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Find $$\lim_{n\to\infty} \left(1+\frac{x^2}{n^2}\right)^n$$

I particular, I am hoping to find the above to be $1+x^kg(x/n)$ where $g(\cdot)$ is a function with uniformly bounded derivatives.

Edit: I'm trying to prove a result that would be true if $(1+x^2/n^2)^n -1 = x^kO(x/n).$

Zain Patel
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7 Answers7

4

The limit can be evaluated without appeal to the exponential function. To proceed we first note that

$$\left(1+\frac{x^2}{n^2}\right)^n\left(1-\frac{x^2}{n^2}\right)^n\le 1\tag1$$

Then, rearranging $(1)$, we obtain

$$ \left(1+\frac{x^2}{n^2}\right)^n\le \frac{1}{\left(1-\frac{x^2}{n^2}\right)^n}\tag 2$$

Using Bernoulli's Inequality on the right-hand side of $(2)$ reveals for $n>|x|$

$$1\le \left(1+\frac{x^2}{n^2}\right)^n\le\frac{1}{1-\frac{x^2}{n}}\tag3$$

whereupon applying the squeeze theorem to $(3)$ yields the coveted limit

$$\lim_{n\to \infty}\left(1+\frac{x^2}{n^2}\right)^n=1$$


Now, we can relate this to the exponential function as follows. First, in THIS ANSWER, I showed using only the limit definition of the exponential function and Bernoulli's Inequality, that the exponential function satisfies the inequality

$$ \left(1+\frac xn\right)^n\le e^x \le \frac{1}{1-x} \tag 4$$

for $-n<x<1$.

From $(4)$ we see that

$$\begin{align} \left(1+\frac{x^2}{n^2}\right)^n&=\left(\left(1+\frac{x^2}{n^2}\right)^{n^2}\right)^{1/n}\\\\ &\le e^{x^2/n}\\\\ &\le \frac{1}{1-\frac {x^2}n}\tag 5 \end{align}$$

Note that $$\frac{1}{1-\frac {x^2}n}=1+\frac{x^2}{n}+O\left(\frac{x^4}{n^2}\right)$$

Mark Viola
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  • 1
    Finally we know "who is Dr. MV". +1 – Paramanand Singh May 17 '17 at 06:20
  • I've had my contact information including my e-mail and LinkedIn profile available for a long time. I guess few bother to look. And thank you for the up vote! -Mark – Mark Viola May 17 '17 at 07:00
  • I knew your name from profile, the comment is for those who have not seen your profile (or perhaps have seen but don't remember). When you are online people mostly remember the screen name. And your screen name Dr. MV was already very famous with answers coming within minutes of posting the questions. – Paramanand Singh May 17 '17 at 07:08
  • Ah, I see now. Shall I revert to the old name then? – Mark Viola May 17 '17 at 07:11
  • No not at all! Unless you want anonymity there is no harm in using real name. – Paramanand Singh May 17 '17 at 07:13
2

If $x\in\mathbb{R}$ then $$ 0\leq \log\Big(\Big(1+\frac{x^2}{n^2}\Big)^n\Big)=n\log\Big(1+\frac{x^2}{n^2}\Big)\leq n\frac{x^2}{n^2}=\frac{x^2}{n}$$ since $\log(1+t)\leq t$ for $t\geq 0$. Hence $$ \lim_{n\to\infty}\log\Big(\Big(1+\frac{x^2}{n^2}\Big)^n\Big)=0$$ for all $x\in\mathbb{R}$, or $$ \lim_{n\to\infty}\Big(1+\frac{x^2}{n^2}\Big)^n=1$$

carmichael561
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  • Thank you for the answer. Would be possible to find out about the rate of convergence, as a function of $x/n$? – user341296 May 17 '17 at 01:41
  • Using the first inequality in my answer, $(1+\frac{x^2}{n^2})^n-1\leq e^{\frac{x^2}{n}}-1$, which you can then expand in powers of $\frac{x^2}{n}$. – carmichael561 May 17 '17 at 01:44
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Hint: $$1 \leq \left(1 + \frac{x^2}{n^2}\right)^n \leq \left(e^{x^2}\right)^{1/n}$$

Zain Patel
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$$A_n=\left(1+\frac{x^2}{n^2}\right)^n\implies \log(A_n)=n \log\left(1+\frac{x^2}{n^2}\right)$$ Now, using Taylor series for large values of $n$ $$\log\left(1+\frac{x^2}{n^2}\right)=\frac{x^2}{n^2}-\frac{x^4}{2 n^4}+O\left(\frac{1}{n^6}\right)$$ $$ \log(A_n)=\frac{x^2}{n}-\frac{x^4}{2 n^3}+O\left(\frac{1}{n^6}\right)$$ Taylor again using $$A_n=e^{\log(A_n)}=1+\frac{x^2}{n}+\frac{x^4}{2 n^2}+\frac{x^4 \left(x^2-3\right)}{6 n^3}+\frac{x^6 \left(x^2-12\right)}{24 n^4}+O\left(\frac{1}{n^5}\right)$$ For illustration purposes, let us use $x=10$ and $n=100$ $$A_{100}=\left(\frac{101}{100}\right)^{100}\approx 2.70481$$ while the above expansion would give $$\frac{1619}{600}\approx 2.69833$$

0

Hint:

It is a well-known fact that

$$\lim_{n \rightarrow \infty} (1 + \frac{1}{n})^n = e$$

See e.g. http://aleph0.clarku.edu/~djoyce/ma122/elimit.pdf

Hans Hüttel
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We know that $$e^{x^2} = \lim_{n \rightarrow \infty}\left(1+\frac{x^2}{n}\right)^n = \lim_{n \rightarrow \infty}\left(1+\frac{x^2}{n^2}\right)^{n^2}$$ So $$\lim_{n \rightarrow \infty}\left(1+\frac{x^2}{n^2}\right)^{n} = \lim_{n \rightarrow \infty}\left( \left(1+\frac{x^2}{n^2}\right)^{n^2}\right)^{\frac{1}{n}} = \lim_{n \rightarrow \infty} (e^{x^2})^{\frac{1}{n}} = 1$$

Ahmed
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0

This is a simple application of the following lemma (courtesy Thomas Andrews)

Lemma: If $a_{n} $ is a sequence of real or complex terms such that $n(a_{n} - 1)\to 0$ then $a_{n}^{n} \to 1$.

Now we just need to set $a_{n} =1+(x/n)^{2}$ and our job is done.