n}{n!}$$ | ||
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The Poisson distribution is defined by the probabilities | ||
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$$p(x)=e^{-\lambda}\displaystyle\frac{\lambda^x}{x!}\textrm{ for } x=0,\ 1,\ 2,\ \ldots$$ | ||
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### Details | ||
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The exponential function can be written as a series (infinite sum): | ||
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$$e^x=\displaystyle\sum_{n=0}^{\infty}\displaystyle\frac{x^n}{n!}$$ | ||
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Knowing this we can see why the Poisson probabilities | ||
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$$p(x)=e^{-\lambda}\displaystyle\frac{\lambda^x}{x!}$$ | ||
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add to one: | ||
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$$\displaystyle\sum_{x=0}^{\infty}p(x)=\displaystyle\sum_{x=0}^{\infty}e^{-\lambda}\displaystyle\frac{\lambda^x}{x!}=e^{-\lambda}\displaystyle\sum_{x=0}^{\infty}\displaystyle\frac{\lambda^x}{x!}=e^{-\lambda}e^{\lambda}=1$$ | ||
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## Relation to Expected Values | ||
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The expected value for the Poisson is given by | ||
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$$ | ||
\begin{aligned} | ||
\displaystyle\sum_{x=0}^\infty x p(x) &= \displaystyle\sum_{x=0}^\infty x e^{-\lambda} \displaystyle\frac{\lambda^x}{x!} \\ | ||
&= \lambda | ||
\end{aligned} | ||
$$ | ||
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### Details | ||
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The expected value for the Poisson is given by | ||
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$$ | ||
\begin{aligned} | ||
\displaystyle\sum_{x=0}^\infty x p(x) &= \displaystyle\sum_{x=0}^\infty x e^{-\lambda} \displaystyle\frac{\lambda^x}{x!} \\ | ||
&= e^{-\lambda} \displaystyle\sum_{x=1}^\infty \displaystyle\frac{x\lambda^x}{x!} \\ | ||
&= e^{-\lambda} \displaystyle\sum_{x=1}^\infty \displaystyle\frac{\lambda^x}{(x-1)!} \\ | ||
&= e^{-\lambda} \lambda \displaystyle\sum_{x=1}^\infty \displaystyle\frac{\lambda^{(x-1)}}{(x-1)!} \\ | ||
&= e^{-\lambda} \lambda \displaystyle\sum_{x=0}^\infty \displaystyle\frac{\lambda^{x}}{x!} \\ | ||
&= e^{-\lambda} \lambda e^{\lambda} \\ | ||
&= \lambda | ||
\end{aligned} | ||
$$ |