Problem 60
Medium Continuity

Limit of the product of (1 + k/n²)

Evaluate the limit, where $n$ is a positive integer: $$ L = \lim_{n \to \infty} \prod_{k=1}^n\left(1+\frac{k}{n^2}\right). $$

Explanation of Method

Each individual factor $1+\frac{k}{n^2}$ tends to $1$ as $n\to\infty$ (since $\frac{k}{n^2}\le\frac1n\to0$ for every $k$ from $1$ to $n$), but there are $n$ such factors multiplied together, so the product is not automatically $1$ — this is a "many factors, each close to $1$" situation, best handled by taking logarithms to turn the product into a sum. Approximating each logarithm by $\ln(1+u)\approx u$ turns the sum into $\sum_{k=1}^n\frac k{n^2}$, which is evaluated exactly using the formula for the sum of the first $n$ positive integers.

  1. Take the logarithm of the product, converting it into a sum.
  2. Approximate each term of the sum using $\ln(1+u)\approx u$.
  3. Evaluate the resulting sum using $\sum_{k=1}^nk=\frac{n(n+1)}2$.
  4. Take the limit of the sum and exponentiate to recover $L$.

Step 1 · Take the logarithm of the product

Let $P_n = \prod_{k=1}^n\left(1+\frac k{n^2}\right)$. Taking logarithms converts the product into a sum:

$$ \ln P_n = \sum_{k=1}^n \ln\left(1+\frac{k}{n^2}\right). $$

Step 2 · Approximate each logarithm

For every $k$ from $1$ to $n$, $\frac k{n^2}\le\frac n{n^2}=\frac1n\to0$ as $n\to\infty$, so every term is uniformly small. Using $\ln(1+u)\approx u$ for small $u$:

$$ \ln P_n \approx \sum_{k=1}^n \frac{k}{n^2}. $$

Step 3 · Evaluate the sum exactly

Using the formula for the sum of the first $n$ positive integers, $\sum_{k=1}^nk=\dfrac{n(n+1)}2$:

$$ \sum_{k=1}^n\frac{k}{n^2} = \frac1{n^2}\cdot\frac{n(n+1)}2 = \frac{n+1}{2n}. $$

Step 4 · Take the limit and exponentiate

As $n\to\infty$:

$$ \lim_{n\to\infty}\ln P_n = \lim_{n\to\infty}\frac{n+1}{2n} = \lim_{n\to\infty}\left(\frac12+\frac1{2n}\right) = \frac12. $$

Since $\exp$ is continuous:

$$ L = \lim_{n\to\infty} P_n = \lim_{n\to\infty} e^{\ln P_n} = e^{\lim_{n\to\infty}\ln P_n} = e^{1/2} = \sqrt e. $$


Summary Table

Quantity Expression Limit as $n\to\infty$
$\ln P_n$$\approx\displaystyle\sum_{k=1}^n\frac{k}{n^2}=\frac{n+1}{2n}$$\dfrac12$
$P_n$$e^{\ln P_n}$$\sqrt e$

Additional Notes

Result

The value of the limit is:

$$ \lim_{n \to \infty} \prod_{k=1}^n\left(1+\frac{k}{n^2}\right) = \sqrt e. $$