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In particular, we expect that, if we throw in the term, we should get
Such as sum is called an infinite series.
we define a new sequence :
These are called partial sums. Notice that there are two indices running around, and that the limit refers to the summation's upper limit, not to the index of the sequence.
If
Then we say that
exists, and is equal to . This justifies our probability distributions of the form
Because, in general,
This is an astonishing fact: we can think of an exponential function as a polynomial with an infinite number of terms. In fact, we can think of lots of functions this way (e.g. sines and cosines!). This is where we're headed in this class....
More formally,
Now geometric series are sufficiently important that it's useful to include that special case:
There's a really fun proof of the first part above, based on a trick. Let's have a look at it.
This theorem tells us that if a sequence isn't asymptotic to the x-axis, we can forget about its partial sums converging.
Finally, series behave the way we'd hope: