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In the comments to this question a discussion came up wether we have $e^x=\exp(x)$ by definition and what the "correct" definition of $\exp(x)$ is. Building on that, I want to line out the problem with this question and give one way to prove $e^x=\exp(x)$ for $x\in\mathbb R$.

(Be warned: this is a long post)

Hirshy
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  • Personally I have no problem with defining $\exp$ via power series and then defining $a^b = \exp(b\ln(a))$ where $\ln$ is the inverse of $\exp$. This approach works both with real exponentiation as well as complex exponentiation (whether multi-valued or not), whereas presumably you would define $a^b$ for positive real $a,b$ via rational approximation, which would be badly suited for complex exponentiation. After all, the power series is motivated by wanting to solve the differential equation, whereas the definition of $e$ you use is hardly motivated. Don't tell me about compound interest... – user21820 Aug 14 '15 at 12:28
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2 Answers2

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If one first defines $$e:=\lim\limits_{n\to\infty} \left(1+\frac 1n\right)^n$$ and then goes on defining a real-valued function $$\exp:\mathbb R\rightarrow\mathbb R,~x\mapsto\exp(x):=e^x,$$ one has $e^x=\exp(x)$ by definition but then has to show $\displaystyle e^x=\sum\limits_{k=0}^\infty \frac{x^k}{k!}$. This involves finding the derivative of $\exp$ without the (easy) approach using power series. One also needs to define what $e^x$ means for $x\in\mathbb R\setminus\mathbb Q$.

If one instead defines $$ e:=\lim\limits_{n\to\infty} \left(1+\frac 1n\right)^n$$ and then chooses the approach to define $$\displaystyle\exp(x):=\sum\limits_{k=0}^\infty \frac{x^k}{k!}$$ via power series, we don't get $e^x=\exp(x)$ by definition and need to prove it. So either way there is a result that needs to be shown.

Of course there is no such thing as right or wrong when it comes to definitions and there is not only one way to define $e:=2.7182\dots$, another approach being $e=\left(\left(1+\frac{1}{n}\right)^n,\left(1+\frac{1}{n+1}\right)^{n+1}\right)_{n\in\mathbb N}$ via nested intervalls whereas $\exp$ can also be defined as the unique solution to $y'=y$ and $y(0)=1$ and some more. The trouble with different definitions for the same thing is, that one has to prove they are equivalent.

For this answer I assume that one defines $e$ as the limit of the sequence $\displaystyle a_n=\left(1+\frac 1n\right)^n$ and $\displaystyle\exp(x)=\sum\limits_{k=0}^\infty \frac{x^k}{k!}$. I choose this way because for one that's how I learnt it, but I also think that this way has advantages over defining $\exp(x)=e^x$ as we can directly apply the theory of power series to get properties (being a monotonic function, derivative etc.) of the exponential function. In the following proof I will use several properties of $\exp$ such as $\displaystyle\exp(-x)=\frac{1}{\exp(x)}$ without proofing them.


We have $$e:=\lim\limits_{n\to\infty} \left(1+\frac{1}{n}\right)^n$$ and further define $$\exp:\mathbb R\rightarrow\mathbb R,~x\mapsto \exp(x):=\sum\limits_{k=0}^\infty \frac{x^k}{k!}.$$

$\exp(x)$ is well-defined because the series $\displaystyle\sum\limits_{k=0}^\infty\frac{x^k}{k!}$ is absolutely convergent for every $x\in\mathbb R$ (this can be shown via the ratio test). We want to show: $$\lim\limits_{x\to\infty} \left(1+\frac{a}{x}\right)^x=e^a=\exp(a)$$ for all $a\in\mathbb R$.

First we take a look at $\exp(n)$ with $n\in\mathbb Z$ and show:

$$\exp(n)=e^n.$$

Using the binomial theorem we first have $$\left(1+\frac 1n\right)^n=\sum\limits_{k=0}^{n}\binom{n}{k}\left(\frac{1}{n}\right)^k=\sum\limits_{k=0}^n \frac{1}{k!}\underbrace{\frac{n\cdot (n-1)\cdot \dots \cdot(n-k+1)}{n\cdot n\cdot \dots \cdot n}}_{\leq 1}\leq\sum\limits_{k=0}^n\frac{1}{k!}\leq\exp(1)$$ and thus we have $e=\lim\limits_{n\to\infty}\left(1+\frac{1}{n}\right)^n\leq\exp(1)$.

Now for $n>m$ we get $$\left(1+\frac{1}{n}\right)^n=\sum\limits_{k=0}^n\binom{n}{k}\frac{1}{n^k}>\sum\limits_{k=0}^m\binom{n}{k}\frac{1}{n^k}=\sum\limits_{k=0}^m\frac{1}{k!}\cdot 1 \cdot \left(1-\frac{1}{n}\right)\cdot\dots\cdot\left(1-\frac{k-1}{n}\right).$$

On the RHS we have $m+1$ terms with not more than $m+1$ factors, thus we can take the limit $n\to\infty$ on both sides and get: $$e\geq \sum\limits_{k=0}^m\frac{1}{k!}$$ and therefore $$e\geq\lim\limits_{m\to\infty}\sum\limits_{k=0}^m\frac{1}{k!}=\exp(1).$$ As we have $e\leq\exp(1)$ and $e\geq\exp(1)$ we conclude: $e=\exp(1)$.

Via induction we now get $e^n=\exp(n)$ for all $n\in\mathbb N$; in the inductive step we use $$\exp(n+1)=\exp(n)\cdot\exp(1)=e^n\cdot e^1=e^{n+1}.$$ For $n\in\mathbb Z,n<0$ we then use $$\exp(n)=\left(\exp(-n)\right)^{-1}=\left(e^{-n}\right)^{-1}=e^n.$$ This proves our first statment. $\square$

I included this statement and its proof as it needs only the functional equation $\exp(x+y)=\exp(x)\exp(y)$; using more properties of $\exp$ makes this of course much easier.

For all $x\in\mathbb R$ we have: $\displaystyle e^x=\exp(x)$.

For this we use that $\exp:\mathbb R\rightarrow (0,\infty)$ is bijective with $\ln$ as its inverse function. We further use the definition of an arbitrary exponential function: for $a>0$ the function $$\exp_a:\mathbb R\rightarrow (0,\infty),~x\mapsto a^x:=\exp(x\cdot\ln(a))$$ is well-defined.

Thus we get: $$e^x=\exp(x\cdot\ln(e))=\exp(x).$$ This proves our statement. $\square$

We now have achieved to show, that $\exp(x)=e^x$, but this only gives us $$\exp(x)=e^x=\left(\lim\limits_{n\to\infty}\left(1+\frac{1}{n}\right)\right)^x,$$ so we still have to prove that $$\lim\limits_{x\to\infty} \left(1+\frac{a}{x}\right)^x=e^a,~a\in\mathbb R.$$ For $a\in\mathbb R$ we define a function $F_a$ via $$F_a: D\rightarrow \mathbb R,~F_a(x)=x\ln\left(1+\frac{a}{x}\right)=\ln\left(\left(1+\frac{a}{x}\right)^x\right).$$ As $\frac{a}{x}\rightarrow 0$ for $x\to\infty$ we can choose $D=(\alpha,\infty)\subseteq (0,\infty)$ and $F_a$ is well-defined. Thus we get: $$\left(1+\frac{a}{x}\right)^{x}=e^{F(x)}.$$

We write $\displaystyle F(x)=\frac{\ln\left(1+\frac{a}{x}\right)}{\frac{1}{x}}$ and with $\lim\limits_{x\to\infty}\ln\left(1+\frac{a}{x}\right)=\ln(0)=1=\lim\limits_{x\to\infty}\frac{1}{x}$ and $\displaystyle\frac{d}{dx}\frac 1x=-\frac{1}{x^2}\neq 0$ for $x\in D$ we apply L'Hospital's rule: $$\lim\limits_{x\to\infty} F(x)=\lim\limits_{x\to\infty} \frac{a}{1+\frac{a}{x}}=0.$$ As $\exp$ is continuous we finally get: $$\lim\limits_{x\to\infty}\left(1+\frac{a}{x}\right)^x=\exp\left(\lim\limits_{x\to\infty}F(x)\right)=e^a. \blacksquare$$


A few more words on the definition of $\exp$ as the unique solution of $y'=y,~y(0)=1$:

Let $I\subseteq\mathbb R$ be an intervall and $f:I\rightarrow\mathbb R$. Then the following holds:

$f$ is differentiable with $f'=\alpha f,~\alpha\in\mathbb R$ if and only if there exists $c\in\mathbb R$ with $f(x)=ce^{\alpha x}$ for all $x\in I$.

$"\Leftarrow"$ If $f(x)=ce^{\alpha x}$ we obviously have $f'(x)=\alpha ce^{\alpha x}=\alpha f(x)$.

$"\Rightarrow"$ Let $g:I\rightarrow\mathbb R,~x\mapsto e^{-\alpha x}f(x)$, then $g$ is differentiable with $$g'(x)=-\alpha e^{-\alpha x}f(x)+e^{-\alpha x} f'(x)=0,$$ thus there exists $c\in\mathbb R$ with $g(x)=c=e^{-\alpha x}f(x) \Leftrightarrow f(x)=ce^{\alpha x}$.

Now if $\alpha=1$ we get $c=1$ from $f(0)=c\cdot e^0=c$, thus we have proven that this definition of $\exp$ is equivalent as well.

Bernard
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Hirshy
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  • Nice post. Minor point: The estimate $\sum_{m=1}^k \frac{1}{m!} \geq \sum_{m=1}^\infty \frac{1}{m!}$ is false. What you want to do is to say $e \geq \sum_{m=1}^k \dots$ for all $k$, so that (with $k\to \infty$), we get ... – PhoemueX Aug 14 '15 at 12:30
  • Oops, I meant to write that in a second equation below. I'll fix that. Thank you! – Hirshy Aug 14 '15 at 12:31
  • You have not defined "$e^x$" anywhere, or $a^b$ when $b$ isn't a rational number for that matter... Edit: Ah, actually I see that you do. You define $a^x = \exp(x \ln(a))$. Isn't that completely circular? – Najib Idrissi Aug 14 '15 at 12:39
  • @NajibIdrissi $e^n=\exp(n)$ for $n\in\mathbb Z$ is the first part of the proof. In the second part I define $a^x:=\exp(x\cdot \ln(a))$ for $a>0$. – Hirshy Aug 14 '15 at 12:42
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    Right. But now if $\exp(x\ln a)$ is the definition of $a^x$ then $e^x=\exp(x)$ by definition; there's nothing to prove. – David C. Ullrich Aug 14 '15 at 13:43
  • @DavidC.Ullrich but that doesn't follow directly from the definition of $e$ and $\exp$. As mentioned I didn't put in all the details, but to get to $a^x$ we need that $\exp$ is bijective, we need to define $\ln$ as the inverse of $\exp$ and only then can we define $a^x=\exp(x\cdot \ln(a))$. And even then we still have to make sure that this is compatible with the definition of $a^n=a\cdot a \cdot \dots a=\prod\limits_{k=1}^n a$ for $n\in\mathbb N$. – Hirshy Aug 14 '15 at 14:11
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    Ok. Before you can prove that $e^x=\exp(x)$ you need a definition of $e^x$. What is the definition of $e^x$? I don't see anything in your post that could possibly be the definition other than $\exp(x)$; what definition are you using? – David C. Ullrich Aug 14 '15 at 14:37
  • I have $e=\lim\limits_{n\to\infty} \left(1+\frac 1n\right)^n$, thus for $n\in\mathbb N$ I can define $e^n=e\cdot e \cdot \dots \cdot e$; for $n\in \mathbb Z,n<0$ we have $e^n=\frac{1}{e^n}$. This happens completely without knowing that there is a function called $\exp$. Then I show that we indeed have $$e^n=\exp(n),~n\in\mathbb Z.$$ Maybe start from the other side: why should $$1+x+\frac{x^2}{2}+\frac{x^3}{3}+\frac{x^4}{4}\dots$$ turn out to be $e^x$? – Hirshy Aug 14 '15 at 14:47
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    That''s a definition of $e^n$ for integers $n$. What's the definition of $e^x$ for $x\in\Bbb R$? (Not to ignore the question you asked me, but the answer depends on how we define things. I'd do things more or less as in the other answer; it's very simple. The question is what the defintion of $e^x$ in your post is. So far you haven't said. If there is no definition of $e^x$ there cannot be a proof of anything about $e^x$, right?) – David C. Ullrich Aug 14 '15 at 14:50
  • As $e>0$ we have $e^x=\exp(x\cdot \ln(e))$. And I guess that your next argument will be, that we now define $e^x$ using $\exp$...yes, in a way we do that, but we do not define $e^x:=\exp(x)$. We further need $\ln(e)=1$ which in this case is actually a property of $\exp$ being the inverse function of $\ln$: $$\ln(e)=\ln(e^1)=\ln(\exp(1))=1.$$ And of course I wouldn't say that my answer shows the most beautiful and easiest way to get to $e^x=\exp(x)$, but I wanted to build up on the problems that arose in the other question. – Hirshy Aug 14 '15 at 15:02
  • @DavidC.Ullrich maybe the comments aren't the right place for this discussion, feel free to check for my email in my profile and contact me. – Hirshy Aug 14 '15 at 15:52
  • Please read again, I have proven before that $e^n=\exp(n)$ for integer $n$, that yields $$e=e^1=\exp(1).$$ In short: define $e:=\lim\limits_{n\to\infty}\left(1+\frac{1}{n}\right)^n$ and $\exp(x)=\sum\limits_{k=0}^{\infty}\frac{x^k}{k!}$, so far completely unrelated. Then show that we have $e^n=\exp(n)$ for integer $n$, this gives $e^1=\exp(1)$. Then show (which I didn't in my answer) that $\exp:\mathbb R\rightarrow (0,\infty)$ is bijective with inverse function $\ln$ and therefor $\ln(a)$ is well-defined for $a>0$. We then get $a^x=\exp(x\cdot \ln(a))$ which is compatible with... – Hirshy Aug 15 '15 at 09:05
  • the definition of $a^n$ for integer $n$. And now (using $\exp(n)=e^n$ for integer $n$) we finally can show $e^x=\exp(x\cdot\ln(e))=\exp(x)$ using that $\ln$ is the inverse function to $\exp$. – Hirshy Aug 15 '15 at 09:07
  • @NajibIdrissi yes, I didn't put in the proof that $a^n=a\cdot a \cdot\dots\cdot a =\exp(n\ln(a))$ for integer $n$, just because this is such an easy thing to prove and I didn't find it to be that relevant. So if that is all that's missing for you,I'd be more than happy to put that in. – Hirshy Aug 15 '15 at 09:11
  • @Bernard For future reference, learnt is the preferred spelling everywhere except the US and Canada. – Xander Henderson Aug 01 '20 at 16:29
  • @Xander Henderson: I'm sorry, this answer was very long, and I was actually adding a correction to my own answer. When I found out this was not in my answer, I was discouraged to skim it again and to put it in the initial state. – Bernard Aug 01 '20 at 16:35
  • @Bernard Honestly, it isn't a huge deal---I was only informed of the fact "learnt" is normal outside of the US recently. :) – Xander Henderson Aug 02 '20 at 02:43
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Usually one defines $\exp x=\displaystyle \sum_{n=0}^\infty \dfrac{x^n}{n!}$.

It is easy to show it converges for all $x$ (even for complex values) and it satisfies the differential equation with initial condition: $$y'=y,\quad y(0)=1.$$ Now this differential equation implies the functional relation: $$\exp(x+y)=\exp x\cdot\exp y$$ which in turn implies that for all $n\in\mathbf N$, $\;\exp(nx)=(\exp x)^n$, whence for any $\dfrac pq$, $\;\exp\Bigl(\dfrac pqx\Bigr)=\bigl(\exp x\bigr)^{\tfrac pq}$.

Now set $\mathrm e=\exp 1=\displaystyle\sum_{n=0}^{\infty}\frac1{n!}$. What precedes proves that for any rational $r$, we have: $$\exp r = \mathrm e^r,$$ and we can define $\mathrm e^x$, for $x\in\mathbf C\smallsetminus \mathbf Q$, as:

$$\mathrm e^x\overset{\text{def}}{=} \exp x\quad\text {if}\enspace x\in\mathbf C\smallsetminus \mathbf Q.$$

Bernard
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