How to prove the equivalence between these two double sums? Probably it is a stupid task, but I cannot solve it.
Let $k\in\mathbb{N}$, prove that for every $\alpha,\beta,s_i\in\mathbb{R}$ it holds
$$
\sum_{j=0}^{k-1}\sum_{i=0}^j\dfrac{(-1)^is_{2j}\alpha^{2j-2i}\beta^{2i+1}}{(2i+1)!(2j-2i)!}=\sum_{j=0}^{k-1}\sum_{i=0}^{k-j-1}\dfrac{(-1)^{j}s_{2i+2j}\alpha^{2i}\beta^{2j+1}}{(2j+1)!(2i)!}.
$$
Maybe, beside this, there is the property of double summation $\sum_{j=0}^n\sum_{i=0}^ja_ib_{j-i}=\sum_{j=0}^{n}a_j\sum_{i=0}^{n-j}b_i$, but I cannot solve the problem.
Double summation manipulation
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Probably this is the way to prove it, even if I am not sure about some details.
Let us manipulate the r.h.s. of the equality by substituting $i\to i-j$ and then switching the indexes:
$$
\begin{split}
\sum_{j=0}^{k-1}\sum_{i=0}^{k-j-1}\dfrac{(-1)^js_{2i+2j}\alpha^{2i}\beta^{2j+1}}{(2j+1)!(2i)!}&=\sum_{j=0}^{k-1}\sum_{i=j}^{k-1}\dfrac{(-1)^js_{2i}\alpha^{2i-2j}\beta^{2j+1}}{(2j+1)!(2i-2j)!}=\sum_{i=0}^{k-1}\sum_{j=i}^{k-1}\dfrac{(-1)^is_{2j}\alpha^{2j-2i}\beta^{2i+1}}{(2i+1)!(2j-2i)!}\\
&=\sum_{j=0}^{k-1}\sum_{i=0}^j\dfrac{(-1)^is_{2j}\alpha^{2j-2i}\beta^{2i+1}}{(2i+1)!(2j-2i)!},
\end{split}
$$
where last equality follows since if $i>j$, we assume conventionally $(2j-2i)!=\infty$.
This last statement does not convince me totally but I think it works.
Your approach is fine. Here is an answer with some additional information. We want to show the following identity is valid: \begin{align*} \sum_{j=0}^{k-1}\sum_{i=0}^j\dfrac{(-1)^is_{2j}\alpha^{2j-2i}\beta^{2i+1}}{(2i+1)!(2j-2i)!}=\sum_{j=0}^{k-1}\sum_{i=0}^{k-j-1}\dfrac{(-1)^{j}s_{2i+2j}\alpha^{2i}\beta^{2j+1}}{(2j+1)!(2i)!}\tag{1} \end{align*}
Comment:
In (2) we exchange the names of the indices $i\leftrightarrow j$.
In (3) we shift the index of the inner sum to start with $j=i$.
In (4) we write the index region more conveniently as preparation for the next step.
In (5) we exchange inner and outer sum.