Article 5QQ1J Discrete sum analog of Gaussian integral

Discrete sum analog of Gaussian integral

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John
from John D. Cook on (#5QQ1J)

A comment on a recent post lead me to a page of series on Wikipedia. The last series on that page caught my eye:

discrete_gauss1.svg

It's a lot more common to see exp(-x^2) inside an integral than inside a sum. If the summation symbol were replaced with an integration sign, the integral would be 1. You could derive this from scratch using the polar coordinate trick, of your could look at it and say that the integrand is the PDF of a Gaussian random variable with mean 0 and variance 1/2.

Last week I wrote about the Pi function (z) = (z + 1) and how some equations are simpler or easier to remember when expressed in terms of rather than , and the equation above is an example. It can be rewritten as

discrete_gauss2.svg

It's curious that there's such a similarity between the constant pi and the function Pi in the denominator. After all, what's the connection between the two? Their names come from perimeter" and product", both which start with p." That explains a linguistic connection but not a mathematical connection. And yet and often appear together. For example, the volume of an n-dimensional sphere is

nspherevol2.svg

We could rewrite this changing n/2 in the numerator to -n/2 in the denominator, making it look more like the equation for the sum above, except the sign of the exponent on would be the opposite of the sign on the argument to .

Incidentally, the summation result above says that we could define a probability distribution on the integers with probability mass function

discrete_normal.svg

which would be a sort of discrete analog of the normal distribution. I imagine someone has done this before and given it a name.

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