Sequences and series, recurrence and convergence

5 A local hockey league has three divisions. Each team in the league plays in a division for a year. In the following year a team might play in the same division again, or it might move up or down one division. This question is about the progress of one particular team in the league. In 2007 this team will be playing in either Division 1 or Division 2. Because of its present position, the probability that it will be playing in Division 1 is 0.6 , and the probability that it will be playing in Division 2 is 0.4 . The following transition probabilities apply to this team from 2007 onwards.

• When the team is playing in Division 1, the probability that it will play in Division 2 in the following year is 0.2 .
• When the team is playing in Division 2, the probability that it will play in Division 1 in the following year is 0.1 , and the probability that it will play in Division 3 in the following year is 0.3 .
• When the team is playing in Division 3, the probability that it will play in Division 2 in the following year is 0.15 .

This process is modelled as a Markov chain with three states corresponding to the three divisions.

1. Write down the transition matrix.
2. Determine in which division the team is most likely to be playing in 2014.
3. Find the equilibrium probabilities for each division for this team. In 2015 the rules of the league are changed. A team playing in Division 3 might now be dropped from the league in the following year. Once dropped, a team does not play in the league again.
   -The transition probabilities from Divisions 1 and 2 remain the same as before.
   • When the team is playing in Division 3, the probability that it will play in Division 2 in the following year is 0.15 , and the probability that it will be dropped from the league is 0.1 .
   The team plays in Division 2 in 2015.
   The new situation is modelled as a Markov chain with four states: 'Division1', 'Division 2', 'Division 3' and 'Out of league'.
4. Write down the transition matrix which applies from 2015.
5. Find the probability that the team is still playing in the league in 2020.
6. Find the first year for which the probability that the team is out of the league is greater than 0.5 . \section*{ADVANCED GCE UNIT MATHEMATICS (MEI)} 4757/01 \section*{Further Applications of Advanced Mathematics (FP3) } \section*{THURSDAY 14 JUNE 2007} Afternoon
   Time: 1 hour 30 minutes
   Additional materials:
   Answer booklet (8 pages)
   Graph paper
   MEI Examination Formulae and Tables (MF2)
   • Write your name, centre number and candidate number in the spaces provided on the answer booklet.
   • Answer any three questions.
   • You are permitted to use a graphical calculator in this paper.
   • Final answers should be given to a degree of accuracy appropriate to the context.
   • The number of marks is given in brackets [ ] at the end of each question or part question.
   • The total number of marks for this paper is 72.
   • Read each question carefully and make sure you know what you have to do before starting your answer.
   • You are advised that an answer may receive no marks unless you show sufficient detail of the working to indicate that a correct method is being used.

4

1. By first expressing \(\frac { 1 } { r ^ { 2 } - 1 }\) in partial fractions, show that $$\sum _ { r = 2 } ^ { n } \frac { 1 } { r ^ { 2 } - 1 } = \frac { 3 } { 4 } - \frac { a n + b } { 2 n ( n + 1 ) }$$ where \(a\) and \(b\) are integers to be found.
2. Deduce the value of \(\sum _ { r = 2 } ^ { \infty } \frac { 1 } { r ^ { 2 } - 1 }\).
3. Find the limit, as \(n \rightarrow \infty\), of \(\sum _ { r = n + 1 } ^ { 2 n } \frac { n } { r ^ { 2 } - 1 }\).

2

1. Use standard results from the List of formulae (MF19) to find \(\sum _ { \mathrm { r } = 1 } ^ { \mathrm { n } } \left( 1 - \mathrm { r } - \mathrm { r } ^ { 2 } \right)\) in terms of \(n\),
   simplifying your answer. simplifying your answer.
2. Show that $$\frac { 1 - r - r ^ { 2 } } { \left( r ^ { 2 } + 2 r + 2 \right) \left( r ^ { 2 } + 1 \right) } = \frac { r + 1 } { ( r + 1 ) ^ { 2 } + 1 } - \frac { r } { r ^ { 2 } + 1 }$$ and hence use the method of differences to find \(\sum _ { r = 1 } ^ { n } \frac { 1 - r - r ^ { 2 } } { \left( r ^ { 2 } + 2 r + 2 \right) \left( r ^ { 2 } + 1 \right) }\).
3. Deduce the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 1 - r - r ^ { 2 } } { \left( r ^ { 2 } + 2 r + 2 \right) \left( r ^ { 2 } + 1 \right) }\).

1 Let \(a\) be a positive constant.

1. Use the method of differences to find \(\sum _ { \mathrm { r } = 1 } ^ { \mathrm { n } } \frac { 1 } { ( \mathrm { ar } + 1 ) ( \mathrm { ar } + \mathrm { a } + 1 ) }\) in terms of \(n\) and \(a\).
2. Find the value of \(a\) for which \(\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( a r + 1 ) ( a r + a + 1 ) } = \frac { 1 } { 6 }\).

3 The sequence of positive numbers \(u _ { 1 } , u _ { 2 } , u _ { 3 } , \ldots\) is such that \(u _ { 1 } > 4\) and, for \(n \geqslant 1\), $$u _ { n + 1 } = \frac { u _ { n } ^ { 2 } + u _ { n } + 12 } { 2 u _ { n } }$$

1. By considering \(\mathrm { u } _ { \mathrm { n } + 1 } - 4\), or otherwise, prove by mathematical induction that \(\mathrm { u } _ { \mathrm { n } } > 4\) for all positive integers \(n\).
2. Show that \(u _ { n + 1 } < u _ { n }\) for \(n \geqslant 1\).

3

1. Use the method of differences to find \(\sum _ { \mathrm { r } = 1 } ^ { \mathrm { n } } \frac { 1 } { ( \mathrm { kr } + 1 ) ( \mathrm { kr } - \mathrm { k } + 1 ) }\) in terms of \(n\) and \(k\), where \(k\) is a positive constant.
2. Deduce the value of \(\sum _ { \mathrm { r } = 1 } ^ { \infty } \frac { 1 } { ( \mathrm { kr } + 1 ) ( \mathrm { kr } - \mathrm { k } + 1 ) }\).
3. Find also \(\sum _ { \mathrm { r } = \mathrm { n } } ^ { \mathrm { n } ^ { 2 } } \frac { 1 } { ( \mathrm { kr } + 1 ) ( \mathrm { kr } - \mathrm { k } + 1 ) }\) in terms of \(n\) and \(k\).

3

1. Use standard results from the list of formulae (MF19) to show that $$\sum _ { r = 1 } ^ { N } r ( r + 1 ) ( 3 r + 4 ) = \frac { 1 } { 12 } N ( N + 1 ) ( N + 2 ) ( 9 N + 19 )$$
2. Express \(\frac { 3 r + 4 } { r ( r + 1 ) }\) in partial fractions and hence use the method of differences to find $$\sum _ { r = 1 } ^ { N } \frac { 3 r + 4 } { r ( r + 1 ) } \left( \frac { 1 } { 4 } \right) ^ { r + 1 }$$ in terms of \(N\).
3. Deduce the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 3 r + 4 } { r ( r + 1 ) } \left( \frac { 1 } { 4 } \right) ^ { r + 1 }\).

2

1. Use standard results from the List of Formulae (MF19) to show that $$\sum _ { r = 1 } ^ { n } ( 7 r + 1 ) ( 7 r + 8 ) = a n ^ { 3 } + b n ^ { 2 } + c n$$ where \(a , b\) and \(c\) are constants to be determined.
2. Use the method of differences to find \(\sum _ { r = 1 } ^ { n } \frac { 1 } { ( 7 r + 1 ) ( 7 r + 8 ) }\) in terms of \(n\).
3. Deduce the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( 7 r + 1 ) ( 7 r + 8 ) }\).

3

1. By considering \(( 2 r + 1 ) ^ { 3 } - ( 2 r - 1 ) ^ { 3 }\), use the method of differences to prove that $$\sum _ { r = 1 } ^ { n } r ^ { 2 } = \frac { 1 } { 6 } n ( n + 1 ) ( 2 n + 1 )$$ Let \(S _ { n } = 1 ^ { 2 } + 3 \times 2 ^ { 2 } + 3 ^ { 2 } + 3 \times 4 ^ { 2 } + 5 ^ { 2 } + 3 \times 6 ^ { 2 } + \ldots + \left( 2 + ( - 1 ) ^ { n } \right) n ^ { 2 }\).
2. Show that \(\mathrm { S } _ { 2 \mathrm { n } } = \frac { 1 } { 3 } \mathrm { n } ( 2 \mathrm { n } + 1 ) ( \mathrm { an } + \mathrm { b } )\), where \(a\) and \(b\) are integers to be determined.
3. State the value of \(\lim _ { n \rightarrow \infty } \frac { S _ { 2 n } } { n ^ { 3 } }\).

1

1. By considering \(( r + 1 ) ^ { 2 } - r ^ { 2 }\), use the method of differences to prove that $$\sum _ { r = 1 } ^ { n } r = \frac { 1 } { 2 } n ( n + 1 )$$
2. Given that \(\sum _ { \mathrm { r } = 1 } ^ { \mathrm { n } } ( \mathrm { r } + \mathrm { a } ) = \mathrm { n }\), find \(a\) in terms of \(n\).

4 The sum \(S _ { N }\) is defined by \(S _ { N } = \sum _ { n = 1 } ^ { N } n ^ { 5 }\). Using the identity $$\left( n + \frac { 1 } { 2 } \right) ^ { 6 } - \left( n - \frac { 1 } { 2 } \right) ^ { 6 } \equiv 6 n ^ { 5 } + 5 n ^ { 3 } + \frac { 3 } { 8 } n$$ find \(S _ { N }\) in terms of \(N\). [You need not simplify your result.] Hence find \(\lim _ { N \rightarrow \infty } N ^ { - \lambda } S _ { N }\), for each of the two cases

1. \(\lambda = 6\),
2. \(\lambda > 6\).

1 Express \(\frac { 1 } { ( 2 r + 1 ) ( 2 r + 3 ) }\) in partial fractions and hence use the method of differences to find $$\sum _ { r = 1 } ^ { n } \frac { 1 } { ( 2 r + 1 ) ( 2 r + 3 ) }$$ Deduce the value of $$\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( 2 r + 1 ) ( 2 r + 3 ) }$$

5 Use the method of differences to show that \(\sum _ { r = 1 } ^ { N } \frac { 1 } { ( 2 r + 1 ) ( 2 r + 3 ) } = \frac { 1 } { 6 } - \frac { 1 } { 2 ( 2 N + 3 ) }\). Deduce that \(\sum _ { r = N + 1 } ^ { 2 N } \frac { 1 } { ( 2 r + 1 ) ( 2 r + 3 ) } < \frac { 1 } { 8 N }\).

2 Expand and simplify \(( r + 1 ) ^ { 4 } - r ^ { 4 }\). Use the method of differences together with the standard results for \(\sum _ { r = 1 } ^ { n } r\) and \(\sum _ { r = 1 } ^ { n } r ^ { 2 }\) to show that $$\sum _ { r = 1 } ^ { n } r ^ { 3 } = \frac { 1 } { 4 } n ^ { 2 } ( n + 1 ) ^ { 2 }$$

2 Let \(u _ { n } = \frac { 4 \sin \left( n - \frac { 1 } { 2 } \right) \sin \frac { 1 } { 2 } } { \cos ( 2 n - 1 ) + \cos 1 }\).

1. Using the formulae for \(\cos P \pm \cos Q\) given in the List of Formulae MF10, show that $$u _ { n } = \frac { 1 } { \cos n } - \frac { 1 } { \cos ( n - 1 ) }$$
2. Use the method of differences to find \(\sum _ { n = 1 } ^ { N } u _ { n }\).
3. Explain why the infinite series \(u _ { 1 } + u _ { 2 } + u _ { 3 } + \ldots\) does not converge.

5

1. Show that $$\frac { r + 1 } { r + 2 } - \frac { r } { r + 1 } = \frac { 1 } { ( r + 1 ) ( r + 2 ) }$$
2. Hence find an expression, in terms of \(n\), for $$\frac { 1 } { 6 } + \frac { 1 } { 12 } + \frac { 1 } { 20 } + \ldots + \frac { 1 } { ( n + 1 ) ( n + 2 ) }$$
3. Hence write down the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( r + 1 ) ( r + 2 ) }\).

1 Given that $$u _ { k } = \frac { 1 } { \sqrt { } ( 2 k - 1 ) } - \frac { 1 } { \sqrt { } ( 2 k + 1 ) }$$ express \(\sum _ { k = 13 } ^ { n } u _ { k }\) in terms of \(n\). Deduce the value of \(\sum _ { k = 13 } ^ { \infty } u _ { k }\).

4 The sequence \(a _ { 1 } , a _ { 2 } , a _ { 3 } , \ldots\) is such that, for all positive integers \(n\), $$a _ { n } = \frac { n + 5 } { \sqrt { } \left( n ^ { 2 } - n + 1 \right) } - \frac { n + 6 } { \sqrt { } \left( n ^ { 2 } + n + 1 \right) }$$ The sum \(\sum _ { n = 1 } ^ { N } a _ { n }\) is denoted by \(S _ { N }\). Find

1. the value of \(S _ { 30 }\) correct to 3 decimal places,
2. the least value of \(N\) for which \(S _ { N } > 4.9\).

1 Use the method of differences to find \(\sum _ { r = 1 } ^ { n } \frac { 1 } { ( 2 r ) ^ { 2 } - 1 }\). Deduce the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( 2 r ) ^ { 2 } - 1 }\).

1 Use the method of differences to find \(\sum _ { r = 1 } ^ { n } \frac { 1 } { ( 2 r ) ^ { 2 } - 1 }\). Deduce the value of \(\sum _ { r = 1 } ^ { \infty } \frac { 1 } { ( 2 r ) ^ { 2 } - 1 }\).

3 The sequence of positive numbers \(u _ { 1 } , u _ { 2 } , u _ { 3 } , \ldots\) is such that \(u _ { 1 } < 3\) and, for \(n \geqslant 1\), $$u _ { n + 1 } = \frac { 4 u _ { n } + 9 } { u _ { n } + 4 }$$

1. By considering \(3 - u _ { n + 1 }\), or otherwise, prove by mathematical induction that \(u _ { n } < 3\) for all positive integers \(n\).
2. Show that \(u _ { n + 1 } > u _ { n }\) for \(n \geqslant 1\).

1. By considering \(( 2 r + 1 ) ^ { 2 } - ( 2 r - 1 ) ^ { 2 }\), use the method of differences to prove that $$\sum _ { r = 1 } ^ { n } r = \frac { 1 } { 2 } n ( n + 1 )$$
2. By considering \(( 2 r + 1 ) ^ { 4 } - ( 2 r - 1 ) ^ { 4 }\), use the method of differences and the result given in part (i) to prove that $$\sum _ { r = 1 } ^ { n } r ^ { 3 } = \frac { 1 } { 4 } n ^ { 2 } ( n + 1 ) ^ { 2 }$$ The sums \(S\) and \(T\) are defined as follows: $$\begin{aligned} & S = 1 ^ { 3 } + 2 ^ { 3 } + 3 ^ { 3 } + 4 ^ { 3 } + \ldots + ( 2 N ) ^ { 3 } + ( 2 N + 1 ) ^ { 3 } , \\ & T = 1 ^ { 3 } + 3 ^ { 3 } + 5 ^ { 3 } + 7 ^ { 3 } + \ldots + ( 2 N - 1 ) ^ { 3 } + ( 2 N + 1 ) ^ { 3 } . \end{aligned}$$
3. Use the result given in part (ii) to show that \(S = ( 2 N + 1 ) ^ { 2 } ( N + 1 ) ^ { 2 }\).
4. Hence, or otherwise, find an expression in terms of \(N\) for \(T\), factorising your answer as far as possible.
5. Deduce the value of \(\frac { S } { T }\) as \(N \rightarrow \infty\).

2

1. Show that \(\frac { 1 } { r + 1 } - \frac { 1 } { r + 2 } = \frac { 1 } { ( r + 1 ) ( r + 2 ) }\).
2. Hence use the method of differences to find the sum of the series $$\sum _ { r = 1 } ^ { n } \frac { 1 } { ( r + 1 ) ( r + 2 ) }$$

4 Find \(\sum _ { r = 1 } ^ { n } r ^ { 2 } ( r + 2 )\), giving your answer in a factorised form.

10

1. You are given that $$\frac { 2 } { r ( r + 1 ) ( r + 2 ) } = \frac { 1 } { r } - \frac { 2 } { r + 1 } + \frac { 1 } { r + 2 }$$ Use the method of differences to show that $$\sum _ { r = 1 } ^ { n } \frac { 2 } { r ( r + 1 ) ( r + 2 ) } = \frac { 1 } { 2 } - \frac { 1 } { ( n + 1 ) ( n + 2 ) }$$
2. Hence find the sum of the infinite series $$\frac { 1 } { 1 \times 2 \times 3 } + \frac { 1 } { 2 \times 3 \times 4 } + \frac { 1 } { 3 \times 4 \times 5 } + \ldots$$ RECOGNISING ACHIEVEMENT \section*{OXFORD CAMBRIDGE AND RSA EXAMINATIONS} \section*{Advanced Subsidiary General Certificate of Education Advanced General Certificate of Education} \section*{MEI STRUCTURED MATHEMATICS} Further Concepts For Advanced Mathematics (FP1)
   Wednesday 18 JANUARY 2006 Afternoon ..... 1 hour 30 minutes
   Additional materials:
   8 page answer booklet
   Graph paper
   MEI Examination Formulae and Tables (MF2) TIME 1 hour 30 minutes
   • Write your name, centre number and candidate number in the spaces provided on the answer booklet.
   • Answer all the questions.
   • You are permitted to use a graphical calculator in this paper.
   • Final answers should be given to a degree of accuracy appropriate to the context.
   • The number of marks is given in brackets [ ] at the end of each question or part question.
   • You are advised that an answer may receive no marks unless you show sufficient detail of the working to indicate that a correct method is being used.
   • The total number of marks for this paper is 72.

1

1. Show that $$\frac { 1 } { r ^ { 2 } } - \frac { 1 } { ( r + 1 ) ^ { 2 } } = \frac { 2 r + 1 } { r ^ { 2 } ( r + 1 ) ^ { 2 } }$$
2. Hence find the sum of the first \(n\) terms of the series $$\frac { 3 } { 1 ^ { 2 } \times 2 ^ { 2 } } + \frac { 5 } { 2 ^ { 2 } \times 3 ^ { 2 } } + \frac { 7 } { 3 ^ { 2 } \times 4 ^ { 2 } } + \ldots$$

4

1. Prove by induction that $$2 + ( 3 \times 2 ) + \left( 4 \times 2 ^ { 2 } \right) + \ldots + ( n + 1 ) 2 ^ { n - 1 } = n 2 ^ { n }$$ for all integers \(n \geqslant 1\).
2. Show that $$\sum _ { r = n + 1 } ^ { 2 n } ( r + 1 ) 2 ^ { r - 1 } = n 2 ^ { n } \left( 2 ^ { n + 1 } - 1 \right)$$