Sunday, September 30, 2018

Calculate limit with summation index in formula










I want to calculate the following:




$$ \lim_{n \rightarrow \infty} \left( e^{-n} \sum_{i = 0}^{n} \frac{n^i}{i!} \right) $$



Numerical calculations show it has a value close to 0.5. But I am not able to derive this analytically. My problem is that I am lacking a methodology of handling the $n$ both as a summation limit and a variable in the equation.


Answer



I don't want to put this down as my own solution, since I have already seen it solved on MSE.



One way is to use the sum of Poisson RVs with parameter 1, so that $S_n=\sum_{k=1}^{n}X_k, \ S_n \sim Poisson(n)$ and then apply Central Limit Theorem to obtain $\Phi(0)=\frac{1}{2}$.



The other solution is purely analytic and is detailed in the paper by Laszlo and Voros(1999) called 'On the Limit of a Sequence'.


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