Monday, 11 January 2016

Calculate limit with summation index in formula











I want to calculate the following:




lim



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 S_n=\sum_{k=1}^{n}X_k, \ S_n \sim Poisson(n) and then apply Central Limit Theorem to obtain \Phi(0)=\frac{1}{2}.



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



No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...