Watson's lemma: Difference between revisions
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:<math>\int_0^T e^{-x t}\,\phi(t)\, dt</math> |
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is finite <math>\forall x>0</math>, and the following [[asymptotic equivalence]] holds: |
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:<math>\int_0^T e^{-x t}\,\phi(t)\ dt\ \sim\ \sum_{n=0}^\infty \frac{g^{(n)}(0)\ \Gamma(\lambda+n+1)}{n!\ x^{\lambda+n+1}},\ \ (x>0,\ x\rightarrow \infty).</math> |
:<math>\int_0^T e^{-x t}\,\phi(t)\ dt\ \sim\ \sum_{n=0}^\infty \frac{g^{(n)}(0)\ \Gamma(\lambda+n+1)}{n!\ x^{\lambda+n+1}},\ \ (x>0,\ x\rightarrow \infty).</math> |
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Revision as of 22:19, 2 May 2010
In mathematics, Watson's lemma, proved by G. N. Watson (1918, p. 133), has significant application within the theory on the asymptotic behavior of integrals.
Statement of the lemma
Assume , where has an infinite number of derivatives in the neighborhood of , with , and .
Suppose, in addition, that
Then, it is true that
is finite , and the following asymptotic equivalence holds:
Proof: See, for instance, Watson (1918) for the original proof or Miller (2006) for a more recent development.
Example
Find a simple asymptotic approximation for
for large values of , that is when .
Solution: By direct application of Watson's lemma, with and , so that for . It is easy to see that:
This development used the fact that , a known property of the Gamma function.
References
- Miller, P.D. (2006), Applied Asymptotic Analysis, Providence, RI: American Mathematical Society, p. 467, ISBN 9780821840788.
- Watson, G. N. (1918), "The harmonic functions associated with the parabolic cylinder", Procedings of the London Mathematical Society, vol. 2, no. 17, pp. 116–148.