fbpx
Wikipedia

Stirling's approximation

In mathematics, Stirling's approximation (or Stirling's formula) is an approximation for factorials. It is a good approximation, leading to accurate results even for small values of . It is named after James Stirling, though a related but less precise result was first stated by Abraham de Moivre.[1][2][3]

Comparison of Stirling's approximation with the factorial

One way of stating the approximation involves the logarithm of the factorial:

where the big O notation means that, for all sufficiently large values of , the difference between and will be at most proportional to the logarithm. In computer science applications such as the worst-case lower bound for comparison sorting, it is convenient to instead use the binary logarithm, giving the equivalent form
The error term in either base can be expressed more precisely as , corresponding to an approximate formula for the factorial itself,
Here the sign means that the two quantities are asymptotic, that is, that their ratio tends to 1 as tends to infinity. The following version of the bound holds for all , rather than only asymptotically:

Derivation edit

Roughly speaking, the simplest version of Stirling's formula can be quickly obtained by approximating the sum

 
with an integral:
 

The full formula, together with precise estimates of its error, can be derived as follows. Instead of approximating  , one considers its natural logarithm, as this is a slowly varying function:

 

The right-hand side of this equation minus

 
is the approximation by the trapezoid rule of the integral
 

and the error in this approximation is given by the Euler–Maclaurin formula:

 

where   is a Bernoulli number, and Rm,n is the remainder term in the Euler–Maclaurin formula. Take limits to find that

 

Denote this limit as  . Because the remainder Rm,n in the Euler–Maclaurin formula satisfies

 

where big-O notation is used, combining the equations above yields the approximation formula in its logarithmic form:

 

Taking the exponential of both sides and choosing any positive integer  , one obtains a formula involving an unknown quantity  . For m = 1, the formula is

 

The quantity   can be found by taking the limit on both sides as   tends to infinity and using Wallis' product, which shows that  . Therefore, one obtains Stirling's formula:

 

Alternative derivations edit

An alternative formula for   using the gamma function is

 
(as can be seen by repeated integration by parts). Rewriting and changing variables x = ny, one obtains
 
Applying Laplace's method one has
 
which recovers Stirling's formula:
 

Higher orders edit

In fact, further corrections can also be obtained using Laplace's method. From previous result, we know that  , so we "peel off" this dominant term, then perform a change of variables, to obtain:

 
Now the function   is unimodal, with maximum value zero. Locally around zero, it looks like  , which is why we are able to perform Laplace's method. In order to extend Laplace's method to higher orders, we perform another change of variables by  . This equation cannot be solved in closed form, but it can be solved by serial expansion, which gives us  . Now plug back to the equation to obtain
 
notice how we don't need to actually find  , since it is cancelled out by the integral. Higher orders can be achieved by computing more terms in  .

Thus we get Stirling's formula to two orders:

 

Complex-analytic version edit

A complex-analysis version of this method[4] is to consider   as a Taylor coefficient of the exponential function  , computed by Cauchy's integral formula as

 

This line integral can then be approximated using the saddle-point method with an appropriate choice of contour radius  . The dominant portion of the integral near the saddle point is then approximated by a real integral and Laplace's method, while the remaining portion of the integral can be bounded above to give an error term.

Speed of convergence and error estimates edit

 
The relative error in a truncated Stirling series vs.  , for 0 to 5 terms. The kinks in the curves represent points where the truncated series coincides with Γ(n + 1).

Stirling's formula is in fact the first approximation to the following series (now called the Stirling series):[5]

 

An explicit formula for the coefficients in this series was given by G. Nemes.[6] Further terms are listed in the On-Line Encyclopedia of Integer Sequences as A001163 and A001164. The first graph in this section shows the relative error vs.  , for 1 through all 5 terms listed above. (Bender and Orszag[7] p. 218) gives the asymptotic formula for the coefficients:

 
which shows that it grows superexponentially, and that by ratio test the radius of convergence is zero.
 
The relative error in a truncated Stirling series vs. the number of terms used

As n → ∞, the error in the truncated series is asymptotically equal to the first omitted term. This is an example of an asymptotic expansion. It is not a convergent series; for any particular value of   there are only so many terms of the series that improve accuracy, after which accuracy worsens. This is shown in the next graph, which shows the relative error versus the number of terms in the series, for larger numbers of terms. More precisely, let S(n, t) be the Stirling series to   terms evaluated at  . The graphs show

 
which, when small, is essentially the relative error.

Writing Stirling's series in the form

 
it is known that the error in truncating the series is always of the opposite sign and at most the same magnitude as the first omitted term.

More precise bounds, due to Robbins,[8] valid for all positive integers   are

 
A looser version of this bound is that   for all  .

Stirling's formula for the gamma function edit

For all positive integers,

 
where Γ denotes the gamma function.

However, the gamma function, unlike the factorial, is more broadly defined for all complex numbers other than non-positive integers; nevertheless, Stirling's formula may still be applied. If Re(z) > 0, then

 

Repeated integration by parts gives

 

where   is the  th Bernoulli number (note that the limit of the sum as   is not convergent, so this formula is just an asymptotic expansion). The formula is valid for   large enough in absolute value, when |arg(z)| < π − ε, where ε is positive, with an error term of O(z−2N+ 1). The corresponding approximation may now be written:

 

where the expansion is identical to that of Stirling's series above for  , except that   is replaced with z − 1.[9]

A further application of this asymptotic expansion is for complex argument z with constant Re(z). See for example the Stirling formula applied in Im(z) = t of the Riemann–Siegel theta function on the straight line 1/4 + it.

Error bounds edit

For any positive integer  , the following notation is introduced:

 
and
 

Then[10][11]

 

For further information and other error bounds, see the cited papers.

A convergent version of Stirling's formula edit

Thomas Bayes showed, in a letter to John Canton published by the Royal Society in 1763, that Stirling's formula did not give a convergent series.[12] Obtaining a convergent version of Stirling's formula entails evaluating Binet's formula:

 

One way to do this is by means of a convergent series of inverted rising factorials. If

 
then
 
where
 
where s(nk) denotes the Stirling numbers of the first kind. From this one obtains a version of Stirling's series
 
which converges when Re(x) > 0. Stirling's formula may also be given in convergent form as[13]
 
where
 

Versions suitable for calculators edit

The approximation

 
and its equivalent form
 
can be obtained by rearranging Stirling's extended formula and observing a coincidence between the resultant power series and the Taylor series expansion of the hyperbolic sine function. This approximation is good to more than 8 decimal digits for z with a real part greater than 8. Robert H. Windschitl suggested it in 2002 for computing the gamma function with fair accuracy on calculators with limited program or register memory.[14]

Gergő Nemes proposed in 2007 an approximation which gives the same number of exact digits as the Windschitl approximation but is much simpler:[15]

 
or equivalently,
 

An alternative approximation for the gamma function stated by Srinivasa Ramanujan (Ramanujan 1988[clarification needed]) is

 
for x ≥ 0. The equivalent approximation for ln n! has an asymptotic error of 1/1400n3 and is given by
 

The approximation may be made precise by giving paired upper and lower bounds; one such inequality is[16][17][18][19]

 

History edit

The formula was first discovered by Abraham de Moivre[2] in the form

 

De Moivre gave an approximate rational-number expression for the natural logarithm of the constant. Stirling's contribution consisted of showing that the constant is precisely  .[3]

See also edit

References edit

  1. ^ Dutka, Jacques (1991), "The early history of the factorial function", Archive for History of Exact Sciences, 43 (3): 225–249, doi:10.1007/BF00389433, S2CID 122237769
  2. ^ a b Le Cam, L. (1986), "The central limit theorem around 1935", Statistical Science, 1 (1): 78–96, doi:10.1214/ss/1177013818, JSTOR 2245503, MR 0833276; see p. 81, "The result, obtained using a formula originally proved by de Moivre but now called Stirling's formula, occurs in his 'Doctrine of Chances' of 1733."
  3. ^ a b Pearson, Karl (1924), "Historical note on the origin of the normal curve of errors", Biometrika, 16 (3/4): 402–404 [p. 403], doi:10.2307/2331714, JSTOR 2331714, I consider that the fact that Stirling showed that De Moivre's arithmetical constant was   does not entitle him to claim the theorem, [...]
  4. ^ Flajolet, Philippe; Sedgewick, Robert (2009), Analytic Combinatorics, Cambridge, UK: Cambridge University Press, p. 555, doi:10.1017/CBO9780511801655, ISBN 978-0-521-89806-5, MR 2483235, S2CID 27509971
  5. ^ Olver, F. W. J.; Olde Daalhuis, A. B.; Lozier, D. W.; Schneider, B. I.; Boisvert, R. F.; Clark, C. W.; Miller, B. R. & Saunders, B. V., "5.11 Gamma function properties: Asymptotic Expansions", NIST Digital Library of Mathematical Functions, Release 1.0.13 of 2016-09-16
  6. ^ Nemes, Gergő (2010), "On the coefficients of the asymptotic expansion of  ", Journal of Integer Sequences, 13 (6): 5
  7. ^ Bender, Carl M.; Orszag, Steven A. (2009). Advanced mathematical methods for scientists and engineers. 1: Asymptotic methods and perturbation theory (Nachdr. ed.). New York, NY: Springer. ISBN 978-0-387-98931-0.
  8. ^ Robbins, Herbert (1955), "A Remark on Stirling's Formula", The American Mathematical Monthly, 62 (1): 26–29, doi:10.2307/2308012, JSTOR 2308012
  9. ^ Spiegel, M. R. (1999), Mathematical handbook of formulas and tables, McGraw-Hill, p. 148
  10. ^ Schäfke, F. W.; Sattler, A. (1990), "Restgliedabschätzungen für die Stirlingsche Reihe", Note di Matematica, 10 (suppl. 2): 453–470, MR 1221957
  11. ^ G. Nemes, Error bounds and exponential improvements for the asymptotic expansions of the gamma function and its reciprocal, Proc. Roy. Soc. Edinburgh Sect. A 145 (2015), 571–596.
  12. ^ Bayes, Thomas (24 November 1763), "A letter from the late Reverend Mr. Thomas Bayes, F. R. S. to John Canton, M. A. and F. R. S." (PDF), Philosophical Transactions of the Royal Society of London Series I, 53: 269, Bibcode:1763RSPT...53..269B, (PDF) from the original on 2012-01-28, retrieved 2012-03-01
  13. ^ Artin, Emil (2015). The Gamma Function. Dover. p. 24.
  14. ^ Toth, V. T. Programmable Calculators: Calculators and the Gamma Function (2006) 2005-12-31 at the Wayback Machine.
  15. ^ Nemes, Gergő (2010), "New asymptotic expansion for the Gamma function", Archiv der Mathematik, 95 (2): 161–169, doi:10.1007/s00013-010-0146-9, S2CID 121820640
  16. ^ Karatsuba, Ekatherina A. (2001), "On the asymptotic representation of the Euler gamma function by Ramanujan", Journal of Computational and Applied Mathematics, 135 (2): 225–240, Bibcode:2001JCoAM.135..225K, doi:10.1016/S0377-0427(00)00586-0, MR 1850542
  17. ^ Mortici, Cristinel (2011), "Ramanujan's estimate for the gamma function via monotonicity arguments", Ramanujan J., 25 (2): 149–154, doi:10.1007/s11139-010-9265-y, S2CID 119530041
  18. ^ Mortici, Cristinel (2011), "Improved asymptotic formulas for the gamma function", Comput. Math. Appl., 61 (11): 3364–3369, doi:10.1016/j.camwa.2011.04.036.
  19. ^ Mortici, Cristinel (2011), "On Ramanujan's large argument formula for the gamma function", Ramanujan J., 26 (2): 185–192, doi:10.1007/s11139-010-9281-y, S2CID 120371952.

Further reading edit

  • Abramowitz, M. & Stegun, I. (2002), Handbook of Mathematical Functions
  • Paris, R. B. & Kaminski, D. (2001), Asymptotics and Mellin–Barnes Integrals, New York: Cambridge University Press, ISBN 978-0-521-79001-7
  • Whittaker, E. T. & Watson, G. N. (1996), A Course in Modern Analysis (4th ed.), New York: Cambridge University Press, ISBN 978-0-521-58807-2
  • Romik, Dan (2000), "Stirling's approximation for  : the ultimate short proof?", The American Mathematical Monthly, 107 (6): 556–557, doi:10.2307/2589351, JSTOR 2589351, MR 1767064
  • Li, Yuan-Chuan (July 2006), "A note on an identity of the gamma function and Stirling's formula", Real Analysis Exchange, 32 (1): 267–271, MR 2329236

External links edit

stirling, approximation, mathematics, stirling, formula, approximation, factorials, good, approximation, leading, accurate, results, even, small, values, displaystyle, named, after, james, stirling, though, related, less, precise, result, first, stated, abraha. In mathematics Stirling s approximation or Stirling s formula is an approximation for factorials It is a good approximation leading to accurate results even for small values of n displaystyle n It is named after James Stirling though a related but less precise result was first stated by Abraham de Moivre 1 2 3 Comparison of Stirling s approximation with the factorialOne way of stating the approximation involves the logarithm of the factorial ln n n ln n n O ln n displaystyle ln n n ln n n O ln n where the big O notation means that for all sufficiently large values of n displaystyle n the difference between ln n displaystyle ln n and n ln n n displaystyle n ln n n will be at most proportional to the logarithm In computer science applications such as the worst case lower bound for comparison sorting it is convenient to instead use the binary logarithm giving the equivalent form log 2 n n log 2 n n log 2 e O log 2 n displaystyle log 2 n n log 2 n n log 2 e O log 2 n The error term in either base can be expressed more precisely as 1 2 log 2 p n O 1 n displaystyle tfrac 1 2 log 2 pi n O tfrac 1 n corresponding to an approximate formula for the factorial itself n 2 p n n e n displaystyle n sim sqrt 2 pi n left frac n e right n Here the sign displaystyle sim means that the two quantities are asymptotic that is that their ratio tends to 1 as n displaystyle n tends to infinity The following version of the bound holds for all n 1 displaystyle n geq 1 rather than only asymptotically 2 p n n e n e 1 12 n 1 lt n lt 2 p n n e n e 1 12 n displaystyle sqrt 2 pi n left frac n e right n e frac 1 12n 1 lt n lt sqrt 2 pi n left frac n e right n e frac 1 12n Contents 1 Derivation 2 Alternative derivations 2 1 Higher orders 2 2 Complex analytic version 3 Speed of convergence and error estimates 4 Stirling s formula for the gamma function 5 Error bounds 6 A convergent version of Stirling s formula 7 Versions suitable for calculators 8 History 9 See also 10 References 11 Further reading 12 External linksDerivation editRoughly speaking the simplest version of Stirling s formula can be quickly obtained by approximating the sumln n j 1 n ln j displaystyle ln n sum j 1 n ln j nbsp with an integral j 1 n ln j 1 n ln x d x n ln n n 1 displaystyle sum j 1 n ln j approx int 1 n ln x rm d x n ln n n 1 nbsp The full formula together with precise estimates of its error can be derived as follows Instead of approximating n displaystyle n nbsp one considers its natural logarithm as this is a slowly varying function ln n ln 1 ln 2 ln n displaystyle ln n ln 1 ln 2 cdots ln n nbsp The right hand side of this equation minus1 2 ln 1 ln n 1 2 ln n displaystyle tfrac 1 2 ln 1 ln n tfrac 1 2 ln n nbsp is the approximation by the trapezoid rule of the integral ln n 1 2 ln n 1 n ln x d x n ln n n 1 displaystyle ln n tfrac 1 2 ln n approx int 1 n ln x rm d x n ln n n 1 nbsp and the error in this approximation is given by the Euler Maclaurin formula ln n 1 2 ln n 1 2 ln 1 ln 2 ln 3 ln n 1 1 2 ln n n ln n n 1 k 2 m 1 k B k k k 1 1 n k 1 1 R m n displaystyle begin aligned ln n tfrac 1 2 ln n amp tfrac 1 2 ln 1 ln 2 ln 3 cdots ln n 1 tfrac 1 2 ln n amp n ln n n 1 sum k 2 m frac 1 k B k k k 1 left frac 1 n k 1 1 right R m n end aligned nbsp where B k displaystyle B k nbsp is a Bernoulli number and Rm n is the remainder term in the Euler Maclaurin formula Take limits to find thatlim n ln n n ln n n 1 2 ln n 1 k 2 m 1 k B k k k 1 lim n R m n displaystyle lim n to infty left ln n n ln n n tfrac 1 2 ln n right 1 sum k 2 m frac 1 k B k k k 1 lim n to infty R m n nbsp Denote this limit as y displaystyle y nbsp Because the remainder Rm n in the Euler Maclaurin formula satisfiesR m n lim n R m n O 1 n m displaystyle R m n lim n to infty R m n O left frac 1 n m right nbsp where big O notation is used combining the equations above yields the approximation formula in its logarithmic form ln n n ln n e 1 2 ln n y k 2 m 1 k B k k k 1 n k 1 O 1 n m displaystyle ln n n ln left frac n e right tfrac 1 2 ln n y sum k 2 m frac 1 k B k k k 1 n k 1 O left frac 1 n m right nbsp Taking the exponential of both sides and choosing any positive integer m displaystyle m nbsp one obtains a formula involving an unknown quantity e y displaystyle e y nbsp For m 1 the formula isn e y n n e n 1 O 1 n displaystyle n e y sqrt n left frac n e right n left 1 O left frac 1 n right right nbsp The quantity e y displaystyle e y nbsp can be found by taking the limit on both sides as n displaystyle n nbsp tends to infinity and using Wallis product which shows that e y 2 p displaystyle e y sqrt 2 pi nbsp Therefore one obtains Stirling s formula n 2 p n n e n 1 O 1 n displaystyle n sqrt 2 pi n left frac n e right n left 1 O left frac 1 n right right nbsp Alternative derivations editAn alternative formula for n displaystyle n nbsp using the gamma function isn 0 x n e x d x displaystyle n int 0 infty x n e x rm d x nbsp as can be seen by repeated integration by parts Rewriting and changing variables x ny one obtains n 0 e n ln x x d x e n ln n n 0 e n ln y y d y displaystyle n int 0 infty e n ln x x rm d x e n ln n n int 0 infty e n ln y y rm d y nbsp Applying Laplace s method one has 0 e n ln y y d y 2 p n e n displaystyle int 0 infty e n ln y y rm d y sim sqrt frac 2 pi n e n nbsp which recovers Stirling s formula n e n ln n n 2 p n e n 2 p n n e n displaystyle n sim e n ln n n sqrt frac 2 pi n e n sqrt 2 pi n left frac n e right n nbsp Higher orders edit In fact further corrections can also be obtained using Laplace s method From previous result we know that G x x x e x displaystyle Gamma x sim x x e x nbsp so we peel off this dominant term then perform a change of variables to obtain x x e x G x R e x 1 t e t d t displaystyle x x e x Gamma x int mathbb R e x 1 t e t dt nbsp Now the function t 1 t e t displaystyle t mapsto 1 t e t nbsp is unimodal with maximum value zero Locally around zero it looks like t 2 2 displaystyle t 2 2 nbsp which is why we are able to perform Laplace s method In order to extend Laplace s method to higher orders we perform another change of variables by 1 t e t t 2 2 displaystyle 1 t e t tau 2 2 nbsp This equation cannot be solved in closed form but it can be solved by serial expansion which gives us t t t 2 6 t 3 36 a 4 t 4 O t 5 displaystyle t tau tau 2 6 tau 3 36 a 4 tau 4 O tau 5 nbsp Now plug back to the equation to obtainx x e x G x R e x t 2 2 1 t 3 t 2 12 4 a 4 t 3 O t 4 d t 2 p x 1 2 x 3 2 12 O x 5 2 displaystyle x x e x Gamma x int mathbb R e x tau 2 2 1 tau 3 tau 2 12 4a 4 tau 3 O tau 4 d tau sqrt 2 pi x 1 2 x 3 2 12 O x 5 2 nbsp notice how we don t need to actually find a 4 displaystyle a 4 nbsp since it is cancelled out by the integral Higher orders can be achieved by computing more terms in t t displaystyle t tau cdots nbsp Thus we get Stirling s formula to two orders n 2 p n n e n 1 1 12 n O 1 n 2 displaystyle n sqrt 2 pi n left frac n e right n left 1 frac 1 12n O left frac 1 n 2 right right nbsp Complex analytic version edit A complex analysis version of this method 4 is to consider 1 n displaystyle frac 1 n nbsp as a Taylor coefficient of the exponential function e z n 0 z n n displaystyle e z sum n 0 infty frac z n n nbsp computed by Cauchy s integral formula as1 n 1 2 p i z r e z z n 1 d z displaystyle frac 1 n frac 1 2 pi i oint limits z r frac e z z n 1 mathrm d z nbsp This line integral can then be approximated using the saddle point method with an appropriate choice of contour radius r r n displaystyle r r n nbsp The dominant portion of the integral near the saddle point is then approximated by a real integral and Laplace s method while the remaining portion of the integral can be bounded above to give an error term Speed of convergence and error estimates edit nbsp The relative error in a truncated Stirling series vs n displaystyle n nbsp for 0 to 5 terms The kinks in the curves represent points where the truncated series coincides with G n 1 Stirling s formula is in fact the first approximation to the following series now called the Stirling series 5 n 2 p n n e n 1 1 12 n 1 288 n 2 139 51840 n 3 571 2488320 n 4 displaystyle n sim sqrt 2 pi n left frac n e right n left 1 frac 1 12n frac 1 288n 2 frac 139 51840n 3 frac 571 2488320n 4 cdots right nbsp An explicit formula for the coefficients in this series was given by G Nemes 6 Further terms are listed in the On Line Encyclopedia of Integer Sequences as A001163 and A001164 The first graph in this section shows the relative error vs n displaystyle n nbsp for 1 through all 5 terms listed above Bender and Orszag 7 p 218 gives the asymptotic formula for the coefficients A 2 j 1 1 j 2 2 j 2 p 2 j 1 displaystyle A 2j 1 sim 1 j 2 2j 2 pi 2 j 1 nbsp which shows that it grows superexponentially and that by ratio test the radius of convergence is zero nbsp The relative error in a truncated Stirling series vs the number of terms usedAs n the error in the truncated series is asymptotically equal to the first omitted term This is an example of an asymptotic expansion It is not a convergent series for any particular value of n displaystyle n nbsp there are only so many terms of the series that improve accuracy after which accuracy worsens This is shown in the next graph which shows the relative error versus the number of terms in the series for larger numbers of terms More precisely let S n t be the Stirling series to t displaystyle t nbsp terms evaluated at n displaystyle n nbsp The graphs show ln S n t n displaystyle left ln left frac S n t n right right nbsp which when small is essentially the relative error Writing Stirling s series in the formln n n ln n n 1 2 ln 2 p n 1 12 n 1 360 n 3 1 1260 n 5 1 1680 n 7 displaystyle ln n sim n ln n n tfrac 1 2 ln 2 pi n frac 1 12n frac 1 360n 3 frac 1 1260n 5 frac 1 1680n 7 cdots nbsp it is known that the error in truncating the series is always of the opposite sign and at most the same magnitude as the first omitted term More precise bounds due to Robbins 8 valid for all positive integers n displaystyle n nbsp are2 p n n e n e 1 12 n 1 lt n lt 2 p n n e n e 1 12 n displaystyle sqrt 2 pi n left frac n e right n e frac 1 12n 1 lt n lt sqrt 2 pi n left frac n e right n e frac 1 12n nbsp A looser version of this bound is that n e n n n 1 2 2 p e displaystyle frac n e n n n frac 1 2 in sqrt 2 pi e nbsp for all n 1 displaystyle n geq 1 nbsp Stirling s formula for the gamma function editFor all positive integers n G n 1 displaystyle n Gamma n 1 nbsp where G denotes the gamma function However the gamma function unlike the factorial is more broadly defined for all complex numbers other than non positive integers nevertheless Stirling s formula may still be applied If Re z gt 0 thenln G z z ln z z 1 2 ln 2 p z 0 2 arctan t z e 2 p t 1 d t displaystyle ln Gamma z z ln z z tfrac 1 2 ln frac 2 pi z int 0 infty frac 2 arctan left frac t z right e 2 pi t 1 rm d t nbsp Repeated integration by parts givesln G z z ln z z 1 2 ln 2 p z n 1 N 1 B 2 n 2 n 2 n 1 z 2 n 1 displaystyle ln Gamma z sim z ln z z tfrac 1 2 ln frac 2 pi z sum n 1 N 1 frac B 2n 2n 2n 1 z 2n 1 nbsp where B n displaystyle B n nbsp is the n displaystyle n nbsp th Bernoulli number note that the limit of the sum as N displaystyle N to infty nbsp is not convergent so this formula is just an asymptotic expansion The formula is valid for z displaystyle z nbsp large enough in absolute value when arg z lt p e where e is positive with an error term of O z 2N 1 The corresponding approximation may now be written G z 2 p z z e z 1 O 1 z displaystyle Gamma z sqrt frac 2 pi z left frac z e right z left 1 O left frac 1 z right right nbsp where the expansion is identical to that of Stirling s series above for n displaystyle n nbsp except that n displaystyle n nbsp is replaced with z 1 9 A further application of this asymptotic expansion is for complex argument z with constant Re z See for example the Stirling formula applied in Im z t of the Riemann Siegel theta function on the straight line 1 4 it Error bounds editFor any positive integer N displaystyle N nbsp the following notation is introduced ln G z z ln z z 1 2 ln 2 p z n 1 N 1 B 2 n 2 n 2 n 1 z 2 n 1 R N z displaystyle ln Gamma z z ln z z tfrac 1 2 ln frac 2 pi z sum limits n 1 N 1 frac B 2n 2n left 2n 1 right z 2n 1 R N z nbsp and G z 2 p z z e z n 0 N 1 a n z n R N z displaystyle Gamma z sqrt frac 2 pi z left frac z e right z left sum limits n 0 N 1 frac a n z n widetilde R N z right nbsp Then 10 11 R N z B 2 N 2 N 2 N 1 z 2 N 1 1 if arg z p 4 csc arg z if p 4 lt arg z lt p 2 sec 2 N arg z 2 if arg z lt p R N z a N z N a N 1 z N 1 1 if arg z p 4 csc 2 arg z if p 4 lt arg z lt p 2 displaystyle begin aligned R N z amp leq frac B 2N 2N 2N 1 z 2N 1 times begin cases 1 amp text if left arg z right leq frac pi 4 left csc arg z right amp text if frac pi 4 lt left arg z right lt frac pi 2 sec 2N left tfrac arg z 2 right amp text if left arg z right lt pi end cases 6pt left widetilde R N z right amp leq left frac left a N right z N frac left a N 1 right z N 1 right times begin cases 1 amp text if left arg z right leq frac pi 4 left csc 2 arg z right amp text if frac pi 4 lt left arg z right lt frac pi 2 end cases end aligned nbsp For further information and other error bounds see the cited papers A convergent version of Stirling s formula editThomas Bayes showed in a letter to John Canton published by the Royal Society in 1763 that Stirling s formula did not give a convergent series 12 Obtaining a convergent version of Stirling s formula entails evaluating Binet s formula 0 2 arctan t x e 2 p t 1 d t ln G x x ln x x 1 2 ln 2 p x displaystyle int 0 infty frac 2 arctan left frac t x right e 2 pi t 1 rm d t ln Gamma x x ln x x tfrac 1 2 ln frac 2 pi x nbsp One way to do this is by means of a convergent series of inverted rising factorials Ifz n z z 1 z n 1 displaystyle z bar n z z 1 cdots z n 1 nbsp then 0 2 arctan t x e 2 p t 1 d t n 1 c n x 1 n displaystyle int 0 infty frac 2 arctan left frac t x right e 2 pi t 1 rm d t sum n 1 infty frac c n x 1 bar n nbsp where c n 1 n 0 1 x n x 1 2 d x 1 2 n k 1 n k s n k k 1 k 2 displaystyle c n frac 1 n int 0 1 x bar n left x tfrac 1 2 right rm d x frac 1 2n sum k 1 n frac k s n k k 1 k 2 nbsp where s n k denotes the Stirling numbers of the first kind From this one obtains a version of Stirling s series ln G x x ln x x 1 2 ln 2 p x 1 12 x 1 1 12 x 1 x 2 59 360 x 1 x 2 x 3 29 60 x 1 x 2 x 3 x 4 displaystyle begin aligned ln Gamma x amp x ln x x tfrac 1 2 ln frac 2 pi x frac 1 12 x 1 frac 1 12 x 1 x 2 amp quad frac 59 360 x 1 x 2 x 3 frac 29 60 x 1 x 2 x 3 x 4 cdots end aligned nbsp which converges when Re x gt 0 Stirling s formula may also be given in convergent form as 13 G x 2 p x x 1 2 e x m x displaystyle Gamma x sqrt 2 pi x x frac 1 2 e x mu x nbsp where m x n 0 x n 1 2 ln 1 1 x n 1 displaystyle mu left x right sum n 0 infty left left x n frac 1 2 right ln left 1 frac 1 x n right 1 right nbsp Versions suitable for calculators editThe approximationG z 2 p z z e z sinh 1 z 1 810 z 6 z displaystyle Gamma z approx sqrt frac 2 pi z left frac z e sqrt z sinh frac 1 z frac 1 810z 6 right z nbsp and its equivalent form 2 ln G z ln 2 p ln z z 2 ln z ln z sinh 1 z 1 810 z 6 2 displaystyle 2 ln Gamma z approx ln 2 pi ln z z left 2 ln z ln left z sinh frac 1 z frac 1 810z 6 right 2 right nbsp can be obtained by rearranging Stirling s extended formula and observing a coincidence between the resultant power series and the Taylor series expansion of the hyperbolic sine function This approximation is good to more than 8 decimal digits for z with a real part greater than 8 Robert H Windschitl suggested it in 2002 for computing the gamma function with fair accuracy on calculators with limited program or register memory 14 Gergo Nemes proposed in 2007 an approximation which gives the same number of exact digits as the Windschitl approximation but is much simpler 15 G z 2 p z 1 e z 1 12 z 1 10 z z displaystyle Gamma z approx sqrt frac 2 pi z left frac 1 e left z frac 1 12z frac 1 10z right right z nbsp or equivalently ln G z 1 2 ln 2 p ln z z ln z 1 12 z 1 10 z 1 displaystyle ln Gamma z approx tfrac 1 2 left ln 2 pi ln z right z left ln left z frac 1 12z frac 1 10z right 1 right nbsp An alternative approximation for the gamma function stated by Srinivasa Ramanujan Ramanujan 1988 clarification needed isG 1 x p x e x 8 x 3 4 x 2 x 1 30 1 6 displaystyle Gamma 1 x approx sqrt pi left frac x e right x left 8x 3 4x 2 x frac 1 30 right frac 1 6 nbsp for x 0 The equivalent approximation for ln n has an asymptotic error of 1 1400n3 and is given by ln n n ln n n 1 6 ln 8 n 3 4 n 2 n 1 30 1 2 ln p displaystyle ln n approx n ln n n tfrac 1 6 ln 8n 3 4n 2 n tfrac 1 30 tfrac 1 2 ln pi nbsp The approximation may be made precise by giving paired upper and lower bounds one such inequality is 16 17 18 19 p x e x 8 x 3 4 x 2 x 1 100 1 6 lt G 1 x lt p x e x 8 x 3 4 x 2 x 1 30 1 6 displaystyle sqrt pi left frac x e right x left 8x 3 4x 2 x frac 1 100 right 1 6 lt Gamma 1 x lt sqrt pi left frac x e right x left 8x 3 4x 2 x frac 1 30 right 1 6 nbsp History editThe formula was first discovered by Abraham de Moivre 2 in the formn c o n s t a n t n n 1 2 e n displaystyle n sim rm constant cdot n n frac 1 2 e n nbsp De Moivre gave an approximate rational number expression for the natural logarithm of the constant Stirling s contribution consisted of showing that the constant is precisely 2 p displaystyle sqrt 2 pi nbsp 3 See also editLanczos approximation Spouge s approximationReferences edit Dutka Jacques 1991 The early history of the factorial function Archive for History of Exact Sciences 43 3 225 249 doi 10 1007 BF00389433 S2CID 122237769 a b Le Cam L 1986 The central limit theorem around 1935 Statistical Science 1 1 78 96 doi 10 1214 ss 1177013818 JSTOR 2245503 MR 0833276 see p 81 The result obtained using a formula originally proved by de Moivre but now called Stirling s formula occurs in his Doctrine of Chances of 1733 a b Pearson Karl 1924 Historical note on the origin of the normal curve of errors Biometrika 16 3 4 402 404 p 403 doi 10 2307 2331714 JSTOR 2331714 I consider that the fact that Stirling showed that De Moivre s arithmetical constant was 2 p displaystyle sqrt 2 pi nbsp does not entitle him to claim the theorem Flajolet Philippe Sedgewick Robert 2009 Analytic Combinatorics Cambridge UK Cambridge University Press p 555 doi 10 1017 CBO9780511801655 ISBN 978 0 521 89806 5 MR 2483235 S2CID 27509971 Olver F W J Olde Daalhuis A B Lozier D W Schneider B I Boisvert R F Clark C W Miller B R amp Saunders B V 5 11 Gamma function properties Asymptotic Expansions NIST Digital Library of Mathematical Functions Release 1 0 13 of 2016 09 16 Nemes Gergo 2010 On the coefficients of the asymptotic expansion of n displaystyle n nbsp Journal of Integer Sequences 13 6 5 Bender Carl M Orszag Steven A 2009 Advanced mathematical methods for scientists and engineers 1 Asymptotic methods and perturbation theory Nachdr ed New York NY Springer ISBN 978 0 387 98931 0 Robbins Herbert 1955 A Remark on Stirling s Formula The American Mathematical Monthly 62 1 26 29 doi 10 2307 2308012 JSTOR 2308012 Spiegel M R 1999 Mathematical handbook of formulas and tables McGraw Hill p 148 Schafke F W Sattler A 1990 Restgliedabschatzungen fur die Stirlingsche Reihe Note di Matematica 10 suppl 2 453 470 MR 1221957 G Nemes Error bounds and exponential improvements for the asymptotic expansions of the gamma function and its reciprocal Proc Roy Soc Edinburgh Sect A 145 2015 571 596 Bayes Thomas 24 November 1763 A letter from the late Reverend Mr Thomas Bayes F R S to John Canton M A and F R S PDF Philosophical Transactions of the Royal Society of London Series I 53 269 Bibcode 1763RSPT 53 269B archived PDF from the original on 2012 01 28 retrieved 2012 03 01 Artin Emil 2015 The Gamma Function Dover p 24 Toth V T Programmable Calculators Calculators and the Gamma Function 2006 Archived 2005 12 31 at the Wayback Machine Nemes Gergo 2010 New asymptotic expansion for the Gamma function Archiv der Mathematik 95 2 161 169 doi 10 1007 s00013 010 0146 9 S2CID 121820640 Karatsuba Ekatherina A 2001 On the asymptotic representation of the Euler gamma function by Ramanujan Journal of Computational and Applied Mathematics 135 2 225 240 Bibcode 2001JCoAM 135 225K doi 10 1016 S0377 0427 00 00586 0 MR 1850542 Mortici Cristinel 2011 Ramanujan s estimate for the gamma function via monotonicity arguments Ramanujan J 25 2 149 154 doi 10 1007 s11139 010 9265 y S2CID 119530041 Mortici Cristinel 2011 Improved asymptotic formulas for the gamma function Comput Math Appl 61 11 3364 3369 doi 10 1016 j camwa 2011 04 036 Mortici Cristinel 2011 On Ramanujan s large argument formula for the gamma function Ramanujan J 26 2 185 192 doi 10 1007 s11139 010 9281 y S2CID 120371952 Further reading editAbramowitz M amp Stegun I 2002 Handbook of Mathematical Functions Paris R B amp Kaminski D 2001 Asymptotics and Mellin Barnes Integrals New York Cambridge University Press ISBN 978 0 521 79001 7 Whittaker E T amp Watson G N 1996 A Course in Modern Analysis 4th ed New York Cambridge University Press ISBN 978 0 521 58807 2 Romik Dan 2000 Stirling s approximation for n displaystyle n nbsp the ultimate short proof The American Mathematical Monthly 107 6 556 557 doi 10 2307 2589351 JSTOR 2589351 MR 1767064 Li Yuan Chuan July 2006 A note on an identity of the gamma function and Stirling s formula Real Analysis Exchange 32 1 267 271 MR 2329236External links edit nbsp Wikimedia Commons has media related to Stirling s approximation Stirling formula Encyclopedia of Mathematics EMS Press 2001 1994 Peter Luschny Approximation formulas for the factorial function n Weisstein Eric W Stirling s Approximation MathWorld Stirling s approximation at PlanetMath Retrieved from https en wikipedia org w index php title Stirling 27s approximation amp oldid 1183922148, wikipedia, wiki, book, books, library,

article

, read, download, free, free download, mp3, video, mp4, 3gp, jpg, jpeg, gif, png, picture, music, song, movie, book, game, games.