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January 27 Information

Limit 2

Already simplified as much as I can. -- AnalysisAlgebra ( talk) 17:50, 27 January 2013 (UTC) reply

In this context, -- AnalysisAlgebra ( talk) 17:53, 27 January 2013 (UTC) reply

Have you tried using Stirling's approximation? Sławomir Biały ( talk) 18:17, 27 January 2013 (UTC) reply
Yes, I have. That gives . I don't see how that makes it any easier. -- AnalysisAlgebra ( talk) 18:20, 27 January 2013 (UTC) reply
Would it be allowed to apply Stirling for k and (n-k) as well? If you substitute k^k and (n-k)^(n-k), you get a much simpler formula it seems. But I don't know if that substitution is valid ... Ssscienccce ( talk) 01:48, 28 January 2013 (UTC) reply
The approximation is only valid for large or , but they are not all large (k is taken from 0). -- AnalysisAlgebra ( talk) 11:59, 28 January 2013 (UTC) reply
You can in fact use Stirling's formula here, for a simple reason - it's indeed inaccurate for small k and n-k, but as the summands where k or n-k are small become a vanishing part of the entire sum, so their accuracy has no effect on the result for the limit. -- Meni Rosenfeld ( talk) 14:08, 29 January 2013 (UTC) reply
Have you tried applying the binomial theorem? Sławomir Biały ( talk) 20:02, 27 January 2013 (UTC) reply
How could you use that? -- AnalysisAlgebra ( talk) 03:25, 28 January 2013 (UTC) reply

Observation, if it is helpful...     .     EdChem ( talk) 02:59, 28 January 2013 (UTC) reply

It's not clear to me that the limit exists, but numerically it looks as though it does. Using R, the values for n=1e6,2e6 and 4e6 give 1.253981, 1.253786 and 1.253648 respectively. HTH, Robinh ( talk) 08:20, 28 January 2013 (UTC) reply

continuous compounding formula derivation proof

Is this how its done or is there another simpler way?

link — Preceding unsigned comment added by Ap-uk ( talkcontribs) 23:43, 27 January 2013 (UTC) reply

That is OK but not really rigorous.


Substitute . No matter what r is as long as it's positive, as m→∞, n→∞, so you have


We can define
so
72.128.82.131 ( talk) 02:12, 28 January 2013 (UTC) reply

From Wikipedia, the free encyclopedia
Mathematics desk
< January 26 << Dec | January | Feb >> January 28 >
Welcome to the Wikipedia Mathematics Reference Desk Archives
The page you are currently viewing is an archive page. While you can leave answers for any questions shown below, please ask new questions on one of the current reference desk pages.


January 27 Information

Limit 2

Already simplified as much as I can. -- AnalysisAlgebra ( talk) 17:50, 27 January 2013 (UTC) reply

In this context, -- AnalysisAlgebra ( talk) 17:53, 27 January 2013 (UTC) reply

Have you tried using Stirling's approximation? Sławomir Biały ( talk) 18:17, 27 January 2013 (UTC) reply
Yes, I have. That gives . I don't see how that makes it any easier. -- AnalysisAlgebra ( talk) 18:20, 27 January 2013 (UTC) reply
Would it be allowed to apply Stirling for k and (n-k) as well? If you substitute k^k and (n-k)^(n-k), you get a much simpler formula it seems. But I don't know if that substitution is valid ... Ssscienccce ( talk) 01:48, 28 January 2013 (UTC) reply
The approximation is only valid for large or , but they are not all large (k is taken from 0). -- AnalysisAlgebra ( talk) 11:59, 28 January 2013 (UTC) reply
You can in fact use Stirling's formula here, for a simple reason - it's indeed inaccurate for small k and n-k, but as the summands where k or n-k are small become a vanishing part of the entire sum, so their accuracy has no effect on the result for the limit. -- Meni Rosenfeld ( talk) 14:08, 29 January 2013 (UTC) reply
Have you tried applying the binomial theorem? Sławomir Biały ( talk) 20:02, 27 January 2013 (UTC) reply
How could you use that? -- AnalysisAlgebra ( talk) 03:25, 28 January 2013 (UTC) reply

Observation, if it is helpful...     .     EdChem ( talk) 02:59, 28 January 2013 (UTC) reply

It's not clear to me that the limit exists, but numerically it looks as though it does. Using R, the values for n=1e6,2e6 and 4e6 give 1.253981, 1.253786 and 1.253648 respectively. HTH, Robinh ( talk) 08:20, 28 January 2013 (UTC) reply

continuous compounding formula derivation proof

Is this how its done or is there another simpler way?

link — Preceding unsigned comment added by Ap-uk ( talkcontribs) 23:43, 27 January 2013 (UTC) reply

That is OK but not really rigorous.


Substitute . No matter what r is as long as it's positive, as m→∞, n→∞, so you have


We can define
so
72.128.82.131 ( talk) 02:12, 28 January 2013 (UTC) reply


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