I am supposed to start with the P.S representation for $\dfrac{1}{1-x}$ and then figure out the P.S representation for $x\tan^{-1}(x)$. I know the process of making it for just the $\tan^{-1}x$. But wouldn't the fact that there is an extra $x$ at the front change everything dramatically? Or am I not getting something?
Can I just do the same process as for $\tan^{-1}(x)$ and then just add an extra $x$ after sigma?
Thanks!
Recall that $$\arctan x=\int_0^x\frac{dt}{1+t^2}$$ We also know that, for $|t|<1$, $$\frac1t=\sum_{k\geq0}(1-t)^k$$ So we then have that $$\frac1{1+t^2}=\sum_{k\geq0}(-1)^kt^{2k}$$ So for $|x|<1$, $$ \begin{align} \arctan x=&\int_0^x\sum_{k\geq0}(-1)^kt^{2k}dt\\ =&\sum_{k\geq0}(-1)^k\int_0^xt^{2k}dt\\ =&\sum_{k\geq0}(-1)^k\frac{x^{2k+1}}{2k+1}\\ \end{align} $$ Which means that $$x\arctan x=\sum_{k\geq0}(-1)^k\frac{x^{2k+2}}{2k+1}$$