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Sunday, May 10, 2020

A quick proof of Stirling's Formula

Proposition. We have lim

Proof. Using the integral representation of the factorial, \frac{n!}{n^{n+\frac{1}{2}}e^{-n}} = \sqrt{n}e^n \int_{0}^{\infty} x^n e^{-nx} \, \mathrm{d}x. Substituting x=1+\frac{u}{\sqrt{n}} and writing x_+:=\max\{0,x\} for the positive part of x, =\int_{-\infty}^{\infty} \left(1+\frac{u}{\sqrt{n}}\right)_{+}^n e^{-\sqrt{n}u} \, \mathrm{d}u. Using basic calculus, it is easy to prove that \log(1+x) \leq x - \frac{x^2}{2(1+x_+)} holds for all x > -1. From this, we get \left(1+\frac{u}{\sqrt{n}}\right)_{+}^n e^{-\sqrt{n}u} \leq e^{-\frac{u^2}{2(1+u_+)}} holds for all n\geq 1 and for all u\in\mathbb{R}. So by the dominated convergence theorem, \lim_{n\to\infty} \frac{n!}{n^{n+\frac{1}{2}}e^{-n}} =\int_{-\infty}^{\infty} \lim_{n\to\infty} \left(1+\frac{u}{\sqrt{n}}\right)_{+}^n e^{-\sqrt{n}u} \, \mathrm{d}u =\int_{-\infty}^{\infty} e^{-\frac{u^2}{2}} \, \mathrm{d}u =\sqrt{2\pi}.