I'm trying to determine if it is possible to sum an infinite series of the form:
\begin{equation} \frac{1}{x}+\frac{a}{x^2(x-\frac{a}{x})}+\frac{a^2}{x^2(x-\frac{a}{x})^2(x-\frac{a}{x-\frac{a}{x}})}+\frac{a^3}{x^2(x-\frac{a}{x})^2(x-\frac{a}{x-\frac{a}{x}})^2(x-\frac{a}{x-\frac{a}{x-\frac{a}{x}}})}+\ldots \end{equation}
where you can see that each successive term can be obtained from the previous one, by multiplying by $a$, squaring one of the terms in the denominator and adding a continued fraction with an extra contribution.
I know how to sum the infinite continued fraction that one gets for the "last" term, but I do not know how could I sum the whole expression, or even if it is possible. I have checked that numerically it converges, at least for a certain range.
A simple question unanswered for such a long time. I'm assuming $a,x\in\mathbb{R}$ and $a\neq 0$.
Let $x_0=x$ and $x_{n+1}=x-a/x_n$; then the question asks for $\sum_{n=0}^\infty y_n$, where $y_0=1/x$ and $y_{n+1}=(ay_n)/(x_n x_{n+1})$. But we have $\color{blue}{\sum_{n=0}^m y_n=1/x_m}$ (easy to check using induction on $m$). Hence the given sum converges if and only if the sequence $(x_n)$ converges (and is well-defined).
The latter happens if and only if $\color{blue}{x^2\geqslant 4a}$; this (together with the limit itself) can be deduced from the closed form $x_n=z_{n+2}/z_{n+1}$, where $z_n=(\lambda_1^n-\lambda_2^n)/(\lambda_1-\lambda_2)$ and $\lambda_1,\lambda_2$ are the (possibly complex) roots of $\lambda^2-x\lambda+a=0$; in the case $\lambda_1=\lambda_2=\lambda$ we take $z_n=n\lambda^{n-1}$.