Stirling's approximation: Difference between revisions

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'''Stirling's approximation''' was invented by the Scottish mathematician James Stirling (1692-1770).
'''Stirling's approximation''' is named after the Scottish mathematician James Stirling (1692-1770).


:<math>\left.\ln N!\right. = \ln 1 + \ln 2 + \ln 3 + ... + \ln N = \sum_{k=1}^N \ln k .</math>
:<math>\left.\ln N!\right. = \ln 1 + \ln 2 + \ln 3 + ... + \ln N = \sum_{k=1}^N \ln k .</math>
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:<math>\ln N! \sim \int_1^N \ln x\,dx \sim N \ln N -N .</math>
:<math>\ln N! \sim \int_1^N \ln x\,dx \sim N \ln N -N .</math>


after some further manipulation one arrives at  
after some further manipulation one arrives at (apparently  Stirling's contribution was the prefactor of <math>\sqrt{2 \pi}</math>)


:<math>N! = \sqrt{2 \pi N} \; N^{N} e^{-N} e^{\lambda_N}</math>
:<math>N! = \sqrt{2 \pi N} \; N^{N} e^{-N} e^{\lambda_N}</math>

Revision as of 18:28, 5 November 2008

Stirling's approximation is named after the Scottish mathematician James Stirling (1692-1770).

Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle \left.\ln N!\right.=\ln 1+\ln 2+\ln 3+...+\ln N=\sum _{k=1}^{N}\ln k.}

using Euler-MacLaurin formula one has

Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle \sum _{k=1}^{N}\ln k=\int _{1}^{N}\ln x\,dx+\sum _{k=1}^{p}{\frac {B_{2k}}{2k(2k-1)}}\left({\frac {1}{n^{2k-1}}}-1\right)+R,}

where B1 = −1/2, B2 = 1/6, B3 = 0, B4 = −1/30, B5 = 0, B6 = 1/42, B7 = 0, B8 = −1/30, ... are the Bernoulli numbers, and R is an error term which is normally small for suitable values of p.

Then, for large N,

Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle \ln N!\sim \int _{1}^{N}\ln x\,dx\sim N\ln N-N.}

after some further manipulation one arrives at (apparently Stirling's contribution was the prefactor of Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle {\sqrt {2\pi }}} )

where

For example:

N N! (exact) N! (Stirling) Error (%)
2 2 1.91900435 4.22
3 6 5.83620959 2.81
4 24 23.5061751 2.10
5 120 118.019168 1.67
6 720 710.078185 1.40
7 5040 4980.39583 1.20
8 40320 39902.3955 1.05
9 362880 359536.873 0.93
10 3628800 3598695.62 0.84

When one is dealing with numbers of the order of the Avogadro constant (Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle 10^{23}} ) this formula is essentially exact. In computer simulations the number of atoms or molecules (N) is invariably greater than 100; for N=100 the percentage error is approximately 0.083%.

Applications in statistical mechanics