Another identity for posterity

Here’s another combinatorial identity that I think should be useful, and one that I will probably run into again:

\frac{k}{m}\binom{2m}{m+k} = \binom{2m-1}{m+k-1} - \binom{2m-1}{m+k}, which allows you to compute very useful sums like: \sum_{k=1}^m{\binom{2m}{m+k} k}. Combined with Stirling’s formula, this sum is asymptotically 2^{2m} \sqrt{m}/\sqrt{2\pi}.

For example, consider the standard simple, one dimensional random walk, where one can move left or right with equal probability. The expected location after n steps is 0, but the expected distance after n steps is \Theta (\sqrt{n}), which can be arrived at via the identities described above. The standard deviation of the location is exactly \sqrt{n}. Does any one know of a precise relationship between the variance and the expected distance?

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5 thoughts on “Another identity for posterity

  1. Pingback: A Solution to a Generalized Pepys’s Problem | Henry Yuen's Blog

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