Saturday, June 18, 2016

probability - Proofs of $limlimits_{n to infty} left(H_n - 2^{-n} sumlimits_{k=1}^n binom{n}{k} H_kright) = log 2$



Let $H_n$ denote the $n$th harmonic number; i.e., $H_n = \sum\limits_{i=1}^n \frac{1}{i}$. I've got a couple of proofs of the following limiting expression, which I don't think is that well-known: $$\lim_{n \to \infty} \left(H_n - \frac{1}{2^n} \sum_{k=1}^n \binom{n}{k} H_k \right) = \log 2.$$
I'm curious about other ways to prove this expression, and so I thought I would ask here to see if anybody knows any or can think of any. I would particularly like to see a combinatorial proof, but that might be difficult given that we're taking a limit and we have a transcendental number on one side. I'd like to see any proofs, though. I'll hold off from posting my own for a day or two to give others a chance to respond first.



(The probability tag is included because the expression whose limit is being taken can also be interpreted probabilistically.)






(Added: I've accepted Srivatsan's first answer, and I've posted my two proofs for those who are interested in seeing them.




Also, the sort of inverse question may be of interest. Suppose we have a function $f(n)$ such that $$\lim_{n \to \infty} \left(f(n) - \frac{1}{2^n} \sum_{k=0}^n \binom{n}{k} f(k) \right) = L,$$ where $L$ is finite and nonzero. What can we say about $f(n)$? This question was asked and answered a while back; it turns out that $f(n)$ must be $\Theta (\log n)$. More specifically, we must have $\frac{f(n)}{\log_2 n} \to L$ as $n \to \infty$.)


Answer



I made an quick estimate in my comment. The basic idea is that the binomial distribution $2^{−n} \binom{n}{k}$ is concentrated around $k= \frac{n}{2}$. Simply plugging this value in the limit expression, we get $H_n−H_{n/2} \sim \ln 2$ for large $n$. Fortunately, formalizing the intuition isn't that hard.



Call the giant sum $S$. Notice that $S$ can be written as $\newcommand{\E}{\mathbf{E}}$
$$
\sum_{k=0}^{\infty} \frac{1}{2^{n}} \binom{n}{k} (H(n) - H(k)) = \sum_{k=0}^{\infty} \Pr[X = k](H(n) - H(k)) = \E \left[ H(n) - H(X) \right],
$$
where $X$ is distributed according to the binomial distribution $\mathrm{Bin}(n, \frac12)$. We need the following two facts about $X$:





  • With probability $1$, $0 \leqslant H(n) - H(X) \leqslant H(n) = O(\ln n)$.

  • From the Bernstein inequality, for any $\varepsilon \gt 0$, we know that $X$ lies in the range $\frac{1}{2}n (1\pm \varepsilon)$, except with probability at most $e^{- \Omega(n \varepsilon^2) }$.



Since the function $x \mapsto H(n) - H(x)$ is monotone decreasing, we have
$$
S \leqslant \color{Red}{H(n)} \color{Blue}{-H\left( \frac{n(1-\varepsilon)}{2} \right)} + \color{Green}{\exp (-\Omega(n \varepsilon^2)) \cdot O(\ln n)}.
$$

Plugging in the standard estimate $H(n) = \ln n + \gamma + O\Big(\frac1n \Big)$ for the harmonic sum, we get:
$$
\begin{align*}
S
&\leqslant \color{Red}{\ln n + \gamma + O \Big(\frac1n \Big)} \color{Blue}{- \ln \left(\frac{n(1-\varepsilon)}{2} \right) - \gamma + O \Big(\frac1n \Big)} +\color{Green}{\exp (-\Omega(n \varepsilon^2)) \cdot O(\ln n)}
\\ &\leqslant \ln 2 - \ln (1- \varepsilon) + o_{n \to \infty}(1)
\leqslant \ln 2 + O(\varepsilon) + o_{n \to \infty}(1). \tag{1}
\end{align*}
$$




An analogous argument gets the lower bound
$$
S \geqslant \ln 2 - \ln (1+\varepsilon) - o_{n \to \infty}(1) \geqslant \ln 2 - O(\varepsilon) - o_{n \to \infty}(1). \tag{2}
$$
Since the estimates $(1)$ and $(2)$ hold for all $\varepsilon > 0$, it follows that $S \to \ln 2$ as $n \to \infty$.


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