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Limit of a function

In mathematics, the limit of a function is a 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
3 Examples
4 Properties
5 See also
6 References

History

See mathematical analysis.

Formal definition

Functions on metric spaces

Suppose f : (M,dM) -> (N,dN) 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 < dM(x, p) < δ, we have dN(f(x), L) < ε.

Real-valued functions

The real number line is itself a metric space. But it has some different types of limits.

Limit of a 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 on metric spaces, with both M and N are the 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 limx→p+. If p-x is used, we get a left-handed limit, denoted by limx→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 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 functions

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

Limit of a 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 a 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

Examples

Real-valued functions

Functions on metric spaces

Properties

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

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

In the case that f is real-valued, then it is also equivalent to saying 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 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

(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. Interdeterminate 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

References