Prove Segner's Recurrence Relation $C_{n+1} = \sum\limits_{i=0}^n C_i C_{n-i}$ on Catalan Numbers $C_n = \frac{1}{n+1} \binom{2n}{n}$
Plugging in the Catalan Equation, we want to prove:
\begin{align*} \frac{1}{n+2} \binom{2(n+1)}{n+1} &= \sum\limits_{i=0}^n \frac{1}{i+1} \binom{2i}{i} \frac{1}{n-i+1} \binom{2(n-i)}{n-i} \\ \end{align*}
Expanding the binomial coefficients to factorials (again this is a formula we want to prove, not a result we have demonstrated):
\begin{align*} \frac{1}{n+2} \frac{(2n+2)!}{(n+1)!(n+1)!} &= \sum\limits_{i=0}^n \frac{1}{i+1} \frac{(2i)!}{i!i!} \frac{1}{n-i+1} \frac{(2n-2i)!}{(n-i)!(n-i)!} \\ \end{align*}
How would one go from here?
In all honesty, I’d prove it combinatorially, e.g., by showing that there are $\frac1{n+1}\binom{2n}n$ well-formed strings of $n$ pairs of parentheses and that the number of such strings satisfies the recurrence. (Using generating functions is also a reasonable approach.)
You said that you’re familiar with the first fact. As for the second, if $s$ is such a string, split it into two substrings at the first point at which the initial segment is well-formed. Say that you have $\ell$ pairs in that initial segment and $n−\ell$ in the final segment. There are $C_{n−\ell}$ possibilities for the final segment. Try to see why there are $C_{\ell−1}$ possibilities for the initial segment; use the fact that it’s the minimal well-formed prefix.