Limits

Limits

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

Department of Mathematics
University of Wisconsin, Madison
Madison, WI 53706 USA
ram@math.wisc.edu

Last updates: 28 May 2010

Limits

l = lim x a f x means:

If ε > 0 then there exists δ > 0 such that if d x a < 0 then d f x l < ε .

l = lim n a n means:

If ε > 0 then there exists N > 0 such that if n > 0 and n > N then d a n l < ε .

Let X be a metric space. Let f:X and g:X be functions and let aX. Assume that lim x a f x and lim x a g x exist. Then

  1. lim x a f x + g x = lim x a f x + lim x a g x ,
  2. if c is a constant then lim x a c f x = c lim x a f x , and
  3. lim x a f x g x = lim x a f x lim x a g x .

Proof of part (a).
Let l 1 = lim xa f x and l 2 = lim xa g x . To show: lim xa f x +g x = l 1+ l 2 .

To show: If ε 0 then there exists δ >0 such that if x B δ a then f x +g x - l 1 + l 2 <ε .

Assume ε >0 .

We know: there exists δ 1 >0 such that if x B δ 1 c then f x - l 1 < ε 2 .

We know: there exists δ 2 >0 such that if x B δ 2 c then f x - l 2 < ε 2 .

Let δ=min δ 1 δ 2 .

To show: f x+g x- l 1 + l 2 <ε.

f x+g x- l 1 + l 2 = f x - l 1 + g x - l 2 f x - l 1 + g x - l 2 ε 2 + ε 2 =ε.

So lim xc f x +g x = lim xa f x + lim xa g x .

Proof of part (b).

Let l= lim xa f x .

To show: lim xa cf x =cl.

To show: If ε >0 then there exists δ >0 such that if d xa <δ then d cf x cl <ε.

Assume ε >0 .

To show: There exists δ >0 such that if d xa <δ then d f x l < ε c .

To show: If d xa <δ then d cf x cl <ε.

Assume d xa <δ.

To show: d cf x cl <ε. d cf x cl = cf x -cl = c f x -l < c ε c =ε.

Proof of part (c).
  1. Let l 1 = lim xa f x and l 2 = lim xa g x .
  2. To show: lim xa f x g x = l 1 l 2 .
  3. To show: If ε >0 then there exists δ >0 such that if x-a <δ then f x g x - l 1 l 2 <ε .
  4. Assume ε >0 .
  5. Let ε 1 =min ε l 1 + l 2 +1 1 .
  6. Since lim xa f x = l 1 , there exists δ 1 >0 such that if x-a < δ 1 then f x - l 1 < ε 1 .
  7. Since lim xa g x = l 2 , there exists δ 2 >0 such that if x-a < δ 2 then f x - l 2 < ε 1 .
  8. Let δ=min δ 1 δ 2 . Then f x g x - l 1 l 2 = f x -g x g x + l 1 g x - l 2 f x -g x g x + l 1 g x - l 2 ,by the triangle inequality, = f x - l 1 g x - l 2 + f x - l 1 l 2 + l 1 g x - l 2 f x - l 1 g x - l 2 + f x - l 1 l 2 + l 1 g x - l 2 f x - l 1 g x - l 2 + f x - l 1 l 2 + l 1 g x - l 2 ε 1 2 + ε 1 l 2 + l 1 ε 1 = ε 1 l 1 + l 2 + ε 1 ε 1 l 1 + l 2 +1 ε.
So lim xa f x g x = l 1 l 2 .

Useful limits

  1. If n > 0 then lim x x n e - x = 0 .
  2. If α > 0 then lim x x - α log x = 0 .
  3. Let p > 0 . Then lim n 1 n p = 0 .
  4. Let p > 0 . Then lim n p 1 / n = 1 .
  5. lim n n 1 / n = 1
  6. Let α and p > 0 . Then lim n n α 1 + p n = 0 .
  7. If x < 1 then lim n x n = 0
  8. If 0 < α < 1 then lim x 0 x α = 0 .
  9. lim x 0 e x - 1 x = 1 .
  10. lim x 0 sin x x = 1 .
  11. lim x 0 cos x - 1 x 2 = - 1 2 .
  12. lim x 0 log 1 + x x = 1 .

Proof of part (l).
lim x 0 log 1 + x x = lim y 0 log 1 + e y - 1 e y - 1 = lim y 0 y e y - 1 = lim y 0 1 e y - 1 y = 1 1 = 1 .

Proof of part (j).
lim x 0 sin x x = lim x 0 e i x - e - i x 2 i x = lim x 0 e i x - 1 2 i x - e - i x - 1 2 i x = lim x 0 1 2 e i x - 1 i x + 1 2 e - i x - 1 - i x = 1 2 · 1 + 1 2 · 1 = 1 .

Proof of part (a).
Assume n > 0 . 0 lim x x n e - x = lim x x n e x lim x x n 1 n + 1 ! x n + 1 = lim x n + 1 ! x = n + 1 ! lim x 1 x = 0 .

Proof of part (b).
Let 0 < ε < α . 0 lim x x - α log x = lim x x - α 1 t 1 t d t lim x x - α 1 t x ε - 1 d t = lim x x - α x ε - 1 ε ε = lim x x ε - α - x - α ε lim x x ε - α ε = 0 .

Proof of part (c).
  1. To show: If ε > 0 then there exists N > 0 such that if n > 0 and n > N then 1 n p < ε .
  2. Assume ε > 0 .
  3. Let N = 1 ε 1 p .
  4. To show: If n > 0 and n > N then 1 n p < ε .
  5. Assume n > 0 and n > N .
  6. To show: 1 n p < ε .
  7. 1 n p < 1 N p = 1 1 ε 1 p p = 1 1 ε = ε .

Proof of part (d).
lim n p 1 n = lim n e log p 1 n = lim n e 1 n log p = e log p lim n 1 n = e log p · 0 = e 0 = 1

Proof of part (e).
  1. To show: lim n n 1 n = 1 .
  2. To show: lim n n 1 n - 1 = 0 .
  3. We know: n = n 1 n n = n 1 n - 1 + 1 n = 1 + n n 1 n - 1 + n n - 1 2 n 1 n - 1 2 + n n - 1 2 n 1 n - 1 2 .
  4. So n 1 n - 1 2 2 n - 1 .
  5. So 0 lim n n 1 n - 1 2 lim n 2 n - 1 = 0 .
  6. So lim n n 1 n - 1 = 0 .

Additional theorems

Assume that lim x a g x =l and lim y l f y exists. Then lim y l f y = lim x a f g x .

Proof.

Let L = lim y l f y . To show: lim x a f g x =L . To show: If ε >0 then there exists δ >0 such that if   x-a <δ then   f g x -L <ε. Assume ε >0 .

Let δ 1 >0 be such that if   y-l < δ 1 then   f y -L <ε.

Let δ >0 be such that if   x-a <δ then   g x -l < δ 1 .

So, if x-a <δ , g x -l < δ 1 and f g x -L <ε.

Let an and b n be sequences in . Assume that lim n an exists and lim n bn exists. If an b n then lim n a n lim n b n .

Proof.

Proof by contradiction.

Let l1 = lim n a n and l2 = lim n b n .

Assume l 1 > l 2 . Let ε= l 1 - l 2 . Let N 1 >0 be such that if   n >0   and   n> N1   then   a n - l 1 < ε2 . Let N 2 >0 be such that if   n >0   and   n> N2   then   b n - l 1 < ε2 . Let N >0 be such that N > N 1 and N > N 2 .

Then a N > l 1 - ε2 = l 2 + ε- ε2 = l 2 + ε2 > b N .

This is a contradiction to a N b N .

Thus lim n a n lim n b n .

Even more useful limits

  1. Let x . lim n x n = 0,   if   x < 1 diverges,  if   x > 1 1 ,   if   x=1 diverges,  if   x = 1   and   x1
  2. Let x . lim n 1 + x+ x 2 + + x n = lim n 1 - x n+ 1 1 -x = 1 1 -x ,   if   x < 1 diverges, if   x 1
  3. Prove that lim x 0 e x = e 0 .
  4. Prove that lim x a e x = e a .

Proof of part (b).

If x =1 then the sequence a n = x n is a n =1 and lim n 1 n =1 .

If x =1 then the lim n 1 + 1 2 + + 1 n = lim n n , which diverges.

The remaining statements in (b) then follow from (a).

Proof of part (a).

Let x with x < 1 . Let N > 0 such that x < 1 - 1 N+ 1 . lim n x n -0 = lim n x n lim n 1 - 1 N+ 1 n = lim n N+ 1 -1 N+ 1 n = lim n N N+ 1 n = lim n 1 1+ 1 N n = lim n 1 1+ n 1 N + + 1 N n lim n 1 1+ n N = lim n N n+ N =N lim n 1 n+ N =N×0 =0. Thus lim n x n =0 .

Proof of part (a).

Let x with x >1 . Let N >0 be such that x >1 + 1 N . Then x n > 1 + 1 N n =1 + n 1 N + + 1 N n > n N Since n N is unbounded as n gets larger and larger, x n is unbounded as n .

Thus lim n x n diverges.

Proof of part (c).

lim x 0 1 + x+ x 2 2 ! + x 3 3 ! + -1 = lim x 0 x 1 + x 2 + x 2 3 ! + lim x 0 x 1 + x 2 + x 2 3 ! + lim x 0 x 1 + x + x 2 + = lim x 0 x × 1 1 - x =0 ×1 =0 .

Proof of part (d).
lim x a e x = lim y 0 e y+ a = lim y 0 e a e y = e a lim y 0 e y = e a e 0 = e a+ 0 = e a

  1. Let n >0 ,a . Then x n is continuous (ie lim x a x n = a n ).
  2. e x is continuous at x =a .

Proof of part (a).

To show: lim y 0 y+ a n - a n =0 . lim y 0 y+ a n - a n = lim y 0 y n + n y n-1 a+ + n a n-1 y + a n - a n = lim y 0 y n + n y n-1 a+ + n a n-1 y = lim y 0 y y n-1 + a y n-2 n + + n a n-1 = lim y 0 y y n-1 + a y n-2 n + + n a n-1 lim y 0 y y n-1 + a n y n-2 + + n a n-1 lim y 0 y n a n-1 =0 ×n × a n-1 =0 . So x n =f x is continuous at x =a .

References [PLACEHOLDER]

[BG] A. Braverman and D. Gaitsgory, Crystals via the affine Grassmanian, Duke Math. J. 107 no. 3, (2001), 561-575; arXiv:math/9909077v2, MR1828302 (2002e:20083)

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