【定义】
e = ∑ n = 0 ∞ 1 n ! e = \sum_{n = 0}^{\infty}\frac{1}{n!} e=n=0∑∞n!1
【定理】
lim n → ∞ ( 1 + 1 n ) n = e \lim_{n \rightarrow \infty}\left( 1 + \frac{1}{n} \right)^{n} = e n→∞lim(1+n1)n=e
【证明】
设
s n = ∑ i = 0 n 1 i ! s_{n} = \sum_{i = 0}^{n}\frac{1}{i!} sn=i=0∑ni!1
t n = ( 1 + 1 n ) n t_{n} = \left( 1 + \frac{1}{n} \right)^{n} tn=(1+n1)n
那么
t n = 1 + C n 1 1 n + C n 2 1 n 2 + C n 3 1 n 3 + … + C n n 1 n n t_{n} = 1 + C_{n}^{1}\frac{1}{n} + C_{n}^{2}\frac{1}{n^{2}} + C_{n}^{3}\frac{1}{n^{3}} + \ldots + C_{n}^{n}\frac{1}{n^{n}} tn=1+Cn1n1+Cn2n21+Cn3n31+…+Cnnnn1
= 1 + 1 + 1 2 ! ( 1 − 1 n ) + 1 3 ! ( 1 − 1 n ) ( 1 − 2 n ) + … + 1 n ! ( 1 − 1 n ) ( 1 − 2 n ) … ( 1 − n − 1 n ) = 1 + 1 + \frac{1}{2!}\left( 1 - \frac{1}{n} \right) + \frac{1}{3!}\left( 1 - \frac{1}{n} \right)\left( 1 - \frac{2}{n} \right) + \ldots + \frac{1}{n!}\left( 1 - \frac{1}{n} \right)\left( 1 - \frac{2}{n} \right)\ldots\left( 1 - \frac{n - 1}{n} \right) =1+1+2!1(1−n1)+3!1(1−n1)(1−n2)+…+n!1(1−n1)(1−n2)…(1−nn−1)
根据伯努利不等式
a 1 , a 2 … … a n > − 1 a 1 , a 2 … … a n 同号 a_{1},a_{2}\ldots\ldots a_{n} > - 1\ \ \ \ \ \ \ \ \ a_{1},a_{2}\ldots\ldots a_{n}同号 a1,a2……an>−1 a1,a2……an同号
( 1 + a 1 ) ( 1 + a 2 ) … ( 1 + a n ) ≥ 1 + a 1 + a 2 + … + a n \left( 1 + a_{1} \right)\left( 1 + a_{2} \right)\ldots\left( 1 + a_{n} \right) \geq 1 + a_{1} + a_{2} + \ldots + a_{n} (1+a1)(1+a2)…(1+an)≥1+a1+a2+…+an
所以
s n − t n = 1 2 ! [ 1 − ( 1 − 1 n ) ] + 1 3 ! [ 1 − ( 1 − 1 n ) ( 1 − 2 n ) ] + … + 1 n ! [ 1 − ( 1 − 1 n ) ( 1 − 2 n ) … ( 1 − n − 1 n ) ] s_{n} - t_{n} = \frac{1}{2!}\left\lbrack 1 - \left( 1 - \frac{1}{n} \right) \right\rbrack + \frac{1}{3!}\left\lbrack 1 - \left( 1 - \frac{1}{n} \right)\left( 1 - \frac{2}{n} \right) \right\rbrack + \ldots + \frac{1}{n!}\left\lbrack 1 - \left( 1 - \frac{1}{n} \right)\left( 1 - \frac{2}{n} \right)\ldots\left( 1 - \frac{n - 1}{n} \right) \right\rbrack sn−tn=2!1[1−(1−n1)]+3!1[1−(1−n1)(1−n2)]+…+n!1[1−(1−n1)(1−n2)…(1−nn−1)]
= ∑ i = 2 n 1 i ! [ 1 − ∏ j = 1 i − 1 ( 1 − j n ) ] = \sum_{i = 2}^{n}{\frac{1}{i!}\left\lbrack 1 - \prod_{j = 1}^{i - 1}\left( 1 - \frac{j}{n} \right) \right\rbrack} =i=2∑ni!1[1−j=1∏i−1(1−nj)]
≤ ∑ i = 2 n 1 i ! ( ∑ j = 1 i − 1 j n ) \leq \sum_{i = 2}^{n}{\frac{1}{i!}\left( \sum_{j = 1}^{i - 1}\frac{j}{n} \right)} ≤i=2∑ni!1(j=1∑i−1nj)
= ∑ i = 2 n [ 1 i ! × i ( i − 1 ) 2 n ] = \sum_{i = 2}^{n}\left\lbrack \frac{1}{i!} \times \frac{i(i - 1)}{2n} \right\rbrack =i=2∑n[i!1×2ni(i−1)]
= 1 2 n ∑ i = 2 n 1 ( i − 2 ) ! = \frac{1}{2n}\sum_{i = 2}^{n}\frac{1}{(i - 2)!} =2n1i=2∑n(i−2)!1
< e 2 n < \frac{e}{2n} <2ne
所以
lim n → ∞ s n − t n ≤ lim n → ∞ e 2 n = 0 \lim_{n \rightarrow \infty}{s_{n} - t_{n}} \leq \lim_{n \rightarrow \infty}\frac{e}{2n} = 0 n→∞limsn−tn≤n→∞lim2ne=0
由于 s n > t n s_{n} > t_{n} sn>tn，所以
lim n → ∞ t n = lim n → ∞ s n \lim_{n \rightarrow \infty}t_{n} = \lim_{n \rightarrow \infty}s_{n} n→∞limtn=n→∞limsn
即
lim n → ∞ ( 1 + 1 n ) n = e \lim_{n \rightarrow \infty}\left( 1 + \frac{1}{n} \right)^{n} = e n→∞lim(1+n1)n=e
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