[Math] Limit of complex exponential

complex numbersexponential function

The following is the characteristic function of a random variable $X_n$:$$\phi_{n}(t)=\frac{1-e^{it}e^{\frac{it}{n}}}{(n+1)\left(1-e^{\frac{it}{n}}\right)}$$ for $t \in \mathbb R$. I am trying to calculate the limit as $n\to \infty$ which should be $$\phi_n(t)\to \phi(t)=\frac{1-e^{it}}{it}$$ but I have a problem doing it. Is it correct to say that $$\lim_{n\to \infty}e^{\frac{it}{n}}=\lim_{h \to 0}e^{ith}=\lim_{h \to 0}(\cos(th)+i\sin(th))=1+0=1$$ and then proceed with L'Hopitals rule? If not, then how should I calculate it?

Thanks.

Best Answer

Hint: use that $$f(x)\to 0\implies\lim\frac{e^{f(x)}-1}{f(x)}=1.$$

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