Application on the limit definition of e

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Discussion Overview

The discussion revolves around the application of the limit definition of the mathematical constant "e" in the context of a specific limit involving a sequence as n approaches infinity. Participants explore the implications of their calculations and seek clarification on the correct formulation of the limit.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant presents a limit involving the expression \((\frac{1}{1-\frac{t}{\sqrt{\frac{n}{2}}}})^{\frac{n}{2}}\) and aims to show it converges to \(e^{\sqrt{\frac{n}{2}}t} \cdot e^{\frac{t^2}{2}}\) as \(n\) approaches infinity.
  • The same participant expresses confusion over obtaining \(e^{\sqrt{\frac{n}{2}}t} \cdot e^{t^2}\) instead of the desired result, detailing their reasoning and calculations.
  • Another participant questions the presence of \(n\) on the right-hand side after taking the limit, suggesting a potential oversight in the limit process.
  • A third participant proposes a limit statement that resembles the original claim but is uncertain about its correctness, indicating a possible reformulation of the limit.
  • Further exchanges reveal that one participant acknowledges a mistake in their approach and references the moment-generating function (mgf) of the Chi-squared distribution converging to that of a normal distribution as \(n\) increases, suggesting the use of Taylor expansion as a method of analysis.

Areas of Agreement / Disagreement

Participants express differing views on the correct formulation of the limit and the steps involved in reaching the conclusion. There is no consensus on the correct approach or the final result, indicating ongoing uncertainty and exploration of the topic.

Contextual Notes

Participants highlight potential issues with their assumptions and the need for clarity in the limit definitions used. The discussion reflects a reliance on specific mathematical properties and theorems that may not be fully resolved within the thread.

fblues
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Application on the limit definition of "e"

Hi, I have known that:
(i)[itex](1+\frac{a}{n})^n=((1+\frac{a}{n})^\frac{n}{a})^a\to e^a[/itex]
(ii)[itex](1-\frac{1}{n})^n=(\frac{n-1}{n})^n=(\frac{1}{\frac{n}{n-1}})^{(n-1)+1}=(\frac{1}{1+\frac{1}{n-1}})^{(n-1)}\cdot (\frac{1}{1+\frac{1}{n-1}}) \to \frac{1}{e}\cdot 1[/itex]

With above two facts, I wanted to show [itex](\frac{1}{1-\frac{t}{\sqrt{\frac{n}{2}}}})^\frac{n}{2} \to e^{\sqrt{\frac{n}{2}}t}\cdot e^\frac{t^2}{2}[/itex] as n goes to infinity, for a fixed positive real t.

However, I am continuously getting [itex]e^{\sqrt{\frac{n}{2}}t}\cdot e^{t^2}[/itex] instead of above result and could not find the reason on the following my argument:

[itex](\frac{\sqrt{\frac{n}{2}}}{\sqrt{\frac{n}{2}}-t})^\frac{n}{2}=(\frac{(\frac{\sqrt{\frac{n}{2}}}{t}-1)+1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^\frac{n}{2}=(1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{(\frac{\sqrt{\frac{n}{2}}}{t}-1)\sqrt{\frac{n}{2}}t+\sqrt{\frac{n}{2}}t}=(1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{(\frac{\sqrt{\frac{n}{2}}}{t}-1)\sqrt{\frac{n}{2}}t}\cdot (1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{(\frac{\sqrt{\frac{n}{2}}}{t}-1)t^2+t^2}[/itex]
[itex]=(1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{(\frac{\sqrt{\frac{n}{2}}}{t}-1)\sqrt{\frac{n}{2}}t}\cdot (1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{(\frac{\sqrt{\frac{n}{2}}}{t}-1)t^2}\cdot (1+\frac{1}{\frac{\sqrt{\frac{n}{2}}}{t}-1})^{t^2} \to e^{\sqrt{\frac{n}{2}}t}\cdot e^{t^2}\cdot 1[/itex] as n goes to infinity.

It would be very appreciative if you let me know my mistake.
Thank you very much.
 
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Hi fblues. How can there be an ##n## on the right hand side, after you have taken the limit of ##n \to \infty##?
 
I think the statement that you want is something like

[tex]\lim_{n\to \infty} \left(\frac{1}{1-t/\sqrt{n/2}} \right)^{n/2} e^{-\sqrt{n/2} t} = e^{t^2/2}[/tex]

(I don't know if this is the correct statement, but is what your statement should look similar to).
 
To. CompuChip:
Thank you for letting me know. I tried to split the part that I don't know from the original problem and made a mistake during this procedure. BTW, it seems Office_Shredder knows the original one.

To. Office_Shredder:
Yes. The problem is from "the mgf of Chi_sq(n) becomes the mgf of normal(0,1) as n goes to infinity." I think the general approach is use of Taylor expansion. But, I tried to employ the limit definition of e. Do you have an idea for this?
 

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