My professor used this in class for a proof and I'm having trouble understanding it.
$\sum_{i=0}^{\infty}\sum_{j=0}^{\infty}x^{i+j} = \sum_{n=0}^{\infty}\sum_{i=0}^{n}x^n$
The way he explained it, you are reindexing the first summation using $n = i+j$, so $ 0 \leq i \leq n$ and then $j = n-i$, but this makes even less sense to me.
So my question is, what is going on here? How is this true? I'm totally lost.
(I have confirmed that this is true though https://www.wolframalpha.com/input/?i=sum+(+sum+(x%5En),+i+%3D+0+to+n),+n+%3D+0+to+infinity+%3D%3D%3D+sum+(+sum+(x%5E(i%2Bj)),+j+%3D+0+to+infinity),+i+%3D+0+to+infinity
In the double sum $$\sum_{i=0}^{\infty}\sum_{j=0}^{\infty}x^{i+j}$$ $x^n$ appears when $(i,j) \in \{ (0,n), (1,n-1),..., (n,0)\}$, meaning $n+1$ times. Therefore $$\sum_{i=0}^{\infty}\sum_{j=0}^{\infty}x^{i+j} = \sum_{n=0}^{\infty}(n+1)x^n$$
Now, $$(n+1)x^n = \sum_{i=0}^{n}x^n$$