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Geometric Series Formula - Proof of Lemma

We conclude this section with the proof of the lemma that limx→∞ (1 + 1/x)x exists. We use the following formula from elementary algebra.

GEOMETRIC SERIES FORMULA

If b ≠ 1, then

08_exp-log_functions-115.gif

This formula is proved by multiplying

(1 + b + b2 + ... + bn)(b - 1) = (b + b2 + ... + bn + bn+1) - (1 + b + ... + bn-1 + bn) = bnn+1 - 1.

PROOF OF THE LEMMA

The function y = 2t is continuous and positive. Therefore the integral

08_exp-log_functions-116.gif

is a positive real number. Our plan is to use the fact that the Riemann sums approach c to show that (1 + 1/x)x approaches the limit 2c.

Let H be positive infinite. We wish to prove that

08_exp-log_functions-117.gif

It is easier to work with the logarithm

08_exp-log_functions-118.gif

Let

08_exp-log_functions-119.gif

Δt is positive and is infinitesimal because

Δt ≈ log2 1 = 0.

Moreover,

08_exp-log_functions-120.gif

so

(3)

08_exp-log_functions-121.gif

Let us form the Riemann sum

08_exp-log_functions-122.gif

For simplicity suppose Δt evenly divides 1, so K Δt = 1. By the Geometric Series Formula,

08_exp-log_functions-123.gif

By Equation 3,

08_exp-log_functions-124.gif

Taking standard parts we have

08_exp-log_functions-125.gif

Finally,

08_exp-log_functions-126.gif

The proof is the same when Δt does not evenly divide 1, except that K Δt is infinitely close to 1 instead of equal to 1. Therefore

08_exp-log_functions-127.gif

We remark that in the above proof we could have used any other positive real number in place of 2. Notice that 2c = e, so the constant 08_exp-log_functions-128.gif is just log2 e.


Last Update: 2010-11-25