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Everyone says the proof is obvious but I haven't actually found it anywhere!

I know that

$$\exp(A) := \sum_{n=0}^\infty \frac{A^n}{n!}$$

Thanks!

sophie
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  • You might start by writing out the power series expansion for $\exp(A+B)$. It might be worth recalling that, in general, $(A+B)^2 = A^2 + AB + BA + B^2$. The fact that $A$ and $B$ makes things a bit easier. – Xander Henderson Nov 19 '19 at 02:55
  • Are you familiar with the binomial theorem? That's a key component to how to prove it. You'll also need to be familiar with reindexing sums. – Ben Nov 19 '19 at 02:55
  • You might be able to find a proof, by multiplying power series, that $e^{x+y}= e^x e^y$ for real or complex numbers $x,y.$ Usually we draw several terms in a rectangular pattern. I have a calculus book, maybe it has this. Your problem has an extra ingredient, namely that the entries of $A^n$ also grow at, at most, an exponential rate – Will Jagy Nov 19 '19 at 03:00
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    Doing mathematics is not finding it anywhere but finding it yourself. – Björn Friedrich Nov 19 '19 at 12:02

3 Answers3

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When $AB=BA$ one has the binomial formula (this is valid in any ring and you prove it by induction using the Pascal formula for binomial coefficients)

$$(A+B)^n=\sum_{k=0}^n{n\choose k}A^k B^{n-k}$$

Now write

$$\exp(A+B)=\sum_{n=0}^\infty {(A+B)^n\over n!}=\sum_{n=0}^\infty{1\over n!}\sum_{k=0}^n{n!\over k!(n-k)!}A^kB^ {n-k}=\sum_{k=0}^\infty {A^k\over k!}\sum_{j=0}^\infty {B^j\over j!}$$

marwalix
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Let $x_1(t) = e^{At} e^{Bt}$, $x_2(t) = e^{(A+B)t}$. Note that $x_1(0) = x_2(0) = I$.

Note that $A,B$ commute with $e^{At},e^{Bt}$.

Then $x_1'(t) = Ae^{At} e^{Bt} + e^{At} B e^{Bt}= (A+B) e^{At} e^{Bt} = (A+B) x_1(t)$ and $x_2'(t) = (A+B) e^{(A+B)t} = (A+B)x_2(t)$.

Hence $x_1,x_2$ satisfy the same smooth ode. with the same initial condition. Hence $x_1(t) = x_2(t) $ for all $t$. Hence $x_1(1) = x_2(1)$.

copper.hat
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For each fixed $n \in \mathbb{N}$,the property $AB=BA$ allows us to use the binomial theorem for matrices, which is given by: $$(A+B)^{n} = \sum_{k=0}^{n}\binom{n}{k}A^{k}B^{n-k}$$ Now, we have $$e^{A+B} = \sum_{n=0}^{\infty}\frac{(A+B)^{n}}{n!} = \sum_{n=0}^{\infty}\frac{1}{n!}\sum_{k=0}^{n}\binom{n}{k}A^{k}B^{n-k} = \sum_{n=0}^{\infty}\sum_{k=0}^{n}\frac{1}{k!(n-k)!}A^{k}B^{n-k} = \sum_{k=0}^{\infty}\sum_{n=k}^{\infty}\frac{1}{k!(n-k)!}A^{k}B^{n-k} \hspace{2cm} (1)$$ Now, define $m = n-k$, so if $k \le n < \infty $ implies $0 \le n-k =m < \infty$. Thus, (1) becomes: $$\sum_{k=0}^{\infty}\sum_{m=0}^{\infty}\frac{1}{k!m!}A^{k}B^{m} = \bigg{(}\sum_{k=0}^{\infty}\frac{1}{k!}A^{k}\bigg{)}\bigg{(}\sum_{m=0}^{\infty}\frac{1}{m!}B^{m}\bigg{)} = e^{A}e^{B}$$