Mathematics Asked by user196574 on February 11, 2021
Consider first the iterated integral $I=m!int_0^xint_0^{x_1} … int_0^{x_{m-1}} prod_{i=1}^m dx_i f(x_i)$.
By permuting the dummy indices, we can reorder $x_1$ to $x_m$ to find new expressions for $I$. By adding all of these expressions together and dividing by $m!$, we recover:
$$m!int_0^xint_0^{x_1} … int_0^{x_{m-1}}prod_{i=1}^m dx_i f(x_i) = left(int_0^x dy f(y)right)^m.$$
Now consider the sum: $$S = m! sum_{n_1=0}^n sum_{n_2=0}^{n_1} … sum_{n_m=0}^{n_{m-1}} prod_{i=1}^m a_{n_i}$$
Using the same tactic used on the integrals for $S$ for the case of $m=2$, I find that
$$2!sum_{n_1=0}^n sum_{n_2=0}^{n_1} a_{n_1} a_{n_2} = left(sum_{j=0}^n a_jright)^2 + left(sum_{j=0}^n a_j^2right)$$
so it is clear that there are necessarily extra terms relative to the integral case.
How can I simplify the form of $S$? Since the choice of $a_n = 1$ simplifies nicely for general $m$ because of the hockey-stick identity, perhaps there is a straightforward combinatorical path.
Expressing $S_m$ in terms of $P_m$ where, for $a_0,ldots,a_n$ considered fixed, $$S_m:=sum_{0leqslant k_1leqslantldotsleqslant k_mleqslant n}prod_{j=1}^m a_{k_j},qquad P_m:=sum_{k=0}^n a_k^m,$$ can be done using generating functions. With $S_0:=1$, we have $$sum_{m=0}^infty S_m z^m=prod_{k=0}^nfrac{1}{1-a_k z}=expsum_{k=0}^nbig(-log(1-a_k z)big)=expsum_{m=1}^inftyfrac{P_m}{m}z^m,$$ which gives the following formula: $$S_m=sum_{substack{n_1,n_2,ldots,n_mgeqslant 0\n_1+2n_2+ldots+mn_m=m}}prod_{k=1}^mfrac{(P_k/k)^{m_k}}{m_k!}.tag{*}label{result}$$
Here are particular cases, continuing yours: begin{align*} 1!S_1&=P_1 \color{blue}{2!S_2}&=color{blue}{P_1^2+P_2} \3!S_3&=P_1^3+3P_1P_2+2P_3 \4!S_4&=P_1^4+6P_1^2P_2+3P_2^2+8P_1P_3+6P_4 \5!S_5&=P_1^5+10P_1^3P_2+15P_1P_2^2+20P_1^2P_3+20P_2P_3+30P_1P_4+24P_5 end{align*}
Answered by metamorphy on February 11, 2021
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