1. Number Sequences Lecture 7: Sep 28 (chapter 4.1 of the book and chapter 9 of the notes) ? overhang

2. Interesting Sequences We have seen how to prove these equalities by induction, but how do we come up with the right hand side?

3. Finding General Pattern a 1, a 2, a 3, …, a n, … 1,2,3,4,5,6,7,… 1/2, 2/3, 3/4, 4/5,… 1,-1,1,-1,1,-1,… 1,-1/4,1/9,-1/16,1/25,… General formula The first step is to find the pattern in the sequence. a i = i a i = i/(i+1) a i = (-1) i+1 a i = (-1) i+1 / i 2

4. Summation

5. A Telescoping Sum When do we have such closed form formulas?

6. Sum for Children 89 + 102 + 115 + 128 + 141 + 154 + ··· + 193 + ··· + 232 + · · · + 323 + ··· + 414 + ··· + 453 + 466 Nine-year old Gauss saw 30 numbers, each 13 greater than the previous one. 1 st + 30 th = 89 + 466 = 555 2 nd + 29 th = (1 st +13) + (30 th  13) = 555 3 rd + 28 th = (2 nd +13) + (29 th  13) = 555 So the sum is equal to 15x555 = 8325.

7. Arithmetic Series Given n numbers, a 1, a 2, …, a n with common difference d, i.e. a i+1 - a i =d. What is a simple closed form expression of the sum? Adding the equations together gives: Rearranging and remembering that a n = a 1 + (n − 1)d, we get:

8. Geometric Series What is the closed form expression of G n ? G n  xG n =1  x n+1

9. Infinite Geometric Series Consider infinite sum (series) for |x| < 1

10. Some Examples

11. The Value of an Annuity Would you prefer a million dollars today or $50,000 a year for the rest of your life? An annuity is a financial instrument that pays out a fixed amount of money at the beginning of every year for some specified number of years. Examples: lottery payouts, student loans, home mortgages. A key question is what an annuity is worth. In order to answer such questions, we need to know what a dollar paid out in the future is worth today.

12. My bank will pay me 3% interest. define bankrate b ::= 1.03 -- bank increases my $ by this factor in 1 year. The Future Value of Money So if I have $X today, One year later I will have $bX Therefore, to have $1 after one year, It is enough to have b  X  1. X  $1/1.03 ≈ $0.9709

13. $1 in 1 year is worth $0.9709 now. $1/b last year is worth $1 today, So $n paid in 2 years is worth $n/b paid in 1 year, and is worth $n/b 2 today. The Future Value of Money $n paid k years from now is only worth $n/b k today

14. Someone pays you $100/year for 10 years. Let r ::= 1/bankrate = 1/1.03 In terms of current value, this is worth: 100r + 100r 2 + 100r 3 +  + 100r 10 = 100r(1+ r +  + r 9 ) = 100r(1  r 10 )/(1  r) = $853.02 $n paid k years from now is only worth $n/b k today Annuities

15. I pay you $100/year for 10 years, if you will pay me $853.02. QUICKIE: If bankrates unexpectedly increase in the next few years, A.You come out ahead B.The deal stays fair C.I come out ahead

16. Annuities In terms of current value, this is worth: 50000 + 50000r + 50000r 2 +  = 50000(1+ r +  ) = 50000/(1  r) Let r = 1/bankrate If bankrate = 3%, then the sum is $1716666 If bankrate = 8%, then the sum is $675000 Would you prefer a million dollars today or $50,000 a year for the rest of your life?

17. Suppose there is an annuity that pays im dollars at the end of each year i forever. For example, if m = $50, 000, then the payouts are $50, 000 and then $100, 000 and then $150, 000 and so on… Annuities What is a simple closed form expression of the following sum?

18. Manipulating Sums What is a simple closed form expression of ? (see an inductive proof in tutorial 2)

19. Manipulating Sums for x < 1 For example, if m = $50, 000, then the payouts are $50, 000 and then $100, 000 and then $150, 000 and so on… For example, if p=0.08, then V=8437500. Still not infinite! Exponential decrease beats additive increase.

20. Loan Suppose you were about to enter college today and a college loan officer offered you the following deal: $25,000 at the start of each year for four years to pay for your college tuition and an option of choosing one of the following repayment plans: Plan A: Wait four years, then repay $20,000 at the start of each year for the next ten years. Plan B: Wait five years, then repay $30,000 at the start of each year for the next five years. Assume interest rate 7% Let r = 1/1.07.

21. Plan A: Wait four years, then repay $20,000 at the start of each year for the next ten years. Plan A Current value for plan A

22. Plan B Current value for plan B Plan B: Wait five years, then repay $30,000 at the start of each year for the next five years.

23. Profit $25,000 at the start of each year for four years to pay for your college tuition. Loan office profit = $3233.

24. How far out? ? overhang Book Stacking

25. book center of mass One Book

26. book center of mass One Book

27. 1212 book center of mass One Book

28. 1 2 n More Books How far can we reach? To infinity??

29. center of mass 1 2 n More Books

30. need center of mass over table 1 2 n More Books

31. center of mass of the whole stack 1 2 n More Books

32. center of mass of all n+1 books at table edge center of mass of top n books at edge of book n+1 ∆overhang 1 2 n n+1 Overhang center of mass of the new book

33. 1 n 1/2  Overhang center of n-stack at x = 0. center of n+1 st book is at x = 1/2, so center of n+1-stack is at

34. center of mass of all n+1 books center of mass of top n books 1 2 n n+1 1/2(n+1) Overhang

35. B n ::= overhang of n books B 1 = 1/2 B n+1 = B n + B n = n th Harmonic number Overhang B n = H n /2

36. Harmonic Number How large is? … 1 number 2 numbers, each 1/4 4 numbers, each 1/8 2 k numbers, each 1/2 k+1 Row sum is = 1/2 The sum of each row is = 1/2. …

37. Harmonic Number How large is? … The sum of each row is = 1/2. … k rows have 2 k -1 numbers. If n is between 2 k -1 and 2 k+1 -1, there are >= k rows and <= k+1 rows, and so the sum is at least k/2 and is at most (k+1).

38. 1 x+1 0 1 2 3 4 5 6 7 8 1 1212 1313 1212 1 1313 Harmonic Number Estimate H n :

39. Now H n   as n  , so Harmonic series can go to infinity! Integral Method (OPTIONAL) Amazing equality http://www.answers.com/topic/basel-problem Proofs from the book, M. Aigner, G.M. Ziegler, Springer

40. Spine Shield Towers Optimal Overhang? (slides by Uri Zwick)

41. Overhang = 4.2390 Blocks = 49 Weight = 100 Optimal Overhang? (slides by Uri Zwick)

42. Product

43. Factorial defines a product: Factorial How to estimate n!? Too rough…

44. Factorial defines a product: Factorial How to estimate n!? Still very rough, but at least show that it is much larger than C n

45. Factorial defines a product: Turn product into a sum taking logs: ln(n!) = ln(1·2·3 ··· (n – 1)·n) = ln 1 + ln 2 + ··· + ln(n – 1) + ln(n) Factorial How to estimate n!?

46. … ln 2 ln 3 ln 4 ln 5 ln n-1 ln n ln 2 ln 3 ln 4 ln 5 ln n 23145n–2n–1n ln (x+1) ln (x) Integral Method (OPTIONAL)

47.  ln(x) dx   ln(i)   ln (x+1)dx i=1 n n n 1 0 Reminder: so guess: n ln(n/e)   ln(i)  (n+1) ln((n+1)/e) Analysis (OPTIONAL)

48. exponentiating: Stirling’s formula: Stirling’s Formula

49. More Integral Method What is a simple closed form expressions of ? Idea: use integral method. So we guess that Make a hypothesis

50. Sum of Squares Make a hypothesis Plug in a few value of n to determine a,b,c,d. Solve this linear equations gives a=1/3, b=1/2, c=1/6, d=0. Go back and check by induction if

51. Cauchy-Schwarz (Cauchy-Schwarz inequality) For any a1,…,an, and any b1,…bn Proof by induction (on n): When n=1, LHS <= RHS. When n=2, want to show Consider

52. Cauchy-Schwarz (Cauchy-Schwarz inequality) For any a1,…,an, and any b1,…bn Induction step: assume true for <=n, prove n+1. induction by P(2)

53. Cauchy-Schwarz (Cauchy-Schwarz inequality) For any a1,…,an, and any b1,…bn Exercise: prove Answer: Let b i = 1 for all i, and plug into Cauchy-Schwarz This has a very nice application in graph theory that hopefully we’ll see.

54. Geometric Interpretation (Cauchy-Schwarz inequality) For any a1,…,an, and any b1,…bn The left hand side computes the inner product of the two vectors If we rescale the two vectors to be of length 1, then the left hand side is <= 1 The right hand side is always 1. a b

55. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any a1,…,an, Interesting induction (on n): Prove P(2) Prove P(n) -> P(2n) Prove P(n) -> P(n-1)

56. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Interesting induction (on n): Prove P(2) Want to show Consider

57. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Interesting induction (on n): Prove P(n) -> P(2n) induction by P(2)

58. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Interesting induction (on n): Prove P(n) -> P(n-1) Let the average of the first n-1 numbers.

59. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Interesting induction (on n): Prove P(n) -> P(n-1) Let

60. Geometric Interpretation (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Think of a1, a2, …, an are the side lengths of a high-dimensional rectangle. Then the right hand side is the volume of this rectangle. The left hand side is the volume of the square with the same total side length. The inequality says that the volume of the square is always not smaller. e.g.

61. Arithmetic Mean – Geometric Mean Inequality (AM-GM inequality) For any sequence of non-negative numbers a1,…,an, Exercise: What is an upper bound on? Set a 1 =n and a 2 =…=a n =1, then the upper bound is 2 – 1/n. Set a 1 =a 2 =√n and a 3 =…=a n =1, then the upper bound is 1 + 2/√n – 2/n. … Set a 1 =…=a logn =2 and a i =1 otherwise, then the upper bound is 1 + log(n)/n