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Let $\binom{t}{k}$ where $k\in \mathbb{N}$ be defined as $\frac{t(t-1)\cdots (t-k+1)}{k!}$. Prove that $\int_n^{\infty} \binom{t-1}{n-1} e^{-t} dt \le \frac{1}{(e-1)^n}$

My progress is as follows: we can find a recursion. Let $F(n)$ be the sum in question, then

$$F(n)=\int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt + \int_{n+1}^{\infty} \binom{t-1}{n-1} e^{-t} dt$$

Using Pascal's identity $\binom{t-1}{n-1} = \binom{t-2}{n-1} + \binom{t-2}{n-2}$, one may obtain the recursion that

$$F(n)=\int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt + \frac{F(n)+F(n-1)}{e}$$

$$\frac{e-1}{e} F(n)=\int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt + \frac{F(n-1)}{e}$$

$$F(n)=\int_n^{n+1} \frac{e}{e-1}\binom{t-1}{n-1} e^{-t} dt + \frac{F(n-1)}{e-1}$$

Let $K(n)=F(n)(e-1)^n$ then $K(n)-K(n-1)=e(e-1)^{n-1} \int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt$

So now it makes sense to show $\sum\limits_{n\ge 1} e(e-1)^{n-1} \int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt$ converges to a constant at most 1.

For convenience, we can write it as $$e\sum\limits_{n\ge 0} (e-1)^n \int_{n+1}^{n+2} \binom{t-1}{n} e^{-t} dt = \sum\limits_{n\ge 0} (e-1)^n \int_{n}^{n+1} \binom{t}{n} e^{-t} dt$$

Now I am stuck. If anyone has any ideas on a solution, please don't hesitate to share with us here!

RobPratt
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Kai Wang
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    Some observations: $$\int_{n}^{+\infty}\binom{t-1}{n-1}e^{-t},dt=e^{-n}\int_{0}^{+\infty}\binom{n-1+t}{n-1}e^{-t},dt=\frac{1}{(n-1)! e^n}\int_{0}^{+\infty}e^{-t}\prod_{k=1}^{n-1}(t+k),dt $$

    $$\prod_{k=1}^{n-1}(t+k)=\sum_{k=1}^{n}{n\brack k}t^{k-1} $$

    $$\int_{n}^{+\infty}\binom{t-1}{n-1}e^{-t},dt=\frac{1}{(n-1)!e^n}\sum_{k=1}^{n}{n\brack k}(k-1)! $$

    – Jack D'Aurizio Aug 15 '22 at 21:07
  • @Jack is $\int t^k e^{-t} dt$ a very well known integral? O I can integrate it by parts – Kai Wang Aug 15 '22 at 22:09
  • Yes, the integral $\int_{0}^{+\infty}t^k e^{-t},dt$ is just $k!$. The issue is that it is not trivial to get the asymptotic expansion of the last sum, but I have found a workaround through generating functions, see my answer below. – Jack D'Aurizio Aug 15 '22 at 22:28
  • @KaiWang I think you made a mistake in $F(n)=\int_n^{n+1} \binom{t-1}{n-1} e^{-t} dt + \frac{F(n)+F(n-1)}{e}$. See my answer. – River Li Aug 19 '22 at 02:33

2 Answers2

6

Let $$ a_n = \int_{n}^{+\infty}\binom{t-1}{n-1}e^{-t}\,dt = e^{-n}\int_{0}^{+\infty}\binom{n-1+t}{n-1}e^{-t}\,dt $$ and $$ A(z) = \sum_{n\geq 1} a_n z^n = \int_{0}^{+\infty}\frac{z}{(e-z)^{t+1}}\,dt = \frac{z}{(e-z)\log(e-z)}=\frac{1}{\log(e-z)}\sum_{m\geq 1}\frac{z^m}{e^m}$$ is an analytic function with radius of convergence given by $e-1$. Once you prove the following

Lemma. For any $n\in\mathbb{N}^+$ the coefficient of $z^n$ in the Maclaurin series of $\frac{1-\frac{z}{e-1}}{\log(e-z)}$ is negative.

Hint: https://en.wikipedia.org/wiki/Gregory_coefficients

you have that

$$ a_n = [z^n] A(z) \leq [z^n]\left(\sum_{r\geq 0}\frac{z^r}{(e-1)^r}\sum_{m\geq 1}\frac{z^m}{e^m}\right)=\sum_{k=0}^{n-1}\frac{1}{(e-1)^ke^{n-k}}=\frac{1-\left(1-\frac{1}{e}\right)^n}{(e-1)^{n-1}}.$$

Jack D'Aurizio
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2

Proceeding along the OP's idea:

Let $$G(n) := (\mathrm{e} - 1)^n\int_n^{\infty} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t.$$

We have $$G(n) = \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \left(\binom{t-1}{k-1} - \binom{t-2}{k-2}\right)\mathrm{e}^{-t}\mathrm{d} t. \tag{1}$$ (The proof is given at the end.)

Using $\binom{t-1}{k-1} - \binom{t-2}{k-2} \ge 0$ for all $k\ge 1$ and $t\in [k, k+1]$, we have \begin{align*} G(n) &= \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \left(\binom{t-1}{k-1} - \binom{t-2}{k-2}\right)\mathrm{e}^{-t}\mathrm{d} t\\ &\le \sum_{k=1}^\infty \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \left(\binom{t-1}{k-1} - \binom{t-2}{k-2}\right)\mathrm{e}^{-t}\mathrm{d} t\\ &= \sum_{k=1}^\infty \mathrm{e}(\mathrm{e}-1)^{k-1}\mathrm{e}^{-k}\int_0^{1} \left(\binom{t + k-1}{k-1} - \binom{t+k-2}{k-2}\right)\mathrm{e}^{-t}\mathrm{d} t\\ &= \int_0^1 \left[\sum_{k=1}^\infty \mathrm{e}(\mathrm{e}-1)^{k-1}\mathrm{e}^{-k}\left(\binom{t + k-1}{k-1} - \binom{t+k-2}{k-2}\right)\right]\mathrm{e}^{-t}\,\mathrm{d} t\\ &= \int_0^1 \mathrm{e}^{t}\cdot \mathrm{e}^{-t}\mathrm{d} t\\ &= 1 \end{align*} where we use $$\sum_{k=1}^\infty \mathrm{e}(\mathrm{e}-1)^{k-1}\mathrm{e}^{-k}\left(\binom{t + k-1}{k-1} - \binom{t+k-2}{k-2}\right) = \mathrm{e}^{t}. \tag{2}$$ (The proof of (2) is given at the end.)

We are done.

$\phantom{2}$


Proof of (1):

Let $$F(n) := \int_n^{\infty} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t.$$

Using the identity $\binom{t-1}{n-1} = \binom{t-2}{n-1} + \binom{t-2}{n-2}$, we have \begin{align*} F(n) &= \int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t + \int_{n+1}^\infty \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t\\[5pt] &= \int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t + \int_{n+1}^\infty \binom{t-2}{n-1}\mathrm{e}^{-t}\mathrm{d} t + \int_{n+1}^\infty \binom{t-2}{n-2}\mathrm{e}^{-t}\mathrm{d} t\\[5pt] &= \int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t + \mathrm{e}^{-1}\int_{n}^\infty \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t + \mathrm{e}^{-1}\int_{n-1}^\infty \binom{t-1}{n-2}\mathrm{e}^{-t}\mathrm{d} t \\ &\qquad - \mathrm{e}^{-1}\int_{n-1}^n \binom{t-1}{n-2}\mathrm{e}^{-t}\mathrm{d} t\\ &= \mathrm{e}^{-1}F(n) + \mathrm{e}^{-1}F(n-1) + \int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t - \mathrm{e}^{-1}\int_{n-1}^n \binom{t-1}{n-2}\mathrm{e}^{-t}\mathrm{d} t. \end{align*}

Thus, we have $$F(n) = \frac{1}{\mathrm{e} - 1}F(n-1) + \frac{\mathrm{e}}{\mathrm{e} - 1}\int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t - \frac{1}{\mathrm{e} - 1}\int_{n-1}^n \binom{t-1}{n-2}\mathrm{e}^{-t}\mathrm{d} t$$ and $$G(n) = G(n-1) + \mathrm{e}(\mathrm{e}-1)^{n-1}\int_n^{n+1} \binom{t-1}{n-1}\mathrm{e}^{-t}\mathrm{d} t - (\mathrm{e}-1)^{n-1}\int_{n-1}^n \binom{t-1}{n-2}\mathrm{e}^{-t}\mathrm{d} t.$$

Thus, we have \begin{align*} G(n) &= \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \binom{t-1}{k-1}\mathrm{e}^{-t}\mathrm{d} t - \sum_{k=1}^n (\mathrm{e}-1)^{k-1}\int_{k-1}^k \binom{t-1}{k-2}\mathrm{e}^{-t}\mathrm{d} t\\ &= \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \binom{t-1}{k-1}\mathrm{e}^{-t}\mathrm{d} t - \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_{k}^{k+1} \binom{t-2}{k-2}\mathrm{e}^{-t}\mathrm{d} t\\ &= \sum_{k=1}^n \mathrm{e}(\mathrm{e}-1)^{k-1}\int_k^{k+1} \left(\binom{t-1}{k-1} - \binom{t-2}{k-2}\right)\mathrm{e}^{-t}\mathrm{d} t. \end{align*}

We are done.

$\phantom{2}$

Proof of (2):

Denote $a = \mathrm{e}^{-1}$. Let $$g(k) := \binom{t+k-2}{k-2}.$$

We have \begin{align*} \mathrm{LHS} &= \sum_{k=1}^\infty (1 - a)^{k-1}[g(k + 1) - g(k)]\\ &= -g(1) + \sum_{k=1}^\infty (1 - a)^{k-1} a\, g(k + 1)\\ &= \mathrm{e}^{-1}\sum_{k=0}^\infty (1 - \mathrm{e}^{-1})^k \binom{t + k}{k}\\ &= \mathrm{e}^{-1}\sum_{k=0}^\infty (1 - \mathrm{e}^{-1})^k \binom{-t-1}{k}(-1)^k\\ &= \mathrm{e}^{t}. \end{align*} where we have used $\binom{t+k}{k} = \binom{-t-1}{k}(-1)^k$ and $(1 + x)^n = \sum_{r=0}^\infty \binom{n}{r}x^r$ (the generalized binomial theorem).

We are done.

River Li
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  • Nice solution. One question though: why did you write $\binom{t-1}{k-1}-\binom{t-2}{k-2}$ instead of the simpler $\binom{t-2}{k-1}$ in the statement of (1)? – Kai Wang Aug 19 '22 at 08:18
  • @KaiWang In the proof of (2), I write this form $\sum_{k=1}^\infty (1 - a)^{k-1}[g(k + 1) - g(k)]$. – River Li Aug 19 '22 at 08:25
  • About your proof of (2): I think it's correct. The way I'd like to think about it is to still write it the way I wrote it originally but 0-index instead of 1-index: $\sum_{k\ge 1} e(e-1)^{k-1} e^{-k} \binom{t+k-2}{k-1}$. Let $m=k-1, x=\frac{e-1}{e}$, then we can write this as $\sum\limits_{m\ge 0} x^m \binom{(t-1)+m}{m} = \sum\limits_{m\ge 0} x^m \binom{(t-1)+m}{(t-1)} = (1+x+x^2+\cdots)^{t-1} = \frac{1}{(1-x)^{t-1}} = e^{t-1}$ – Kai Wang Aug 19 '22 at 18:43
  • As comments may only be edited for 5 mins, I will fix my mistake: $\sum\limits_{m\ge 0} x^m \binom{(t-1)+m}{m} = \sum\limits_{m\ge 0} x^m \binom{(t-1)+m}{(t-1)} = (1+x+x^2+\cdots)^{t} = \frac{1}{(1-x)^{t}} = e^{t}$ – Kai Wang Aug 19 '22 at 18:49
  • I'm curious about the above sum in comment when $t\in \mathbb{R}$. Do you know a good way to prove the generalized binomial theorem or this? The binomial theorem and the above sum are very easy to show when $t\in \mathbb{N}$ but hard to show even if $t\in \mathbb{Q}$. – Kai Wang Aug 19 '22 at 19:35
  • But if I show this for $t\in \mathbb{Q}$, I am done since $\mathbb{Q}$ is dense, so some "continuity" type argument works – Kai Wang Aug 19 '22 at 19:41
  • Actually we can do something like this: let $a$ satisfy $\sum\limits_{n\ge 0} x^n \binom rn = (1+x)^a$. Then we can use binomial theorem to show that $\sum\limits_{n\ge 0} x^n \binom {r+1}{n} = (1+x)^{a+1}$. Now, differentiating with respect to $x$ gives $(a+1)(1+x)^a = \sum\limits_{n\ge 0} nx^{n-1} \binom {r+1}{n} = \sum\limits_{n\ge 0} (r+1) \binom{r}{n-1} x^{n-1} = \sum\limits_{n\ge 0} (r+1) \binom rn x^n = (r+1)(1+x)^a$, so $a+1=r+1 \rightarrow a=r$ – Kai Wang Aug 19 '22 at 21:20
  • @KaiWang For the generalized binomial theorem, see: https://math.libretexts.org/Bookshelves/Combinatorics_and_Discrete_Mathematics/Combinatorics_(Morris)/02%3A_Enumeration/07%3A_Generating_Functions/7.02%3A_The_Generalized_Binomial_Theorem – River Li Aug 20 '22 at 00:02
  • @KaiWang For your last comment, yes, I also thought of this. – River Li Aug 20 '22 at 00:05
  • https://math.stackexchange.com/questions/124293/generalized-binomial-theorem this exists. I see, taylor expansion – Kai Wang Aug 20 '22 at 00:50
  • @KaiWang Yes, anyway, you can apply the generalized binomial theorem as a well-known result. – River Li Aug 20 '22 at 00:52