Chapter 2 (Print Version)

MATH 1821: Mathematical Methods for Actuarial Science I Chapter 2: Limits and Continuity
MATH 1821
Mathematical Methods for Actuarial Science I
Chapter 2
Limits and Continuity
Department of Mathematics, HKU
1
Chapter 2: Limits and Continuity

A Concepts of limits
B Computing limits
C Concepts of continuity
D Properties of continuous functions
Part A: Concepts of limits 2

A1. Intuitive meaning of limits
We are familiar with limit notations like these:

lim (x 2 − 3x + 1) =
x→3
x2 − 4
lim =
x→2 x − 2
Intuitively, we write lim f (x) = L to mean:

x→c
the value of f (x) gets closer and closer to L as x gets closer and closer to c.
Part A: Concepts of limits A1. Intuitive meaning of limits 3

Limits can also be taken at infinity instead of at a point:

4x 2 − 3x + 1
lim =
x→∞ 2x 2 + 8x − 7
lim e 5x =
x→−∞
Intuitively, we write lim f (x) = L to mean:

x→∞
the value of f (x) gets closer and closer to L as x gets larger and larger
and we write lim f (x) = L to mean:

x→−∞
the value of f (x) gets closer and closer to L as x gets smaller and smaller.

We make a couple of remarks:

Phrases like ‘closer and closer’ and ‘larger and larger’ are not rigorous. In
more advanced mathematics courses (such as MATH2241), a more rigorous
ε-δ approach will be used to define limits.
In evaluating the limit of a function f (x) as x tends to c, what matters is the
behaviour of f (x) as x gets ‘closer and closer’ to c. What happens to f at the
point x = c does not matter; the function f does not even need to be defined
at x = c. (Technically, we require f to be defined in an open interval
containing c but not at c.)

A2. Limits that do not exist
Not all limits exist. In other words, sometimes f (x) does not get ‘closer and closer’
to a real number L as x gets ‘closer and closer’ to c (or gets ‘larger and larger’ /
‘smaller and smaller’ in case the limit is taken at ±∞).
Part A: Concepts of limits A2. Limits that do not exist 6

Sometimes a limit does not exist

y
because f (x) gets ‘larger and larger’
(instead of ‘closer and closer’ to a real
1
number L) as x → c. For example, y=
consider x2
1
lim .
x→0 x 2
1
We may write lim 2 = ∞ in this x
x→0 x
case.
Similarly, we have
1 − 2x − 3x 2
lim = .
x→∞ 4 − 5x


because the value of f (x) oscillates as y 1
y = sin
x → c. For example, consider x
1
lim sin .
x→0 x x


y
because f (x) approaches different
values from the left and from the
right. For example, consider
x
y =x+
|x|

x
lim x + .
x→0 |x| x

A3. One-sided limits
In the previous example, although the limit does not exist, the function does get
‘closer and closer’ to a certain number if we let approach 0 either from the left or
from the right.
In this case we say that the left-hand limit and the right-hand limit both exist, and
we denote this by

x x
lim− x + = and lim+ x + =
x→0 |x| x→0 |x|
respectively.
Part A: Concepts of limits A3. One-sided limits 10

More generally, we say that the left-hand limit of f (x) as x tends to c is equal to
L, denoted by
lim f (x) = L,
x→c −
if f (x) gets ‘closer and closer’ to L as x gets ‘closer and closer’ to c from the left.
Similarly, we say that the right-hand limit of f (x) as x tends to c is equal to L,

denoted by
lim+ f (x) = L,
x→c
if f (x) gets ‘closer and closer’ to L as x gets ‘closer and closer’ to c from the right.

We state the following result without proof:
The limit lim f (x) exists and is equal to L if and only if both
x→c
lim f (x) and lim f (x)

x→c − x→c +
exist and are equal to L.
Remark. We can replace L by ±∞ although in that case we do not say the limit
‘exists’.

A4. Miscellaneous examples
In each of the following cases, find f (0), lim f (x), lim− f (x) and lim+ f (x).
x→0 x→0 x→0
x2
(a) f (x) =
x y
x2
y=
x
x
Part A: Concepts of limits A4. Miscellaneous examples 13

x→0 x→0 x→0
(b) f (x) = bxc
y y = bxc

x→0 x→0 x→0
1
(c) f (x) =
x
y
1
y=
x


B Computing limits
Part B: Computing limits 16

B1. Sandwich theorem

1
What is lim x sin ?
x→0 x
Intuitively, we expect that this limit is equal to because
Part B: Computing limits B1. Sandwich theorem 17

To prove the result rigorously, the following would be helpful.
Sandwich theorem
Suppose that I is an interval with c ∈ I , and that
g (x) ≤ f (x) ≤ h(x) for all x ∈ I \ {c}.
If lim g (x) = lim h(x) = L, then lim f (x) = L as well.

x→c x→c x→c
1 1
Using ≤ x sin ≤ , we can now conclude that lim x sin =
x x→0 x

The sandwich theorem also applies to one-sided limits and limits at infinity. For
example, can you find the following limits?
√ sin x
(a) lim+ x sin x 2 (b) lim
x→0 x→∞ x

B2. Divergence to infinity
A result similar to the sandwich theorem is given below. Essentially it allows us to

carry out comparison in evaluating limits so that limits that are difficult to evaluate
can be transferred to easy ones.
Suppose that I is an interval with c ∈ I , and that
g (x) ≤ f (x) for all x ∈ I \ {c}.
If lim g (x) = ∞, then lim f (x) = ∞ as well.

x→c x→c
Remarks:
We can phrase a similar result if ∞ is changed to −∞.
The same is true if we change the limits to one-sided limits.
We also have a similar result for limits at infinity instead of limit at c.
Part B: Computing limits B2. Divergence to infinity 20

B2. Divergence to infinity
Can you find the following limits using the result on the previous page?
ex ln x
(c) lim (d) lim+
x→∞ x x→0 x
Part B: Computing limits B2. Divergence to infinity 21

B3. Limit of (sin x)/x as x → 0

sin x
We shall use the sandwich theorem to show that lim = .
x→0 x
It turns out that this is very useful for computing the derivatives of trigonometric
functions. It should be noted that x must be in radians for the result to hold.
Part B: Computing limits B3. Limit of (sin x)/x as x → 0 22

B3. Limit of (sin x)/x as x → 0
Can you find the following limits using the result on the previous page?
sin 5x 1 − cos x
(e) lim (f) lim
x→0 x x→0 x
Part B: Computing limits B3. Limit of (sin x)/x as x → 0 23


B Computing limits
Part C: Concepts of continuity 24

C1. Intuitive meaning of continuous functions
Intuitively, we can understand a continuous function as one in which the graph can
be drawn in one single pen stroke.
y y = x3 − x y y = bxc
x x
Continuous Not continuous
Part C: Concepts of continuity C1. Intuitive meaning of continuous functions 25

C2. The definition
Let f be a function and c be an interior point of dom f (i.e. there exists an open
interval I containing c such that I ⊆ dom f ). We say that f is continuous at c if
lim f (x) exists and is equal to f (c).

x→c
Intuitively, it means f (x) gets closer and closer to f (c) as x gets closer and closer
to c.
Part C: Concepts of continuity C2. The definition 26

C2. The definition
What can you say about the continuity of the following functions?
(a) (b)
y y
y = |x|
y = f (x)
2
1
x 1 2 3 4 x
Part C: Concepts of continuity C2. The definition 27

C3. Boundary and isolated points
The domain X of a function f may contain points that are not interior points.
We call c ∈ R a boundary point of X if any open interval I containing c
intersects both X and R \ X .
We call c ∈ X an isolated point of X if there exists an open interval I
containing c such that I ∩ X = {c}.
For example, let X = [1, 2) ∪ {3}. What are the interior, boundary and isolated
points of X ?
Part C: Concepts of continuity C3. Boundary and isolated points 28

C3. Boundary and isolated points
We define continuity at boundary points and isolated points as follows. Suppose f

is a function with domain X .
If c is a boundary point of X , then we say that f is continuous at c if either
lim f (x) or lim+ f (x) exists and is equal to f (c).

x→c − x→c
where the choice of one-sided limit depends on the side of c on which f is

defined.
By definition f is continuous at an isolated point.
p
For example, what can you say about the continuity of f (x) = |x|(x − 2)?
Part C: Concepts of continuity C3. Boundary and isolated points 29

C4. Further remarks
We make two further remarks on the definition of continuity:

We have defined the continuity of a function f at a point c. We can also say
that f is continuous on a set S ⊆ dom f if it is continuous at every point in S,
or simply f is continuous if it is continuous at every point of its domain.
In more advanced mathematics courses (such as MATH2241), it is more
common to define continuity using an ε-δ approach. The definitions we have
made would then follow as propositions.
Part C: Concepts of continuity C4. Further remarks 30

C5. Types of discontinuities
A function f may be discontinuous at a point c simply because the definition of

f (c) disagrees with the limit of f (x) as x → c. This is known as a removable
discontinuity.
y y = f (x)
(
1 if x = 0
f (x) =
x otherwise
Part C: Concepts of continuity C5. Types of discontinuities 31

A function f may be discontinuous at a point c because of a ‘jump’ in the function

value at c. This is known as a jump discontinuity.
y
y = f (x)
(
1 if x < 0
f (x) =
2 if x ≥ 0
x

A function f may be discontinuous at a point c because the function value

approaches ±∞ as x → c. This is known as an infinite discontinuity.
1
y=
x2

A function f may be discontinuous at a point c because the function value

oscillates as x → c. This is known as an oscillating discontinuity.
y 1
y = sin
x


B Computing limits
Part D: Prop. of continuous functions 35

D1. Combinations of continuous functions
Suppose f and g are two functions, both of which are continuous at c, and k be a
constant. Then the following functions are also continuous at c:
f ±g
kf
fg
f
(provided that )
g
f k (provided that it is defined on an interval containing c)
Part D: Prop. of continuous functions D1. Combinations of continuous functions 36

D1. Combinations of continuous functions
It follows from the statement on the previous page that all polynomials are
continuous. Rational functions (quotient of two polynomials) are also continuous
wherever they are defined.
We also state without proof that exponential, logarithmic and trigonometric
functions are continuous wherever they are defined.
Part D: Prop. of continuous functions D1. Combinations of continuous functions 37

D2. Composite functions
Can you evaluate the following limits? What property have you implicitly used in
the process?
lim 3(sin x)/x

x→0
1
lim ln
x→∞ x +1
Now suppose f is a function such that f (1) = 3. Can you find lim f (ln x)?
x→e
Part D: Prop. of continuous functions D2. Composite functions 38

D2. Composite functions
We have the following result.
Suppose lim f (x) = L. If g is a function which is continuous at L, then

x→c

lim g (f (x)) = g lim f (x) = g (L).
x→c x→c
If f is also continuous at c, then f (c) = L and the above result can be rephrased as
if f is continuous at c and g is continuous at f (c), then g ◦ f is continuous at c.
Part D: Prop. of continuous functions D2. Composite functions 39

D3. Proof of discontinuity
If f is continuous at c, then as x gets closer and closer to c, the value of f (x) gets
closer and closer to f (c). In particular, if the sequence {xn } converges to c, then
{f (xn )} would converge to f (c).
The contrapositive of the above statement gives us a way of showing that a
function is not continuous at a point c. It suffices to find a sequence {xn } that
converges to c for which the corresponding sequence {f (xn )} does not converge to
f (c). This is particularly useful for functions that are complicated but whose
values at certain points are easy to find.
Part D: Prop. of continuous functions D3. Proof of discontinuity 40

D3. Proof of discontinuity
Consider the function f defined as follows. Is f continuous at 0?


0 if x = 0
f (x) = 1
sin otherwise
x
Part D: Prop. of continuous functions D3. Proof of discontinuity 41

D4. Extreme value theorem
An important property of continuous functions is the following.
Extreme value theorem

Suppose that the function f is continuous on the interval [a, b]. Then f attains
a maximum and a minimum value in this interval.
Questions: Is the statement still true if

the continuity of f is dropped?
[a, b] is replaced by [a, ∞)?
[a, b] is replaced by (a, b)?
Part D: Prop. of continuous functions D4. Extreme value theorem 42

D5. Intermediate value theorem
Another important property of continuous functions is the following.
Intermediate value theorem

Suppose that the function f is continuous on the interval [a, b]. Suppose
f (a) 6= f (b) and y is a real number lying strictly between f (a) and f (b) (i.e.
either f (a) < y < f (b) or f (a) > y > f (b)). Then there exists c ∈ (a, b)
such that f (c) = y .
Part D: Prop. of continuous functions D5. Intermediate value theorem 43

We can make use of the intermediate value theorem to prove the existence of roots
to equations. Two examples are given below.
1
(a) The equation x 2 = x + 1 + has a root between 1 and 2.
x +1

We can make use of the intermediate value theorem to prove the existence of roots
to equations. Two examples are given below.
(b) Every cubic equation with real coefficients has at least one real root.

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MATH 1821: Mathematical Methods for Actuarial Science I Chapter 2: Limits and Continuity

Department of Mathematics, HKU

Chapter 2: Limits and Continuity

Part A: Concepts of limits 2

A1. Intuitive meaning of limits

We are familiar with limit notations like these:

Intuitively, we write lim f (x) = L to mean:

Part A: Concepts of limits A1. Intuitive meaning of limits 3

A1. Intuitive meaning of limits

Limits can also be taken at infinity instead of at a point:

Intuitively, we write lim f (x) = L to mean:

and we write lim f (x) = L to mean:

Part A: Concepts of limits A1. Intuitive meaning of limits 4

A1. Intuitive meaning of limits

We make a couple of remarks:

Part A: Concepts of limits A1. Intuitive meaning of limits 5

A2. Limits that do not exist

Part A: Concepts of limits A2. Limits that do not exist 6

A2. Limits that do not exist

Sometimes a limit does not exist

Part A: Concepts of limits A2. Limits that do not exist 7

A2. Limits that do not exist

Sometimes a limit does not exist

Part A: Concepts of limits A2. Limits that do not exist 8

A2. Limits that do not exist

Sometimes a limit does not exist

Part A: Concepts of limits A2. Limits that do not exist 9

A3. One-sided limits

Part A: Concepts of limits A3. One-sided limits 10

A3. One-sided limits

Similarly, we say that the right-hand limit of f (x) as x tends to c is equal to L,

Part A: Concepts of limits A3. One-sided limits 11

A3. One-sided limits

We state the following result without proof:

lim f (x) and lim f (x)

exist and are equal to L.

Part A: Concepts of limits A3. One-sided limits 12

A4. Miscellaneous examples

Part A: Concepts of limits A4. Miscellaneous examples 13

A4. Miscellaneous examples

(b) f (x) = bxc

Part A: Concepts of limits A4. Miscellaneous examples 14

A4. Miscellaneous examples

Part A: Concepts of limits A4. Miscellaneous examples 15

Chapter 2: Limits and Continuity

Part B: Computing limits 16

B1. Sandwich theorem

Part B: Computing limits B1. Sandwich theorem 17

B1. Sandwich theorem

To prove the result rigorously, the following would be helpful.

g (x) ≤ f (x) ≤ h(x) for all x ∈ I \ {c}.

If lim g (x) = lim h(x) = L, then lim f (x) = L as well.

Part B: Computing limits B1. Sandwich theorem 18

B1. Sandwich theorem

Part B: Computing limits B1. Sandwich theorem 19

B2. Divergence to infinity

A result similar to the sandwich theorem is given below. Essentially it allows us to

Suppose that I is an interval with c ∈ I , and that

g (x) ≤ f (x) for all x ∈ I \ {c}.

If lim g (x) = ∞, then lim f (x) = ∞ as well.

Part B: Computing limits B2. Divergence to infinity 20

B2. Divergence to infinity