TITLE: Can you prove that these two series are equal?
QUESTION [8 upvotes]: Let for all $x>0$ $$ f(x)=\sum_{n=0}^{+\infty}\frac{1}{x(x+1)\dots(x+n)}$$
Can you prove that for all $x>0$ $$f(x)= e \sum_{n=0}^{+\infty}\frac{(-1)^n}{(x+n)n!} $$
this is a question in a test for undergraduate students.
I checked that the series that defines $f$ converges. Moreover i proved that it uniformly converges in every interval of the form $[a,+\infty[$ with $a>0$.
One of my attempts to solve the exercise was to trying to differentiate both series and see if the expression of the derivatives was easier to handle. but I didn't get anywhere. Any suggestions?

REPLY [10 votes]: Apply partial fraction expansion to the $n^{th}$ term of the series of $f(x)$:
$$
\frac{1}{x \cdot (x+1) \cdots (x+n)} = \frac{A_0}{x} + \frac{A_1}{x+1} + \cdots + \frac{A_n}{x+n}
$$
The coefficients are easy to find:
$$
A_k = \frac{(-1)^k}{(n-k)! \cdot k!}
$$
Rewrite the series for $f(x)$ using the partial fraction expansion, interchange the summation symbols and simplify:
\begin{align}
f(x) &= \sum_{n=0}^{\infty} \sum_{k=0}^{n} \frac{(-1)^k}{(n-k)! \cdot k!} \frac{1}{x+k} \\
     &= \sum_{k=0}^{\infty} \sum_{n=k}^{\infty} \frac{(-1)^k}{(n-k)! \cdot k!} \frac{1}{x+k} \\
     &= \sum_{k=0}^{\infty}\frac{(-1)^k}{k!} \frac{1}{x+k} \sum_{n=k}^{\infty} \frac{1}{(n-k)!} \\
     &= \sum_{k=0}^{\infty}\frac{(-1)^k}{k!} \frac{1}{x+k} \sum_{n=0}^{\infty} \frac{1}{n!} \\
     &= e \sum_{k=0}^{\infty}\frac{(-1)^k}{k!} \frac{1}{x+k}
\end{align}

REPLY [4 votes]: Using partial fractions, we have
\begin{multline}
\sum_{n=0}^\infty \prod_{i=0}^n\frac{1}{x+i} =  \sum_{n=0}^\infty\sum_{i=0}^n\frac{(-1)^i}{i!(n-i)!(x+i)} =\sum_{n=0}^\infty\sum_{i=n}^\infty\frac{(-1)^n}{n!(i-n)!(x+n)} \\
= \sum_{n=0}^\infty\frac{(-1)^n}{(x+n)n!}\sum_{i=n}^\infty \frac{1}{(i-n)!} = \sum_{n=0}^\infty\frac{(-1)^n}{(x+n)n!}\sum_{i=0}^\infty \frac{1}{i!} = e\sum_{n=0}^\infty\frac{(-1)^n}{(x+n)n!}
\end{multline}