Derivations of Stirling’s Approximation—C.E. Mungan, Spring 1998 Method 1: By Taylor Series Begin with ∞ ∞ n −x n! = Γ (n + 1) = ∫ x e dx = ∫ e n ln x − x dx 0 0 and for convenience define f ( x ) = n ln x − x . By graphing f(x), you can convince yourself that it peaks at x = n since f ′(n) = 0 . Hence, we can approximate f(x) by expanding it around x = n. (By expanding around the maximum, the integral will include most of the area.) We get f ( x ) = f (n) + f ′(n) ⋅ ( x − n) + 12 f ′′(n) ⋅ ( x − n)2 + L ⇒ e f ( x ) = n ne − n × e −( x − n) / 2 n × L since f ′′(n) = −1 / n . Recalling the normalization of a Gaussian of mean n and standard deviation n , we immediately obtain 2 n −n n!~ n e ∞ −( x − n) ∫e 2 / 2( n ) 2 dx = n ne − n 2πn 0 which is Boas Eq. (11.11.1). I extended the lower limit in evaluating the integral to –∞ since n is assumed to be large. Method 2: Using Infinite Series, Products, and Limits This method due to Mermin is longer, but enlightening. By inspection we see that n! = 1 × 2 × 3 × L × (n − 1) × n = ( 12 )3 / 2 × ( 23 )5 / 2 × ( 43 )7 / 2 × L × ( nn−1 )n −1 / 2 × nn +1 / 2 ∞ = n n −1 n +1 / 2 ∏ (1 + m1 ) n +1 / 2 m +1 / 2 n = n −1 e ∏ (1 + m1 ) m=n ∞ ∏ (1 + m1 ) m +1 / 2 m +1 / 2 /e /e m =1 m =1 Let’s define a constant P such that ∞ e m +1 / 2 /e ≡ ∏ (1 + m1 ) 2P m =1 (1a) which is meaningful because the infinite product can easily be shown to converge using Eq. (1b) below. It follows that ∞ n! = n ne − n 2 Pn ∏ (1 + m=n ) 1 m +1 / 2 m /e (2a) and we can show that the infinite product in this equation is negligible for large n. In particular, each term in this product has m large and (1 + m1 )m +1 / 2 / e = exp[(m + 12 ) ln(1 + m1 ) − 1] = exp[( m + 12 )( 1 − 1 2 + 1 3 − L) − 1] 2m 3m m [ = exp 1 12 m 2 − 1 12 m 3 (1b) ] +L where use was made of Boas Eq. (1.13.4) in the second step, which applies since it is always true that m1 ≤ 1. But for sufficiently large m, the argument of the exponential is negligibly small and it follows that lim (1 + ) 1 m +1 / 2 m m →∞ =e which actually converges quite rapidly (e.g., try it on a calculator for m = 1, 10, 100) and is in and of itself a very useful result. Thus, Eq. (2a) becomes n!~ n ne − n 2 Pn (2b) even for merely moderately large n. The last and hardest step is to prove that P = π , so that Eq. (2b) gives the desired result. For this purpose, we first derive Wallis’ formula for π starting from π /2 ∫ sin lim n →∞ 0 π /2 ∫ sin 2n π /2 ∫ sin θ dθ 2 n +1 = lim θ dθ n →∞ π /2 ∫ sin 2n θ dθ 0 2n θ cos( − θ ) dθ =1 π 2 0 0 since for large n, sin θ is nonzero on (0,π /2) only for θ near π /2, in which case cos( π2 − θ ) ≈ 1. 2n However, π /2 Γ (n + 12 )Γ ( 12 ) 1 B( n + 1 , 1 ) Γ (n + 1) 0 2 2 2 = = π /2 1 B( n + 1, 1 ) Γ (n + 1)Γ ( 12 ) 2 2 2 n +1 ∫ sin θ dθ Γ (n + 23 ) ∫ sin 2n θ dθ 0 2 2 Γ (n + 12 ) 1 × 3 × 5 × L × (2 n − 1) (n + 12 ) = n = π (n + 12 ) 2 1× 2 × 3 ×L× n Γ (n + 1) π 1 × 3 × 5 × L × (2 n − 1) 3 × 5 × 7 × L × (2 n + 1) = 2 2 × 4 × 6 × L × 2n 2 × 4 × 6 × L × 2n using the intermediate result of Boas Problem 11.5.1. Hence, in the limit as n → ∞ we have π 2⋅2 4⋅4 6⋅6 = × × ×L 2 1⋅ 3 3 ⋅ 5 5 ⋅ 7 which is Wallis’ formula. Finally, consider the following quantity 2 2 2 (2 n)! 1 × 2 × 3 × L × 2n 1 × 3 × 5 × L × (2 n − 1) 2n n 2 = 2n 2 n = 2 2 × 4 × 6 × L × 2 n (2 n!) (2 × 4 × 6 × L × 2 n) 2 ⋅ 2 × 4 ⋅ 4 × 6 ⋅ 6 × L × (2 n − 2 ) ⋅ (2 n − 2 ) × 2 n = 1 ⋅ 3 × 3 ⋅ 5 × 5 ⋅ 7 × L × (2 n − 3) ⋅ (2 n − 1) × (2 n − 1) −1 so that 2 2 (2 n)! lim 2 n n 2 = n →∞ π (2 n!) using Wallis’ formula. (Compare Boas Problem 11.11.4.) On the other hand, Eq. (2b) implies 2 2 (2 n)4 n e −4 n 4 Pn (2 n)! 2 n n 2 ~ 2 n 4 n 4 n −4 n 2 2 = P 2 n e 4P n (2 n!) for large n, and by comparing the last two equations we see that we must have P = π as required. See Mermin for a discussion of how we can go on to refine Stirling’s approximation by substituting Eq. (1b) into Eq. (2a).