Phase 1 - Lesson 1.4

Mathematical Induction and Recursion

Proving infinitely many statements with two steps, and the recursive definitions that induction is built to reason about.

⏱ 50 min● Beginner🔗 Prereqs: 1.3
↖ Phase 1 hub
Builds on: 1.3 gave the core proof templates; induction is the specialized template for statements indexed by the natural numbers.
Leads to: Recursion and induction underlie dynamic programming, tree pricing (Phase 14), and convergence proofs for numerical schemes.

Learning Objectives

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Key Vocabulary

Weak (ordinary) induction
Prove P(1), then P(k)⇒P(k+1); conclude P(n) for all n≥1.
Strong induction
Assume P holds for all values up to k to prove P(k+1); equivalent in power to weak induction.
Base case
The smallest instance you verify directly; without it the whole argument collapses.
Inductive hypothesis
The assumed truth of P(k) (or all j≤k) used to establish the next case.
Recursive definition
A definition of a_n in terms of earlier terms plus explicit initial values.
Closed form
A non-recursive formula giving a_n directly from n.

The principle

To prove a statement \(P(n)\) for every natural number, you need only two things: a base case \(P(1)\) and an inductive step \(P(k)\Rightarrow P(k+1)\). Like dominoes: knock the first, and guarantee each knocks the next.

\[\big[P(1)\ \wedge\ \forall k\,(P(k)\Rightarrow P(k+1))\big]\ \Rightarrow\ \forall n\ge 1\ P(n)\] (1.4)
Worked Example - Sum of the first n integers
1
Claim \(P(n): \sum_{i=1}^n i=\tfrac{n(n+1)}{2}\). Base: \(P(1)\) gives \(1=\tfrac{1\cdot2}{2}=1\). ✓
2
Assume \(P(k)\): \(\sum_{i=1}^k i=\tfrac{k(k+1)}{2}\).
3
Then \(\sum_{i=1}^{k+1} i=\tfrac{k(k+1)}{2}+(k+1)=(k+1)\tfrac{k+2}{2}\), which is \(P(k+1)\). □

Strong induction

Sometimes \(P(k+1)\) needs more than the single previous case. Strong induction assumes \(P(1),\dots,P(k)\) all hold. It proves, for instance, that every integer \(n\ge 2\) has a prime factorization: either \(n\) is prime, or \(n=ab\) with \(a,b\lt n\), and both factor by the (strong) hypothesis.

Recursion: definitions that call themselves

A recursive definition gives initial terms and a rule producing later ones. The Fibonacci numbers \(F_1=F_2=1,\ F_n=F_{n-1}+F_{n-2}\) are the canonical example. Induction is the natural tool to prove properties of recursively defined objects because the recurrence is an inductive step.

Interactive: recursion meets its closed form

Common Mistakes to Avoid
  • Skipping or fudging the base case; a valid inductive step with no base proves nothing (you can ‘prove’ all numbers are equal that way).
  • Assuming what you want to prove: the inductive hypothesis is P(k), not P(k+1).
  • Using weak induction when the step genuinely needs several earlier cases - switch to strong induction.
  • Off-by-one errors in the base index (starting at 0 vs 1) that break the chain.
Quant Practitioner Tips
  • Always write the base case explicitly and check it - it is where sneaky errors hide.
  • State the inductive hypothesis in a labeled line so the reader sees exactly what you assumed.
  • If P(k+1) refers to two or more earlier terms (like Fibonacci), reach for strong induction.
  • A recurrence you can compute is a free test harness for a closed form you claim to have proved.

Knowledge Check

Q1 Easy
An induction argument with a correct inductive step but NO verified base case proves:
the statement for all n
the statement for no n in general
only the base case
the contrapositive
Q2 Medium
Strong induction differs from weak induction in that the inductive hypothesis assumes:
only P(k)
P(k+1) directly
P(j) for all j from the base up to k
nothing
Q3 Medium
For proving every integer n≥2 has a prime factorization, the natural technique is:
weak induction
strong induction
a single counterexample
direct computation only

Practical Exercise

Prove by induction that \(\sum_{i=1}^{n} i^2=\tfrac{n(n+1)(2n+1)}{6}\) for all \(n\ge 1\).

▶ Show full solution

Base. \(n=1\): left side \(=1\), right side \(=\tfrac{1\cdot2\cdot3}{6}=1\). ✓

Step. Assume \(\sum_{i=1}^{k} i^2=\tfrac{k(k+1)(2k+1)}{6}\). Then

\[\sum_{i=1}^{k+1} i^2=\frac{k(k+1)(2k+1)}{6}+(k+1)^2=\frac{(k+1)\big[k(2k+1)+6(k+1)\big]}{6}=\frac{(k+1)(k+2)(2k+3)}{6},\]

which is the formula with \(n=k+1\) (since \(2(k+1)+1=2k+3\)). By induction it holds for all \(n\ge1\). □

After the reveal, answer for yourself: The algebra hinges on factoring out (k+1). Spotting the common factor is the recurring trick in sum-induction proofs.

Lesson Summary

Induction proves a statement for all naturals from a base case and an inductive step; strong induction strengthens the hypothesis to all smaller cases for recurrences that need them. Recursive definitions mirror the inductive step exactly, so a computable recurrence is both a definition and a numerical check on a proved closed form.

Formula Sheet Additions

Sum of squares
\[\sum_{i=1}^n i^2=\tfrac{n(n+1)(2n+1)}{6}\]
A standard closed form, proved by induction and reused in variance calculations.

Retrieval Practice

Close the lesson and answer from memory before checking. This is deliberate, effortful recall - the single highest-yield study action.

▶ Show retrieval prompts & answers
Q: What two ingredients does a valid induction proof require, and what goes wrong if the base case is missing?
A: A verified base case and an inductive step P(k)⇒P(k+1); without the base case the chain never starts, so nothing is proved - you can even ‘prove’ false universals.
Q: When is strong induction necessary rather than weak?
A: When establishing P(k+1) requires assuming several earlier cases (e.g. n=ab with a,b

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