萨米大冒险全集:Stirling's Formula---斯特林(Stirling)公式

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Stirling's Formula

An important formula in applied mathematics as well as in probability is the Stirling's formula known as

 


 

where is used to indicate that the ratio of the two sides goes to 1 as n goes to . In other words, we have

 


 

or

 


 

Proof of the Stirling's Formula

First take the log of n! to get

 


 

Since the log function is increasing on the interval , we get

 


 

for . Add the above inequalities, with , we get

 


 

Though the first integral is improper, it is easy to show that in fact it is convergent. Using the antiderivative of (being ), we get

 


 

Next, set

 


 

We have

 


 

Easy algebraic manipulation gives

 


 

Using the Taylor expansion

 


 

for -1 < t < 1, we get

 


 

This implies

 


 

We recognize a geometric series. Therefore we have

 


 

From this we get
1.
the sequence is decreasing;
2.
the sequence is increasing.
This will imply that converges to a number C with

 


 

and that C > d1 - 1/12 = 1 - 1/12 = 11/12. Taking the exponential of dn, we get

 


 

The final step in the proof if to show that . This will be done via Wallis formula (and Wallis integrals). Indeed, recall the limit

 


 

Rewriting this formula, we get

 


 

Playing with the numbers, we get

 


 

Using the above formula

 


 

we get

 


 

Easy algebra gives

 


 

since we are dealing with constants, we get in fact . This completes the proof of the Stirling's formula.

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    Mohamed A. Khamsi
    Tue Dec 3 17:39:00 MST 1996