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For the Airy ordinary differential equation $y^{\prime \prime }=xy$, a power series obeys $a_2=0$ and $a_{m+3}=a_m/[(m+3)(m+2)]$. Setting its first two coefficients to $(1,0)$ or $(0,1)$ givesEmpty products are one. The ratio test proves convergence on the whole complex plane. Termwise differentiation verifies the equation, and the initial normalization gives Wronskian one. By the Abel identity, the Wronskian remains one everywhere, so these solutions span the whole solution space.

For $|x|<1$, the binomial series is

For a complex number $\alpha$, set $\left(\genfrac{}{}{0ex}{}{\alpha }{0}\right)=1$ and $\left(\genfrac{}{}{0ex}{}{\alpha }{n}\right)=\alpha (\alpha -1)\cdots (\alpha -n+1)/n!$ for $n\ge 1$. The displayed power series represents $\exp (\alpha \mathrm{Log}(1+z))$ on the unit disc, using the branch of the complex logarithm with value zero at $1$. It terminates for a nonnegative integer $\alpha$. Otherwise the ratio test gives absolute convergence for $|z|<1$. Termwise differentiation gives $(1+z)F^{\prime }(z)=\alpha F(z)$ and $F(0)=1$, which determine that holomorphic function. With $\alpha =-1/2$ and argument $-z$, its coefficients are the normalized central binomial coefficients.

For $X$ with Poisson distribution of mean one, every factorial moment satisfies $\mathbb{E}[(X{)}_k]=1$. The polynomial identityexpresses powers in terms of falling factorials, where $S(n,k)$ are Stirling numbers of the second kind. Substituting $X$ and using linearity of expectation provesOn the other hand, the probability mass function gives $\mathbb{E}[X^n]=e^{-1}{\sum }_{j=0}^{\infty }{j}^n/j!$. This proves Dobiński's formula and explains why a count of set partitions is a moment of a Poisson distribution. For example, $\mathbb{E}[X^3]=\mathbb{E}[(X{)}_3+3(X{)}_2+X]=1+3+1=5=B_3$. At $n=0$, take $j^0=1$ also for $j=0$, obtaining $B_0=1$. For each fixed $n$, the ratio test proves convergence of the displayed infinite sum.

For a positive integer $k$, multiply the exponential series by $t^{k-1}$ and integrate term by term from zero to $x$. Its uniform convergence on every compact interval justifies the operation and proves the title identity. The resulting power series converges absolutely for every real or complex $x$, by the ratio test. Repeated integration by parts evaluates the right side as an exponential times a polynomial, with its constant chosen to make the integral vanish at zero.

For the first Frobenius solution, take the larger indicial root $r=a$ and normalize the first coefficient to one:Substitution and comparison of the coefficient of $x^{n+a}$ giveEvery denominator is nonzero because $a\ge 0$.

For $\beta =1$, the recurrence relation is $c_n=-b{c}_{n-1}/[n(n+2a)]$, soFor $\beta =2$, $c_1=0$ and all odd coefficients vanish; the even coefficients satisfy $c_{2k}=-b{c}_{2k-2}/[2k(2k+2a)]$. HenceFor any positive integer $\beta$, induction in the recurrence relation shows that only indices divisible by $\beta$ survive:The empty product for $k=0$ equals one. Successive terms in the power series factor have ratio of magnitudesThus the ratio test gives convergence for every finite $x$; a nonintegral $a$ still requires a chosen side of zero or a complex branch for the factor $x^a$.

The successive derivatives are $f^{(n)}(x)=(-6{)}^n{e}^{-6x}$, so $f^{(n)}(-4)=(-6{)}^n{e}^{24}$. Substitution in the Taylor series formula about $a=-4$ givesThe ratio test shows convergence for every finite real or complex $x$: the absolute ratio of successive terms is $6|x+4|/(n+1)\to 0$. This is also the usual exponential function series applied to $e^{24}{e}^{-6(x+4)}$, proving that the series equals the stated function everywhere.

The coefficient ratio isThus the ratio test again gives radius of convergence $\boxed{R=1}$. On $|z|=1$, however, the terms have absolute value $n+2^{-n}$, which does not tend to zero. The necessary term condition for a convergent series fails at every boundary point. Therefore this power series diverges everywhere on $|z|=1$.

The absolute ratio of successive terms is $|z|n^2/(n+1{)}^2\to |z|$. The ratio test gives convergence for $|z|<1$ and divergence for $|z|>1$, so the radius of convergence is $\boxed{R=1}$. On the boundary, $|n^{-2}{z}^n|=n^{-2}$ andThe positive partial sums are bounded, and thus converge. By the comparison test for series, the original power series converges absolutely at every point of $|z|=1$.

The origin is an ordinary point, since the coefficients of the second-order linear differential equation are polynomials. Seek a power series $y={\sum }_{n\ge 0}{a}_n{x}^n$. Matching the coefficients of $x^0$ and $x^1$ gives $a_2=a_3=0$. Matching the coefficient of $x^{j+2}$ givesThus the four residue classes of indices modulo four evolve separately. The initial conditions for the first solution give $a_0=1$, $a_1=0$, and henceThe second set of initial conditions gives $a_0=0$, $a_1=1$, andAn empty product equals one. In either power series, the ratio of successive nonzero terms tends to zero for every fixed $x$: the coefficient ratio is of order $1/m$, while the power increases by four. The ratio test therefore proves convergence for every $x$, and termwise differentiation verifies the differential equation. These normalized solutions are linearly independent.

For their Wronskian $W=y_1{y}_2^{\prime }-y_1^{\prime }{y}_2$, differentiating and substituting the differential equation givesThus the Abel identity yieldsOn the interval containing zero where $y_1$ has no zero,Since $y_2(0)/y_1(0)=0$, integration proves the requested reduction of order formula:This is a local formula around the origin, as requested. The power series define both solutions globally; an ordinary integral through a zero of $y_1$ is not intended. Reduction of order across a zero of the known solution instead uses continuation of the actual solution.

Suppose, towards a contradiction, that $|a_n{z}^n|\le M$ for every $n$, where $|z|>R$. Choose a radius $\rho$ strictly between $R$ and $|z|$, and take any $w$ with $|w|=\rho$. ThenThe geometric series on the right converges because its ratio lies in $[0,1)$. The comparison test for series therefore gives absolute convergence of the power series at $w$, contrary to the defining property of its radius of convergence. Thus $|a_n{z}^n|$ is unbounded in $n$ whenever $|z|>R$. This is the bounded power-series terms force interior absolute convergence principle. The case $R=\infty$ has no points outside its convergence disk and the assertion is vacuous there.

Every possible radius of convergence is realized by an explicit power series:For the first, consecutive absolute terms have ratio $(n+1)|z|$, so at every $z\ne 0$ they eventually grow and do not tend to zero; at zero the series is defined. The middle geometric series converges absolutely exactly for $|z|<R$, and outside that disk its terms grow. The last has consecutive-term ratio $|z|/(n+1)\to 0$, so the ratio test gives absolute convergence for every finite $z$. These arguments use the necessary zero-term condition for convergence, the comparison test for series, and absolute convergence of a geometric series with ratio less than one; they do not assume convergence on the boundary.

The PDF has the doubly exponential denominator $e^{e^n}$. For its positive summands, the successive-term ratio isThus the ratio test proves absolute convergence. Concretely, the tail is eventually dominated by a geometric series of ratio $1/2$; the polynomial numerator cannot offset the doubly exponential decay.

Substitution of the power series, with termwise differentiation, gives the coefficient identityThus $a_0$ and $a_1$ are arbitrary, and all power series solutions of the Hermite differential equation areAn empty product is one. For a nonterminating branch the ratio of consecutive terms in its own parity subsequence is asymptotic to $|x{|}^2/j$, hence tends to zero for every fixed $x$. The ratio test proves convergence everywhere; the resulting power series can be differentiated termwise and indeed solve the differential equation. A terminating branch is already a polynomial.

The boundary condition $W(0)=0$ forces $a_0=0$; the solution is odd. Apart from the zero solution, which works for every $E$, a polynomial occurs exactly when an odd index $d$ satisfies $2d-E=0$. Before that index the odd coefficients are nonzero, and after it they vanish. Thus the odd polynomial solutions of the Hermite differential equation haveEquivalently, comparison of leading polynomial coefficients gives $E=2\mathrm{deg}W$, proving that no other nonzero polynomial is possible. Normalizing by $a_1=1$, the polynomials of degree below six areEach can be multiplied by an arbitrary nonzero constant; these are normalized odd Hermite polynomials.

Let $L=-d^2/d{x}^2+2xd/dx$. The forcing in the final inhomogeneous linear differential equation is precisely the displayed degree-five eigenfunction $P_5$, with $L{P}_5=10P_5$. HenceDirect differentiation gives $LW=x-4x^3/3+4x^5/15$, and $W(0)=0$. Among polynomial solutions this choice is unique: a polynomial in the kernel of $L$ must be constant, and its value at zero eliminates that constant.

For $z\ne 0$, division by $4z$ gives $p(z)=1/(2z)$ and $q(z)=1/(4z)$. Thus zero is singular, but $zp=1/2$ and $z^{2}q=z/4$ are analytic. Zero is a regular singular point.

Apply the Frobenius method with $y=z^r{\sum }_{n=0}^{\infty }{a}_n{z}^n$, $a_0\ne 0$. The lowest power $z^{r-1}$ has coefficient $[4r(r-1)+2r]a_0$, so the indicial equation is $2r(2r-1)=0$. Its characteristic exponents at a regular singular point are $0$ and $1/2$. At the next powers,With $a_0=1$, the two Frobenius solutions are thereforeBoth analytic power-series factors converge everywhere by the ratio test. Recognizing the trigonometric series givesOn a punctured neighbourhood choose a consistent square-root branch for the second solution; the first is entire in $z$. These solutions are independent, since their leading orders are $1$ and $z^{1/2}$. A direct square-root reduction of a regular-singular differential equation also verifies the closed forms: for $s=\sqrt{z}$ and $Y(s)=y(s^2)$, $4z{y}^{\prime \prime }=Y_{ss}-Y_s/s$ and $2y^{\prime }=Y_s/s$, so the equation reduces to $Y_{ss}+Y=0$.

For $z\ne 0$, the ratio of successive absolute terms isThe ratio test therefore gives absolute convergence for $|z|<1$ and divergence for $|z|>1$, while at zero the series is trivially convergent. Hence $R=1$. On the boundary, $|z^n/n^2|=1/n^2$, and the convergent p-series proves

The ratio test states that, for a series $\sum a_n$ with nonzero terms eventually, if $|a_{n+1}/a_n|\to L<1$, the series converges absolutely; if $L>1$, including $L=\infty$, it diverges because its terms do not tend to zero. At $L=1$ the test is inconclusive: the harmonic series diverges while $\sum n^{-2}$ converges.

For $|x|<1$, the ratio test applied to $x^n/n$ gives absolute convergence when $x\ne 0$, and at $x=0$ every such term vanishes. ThusAt $x=1$ all terms are zero, so the series converges to zero. At $x=-1$, the even terms vanish and the odd terms are $-2/n$, whose partial sums tend to $-\infty$. Finally, if $|x|>1$, then $|x^n-1|/n\ge (|x{|}^n-1)/n\to \infty$, so the term test for divergence applies. Consequently

A power series has radius of convergence $R$ when it converges absolutely for every $|z|<R$ and diverges for every $|z|>R$. Its behaviour on $|z|=R$ is not specified by this definition. When $R=0$, it converges at the centre and diverges at every nonzero point; an infinite radius of convergence means absolute convergence at every finite $z$.

Suppose, towards a contradiction, that $|a_n{z}^n|\le M$ for all $n$ at some $|z|>R$. Choose a complex number $w$ with $R<|w|<|z|$. ThenThe comparison test for series with the convergent geometric series $\sum M{q}^n$ yields absolute convergence at $w$, contradicting the definition of $R$. Thus terms of a power series are unbounded outside its convergence disc:For the given power series, the ratio test gives, when $z\ne 0$,Hence it converges absolutely for $|z|<1$ and its terms fail to tend to zero for $|z|>1$ (the ratios are eventually larger than some number greater than $1$). Therefore $\boxed{R=1}$. In fact, on $|z|=1$ it also converges absolutely by comparison with the convergent p-series $\sum n^{-3}$.

The ratio test says that a series $\sum u_n$ whose terms are eventually nonzero converges absolutely if $\mathrm{limsup}|u_{n+1}/u_n|<1$; in particular, it suffices to have $|u_{n+1}/u_n|\le q<1$ eventually, since then its terms are bounded by a convergent geometric series. The comparison test for series states that, for nonnegative terms, comparison with a larger convergent series gives convergence, and comparison with a smaller divergent series gives divergence. For $u_n=n!/n^n$,By the binomial theorem, $(1+1/n{)}^n\ge 1+n(1/n)=2$. Thus $u_{n+1}/u_n\le 1/2$ for every $n\ge 1$, and induction gives $0<u_n\le 2^{1-n}$. The comparison test for series with $\sum 2^{1-n}=2$ proves

For a positive-term series, the ratio test says that if $a_{n+1}/a_n\to L<1$, the series converges; if the ratio tends to $L>1$, including positive infinity, it diverges. More generally $\mathrm{limsup}{a}_{n+1}/a_n<1$ suffices for convergence and $\mathrm{liminf}{a}_{n+1}/a_n>1$ for divergence. A limiting ratio of one gives no conclusion.

The P-series $\sum n^{-2}$ converges and the harmonic series $\sum n^{-1}$ diverges. Both have strictly decreasing positive terms, and their successive ratios, $(n/(n+1){)}^2$ and $n/(n+1)$, tend to one. These supply the two requested possibilities.

First, for $0<x<1$, the derivative of $h(x)=\log (1-x)+x$ is $-x/(1-x)<0$, while $h(0)=0$. Hence $\log (1-x)<-x$.

Choose $N>c$ large enough that the given ratio bound holds for every $n\ge N$. Positivity permits taking logarithms, and the preceding inequality givesSumming, and using the integral test for convergence from part (b), gives for $n>N$Thus $a_n\le a_N{N}^c{n}^{-c}$. Since $c>1$, the P-series $\sum n^{-c}$ converges, so the comparison test for series provesThe finitely many initial terms do not affect convergence. This power-law comparison from a refined ratio bound supplies information when the ordinary ratio test can be inconclusive.

Let $R_f,R_g$ be the two radii of convergence. First take $|x|<t<R_f$, with $t>0$. Absolute convergence at $t$ bounds the terms: $|a_n{t}^n|\le M$ for all $n$. ThusAt $x=0$ the right-hand series is finite. Otherwise it converges by the ratio test, because its limiting ratio is $|x|/t<1$. So the differentiated power series converges absolutely at every interior point of $f$, proving $R_g\ge R_f$. This proof also covers $R_f=\infty$ by choosing a finite $t$ above any given $|x|$; if $R_f=0$, that inequality is automatic.

Conversely, if $0<|x|<R_g$, absolute convergence givesThe constant term does not affect convergence, and both series converge at zero. Hence $R_f\ge R_g$, including the zero and infinite cases. Therefore $\boxed{R_f=R_g}$. This proof uses coefficient estimates, rather than assuming the termwise differentiation of a power series result whose radius assertion is being established.