Steven R.

Dunbar
Department of Mathematics
203 Avery Hall
University of Nebraska-Lincoln
Lincoln, NE 68588-0130
http://www.math.unl.edu
Voice: 402-472-3731
Fax: 402-472-8466

Topics in
Probability Theory and Stochastic Processes
Steven R. Dunbar
Wallis Formula

Rating
Mathematically Mature: may contain mathematics beyond calculus with
proofs.

Section Starter Question

Can you think of a sequence or a process that approximates ? What is the
intuition or reasoning behind that sequence?

Key Concepts
1. Wallis Formula is the amazing limit


2 2 4 4 6 6 . . . (2n) (2n)

lim
= .
n
1 3 3 5 5 . . . (2n 1) (2n 1) (2n + 1)
2
2. One proof of Wallis formula uses a recursion formula developed from
integration of trigonometric functions.
3. Another proof uses only basic algebra, the Pythagorean Theorem, and
the formula r2 for the area of a circle of radius r.
4. Yet another proof uses Eulers infinite product representation for the
sine function.

Vocabulary
1. Wallis Formula is the amazing limit


2 2 4 4 6 6 . . . (2n) (2n)

= .
lim
n
1 3 3 5 5 . . . (2n 1) (2n 1) (2n + 1)
2
2

Mathematical Ideas
Introduction
Wallis Formula is the amazing limit



2 2 4 4 6 6 . . . (2n) (2n)
lim
= .
n
1 3 3 5 5 . . . (2n 1) (2n 1) (2n + 1)
2

(1)

Another way to write this is

Y
(2j)2
=
.
2 j=1 (2j 1)(2j + 1)
A closed form expression for the product in Wallis formula is

24n (n!)4
=
2
n ((2n)!) (2n + 1)
2
lim

or equivalently
lim

2n 2
n

24n
(2n + 1)

.
2

Note that Wallis Formula is equivalent to saying that the central binomial term has the asymptotic expression
  s
1 2n
2

.
2n
2
n
(2n + 1)
See the subsection Central Binomial below for a proof of an equivalent inequality.
In the form
wn =

n
Y

(2j)2
=
(2j 1)(2j + 1)
j=1
3

2n 2
n

24n
(2n + 1)

(2)

wn

/2
1.5

0.5

0
0

9 10 11 12 13 14 15 16 17 18 19 20
n

Figure 1: Convergence of the Wallis formula to /2.

it is easy to see that the sequence wn is increasing since 4n2 /(4n2 1) > 1.
This is illustrated in Figure 1.
Doing a numerical linear regression of log(/2 wn ) versus log n on the
domain n = 1 to n = 30 indicates that wn approaches /2 at a rate which is
O(1/n).

A proof using integration and recursion

Theorem 1 (Wallis Formula).



2 2 4 4 6 6 . . . (2n) (2n)
= .
lim
n
1 3 3 5 5 . . . (2n 1) (2n + 1)
2

(3)

R /2
Proof. Consider Jn = 0 cosn (x) dx. Integrating by parts with u = cosn1 (x)
and dv = cos(x) shows
Z

/2
n

cos (x) dx = (n 1)

/2

cosn2 (x) sin2 (x) dx

/2

cosn2 (x)(1 cos2 (x)) dx

0
Z /2
Z /2
n2
cosn (x) dx .
cos (x) dx (n 1)
= (n 1)
= (n 1)

Gathering terms, we get nJn = (n 1)Jn2 .

24
Now J1 = 1 so recursively J3 = 23 , J5 = 35
and inductively
J2n+1 =
Likewise J2 =

,
22

and J4 =
J2n =

2 4 (2n 2) (2n)
.
1 3 (2n 1) (2n + 1)
3
,
242

J6 =

35
2462

(4)

and inductively

3 5 (2n 3) (2n 1)
.
2 4 (2n 2) (2n) 2

For 0 x /2, 0 cos(x) 1, so cos2n (x) cos2n+1 (x) cos2n+2 (x),

implying in turn that J2n J2n+1 J2n+2 . Then
1

J2n+1
J2n+2
2n + 1

=
.
J2n
J2n
2n + 2
5

J2n+1
J2n

Hence limn
That is,

lim

= 1.
2 2 4 4 6 6 . . . (2n) (2n) 2
1 3 3 5 5 . . . (2n 1) (2n + 1)

=1

or equivalently
lim

2 2 4 4 6 6 . . . (2n) (2n)
1 3 3 5 5 . . . (2n 1) (2n + 1)

.
2

An elementary proof of Wallis formula

The following proof is adapted and expanded from [7]. The proof uses only
basic algebra, the Pythagorean Theorem, and the formula r2 for the area
of a circle of radius r. Another important property used implicitly is the
completeness property of the reals.
Define a sequence of numbers by s1 = 1 and for n 2,
sn =

2n 1
3 5

.
2 4
2n 2

(5)

These are the reciprocals of the subsequence J2n1 defined in equation (4).
The partial products of Wallis formula (1) with an odd number of terms
in the numerator are
on =

2n
22 42 (2n 2)2 2n
= 2,
2
2
1 3 (2n 1)
sn

(6)

while those with an even number of factors in the numerator are of the form
en =

22 42 (2n 2)2
2n 1
.
=
2
2
1 3 (2n 3) (2n 1)
s2n

Here e1 = 1 should be interpreted as an empty product. Since

(2n)(2n+2)
(2n+1)2

(7)
(2n)2
(2n1)(2n+1)

>

1, clearly en < en+1 . Since

< 1, clearly on > on+1 . Also, en < on .
Therefore
e1 < e2 < e3 < en < on < < o3 < o2 < o1
6

for any n. Furthermore, for 1 i n,

2i
= oi on
s2i
and

2i 1
= ei en
s2i

from which it follows that

2i 1
2i
s2i .
en
on

(8)

For convenience, define s0 = 0 so that inequality (8) holds also for i = 0.

Denote the successive difference an = sn+1 sn so a0 = s1 s0 = 1 and for
n1


sn
1 3
2n 1
2n + 1
1 =
=
.
an = sn+1 sn = sn
2n
2n
2 4
2n
Lemma 2. For the sequence ai we have the identity
ai aj =

j+1
i+1
ai aj+1 +
ai+1 aj
i+j+1
i+j+1

for any i and j.

Proof. Make the substitutions
ai+1 =

2i + 1
ai
2(i + 1)

aj+1 =

2j + 1
aj
2(j + 1)

and

the right side of the proposed identity (9) becomes



2j + 1
j+1
2i + 1
i+1
ai aj

= ai aj .
2(j + 1) i + j + 1 2(i + 1) i + j + 1

(9)

Lemma 3.
1 = a20 = a0 a1 + a1 a0
= a0 a2 + a21 + a2 a0
...
= a0 an + a1 an1 + + an a0
Proof. Start from a20 = 1 and repeatedly apply the identity (9). At stage n
applying the identity (9) to every term the sum
a0 an + a1 an1 + + an a0
becomes

 



1
2
n1
1
a0 an + a1 an1 +
a1 an1 + a2 an2 + +
an1 a1 + an a0 .
n
n
n
n
Collecting terms, this simplifies to a0 an + a1 an1 + + an a0 .
Now divide the positive quadrant of the xy-plane into rectangles by drawing the vertical lines y = sn and the horizontal lines y = sn for all n. Let
Ri,j be the rectangle with lower left corner (si , sj ) and upper right corner
(si+1 , sj+1 ). The area of Ri,j is ai aj . Thus the identity 1 = a0 an + a1 an1 +
+ an a0 states that the total area of the rectangles Ri,j for which i + j = n
is 1. Let Pn be the polygonal region consisting of all rectangles Ri,j for which
i + j < n. Hence the area of Pn is n.
The outer corners of Pn are the points (si , sj ) for which i + j = n + 1 and
1 i, j, n.qBy the Pythagorean theorem, the distance of such a point to
the origin is s2i + s2j . By (8 ) this distance is bounded above by
s

2(i + j)
=
on

2(n + 1)
.
on

Similarly the inner corners of Pn are the points (si , sj ) for which i + j = n
and 0 i, j n. The distance of such a point to the origin is bounded from
below by
s
s
2(i + j 1)
2(n 1)
=
.
en
en
8

p
Therefore, Pn contains a quarter circle
of
radius
2(n 1)/en and is conp
tained in a quarter circle of radius 2(n + 1)/on . See Figure 2 for a diagram
of the polygonal region Pn and the corresponding inner and outer quarter
circles for n = 4.
Since the area of a quarter circle of radius r is equal to r2 while the area
of Pn is n, this leads to the bounds
(n + 1)
(n 1)
<n<
2en
2on

(10)

from which it follows that

(n + 1)
(n 1)
< en < on <
.
2n
2n
Now it is clear that as n , en and on both approach /2.

Wallis Formula and the Central Binomial Coefficient

This subsection gives a detailed proof that Wallis Formula gives an explicit
inequality bound on the central binomial term that in turn implies the asymptotic formula for the central binomial coefficient. This proof is motivated by
the derivation in [1].
Start from the expansion (2) for the Central Binomial Coefficient:
wn =

n
Y

(2j)2
=
(2j

1)(2j
+
1)
j=1

Rearrange it to


2n 2
n

24n

(2n + 1)

2
n
2n
16n Y (2j 1)(2j + 1)
=
2n + 1 j=1
(2j)2
n

and use the definitions (6) and (7) of the partial products of the Wallis
formula to obtain
 2
2n
16n
2n + 2
=
n
(2n + 1) (2n + 1)on+1

and

 2
2n
16n
1
=
.
(2n + 1) en+1
n
9

s4
R0,3
s3
R0,2

R1,2

R0,1

R1,1

R2,1

R0,0

R1,0

R2,0

s2

s1

s1

s2

R3,0

s3
s4
p
r = 2(4 1)/e4

r=

2(4 +x1)/o4

Figure 2: A diagram of the regions Ri,j and the inner and outer quarter
circles for the case n = 4.

10

Rearrange the inequality (10) to obtain

2n + 2
1
1
2n + 2
<
and
<
.
(n + 2)
on+1
en+1
n
Then
16n
(2n + 2)2
<
(2n + 1) (2n + 1)(n + 2)

2
2n
16n (2n + 2)
<
n
(2n + 1) n

and taking square roots and slightly rearranging again

s
r
 
n
2n
4n
4
2(n + 1)2
(n + 1)
p
<
<p
.
n
n
(2n + 1)(/2) (2n + 1)(n + 2)
(2n + 1)(/2)

To simplify, take a series expansion of the square roots of the rational expressions and truncate, leaving
  



4n
2n
4n
1
1
p
<
<p
.
1
1+
2n
n
2n
(2n + 1)(/2)
(2n + 1)(/2)

A proof using the product expansion of the sine function

Theorem 4. The expansion of sin(z) as an infinite product is
sin(z) = z


Y

m=1

z2
1 2 2
m

Proof. See [6, page 312] for the proof. The article in the Mathworld.com
article on http://mathworld.wolfram.com/Sine.html also gives references to
Edwards 2001, pages 18 and 47; and Borwein et al. 2004, page 5.
Although the common proof uses complex analysis, as in the texts cited
above, a proof using only elementary analysis is possible. The following proof
is adapted from [4].
Proof. Start with the definition of the Chebyshev polynomials Tn (x) from
the trigonometric identity cos(nx) = Tn (cos(x)). Then
cos(2kx) = Tk (cos(2x)) = Tk (1 2 sin2 x).
11

Together with the sine product identity

sin((2k + 1)x) sin((2k 1)x) = 2 sin(x) cos(2kx)
this inductively shows that there is a polynomial Fm of degree m such that
sin((2m + 1)x) = sin(x) Fm (sin2 (x)).
(In fact, using the definition Un (cos(x)) = sin((n+1)x)
for the Chebyshev polysin(x)

nomials of the second kind, it is easy to show that Fm (x) = U2n ( 1 x).)
k
Substituting xk = 2m+1
and noting that sin((2m + 1)xk ) = 0 shows that Fm


2
k
has zeros at sin ( 2m+1 for k = 1, 2, . . . , m. These zeros are distinct, so Fm
has no other zeros, then
!
m
Y
y


1
Fm (y) = Fm (0)
2
k
sin
2m+1
k=1
and

Fm (0) = lim

x0

sin((2m + 1)x)
= 2m + 1.
sin(x)

Therefore
sin((2m + 1)x) = (2m + 1) sin(x)

m
Y

sin2 (x)


1
k
sin2 2m+1

k=1

and changing variables

sin(x) = (2m + 1) sin

x
2m + 1

Y
m

k=1

sin2
sin2

!

x
2m+1


k
2m+1

(11)

The goal now is to estimate the product terms. For all real t, et 1+t and
1
therefore et 1+t
. For u < 1, the choice t = u/(1u) gives eu/(1u) 1u.
Then for every collection of numbers uk [0, 1), we have
P uk
X uk
Y
P

1
e k 1uk
(1 uk ) e k uk 1.
(12)
1 uk
k
k
P
If in addition k uk < 1, then we also know that
e

uk

1+

12

1
P

uk

(13)

and subtracting the first and third terms of (12) from 1 and using (13
P
Y
X uk
k uk
P
1 (1 uk )
.
(14)
1 + k uk
1

u
k
k
k
Let m and N be positive integers with m > N . Take x such that |x| <
and x
/ Z. Then define uk by

1
N
4

uk =

sin
sin

!2

x
2m+1


k
2m+1

k = 1, 2, . . . , m.

Use (11) by dividing the leading factor and the first N factors onto the left
side to obtain

(2m + 1) sin

sin(x)

QN
x
2m+1

k=1 (1

uk )

m
Y

(1 uk ).

k=N +1

Then use the first, third and fifth terms of (12) to see that
1
For 0 t

m
X

uk
sin(x)

1.

QN
x
1 uk
(2m + 1) sin 2m+1
k=1 (1 uk )
k=N +1

we have sin(t) 2 t, so we see that

uk

thus

(2m + 1) sin
2k

x
2m+1

uk
x2

1 uk
(2k)2 x2

Hence

!2

 x 2
;
2k

fork > N.

m
X

uk
x2

.
1 uk
2N |x|
k=N +1
Thus it follows from (15) that
1

sin(x)
x2

1.

QN
x
2N |x|
(2m + 1) sin 2m+1
(1

u
)
k
k=1
13

(15)

Let m so that
1

sin(x)
x2
QN
1.
2N |x|
x k=1 (1 uk )

Now let N and we obtain for

/Z



Y
x2
sin x = x
1 2 2 .
k
k=1

For

Z this equality is also true.

The following somewhat probabilistic proof of Eulers infinite product

formula is adapted from [2].
Proof. Start with the integral
Z n
0


x n
xt1 1
dx
n

and integrate by parts once:


x n
u= 1
n

x n1
du = 1
dx
n

1
v = xt
t
dv = xt1 dx .

Then
Z

t1

Z n

x n
x n n
x n1
1 t
x 1
1
dx = 1
dx
 +
n
n
n
0
0 t
Z
1 n t
x n1
=
x 1
dx
t 0
n

Integrate by parts again:


x n1
u= 1
n
n1
x n2
1
dx
du =
n
n
14

v=

1 t+1
x
t+1

dv = xt dx

so

t1

x n
(n 1)
1
dx =
n
t(t + 1)n


x n2
xt+1 1
dx .
n

After integration by parts n times:

Z n
Z n

x n
(n 1)!
t1
1
x
xt+n1 dx
dx =
n
t(t + 1) . . . (t + n 1)nn1 ) 0
0
n
(n 1)!
xt+n 
=
t(t + 1) . . . (t + n 1)nn1 ) t + n 0
n! nt
=
.
t(t + 1) . . . (t + n)
Then by dominated convergence it follows that
Z
n! nt
(t) =
xt1 ex dx = lim
.
n t(t + 1) . . . (t + n)
0
Note that limit definition of the Gamma function is also http://dlmf.nist.gov/5.8
E1. It follows that for 1 < t < 1 that
(1 + t)(1 t) =

1
.
2 /k 2
1

t
k=1

For X and Y independent exponential random variables, both with expectation 1 we have that
Z
 t
E X =
xt ex dx = (1 + t)
0

and likewise E [Y t ] = (1 t). Then using the independence and symmetry

  





(1 + t)(1 t) = E X t E Y t = E (X/Y )t = E (X/Y )|t|
The distribution function for the random variable X/Y is


P [X/Y u] = P [Y X/u] = E eX/u =

u
u+1

for u > 0. Then the probability density is

d
1
P [X/Y u] =
,
du
(1 + u)2
15

u > 0.

This gives by integration by parts, for 1 < t < 1, that

Z
Z


u|t|
|t|u|t|1
|t|
E (X/Y ) =
du
du
=
(u + 1)2
u+1
0
0

The last integral is known to be t/ sin(t). For example, this is formula

613, page 445 in the 18th Edition of the CRC Standard Mathematical Tables.
It can also be accomplished with contour integration in the complex plane
Z 0
Z +
|t|u2i(|t|1)
|t|u|t|1
|t|1
du 2i(1)
+
du = 0
u+1
u+1
+
0
so
Z


|t|u|t|1
du 1 e2i|t| = 2iei|t| .
u+1
0
Thus
Z
|t|u|t|1
|t|2iei|t|
|t|
t
du = 2i|t|
=
=
.
u+1
e
1
sin(|t|)
sin(t)
0
Hence, for 1 < t < 1


t
.
(1 + t)(1 t) = E (X/Y )t =
sin(t)
A standard integration-by-parts gives the fundamental Gamma function recursion (t) = (1 + t)/t. Using this to define (t) for t < 0, it follows that
for all real t,

.
sin(t) =
(t)(1 t)
Combining all results above,


Y
t2
1 2 .
sin(t) = t
k
k=1
Corollary 1 (Wallis Formula).
2 2 4 4 6 6 . . . (2n) (2n)

= .
n 1 3 3 5 5 . . . (2n 1) (2n 1) (2n + 1)
2
lim

Proof. Substitute z = /2 in the product expansion of sin(z).

Remark. In [5] Ciaurri uses Tannerys Theorem for Infinite Products, a trig
identity for cotangent and tangent, and Wallis formula to provide an elementary proof of product expansion of the sine function. In this sense, the
product expansion of the sine function is equivalent to Wallis formula.
16

Sources
This section is adapted from a sketch of the proof of Wallis Formula in
Kazarinoff [3] and the short note by Wastlund [7]. The elementary proofs of
the sine product are from [4] and [2].

Problems to Work for Understanding

1. Show that
24n (n!)4
2 2 4 4 6 6 . . . (2n) (2n)
=
.
2
((2n)!) (2n + 1)
1 3 3 5 5 . . . (2n 1) (2n + 1)
2. Numerically find the rate at which the sequence
2 2 4 4 6 6 . . . (2n) (2n)
1 3 3 5 5 . . . (2n 1) (2n + 1)
approaches /2 by calculating values and using regression.
3. Use induction to prove
J2n+1 =
and
J2n =

(2n) (2n 2) . . . 4 2
(2n + 1) (2n 1) . . . 3 1

(2n 1) (2n 3) . . . 3
.
(2n) (2n 2) . . . 4 2 2

4. The simple proof of the sine product formula uses the polynomial Fm
of degree m such that
sin((2m + 1)x) = sin(x) Fm (sin2 (x)).
Explicitly find F0 (x), F1 (x), F2 (x), F3 (x), F4 (x) and plot them on [1, 1].
17

5. Give a detailed proof that

Z n

x n
n! nt
xt1 1
.
dx =
n
t(t + 1) . . . (t + n)
0
6. Provide a careful and detailed proof that if X and Y are independent
exponential random variables, both with expectation 1 we have that




E (X/Y )t = E (X/Y )|t| .

7. Provide a detailed proof using contour integration in the complex plane

to show that
Z
|t|u|t|1
|t|2iei |t|
t
du = 2i|t|
=
.
u+1
e
1
sin(t)
0

Reading Suggestion:
References
[1] Michael D. Hirschhorn. Walliss product and the central binomial coefficient. American Mathematical Monthly, 122(7):689, August-September
2015.
[2] Lars Holst. A proof of Eulers infinite product for the sine. American
Mathematical Monthly, 119:518521, June-July 2012.
[3] Nicholaus D. Kazarinoff. Analytic Inequalities. Holt, Rinehart and Winston, 1961.
P 1
2
[4] R. A. Kortram. Simple proofs for
= 6 and sin x =
k=1 k2
Q
x2
x
k=1 1 k2 2 . Mathematics Magazine, 69(2):123125, April 1996.
18


[5] Oscar
Ciaurri. Eulers product expansion for the sine: An elementary proof. American Mathematical Monthly, 122(7):693695, AugustSeptember 2015.
[6] S. Saks and A. Zygmund. Analytic Functions. Elsevier Publishing, 1971.
[7] Johan Wastlund. An elementary proof of the wallis product formula for
pi. American Mathematical Monthly, 114(10):914917, December 2007.

Outside Readings and Links:

1.
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3.
4.

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19

Steve Dunbars Home Page, http://www.math.unl.edu/~sdunbar1

Email to Steve Dunbar, sdunbar1 at unl dot edu
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