Algebraic Properties of Limits: Quotient and Reciprocals

As in our proof of the product rule we shall assume that \lim_{x \to x_{0}}f(x) = A and \lim_{x \to x_{0}}g(x) = B.

Initially we want to prove the reciprocal rule, which states:

\lim_{x \to x_{0}}\dfrac{1}{f(x)} = \dfrac{1}{A}

Proof of Reciprocal Law: 

To prove this we shall have to show that for some arbitrary \epsilon we have:

|\dfrac{1}{f(x)} - \dfrac{1}{A}| < \epsilon whenever 0< |x - x_{0}| < \delta

Hence we take

|\dfrac{1}{f(x)} - \dfrac{1}{A}| \\ = |\dfrac{1A - 1f(x)}{f(x)A}| = |\dfrac{A - f(x)}{f(x)A}| = |\dfrac{1}{f(x)A}||(A-f(x))|

If we do a little rewriting we come to see that:

|\dfrac{1}{f(x)A}||(A-f(x))| = |\dfrac{1}{f(x)} \dfrac{1}{A}| |(f(x) - A)|  Call this  (*P-step*)

So now what? Well we need to use the facts we have, specifically the fact that the limit A exists for the function f(x). Since the function f(x) occurs twice in (*P-step*) we will have to find two restrictions. Note that while  \lim_{x \to x_{0}}f(x) = A implies the existence of a \delta_{1}, it also ensures the existence of a \delta_{2}, since whenever we have:

|f(x) - A| < \epsilon_{2} if 0 < |x - x_{0}| < \delta_{1}

we have

|A - f(x)| < \epsilon_{1} if 0 < |x -x_{0}| < \delta_{2}

since the absolute values of the distances are equal. Let \delta = min( \delta_{1}, \delta_{2})

We define \epsilon_{1} = \dfrac{|A|}{2} and \epsilon_{2} = \dfrac{|A|^{2}}{2}*\dfrac{\epsilon}{1}. The reason for this specification will become apparent as we see that (a) these \epsilon - neighborhoods allow us to place upper bounds on the factors in (*P-step*) and (b) cancel in such a way that allows us to prove the reciprocal rule.

First we show (a):  Note that

|A| = |A - f(x) +f(x)| \leq |A - f(x)|+|f(x)|

by the triangle inequality, so by  our definition of \epsilon_{1} and we have:

|A| \leq |A - f(x)|+|f(x)|< \epsilon_{1}+|f(x)| = \dfrac{|A|}{2} + |f(x)|

From which it follows that:

\dfrac{|A|}{2} < f(x) = \dfrac{1}{f(x)} < \dfrac{2}{|A|}

since |A| < \dfrac{|A|}{2} +f(x) and we can subtract \dfrac{A}{2} from both sides. Finally we substitute this  discovered restriction into (*P-step*), we get:

|\dfrac{1}{f(x)}\dfrac{1}{A}||(A-f(x))| < \dfrac{2}{|A|} \dfrac{1}{A} |(f(x) - A)| = \dfrac{2}{A^{2}}|(f(x) -A)|

We need now to specify a restriction on |f(x) – A| such that our restriction will cancel with \dfrac{2}{A^{2}} to create \epsilon. But we have already defined a second such restriction in \epsilon_{2}! From our initial calculations and our observed restrictions, we see (b) that:

|\dfrac{1}{f(x)} - \dfrac{1}{A}| = |\dfrac{1}{f(x)}\dfrac{1}{A}||(A-f(x))| < \dfrac{2}{A^{2}} \dfrac{A^{2}}{2}*\dfrac{\epsilon}{1}

and of course:

\dfrac{2}{A^{2}} \dfrac{A^{2}}{2}*\dfrac{\epsilon}{1} = \dfrac{\epsilon}{1} = \epsilon

Hence |\dfrac{1}{f(x)} - \dfrac{1}{A}| < \epsilon as desired. This concludes the proof of the reciprocal law.

Proof of Quotient Rule: 

Now the proof of the quotient rule is easy. We need to show that \lim_{x \to x_{0}}[ \dfrac{f(x)}{g(x)}] = \dfrac{\lim_{x\to x_0}f(x)}{\lim_{x \to x_0}g(x)} =  \dfrac{A}{B} provided \lim{ x \to x_{0}}[g(x)] \neq 0. To show this we have:

\lim_{x \to x_{0}}[ \dfrac{f(x)}{g(x)}] =\lim_{x \to x_{0}}[ (f(x)\dfrac{1}{g(x)}]

But then by the product rule we have:

\lim_{x \to x_{0}}[(f(x)] \lim_{x \to x_{0}}[\dfrac{1}{g(x)}]

from which we know, by an application of the reciprocal rule

\lim_{x \to x_{0}}[ \dfrac{f(x)}{g(x)}] = A(\dfrac{1}{B}) = \dfrac{A}{B}.

…and we are done, as this completes this proof of the quotient rule.

Algebraic Properties of Limits: Product Rule

Assume that \lim_{x \to x_{0}}[f(x)] = A and \lim_{x \to x_{0}}[g(x)] = B. We wish to show that the \lim distributes over the multiplication operation. Or more precisely we will prove that

\lim_{x \to x_{0}}[f(x)g(x)] = \lim_{x \to x_{0}}[f(x)] \lim_{x \to x_{0}}[g(x)] = AB

This proof is difficult but it effectively demonstrate the kinds of thinking often required by \epsilon \delta proofs.

Proof #1: For this proof we will use the triangle inequality like we did for the Sum and Difference rules. See here.

Suppose \epsilon > 0. Observe that

|f(x)g(x) - AB| \\ = |f(x)g(x) - A(g(x)) + A(g(x)) - AB| \\ = | g(x) (f(x) - A) + A(g(x) - B)| \\ \leq |g(x)| |(f(x) - A)| + |A||(g(x) - B)|

In this last clause we have used the triangle inequality, but more than that we have made our task easier for we now have a lower bound for the value of \epsilon in the sum of two terms. By assumption we know there are two values \delta_{1} \delta_{2}. We want to have each such value be lower than \epsilon/2.

We will focus on the righthand term first in the above equation. So because we know that \lim_{x \to x_{0}}[g(x)] = B, we know there is a \delta_{2} to be found – the smaller the better – which corresponds to a specific \epsilon_{2} such that:

|g(x) - B| < \epsilon_{2} whenever 0 < |x - x_0| < \delta_{2}

Given our intention we let \epsilon_{2} = \frac{\epsilon}{2} * \frac{1}{(1+|A|)} < \frac{\epsilon}{2}.

Again since \lim_{x \to x_{0}}[f(x)] = A we know there is a \delta_{1} to be found such that: 

|f(x) - A| < \epsilon_{2} whenever 0 < |x - x_0| < \delta_{1}

with \epsilon_{1} = \frac{\epsilon}{1} * \frac{1}{(1+|B|)} < \frac{\epsilon}{2}.

In addition we shall specify that there is at most an “\epsilon-neighborhood of depth \pm1 such that:

|g(x) - B| < 1 whenever 0 < |x - x_{0}| < \delta_{3}

then adding |B| to both sides of the left inequality we get:

|g(x) - B + B| < 1 + |B| = |g(x)| < 1+ |B|

So let our \delta  = min(\delta_{1}, \delta_{2}, \delta_{3}). This covers all cases.

Now recall our triangular inequality, from above:

|f(x)g(x) - AB| \leq  |g(x)| |(f(x) - A)| + |A||(g(x) - B)|

from this we know that

|f(x)g(x) - AB| < |g(x)| |(f(x) - A)| + |A+1||(g(x) - B)|

Now we substitute what we know about \epsilon_{1}, \epsilon_{2} to get:

|f(x)g(x) - AB| < |g(x)| \frac{\epsilon}{2(B+1)} + |A+1|\frac{\epsilon}{2(A+1)}

Finally, we substitute our discovery about the upper bound for |g(x)| to see:

|f(x)g(x) - AB| < |B+1| \frac{\epsilon}{2(B+1)} + |A+1|\frac{\epsilon}{2(A+1)}

Cancelling, it becomes clear:

|f(x)g(x) - AB| < \frac{\epsilon}{2} + \frac{\epsilon}{2} = \epsilon

as desired. This completes the proof since we have shown that |f(x)g(x) - AB| < \epsilon when 0 < |x - x_{0}| < \delta.

Algebraic Properties of Limits: Easy Pieces

In the last post here, we proved that \lim distributes over addition and subtraction. We shall now prove a few easy pieces that will ultimately help us in our attempt to show how \lim behaves when interacting with multiplication and division. Assume \lim_{x \to x_0}[f(x)] = A, we will prove…

  1. \lim_{x \to x_0}[c] = c, for some constant c.
  2. \lim_{x \to x_0}[x] = x_{0}
  3. \lim_{x \to x_0}[cf(x)] = c \lim_{x \to x_0}[f(x)] = cA.
  4. \lim_{x \to x_0}[f(x) - A] = 0

We prove (1) first.

Suppose \epsilon > 0. We want to show that where a function f(x) = c for all x, then we can find a \delta such that |f(x) - c| < \epsilon while 0< |x - x_{0}| < \delta. For this, pick any \delta whatsoever! Since we already know that |c - c | = 0 < \epsilon we are done.

Now we prove (2):

Again we have to specify a function f(x) = x for all x, now suppose \epsilon > 0 and let \delta = \epsilon, so that once we assume 0 < |x - x_{0}| < \delta, then it’s obvious that |f(x) - x_{0}| = |x - x_{0}| < \delta = \epsilon. As desired.

…and finally (3):

There are two cases here (i) where c = 0 and (ii) where c \neq 0. The first case easy since if c  = 0, then \lim_{x \to x_{0}}[cf(x)] = \lim_{x \to x_{0}}[0f(x)] = \lim_{x \to x_{0}}[0], but then by (1) we know that \lim_{x \to x_{0}}[0] = 0 = 0\lim_{x \to x_0}[f(x)]. So we’re done with this case.

Now consider the second case (ii). Let \epsilon > 0. By assumption we know that \lim_{x \to x_0}[f(x)] = A, so there is a number \delta_{1}, such that whenever 0 < |x - x_{0}| < \delta_{1} we have that |f(x) - A| < \epsilon/|c|. Let \delta = \delta_{1}, remember we need to prove that

|c(f(x)) - cA| < \epsilon whenever 0 < |x -x_{0}| < \delta

Assume the latter condition and observe that |c(f(x)) - cA| = |c||f(x) - A| < |c|(\epsilon/|c|) = \epsilon. This ends the proof.

We now prove (4) with the use of the fact that \lim distributes over the difference symbol.

Note that \lim_{x \to x_0}[f(x) - A] = \lim_{x \to x_{0}}[f(x)] - \lim_{x \to x_{0}}[A],

and by assumption \lim_{x \to x_{0}}[f(x)] = A, and by (1) we know that \lim_{x \to c_{0}}[A] = A, so

\lim_{x \to x_{0}}[f(x)] - \lim_{x \to x_{0}}[A] = A - A = 0.

This completes the proof, and this section.