Saturday, 31 July 2010

co.combinatorics - Looking for an explicit formula for a limit of a binomial-like expression

Here's a probabilistic solution to your problem. Suppose XN is a binomial random variable with parameters N and s/N (ie. XN counts the number of heads in N independent coin flips, each with probability s/N of heads). Also let P be a Poisson random variable with mean s, so that for all non-negative integers k:
Prob[P=k]=esfracskk!.


A well-known result sometimes called the law of rare events implies that the distribution of XN converges to that of P as Nto+infty. In particular, for any bounded real-valued function f defined on the non-negative integers:
E(f(XN))=sumNk=0binomNkleft(1fracsNright)Nkleft(fracsNright)kf(k)toE(f(P))=sum+inftyk=0esfracskk!f(k).



Apply this to f satisfying f(x)=1/x if x>0, f(0)=0, and the LHS becomes your expression. The RHS becomes:
sum+inftyk=1esfracskk!timesk=esints0fraceu1udu,


which I guess is the same as the previous answer.



Added note: a quantitative version of the law of rare events gives the error bound:
forallf:Nto[0,1],|E(f(XN))E(f(P))|leqsleft(1es/Nright);


this allows for simultaneous limits in N and s, and goes to 0 iff s2/Nto0.

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