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Problem: Prove that, if a sequence ${p_n}$ satisfies $p_n > 0$ and $\lim\limits_{n \to \infty} \frac{p_{n+1}}{np_n} = p > 0 $, then $\lim\limits_{n \to \infty} \left(\sqrt[n+1]{p_{n+1}}-\sqrt[n]{p_{n}} \right) =\frac{p}{e} $.

This lemma occurs in problem B-1151 in the current Fibonacci Quarterly (August 2015) with a reference to a paper published by the University of Belgrade and not written in English.

It is used to prove things like $\lim\limits_{n \to \infty} \left(\sqrt[n+1]{(n+1)!F_{n+1}}-\sqrt[n]{n!F_{n}} \right) =\frac{\alpha}{e} $ where $\alpha =\frac{1+\sqrt{5}}{2} $.

This looks like an interesting result, so I thought that I would try to prove it. Here is my attempt.

We have $\frac{p_{n+1}}{np_n} \to p $. If this was $\frac{p_{n+1}}{(n+1)p_n} \to p $, this could be divided by $\frac{n!}{n!}$ to get $\frac{p_{n+1}/(n+1)!}{p_n/n!} \to p $. From this, setting $p_n/n! = q_n$, this would become $\frac{q_{n+1}}{q_n} \to p $, and things look hopeful.

But, since $\frac{n}{n+1} \to 1$, $p =\lim\limits_{n \to \infty}\frac{p_{n+1}}{np_n} =\lim\limits_{n \to \infty}\frac{n}{n+1} \frac{p_{n+1}}{np_n} =\lim\limits_{n \to \infty}\frac{p_{n+1}}{(n+1)p_n} $.

Proceeding as described, letting $p_n/n! =q_n $, $p =\lim\limits_{n \to \infty} \frac{q_{n+1}}{q_n} $, so $\lim\limits_{n \to \infty} \frac{q_n}{p^n} = a $ for some $a > 0$. Therefore $p_n \approx n!p^n a $.

Since $(n!)^{1/n} \to \frac{n}{e} $ and $a^{1/n} \to 1 $, $\sqrt[n]{p_{n}} \approx \sqrt[n]{n!p^n a} \to \frac{n}{e}p $ so $\sqrt[n+1]{p_{n+1}}-\sqrt[n]{p_{n}} \to \frac{n+1}{e}p- \frac{n}{e}p = \frac{p}{e} $ and we are done.

My questions are:

(1) Is my prove valid?

(2) Is there are better proof?

(3) Is there a more refined result, with more terms beyond $\frac{p}{e}$?

marty cohen
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  • The claim $(n!)^{1/n} \to n/e$ is not a precise mathematical statement. You are sending $n\to \infty$, so the right hand side must not depend on $n$. What you could write is something like $\frac{1}{n} (n!)^{1/n} \to 1/e$. The same holds for your steps using the convergence above. Also, you should probably make precise the "equation" $p_n \approx n! p^n a$ (and justify why you can apply $\sqrt[n]{\cdot}$ to both sides). – PhoemueX Sep 30 '15 at 08:19

3 Answers3

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Your argument doesn't quite work, unfortunately. From $\lim\limits_{n\to \infty} \frac{q_{n+1}}{q_n} = p$, it doesn't follow that $\lim\limits_{n\to\infty} \frac{q_n}{p^n}$ exists, or if it exists, that it is a positive real number. Consider for example $q_n = n^{\alpha}$. Then we have $\frac{q_{n+1}}{q_n} \to 1$ for all $\alpha\in \mathbb{R}$, but $q_n \to 0$ for $\alpha < 0$ and $q_n \to +\infty$ for $\alpha > 0$. For an example where the limit doesn't exist in the extended sense, consider a sequence $(q_n)$ that oscillates between say $2$ and $3$, with $\lvert q_{n+1} - q_n\rvert \to 0$. Also, from the asymptotic equality $\sqrt[n]{n!} \sim \frac{n}{e}$ alone, we cannot deduce $\sqrt[n+1]{(n+1)!} - \sqrt[n]{n!} \to \frac{1}{e}$. We need more precise information for that result.

However, from $\frac{q_{n+1}}{q_n} \to p$, it follows that $\sqrt[n]{q_n} \to p$, since for positive sequences $(a_n)$ we have the inequalities

$$\liminf_{n \to \infty} \frac{a_{n+1}}{a_n} \leqslant \liminf_{n\to\infty} \sqrt[n]{a_n} \leqslant \limsup_{n\to\infty} \sqrt[n]{a_n} \leqslant \limsup_{n\to\infty} \frac{a_{n+1}}{a_n}.$$

Let's define $(\beta_n)$ via

$$\frac{q_{n+1}}{q_n} = p\cdot e^{\beta_{n+1}}.$$

We then have

$$q_n = q_0 \cdot p^n \cdot \prod_{\nu = 1}^n e^{\beta_{\nu}}$$

and

$$\sqrt[n]{q_n} = \sqrt[n]{q_0}\cdot p \cdot \exp \Biggl(\frac{1}{n}\sum_{\nu = 1}^n \beta_{\nu} \Biggr).$$

Define $c_n = \frac{1}{n}\sum_{\nu = 1}^n \beta_{\nu}$. Our assumption $\frac{q_{n+1}}{q_n} \to p$ means that we have $\beta_n \to 0$, and hence also the Cesàro means $c_n$ converge to $0$.

By Stirling's approximation,

$$\log n! = \bigl(n+\tfrac{1}{2}\bigr)\log n - n + \log \sqrt{2\pi} + O(n^{-1}),$$

we get

$$\frac{\log n!}{n} = \log n - 1 + \frac{\log (2\pi n)}{2n} + O(n^{-2})$$

and

\begin{align} \sqrt[n]{n!} &= \frac{n}{e}\exp\biggl( \frac{\log (2\pi n)}{2n} + O(n^{-2})\biggr)\\ &= \frac{n}{e}\biggl(1 + \frac{\log (2\pi n)}{2n} + O\biggl(\frac{(\log n)^2}{n^2}\biggr)\biggr)\\ &= \frac{n}{e} + \frac{\log (2\pi n)}{2e} + O\biggl(\frac{(\log n)^2}{n}\biggr). \end{align}

Since $\sqrt[n]{q_0} = \exp \frac{\log q_0}{n} = 1 + \frac{\log q_0}{n} + O(n^{-2})$, we get

$$\sqrt[n]{n!\cdot q_0} = \frac{n}{e} + \frac{\log q_0}{e} + \frac{\log (2\pi n)}{2e} + O\biggl(\frac{(\log n)^2}{n}\biggr),\tag{1}$$

and then, with $p_n = n!\cdot q_n$, we obtain

\begin{align} \sqrt[n+1]{p_{n+1}} - \sqrt[n]{p_n} &= \sqrt[n+1]{(n+1)!\cdot q_0}\cdot p e^{c_{n+1}} - \sqrt[n]{n!\cdot q_0} \cdot p e^{c_n}\\ &= \sqrt[n+1]{(n+1)!\cdot q_0}\cdot p \bigl(e^{c_{n+1}} - e^{c_n}\bigr) + p e^{c_n}\bigl(\sqrt[n+1]{(n+1)!\cdot q_0} - \sqrt[n]{n!\cdot q_0}\bigr).\tag{$\ast$} \end{align}

Since $c_{n+1} - c_n = \frac{\beta_{n+1} - c_n}{n+1} \in o(1/n)$, we have

$$e^{c_{n+1}} - e^{c_n} = e^{c_n}\bigl(e^{c_{n+1}-c_n}-1\bigr) = e^{c_n}\biggl(\exp\biggl(\frac{\beta_{n+1} - c_n}{n+1}\biggr) - 1\biggr) \in o(1/n),$$

and with $\sqrt[n+1]{(n+1)!} \sim \frac{n+1}{e}$ it follows that the first summand in $(\ast)$ tends to $0$.

From $(1)$, we obtain

$$\sqrt[n+1]{(n+1)!\cdot q_0} - \sqrt[n]{n!\cdot q_0} = \frac{1}{e} + \frac{\log \bigl(1 + \frac{1}{n}\bigr)}{2e} + O\biggl(\frac{(\log n)^2}{n}\biggr) = \frac{1}{e} + O\biggl(\frac{(\log n)^2}{n}\biggr),$$

and since $c_n \to 0$, the second summand in $(\ast)$ tends to $\frac{p}{e}$, giving

$$\lim_{n\to \infty} \bigl(\sqrt[n+1]{p_{n+1}} - \sqrt[n]{p_n}\bigr) = \frac{p}{e}$$

for positive $p_n$ with $\frac{p_{n+1}}{np_n} \to p \in (0,+\infty)$.

Is there a more refined result, with more terms beyond $\frac{p}{e}$?

That depends on what "more terms beyond $\frac{p}{e}$" means. Of course we could keep some more terms involving $c_n$ and $c_{n+1} - c_n$ explicit. In that sense, we could have a more refined result. But without more information about $(\beta_n)$, those terms wouldn't be useful, I think, since the behaviour of these terms could be more or less arbitrary.

Anne Bauval
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Daniel Fischer
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  • mark: another prove is something like here: https://math.stackexchange.com/questions/2020153/limit-of-the-sequence-a-n-sqrtn1n1-sqrtnn. this is an old post, so i wouldn't post my ans. consider $\frac{\sqrt[n]{p_n}}{n}\cdot\frac{b_n-1}{\ln b_n}\cdot\ln b_n^n$, from $p_{n+1}/(np_n)\to p$, take logarithm then using Cesaro Stolz Theorem and Stirling formula to prove $\sqrt[n]{p_n}\sim np/\mathrm{e}$. – Larry Eppes Nov 24 '18 at 14:14
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Yet a much simpler proof, derived from @StefanSolomon 's answer to his related own post.

Let $q_n:=\frac{p_n}{n^n}.$ Since $\frac{q_{n+1}}{q_n}=\frac{p_{n+1}}{np_n}\left(1-\frac1{n+1}\right)^{n+1}\to\frac pe,$ $$\frac{\sqrt[n]{p_n}}n=\sqrt[n]{q_n}\to\frac pe$$ hence $$w_n:=\frac{p_{n+1}}{p_n\sqrt[n+1]{p_{n+1}}}\sim\frac{p_{n+1}}{np_n}\frac{n+1}{\sqrt[n+1]{p_{n+1}}}\to p\frac ep=e.$$ Now, $$\sqrt[n+1]{p_{n+1}}-\sqrt[n]{p_n}=\sqrt[n]{p_n}\left(\sqrt[n]{w_n}-1\right)\sim\frac{\sqrt[n]{p_n}}n\ln w_n\to\frac pe.$$

Anne Bauval
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In Daniel Fischer's answer, the use of Stirling approximation may be replaced by that of lalescu's limit, which is the following particular case of the theorem to prove: $$\lim_{n\to\infty}\left(\sqrt[n+1]{(n+1)!}-\sqrt[n]{n!}\right)=\frac1e.$$ For this, start at the following point of Daniel's answer: $$ \sqrt[n+1]{p_{n+1}} - \sqrt[n]{p_n} = \sqrt[n+1]{(n+1)!\,q_0}\,p \bigl(e^{c_{n+1}} - e^{c_n}\bigr) + p e^{c_n}\bigl(\sqrt[n+1]{(n+1)!\,q_0} - \sqrt[n]{n!\,q_0}\bigr)\tag{$\ast$} $$ and $e^{c_{n+1}}-e^{c_n}\in o(1/n).$

The first summand in $(*)$ tends to $0$ because $(n+1)!\le(n+1)^{n+1}.$

The parenthesis in the second summand may be decomposed: $$\begin{align}\sqrt[n+1]{(n+1)!\,q_0} - \sqrt[n]{n!\,q_0}&=\sqrt[n+1]{(n+1)!}\left(\sqrt[n+1]{q_0}-\sqrt[n]{q_0}\right)+\sqrt[n]{q_0}\left(\sqrt[n+1]{(n+1)!}-\sqrt[n]{n!}\right)\\&=O(n)\sqrt[n]{q_0}O(1/n^2)+\sqrt[n]{q_0}\left(\frac1e+o(1)\right)\\ &\to\frac1e \end{align}$$ and the end of the proof if the same as in Daniel's answer.

Anne Bauval
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