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The Formal Definition of a Limit
Numeracy Workshop Adrian Dudek
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Introduction
These slides cover the formal definition of a limit, and aim to be helpful for students studying calculus to the level of MATH1001 or higher. Drop-in Study Sessions: Monday, Wednesday, Thursday, 10am-12pm, Meeting Room 2204, Second Floor, Social Sciences South Building, every week. Website: Slides, notes, worksheets. http://www.studysmarter.uwa.edu.au → Numeracy → Online Resources Email: geoff.coates@uwa.edu.au
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The Fibonacci Sequence
The study of limits is, in a sense, the study of closeness. Consider the famous Fibonacci sequence, defined by setting the first two terms of the sequence to 1, and furthermore defining each term to be the sum of the two before it. 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, . . .
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The Fibonacci Sequence
1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, . . . Choose two terms in the Fibonacci sequence that sit next to each other, and divide the larger by the smaller. For example, we choose 89 and 55, and then 89 55 = 1.6181818 . . .
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The Fibonacci Sequence
1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, . . . Choose two terms in the Fibonacci sequence that sit next to each other, and divide the larger by the smaller. For example, we choose 89 and 55, and then 89 55 = 1.6181818 . . . Let’s make a whole new sequence by taking the Fibonacci sequence and dividing each term by the term before it: 1/1, 2/1, 3/2, 5/3, 8/5, 13/8, 21/13, . . .
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The Golden Ratio
1 1 2 1 3 2 5 3 8 5 13 8 21 13 . . .
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The Golden Ratio
1 1 2 1 3 2 5 3 8 5 13 8 21 13 . . . If we write each of these in their decimal notation to 4 decimal places we get: 1.0000 2.0000 1.5000 1.6667 1.6000 1.6250 1.6154 . . .
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The Golden Ratio
1 1 2 1 3 2 5 3 8 5 13 8 21 13 . . . If we write each of these in their decimal notation to 4 decimal places we get: 1.0000 2.0000 1.5000 1.6667 1.6000 1.6250 1.6154 . . . These numbers appear to be converging to a value.
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The Golden Ratio
1 1 2 1 3 2 5 3 8 5 13 8 21 13 . . . If we write each of these in their decimal notation to 4 decimal places we get: 1.0000 2.0000 1.5000 1.6667 1.6000 1.6250 1.6154 . . . These numbers appear to be converging to a value. In fact, this sequence approaches the golden number φ, which is equal to 1 + √ 5 2 = 1.618033 . . .
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The Golden Ratio
1 1 2 1 3 2 5 3 8 5 13 8 21 13 . . . If we write each of these in their decimal notation to 4 decimal places we get: 1.0000 2.0000 1.5000 1.6667 1.6000 1.6250 1.6154 . . . These numbers appear to be converging to a value. In fact, this sequence approaches the golden number φ, which is equal to 1 + √ 5 2 = 1.618033 . . . We say the limit of the sequence is φ.
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Limits: Example
Recall that a function takes in x-values and outputs y-values.
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Limits: Example
Recall that a function takes in x-values and outputs y-values. Sometimes we are more concerned with the value of a function near a point, rather than at the point itself.
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Limits: Example
Recall that a function takes in x-values and outputs y-values. Sometimes we are more concerned with the value of a function near a point, rather than at the point itself. Usually this is because the function itself doesn’t exist at the point!
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Limits: Example
Recall that a function takes in x-values and outputs y-values. Sometimes we are more concerned with the value of a function near a point, rather than at the point itself. Usually this is because the function itself doesn’t exist at the point! From this, the notion of a limit arises.
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Limits: Example
Here is an example function f (x).
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Limits: Example
Here is an example function f (x). We can say that limx→−1 f (x) = −4.
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Limits: Example
The problem here is, we haven’t really justified this properly! We’ve just had a quick glance.
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Limits: Example
The problem here is, we haven’t really justified this properly! We’ve just had a quick glance. In fact, the function might be getting closer and closer to 4.000001, rather than 4.
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Limits: Example
The problem here is, we haven’t really justified this properly! We’ve just had a quick glance. In fact, the function might be getting closer and closer to 4.000001, rather than 4. So, we need a stronger argument for proving limits. Let’s introduce our argument with an example.
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Limits: Example
Example: Prove that lim
x→0(x + 4) = 4.
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Limits: Example
Example: Prove that lim
x→0(x + 4) = 4.
What we are trying to show that the sum of 4 and something very close to 0, is something very close to 4.
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Limits: Example
Example: Prove that lim
x→0(x + 4) = 4.
What we are trying to show that the sum of 4 and something very close to 0, is something very close to 4. The idea is as follows. You want to show that you can keep (x + 4) extremely close (as close as we like) to 4 by keeping x extremely close to 0.
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Limits: Example
Example: Prove that lim
x→0(x + 4) = 4.
What we are trying to show that the sum of 4 and something very close to 0, is something very close to 4. The idea is as follows. You want to show that you can keep (x + 4) extremely close (as close as we like) to 4 by keeping x extremely close to 0. It’s this idea of closeness that requires formalising.
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Limits: Example
You might be asked to keep 3.9 < x + 4 < 4.1. How would you do this?
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Limits: Example
You might be asked to keep 3.9 < x + 4 < 4.1. How would you do this? Adding −4 to each part of the inequality gives −0.1 < x < 0.1.
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Limits: Example
You might be asked to keep 3.9 < x + 4 < 4.1. How would you do this? Adding −4 to each part of the inequality gives −0.1 < x < 0.1. You might be asked to keep 3.9999 < x + 4 < 4.0001. How would you do this?
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Limits: Example
You might be asked to keep 3.9 < x + 4 < 4.1. How would you do this? Adding −4 to each part of the inequality gives −0.1 < x < 0.1. You might be asked to keep 3.9999 < x + 4 < 4.0001. How would you do this? Again, adding −4 to each part of the inequality gives −0.0001 < x < 0.0001.
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Limits: Example
Essentially, you are being asked how to keep 4 − ǫ < x + 4 < 4 + ǫ, and you are answering by saying that this is possible by −δ < x < δ.
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Limits: Example
Essentially, you are being asked how to keep 4 − ǫ < x + 4 < 4 + ǫ, and you are answering by saying that this is possible by −δ < x < δ. However, there are infinitely many ǫ’s that they can throw at you, and you don’t want to play this “choose δ” game forever! So you have to choose a δ that will beat any ǫ.
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A Silly Game
A particularly silly game which two people can play is “who can say the highest number”.
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A Silly Game
A particularly silly game which two people can play is “who can say the highest number”. This is a back-and-forth game just like the “choose delta” game which we just saw.
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A Silly Game
A particularly silly game which two people can play is “who can say the highest number”. This is a back-and-forth game just like the “choose delta” game which we just saw. Every time your oppenent says a number, you can just say the number that is one higher than their number to stay in the game!
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A Silly Game
A particularly silly game which two people can play is “who can say the highest number”. This is a back-and-forth game just like the “choose delta” game which we just saw. Every time your oppenent says a number, you can just say the number that is one higher than their number to stay in the game! However, rather than playing in this silly game, you could simply program a robot to respond for you with x + 1, where x is the number your opponent chooses.
Adrian Dudek The Formal Definition of a Limit 13 / 37
A Silly Game
A particularly silly game which two people can play is “who can say the highest number”. This is a back-and-forth game just like the “choose delta” game which we just saw. Every time your oppenent says a number, you can just say the number that is one higher than their number to stay in the game! However, rather than playing in this silly game, you could simply program a robot to respond for you with x + 1, where x is the number your opponent chooses. We want to do the same thing with epsilons and deltas!
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Limits: Example
Let’s get back to our example! So we wish to keep 4 − ǫ < x + 4 < 4 + ǫ by keeping −δ < x < δ.
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Limits: Example
Let’s get back to our example! So we wish to keep 4 − ǫ < x + 4 < 4 + ǫ by keeping −δ < x < δ. We simply do the same algebra we did to the specific examples: Add −4 to all sides of 4 − ǫ < x + 4 < 4 + ǫ to get: −ǫ < x < ǫ
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Limits: Example
Let’s get back to our example! So we wish to keep 4 − ǫ < x + 4 < 4 + ǫ by keeping −δ < x < δ. We simply do the same algebra we did to the specific examples: Add −4 to all sides of 4 − ǫ < x + 4 < 4 + ǫ to get: −ǫ < x < ǫ So in this case, ǫ = δ.
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Limits: Example
Let’s get back to our example! So we wish to keep 4 − ǫ < x + 4 < 4 + ǫ by keeping −δ < x < δ. We simply do the same algebra we did to the specific examples: Add −4 to all sides of 4 − ǫ < x + 4 < 4 + ǫ to get: −ǫ < x < ǫ So in this case, ǫ = δ. This is all we have to do to prove a limit! Provide a response δ in terms of any ǫ. Of course, there is a little bit more to write out, but the hard work is done!
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Limits: Graphical Example
Suppose we have a function f (x), and we wish to show that limx→3 f (x) = 5.
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Limits: Graphical Example
Here ǫ = 1, and so we must choose a δ which works. We can see that δ = 1 is a fine choice.
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Limits: Graphical Example
Here ǫ = 1/2, and so we must choose a δ which works. We can see that δ = 1/2 is a fine choice.
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Limits: Graphical Example
Here ǫ = 0.25, and so we must choose a δ which works. We can see that δ = 0.25 is a fine choice.
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Limits: Example
Example: Prove lim
x→2 3x + 4 = 10
That is, show that as x gets really close to 2, then 3x + 4 gets really close to 10.
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Limits: Example
We want 3x + 4 to be really close to 10. We do this by specifying that the distance between them remain less than any positive number ǫ: |3x + 4 − 10| < ǫ
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Limits: Example
We want 3x + 4 to be really close to 10. We do this by specifying that the distance between them remain less than any positive number ǫ: |3x + 4 − 10| < ǫ We want to show that this can be accomplished by keeping the distance between x and 2 less than any amount δ: |x − 2| < δ
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Limits: Example
We want 3x + 4 to be really close to 10. We do this by specifying that the distance between them remain less than any positive number ǫ: |3x + 4 − 10| < ǫ We want to show that this can be accomplished by keeping the distance between x and 2 less than any amount δ: |x − 2| < δ The problem is solved by establishing an answer δ in terms of ǫ, so that you have an answer for any ǫ they throw at you!
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Limits: Example
We usually proceed by rearranging the demand |3x + 4 − 10| < ǫ
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Limits: Example
We usually proceed by rearranging the demand |3x + 4 − 10| < ǫ into an inequality of the form |x − 2| < δ. Then we can simply read off what δ must be.
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Limits: Example
We usually proceed by rearranging the demand |3x + 4 − 10| < ǫ into an inequality of the form |x − 2| < δ. Then we can simply read off what δ must be. We start by writing the above without absolute value brackets. −ǫ < 3x + 4 − 10 < ǫ
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Limits: Example
We usually proceed by rearranging the demand |3x + 4 − 10| < ǫ into an inequality of the form |x − 2| < δ. Then we can simply read off what δ must be. We start by writing the above without absolute value brackets. −ǫ < 3x + 4 − 10 < ǫ Simplifying slightly we get −ǫ < 3x − 6 < ǫ
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Limits: Example
−ǫ < 3x − 6 < ǫ Dividing by 3 we get −ǫ/3 < x − 2 < ǫ/3
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Limits: Example
−ǫ < 3x − 6 < ǫ Dividing by 3 we get −ǫ/3 < x − 2 < ǫ/3 which is the same as |x − 2| < ǫ/3
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Limits: Example
−ǫ < 3x − 6 < ǫ Dividing by 3 we get −ǫ/3 < x − 2 < ǫ/3 which is the same as |x − 2| < ǫ/3 Thus, for any ǫ > 0 we choose, we would set δ = ǫ/3.
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Limits: Example
−ǫ < 3x − 6 < ǫ Dividing by 3 we get −ǫ/3 < x − 2 < ǫ/3 which is the same as |x − 2| < ǫ/3 Thus, for any ǫ > 0 we choose, we would set δ = ǫ/3. That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ.
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ.
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ. We check as follows: |3x + 4 − 10| = |3x − 6|
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ. We check as follows: |3x + 4 − 10| = |3x − 6| = 3|x − 2|
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ. We check as follows: |3x + 4 − 10| = |3x − 6| = 3|x − 2|
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ. We check as follows: |3x + 4 − 10| = |3x − 6| = 3|x − 2| < 3ǫ/3
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Limits: Example
That is, by keeping |x − 2| < δ = ǫ/3, we guarantee that |3x + 4 − 10| < ǫ. We check as follows: |3x + 4 − 10| = |3x − 6| = 3|x − 2| < 3ǫ/3 < ǫ
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Limits: The Definition
In general, if we wish to show that lim
x→a f (x) = L
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Limits: The Definition
In general, if we wish to show that lim
x→a f (x) = L
then we need to show that the distance between f (x) and L can be made as small as we want, by making the distance between x and a sufficiently small.
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Limits: The Definition
In general, if we wish to show that lim
x→a f (x) = L
then we need to show that the distance between f (x) and L can be made as small as we want, by making the distance between x and a sufficiently small. That is, if somebody wants the distance between f (x) and L to be less than ǫ, then we need to show that there is some δ (in terms of ǫ) where keeping the distance between x and a less than δ guarantees this.
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Limits: The Definition
In general, if we wish to show that lim
x→a f (x) = L
then we need to show that the distance between f (x) and L can be made as small as we want, by making the distance between x and a sufficiently small. That is, if somebody wants the distance between f (x) and L to be less than ǫ, then we need to show that there is some δ (in terms of ǫ) where keeping the distance between x and a less than δ guarantees this. ∀ǫ > 0 ∃ δ > 0 s.t |x − a| < δ ⇒ |f (x) − L| < ǫ
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Limits: The Definition
Definition: We say that the limit of f (x) as x → a is L if ∀ǫ > 0 ∃ δ > 0 s.t |x − a| < δ ⇒ |f (x) − L| < ǫ
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Limits: The Definition
Definition: We say that the limit of f (x) as x → a is L if ∀ǫ > 0 ∃ δ > 0 s.t |x − a| < δ ⇒ |f (x) − L| < ǫ You need to remember this for tests and exams. Feel free to recite it at parties to test your memory!
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Infinite Limits
Sometimes we deal with limits as x → ±∞. One such example is: lim
x→∞
- 2 + 4
x
- = 2
This says, that as x gets really large, 2 + 4 x gets really close to 2.
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Infinite Limits
Sometimes we deal with limits as x → ±∞. One such example is: lim
x→∞
- 2 + 4
x
- = 2
This says, that as x gets really large, 2 + 4 x gets really close to 2. Once again, the way we prove this is the same! You want to show that the distance between 2 + 4 x and 2 can be made smaller than any positive number ǫ, by making x larger than a corresponding number N.
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Infinite Limits: Example
Example: Prove that lim
x→∞
- 2 + 4
x
- = 2
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Infinite Limits: Example
Example: Prove that lim
x→∞
- 2 + 4
x
- = 2
We want to keep
- 2 + 4
x − 2
- < ǫ. How large does x need to be to guarantee this? That
is, find a number N, where keeping x > N will guarantee this.
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Infinite Limits: Example
Example: Prove that lim
x→∞
- 2 + 4
x
- = 2
We want to keep
- 2 + 4
x − 2
- < ǫ. How large does x need to be to guarantee this? That
is, find a number N, where keeping x > N will guarantee this. Once again, we rearrange our original inequality for x.
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Infinite Limits: Example
We start with
- 2 + 4
x − 2
- < ǫ
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Infinite Limits: Example
We start with
- 2 + 4
x − 2
- < ǫ
which gives −ǫ < 4 x < ǫ
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Infinite Limits: Example
We start with
- 2 + 4
x − 2
- < ǫ
which gives −ǫ < 4 x < ǫ Multiplying through by x (keeping the inequality signs as they are, because x is positive) gives −ǫx < 4 < ǫx
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Infinite Limits: Example
We start with
- 2 + 4
x − 2
- < ǫ
which gives −ǫ < 4 x < ǫ Multiplying through by x (keeping the inequality signs as they are, because x is positive) gives −ǫx < 4 < ǫx The right hand side of this says that 4 < ǫx. We rearrange this to get x > 4 ǫ .
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Infinite Limits: Example
We start with
- 2 + 4
x − 2
- < ǫ
which gives −ǫ < 4 x < ǫ Multiplying through by x (keeping the inequality signs as they are, because x is positive) gives −ǫx < 4 < ǫx The right hand side of this says that 4 < ǫx. We rearrange this to get x > 4 ǫ . So N = 4 ǫ .
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Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ .
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Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
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Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
- 2 + 4
x − 2
- =
- 4
x
- Adrian Dudek
The Formal Definition of a Limit 29 / 37
Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
- 2 + 4
x − 2
- =
- 4
x
- The second statement re-arranges to give
4 x < ǫ.
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Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
- 2 + 4
x − 2
- =
- 4
x
- The second statement re-arranges to give
4 x < ǫ. Hence
- 2 + 4
x − 2
- =
- 4
x
- Adrian Dudek
The Formal Definition of a Limit 29 / 37
Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
- 2 + 4
x − 2
- =
- 4
x
- The second statement re-arranges to give
4 x < ǫ. Hence
- 2 + 4
x − 2
- =
- 4
x
- < |ǫ| = ǫ (since ǫ > 0).
Adrian Dudek The Formal Definition of a Limit 29 / 37
Infinite Limits: Example
So, we claim that
- 2 + 4
x − 2
- < ǫ whenever x > N = 4
ǫ . To finish off the proof nicely we will show the first statement is true under the assumption of the second:
- 2 + 4
x − 2
- =
- 4
x
- The second statement re-arranges to give
4 x < ǫ. Hence
- 2 + 4
x − 2
- =
- 4
x
- < |ǫ| = ǫ (since ǫ > 0).
We have proven the limit.
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Infinite Limits: The Definition
Definition: We say that the limit of f (x) as x → ∞ is L if ∀ǫ > 0 ∃ N > 0 s.t x > N ⇒ |f (x) − L| < ǫ
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Infinite Limits: The Definition
Definition: We say that the limit of f (x) as x → ∞ is L if ∀ǫ > 0 ∃ N > 0 s.t x > N ⇒ |f (x) − L| < ǫ Exercise: Try to write out the definition of a limit as x → −∞.
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Limit of a Sequence
What about limits of sequences? We might want to show that the sequence 1, 1/2, 1/3, 1/4 . . . converges to 0.
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Limit of a Sequence
The limit of a sequence requires the same sort of approach as for infinite limits.
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Limit of a Sequence
The limit of a sequence requires the same sort of approach as for infinite limits. If we believe a sequence an → L, then we must show that we can keep an arbitrarily close to L, by starting our sequence far enough to the right.
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Limit of a Sequence
The limit of a sequence requires the same sort of approach as for infinite limits. If we believe a sequence an → L, then we must show that we can keep an arbitrarily close to L, by starting our sequence far enough to the right. Starting our sequence far enough to the right means that the index n of our sequence an commences after some positive number N.
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Limit of a Sequence: Example
Let (an)n≥1 be the sequence defined by an = 1/(1 + n). Show that lim
n→∞ an = 0
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Limit of a Sequence: Example
Let (an)n≥1 be the sequence defined by an = 1/(1 + n). Show that lim
n→∞ an = 0
We want to show that |1/(1 + n) − 0| < ǫ whenever we keep n > N for some positive number N.
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Limit of a Sequence: Example
Let (an)n≥1 be the sequence defined by an = 1/(1 + n). Show that lim
n→∞ an = 0
We want to show that |1/(1 + n) − 0| < ǫ whenever we keep n > N for some positive number N. This will work just as before! We want to find N in terms of ǫ.
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Limit of a Sequence: Example
We start with |1/(1 + n) − 0| < ǫ
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Limit of a Sequence: Example
We start with |1/(1 + n) − 0| < ǫ which gives −ǫ < 1/(1 + n) < ǫ.
Adrian Dudek The Formal Definition of a Limit 34 / 37
Limit of a Sequence: Example
We start with |1/(1 + n) − 0| < ǫ which gives −ǫ < 1/(1 + n) < ǫ. Multiplying through by (1 + n) gives: −ǫ(1 + n) < 1 < ǫ(1 + n)
Adrian Dudek The Formal Definition of a Limit 34 / 37
Limit of a Sequence: Example
We start with |1/(1 + n) − 0| < ǫ which gives −ǫ < 1/(1 + n) < ǫ. Multiplying through by (1 + n) gives: −ǫ(1 + n) < 1 < ǫ(1 + n) Dividing through by ǫ gives: −(1 + n) < 1/ǫ < 1 + n
Adrian Dudek The Formal Definition of a Limit 34 / 37
Limit of a Sequence: Example
We start with |1/(1 + n) − 0| < ǫ which gives −ǫ < 1/(1 + n) < ǫ. Multiplying through by (1 + n) gives: −ǫ(1 + n) < 1 < ǫ(1 + n) Dividing through by ǫ gives: −(1 + n) < 1/ǫ < 1 + n
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Limit of a Sequence: Example
−(1 + n) < 1/ǫ < 1 + n Now rearranging the rightmost part of this inequality gives us n > 1/ǫ − 1.
Adrian Dudek The Formal Definition of a Limit 35 / 37
Limit of a Sequence: Example
−(1 + n) < 1/ǫ < 1 + n Now rearranging the rightmost part of this inequality gives us n > 1/ǫ − 1. So, to keep |1/(1 + n) − 0| < ǫ, we need to start the sequence off after N = 1/ǫ − 1. We show that this works as follows:
Adrian Dudek The Formal Definition of a Limit 35 / 37
Limit of a Sequence: Example
−(1 + n) < 1/ǫ < 1 + n Now rearranging the rightmost part of this inequality gives us n > 1/ǫ − 1. So, to keep |1/(1 + n) − 0| < ǫ, we need to start the sequence off after N = 1/ǫ − 1. We show that this works as follows: | 1 1 + n − 0| = 1 1 + n < 1 1 + 1/ǫ − 1 = 1 1/ǫ = ǫ and we are done.
Adrian Dudek The Formal Definition of a Limit 35 / 37
Limit of a Sequence: The Definition
Definition: We say that the limit of an as n → ∞ is L if ∀ǫ > 0 ∃ N > 0 s.t n > N ⇒ |an − L| < ǫ
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Limit of a Sequence: The Definition
Definition: We say that the limit of an as n → ∞ is L if ∀ǫ > 0 ∃ N > 0 s.t n > N ⇒ |an − L| < ǫ We often say an → L, rather than limn→∞ an = L.
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Using STUDYSmarter Resources This resource was developed for UWA students by the STUDYSmarter team for the numeracy program. When using our resources, please retain them in their original form with both the STUDYSmarter heading and the UWA crest.
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