# Real Analysis/Limits

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## Definition[edit]

Recall that a function from a set X to a set Y is a mapping such that f(x) is a unique element of Y for every . In analysis, we tend to talk about functions from subsets to .

The definition for the limit of a function is much the same as the definition for a sequence. In fact, as we will see later, it is possible to define functional limits in terms of sequential limits. For the moment, however, let us just give the definition:

Given a subset and a function , we say if

The requirement is somewhat technical. It is an expression of the idea that the behavior of a function **near** a point shouldn't be affected by its behavior **at** the point. Thus f(x) need not be defined at c to have a limit there.

This definition gives a lot of people a lot of trouble, so it is best to spend some time puzzling it out, working examples, etc. One way to conceptualize the definition is this: means that we can make f(x) as close as we like to L by making x close to c.

We can also define what it means for a function to diverge to infinity, and what it means for a function to have a limit at infinity:

- We say that if .

- We say that if

- We say that if .

- We say that if .

As an exercise, see if you can define what it means for a function to have limit as .

## Sequential Limits[edit]

We might just as well have given the following definition of the limit:

Given a subset and a function , we say if such that , and

Note that the requirement corresponds with the requirement .

As an exercise to test your understanding, prove that these two definitions are equivelant. Note that taking the contrapositive gives a good criterion for determining whether or not a function diverges:

If , and , then does not exist.

We will be using this formulation extensively in the examples.

## Algebraic Operations/Ordering Theorems[edit]

By applying the corresponding theorems for sequential limits, we find that functional limits are unique, that they preserve algebraic operations and ordering, and that a corresponding "Squeeze Theorem" holds. If , and , then:

- , assuming

and are non-zero.

- If , then .

- If L = 0 and h(x) is bounded, then .

### Examples[edit]

We'll be giving many more examples in the section on continuity. Unfortunately, it is hard to properly define many of the most elementary functions without appealing to derivatives, integrals, and power series, so many of the examples here may seem a bit contrived. We'll start with a relatively nice function and move on to some nastier, unintuitive ones, with the goal being some kind of intuition about what can go right and wrong with limits.

- Let . Then .

- Let . Then does not exist.

Consider the sequences . Each converges to zero, but and , and these have different limits as . Thus the limit does not exist.

The next example is often given as a demonstration of just how nasty functions can get. It is not continuous at any point of its domain.

- Let . Then does not exist for any .

Given , let be any rational number in the interval , and let be any irrational number in the same interval ( and are gauranteed to exist by density of the rationals and irrationals). Given any and , so . However, (f(x_n)) = 1 and (f(y_n)) = 0, so their limits are 1 and 0. Since these are not equal, does not exist.

Now we finally get to a limit that actually exists. Don't get too excited, though. The function is still extremely nasty (nastier than the previous two, perhaps), and the fact that it has a limit everywhere is one of its nastier aspects.

- Let . Then for all .

The idea is to show that the denominators of the rational numbers near f(x) are arbitrarily large. Given , let , and let . This is a finite set, since the numerators and the denominators are bounded and can therefore only take on a finite number of values. Thus, let be the element of S such that is minimized, and let . Then (if x is irrational) or . Thus .

## Definition on an Arbitrary Metric Space[edit]

Let , and be metric spaces. And let

The limit as approaches of is equal to if

This is denoted