11/07/2009, 05:11 PM

(11/07/2009, 09:31 AM)bo198214 Wrote: We have now for . But I think that does not directly show the convergence .

Any ideas?

Actually I think one can show that is strictly increasing with because is concave and hence

and thatswhy

also it is bounded and hence must have a limit.

But now there is still the question why the limit indeed satisfies

?