I just starting working through a text on Moment Generating Functions. One elementary example is that of the Fibonacci Sequence and determining it's Moment Generating Function. I've found a result for the sum of all Fibonacci Numbers that I'm unsure of: $$ \sum_{n = 0}^\infty F_n = - 1 $$ Okay, so some basics to begin with:
Here, let $F_n$ be the n-th Fibonacci Number. The Fibonacci Sequence is defined via the recursion: $$ F_{n + 2} = F_{n + 1} + F_n $$ Where $F_0 = 0, F_1 = 1$ and $n \geq 0$
The method taken is to define the Moment Generating Function $F(x)$ as $$ F(x) = \sum_{n = 0}^\infty F_nx^n $$ Where $x \in \mathbb{R}$. When you apply this to the recursive relationship, you find the moment generating function to be $$ F(x) = \frac{x}{1 - x - x^2} $$ And so, $$ \frac{x}{1 - x - x^2} = \sum_{n = 0}^\infty F_n x^n $$ And so, evaluating at $x = 1$, we find $$ \frac{1}{1 - 1 - 1^2} = \sum_{n = 0}^\infty F_n 1^n \longrightarrow \sum_{n = 0}^\infty F_n = -1 $$ Which seems like an odd result given $F_n \geq 0$. With only being an amateur mathematician, I thought this may be similar to the result: $$ \sum_{n = 1}^\infty n = -\frac{1}{12} $$ Regardless, my first thought is that the result I found could be the result of evaluating $F(x)$ at a value of $x$ in which it's non-convergent. I decided to apply the Ratio Test: $$ r = \lim_{n \rightarrow \infty} \left| \frac{F_{n + 1}x^{n + 1}}{F_{n }x^{n}} \right| = \lim_{n \rightarrow \infty} \left| \frac{F_{n + 1}}{F_{n }} x\right| = \psi\left|x\right| $$ And so for convergence we require $r < 1$ or $$ \psi\left|x\right| < 1 \longrightarrow \left|x\right| < \frac{1}{\psi} \approx 0.618 $$ And so, unless I'm mistaken $F(x)$ is only convergent for $\left|x\right|< \frac{1}{\psi}$ and thus at $x = 1$ (as I applied) is invalid.
Is this reasoning correct? and if so, is there any validity to the result of $-1$?
Thanks!
Yes. The series is not convergent so you cannot put $x=1$ in the series. You must have $$\sum_{n=1}^{\infty}F_n = \infty.$$ However, it is the value of the analytic continuation of the function $$f(z)=\sum_{n=1}^{\infty}F_nz^n$$ initially defined on the ball $B_{1/\psi}(0)$.