To simplify the rest of the proofs about limits and derivatives

we shall use the

“Little-Oh” Notation: f (x) = o g(x)
if, for any  > 0,
there is a δ > 0 such that | f (x) | ≤  | g(x) |
whenever 0 < |x − c| < δ, if we are working with x → c,
whenever 0 < x − c < δ, if we are working with x → c+,
whenever N < x, if we are working with x → ∞, etc.

This will usually mean that f (x) is negligible compared to g(x)

if x is close enough to c.

Example: f (x) = o(1) is another way to write lim f (x) = 0.

o(1) will be used as a symbol for any function with limit 0.
Indeed, lim f (x) = 0 is equivalent to f (x) = o(1) ,
since lim f (x) = 0
is equivalent to | f (x) − 0 | ≤ ,
is equivalent to | f (x) | ≤  | 1 |,
is equivalent to f (x) = o(1)

Also, lim f (x) = L is equivalent to f (x) = L + o(1) ,

since lim f (x) = L
is equivalent to lim f (x) − L = 0


is equivalent to lim f (x) − L = 0
is equivalent to f (x) − L = o(1)
is equivalent to f (x) = L + o(1)
Some Convenient Conventions:
Equations with “Little Oh”s will usually be if-then implications
with the “if” part on the left and the “then” part on the right.

If two or more o(1)’s appear in an equation,

they will usually represent different functions which approach 0.

Some Easy-to-Use Rules:

±o(1) = o(1)

o(1) ± o(1) = o(1) Translation: f (x) ± g(x) → 0

if f (x) → 0 and g(x) → 0.
(This was proven earlier with epsilons and deltas .)


Factoring: o g(x) = o(1)g(x)


If f (x) were such an o g(x) ,  f (x)

if g(x) 6= 0,
write f (x) = h(x)g(x), where h(x) = g(x)
0

if g(x) = 0.


To see that h(x) = o(1), recall that f (x) = o g(x) ,
was defined as| f (x) | ≤  | g(x) | .

 f (x)  ≤  if g(x) 6= 0,

  
 g(x) 
This means that | h(x) | =
0

≤  if g(x) = 0.
Since we have | h(x) | ≤ , either way,
we also have h(x) = o(1).
You have just seen the proof of


Factoring: o g(x) = o(1)g(x)


(In other words, you can always factor a g(x) out of any o g(x) .)

Conversely, if f (x) = o(1)g(x)

then we can write | f (x) | ≤  | g(x) |,


which means that f (x) = o g(x) .


Unfactoring: o(1)g(x) = o g(x) .
If g(x) never equals zero when x is near–but not equal to–0,

f (x)
then f (x) = o g(x) simply means that approaches 0.
g(x)
(Some books use this as the definition of “Little Oh”.)

Examples:
x2
x2 = o(x) (as x → 0), since approaches 0;
x
x3
x3 = o(x2) (as x → 0), since approaches 0;
x2
x3
x3 = o(x) (as x → 0), since approaches 0;
x
− x1
− x1 e
e = o(xn) (as x → 0+), since approaches 0.
xn
More Examples:
(x − 1)2
(x − 1)2 = o(x − 1) (as x → 1), since → 0;
x−1
1
1 x 1
= o(1) (as x → ∞), since = → 0;
x 1 x
1
1 1 1
 
x 2
=o (as x → ∞), since = → 0;
x2 x 1 x
x
1
1 x 2 1
= o(1) (as x → ∞), since = 2 → 0;
x2 1 x
If h(x) were bounded for x near c, i.e. if |h(x)| ≤ some M ,



then we would have Absorbtion: h(x)o g(x) = o g(x) .


To see this, choose any  > 0. You will also have >0

M
Let f (x) equal whatever the o g(x) represents.


f (x) = o g(x)

|f (x)| ≤ |g(x)|
M

|h(x)||f (x)| ≤ M |g(x)|
M
|h(x)f (x)| ≤ |g(x)|


h(x)f (x) = o g(x)



h(x)o g(x) = o g(x)


L · o(1) = o(1) o(1) · o(1) = o(1) L + o(1) o(1) = o(1)
Some More Easy-to-Use Rules:

If h is bounded, o h(x)g(x) = o g(x)



since o h(x)g(x) = h(x)o g(x) , by factoring,


= o g(x) , by absorption.

o bounded h(x) = o(1)
since the g(x) above could be the constant 1.

o any constant L = o(1) since a constant function is bounded.

o o(1) = o(1) since the o(1) on the left is bounded.

o L + o(1) = o(1) by adding the last two rules.
 1
= 1 + o(1).
1 + o(1)


1 1 − 1 + o(1) 1 − 1 − o(1)
Proof: −1= =
1 + o(1) 1 + o(1) 1+ o(1)
o(1) 1 1
= = o(1) = o = o(1),
1 + o(1) 1 + o(1) 1 + o(1)
1
since the fraction is locally bounded,
1 + o(1)

because whenever x is close enough to c

1
we can have |o(1)| smaller than , so that we also have
2
1 1 1 3 2 1
− < o(1) < , < 1+o(1) < , and < < 2.
2 2 2 2 3 1 + o(1)
 Rules for “Little-Oh” Notation
1. ±o(1) = o(1), o(1) ± o(1) = o(1).

2. o(1) · g(x) = o g(x) , o g(x) = o(1) · g(x).

3. If h(x) is bounded (|h(x)| ≤ M ) then we have

h(x) · o g(x) = o g(x) , o h(x)g(x) = o g(x) ,


h(x) · o(1) = o(1), o h(x) = o(1),
constant L · o(1) = o(1), o(L) = o(1)


o(1) · o(1) = o(1), o o(1) = o(1)



L + o(1) · o(1) = o(1), o L + o(1) = o(1)
1
4. = 1 + o(1).
1 + o(1)
 Rules for Limits
Assume that f and g already have limits as x → c, c± or ±∞.

1. lim f (x) + g(x) = lim f (x) + lim g(x).
Proof: If f (x) = L + o(1),
and if g(x) = M + o(1),
then f (x) + g(x) = L + M + o(1) + o(1)
= L + M + o(1).


2. lim f (x) − g(x) = lim f (x) − lim g(x).
Proof: If f (x) = L + o(1),
and if g(x) = M + o(1),
then f (x) − g(x) = L − M + o(1) − o(1)
= L − M + o(1).


3. lim f (x) · g(x) = lim f (x) · lim g(x).

Proof: If f (x) = L + o(1),

and if g(x) = M + o(1),



then f (x) · g(x) = L + o(1) · M + o(1)
=L·M
+ L · o(1)
+ M · o(1)
+ o(1) · o(1),
f (x) · g(x) = L · M + o(1) + o(1) + o(1)
so that, finally,
f (x) · g(x) = L · M + o(1).
 1 1
4. lim = , if lim g(x) 6= 0.
g(x) lim g(x)

Proof: If g(x) = M + o(1), with M 6= 0,

1 1 1
then = =
o(1)
 
g(x) M + o(1)
M 1+
M
1 1 1
=
= ·
M 1 + o(1) M 1 + o(1)
1   1 1
= · 1 + o(1) = + · o(1),
M M M
1 1
so that = + o(1).
g(x) M
 f (x) lim f (x)
4 12 . lim = , if lim g(x) 6= 0.
g(x) lim g(x)

f (x) 1
Proof: lim = lim f (x) ·
g(x) g(x)
1
= lim f (x) · lim
g(x)
1
= lim f (x) ·
lim g(x)
lim f (x)
=
lim g(x)
 A Limit, lim f (x) = L, in Terms of δ ’s and  ’s
x→c

For any  > 0, there is a δ > 0 (depending on , f and c)

such that 0 < | x − c | < δ would imply | f (x) − L | < .
↑ This requires that x 6= c.
Continuity, lim f (x) = f (c), in Terms of δ ’s and  ’s
x→c

For any  > 0, there is a δ > 0 (depending on , f and c)

such that | x − c | < δ would imply | f (x) − f (c) | < .
↑ This doesn’t.
This definition does not require 0 < | x − c |.
Even if we had 0 = | x − c |, we would then have x = c,
which would imply that f (x) = f (c)
and | f (x) − f (c) | = 0 < , anyway.
 Limits in “Little-Oh” Notation
If we have lim f (x) = L,
x→c
then we can write f (x) = L + o(1) (when x → c, x 6= c).

Continuity in “Little-Oh” Notation

If, moreover, we have lim f (x) =f (c), then f is continuous at c,
x→c
and we can write f (x) =f (c) + o(1) (when x → c).
Since we also have: f (x) =f (c), (when x = c),
we can also write f (c+o(1)) =f (c) + o(1)
(whether x → c or x = c).
 Continuity Examples in “Little-Oh” Notation
f (c + o(1)) = f (c) + o(1) :

2 2

2
c + o(1) = c + 2c · o(1) + o(1)
= c2 + o(1) + o(1)
= c2 + o(1);

3 3 2

2
3
c + o(1) = c + 3c · o(1) + 3c · o(1) + o(1)
= c3 + o(1) + o(1) + o(1)
= c3 + o(1); and, if c 6= 0,
1 1 1 1 1 1
=   = =
c + o(1) o(1) c o(1) c 1 + o(1)
c 1+ 1+
c c
1
1 o(1) 1
= 1 + o(1) = + = + o(1)
c c c c
 Rules for Continuity
We assume here that f and g are continuous at c,
i.e., that: lim f (x) = f (c) and that lim g(x) = g(c).
x→c x→c

1. A sum of continuous functions is continuous.

Proof: lim (f (x)+g(x)) = lim f (x)+lim g(x) = f (c)+g(c).
x→c x→c x→c

Proof: If f (c + o(1)) = f (c) + o(1),

and if g(c + o(1)) = g(c) + o(1),
then f (c + o(1)) + g(c + o(1)) = f (c) + g(c) + o(1) + o(1)
= f (c) + g(c) + o(1).
(f + g)(c + o(1)) = (f + g)(c) + o(1)
 2. A difference of continuous functions is continuous.
(f − g)(c + o(1)) = (f − g)(c) + o(1)

Proof: lim (f (x)−g(x)) = lim f (x)−lim g(x) = f (c)−g(c).

x→c x→c x→c

Proof: If f (c + o(1)) = f (c) + o(1),

and if g(c + o(1)) = g(c) + o(1),
then f (c + o(1)) − g(c + o(1)) = f (c) − g(c) + o(1) + o(1)
= f (c) − g(c) + o(1).
(f − g)(c + o(1)) = (f − g)(c) + o(1)
 3. A product of continuous functions is continuous.
(f · g)(c + o(1)) = (f · g)(c) + o(1)

Proof: lim (f (x)·g(x)) = lim f (x)· lim g(x) = f (c)·g(c).

x→c x→c x→c
Proof:



f (c + o(1)) · g(c + o(1)) = f (c) + o(1) · g(c) + o(1)
= f (c) · g(c)
+ f (c) · o(1)
+ g(c) · o(1)
+ o(1) · o(1),
f (c + o(1)) · g(c + o(1)) = f (c) · g(c) + o(1) + o(1) + o(1)
(f · g)(c + o(1)) = (f · g)(c) + o(1)
The reciprocal of a nonzero continuous function is continuous.
1 1 1
Proof: lim = = , if g(c) 6= 0.
x→c g(x) lim g(x) g(c)
x→c
1 1 1
Proof:
= =
o(1)
 
g c + o(1) g(c) + o(1)
g(c) 1 +
g(c)
1 1 1
=
= ·
g(c) 1 + o(1) g(c) 1 + o(1)
1   1 1
= · 1 + o(1) = + · o(1),
g(c) g(c) g(c)
1 1
so that
= + o(1).
g c + o(1) g(c)
 4. A quotient of continuous functions is continuous,
wherever the denominator is nonzero.
f f
   


c + o(1) = (c) + o(1)
g g

Proof:
 f (x)  limx→c f (x) f (c)
lim = = , if g(c) 6= 0.
x→c g(x) limx→c g(x) g(c)
Another Proof:

f f c + o(1) 1
 



c + o(1) =
= f c + o(1)

g g c + o(1) g c + o(1)
1
   
= f (c) + o(1) · + o(1)
g(c)
1
= f (c) + f (c)o(1)
g(c)
1
+ o(1) + o(1) · o(1)
g(c)
f (c)
= + o(1) + o(1) + o(1)
g(c)
f
 
= (c) + o(1)
g