Wednesday, 28 August 2013

Calculate limit with summation index in formula












I want to calculate the following:



limn(enni=0nii!)



Numerical calculations show it has a value close to 0.5. But I am not able to derive this analytically. My problem is that I am lacking a methodology of handling the n both as a summation limit and a variable in the equation.


Answer



I don't want to put this down as my own solution, since I have already seen it solved on MSE.



One way is to use the sum of Poisson RVs with parameter 1, so that Sn=nk=1Xk, SnPoisson(n) and then apply Central Limit Theorem to obtain Φ(0)=12.




The other solution is purely analytic and is detailed in the paper by Laszlo and Voros(1999) called 'On the Limit of a Sequence'.


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