Stirling And Stolz United!

Calculus Level 2

lim n ( n 1 ) ( n 2 ) ( n n ) n 2 \large \lim_{n\to\infty} \sqrt[n^2]{{n \choose1}{n \choose 2}\cdots{n \choose n}}

Find the closed form of the limit above to 3 decimal places.

Notation: ( n k ) = n ! k ! ( n k ) ! \displaystyle {n \choose k} = \dfrac {n!}{k!(n-k)!} denotes the binomial coefficient .


The answer is 1.64872127.

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4 solutions

Mark Hennings
Oct 23, 2016

We have r = 1 n ( n r ) = ( n ! ) n r = 1 n r ! r = 1 n 1 r ! = ( n ! ) n n $ ( n 1 ) $ = ( n ! ) n G ( n + 2 ) G ( n + 1 ) \prod_{r=1}^n \binom{n}{r}\;=\;\frac{(n!)^n}{\prod_{r=1}^n r! \prod_{r=1}^{n-1} r!}\;=\;\frac{(n!)^n}{n\$ (n-1)\$}\;=\;\frac{(n!)^n}{G(n+2)G(n+1)} using the Sloane/Plouffe superfactorial n $ n\$ and the Barnes G-function. Using Stirling's approximation, and similar asymptotics for G G , we have lim n n ! n n = e 1 lim n G ( n + 1 ) n 2 n = lim n G ( n + 2 ) n 2 n = e 3 4 \lim_{n\to\infty}\frac{\sqrt[n]{n!}}{n} = e^{-1} \hspace{2cm} \lim_{n\to\infty}\frac{\sqrt[n^2]{G(n+1)}}{\sqrt{n}}= \lim_{n\to\infty}\frac{\sqrt[n^2]{G(n+2)}}{\sqrt{n}}= e^{-\frac34} so that the desired limit is e = 1.648721271 \sqrt{e} = \boxed{1.648721271} .

wow, you leave the table, i.e, you are on another level (at least level VII or something like this) ... I am now trying to understand your solution... Anyway (+1) without any doubt...

Guillermo Templado - 4 years, 7 months ago

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Mutual admiration society... You are the only person (out of more than 70 who have tried) so far to crack my second knight's move Markov chain.

If you Google for the Barnes G-function, Wikipedia or Mathworld between them will give you the relationship to the superfactorial, and the necessary asymptotics.

Mark Hennings - 4 years, 7 months ago

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Thank you, your second problem about knights will be cracked...Be patient, I'm sure. I had the advantage what I did the first part, which it reduced my solution arrival... Yup, I'm on wikipedia with Barnes G- function,right now....

Guillermo Templado - 4 years, 7 months ago
Couper Leo
Oct 23, 2016

Let lim n ( n 1 ) ( n 2 ) ( n n ) n 2 = L \lim\limits_{n\to\infty} \sqrt[n^2]{{n \choose1}{n \choose 2}\ldots{n \choose n}} = L . Taking the natural logarithm of both sides, we obtain ln ( L ) = lim n 1 n 2 i = 1 n ln ( ( n i ) ) = lim n 1 n 1 n i = 1 n ( ln ( n ! ) ln ( i ! ) ln ( ( n i ) ! ) ) \ln\left(L\right) = \lim\limits_{n\to\infty} \dfrac{1}{n^2}\sum\limits_{i=1}^{n}\ln\left(\binom{n}{i}\right) = \lim\limits_{n\to\infty} \dfrac{1}{n}\cdot\dfrac{1}{n}\sum\limits_{i=1}^{n}\left(\ln\left(n!\right)-\ln\left(i!\right)-\ln\left(\left(n-i\right)!\right)\right) By Stirling's approximation, this is equivalent to lim n 1 n i = 1 n ( ln ( n ) + 1 2 n ln ( 2 π n ) 1 i n ln ( i ) 1 2 n ln ( 2 π i ) + i n ( 1 i n ) ln ( n i ) 1 2 n ln ( 2 π ( n i ) ) + 1 i n ) \lim\limits_{n\to\infty}\dfrac{1}{n}\sum\limits_{i=1}^{n}\left(\ln\left(n\right)+\dfrac{1}{2n}\ln\left(2\pi n\right)-1-\dfrac{i}{n}\ln\left(i\right)-\dfrac{1}{2n}\ln\left(2\pi i\right)+\dfrac{i}{n}-\left(1-\dfrac{i}{n}\right)\ln\left(n-i\right)-\dfrac{1}{2n}\ln\left(2\pi \left(n-i\right)\right)+1-\dfrac{i}{n}\right) By taking limits and cancelling terms, it is clear that this simplifies to lim n 1 n i = 1 n ( ln ( n ) i n ln ( i ) ( 1 i n ) ln ( n i ) ) = lim n 1 n i = 1 n ( ln ( 1 i n ) + i n ln ( n i 1 ) ) \lim\limits_{n\to\infty}\dfrac{1}{n}\sum\limits_{i=1}^{n}\left(\ln\left(n\right)-\dfrac{i}{n}\ln\left(i\right)-\left(1-\dfrac{i}{n}\right)\ln\left(n-i\right)\right) = \lim\limits_{n\to\infty}\dfrac{1}{n}\sum\limits_{i=1}^{n}\left(-\ln\left(1-\dfrac{i}{n}\right)+\dfrac{i}{n}\ln\left(\dfrac{n}{i}-1\right)\right) Which by the definiton of a Riemann Sum is equivalent to 0 1 ( ln ( 1 x ) + x ln ( 1 x 1 ) ) d x \int_0^1 \! \left(-\ln\left(1-x\right)+x\ln\left(\dfrac{1}{x}-1\right)\right) \, \mathrm{d}x Which by standard methods evaluates to 1 2 \dfrac{1}{2} , and our limit is equal to e 1.64872127 \sqrt e \approx \boxed{1.64872127} .

+1 Ah, very nice presentation!

Calvin Lin Staff - 4 years, 7 months ago

Kucho nhi bujhaya

Nutan Jha Jha - 1 year, 11 months ago
Chaebum Sheen
Oct 23, 2016

Here is my solution.

It is rather simple to prove the following identity, but for those who cannot prove it there is a proof here r = 1 n ( n r ) = r = 1 n r 2 r n 1 \prod_{r=1}^{n} \binom{n}{r}=\prod_{r=1}^{n}r^{2r-n-1} Note that ln r = 1 n ( n r ) = 2 r = 1 n r ln r ( n + 1 ) r = 1 n ln r \ln \prod_{r=1}^{n} \binom{n}{r}= 2\sum_{r=1}^{n} r \ln r - (n+1) \sum_{r=1}^{n} \ln r

Now, note that by integration by parts k = 1 n k ln k 0 n x log x d x = 1 2 n 2 ln n n 2 4 \sum_{k=1}^n k \ln k\sim \int^n_0 x \log x dx= \frac{1}{2}n^2 \ln n - \frac{n^2}{4}

Using this and Stirling's approximation that ln n ! n ln n n \ln n! \sim n\ln n - n we find 2 r = 1 n r ln r ( n + 1 ) r = 1 n ln r n 2 ln n 1 2 n 2 ( n 2 + n ) ln n + n 2 + n = n 2 2 n ln n + n 2\sum_{r=1}^{n} r \ln r - (n+1) \sum_{r=1}^{n} \ln r \approx n^2 \ln n - \frac{1}{2}n^2 - (n^2+n) \ln n +n^2+n=\frac{n^2}{2}-n\ln n +n

So lim x ln r = 1 n ( n r ) n 2 = lim x n 2 2 n ln n + 2 n 2 n 2 = 1 2 \lim_{x \to \infty}\frac{ \ln \prod_{r=1}^{n} \binom{n}{r}}{n^2}= \lim_{x \to \infty} \frac{n^2-2n \ln n+2n}{2n^2} =\frac{1}{2}

So the desired limit is e 1 2 = 1.648721271.... e^{\frac{1}{2}}=1.648721271.... .

Relevant wikis.- Stirling's formula and Cesaro-Stolz theorem

Stirling's formula is Γ [ x + 1 ] 2 π x ( x e ) x , as x , x R \Gamma[x + 1] \sim \sqrt{2\pi x} \left(\frac{x}{e}\right)^{x}, \text{ as } x \to \infty, x \in \mathbb{R} and this means

if n N n \in \mathbb{N} and n n is "big" then, n ! 2 π n ( n e ) n n! \sim \sqrt{2\pi n} \left(\frac{n}{e}\right)^{n} .

Ok, let's call Δ = lim n ( n 1 ) ( n 2 ) . . . ( n n ) n 2 \displaystyle \Delta = \lim_{n\to\infty} \sqrt[n^2]{{n \choose 1} {n \choose 2} ... {n \choose n}} \Rightarrow ln Δ = lim n ln ( n 1 ) ( n 2 ) . . . ( n n ) n 2 \displaystyle \ln \Delta = \lim_{n\to\infty} \frac{\ln {n \choose 1} {n \choose 2} ... {n \choose n}}{n^2} \Rightarrow applying Stolz theorem ln Δ = lim n ln ( n 1 ) ( n 2 ) . . . ( n n ) ln ( n 1 1 ) ( n 1 2 ) . . . ( n 1 n 1 ) n 2 ( n 1 ) 2 = \displaystyle \ln \Delta = \lim_{n\to\infty} \frac{\ln {n \choose 1} {n \choose 2} ... {n \choose n} - \ln {n-1 \choose 1} {n - 1 \choose 2} ... {n - 1 \choose n - 1}}{n^2 - (n - 1)^2} = ln Δ = lim n ln ( n 1 ) ( n 2 ) . . . ( n n ) ( n 1 1 ) ( n 1 2 ) . . . ( n 1 n 1 ) 2 n 1 = lim n ln ( n n 1 × n n 2 n 2 × n 1 ) 2 n 1 = \displaystyle \ln \Delta = \lim_{n\to\infty} \frac{\ln \frac{{n \choose 1} {n \choose 2} ... {n \choose n}}{{n-1 \choose 1} {n - 1 \choose 2} ... {n - 1 \choose n - 1}}}{2n - 1} = \lim_{n\to\infty} \frac{\ln \left(\frac{n}{n -1}\times\frac{n}{n - 2}\ldots\frac{n}{2}\times\frac{n}{1}\right)}{2n -1} = lim n ln n n 1 ( n 1 ) ! 2 n 1 = lim n ln n n n ! 2 n 1 = \displaystyle \lim_{n\to\infty} \frac{\ln \frac{n^{n -1}}{(n - 1)!}}{2n - 1} = \lim_{n\to\infty} \frac{\ln \frac{n^{n}}{n!}}{2n - 1} = Applying Stirling = lim n ln n n n n e n 2 π n 2 n 1 = lim n ln e n ln 2 π n 2 n 1 = 1 2 \displaystyle = \lim_{n\to\infty} \frac{ \ln \frac{n^{n}}{n^{n} \cdot e^{-n} \cdot \sqrt{2\pi n}}}{2n - 1} = \lim_{n\to\infty} \frac{\ln e^n - \ln \sqrt{2\pi n}}{2n - 1} = \frac{1}{2} Therefore, ln Δ = 1 2 Δ = e 1 2 \ln \Delta = \frac{1}{2} \Rightarrow \Delta = e^{\frac{1}{2}}

Nice use of Stolz theorem to get the cancellation.

Do you think it's possible to avoid Stirling's approximation completely? Can we justify applying it once more to get that the limit is 1 2 \frac{1}{2} directly?

Calvin Lin Staff - 4 years, 7 months ago

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It is indeed possible without stirlings approximation: Use Stolz's Theorem a second time after the 4'th equation:

lim n ln k = 1 n 1 n k 2 n 1 = Stolz lim n ln ( ( n + 1 ) n n ! ( n 1 ) ! n n 1 ) 2 = lim n ln ( n + 1 n ) n 2 = 1 2 ln ( e ) = 1 2 \begin{aligned} \lim_{n\rightarrow\infty}\frac{ \ln\prod_{k=1}^{n-1}\frac{n}{k} }{2n-1}\underset{\text{Stolz}}{=}\lim_{n\rightarrow\infty}\frac{ \ln\left(\frac{(n+1)^n}{n!}\cdot\frac{(n-1)!}{n^{n-1}}\right) }{2}=\lim_{n\rightarrow\infty}\frac{ \ln\left(\frac{n+1}{n}\right)^n }{2}=\frac{1}{2}\ln(e)=\frac{1}{2} \end{aligned}

To check the prerequisites for Stolz's Theorem (Version 1), you need to read the line from right to left: The second fraction converges, therefore the original limit exists and has the same value!

Carsten Meyer - 2 years, 3 months ago

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