As above, I have a problem with evaluating
$$\lim_{n \rightarrow \infty} e^{-n-t\sqrt{n}}\cdot \left(e^{e^{\frac{t}{\sqrt{n}}}\cdot n}-1\right).$$
I checked the result in the limit calculator and it should be equal to $e^{\frac{t^2}{2}}$. I have no idea how to obtain it.
My attempt:
$ \lim_{n \rightarrow \infty} e^{-n-t\sqrt{n}}\cdot(e^{e^{\frac{t}{\sqrt{n}}}\cdot n}-1)=\lim_{n \rightarrow \infty} e^{-n-t\sqrt{n}+e^{\frac{t}{\sqrt{n}}}\cdot n}-\lim_{n \rightarrow \infty}e^{-n-t\sqrt{n}}=\lim_{n \rightarrow \infty} e^{-n-t\sqrt{n}+e^{\frac{t}{\sqrt{n}}}\cdot n}-0=?.$
Unfortunately I don't know how to proceed later, because I'm obtaining the limit of the type $0\cdot \infty$ which is of course problematic.
Thanks for help in advance.
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what is $t?,,$ – zhw. Aug 12 '20 at 19:42
2 Answers
Hint use Taylor expansion of $\displaystyle e^{\frac{t}{\sqrt{n}}}$.
$$\exp\left(\frac{t}{\sqrt{n}}\right) \approx 1 + \frac{t}{\sqrt{n}} + \frac{t^2}{2n} + O\left(\frac{t^3}{n^{3/2}}\right)$$
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As an alternative, by $\log (1+x)=\frac{t}{\sqrt{n}} \implies x=e^{\frac{t}{\sqrt{n}}}-1 \to 0$ and $n=\frac{t^2}{\log^2(1+x)}$ we obtain
$$e^{-n-t\sqrt{n}}\cdot \left(e^{e^{\frac{t}{\sqrt{n}}}\cdot n}-1\right)=e^{-\frac{t^2}{\log^2(1+x)}-\frac{t^2}{\log(1+x)}}\cdot \left(e^{\frac{t^2(1+x)}{\log^2(1+x)}}-1\right)=$$
$$=e^{\frac{xt^2}{\log^2(1+x)}-\frac{t^2}{\log(1+x)}}-e^{-\frac{t^2}{\log^2(1+x)}-\frac{t^2}{\log(1+x)}} \to e^{\frac{t^2}2}-0= e^{\frac{t^2}2} $$
indeed
$$\frac{xt^2}{\log^2(1+x)}-\frac{t^2}{\log(1+x)}=t^2\frac{x-\log(1+x)}{\log^2(1+x)}=t^2\frac{x-\log(1+x)}{x^2}\frac{x^2}{\log^2(1+x)}\to \frac{t^2}2$$
since by standard limits
$$\frac{x}{\log(1+x)}\to 1$$
and by this result
$$\frac{x-\log(1+x)}{x^2}\to \frac12$$
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