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$$\sum_{k=1}^{m}\sum_{i_1+i_2+\dots+i_k=m}\left(\frac{1}{i_1!}\frac{1}{i_2!}\dots\frac{1}{i_k!}\right)\times\frac{(-1)^{k+1}}{k}=\begin{cases}1,& m=1\\ 0,& m>1\end{cases}$$ where $i_1,\dots,i_k$ are positive integers.

The motivation is to prove that $\log(\exp(x))=x$ in formal power series.

\begin{align*} x=\log(e^x)=&\sum_{n=1}^\infty (-1)^{n+1}\frac{(e^{x}-1)^n}{n}=\sum_{n=1}^\infty(-1)^{n+1}\frac{1}{n}(\sum_{m=1}^{\infty}\frac{x^m}{m!})^n \\ =&\sum_{m=1}^\infty \sum_{k=1}^{m}(\sum_{i_1+i_2+\dots+i_k=m}\left(\frac{1}{i_1!}\frac{1}{i_2!}\dots\frac{1}{i_k!}\right)\times\frac{(-1)^{k+1}}{k} )x^m \end{align*}

WEZ
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    There must be a typo in this, the $(-1)^{m+1}$ is wrong. [Otherwise for $m=2$ the LHS is negative and the RHS is $0$. ] – ancient mathematician Jan 19 '23 at 07:54
  • Sorry, $(-1)^{m+1}$ should be $(-1)^{k+1}$ @ancientmathematician – WEZ Jan 19 '23 at 10:21
  • Exactly: so it's an inclusion-exclusion identity. Personally I think you should multiply the LHS by $m!$ and rewrite the factorials as the multinomial coefficient, that would make the structure of the identity more clear. – ancient mathematician Jan 19 '23 at 10:35
  • You should probably clarify that in the summation over tuples $(i_1,\dots,i_k)$ such that $i_1+\dots+i_k=m$, you are only considering tuples where $i_j\ge 1$ for each $j\in {1,\dots,k}$. P Quinton thought you were allowing zeroes, which led to their mistaken answer. – Mike Earnest Jan 19 '23 at 17:48

3 Answers3

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We seek to show that

$$\sum_{k=1}^{m}\sum_{q_1+q_2+\dots+q_k=m}\left(\frac{1}{q_1!} \frac{1}{q_2!}\cdots\frac{1}{q_k!}\right) \times\frac{(-1)^{k+1}}{k}=\begin{cases}1, & m=1\\ 0,& m>1\end{cases}$$

where $q_1,\dots,q_k$ are positive integers.

Write this as

$$\sum_{k=1}^{m} \frac{(-1)^{k+1}}{k} \sum_{q_1+q_2+\cdots+q_k=m} \frac{1}{q_1!}\frac{1}{q_2!} \cdots\frac{1}{q_k!}.$$

We then get from first principles,

$$[w^m] \sum_{k=1}^m \frac{(-1)^{k+1}}{k} (\exp(w)-1)^k \\ = [w^m] \sum_{k=1}^m \frac{(-1)^{k+1}}{k} \sum_{p=0}^k {k\choose p} \exp(pw) (-1)^{k-p}.$$

We may omit $p=0$ because with $m\ge 1$ there is no contribution to the coefficient extractor:

$$[w^m] \sum_{k=1}^m \frac{(-1)^{k+1}}{k} \sum_{p=1}^k {k\choose p} \exp(pw) (-1)^{k-p} \\ = [w^m] \sum_{p=1}^m (-1)^{p+1} \exp(pw) \sum_{k=p}^m \frac{1}{k} {k\choose p} \\ = [w^m] \sum_{p=1}^m \frac{(-1)^{p+1}}{p} \exp(pw) \sum_{k=p}^m {k-1\choose p-1}.$$

We have for the inner sum

$$\sum_{k=0}^{m-p} {k+p-1\choose p-1} = [z^{m-p}] \frac{1}{1-z} \sum_{k\ge 0} {k+p-1\choose p-1} z^k \\ = [z^{m-p}] \frac{1}{1-z} \frac{1}{(1-z)^p} = [z^{m-p}] \frac{1}{(1-z)^{p+1}} = {m\choose p}.$$

We thus obtain

$$[w^m] \sum_{p=1}^m \frac{(-1)^{p+1}}{p} \exp(pw) {m\choose p} = \frac{1}{m} [w^{m-1}] \sum_{p=1}^m (-1)^{p+1} \exp(pw) {m\choose p}.$$

We get two cases, first case $m=1$, which yields

$$ [w^0] (-1)^2 \exp(w) {1\choose 1} = 1 $$

as desired. For $m\gt 1$, second case, we may restore $p=0$ as we get no contribution to the coefficient extractor in that case:

$$\frac{1}{m} [w^{m-1}] \sum_{p=0}^m (-1)^{p+1} \exp(pw) {m\choose p} \\ = - \frac{1}{m} [w^{m-1}] (1-\exp(w))^m = 0$$

because

$$(1-\exp(w))^m = (-1)^m w^m + \cdots.$$

This concludes the argument.

Marko Riedel
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Multinomial Theorem : For $i_1+i_2+\dots+i_k=m$, let ${m\choose i_1~\dots~i_k}=\frac{m!}{i_1!\dots i_k!}$ be the multinomial coefficients, then the following generalizes Newton's Binomial's Theorem \begin{align*} (x_1+\dots+x_k)^m=\sum_{i_1+\dots+i_k=m} {m\choose i_1~\dots~i_k}\prod_{j=1}^k x_j^{i_j} \end{align*}

This can be proven by induction on $k$ from the binomial theorem (which can be proven by induction on $m$).

Using this you get \begin{align*} &\sum_{k=1}^m \sum_{i_1+\dots+i_k=m} \frac{1}{m!}{m\choose i_1~\dots~i_k}\times \frac{(-1)^{m+1}}{k}\\ =&\sum_{k=1}^m \frac{1}{m!}\times \frac{(-1)^{m+1}}{k}\sum_{i_1+\dots+i_k=m}{m\choose i_1~\dots~i_k}1^{i_1}\dots 1^{i_k}\\ =&\sum_{k=1}^m \frac{1}{m!}\times \frac{(-1)^{m+1}}{k}k^m\\ =&\frac{(-1)^{m+1}}{m!}\sum_{k=1}^m k^{m-1} \end{align*}

As mentionned by @ancientmathematician, this will not lead to what your want but shows you a way to use the multinomial Theorem for such cases.

P. Quinton
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  • here is something similar to my question. But this is about exp(log x)=x. – WEZ Jan 19 '23 at 10:31
  • This answer is mistaken, even after correcting the mistake pointed out in ancientmathematician's comment. The $\sum_{i_1+\dots+i_k=m}$ summation only ranges over tuples $(i_1,\dots,i_k)$ whose entries are positive integers. You need to sum over all nonnegative integer tuples to use the multinomial theorem. – Mike Earnest Jan 19 '23 at 17:52
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The easiest way to prove $\log \exp x = x$ as an identity of formal power series is to take derivatives. Observe that we have $\frac{d}{dx} \log \left( 1 + x \right) = \frac{1}{1 + x}$ (as an identity of formal power series) and $\frac{d}{dx} \exp(x) = \exp(x)$; the formal chain rule then gives

$$\frac{d}{dx} \log \exp x = \frac{1}{\exp(x)} \exp(x) = 1$$

from which it follows that $\log \exp x = x$ after plugging in $x = 0$ to verify that the constant term is correct. In the middle technically we are writing the above expression as $\log (1 + (\exp x - 1))$ to keep everything in the realm of formal power series.

Qiaochu Yuan
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  • Since this problem which proves exp(log x)=x in formal power series mentioned unsigned Stirling number of the first kind, I want to know the explanation of this identity through combination method. However, your approach is also elegant. – WEZ Jan 20 '23 at 05:29