Double Limits!

Calculus Level 5

Define the sequence { L n } n = 1 \{L_n\}_{n=1}^{\infty} as follows:

L n = 1 n 0 ( 1 + x n ) n e x d x L_n = \dfrac{1}{\sqrt{n}} \int_{0}^{\infty} \left( 1+ \frac{x}{n} \right)^n e^{-x} \, dx

Also, let L = lim n L n \displaystyle L = \lim_{n \to \infty} L_n .

  • If you come to the conclusion that the sequence diverges (that is L L doesn't exist) enter 999 999 .
  • If L = 0 L=0 enter 0 0 .
  • If L L can be expressed in the form a b \dfrac{a}{b} , where a a and b b are coprime positive integers , enter a + b a+b .
  • If L L is an algebraic real which is not rational , enter 100 L \lfloor 100L\rfloor .
  • If L L is a transcendental real, enter 1000 L \lfloor 1000L \rfloor .

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


Inspiration


The answer is 1253.

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2 solutions

Mark Hennings
Jul 24, 2016

Changing variables, we can write L ( n ) = e n n n + 1 2 n y n e y d y = e n n n + 1 2 Γ ( n + 1 , n ) L(n) \; = \; \frac{e^n}{n^{n+\frac12}}\int_n^\infty y^n e^{-y}\,dy \; = \; \frac{e^n}{n^{n+\frac12}}\Gamma(n+1,n) using the incomplete Gamma function. But Γ ( n + 1 , n ) Γ ( n + 1 ) 1 2 n \frac{\Gamma(n+1,n)}{\Gamma(n+1)} \; \sim \; \tfrac12 \qquad \qquad n \to \infty and hence (using Stirling's approximation) L ( n ) π 2 n L(n) \; \sim \; \sqrt{\frac{\pi}{2}} \qquad \qquad n \to \infty Thus L = π 2 L \,=\, \sqrt{\frac{\pi}{2}} . Since π \pi is transcendental, so is L L , making the answer 1000 L = 1253 \lfloor 1000 L \rfloor \,=\, \boxed{1253} .

How do we prove the following? Γ ( n + 1 , n ) 1 2 Γ ( n + 1 ) n \Gamma(n+1,n) \sim \frac{1}{2} \Gamma(n+1) \quad n \to \infty

A Former Brilliant Member - 4 years, 10 months ago

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The result was originally proved by Tricomi: "Aymptotische eigenschaften der unvollst\"andigen Gammafunktion", Mathematische Zeitshcrift 53.2 (1950), but is quoted more conveniently here .

Actually, Tricomi proved an asymptotic form for Γ ( a + 1 , a + y a ) Γ ( a + 1 ) \frac{\Gamma(a+1,a+y\sqrt{a})}{\Gamma(a+1)} as a a \to \infty . We only need the result for y = 0 y=0 here.

Mark Hennings - 4 years, 10 months ago

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Ok.

Thanks for the pdf!

A Former Brilliant Member - 4 years, 10 months ago

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@A Former Brilliant Member Out of interest... if you did not have this result, what was your proof?

Mark Hennings - 4 years, 10 months ago

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@Mark Hennings I didn't really have my own proof.

This problem was taken from a book (as mentioned in the problem). There another method was given.

A Former Brilliant Member - 4 years, 10 months ago

I applied integration by parts n times and I got L(n)= ( n ! / n n n (n! /n^{n}\sqrt{n}

Now after applying stirling's approximation I got answer 0. Please Help.

Aakash Khandelwal - 4 years, 10 months ago

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Could you show your steps?

It is similar to the result of the second solution? (before starting with the approximations)

A Former Brilliant Member - 4 years, 10 months ago

You need to be more careful with your integration by parts - there are extra terms... For example 0 ( 1 + x n ) j e x d x = j n 0 ( 1 + x n ) j 1 e x d x + 1 \int_0^\infty \big(1 + \tfrac{x}{n}\big)^j e^{-x}\,dx \; = \; \tfrac{j}{n}\int_0^\infty \big(1 + \tfrac{x}{n}\big)^{j-1}e^{-x}\,dx + 1 The extra 1 1 appears because the "cross term" does not vanish at x = 0 x=0 .

Mark Hennings - 4 years, 10 months ago

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Oh! I'm so sorry. But can we proceed after that

Aakash Khandelwal - 4 years, 10 months ago

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@Aakash Khandelwal I make it that 0 ( 1 + x n ) n e x d x = n ! n n j = 0 n n j j ! \int_0^\infty \big(1 + \tfrac{x}{n}\big)^n e^{-x}\,dx \; = \; \frac{n!}{n^n} \sum_{j=0}^n \frac{n^j}{j!} If we replace the finite sum by e n e^n , then Stirling's approximation gives the right answer. What you need to do is show something like e n j = n + 1 n j j ! 0 n e^{-n}\sum_{j=n+1}^\infty \frac{n^j}{j!} \quad \to \quad 0 \qquad \qquad n \to \infty so that the difference between the finite sum and the exponential does not contribute to the limit of L ( n ) L(n) .

Mark Hennings - 4 years, 10 months ago

Reative to that question

Aakash Khandelwal - 4 years, 10 months ago

/(/displaystyle e^{-n} /sum_{m=0}^n /frac{n^m}{m!} /)

Please can you tell me how I can proceed to prove that as n tends to infinity, this converges to 1/2 rather than 1 ??

Hasan Kassim - 4 years, 10 months ago

e n m = 0 n n m m ! \displaystyle e^{-n} \sum_{m=0}^n \frac{n^m}{m!}

Please can you tell me how I can proceed to prove that as n tends to infinity, this converges to 1/2 rather than 1 ??

Hasan Kassim - 4 years, 10 months ago
Abhishek Sinha
Jul 25, 2016

The following is an informal (and imprecise) but elementary explanation as why the result makes sense. For a fixed n n , expand the integrand binomially, integrate term-by-term and use the result (which may be derived by integrating by-parts) that for any non-negative integer k k : 0 exp ( x ) x k d x = k ! \int_{0}^{\infty} \exp(-x)x^k dx = k! Hence the integral is equal to I n = i = 0 n k = 0 i ( 1 k n ) I_n= \sum_{i=0}^{n} \prod_{k=0}^{i} (1-\frac{k}{n}) Now, we will approximate this sum term-by-term. Note that, for "small" k / n k/n , we have exp ( k / n ) 1 k n \exp(-k/n) \approx 1-\frac{k}{n} . Thus, we may write I n i = 0 n exp ( k = 0 i k / n ) i = 0 n exp ( i 2 / 2 n ) 0 n exp ( x 2 / 2 n ) d x I_n \approx \sum_{i=0}^{n} \exp(-\sum_{k=0}^{i} k/n) \approx \sum_{i=0}^{n} \exp(-i^2/2n) \approx \int_{0}^{n} \exp(-x^2/2n) dx Thus, I n n 1 n 0 n exp ( x 2 / 2 n ) d x = 0 n exp ( z 2 / 2 ) d z 0 exp ( z 2 / 2 ) d z = π 2 \frac{I_n}{\sqrt{n}} \approx \frac{1}{\sqrt{n}} \int_{0}^{n} \exp(-x^2/2n) dx = \int_{0}^{\sqrt{n}} \exp(-z^2/2) dz \to \int_{0}^{\infty} \exp(-z^2/2) dz= \sqrt{\frac{\pi}{2}}

Thanks for this intuition!

A Former Brilliant Member - 4 years, 10 months ago

The problem is that there are a lot of terms here where k k is not small with respect to n n , since k k can take any value between 0 0 and n n .

If you are going to make this work, you need to show what all those terms are doing...

Mark Hennings - 4 years, 10 months ago

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The intuition is that only first O ~ ( n ) \tilde{O}(\sqrt{n}) terms in the sum I n I_n contributes to the sum (for which, of course, the approximation holds). The sum of the rest of the terms goes to zero when divided by n \sqrt{n} .

Abhishek Sinha - 4 years, 10 months ago

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So prove it...

Mark Hennings - 4 years, 10 months ago

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@Mark Hennings It is plain High school math ...

Let c n = log ( n ) c_n=\log(n) . Then write the integral I n I_n as I n = S n + T n I_n = S_n+ T_n Where S n S_n is the sum of the first c n n c_n\sqrt{n} terms of I n I_n and T n T_n is the sum of the rest of the terms. Now using the inequality exp ( x ) 1 x , x R , T n \exp(-x) \geq 1-x, \forall x \in \mathbb{R}, T_n may be upper-bounded as follows: T n i = c n n n exp ( i 2 / 2 n ) c n n exp ( x 2 / 2 n ) d x T_n \leq \sum_{i=c_n\sqrt{n}}^{n} \exp(-i^2/2n) \leq \int_{c_n\sqrt{n}}^{\infty} \exp(-x^2/2n) dx Thus, 0 1 n T n 1 n c n n exp ( x 2 / 2 n ) d x = c n exp ( z 2 / 2 ) d z 0\leq \frac{1}{\sqrt{n}}T_n \leq \frac{1}{\sqrt{n}} \int_{c_n\sqrt{n}}^{\infty} \exp(-x^2/2n) dx = \int_{c_n}^{\infty} \exp(-z^2/2) dz Hence, lim n 1 n T n = 0 \lim_{n \to \infty} \frac{1}{\sqrt{n}}T_n=0 Now deal with the first term S n S_n as shown in my original post.

Abhishek Sinha - 4 years, 10 months ago

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