Double summation with improper integral So my friend sent me this really interesting problem. It goes:
Evaluate the following expression: 
$$ \sum_{a=2}^\infty \sum_{b=1}^\infty \int_{0}^\infty \frac{x^{b}}{e^{ax} \ b!} \ dx .$$
Here is my approach:
First evaluate the integral:
$$ \frac{1}{b!} \int_0^\infty \frac{x^b}{e^{ax}}\ dx.$$
This can be done using integration by parts and we get:
$$ \frac{1}{b!} \frac{b}{a} \int_0^\infty \frac{x^{b-1}}{e^{ax}}\ dx.$$
We can do this $ b $ times until we get:
$$ \frac{1}{b!} \frac{(b)(b-a).....(b-b+1)}{a^b} \int_0^\infty \frac{x^{b-b}}{e^{ax}}\ dx.$$
and hence we end up with:
$$ \frac{1}{b!} \frac{b!}{a^b}\qquad\left(\frac{-1 \ e^{-ax}}{a}\Big|_0^\infty\right) = \frac{1}{a^{b+1}}.$$
Now we can apply the sum of GP to infinity formula and we get:
$$ \sum_{a=2}^\infty \sum_{b=1}^\infty \frac{1}{a^{b+1}}  = \sum_{a=2}^\infty \frac{\frac{1}{a^{2}}}{1-\frac{1}{a}}.$$
This is a telescoping series and we end up with $$ \frac{1}{a-1} = \frac{1}{2-1} = 1.$$
Do you guys have any other ways of solving this problem? Please do share it here.

For the first part I often use the Laplace transform:
$$\frac{1}{b!} \int_0^\infty \frac{x^b}{e^{ax}}\ dx = \frac{1}{b!} \int_0^\infty x^be^{-ax}\ dx = \frac{1}{b!} {\cal L}(x^b)\Big|_{s=a} = \frac{1}{b!} \frac{b!}{a^{b+1}} = \frac{1}{a^{b+1}}$$
this make it easier.
