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Isaac Newton
(1643 1727)
Limits
Definition 1. Let f : D R, where D R, and let x0 be such that D contains an interval of the
form (x0 , x0 + ), except possibly the point x0 . We say that f (x) tends to ` R as x tends to
x0 , if to every > 0, there corresponds a > 0 (depending on both the function f and the point
x0 ) such that
f (x) ` < whenever 0 < x x0 < .
(1)
Theorem 1. (Uniqueness of limit)
The limit of a function, if it exists, is unique.
Proof. Suppose f (x) tends to both `1 and `2 as x tends to x0 . Let > 0. By (1) there exist
positive real numbers 1 and 2 such that
f (x) `1 < whenever 0 < x x0 < 1 ,
2
f (x) `2 < whenever 0 < x x0 < 2 .
2
2
2
= .
Remark 1. Theorem 1 justifies the use of a notation for the definition of the limit. We write
limxx0 f (x) = ` to denote f (x) tends to ` R as x tends to x0 .
Example 1. Consider the function
(
f (x) =
1 if x > 0;
1 if x < 0.
We show that limx0 f (x) does not exist. Suppose, on the contrary, limx0 f (x) = `. With = 1,
we choose > 0 such that 0 < |x 0| < implies |f (x) `| < 1. Since both x = /2 and x = /2
satisfy 0 < |x 0| < , we must have |1 `| < 1 and | 1 `| < 1. From |1 `| < 1 we get ` > 0,
and from | 1 `| < 1 we get ` < 0. Therefore no such ` exists.
Example 2. Consider the function
(
f (x) =
1 if x Q;
0 if x
/ Q.
We show that limxx0 f (x) does not exist for each x0 R. Fix x0 R. Suppose, on the contrary,
limx0 f (x) = `. With = 1/2, we choose > 0 such that 0 < |x x0 | < implies |f (x) `| < 1/2.
Choose x1 Q and x2
/ Q satisfying 0 < |x x0 | < . Then we must have |1 `| < 1/2 and
|0 `| < 1/2. From |1 `| < 1/2 we get ` > 1/2, and from |0 `| < 1/2 we get ` < 1/2. Therefore
no such ` exists.
Example 3. Consider the function
(
f (x) =
x if x Q;
0 if x
/ Q.
We show that limx0 f (x) = 0. Let > 0 be arbitrarily chosen. Since f (x) is one of 0, x, we have
|f (x)| |x|. Therefore 0 < |x 0| < implies |f (x) 0| < . This proves our claim.
Theorem 2. (Properties of limits)
If limxx0 f (x) = `1 and limxx0 g(x) = `2 , then
2 (`1
2 `1
+ 2 ) + 12 `2
+ `2 +
2
(iii) Exercise.
xx0
xx0
n
X
ck xk
k=0
n
X
k=0
lim ck xk =
xx0
n
X
ck xk0 = p x0 .
k=0
Proposition 2. (The Squeeze Principle)
Suppose that there exists > 0 such that
g1 (x) f (x) g2 (x) for all x satisfying 0 < |x x0 | < .
If limxx0 g1 (x) = ` = limxx0 g2 (x), then limxx0 f (x) = `.
Proof. Let > 0 be arbitrarily chosen. Choose positive real numbers 1 and 2 such that
g1 (x) ` < whenever 0 < x x0 < 1 ,
g2 (x) ` < whenever 0 < x x0 < 2 .
Continuity
References
Richard R. Goldberg, Methods of Real Analysis, Second Edition, John Wiley & Sons, 1976.
Kenneth A. Ross, Elementary Analysis: The Theory of Calculus, Third Edition, McGraw Hill
International Editions, 1976.