Calculate limit of Gamma function
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Show that
$$lim _{x to infty} log left( frac{ sqrt{x} Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right) = frac{1}{2} log(2),$$ where $Gamma$ is the Gamma function.
I reduced this problem to calculate the limit:
$$lim_{x to infty} frac{Bleft(frac{x}{2},frac{x}{2}right)}{Bleft(frac{x+1}{2},frac{x+1}{2}right)} = 2, $$ where $B$ is the Beta function, but I don't know if this is useful or if there is other way to calculate this limit.
Any help will be very appreciated, thanks!
limits statistical-inference gamma-function probability-limit-theorems beta-function
add a comment |
up vote
2
down vote
favorite
Show that
$$lim _{x to infty} log left( frac{ sqrt{x} Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right) = frac{1}{2} log(2),$$ where $Gamma$ is the Gamma function.
I reduced this problem to calculate the limit:
$$lim_{x to infty} frac{Bleft(frac{x}{2},frac{x}{2}right)}{Bleft(frac{x+1}{2},frac{x+1}{2}right)} = 2, $$ where $B$ is the Beta function, but I don't know if this is useful or if there is other way to calculate this limit.
Any help will be very appreciated, thanks!
limits statistical-inference gamma-function probability-limit-theorems beta-function
add a comment |
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Show that
$$lim _{x to infty} log left( frac{ sqrt{x} Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right) = frac{1}{2} log(2),$$ where $Gamma$ is the Gamma function.
I reduced this problem to calculate the limit:
$$lim_{x to infty} frac{Bleft(frac{x}{2},frac{x}{2}right)}{Bleft(frac{x+1}{2},frac{x+1}{2}right)} = 2, $$ where $B$ is the Beta function, but I don't know if this is useful or if there is other way to calculate this limit.
Any help will be very appreciated, thanks!
limits statistical-inference gamma-function probability-limit-theorems beta-function
Show that
$$lim _{x to infty} log left( frac{ sqrt{x} Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right) = frac{1}{2} log(2),$$ where $Gamma$ is the Gamma function.
I reduced this problem to calculate the limit:
$$lim_{x to infty} frac{Bleft(frac{x}{2},frac{x}{2}right)}{Bleft(frac{x+1}{2},frac{x+1}{2}right)} = 2, $$ where $B$ is the Beta function, but I don't know if this is useful or if there is other way to calculate this limit.
Any help will be very appreciated, thanks!
limits statistical-inference gamma-function probability-limit-theorems beta-function
limits statistical-inference gamma-function probability-limit-theorems beta-function
edited Nov 27 at 0:54
Larry
1,3202722
1,3202722
asked Nov 27 at 0:37
user392559
37118
37118
add a comment |
add a comment |
3 Answers
3
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$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
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newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
&bbox[10px,#ffd]{lim _{x to infty}
lnpars{root{x}Gammapars{x/2} over
Gammapars{bracks{x + 1}/2}}} =
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}Gammapars{x} over Gammapars{x + 1/2}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}bracks{x - 1}! over bracks{x - 1/2}!}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{root{2pi}bracks{x - 1}^{x - 1/2}
expo{-pars{x - 1}} over
root{2pi}bracks{x - 1/2}^{x}expo{-pars{x - 1/2}}}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{x^{x - 1/2}bracks{1 - 1/x}^{x - 1/2}
root{expo{}} over
x^{x}bracks{1 - pars{1/2}/x}^{x}}}
\[5mm] = &
{1 over 2},lnpars{2} +
underbrace{lnpars{{expo{-1}root{expo{}} overexpo{-1/2}}}}
_{ds{= 0}} = bbx{{1 over 2},lnpars{2}}approx 0.3466
end{align}
add a comment |
up vote
1
down vote
Hint
Use $$logGamma(x)=xlog x-x+frac12logfrac{2pi}x+o(1)$$ as $xtoinfty$.
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
add a comment |
up vote
1
down vote
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac 12 log(x)+log left(Gamma left(frac{x}{2}right)right)-log left(Gamma left(frac{x+1}{2}right)right)$$
Now, using Stirling approximation, as Kemono Chen commented,
$$logleft(Gamma left(tright)right)=t (log (t)-1)+frac{1}{2} left(-log left({t}right)+log (2 pi
)right)+frac{1}{12 t}+Oleft(frac{1}{t^3}right)$$ Use this formula, simplify and continue with Taylor expansion to get
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac{log (2)}{2}+frac{1}{4 x}+Oleft(frac{1}{x^3}right)$$ which shows the limit and how it is approached.
add a comment |
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
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active
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votes
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
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newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
&bbox[10px,#ffd]{lim _{x to infty}
lnpars{root{x}Gammapars{x/2} over
Gammapars{bracks{x + 1}/2}}} =
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}Gammapars{x} over Gammapars{x + 1/2}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}bracks{x - 1}! over bracks{x - 1/2}!}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{root{2pi}bracks{x - 1}^{x - 1/2}
expo{-pars{x - 1}} over
root{2pi}bracks{x - 1/2}^{x}expo{-pars{x - 1/2}}}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{x^{x - 1/2}bracks{1 - 1/x}^{x - 1/2}
root{expo{}} over
x^{x}bracks{1 - pars{1/2}/x}^{x}}}
\[5mm] = &
{1 over 2},lnpars{2} +
underbrace{lnpars{{expo{-1}root{expo{}} overexpo{-1/2}}}}
_{ds{= 0}} = bbx{{1 over 2},lnpars{2}}approx 0.3466
end{align}
add a comment |
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
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newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
&bbox[10px,#ffd]{lim _{x to infty}
lnpars{root{x}Gammapars{x/2} over
Gammapars{bracks{x + 1}/2}}} =
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}Gammapars{x} over Gammapars{x + 1/2}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}bracks{x - 1}! over bracks{x - 1/2}!}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{root{2pi}bracks{x - 1}^{x - 1/2}
expo{-pars{x - 1}} over
root{2pi}bracks{x - 1/2}^{x}expo{-pars{x - 1/2}}}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{x^{x - 1/2}bracks{1 - 1/x}^{x - 1/2}
root{expo{}} over
x^{x}bracks{1 - pars{1/2}/x}^{x}}}
\[5mm] = &
{1 over 2},lnpars{2} +
underbrace{lnpars{{expo{-1}root{expo{}} overexpo{-1/2}}}}
_{ds{= 0}} = bbx{{1 over 2},lnpars{2}}approx 0.3466
end{align}
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
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newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
&bbox[10px,#ffd]{lim _{x to infty}
lnpars{root{x}Gammapars{x/2} over
Gammapars{bracks{x + 1}/2}}} =
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}Gammapars{x} over Gammapars{x + 1/2}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}bracks{x - 1}! over bracks{x - 1/2}!}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{root{2pi}bracks{x - 1}^{x - 1/2}
expo{-pars{x - 1}} over
root{2pi}bracks{x - 1/2}^{x}expo{-pars{x - 1/2}}}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{x^{x - 1/2}bracks{1 - 1/x}^{x - 1/2}
root{expo{}} over
x^{x}bracks{1 - pars{1/2}/x}^{x}}}
\[5mm] = &
{1 over 2},lnpars{2} +
underbrace{lnpars{{expo{-1}root{expo{}} overexpo{-1/2}}}}
_{ds{= 0}} = bbx{{1 over 2},lnpars{2}}approx 0.3466
end{align}
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
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newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
&bbox[10px,#ffd]{lim _{x to infty}
lnpars{root{x}Gammapars{x/2} over
Gammapars{bracks{x + 1}/2}}} =
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}Gammapars{x} over Gammapars{x + 1/2}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x}bracks{x - 1}! over bracks{x - 1/2}!}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{root{2pi}bracks{x - 1}^{x - 1/2}
expo{-pars{x - 1}} over
root{2pi}bracks{x - 1/2}^{x}expo{-pars{x - 1/2}}}}
\[5mm] = &
{1 over 2},lnpars{2} + lim _{x to infty}
lnpars{root{x},{x^{x - 1/2}bracks{1 - 1/x}^{x - 1/2}
root{expo{}} over
x^{x}bracks{1 - pars{1/2}/x}^{x}}}
\[5mm] = &
{1 over 2},lnpars{2} +
underbrace{lnpars{{expo{-1}root{expo{}} overexpo{-1/2}}}}
_{ds{= 0}} = bbx{{1 over 2},lnpars{2}}approx 0.3466
end{align}
answered Nov 27 at 22:08
Felix Marin
66.8k7107139
66.8k7107139
add a comment |
add a comment |
up vote
1
down vote
Hint
Use $$logGamma(x)=xlog x-x+frac12logfrac{2pi}x+o(1)$$ as $xtoinfty$.
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
add a comment |
up vote
1
down vote
Hint
Use $$logGamma(x)=xlog x-x+frac12logfrac{2pi}x+o(1)$$ as $xtoinfty$.
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
add a comment |
up vote
1
down vote
up vote
1
down vote
Hint
Use $$logGamma(x)=xlog x-x+frac12logfrac{2pi}x+o(1)$$ as $xtoinfty$.
Hint
Use $$logGamma(x)=xlog x-x+frac12logfrac{2pi}x+o(1)$$ as $xtoinfty$.
answered Nov 27 at 0:53
Kemono Chen
2,125435
2,125435
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
add a comment |
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
1
1
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
I can see how to use this to calculate the limit I want, but why is this true?
– user392559
Nov 27 at 1:08
1
1
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
It is called Stirling's formula, proof can be found here.
– Kemono Chen
Nov 27 at 1:11
add a comment |
up vote
1
down vote
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac 12 log(x)+log left(Gamma left(frac{x}{2}right)right)-log left(Gamma left(frac{x+1}{2}right)right)$$
Now, using Stirling approximation, as Kemono Chen commented,
$$logleft(Gamma left(tright)right)=t (log (t)-1)+frac{1}{2} left(-log left({t}right)+log (2 pi
)right)+frac{1}{12 t}+Oleft(frac{1}{t^3}right)$$ Use this formula, simplify and continue with Taylor expansion to get
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac{log (2)}{2}+frac{1}{4 x}+Oleft(frac{1}{x^3}right)$$ which shows the limit and how it is approached.
add a comment |
up vote
1
down vote
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac 12 log(x)+log left(Gamma left(frac{x}{2}right)right)-log left(Gamma left(frac{x+1}{2}right)right)$$
Now, using Stirling approximation, as Kemono Chen commented,
$$logleft(Gamma left(tright)right)=t (log (t)-1)+frac{1}{2} left(-log left({t}right)+log (2 pi
)right)+frac{1}{12 t}+Oleft(frac{1}{t^3}right)$$ Use this formula, simplify and continue with Taylor expansion to get
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac{log (2)}{2}+frac{1}{4 x}+Oleft(frac{1}{x^3}right)$$ which shows the limit and how it is approached.
add a comment |
up vote
1
down vote
up vote
1
down vote
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac 12 log(x)+log left(Gamma left(frac{x}{2}right)right)-log left(Gamma left(frac{x+1}{2}right)right)$$
Now, using Stirling approximation, as Kemono Chen commented,
$$logleft(Gamma left(tright)right)=t (log (t)-1)+frac{1}{2} left(-log left({t}right)+log (2 pi
)right)+frac{1}{12 t}+Oleft(frac{1}{t^3}right)$$ Use this formula, simplify and continue with Taylor expansion to get
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac{log (2)}{2}+frac{1}{4 x}+Oleft(frac{1}{x^3}right)$$ which shows the limit and how it is approached.
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac 12 log(x)+log left(Gamma left(frac{x}{2}right)right)-log left(Gamma left(frac{x+1}{2}right)right)$$
Now, using Stirling approximation, as Kemono Chen commented,
$$logleft(Gamma left(tright)right)=t (log (t)-1)+frac{1}{2} left(-log left({t}right)+log (2 pi
)right)+frac{1}{12 t}+Oleft(frac{1}{t^3}right)$$ Use this formula, simplify and continue with Taylor expansion to get
$$log left( frac{ sqrt{x}, Gammaleft(frac{x}{2}right) } {Gamma left( frac{x+1}{2}right)} right)=frac{log (2)}{2}+frac{1}{4 x}+Oleft(frac{1}{x^3}right)$$ which shows the limit and how it is approached.
answered Nov 27 at 4:29
Claude Leibovici
118k1156131
118k1156131
add a comment |
add a comment |
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Required, but never shown