Find limit of $(a_n)$ if $a_n=frac{1}{k}sumlimits_{i=1}^{k}a_{n-i}$, $a_0=1$ and $a_{-n}=0$ for $n>0$












5












$begingroup$


We have a sequence $a_n$ which solves the recurrence relation



$$a_n=frac{1}{k}sumlimits_{i=1}^{k}a_{n-i}$$
for any $n>0$ with a given $k$. Let the initial values be $a_0=1$ and $a_{-n}=0$ for any $n>0$.



I wrote a program and found that the sequence should have a limit $frac{2}{k+1}$, but I can't figure out how to prove it.










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$endgroup$

















    5












    $begingroup$


    We have a sequence $a_n$ which solves the recurrence relation



    $$a_n=frac{1}{k}sumlimits_{i=1}^{k}a_{n-i}$$
    for any $n>0$ with a given $k$. Let the initial values be $a_0=1$ and $a_{-n}=0$ for any $n>0$.



    I wrote a program and found that the sequence should have a limit $frac{2}{k+1}$, but I can't figure out how to prove it.










    share|cite|improve this question











    $endgroup$















      5












      5








      5


      1



      $begingroup$


      We have a sequence $a_n$ which solves the recurrence relation



      $$a_n=frac{1}{k}sumlimits_{i=1}^{k}a_{n-i}$$
      for any $n>0$ with a given $k$. Let the initial values be $a_0=1$ and $a_{-n}=0$ for any $n>0$.



      I wrote a program and found that the sequence should have a limit $frac{2}{k+1}$, but I can't figure out how to prove it.










      share|cite|improve this question











      $endgroup$




      We have a sequence $a_n$ which solves the recurrence relation



      $$a_n=frac{1}{k}sumlimits_{i=1}^{k}a_{n-i}$$
      for any $n>0$ with a given $k$. Let the initial values be $a_0=1$ and $a_{-n}=0$ for any $n>0$.



      I wrote a program and found that the sequence should have a limit $frac{2}{k+1}$, but I can't figure out how to prove it.







      sequences-and-series limits recurrence-relations






      share|cite|improve this question















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      edited Jan 19 at 17:48









      Did

      248k23224463




      248k23224463










      asked Jan 19 at 15:12









      Kangping YanKangping Yan

      1817




      1817






















          2 Answers
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          5












          $begingroup$

          Your equation can be rewritten in the form of a renewal equation:
          $$
          a_n = b_n +(a*p)_n
          $$
          where, for every $nge0$, $$p_n =frac{1}{k}1_{1le nle k}qquad b_n=1_{n=0}$$ and
          $$
          (a*p)_n :=sum_{j=0}^n a_{n-j}p_j
          $$
          Here, ${b_j}$ is added since $a_n =frac{1}{k}sumlimits_{j=1}^k a_{n-j}$ does not hold for $n=0$.



          Now, it is a result of the (discrete version of) Blackwell's renewal theorem that
          $$
          lim_{ntoinfty} a_n =frac{sumlimits_{n=0}^infty b_n}{sumlimits_{n=0}^infty np_n}=frac{1}{frac{1}{k}frac{k(k+1)}{2}}=frac{2}{k+1}
          $$






          share|cite|improve this answer











          $endgroup$





















            0












            $begingroup$

            Could be of help to associate to the cute answer already given, the expression of the generating function (z-Transform).



            We have
            $$
            a_{,n} = {1 over k}sumlimits_{1, le ,i, le ,k} {a_{,n, - ,i} } + left[ {n = 0} right]
            = {1 over k}sumlimits_i {left[ {1, le ,i, le ,k} right]a_{,,n, - ,i} } + left[ {n = 0} right]
            $$

            where $[P]$ denotes the Iverson bracket
            $$
            left[ P right] = left{ {begin{array}{*{20}c}
            1 & {P = TRUE} \
            0 & {P = FALSE} \
            end{array} } right.
            $$



            The generating function will then be
            $$
            eqalign{
            & A(z) = sumlimits_{0, le ,n} {a_{,n} ,z^{,n} }
            = {1 over k}sumlimits_{0, le ,n} {sumlimits_i {left( {left[ {1, le ,i, le ,k} right]z^{,i} } right)left( {a_{,,n, - ,i} ,z^{,n - i} } right)} } + 1 = cr
            & = {1 over k}left( {sumlimits_{0, le ,n} {left[ {1, le ,n, le ,k} right]z^{,n} } } right)
            sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
            & = {1 over k}left( {zsumlimits_{1, le ,n, le ,k} {z^{,n - 1} } } right)sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
            & = {1 over k}left( {z{{1 - z^{,k} } over {1 - z}}} right)A(z) + 1 cr}
            $$

            that is
            $$
            A(z) = {1 over {1 - {z over k}left( {{{1 - z^{,k} } over {1 - z}}} right)}} = {{1 - z} over {z^{,k} - left( {k + 1} right)z + k}}
            $$






            share|cite|improve this answer









            $endgroup$













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              2 Answers
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              5












              $begingroup$

              Your equation can be rewritten in the form of a renewal equation:
              $$
              a_n = b_n +(a*p)_n
              $$
              where, for every $nge0$, $$p_n =frac{1}{k}1_{1le nle k}qquad b_n=1_{n=0}$$ and
              $$
              (a*p)_n :=sum_{j=0}^n a_{n-j}p_j
              $$
              Here, ${b_j}$ is added since $a_n =frac{1}{k}sumlimits_{j=1}^k a_{n-j}$ does not hold for $n=0$.



              Now, it is a result of the (discrete version of) Blackwell's renewal theorem that
              $$
              lim_{ntoinfty} a_n =frac{sumlimits_{n=0}^infty b_n}{sumlimits_{n=0}^infty np_n}=frac{1}{frac{1}{k}frac{k(k+1)}{2}}=frac{2}{k+1}
              $$






              share|cite|improve this answer











              $endgroup$


















                5












                $begingroup$

                Your equation can be rewritten in the form of a renewal equation:
                $$
                a_n = b_n +(a*p)_n
                $$
                where, for every $nge0$, $$p_n =frac{1}{k}1_{1le nle k}qquad b_n=1_{n=0}$$ and
                $$
                (a*p)_n :=sum_{j=0}^n a_{n-j}p_j
                $$
                Here, ${b_j}$ is added since $a_n =frac{1}{k}sumlimits_{j=1}^k a_{n-j}$ does not hold for $n=0$.



                Now, it is a result of the (discrete version of) Blackwell's renewal theorem that
                $$
                lim_{ntoinfty} a_n =frac{sumlimits_{n=0}^infty b_n}{sumlimits_{n=0}^infty np_n}=frac{1}{frac{1}{k}frac{k(k+1)}{2}}=frac{2}{k+1}
                $$






                share|cite|improve this answer











                $endgroup$
















                  5












                  5








                  5





                  $begingroup$

                  Your equation can be rewritten in the form of a renewal equation:
                  $$
                  a_n = b_n +(a*p)_n
                  $$
                  where, for every $nge0$, $$p_n =frac{1}{k}1_{1le nle k}qquad b_n=1_{n=0}$$ and
                  $$
                  (a*p)_n :=sum_{j=0}^n a_{n-j}p_j
                  $$
                  Here, ${b_j}$ is added since $a_n =frac{1}{k}sumlimits_{j=1}^k a_{n-j}$ does not hold for $n=0$.



                  Now, it is a result of the (discrete version of) Blackwell's renewal theorem that
                  $$
                  lim_{ntoinfty} a_n =frac{sumlimits_{n=0}^infty b_n}{sumlimits_{n=0}^infty np_n}=frac{1}{frac{1}{k}frac{k(k+1)}{2}}=frac{2}{k+1}
                  $$






                  share|cite|improve this answer











                  $endgroup$



                  Your equation can be rewritten in the form of a renewal equation:
                  $$
                  a_n = b_n +(a*p)_n
                  $$
                  where, for every $nge0$, $$p_n =frac{1}{k}1_{1le nle k}qquad b_n=1_{n=0}$$ and
                  $$
                  (a*p)_n :=sum_{j=0}^n a_{n-j}p_j
                  $$
                  Here, ${b_j}$ is added since $a_n =frac{1}{k}sumlimits_{j=1}^k a_{n-j}$ does not hold for $n=0$.



                  Now, it is a result of the (discrete version of) Blackwell's renewal theorem that
                  $$
                  lim_{ntoinfty} a_n =frac{sumlimits_{n=0}^infty b_n}{sumlimits_{n=0}^infty np_n}=frac{1}{frac{1}{k}frac{k(k+1)}{2}}=frac{2}{k+1}
                  $$







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Jan 19 at 16:28









                  Did

                  248k23224463




                  248k23224463










                  answered Jan 19 at 15:30









                  SongSong

                  16.1k1739




                  16.1k1739























                      0












                      $begingroup$

                      Could be of help to associate to the cute answer already given, the expression of the generating function (z-Transform).



                      We have
                      $$
                      a_{,n} = {1 over k}sumlimits_{1, le ,i, le ,k} {a_{,n, - ,i} } + left[ {n = 0} right]
                      = {1 over k}sumlimits_i {left[ {1, le ,i, le ,k} right]a_{,,n, - ,i} } + left[ {n = 0} right]
                      $$

                      where $[P]$ denotes the Iverson bracket
                      $$
                      left[ P right] = left{ {begin{array}{*{20}c}
                      1 & {P = TRUE} \
                      0 & {P = FALSE} \
                      end{array} } right.
                      $$



                      The generating function will then be
                      $$
                      eqalign{
                      & A(z) = sumlimits_{0, le ,n} {a_{,n} ,z^{,n} }
                      = {1 over k}sumlimits_{0, le ,n} {sumlimits_i {left( {left[ {1, le ,i, le ,k} right]z^{,i} } right)left( {a_{,,n, - ,i} ,z^{,n - i} } right)} } + 1 = cr
                      & = {1 over k}left( {sumlimits_{0, le ,n} {left[ {1, le ,n, le ,k} right]z^{,n} } } right)
                      sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                      & = {1 over k}left( {zsumlimits_{1, le ,n, le ,k} {z^{,n - 1} } } right)sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                      & = {1 over k}left( {z{{1 - z^{,k} } over {1 - z}}} right)A(z) + 1 cr}
                      $$

                      that is
                      $$
                      A(z) = {1 over {1 - {z over k}left( {{{1 - z^{,k} } over {1 - z}}} right)}} = {{1 - z} over {z^{,k} - left( {k + 1} right)z + k}}
                      $$






                      share|cite|improve this answer









                      $endgroup$


















                        0












                        $begingroup$

                        Could be of help to associate to the cute answer already given, the expression of the generating function (z-Transform).



                        We have
                        $$
                        a_{,n} = {1 over k}sumlimits_{1, le ,i, le ,k} {a_{,n, - ,i} } + left[ {n = 0} right]
                        = {1 over k}sumlimits_i {left[ {1, le ,i, le ,k} right]a_{,,n, - ,i} } + left[ {n = 0} right]
                        $$

                        where $[P]$ denotes the Iverson bracket
                        $$
                        left[ P right] = left{ {begin{array}{*{20}c}
                        1 & {P = TRUE} \
                        0 & {P = FALSE} \
                        end{array} } right.
                        $$



                        The generating function will then be
                        $$
                        eqalign{
                        & A(z) = sumlimits_{0, le ,n} {a_{,n} ,z^{,n} }
                        = {1 over k}sumlimits_{0, le ,n} {sumlimits_i {left( {left[ {1, le ,i, le ,k} right]z^{,i} } right)left( {a_{,,n, - ,i} ,z^{,n - i} } right)} } + 1 = cr
                        & = {1 over k}left( {sumlimits_{0, le ,n} {left[ {1, le ,n, le ,k} right]z^{,n} } } right)
                        sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                        & = {1 over k}left( {zsumlimits_{1, le ,n, le ,k} {z^{,n - 1} } } right)sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                        & = {1 over k}left( {z{{1 - z^{,k} } over {1 - z}}} right)A(z) + 1 cr}
                        $$

                        that is
                        $$
                        A(z) = {1 over {1 - {z over k}left( {{{1 - z^{,k} } over {1 - z}}} right)}} = {{1 - z} over {z^{,k} - left( {k + 1} right)z + k}}
                        $$






                        share|cite|improve this answer









                        $endgroup$
















                          0












                          0








                          0





                          $begingroup$

                          Could be of help to associate to the cute answer already given, the expression of the generating function (z-Transform).



                          We have
                          $$
                          a_{,n} = {1 over k}sumlimits_{1, le ,i, le ,k} {a_{,n, - ,i} } + left[ {n = 0} right]
                          = {1 over k}sumlimits_i {left[ {1, le ,i, le ,k} right]a_{,,n, - ,i} } + left[ {n = 0} right]
                          $$

                          where $[P]$ denotes the Iverson bracket
                          $$
                          left[ P right] = left{ {begin{array}{*{20}c}
                          1 & {P = TRUE} \
                          0 & {P = FALSE} \
                          end{array} } right.
                          $$



                          The generating function will then be
                          $$
                          eqalign{
                          & A(z) = sumlimits_{0, le ,n} {a_{,n} ,z^{,n} }
                          = {1 over k}sumlimits_{0, le ,n} {sumlimits_i {left( {left[ {1, le ,i, le ,k} right]z^{,i} } right)left( {a_{,,n, - ,i} ,z^{,n - i} } right)} } + 1 = cr
                          & = {1 over k}left( {sumlimits_{0, le ,n} {left[ {1, le ,n, le ,k} right]z^{,n} } } right)
                          sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                          & = {1 over k}left( {zsumlimits_{1, le ,n, le ,k} {z^{,n - 1} } } right)sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                          & = {1 over k}left( {z{{1 - z^{,k} } over {1 - z}}} right)A(z) + 1 cr}
                          $$

                          that is
                          $$
                          A(z) = {1 over {1 - {z over k}left( {{{1 - z^{,k} } over {1 - z}}} right)}} = {{1 - z} over {z^{,k} - left( {k + 1} right)z + k}}
                          $$






                          share|cite|improve this answer









                          $endgroup$



                          Could be of help to associate to the cute answer already given, the expression of the generating function (z-Transform).



                          We have
                          $$
                          a_{,n} = {1 over k}sumlimits_{1, le ,i, le ,k} {a_{,n, - ,i} } + left[ {n = 0} right]
                          = {1 over k}sumlimits_i {left[ {1, le ,i, le ,k} right]a_{,,n, - ,i} } + left[ {n = 0} right]
                          $$

                          where $[P]$ denotes the Iverson bracket
                          $$
                          left[ P right] = left{ {begin{array}{*{20}c}
                          1 & {P = TRUE} \
                          0 & {P = FALSE} \
                          end{array} } right.
                          $$



                          The generating function will then be
                          $$
                          eqalign{
                          & A(z) = sumlimits_{0, le ,n} {a_{,n} ,z^{,n} }
                          = {1 over k}sumlimits_{0, le ,n} {sumlimits_i {left( {left[ {1, le ,i, le ,k} right]z^{,i} } right)left( {a_{,,n, - ,i} ,z^{,n - i} } right)} } + 1 = cr
                          & = {1 over k}left( {sumlimits_{0, le ,n} {left[ {1, le ,n, le ,k} right]z^{,n} } } right)
                          sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                          & = {1 over k}left( {zsumlimits_{1, le ,n, le ,k} {z^{,n - 1} } } right)sumlimits_{0, le ,n} {left( {a_{,,n,} ,z^{,n} } right)} + 1 = cr
                          & = {1 over k}left( {z{{1 - z^{,k} } over {1 - z}}} right)A(z) + 1 cr}
                          $$

                          that is
                          $$
                          A(z) = {1 over {1 - {z over k}left( {{{1 - z^{,k} } over {1 - z}}} right)}} = {{1 - z} over {z^{,k} - left( {k + 1} right)z + k}}
                          $$







                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Jan 19 at 21:46









                          G CabG Cab

                          19.8k31339




                          19.8k31339






























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