Toolkit 4

Geometric series

1+r+r2++rn=rn+11r11+r+r^2+\cdots+r^n=\frac{r^{n+1}-1}{r-1}
r<1:1+r+r2+=11r|r|<1:\quad 1+r+r^2+\cdots=\frac{1}{1-r}

Proof

Let

S=1+r+r2++rn.S = 1 + r + r^2 + \cdots + r^n.

Multiplying by rr, we get

rS=r+r2+r3++rn+1.rS = r + r^2 + r^3 + \cdots + r^{n+1}.

Subtracting the first equation from the second gives

(r1)S=rn+11.(r-1)S = r^{n+1} - 1.

Therefore, for r1r \ne 1,

S=rn+11r1.S = \frac{r^{n+1} - 1}{r - 1}.

If r<1|r| < 1, then rn+10r^{n+1} \to 0 as nn \to \infty. Hence,

1+r+r2+=limn1rn+11r=11r.1 + r + r^2 + \cdots = \lim_{n \to \infty} \frac{1 - r^{n+1}}{1 - r} = \frac{1}{1 - r}. \quad\square