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The Definition of Euler's Constant, the Natural Number e 📂Analysis

The Definition of Euler's Constant, the Natural Number e

Definition1

The limit of the series below is defined as constant ee.

e:=n=01n! e: = \sum \limits_{n=0}^{\infty} \dfrac{1}{n!}

Explanation

Even if we do not know what that value is right away, it can be easily shown that the series mentioned above converges to some limit. The partial sum sns_{n}, as it is bounded and increasing, converges.

sn=1+1+12+123+1234++112n<1+1+12+122+1222+1222n1=1+1+12+122+123+12n1<1+1+1<3 \begin{align*} s_{n} &= 1 + 1 + \dfrac{1}{2} + \dfrac{1}{2 \cdot 3} + \dfrac{1}{2 \cdot 3 \cdot 4} + \cdots + \dfrac{1}{1 \cdot 2 \cdot \cdots \cdot n} \\ &< 1 + 1 + \dfrac{1}{2} + \dfrac{1}{2 \cdot 2} + \dfrac{1}{2 \cdot 2 \cdot 2} + \cdots \dfrac{1}{\underbrace{2 \cdot 2 \cdot \cdots \cdot 2}_{n-1}} \\ &= 1 + 1 + \dfrac{1}{2} + \dfrac{1}{2^{2}} + \dfrac{1}{2^{3}} + \cdots \dfrac{1}{2^{n-1}} \\ &< 1 + 1 + 1 < 3 \end{align*}

Theorem

limn(1+1n)n=e \lim _{n \to \infty} \left( 1 + \dfrac{1}{n} \right)^{n} = e

Or

limn0(1+n)1n=e \lim _{n \to 0} \left( 1 + n \right)^{\frac{1}{n}} = e


It’s fine to define it as such. In the Wade textbook2, it is defined this way.

Proof

Let’s assume

sn=k=0n1k!,tn=(1+1n)n s_{n} = \sum \limits _{k=0}^{n} \dfrac{1}{k!},\quad t_{n}=\left( 1 + \dfrac{1}{n} \right)^{n}

Binomial Theorem

(x+y)n=r=0nnCrxnynr (x+y)^{n} = \sum_{r=0}^{n} {_n C _r} x^{n} y^{n-r}

Then, by the binomial theorem, the following holds.

tn=nC01+nC11n+nC21n2+nC31n3++nCn1nn=1+n1n+nC21n2+nC31n3++nCn1nn=1+1+12!n(n1)1n2+13!n(n1)(n2)1n3++1n!n(n1)211nn=1+1+12!(11n)+13!(11n)(12n)++1n!(11n)(12n)(1n1n) \begin{align*} t_{n} &= {_{n}C_{0}} \cdot 1 + {_{n}C_{1}} \dfrac{1}{n}+ {_{n}C_{2}}\dfrac{1}{n^{2}} + {_{n}C_{3}}\dfrac{1}{n^{3}} + \cdots + {_{n}C_{n}}\dfrac{1}{n^{n}} \\ &= 1 + n \dfrac{1}{n}+ {_{n}C_{2}}\dfrac{1}{n^{2}} + {_{n}C_{3}}\dfrac{1}{n^{3}} + \cdots + {_{n}C_{n}}\dfrac{1}{n^{n}} \\ &= 1 + 1+ \dfrac{1}{2!}n(n-1)\dfrac{1}{n^{2}} + \dfrac{1}{3!}n(n-1)(n-2)\dfrac{1}{n^{3}} + \cdots + \dfrac{1}{n!}n(n-1)\cdots 2 \cdot 1\dfrac{1}{n^{n}} \\ &= 1 + 1+ \dfrac{1}{2!}\left(1-\dfrac{1}{n}\right) + \dfrac{1}{3!}\left(1-\dfrac{1}{n}\right)\left(1-\dfrac{2}{n}\right) + \cdots + \dfrac{1}{n!}\left(1-\dfrac{1}{n}\right)\left(1-\dfrac{2}{n}\right)\cdots\left(1-\dfrac{n-1}{n}\right) \end{align*}

Therefore, nN,tnsn\forall n\in \mathbb{N}, t_{n} \le s_{n} and the following equation holds.

lim supntnlim supnsn=limnsn=e \begin{equation} \limsup \limits_{n \to \infty} t_{n} \le \limsup \limits_{n \to \infty} s_{n} = \lim \limits_{n \to \infty} s_{n} = e \label{eq1} \end{equation}

Also, if nmn \ge m, then the following holds.

tn1+1+12!(11n)+13!(11n)(12n)++1m!(11n)(12n)(1m1n) t_{n} \ge 1 + 1+ \dfrac{1}{2!}\left(1-\dfrac{1}{n}\right) + \dfrac{1}{3!}\left(1-\dfrac{1}{n}\right)\left(1-\dfrac{2}{n}\right) + \cdots + \dfrac{1}{m!}\left(1-\dfrac{1}{n}\right)\left(1-\dfrac{2}{n}\right)\cdots\left(1-\dfrac{m-1}{n}\right)

Note that the RHS is not tmt_{m} but omits a few terms from the back of tnt_{n}. Now, applying liminfn to\lim \inf \limits_{n\ to \infty} for a fixed mm yields the following equation.

lim infntn1+1+12!+13!++1m! \liminf \limits_{n \to \infty} t_{n} \ge 1 + 1+ \dfrac{1}{2!} + \dfrac{1}{3!} + \cdots + \dfrac{1}{m!}

Then, taking the limit of mm \to \infty on both sides yields the following.

lim infntne \begin{equation} \liminf \limits_{n \to \infty} t_{n} \ge e \label{eq2} \end{equation}

Thus, by (eq1),(eq2)\eqref{eq1}, \eqref{eq2}, the following holds.

lim infntn=e=lim supntn    limntn=e \liminf \limits_{n \to \infty} t_{n} = e = \limsup \limits_{n \to \infty} t_{n} \implies \lim \limits_{n\to \infty} t_{n} = e

See Also


  1. Walter Rudin, Principles of Mathmatical Analysis (3rd Edition, 1976), p63-64 ↩︎

  2. William R. Wade, An Introduction to Analysis (4th Edition, 2010), p 114-115 ↩︎