Lecture

Stirling's formula: Euler's integral and Gaussian integral

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In course

MATH-260(b): Discrete mathematics

Study of structures and concepts that do not require the notion of continuity. Graph theory, or study of general countable sets are some of the areas that are covered by discrete mathematics. Emphasis will be laid on structures that the students will see a ...

Description

This lecture delves into Stirling's formula, which estimates the size of n factorial for large n by involving pi and e. The proof involves Euler's integral, where pi and e unexpectedly appear in a formula about permutations. By taking logarithms and making a quadratic approximation around the maximum, the lecture demonstrates how the formula is derived. The Gaussian integral, a famous integral, is also explored, showing how it relates to Stirling's formula through polar coordinates. The lecture concludes by explaining how the main terms of Stirling's formula, n to the n e to the minus n and the square root of 2 pi n, arise from specific contributions in the integral.

Official source

Ontological neighbourhood

Mathematics

Analysis: Complex analysis

Related concepts (32)

Gaussian integral

The Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution.

Logarithm

In mathematics, the logarithm is the inverse function to exponentiation. That means that the logarithm of a number x to the base b is the exponent to which b must be raised to produce x. For example, since 1000 = 103, the logarithm base 10 of 1000 is 3, or log10 (1000) = 3. The logarithm of x to base b is denoted as logb (x), or without parentheses, logb x, or even without the explicit base, log x, when no confusion is possible, or when the base does not matter such as in big O notation.

Natural logarithm

The natural logarithm of a number is its logarithm to the base of the mathematical constant e, which is an irrational and transcendental number approximately equal to 2.718281828459. The natural logarithm of x is generally written as ln x, loge x, or sometimes, if the base e is implicit, simply log x. Parentheses are sometimes added for clarity, giving ln(x), loge(x), or log(x). This is done particularly when the argument to the logarithm is not a single symbol, so as to prevent ambiguity.

Common logarithm

In mathematics, the common logarithm is the logarithm with base 10. It is also known as the decadic logarithm and as the decimal logarithm, named after its base, or Briggsian logarithm, after Henry Briggs, an English mathematician who pioneered its use, as well as standard logarithm. Historically, it was known as logarithmus decimalis or logarithmus decadis. It is indicated by log(x), log10 (x), or sometimes Log(x) with a capital L (however, this notation is ambiguous, since it can also mean the complex natural logarithmic multi-valued function).

Factorial

In mathematics, the factorial of a non-negative integer , denoted by , is the product of all positive integers less than or equal to . The factorial of also equals the product of with the next smaller factorial: For example, The value of 0! is 1, according to the convention for an empty product. Factorials have been discovered in several ancient cultures, notably in Indian mathematics in the canonical works of Jain literature, and by Jewish mystics in the Talmudic book Sefer Yetzirah.

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