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I am looking for a simple proof of divergence for the series: $\sum_{n=1}^\infty \frac{n!e^n}{n^{n+\frac{3}{2}}}$

That's a part of the more general problem:

For what values of X is the series $\sum_{n=1}^\infty \frac{n!e^n}{n^{n+X}}$ convergent and for what values is it divergent?

I am not allowed to use Stirling's approximation in the proof.

I've already managed to prove convergence for $X>\frac{3}{2}$ and divergence for $X<\frac{3}{2}$. And now I am stuck with $X=\frac{3}{2}$ - I know the series is divergent (from Stirling approximation and WolframAlpha) but I have no idea for an elementary proof.

This question is related to my previous one about the elementary proof for the simpler case i.e.: $\sum_{n=1}^\infty \frac{n!e^n}{n^n}$ so you might be interested in checking it out: Divergent infinite series $n!e^n/n^n$ - simpler proof of divergence?

Skyfall
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  • @user "I know the series is divergent (from Stirling approximation and WolframAlpha) but I have no idea for an elementary proof." – Wojowu Jan 16 '19 at 12:21
  • The OP clearly said that the Stirling approximation is not allowed. – xbh Jan 16 '19 at 12:21
  • The proof method from the other question will be applicable once we show that $(1+1/n)^{n+1/2}$ converges to $e$ from above, i.e. is decreasing. I can't immediately see how to prove that in an elementary way. I think we can take logarithms and estimate them. – Wojowu Jan 16 '19 at 12:44
  • @Wojowu What is wrong with Stirling approximation? Why is the estimate $n!>(n/e)^n\sqrt{2\pi n}$ not allowed? – user Jan 16 '19 at 14:00
  • @user If you can provide a simple, elementary proof of that fact, I'm sure OP will welcome it. My guess is that they don't want to use facts which they don't know how to prove. – Wojowu Jan 16 '19 at 14:26
  • @Wojowu Ah. My apologies. I also confused $X > \frac{3}{2}$ with $X < \frac{3}{2}$! – mathworker21 Jan 16 '19 at 16:06

5 Answers5

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$$ n!e^n = \int_{0}^{+\infty} x^n e^{n-x}\,dx \geq \int_{n}^{+\infty} x^n e^{n-x}\,dx =\int_{0}^{+\infty}(n+x)^n e^{-x}\,dx=\\= n^{n+1}\int_{0}^{+\infty}\left[(1+x)e^{-x}\right]^n\,dx$$ so if we manage to prove that $$ \sum_{n\geq 1}\frac{1}{\sqrt{n}}\int_{0}^{+\infty}\left[(1+x)e^{-x}\right]^n\,dx $$ is unbounded we are done. We may recall that $\frac{1}{4^n}\binom{2n}{n}\leq\frac{1}{\sqrt{\pi n}}$ by Wallis product, hence the previous series is bounded below by $$\sqrt{\pi}\sum_{n\geq 1}\int_{0}^{+\infty}\frac{1}{4^n}\binom{2n}{n}\left[(1+x)e^{-x}\right]^n\,dx. $$ Since $$ \sum_{n\geq 0}\frac{1}{4^n}\binom{2n}{n}z^n = \frac{1}{\sqrt{1-z}} $$ for any $z\in(-1,1)$, the divergence of the given series is reduced to the divergence of $$ \int_{0}^{+\infty}\left[\frac{1}{\sqrt{(e^x-1-x)e^{-x}}}-1\right]\,dx$$ which is fairly straightforward by considering the Laurent expansion at the origin of the integrand function - $0$ is a simple pole with residue $\sqrt{2}$.

Truth to be told, we have just proved a weak version of Stirling's inequality.

Jack D'Aurizio
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Let $a_n=n\cdot\frac{n!e^n}{n^{n+3/2}}$. We shall prove $a_n$ has a nonzero limit, so by comparison to harmonic series the series in question diverges.

It's easy to compute $$\frac{a_n}{a_{n+1}}=\frac{1}{e}\left(1+\frac{1}{n}\right)^{n+1/2}.$$ Taking logarithm and using the Taylor expansion, we have $$\log{a_n}-\log{a_{n+1}}=-1+\left(n+\frac{1}{2}\right)\log\left(1+\frac{1}{n}\right)=-1+\left(n+\frac{1}{2}\right)\left(\frac{1}{n}-\frac{1}{2n^2}+O\left(\frac{1}{n^3}\right)\right)\\ =-1+1+\frac{1}{2n}-\frac{1}{2n}-\frac{1}{4n^2}+O\left(\frac{1}{n^2}\right)=O\left(\frac{1}{n^2}\right),$$ which means the series $$\sum_{n=1}^\infty(\log{a_n}-\log{a_{n+1}})$$ converges. Now we observe the series is telescoping, so that $$\sum_{n=1}^k(\log{a_n}-\log{a_{n+1}})=\log a_1-\log a_{k+1},$$ so $\log a_n$ has a limit, hence $a_n$ has a nonzero limit.

Wojowu
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Let $$ a_n=\frac{e^nn!}{n^{n+3/2}} $$ It suffices to show that $$ \frac{a_{n+1}}{a_n}\ge 1-\frac{1}{n}=\frac{n-1}{n} $$ since this implies in turn that $$ a_n=a_2\cdot\frac{a_3}{a_2}\frac{a_4}{a_3}\cdots \frac{a_n}{a_{n-1}}\ge a_2\cdot\frac{2}{3}\cdot\frac{3}{4}\cdots\frac{n-1}{n}=\frac{2a_2}{n} $$ But $$ \frac{a_{n+1}}{a_n}=\frac{e}{\left(1+\frac{1}{n}\right)^{n+3/2}} $$ So it suffices to show that $$ \frac{e}{\left(1+\frac{1}{n}\right)^{n+3/2}}\ge 1-\frac{1}{n} $$ or that $$ e\ge (1-x)(1+x)^{1/x+3/2} \qquad \text{for all $x\in(0,1)$} $$ or that $$ 1\ge \log (1-x)+\left(\frac32+\frac1x\right)\log(1+x)\qquad \text{for all $x\in(0,1)$}. $$ But $$ \log(1+x)=x-\frac{x^2}{2}+\frac{x^3}{3}+\cdots, \qquad \log(1-x)=x-\frac{x^2}{2}-\frac{x^3}{3}-\cdots, $$ and hence $$ \log (1-x)+\left(\frac32+\frac1x\right)\log(1+x)=\cdots=1+\sum_{n=2}^\infty\left(-\frac{1}{n}+\frac{3(-1)^{n+1}}{2n}+\frac{(-1)^n}{n+1}\right)x^n\le 1, $$ since $$ -\frac{1}{n}+\frac{3(-1)^{n+1}}{2n}+\frac{(-1)^n}{n+1}=-\frac{1}{2n(n+1)}\left(n(2+(-1)^n)+2+3(-1)^n\right)\le -\frac{n-1}{2n(n+1)}\le 0. $$

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On similar lines as demonstrated by Jack D'Aurizio it is possible to prove by even more "elementary" means: $$ n!>\left(\frac n e \right)^n\sqrt{\frac{n\pi}2}\tag{1}, $$ which suffices for the proof of divergence by comparison with harmonic series as $$ \frac{n! e^n}{n^{n+\frac32}}>\sqrt{\frac{\pi}2}\frac1n. $$

Proof of (1): $$ \begin{array}{ll} n!&=\int\limits_0^\infty x^ne^{-x}dx\stackrel{x\mapsto n+\sqrt n t} =\int\limits_{-\sqrt n}^\infty (n+\sqrt n t)^ne^{-n-\sqrt n t}\sqrt n dt\\ &=\left(\frac n e \right)^n\sqrt{n}\int\limits_{-\sqrt n}^\infty \left(1+\frac t {\sqrt n}\right)^ne^{-\sqrt n t}dt >\left(\frac n e \right)^n\sqrt{n}\int\limits_{0}^{\infty} \left(1+\frac t {\sqrt n}\right)^ne^{-\sqrt n t}dt\\ &=\left(\frac n e \right)^n\sqrt{n}\int\limits_{0}^{\infty} e^{n\log\left(1+\frac t {\sqrt n}\right)} e^{-\sqrt n t}dt >\left(\frac n e \right)^n\sqrt{n}\int\limits_{0}^{\infty} e^{n\left[\frac t {\sqrt n}-\frac12\left(\frac t {\sqrt n}\right)^2 \right]} e^{-\sqrt n t}dt\\ &=\left(\frac n e \right)^n\sqrt{n}\int\limits_{0}^{\infty} e^{-\frac{t^2}2} dt =\left(\frac n e \right)^n\sqrt\frac{n\pi}2. \end{array} $$

Note that the RHS of (1) is two times less than the Stirling expression. The reason for the underestimation is neglected "negative $t$" part of the integral, which (as well as the "positive" part) tends to $\sqrt\frac{\pi}2$ with increasing $n$.

user
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To start with, a straightforward adaptation of the proof of the integral test will show that $$\log(n!) = \sum_{k=1}^n \log(n) > \int_1^{n-1} \log x\,dx = (n-1) \log(n-1) - (n-1).$$ Similarly, $\log(n!) < n \log n - n$; so $\log(n!)$ is asymptotic to $n \log n$ as $n \to \infty$.

Now, after that first bootstrapping step, let us set $a_n := \log(n!) - n \log n$ and investigate the asymptotic behavior of $a_n$. We see that $$\Delta a_n = a_{n+1} - a_n = \log(n+1) - (n+1) \log(n+1) + n \log(n) = \\ -n \log\left(1 + \frac{1}{n}\right) = -1 + \frac{1}{2n} - O(1/n^2).$$ Therefore, $a_n \sim -n$ as $n \to \infty$, and furthermore $a_n + n \sim \frac{1}{2} \log n$ as $n \to \infty$.

Now, setting $b_n := \log(n!) - (n \log n - n + \frac{1}{2} \log n)$, we will similarly be able to show that $\Delta b_n = O(1/n^2)$, so $b_n$ is a convergent sequence. Based on this, we can conclude that $$n! = \Theta(n^{n+1/2} e^{-n}) \mathrm{~as~}n \to \infty$$ which is sufficient to show that the original series is divergent.

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    Now I see that while I was typing up this answer, Wojowu also posted an answer which is extremely similar in spirit... I'll leave it up, though, for the illustration of the bootstrapping process of determining asymptotic behavior whereas Wojowu's answer went straight to the last step. – Daniel Schepler Jan 16 '19 at 23:40