1
$\begingroup$

I am reading a paper where the authors rewrite the following expression (for a continious function $\alpha$) into an integral:

$$\lim_{n\to \infty} \left(\min_{1\leq j \leq n}\left(\sum_{k=1}^{j-1} \frac{1-\alpha(k/n)}{n(1-\alpha(j/n))} + \frac{1}{n}\sum_{k=j}^n \prod_{\ell =1}^k \alpha(\ell/n)^{1/n}\right) \right) = \inf_{x\in [0,1]} \left( \int_{0}^x \frac{1-\alpha(y)}{1-\alpha(x)}dy + \int_{x}^1 e^{\int_0^y \log \alpha(w) dw}dy\right)$$

They quote the result as "standard rieman sum analysis".

I understand how they derived the first term (just a standard Rieman sum), but I don't see the later. Specifically, we have

$$\frac{1}{n}\sum_{k=j}^n \prod_{\ell=1}^k \alpha(\ell/n)^{1/n} = \frac{1}{n}\sum_{k=j}^n e^{\frac{1}{n} \sum_{\ell=1}^k \log \alpha(\ell/n) }$$

How do we conclude this is the same as the second term in the RHS?

$\endgroup$
3
  • $\begingroup$ the sum over $\ell$ and the sum over $k$ each become integrals in the limit $n\rightarrow\infty$ $\endgroup$ Commented May 30, 2023 at 12:56
  • $\begingroup$ @CarloBeenakker But why doesn't the error of the integrals compound? If the limit was inside each term separately (say $m\to \infty, n\to \infty$ then I can see it, but the $n$ here is common. How do we know the error is not compounding? $\endgroup$ Commented May 30, 2023 at 12:58
  • $\begingroup$ What is the paper you are reading? Is $\ln\alpha$ Riemann integrable? $\endgroup$ Commented May 30, 2023 at 16:50

0

You must log in to answer this question.

Browse other questions tagged .