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I realize geometric series isn't exactly probability, but attracts the mathematically-inclined posters, so here goes. I also posted in the SMP forum.
I need to show that:
2*sum[ (( 1/3)^t) * cos(wt) ]
where we are summing from t=1 to inf, is equal to:
( 1 - 3cos(w) ) / ( 3cos(w) - 5 )
Any links/tips would be helpful. I haven't been able to find anything via google.
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You're going to have better results for a question like this in the homework section of
http://www.physicsforums.com/
(They also have latex support there so you can make your post more legibly.)
Have you seen:
e^(i theta)=cos theta + i sin theta
?