Series: Reference

Define \(\qty{n}^{ (k) }\) to be the rising factorial \begin{align*} \qty{n}^{ (k) } = n(n+1)(n+2) \cdots (n+(k-1)) = k! {n+k-1\choose k} ,\end{align*} which has exactly \(k\) terms. Some useful identities: \begin{align*} \qty{n}^{ (k) } &= {(n+k-1)! \over (k-1)!} = {\Gamma(n+k) \over \Gamma(n)} \\ { \qty{n}^{ (k) } \over k!} &= {n+k-1 \choose k} .\end{align*}

Similarly define the falling factorial \begin{align*} \qty{n}_{ (k) } = n(n-1)(n-2)\cdots(n-(k-1)) = k!{n\choose k} ,\end{align*} which again has \(k\) terms. \begin{align*} \qty{n}_{ (k) } &= {n! \over (n-k)!} = {\Gamma(n+1) \over \Gamma(n - (k-1))}\\ { \qty{n}_{ (k) } \over k!} &= {n\choose k} .\end{align*}

Where this comes up most often: \begin{align*} \qty{{\frac{\partial }{\partial z}\,}}^k z^n = \qty{n}_{ (k) } \, z^{n-k} .\end{align*}

Extend the binomial coefficients to negative numbers in the following way: \begin{align*} {-n \choose k} &\coloneqq(-n)(-(n+1))\cdots (-(n + (k-1))) \cdot {1\over k!} = (-1)^k {n+k-1 \choose k} .\end{align*} Then \begin{align*} (x+y)^n = \sum_{k\geq 0} {n\choose k} x^{k}y^{n-k} .\end{align*}

\begin{align*} \sum_{k=1}^{n} k &=\frac{n(n+1)}{2} \\ \sum_{k=1}^{n} k^{2} &=\frac{n(n+1)(2 n+1)}{6} \\ \sum_{k=1}^{n} k^{3} &=\frac{n^{2}(n+1)^{2}}{4} \\ \sum_{0\leq k \leq N} z^k &= {1 - z^{N+1} \over 1-z} \\ {1\over 1-z} &= \sum_{k\geq 0} z^k \\ e^z &= \sum_{k\geq 0} {z^k \over k!} \\ \sin(z) &= \sum_{\substack{ k \geq 1 \\ \text{odd} }} (-1)^{k+1 \over 2} {z^k \over k!} \\ &= z - {1\over 3!}z^3 + {1\over 5!}z^5 + \cdots \\ \\ \cos(z) &= \sum_{\substack{ k \geq 0 \\ \text{even}} } (-1)^{k\over 2} {z^k \over k!} \\ &= 1 - {1\over 2!}z^2 + {1\over 4!}z^4 + \cdots \\ \\ \cosh(z) &= \sum_{k\geq 0} { z^{2k} \over (2k)! } \\ &= 1 + {1\over 2!}z^2 + {1\over 4!}z^4 + \cdots \\ \\ \sinh(z) &= \sum_{k\geq 0} { z^{2k+1} \over (2k+1)! } \\ &= z + {1\over 3!}z^3 + {1\over 5!}z^5 + \cdots \\ \\ \log(1-z) &= -1\cdot \sum_{k \geq 1} {z^k\over k} \quad {\left\lvert {z} \right\rvert} < 1 \\ \\ \qty{{\frac{\partial }{\partial z}\,}}^k \sum_{n=0}^\infty c_n z^n &= \sum_{n=k}^\infty (n)_k \, c_n z^{n-k} \\ &= \sum_{n=k}^\infty n(n-1)\cdots(n-k+1) c_n z^{n-k} \\ (1+z)^{1/2} &= \sum_{k\geq 0} {1/2 \choose k}z^k,\qquad {\left\lvert {z} \right\rvert} < 1 \\ &= 1 + (1/2)z + {(1/2)(-1/2) \over 2!}z^2 + {(1/2)(-1/2)(-3/2) \over 3!}z^3 + \cdots \\ &= 1 + {1\over 2}z - {1\over 8}z^2 + {1\over 16}z^3 - \cdots \\ (1+z)^{\alpha} &= \sum_{k\geq 0} {\alpha \choose k}z^k,\qquad {\left\lvert {z} \right\rvert} < 1 \\ {1\over 1+z^n} &= \sum_{k\geq 0} {n+k-1 \choose k} (-z)^k, \qquad {\left\lvert {z} \right\rvert} < 1 \end{align*}

Some other classes of series to remember: \begin{align*} \sum_{k=1}^{n} k &= \frac{n(n+1)}{2} \\ \sum_{k=1}^{n} k(k+1) &= \frac{n(n+1)(n+2)}{3} \\ \sum_{k=1}^{n} k(k+1)(k+2) &= \frac{n(n+1)(n+2)(n+3)}{4} \\ \vdots \quad & \vdots \\ \sum_{k=1}^{n} k^{(p)} &= \frac{n^{(p+1)}}{p+1} && k^{(p)}\coloneqq k(k+1)(k+2) \cdots (k+p-1) .\end{align*} How to remember: compare to the integral \begin{align*} \int_{x=0}^{x=n} x^p \,dx= { n^{p+1} \over p+1} .\end{align*}

Remembering that \(\sum_{1\leq k \leq n} k = n(n+1)/2\): realize as counting a triangle, flip to count an entire rectangle of size \(n\times (n+1)\) and take half:

figures/2021-12-11_22-15-41.png

Write \(k^2 = k(k+1) - k\) to get \begin{align*} \sum k^2 = \sum k(k+1) - \sum k = {n(n+1/2)(n+2/2) \over 3} .\end{align*} Similarly \(\sum k^3 = (\sum k )^2\).

For summing the odds, \(\sum_{k\geq 1} (2k-1)\):

figures/2021-12-11_22-09-24.png

For denominators: \begin{align*} \sum_{k=1}^{n} \frac{1}{k(k+1)}=\frac{1}{1}-\frac{1}{n+1} \\ \sum_{k=1}^{n} \frac{2}{k(k+1)(k+2)}=\frac{1}{1 \cdot 2}-\frac{1}{(n+1)(n+2)} \\ \sum_{k=1}^{n} \frac{p}{k^{(p+1)}}=\frac{1}{1^{(p)}}-\frac{1}{(n+1)^{(p)}} ,\end{align*} where \(1^{(p)} \coloneqq p!\). How to remember the last one: \begin{align*} \int_{x=1}^{x=n+1}{p\over x^{p+1}}\,dx= {1\over 1^p} - {1\over (n+1)^p} .\end{align*}

\begin{align*} \sqrt{z} &= \sqrt{z_0 + z - z_0} \\ &= \sqrt{z_0 \qty{ 1 + {z-z_0 \over z} }} \\ &= \sqrt{z_0} \sqrt{1+u},\quad u\coloneqq{z-z_0 \over z} \\ \implies \sqrt{z} &= \sqrt{z_0} \sum_{k\geq 0} {1/2 \choose k} \qty{z- z_0 \over z}^k .\end{align*}

The product of two sequences is given by the Cauchy product \begin{align*} \sum a_kz^k \cdot \sum b_k z^k = \sum c_k z^k,\quad c_k \coloneqq\sum_{j\leq k} a_k b_{k-j} .\end{align*}

Inverting Series

Cauchy product formula for coefficients of \(1/A(z)\)

Using the general ring theory fact that \(A(z) \coloneqq\sum_{k\geq 0} a_k z^k \in R[[z]]\) is invertible iff \(a_0\) is invertible in \(R\), power series over fields can always be inverted. There is a formula: writing \(B(z) \coloneqq\sum_{k\geq 0 } b_k z^k \coloneqq 1/A(z) \in {\mathbf{C}}[[z]]\), the coefficients can be inductively computed as \begin{align*} b_0 &= a_0^{-1}\\ b_n &= -a_0^{-1}\sum_{1\leq i \leq n} a_i b_{n-i} \\ &= -a_0^{-1}\sum_{0\leq i \leq n-1} a_{n-i}b_i \\ &= -{1\over a_0}\qty{a_nb_0 + a_{n-1}b_1 + \cdots + a_1 b_{n-1} } .\end{align*}

How to prove this: \begin{align*} \qty{\sum a_k z^k}\qty{\sum b_k z^k} = 1 \implies a_0b_0 &=1 \\ a_0b_1 + a_1b_0 &= 1 \\ a_0b_2 + a_1b_1 + a_2b_0 &= 1 \\ \vdots \quad&\quad \vdots \end{align*}

Use this formulation to show that if \(A(z)= 1-z\) then \(1/A(z) = \sum z^k\).

Noting \(a_0 = 1, a_1 = -1\), we have

  • \(b_0 = 1/a_0 = 1\)
  • \(b_1 = -{1\over a_0}(a_1 b_0) = -1(-1\cdot 1) = 1\)
  • \(b_2 = -{1\over a_0}(a_2 b_0 + a_1 b_1) = -1(0\cdot 1 + -1\cdot 1) = 1\),

and so on, so \begin{align*} {1\over A(z)} = 1 + 1\cdot z + 1\cdot z^2 + \cdots .\end{align*}

Let \(A(z) \coloneqq 2z-1\) and find \(1/A(z)\).

To compute the inverse of \(A(z) \coloneqq(2z-1)\), note \(a_0 = -1, a_1 = 2\), so

  • \(b_0 = 1/a_0 = -1\)
  • \(b_1 = -{1\over a_0}(a_1b_0) = 1(2\cdot -1) = -2\)
  • \(b_2 = -{1\over a_0}(a_2 b_0 + a_1 b_1) = 1(0\cdot 1 + 2\cdot -2) = -4\)
  • \(b_3 = -{1\over a_0}(a_3b_0 + a_2 b_1 + a_1 b_2) = 1(0 + 0 + 2\cdot -4) = -8\)

so \begin{align*} {1\over 1-2z} = -1 - 2z - 4z^2 - 8z^3 \cdots = - \sum_{k\geq 0} (2z)^k .\end{align*}

Find \(1/\cos(z)\) using this method.

We have \(\cos(z) = c_0 +c_2^2 + c_4 z^4 + { \mathsf{O}}(z^6)\) where

  • \(c_0 = 1\)
  • \(c_2 = -1/2!\)
  • \(c_4 = 1/4!\)

Note that \(c_i\) for \(i\) odd all vanish. Write \(1/\cos(z) = \sum b_k z^k\), then

  • \(b_0 = c_0^{-1}= 1\).
  • \(b_1 = -c_0^{-1}(c_1 b_0) = -(0) = 0\).
  • \(b_2 = -c_0^{-1}(c_2 b_0 + c_1b_1) = -(c_2 + 0) = -c_2 = 1/2!\)
  • \(b_3 = -c_0^{-1}(c_3b_0 + c_2b_1 + c_1b_2) = -(0 +0 + 0)= 0\)
  • \(b_4 = -c_0^{-1}(c_4b_0 + c_3b_1 + c_2 b_2 + c_1b_3)=-(c_4 + 0 + (-1/2!)(1/2!) + 0) = 5/24\).

So \begin{align*} {1\over \cos(z)} = 1 + {1\over 2!}z^2 + {5\over 24}z^4 + { \mathsf{O}}(z^6) .\end{align*}

Find \(1/\sin(z)\) using this method.

Note that the leading coefficient of the expansion for \(\sin(z)\) is 0, so this can’t be inverted directly. A standard trick: factor out the smallest power of \(z\) to get a piece with a nonzero leading coefficient, and invert that instead. Write \begin{align*} \sin(z) = z - {1\over 3!}z^3 + {1\over 5!}z^5 - { \mathsf{O}}(z^7) = z f(z) \coloneqq z(1 + c_2z^2 + c_4 z^4 + { \mathsf{O}}(z^6)) ,\end{align*} where

  • \(c_0 = 1\)
  • \(c_2 = -{1\over 3!}\)
  • \(c_4 = {1\over 5!}\)
  • \(c_i = 0\) for \(i\) odd.

Writing \(B(z) \coloneqq{1\over f(z)} = \sum b_k z^k\), we have

  • \(b_0 = c_0^{-1}= 1\)
  • \(b_2 = -(c_2 b_0 + c_1 b_1) = -c_2\)
  • \(b_4 = -(c_4 b_0 + c_2 b_2) = c_2^2 - c_4\)

Thus \(1/B(z) = 1 -c_2z^2 + (c_2^2-c_4)z^4 + { \mathsf{O}}(z^6)\), and \begin{align*} {1\over \sin(z)} &= {1\over z} {1\over B(z)} \\ &= {1\over z} - c_2 z + (c_2^2 - c_4)z^3 + { \mathsf{O}}(z^5) \\ &= {1\over z} + {1\over 3!} z + ({1\over 3! 3!} - {1\over 5!})z^3 + { \mathsf{O}}(z^5) \\ &= {1\over z} + {1\over 3!}z + {7\over 360}z^3 + { \mathsf{O}}(z^5) .\end{align*}

Geometric Series

Supposing \(A(z) \coloneqq 1 + a_1 z + a_2z^2 + \cdots\), a direct expansion gives \begin{align*} {1\over A(z)} &= {1\over 1 + \displaystyle\sum_{k\geq 1} a_k z^k }\\ &= 1 - \qty{\sum_{k\geq 1} a_k z^k} \ + \qty{\sum_{k\geq 1} a_k z^k}^2 \ - \qty{\sum_{k\geq 1} a_k z^k}^3 \ + \cdots \\ &= 1 - (A(z) - 1) + (A(z) - 1)^2 - (A(z) - 1)^3 + \cdots ,\end{align*} where to compute the \(z^m\) term you only need to consider the first \(m+1\) summands in this expansion.

Purely formally, we have \begin{align*} {1\over A(z)} = {1 \over 1- (1-A(z))} = \sum_{k\geq 0} (1-A(z))^k z^k .\end{align*}

In order to invert \(A\) using this method, you need to clear powers of \(z\) so that a leading term is constant.

Invert \(\sin(z)\) using a geometric series, heeding the warning above.

Just a computation: \begin{align*} {1\over \sin(z)} &= {1\over z-{z^3\over 3!} + {z^5\over 5!} - { \mathsf{O}}(z^7) } \\ &={1\over z\qty{ 1 - {z^2\over 3!} + {z^4 \over 5!} - { \mathsf{O}}(z^6)} } \\ &= z^{-1}\qty{1\over 1 - p(z)} \qquad p(z) \coloneqq{z^2\over 3!} - {z^4\over 5!} + { \mathsf{O}}(z^6) \\ &= z^{-1}\sum_{k\geq 0} p(z)^k \\ &= z^{-1}\qty{ 1 + p(z) + p(z)^2 + { \mathsf{O}}(z^2)^3 } \\ &= z^{-1}\qty{ 1 \ + \qty{{z^2\over 3!} - {z^4\over 5!} + { \mathsf{O}}(z^6)} \ + \qty{{z^2\over 3!} - {z^4\over 5!} + { \mathsf{O}}(z^6)}^2 \ + { \mathsf{O}}(z^6)} \\ &= {1\over z}\qty{ 1 + {1\over 3!}z^2 + \qty{\qty{1\over 3!}^2 - {1\over 5!} }z^4 + { \mathsf{O}}(z^6) }\\ &= {1\over z} + {1\over 6}z + {7\over 360}z^3 + { \mathsf{O}}(z^5) .\end{align*}

Laurent expand \(\tan(z)\) at \(0\) using this method to compute \(1/\cos(z)\) and taking the product \(\sin(z) \cdot {1\over \cos(z)}\).

Example. To find the coefficients of \(z^m\) for \(m \leq 5\) in the power series expansion of \(\tan z=\sin z / \cos z\) about \(z=0\), we calculate as follows, again using the notation \(\mathcal{O}\left(z^m\right)\) for terms involving powers \(z^k\) for \(k \geq m\) : \begin{align*} \begin{aligned} \frac{1}{\cos z} & =\frac{1}{1-\left(z^2 / 2 !\right)+\left(z^4 / 4 !\right)+\mathcal{O}\left(z^6\right)} \\ & =1+\left(\frac{z^2}{2 !}-\frac{z^4}{4 !}+\mathcal{O}\left(z^6\right)\right)+\left(\frac{z^2}{2 !}-\frac{z^4}{4 !}+\mathcal{O}\left(z^6\right)\right)^2+\mathcal{O}\left(z^6\right) \\ & =1+\frac{1}{2} z^2+\frac{5}{24} z^4+\mathcal{O}\left(z^6\right) \end{aligned} \end{align*} so that \begin{align*} \begin{aligned} \frac{\sin z}{\cos z} & =\left(z-\frac{z^3}{3 !}+\frac{z^5}{5 !}+\mathcal{O}\left(z^7\right)\right)\left(1+\frac{1}{2} z^2+\frac{5}{24} z^4+\mathcal{O}\left(z^6\right)\right) \\ & =z+\frac{1}{3} z^3+\frac{2}{15} z^5+\mathcal{O}\left(z^7\right) . \end{aligned} \end{align*} The end result can be checked by differentiating \(\tan z\) five times. Note that \(\tan z\) is an odd function, so that only odd terms appear in the power series.

Polynomial Long Division

With practice, it’s much quicker to just do polynomial long division: \begin{align*} {1\over \sin(z) } = z^{-1}\qty{z\over \sin(z)} .\end{align*}

Now just run the grade school algorithm: \begin{align*} \begin{array}{rl} \underline{\hspace{8em} 1 + {1\over 3!}z^2 + \left({1\over 3!3!} - {1\over 5!} \right)z^4 + \cdots } & \\[-5pt] z-{1\over 3!}z^3 + {1\over 5!}z^5 + \cdots\hspace{3em} |z\hspace{9em} \\ \underline{-(z-{1\over 3!}z^3 + {1\over 5!}z^5 + \cdots)} & \\ {1\over 3!}z^3 - {1\over 5!}z^5 + {1\over 7!}z^7 - \cdots \hspace{0em}& \\ \underline{-{1\over 3!}z^2(z-{1\over 3!}z^3 + {1\over 5!}z^5 + \cdots)} & \\ \left( -{1\over 5!} + {1\over 3!3!}\right)z^5 + \left( {1\over 7!} - {1\over 3! 5!} \right)z + \cdots & \\ \end{array} .\end{align*}

Conclusion: \begin{align*} {z\over \sin(z)} = 1 + {z^2\over 3!} + {7 z^4 \over 360 } + { \mathsf{O}}(z^6) \\ \implies {1 \over \sin(z)} = {1\over z} + {z\over 3!} + {7 z^3 \over 360 } + { \mathsf{O}}(z^5) .\end{align*}

Polynomial long division basically works for formal power series, and with practice it’s fast enough to just do in your head. Recall the Euclidean algorithm, e.g. for \({z^3+1 \over z+1}\): \begin{align*} z^3 + 1 &= (z+1)(z^2) + (-z^2 + 1) \\ \ -z^2 + 1 &= (z+1)(-z) + (z+1) \\ (z+1) &= (z+1)(1) + 0 \\ \implies {z^3 + 1\over z+1} &= z^2 - z + 1 .\end{align*} This goes by increasing powers, but one can also go by decreasing powers: \begin{align*} 1+z^3 &= (1+z)(1) + (-z+z^3) \\ \ -z+z^3 &= (1+z)(-z) + (z^2 + z^3) \\ z^2 +z^3 &= (1+z)(z^2) + 0 \\ \implies {z^3 + 1\over z+1}&= 1 - z + z^2 ,\end{align*} which is useful for generating the first few low order terms of a series expansion.

Find a Laurent expansion about \(z_0=0\) for \(f(z) = \tan(z)\) by using polynomial long division on the series expansions for \(\sin(z)\) and \(\cos(z)\).

Computing the Laurent series for \(\tan(z)\) at \(z=0\):

\begin{align*} {\sin(z) \over \cos(z)} &= {z - {1\over 3!}z^3 + {1\over 5!} z^5 + { \mathsf{O}}(z^7) \over 1 - {1\over 2!} z^2 + {1\over 4!}z^4 + { \mathsf{O}}(z^6) } \\ \\ z - {1\over 3!}z^3 + {1\over 5!}z^5 &= \qty{1 - {1\over 2!}z^2 + {1\over 4!}z^4}(z) \ +\qty{ \qty{{1\over 2!} - {1\over 3!}}z^3 + \qty{-{1\over 4!} + {1\over 5!} }z^5 } \\ &= \qty{1 - {1\over 2!}z^2 + {1\over 4!}z^4}(z) \ +\qty{ {1\over 3}z^3 -{1\over 30}z^5 } \\ \\ {1\over 3}z^3 -{1\over 30}z^5 &= \qty{1 - {1\over 2!}z^2 + {1\over 4!}z^4}\qty{{1\over 3} z^3} \ +\qty{ \qty{ {1\over 6} - {1\over 30} } z^5 + \qty{ -{1\over 3\cdot 24} }z^7 } \\ &= \qty{1 - {1\over 2!}z^2 + {1\over 4!}z^4}\qty{{1\over 3} z^3} \ + \qty{ {2\over 15}z^5 - {1\over 72}z^7 } \\ \\ { {2\over 15}z^5 - {1\over 72}z^7 } &= \qty{1 - {1\over 2!}z^2 + {1\over 4!}z^4}\qty{{2\over 15} z^5} + \cdot \\ \\ \implies \tan(z) &= z + {1\over 3}z^3 + {2\over 15 }z^5 + { \mathsf{O}}(z^7) .\end{align*}