grandes-ecoles 2016 QIII.D.3

grandes-ecoles · France · centrale-maths1__pc Central limit theorem
For $\lambda \neq 1$, we denote $C_{n} = \sum_{k=0}^{n} \frac{(n\lambda)^{k}}{k!}$ and $D_{n} = \sum_{k=n+1}^{+\infty} \frac{(n\lambda)^{k}}{k!}$.
Determine $\lim_{n \rightarrow +\infty} \mathrm{e}^{-n\lambda} C_{n}$ if $\lambda < 1$ and $\lim_{n \rightarrow +\infty} \mathrm{e}^{-n\lambda} D_{n}$ if $\lambda > 1$.
For $\lambda \neq 1$, we denote $C_{n} = \sum_{k=0}^{n} \frac{(n\lambda)^{k}}{k!}$ and $D_{n} = \sum_{k=n+1}^{+\infty} \frac{(n\lambda)^{k}}{k!}$.

Determine $\lim_{n \rightarrow +\infty} \mathrm{e}^{-n\lambda} C_{n}$ if $\lambda < 1$ and $\lim_{n \rightarrow +\infty} \mathrm{e}^{-n\lambda} D_{n}$ if $\lambda > 1$.