Limit Law Proofs

1 Preamble

1.1 Real Inntesimals

Denition 1. For real numbers  and  we state that  is innitiesimally close to 
1
   , j ¡ j < ; 8n 2 N : (1)
n

Corollary 2. Real number   0 whenever

1
jj < ; 8n 2 N : (2)
n

1.2 Laws of Innitesimal Arithematic

Axiom 3. If !   0, !  0 and the real constant  =
/ 0 then the following statment are true:

!
  0 (3)

! + !  0 (4)

! +  

!  /  0 (5)

1.3 Quasi Proofs for the General Limit Laws

lim () = K (6)

!
can mean:

Let   = ( ¡ ), then
( +  ) = K + ! (7)

where
j!  j  0 whenever 0 < j  j  0: (8)

2 Some Simple Limit Calculations

Example 4.

1
2 Section 3

Calculate
lim f(x) where f (x) = x2
x!

f( + x) = ( + x)2

= 2 + 2  x + x2

! 2 as x ! 0

lim x2 = 2
x!

Example 5.
Calculate
x2 ¡ 2
lim f (x) where f (x) =
x! x¡

( + x)2 ¡ 2
f ( + x) =
( + x) ¡ 

2 + 2  x + x2 ¡ a2
=
x

2  x + x2
=
x

= 2  + x

! 2  as x ! 0

x2 ¡ 2
lim = 2
x! x ¡ 

3 Formal Function Limit Denition

The follow equation holds real function f (x) dened on A where a 2 A,

lim f (x) = L (9)

x!a

if and only if for all real  > 0, there exists a real  such that for all x

jf(x) ¡ Lj <  whenever 0 < jx ¡ aj < : (10)

Some Formal Proofs 3

where L 2 R.

4 Some Formal Proofs

Theorem 6.
lim c = c (11)
x!a

Proof.
Let  > 0. Then we must establish that there exist  such that

0 < jx ¡ aj <  ) jf (x) ¡ cj < :

Now since f (x) = c for all x, we will sets  = . Consequently,

jf(x) ¡ cj = jc ¡ cj = 0 < :


Theorem 7.
lim x = a
x!a

Proof.
Let  > 0 and let  = . Then, if 0 < jx ¡ aj <  =  we have,

jf (x) ¡ aj = jx ¡ aj <  = 


Theorem 8.
lim c f(x) = cK
x!a

Proof.
 Case 1 Let c = 0. Then
lim [0  f (x)] = lim 0=0=0  f (x)
x!a x!a

 Case 2 Stipulate c =/ 0. Then let  > 0 then since limx!af (x) = K by denition we know
there some f such that,

0 < jx ¡ aj < f ) jf(x) ¡K j <
jcj
We will choose  =  f and need to demonstrate that

0< j x ¡aj < ) jcf (x) ¡ cK j < 

then our proof is nished. Hence, we will assume 0< jx ¡ aj < , so consequently

jcf(x) ¡cK j = jcj jf(x) ¡ K j < jcj =
jcj


Theorem 9.

lim [f(x) + g(x)] = K + L

x!a

Proof.
4 Section 4

Let  > 0 then there are  f > 0 and  g > 0 such that,

0 < jx ¡ aj < f ) jf(x) ¡ K j <
2

0 < jx ¡ aj < g ) jg(x) ¡ Lj <
2
Now set  = min f f ;  g g. Then we must establish

0 < jx ¡ aj <  ) jf (x) + g(x) ¡ (K + L)j

Given the assumption 0 < jx ¡ aj < , we have,

jf (x) + g(x) ¡ (K + L)j = j(f (x) ¡ K) + (g(x) ¡ L)j

 jf(x) ¡ K j + jg(x) ¡ Lj

 
< +
2 2

= 

Theorem 10.
lim f (x) g(x) =K L
x!a

Proof.
Given the above limits we can prove
lim [f (x) ¡ K] = lim f(x) ¡ lim K = K ¡ K = 0 (12)
x!a x!a x!a

lim [g(x) ¡ L] = lim g(x) ¡ lim L = L ¡ L = 0 (13)

x!a x!a x!a

Now,  > 0: Then there is a 1 > 0 and 2 > 0 such that,

p
0 < jx ¡ aj < 1 ) j(f (x) ¡ K) ¡ 0j < 

p
0 < jx ¡ aj <2 ) j(g(x) ¡ L) ¡0j < 

Choose  = min f1; 2g. If 0 < jx ¡ aj < we then obtain,

j[f (x) ¡ K][g(x) ¡ L] ¡ 0j = jf (x) ¡ K j jg(x) ¡ Lj
p p
<  
= 

So, we've managed to prove than,

lim [f (x) ¡ K][g(x) ¡ L] = 0
x!a

Now
[f (x) ¡ K] [g(x) ¡ L] = f (x) g(x) ¡L f (x) ¡ K g(x) + K L

Rearranging this gives the following way to write the product of the two functions.
f(x) g(x) = [f(x) ¡ K] [g(x) ¡ L] +L f (x) + K g(x) ¡ K L
Some Formal Proofs 5

With this we can now proceed with the nal proof of the sum law.

lim f(x) g(x) = lim ([f(x) ¡ K] [g(x) ¡ L] +L f (x) + K g(x) ¡ K L)

x!a x!a

= lim [f (x) ¡ K] [g(x) ¡ L] + lim L f (x) + lim K g(x) ¡ lim K L

x!a x!a x!a x!a

= 0+ lim L f (x) + lim K g(x) ¡ lim K L

x!a x!a x!a

= L K +K L ¡ K L

= KL

Theorem 11.
1 1
lim =
x!a g(x) L
Proof.
Let  > 0. Now, because
lim g(x) = L
x!a
there is a 1 > 0 such that,
jLj
jg(x) ¡ Lj < whenever 0 < jx ¡ aj < 1
2
Now, assuming that 0 < jx ¡ aj < 1 we have,

jLj = jL ¡ g(x) + g(x)j

< jL ¡ g(x)j +jg(x)j
= jg(x) ¡ Lj +jg(x)j
jLj
< + jg(x)j
2
Rerranging this yields,
jLj jLj 1 2
jLj < + jg(x)j ) < jg(x)j ) <
2 2 jg(x)j jLj
Now, there is also a 2 > 0 such that,

jLj2
jg(x) ¡ Lj <  whenever 0 < jx ¡ aj < 2
2
Choose  = min f1; 2g. If 0 < jx ¡ aj <2 we have,
   
 1 1   L ¡ g(x) 
  
 g(x) ¡ L  =  Lg(x) 
1
= jL ¡ g(x)j
jLg(x)j
1 1
= jg(x) ¡ Lj
jLj jg(x)j
1 2
< jg(x) ¡ Lj
jLj jLj
2 jLj2
< 
jLj2 2
= 

6 Section 5

Corollary 12.
   
f(x) 1
lim = lim f(x)
x!a g(x) x!a g(x)

1
= lim f (x) lim
x!a x!a g(x)

1
= K
L

K
=
L
Theorem 13. h in
lim [f (x)]n = lim f (x) = K n where n 2 I 2
x!a x!a
Proof.
For n = 2 we have nothing more that a special case of the product law.
lim [f(x)]2 = lim f (x) f (x) = lim f (x) lim f(x) = K K = K 2
x!a x!a x!a x!a

So, we have proven the theorem for n = 2. Now assume the theorem is true for n ¡ 1, or
lim [f (x)]n¡1 = K n¡1:
z!a

Then, using the product law we have,

lim [f (x)]n = lim ([f (x)]n¡1 f (x))
x!a x!a

= lim [f(x)]n¡1 lim f (x)

x!a x!a

= K n¡1 K

= Kn


5 Sum Law Proofs

5.1 Justifying the Limit Sum Law

One is justied to believe

lim f (x) + g(x) = K + L = lim f (x) + lim g(x) (14)
x!c x!c x!c

holds, if one can show that

j(f(c + x) + g(c + x)) ¡ (K + L)j  0:
Proof. (Quasi)
j(f (a + x) + g(a + x)) ¡ (K + L)j = j(K + o f ) + (L + o g) ¡ (K + L)j

= j(K + L) + (o f + o g) ¡ (K + L)j

= j(o f + o g )j hence, by (3)

 0

Sum Law Proofs 7

5.2 Justifying the Limit Product Law

The following holds

lim f(x) g(x) =K L (15)
x!a
if one can show that
jf(c + x) g(c + x) ¡ K Lj  0 (16)

Proof. (Quasi)
jf (c + x) g(c + x) ¡ K Lj = j(K + o f ) (L + o g) ¡ K Lj

= jK L + K o g + L o f + o f o g ¡ K Lj

= jK o g + L o f + o f o g j

 0


5.3 Justifying the Limit Quotient Law

The following holds (given L =

/ 0)
f(x) K
lim = (17)
x!a g(x) L
only if  
 f(a + x) K 
 
 g(a + x) ¡ L   0 (18)

Proof. (Quasi)
   
 f (a + x) K   L
f (a + x) ¡ K
g(a + x) 
   
 g(a + x) ¡ L  =  L
g(a + x) 

 
 L
(K + !f ) ¡ K
(L + !g ) 

=  
L
(L + ! g ) 

 
 L K +L ! f ¡ K L ¡ K ! g 
=  

L
(L + ! g )
 
 L !f ¡ K ! g 

=  
L
(L + ! g) 

 0