arithmetic-geometric mean as a product
Recall that, given two real numbers 0<x≤y, their arithmetic-geometric
mean may be defined as M(x,y)=limn→∞gn, where
g0 | =x | ||
a0 | =y | ||
gn+1 | =√angn | ||
an+1 | =an+gn2. |
In this entry, we will re-express this quantity as an infinite product. We begin by rewriting the recursion for gn:
gn+1=√angn=√angn⋅g2n=gn√angn |
From this, it follows that
gn=g0n-1∏m=0hm |
where hn=√an/gn.
As it stands, this is not so interesting because no way has been given to determine the factors hn other than first computing an and gn. We shall now correct this defect by deriving a recursion which may be used to compute the hn’s directly:
hn+1 | =√an+1gn+1 | ||
=√an+gn2√angn | |||
=√12(√angn+√gnan) | |||
=√12(hn+1hn) | |||
=√h2n+12hn |
Taking the limit n→∞, we then have the formula
M(x,y)=x∞∏m=0hn |
where
h0=yx |
and
hn+1=√h2n+12hn. |
Title | arithmetic-geometric mean as a product |
---|---|
Canonical name | ArithmeticgeometricMeanAsAProduct |
Date of creation | 2013-03-22 17:09:59 |
Last modified on | 2013-03-22 17:09:59 |
Owner | rspuzio (6075) |
Last modified by | rspuzio (6075) |
Numerical id | 6 |
Author | rspuzio (6075) |
Entry type | Derivation |
Classification | msc 26E60 |
Classification | msc 33E05 |