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Mathematical Foundations for Quant Finance
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    1. PG3.1 Why induction worksProof · 30 min
    2. PG3.2 The geometric series, provedProof · 35 min
    3. PG3.3 The annuity formula, provedProof · 35 min
    4. PG3.4 Strong inductionProof · 40 min
    5. PG3.5 Stage review: two proofs of your ownProof · 40 min
Proof Gym overview →

Proof Gym PG3 Induction Lesson 4 of 5

ProofLesson PG3.4 in the Proof Gym, stage PG3: Induction. About 40 minutes.

Strong induction

Simulate

Check the claim with numbers

Some rules reach back two terms. Start with a1=1a_1 = 1 and a2=5a_2 = 5, and for n≥2n \ge 2 build the next term from the two before it: an+1=5an−6an−1a_{n+1} = 5a_n - 6a_{n-1}. The terms 1, 5, 19, 65 suggest a formula, an=3n−2na_n = 3^n - 2^n.

⌘/Ctrl + Enter runs the cell

The first seven terms match, up to 2059, and the last line prints True: all forty agree. Now keep the rule and the first term, but change the second term to 4.

⌘/Ctrl + Enter runs the cell

The first term still fits, but from n=2n = 2 on every term misses: 4, 14, 46 against 5, 19, 65. Both starting terms matter, because the rule uses two terms at a time.

Conjecture

The sequence with a1=1a_1 = 1, a2=5a_2 = 5 and an+1=5an−6an−1a_{n+1} = 5a_n - 6a_{n-1} for n≥2n \ge 2 has, for every whole number n≥1n \ge 1,

an=3n−2na_n = 3^n - 2^n

Forty terms agree. That is evidence, not a proof. A proof needs an inductive step that uses two earlier cases at once.

Strong induction

Ordinary induction (lesson PG3.1) assumes only the case before, P(k)P(k), and proves P(k+1)P(k + 1). Here ak+1a_{k+1} needs both aka_k and ak−1a_{k-1}, so the step needs P(k)P(k) and P(k−1)P(k - 1) together.

Strong induction allows that. Its inductive step assumes every case up to kk, not only the last one.

Rule: Strong induction

P(1) is trueP(1),…,P(k)⇒P(k+1)for every k≥1so P(n) is true for every n≥1\begin{gathered} P(1) \text{ is true} \\ P(1), \ldots, P(k) \Rightarrow P(k+1) \\ \text{for every } k \ge 1 \\ \text{so } P(n) \text{ is true for every } n \ge 1 \end{gathered}

The induction hypothesis is that P(1),…,P(k)P(1), \ldots, P(k) are all true. The step may use any of them, as many as it needs.

The argument of lesson PG3.1 shows that this is valid, without change. At the smallest failure mm, every case below mm is true, which is exactly what the strong step assumes. So P(m)P(m) holds after all, a contradiction.

How many base cases

Look at how far back the step reaches. Our step uses ak−1a_{k-1}, which exists only when k−1≥1k - 1 \ge 1. So it proves P(k+1)P(k + 1) only for k≥2k \ge 2: it gives P(3)P(3), P(4)P(4) and so on, but never P(2)P(2).

So P(1)P(1) and P(2)P(2) are both base cases, checked directly. The simulation showed what goes wrong without the second one. With a different a2a_2, the first term still fits, but the formula fails from n=2n = 2 on.

In general, if the step reaches back jj cases, check the first jj cases directly. The step then covers every case after them.

Format 2

Fill the gap

The strong induction proof of the conjecture, with its key steps left out. Type each missing piece as you would a quick answer, such as 2^(k+1) or 7, then check.

Write P(n)P(n) for the claim an=3n−2na_n = 3^n - 2^n. The step reaches back two terms, so the proof checks two base cases.

Base cases: 31−21=13^1 - 2^1 = 1, which is a1a_1. And 32−22=3^2 - 2^2 = , which is a2a_2. So P(1)P(1) and P(2)P(2) are true.

Inductive step: fix k≥2k \ge 2 and assume P(1),…,P(k)P(1), \ldots, P(k). Since k−1≥1k - 1 \ge 1, the hypothesis includes P(k)P(k) and P(k−1)P(k - 1), so the rule gives

ak+1=5ak−6ak−1=5(3k−2k)−6(3k−1−2k−1)\begin{aligned} a_{k+1} &= 5a_k - 6a_{k-1} \\ &= 5(3^k - 2^k) - 6(3^{k-1} - 2^{k-1}) \end{aligned}

Collect the powers of 3: 5⋅3k−6⋅3k−1=3k−1(15−6)5 \cdot 3^k - 6 \cdot 3^{k-1} = 3^{k-1}(15 - 6), which is .

The powers of 2 work the same way: 5⋅2k−6⋅2k−1=2k−1(10−6)5 \cdot 2^k - 6 \cdot 2^{k-1} = 2^{k-1}(10 - 6), which is .

So ak+1=3k+1−2k+1a_{k+1} = 3^{k+1} - 2^{k+1}, which is P(k+1)P(k + 1). The step uses ak−1a_{k-1}, so it needs k≥k \ge , which is why P(2)P(2) needed its own check. By strong induction, P(n)P(n) is true for every n≥1n \ge 1.

How to type answers
  • Powers with ^, brackets round a power that is a sum: r^k, r^(k+1).
  • Fractions with / and brackets: (1-r)/(1+r). Multiply with * or side by side: 2k+1.
  • Press Enter in any box to check them all.

A step that reaches further back

In the recursion, the step looks back one or two cases. Strong induction earns its name when the step needs a case far below kk, and nobody can say in advance which one.

Take this claim: every whole number n≥2n \ge 2 is a prime or a product of primes. A prime is a whole number above 1 whose only divisors are 1 and itself, such as 2, 3, 5 and 7.

Try it

factor(n) looks for a divisor dd of nn with 2≤d<n2 \le d < n. If it finds one, it factors the two smaller numbers dd and n/dn / d and joins the lists; if not, nn is prime.

84 splits into 2 and 42, then 42 into 2 and 21, and so on, giving [2, 2, 3, 7]. 83 and 97 have no such divisor, so they are prime.

⌘/Ctrl + Enter runs the cell

The function calls itself on smaller numbers, whichever they turn out to be. The proof does the same, by strong induction starting at n=2n = 2 (lesson PG3.1 allows any start).

Base case. 2 is a prime.

Inductive step. Fix k≥2k \ge 2, and assume that every whole number mm with 2≤m≤k2 \le m \le k is a prime or a product of primes. If k+1k + 1 is prime, there is nothing to prove.

Otherwise k+1k + 1 has a divisor aa with 1<a<k+11 < a < k + 1, and k+1=abk + 1 = ab for a whole number bb. Since a≥2a \ge 2, b≤k+12≤kb \le \frac{k + 1}{2} \le k; since a<k+1a < k + 1, b≥2b \ge 2. So 2≤a≤k2 \le a \le k and 2≤b≤k2 \le b \le k.

By the hypothesis, aa and bb are each a prime or a product of primes. Putting the two lists of primes together writes k+1=abk + 1 = ab as a product of primes.

Conclusion. By strong induction, every whole number n≥2n \ge 2 is a prime or a product of primes.

The step needs the cases aa and bb, which may lie far below kk: 84 needs 2 and 42. Ordinary induction from the case 83 would not help, since 83 is prime and says nothing about 84.

Format 3

Find the error

A shorter proof of the recursion claim. One line claims more than the lines before it have shown. Select it.

Summary card

  • Strong induction proves the base cases, then proves P(k+1)P(k + 1) assuming all of P(1),…,P(k)P(1), \ldots, P(k). The step may use any earlier case.
  • It is valid for the same reason as ordinary induction: at a smallest failure, every earlier case is true.
  • Count the base cases. If the step reaches back jj cases, check the first jj directly: an+1=5an−6an−1a_{n+1} = 5a_n - 6a_{n-1} needs two.
  • The sequence a1=1a_1 = 1, a2=5a_2 = 5, an+1=5an−6an−1a_{n+1} = 5a_n - 6a_{n-1} has an=3n−2na_n = 3^n - 2^n.
  • Every whole number n≥2n \ge 2 is a prime or a product of primes. Its step uses two smaller cases, wherever they lie.

Free further reading

Optional. This lesson covers what you need; these add more examples and practice. All are free to read.