Repeated integration by parts gives the Gamma integral
The logarithm of its integrand is , whose unique maximum is at . Write . For fixed and large , a Taylor expansion gives
The Big O notation here is for a fixed , or uniformly for in a fixed bounded interval. It does not claim a uniform approximation over the entire growing integration domain. Consequently the peak, divided by its height, approaches .
Figure 1.
The peak of a factorial integral approaches a Gaussian after recentering and rescaling
. The plotted functions are for , with zero outside their domains. Each has peak height one. They are rescaled integrands, not normalized probability density functions. Details.
The exact substitution gives
Replacing the integral by the Gaussian integral produces . Thus the estimate is peak height times width times the area of a standard Gaussian peak. This is Laplace's method in a concrete form; controlling the integral's tails justifies the replacement. The next terms, including their products after exponentiation, produce the Stirling correction by Gaussian moments.

There are no discussions about this article yet.

Articles by others on the same topic (NaN)

There are currently no matching articles.