An expansion from Ramanujan related to birthday problemConcentration bound using Azuma's inequality and Law of total probabilityAsymptotic Expansion of Distribution in Central Limit Theorem for Non-Identically Distributed Random VariablesGeneralization on Coupon Collector's ProblemAn extrasensory perception strategy :-)Distribution of infinity-norm over the unit sphereExplicitly representing a random variable in terms of indicator functionsConcentration inequalities on the supremum of average after time $n$Iterated logarithm and gaussian concentration : a paradoxTranscendental functions generating almost integersExpectation of maximum of multivariate Gaussian
An expansion from Ramanujan related to birthday problem
Concentration bound using Azuma's inequality and Law of total probabilityAsymptotic Expansion of Distribution in Central Limit Theorem for Non-Identically Distributed Random VariablesGeneralization on Coupon Collector's ProblemAn extrasensory perception strategy :-)Distribution of infinity-norm over the unit sphereExplicitly representing a random variable in terms of indicator functionsConcentration inequalities on the supremum of average after time $n$Iterated logarithm and gaussian concentration : a paradoxTranscendental functions generating almost integersExpectation of maximum of multivariate Gaussian
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I want to compute the expectation to get the first match which is not difficult (See section 5.6, "average number of people").
My question is how to prove the Ramanujan's formula given there,
$$ Q(M)=sum_k=1^M fracM!(M-k)! M^ksimsqrtfracpi M2-frac13+frac112sqrtfracpi2M-frac4135M+cdots$$
Any good reference available?
pr.probability approximation-theory
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add a comment |
$begingroup$
I want to compute the expectation to get the first match which is not difficult (See section 5.6, "average number of people").
My question is how to prove the Ramanujan's formula given there,
$$ Q(M)=sum_k=1^M fracM!(M-k)! M^ksimsqrtfracpi M2-frac13+frac112sqrtfracpi2M-frac4135M+cdots$$
Any good reference available?
pr.probability approximation-theory
$endgroup$
add a comment |
$begingroup$
I want to compute the expectation to get the first match which is not difficult (See section 5.6, "average number of people").
My question is how to prove the Ramanujan's formula given there,
$$ Q(M)=sum_k=1^M fracM!(M-k)! M^ksimsqrtfracpi M2-frac13+frac112sqrtfracpi2M-frac4135M+cdots$$
Any good reference available?
pr.probability approximation-theory
$endgroup$
I want to compute the expectation to get the first match which is not difficult (See section 5.6, "average number of people").
My question is how to prove the Ramanujan's formula given there,
$$ Q(M)=sum_k=1^M fracM!(M-k)! M^ksimsqrtfracpi M2-frac13+frac112sqrtfracpi2M-frac4135M+cdots$$
Any good reference available?
pr.probability approximation-theory
pr.probability approximation-theory
edited Jun 21 at 12:15
Carlo Beenakker
84.7k9 gold badges201 silver badges306 bronze badges
84.7k9 gold badges201 silver badges306 bronze badges
asked Jun 21 at 9:18
UpcUpc
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1573 bronze badges
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2 Answers
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A crystal clear derivation using only elementary calculus is given by Donald Knuth on page 116-121 of The Art of Computer Programming (volume 1).
I reproduce the first and the last paragraphs of Knuth's exposition:


$endgroup$
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$begingroup$
We have $$Q(n)=sum_k=0^n-1 (1-1/n)(1-2/n)ldots(1-k/n).$$
Write $1-x/n=e^-x/n-x^2/(2n^2)-ldots$, then
$$Q(n)=sum_k=0^n-1 expleft(-frack(k+1)2n-frack(k+1)(2k+1)12n^2-ldotsright).$$
If $kgeqslant n^1/2+0.00001$, the corresponding summands are super-polynomially small and do not rely on the asymptotics. For $k<n^1/2+0.00001$ , the first few summands in the expansion define it with good accuracy ($n$ to any prescribed negative power) and we get a standard problem of the asymptotics of $sum_k g(k)$ for $g(k)=exp(-frack(k+1)2n-frack(k+1)(2k+1)12n^2)$, say. It is obtained by Euler–Maclaurin. The main term comes from the approximation of $sum_k exp(-k^2/(2n))$ by $int_0^infty exp(-x^2/(2n))dx=sqrtpi n/2$.
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2 Answers
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2 Answers
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$begingroup$
A crystal clear derivation using only elementary calculus is given by Donald Knuth on page 116-121 of The Art of Computer Programming (volume 1).
I reproduce the first and the last paragraphs of Knuth's exposition:


$endgroup$
add a comment |
$begingroup$
A crystal clear derivation using only elementary calculus is given by Donald Knuth on page 116-121 of The Art of Computer Programming (volume 1).
I reproduce the first and the last paragraphs of Knuth's exposition:


$endgroup$
add a comment |
$begingroup$
A crystal clear derivation using only elementary calculus is given by Donald Knuth on page 116-121 of The Art of Computer Programming (volume 1).
I reproduce the first and the last paragraphs of Knuth's exposition:


$endgroup$
A crystal clear derivation using only elementary calculus is given by Donald Knuth on page 116-121 of The Art of Computer Programming (volume 1).
I reproduce the first and the last paragraphs of Knuth's exposition:


edited Jun 21 at 12:04
answered Jun 21 at 10:10
Carlo BeenakkerCarlo Beenakker
84.7k9 gold badges201 silver badges306 bronze badges
84.7k9 gold badges201 silver badges306 bronze badges
add a comment |
add a comment |
$begingroup$
We have $$Q(n)=sum_k=0^n-1 (1-1/n)(1-2/n)ldots(1-k/n).$$
Write $1-x/n=e^-x/n-x^2/(2n^2)-ldots$, then
$$Q(n)=sum_k=0^n-1 expleft(-frack(k+1)2n-frack(k+1)(2k+1)12n^2-ldotsright).$$
If $kgeqslant n^1/2+0.00001$, the corresponding summands are super-polynomially small and do not rely on the asymptotics. For $k<n^1/2+0.00001$ , the first few summands in the expansion define it with good accuracy ($n$ to any prescribed negative power) and we get a standard problem of the asymptotics of $sum_k g(k)$ for $g(k)=exp(-frack(k+1)2n-frack(k+1)(2k+1)12n^2)$, say. It is obtained by Euler–Maclaurin. The main term comes from the approximation of $sum_k exp(-k^2/(2n))$ by $int_0^infty exp(-x^2/(2n))dx=sqrtpi n/2$.
$endgroup$
add a comment |
$begingroup$
We have $$Q(n)=sum_k=0^n-1 (1-1/n)(1-2/n)ldots(1-k/n).$$
Write $1-x/n=e^-x/n-x^2/(2n^2)-ldots$, then
$$Q(n)=sum_k=0^n-1 expleft(-frack(k+1)2n-frack(k+1)(2k+1)12n^2-ldotsright).$$
If $kgeqslant n^1/2+0.00001$, the corresponding summands are super-polynomially small and do not rely on the asymptotics. For $k<n^1/2+0.00001$ , the first few summands in the expansion define it with good accuracy ($n$ to any prescribed negative power) and we get a standard problem of the asymptotics of $sum_k g(k)$ for $g(k)=exp(-frack(k+1)2n-frack(k+1)(2k+1)12n^2)$, say. It is obtained by Euler–Maclaurin. The main term comes from the approximation of $sum_k exp(-k^2/(2n))$ by $int_0^infty exp(-x^2/(2n))dx=sqrtpi n/2$.
$endgroup$
add a comment |
$begingroup$
We have $$Q(n)=sum_k=0^n-1 (1-1/n)(1-2/n)ldots(1-k/n).$$
Write $1-x/n=e^-x/n-x^2/(2n^2)-ldots$, then
$$Q(n)=sum_k=0^n-1 expleft(-frack(k+1)2n-frack(k+1)(2k+1)12n^2-ldotsright).$$
If $kgeqslant n^1/2+0.00001$, the corresponding summands are super-polynomially small and do not rely on the asymptotics. For $k<n^1/2+0.00001$ , the first few summands in the expansion define it with good accuracy ($n$ to any prescribed negative power) and we get a standard problem of the asymptotics of $sum_k g(k)$ for $g(k)=exp(-frack(k+1)2n-frack(k+1)(2k+1)12n^2)$, say. It is obtained by Euler–Maclaurin. The main term comes from the approximation of $sum_k exp(-k^2/(2n))$ by $int_0^infty exp(-x^2/(2n))dx=sqrtpi n/2$.
$endgroup$
We have $$Q(n)=sum_k=0^n-1 (1-1/n)(1-2/n)ldots(1-k/n).$$
Write $1-x/n=e^-x/n-x^2/(2n^2)-ldots$, then
$$Q(n)=sum_k=0^n-1 expleft(-frack(k+1)2n-frack(k+1)(2k+1)12n^2-ldotsright).$$
If $kgeqslant n^1/2+0.00001$, the corresponding summands are super-polynomially small and do not rely on the asymptotics. For $k<n^1/2+0.00001$ , the first few summands in the expansion define it with good accuracy ($n$ to any prescribed negative power) and we get a standard problem of the asymptotics of $sum_k g(k)$ for $g(k)=exp(-frack(k+1)2n-frack(k+1)(2k+1)12n^2)$, say. It is obtained by Euler–Maclaurin. The main term comes from the approximation of $sum_k exp(-k^2/(2n))$ by $int_0^infty exp(-x^2/(2n))dx=sqrtpi n/2$.
answered Jun 21 at 10:13
Fedor PetrovFedor Petrov
54.1k6 gold badges128 silver badges247 bronze badges
54.1k6 gold badges128 silver badges247 bronze badges
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