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Series with powers of one half via a uniform expectation

Question

Let UU be uniform on (0,12)(0,\tfrac12). By evaluating E[11−U]\mathbb{E}\left[\frac{1}{1-U}\right] in two ways, find ∑n≥012n(n+1)\sum_{n\ge0}\frac{1}{2^n(n+1)}. The result equals ln⁡a\ln a for an integer aa; give aa.

Short answer

a=4a=4. Directly, E11−U=∫01/221−udu=2ln⁡2=ln⁡4\mathbb{E}\tfrac{1}{1-U}=\int_0^{1/2}\tfrac{2}{1-u}du=2\ln2=\ln4. Expanding as a geometric series, ∑kEUk\sum_k\mathbb{E}U^k with EUk=12k(k+1)\mathbb{E}U^k=\tfrac{1}{2^k(k+1)} reproduces the given series.

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