Stirling's Formula
asymptotics complex-analysisIn this article, we are going to obtain a formula that allows us to approximate factorials as large values.
Logarithm of a factorial
To further study the property of factorial, we take logarithm of this operation because logarithm can convert a problem involving multiplication into a summatory problem, in which many tools are available for approximation:
\[\log N!=\sum_{k=1}^N\log k\]By rewriting this sum into Riemann-Stieltjes integral, we get
\[\begin{aligned} \log N! &=\log1+\int_1^N\log t\mathrm d\lfloor t\rfloor \\ &=\int_1^N\log t\mathrm dt-\int_1^N\log t\mathrm d\{t\} \\ &=t\log t-t|_1^N-\int_1^N\log t\mathrm d\left(\{t\}-\frac12\right) \\ &=N\log N-N+1-\left.\left(\{t\}-\frac12\right)\log t\right|_1^N \\ &+\int_1^N\left(\{t\}-\frac12\right)\mathrm d\log t \\ &=\left(N+\frac12\right)\log N-N+1+\int_1^N{\{t\}-\frac12\over t}\mathrm dt \end{aligned}\]If we were to define $P_n(x)=B_n({x})$, the Bernoulli polynomials, then $P_1(x)={x}-\frac12$, and this is why the one-half term appears in the calculation:
\[\begin{aligned} \int_1^N{\{t\}-\frac12\over t}\mathrm dt &=\int_1^N{P_1(t)\over t}\mathrm dt \\ &=\left.{P_2(t)\over2t}\right|_1^N+\frac12\int_1^N{P_2(t)\over t^2}\mathrm dt \\ &=\left[{B_2\over2t}+{P_3(t)\over2\cdot3t^2}\right]_1^N+\frac13\int_1^N{P_3(t)\over t^3}\mathrm dt \\ &=\left[{B_2\over2t}+{B_4\over3\cdot4t^3}\right]_1^N+\frac14\int_1^N{P_4(t)\over t^4}\mathrm dt \\ &=\sum_{m=1}^r\left.{B_{2m}\over2m(2m-1)t^{2m-1}}\right|_1^N+{1\over2r}\int_1^N{P_{2r}(t)\over t^{2r}}\mathrm dt \end{aligned}\]If we were to combine these results, we get
\[\log N!=\left(N+\frac12\right)\log N-N+\log C+\sum_{m=1}^{r-1}{B_{2m}\over2m(2m-1)N^{2m-1}}+\mathcal O\left(1\over N^{2r-1}\right)\tag1\]where $C$ is just a constant obtaind from absorbing constant terms from the above integral. Exponentiating both side gives
\[N!\sim C\left(\frac Ne\right)^N\sqrt N\tag2\]As a result, all we need is to figure out the constant
Wallis product
According to the Weierstrass factorization theorem, we have
\[{\pi x\over\sin(\pi x)}=\prod_{k=1}^\infty\left(1-{x^2\over k^2}\right)^{-1}\]Setting $x=\frac12$, we get
\[\begin{aligned} \frac\pi2 &=\prod_{k=1}^\infty{(2k)^2\over(2k+1)(2k-1)} \\ &=\lim_{N\to\infty}{[(2N)!!]^2\over[(2N-1)!!]^2(2N+1)} \\ &=\lim_{N\to\infty}{[(2N)!!]^4\over[(2N)!]^2(2N+1)} \\ &=\lim_{N\to\infty}{2^{4N}(N!)^4\over[(2N)!]^2(2N+1)} \end{aligned}\]Now, plug in (2) so that
\[\begin{aligned} \frac\pi2 &\sim{2^{4N}C^4(N/e)^{4N}N^2\over C^2(2N/e)^{4N}(2N)(2N+1)} \\ &\sim{C^22^{4N}(N/e)^{4N}\over2^{4N}(N/e)^{4N}4} \\ &={C^2\over4} \end{aligned}\]As a result, we obtain
\[C^2=2\pi\Rightarrow C=\sqrt{2\pi}\]Plugging this into (2), we obtain Stirling's approximation for factorials:
\[N!\sim\sqrt{2\pi N}\left(\frac Ne\right)^N\tag3\]Taking logarithm on (3) and plugging into (1), we deduce this powerful formula for factorials:
\[\log N!=\left(N+\frac12\right)\log N-N+\frac12\log2\pi+\sum_{m=1}^r{B_{2m}\over2m(2m-1)N^{2m-1}}+\mathcal O\left(1\over N^{2r+1}\right)\]