Limits

Overview

Let p be a point. An open interval containing p as its midpoint is called a neighborhood of p. That is, a neighborhood of p consists of all real x satisfying pr<x<p+r for some r>0. The number r is called the radius of the neighborhood. A neighborhood of p is usually denoted as N(p) or, if specifying radius r, as N(p;r).

Let A be a real number and f a function defined on some neighborhood of a point p (except possibly at p). Then the limit of f(x), as x approaches p, is equal to A is denoted as

limxpf(x)=A

and means that for every neighborhood N1(A), there is a neighborhood N2(p) such that

f(x)N1(A) whenever xN2(p)xp.

Epsilon-Delta

The ϵ,δ-terminology is an alternative formulation of the definition of limits, in terms of the radii of the neighborhoods. Let A be a real number and f a function defined on some neighborhood of a point p (except possibly at p). Then

limxpf(x)=A

means that for every ϵ>0, there exists a δ>0 such that

|f(x)A|<ϵ whenever 0<|xp|<δ.

One-Sided Limits

If f has a limit A at p, then it also has a left- and right-hand limit at p, both of these being equal to A. If though the left- and right-hand limit do not equal one another at p, we say the limit of f at p does not exist.

Left-Hand Limit

Let A be a real number and f a function defined on some neighborhood of a point p (except possibly at p). The left-hand limit of f(x), as x approaches p, is equal to A is denoted as

limxpf(x)=A

and means that for every neighborhood N1(A), there is a neighborhood N2(p) such that

f(x)N1(A) whenever xN2(p)x<p.

Right-Hand Limit

Let A be a real number and f a function defined on some neighborhood of a point p (except possibly at p). Then the right-hand limit of f(x), as x approaches p, is equal to A is denoted as

limxp+f(x)=A

and means that for every neighborhood N1(A), there is a neighborhood N2(p) such that

f(x)N1(A) whenever xN2(p)x>p.

Infinity

By Domain

The symbolism

limx+f(x)=A

means that for every number ϵ>0, there exists another number M>0 such that

|f(x)A|<ϵwheneverx>M.

An analagous definition exists as x.

By Range

The symbolism

limxaf(x)=+

means that for every number M>0, there exists a number δ>0 such that if 0<|xa|<δ then f(x)>M. The left- and right-handed limits are defined similarly.

Analagous definitions exist for f(x) as xa.

Algebraic Limit Theorem

The following identities assume f and g are functions such that

limxpf(x)=Aandlimxpg(x)=B.

Squeeze Theorem

Suppose that f(x)g(x)h(x) for all xp in some neighborhood N(p). Suppose also that

limxpf(x)=limxph(x)=A.

Then g(x)A as xp.

Asymptotics

o-notation

Assume g(x)0 for all xa in some interval containing a. Notation f(x)=o(g(x)) as xa means that

limxaf(x)g(x)=0.

It follows that:

Indeterminate Forms

A limit of a composed function is said to take on an indeterminate form if the limit cannot be computed using the algebraic limit theorem. There are seven different forms:

  1. 0/0
  2. /
  3. 0×
  4. 00
  5. 1
  6. 0

L'Hôpital's Rule

Assume f and g have derivatives f(x) and g(x) at each point x of an open interval (a,b) and suppose that

limxa+f(x)=0andlimxa+g(x)=0

or

limxa+|f(x)|=+andlimxa+|g(x)|=+.

Assume also that g(x)0 for each x(a,b). If the limit of f(x)/g(x) as xa+ exists, then the limit of f(x)/g(x) as xa+ also exists and

limxa+f(x)g(x)=limxa+f(x)g(x).

An analagous theorem also holds for left-handed limits. Combining the left- and right-handed variants yields the two-sided result of the same kind in which xa in an unrestricted fashion.

Exponential Bounds

If a>0 and b>0, then

limx+(lnx)axb=0andlimx+xaebx=0.

In other words, (lnx)a=o(xb) and xa=o(ebx).

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