Asymptotic approximation regarding the Gamma function $Gamma$.
$begingroup$
On the wikipedia page for Gamma function I saw an interesting formula
$$
lim_{nto infty} frac{Gamma(n+alpha)}{Gamma(n)n^alpha} = 1
$$
for all $alphainBbb C$. I couldn't find the source of this and searching here in MSE didn't provide the result I want.
Could anyone show me how this formula is derived?
I'm very inexperienced with properties/identities of $Gamma$ so forgive me if this question is trivial.
real-analysis number-theory special-functions gamma-function
$endgroup$
add a comment |
$begingroup$
On the wikipedia page for Gamma function I saw an interesting formula
$$
lim_{nto infty} frac{Gamma(n+alpha)}{Gamma(n)n^alpha} = 1
$$
for all $alphainBbb C$. I couldn't find the source of this and searching here in MSE didn't provide the result I want.
Could anyone show me how this formula is derived?
I'm very inexperienced with properties/identities of $Gamma$ so forgive me if this question is trivial.
real-analysis number-theory special-functions gamma-function
$endgroup$
$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
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This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40
add a comment |
$begingroup$
On the wikipedia page for Gamma function I saw an interesting formula
$$
lim_{nto infty} frac{Gamma(n+alpha)}{Gamma(n)n^alpha} = 1
$$
for all $alphainBbb C$. I couldn't find the source of this and searching here in MSE didn't provide the result I want.
Could anyone show me how this formula is derived?
I'm very inexperienced with properties/identities of $Gamma$ so forgive me if this question is trivial.
real-analysis number-theory special-functions gamma-function
$endgroup$
On the wikipedia page for Gamma function I saw an interesting formula
$$
lim_{nto infty} frac{Gamma(n+alpha)}{Gamma(n)n^alpha} = 1
$$
for all $alphainBbb C$. I couldn't find the source of this and searching here in MSE didn't provide the result I want.
Could anyone show me how this formula is derived?
I'm very inexperienced with properties/identities of $Gamma$ so forgive me if this question is trivial.
real-analysis number-theory special-functions gamma-function
real-analysis number-theory special-functions gamma-function
asked Jan 16 at 22:12
BigbearZzzBigbearZzz
8,69121652
8,69121652
$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
$begingroup$
This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40
add a comment |
$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
$begingroup$
This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40
$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
$begingroup$
This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40
$begingroup$
This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40
add a comment |
4 Answers
4
active
oldest
votes
$begingroup$
The most usual derivation of this would involve the Stirling-Laplace asymptotic for $Gamma(s)$. I'm mildly surprised that this wasn't explicitly worked out in Wiki, or some other easily accessible places on-line.
In fact, a much simpler approach obtains (a stronger version of) this asymptotic via "Watson's Lemma", which is itself easy to completely prove from simple things, going back over 100 years. In various places in the literature, the lemma is in fact called "the oft-reproven Watson's lemma". :)
The case you mention is a simple corollary of the very first example I wrote out in some notes on asymptotic expansions: http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/02d_asymptotics_of_integrals.pdf
$endgroup$
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Stirling Asymptotic:
$ds{N! sim root{2pi}, N^{N + 1/2}expo{-N}}$ as
$ds{verts{N} to infty}$.
begin{align}
left.lim_{n to infty}{Gammapars{n + alpha} over Gammapars{n}n^{alpha}},rightvert_{ alpha in mathbb{C}}
& =
lim_{n to infty}{pars{n + alpha - 1}! over
pars{n - 1}!, n^{alpha}}
\[5mm] & =
lim_{n to infty}{root{2pi}pars{n + alpha - 1}^{n + alpha - 1/2}expo{-pars{n + alpha - 1}} over
bracks{root{2pi}pars{n - 1}^{n - 1/2}expo{-pars{n - 1}}}, n^{alpha}}
\[5mm] & =
lim_{n to infty}{n^{n + alpha - 1/2},
bracks{1 + pars{alpha - 1}/n}^{n + alpha - 1/2},expo{-alpha} over
bracks{n^{n - 1/2}pars{1 - 1/n}^{n - 1/2}}, n^{alpha}}
\[5mm] & =
expo{-alpha}lim_{n to infty}
{bracks{1 + pars{alpha - 1}/n}^{n} over pars{1 - 1/n}^{n}}
\[5mm] & =
expo{-alpha},{expo{alpha - 1} over expo{-1}} = bbx{1}
end{align}
$endgroup$
add a comment |
$begingroup$
Real $boldsymbol{alpha}$
The log-convexity of the Gamma function is shown in this answer.
Suppose that $0lealphale kinmathbb{Z}$, then using the recurrence relation for $Gamma$,
$$
begin{align}
Gamma(n+alpha)
&leGamma(n)^{1-alpha/k},Gamma(n+k)^{alpha/k}\
&leGamma(n)^{1-alpha/k}left(Gamma(n),(n+k)^kright)^{alpha/k}\
&=Gamma(n),(n+k)^alphatag1
end{align}
$$
and
$$
begin{align}
Gamma(n)
&leGamma(n+alpha-k)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\[6pt]
&leleft(frac{Gamma(n+alpha)}{(n+alpha-k)^k}right)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\
&=frac{Gamma(n+alpha)}{(n+alpha-k)^alpha}tag2
end{align}
$$
Then we have
$$
left(frac{n+alpha-k}{n}right)^alpha
lefrac{Gamma(n+alpha)}{Gamma(n),n^alpha}
leleft(frac{n+k}{n}right)^alphatag3
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag4
$$
Substituting $nmapsto n-alpha$ in $(3)$, multiplying by $left(frac{n-alpha}nright)^alpha$, and taking reciprocals, we get
$$
left(frac{n-k}{n}right)^{-alpha}
gefrac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}
geleft(frac{n-alpha+k}{n}right)^{-alpha}tag5
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}=1tag6
$$
Complex $boldsymbol{alpha}$
Unfortunately, I have not found a way to make the log-convexity argument that works for $alphainmathbb{R}$ work for $alphain mathbb{C}$. About the best I can see, is to use Stirling's Approximation.
$$
Gamma(n)simsqrt{frac{2pi}n}frac{n^n}{e^n}tag7
$$
Applying $(7)$ to $Gamma(n+alpha)$ and $Gamma(n)$, we get
$$
frac{Gamma(n+alpha)}{Gamma(n),n^alpha}simsqrt{frac{n}{n+alpha}}frac{left(1+fracalpha{n}right)^{n+alpha}}{e^alpha}tag8
$$
which yields
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag9
$$
$endgroup$
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
add a comment |
$begingroup$
As said, Stirling approximation is the key.
Considering
$$y=frac{Gamma(n+a)}{Gamma(n),n^a}implies log(y)=log (Gamma (a+n))-log (Gamma (n))-a log(n)$$ use Stirling approximation
$$log (Gamma (p))=p (log (p)-1)+frac{1}{2} left(log (2 pi
)-log left({p}right)right)+frac{1}{12 p}-frac{1}{360 p^3}+Oleft(frac{1}{p^5}right)$$ Just apply it and continue with Taylor series to get
$$log(y)=frac{(a-1) a}{2 n}-frac{(a-1) a (2 a-1)}{12 n^2}+frac{(a-1)^2 a^2}{12
n^3}+Oleft(frac{1}{n^4}right)$$ Continue with Taylor
$$y=e^{log(y)}=1+frac{(a-1) a}{2 n}+frac{(a-2) (a-1) a (3 a-1)}{24 n^2}+Oleft(frac{1}{n^3}right)$$
Using it for $n=100$ and $a=5+7i$ the "exact value" would be $(0.798463+ 0.143902 ,i)$ while the above approximation would give $frac{31947}{40000}+frac{1057 }{7500}iapprox (0.798675 +0.140933 i)$.
$endgroup$
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
The most usual derivation of this would involve the Stirling-Laplace asymptotic for $Gamma(s)$. I'm mildly surprised that this wasn't explicitly worked out in Wiki, or some other easily accessible places on-line.
In fact, a much simpler approach obtains (a stronger version of) this asymptotic via "Watson's Lemma", which is itself easy to completely prove from simple things, going back over 100 years. In various places in the literature, the lemma is in fact called "the oft-reproven Watson's lemma". :)
The case you mention is a simple corollary of the very first example I wrote out in some notes on asymptotic expansions: http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/02d_asymptotics_of_integrals.pdf
$endgroup$
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
add a comment |
$begingroup$
The most usual derivation of this would involve the Stirling-Laplace asymptotic for $Gamma(s)$. I'm mildly surprised that this wasn't explicitly worked out in Wiki, or some other easily accessible places on-line.
In fact, a much simpler approach obtains (a stronger version of) this asymptotic via "Watson's Lemma", which is itself easy to completely prove from simple things, going back over 100 years. In various places in the literature, the lemma is in fact called "the oft-reproven Watson's lemma". :)
The case you mention is a simple corollary of the very first example I wrote out in some notes on asymptotic expansions: http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/02d_asymptotics_of_integrals.pdf
$endgroup$
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
add a comment |
$begingroup$
The most usual derivation of this would involve the Stirling-Laplace asymptotic for $Gamma(s)$. I'm mildly surprised that this wasn't explicitly worked out in Wiki, or some other easily accessible places on-line.
In fact, a much simpler approach obtains (a stronger version of) this asymptotic via "Watson's Lemma", which is itself easy to completely prove from simple things, going back over 100 years. In various places in the literature, the lemma is in fact called "the oft-reproven Watson's lemma". :)
The case you mention is a simple corollary of the very first example I wrote out in some notes on asymptotic expansions: http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/02d_asymptotics_of_integrals.pdf
$endgroup$
The most usual derivation of this would involve the Stirling-Laplace asymptotic for $Gamma(s)$. I'm mildly surprised that this wasn't explicitly worked out in Wiki, or some other easily accessible places on-line.
In fact, a much simpler approach obtains (a stronger version of) this asymptotic via "Watson's Lemma", which is itself easy to completely prove from simple things, going back over 100 years. In various places in the literature, the lemma is in fact called "the oft-reproven Watson's lemma". :)
The case you mention is a simple corollary of the very first example I wrote out in some notes on asymptotic expansions: http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/02d_asymptotics_of_integrals.pdf
edited Jan 16 at 23:04
answered Jan 16 at 22:51
paul garrettpaul garrett
31.9k362118
31.9k362118
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
add a comment |
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
1
1
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Thank you for you answer. By the way, your link doesn't work for me for some reason.
$endgroup$
– BigbearZzz
Jan 16 at 22:53
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
Oop, let me try to repair the link...
$endgroup$
– paul garrett
Jan 16 at 23:03
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
I think it works now... :)
$endgroup$
– paul garrett
Jan 16 at 23:04
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
$begingroup$
Now it also works perfectly for me. Thanks!
$endgroup$
– BigbearZzz
Jan 16 at 23:16
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Stirling Asymptotic:
$ds{N! sim root{2pi}, N^{N + 1/2}expo{-N}}$ as
$ds{verts{N} to infty}$.
begin{align}
left.lim_{n to infty}{Gammapars{n + alpha} over Gammapars{n}n^{alpha}},rightvert_{ alpha in mathbb{C}}
& =
lim_{n to infty}{pars{n + alpha - 1}! over
pars{n - 1}!, n^{alpha}}
\[5mm] & =
lim_{n to infty}{root{2pi}pars{n + alpha - 1}^{n + alpha - 1/2}expo{-pars{n + alpha - 1}} over
bracks{root{2pi}pars{n - 1}^{n - 1/2}expo{-pars{n - 1}}}, n^{alpha}}
\[5mm] & =
lim_{n to infty}{n^{n + alpha - 1/2},
bracks{1 + pars{alpha - 1}/n}^{n + alpha - 1/2},expo{-alpha} over
bracks{n^{n - 1/2}pars{1 - 1/n}^{n - 1/2}}, n^{alpha}}
\[5mm] & =
expo{-alpha}lim_{n to infty}
{bracks{1 + pars{alpha - 1}/n}^{n} over pars{1 - 1/n}^{n}}
\[5mm] & =
expo{-alpha},{expo{alpha - 1} over expo{-1}} = bbx{1}
end{align}
$endgroup$
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Stirling Asymptotic:
$ds{N! sim root{2pi}, N^{N + 1/2}expo{-N}}$ as
$ds{verts{N} to infty}$.
begin{align}
left.lim_{n to infty}{Gammapars{n + alpha} over Gammapars{n}n^{alpha}},rightvert_{ alpha in mathbb{C}}
& =
lim_{n to infty}{pars{n + alpha - 1}! over
pars{n - 1}!, n^{alpha}}
\[5mm] & =
lim_{n to infty}{root{2pi}pars{n + alpha - 1}^{n + alpha - 1/2}expo{-pars{n + alpha - 1}} over
bracks{root{2pi}pars{n - 1}^{n - 1/2}expo{-pars{n - 1}}}, n^{alpha}}
\[5mm] & =
lim_{n to infty}{n^{n + alpha - 1/2},
bracks{1 + pars{alpha - 1}/n}^{n + alpha - 1/2},expo{-alpha} over
bracks{n^{n - 1/2}pars{1 - 1/n}^{n - 1/2}}, n^{alpha}}
\[5mm] & =
expo{-alpha}lim_{n to infty}
{bracks{1 + pars{alpha - 1}/n}^{n} over pars{1 - 1/n}^{n}}
\[5mm] & =
expo{-alpha},{expo{alpha - 1} over expo{-1}} = bbx{1}
end{align}
$endgroup$
add a comment |
$begingroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Stirling Asymptotic:
$ds{N! sim root{2pi}, N^{N + 1/2}expo{-N}}$ as
$ds{verts{N} to infty}$.
begin{align}
left.lim_{n to infty}{Gammapars{n + alpha} over Gammapars{n}n^{alpha}},rightvert_{ alpha in mathbb{C}}
& =
lim_{n to infty}{pars{n + alpha - 1}! over
pars{n - 1}!, n^{alpha}}
\[5mm] & =
lim_{n to infty}{root{2pi}pars{n + alpha - 1}^{n + alpha - 1/2}expo{-pars{n + alpha - 1}} over
bracks{root{2pi}pars{n - 1}^{n - 1/2}expo{-pars{n - 1}}}, n^{alpha}}
\[5mm] & =
lim_{n to infty}{n^{n + alpha - 1/2},
bracks{1 + pars{alpha - 1}/n}^{n + alpha - 1/2},expo{-alpha} over
bracks{n^{n - 1/2}pars{1 - 1/n}^{n - 1/2}}, n^{alpha}}
\[5mm] & =
expo{-alpha}lim_{n to infty}
{bracks{1 + pars{alpha - 1}/n}^{n} over pars{1 - 1/n}^{n}}
\[5mm] & =
expo{-alpha},{expo{alpha - 1} over expo{-1}} = bbx{1}
end{align}
$endgroup$
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
Stirling Asymptotic:
$ds{N! sim root{2pi}, N^{N + 1/2}expo{-N}}$ as
$ds{verts{N} to infty}$.
begin{align}
left.lim_{n to infty}{Gammapars{n + alpha} over Gammapars{n}n^{alpha}},rightvert_{ alpha in mathbb{C}}
& =
lim_{n to infty}{pars{n + alpha - 1}! over
pars{n - 1}!, n^{alpha}}
\[5mm] & =
lim_{n to infty}{root{2pi}pars{n + alpha - 1}^{n + alpha - 1/2}expo{-pars{n + alpha - 1}} over
bracks{root{2pi}pars{n - 1}^{n - 1/2}expo{-pars{n - 1}}}, n^{alpha}}
\[5mm] & =
lim_{n to infty}{n^{n + alpha - 1/2},
bracks{1 + pars{alpha - 1}/n}^{n + alpha - 1/2},expo{-alpha} over
bracks{n^{n - 1/2}pars{1 - 1/n}^{n - 1/2}}, n^{alpha}}
\[5mm] & =
expo{-alpha}lim_{n to infty}
{bracks{1 + pars{alpha - 1}/n}^{n} over pars{1 - 1/n}^{n}}
\[5mm] & =
expo{-alpha},{expo{alpha - 1} over expo{-1}} = bbx{1}
end{align}
answered Jan 17 at 4:54
Felix MarinFelix Marin
67.9k7107142
67.9k7107142
add a comment |
add a comment |
$begingroup$
Real $boldsymbol{alpha}$
The log-convexity of the Gamma function is shown in this answer.
Suppose that $0lealphale kinmathbb{Z}$, then using the recurrence relation for $Gamma$,
$$
begin{align}
Gamma(n+alpha)
&leGamma(n)^{1-alpha/k},Gamma(n+k)^{alpha/k}\
&leGamma(n)^{1-alpha/k}left(Gamma(n),(n+k)^kright)^{alpha/k}\
&=Gamma(n),(n+k)^alphatag1
end{align}
$$
and
$$
begin{align}
Gamma(n)
&leGamma(n+alpha-k)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\[6pt]
&leleft(frac{Gamma(n+alpha)}{(n+alpha-k)^k}right)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\
&=frac{Gamma(n+alpha)}{(n+alpha-k)^alpha}tag2
end{align}
$$
Then we have
$$
left(frac{n+alpha-k}{n}right)^alpha
lefrac{Gamma(n+alpha)}{Gamma(n),n^alpha}
leleft(frac{n+k}{n}right)^alphatag3
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag4
$$
Substituting $nmapsto n-alpha$ in $(3)$, multiplying by $left(frac{n-alpha}nright)^alpha$, and taking reciprocals, we get
$$
left(frac{n-k}{n}right)^{-alpha}
gefrac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}
geleft(frac{n-alpha+k}{n}right)^{-alpha}tag5
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}=1tag6
$$
Complex $boldsymbol{alpha}$
Unfortunately, I have not found a way to make the log-convexity argument that works for $alphainmathbb{R}$ work for $alphain mathbb{C}$. About the best I can see, is to use Stirling's Approximation.
$$
Gamma(n)simsqrt{frac{2pi}n}frac{n^n}{e^n}tag7
$$
Applying $(7)$ to $Gamma(n+alpha)$ and $Gamma(n)$, we get
$$
frac{Gamma(n+alpha)}{Gamma(n),n^alpha}simsqrt{frac{n}{n+alpha}}frac{left(1+fracalpha{n}right)^{n+alpha}}{e^alpha}tag8
$$
which yields
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag9
$$
$endgroup$
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
add a comment |
$begingroup$
Real $boldsymbol{alpha}$
The log-convexity of the Gamma function is shown in this answer.
Suppose that $0lealphale kinmathbb{Z}$, then using the recurrence relation for $Gamma$,
$$
begin{align}
Gamma(n+alpha)
&leGamma(n)^{1-alpha/k},Gamma(n+k)^{alpha/k}\
&leGamma(n)^{1-alpha/k}left(Gamma(n),(n+k)^kright)^{alpha/k}\
&=Gamma(n),(n+k)^alphatag1
end{align}
$$
and
$$
begin{align}
Gamma(n)
&leGamma(n+alpha-k)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\[6pt]
&leleft(frac{Gamma(n+alpha)}{(n+alpha-k)^k}right)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\
&=frac{Gamma(n+alpha)}{(n+alpha-k)^alpha}tag2
end{align}
$$
Then we have
$$
left(frac{n+alpha-k}{n}right)^alpha
lefrac{Gamma(n+alpha)}{Gamma(n),n^alpha}
leleft(frac{n+k}{n}right)^alphatag3
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag4
$$
Substituting $nmapsto n-alpha$ in $(3)$, multiplying by $left(frac{n-alpha}nright)^alpha$, and taking reciprocals, we get
$$
left(frac{n-k}{n}right)^{-alpha}
gefrac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}
geleft(frac{n-alpha+k}{n}right)^{-alpha}tag5
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}=1tag6
$$
Complex $boldsymbol{alpha}$
Unfortunately, I have not found a way to make the log-convexity argument that works for $alphainmathbb{R}$ work for $alphain mathbb{C}$. About the best I can see, is to use Stirling's Approximation.
$$
Gamma(n)simsqrt{frac{2pi}n}frac{n^n}{e^n}tag7
$$
Applying $(7)$ to $Gamma(n+alpha)$ and $Gamma(n)$, we get
$$
frac{Gamma(n+alpha)}{Gamma(n),n^alpha}simsqrt{frac{n}{n+alpha}}frac{left(1+fracalpha{n}right)^{n+alpha}}{e^alpha}tag8
$$
which yields
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag9
$$
$endgroup$
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
add a comment |
$begingroup$
Real $boldsymbol{alpha}$
The log-convexity of the Gamma function is shown in this answer.
Suppose that $0lealphale kinmathbb{Z}$, then using the recurrence relation for $Gamma$,
$$
begin{align}
Gamma(n+alpha)
&leGamma(n)^{1-alpha/k},Gamma(n+k)^{alpha/k}\
&leGamma(n)^{1-alpha/k}left(Gamma(n),(n+k)^kright)^{alpha/k}\
&=Gamma(n),(n+k)^alphatag1
end{align}
$$
and
$$
begin{align}
Gamma(n)
&leGamma(n+alpha-k)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\[6pt]
&leleft(frac{Gamma(n+alpha)}{(n+alpha-k)^k}right)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\
&=frac{Gamma(n+alpha)}{(n+alpha-k)^alpha}tag2
end{align}
$$
Then we have
$$
left(frac{n+alpha-k}{n}right)^alpha
lefrac{Gamma(n+alpha)}{Gamma(n),n^alpha}
leleft(frac{n+k}{n}right)^alphatag3
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag4
$$
Substituting $nmapsto n-alpha$ in $(3)$, multiplying by $left(frac{n-alpha}nright)^alpha$, and taking reciprocals, we get
$$
left(frac{n-k}{n}right)^{-alpha}
gefrac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}
geleft(frac{n-alpha+k}{n}right)^{-alpha}tag5
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}=1tag6
$$
Complex $boldsymbol{alpha}$
Unfortunately, I have not found a way to make the log-convexity argument that works for $alphainmathbb{R}$ work for $alphain mathbb{C}$. About the best I can see, is to use Stirling's Approximation.
$$
Gamma(n)simsqrt{frac{2pi}n}frac{n^n}{e^n}tag7
$$
Applying $(7)$ to $Gamma(n+alpha)$ and $Gamma(n)$, we get
$$
frac{Gamma(n+alpha)}{Gamma(n),n^alpha}simsqrt{frac{n}{n+alpha}}frac{left(1+fracalpha{n}right)^{n+alpha}}{e^alpha}tag8
$$
which yields
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag9
$$
$endgroup$
Real $boldsymbol{alpha}$
The log-convexity of the Gamma function is shown in this answer.
Suppose that $0lealphale kinmathbb{Z}$, then using the recurrence relation for $Gamma$,
$$
begin{align}
Gamma(n+alpha)
&leGamma(n)^{1-alpha/k},Gamma(n+k)^{alpha/k}\
&leGamma(n)^{1-alpha/k}left(Gamma(n),(n+k)^kright)^{alpha/k}\
&=Gamma(n),(n+k)^alphatag1
end{align}
$$
and
$$
begin{align}
Gamma(n)
&leGamma(n+alpha-k)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\[6pt]
&leleft(frac{Gamma(n+alpha)}{(n+alpha-k)^k}right)^{alpha/k}Gamma(n+alpha)^{1-alpha/k}\
&=frac{Gamma(n+alpha)}{(n+alpha-k)^alpha}tag2
end{align}
$$
Then we have
$$
left(frac{n+alpha-k}{n}right)^alpha
lefrac{Gamma(n+alpha)}{Gamma(n),n^alpha}
leleft(frac{n+k}{n}right)^alphatag3
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag4
$$
Substituting $nmapsto n-alpha$ in $(3)$, multiplying by $left(frac{n-alpha}nright)^alpha$, and taking reciprocals, we get
$$
left(frac{n-k}{n}right)^{-alpha}
gefrac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}
geleft(frac{n-alpha+k}{n}right)^{-alpha}tag5
$$
and by the Squeeze Theorem, for $alphage0$,
$$
lim_{ntoinfty}frac{Gamma(n-alpha)}{Gamma(n),n^{-alpha}}=1tag6
$$
Complex $boldsymbol{alpha}$
Unfortunately, I have not found a way to make the log-convexity argument that works for $alphainmathbb{R}$ work for $alphain mathbb{C}$. About the best I can see, is to use Stirling's Approximation.
$$
Gamma(n)simsqrt{frac{2pi}n}frac{n^n}{e^n}tag7
$$
Applying $(7)$ to $Gamma(n+alpha)$ and $Gamma(n)$, we get
$$
frac{Gamma(n+alpha)}{Gamma(n),n^alpha}simsqrt{frac{n}{n+alpha}}frac{left(1+fracalpha{n}right)^{n+alpha}}{e^alpha}tag8
$$
which yields
$$
lim_{ntoinfty}frac{Gamma(n+alpha)}{Gamma(n),n^alpha}=1tag9
$$
edited Jan 18 at 16:17
answered Jan 17 at 5:59
robjohn♦robjohn
267k27308632
267k27308632
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
add a comment |
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
Fyi, the Bohr-Mollerup Wikipedia page proves the real case as a direct corollary.
$endgroup$
– adfriedman
Jan 18 at 2:37
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
$begingroup$
@adfriedman: that is not surprising since both are using the log-convexity of $Gamma$.
$endgroup$
– robjohn♦
Jan 18 at 4:15
add a comment |
$begingroup$
As said, Stirling approximation is the key.
Considering
$$y=frac{Gamma(n+a)}{Gamma(n),n^a}implies log(y)=log (Gamma (a+n))-log (Gamma (n))-a log(n)$$ use Stirling approximation
$$log (Gamma (p))=p (log (p)-1)+frac{1}{2} left(log (2 pi
)-log left({p}right)right)+frac{1}{12 p}-frac{1}{360 p^3}+Oleft(frac{1}{p^5}right)$$ Just apply it and continue with Taylor series to get
$$log(y)=frac{(a-1) a}{2 n}-frac{(a-1) a (2 a-1)}{12 n^2}+frac{(a-1)^2 a^2}{12
n^3}+Oleft(frac{1}{n^4}right)$$ Continue with Taylor
$$y=e^{log(y)}=1+frac{(a-1) a}{2 n}+frac{(a-2) (a-1) a (3 a-1)}{24 n^2}+Oleft(frac{1}{n^3}right)$$
Using it for $n=100$ and $a=5+7i$ the "exact value" would be $(0.798463+ 0.143902 ,i)$ while the above approximation would give $frac{31947}{40000}+frac{1057 }{7500}iapprox (0.798675 +0.140933 i)$.
$endgroup$
add a comment |
$begingroup$
As said, Stirling approximation is the key.
Considering
$$y=frac{Gamma(n+a)}{Gamma(n),n^a}implies log(y)=log (Gamma (a+n))-log (Gamma (n))-a log(n)$$ use Stirling approximation
$$log (Gamma (p))=p (log (p)-1)+frac{1}{2} left(log (2 pi
)-log left({p}right)right)+frac{1}{12 p}-frac{1}{360 p^3}+Oleft(frac{1}{p^5}right)$$ Just apply it and continue with Taylor series to get
$$log(y)=frac{(a-1) a}{2 n}-frac{(a-1) a (2 a-1)}{12 n^2}+frac{(a-1)^2 a^2}{12
n^3}+Oleft(frac{1}{n^4}right)$$ Continue with Taylor
$$y=e^{log(y)}=1+frac{(a-1) a}{2 n}+frac{(a-2) (a-1) a (3 a-1)}{24 n^2}+Oleft(frac{1}{n^3}right)$$
Using it for $n=100$ and $a=5+7i$ the "exact value" would be $(0.798463+ 0.143902 ,i)$ while the above approximation would give $frac{31947}{40000}+frac{1057 }{7500}iapprox (0.798675 +0.140933 i)$.
$endgroup$
add a comment |
$begingroup$
As said, Stirling approximation is the key.
Considering
$$y=frac{Gamma(n+a)}{Gamma(n),n^a}implies log(y)=log (Gamma (a+n))-log (Gamma (n))-a log(n)$$ use Stirling approximation
$$log (Gamma (p))=p (log (p)-1)+frac{1}{2} left(log (2 pi
)-log left({p}right)right)+frac{1}{12 p}-frac{1}{360 p^3}+Oleft(frac{1}{p^5}right)$$ Just apply it and continue with Taylor series to get
$$log(y)=frac{(a-1) a}{2 n}-frac{(a-1) a (2 a-1)}{12 n^2}+frac{(a-1)^2 a^2}{12
n^3}+Oleft(frac{1}{n^4}right)$$ Continue with Taylor
$$y=e^{log(y)}=1+frac{(a-1) a}{2 n}+frac{(a-2) (a-1) a (3 a-1)}{24 n^2}+Oleft(frac{1}{n^3}right)$$
Using it for $n=100$ and $a=5+7i$ the "exact value" would be $(0.798463+ 0.143902 ,i)$ while the above approximation would give $frac{31947}{40000}+frac{1057 }{7500}iapprox (0.798675 +0.140933 i)$.
$endgroup$
As said, Stirling approximation is the key.
Considering
$$y=frac{Gamma(n+a)}{Gamma(n),n^a}implies log(y)=log (Gamma (a+n))-log (Gamma (n))-a log(n)$$ use Stirling approximation
$$log (Gamma (p))=p (log (p)-1)+frac{1}{2} left(log (2 pi
)-log left({p}right)right)+frac{1}{12 p}-frac{1}{360 p^3}+Oleft(frac{1}{p^5}right)$$ Just apply it and continue with Taylor series to get
$$log(y)=frac{(a-1) a}{2 n}-frac{(a-1) a (2 a-1)}{12 n^2}+frac{(a-1)^2 a^2}{12
n^3}+Oleft(frac{1}{n^4}right)$$ Continue with Taylor
$$y=e^{log(y)}=1+frac{(a-1) a}{2 n}+frac{(a-2) (a-1) a (3 a-1)}{24 n^2}+Oleft(frac{1}{n^3}right)$$
Using it for $n=100$ and $a=5+7i$ the "exact value" would be $(0.798463+ 0.143902 ,i)$ while the above approximation would give $frac{31947}{40000}+frac{1057 }{7500}iapprox (0.798675 +0.140933 i)$.
answered Jan 17 at 4:36
Claude LeiboviciClaude Leibovici
121k1157133
121k1157133
add a comment |
add a comment |
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$begingroup$
Use Stirlings Approximation. It's probably on that Wikipedia page.
$endgroup$
– Brevan Ellefsen
Jan 16 at 22:46
$begingroup$
So Stirlings approximation also works in complex case? Thank you, I didn't know that before.
$endgroup$
– BigbearZzz
Jan 16 at 22:47
$begingroup$
This follows from Gautschi's Inequality, which can be proven using the log-convexity of the Gamma function.
$endgroup$
– robjohn♦
Jan 17 at 4:40