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How do we reconcile the following difference? Specifically, what prevents us from changing the order of limits here?

$$\lim_{\lambda \to \infty} \sum_{n=0}^\infty e^{-\lambda} \lambda^n/n! = \lim_{\lambda \to \infty}1 = 1$$ $$\lim_{N \to \infty} \lim_{\lambda \to \infty} \sum_{n=0}^N e^{-\lambda} \lambda^n/n! = \lim_{N \to \infty}0 = 0$$

angryavian
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1 Answers1

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The polynomial dose not converges to $e^{\lambda}$ uniformly on the whole real line, so you cannot carelessly interchanging the limit and summation.

For a thorough discussion, see this link or any general textbook on analysis.

BigbearZzz
  • 15,084