grandes-ecoles 2018 Q3

grandes-ecoles · France · centrale-maths2__psi Taylor series Extract derivative values from a given series
We assume that, for all non-zero natural integer $n$, $X$ admits a moment of order $n$ and that the power series $\sum _ { n \geqslant 0 } m _ { n } ( X ) \frac { t ^ { n } } { n ! }$ has a radius of convergence $R _ { X } > 0$. For all $t \in ] - R _ { X } , R _ { X } [$, we denote $M _ { X } ( t ) = \sum _ { n = 0 } ^ { + \infty } m _ { n } ( X ) \frac { t ^ { n } } { n ! }$.
Justify that knowledge of the function $M _ { X }$ allows us to determine uniquely the sequence $\left( m _ { n } ( X ) \right) _ { n \in \mathbb { N } ^ { * } }$.
We assume that, for all non-zero natural integer $n$, $X$ admits a moment of order $n$ and that the power series $\sum _ { n \geqslant 0 } m _ { n } ( X ) \frac { t ^ { n } } { n ! }$ has a radius of convergence $R _ { X } > 0$. For all $t \in ] - R _ { X } , R _ { X } [$, we denote $M _ { X } ( t ) = \sum _ { n = 0 } ^ { + \infty } m _ { n } ( X ) \frac { t ^ { n } } { n ! }$.

Justify that knowledge of the function $M _ { X }$ allows us to determine uniquely the sequence $\left( m _ { n } ( X ) \right) _ { n \in \mathbb { N } ^ { * } }$.