Lecture 14
Lecture 14
Lecture 14
Definition 1
Let J be a nonempty open interval containing the point x0 and let f be a function defined on J \ {x0 }. We say
that the real number L is the limit of f at x0 , or that the limit of f (x) as x approaches x0 is L, if for all ε > 0,
there exists δ > 0 such that |f (x) − L| < ε for all x satisfying 0 < |x − x0 | < δ.
We express this property with the notation lim f (x) = L.
x→x0
Question
This should remind you of the definition of continuity at x0 . How is it different?
Remarks:
1. When we say that f is defined on J \ {x0 }, we do not mean that f must be undefined at x0 .
2. If f is defined on all of J, then it is continuous at x0 if and only if lim f (x) = f (x0 ).
x→x0
3. Like for continuity, we can rephrase the condition for a limit as: for all ε > 0, there exists δ > 0 such that
|f (x0 + h) − L| < ε for all h satisfying 0 < |h| < δ.
4. We can also rephrase the conditions 0 < |x − x0 | and 0 < |h| as x 6= x0 and h 6= 0, respectively. Don’t
forget this part of the definition!
Exercises
Exercise
Determine whether the following limits exist.
2
−4
1. lim f (x), where f (x) = xx−2 for x 6= 2.
x→2
|x 2 −1|
2. lim f (x), where f (x) = x−1
for x 6= 1.
x→1 (
x sin(1/x), x=6 0,
3. lim f (x), where f (x) =
x→0 1, x = 0.
One-sided limits at a point
Definition 2
Let f be a function defined on an interval of the form (x0 , x0 + δ0 ) for some x0 ∈ R and δ0 > 0. We say that L
is the right limit of f at x0 , or that the limit of f (x) as x approaches x0 from the right is L, if for all ε > 0,
there exists δ > 0 such that |f (x) − L| < ε for all x ∈ (x0 , x0 + δ).
We express this property with the notation lim f (x) = L.
x→x0+
We have an analogous definition for left limits/limits as x approaches x0 from the left, lim f (x) = L.
x→x0−
Remarks:
1. We can also say “from above” instead of “from the right” and “from below” instead of “from the left.”
2. Looking at the definitions, it is clear that L is a (two-sided) limit at x0 if and only if it is both the left limit
and the right limit at x0 .
3. If f is defined on [x0 , x0 + δ0 ), then f is right-continuous at x0 if and only if lim f (x) = f (x0 ).
x→x0+
If f is defined on (x0 − δ0 , x0 ], then f is left-continuous at x0 if and only if lim f (x) = f (x0 ).
x→x0−
Limits and continuity
Proposition 1
Let f be a function that is defined on an open interval J containing x0 , except possibly not defined at x0 . If g is
a function that is defined on J and g is continuous at x0 and f (x) = g (x) for all x ∈ J \ {x0 }, then
lim f (x) = g (x0 ).
x→x0
Remarks:
1. Paraphrasing, this proposition says that if a function is equal to a continuous function except at one point,
then the limit is what you would expect it to be at that point.
2. To see how this can be applied, see the first exercise from this lecture.
Sequential characterization of a limit
lim f (xn ) = L.
n→∞
Proof: Exercise.
The proof and applications of sequential characterization of limits are similar to those for the sequential
characterization of continuity. Just be careful about xn 6= x0 .
You can also formulate similar sequential characterizations for one-sided limits.
Limits of combinations of functions
The expected rules for arithmetic of limits apply for one- and two-sided limits of functions.
For example:
1. If lim f (x) = L and lim g (x) = M, then lim [f (x) + g (x)] = L + M.
x→x0 x→x0 x→x0
2. If lim f (x) = L and lim g (x) = M, then lim f (x)g (x) = LM.
x→x0 x→x0 x→x0
Theorem 2
Let J be a nonempty open interval containing the point x0 and let f be a function defined on J \ {x0 } such that
lim f (x) = y0 . If the function g is continuous at y0 , then the composite function g ◦ f has a limit at x0 and
x→x0
lim g (f (x)) = g (y0 ).
x→x0
Question
In theorem 2, is the converse also true? I.e., if lim g (f (x)) = g lim f (x) = g (y0 ), then g is continuous?
x→x0 x→x0
Monotone functions
The following definitions are not stated in the text book but they are analogous to those for sequences.
Definition
Let f be a function defined on an interval J. We say that f is
1. (monotone) increasing/non-decreasing on J if f (x) ≤ f (y ) for all x, y ∈ J with x < y ,
2. strictly (monotone) increasing on J if f (x) < f (y ) for all x, y ∈ J with x < y ,
3. (monotone) decreasing/non-increasing on J if f (x) ≥ f (y ) for all x, y ∈ J with x < y ,
4. strictly (monotone) decreasing on J if f (x) > f (y ) for all x, y ∈ J with x < y ,
5. bounded above on J if the set {f (x) : x ∈ J} is bounded above,
6. bounded below on J if the set {f (x) : x ∈ J} is bounded below, and
7. bounded on J if the set {f (x) : x ∈ J} is bounded.
Moreover, the one-sided limits lim f (x) and lim f (x) exist.
x→b − x→a+
Proof.
Here is the outline for showing that lim f (x) exists for an increasing function f for any c ∈ [a, b):
x→c +