\( entries \in \mathcal{H} \)

An Analytic Side Tangent

01.12.2025. As an enthusiastic first-year at Illinois, I tried my hand at working through Walter Rudin's Principles of Mathematical Analysis, colloquially known as Baby Rudin. At this point in my mathematical maturity, I was still grappling with pure mathematics and proof techniques. The proof that will be outlined in this post is among some of the first that I was able to complete myself. While the reasoning might be slightly convoluted and not the most elegant, I did my best to include my entire thought process.

We begin with a statement of the theorem.

Theorem.
Let \( x \in \mathbb{R} \) be positive, then the sequence \( \{ \left( 1 + \frac{x}{n} \right)^n \}_{n=1}^{\infty} \) is strictly increasing.

Proof.
We begin with a reminder of the Binomial Theorem, which we will use shortly.
\[ (a + b)^n = \sum_{k=0}^{n} \binom{n}{k} a^{n-k} b^k \]

We then consider nth term of the sequence, with \( n \in \mathbb{Z}^+ \), and then apply the Binomial Theorem.

\[ \left( 1 + \frac{x}{n} \right)^n = \sum_{k=0}^{n} \binom{n}{k} \left( 1 \right)^{n-k} \left( \frac{x}{n} \right)^k = \sum_{k=0}^{n} \binom{n}{k} \frac{x^k}{n^k} = 1 + \sum_{k=1}^{n} \frac{n!}{k!(n-k)!} \frac{x^k}{n^k} \]

Note that we bring the \( 0 \)th term out of the sum (this step will make subsequent steps much simpler). We now express \(n! \) and \( n^k \) as \( n! = \left( \prod_{i=0}^{k-1}\text{ }{n-i}\right)(n-k)! \) and \( n^k = \prod_{i=0}^{k-1}\text{ }n \). Our relation then becomes:

\[ \left( 1 + \frac{x}{n} \right)^n = 1 + \sum_{k=1}^{n} \frac{\left( \prod_{i=0}^{k-1}\text{ }{n-i}\right)(n-k)!}{\prod_{i=0}^{k-1}\text{ }n} \frac{x^k}{k!} = 1 + \sum_{k=1}^{n} \left( \prod_{i=0}^{k-1} \text{ } 1 - \frac{i}{n} \right) \frac{x^k}{k!} \]
The next step in the proof is to show that every \( n+1 \)th term is greater than every \( n\)th term. We express the \( n+1\)th term as:
\[ \begin{aligned} \left( 1 + \frac{x}{n+1} \right)^{n+1} &= 1 + \sum_{k=1}^{n+1} \left( \prod_{i=0}^{k-1} \text{ } 1 - \frac{i}{n+1} \right) \frac{x^k}{k!} \\ &= 1 + \sum_{k=1}^{n} \left( \prod_{i=0}^{k-1} \text{ } 1 - \frac{i}{n+1} \right) \frac{x^k}{k!} + \prod_{i=0}^{n} \text{ } \left( 1 - \frac{i}{n+1} \right) \frac{x^{n+1}}{(n+1)!} \\ \end{aligned} \]
We now we have to do some index gymnastics to show that the \( n+1\)th term is greater than the \( n\)th term. Let \( 1 \leq k \leq n \) and \( 0 \leq i \leq k-1 \). We then have
\[ n < n+1 \to \frac{1}{n} > \frac{1}{n+1} \to 1 - \frac{i}{n} < 1 - \frac{i}{n+1} \to 1 - \frac{i}{n} < 1 - \frac{i}{n+1} \]
Furthermore, we have \( 0 \leq i \leq k-1 \leq k \leq n \), which implies that \( 0 \leq i \leq n \). We then have
\[ 0 \leq 0 \leq n \to 0 \leq \frac{i}{n} \leq 1 \to 1 - \frac{i}{n} > 0 \]
We have shown that \( 1- \frac{i}{n} \leq 1 - \frac{i}{n+1} \leq 1 \). We then write the inequality between the \( n+1\)th and \( n\)th terms as
\[ \prod_{i=0}^{k-1} 1 - \frac{i}{n} < \prod_{i=0}^{k-1} 1 - \frac{i}{n+1} \to \prod_{i=0}^{k-1} \left( 1- \frac{i}{n} \right) \frac{x^k}{k!} < \prod_{i=0}^{k-1} \left( 1- \frac{i}{n+1} \right) \frac{x^k}{k!} \]
The penultimate step is to show that \( \prod_{i=0}^{n} \left( 1 - \frac{i}{n+1} \right) \frac{x^{n+1}}{(n+1)!} \) is positive to prove that the \( n+1 \)th term is strictly greater than the \( n\)th term. Since \(1 \leq k \leq n \) is arbitrary, we have
\[ \sum_{k=1}^{n} \left( \prod_{i=0}^{k-1} \left( 1 - \frac{i}{n+1} \right) \right) \frac{x^k}{k!} \geq \sum_{k=1}^{n} \left( \prod_{i=0}^{k-1} \left( 1 - \frac{i}{n} \right) \right) \frac{x^k}{k!} \]
Since \( x > 0 \), \( \frac{x^n}{(n+1)!} > 0\). Let \( 0 \leq i \leq n \). Then
\[ 0 \leq i \leq n+1 \to 0 \leq \frac{i}{n+1} \leq 1 \to 0 \geq \frac{-i}{n+1} \geq -1 \to 1 \geq 1 - \frac{i}{n+1} \geq 0 \]

Therefore, every term of the product is greater than \( 0 \). Therefore, we have shown that the \( n+1 \)th term is strictly greater than the \( n \)th term. This completes the proof. \( \square \)

There is another proof of this theorem that makes use of the natural logarithm of the nth term of the sequence and the Mean Value Theorem. Some key advantages of this approach are simpler algebra (evidently) and a broader insight into the behavior of the sequence, the limit of which is \( e^x \).