Comparison of Stirling's approximation with the factorial
In mathematics, Stirling's approximation (or Stirling's formula) is an approximation for factorials. It is a very powerful approximation, leading to accurate results even for small values of n. It is named after James Stirling, though it was first stated by Abraham de Moivre.[1][2][3]
The formula as typically used in applications is
(in big O notation). The next term in the O(ln n) is 1/2ln(2πn); a more precise variant of the formula is therefore
It is also possible to give a version of Stirling's formula with bounds valid for all positive integers n, rather than asymptotics: one has[citation needed]
for all positive integers n. Thus the ratio is always between and .
As an asymptotic formula, Stirling's approximation has the property that the ratio
The formula, together with precise estimates of its error, can be derived as follows. Instead of approximating n!, one considers its natural logarithm as this is a slowly varying function:
The right-hand side of this equation minus
is the approximation by the trapezoid rule of the integral
where we use big-O notation, combining the equations above yields the approximation formula in its logarithmic form:
Taking the exponential of both sides, and choosing any positive integer m, we get a formula involving an unknown quantity ey. For m = 1, the formula is
The quantity ey can be found by taking the limit on both sides as n tends to infinity and using Wallis' product, which shows that ey = √2π. Therefore, we get Stirling's formula:
The formula may also be obtained by repeated integration by parts, and the leading term can be found through Laplace's method. Stirling's formula, without the factor √2πn that is often irrelevant in applications, can be quickly obtained by approximating the sum
The relative error in a truncated Stirling series vs. n, for 0 to 5 terms. The kinks in the curves represent points where the truncated series coincides with Γ(n + 1).
Stirling's formula is in fact the first approximation to the following series (now called the Stirling series):
An explicit formula for the coefficients in this series was given by G. Nemes.[4] The first graph in this section shows the relative error vs. n, for 1 through all 5 terms listed above.
The relative error in a truncated Stirling series vs. the number of terms used
As n → ∞, the error in the truncated series is asymptotically equal to the first omitted term. This is an example of an asymptotic expansion. It is not a convergent series; for any particular value of n there are only so many terms of the series that improve accuracy, after which point accuracy actually gets worse. This is shown in the next graph, which shows the relative error versus the number of terms in the series, for larger numbers of terms. More precisely, let S(n, t) be the Stirling series to t terms evaluated at n. The graphs show
which, when small, is essentially the relative error.
Writing Stirling's series in the form
it is known that the error in truncating the series is always of the same sign and at most the same magnitude as the first omitted term.
More precise bounds, due to Robbins,[5] valid for all positive integers n are
However, the gamma function, unlike the factorial, is more broadly defined for all complex numbers other than non-positive integers; nevertheless, Stirling's formula may still be applied. If Re(z) > 0 then
Repeated integration by parts gives
where Bn is the nth Bernoulli number (note that the infinite sum is not convergent, so this formula is just an asymptotic expansion). The formula is valid for z large enough in absolute value when | arg(z) | < π − ε, where ε is positive, with an error term of O(z−2m − 1) when the first m terms are used. The corresponding approximation may now be written:
A further application of this asymptotic expansion is for complex argument z with constant Re(z). See for example the Stirling formula applied in Im(z) = t of the Riemann-Siegel theta function on the straight line 1/4 + it.
can be obtained by rearranging Stirling's extended formula and observing a coincidence between the resultant power series and the Taylor series expansion of the hyperbolic sine function. This approximation is good to more than 8 decimal digits for z with a real part greater than 8. Robert H. Windschitl suggested it in 2002 for computing the gamma function with fair accuracy on calculators with limited program or register memory.[9]
Gergő Nemes proposed in 2007 an approximation which gives the same number of exact digits as the Windschitl approximation but is much simpler:[10]
De Moivre gave an expression for the constant in terms of its natural logarithm. Stirling's contribution consisted of showing that the constant is √2π.[3]
^ abLe Cam, L. (1986), "The central limit theorem around 1935", Statistical Science1 (1): 78–96 [p. 81], doi:10.1214/ss/1177013818, The result, obtained using a formula originally proved by de Moivre but now called Stirling's formula, occurs in his `Doctrine of Chances' of 1733..[unreliable source?]
^ abPearson, Karl (1924), "Historical note on the origin of the normal curve of errors", Biometrika16: 402–404 [p. 403], doi:10.2307/2331714, I consider that the fact that Stirling showed that De Moivre's arithmetical constant was √2π does not entitle him to claim the theorem, [...]
^Nemes, Gergő (2010), "On the Coefficients of the Asymptotic Expansion of n!", Journal of Integer Sequences13 (6): 5 pp.
^Robbins, Herbert (1955), "A Remark on Stirling's Formula", The American Mathematical Monthly62 (1): 26–29 pp., doi:10.2307/2308012
^F. W. Schäfke, A. Sattler, Restgliedabschätzungen für die Stirlingsche Reihe, Note. Mat.10 (1990), 453–470.
^G. Nemes, Error bounds and exponential improvements for the asymptotic expansions of the gamma function and its reciprocal, Proc. Roy. Soc. Edinburgh Sect. A145 (2015), 571–596.
Nemes, G. (2010), "New asymptotic expansion for the Gamma function", Archiv der Mathematik95 (2): 161–169, doi:10.1007/s00013-010-0146-9
Paris, R. B. & Kaminski, D. (2001), Asymptotics and the Mellin–Barnes Integrals, New York: Cambridge University Press, ISBN0-521-79001-8
Whittaker, E. T. & Watson, G. N. (1996), A Course in Modern Analysis (4th ed.), New York: Cambridge University Press, ISBN0-521-58807-3
Dan Romik, Stirling’s Approximation for n!: The Ultimate Short Proof?, The American Mathematical Monthly, Vol. 107, No. 6 (Jun. – Jul., 2000), 556–557.
Y.-C. Li, A Note on an Identity of The Gamma Function and Stirling’s Formula, Real Analysis Exchang, Vol. 32(1), 2006/2007, pp. 267–272.