Let
<br />
x_{n} = \sqrt{1 + n \sqrt{1 + (n +1) \sqrt{1 + \ldots}}}<br />
Then, we have the backwards recursive formula:
<br />
x_{n} = \sqrt{1 + n x_{n + 1}}<br />
We want to find x_{1}. Let us see what is the limit x \equiv \lim_{n \rightarrow \infty}{x_{n}}?
If we want a finite limit, we must have:
<br />
x_{n} \sim -\frac{1}{n}, \; n \rightarrow \infty<br />
but, this is impossible since all x_{n} > 0. Therefore, the limit is infinite. Let us assume that is asymptotically a power law:
<br />
x_{n} \sim A \, n^{\alpha}, \; n \rightarrow \infty, \; \alpha > 0<br />
Then, we have:
<br />
A n^{\alpha} \sim \sqrt{1 + n A (n + 1)^{\alpha}} \sim \sqrt{A} \, n^{\frac{1 + \alpha}{2}}<br />
which means:
<br />
\alpha = \frac{1 + \alpha}{2} \Rightarrow \alpha = 1<br />
and
<br />
A = \sqrt{A} \Rightarrow A = 0 \vee A = 1<br />
So, we may conclude:
<br />
x_{n} = n (1 + y_{n}), \; y_{n} \rightarrow 0, \; n \rightarrow \infty<br />
The backwards recursive relation for y_{n} is:
<br />
n (1 + y_{n}) = \sqrt{1 + n \cdot n (1 + y_{n + 1})}<br />
<br />
y_{n} = \sqrt{1 + y_{n + 1} + \frac{1}{n}} - 1<br />
<br />
y_{n + 1} = y_{n} (2 + y_{n}) - \frac{1}{n}<br />
Define a discrete z-transform:
<br />
Y(z) \equiv \sum_{n = 1}^{\infty}{y_{n} z^{-n}}<br />
As we can see, y_{1} is the coefficient in the Laurent series of Y(z) around z = 0. According to the residue theorem:
<br />
y_{1} = \mathrm{Res}(Y(z), z = 0) = \frac{1}{2 \pi i} \, \oint_{C_{z = 0}}{Y(z) \, dz}<br />
We need to find a functional equation for Y(z) from the above (non-linear) recursive relation.