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Watson's lemma : ウィキペディア英語版
Watson's lemma
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 ==

Let 0 < T \leq \infty be fixed. Assume \phi(t)=t^\lambda\,g(t), where g(t) has an infinite number of derivatives in the neighborhood of t=0, with g(0)\neq 0, and \lambda > -1.
Suppose, in addition, either that
:|\phi(t)| < Ke^ \ \forall t>0,
where K,b are independent of t, or that
:\int_0^T |\phi(t)|\, \mathrm dt < \infty.
Then, it is true that for all positive x that
:\left|\int_0^T e^\phi(t)\, \mathrm dt\right| < \infty
and that the following asymptotic equivalence holds:
:\int_0^T e^\phi(t)\, \mathrm dt \sim\ \sum_^\infty \frac{n!\ x^{\lambda+n+1}},\ \ (x>0,\ x\rightarrow \infty).
See, for instance, for the original proof or for a more recent development.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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