ThmDex – An index of mathematical definitions, results, and conjectures.
Result R4670 on D3312: Real power mean
Real geometric mean is a right limit of basic real power means
Formulation 0
Let $x_1, \ldots, x_N \in (0, \infty)$ each be a D5407: Positive real number.
Then \begin{equation} \lim_{p \searrow 0 : p \neq 0} \left( \frac{1}{N} \sum_{n = 1}^N x_n^p \right)^{1/p} = \left( \prod_{n = 1}^N x_n \right)^{1/N} \end{equation}
Proofs
Proof 0
Let $x_1, \ldots, x_N \in (0, \infty)$ each be a D5407: Positive real number.
Let $p > 0$ be a positive real number. Applying result R4671: First-degree polynomial approximation for a standard basic real exponential function near zero, we have \begin{equation} \frac{1}{N} \sum_{n = 1}^N x_n^p = \frac{1}{N} \sum_{n = 1}^N (1 + p \log x_n + o_{p \to 0}(p)) = 1 + \frac{p}{N} \sum_{n = 1}^N \log x_n + o_{p \to 0}(p) \end{equation} Raising both sides to power $1/p$, this leads to \begin{equation} \left( \frac{1}{N} \sum_{n = 1}^N x_n^p \right)^{1/p} = \left( 1 + \frac{p}{N} \sum_{n = 1}^N \log x_n + o_{p \to 0}(p) \right)^{1/p} \end{equation} Result R2687: Approximating function for the natural exponential function now states that the limit of the right-hand side expression exists as $p \to 0$, in which case \begin{equation} \begin{split} \lim_{p \searrow 0} \left( \frac{1}{N} \sum_{n = 1}^N x_n^p \right)^{1/p} & = \lim_{p \searrow 0} \left( 1 + \frac{p}{N} \sum_{n = 1}^N \log x_n + o_{p \to 0}(p) \right)^{1/p} \\ & = \exp \left( \frac{1}{N} \sum_{n = 1}^N \log x_n \right) \\ & = \exp \left( \frac{1}{N} \log \prod_{n = 1}^N x_n \right) \\ & = \left( \prod_{n = 1}^N x_n \right)^{1/N} \\ \end{split} \end{equation} $\square$