We will first summarize the basic properties of limits, and then prove each one afterwards.
Theorem.
Summary of algebraic properties of limits
Suppose we have the following limits:
$$\lim_{x\to{c}}f(x)=L,
\;\;\;\;\;\;
\lim_{x\to{c}}g(x)=M$$
Where $L$ and $M$ are finite. The algebraic properties of limits are:
$$\begin{align*}
\color{green}\text{Constants}&:
\lim_{x\to{c}}a=a
\;\;\;\;\;\;\;
\text{where }a\in\mathbb{R}\\\\
\color{green}\text{Scalar multiple}&:\lim_{x\to{c}}k\cdot{f(x)}=
k\cdot\lim_{x\to{c}}f(x)
=kL
\;\;\;\;\;\;\;
\text{where }k\in\mathbb{R}\\\\
\color{green}\text{Summation rule}&:\lim_{x\to{c}}[f(x)+g(x)]=\lim_{x\to{c}}f(x)+\lim_{x\to{c}}g(x)=L+M\\\\
\color{green}\text{Product rule}&:\lim_{x\to{c}}[f(x)\cdot{g(x)}]=\lim_{x\to{c}}f(x)\cdot\lim_{x\to{c}}g(x)=LM\\\\
\color{green}\text{Reciprocal rule}&:
\lim_{x\to{c}}\frac{1}{f(x)}=\frac{1}{\lim\limits_{x\to{c}}f(x)}=\frac{1}{L}\\\\
\color{green}\text{Quotient rule}&:\lim_{x\to{c}}\frac{f(x)}{g(x)}
=\frac{\lim\limits_{x\to{c}}f(x)}{\lim\limits_{x\to{c}}g(x)}
=\frac{L}{M}
\;\;\;\;\;\;\;\text{where }M\ne0\\\\
\color{green}\text{Composite rule}&:
\lim_{x\to{c}}f(g(x))=f\Big(\lim_{x\to{c}}g(x)\Big)\\\\
\color{green}\text{Power rule}&:\lim_{x\to{c}}\Big([f(x)]^p\Big)=\Big(\lim_{x\to{c}}f(x)\Big)^p
\;\;\;\;\;\;\;\text{where }p\in\mathbb{R}
\end{align*}$$
Theorem.
Limits of constants
If $a$ is some constant, then:
Proof. Let $a$ and $b$ be some constants. We want to show that given any $\varepsilon\gt0$, there exists $\delta\gt0$ such that:
$$\begin{equation}\label{eq:dV1AMlpmkzyI8i9liu6}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(x)-a}\vert\lt\varepsilon
\end{equation}$$
Here, the function we have is $f(x)=a$. Substituting this into the above \eqref{eq:dV1AMlpmkzyI8i9liu6} gives:
$$\begin{equation}\label{eq:hokO5mn7RPO2jtQxCrC}
\vert{x-a}\vert\lt\delta
\implies
0\lt\varepsilon
\end{equation}$$
Because $\varepsilon$ must be greater than zero, $0\lt\varepsilon$ will always be true regardless of what $\delta$ we choose and what the value of $a$ is! This completes the proof.
■
Theorem.
Scalar product rule for limits
If $\lim\limits_{x\to{c}}f(x)=L$ for finite $L$ and $k$ is a constant, then:
$$\lim_{x\to{c}}k\cdot{f(x)}=
k\cdot{\lim_{x\to{c}}}f(x)=kL$$
Proof. Let $\lim\limits_{x\to{c}}f(x)=L$ for finite $L$ and $k$ be some scalar constant.
Firstly, consider the case when $k=0$. Let's compute $\lim\limits_{x\to{c}}k\cdot{f(x)}$:
$$\begin{equation}\label{eq:wPohatJRS98RGjeJTCh}
\lim_{x\to{c}}0\cdot{f(x)}=
\lim_{x\to{c}}0=0
\end{equation}$$
Note that we used the rule for the limits of constantslink for the second equality. Now, let's compute $k\cdot\lim\limits_{x\to{c}}f(x)$:
$$\begin{equation}\label{eq:t7F2YpO6CmbWMt6GcSt}
0\cdot\lim_{x\to{c}}f(x)=0
\end{equation}$$
Therefore, we know that the scalar product rule holds for the case when $k=0$.
We now consider the case when $k\ne0$. Let's take advantage of our assumption that $\lim\limits_{x\to{c}}f(x)=L$. Using the definition of limits of functionslink, we know that for any $\varepsilon\gt0$, there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:Ohirfma1GP0I0PwVOIB}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(x)-L}\vert\lt\varepsilon
\end{equation}$$
Remember, $\varepsilon$ is any positive number. This means that multiplying $\varepsilon$ by another positive number is allowed since this will just yield another positive number. Therefore, we are free to multiply $\varepsilon$ by $1/{\vert{k}\vert}$, which is a positive number (and not zero because $k\ne0$):
$$\begin{equation}\label{eq:aYjT0yQLy9fM0zrUQeI}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(x)-L}\vert\lt\frac{\varepsilon}{\vert{k}\vert}
\end{equation}$$
Now focus on the right-hand side of \eqref{eq:aYjT0yQLy9fM0zrUQeI}. Multiply both sides by $\vert{k}\vert$ to get:
$$\begin{equation}\label{eq:Yn2tiGPAXeuZyQzVB3h}
\vert{x-c}\vert\lt\delta
\implies
\vert{k}\vert\vert{f(x)-L}\vert\lt\varepsilon
\end{equation}$$
Using the basic property of absolute values, we have that:
$$\begin{equation}\label{eq:nsGJfOVD9WOffMFK2Js}
\vert{x-c}\vert\lt\delta
\implies
\vert{k\cdot{f(x)}-kL}\vert\lt\varepsilon
\end{equation}$$
By definition of limits of functionslink, we have that $k\cdot{f(x)}$ converges to $kL$ as $x$ approaches $c$, that is:
$$\lim_{x\to{c}}k\cdot{f(x)}$$
This proves the scalar product rule for limits.
■
Theorem.
Summation rule for limits
If $\lim\limits_{x\to{c}}f(x)=L$ and $\lim\limits_{x\to{c}}g(x)=M$, then:
$$\lim_{x\to{c}}[f(x)+g(x)]=
\lim_{x\to{c}}f(x)+\lim_{x\to{c}}g(x)
=L+M$$
Proof. Suppose the following is true:
$$\lim_{x\to{c}}f(x)=L,\;\;\;\;\;
\lim_{x\to{c}}g(x)=M$$
By definition of limits of functionslink, given some $\varepsilon\gt0$, there exists some $\delta_1\gt0$ such that:
$$\begin{equation}\label{eq:hwGXpUnjYThS1z6M818}
\vert{x-c}\vert\lt\delta_1
\implies
\vert{f(x)-L}\vert\lt\varepsilon
\end{equation}$$
Remember, $\varepsilon$ is any positive number, which means we are free to multiply $\varepsilon$ by any positive number as this will just create another positive number. Therefore, \eqref{eq:hwGXpUnjYThS1z6M818} can be written as:
$$\begin{equation}\label{eq:dC8DY2I1d2aVgqZZqAq}
\vert{x-c}\vert\lt\delta_1
\implies
\vert{f(x)-L}\vert\lt
\frac{\varepsilon}{2}
\end{equation}$$
Similarly, we can write the same expression for function $g$ like so:
$$\begin{equation}\label{eq:l4P3dfNOHd8RPBr0zDg}
\vert{x-c}\vert\lt\delta_2
\implies
\vert{g(x)-M}\vert\lt
\frac{\varepsilon}{2}
\end{equation}$$
To prove $\lim\limits_{x\to{c}}[f(x)+g(x)]=L+M$, we must show that there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:NjDNslJmyi9st1ACJgD}
\vert{x-c}\vert\lt\delta
\implies
\Big\vert[f(x)+g(x)]-(L+M)\Big\vert
\lt\varepsilon
\end{equation}$$
Suppose we let $\delta=\min(\delta_1,\delta_2)$. This implies that:
$$\begin{equation}\label{eq:BlVpEZPUAu2RRLNj8Jv}
\vert{x-c}\vert\lt\delta
\;\;\;\Longleftrightarrow\;\;\;
\vert{x-c}\vert\lt\min(\delta_1,\delta_2)
\end{equation}$$
The right-hand side implies the following two inequalities:
$$\begin{equation}\label{eq:snlM4jBdmXNq66A830Z}
\begin{aligned}[b]
\vert{x-c}\vert\lt\delta_1\\
\vert{x-c}\vert\lt\delta_2\\
\end{aligned}
\end{equation}$$
The reason why the above follows from \eqref{eq:BlVpEZPUAu2RRLNj8Jv} is clear when we consider the following simple scenario:
Clearly, this means that $5\lt7$ and $5\lt8$.
From \eqref{eq:dC8DY2I1d2aVgqZZqAq} and \eqref{eq:l4P3dfNOHd8RPBr0zDg}, we know that the following two results must be true:
$$\begin{equation}\label{eq:Wbnhte3GlG2hpehzEJ5}
\begin{aligned}[b]
\vert{f(x)-L}\vert\lt
\frac{\varepsilon}{2}\\
\vert{g(x)-M}\vert\lt
\frac{\varepsilon}{2}
\end{aligned}
\end{equation}$$
Let's now add these two inequalities:
$$\begin{equation}\label{eq:hjv2U3rmYw5FNznoHji}
\begin{aligned}[b]
\vert{f(x)-L}\vert
+
\vert{g(x)-M}\vert
\lt
\varepsilon
\end{aligned}
\end{equation}$$
From the triangle inequalitylink, we have that:
$$\begin{equation}\label{eq:muQTjQBmqJPv6yYeRxf}
\vert{f(x)-L+g(x)-M}\vert
\le
\vert{f(x)-L}\vert
+
\vert{g(x)-M}\vert
\end{equation}$$
Combining \eqref{eq:hjv2U3rmYw5FNznoHji} and \eqref{eq:muQTjQBmqJPv6yYeRxf} gives:
$$\begin{equation}\label{eq:jmXXXICqpln6h6PHsUn}
\vert{f(x)-L+g(x)-M}\vert
\lt
\varepsilon
\end{equation}$$
Rearranging the terms inside the absolute value gives us the result \eqref{eq:NjDNslJmyi9st1ACJgD} that we are after:
$$\begin{equation}\label{eq:WiuQMD3mOeIDBf1owGb}
\Big\vert[f(x)+g(x)]-(L+M)\Big\vert
\lt\varepsilon
\end{equation}$$
This completes the proof.
■
Theorem.
Product rule for limits
If $\lim\limits_{x\to{c}}f(x)=L$ and $\lim\limits_{x\to{c}}g(x)=M$, then:
$$\lim\limits_{x\to{c}}[f(x)\cdot{g(x)}]=
\lim\limits_{x\to{c}}f(x)\cdot\lim\limits_{x\to{c}}g(x)
=LM$$
Proof. To prove $\lim\limits_{x\to{c}}[f(x)
\cdot
g(x)]=LM$, we must show that there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:Jufiha9pbTIqaBFoblq}
\vert{x-c}\vert\lt\delta
\implies
\Big\vert[f(x)\cdot{g(x)}]-LM\Big\vert\lt\varepsilon
\end{equation}$$
The right-hand side of \eqref{eq:Jufiha9pbTIqaBFoblq} can be written as:
$$\begin{align*}
\vert{f(x)\cdot{g(x)}-LM}\vert&=
\vert{f(x)\cdot{g(x)}-L\cdot{g(x)}+L\cdot{g(x)}-LM}\vert\\
&=\vert{g(x)\cdot(f(x)-L)+L(g(x)-M)}\vert
\end{align*}$$
By the triangle inequalitylink, we have that:
$$\begin{align*}
\vert{f(x)\cdot{g(x)}-LM}\vert&=
\vert{g(x)\cdot(f(x)-L)+L(g(x)-M)}\vert\\
&\le\vert{g(x)}\vert\cdot\vert{f(x)-L}\vert+\vert{L}\vert
\cdot\vert{g(x)-M}\vert\\
&\lt{\color{green}\vert{g(x)}\vert\cdot
\vert{f(x)-L}\vert+(\vert{L}\vert + 1)\cdot
\vert{g(x)-M}\vert}
\end{align*}$$
Let's summarize the result we have so far:
$$\begin{equation}\label{eq:iysE1cYqZbGIjTODiZj}
\vert{f(x)\cdot{g(x)}-LM}\vert
\lt{\color{green}\vert{g(x)}\vert
\cdot\vert{f(x)-L}\vert+(\vert{L}\vert + 1)
\cdot\vert{g(x)-M}\vert}
\end{equation}$$
Therefore, if we can show that:
$$\varepsilon=
\color{green}
\vert{g(x)}\vert\cdot
\vert{f(x)-L}\vert+(\vert{L}\vert+1)
\cdot\vert{g(x)-M}\vert$$
Then we will have our desired result \eqref{eq:Jufiha9pbTIqaBFoblq}.
Since $\lim\limits_{x\to{c}}g(x)=M$, by definition of limits of functionslink, we know that for any positive $\varepsilon\gt0$, there exists some $\delta_1\gt0$ such that:
$$\begin{equation}\label{eq:lvMMNwbOtIFGE847mIO}
\vert{x-c}\vert\lt\delta_1
\implies
\vert{g(x)-M}\vert\lt\varepsilon
\end{equation}$$
Just as we did in the previous prooflink, we can multiply $\varepsilon$ by any positive value since this will just yield another positive value:
$$\begin{equation}\label{eq:nI1QZKYmoM9XdrPQBun}
\vert{x-c}\vert\lt\delta_1
\implies
\vert{g(x)-M}\vert\lt
\frac{\varepsilon}{2(\vert{L}\vert+1)}
\end{equation}$$
Here, we've multiplied $\varepsilon$ by $1/(2(\vert{L}\vert+1)$, which is clearly a positive number. Let's combine the inequalities \eqref{eq:iysE1cYqZbGIjTODiZj} and \eqref{eq:nI1QZKYmoM9XdrPQBun} to get:
$$\begin{equation}\label{eq:wduB64Nv5QtfkzFX6Ns}
\begin{aligned}[b]
\vert{f(x)\cdot{g(x)}-LM}\vert
&\lt{\color{green}\vert{g(x)}\vert\cdot
\vert{f(x)-L}\vert+(\vert{L}\vert + 1)\cdot\vert{g(x)-M}\vert}\\
&\lt\vert{g(x)}\vert\cdot\vert{f(x)-L}\vert+(\vert{L}\vert + 1)\Big(\frac{\varepsilon}{2(\vert{L}\vert+1)}\Big)\\
&=\vert{g(x)}\vert\cdot\vert{f(x)-L}\vert+\frac{\varepsilon}{2}
\end{aligned}
\end{equation}$$
The summary of the result of \eqref{eq:wduB64Nv5QtfkzFX6Ns} is:
$$\begin{equation}\label{eq:oTJysgAxFrmK7LyLEYP}
\vert{f(x)\cdot{g(x)}-LM}\vert
\lt\vert{g(x)}\vert\cdot\vert{f(x)-L}\vert
+\frac{\varepsilon}{2}
\end{equation}$$
Similarly, since $\lim\limits_{x\to{c}}f(x)=L$, by definition of limits of functionslink, we know that for any positive $\varepsilon\gt0$, there exists some $\delta_2\gt0$ such that:
$$\begin{equation}\label{eq:duACWcsx8bzWkdi9K29}
\vert{x-c}\vert\lt\delta_2
\implies
\vert{f(x)-L}\vert\lt\varepsilon
\end{equation}$$
Similar to the case of $g(x)$, we can rewrite \eqref{eq:duACWcsx8bzWkdi9K29} as follows:
$$\begin{equation}\label{eq:qOXsZeiWYgul8aEQBxZ}
\vert{x-c}\vert\lt\delta_2
\implies
\vert{f(x)-L}\vert\lt
\frac{\varepsilon}{2(\vert{M}\vert+1)}
\end{equation}$$
Here, we've multiplied $\varepsilon$ by $1/(2(\vert{L}\vert+1)$, which is again a positive number. Let's combine the inequalities \eqref{eq:qOXsZeiWYgul8aEQBxZ} and \eqref{eq:oTJysgAxFrmK7LyLEYP} to get:
$$\begin{equation}\label{eq:IuRTScKApDRVfFSRHqe}
\begin{aligned}[b]
\vert{f(x)\cdot{g(x)}-LM}\vert
&\lt\vert{g(x)}\vert
\cdot\vert{f(x)-L}\vert
+\frac{\varepsilon}{2}\\
&\lt
\vert{g(x)}\vert\cdot
\frac{\varepsilon}{2(\vert{M}\vert+1)}
+\frac{\varepsilon}{2}
\end{aligned}
\end{equation}$$
Next, let's prove that $\vert{g(x)}\vert\le\vert{M}\vert+1$. We start from the left-hand side $\vert{g(x)}\vert$ and use the triangle inequalitylink:
$$\begin{equation}\label{eq:rz6tTtkIqYtwFP25FHA}
\begin{aligned}[b]
\vert{g(x)}\vert=\vert{g(x)+M-M}\vert
\;\;\;\;\;\Longleftrightarrow\;\;\;\;\;
\vert{g(x)}\vert\le{\vert{g(x)-M}\vert+\vert{M}\vert}\\
\;\;\;\;\;\Longleftrightarrow\;\;\;\;\;
\vert{g(x)}\vert-\vert{M}\vert\le{\vert{g(x)-M}\vert}
\end{aligned}
\end{equation}$$
Now, by the definition of limits of functionslink, we know that there exists some $\delta_3\gt0$ such that the following is true:
$$\begin{equation}\label{eq:JwbU2ncebLythhfutKf}
\vert{x-c}\vert\lt\delta_3
\implies
\vert{g(x)-M}\vert\lt1
\end{equation}$$
Combining \eqref{eq:rz6tTtkIqYtwFP25FHA} and \eqref{eq:JwbU2ncebLythhfutKf} gives us the result we want:
$$\begin{equation}\label{eq:WqdX192NggxtxwxiYN8}
\vert{g(x)}\vert-\vert{M}\vert\lt1
\;\;\;\;\;\Longleftrightarrow\;\;\;\;\;
\vert{g(x)}\vert\lt\vert{M}\vert+1
\end{equation}$$
Let's combine the inequalities \eqref{eq:IuRTScKApDRVfFSRHqe} and \eqref{eq:WqdX192NggxtxwxiYN8} to get:
$$\begin{equation}\label{eq:kaLORCAgjWydvbCQRWg}
\begin{aligned}[b]
\vert{f(x)\cdot{g(x)}-LM}\vert
&\lt
\vert{g(x)}\vert
\cdot\frac{\varepsilon}{2(\vert{M}\vert+1)}
+\frac{\varepsilon}{2}\\
&\lt
(\vert{M}\vert+1)
\cdot\frac{\varepsilon}{2(\vert{M}\vert+1)}
+\frac{\varepsilon}{2}\\
&=
\frac{\varepsilon}{2}
+\frac{\varepsilon}{2}\\
&=\varepsilon
\end{aligned}
\end{equation}$$
Let's summarize the result \eqref{eq:kaLORCAgjWydvbCQRWg} in one line:
$$\begin{equation}\label{eq:LlBWE8y4irfmpdaSrge}
\vert{f(x)\cdot{g(x)}-LM}\vert\lt\varepsilon
\end{equation}$$
We've just shown that \eqref{eq:LlBWE8y4irfmpdaSrge} will be true if the red results below are true:
$$\begin{equation}\label{eq:eQDZ9Ggv25LHwH74Dg6}
\begin{aligned}[b]
\color{blue}\vert{x-c}\vert\lt\delta_1
&\implies
\color{red}\vert{g(x)-M}\vert\lt\varepsilon\\
\color{blue}\vert{x-c}\vert\lt\delta_2
&\implies
\color{red}\vert{f(x)-L}\vert\lt\varepsilon
\\
\color{blue}\vert{x-c}\vert\lt\delta_3
&\implies
\color{red}\vert{g(x)-M}\vert\lt1\\
\end{aligned}
\end{equation}$$
For the red results to hold, the blue results have to be true. This means that we have to choose $\delta$ such that all the blue results are true. Let's set $\delta$ to be defined as follows:
$$\begin{equation}\label{eq:AENRryf8agF4GEnYRrf}
\delta=\min(\delta_1,\delta_2,\delta_3)
\end{equation}$$
Note that since $\delta_1\gt0$, $\delta_2\gt0$ and $\delta_3\gt0$, we know that $\delta\gt0$. What's amazing about this $\delta$ is that all the blue terms will hold true:
$$\begin{align*}
\vert{x-c}\vert\lt\delta
\;\;\;\;\Longleftrightarrow\;\;\;\;
\vert{x-c}\vert\lt\min(\delta_1,\delta_2,\delta_3)
\;\;\;\;
\implies
\color{blue}\vert{x-c}\vert\lt\delta_1\\
\vert{x-c}\vert\lt\delta
\;\;\;\;\Longleftrightarrow\;\;\;\;
\vert{x-c}\vert\lt\min(\delta_1,\delta_2,\delta_3)
\;\;\;\;
\implies
\color{blue}\vert{x-c}\vert\lt\delta_2\\
\vert{x-c}\vert\lt\delta
\;\;\;\;\Longleftrightarrow\;\;\;\;
\vert{x-c}\vert\lt\min(\delta_1,\delta_2,\delta_3)
\;\;\;\;
\implies
\color{blue}\vert{x-c}\vert\lt\delta_3\\
\end{align*}$$
Therefore, we have that for any $\varepsilon\gt0$, there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:oUnN6Fo8rJa7quwcCKK}
\vert{x-c}\vert\lt\delta
\implies
\Big\vert[f(x)+g(x)]-(L+M)\Big\vert
\lt\varepsilon
\end{equation}$$
By definition of limits of functionslink, we conclude that:
$$\lim_{x\to{c}}
[f(x)\cdot{g(x)}]=LM$$
This completes the proof.
■
Theorem.
Reciprocal rule for limits
If $\lim\limits_{x\to{c}}{f(x)}=L$ and $L\ne0$, then:
$$\lim_{x\to{c}}\frac{1}{f(x)}=
\frac{1}{\lim\limits_{x\to{c}}f(x)}=
\frac{1}{L}$$
Proof. Assume that $\lim\limits_{x\to{c}}f(x)=L$. We want to show that for any $\varepsilon\gt0$, there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:lcgSsQKlD8xuva18LEg}
\vert{x-c}\vert\lt\delta
\implies
\Big\vert{\frac{1}{f(x)}-\frac{1}{L}}\Big\vert\lt\varepsilon
\end{equation}$$
Let's start by rewriting the term within the right absolute value:
$$\begin{equation}\label{eq:g54RPydZeAh27v4Zspj}
\begin{aligned}[b]
\Big\vert\frac{1}{f(x)}-\frac{1}{L}\Big\vert
&=
\Big\vert\frac{L-f(x)}{L\cdot{f(x)}}\Big\vert\\
&=
\frac{\vert{L-f(x)}\vert}{\vert{L\cdot{f(x)}}\vert}\\
&=
\frac{\vert{f(x)-L}\vert}{\vert{L}\vert\cdot\vert{f(x)}\vert}\\
\end{aligned}
\end{equation}$$
Let's substitute \eqref{eq:g54RPydZeAh27v4Zspj} into \eqref{eq:lcgSsQKlD8xuva18LEg} to get:
$$\begin{equation}\label{eq:KwBcIui3tULK38mlyYe}
\vert{x-c}\vert\lt\delta
\implies
\frac{\vert{f(x)-L}\vert}{\vert{L}\vert\cdot\vert{f(x)}\vert}
\lt\varepsilon
\end{equation}$$
Our goal is to show that \eqref{eq:KwBcIui3tULK38mlyYe} is true.
Now, let's go back to our assumption that $\lim\limits_{x\to{c}}f(x)=L$. From the definition of limits of functionslink, this means that for any $\varepsilon\gt0$, there exists some $\delta$ such that:
$$\begin{equation}\label{eq:JkfXRLEDyutbqA79gbl}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(x)-L}\vert\lt\varepsilon
\end{equation}$$
Remember, $\varepsilon$ represents any positive number. This means that as long as we use a positive number in place of $\varepsilon$, \eqref{eq:JkfXRLEDyutbqA79gbl} will still hold. Let's create the following two statements. The first statement is:
$$\begin{equation}\label{eq:mplTiLTwOkbTT0da2FM}
\vert{x-c}\vert\lt\delta_1
\implies
\vert{f(x)-L}\vert
\lt\frac{\vert{L}\vert}{2}
\end{equation}$$
Here, $\vert{L}\vert/2$ is positive and non zero because $L\ne0$.
The second statement is:
$$\begin{equation}\label{eq:tto2OuZRoTEAuVEljpr}
\vert{x-c}\vert\lt\delta_2
\implies
\vert{f(x)-L}\vert\lt
\frac{L^2\varepsilon}{2}
\end{equation}$$
Again, this is allowed because $L^2\varepsilon/2$ is positive. The reason why we use such arbitrary values will be clear shortly.
Now, let's set $\delta=\min(\delta_1,\delta_2)$. This implies that \eqref{eq:mplTiLTwOkbTT0da2FM} and \eqref{eq:tto2OuZRoTEAuVEljpr} are both true.
Next, by the reverse triangle inequalitylink, we have that:
$$\begin{equation}\label{eq:jCGF3QWPrdHldApLkQy}
\Big\vert
\vert{f(x)}\vert-
\vert{L}\vert
\Big\vert\le
\Big\vert
f(x)-
L
\Big\vert
\end{equation}$$
Combining \eqref{eq:jCGF3QWPrdHldApLkQy} and \eqref{eq:mplTiLTwOkbTT0da2FM} gives:
$$\begin{equation}\label{eq:jRaPsR8WuC5L83Iaul2}
\Big\vert
\vert{f(x)}\vert-
\vert{L}\vert
\Big\vert
\lt\frac{\vert{L}\vert}{2}
\end{equation}$$
By the basic property of absolute values, \eqref{eq:jCGF3QWPrdHldApLkQy} can be written as:
$$\begin{equation}\label{eq:InUWngvGOTkjMmNv8fF}
-\frac{\vert{L}\vert}{2}\lt
\vert{f(x)}\vert-
\vert{L}\vert
\lt\frac{\vert{L}\vert}{2}
\end{equation}$$
Adding $\vert{L}\vert$ gives:
$$\begin{equation}\label{eq:hWMEd2f4lpkuLcmXtYP}
\frac{\vert{L}\vert}{2}\lt
\vert{f(x)}\vert
\lt\frac{3\vert{L}\vert}{2}
\end{equation}$$
Taking the reciprocal gives:
$$\begin{equation}\label{eq:qzTnXhwl7zYQ5nex94g}
\frac{2}{\vert{L}\vert}\gt
\frac{1}{\vert{f(x)}\vert}\gt
\frac{2}{3\vert{L}\vert}
\end{equation}$$
Using \eqref{eq:tto2OuZRoTEAuVEljpr} and \eqref{eq:qzTnXhwl7zYQ5nex94g}, we can express \eqref{eq:g54RPydZeAh27v4Zspj} as:
$$\begin{equation}\label{eq:mmiogpY8uXs0ZphGC74}
\frac{\vert{f(x)-L}\vert}
{\vert{L}\vert\cdot\vert{f(x)}\vert}
\lt
\frac{2\vert{f(x)-L}\vert}{\vert{L}\vert\cdot
\vert{L}\vert}
=\frac{2\vert{f(x)-L}\vert}{L^2}
\lt\frac{2}{L^2}\cdot\frac{L^2\varepsilon}{2}
=\varepsilon
\end{equation}$$
To summarize, we have shown that:
$$\begin{equation}\label{eq:Z0CwqzwKRidwXDVzZ5o}
\vert{x-c}\vert\lt\delta
\implies
\frac{\vert{f(x)-L}\vert}
{\vert{L}\vert\cdot\vert{f(x)}\vert}
\lt
\varepsilon
\end{equation}$$
This matches \eqref{eq:KwBcIui3tULK38mlyYe} is exactly what we wanted to show. This completes the proof.
■
Theorem.
Quotient rule for Limits
If $\lim\limits_{x\to{c}}f(x)=L$ and $\lim\limits_{x\to{c}}g(x)=M$ where $M\ne0$, then:
$$\lim_{x\to{c}}\frac{f(x)}{g(x)}
=\frac{\lim\limits_{x\to{c}}f(x)}{\lim\limits_{x\to{c}}g(x)}
=\frac{L}{M}$$
Proof. Instead of proving using the formal definition of limits of functions, we can use the product rulelink and reciprocal rulelink for limits that we have already proven:
$$\begin{align*}
\lim_{x\to{c}}\frac{f(x)}{g(x)}
&=\lim_{x\to{c}}\Big[f(x)\cdot\frac{1}{g(x)}\Big]\\
&=\lim_{x\to{c}}f(x)\cdot\lim_{x\to{c}}\frac{1}{g(x)}\\
&=\lim_{x\to{c}}f(x)\cdot\frac{1}{\lim\limits_{x\to{c}}g(x)}\\
&=\frac{\lim\limits_{x\to{c}}f(x)}{\lim\limits_{x\to{c}}g(x)}\\
\end{align*}$$
This completes the proof.
■
Theorem.
Limit of a composite function
If $f(u)$ is continuous at $u=L$ and $\lim\limits_{x\to{c}}g(x)=L$, then:
$$\lim_{x\to{c}}f(g(x))=
f\Big(\lim_{x\to{c}}g(x)\Big)$$
Proof. Our plan of attack is to show that:
$$\begin{equation}\label{eq:UTtaG3f6jfQkrPA5oDe}
{\color{red}\lim_{x\to{c}}f\big(g(x)\big)=f(L)},
\;\;\;\;\;\;\;
{\color{green}f\Big(\lim_{x\to{c}}g(x)\Big)=f(L)}
\end{equation}$$
We will then be able to conclude our theorem:
$$\lim_{x\to{c}}f\big(g(x)\big)=
f\Big(\lim_{x\to{c}}g(x)\Big)$$
To show that the red equality is true, we must show that there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:lP9HgFfrkcBZc1hZocf}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(g(x))-f(L)}\vert\lt\varepsilon
\end{equation}$$
Where $\varepsilon$ is any positive number, that is, $\varepsilon\gt0$.
Let's now use what we are given to show \eqref{eq:lP9HgFfrkcBZc1hZocf}. Because $f(u)$ is continuous at $u=L$, we have by the definition of continuitylink, that:
$$\lim_{u\to{L}}f(u)=f(L)$$
In other words, $f(u)$ converges to $f(L)$ as $u$ tends to $L$. By the definition of limitslink, this means that there exists some $\delta_1\gt0$ such that:
$$\begin{equation}\label{eq:UxzDY0GzBRThKK4zaK0}
\vert{u-L}\vert\lt\delta_1
\implies
\vert{f(u)-f(L)}\vert\lt\varepsilon
\end{equation}$$
Remember, $u$ is the input of function $f$. Since we are interested in $f\big(g(x)\big)$, we replace the input $u$ with the output of function $g(x)$, that is $u=g(x)$ like so:
$$\begin{equation}\label{eq:FH58hwwR52FeOb182PG}
\vert{g(x)-L}\vert\lt\delta_1
\implies
\vert{f(g(x))-f(L)}\vert\lt\varepsilon
\end{equation}$$
Now, let's use the other condition - we are given that:
$$\begin{equation}\label{eq:kQKwJYfQCcDiV68Z9RG}
\lim_{x\to{c}}g(x)=L
\end{equation}$$
Again, by the definition of limitslink, for any $\varepsilon_1>0$, there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:g9ZWYOPn7MJBqqwVAPa}
\vert{x-c}\vert\lt\delta
\implies
\vert{g(x)-L}\vert\lt\varepsilon_1
\end{equation}$$
However, $\varepsilon_1$ is any positive number so we can replace $\varepsilon_1$ with $\delta_1$ from earlier:
$$\begin{equation}\label{eq:rKa3Ew0aDguurB3mR8l}
\vert{x-c}\vert\lt\delta
\implies
\vert{g(x)-L}\vert\lt\delta_1
\end{equation}$$
Let's now combine \eqref{eq:rKa3Ew0aDguurB3mR8l} and \eqref{eq:FH58hwwR52FeOb182PG} to get:
$$\begin{equation}\label{eq:Aluz5r0BFPIFVTm9NSf}
\vert{x-c}\vert\lt\delta
\implies
\vert{f(g(x))-f(L)}\vert\lt\varepsilon
\end{equation}$$
This exactly matches \eqref{eq:lP9HgFfrkcBZc1hZocf}, which is what we wanted to show! This means that the red equality from \eqref{eq:UTtaG3f6jfQkrPA5oDe} holds.
We now need to show green equality from \eqref{eq:UTtaG3f6jfQkrPA5oDe}:
$${\color{green}f\Big(\lim_{x\to{c}}g(x)\Big)=f(L)}
$$
Fortunately, this is easy - we are given the following:
Taking the function $f$ on both sides gives us the green equality!
Since the green and red equality from \eqref{eq:UTtaG3f6jfQkrPA5oDe} holds, we have our desired result:
$$\lim_{x\to{c}}f(g(x))=
f\Big(\lim_{x\to{c}}g(x)\Big)$$
This completes the proof.
■
Theorem.
Power rule for limits
If $\lim\limits_{x\to{c}}f(x)$ exists and $p\in\mathbb{R}$, then:
$$\lim_{x\to{c}}\Big([f(x)]^p\Big)=
\Big(\lim_{x\to{c}}f(x)\Big)^p$$
Proof. Let's define a new function $g(x)=x^p$ where $p\in\mathbb{R}$. We know that $g(x)$ is a continuous function, which means the composition rule of limits must hold:
$$\begin{equation}\label{eq:srJlrTvoMrCuPIAzzYN}
\lim_{x\to{c}}g(f(x))=g(\lim_{x\to{c}}f(x))
\end{equation}$$
Let's plug in the definition $g(x)=x^p$ into the left-hand side of \eqref{eq:srJlrTvoMrCuPIAzzYN} to get:
$$\begin{equation}\label{eq:LG7AKuUYN5JuaTvjdCh}
\lim_{x\to{c}}g(f(x))
=
\lim_{x\to{c}}\Big([f(x)]^p\Big)
\end{equation}$$
Now, let's plug in the definition of $g(x)=x^p$ into the right-hand side of \eqref{eq:srJlrTvoMrCuPIAzzYN} to get:
$$\begin{equation}\label{eq:Ku0C48vrelR0ziHtYK0}
g(\lim_{x\to{c}}f(x))
=
\Big(\lim_{x\to{c}}f(x)\Big)^p
\end{equation}$$
Equating \eqref{eq:LG7AKuUYN5JuaTvjdCh} and \eqref{eq:Ku0C48vrelR0ziHtYK0} gives us the power rule of limits:
$$\lim_{x\to{c}}\Big([f(x)]^p\Big)
=
\Big(\lim_{x\to{c}}f(x)\Big)^p$$
This completes the proof.
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Theorem.
Limit inequality theorem
If $f(x)\le{g(x)}$, $\lim\limits_{x\to{c}}f(x)=L$, and $\lim\limits_{x\to{c}}g(x)=M$, then $L\le{M}$.
Proof. Let $f(x)\le{g(x)}$, $\lim\limits_{x\to{c}}f(x)=L$ and $\lim\limits_{x\to{c}}g(x)=M$. We will prove our theorem by contradiction, that, is, we initially assume that:
$$\begin{equation}\label{eq:kColHISlxMO1HauiobT}
L\gt{M}
\end{equation}$$
Using the summation rule of limitslink, we have that:
$$M-L=\lim_{x\to{c}}g(x)-
\lim_{x\to{c}}f(x)=
\lim_{x\to{c}}\Big(g(x)-f(x)\Big)$$
By the definition of limits, we know that for any $\varepsilon\gt0$, there exists some $\delta\gt0$ such that:
$$\begin{equation}\label{eq:GgOt5HvvlNPGe73tdg3}
\vert{x-c}\vert\lt\delta
\;\;\;\;\implies\;\;\;\;
\vert{g(x)-f(x)-(M-L)}\vert\lt\varepsilon
\end{equation}$$
Since $\varepsilon$ is any positive number, we can let $\varepsilon=L-M$. Substituting $\varepsilon=L-M$ into \eqref{eq:GgOt5HvvlNPGe73tdg3} gives:
$$\begin{equation}\label{eq:RblUBp6eZ3Rit5P5sjO}
\vert{x-c}\vert\lt\delta
\;\;\;\;\implies\;\;\;\;
\vert{g(x)-f(x)-M+L}\vert\lt{L-M}
\end{equation}$$
Writing the absolute value in terms of interval inequality:
$$-L+M\lt{g(x)-f(x)-M+L}\lt{L-M}$$
Now, focus on the right inequality:
$$g(x)-f(x)-M+L\lt{L-M}$$
Adding $M$ and subtracting $L$ gives:
This means that:
However, this is a contradiction to our initial hypothesis that $f(x)\le{g(x)}$. Therefore, our assumption \eqref{eq:kColHISlxMO1HauiobT} must be false, that is, the following must be true:
This completes the proof.
■
Theorem.
Limit of positive and negative functions
If $f(x)\ge0$ for all $x$, then $\lim\limits_{x\to{c}}{f(x)}\ge0$. Conversely, if $f(x)\le0$ for all $x$, then $\lim\limits_{x\to{c}}\le0$.
Proof. We prove the case for $f(x)\ge0$ - the negative case is analogous. Let $f(x)\ge0$ and $g(x)=0$. By the limit inequality theoremlink, since $f(x)\ge{g(x)}$, we have that:
$$\lim_{x\to{c}}f(x)\ge
\lim_{x\to{c}}g(x)$$
Because $g(x)$ is zero:
$$\lim_{x\to{c}}f(x)\ge
\lim_{x\to{c}}0$$
By the rule of limits of constantslink, we get:
$$\lim_{x\to{c}}f(x)\ge0$$
This completes the proof.
■