158. Very nice and difficult limits.

by Virgil Nicula, Oct 16, 2010, 3:41 PM

PP1. Let $ x_n\ ,\ n\in\mathbb N^*$ be a sequence for which $ \lim_{n\to\infty}\ \frac {x_{n+1}-x_n}{n}=l\in (0,\infty )\ .$ Prove that $ \lim_{n\to\infty}\ \left(\frac {x_{n+1}}{\sqrt[n+1]{(n+1)!}}-\frac {x_n}{\sqrt[n]{n!}}\right)=\frac {el}{2}$ .

Particular case. For $ x_n=n^2\ ,\ n\in\mathbb N^*$ obtain $ \lim_{n\to\infty}\ \left(\frac {(n+1)^2}{\sqrt[n+1]{(n+1)!}}-\frac {n^2}{\sqrt[n]{n!}}\right)=e$ (D.M. Batinetu-Giurgiu's sequence).


1. Preliminary. $\left\{\begin{array}{ccc}\ 
{\color[rgb]{0.6,0,0}\blacktriangleright} & \boxed{\ \lim_{n\to\infty}\ \frac {x_{n+1}-x_n}{(n+1)^2-n^2}=\lim_{n\to\infty}\ \frac {x_{n+1}-x_n}n\cdot\frac n{2n+1}=\frac 12\cdot l\ \stackrel{\mathrm{(ST)}}{\implies}\ \lim_{n\to\infty}\ \frac {x_n}{n^2}=\frac l2\ } \\\ \\\ 
{\color[rgb]{0.6,0,0}\blacktriangleright} & \boxed{\ \lim_{n\to\infty}\ \frac {x_{n+1}}{(n+1)^2}\cdot\left(\frac {n+1}n\right)^2\cdot\frac {n^2}{x_n}=\frac l2\cdot 1^2\cdot \frac 2l\ \implies\ \lim_{n\to\infty}\ \frac {x_{n+1}}{x_n}=1\ } \\\ \\\ 
{\color[rgb]{0.6,0,0}\blacktriangleright} & \boxed{\ \lim_{n\to\infty}\ \frac {x_n}{n^2}\cdot n^2=\frac l2\cdot \infty\ \implies\ \lim_{n\to\infty}\ x_n=\infty\ } \\\ \\\ 
{\color[rgb]{0.6,0,0}\blacktriangleright} & \boxed{\ \lim_{n\to\infty}\ \frac n{\sqrt[n]{n!}}=\lim_{n\to\infty}\ \left(1+\frac 1n\right)^n=e\ \ ;\ \ \lim_{x\to 0}\ \frac {\ln (1+x)}x=\lim_{x\to 0}\ \frac {e^x-1}x=1\ }\end{array}\right\|$ .

2. Proof of the proposed problem.

$\lim_{n\to\infty}\ \left(\frac {x_{n+1}}{\sqrt[n+1]{(n+1)!}}-\frac {x_n}{\sqrt[n]{n!}}\right)=$ $\lim_{n\to\infty}\ \frac {n+1}{\sqrt[n+1]{(n+1)!}}\cdot\frac n{\sqrt[n]{n!}}\cdot\frac n{n+1}\cdot\frac 1{n^2}\cdot\left(x_{n+1}\sqrt[n]{n!}-x_n\sqrt[n+1]{(n+1)!}\right)=$

$=e^2\cdot\lim_{n\to\infty}\ \frac {x_n}{n^2}\cdot\frac {\sqrt[n+1]{(n+1)!}}{n+1}\cdot\frac {n+1}n\cdot n\cdot\left(\frac {x_{n+1}\sqrt[n]{n!}}{x_n\sqrt[n+1]{(n+1)!}}-1\right)=$ $e\cdot\frac l2\cdot\lim_{n\to\infty}\ n(b_n-1)$ , where

$b_n=\frac {x_{n+1}\sqrt[n]{n!}}{x_n\sqrt[n+1]{(n+1)!}}$ and $\lim_{n\to\infty}\ b_n=1$ . Therefore, it remains to prove that : $\boxed{\ \lim_{n\to\infty}\ n(b_n-1)=1\ }$ . Indeed,

$\lim_{n\to\infty}\ \ln b_n=0$ and $\lim_{n\to\infty}\ n(b_n-1)=\lim_{n\to\infty}\ n\left(e^{\ln b_n}-1\right)=\lim_{n\to\infty}\ n\cdot\frac {e^{\ln b_n}-1}{\ln b_n}\cdot\ln b_n=\lim_{n\to\infty}\ n\ln b_n=$

$ =\lim_{n\to\infty}\ n\cdot\left(\ln\frac{x_{n+1}}{x_{n}}+\frac{1}{n}\ln n!-\frac {1}{n+1}\ln (n+1)!\right)\ \ (\ast) $ . On the other hand we have :

$\lim_{n\to\infty}\ n\cdot\ln\frac {x_{n+1}}{x_n}=\ln\lim_{n\to\infty}\ \left(\frac {x_{n+1}}{x_n}\right)^n=\lim_{n\to\infty}\ n\cdot\left(\frac {x_{n+1}}{x_n}-1\right)=$ $\lim_{n\to\infty}\ \frac {n^2}{x_n}\cdot\frac {x_{n+1}-x_n}{n}=\frac 2l\cdot l=2\ \ (1)$

and $\lim_{n\to\infty}\ \frac {\left[\ln (n+1)!-(n+1)\ln (n+2)\right]-\left[\ln n!-n\ln (n+1)\right]}{(n+2)-(n+1)}=$ $\lim_{n\to\infty}\ (n+1)\cdot\ln\frac {n+1}{n+2}=-1$

$\stackrel{\mathrm{(ST)}}{\implies}\ \lim_{n\to\infty}\ \frac {\ln n!-n\ln (n+1)}{n+1}$ $=-1\ \iff\ \lim_{n\to\infty}\ n\cdot\left(\frac 1n\ln n!-\frac 1{n+1}\ln (n+1)!\right)=-1\ \ \ (2)$ .

Now, returning in the chain of equalities $(\ast)$ with the relations $(1)$ & $(2)$ we obtain: $\lim_{n\to\infty}\ n(b_n-1)=1$, as desired .



PP2. Prove that : $ \lim_{n\to\infty}n^{\alpha_n}=\text{e}$ , where $ \alpha_n=\frac {\ln n!}{nH^2_n}$ and $ H_n=1+\frac 12+\ldots +\frac 1n$ .

Proof. We will use the following known inequalities : $\left\{\begin{array}{cccc} 
1\blacktriangleright & \left(\frac n{\text{e}}\right)^n\ <\ n!\ <\ n\cdot\left(\frac n{\text{e}}\right)^n\ ,\ \forall\ n\ge 7 \\\\  
2\blacktriangleright & \ln n\ <\ H_n\ <\ 1+\ln (n+1)\ ,\ \forall\ n\ge 1\end{array}\right\|$ . Thus, from $(1)$

obtain the inequality : $n\cdot\left(\ln n-1\right)\ <\ \ln n!\ <\ n\cdot\left(\ln n-1\right)+\ln n$ , which multiplied by $\frac {\ln n}{n\cdot H_n^2}$ becomes : $\boxed{\ \frac {\left(\ln n-1\right)\cdot\ln n}{H_n^2}\ <\ \frac {\ln n\cdot\ln n!}{n\cdot H_n^2}\ <\ \frac {\left[n\cdot\left(\ln n-1\right)+\ln n\right]\cdot \ln n}{n\cdot H_n^2}\ }\ ,\ \forall\ n\ge 7$ .

On the other hand, from the inequalities $(2)$ we can weaken the last chain of inequalities and finally obtain that :

$\boxed{\ \frac {\left(\ln n-1\right)\cdot \ln n }{\left[1+\ln (n+1)\right]^2}\ <\ \frac {\ln n\cdot\ln n!}{n\cdot H_n^2}\ <\ \frac {n\cdot\left(\ln n-1\right)+\ln n}{n\cdot \ln n}\ }\ \ ,\ \forall\ n\ge 7\ \ (\ast)$ .

Since $\left\{\begin{array}{lllll}
\lim\limits_{n\to\infty}\ \frac {\left(\ln n-1\right)\cdot \ln n }{\left[1+\ln (n+1)\right]^2}=\lim\limits_{n\to\infty}\ \frac {1-\frac {\ln n}n}{\left[\frac {1+\ln (n+1)}{\ln n}\right]^2}=1 \\\\\ 
\lim\limits_{n\to\infty}\ \frac {n\cdot\left(\ln n-1\right)+\ln n}{n\cdot \ln n}=\lim\limits_{n\to\infty}\ \left[1-\frac 1{\ln n}+\frac 1n\right]=1\end{array}\right\|$ $\stackrel{(\ast)}{\implies}\boxed{\ \lim_{n\to\infty}\ \frac {\ln n\cdot\ln n!}{n\cdot H_n^2}=1\ }$ .

Therefore, $\lim_{n\to\infty}\ n^{\alpha_n}=\lim_{n\to\infty}\ \text{e}^{\alpha_n\ln n}=\lim_{n\to\infty}\ \text{e}^{\frac {\ln n\cdot\ln n!}{n\cdot H_n^2}}=\text{e}$ , so we are done.



PP3. Let $0<x_{0}<1$ and $ x_{n+1}=x_n-x_{n}^2$ for $n\in \mathbb N$ . Prove that $\lim_{n\to\infty} x_n=0$ , $\lim_{n\to\infty} nx_n=1$ and find $\lim_{n\to\infty}\frac{n\left(1-nx_n\right)}{ln\ n}$ .

Proof. It is obvious that the sequence $(x_n)_{n\ge 0}$ is decreasing . By induction one can easily prove that : $x_n\in (0,1)\ ,\ \forall\ n\ge 0$ .

Thus, $x_n\to l\in [0,1]$ and by passing to limit in the recurrence relation we get : $l=l-l^2\implies l=0$ i.e. $\boxed{\ x_n\to 0\ }$ .

On the other hand, $\lim_{n\to\infty}\ \frac {(n+1)-n}{\frac 1{x_{n+1}}-\frac 1{x_n}}=\lim_{n\to\infty}\ \frac {x_n\cdot x_{n+1}}{x_n-x_{n+1}}=\lim_{n\to\infty}\ \frac {x_n\cdot (x_n-x_n^2)}{x_n^2}$ $=\lim_{n\to\infty}\ (1-x_n)=1$ .

Accordingly, by the Stolz-Cesaro theorem we obtain that : $\boxed{\ \lim_{n\to\infty}\ n\cdot x_n=1\ }$ . Hence, $L\equiv\lim_{n\to\infty}\ \frac n{\ln n}\cdot (1-nx_n)=$

$=\lim_{n\to\infty}\ \frac {nx_n}{\ln n}\cdot\left(\frac 1{x_n}-n\right)=\lim_{n\to\infty}\ \frac {\frac 1{x_n}-n}{\ln n}$ . But : $\lim_{n\to\infty}\ \frac {\left[\frac 1{x_{n+1}}-(n+1)\right]-\left[\frac 1{x_n}-n\right]}{\ln (n+1)-\ln n}=\lim_{n\to\infty}\ \frac {\frac 1{x_{n+1}}-\frac 1{x_n}-1}{\ln\left(1+\frac 1n\right)}$

$=\lim_{n\to\infty}\ n\cdot\left[\frac 1{x_n\cdot (1-x_n)}-\frac 1{x_n}-1\right]=$ $\lim_{n\to\infty}\ n\cdot \frac {1-(1-x_n)-x_n\cdot (1-x_n)}{x_n\cdot (1-x_n)}=\lim_{n\to\infty}\ \frac {n\cdot x_n}{1-x_n}=1$ . Therefore,

using again the Stolz-Cesaro theorem we obtain the required limit : $\boxed{\ L\equiv\lim_{n\to\infty}\ \frac n{\ln n}\cdot (1-nx_n)=1\ }$ .



PP4. Prove that $\lim_{n\to\infty}\ \left[\frac {\left(1+\frac 1n\right)^n}{e}\right]^n=\frac {1}{\sqrt e}$ .

Proof. $l\equiv \lim_{n\to\infty}\ \left[\frac {\left(1+\frac 1n\right)^n}{e}\right]^n=e^L$ , where $L=\frac 1e\cdot \lim_{n\to\infty}\ n\left[\left(1+\frac 1n\right)^n-e\right]\ \stackrel{(*)}{=}\ \frac 1e\cdot\left(-\frac e2\right)=-\frac 12$ . In conclusion, $l=\frac {1}{\sqrt e}$ .

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$\blacktriangleright\ (*)\ \lim_{n\to\infty}\ n\cdot\left[\left(1+\frac 1n\right)^n-\text{e}\right]=$ $\lim_{n\to\infty}\ n\text{e}\cdot\left[\frac 1{\text{e}}\left(1+\frac 1n\right)^n-1\right]=$ $\text{e}\cdot\lim_{n\to\infty}\ n\cdot\left[\text{e}^{n\ln\left(1+\frac 1n\right)-1}-1\right]=$ $\text{e}\cdot\lim_{n\to\infty}\ n\cdot\left[n\ln\left(1+\frac 1n\right)-1\right]=$

$-\text{e}\cdot\lim_{n\to\infty}\ \left[n-n^2\ln\left(1+\frac 1n\right)\right]=$ $-\text{e}\cdot\lim_{n\to\infty}\ \frac {\frac 1n-\ln\left(1+\frac 1n\right)}{\frac 1{n^2}}=$ $-e\cdot \lim_{n\to\infty}f\left(\frac 1n\right)$ , where $f(x)=\frac {x-\ln (1+x)}{x^2}$ and $\lim_{x\searrow 0}f(x)\stackrel{l'H}{=}-\text{e}\cdot\lim_{x\searrow 0}\ \frac {1-\frac 1{x+1}}{2x}=-\frac {\text{e}}2 $ .

Proof. $\lim_{x\searrow 0}\left[\frac {(1+x)^{\frac 1x}}{e}\right]^{\frac 1x}=e^l$ , where $l=\lim_{x\searrow 0}\frac 1x\cdot \left[\frac {(1+x)^{\frac 1x}}{e}-1\right]=$ $\lim_{x\searrow 0}\frac {\frac {(1+x)^{\frac 1x}}{e}-1}{\ln\frac {(1+x)^{\frac 1x}}{e} }\cdot\frac {\ln \frac {(1+x)^{\frac 1x}}{e}}{x}=$

$\lim_{x\searrow 0}\frac {\frac 1x\cdot \ln (1+x)-1}{x}=$ $\lim_{x\searrow 0}\frac {\ln (1+x)-x}{x^2}\stackrel{\mathrm {(l'H)}}{\ \ =}$ $\lim_{x\searrow 0}\frac {\frac 1{1+x}-1}{2x}\implies$ $l=-\frac 12\implies$ $\boxed{\ \lim_{x\searrow 0}\left[\frac {(1+x)^{\frac 1x}}{e}\right]^{\frac 1x}=\frac {1}{\sqrt e}\ }$ .

Remark. I"used the remarkable limits $\lim_{x\searrow 0} (1+x)^{\frac 1x}=e$ and $\lim_{x\to 1}\frac {\ln x}{x-1}=1$ .



PP5. Prove that $\lim_{n\to\infty}\ \left(\frac 1{\ln n}\cdot\sum_{1\le i<j\le n}\frac 1{ij}-\ln\sqrt{n}\right)\to\gamma$ , where $\gamma=\lim_{n\to\infty}\left(\sum_{k=1}^n\frac 1k-\ln n\right)$ .

Proof. Prove easily that $\sum_{1\le i<j\le n}\frac 1{ij}=\frac 12\cdot\left(H_{n}^{2}-A_{n}\right)$ , where $H_n=\sum_{k=1}^n \frac 1k$ and $A_n=\sum_{k=1}^n\frac {1}{k^2}$ . Using the well-known limits $H_{n}-\ln n\to\gamma$

(Euler's number) and $\sum_{k=1}^{n}\frac{1}{k^2}\to\frac{\pi^2}{6}$ obtaim that $\left(\frac 1{\ln n}\cdot\sum_{1\le i<j\le n}\frac 1{ij}-\ln\sqrt{n}\right)=$ $\frac {H^2_n-A_n-\ln^2n}{2\ln n}=\frac {(H_n-\ln n)(H_n+\ln n)-A_n}{2\ln n}\to\gamma$ .

Remark. Ascertain analogously that $\lim_{n\to\infty}\ \frac {\text{e}^{\frac 1{\ln n}\sum\limits_{1\le i<j\le n}\frac 1{ij}}}{\sqrt n}=\lim_{n\to\infty}e^{\frac 1{\ln n}\cdot\sum\limits_{1\le i<j\le n}\frac 1{ij}-\ln\sqrt{n}}=e^{\gamma}$ .



PP6. Let $a_1=1$ and $a_{n+1}=\sqrt{a_1+a_2+a_3+.....+a_n}$ , for any $n\in \mathbb N^*$ . Prove that $\lim_{n\to\infty}\frac{a_n}{n}=\frac 12$ .

Proof. The recurrence relation can be written as $a_{n+1}^2=a_n^2+a_n$ and $a_n\to\infty$ . Observe that $\lim_{n\to\infty}\ \left(\frac {a_{n+1}}{a_n}\right)^2=\lim_{n\to\infty}\ \left(1+\frac 1{a_n}\right)=1$ , so $\frac {a_{n+1}}{a_n}\to 1$ .

But $\lim_{n\to\infty}\ \frac {a_{n+1}-a_n}{(n+1)-n}=\lim_{n\to\infty}\ (a_{n+1}-a_n)=\lim_{n\to\infty}\ \frac {a_n}{a_n+a_{n+1}}=\lim_{n\to\infty}\ \frac 1{1+\frac {a_{n+1}}{a_n}}=\frac 12$ . From Stolz-Cesaro theorem obtain that : $\frac {a_n}n\to\frac 12$ .



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PP7. $\blacksquare\ \left\|\ \begin{array}{cccc}
(x_n)_{n\ge 1}\ ,\ x_n>0 & ; & \lim\limits_{n\to\infty}\, \frac {x_{n+1}}{n^2x_n}=a>0 \\ \\  
(y_n)_{n\ge 1}\ ,\ y_n>0 & ; & \lim\limits_{n\to\infty}\, \frac {y_{n+1}}{ny_n}=b>0\ \end{array}\right\|$ ${\color{white}{.}}\implies\lim_{n\to\infty}\, \left(\sqrt[n+1]{\frac {x_{n+1}}{y_{n+1}}}-\sqrt[n]{\frac {x_n}{y_n}}\ \right)=\frac a{b\cdot \text{e}}$

Remark. In particular, for $x_n=\left(n!\right)^2$ and $y_n=n!$ we obtain Traian Lalescu's sequence i.e. $\lim_{n\to\infty}\, \left(\sqrt[n+1]{(n+1)!}-\sqrt[n]{n!}\right)=\frac 1{\text{e}}$


Proof. Let us denote : $a_n=\sqrt[n]{\frac {x_n}{y_n}}$ . One can easily show, by Cauchy-d'Alembert criterion that : $\lim_{n\to\infty}\, \frac {a_n}n=\frac a{b\cdot\text{e}}$ . Moreover, we can obtain that :

$\left\{\ \begin{array}{ccc} 
\lim\limits_{n\to\infty}\, \frac {a_{n+1}}{a_n}=\lim\limits_{n\to\infty}\, \left[\frac {a_{n+1}}{n+1}\cdot\frac n{a_n}\cdot\frac {n+1}n\right]=\frac a{b\text{e}}\cdot\frac {b\text{e}}a\cdot 1=1 \\ \\ 
\lim\limits_{n\to\infty}\, \left(\frac {a_{n+1}}{a_n}\right)^n=\lim\limits_{n\to\infty}\, \left(\frac {x_{n+1}}{n^2x_n}\cdot\frac {ny_n}{y_{n+1}}\cdot n\sqrt[n]{\frac {y_n}{x_n}}\right)^{\frac n{n+1}}=\frac ab\cdot\frac {b\text{e}}a=\text{e}\ \end{array}\right\|$ . On the other hand, note that : $ \lim_{n\to\infty}\, \left(\sqrt[n+1]{\frac {x_{n+1}}{y_{n+1}}}-\sqrt[n]{\frac {x_n}{y_n}}\ \right)=$

$\lim_{n\to\infty}\, \left(a_{n+1}-a_n\right)=\lim_{n\to\infty}\, \left[a_n\cdot\left(\frac {a_{n+1}}{a_n}-1\right)\right]=$ $\lim_{n\to\infty}\ \left[\frac {a_n}n\cdot\frac {\text{e}^{\ln\left(\frac {a_{n+1}}{a_n}\right)}-1}{\ln\left(\frac {a_{n+1}}{a_n}\right)}\cdot\ln\left(\frac {a_{n+1}}{a_n}\right)^n\right]=\frac a{b\cdot\text{e}}\cdot 1\cdot\ln\text{e}=\frac a{b\cdot\text{e}}$ , as required.



PP8. Prove that $\lim_{n\to\infty}\ x_n=0$ and $\lim_{n\to\infty}\ nx_n=\frac {2a}{1-a}$ , where $x_1>0,\ x_{n+1}=\left(1+\frac{x_n}{a}\right)^a-1, 0<a<1,\ y_n=nx_n$ .

Proof. One can easily prove by induction that the sequence $(x_n)_{n\ge 1}$ has positive terms. On the other hand, by Bernoulli's inequality one gets: $x_{n+1}=\left(1+\frac {x_n}a\right)^a-1$

$\le 1+a\cdot\frac {x_n}a-1=x_n$ - note that $a\in (0,1)$ - so the given sequence it is decreasing, thus convergent and let $l\in [0,x_1)$ be its limit. By passing to limit in the recurrent

relation we obtain: $l=\left(1+\frac la\right)^a-1$ and differentiating with respect to $l$ both sides of the latter equality we now have: $1=a\cdot\left(1+\frac la\right)^{a-1}\cdot\frac 1a$ whence the desired

limit : $\boxed{\ l=\lim_{n\to\infty}\, x_n=0\ }$. For the second part of our problem let's note that the required limit, say $L$, can be written as : $L=\lim_{n\to\infty}\, \frac n{\frac 1{x_n}}$ so this is an indetermination

case $\frac {\infty}{\infty}$ - because $(x_n)_{n\ge 1}$ is monotonously decreasing and its limit is equal to $0$ then $\left(\frac 1{x_n}\right)_{n\ge 1}$ is monotonously increasing to $\frac 1{0^+}=+\infty$ . Now we need to find the

limit $J=\lim_{n\to\infty}\, \frac {(n+1)-n}{\frac 1{x_{n+1}}-\frac 1{x_n}}$ and in case this is finite then, by Stolz-Cesaro theorem, we will conclude that $L=J$ . Observe that : $J=\lim_{n\to\infty}\, \frac {x_nx_{n+1}}{x_n-x_{n+1}}=$

$\lim_{n\to\infty}\, \frac {x_n\left[\left(1+\frac {x_n}a\right)^a-1\right]}{x_n-\left(1+\frac {x_n}a\right)^a+1}=$

$\lim_{n\to\infty}\left[ \frac {\left( 1+\frac {x_n}a\right )^{a-1}}{\frac {x_n}a\cdot\frac {x_n^2}a\cdot\frac 1{1+x_n}-\left(1+\frac {x_n}a\right)^a} \right]=$ $\lim_{n\to\infty}\, \frac {x_n^2}{1+x_n-\left(1+\frac {x_n}a\right)^a}$ . But

$\lim_{x\to 0}\, \frac {x^2}{1+x-\left(1+\frac xa\right)^a}\stackrel{\text{l'H}}{=}$ $\lim_{x\to 0}\, \frac {2x}{1-a\cdot\left(1+\frac xa\right)^{a-1}\cdot\frac 1a}=$ $2\lim_{x\to 0}\, \frac x{1-\left(1+\frac xa\right)^{a-1}}\stackrel{\text{l'H}}{=}$ $2\lim_{x\to 0}\, \frac 1{\left(1-a\right)\cdot\left(1+\frac xa\right)^{a-2}\cdot\frac 1a}=$ $\frac {2a}{1-a}$ so

$J=\lim_{n\to\infty}\, \frac {x_n^2}{1+x_n-\left(1+\frac {x_n}a\right)^a}=$ $\frac {2a}{1-a}$ and accordingly $\boxed{\ L=\lim_{n\to\infty}\, nx_n=\frac {2a}{1-a}\ }$ .




PP9. Is well-known that $\lim_{n\to\infty}F_n=e$ , where $F_n=\sum_{k=0}^n\frac {1}{k!}$ . Prove that $\lim_{n\to\infty}\left(1+e-F_n\right)^{n!}=1$ and $\lim_{n\to\infty}\left(1+e-F_n\right)^{(n+1)!}=e$ .

Proof. $\blacktriangleright$ $L_1\equiv\lim_{n\to\infty}\left(1+e-F_n\right)^{n!}=e^{l_1}$ , where $l_1=\lim_{n\to\infty}n!\cdot\left(e-F_n\right)=$ $\lim_{n\to\infty}\frac {e-F_n}{\frac {1}{n!}}\stackrel{(ST)}{=}$ $\lim_{n\to\infty}\frac {F_n-F_{n+1}}{\frac{1}{(n+1)!}-\frac {1}{n!}}=$

$\lim_{n\to\infty}\frac {-\frac {1}{(n+1)!}}{-\frac {n}{(n+1)!}}=0\implies \boxed{L_1=1}$ . $\blacktriangleright$ $L_2\equiv\lim_{n\to\infty}\left(1+e-F_n\right)^{(n+1)!}=e^{l_1}$ , where $l_1=\lim_{n\to\infty}(n+1)!\cdot\left(e-F_n\right)=$

$\lim_{n\to\infty}\frac {e-F_n}{\frac {1}{(n+1)!}}\stackrel{(ST)}{=}$ $\lim_{n\to\infty}\frac {F_n-F_{n+1}}{\frac{1}{(n+2)!}-\frac {1}{(n+1!}}=$ $\lim_{n\to\infty}\frac {-\frac {1}{(n+1)!}}{-\frac {(n+1)}{(n+2)!}}=1\implies \boxed{L_2=e}$ .



PP10. Prove that $\lim_{n\to\infty} a_n=-\frac 14$ , where $a_n=n^2\cdot\left(\sqrt {1+\frac 1n}+\sqrt {1-\frac 1n}-2\right)$ for $n\in\mathbb N^*$ .

Proof. $\frac {a_n}{n^2}=$ $\left(\sqrt {1+\frac 1n}-1\right)-\left(1-\sqrt{1-\frac 1n}\right)=$ $\frac {\frac 1n}{1+\sqrt{1+\frac 1n}}-$ $\frac {\frac 1n}{1+\sqrt{1-\frac 1n}}=$ $\frac 1n\cdot\frac {\sqrt{1-\frac 1n}-\sqrt{1+\frac 1n}}{\left(1+\sqrt {1+\frac 1n}\right)\left(1+\sqrt{1-\frac 1n}\right)}=-\frac {2b_n}{n^2}$ ,

where $b_n=\frac 1{\left(1+\sqrt {1+\frac 1n}\right)\left(1+\sqrt{1-\frac 1n}\right)}\cdot\frac {1}{\sqrt{1+\frac 1n}+\sqrt{1-\frac 1n}}$ and $\lim_{n\to\infty}b_n=\frac 18$ . In conclusion, $a_n=-2b_n$ and $\lim_{n\to\infty}a_n=-\frac 14$ .



PP11. Prove that $\lim_{n\to\infty}\sqrt [n]{\frac {C_{3n}^n}{C_{2n}^n}}=$ $\frac {27}{16}$ . In general, $\{p,q\}\subset\mathbb N\ ,\ \ p>q\ge 2\ \implies\ \lim_{n\to\infty}\ \sqrt [n]{\frac {C_{pn}^n}{C_{qn}^n}}=\frac {p^p(q-1)^{q-1}}{q^q(p-1)^{p-1}}$ .

Proof. $a_n=\sqrt [n]{x_n}$ , $x_n=\frac {C_{3n}^n}{C_{2n}^n}\implies$ $\frac {x_{n+1}}{x_n}=\frac {C_{3n+3}^{n+1}}{C_{2n+2}^{n+1}}\cdot\frac {C_{2n}^n}{C_{3n}^n}\implies$ $\frac {(3n+3)!}{(n+1)!(2n+2)!}\cdot \frac {(n+1)!(n+1)!}{(2n+2)!}\cdot \frac {(2n)!}{n!n!}\cdot\frac {n!(2n)!}{(3n)!}$

$\implies$ $\frac {x_{n+1}}{x_n}=\frac {3(3n+1)(3n+2)}{4(2n+1)^2}\rightarrow \frac {27}{16}$ . Since $\frac {x_{n+1}}{x_n}\rightarrow \frac {27}{16}$ , from an well-known property obtain that and $\boxed{a_n=\sqrt [n]{x_n}\rightarrow \frac {27}{16}}$ .


PP12. Find $\lim_{n\to\infty} n^{b-a}\cdot\sqrt[n]{\frac{(an)!}{(bn)!}}$ , where $\{a,b\}\subset\mathrm N^*$ .

Proof. If $a_n=\sqrt[n]{b_n}$ , where $b_n=\frac {n^{n(b-a)}\cdot (an)!}{(bn)!}$ , then $\frac {b_{n+1}}{b_n}=$ $\frac {(an+1)(an+2)\ldots (an+a)}{(bn+1)(bn+2)\ldots (bn+b)}\cdot \left(\frac {n+1}{n}\right)^{n(b-a)}\cdot \frac {1}{(n+1)^{a-b}}$

and $\lim_{n\to\infty}\frac {b_{n+1}}{b_n}=e^{b-a}\cdot \frac {a^a}{b^b}$ . In conclusion, using the well-known property $\frac {b_{n+1}}{b_n}\rightarrow l\implies \sqrt [n]{b_n}\rightarrow l$ , obtain that $\boxed{a_n\rightarrow e^{b-a}\cdot \frac {a^a}{ b^b}}$ .



PP13. Prove that $\boxed{\, L=\lim_{x\to 0}\, \frac {\left[\arcsin\left(\frac {\sin x}x\right)-\arcsin\left(1\right)\right]^2}{\arctan\left(\frac {\tan x}x\right)-\arctan\left(1\right)}=2\, }$ .

Proof. $\left\{\begin{array}{ccc}
\arcsin\left(\frac {\sin x}x\right)-\arcsin\left(1\right) & = & -\arcsin\sqrt{1-\left(\frac {\sin x}x\right)^2} \\ \\ 
\arctan\left(\frac {\tan x}x\right)-\arctan\left(1\right) & = & \arctan\frac {\tan x-x}{\tan x+x}\end{array}\right\|$ as well as: $\left\{\begin{array}{c}
\lim\limits_{x\to 0}\sqrt {1-\left(\frac {\sin x}x\right)^2}=0 \\ \\ 
\lim\limits_{x\to 0}\frac {\tan x-x}{\tan x+x}=0\end{array}\right\|$ . Thus,

$L=\lim_{x\to 0}\, \left[\left(\frac {-\arcsin\left(\sqrt {1-\left(\frac {\sin x}x\right)^2}\right)}{\sqrt{1-\left(\frac {\sin x}x\right)^2}}\right)^2\cdot\frac {\frac {\tan x-x}{\tan x+x}}{\arctan\left(\frac {\tan x-x}{\tan x+x}\right)}\cdot\frac {1-\left(\frac {\sin x}x\right)^2}{\frac {\tan x-x}{\tan x+x}}\right]$ whence, by taking into account that

$\boxed{\, \lim_{t\to 0}\, \frac {\arcsin t}t=\lim_{t\to 0}\, \frac {\arctan t}t=1\, }$ , our limit reduces to computing $L=\lim_{x\to 0}\, \frac {1-\left(\frac {\sin x}x\right)^2}{\frac {\tan x-x}{\tan x+x}}=\lim_{x\to 0}\, \frac {\left(x+\sin x\right)\left(x-\sin x\right)\left(x+\tan x\right)}{x^2\left(\tan x-x\right)}$ .

On the other hand, one can easily prove that $\left\{\begin{array}{c}
\lim\limits_{x\to 0}\frac {x-\sin x}{x^3}=\frac 16 \\ \\ 
\lim\limits_{x\to 0}\frac {\tan x-x}{x^3}=\frac 13\end{array}\right\|$. Now it is easy to see that the desired limit can be conveniently written as

$L=\lim_{x\to 0}\, \left[\frac {x-\sin x}{x^3}\cdot\frac {x^3}{\tan x-x}\cdot\frac {x+\sin x}x\cdot\frac {x+\tan x}x\right]$ which finally equals $L=\frac 16\cdot 3\cdot\lim_{x\to 0}\, \left(1+\frac {\sin x}x\right)\left(1+\frac {\tan x}x\right)=\frac 12\cdot4=\boxed{2}$

because $\boxed{\, \lim_{t\to 0}\, \frac {\sin t}t=\lim_{t\to 0}\, \frac {\tan t}t=1\, }$ . Here is another related limit, which is equally interesting $\boxed{\, L_1=\lim_{x\to 0}\, \frac {\left[\arcsin\left(\frac {\tan x}x\right)-\arcsin\left(1\right)\right]^2}{\arctan\left(\frac {\sin x}x\right)-\arctan\left(1\right)}=8\, }$ .



PP14. Calculate the limit $\lim_{x\to\infty}x\left[\left(\frac {x}{x+1}\right)^x-\frac 1e\right]$ .

Proof. $\lim_{x\to\infty}x\left[\left(\frac {x}{x+1}\right)^x-\frac 1e\right]=$ $\frac 1e\cdot\lim_{x\to\infty}x\left[e\left(\frac {x}{x+1}\right)^x-1\right]\stackrel{(*)}{=}$ $\frac 1e\cdot\lim_{x\to\infty}x\ln\left[e\left( \frac {x}{x+1}\right)^x\right]=$ $\frac 1e\cdot\lim_{x\to\infty}x\left(1+x\ln\frac {x}{x+1}\right)=$ $\frac 1e\cdot\lim_{x\to\infty}x^2\left[\frac 1x+\ln x- \ln (x+1)\right]=$

$\frac 1e\cdot\lim_{x\to\infty}\frac{\frac 1x+\ln x-\ln (x+1)}{\frac {1}{x^2}}\stackrel{(\mathrm{l'H})}{=}$ $\frac 1e\cdot\lim_{x\to\infty}\frac{-\frac {1}{x^2}+\frac 1x-\frac {1}{x+1}}{-\frac {2}{x^3}}=$ $\frac 1e\cdot\lim_{x\to\infty}\frac {-(x+1)+x(x+1)-x^2}{x^2(x+1)}\cdot\frac {x^3}{-2}=\frac {1}{e}\cdot\lim_{x\to\infty}\frac {x}{2(x+1)}=\frac {1}{2e}$ .

Rematk. In upper equality $(*)$ I used the remarkable limits $\boxed{\lim_{x\to\infty}\left(1+\frac 1x\right)^x=e}$ and $\boxed{\lim_{x\to 1}\frac {\ln x}{x-1}=1}$ .



PP15. For $p \in (0,1)$ find $\lim_{x\to \infty}\left[\left(x-x^p\right)^p-x^p\right]$ .

Proof. $\lim_{x\to\infty}\left[\left(x-x^p\right)^p-x^p\right]=$ $\lim_{x\to\infty}x^p\left[\left(1-x^{p-1}\right)^p-1\right]\stackrel{(*)}{=}$ $-p\cdot \lim_{x\to\infty}x^p\cdot x^{p-1}=$ $-p\cdot \lim_{x\to\infty}x^{2p-1}=$ $\left\{\begin{array}{ccc}
0 & \mathrm {if} & p<\frac 12\\\\
-p & \mathrm {if} & p=\frac 12\\\\
-\infty & \mathrm {if} & p>\frac 12\end{array}\right|$ .

Remark. In the equality $(*)$ I used the remarkable limit $\boxed{\lim_{x\to 1}\frac {x^a-1}{x-1}=a}$ .



PP16. Ascertain the limit $l=\lim_{n\to\infty}\left[\prod_{k=1}^n\left(1+\frac {2k-1}{2n}\right)\right]^{\frac {1}{2n}}$ .

Proof. $\ln l=\frac 12\cdot\lim_{n\to\infty}\frac 1n\sum_{k=1}^n\ln\left(1+\frac {k-\frac 12}{n}\right)=$ $\frac 12\cdot\int_0^1\ln (x+1)\ \mathrm{dx}\implies$ $\ln l^2=\int_0^1\ln (x+1)\ \mathrm{dx}=$ $\left|x\ln (x+1)\right|_0^1-$ $\int_0^1\frac {x}{x+1}\ \mathrm{dx}=$

$\ln 2-\int_0^1\left(1-\frac {1}{x+1}\right)\ \mathrm{dx}=$ $\ln 2-\left|\left[x-\ln (x+1)\right]\right|_0^1=$ $\ln 2-(1-\ln 2)=\ln\frac 4e\implies$ $\ln l^2=\ln\frac 4e\implies$ $l^2=\frac 4e\implies$ $l=\frac {2}{\sqrt e}$ .


PP17 (without involving l'Hospital rules) Ascertain $L=\lim_{x\to\infty} x\cdot \left(\sqrt[p]{x^p+ax^{p-1}+bx^{p-2}+\ \ldots}+\sqrt[p]{x^p-ax^{p-1}+cx^{p-2}+\ \ldots}-2x\right)$ .

Proof. Denote $\left\{\begin{array}{c}
f(x)=\sqrt[p]{x^p+ax^{p-1}+bx^{p-2}+\ \ldots}\\\\
g(x)=\sqrt[p]{x^p-ax^{p-1}+cx^{p-2}+\ \ldots}\end{array}\right\|$ . Prove easlily that $\lim_{x\to\infty}\ \left[f(x)-x\right]=\frac ap$ and $\lim_{x\to\infty}\ \left[g(x)-x\right]=-\frac ap$ . Hence we are in the exception case $0\cdot\infty$ . Using the substitution $y=\frac 1x$ obtain that $L=\lim_{y\to 0}\frac {1}{y^2}\cdot \left(\sqrt[p]{1+ay+by^2+\ \ldots}+\sqrt[p]{1-ay+cy^2+\ \ldots}-2\right)$ . Denote $\left\{\begin{array}{c}
u(y)=\sqrt [p]{1+ay+by^2+\ \ldots}\\\\ 
v(y)=\sqrt [p]{1-ay+cy^2+\ \ldots}\end{array}\right\|$ . Observe that $\lim_{y\to 0}\frac {u(y)-1}{y}=\frac ap\ ,\ \lim_{y\to 0}\frac {v(y)-1}{y}=-\frac ap$ and $\lim_{y\to 0}\frac {u(y)v(y)-1}{y^2}=\frac 1p\cdot \left(b+c-a^2\right)$ . Since $u(y)+v(y)-2=u(y)v(y)-1-[u(y)-1][v(y)-1]$ obtain that $L=\lim_{y\to 0}\ \left[\frac {u(y)v(y)-1}{y^2}-\frac {u(y)-1}{y}\cdot\frac {v(y)-1}{y}\right]=\frac 1p\cdot \left(b+c-a^2\right)+\frac {a^2}{p^2}$ . In conlusion, $\boxed{L=\frac {b+c}{p}-a^2\cdot\frac {p-1}{p^2}}$ .

Remark. In the particular case obtain that $\lim_{x\to\infty}\ x\cdot\left(2x-\sqrt [3]{x^3+x^2+1}-\sqrt [3]{x^3-x^2+1}\right)=\frac 29$ .


PP18 Prove that $\lim_{n\to\infty}\ \frac {n\left(\sqrt[n]n-1\right)}{\ln n}=$ $1\ ,\ \lim_{n\to\infty}\ n\Big(\sqrt[n]{n}-1 \Big)-\ln{n}$ $=0\ ,\ \boxed{\lim_{n\to\infty}\ \frac {n}{\ln^2n}\cdot \Big[n\Big(\sqrt[n]{n}-1 \Big)-\ln{n}\Big]=\frac 12}$ .

Proof. Since $\lim_{t\to 0}\ \frac {e^t-t-1}{t^2}\stackrel{(l'H)}{=}\lim_{t\to 0}\frac {e^t-1}{2t}=\frac 12$ , for $t:=\frac {\ln n}{n}\rightarrow 0$ obtain that $\lim_{n\to \infty}\ \frac {e^{\frac {\ln n}{n}}-\frac {\ln n}{n}-1}{\frac {\ln^2n}{n^2}}=\frac 12\implies$

$\lim_{n\to\infty}\ \frac {n^2}{\ln^2n}\cdot\left(\sqrt[n]n-1-\frac {\ln n}{n}\right)=\frac 12\implies $ $\lim_{n\to\infty}\ \frac {n}{\ln^2n}\cdot \Big[n\Big(\sqrt[n]{n}-1 \Big)-\ln{n}\Big]=\frac 12$ .


PP19. Let $(a_n)$ be a sequence defined by $a_1=2009$ and $a_{n+1}=\frac {a_n}{1+a_n^2}$ for any $n\in\mathbb N^*$ . Prove that $a_n\le \frac{1}{\sqrt{2n}}\ ,\ \forall n\ge 2$ and find $\lim_{n\to\infty}\ {na^2_n}$ .

Proof. From $a_{n+1} = \frac{a_n}{1+a_n^2}$ we have $\frac{1}{a_{n+1}} = \frac{1}{a_n} + a_n$ . Squaring gives $\frac{1}{a_{n+1}^2} = \frac{1}{a_n^2} + a_n^2 + 2$ or $c_{n+1} = c_n + \frac{1}{c_n} + 2$ with $c_n= \frac{1}{a_n^2}$ and $c_1=\frac{1}{2009^2}$ . For (a) it suffices to show that $c_n\ge 2n$

for all $n\ge 2$. This follows immediately from $c_{n+1}>c_n+2$ and $c_2\ge 4$ . For (b) it suffices to show that $\lim_{n\to\infty} \frac{n}{c_n} = \frac{1}{2}$ . Because $c_{n+1} - c_{n} = \frac{1}{c_n} + 2$ and $c_n\ge 2n$ from (a) , we have

$c_n= c_1 + 2(n-1) + \frac{1}{c_{n-1}} + \frac{1}{c_{n-2}} + \cdots + \frac{1}{c_2} + \frac{1}{c_1}\le $ $c_1 + \frac{1}{c_1} + 2(n-1) + \frac{1}{2} \left( \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n-1} \right)$ . It is well-known that the harmonic series $ \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n-1}$ is less than

$\ln(n-1) + k_1$ for some constant $k_1$ (Approximate the series by $\int \ln x \text{d}x$ to see this). As a result, $c_n$ is bounded between $2n \text{ and } 2(n-1) + \frac{1}{2} \ln (n-1) + k_2$ where $k_2= c_1+\frac{1}{c_1} + \frac{1}{2} k_1$ . Now since

$\lim_{n\to\infty} \frac{\ln(n-1)}{n} = 0$ , it is clear that $2 = \lim_{n\to\infty} \frac{2n}{n} \le \lim_{n\to\infty} \frac{c_n}{n} \le  \lim_{n\to\infty} \frac{2(n-1) + \frac{1}{2} \ln (n-1) + k_2}{n} = 2$ which implies the desired result.



PP20. Prove that $\lim_{n\to\infty}a_n=\frac 1{\sqrt e}$ , where $a_n=\prod_{k=1}^n\left(1-\frac k{n^2}\right)\ ,\ n\in\mathbb N^*$ .

Proof. Using the inequality $0<1+x\le e^x\ ,\ x>-1$ obtain that $a_n=\prod_{k=1}^n\left(1-\frac k{n^2}\right)\le\prod_{k=1}^ne^{-\frac k{n^2}}=$ $e^{-\frac {1+2+\ \ldots\ +n}{n^2}}=e^{-\frac {n+1}{2n}}\implies$ $\boxed{a_n\le e^{-\frac {n+1}{2n}}=b_n\rightarrow \frac 1{\sqrt e}}$ . Therefore,

$a_n^2=\prod_{k=1}^n\left(1-\frac k{n^2}\right)\cdot\prod_{k=1}^n\left(1-\frac {n+1-k}{n^2}\right)=$ $\prod_{k=1}^n\left(1-\frac {n+1}{n^2}+\frac k{n^2}\cdot \frac {n+1-k}{n^2}\right)\ge$ $\prod_{k=1}^n\left(1-\frac {n+1}{n^2}\right)=$ $\left(1-\frac {n+1}{n^2}\right)^n\implies$ $\boxed{a_n\ge \left(1-\frac {n+1}{n^2}\right)^{\frac n2}=c_n\rightarrow \frac 1{\sqrt e}}$ .



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This post has been edited 119 times. Last edited by Virgil Nicula, Jul 17, 2017, 8:42 AM

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