Saturday, January 27, 2018

limits - How to evaluate limbtoinftyleft[fracbt1ebright]?


I encountered this limit when I studied the the gamma function. This limit arises when integrating the gamma function by parts. The author evaluates it as follows:


  1. lim

  2. \lim\limits_{b \to \infty} \left[\dfrac{b^{t-1}}{e^b}\right] =-\lim\limits_{b \to \infty}\{\text{exp}[(t-1) \ln b-b]\}

  3. \lim\limits_{b \to \infty} \left[\dfrac{b^{t-1}}{e^b}\right] =-\lim\limits_{b \to \infty} \left\{\text{exp}\left[(t-1)b\left(\dfrac{ \ln b}{b}-1\right)\right]\right\}

And finally, by l’Hôpital's rule: \dfrac{ \ln b}{b} = 0 then \lim\limits_{b \to \infty} e^{(t-1)b(0-1)} = \lim\limits_{b \to \infty} e^{-\infty}=0.



I can not make sense of the manipulation between step 2 and 3. Can someone offer an explanation? Thanks in advance.


Source: https://onlinecourses.science.psu.edu/stat414/node/142


Answer



\frac{e^{(t-1)\log b}}{e^b}=e^{(t-1)\log b-b}


and now just factor out \;b\; in the exponent:


(t-1)\log b-b=b\left((t-1)\frac{\log b}b-1\right)


...and there's a mistake, either in your writing or in the book, as the factor \;(t-1)\; does not multiply the whole thing, only \;\log b\; ...


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