.

. LIMITS AND CONTINUITY

H. Olaoluwa

Department of Mathematics
University of Lagos, Nigeria

October 2022

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 1 / 12

 LIMITS

Definition of Limits

.
Definition
.
Let f : A → R be a function, where A ⊂ R, and let c ∈ R be a limit point
of A (i.e. a point of which every neighborhood (c − δ, c + δ), where
δ > 0, contains at least one point of A distinct from c).
A number L ∈ R is said to be a limit of f at c, and denoted
limx→c f (x) = L if for all ϵ > 0 there exists δ > 0 such that if x ∈ and
. < |x − c| < δ, then |f (x) − L| < ϵ.
0

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 2 / 12

 LIMITS

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Theorem (Uniqueness of Limits)
.
A function f : A → R, where A ⊂ R, can have only one limit at a limit
point
. c ∈ R of A.
.
Proof.
.
Suppose L1 and L2 are limits of f at c.
For all ϵ > 0,
there is δ1 > 0 such that ∀x ∈ A, 0 < |x − c| < δ1 =⇒ |f (x) − L1 | < 2ϵ ;
there is δ2 > 0 such that ∀x ∈ A, 0 < |x − c| < δ2 =⇒ |f (x) − L2 | < 2ϵ .
Taking δ = {δ1 , δ2 }, for all x ∈ A such that 0 < |x − c| < δ,
|L1 − L2 | ≤ |L1 − f (x)| + |f (x) − L2 | < 2ϵ = ϵ.
We have shown that ∀ϵ > 0 |L1 − L2 | < ϵ. Hence |L1 − L2 | = 0 and
.L1 = L2 .

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 3 / 12

 LIMITS

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Example
.
1 If f (x) := α ∀x ∈ R, then for all c ∈ R, limx→c f (x) = α.
Hint: Take δ = 1 or any positive real number.
2 If f (x) := x ∀x ∈ R, then for all c ∈ R, limx→c f (x) = c.
Hint: Take δ = ϵ.
3 If f (x) := x 2 ∀x ∈ R,
{ then for}all c ∈ R, limx→c f (x) = c .
2
ϵ
Hint: Take δ = min 1, 2|c|+1 .
4 If f (x) := ∀x > 0,{then for
1
x } all c > 0, limx→c f (x) = 1c .
2
Hint: Take δ = min 2c , ϵc2 .
.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 4 / 12

 LIMITS

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Theorem (Sequential Criterion)
.
Let f : A → R be a function, where A ⊂ R, and let c ∈ R be a limit point
of A. Then limx→c = L iff for every sequence {xn } of points of A that
converges to c such that xn ̸= c for all n ∈ N, the sequence {f (xn )}
.converges to L.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 5 / 12

 LIMITS

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Proof.
.
Assume that limx→c f (x) = L, and let {xn } be a sequence in A with
xn ̸= c for all n ∈ N and limn→∞ xn = c. We must prove that
limn→∞ f (xn ) = L.
Let ϵ > 0, there is δ > 0 such that if x ∈ A satisfies 0 < |x − c| < δ,
then |f (x) − L| < ϵ.
Now xn → c hence there is N ∈ N such that for all n > N,
0 < |xn − c| < δ. Therefore, for n > N, |f (xn ) − L| < ϵ, so f (xn ) → L.
We prove the converse by contraposition: Suppose that L is not the
limit of f at c. Then there is ϵ > 0 such that for all δ > 0, there exists
x ∈ A such that 0 < |x − c| < δ and |f (x) − L| ≥ ϵ.
In particular, for each n ∈ N, taking δ = n1 , there is xn ∈ A such that
0 < |xn − c| < n1 and |f (xn ) − L| ≥ ϵ ∀n ∈ N.
We have that xn ̸= c for all n ∈ N, and xn → c, but f (xn ) does not
converge
. to L.
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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 6 / 12

 LIMITS

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[Divergence Criteron]
.
Let f : A → R be a function, where A ⊂ R, and let c ∈ R be a limit point
of A.
f does not have a limit at c if and only if there is a sequence (xn ) in A
with xn ̸= c for all n ∈ N such that {xn } converges to c but {f (xn )} does
.not convegre in R.
.
Example
.
1 f (x) := x ∀x ̸= 0 does not have a limit at c = 0. Indeed, taking
1

xn := n1 ∀n ∈ N, xn ̸= 0, xn → 0 but f (xn ) = x1n = n does not

converge in R.
{ x
2 The function f (x) := |x| , x ̸= 0 does not have a limit at c = 0.
0, x = 0
(−1)n
Hint: take xn := n for all n ∈ N.
.
(1)
Exercise: Show that limx→0 cos x DNE. . . . . . . . . . . . . . . . . . . . .
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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 7 / 12

 LIMITS

Limit Theorems

.
Theorem
.
Let f : A → R and g : A → R be functions, where A ⊂ R, and let c ∈ R
be a limit point of A. If limx→c f (x) = L1 and limx→c g(x) = L2 then:
(i) lim f (x) + g(x) = L1 + L2 .
x→c
(ii) limx→c f (x) − g(x) = L1 − L2 .
(iii) limx→c αf (x) = αL1 for all α ∈ R.
(iv) limx→c f (x)g(x) = L1 L2 .
f (x) L1
(iv) limx→c g(x) = L2 provided g(x) ̸= 0∀x ∈ A, and L2 ̸= 0.
.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 8 / 12

 LIMITS

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Proof.
.
Let ϵ > 0.
(i)-(ii) There is δ1 > 0 such that for all x ∈ A such that 0 < |x − c| < δ1 ,
|f (x) − L1 | < 2ϵ .
There is δ2 > 0 such that for all x ∈ A such that 0 < |x − c| < δ2 ,
|g(x) − L2 | < 2ϵ .
Taking δ = min{δ1 , δ2 }, we conclude.
(iii) There is δ > 0 such that |f (x) − L1 | < ϵ
|α|+1 for x ∈ A such that
|α|ϵ
0 < |x − c| < δ, so that |αf (x) − αL1 | = |α||f (x) − L1 | < |α|+1 < ϵ.
.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 9 / 12

 LIMITS

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Proof.
.
(iv) There is δ1 > 0 such{√that for all} x ∈ A such that 0 < |x − c| < δ1 ,
|f (x) − L1 | < min ϵ ϵ
3 , 3|L2 |+1 .
There is δ2 > 0 such{√that for all}x ∈ A such that 0 < |x − c| < δ2 ,
|g(x) − L2 | < min ϵ ϵ
3 , 3|L2 |+1 .
Taking δ = min{δ1 , δ2 }, we conclude.
(v) There is δ1 > 0 such that for all x ∈ A such that 0 < |x − c| < δ1 ,
|f (x) − L1 | < ϵ1 , with ϵ1 = ϵ|L42 | .
There is δ2 > 0 such that for all{x ∈ A such that } 0 < |x − c| < δ2 ,
ϵ|L2 |2
|g(x) − L2 | < ϵ2 , with ϵ2 = min 2 |L2 |, 2|L1 |+ϵ .
1

Taking δ = min{δ1 , δ2 }, we conclude.

.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 10 / 12

 LIMITS

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Theorem
.
Let f : A → R be a function, where A ⊂ R, and let c ∈ R be a limit point
of A. If a ≤ f (x) ≤ b for all x ∈ A \ {c}, where a < b, and if limx→c f (x)
.exists, then a ≤ limx→c f (x) ≤ b.
.
Proof.
.
.Left as assignment.
.
Theorem (Squeeze Theorem)
.
Let f , g, h : A → R be three functions, where A ⊂ R, and let c ∈ R be a
limit point of A. If f (x) ≤ g(x) ≤ h(x) for all x ∈ A \ {c} and if
lim
. x→c f (x) = L = limx→c h(x), then limx→c g(x) = L.
.
Proof.
.
Left
. as assignment.
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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 11 / 12

 LIMITS

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Theorem
.
Let f : A → R be a function, where A ⊂ R, and let c ∈ R be a limit point
of A. If limx→c f (x) > 0 (respectively, limx→c f (x) < 0), then there is a
neighborhood (c − δ, c + δ) such that f (x) > 0 (respectively, f (x) < 0)
. 0 < |x − c| < δ.
for
.
Proof.
.
Let L := limx→c f (x).
Suppose L > 0. Take ϵ = L2 . Since ϵ > 0, there is δ > 0 such that for all
x ∈ A with 0 < |x − c| < δ, |f (x) − L| < ϵ = 2L , so
|f (x)| ≥ L − |f (x) − L| > L − L2 = L2 > 0.
.The case L < 0 is treated in a similar way.

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Hallowed Olaoluwa (University of Lagos) REAL ANALYSIS I Lecture Notes 12 / 12