Let a and b be positive reals. Show that <munder> <mo form="prefix">lim <mrow class="MJX

Kapalci

Kapalci

Answered question

2022-06-22

Let a and b be positive reals. Show that
lim n ( a 1 n + b 1 n 2 ) n = a b

Answer & Explanation

britspears523jp

britspears523jp

Beginner2022-06-23Added 28 answers

An elementary proof. We use the Taylor series e x = 1 + x + O ( x 2 ) and the fact that lim n ( 1 + x / n ) n = e x
If a = b the identity is trivial. Without loss of generality, assume 0 < a < b. Then
( a 1 / n + b 1 / n 2 ) n = b ( 1 + ( a b ) 1 / n 2 ) n = b ( 1 + e 1 n ln a b 2 ) n = b ( 1 + 1 2 1 n ln a b + O ( 1 / n 2 ) ) n = b ( 1 + 1 n ln a b ) n + O ( 1 / n ) .
Therefore,
lim n ( a 1 / n + b 1 / n 2 ) n = lim n b ( 1 + 1 n ln a b ) n = b e ln a b = a b .
Kapalci

Kapalci

Beginner2022-06-24Added 9 answers

Another proof. Expand in a binomial series,
( a 1 / n + b 1 / n 2 ) n = 1 2 n k = 0 n ( n k ) ( a 1 / n ) k ( b 1 / n ) n k .
Use the de Moivre-Laplace theorem,
( n k ) ( 1 2 ) k ( 1 2 ) n k ( a 1 / n ) k ( b 1 / n ) n k 1 2 π σ e ( k μ ) 2 / ( 2 σ 2 ) ( a 1 / ( 2 μ ) ) k ( b 1 / ( 2 μ ) ) 2 μ k
where μ = n / 2 and σ 2 = n / 4. Change variables. Let z = ( k μ ) / σ. Therefore,
lim n ( a 1 / n + b 1 / n 2 ) n = lim n a b 1 2 π d z e z 2 / 2 ( a b ) σ z / ( 2 μ ) .
The integral can be done easily enough by completing the square. We find
1 2 π d z e z 2 / 2 ( a b ) σ z / ( 2 μ ) = exp σ 2 log 2 ( a / b ) 8 μ 2 .
But σ / μ = 1 / n . Therefore, in the limit the integral is unity. Thus,
lim n ( a 1 / n + b 1 / n 2 ) n = a b .

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