Evaluating $limlimits_{ntoinfty} e^{-n} sumlimits_{k=0}^{n} frac{n^k}{k!}$
I'm supposed to calculate:
$$lim_{ntoinfty} e^{-n} sum_{k=0}^{n} frac{n^k}{k!}$$
By using W|A, i may guess that the limit is $frac{1}{2}$ that is a pretty interesting and nice result. I wonder in which ways we may approach it.
calculus real-analysis sequences-and-series limits
add a comment |
I'm supposed to calculate:
$$lim_{ntoinfty} e^{-n} sum_{k=0}^{n} frac{n^k}{k!}$$
By using W|A, i may guess that the limit is $frac{1}{2}$ that is a pretty interesting and nice result. I wonder in which ways we may approach it.
calculus real-analysis sequences-and-series limits
4
Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
1
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35
add a comment |
I'm supposed to calculate:
$$lim_{ntoinfty} e^{-n} sum_{k=0}^{n} frac{n^k}{k!}$$
By using W|A, i may guess that the limit is $frac{1}{2}$ that is a pretty interesting and nice result. I wonder in which ways we may approach it.
calculus real-analysis sequences-and-series limits
I'm supposed to calculate:
$$lim_{ntoinfty} e^{-n} sum_{k=0}^{n} frac{n^k}{k!}$$
By using W|A, i may guess that the limit is $frac{1}{2}$ that is a pretty interesting and nice result. I wonder in which ways we may approach it.
calculus real-analysis sequences-and-series limits
calculus real-analysis sequences-and-series limits
edited May 24 '16 at 19:46
Did
246k23220454
246k23220454
asked Jun 19 '12 at 9:38
user 1357113
22.3k876226
22.3k876226
4
Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
1
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35
add a comment |
4
Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
1
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35
4
4
Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
1
1
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35
add a comment |
9 Answers
9
active
oldest
votes
Edited. I justified the application of the dominated convergence theorem.
By a simple calculation,
$$ begin{align*}
e^{-n}sum_{k=0}^{n} frac{n^k}{k!}
&= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k (n-k)! \
(1) cdots quad &= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k int_{0}^{infty} t^{n-k}e^{-t} , dt\
&= frac{e^{-n}}{n!} int_{0}^{infty} (n+t)^{n}e^{-t} , dt \
(2) cdots quad &= frac{1}{n!} int_{n}^{infty} t^{n}e^{-t} , dt \
&= 1 - frac{1}{n!} int_{0}^{n} t^{n}e^{-t} , dt \
(3) cdots quad &= 1 - frac{sqrt{n} (n/e)^n}{n!} int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du.
end{align*}$$
We remark that
- In $text{(1)}$, we utilized the famous formula $ n! = int_{0}^{infty} t^n e^{-t} , dt$.
- In $text{(2)}$, the substitution $t + n mapsto t$ is used.
- In $text{(3)}$, the substitution $t = n - sqrt{n}u$ is used.
Then in view of the Stirling's formula, it suffices to show that
$$int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du xrightarrow{ntoinfty} sqrt{frac{pi}{2}}.$$
The idea is to introduce the function
$$ g_n (u) = left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} mathbf{1}_{(0, sqrt{n})}(u) $$
and apply pointwise limit to the integrand as $n to infty$. This is justified once we find a dominating function for the sequence $(g_n)$. But notice that if $0 < u < sqrt{n}$, then
$$ log g_n (u)
= n log left(1 - frac{u}{sqrt{n}} right) + sqrt{n} u
= -frac{u^2}{2} - frac{u^3}{3sqrt{n}} - frac{u^4}{4n} - cdots leq -frac{u^2}{2}. $$
From this we have $g_n (u) leq e^{-u^2 /2}$ for all $n$ and $g_n (u) to e^{-u^2 / 2}$ as $n to infty$. Therefore by dominated convergence theorem and Gaussian integral,
$$ int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du = int_{0}^{infty} g_n (u) , du xrightarrow{ntoinfty} int_{0}^{infty} e^{-u^2/2} , du = sqrt{frac{pi}{2}}. $$
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
add a comment |
The probabilistic way:
This is $P[N_nleqslant n]$ where $N_n$ is a random variable with Poisson distribution of parameter $n$. Hence each $N_n$ is distributed like $X_1+cdots+X_n$ where the random variables $(X_k)$ are independent and identically distributed with Poisson distribution of parameter $1$.
By the central limit theorem, $Y_n=frac1{sqrt{n}}(X_1+cdots+X_n-n)$ converges in distribution to a standard normal random variable $Z$, in particular, $P[Y_nleqslant 0]to P[Zleqslant0]$.
Finally, $P[Zleqslant0]=frac12$ and $[N_nleqslant n]=[Y_nleqslant 0]$ hence $P[N_nleqslant n]tofrac12$, QED.
The analytical way, completing your try:
Hence, I know that what I need to do is to find $limlimits_{ntoinfty}I_n$, where
$$
I_n=frac{e^{-n}}{n!}int_{0}^n (n-t)^ne^tdt.$$
To begin with, let $u(t)=(1-t)e^t$, then $I_n=dfrac{e^{-n}n^n}{n!}nJ_n$ with
$$
J_n=int_{0}^1 u(t)^nmathrm dt.
$$
Now, $u(t)leqslantmathrm e^{-t^2/2}$ hence
$$
J_nleqslantint_0^1mathrm e^{-nt^2/2}mathrm dtleqslantint_0^inftymathrm e^{-nt^2/2}mathrm dt=sqrt{frac{pi}{2n}}.
$$
Likewise, the function $tmapsto u(t)mathrm e^{t^2/2}$ is decreasing on $tgeqslant0$ hence $u(t)geqslant c_nmathrm e^{-t^2/2}$ on $tleqslant1/n^{1/4}$, with $c_n=u(1/n^{1/4})mathrm e^{-1/(2sqrt{n})}$, hence
$$
J_ngeqslant c_nint_0^{1/n^{1/4}}mathrm e^{-nt^2/2}mathrm dt=frac{c_n}{sqrt{n}}int_0^{n^{1/4}}mathrm e^{-t^2/2}mathrm dt=frac{c_n}{sqrt{n}}sqrt{frac{pi}{2}}(1+o(1)).
$$
Since $c_nto1$, all this proves that $sqrt{n}J_ntosqrt{fracpi2}$. Stirling formula shows that the prefactor $frac{e^{-n}n^n}{n!}$ is equivalent to $frac1{sqrt{2pi n}}$. Regrouping everything, one sees that $I_nsimfrac1{sqrt{2pi n}}nsqrt{fracpi{2n}}=frac12$.
Moral:
The probabilistic way is shorter, easier, more illuminating, and more fun.
Caveat:
My advice in these matters is, clearly, horribly biased.
add a comment |
Integration by parts yields
$$
frac{1}{k!}int_x^infty e^{-t},t^k,mathrm{d}t=frac{1}{k!}x^ke^{-x}+frac{1}{(k-1)!}int_x^infty e^{-t},t^{k-1},mathrm{d}ttag{1}
$$
Iterating $(1)$ gives
$$
frac{1}{n!}int_x^infty e^{-t},t^n,mathrm{d}t=e^{-x}sum_{k=0}^nfrac{x^k}{k!}tag{2}
$$
Thus, we get
$$
e^{-n}sum_{k=0}^nfrac{n^k}{k!}=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}ttag{3}
$$
Now, I will reproduce part of the argument I give here, which develops a full asymptotic expansion. Additionally, I include some error estimates that were previously missing.
$$
begin{align}
int_n^infty e^{-t},t^n,mathrm{d}t
&=n^{n+1}e^{-n}int_0^infty e^{-ns},(s+1)^n,mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-n(s-log(1+s)},mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-nu^2/2},s',mathrm{d}utag{4}
end{align}
$$
where $t=n(s+1)$ and $u^2/2=s-log(1+s)$.
Note that $frac{ss'}{1+s}=u$; thus, when $sge1$, $s'le2u$. This leads to the bound
$$
begin{align}
int_{sge1} e^{-nu^2/2},s',mathrm{d}u
&leint_{3/4}^infty e^{-nu^2/2},2u,mathrm{d}u\
&=frac2ne^{-frac98n}tag{5}
end{align}
$$
$(5)$ also show that
$$
int_{sge1}e^{-nu^2/2},mathrm{d}ulefrac2ne^{-frac98n}tag{6}
$$
For $|s|<1$, we get
$$
u^2/2=s-log(1+s)=s^2/2-s^3/3+s^4/4-dotstag{7}
$$
We can invert the series to get $s'=1+frac23u+O(u^2)$. Therefore,
$$
begin{align}
int_0^infty e^{-nu^2/2},s',mathrm{d}u
&=int_{sin[0,1]} e^{-nu^2/2},s',mathrm{d}u+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=int_0^inftyleft(1+frac23uright)e^{-nu^2/2},mathrm{d}u-color{darkorange}{int_{s>1}left(1+frac23uright)e^{-nu^2/2},mathrm{d}u}\
&+int_0^infty e^{-nu^2/2},O(u^2),mathrm{d}u-color{darkorange}{int_{s>1} e^{-nu^2/2},O(u^2),mathrm{d}u}\
&+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=sqrt{frac{pi}{2n}}+frac2{3n}+Oleft(n^{-3/2}right)tag{8}
end{align}
$$
The red and orange integrals decrease exponentially by $(5)$ and $(6)$.
Plugging $(8)$ into $(4)$ yields
$$
int_n^infty e^{-t},t^n,mathrm{d}t=left(sqrt{frac{pi n}{2}}+frac23right),n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{9}
$$
The argument above can be used to prove Stirling's approximation, which says that
$$
n!=sqrt{2pi n},n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{10}
$$
Combining $(9)$ and $(10)$ yields
$$
begin{align}
e^{-n}sum_{k=0}^nfrac{n^k}{k!}
&=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}t\
&=frac12+frac{2/3}{sqrt{2pi n}}+O(n^{-1})tag{11}
end{align}
$$
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
add a comment |
If you'd like to see formal solution using calculus methods check this article http://www.emis.de/journals/AMAPN/vol15/voros.pdf
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
add a comment |
The sum is related to the partial exponential sum, and thus to the incomplete gamma function,
$$begin{eqnarray*}
e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
&=& e^{-n} e_n(n) \
&=& frac{Gamma(n+1,n)}{Gamma(n+1)},
end{eqnarray*}$$
since $e_n(x) = sum_{k=0}^n x^k/k! = e^x Gamma(n+1,x)/Gamma(n+1)$.
But
$$begin{eqnarray*}
Gamma(n+1,n) &=& sqrt{2pi}, n^{n+1/2}e^{-n}left(frac{1}{2} + frac{1}{3}sqrt{frac{2}{npi}} + Oleft(frac{1}{n}right) right).
end{eqnarray*}$$
The first term in the asymptotic expansion for $Gamma(n+1,n)$ can be found by applying the saddle point method to
$$Gamma(n+1,n) = int_n^infty dt, t^n e^{-t}.$$
The higher order terms are in principle straightforward to compute.
Using Stirling's approximation, we find
$$e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
= frac{1}{2}
+ frac{1}{3}sqrt{frac{2}{npi}}
+ Oleft(frac{1}{n}right).$$
Thus, the limit is $1/2$, as found by @sos440 and @robjohn.
This limit is a special case of DLMF 8.11.13.
I just noticed a comment that suggests this be done using high school level math.
If this is a standard exercise at your high school, maybe they covered the incomplete gamma function! ;-)
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
add a comment |
$newcommand{+}{^{dagger}}
newcommand{angles}[1]{leftlangle #1 rightrangle}
newcommand{braces}[1]{leftlbrace #1 rightrbrace}
newcommand{bracks}[1]{leftlbrack #1 rightrbrack}
newcommand{dd}{{rm d}}
newcommand{isdiv}{,left.rightvert,}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{equalby}[1]{{#1 atop {= atop vphantom{huge A}}}}
newcommand{expo}[1]{,{rm e}^{#1},}
newcommand{floor}[1]{,leftlfloor #1 rightrfloor,}
newcommand{half}{{1 over 2}}
newcommand{ic}{{rm i}}
newcommand{imp}{Longrightarrow}
newcommand{ket}[1]{leftvert #1rightrangle}
newcommand{pars}[1]{left( #1 right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{pp}{{cal P}}
newcommand{root}[2]{,sqrt[#1]{,#2,},}
newcommand{sech}{,{rm sech}}
newcommand{sgn}{,{rm sgn}}
newcommand{totald}[3]{frac{{rm d}^{#1} #2}{{rm d} #3^{#1}}}
newcommand{ul}[1]{underline{#1}}
newcommand{verts}[1]{leftvert #1 rightvert}
newcommand{yy}{Longleftrightarrow}$
begin{align}&color{#00f}{
lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}{n^{k} over k!}}}
\[3mm]&=lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}
exppars{klnpars{n} - lnpars{k!}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n}sum_{k = 0}^{n}
exppars{nlnpars{n} - lnpars{n!} - {1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n},{n^{n} over n!}sum_{k = 0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{{expo{-n}n^{n} over n!}int_{0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!}int_{-n}^{0}
exppars{-,{k^{2} over 2n}},dd k}
=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!},root{2n}
int_{-root{n}/2}^{0}exppars{-k^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
int_{-infty}^{0}exppars{-k^{2}},dd k}
=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
,{root{pi} over 2}}
\[3mm]&=
half,lim_{n to infty}bracks{{root{2pi}n^{n + 1/2}expo{-n} over n!}}
=color{#00f}{Largehalf}
end{align}
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
|
show 2 more comments
I'll give you two hints:
1) Poisson distributions;
2) Central limit theorem
I am not aware of any other technique to solve the problem, so any other answer is appreciated.
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
add a comment |
I do not know how much this will help you.
For a given $n$, the result is $dfrac{Gamma(n+1,n)}{n Gamma(n)}$ which has a limit equal to $dfrac12$ as $ntoinfty$.
add a comment |
On this page there is a nice collection of evidence.
I add another proof which also uses the Stirling formula.
$displaystyle e^{-n}sumlimits_{k=0}^nfrac{n^k}{k!} = e^{-n}sumlimits_{k=0}^nfrac{k^k (n-k)^{n-k}}{k!(n-k)!} hspace{4cm}$ e.g. here
$displaystyle = limlimits_{ntoinfty} e^{-n}sumlimits_{k=1}^{n-1}frac{e^k e^{n-k}}{sqrt{2pi k (1+mathcal{O}(1/k))}sqrt{2pi (n-k)(1+mathcal{O}(1/(n-k)))}} $
$displaystyle = limlimits_{ntoinfty} frac{1}{2pi}frac{1}{n}sumlimits_{k=1}^{n-1}frac{1}{sqrt{frac{k}{n}left(1-frac{k}{n}right)}} =frac{1}{2pi} intlimits_0^1frac{dx}{sqrt{x(1-x)}}=frac{Gamma(frac{1}{2})^2}{2pi~Gamma(1)} = frac{1}{2}$
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
add a comment |
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9 Answers
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Edited. I justified the application of the dominated convergence theorem.
By a simple calculation,
$$ begin{align*}
e^{-n}sum_{k=0}^{n} frac{n^k}{k!}
&= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k (n-k)! \
(1) cdots quad &= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k int_{0}^{infty} t^{n-k}e^{-t} , dt\
&= frac{e^{-n}}{n!} int_{0}^{infty} (n+t)^{n}e^{-t} , dt \
(2) cdots quad &= frac{1}{n!} int_{n}^{infty} t^{n}e^{-t} , dt \
&= 1 - frac{1}{n!} int_{0}^{n} t^{n}e^{-t} , dt \
(3) cdots quad &= 1 - frac{sqrt{n} (n/e)^n}{n!} int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du.
end{align*}$$
We remark that
- In $text{(1)}$, we utilized the famous formula $ n! = int_{0}^{infty} t^n e^{-t} , dt$.
- In $text{(2)}$, the substitution $t + n mapsto t$ is used.
- In $text{(3)}$, the substitution $t = n - sqrt{n}u$ is used.
Then in view of the Stirling's formula, it suffices to show that
$$int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du xrightarrow{ntoinfty} sqrt{frac{pi}{2}}.$$
The idea is to introduce the function
$$ g_n (u) = left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} mathbf{1}_{(0, sqrt{n})}(u) $$
and apply pointwise limit to the integrand as $n to infty$. This is justified once we find a dominating function for the sequence $(g_n)$. But notice that if $0 < u < sqrt{n}$, then
$$ log g_n (u)
= n log left(1 - frac{u}{sqrt{n}} right) + sqrt{n} u
= -frac{u^2}{2} - frac{u^3}{3sqrt{n}} - frac{u^4}{4n} - cdots leq -frac{u^2}{2}. $$
From this we have $g_n (u) leq e^{-u^2 /2}$ for all $n$ and $g_n (u) to e^{-u^2 / 2}$ as $n to infty$. Therefore by dominated convergence theorem and Gaussian integral,
$$ int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du = int_{0}^{infty} g_n (u) , du xrightarrow{ntoinfty} int_{0}^{infty} e^{-u^2/2} , du = sqrt{frac{pi}{2}}. $$
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
add a comment |
Edited. I justified the application of the dominated convergence theorem.
By a simple calculation,
$$ begin{align*}
e^{-n}sum_{k=0}^{n} frac{n^k}{k!}
&= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k (n-k)! \
(1) cdots quad &= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k int_{0}^{infty} t^{n-k}e^{-t} , dt\
&= frac{e^{-n}}{n!} int_{0}^{infty} (n+t)^{n}e^{-t} , dt \
(2) cdots quad &= frac{1}{n!} int_{n}^{infty} t^{n}e^{-t} , dt \
&= 1 - frac{1}{n!} int_{0}^{n} t^{n}e^{-t} , dt \
(3) cdots quad &= 1 - frac{sqrt{n} (n/e)^n}{n!} int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du.
end{align*}$$
We remark that
- In $text{(1)}$, we utilized the famous formula $ n! = int_{0}^{infty} t^n e^{-t} , dt$.
- In $text{(2)}$, the substitution $t + n mapsto t$ is used.
- In $text{(3)}$, the substitution $t = n - sqrt{n}u$ is used.
Then in view of the Stirling's formula, it suffices to show that
$$int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du xrightarrow{ntoinfty} sqrt{frac{pi}{2}}.$$
The idea is to introduce the function
$$ g_n (u) = left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} mathbf{1}_{(0, sqrt{n})}(u) $$
and apply pointwise limit to the integrand as $n to infty$. This is justified once we find a dominating function for the sequence $(g_n)$. But notice that if $0 < u < sqrt{n}$, then
$$ log g_n (u)
= n log left(1 - frac{u}{sqrt{n}} right) + sqrt{n} u
= -frac{u^2}{2} - frac{u^3}{3sqrt{n}} - frac{u^4}{4n} - cdots leq -frac{u^2}{2}. $$
From this we have $g_n (u) leq e^{-u^2 /2}$ for all $n$ and $g_n (u) to e^{-u^2 / 2}$ as $n to infty$. Therefore by dominated convergence theorem and Gaussian integral,
$$ int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du = int_{0}^{infty} g_n (u) , du xrightarrow{ntoinfty} int_{0}^{infty} e^{-u^2/2} , du = sqrt{frac{pi}{2}}. $$
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
add a comment |
Edited. I justified the application of the dominated convergence theorem.
By a simple calculation,
$$ begin{align*}
e^{-n}sum_{k=0}^{n} frac{n^k}{k!}
&= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k (n-k)! \
(1) cdots quad &= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k int_{0}^{infty} t^{n-k}e^{-t} , dt\
&= frac{e^{-n}}{n!} int_{0}^{infty} (n+t)^{n}e^{-t} , dt \
(2) cdots quad &= frac{1}{n!} int_{n}^{infty} t^{n}e^{-t} , dt \
&= 1 - frac{1}{n!} int_{0}^{n} t^{n}e^{-t} , dt \
(3) cdots quad &= 1 - frac{sqrt{n} (n/e)^n}{n!} int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du.
end{align*}$$
We remark that
- In $text{(1)}$, we utilized the famous formula $ n! = int_{0}^{infty} t^n e^{-t} , dt$.
- In $text{(2)}$, the substitution $t + n mapsto t$ is used.
- In $text{(3)}$, the substitution $t = n - sqrt{n}u$ is used.
Then in view of the Stirling's formula, it suffices to show that
$$int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du xrightarrow{ntoinfty} sqrt{frac{pi}{2}}.$$
The idea is to introduce the function
$$ g_n (u) = left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} mathbf{1}_{(0, sqrt{n})}(u) $$
and apply pointwise limit to the integrand as $n to infty$. This is justified once we find a dominating function for the sequence $(g_n)$. But notice that if $0 < u < sqrt{n}$, then
$$ log g_n (u)
= n log left(1 - frac{u}{sqrt{n}} right) + sqrt{n} u
= -frac{u^2}{2} - frac{u^3}{3sqrt{n}} - frac{u^4}{4n} - cdots leq -frac{u^2}{2}. $$
From this we have $g_n (u) leq e^{-u^2 /2}$ for all $n$ and $g_n (u) to e^{-u^2 / 2}$ as $n to infty$. Therefore by dominated convergence theorem and Gaussian integral,
$$ int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du = int_{0}^{infty} g_n (u) , du xrightarrow{ntoinfty} int_{0}^{infty} e^{-u^2/2} , du = sqrt{frac{pi}{2}}. $$
Edited. I justified the application of the dominated convergence theorem.
By a simple calculation,
$$ begin{align*}
e^{-n}sum_{k=0}^{n} frac{n^k}{k!}
&= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k (n-k)! \
(1) cdots quad &= frac{e^{-n}}{n!} sum_{k=0}^{n}binom{n}{k} n^k int_{0}^{infty} t^{n-k}e^{-t} , dt\
&= frac{e^{-n}}{n!} int_{0}^{infty} (n+t)^{n}e^{-t} , dt \
(2) cdots quad &= frac{1}{n!} int_{n}^{infty} t^{n}e^{-t} , dt \
&= 1 - frac{1}{n!} int_{0}^{n} t^{n}e^{-t} , dt \
(3) cdots quad &= 1 - frac{sqrt{n} (n/e)^n}{n!} int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du.
end{align*}$$
We remark that
- In $text{(1)}$, we utilized the famous formula $ n! = int_{0}^{infty} t^n e^{-t} , dt$.
- In $text{(2)}$, the substitution $t + n mapsto t$ is used.
- In $text{(3)}$, the substitution $t = n - sqrt{n}u$ is used.
Then in view of the Stirling's formula, it suffices to show that
$$int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du xrightarrow{ntoinfty} sqrt{frac{pi}{2}}.$$
The idea is to introduce the function
$$ g_n (u) = left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} mathbf{1}_{(0, sqrt{n})}(u) $$
and apply pointwise limit to the integrand as $n to infty$. This is justified once we find a dominating function for the sequence $(g_n)$. But notice that if $0 < u < sqrt{n}$, then
$$ log g_n (u)
= n log left(1 - frac{u}{sqrt{n}} right) + sqrt{n} u
= -frac{u^2}{2} - frac{u^3}{3sqrt{n}} - frac{u^4}{4n} - cdots leq -frac{u^2}{2}. $$
From this we have $g_n (u) leq e^{-u^2 /2}$ for all $n$ and $g_n (u) to e^{-u^2 / 2}$ as $n to infty$. Therefore by dominated convergence theorem and Gaussian integral,
$$ int_{0}^{sqrt{n}} left(1 - frac{u}{sqrt{n}} right)^{n}e^{sqrt{n}u} , du = int_{0}^{infty} g_n (u) , du xrightarrow{ntoinfty} int_{0}^{infty} e^{-u^2/2} , du = sqrt{frac{pi}{2}}. $$
edited Jul 30 '15 at 18:22
answered Jun 19 '12 at 11:27
Sangchul Lee
91.3k12163264
91.3k12163264
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
add a comment |
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
2
2
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
Your second equation is closely related to this question (which I answered).
– robjohn♦
Jun 19 '12 at 15:47
add a comment |
The probabilistic way:
This is $P[N_nleqslant n]$ where $N_n$ is a random variable with Poisson distribution of parameter $n$. Hence each $N_n$ is distributed like $X_1+cdots+X_n$ where the random variables $(X_k)$ are independent and identically distributed with Poisson distribution of parameter $1$.
By the central limit theorem, $Y_n=frac1{sqrt{n}}(X_1+cdots+X_n-n)$ converges in distribution to a standard normal random variable $Z$, in particular, $P[Y_nleqslant 0]to P[Zleqslant0]$.
Finally, $P[Zleqslant0]=frac12$ and $[N_nleqslant n]=[Y_nleqslant 0]$ hence $P[N_nleqslant n]tofrac12$, QED.
The analytical way, completing your try:
Hence, I know that what I need to do is to find $limlimits_{ntoinfty}I_n$, where
$$
I_n=frac{e^{-n}}{n!}int_{0}^n (n-t)^ne^tdt.$$
To begin with, let $u(t)=(1-t)e^t$, then $I_n=dfrac{e^{-n}n^n}{n!}nJ_n$ with
$$
J_n=int_{0}^1 u(t)^nmathrm dt.
$$
Now, $u(t)leqslantmathrm e^{-t^2/2}$ hence
$$
J_nleqslantint_0^1mathrm e^{-nt^2/2}mathrm dtleqslantint_0^inftymathrm e^{-nt^2/2}mathrm dt=sqrt{frac{pi}{2n}}.
$$
Likewise, the function $tmapsto u(t)mathrm e^{t^2/2}$ is decreasing on $tgeqslant0$ hence $u(t)geqslant c_nmathrm e^{-t^2/2}$ on $tleqslant1/n^{1/4}$, with $c_n=u(1/n^{1/4})mathrm e^{-1/(2sqrt{n})}$, hence
$$
J_ngeqslant c_nint_0^{1/n^{1/4}}mathrm e^{-nt^2/2}mathrm dt=frac{c_n}{sqrt{n}}int_0^{n^{1/4}}mathrm e^{-t^2/2}mathrm dt=frac{c_n}{sqrt{n}}sqrt{frac{pi}{2}}(1+o(1)).
$$
Since $c_nto1$, all this proves that $sqrt{n}J_ntosqrt{fracpi2}$. Stirling formula shows that the prefactor $frac{e^{-n}n^n}{n!}$ is equivalent to $frac1{sqrt{2pi n}}$. Regrouping everything, one sees that $I_nsimfrac1{sqrt{2pi n}}nsqrt{fracpi{2n}}=frac12$.
Moral:
The probabilistic way is shorter, easier, more illuminating, and more fun.
Caveat:
My advice in these matters is, clearly, horribly biased.
add a comment |
The probabilistic way:
This is $P[N_nleqslant n]$ where $N_n$ is a random variable with Poisson distribution of parameter $n$. Hence each $N_n$ is distributed like $X_1+cdots+X_n$ where the random variables $(X_k)$ are independent and identically distributed with Poisson distribution of parameter $1$.
By the central limit theorem, $Y_n=frac1{sqrt{n}}(X_1+cdots+X_n-n)$ converges in distribution to a standard normal random variable $Z$, in particular, $P[Y_nleqslant 0]to P[Zleqslant0]$.
Finally, $P[Zleqslant0]=frac12$ and $[N_nleqslant n]=[Y_nleqslant 0]$ hence $P[N_nleqslant n]tofrac12$, QED.
The analytical way, completing your try:
Hence, I know that what I need to do is to find $limlimits_{ntoinfty}I_n$, where
$$
I_n=frac{e^{-n}}{n!}int_{0}^n (n-t)^ne^tdt.$$
To begin with, let $u(t)=(1-t)e^t$, then $I_n=dfrac{e^{-n}n^n}{n!}nJ_n$ with
$$
J_n=int_{0}^1 u(t)^nmathrm dt.
$$
Now, $u(t)leqslantmathrm e^{-t^2/2}$ hence
$$
J_nleqslantint_0^1mathrm e^{-nt^2/2}mathrm dtleqslantint_0^inftymathrm e^{-nt^2/2}mathrm dt=sqrt{frac{pi}{2n}}.
$$
Likewise, the function $tmapsto u(t)mathrm e^{t^2/2}$ is decreasing on $tgeqslant0$ hence $u(t)geqslant c_nmathrm e^{-t^2/2}$ on $tleqslant1/n^{1/4}$, with $c_n=u(1/n^{1/4})mathrm e^{-1/(2sqrt{n})}$, hence
$$
J_ngeqslant c_nint_0^{1/n^{1/4}}mathrm e^{-nt^2/2}mathrm dt=frac{c_n}{sqrt{n}}int_0^{n^{1/4}}mathrm e^{-t^2/2}mathrm dt=frac{c_n}{sqrt{n}}sqrt{frac{pi}{2}}(1+o(1)).
$$
Since $c_nto1$, all this proves that $sqrt{n}J_ntosqrt{fracpi2}$. Stirling formula shows that the prefactor $frac{e^{-n}n^n}{n!}$ is equivalent to $frac1{sqrt{2pi n}}$. Regrouping everything, one sees that $I_nsimfrac1{sqrt{2pi n}}nsqrt{fracpi{2n}}=frac12$.
Moral:
The probabilistic way is shorter, easier, more illuminating, and more fun.
Caveat:
My advice in these matters is, clearly, horribly biased.
add a comment |
The probabilistic way:
This is $P[N_nleqslant n]$ where $N_n$ is a random variable with Poisson distribution of parameter $n$. Hence each $N_n$ is distributed like $X_1+cdots+X_n$ where the random variables $(X_k)$ are independent and identically distributed with Poisson distribution of parameter $1$.
By the central limit theorem, $Y_n=frac1{sqrt{n}}(X_1+cdots+X_n-n)$ converges in distribution to a standard normal random variable $Z$, in particular, $P[Y_nleqslant 0]to P[Zleqslant0]$.
Finally, $P[Zleqslant0]=frac12$ and $[N_nleqslant n]=[Y_nleqslant 0]$ hence $P[N_nleqslant n]tofrac12$, QED.
The analytical way, completing your try:
Hence, I know that what I need to do is to find $limlimits_{ntoinfty}I_n$, where
$$
I_n=frac{e^{-n}}{n!}int_{0}^n (n-t)^ne^tdt.$$
To begin with, let $u(t)=(1-t)e^t$, then $I_n=dfrac{e^{-n}n^n}{n!}nJ_n$ with
$$
J_n=int_{0}^1 u(t)^nmathrm dt.
$$
Now, $u(t)leqslantmathrm e^{-t^2/2}$ hence
$$
J_nleqslantint_0^1mathrm e^{-nt^2/2}mathrm dtleqslantint_0^inftymathrm e^{-nt^2/2}mathrm dt=sqrt{frac{pi}{2n}}.
$$
Likewise, the function $tmapsto u(t)mathrm e^{t^2/2}$ is decreasing on $tgeqslant0$ hence $u(t)geqslant c_nmathrm e^{-t^2/2}$ on $tleqslant1/n^{1/4}$, with $c_n=u(1/n^{1/4})mathrm e^{-1/(2sqrt{n})}$, hence
$$
J_ngeqslant c_nint_0^{1/n^{1/4}}mathrm e^{-nt^2/2}mathrm dt=frac{c_n}{sqrt{n}}int_0^{n^{1/4}}mathrm e^{-t^2/2}mathrm dt=frac{c_n}{sqrt{n}}sqrt{frac{pi}{2}}(1+o(1)).
$$
Since $c_nto1$, all this proves that $sqrt{n}J_ntosqrt{fracpi2}$. Stirling formula shows that the prefactor $frac{e^{-n}n^n}{n!}$ is equivalent to $frac1{sqrt{2pi n}}$. Regrouping everything, one sees that $I_nsimfrac1{sqrt{2pi n}}nsqrt{fracpi{2n}}=frac12$.
Moral:
The probabilistic way is shorter, easier, more illuminating, and more fun.
Caveat:
My advice in these matters is, clearly, horribly biased.
The probabilistic way:
This is $P[N_nleqslant n]$ where $N_n$ is a random variable with Poisson distribution of parameter $n$. Hence each $N_n$ is distributed like $X_1+cdots+X_n$ where the random variables $(X_k)$ are independent and identically distributed with Poisson distribution of parameter $1$.
By the central limit theorem, $Y_n=frac1{sqrt{n}}(X_1+cdots+X_n-n)$ converges in distribution to a standard normal random variable $Z$, in particular, $P[Y_nleqslant 0]to P[Zleqslant0]$.
Finally, $P[Zleqslant0]=frac12$ and $[N_nleqslant n]=[Y_nleqslant 0]$ hence $P[N_nleqslant n]tofrac12$, QED.
The analytical way, completing your try:
Hence, I know that what I need to do is to find $limlimits_{ntoinfty}I_n$, where
$$
I_n=frac{e^{-n}}{n!}int_{0}^n (n-t)^ne^tdt.$$
To begin with, let $u(t)=(1-t)e^t$, then $I_n=dfrac{e^{-n}n^n}{n!}nJ_n$ with
$$
J_n=int_{0}^1 u(t)^nmathrm dt.
$$
Now, $u(t)leqslantmathrm e^{-t^2/2}$ hence
$$
J_nleqslantint_0^1mathrm e^{-nt^2/2}mathrm dtleqslantint_0^inftymathrm e^{-nt^2/2}mathrm dt=sqrt{frac{pi}{2n}}.
$$
Likewise, the function $tmapsto u(t)mathrm e^{t^2/2}$ is decreasing on $tgeqslant0$ hence $u(t)geqslant c_nmathrm e^{-t^2/2}$ on $tleqslant1/n^{1/4}$, with $c_n=u(1/n^{1/4})mathrm e^{-1/(2sqrt{n})}$, hence
$$
J_ngeqslant c_nint_0^{1/n^{1/4}}mathrm e^{-nt^2/2}mathrm dt=frac{c_n}{sqrt{n}}int_0^{n^{1/4}}mathrm e^{-t^2/2}mathrm dt=frac{c_n}{sqrt{n}}sqrt{frac{pi}{2}}(1+o(1)).
$$
Since $c_nto1$, all this proves that $sqrt{n}J_ntosqrt{fracpi2}$. Stirling formula shows that the prefactor $frac{e^{-n}n^n}{n!}$ is equivalent to $frac1{sqrt{2pi n}}$. Regrouping everything, one sees that $I_nsimfrac1{sqrt{2pi n}}nsqrt{fracpi{2n}}=frac12$.
Moral:
The probabilistic way is shorter, easier, more illuminating, and more fun.
Caveat:
My advice in these matters is, clearly, horribly biased.
edited Jul 4 '17 at 11:19
answered Sep 14 '13 at 15:40
Did
246k23220454
246k23220454
add a comment |
add a comment |
Integration by parts yields
$$
frac{1}{k!}int_x^infty e^{-t},t^k,mathrm{d}t=frac{1}{k!}x^ke^{-x}+frac{1}{(k-1)!}int_x^infty e^{-t},t^{k-1},mathrm{d}ttag{1}
$$
Iterating $(1)$ gives
$$
frac{1}{n!}int_x^infty e^{-t},t^n,mathrm{d}t=e^{-x}sum_{k=0}^nfrac{x^k}{k!}tag{2}
$$
Thus, we get
$$
e^{-n}sum_{k=0}^nfrac{n^k}{k!}=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}ttag{3}
$$
Now, I will reproduce part of the argument I give here, which develops a full asymptotic expansion. Additionally, I include some error estimates that were previously missing.
$$
begin{align}
int_n^infty e^{-t},t^n,mathrm{d}t
&=n^{n+1}e^{-n}int_0^infty e^{-ns},(s+1)^n,mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-n(s-log(1+s)},mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-nu^2/2},s',mathrm{d}utag{4}
end{align}
$$
where $t=n(s+1)$ and $u^2/2=s-log(1+s)$.
Note that $frac{ss'}{1+s}=u$; thus, when $sge1$, $s'le2u$. This leads to the bound
$$
begin{align}
int_{sge1} e^{-nu^2/2},s',mathrm{d}u
&leint_{3/4}^infty e^{-nu^2/2},2u,mathrm{d}u\
&=frac2ne^{-frac98n}tag{5}
end{align}
$$
$(5)$ also show that
$$
int_{sge1}e^{-nu^2/2},mathrm{d}ulefrac2ne^{-frac98n}tag{6}
$$
For $|s|<1$, we get
$$
u^2/2=s-log(1+s)=s^2/2-s^3/3+s^4/4-dotstag{7}
$$
We can invert the series to get $s'=1+frac23u+O(u^2)$. Therefore,
$$
begin{align}
int_0^infty e^{-nu^2/2},s',mathrm{d}u
&=int_{sin[0,1]} e^{-nu^2/2},s',mathrm{d}u+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=int_0^inftyleft(1+frac23uright)e^{-nu^2/2},mathrm{d}u-color{darkorange}{int_{s>1}left(1+frac23uright)e^{-nu^2/2},mathrm{d}u}\
&+int_0^infty e^{-nu^2/2},O(u^2),mathrm{d}u-color{darkorange}{int_{s>1} e^{-nu^2/2},O(u^2),mathrm{d}u}\
&+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=sqrt{frac{pi}{2n}}+frac2{3n}+Oleft(n^{-3/2}right)tag{8}
end{align}
$$
The red and orange integrals decrease exponentially by $(5)$ and $(6)$.
Plugging $(8)$ into $(4)$ yields
$$
int_n^infty e^{-t},t^n,mathrm{d}t=left(sqrt{frac{pi n}{2}}+frac23right),n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{9}
$$
The argument above can be used to prove Stirling's approximation, which says that
$$
n!=sqrt{2pi n},n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{10}
$$
Combining $(9)$ and $(10)$ yields
$$
begin{align}
e^{-n}sum_{k=0}^nfrac{n^k}{k!}
&=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}t\
&=frac12+frac{2/3}{sqrt{2pi n}}+O(n^{-1})tag{11}
end{align}
$$
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
add a comment |
Integration by parts yields
$$
frac{1}{k!}int_x^infty e^{-t},t^k,mathrm{d}t=frac{1}{k!}x^ke^{-x}+frac{1}{(k-1)!}int_x^infty e^{-t},t^{k-1},mathrm{d}ttag{1}
$$
Iterating $(1)$ gives
$$
frac{1}{n!}int_x^infty e^{-t},t^n,mathrm{d}t=e^{-x}sum_{k=0}^nfrac{x^k}{k!}tag{2}
$$
Thus, we get
$$
e^{-n}sum_{k=0}^nfrac{n^k}{k!}=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}ttag{3}
$$
Now, I will reproduce part of the argument I give here, which develops a full asymptotic expansion. Additionally, I include some error estimates that were previously missing.
$$
begin{align}
int_n^infty e^{-t},t^n,mathrm{d}t
&=n^{n+1}e^{-n}int_0^infty e^{-ns},(s+1)^n,mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-n(s-log(1+s)},mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-nu^2/2},s',mathrm{d}utag{4}
end{align}
$$
where $t=n(s+1)$ and $u^2/2=s-log(1+s)$.
Note that $frac{ss'}{1+s}=u$; thus, when $sge1$, $s'le2u$. This leads to the bound
$$
begin{align}
int_{sge1} e^{-nu^2/2},s',mathrm{d}u
&leint_{3/4}^infty e^{-nu^2/2},2u,mathrm{d}u\
&=frac2ne^{-frac98n}tag{5}
end{align}
$$
$(5)$ also show that
$$
int_{sge1}e^{-nu^2/2},mathrm{d}ulefrac2ne^{-frac98n}tag{6}
$$
For $|s|<1$, we get
$$
u^2/2=s-log(1+s)=s^2/2-s^3/3+s^4/4-dotstag{7}
$$
We can invert the series to get $s'=1+frac23u+O(u^2)$. Therefore,
$$
begin{align}
int_0^infty e^{-nu^2/2},s',mathrm{d}u
&=int_{sin[0,1]} e^{-nu^2/2},s',mathrm{d}u+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=int_0^inftyleft(1+frac23uright)e^{-nu^2/2},mathrm{d}u-color{darkorange}{int_{s>1}left(1+frac23uright)e^{-nu^2/2},mathrm{d}u}\
&+int_0^infty e^{-nu^2/2},O(u^2),mathrm{d}u-color{darkorange}{int_{s>1} e^{-nu^2/2},O(u^2),mathrm{d}u}\
&+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=sqrt{frac{pi}{2n}}+frac2{3n}+Oleft(n^{-3/2}right)tag{8}
end{align}
$$
The red and orange integrals decrease exponentially by $(5)$ and $(6)$.
Plugging $(8)$ into $(4)$ yields
$$
int_n^infty e^{-t},t^n,mathrm{d}t=left(sqrt{frac{pi n}{2}}+frac23right),n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{9}
$$
The argument above can be used to prove Stirling's approximation, which says that
$$
n!=sqrt{2pi n},n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{10}
$$
Combining $(9)$ and $(10)$ yields
$$
begin{align}
e^{-n}sum_{k=0}^nfrac{n^k}{k!}
&=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}t\
&=frac12+frac{2/3}{sqrt{2pi n}}+O(n^{-1})tag{11}
end{align}
$$
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
add a comment |
Integration by parts yields
$$
frac{1}{k!}int_x^infty e^{-t},t^k,mathrm{d}t=frac{1}{k!}x^ke^{-x}+frac{1}{(k-1)!}int_x^infty e^{-t},t^{k-1},mathrm{d}ttag{1}
$$
Iterating $(1)$ gives
$$
frac{1}{n!}int_x^infty e^{-t},t^n,mathrm{d}t=e^{-x}sum_{k=0}^nfrac{x^k}{k!}tag{2}
$$
Thus, we get
$$
e^{-n}sum_{k=0}^nfrac{n^k}{k!}=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}ttag{3}
$$
Now, I will reproduce part of the argument I give here, which develops a full asymptotic expansion. Additionally, I include some error estimates that were previously missing.
$$
begin{align}
int_n^infty e^{-t},t^n,mathrm{d}t
&=n^{n+1}e^{-n}int_0^infty e^{-ns},(s+1)^n,mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-n(s-log(1+s)},mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-nu^2/2},s',mathrm{d}utag{4}
end{align}
$$
where $t=n(s+1)$ and $u^2/2=s-log(1+s)$.
Note that $frac{ss'}{1+s}=u$; thus, when $sge1$, $s'le2u$. This leads to the bound
$$
begin{align}
int_{sge1} e^{-nu^2/2},s',mathrm{d}u
&leint_{3/4}^infty e^{-nu^2/2},2u,mathrm{d}u\
&=frac2ne^{-frac98n}tag{5}
end{align}
$$
$(5)$ also show that
$$
int_{sge1}e^{-nu^2/2},mathrm{d}ulefrac2ne^{-frac98n}tag{6}
$$
For $|s|<1$, we get
$$
u^2/2=s-log(1+s)=s^2/2-s^3/3+s^4/4-dotstag{7}
$$
We can invert the series to get $s'=1+frac23u+O(u^2)$. Therefore,
$$
begin{align}
int_0^infty e^{-nu^2/2},s',mathrm{d}u
&=int_{sin[0,1]} e^{-nu^2/2},s',mathrm{d}u+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=int_0^inftyleft(1+frac23uright)e^{-nu^2/2},mathrm{d}u-color{darkorange}{int_{s>1}left(1+frac23uright)e^{-nu^2/2},mathrm{d}u}\
&+int_0^infty e^{-nu^2/2},O(u^2),mathrm{d}u-color{darkorange}{int_{s>1} e^{-nu^2/2},O(u^2),mathrm{d}u}\
&+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=sqrt{frac{pi}{2n}}+frac2{3n}+Oleft(n^{-3/2}right)tag{8}
end{align}
$$
The red and orange integrals decrease exponentially by $(5)$ and $(6)$.
Plugging $(8)$ into $(4)$ yields
$$
int_n^infty e^{-t},t^n,mathrm{d}t=left(sqrt{frac{pi n}{2}}+frac23right),n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{9}
$$
The argument above can be used to prove Stirling's approximation, which says that
$$
n!=sqrt{2pi n},n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{10}
$$
Combining $(9)$ and $(10)$ yields
$$
begin{align}
e^{-n}sum_{k=0}^nfrac{n^k}{k!}
&=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}t\
&=frac12+frac{2/3}{sqrt{2pi n}}+O(n^{-1})tag{11}
end{align}
$$
Integration by parts yields
$$
frac{1}{k!}int_x^infty e^{-t},t^k,mathrm{d}t=frac{1}{k!}x^ke^{-x}+frac{1}{(k-1)!}int_x^infty e^{-t},t^{k-1},mathrm{d}ttag{1}
$$
Iterating $(1)$ gives
$$
frac{1}{n!}int_x^infty e^{-t},t^n,mathrm{d}t=e^{-x}sum_{k=0}^nfrac{x^k}{k!}tag{2}
$$
Thus, we get
$$
e^{-n}sum_{k=0}^nfrac{n^k}{k!}=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}ttag{3}
$$
Now, I will reproduce part of the argument I give here, which develops a full asymptotic expansion. Additionally, I include some error estimates that were previously missing.
$$
begin{align}
int_n^infty e^{-t},t^n,mathrm{d}t
&=n^{n+1}e^{-n}int_0^infty e^{-ns},(s+1)^n,mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-n(s-log(1+s)},mathrm{d}s\
&=n^{n+1}e^{-n}int_0^infty e^{-nu^2/2},s',mathrm{d}utag{4}
end{align}
$$
where $t=n(s+1)$ and $u^2/2=s-log(1+s)$.
Note that $frac{ss'}{1+s}=u$; thus, when $sge1$, $s'le2u$. This leads to the bound
$$
begin{align}
int_{sge1} e^{-nu^2/2},s',mathrm{d}u
&leint_{3/4}^infty e^{-nu^2/2},2u,mathrm{d}u\
&=frac2ne^{-frac98n}tag{5}
end{align}
$$
$(5)$ also show that
$$
int_{sge1}e^{-nu^2/2},mathrm{d}ulefrac2ne^{-frac98n}tag{6}
$$
For $|s|<1$, we get
$$
u^2/2=s-log(1+s)=s^2/2-s^3/3+s^4/4-dotstag{7}
$$
We can invert the series to get $s'=1+frac23u+O(u^2)$. Therefore,
$$
begin{align}
int_0^infty e^{-nu^2/2},s',mathrm{d}u
&=int_{sin[0,1]} e^{-nu^2/2},s',mathrm{d}u+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=int_0^inftyleft(1+frac23uright)e^{-nu^2/2},mathrm{d}u-color{darkorange}{int_{s>1}left(1+frac23uright)e^{-nu^2/2},mathrm{d}u}\
&+int_0^infty e^{-nu^2/2},O(u^2),mathrm{d}u-color{darkorange}{int_{s>1} e^{-nu^2/2},O(u^2),mathrm{d}u}\
&+color{red}{int_{s>1} e^{-nu^2/2},s',mathrm{d}u}\
&=sqrt{frac{pi}{2n}}+frac2{3n}+Oleft(n^{-3/2}right)tag{8}
end{align}
$$
The red and orange integrals decrease exponentially by $(5)$ and $(6)$.
Plugging $(8)$ into $(4)$ yields
$$
int_n^infty e^{-t},t^n,mathrm{d}t=left(sqrt{frac{pi n}{2}}+frac23right),n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{9}
$$
The argument above can be used to prove Stirling's approximation, which says that
$$
n!=sqrt{2pi n},n^ne^{-n}+O(n^{n-1/2}e^{-n})tag{10}
$$
Combining $(9)$ and $(10)$ yields
$$
begin{align}
e^{-n}sum_{k=0}^nfrac{n^k}{k!}
&=frac{1}{n!}int_n^infty e^{-t},t^n,mathrm{d}t\
&=frac12+frac{2/3}{sqrt{2pi n}}+O(n^{-1})tag{11}
end{align}
$$
edited Oct 29 '13 at 1:32
answered Jun 19 '12 at 15:29
robjohn♦
264k27303623
264k27303623
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
add a comment |
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
1
1
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
Would the downvoter care to comment (he asked, expecting the answer "no")?
– robjohn♦
May 12 '18 at 14:01
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
hey rob, sadly the link in your answer is dead :(
– tired
Jun 10 '18 at 14:17
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
Yeah too many downvoters here :/ I upvoted this. Very Nice answer.
– mick
Jun 29 '18 at 21:49
add a comment |
If you'd like to see formal solution using calculus methods check this article http://www.emis.de/journals/AMAPN/vol15/voros.pdf
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
add a comment |
If you'd like to see formal solution using calculus methods check this article http://www.emis.de/journals/AMAPN/vol15/voros.pdf
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
add a comment |
If you'd like to see formal solution using calculus methods check this article http://www.emis.de/journals/AMAPN/vol15/voros.pdf
If you'd like to see formal solution using calculus methods check this article http://www.emis.de/journals/AMAPN/vol15/voros.pdf
answered Jun 19 '12 at 11:09
qoqosz
2,7471324
2,7471324
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
add a comment |
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
3
3
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time.
– steven gregory
Aug 22 '15 at 5:18
add a comment |
The sum is related to the partial exponential sum, and thus to the incomplete gamma function,
$$begin{eqnarray*}
e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
&=& e^{-n} e_n(n) \
&=& frac{Gamma(n+1,n)}{Gamma(n+1)},
end{eqnarray*}$$
since $e_n(x) = sum_{k=0}^n x^k/k! = e^x Gamma(n+1,x)/Gamma(n+1)$.
But
$$begin{eqnarray*}
Gamma(n+1,n) &=& sqrt{2pi}, n^{n+1/2}e^{-n}left(frac{1}{2} + frac{1}{3}sqrt{frac{2}{npi}} + Oleft(frac{1}{n}right) right).
end{eqnarray*}$$
The first term in the asymptotic expansion for $Gamma(n+1,n)$ can be found by applying the saddle point method to
$$Gamma(n+1,n) = int_n^infty dt, t^n e^{-t}.$$
The higher order terms are in principle straightforward to compute.
Using Stirling's approximation, we find
$$e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
= frac{1}{2}
+ frac{1}{3}sqrt{frac{2}{npi}}
+ Oleft(frac{1}{n}right).$$
Thus, the limit is $1/2$, as found by @sos440 and @robjohn.
This limit is a special case of DLMF 8.11.13.
I just noticed a comment that suggests this be done using high school level math.
If this is a standard exercise at your high school, maybe they covered the incomplete gamma function! ;-)
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
add a comment |
The sum is related to the partial exponential sum, and thus to the incomplete gamma function,
$$begin{eqnarray*}
e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
&=& e^{-n} e_n(n) \
&=& frac{Gamma(n+1,n)}{Gamma(n+1)},
end{eqnarray*}$$
since $e_n(x) = sum_{k=0}^n x^k/k! = e^x Gamma(n+1,x)/Gamma(n+1)$.
But
$$begin{eqnarray*}
Gamma(n+1,n) &=& sqrt{2pi}, n^{n+1/2}e^{-n}left(frac{1}{2} + frac{1}{3}sqrt{frac{2}{npi}} + Oleft(frac{1}{n}right) right).
end{eqnarray*}$$
The first term in the asymptotic expansion for $Gamma(n+1,n)$ can be found by applying the saddle point method to
$$Gamma(n+1,n) = int_n^infty dt, t^n e^{-t}.$$
The higher order terms are in principle straightforward to compute.
Using Stirling's approximation, we find
$$e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
= frac{1}{2}
+ frac{1}{3}sqrt{frac{2}{npi}}
+ Oleft(frac{1}{n}right).$$
Thus, the limit is $1/2$, as found by @sos440 and @robjohn.
This limit is a special case of DLMF 8.11.13.
I just noticed a comment that suggests this be done using high school level math.
If this is a standard exercise at your high school, maybe they covered the incomplete gamma function! ;-)
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
add a comment |
The sum is related to the partial exponential sum, and thus to the incomplete gamma function,
$$begin{eqnarray*}
e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
&=& e^{-n} e_n(n) \
&=& frac{Gamma(n+1,n)}{Gamma(n+1)},
end{eqnarray*}$$
since $e_n(x) = sum_{k=0}^n x^k/k! = e^x Gamma(n+1,x)/Gamma(n+1)$.
But
$$begin{eqnarray*}
Gamma(n+1,n) &=& sqrt{2pi}, n^{n+1/2}e^{-n}left(frac{1}{2} + frac{1}{3}sqrt{frac{2}{npi}} + Oleft(frac{1}{n}right) right).
end{eqnarray*}$$
The first term in the asymptotic expansion for $Gamma(n+1,n)$ can be found by applying the saddle point method to
$$Gamma(n+1,n) = int_n^infty dt, t^n e^{-t}.$$
The higher order terms are in principle straightforward to compute.
Using Stirling's approximation, we find
$$e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
= frac{1}{2}
+ frac{1}{3}sqrt{frac{2}{npi}}
+ Oleft(frac{1}{n}right).$$
Thus, the limit is $1/2$, as found by @sos440 and @robjohn.
This limit is a special case of DLMF 8.11.13.
I just noticed a comment that suggests this be done using high school level math.
If this is a standard exercise at your high school, maybe they covered the incomplete gamma function! ;-)
The sum is related to the partial exponential sum, and thus to the incomplete gamma function,
$$begin{eqnarray*}
e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
&=& e^{-n} e_n(n) \
&=& frac{Gamma(n+1,n)}{Gamma(n+1)},
end{eqnarray*}$$
since $e_n(x) = sum_{k=0}^n x^k/k! = e^x Gamma(n+1,x)/Gamma(n+1)$.
But
$$begin{eqnarray*}
Gamma(n+1,n) &=& sqrt{2pi}, n^{n+1/2}e^{-n}left(frac{1}{2} + frac{1}{3}sqrt{frac{2}{npi}} + Oleft(frac{1}{n}right) right).
end{eqnarray*}$$
The first term in the asymptotic expansion for $Gamma(n+1,n)$ can be found by applying the saddle point method to
$$Gamma(n+1,n) = int_n^infty dt, t^n e^{-t}.$$
The higher order terms are in principle straightforward to compute.
Using Stirling's approximation, we find
$$e^{-n} sum_{k=0}^{n} frac{n^k}{k!}
= frac{1}{2}
+ frac{1}{3}sqrt{frac{2}{npi}}
+ Oleft(frac{1}{n}right).$$
Thus, the limit is $1/2$, as found by @sos440 and @robjohn.
This limit is a special case of DLMF 8.11.13.
I just noticed a comment that suggests this be done using high school level math.
If this is a standard exercise at your high school, maybe they covered the incomplete gamma function! ;-)
answered Jun 20 '12 at 0:22
user26872
14.7k22773
14.7k22773
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
add a comment |
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
2
2
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
(+1) I derived this asymptotic expansion here in answer to a question on sci.math. I computed a few terms past $frac12$: $$ frac12+frac{1}{sqrt{2pi n}}left(frac23-frac{23}{270n}+frac{23}{3024n^2}+dotsright) $$
– robjohn♦
Jun 20 '12 at 3:14
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn: Thanks for the link, I'll have a look. By the way, I voted up your nice solution a couple of hours ago. I like your short and sweet derivation of (3).
– user26872
Jun 20 '12 at 3:47
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
@robjohn As steven gregory says above "I wish you had copied the article here. It seemed small enough. References have a habit of pointing to NULL over time" . Please, could you upload somewhere again? I'm curious about it.
– vesszabo
Jul 4 '17 at 21:13
add a comment |
$newcommand{+}{^{dagger}}
newcommand{angles}[1]{leftlangle #1 rightrangle}
newcommand{braces}[1]{leftlbrace #1 rightrbrace}
newcommand{bracks}[1]{leftlbrack #1 rightrbrack}
newcommand{dd}{{rm d}}
newcommand{isdiv}{,left.rightvert,}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{equalby}[1]{{#1 atop {= atop vphantom{huge A}}}}
newcommand{expo}[1]{,{rm e}^{#1},}
newcommand{floor}[1]{,leftlfloor #1 rightrfloor,}
newcommand{half}{{1 over 2}}
newcommand{ic}{{rm i}}
newcommand{imp}{Longrightarrow}
newcommand{ket}[1]{leftvert #1rightrangle}
newcommand{pars}[1]{left( #1 right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{pp}{{cal P}}
newcommand{root}[2]{,sqrt[#1]{,#2,},}
newcommand{sech}{,{rm sech}}
newcommand{sgn}{,{rm sgn}}
newcommand{totald}[3]{frac{{rm d}^{#1} #2}{{rm d} #3^{#1}}}
newcommand{ul}[1]{underline{#1}}
newcommand{verts}[1]{leftvert #1 rightvert}
newcommand{yy}{Longleftrightarrow}$
begin{align}&color{#00f}{
lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}{n^{k} over k!}}}
\[3mm]&=lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}
exppars{klnpars{n} - lnpars{k!}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n}sum_{k = 0}^{n}
exppars{nlnpars{n} - lnpars{n!} - {1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n},{n^{n} over n!}sum_{k = 0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{{expo{-n}n^{n} over n!}int_{0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!}int_{-n}^{0}
exppars{-,{k^{2} over 2n}},dd k}
=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!},root{2n}
int_{-root{n}/2}^{0}exppars{-k^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
int_{-infty}^{0}exppars{-k^{2}},dd k}
=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
,{root{pi} over 2}}
\[3mm]&=
half,lim_{n to infty}bracks{{root{2pi}n^{n + 1/2}expo{-n} over n!}}
=color{#00f}{Largehalf}
end{align}
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
|
show 2 more comments
$newcommand{+}{^{dagger}}
newcommand{angles}[1]{leftlangle #1 rightrangle}
newcommand{braces}[1]{leftlbrace #1 rightrbrace}
newcommand{bracks}[1]{leftlbrack #1 rightrbrack}
newcommand{dd}{{rm d}}
newcommand{isdiv}{,left.rightvert,}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{equalby}[1]{{#1 atop {= atop vphantom{huge A}}}}
newcommand{expo}[1]{,{rm e}^{#1},}
newcommand{floor}[1]{,leftlfloor #1 rightrfloor,}
newcommand{half}{{1 over 2}}
newcommand{ic}{{rm i}}
newcommand{imp}{Longrightarrow}
newcommand{ket}[1]{leftvert #1rightrangle}
newcommand{pars}[1]{left( #1 right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{pp}{{cal P}}
newcommand{root}[2]{,sqrt[#1]{,#2,},}
newcommand{sech}{,{rm sech}}
newcommand{sgn}{,{rm sgn}}
newcommand{totald}[3]{frac{{rm d}^{#1} #2}{{rm d} #3^{#1}}}
newcommand{ul}[1]{underline{#1}}
newcommand{verts}[1]{leftvert #1 rightvert}
newcommand{yy}{Longleftrightarrow}$
begin{align}&color{#00f}{
lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}{n^{k} over k!}}}
\[3mm]&=lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}
exppars{klnpars{n} - lnpars{k!}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n}sum_{k = 0}^{n}
exppars{nlnpars{n} - lnpars{n!} - {1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n},{n^{n} over n!}sum_{k = 0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{{expo{-n}n^{n} over n!}int_{0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!}int_{-n}^{0}
exppars{-,{k^{2} over 2n}},dd k}
=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!},root{2n}
int_{-root{n}/2}^{0}exppars{-k^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
int_{-infty}^{0}exppars{-k^{2}},dd k}
=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
,{root{pi} over 2}}
\[3mm]&=
half,lim_{n to infty}bracks{{root{2pi}n^{n + 1/2}expo{-n} over n!}}
=color{#00f}{Largehalf}
end{align}
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
|
show 2 more comments
$newcommand{+}{^{dagger}}
newcommand{angles}[1]{leftlangle #1 rightrangle}
newcommand{braces}[1]{leftlbrace #1 rightrbrace}
newcommand{bracks}[1]{leftlbrack #1 rightrbrack}
newcommand{dd}{{rm d}}
newcommand{isdiv}{,left.rightvert,}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{equalby}[1]{{#1 atop {= atop vphantom{huge A}}}}
newcommand{expo}[1]{,{rm e}^{#1},}
newcommand{floor}[1]{,leftlfloor #1 rightrfloor,}
newcommand{half}{{1 over 2}}
newcommand{ic}{{rm i}}
newcommand{imp}{Longrightarrow}
newcommand{ket}[1]{leftvert #1rightrangle}
newcommand{pars}[1]{left( #1 right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{pp}{{cal P}}
newcommand{root}[2]{,sqrt[#1]{,#2,},}
newcommand{sech}{,{rm sech}}
newcommand{sgn}{,{rm sgn}}
newcommand{totald}[3]{frac{{rm d}^{#1} #2}{{rm d} #3^{#1}}}
newcommand{ul}[1]{underline{#1}}
newcommand{verts}[1]{leftvert #1 rightvert}
newcommand{yy}{Longleftrightarrow}$
begin{align}&color{#00f}{
lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}{n^{k} over k!}}}
\[3mm]&=lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}
exppars{klnpars{n} - lnpars{k!}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n}sum_{k = 0}^{n}
exppars{nlnpars{n} - lnpars{n!} - {1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n},{n^{n} over n!}sum_{k = 0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{{expo{-n}n^{n} over n!}int_{0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!}int_{-n}^{0}
exppars{-,{k^{2} over 2n}},dd k}
=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!},root{2n}
int_{-root{n}/2}^{0}exppars{-k^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
int_{-infty}^{0}exppars{-k^{2}},dd k}
=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
,{root{pi} over 2}}
\[3mm]&=
half,lim_{n to infty}bracks{{root{2pi}n^{n + 1/2}expo{-n} over n!}}
=color{#00f}{Largehalf}
end{align}
$newcommand{+}{^{dagger}}
newcommand{angles}[1]{leftlangle #1 rightrangle}
newcommand{braces}[1]{leftlbrace #1 rightrbrace}
newcommand{bracks}[1]{leftlbrack #1 rightrbrack}
newcommand{dd}{{rm d}}
newcommand{isdiv}{,left.rightvert,}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{equalby}[1]{{#1 atop {= atop vphantom{huge A}}}}
newcommand{expo}[1]{,{rm e}^{#1},}
newcommand{floor}[1]{,leftlfloor #1 rightrfloor,}
newcommand{half}{{1 over 2}}
newcommand{ic}{{rm i}}
newcommand{imp}{Longrightarrow}
newcommand{ket}[1]{leftvert #1rightrangle}
newcommand{pars}[1]{left( #1 right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{pp}{{cal P}}
newcommand{root}[2]{,sqrt[#1]{,#2,},}
newcommand{sech}{,{rm sech}}
newcommand{sgn}{,{rm sgn}}
newcommand{totald}[3]{frac{{rm d}^{#1} #2}{{rm d} #3^{#1}}}
newcommand{ul}[1]{underline{#1}}
newcommand{verts}[1]{leftvert #1 rightvert}
newcommand{yy}{Longleftrightarrow}$
begin{align}&color{#00f}{
lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}{n^{k} over k!}}}
\[3mm]&=lim_{n to infty}bracks{expo{-n}sum_{k = 0}^{n}
exppars{klnpars{n} - lnpars{k!}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n}sum_{k = 0}^{n}
exppars{nlnpars{n} - lnpars{n!} - {1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{expo{-n},{n^{n} over n!}sum_{k = 0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}}}
\[3mm]&=
lim_{n to infty}braces{{expo{-n}n^{n} over n!}int_{0}^{n}
exppars{-{1 over 2n}bracks{k - n}^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!}int_{-n}^{0}
exppars{-,{k^{2} over 2n}},dd k}
=
lim_{n to infty}bracks{{expo{-n}n^{n} over n!},root{2n}
int_{-root{n}/2}^{0}exppars{-k^{2}},dd k}
\[3mm]&=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
int_{-infty}^{0}exppars{-k^{2}},dd k}
=
lim_{n to infty}bracks{{root{2}n^{n + 1/2}expo{-n} over n!}
,{root{pi} over 2}}
\[3mm]&=
half,lim_{n to infty}bracks{{root{2pi}n^{n + 1/2}expo{-n} over n!}}
=color{#00f}{Largehalf}
end{align}
edited May 25 '15 at 4:02
Lucian
41k159130
41k159130
answered Nov 12 '13 at 15:20
Felix Marin
67.1k7107141
67.1k7107141
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
|
show 2 more comments
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
15
15
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
The second equal sign is a complete mystery. The passage from a sum to an integral also needs justification but it probably holds.
– Did
Mar 31 '14 at 16:25
9
9
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
Would you care answering @Did 's question regarding the second equal sign? I am miffed as well. Thank you, Felix Marin.
– Hans
May 11 '15 at 17:35
4
4
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
@Did's question has to be answered otherwise this seems to be an suitable answer
– tired
Oct 4 '15 at 12:12
3
3
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
yeah for me too, can you please answer @Did 's question?
– user153330
Mar 1 '16 at 20:40
1
1
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
Is this supposed to justify the various unsubstantiated claims this post relies on? It does not.
– Did
Feb 8 '18 at 17:56
|
show 2 more comments
I'll give you two hints:
1) Poisson distributions;
2) Central limit theorem
I am not aware of any other technique to solve the problem, so any other answer is appreciated.
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
add a comment |
I'll give you two hints:
1) Poisson distributions;
2) Central limit theorem
I am not aware of any other technique to solve the problem, so any other answer is appreciated.
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
add a comment |
I'll give you two hints:
1) Poisson distributions;
2) Central limit theorem
I am not aware of any other technique to solve the problem, so any other answer is appreciated.
I'll give you two hints:
1) Poisson distributions;
2) Central limit theorem
I am not aware of any other technique to solve the problem, so any other answer is appreciated.
edited Jun 19 '12 at 10:53
DonAntonio
177k1491225
177k1491225
answered Jun 19 '12 at 9:50
D. Thomine
7,5441538
7,5441538
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
add a comment |
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
3
3
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
In what country's education system is this a high school exercise?! I ask sincerely because I'm interested in that, and my experience is that even some of the most advanced mathematically education systems don't reach exercises as the one you're proposing...not even close. Of course, I don't know all the education systems (not even close, again), but the expression within the sum seems to be pretty tough...it reminds the series for the exponential function, but that n repeating in the numerator and upper limit...are you sure the expression is accurate?
– DonAntonio
Jun 19 '12 at 10:17
2
2
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
This problem is definitely not at high-school level. Without the hints I gave, I doubt most university students (even graduates) would solve it in reasonable time.
– D. Thomine
Jun 19 '12 at 10:43
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
The solution using Poisson distribution was also given here: Limit using Poisson distribution
– Martin Sleziak
Jun 19 '12 at 15:44
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
We actually made this exercice in our probability course.
– Math_QED
Nov 26 '18 at 10:09
add a comment |
I do not know how much this will help you.
For a given $n$, the result is $dfrac{Gamma(n+1,n)}{n Gamma(n)}$ which has a limit equal to $dfrac12$ as $ntoinfty$.
add a comment |
I do not know how much this will help you.
For a given $n$, the result is $dfrac{Gamma(n+1,n)}{n Gamma(n)}$ which has a limit equal to $dfrac12$ as $ntoinfty$.
add a comment |
I do not know how much this will help you.
For a given $n$, the result is $dfrac{Gamma(n+1,n)}{n Gamma(n)}$ which has a limit equal to $dfrac12$ as $ntoinfty$.
I do not know how much this will help you.
For a given $n$, the result is $dfrac{Gamma(n+1,n)}{n Gamma(n)}$ which has a limit equal to $dfrac12$ as $ntoinfty$.
edited May 18 '14 at 10:54
Tunk-Fey
23k969100
23k969100
answered Sep 14 '13 at 14:33
Claude Leibovici
119k1157132
119k1157132
add a comment |
add a comment |
On this page there is a nice collection of evidence.
I add another proof which also uses the Stirling formula.
$displaystyle e^{-n}sumlimits_{k=0}^nfrac{n^k}{k!} = e^{-n}sumlimits_{k=0}^nfrac{k^k (n-k)^{n-k}}{k!(n-k)!} hspace{4cm}$ e.g. here
$displaystyle = limlimits_{ntoinfty} e^{-n}sumlimits_{k=1}^{n-1}frac{e^k e^{n-k}}{sqrt{2pi k (1+mathcal{O}(1/k))}sqrt{2pi (n-k)(1+mathcal{O}(1/(n-k)))}} $
$displaystyle = limlimits_{ntoinfty} frac{1}{2pi}frac{1}{n}sumlimits_{k=1}^{n-1}frac{1}{sqrt{frac{k}{n}left(1-frac{k}{n}right)}} =frac{1}{2pi} intlimits_0^1frac{dx}{sqrt{x(1-x)}}=frac{Gamma(frac{1}{2})^2}{2pi~Gamma(1)} = frac{1}{2}$
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
add a comment |
On this page there is a nice collection of evidence.
I add another proof which also uses the Stirling formula.
$displaystyle e^{-n}sumlimits_{k=0}^nfrac{n^k}{k!} = e^{-n}sumlimits_{k=0}^nfrac{k^k (n-k)^{n-k}}{k!(n-k)!} hspace{4cm}$ e.g. here
$displaystyle = limlimits_{ntoinfty} e^{-n}sumlimits_{k=1}^{n-1}frac{e^k e^{n-k}}{sqrt{2pi k (1+mathcal{O}(1/k))}sqrt{2pi (n-k)(1+mathcal{O}(1/(n-k)))}} $
$displaystyle = limlimits_{ntoinfty} frac{1}{2pi}frac{1}{n}sumlimits_{k=1}^{n-1}frac{1}{sqrt{frac{k}{n}left(1-frac{k}{n}right)}} =frac{1}{2pi} intlimits_0^1frac{dx}{sqrt{x(1-x)}}=frac{Gamma(frac{1}{2})^2}{2pi~Gamma(1)} = frac{1}{2}$
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
add a comment |
On this page there is a nice collection of evidence.
I add another proof which also uses the Stirling formula.
$displaystyle e^{-n}sumlimits_{k=0}^nfrac{n^k}{k!} = e^{-n}sumlimits_{k=0}^nfrac{k^k (n-k)^{n-k}}{k!(n-k)!} hspace{4cm}$ e.g. here
$displaystyle = limlimits_{ntoinfty} e^{-n}sumlimits_{k=1}^{n-1}frac{e^k e^{n-k}}{sqrt{2pi k (1+mathcal{O}(1/k))}sqrt{2pi (n-k)(1+mathcal{O}(1/(n-k)))}} $
$displaystyle = limlimits_{ntoinfty} frac{1}{2pi}frac{1}{n}sumlimits_{k=1}^{n-1}frac{1}{sqrt{frac{k}{n}left(1-frac{k}{n}right)}} =frac{1}{2pi} intlimits_0^1frac{dx}{sqrt{x(1-x)}}=frac{Gamma(frac{1}{2})^2}{2pi~Gamma(1)} = frac{1}{2}$
On this page there is a nice collection of evidence.
I add another proof which also uses the Stirling formula.
$displaystyle e^{-n}sumlimits_{k=0}^nfrac{n^k}{k!} = e^{-n}sumlimits_{k=0}^nfrac{k^k (n-k)^{n-k}}{k!(n-k)!} hspace{4cm}$ e.g. here
$displaystyle = limlimits_{ntoinfty} e^{-n}sumlimits_{k=1}^{n-1}frac{e^k e^{n-k}}{sqrt{2pi k (1+mathcal{O}(1/k))}sqrt{2pi (n-k)(1+mathcal{O}(1/(n-k)))}} $
$displaystyle = limlimits_{ntoinfty} frac{1}{2pi}frac{1}{n}sumlimits_{k=1}^{n-1}frac{1}{sqrt{frac{k}{n}left(1-frac{k}{n}right)}} =frac{1}{2pi} intlimits_0^1frac{dx}{sqrt{x(1-x)}}=frac{Gamma(frac{1}{2})^2}{2pi~Gamma(1)} = frac{1}{2}$
edited Nov 26 '18 at 10:30
answered Nov 26 '18 at 9:54
user90369
8,183925
8,183925
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
add a comment |
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
(+1) Interesting idea.
– user 1357113
Nov 26 '18 at 22:23
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
@user1357113 : That's kind of you, thanks. :)
– user90369
Nov 27 '18 at 8:09
add a comment |
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Related: math.stackexchange.com/questions/121099/…
– leonbloy
Jun 19 '12 at 15:46
This question was merged into the present one.
– user642796
Oct 1 '13 at 17:16
[Older question, perhaps merge...] possible duplicate of Partial sums of exponential series
– Aryabhata
Jan 23 '15 at 17:46
Also known as Dobiński's formula
– Machinato
Jun 14 '17 at 13:08
1
What is W|A , in the question. It says "by using W|A".
– john
Oct 28 '18 at 10:35