Uploaded December 2018 | Updated September 2026, 3 weeks ago
In this video, I begin with a discussion on Laplace's Method. Laplace's Method is a technique used to approximate the integral of the exponential of a large number times a function with a unique global maximum.
Here, I describe the assumptions underlying the application of Laplace's Method. This method also comes in handy when deriving the Stirling formula using the definition of the Gamma Function, which is what we do in the second part of this video.
Questions/requests? Let me know in the comments!
Gamma Function Video: youtube.com/watch?v=PwCl7vVyXwY
Pre-reqs: My Gamma Function Video and knowledge of 1st-year undergraduate Calculus (especially knowledge of integrating the exponential of -x^2 from -infinity to infinity).
Lecture Notes: drive.google.com/open?id=1Jb0EBzEXPh18mpHaEEKg16nOUXB5HmyG
Patreon: patreon.com/user?u=4354534
Twitter: twitter.com/FacultyOfKhan
Special thanks to my Patrons for supporting me at the $5 level or higher:
- James Mark Wilson
- Marcin Maciejewski
- Sabre
- Jacob Soares
- Yenyo Pal
- Lisa Bouchard
- Bernardo Marques
- Connor Mooneyhan
- Richard McNair
- Guillaume Chereau
- Patapom
- Elm Mara
- Vitor Ciaramella
- Cooper Wang
In this video, I begin with a discussion on Laplace's Method. Laplace's Method is a technique used to approximate the integral of the exponential of a large number times a function with a unique global maximum.
Here, I describe the assumptions underlying the application of Laplace's Method. This method also comes in handy when deriving the Stirling formula using the definition of the Gamma Function, which is what we do in the second part of this video.
Questions/requests? Let me know in the comments!
Gamma Function Video: youtube.com/watch?v=PwCl7vVyXwY
Pre-reqs: My Gamma Function Video and knowledge of 1st-year undergraduate Calculus (especially knowledge of integrating the exponential of -x^2 from -infinity to infinity).
Lecture Notes: drive.google.com/open?id=1Jb0EBzEXPh18mpHaEEKg16nOUXB5HmyG
Patreon: patreon.com/user?u=4354534
Twitter: twitter.com/FacultyOfKhan
Special thanks to my Patrons for supporting me at the $5 level or higher:
- James Mark Wilson
- Marcin Maciejewski
- Sabre
- Jacob Soares
- Yenyo Pal
- Lisa Bouchard
- Bernardo Marques
- Connor Mooneyhan
- Richard McNair
- Guillaume Chereau
- Patapom
- Elm Mara
- Vitor Ciaramella
- Cooper Wang










