Limit of a function

The limit of a function is the most fundamental concept in mathematical analysis.

Rather informally, to say that a function f has a limit y when x tends to a value x₀ (or to the infinity), is to say that the values taken by the expression f(x) get close to y when x gets close to x₀ (or gets infinitely big). Formal definitions, first devised around the end of the 19th century, are given below.

See net (topology) for a generalisation of the concept of limit.

Table of contents

1 History 2 Formal Definition 2.1 Functions over metric spaces 2.2 Real-valued funtions 2.2.1 limit of function at a point 2.2.2 limit of function at infinity 2.3 complex-valued function 2.3.3 limit of function at a point 2.3.4 limit of function at infinity 3 Examples 3.4 real-valued functions 3.5 functions over metric spaces 4 Properties 5 See also 6 References

History

See mathematical analysis.

Formal Definition

Functions over metric spaces

Suppose f : (M,d_M) -> (N,d_N) is a map between two metric spaces, p∈M and L∈N. We say that "the limit of f(x) is L as x approaches p" and write

if and only if

for every ε > 0 there exists a δ > 0 such that for all x in M with 0 < d_M(x, p) < δ, we have d_N(f(x), L) < ε.

Real-valued funtions

The set of real numbers is itself a metric space. But it have some different types of limits.

limit of function at a point

Suppose f is a real-valued function, then we write

if and only if

for every ε > 0 there exists a δ >0 such that for all real numbers x with 0<|x-p|<δ, we have |f(x)-L|<ε

It is just a particular case of functions over metric spaces with both M and N are the set of real numbers.

Or we write

if and only if

for every R > 0 there exists a δ >0 such that for all real numbers x with 0<|x-p|<δ, we have f(x)>R;

or we write

if and only if

for every R < 0 there exists a δ >0 such that for all real numbers x with 0<|x-p|<δ, we have f(x)<R;

If, in the definitions, x-p is used instead of |x-p|, then we get a right-handed limit, denoted by lim_x→p+. If p-x is used, we get a left-handed limit, denoted by lim_x→p-.

limit of function at infinity

Suppose f(x) is a real-valued function. We can also consider the limit of function when x increases or decreases indefinitely.

We write

if and only if

for every ε > 0 there exists S >0 such that for all real numbers x>S, we have |f(x)-L|<ε

or we write

for every R > 0 there exists S >0 such that for all real numbers x>S, we have f(x)>R;.

Similarly, we can define .

There are three basic rules for evaluating limits at infinity for a rational function f(x) = p(x)/q(x):

• If the degree of p is greater than the degree of q, then the limit is positive or negative infinity depending on the signs of the leading coefficients
• If the degree of p and q are equal, the limit is the leading coefficient of p divided by the leading coefficient of q
• If the degree of p is less than the degree of q, the limit is 0

If the limit at infinity exists, it represents a horizontal asymptote at x = L. Polynomials do not have horizontal asymptotes; they may occur with rational functions.

complex-valued function

The complex plane is also a metric space. There are two different types of limits when we consider complex-valued functions.

limit of function at a point

Suppose f is a complex-valued function, then we write

if and only if

for every ε > 0 there exists a δ >0 such that for all real numbers x with 0<|x-p|<δ, we have |f(x)-L|<ε

It is just a particular case of functions over metric spaces with both M and N are the complex plane.

limit of function at infinity

We write

if and only if

for every ε > 0 there exists S >0 such that for all complex numbers |x|>S, we have |f(x)-L|<ε

An analytic function with a limit at infinity is called an entire function.

Examples

real-valued functions

• The limit of 1/x as x approaches infinity is 0.
• The two-sided limit of 1/x as x approaches 0 does not exist. The limit of 1/x as x approaches 0 from the right is +∞.
• The limit of x² as x approaches 3 of is 9. (In this case the value of the function happens to be well defined at the point, and the function's value is the same as its limit.)
• The limit of x^x as x approaches 0 is 1.
• The limit of ((a + x)² - a² ) / x as x approaches 0 is 2a.
• The one-sided limit of sqrt(x²)/x as x approaches 0 from the right is 1; the one-sided limit from the left is -1.
• The limit of x sin(1/x) as x approaches positive infinity is 1.
• The limit of (cos(x) - 1)/x as x approaches 0 is 0.

functions over metric spaces

• If z is a complex number with |z| < 1, then the sequence z, z², z³, ... of complex numbers converges with limit 0. Geometrically, these numbers "spiral into" the origin, following a logarithmic spiral.
• In the metric space C[a,b] of all continuous functions defined on the interval [a,b], with distance arising from the supremum norm, every element can be written as the limit of a sequence of polynomial functions. This is the content of the Stone-Weierstrass theorem.

Properties

To say that the limit of a function f at p is L is equivalent to saying

for every convergent sequence (x_n) in M - {p} with limit equal to p, the sequence (f(x_n)) converges with limit L.

In the case that f is real-valued, then it is also equivalent to that both the right-handed limit or left-handed limit of f at p are L.

The function f is continuous at p if and only if the limit of f(x) as x approaches p exists and is equal to f(p). Equivalently, f transforms every sequence in M which converges towards p into a sequence in N which converges towards f(p).

Again, if N is a normed vector space, then the limit operation is linear in the following sense: if the limit of f(x) as x approaches p is L and the limit of g(x) as x approaches p is P, then the limit of f(x) + g(x) as x approaches p is L + P. If a is a scalar from the base field, then the the limit of af(x) as x approaches p is aL.

Taking the limit of functions is compatible with the algebraic operations: If

and

then

and

and

(the latter provided that f₂(x) is non-zero in a neighborhood of p and L₂ is non-zero as well).

These rules are also valid for one-sided limits, for the case p = ±∞, and also for infinite limits using the rules

• q + ∞ = ∞ for q ≠ -∞
• q × ∞ = ∞ if q > 0
• q × ∞ = -∞ if q < 0
• q / ∞ = 0 if q ≠ ± ∞

(see extended real number line).

Note that there is no general rule for the case q / 0; it all depends on the way 0 is approached. Interdetermine forms, for instance 0/0, 0×∞ ∞-∞ or ∞/∞, are also not covered by these rules but the corresponding limits can usually be determined with l'Hôpital's rule.

See also

• How to evaluate the limit of a real-valued funtion
• limit of a sequence
• net (topology)
• Big O notation - Growth of Functions is a variation of Limits.

References

• Visual Calculus by Lawrence S. Husch, University of Tennessee (2001)