Monday, 2 March 2015

combinatorics - Deriving Stirling's approximation formula via the definition of the Gamma function



In my asymptotic analysis and combinatorics class I was asked this question:




We first remember the definition f the Gamma function $ \Gamma(n+1) = n! = \int_{0}^{\infty} t^{n} e^{-t} dt $ and using this definition we are to prove Stirling's approximation formula for very large n



$ n! \sim (\frac{n}{e})^n \sqrt{2 \pi n} $





I realize the idea is to show the limit at $ n \to \infty $ of the quotient is 1 but since n is discrete then l'Hopital's rule is gone out the window and I do not see how to use the Gamma function definition to derive this even after giving it some thought so I am asking here in the hope of finding help. Thanks to all helpers.


Answer



Note that the Gamma Function has the integral representation



$$\Gamma(z+1)=\int_0^\infty t^ze^{-t}\,dt \tag 1$$



for $\text{Re}(z)>0$.




Enforcing the substitution $t=zs$ yields



$$\begin{align}
\Gamma(z+1)&=z^{z+1}\int_0^\infty t^ze^{-zt}\,dt \\\\
&=z^{z+1}\int_0^\infty e^{z(\log(t)-t)}\,dt \tag 2
\end{align}$$



Using Laplace's Method in $(2)$ with $M=z$ and $f(t)=\log(t)-t$, we obtain



$$\begin{align}

\Gamma(z+1)&\sim \sqrt{\frac{2\pi}{z}}e^{-z}z^{z+1}\\\\
&=\sqrt{2\pi z}\left(\frac{z}{e}\right)^z \tag 3
\end{align}$$



Finally, setting $z=n$ in $(3)$ yields



$$\bbox[5px,border:2px solid #C0A000]{\Gamma(n+1)=n!\sim \sqrt{2\pi n}\left(\frac ne\right)^n}$$



as was to be shown!


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