Limits

Arun Ram
Department of Mathematics and Statistics
University of Melbourne
Parkville, VIC 3010 Australia
aram@unimelb.edu.au

Last updates: 27 May 2012

Limits

l= limx→a f(x)    means:    If ε∈ ℝ>0 then there exists δ∈ℝ>0 such that if d(x,a) <0 then d(f(x),l) <ε.

l= limn→∞ an    means:    If ε∈ ℝ>0 then there exists N∈ ℤ>0 such that if n∈ ℤ>0 and n>N then d(an,l)<ε.

Let X be a metric space. Let f:X→ℝ and g:X→ℝ be functions and let a∈X. Assume that limx→a f(x) and limx→a g(x) exist. Then

  1. (a) limx→a (f(x)+g(x) )= limx→a f(x)+ limx→a g(x),
  2. (b) If c∈ℝ then limx→a cf(x) =climx→a f(x),   and
  3. (c) limx→a f(x)g(x) =(limx→a f(x)) (limx→a g(x)) .

Proof of part (a).

Proof of part (b):

Proof of part (c):

Assume that limx→a g(x)=l and limy→l f(y) exists. Then limy→l f(y)= limx→a f(g(x)).

Proof.

Let an and bn be sequences in ℝ. Assume that limn→∞ an exists and limn→∞ bn exists. If an≤bn then limn→∞ an ≤ limn→∞ bn.

Proof.

The functions f(x)=xn and f(x)=ex

  1. (a) Let n∈ ℤ>0 and a∈ℝ. Then xn is continuous at x=a (i.e. limx→a xn=an).
  2. (b) ex is continuous at x=a.
  3. (c) Prove that limx→0 ex=e0.
  4. (d) Prove that limx→a ex=ea.

Proof of part (a).

First part of proof of part (b).

Proof of part (d).

  1. (a) Let x∈ℂ. limn→∞ xn ={ 0, if |x|<1, diverges, if |x|>1, 1, ifx=1, diverges, if |x|=1 and x≠1,
  2. (b) Let x∈ℂ. limn→∞ 1+x+x2+ ⋯+xn = limn→∞ 1-xn+ 11-x ={ 11-x, if |x|<1, diverges, if|x| ≥1.

Proof of part (a) Case |x|<1.

Proof of part (a) Case |x|>1.

Proof of part (b).

Useful limits

  1. (a) If n∈ ℤ>0 then limx→∞ xne-x =0.
  2. (b) If α∈ ℝ>0 then limx→∞ x-α logx=0.
  3. (c) Let p∈ ℝ>0. Then limn→∞ 1np =0 .
  4. (d) Let p∈ ℝ>0. Then limn→∞ p1/n =1 .
  5. (e) limn→∞ n1/n =1.
  6. (f) Let α∈ℝ and p∈ ℝ>0. Then limn→∞ nα (1+p)n =0 .
  7. (g) If |x|<1 then limn→∞ xn=0.
  8. (h) If 0<α<1 then limx→0 xα=0.
  9. (i) limx→0 ex-1x =1.
  10. (j) limx→0 sinxx=1 .
  11. (k) limx→0 cosx-1 x2 =-12 .
  12. (l) limx→0 log(1+x) x=1 .

Proof of part (l):
limx→0 log(1+x) x = limy→0 log(1+ ey-1) ey-1 = limy→0 yey-1 = limy→0 1 ( ey-1 y ) = 11 = 1.

□

Proof of part (j):
limx→0 sinxx = limx→0 eix -e-ix 2ix = limx→0 eix-1 2ix - e-ix-1 2ix = limx→0 12 ( eix-1 ix ) + 12 ( e-ix-1 -ix ) = 12·1 +12·1 = 1.

□

Proof of part (a):
Assume n∈ ℤ>0. 0≤ limx→∞ xne-x = limx→∞ xnex ≤ limx→∞ xn 1 (n+1)! xn+1 = limx→∞ (n+1)!x = (n+1)! limx→∞ 1x = 0.

□

Proof of part (b):
Let 0<ε<α. 0≤ limx→∞ x-α logx = limx→∞ (x-α ∫1x 1tdt) ≤ limx→∞ (x-α ∫1xt ε-1dt) = limx→∞ x-α ( xε-1ε ε ) = limx→∞ ( xε-α -x-α ε) ≤ limx→∞ xε-α ε = 0.

□

Proof of part (c).
To show: If ε∈ ℝ>0 then there exists N∈ ℤ>0 such that if n∈ ℤ>0 and n>N then | 1np | <ε .
Assume ε∈ ℝ>0.
Let N= (1ε) 1p .
To show: If n∈ ℤ>0 and n>N then |1np| <ε .
Assume n∈ ℤ>0 and n>N.
To show: |1np| <ε .
|1np| < |1Np| = 1( (1ε) 1p) p = 1(1ε) = ε.

□

Proof of part (d):

Proof of part (e):

Notes and References

This section proves the fundamental limit theorems used most often for computations. THe presentation is focused on Theorem 1.1, establishing, without much effort, the primary tools that are used for evaluation of limits in examples.

It feels a bit funny not to include the f(x)/g(x) case in Theorem 1.1. SHOULD IT BE PUT IN? WHY? WHY NOT?

It is interesting to note that in practice, once Theorems 1.1 and 1.2 are proved, it is hardly ever necessary to use an ε-δ proof to evaluate a limit.

A traditional reference for this material is [Ru1, Ch. 3 and 4] with Theorem 1.1 being [Ru1, Theorem 4.4] and much of Theorem ??? coinciding with [Ru1, Theorem 3.20].

References

[Bou] N. Bourbaki, Algèbre, Chapitre ?: ??????????? MR?????.

[Ru1] W. Rudin, Principles of mathematical analysis, McGraw-Hill, 1976. MR0385023

[Ru2] W. Rudin, Real and complex analysis, Third edition, McGraw-Hill, 1987. MR0924157.

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