If the sequence of the function f n ( x ) = ( 1 − x k ) n where n , k ∈ N , then find the value of M → ∞ lim n → ∞ lim N = 1 ∑ M ⎝ ⎛ m = 1 ∑ N k = 1 ∑ m n ∫ 0 1 f n ( x ) d x m 2 1 + ln ( N + 1 1 ) ⎠ ⎞ M e . Here e is Euler's number .
Motivated by Is it 1 ∞ ? and main posting of the problem is here .
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Your solution is well explained but it would be much better if you present the solution nicely( taking about LaTeX). ;)
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@Naren Bhandari I realize that...but I am a noob in latex. And I have to refer to websites like oeis to check what are the latex commands all the while . For example I do not know how to enlarge the font except for "\large" command with third brackets . Also i do not know any other beautification techniques of the latex script. Perhaps with time I will get better.
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First let us evaluate the limit n → ∞ lim g ( n , k ) = n → ∞ lim ( ∫ 0 1 ( 1 − x k ) n d x ) n 1
Substitute x = t k 1 .
So we get n → ∞ lim ( k 1 ∫ 0 1 t k 1 − 1 ( 1 − t ) n d t ) n 1
Using Beta Function we get
n → ∞ lim ( k 1 B ( k 1 , n + 1 ) ) n 1
= n → ∞ lim ( k 1 Γ ( n + 1 + k 1 ) Γ ( k 1 ) Γ ( n + 1 ) ) n 1
Now here comes some tricky parts.
We see that Γ ( k 1 ) takes finite values for all k ∈ N .
So Γ ( k 1 ) n 1 tends to 1 as n → ∞ . And also ( k 1 ) n 1 tends to 1 as n → ∞ .
So we can approximate lim n → ∞ g ( n , k ) as :-
= n → ∞ lim ( Γ ( n + 1 + k 1 ) Γ ( n + 1 ) ) n 1
Now we want to use Stirling's approximation for Γ ( x + 1 )
Using that we get = n → ∞ lim ( ( e ( n + k 1 ) ) ( n + k 1 ) 2 ( n + k 1 ) π ( e n ) n 2 n π ) n 1
Now again we want to use another approximation
We see that ( 2 n π ) n 1 and ( 2 ( n + k 1 ) π ) n 1 tend to 1 as n → ∞ . Proof of this is elementary and can be found in any real analysis book. So we can approximate lim n → ∞ g ( n , k ) as :-
n → ∞ lim e n + k 1 e n = 1
Here is a graph of this. As k increases it approaches 1 faster and faster as n → ∞
Now we have M → ∞ lim N = 1 ∑ M ( m = 1 ∑ N k = 1 ∑ m m 2 1 − ln ( N + 1 ) ) M e
= M → ∞ lim N = 1 ∑ M ( m = 1 ∑ N m 1 − ln ( N + 1 ) ) M e
= M → ∞ lim N = 1 ∑ M ( H N − ln ( N + 1 ) ) M e
where H n denotes the nth harmonic number .
Now I would like to state a theorem which is less used , but when it is indeed used...It is absolutely a beast. The Theorem is known as Cauchy's First Limit Theorem. Which basically states that:-
If { x n } n be a sequence of real numbers and if lim n → ∞ { x n } = l . Then the arithmetic mean(as well as the geometric mean) of all the terms of { x n } converges to the same limit l as n → ∞ . Which is expressed as lim n → ∞ n ∑ k = 1 n x k = l = lim n → ∞ n ∏ k = 1 n x k .
So let us call { x r } r = ( H r − ln ( r + 1 ) ) . Now we know that lim r → ∞ x r converges to γ . Where γ denotes the Euler Mascheroni Constant .
So by Cauchy's First Limit Theorem we have lim M → ∞ M ∑ k = 1 M x k = γ .
So we have our answer as e ⋅ γ ≈ 1 . 5 6 9 .
Proof of Cauchy's First limit theorem:- https://brilliant.org/discussions/thread/cauchys-first-limit-theorem/