A calculus problem by Brian Moehring

Calculus Level 5

Evaluate the limit lim n e n k = 0 n + n n k k ! . \large \lim_{n\to\infty} e^{-n}\sum_{k=0}^{n+\lfloor\sqrt{n}\rfloor} \frac{n^k}{k!}. Enter your answer rounded to 4 decimal places.


Notation: \left\lfloor \cdot \right\rfloor denotes the floor function .


The answer is 0.8413.

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1 solution

Mark Hennings
Feb 9, 2017

Note that A n = e n k = 0 n + n n k k ! = P [ N n n + n ] A_n \; =\; e^{-n} \sum_{k=0}^{n + \lfloor \sqrt{n} \rfloor} \frac{n^k}{k!} \; = \; \mathbb{P}[N_n \le n + \sqrt{n}] where N n N_n is a random variable with Poisson distribution P o ( n ) \mathrm{Po}(n) . But then we can write N n = X 1 + X 2 + X 3 + + X n N_n \; = \; X_1 + X_2 + X_3 + \cdots + X_n where X 1 , X 2 , X 3 , , X n X_1,X_2,X_3,\ldots,X_n are independent and identically distributed, all with the Poisson distribution P o ( 1 ) \mathrm{Po}(1) . The Central Limit Theorem now tells us that 1 n ( N n n ) Y \tfrac{1}{\sqrt{n}}(N_n - n) \, \to \, Y in distribution as n n \to \infty , where Y N ( 0 , 1 ) Y \sim N(0,1) has the standard Normal distribution, and so lim n A n = lim n P [ N n n + n ] = lim n P [ 1 n ( N n n ) 1 ] = P [ Y 1 ] = Φ ( 1 ) \lim_{n \to \infty}A_n \; = \; \lim_{n \to \infty}\mathbb{P}[N_n \le n + \sqrt{n}] \; = \; \lim_{n \to \infty} \mathbb{P}\big[\tfrac{1}{\sqrt{n}}(N_n - n) \le 1\big] \; = \; \mathbb{P}[Y \le 1] \; = \; \Phi(1) making the answer 0.841344746 \boxed{0.841344746} .

Who would have guessed that we're solving for 1 1 2 π e x 2 / 2 d x \displaystyle \int_{-\infty}^1 \dfrac1{\sqrt{2\pi}} e^{-x^2 /2} \, dx .

And here I thought that this infinite series has no "nice answer".

Is there a better way to phrase this problem such that the users know that it has a "nice answer"? Obviously, we can't phrase the problem like the one below.

Prove that lim n e n k = 0 n + n n k k ! = 1 1 2 π e x 2 / 2 d x \displaystyle \large \lim_{n\to\infty} e^{-n}\sum_{k=0}^{n+\lfloor\sqrt{n}\rfloor} \frac{n^k}{k!} = \int_{-\infty}^1 \dfrac1{\sqrt{2\pi}} e^{-x^2 /2} \, dx .

And it's weird that WolframAlpha gives an answer of 0 when n = 1 0 6 n=10^6 .

Pi Han Goh - 4 years, 3 months ago

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Well, given the slow rate of convergence (only 2 DP by n = 10000 n = 10000 ), it seems that to ask for 4 DP makes it clear that there must be a noncomputational solution... Any more clues give the game away, I think.

There are bound to be computational issues with n = 1 0 6 n = 10^6 or greater, You are adding extremely large numbers, and dividing them by an extremely large one, namely e 1 0 6 e^{10^6} . Doing that in an accurate way will be very difficult, and is probably not within the default range of WA.

Mark Hennings - 4 years, 3 months ago

Nice solution.

Srikanth Tupurani - 2 years, 6 months ago

Some reverse engineering is done in creating these kind of problems.

Srikanth Tupurani - 2 years, 6 months ago

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