How can I calculate the next limit? $S_{n}=\frac{1}{n}\sum _{k=1}^{n} \sqrt{\frac{k}{n}}$ when "n" goes to infinity
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Hint: Riemann sum for the integral: $\int_0^1 \sqrt{x} dx \sim \frac{1}{n}\sum_{k=1}^n \sqrt{k/n}$. – Winther Oct 17 '14 at 04:53
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@IvanSGuerra, Related: http://math.stackexchange.com/questions/465075/find-lim-limits-n-to-infty-frac1n-sum-limits2n-r-1-fracr-sq – lab bhattacharjee Oct 17 '14 at 05:18
2 Answers
As alreasy answered by Winther and copper.hat, the simplest way is to use Riemann sum. From Winther's answer for the infinite sum, you would get $\frac{2}{3}$ and from copper.hat's answer, you would get for the partial sum $$\frac{2}{3} \leq S_n \leq \frac{2}{3} \left(\left(1+\frac{1}{n}\right)^{3/2}-\left(\frac{1}{n}\right)^{3/2}\right)$$ For the rhs of the last expression, an asymptotic expansion for large values of $n$ is $$\frac{2}{3}+\frac{1}{n}-\frac{2}{3} \left(\frac{1}{n}\right)^{3/2}+O\left(\left(\frac{1}{n}\right)^{2}\right)$$
I don't know how much you are familiar with harmonic numbers, so forgive me if I am off topic for your question. $$\sum _{k=1}^{n} \sqrt{\frac{k}{n}}=\sqrt{\frac{1}{n}} H_n^{\left(-\frac{1}{2}\right)}$$ and so $$S_{n}=\frac{1}{n}\sum _{k=1}^{n} \sqrt{\frac{k}{n}}=\left(\frac{1}{n}\right)^{3/2} H_n^{\left(-\frac{1}{2}\right)}$$ and an asymptotic expansion for large values of $n$ gives $$S_n=\frac{2}{3}+\frac{1}{2 n}+\left(\frac{1}{n}\right)^{3/2} \zeta \left(-\frac{1}{2}\right)+O\left(\left(\frac{1}{n}\right)^2\right)$$ (where $\zeta(-1/2) \approx -0.207886$)

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@MarkoRiedel. Thank you for the link. I did not know. Could you explain me (I still did not understand) how to find problems similar to other already answered. Thanks & cheers. – Claude Leibovici Oct 18 '14 at 03:18
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This is always quite difficult. With this one I happened to have answered a very similar question so I knew where to look among my prior posts (using the MSE search facility). – Marko Riedel Oct 18 '14 at 03:22
Let $f(x) = \sqrt{x}$ and note that $S_n = {1 \over n} \sum_{k=1}^n f({ k \over n})$. $f$ is increasing, so $\int_0^1 f(x) dx \le S_n \le \int_{1 \over n}^{1+{1 \over n}} f(x) dx$.

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