Simplifying limit with Stirling approximation

In summary: Summary:: Stirling's approximation is not exact as N approaches infinity and replacing each factorial with its Stirling approximation is not a valid approach. Ratios involving Stirling's approximation should be used instead.
  • #1
lholmes135
12
0
TL;DR Summary
Using stirling approximation to determine limit at infinity is not giving the correct answer.
I'm trying to determine why

$$ \lim_{N \rightarrow +\infty} ln( \frac {N!} {(N-n)! N^n}) = 0$$

N and n are both positive integers, and n is smaller than N. I want to use Stirling's, which becomes exact as N->inf:

$$ ln(N!) \approx Nln(N)-N $$

And take it term by term:

$$ \lim_{N \rightarrow +\infty} ln(N!) + \lim_{N \rightarrow +\infty} ln((N-n)!) + n \lim_{N \rightarrow +\infty} ln(N))$$
$$ \lim_{N \rightarrow +\infty} [Nln(N)-N] + \lim_{N \rightarrow +\infty} [(N-n)ln(N-n) - (N-n)] + n \lim_{N \rightarrow +\infty} ln(N))$$

I don't really know where to go from here. I tried using the approximation (N-n) = N:

$$ \lim_{N \rightarrow +\infty} [Nln(N)-N] + \lim_{N \rightarrow +\infty} [Nln(N) - N] + n \lim_{N \rightarrow +\infty} ln(N))$$
$$ \lim_{N \rightarrow +\infty} [Nln(N)-N + Nln(N) - N + nln(N))]$$
$$ \lim_{N \rightarrow +\infty} [(2N(ln(N)-1)+nln(N)]$$

But that limit goes to infinity.
 
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  • #2
lholmes135 said:
Summary:: Using stirling approximation to determine limit at infinity is not giving the correct answer.

I'm trying to determine why

$$ \lim_{N \rightarrow +\infty} ln( \frac {N!} {(N-n)! N^n}) = 0$$

N and n are both positive integers, and n is smaller than N. I want to use Stirling's, which becomes exact as N->inf:

$$ ln(N!) \approx Nln(N)-N $$

lholmes135 said:
And take it term by term:

$$ \lim_{N \rightarrow +\infty} ln(N!) + \lim_{N \rightarrow +\infty} ln((N-n)!) + n \lim_{N \rightarrow +\infty} ln(N))$$
In the equation above, you have two incorrect signs.
$$\ln \frac A {BC} = \ln A - \ln(BC) = = \ln A - (\ln B + \ln C) = \ln A - \ln B - \ln C$$
In your equation the 2nd and 3rd terms should be subtracted, not added.
lholmes135 said:
$$ \lim_{N \rightarrow +\infty} [Nln(N)-N] + \lim_{N \rightarrow +\infty} [(N-n)ln(N-n) - (N-n)] + n \lim_{N \rightarrow +\infty} ln(N))$$

I don't really know where to go from here. I tried using the approximation (N-n) = N:

$$ \lim_{N \rightarrow +\infty} [Nln(N)-N] + \lim_{N \rightarrow +\infty} [Nln(N) - N] + n \lim_{N \rightarrow +\infty} ln(N))$$
$$ \lim_{N \rightarrow +\infty} [Nln(N)-N + Nln(N) - N + nln(N))]$$
$$ \lim_{N \rightarrow +\infty} [(2N(ln(N)-1)+nln(N)]$$

But that limit goes to infinity.
 
  • #3
Thanks Mark, good catch. So fixing the signs and using the same N-n = N approximation we have:

$$ \lim_{N \rightarrow +\infty} {[Nln(N)-N]} - \lim_{N \rightarrow +\infty} {[(N-n)ln(N-n) - (N-n)]} - n \lim_{N \rightarrow +\infty} {ln(N)} $$
$$ \lim_{N \rightarrow +\infty} {[Nln(N)-N]} - \lim_{N \rightarrow +\infty} {[Nln(N) - N]} - n \lim_{N \rightarrow +\infty} {ln(N)} $$
$$ - n \lim_{N \rightarrow +\infty} {ln(N)} $$
$$ -\infty $$

I still can't get 0 out of this.
 
  • #4
lholmes135 said:
N and n are both positive integers, and n is smaller than N. I want to use Stirling's, which becomes exact as N->inf:
Stirlings approximation does not become "exact" as ##N \rightarrow \infty ##.

i.e ##lim_{N \rightarrow \infty} ( N \ln(N) - N - ln(N!) ) \ne 0 ##
 
  • #5
lholmes135 said:
Thanks Mark, good catch. So fixing the signs and using the same N-n = N approximation we have:

$$ \lim_{N \rightarrow +\infty} {[Nln(N)-N]} - \lim_{N \rightarrow +\infty} {[(N-n)ln(N-n) - (N-n)]} - n \lim_{N \rightarrow +\infty} {ln(N)} $$
$$ \lim_{N \rightarrow +\infty} {[Nln(N)-N]} - \lim_{N \rightarrow +\infty} {[Nln(N) - N]} - n \lim_{N \rightarrow +\infty} {ln(N)} $$
The step above isn't valid. In essence, with regard to the 1st and 2nd terms, it is saying that ##\infty - \infty = 0##, which isn't necessarily true. As a limit, the indeterminate form ##[\infty - \infty]## can result in a limiting value anywhere between negative and positive infinity.
Expanding the 2nd term, you get ##N\ln(N - n) - n\ln(N - n)##
Is it a requirement in this problem to use Stirling's approximation? Evaluating the limit would be simpler just to work with it as it is.
lholmes said:
$$ - n \lim_{N \rightarrow +\infty} {ln(N)} $$
$$ -\infty $$

I still can't get 0 out of this.
 
  • #6
Stirling's approximation is ##m!\approx \sqrt{2\pi m}(\frac{m}{e})^m## Try using it.
 
  • #7
lholmes135 said:
And take it term by term:

Proceeding that way, term by term is not valid.

Regardless of which version of Stirlings approximation you use, it isn't valid to to replace each factorial by it's Stirling approximation because, as indicated previously, if ##S(N!)## a Stirlings approximation for ##N!## the descrepancy between ##S(N!)## and ##N!## approaches ##\infty## as ##N \rightarrow\infty##

Stirlings approximation is an asymptotic approximation. So the only valid way to use it is in the form ##\lim_{N \rightarrow \infty} \frac{N!}{S(N!)} = 1## or ##\lim_{N \rightarrow \infty} \frac{S(N!}{N!} = 1##.

If you are required to use Stirlings approximation, you should look for ratios in the problem that resemble the above two fractions.
 
  • #8
I suppose I should add some context. This isn't homework. My textbook is deriving a certain formula and I'm trying to follow the derivation. At one step they say something like "and obviously we can use the Stirling formula to show that ..." and show the equation in question. Mathman has posted a better version of the Stirling formula, but the crude version my textbook uses is $$ln(N!) = Nln(N) - N $$

That said, it isn't really a requirement to use the formula. I just want to understand any derivation.

@Stephen Tashi By "exact" I more meant that $$ \lim_{n \rightarrow +\infty} {\frac {Nln(N)-N} {ln(N!)}} = 1 $$
Regardless, I think I see the point you are making that I can't replace it in the expression, and Mark's that I can't replace (N-n) with N.

Also I've been out of school for four years, and this is the first serious math problem I've worked on in that entire time. Hence why I'm doing stupid stuff like mixing up my signs.
 
  • #9
I think I have an explanation without the Stirling approximation.

$$ \lim_{n \rightarrow +\infty} { \frac {N!} {(N-n)!N^n} } $$
$$ \lim_{n \rightarrow +\infty} { \frac {N*(N-1)*...*(N-n+1)} {N*N*...*N} } $$

There are n terms in both the numerator and denominator, so this can be written as

$$ \lim_{n \rightarrow +\infty} { \frac {N} {N} * \frac {N-1} {N} * ... * \frac {N-n+1} {N} } = 1$$
$$ \lim_{n \rightarrow +\infty} { \frac {N!} {(N-n)!N^n} } = 1$$
$$ \lim_{n \rightarrow +\infty} { ln ( \frac {N!} {(N-n)!N^n} )} = 0$$

I appreciate all the help, thank you guys.
 
  • #10
Based on the original problem, all of the limits in the previous post should be as ##N \to \infty##, not as ##n \to \infty##.
 

Related to Simplifying limit with Stirling approximation

What is the Stirling approximation?

The Stirling approximation is a mathematical formula used to estimate the value of a factorial or a logarithm of a factorial. It is named after Scottish mathematician James Stirling and is commonly used in calculus and statistics.

How does the Stirling approximation work?

The Stirling approximation is based on the idea of approximating a function with a simpler function that is easier to evaluate. It involves using the gamma function, which is a continuous version of the factorial function, and applying the Laplace method to approximate the gamma function. This results in a simpler formula that can be used to approximate factorials or logarithms of factorials.

When should the Stirling approximation be used?

The Stirling approximation is most useful when dealing with large factorials, as it provides a quick and easy way to estimate their values. It is commonly used in probability and statistics, where factorials often appear in calculations.

What are the limitations of the Stirling approximation?

While the Stirling approximation is a useful tool, it is not always accurate. It is an asymptotic approximation, meaning that it becomes more accurate as the input value gets larger. However, for smaller values, it may provide a significant error. Additionally, it is only accurate up to a certain number of decimal places, so it may not be suitable for highly precise calculations.

Are there any alternatives to the Stirling approximation?

Yes, there are other methods for approximating factorials, such as the Gosper approximation and the De Moivre-Laplace approximation. These methods may be more accurate for certain values or have different areas of application. It is important to understand the strengths and limitations of each method before using them in calculations.

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