Saturday, 25 May 2019

Limit of a sequence including infinite product. limlimitsntoinftyprodnk=1left(1+frackn2right)




I need to find the limit of the following sequence:
lim


Answer




PRIMER:



In THIS ANSWER, I showed using only the limit definition of the exponential function and Bernoulli's Inequality that the logarithm function satisfies the inequalities



\bbox[5px,border:2px solid #C0A000]{\frac{x-1}{x}\le \log(x)\le x-1} \tag 1




for x>0.







Note that we have



\begin{align} \log\left(\prod_{k=1}^n \left(1+\frac{k}{n^2}\right)\right)&=\sum_{k=1}^n \log\left(1+\frac{k}{n^2}\right)\tag 2 \end{align}



Applying the right-hand side inequality in (1) to (2) reveals



\begin{align} \sum_{k=1}^n \log\left(1+\frac{k}{n^2}\right)&\le \sum_{k=1}^n \frac{k}{n^2}\\\\ &=\frac{n(n+1)}{2n^2} \\\\ &=\frac12 +\frac{1}{2n}\tag 3 \end{align}




Applying the left-hand side inequality in (1) to (2) reveals



\begin{align} \sum_{k=1}^n \log\left(1+\frac{k}{n^2}\right)&\ge \sum_{k=1}^n \frac{k}{k+n^2}\\\\ &\ge \sum_{k=1}^n \frac{k}{n+n^2}\\\\ &=\frac{n(n+1)}{2(n^2+n)} \\\\ &=\frac12 \tag 4 \end{align}



Putting (2)-(4) together yields




\frac12 \le \log\left(\prod_{k=1}^n \left(1+\frac{k}{n^2}\right)\right)\le \frac12+\frac{1}{2n} \tag 5



whereby application of the squeeze theorem to (5) gives



\bbox[5px,border:2px solid #C0A000]{\lim_{n\to \infty} \log\left(\prod_{k=1}^n \left(1+\frac{k}{n^2}\right)\right)=\frac12}



Hence, we find that



\bbox[5px,border:2px solid #C0A000]{\lim_{n\to \infty}\prod_{k=1}^n \left(1+\frac{k}{n^2}\right)=\sqrt e}




And we are done!


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