Asymptotic estimates of elementary

probability distributions
Hsien-Kuei Hwang

Academia Sinica, Taiwan

To appear in Studies in Applied Mathematics

May 27, 1996

Abstract
Several new asymptotic estimates (with precise error bounds) are derived for Poisson and bino-
mial distributions as the parameters tend to infinity. The analytic methods used are also applicable
to other discrete distribution functions.

AMS 1991 Mathematical Subject Classification: 60A99 33B20.

Key words and phrases: Poisson distribution, binomial distribution, uniform asymptotic approxima-
tions, saddlepoint method, Poissonization.

1 Introduction
Finding asymptotically efficient approximations to discrete probability distribution functions is a clas-
sic subject in probability theory. The general problem is as follows. Given a random variable X
depending on a certain large real parameter, say N , with probability distribution

P(X = j) = aj (N ) (j Z),

find asymptotic approximations for the distribution function jm aj (N ), as N and for all
P

possible values of m (depending on N ). In general, when m becomes large, the exact summation is
practically not very useful. Thus there is a need to find simpler asymptotic estimates. For example,
if X is a binomial random variable with mean np, then aj (N ) = aj (n) = nj pj q nj ; and if X is a

Poisson random variable with mean N = , aj () = e j /j!.

For elementary probability distributions like Poisson, binomial, hypergeometric, etc., a large
amount of asymptotic estimates and numerical approximations have been derived in the literature
due both to their intrinsic interest and, more importantly, to their wide applications to practical prob-
lems. We refer the reader to the recent monograph by Johnson, Kotz and Kemp [25], and to Molenaar
[31] for further information and references.
In this article, we introduce general analytic methods for deriving new estimates of elementary
probability distribution functions. These methods are best described by the Poisson and binomial
distributions to which most of our analyses are devoted. All these methods are based on Cauchys
integral formula for the coefficients of analytic functions, from which asymptotic expansions of the
quantity in question are derived by suitably choosing the path of integration (according to the sad-
dlepoint of the integrand) and then evaluating the contribution of the integral. The underlying idea,
which consists of expanding the integrand at the saddlepoint, is a rather fruitful one and has been
applied in many different contexts with satisfactory estimates (cf. [40, 37, 44, 22]).

1
 In addition to the two classical distributions, our methods can also be applied to the many existing
Poisson and binomial variants, mixtures, and convolutions, cf. [25, Chaps. 3 and 4]; and to other
discrete distribution functions. Our techniques for deriving numerical bounds are also suitable for use
for other Poisson approximation problems, cf. [5, 38, 45].
This article is organized as follows. We first list some known asymptotic estimates concerning
the Poisson distribution function in the next section. Then we state and prove our new results in
Section 2.2. Application of these methods to the technique of Poissonization is briefly discussed in
Section 2.3. A parallel study of the binomial distribution with less details is given in Section 3. We
then briefly compare the different expansions derived in this article and indicate applications of our
methods to combinatorial and arithmetical problems in the final section.
Notation. The notation [z j ]f (z) represents the coefficient of z j in the Taylor expansion of f ;
(x)j = x(x 1) (x j + 1) if j 1 and (x)0 = 1 for any real x.

2 Poisson distribution
Consider a Poisson random variable X with mean > 0:
j
P(X = j) = e (j 0).
j!
Let us denote by m () the distribution function of X:

j
m () = e
X
(m 0).
0jm
j!

In many problems in number theory (cf. [44, Chap. II.6]) and in combinatorics (cf. [22, Chaps. 3,5,9]),
is a large parameter. Moreover, once the different asymptotic behaviours of m () have been explicitly
characterized, we can employ m () as primitive asymptotic approximant for more sophisticated
problems. Besides the classical Poisson approximations (cf. [5]), let us mention the distribution of
integers x with a given number of prime factors (cf. [4, 44]) and the number of components in
decomposable combinatorial structures (cf. [21]). Thus we investigate the asymptotic behaviour of
m () as and m runs through its possible values (depending on ). When is bounded and
m , the asymptotic behaviour of m () can be easily derived by the usual saddlepoint method,
cf. [10, 24, 26, 50]. For completeness, we include the resulting formula at the end of 2.2.

2.1 Known results

Let us first list some known asymptotic estimates of m () in the literature. They are not intended
to be complete but are chosen according to the variation of the second parameter m. For more
information on other types of approximations, see the monographs [20, 31, 25, 5], the articles [2, 13]
and the less known (in probability literature) article by Norton [32], where a rather complete account
(before 1976) on asymptotics of m () is given.
Henceforth, (x) denotes the standard normal distribution function:
1
Z x 2 /2
(x) = et dt (x R).
2

1. The classical central limit theorem (cf. [25, p. 162]):

m + 12
!
 
m () = + O 1/2 ,

 
as , uniformly for m = + O . For more precise Edgeworth expansions (with or
without continuity correction and error bounds), see [9, 12, 32, 34] and [25, p. 162].

2
2. Cramer-type large deviations (cf. [32] [27, p. 100] [22, Chap. 3]):

x

x+1
   
1 m () = (1 (x)) exp H 1+O (m = + x ),

 
x
  
x+1

m () = (x) exp H 1+O (m = x ),


uniformly for x 0, x = o( ), where

y2 X (1)j
H(y) = (1 + y) log(1 + y) y = yj , (1)
2 j3
j(j 1)

the latter equality holding for 1 < y 1. Effective versions of these results can be found in
[32].

3. Uniform asymptotic expansions for the incomplete gamma function: our m () is related to the
incomplete gamma function by

m () = Q(m + 1, ) (m 0), (2)

where
1
Z
Q(a, ) = ta1 et dt,
(a)

being the gamma function. The asymptotic behaviour of Q has been extensively studied in
the literature, most notably by Temme [39, 40], see also [49]. For our purpose, let us mention
the following expansion from [40]
2
em /2 X
m1 () 1 ( 2m) bj mj , (3)
2m j0

as m and > 0, where r = m/,

r
1
= sign(1 r) 1 + log r,
r
and the bj are bounded coefficients depending on r. In particular,

1 r r(r2 + 10r + 1) 1
b0 = ; b1 = 3
3.
1r 12(1 r)

Note that each bj has a removable singularity at r = 1.

It should be mentioned that (3) is also derivable by classical methods for uniform asymptotic
expansions of integrals having a saddlepoint and a simple pole (one being allowed to approach
the other), see [47, 7, 36, 29, 11, 24] and [50, pp. 356360]. In particular, error bounds for (3)
are discussed in [29, 39, 40].

4. By the definition of m ()

m X (m)j
m () = e , (4)
m! 0jm j

which is itself an asymptotic expansion for m = o().

3
2.2 New results
First of all, from (4), we have roughly

m X m 1
m () e mj j e , (5)
m! 0jm m! 1 m/

and we expect that the last expression would provide a better approximation to m () for certain
ranges of m than the first term in (5). On the other hand, when m = 0, the two become =.
Hence, this formal approximation might be uniformly valid for 0 m < . This is roughly so as we
now state.

Theorem 1 If 1 m A , where A > 0, then m () satisfies

m 1 X j! j (m)
m () = e 1+ + R , (6)
m! 1 r 2j<
( m)j

where r = m/, 2, and j (m) is a polynomial in m of degree [j/2] defined by

m
j (m) = [z j ] ez (1 + z) (j 0; m 0). (7)

The error term R satisfies

e1/(12m) m/2
|R | < K (m 1; 2), (8)
( m)

with K2 = /2 and for 3 K = 2(+2)/2 (( + 1)/2)/ . In particular,

|R | < K e1/12 A .

The first few values of j are given as follows.

m m m(m 2)
2 (m) = , 3 (m) = , 4 (m) = ,
2 3 8
m(5m 6) 3m2 26m + 24
5 (m) = , 6 (m) = .
30 144
The method of proof extends the original one by Selberg [37] to an asymptotic expansion as in
[23], the error term being further improved on here.

Proof. By Cauchys integral formula

e 1 m1 z
I
m () = z e dz (0 < < 1). (9)
2i |z|= 1z

Take = r and expand the factor (1 z)1 at the saddlepoint z = r:

1 X (z r)j (z r)
= + ( 1).
1 z 0j< (1 r)j+1 (1 z)(1 r)

Substituting this expansion into (9) yields

e 1
I
(z r)j z m1 ez dz + Y ,
X
m () = j+1
0j<
(1 r) 2i |z|=r

4
where
e 1 (z r) m1 z
I
Y =
z e dz.
(1 r) 2i |z|=r 1z
By expanding the factor (z r)j and computing the residues, we obtain
1 mj
I
(z r)j z m1 ez dz = j! j (m),
2i |z|=r m!
where, in particular, 0 (m) = 1 and 1 (m) = 0, this last relation motivating the choice of r (= m/).
The error term is then estimated by Laplaces method and is better if preceded by an integration
by parts.
By using the relation
1 d  m z 
z m1 ez = z e , (10)
(z r) dz
we obtain
e 1 (z r)2
I
Y =
z m ez (( 2)(1 z) + 1 r) dz.
(1 r) 2i |z|=r (1 z)2
Thus
( 1)e+m rm1
|Y | 2 , (11)
(1 r)+1
where for 0
1 2/2
Z   Z
e 1 em(1cos t) dt = (1 cos t)/2 em(1cos t) dt.
 it
=

2 0

If = 0 we use the elementary inequalities

2t2 t2
1 cos t (|t| ),
2 2
and we obtain1

r
1
Z
2mt2 / 2
0 < e dt = ,
0 8m
whenever m 1. Although the same arguments apply to the case when 1, the bound obtained
is weaker than the required one. We proceed instead as follows. Carrying out the change of variables
y = (1 cos t)/2 and an integration by parts yield

2 1 y (1)/2 e2my
Z
= dy
0 1y
2+1 1 (3)/2 2my 1
Z  
p
= y e 2my 1 y dy.
0 2

By using the inequality 1 y 1 y/2 for 0 y 1 and by an integration by parts, we obtain

2(+3)/2 v 1
Z   
< (1)/2
1 v ev v (3)/2 dv
m 0 4m 2
= 2(+1)/2 1 (( + 1)/2)m(+1)/2 ( 1).
1
The quantity 0 is essentially the modified Bessel function of order 0 I0 (z) (cf. [48, p. 373] and [5, p. 263]): 0 =
m
e I0 (m). By considering properties of the function x1/2 ex I0 (x), we have

0 m c0 with c0 = 0.46882 . . . , (12)
p
for all m 1. Note that /8 = 0.62665 . . .

5
From these bounds and the inequality (cf. [48, p. 253] or [5, p. 263])

m m1/2 e1/(12m) 2
e m < (m 1),
m!
it follows that

e1/(12m) m/2
|R | = (1 r)e m m! |Y | < K ,
( m)

as required. This completes the proof.

Remarks. 1. From (2) and the well-known continued fraction representation of the incomplete gamma
function (cf. [16, p. 136]), we have

m+1 1
m () = e m .
m!
1
1+
m1

1
1+
m2

1
1+
..
.
Useful estimates for m () may be derived from this representation as in [46, pp. 5356] and [3] for
binomial distribution.
2. The polynomials j (m) are related to Laguerre polynomials
1
L() n
n (x) = [z ](1 z) exp (xz/(1 z))

by
(mj)
j (m) = Lj (m),
and thus satisfy the recurrences
(
(j + 1)j+1 (m) = jj (m) mj1 (m) (j 1);
(13)
0 (m) = 1, 1 (m) = 0.

These relations are computationally more useful than the defining equation (7). The j (m)s are also
related to Tricomi polynomials (cf. [42]) or Charlier polynomials (cf. [5, 36, 8]), see these cited papers
and the references therein for asymptotics of this class of polynomials.
3. For the incomplete Gamma function, an expansion similar to (6) without explicit error bound
was derived by Tricomi (cf. [16, p. 140 (4)]) by a different method.

The fact that 1 (m) = 0 makes the leading term in (6) rather powerful as the convergence rate
(taking = 2) is of order m/2 , which becomes 2 for m = O(1). One may ask if such a phenomenon
can be repeated so that one would have an expansion whose successive terms are of order mj 2j (the
terms in (6) are of order m[j/2] j ). Adapting an idea due to Franklin and Friedman [17] for integrals
of the form
Z
J= t1 et f (t) dt,
0

we can answer the above question affirmatively.

6
Theorem 2 Let rj = (m j)/, j 0. The distribution function m () satisfies the identity

m X (1)j
1
m () = e + fj (rj )(m)j , (14)
m! 1 r0 1jm 2j

for 0 m 1, where f0 (z) := (1 z)1 and for j 0

d fj (z) fj (rj )
fj+1 (z) = . (15)
dz z rj

the representation (14) is itself a uniform asymptotic expansion of m () for 1 m

Moreover,
A , A > 0:

m 1 X (1)j
m () = e + fj (rj )(m)j + R , (16)
m! 1 r0 1j< 2j

for any 1 < m, where

e1/(12(m)) (m)
|R | < M (m 1; 1), (17)
( m)2+1

with M = (2)!/(2+1 !).

No simple general expression for fj (rj ) seems available. In particular, setting r = m/, we have

1
2 f1 (r1 ) =
(1 r)( m + 1)2
3 3m + 4
4 f2 (r2 ) =
(1 r)( m + 1)2 ( m + 2)3
15( m)3 + 90( m)2 + 175( m) + 108
6 f3 (r3 ) = .
(1 r)( m + 1)2 ( m + 2)3 ( m + 3)4

Proof of Theorem 2. For convenience, let us write I(m; f ) instead of m (), where f (z) = f0 (z) =
(1 z)1 . As in [17, 41], our starting point is the formula

m e
I
I(m; f ) = f (r0 )e + z m1 ez (f (z) f (r0 )) dz.
m! 2i |z|=r0

By an integration by parts using (10), we have

m I(m 1; f1 )
I(m; f ) = f (r0 )e , (18)
m!
for m 1. Formula (18) together with the initial condition I(0; f ) = f (0) = 1 leads to (14) by
induction.
Thus, to establish the asymptotic nature of (16), it suffices to estimate the error term

(1)
Y = I(m ; f ) (1 m).

To this end, we use the following representation (cf. [41, p. 238]) of f :
Z 1Z 1 Z 1
f (z) = t t31 t21
1 f (2) (r0 + t1 (r1 + + t (z r1 ) )) dt dt1 dt1 ,
0 0 0

7
from which we deduce by induction

(2)!
|f (r ei )| ( 1).
2 !(1 r0 )2+1

Consequently,
(2)!e+m rm+
Z
2 / 2
|Y | +1 e2(m)t dt.
2 ! (1 r0 )2+1

Proceeding along the lines as the estimation of 0 , we deduce (17). Note that a better numerical
bound for K can be obtained by applying (12).
In view of the two error terms (8) and (17), it is obvious that the expansion (14) is more powerful
than (6). Roughly, this is due to the fact that the interpolation point of each fj in (14) adaptively
varies with m j, while it remains fixed in (6). A major disadvantage of (14) is that the computation
of its coefficients becomes involved as j increases. We propose, as in [41], a modification of (14) in
which successive interpolation points are the same.

Theorem 3 Let r = m/. The distribution function m () satisfies the asymptotic expansion

m X (1)j fej (r)

m () e , (19)
m! j0 j

uniformly in m, 0 m (), ()/ , where fe0 (z) = (1 z)1 and

d fej (z) fej (r)

fej+1 (z) = z (j 0).
dz zr
Despite of the difficulty of constructing a general effective error bound for (19), this modification seems
to make the expressions for the coefficients simpler. We have

1 r r(r + 2)
fe0 (r) = , fe1 (r) = 3
, fe2 (r) = ,
1r (1 r) (1 r)5
r(r2 + 8r + 6) 3 2
e4 (r) = r(r + 22r + 58r + 24) ,
fe3 (r) = , f
(1 r)7 (1 r)9
4 3 2
r(r + 52r + 328r + 444r + 120)
fe5 (r) = .
(1 r)11

Proof. Setting J(f ) = I(m; f ), we can rewrite (18) in the form

m e
J(f ) = fe0 (r)e J(fe1 ),
m!
from which (19) follows as above.
We can write
X $j,h (r)
fej (z) = 2j+h+1
(z r)h ,
h0
(1 r)

where the $j,h s are polynomials in r of degree j and satisfy

$j+1,h (r) = r(h + 1)$j,h+2 (r) + h(1 r)$j,h+1 (r) (j, h 0),

with $0,h (r) = 1.

Note that the first two terms in (19) are identical to those in (6). Thus the error bound there can
be applied in this case ( = 2).

8

Remark. The preceding methods of proof apply mutatis mutandis to the case when m +A , A >
0. It suffices to apply Cauchys residue theorem (or, equivalently, considering the tails e j>m j /j!):
P

e 1
I
m () = 1 z m1 ez dz ( > 1).
2i |z|= z1

Let us briefly summarize the asymptotic results for m (), as :

1. For m = +O( ), m () is approximated by the normal distribution; while when m = +o(),
it is characterized by Cramer-type large deviations.

2. When m , Temmes expansion (3) is useful.

3. In the ranges 0 m A or m + A , A > 0, our results can be used.

Many other types of normal approximation (usually of the form m () (g(, m))) can be found
in [31, 2, 13].

Concerning the case when m and bounded, we have by the saddlepoint method (cf. [50])
!
e+m rm1 12 13 2882 888 + 313 
3

m () = 1 1+ + + O m ,
2m 12m 288m2

where r = m/ > 1. Note that this expansion can also be obtained from (3) but with more involved
computations.

2.3 Poissonization
Poissonization is a widely-used technique in stochastic process, summability of divergent sequence,
analysis of algorithms, etc.; see, for example, [1, 6, 18, 35, 19]. The idea is roughly described as follows.
Given a discrete probability distribution {ak }k0 (or, in general, a complex sequence), consider the
Poisson generating function:
X j
b() = e aj ( C).
j0
j!

The usual Poisson heuristic reads:

If the sequence {ak }k0 is smooth enough, then an b(n), as n .
Analytically, since b() is an entire function of (the sequence ak being a probability distribution),
we have the integral representation
n!
I
an = b(z)z n1 ez dz (r > 0; n 0).
2i |z|=r

According to the preceding discussions, if the growth order of b, as |z| in a certain sector
containing the positive real axis, is not too large, then an would be well approximated by b(n) since n
is the saddle point of ez z n . Thus the Poisson heuristic may be regarded as a saddlepoint heuristic.
To be more precise, let us consider the following de-Poissonization lemma from [35] (properly
modified in a form suitable for our discussions).
Let S be a cone in the z-plane:

S := {z : | arg z| , 0 < < /2},

9
and f (z) := ez j0 aj z j /j! be an entire function for some given sequence an . If, for z S and
P

|z| , the function f (z) satisfies

f (z) = O (|z| ) ( R);

and, for z 6 S ,  
|ez f (z)| = O |z| e|z| (0 < < 1),
then
 
an = f (n) + O n1/2 (n ). (20)

Note that the assumptions on f imply the estimate

 
|f (j) (z)| = O |z|j (|z| , z S ; j 0), (21)

by Ritts theorem (cf. [33, pp. 911]). From this observation and the proof technique of Theorem 1,
we can derive the asymptotic expansion:
X  
an = f (n) + f (j) (n)j (n) + O n/2 (n ), (22)
2j<

for 2. In particular, the error term in (20) is O n1 . That (22) is an asymptotic expansion is

easily seen from (21) and the fact that j (n) is a polynomial in n of degree [j/2], thus f (j) (n)j (n) 
n[(j+1)/2] .
On the other hand, the method of proof of Theorem 2 also applies and we obtain
X
(1)j fj (n)(n j)j + O n


an = f (n) + ( 1),
1j<

the fj being defined as in (15) with f0 = f . Note that fj (n)(n)j  nj , j 0. Thus the use of the
second expansion is preferable.

3 Binomial distribution
The methods we used in the last section can be amended to treat the binomial distribution. Let Yn
be a binomial random variable with parameters p and n, 0 < p < 1:
!
n j nj
P(Yn = j) = p q (0 j n),
j

where q = 1 p. As in the last section, we first list some known results regarding the asymptotics of
the distribution function of Yn , and then present some new ones. Set for 0 m n
!
X n j nj
Bm (n) = p q .
0jm
j

Note that by symmetry it suffices to consider Bm (n) only for 0 m pn.

10
3.1 Known results
A rather complete account on different approximations and bounds for Bm (n) is given in [25, pp. 114
122], most of them being of normal-type; cf. also [2, 13]. To this account, we may add the references
[46, 5, 30, 43].

1. The classical de Moivre-Laplace theorem:

!
m np  
Bm (n) = + O n1/2 ,
npq

the result being asymptotic for m = np + O ( n). A precise error estimate was derived by
Uspensky in [46, Chap. VII].
2. Cramer-type large deviations: (cf. [34, Chap. VIII] [22, Chap. 3]):
!! 
x x+1
 
1 Bm (n) = (1 (x)) exp nH1 1+O (m = np + x npq),
npq n
!! !!
x x+1
Bm (n) = (x) exp nH1 1+O (m = np x npq),
npq npq

uniformly for x 0, x = o( n), where H1 (y) = qH(py) + pH(qy), H being defined by (1).
3. Bahadurs estimate: for 0 m pn
!
1 n m+1 nm
Bm (n) = p q (1 + R) , (23)
1r m
where r = qm/(p(n + 1 m)) and
q 2 m(n + 1) q 2 m(n + 1)
R .
(pn m + p)((n m + 2)2 + qm) (n + 1 m)(pn m + p)2

Note that the result is asymptotic for 0 m np (n), (n)/ n . His method is
based on a continued fraction representation of Bm (n) and an approach by Markov (cf. [46, pp.
5256]).
4. Littlewood [28] derived many asymptotic formulae for Bm (n) in different (overlapping) ranges
of the interval 0 m np. The results are too complicated to be listed here. His results were
then corrected and extended by McKay [30].
5. The binomial distribution Bm (n) is related to the incomplete beta function by
(x + y)
Z q
Bm (n) = Iq (n m, m + 1), where Iq (x, y) = tx1 (1 t)y1 dt.
(x)(y) 0

Asymptotics of this function has been extensively studied by Temme [39, 43]. In particular, we
quote the following result

s nm  m+1 !
nm q p p0 1

Bm (n) = 1 ( 2 ) + +
2(m + 1)(n + 1) q0 p0 q0 q q0
  
1 + O m1 ,

uniformly for m , where q0 = (n m)/(n + 1), p0 = 1 q0 , and

q0 p0
r
= sign(pn m + p) (n m) log + (m + 1) log .
q p
For uniform estimates of Bm (n) in a wider range of m and error bounds, see [40, 43].

11
 6. By definition
!
n m nm X q j (m)j
Bm (n) = p q 1+ , (24)
m 1jm
pj (n m + j)j

which is also an asymptotic expansion for m = o(n).

3.2 New results

As for Poisson distribution, we may guess the more uniform estimate (23) from (24) as follows.
! !
n m nm X (pm)j n m nm 1
Bm (n) p q 1+ j (n m + 1)j
p q ,
m 1jm
p m 1r

where r = qm/(p(n + 1 m)) is the same as in (23).

To derive asymptotic expansions for Bm (n), we may start from the integral representation
1 1
I
Bm (n) = z m1 (q + pz)n dz (0 m n), (25)
2i |z|=r 1 z

expand the factor (1 z)1 at the saddlepoint z = r = qm/(p(n m + 1)), and then proceed as
above; the error estimates obtained are less satisfactory, however. Hence we use instead the following
representation:

pm+1 z n+m
I
Bm (n) = (1 qz)m1 dz (1 < < 1/q),
2i |z|= z1

which follows either from (25) by a change of variables or from the well-known relation between
binomial and negative binomial distributions (cf. [25, p. 210]).
It will be more convenient to wrok with
pm+1 z n+m1
I
m (n) = Bm (n + 1) = (1 qz)m1 dz (1 < < 1/q). (26)
2i |z|= z 1

Theorem 4 If 3 m np A n, where A > 0, then m (n) satisfies
!
n pm+1 q nm X (1)j j!j (n, m)
m (n) = 1+ j (n 1)
+ E , (27)
m 1 2j<
(pn m) j1

where = (n m)/(qn), 2 < m, and j satisfies the recurrence

j+2 (n, m) = (j + 1)(n 2m)j+1 (n, m) (j + 1)m(n m)(n j)j (n, m), (28)

for j 0 with the initial conditions 0 (n, m) = n1 and 1 (n, m) = 0. The absolute value of the error
term is bounded above by

m (n m)/2
|E | < C (m 1, 2 < m) (29)
(pn m) (m )/2 n/2
3
with C = 2/2 2 e1/6 ( 1)(( 1)/2).

12
The result is clearly stronger than (23). The first few terms of j are given by

2 (n, m) = m(n m), 3 (n, m) = 2m(n m)(n 2m),

 
4 (n, m) = 3m(n m) n (m 2) mn(m 6) 6m2 ,
2
 
5 (n, m) = 4m(n m)(n 2m) n2 (5m 6) mn(5m 12) 12m2 .

From the recurrence (28), we deduce the estimate

|j (n, m)|  
= O n[j/2] (j 2),
(n 1)j1

uniformly for 0 m n. Note that we restricted to be less than m since otherwise a direct
computation of m (n) by its definition is preferable. This condition is also needed to justify the
convergence of an integral.
Proof. Starting from (26) we expand the factor (z 1)1 at the saddlepoint z = :

(1)j 1
I
(z )j z n+m1 (1 qz)m1 dz + Z ,
X
m+1
m (n) = p (30)
0j<
( 1)j+1 2i |z|=

where
pm+1 (1) 1 (z ) n+m1
I
Z = z (1 qz)m1 dz.
( 1) 2i |z|= z1
By an integration by part using the relation
1 d n+m
z n+m1 (1 qz)m1 = (1 qz)m ,


z
qn(z ) dz

we obtain, as the derivations of Y ,

 qeit m
 
( 1)pm+1 n+m+1 1
2  1
Z
|Z | (1 q)m |t| dt.

qn( 1)+1  1 q 
 
2

From the inequality

 1 qeit 1 4n(n m) 2 1/2

   
 1+ t (|t| ),
 
 1 q  2 m2


it follows that
 qeit m
 
1
2  1
Z
|t| dt

 1 q 
 
2
Z m/2
1 4n(n m) 2

2
< t 1+ t dt
0 2 m2
Z
= 2 2 m1 (n(n m))(1)/2 u(3)/2 (1 + u)m/2 du.
0

Note that the integral on the right-hand side (a beta function B(( 1)/2, (m +1)/2)) is convergent
for > 1 and m > 1. We next find an upper bound for this integral. We have for 2 < m
Z
u(3)/2 (1 + u)m/2 du < 2(1)/2 (m )(1)/2 (( 1)/2).
0

13
For,
Z Z
u(3)/2 (1 + u)m/2 du = (1 ew )(3)/2 e(m+1)w/2 dw
0 0
Z

w(3)/2 e(m+1)w/2 dw, if 3;
< Z0

w1/2 e(m2)w/2 dw, if = 2,
0
(
2 + 1)(1)/2 (( 1)/2), if 3;
(1)/2 (m
= p
2/(m 2), if = 2,

and the required inequality follows in both cases. Hence,

pm+1 n+m+1 (1 q)m m1
|Z | < ( 1)2(+1)/2 2 (( 1)/2) ,
q( 1)+1 n(+1)/2 (n m)(1)/2 (m )(1)/2
from which the bound (29) follows.
As to the integrals on the right-hand side of (30), we have by direct computation of residues
1
I
(z )j z n+m1 (1 qz)m1 dz
2i |z|=
!
n nmj j
= q n j![z j ] (emz 1 F1 (m; n; nz)) ,
m

where 1 F1 (a; c; z) = (a, c, z) is the confluent hypergeometric functions (cf. [15, Chap. VI]). (The above
relation may also be represented in terms of other hypergeometric functions.) The final form of the
coefficients in (27) and (28) follows from the differential equation satisfied by 1 F1 and straightforward
computations.
In an analogous manner, we deduce the following results whose proofs will be omitted.
Theorem 5 Let j = (n m j)/(n 2j), j 0, and m0 = min{m, n m}. For 0 m pn 1,
m (n) satisfies the identity
!
X (1)j gj (j ) n 2j
m (n) = pm+1 q nm g0 (0 ) + j
,
1jm0
q n(n 2) (n 2j + 2) m 2j

where g0 (z) = (z 1)1 and

d gj (z) gj (j )
gj+1 (z) = (j 0).
dz z j

Moreover, if 2 m np A n, where A > 0, then we have
!
n m+1 nm X (m)j (n m)j + E,
m (n) = p q g0 (r0 ) + (1)j gj (j ) j
m 1j<
q (n)2j n(n 2) (n 2j + 2)

where 1 < m and

!
(2)!e1/6 q nm++1 n 2 mn2
|E | < .
2+1 ! (pn m)2+1 m (m 1)(n m )2 (n 2) (n 2 + 2)

Theorem 6 For 0 m np (n), where (n)/ n , we have
!
n m+1 nm X
m (n) p q (1)j gej ()q j nj ,
m j0

14
where = (n m)/(qn), and ge0 (z) = (z 1)1 and

d gej (z) gej ()

gej+1 (z) = z(1 qz) (j 0).
dz z

Since there are two variables (n and m) in this case, other expansions are also possible.
We list the first few terms of ge in the following.

(1 q) (1 q)
ge1 () = 3
, ge2 () = ((1 2q) + 2 q) ,
( 1) ( 1)5
(1 q)  2 2 2 2

ge3 () = (6q 6q + 1) + 2(4q 9q + 4) + q 6q + 6 .
( 1)7

4 Remarks
We have discussed analytic methods for describing the asymptotic behaviours of integrals of the forms
1 1
I I
m1 z
z e f (z)dz and z m1 (q + pz)n f (z)dz,
2i 2i

where f (z) = (1 z)1 . The function f being meromorphic, the expansions we derived are valid in
a somewhat restricted range. In general, if f is entire with moderate growth order at infinity (as the
de-Poissonization lemma in Section 2.3), our expansions would hold in a wider range for the second
parameter. This is so, for example, when f (z) = 1/(z) in the case of the Stirling numbers of the first
kind (cf. [23, 14]). A great deal of related combinatorial and arithmetical problems can be found in
[22].
Integrals of the form
1
I
z m1 L(z) f (z)dz ( ),
2i
with
X zj
L(z) = ,
j1
j!(j 1)!

arising in many combinatorial and arithmetic instances (cf. [22, Chaps. 6,10]) can also be dealt with
along the lines of this article, using known analytic properties of the modified Bessel functions.

Acknowledgements
The author is indebted to Jim Pitman and W.-Q. Liang for many valuable comments and suggestions.

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Hsien-Kuei Hwang
Institute of Statistical Science
Academia Sinica
Taipei, 11529
Taiwan
e-mail: hkhwang@stat.sinica.edu.tw

18