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[parent] proof of equivalence of formulas for exp (Proof)

We present an elementary proof that:

$\displaystyle \sum_{k=0}^\infty \frac{z^k}{k!} = \lim_{n\to\infty} \left( 1 + \frac{z}{n} \right)^n\,.$    

There are of course other proofs, but this one has the advantage that it carries verbatim for the matrix exponential and the operator exponential.

At the outset, we observe that $\sum_{k=0}^\infty z^k/k!$ converges by the ratio test. For definiteness, the notation $e^z$ below will refer to exactly this series.

Proof. We expand the right-hand side in the straightforward manner:
$\displaystyle \left( 1 + \frac{z}{n} \right)^n$ $\displaystyle = \sum_{k=0}^n \binom{n}{k} \left(\frac{z}{n}\right)^k$    
  $\displaystyle = \sum_{k=0}^n \frac{n \cdot (n-1) \dotsm (n-k+1) }{n^k} \frac{z^k}{k!} = \sum_{k=0}^n \pi(k, n) \, \frac{z^k}{k!}\,,$    

where $\pi(k, n)$ denotes the coefficient
$\displaystyle 1 \left(1 - \frac{1}{n}\right) \cdot \left(1 -\frac{2}{n} \right) \dotsm \left(1 - \frac{k-1}{n} \right)\,.$    

Let $\abs{z} \leq M$ . Given $\epsilon > 0$ , there is a $N \in \nat$ such that whenever $n \geq N$ , then $\sum_{k=n+1}^\infty M^k/k! < \epsilon/2$ , since the sum is the tail of the convergent series $e^M$ .

Since $\lim_{n \to \infty} \pi(k,n) = 1$ for fixed $k$ , there is also a $N' \in \nat$ , with $N' \geq N$ , so that whenever $n \geq N'$ and $0 \leq k \leq N$ , then $\abs{\pi(k, n) - 1} < \epsilon/(2e^{M})$ . (Note that $k$ is chosen only from a finite set.)

Now, when $n \geq N'$ , we have

$\displaystyle \left\lvert \sum_{k=0}^n \pi(k,n) \frac{z^k}{k!} \,-\, \sum_{k=0}^\infty \frac{z^k}{k!} \right\rvert$ $\displaystyle = \left\lvert \sum_{k=0}^n (\pi(k,n)-1) \frac{z^k}{k!} \,-\, \sum_{k=n+1}^\infty \frac{z^k}{k!} \right\rvert$    
  $\displaystyle \leq \sum_{k=0}^n \lvert\pi(k,n) -1\rvert \, \frac{M^k}{k!} + \sum_{k=n+1}^\infty \frac{M^k}{k!}$    
  $\displaystyle = \sum_{k=0}^{N} \lvert\pi(k,n) -1\rvert \, \frac{M^k}{k!} + \sum... ... \lvert\pi(k,n) -1\rvert \, \frac{M^k}{k!} + \sum_{k=n+1}^\infty \frac{M^k}{k!}$    
  $\displaystyle < \frac{\epsilon}{2e^M} \sum_{k=0}^{N} \frac{M^k}{k!} + \sum_{k=N + 1}^n \frac{M^k}{k!} + \sum_{k=n+1}^\infty \frac{M^k}{k!}$    

(In the middle sum, we use the bound $ \lvert\pi(k,n) -1\rvert = 1 - \pi(k,n) \leq 1$ for all $ k$ and $ n$.)


  $\displaystyle < \frac{\epsilon}{2e^M} \cdot e^M + \frac{\epsilon}{2} = \epsilon\,. \qedhere$    

$ \qedsymbol$

In fact, we have proved uniform convergence of $\lim_{n\to\infty} \left( 1 + \frac{z}{n} \right)^n$ over $\abs{z} \leq M$ . Exploiting this fact we can also show:

$\displaystyle \left( 1 + \frac{z}{n} + o\left(\frac{1}{n}\right) \right)^n = \l... ... \sum_{k=0}^\infty \frac{z^k}{k!} \quad \textrm{(pointwise, as $n \to \infty$)}$    

Proof. Fix $\abs{z} < M$ . Given $\epsilon > 0$ , for large enough $n$ , we have
$\displaystyle \left\lvert \left( 1 + \frac{w}{n} \right)^n - e^w \right\rvert < \epsilon/2 \quad \textrm{uniformly for all $\lvert w\rvert \leq M$.}$    

Since $o(1) \to 0$ , for large enough $n$ we can set $w = z+o(1)$ above. Since the exponential is continuous 1, for large enough $n$ we also have $\abs{e^{z+o(1)} - e^z} < \epsilon/2$ . Thus
$\displaystyle \left\lvert\left( 1 + \frac{z + o(1)}{n} \right)^n - e^z\right\rv... ...- e^{z+o(1)}\right\rvert + \lvert e^{z+o(1)} - e^z\rvert < \epsilon\,. \qedhere$    

$ \qedsymbol$



Footnotes

...http://planetmath.org/encyclopedia/ContinuousMap.html 1
follows from uniform convergence on bounded subsets of either expression for $e^z$



"proof of equivalence of formulas for exp" is owned by stevecheng.
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See Also: complex exponential function, exponential function, matrix exponential


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Cross-references: expression, subsets, bounded, continuous, uniform convergence, finite, convergent series, sum, coefficient, expand, series, ratio test, converges, exponential, operator, matrix exponential, proof

This is version 8 of proof of equivalence of formulas for exp, born on 2005-07-07, modified 2006-09-13.
Object id is 7210, canonical name is ProofOfEquivalenceOfFormulasForExp.
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AMS MSC30A99 (Functions of a complex variable :: General properties :: Miscellaneous)

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