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[parent] proof that Euler's constant exists (Proof)
Theorem 1   The limit
$\displaystyle \gamma = \lim_{n\to\infty}\left(\sum_{k=1}^n \frac{1}{k} - \ln n\right)$
exists.

Proof. Let

$\displaystyle C_n=\frac{1}{1}+\frac{1}{2}+\cdots+\frac{1}{n}-\ln n$
and
$\displaystyle D_n=C_n-\frac{1}{n}$
Then
$\displaystyle C_{n+1}-C_n=\frac{1}{n+1}-\ln\left(1+\frac{1}{n}\right)$
and
$\displaystyle D_{n+1}-D_n=\frac{1}{n}-\ln\left(1+\frac{1}{n}\right)$
Now, by considering the Taylor series for $ \ln(1+x)$, we see that
$\displaystyle \frac{1}{n+1}<\ln\left(1+\frac{1}{n}\right)<\frac{1}{n}$
and so
$\displaystyle C_{n+1}-C_n < 0 < D_{n+1}-D_n$
Thus, the $ C_n$ decrease monotonically, while the $ D_n$ increase monotonically, since the differences are negative (positive for $ D_n$). Further, $ D_n<C_n$ and thus $ D_1=0$ is a lower bound for $ C_n$. Thus the $ C_n$ are monotonically decreasing and bounded below, so they must converge.

Bibliography

1
E. Artin, The Gamma Function, Holt, Rinehart, Winston 1964.



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Cross-references: converge, bounded, monotonically decreasing, lower bound, positive, negative, differences, monotonically, Taylor series, proof, limit
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This is version 3 of proof that Euler's constant exists, born on 2007-01-15, modified 2007-04-15.
Object id is 8771, canonical name is ProofThatEulersConstantExists.
Accessed 1442 times total.

Classification:
AMS MSC40A25 (Sequences, series, summability :: Convergence and divergence of infinite limiting processes :: Approximation to limiting values )

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