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PROOF 39

Prove.

The ε-δ definition of the limit

On the real numbers ℝ.

A way to read this proof

First separate what is assumed from what is to be proved. At each step, ask which definition or earlier result permits the move. If it is unclear, return to that premise rather than skipping to the conclusion.

Definition D1

lim(x→c) f(x) = L means the following. For every ε > 0 there is a δ > 0 such that |f(x) − L| < ε for every x with 0 < |x − c| < δ.

Proof.

(1)ε is given first, and δ is chosen afterward. δ may depend on ε.convention
(2)Swapping the order of the two quantifiers gives a different meaning. The definition includes this order.convention
(3)The condition 0 < |x − c| excludes x = c. The value f(c) does not enter this definition.convention

∎

Lemma L1

If δ > 0, then there exists an x satisfying 0 < |x − c| < δ.

Proof.

(1)Set x = c + δ/2.convention
(2)x − c = δ/2(1), A13
(3)0 < δ/2assumption, A6
(4)|x − c| = |δ/2| = δ/2(2), (3), A3
(5)δ/2 + δ/2 = δA7
(6)δ/2 < δ/2 + δ/2 = δ(3), (5), A8
(7)0 < |x − c| < δ(3), (4), (6)

∎

Theorem T

If lim(x→c) f(x) = L₁ and lim(x→c) f(x) = L₂, then L₁ = L₂.

Proof.

(1)Suppose L₁ ≠ L₂.assumption
(2)L₁ − L₂ ≠ 0, so |L₁ − L₂| ≠ 0 and 0 < |L₁ − L₂|.(1), A5, A4, A3
(3)Set ε = |L₁ − L₂|/2. Then 0 < ε.(2), A6
(4)For this ε there is a δ₁ > 0 such that 0 < |x−c| < δ₁ implies |f(x) − L₁| < ε.assumption, (3), D1
(5)For the same ε there is a δ₂ > 0 such that 0 < |x−c| < δ₂ implies |f(x) − L₂| < ε.assumption, (3), D1
(6)Set δ = min(δ₁, δ₂). δ is δ₁ or δ₂, so 0 < δ.(4), (5), A15
(7)Pick an x with 0 < |x − c| < δ.(6), L1
(8)δ ≤ δ₁ and δ ≤ δ₂, so that x satisfies the conditions of both (4) and (5).(6), (7), A15, A9
(9)|f(x) − L₁| < ε and |f(x) − L₂| < ε.(4), (5), (8)
(10)|L₁ − f(x)| = |−(f(x) − L₁)| = |f(x) − L₁|A14, A2
(11)(L₁ − f(x)) + (f(x) − L₂) = L₁ − L₂A12
(12)|L₁ − L₂| ≤ |L₁ − f(x)| + |f(x) − L₂|(11), A1
(13)|L₁ − f(x)| + |f(x) − L₂| < ε + ε(9), (10), A11
(14)ε + ε = |L₁ − L₂|(3), A7
(15)|L₁ − L₂| < |L₁ − L₂|(12), (13), (14), A9
(16)This does not hold. Therefore L₁ = L₂.(15), A10

∎

Corollary C

The symbol lim(x→c) f(x) refers to a single value.

Proof.

(1)There cannot be two L satisfying D1.T
(2)If such an L exists, it is unique, so the name lim(x→c) f(x) can be attached to it.(1), D1

∎

Remark

Can A1 be removed from this proof?

D1 handles only the distance between f(x) and a single L. Check which line handles the distance between the two limit values.