∫ 0 1 x x 2 x 3 x 4 x 5 . . . d x = ?
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Note that x x 2 x 3 x 4 x 5 ⋯ = x ( x 2 ( x 3 ( x 4 ( x 5 ( ⋯ ) ) 2 1 ) 2 1 ) 2 1 ) 2 1 = x ⋅ x 2 2 ⋅ x 4 3 ⋅ x 8 4 ⋅ x 1 6 5 ⋯ = x 1 + 2 2 + 4 3 + 8 4 + 1 6 5 + ⋯ = x 4 (see note).
Therefore, ∫ 0 1 x x 2 x 3 x 4 x 5 ⋯ d x = ∫ 0 1 x 4 d x = 5 x 5 ∣ ∣ ∣ ∣ 0 1 = 5 1 = 0 . 2 .
Note: For ∣ x ∣ < 1 ,
1 − x 1 ( 1 − x ) 2 1 4 = 1 + x + x 2 + x 3 + x 4 + x 5 + ⋯ = 1 + 2 x + 3 x 2 + 4 x 3 + 5 x 4 + ⋯ = 1 + 2 2 + 4 3 + 8 4 + 1 6 5 + ⋯ Differentiate both sides w.r.t x Replace x with 2 1
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Let's "pull out" all the x 's:
= x ( 1 2 3 . . . )
= x ( 2 0 1 + 2 1 2 + 2 2 3 + . . . )
Now, let's concentrate on finding the sum of the series. The sum can be represented in a form as follows:
2 0 1 + 2 1 2 + 2 2 3 + . . . + 2 1 2 + 2 2 3 + . . . + 2 2 3 + . . .
Now, the sequence is represented as a sum of infinite geometric series. Summing them up, using the rule that S ∞ = 1 − r a :
= 2 + 1 + 2 1 + . . .
= 4 .
Now, this is also an infinite geometric series, and its sum is 4. Substituting that value back into the original question:
= ∫ 0 1 x 4 d x
= 5 1 x 5 ∣ ∣ ∣ 0 1
= 0 . 2