Section 1

Laplace's Method

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Problem 2.195

Let p1,p2,…,pl,a1,a2,…,alp_{1}, p_{2}, \ldots , p_{l}, a_{1}, a_{2}, \ldots , a_{l} be arbitrary positive numbers. Then

lim⁡n→∞p1a1n+p2a2n+⋯+plalnn \lim _{n \to \infty } \sqrt[n]{p_{1}a_{1}^{n} + p_{2}a_{2}^{n} + \cdots + p_{l}a_{l}^{n}}

exists and it is equal to the largest among the numbers a1,a2,…,ala_{1}, a_{2}, \ldots , a_{l}.

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Problem 2.196

Under the same hypotheses as in Problem 195

lim⁡n→∞p1a1n+1+p2a2n+1+⋯+plaln+1p1a1n+p2a2n+⋯+plaln=max⁡(a1,a2,…,al). \lim _{n \to \infty } \frac{p_{1}a_{1}^{n+1} + p_{2}a_{2}^{n+1} + \cdots + p_{l}a_{l}^{n+1}}{p_{1}a_{1}^{n} + p_{2}a_{2}^{n} + \cdots + p_{l}a_{l}^{n}} = \max (a_{1}, a_{2}, \ldots , a_{l}) .
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Problem 2.197

Let f(x)f(x) be an arbitrary polynomial whose zeros are all real and positive and for which

−f′(x)f(x)=c0+c1x+c2x2+⋯+cnxn⋯ . -\frac{f'(x)}{f(x)} = c_{0} + c_{1}x + c_{2}x^{2} + \cdots + c_{n}x^{n} \cdots .

Show that

lim⁡n→∞1cnn=lim⁡n→∞cn−1cn \lim _{n \to \infty } \frac{1}{\sqrt[n]{c_{n}}} = \lim _{n \to \infty } \frac{c_{n-1}}{c_{n}}

exists and that it is equal to the smallest zero of f(x)f(x).

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Problem 2.198

The two functions φ(x)\varphi (x) and f(x)f(x) are continuous and positive on the interval [a,b]\left[a,b\right]. Then

lim⁡n→∞∫abφ(x)[f(x)]n dxn \lim _{n \to \infty } \sqrt[n]{\int _{a}^{b} \varphi (x) \left[f(x)\right]^{n} \, dx}

exists and is equal to the maximum of f(x)f(x) on [a,b]\left[a,b\right].

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Problem 2.199

Under the same hypothesis as in Problem 198

lim⁡n→∞∫abφ(x)[f(x)]n+1 dx∫abφ(x)[f(x)]n dx=max⁡f(x). \lim _{n \to \infty } \frac{\displaystyle \int _{a}^{b} \varphi (x) \left[f(x)\right]^{n+1} \, dx}{\displaystyle \int _{a}^{b} \varphi (x) \left[f(x)\right]^{n} \, dx} = \max f(x) .
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Problem 2.200

Let kk be a positive constant and a<ξ<ba < \xi < b. Show that for a,b,ξ,ka, b, \xi , k fixed and n→∞n \to \infty

∫abe−kn(x−ξ)2 dx∼πkn. \int _{a}^{b} e^{-kn(x-\xi )^{2}} \, dx \sim \sqrt{\frac{\pi }{kn}} .
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Problem 2.201

The functions φ(x)\varphi (x), h(x)h(x) and f(x)=eh(x)f(x)=e^{h(x)} are defined on the finite or infinite interval [a,b]\left[a,b\right] and satisfy the following conditions:

(1) φ(x)[f(x)]n=φ(x)enh(x)\varphi (x)\left[f(x)\right]^{n} = \varphi (x)e^{nh(x)} is absolutely integrable over [a,b]\left[a,b\right]; n=0,1,2,…n=0,1,2,\ldots

(2) The function h(x)h(x) attains its maximum only at the point ξ\xi in (a,b)(a,b); moreover, the least upper bound of h(x)h(x) is smaller than h(ξ)h(\xi ) on any closed interval that does not contain ξ\xi; there is, furthermore, a neighbourhood of ξ\xi where h′′(x)h''(x) exists and is continuous; finally h′′(ξ)<0h''(\xi ) < 0,

(3) φ(x)\varphi (x) is continuous at x=ξx=\xi, φ(ξ)≠0\varphi (\xi ) \neq 0. Then the following asymptotic formula holds as n→∞n \to \infty

∫abφ(x)[f(x)]n dx∼φ(ξ)[f(ξ)]n+1/2−2πnf′′(ξ)=φ(ξ)enh(ξ)−2πnh′′(ξ). \int _{a}^{b} \varphi (x) \left[f(x)\right]^{n} \, dx \sim \varphi (\xi ) \left[f(\xi )\right]^{n+1/2} \sqrt{-\frac{2\pi }{nf''(\xi )}} = \varphi (\xi ) e^{nh(\xi )} \sqrt{-\frac{2\pi }{nh''(\xi )}} .
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Remark.
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We consider only a neighbourhood of ξ\xi and expand h(x)h(x) in powers of (x−ξ)(x-\xi ) up to terms of the second order.

Problem 2.202

Let nn be an integer, n→+∞n \to +\infty. Using the fact that

∫0π2sin⁡2nx dx=∫0π2cos⁡2nx dx=1⋅3⋯(2n−1)2⋅4⋯2n⋅π2, \int _{0}^{\frac{\pi }{2}} \sin ^{2n} x \, dx = \int _{0}^{\frac{\pi }{2}} \cos ^{2n} x \, dx = \frac{1 \cdot 3 \cdots (2n-1)}{2 \cdot 4 \cdots 2n} \cdot \frac{\pi }{2},

prove that

1⋅3⋯(2n−1)2⋅4⋯2n∼1nπ. \frac{1 \cdot 3 \cdots (2n-1)}{2 \cdot 4 \cdots 2n} \sim \frac{1}{\sqrt{n\pi }} .
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Problem 2.203

We assume that λ\lambda is real, λ>1\lambda > 1; Pn(x)P_{n}(x) denotes the nn-th Legendre polynomial. As n→∞n \to \infty

Pn(λ)∼12nπ(λ+λ2−1)n+1/2λ2−14. P_{n}(\lambda ) \sim \frac{1}{\sqrt{2n\pi }} \frac{(\lambda +\sqrt{\lambda ^{2}-1})^{n+1/2}}{\sqrt[4]{\lambda ^{2}-1}} .

The positive value of the roots must be used.

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Remark.
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Problem 86 of Part VI.

Problem 2.204

The Bessel function Jv(t)J_{v}(t) can be defined by Hansen's expansion

eitcos⁡x=J0(t)+2∑v=1∞ivJv(t)cos⁡vx. e^{it\cos x} = J_{0}(t) + 2\sum _{v=1}^{\infty } i^{v} J_{v}(t) \cos vx .

Derive the following asymptotic formula:

Jv(it)∼ivet2πt,t→+∞, v=0,1,2,… J_{v}(it) \sim i^{v} \frac{e^{t}}{\sqrt{2\pi t}}, \qquad t \to +\infty , \ v = 0, 1, 2, \ldots
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Problem 2.205

Show that for positive nn, n→+∞n \to +\infty,

Γ(n+1)=∫0∞e−xxn dx∼(ne)n2πn \Gamma (n+1) = \int _{0}^{\infty } e^{-x} x^{n} \, dx \sim \left(\frac{n}{e}\right)^{n} \sqrt{2\pi n}

and, more accurately,

(en)nΓ(n+1)=2πn+O(1n). \left(\frac{e}{n}\right)^{n} \Gamma (n+1) = \sqrt{2\pi n} + O\left(\frac{1}{\sqrt{n}}\right) .
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Remark.
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Problem 18 of this Part; Problem 167 of Part I.

Problem 2.206

Let kk and ll be real numbers, k>1k > 1. Prove that for n→+∞n \to +\infty

(nk+ln)∼(k−1)n2πn(kk−1)nk+l+12. \binom {nk+l}{n} \sim \frac{(k-1)^{n}}{\sqrt{2\pi n}} \left(\frac{k}{k-1}\right)^{nk+l+\frac{1}{2}} .
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Problem 2.207

Assume that α\alpha is real and that tt is positive and increases to infinity. Then

∫1∞xα(tex)xdxx∼2π tα−12et. \int _{1}^{\infty } x^{\alpha } \left(\frac{te}{x}\right)^{x} \frac{dx}{x} \sim \sqrt{2\pi } \, t^{\alpha -\frac{1}{2}} e^{t} .
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Problem 2.208

Let 0<α<10 < \alpha < 1. The following approximation is justified as τ→+0\tau \to +0:

∫0∞exp⁡(xαα−τx) dx∼2π1−α τ−α2(1−α)−1exp⁡(1−αατ−α1−α). \int _{0}^{\infty } \exp \left(\frac{x^{\alpha }}{\alpha } - \tau x\right) \, dx \sim \sqrt{\frac{2\pi }{1-\alpha }} \, \tau ^{-\frac{\alpha }{2(1-\alpha )}-1} \exp \left(\frac{1-\alpha }{\alpha } \tau ^{-\frac{\alpha }{1-\alpha }}\right) .
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Problem 2.209

Let α>0\alpha > 0. As t→∞t \to \infty we obtain

∫0∞x−αxtx dx∼2πeα t12αexp⁡(e−1αtα). \int _{0}^{\infty } x^{-\alpha x} t^{x} \, dx \sim \sqrt{\frac{2\pi }{e\alpha }} \, t^{\frac{1}{2\alpha }} \exp \left(e^{-1} \alpha t^{\alpha }\right) .
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