Limits of Functions

The Right handed limit of a function f (x) as x ↓ a is defined as follows :

If given  > 0 however small, ∃ a δ > 0 such that,

|f (x) − `| < , whenever a < x ≤ a + δ

then, ` is called the right-handed limit of f (x) as x ↓ a from above. We

write
lim f (x) = `
x→a+

The Left handed limit of a function f (x) as x ↑ a is defined as follows :

If given  > 0 however small, ∃ a δ > 0 such that,

|f (x) − `| < , whenever a − δ ≤ x < a

then, ` is called the left-handed limit of f (x) as x ↑ a from below. We write

lim f (x) = `
x→a−

IISER
IISER Kolkata
Kolkata J  I
– p.
 Limits of Functions
If both the left and right-handed limits exist and :

lim f (x) = lim f (x) = `

x→a+ x→a−

then we say that

lim f (x) exists and is = `
x→a

Example : Let f (x) = [x]. Then

lim f (x) = 2 but lim f (x) = 1

x→2+ x→2−

Thus
lim f (x) does not exist.
x→2

IISER
IISER Kolkata
Kolkata J  I
– p.
 Theorem on a Sequence of Intervals
Theorem If a sequence of closed intervals In = [an , bn ] be such that
In+1 ⊆ In and lim(bn − an ) = 0 then ∃ one and only one point common
to all the intervals.
Proof : Since In+1 ⊆ In :

a1 ≤ a 2 ≤ . . . ≤ a n . . . b 1 ≥ b2 ≥ . . . ≥ b n . . .

Thus {an } is a monotonically increasing sequence bounded above by b1

and {bn } is a monotonically decreasing sequence bounded below by
a1 , both converge. Let lim{an } = ξ and lim{bn } = η. Then,

lim(bn − an ) = ξ − η = 0 ⇒ ξ = η

This ξ is the upper bound of {an } and lower bound of {bn }, so

an ≤ ξ ≤ bn for all n. Let there be one more such point, say ξ 0 6= ξ. Let
ψ 0 > ψ, then an ≤ ψ < ψ 0 ≤ bn , so bn − an > ψ 0 − ψ 6= 0 for all n. This
contradicts lim(bn − an ) → 0. This ξ is unique.

IISER
IISER Kolkata
Kolkata J  I
– p.
 Condition for existence of a limit
The necessary and sufficient condition for the existence of a finite limit of
f (x) as x → a is that given  > 0 however small, there exists another δ > 0
such that : |f (x1 ) − f (x2 )| <  for every pair x1 , x2 which satisfy the
condition : |x1 − a| ≤ δ and |x2 − a| ≤ δ (that is if x1 , x2 are any two points
other than a, which belong to [a − δ, a + δ]

Proof :

(i) First assume that f (x) → ` as x → a. Then given  > 0 ∃ δ > 0 such
that |f (x) − `| < /2 whenever |x − a| ≤ δ. Now choose two other
points x1 , x2 also in [a − δ, a + δ] :

|f (x1 ) − f (x2 )| ≤ |f (x1 ) − `| + |` − f (x2 )| < /2 + /2 = 

IISER
IISER Kolkata
Kolkata J  I
– p.
 Condition for existence of a limit
(ii) Let us set up a monotonically decreasing sequence {n } and a
corresponding monotonically decreasing sequence {δn }, such that :

|f (x1 ) − f (x2 )| < n , whenever |x1 − a| ≤ δn |x2 − a| ≤ δn

Now write a + δn for x1 and x for x2 to get :

|f (x) − f (a + δn )| < n whenever |x − a| ≤ δn

Thus for all x other than a lying in the interval [a − δn , a + δn ], f (x)

belongs to [f (a + δn ) − n , f (a + δn ) + n ]. Call this interval In its
length is 2n . Since {n } and {δn } are decreasing sequences, these
intervals In+1 ⊆ In . Also the length of the interval 2n → 0. This is
because {n } > 0 is a bounded, decreasing sequence, converging
to its lowest upper bound 0. Thus there is one and only one point `
common to all these intervals.

IISER
IISER Kolkata
Kolkata J  I
– p.
 Condition for existence of a limit
Now choose a m such that for n > m 2n < . So that for n > m :

f (a + δn ) − n ≤ ` ≤ f (a + δn ) + n
Also f (a + δn ) − n < f (x) < f (a + δn ) + n for |x − a| ≤ δn

So, |f (x) − `| < 2n <  for |x − a| < δn .

So, lim f (x) = ` as x → a.

IISER
IISER Kolkata
Kolkata J  I
– p.
 The Heine-Borel Theorem
Theorem Let a, b ∈ <, and let I be a family of open intervals covering [a, b] (that
is ∀x ∈ [a, b], ∃ I ∈ I such that x ∈ I). Then we can find a finite number of open
intervals I1 , I2 , . . . In such that k=1 Ik ⊃ [a, b].
Sn

Proof : Let the theorem be untrue. That is a open cover of a closed interval does
not admit of a finite sub-cover. Take c = (a + b)/2. The theorem must be untrue
for at least one of [a, c] and [c, b]. If the theorem was true for both, then there will
be a finite subcover I 0 of [a, c] and another I ” for [c, b]. Then I ’∪I ” will cover
[a.b], this we have assumed to be untrue.
Let [a, c] be the one not admitting of a finite sub-cover. Again choose
d = (a + c)/2 and in a similar argument let [a, d] not admit of a sub-cover. In this
way we generate a set of closed intervals C1 , C2 , . . . Cn such that Cn+1 ⊆ Cn
and the length of these closed intervals is (b − a)/2n → 0 as n → ∞. Then there
exists only one point ξ common to all the intervals (note a ≤ ξ ≤ b). Since ξ
belongs to [a, b] there must exist a Ip ∈ I to which ξ belongs. Also, then there is a
m such that Cm ⊂ Ip . So Cm admits of a finite cover. This is impossible.

So our assumption is untrue. The theorem must be true.

IISER
IISER Kolkata
Kolkata J  I
– p.
 Continuity of a Function
A function f : < → < is said to be continuous at x0 ∈ < if given
ε > 0 ∃δ > 0 such that

|f (x) − f (x0 )| <  whenever |x − x0 | < δ

If f : [a, b] → < is continuous and f (x0 ) 6= 0, then ∃ m > 0 and a δ > 0

such that for all |x − x0 | < δ we have |f (x)| > m.

Proof : Let |f (x0 )| = 2m > 0. Since f (x) is continuous, ∃ δ > 0 such that
for all |x − x0 | < δ we have |f (x) − f (x0 )| < m. But :

||f (x)| − |f (x0 )|| ≤ |f (x) − f (x0 )| < m

This means : |f (x0 )| − m < |f (x)| < |f (x0 )| + m. The left hand inequality
proves the theorem.

IISER
IISER Kolkata
Kolkata J  I
– p.
 Continuity of a Function
If f : < → < is continuous at x0 ∈ < then the sequence {f (xn )} converges to
f (x0 ) whenver {xn } converges to x0 and conversely.

Proof : Since f (x) is continuous at x0 , given  > 0 ∃δ > 0 such that

|f (x) − f (x0 )| <  whenever |x − xo | < δ.

Also, since the sequence {xn } converges to x0 , given 0 > 0 ∃m such that
∀n > m |xn − x0 | < 0 .

Thus for n > m0 > m |xn − x0 | < δ < 0 ⇒ |f (xn ) − f (x0 )| < .

Conversely, suppose {f (xn )} converges to f (x0 ) and {xn } converges to x0 , but

f (x) is discontinuous at x0 . This means that however small δ > 0 we may choose,
we always have |f (x) − f (x0 )| > , whenever |x − x0 | < δ; that is for all x in any
neighbourhood of x0 , f (x) is not in a neighbourhood of f (x0 ). Let us now take
n > m such that |xn − x0 | < δ, Convergence gives |f (xn ) − f (x0 )| < . This
violates the previous statement, we have found points in the neighbourhood of
x0 for which f (x) is in a neighbourhood of f (x0 ). Our assumption is untrue, f (x)
has got to be continuous.

IISER
IISER Kolkata
Kolkata J  I
– p.
 Intermediate Value Theorem
If f : < → < is continuous in a < x < b and f (x1 ) > 0 and f (x2 ) < 0 where
x1 , x2 ∈ [a, b], then ∃ x0 ∈ a < x < b lying between x1 and x2 at which
f (x0 ) = 0

Proof Without loss of generality let us take f (x1 ) > 0 and f (x2 ) < 0 (othersie
replace f (x) by -f (x)). Take y = (x1 + x2 )/2.
If f (y) = 0 then x0 = y and we have proved the theorem.
If not, for f (y) > 0 write a1 = y and b1 = x2 ; for f (y) < 0 write a1 = x1 and b1 = y :
so again f (a1 ) > 0 and f (b1 ) < 0.
Again bisect z = (a1 + b + 1)/2, if f (z) = 0 then z = x0 and we have proved the
theorem. If not for f (z) > 0 write a2 = z and b2 = b1 ; for f (z) > 0 write a2 = a1
and b2 = z. We carry out this process and generate a monotonically decreasing
sequence {an } bounded above by x2 and a monotonically increasing
sequence {bn } bounded below by x1 . Also bn − an = (x2 − x1 )/2n → 0 as
n → ∞. Thus, The nested intervals [an , bn ] then have one and only one point
common to all of them, call this point x0 . Since for all an f (an ) > 0

lim f (an ) = f (x0 ) ≥ 0, similarly lim f (bn ) = f (x0 ) ≤ 0

n→∞ n→∞

This implies f (x0 ) = 0. We have located the point x0 .

IISER
IISER Kolkata
Kolkata J  I
– p. 1
 Intermediate Value Theorem
Corollary : If f : < → < is continuous in an interval a < x < b and takes the values
f (x1 ) 6= f (x2 ) at two dintinct points within the interval, then it takes all values c
lying between f (x1 ) and f (x2 ) at at least one point x0 lying between x1 and x2 .

Simply replace f (x) in the above theorem by f (x) − c and the proof follows
trivially.

IISER
IISER Kolkata
Kolkata J  I
– p. 1