Limit Es
Limit Es
0.1    Generalities
A real function f : R → R assigns for the independent variable x ∈ R at most one value y ∈ R. Usually
 write y = f (x). The set Df = {x ∈ R : f (x)2 is defined}
we                                                             is called the domain of f and the set f (Df ) =
  f (x) : x ∈ Df is the range of f. The subset of R , Γ (f ) = (x, f (x)) , x ∈ Df is the graph of the function f.
This graph may be sketched in the xy-coordinate plane, using y =  f (x). In other words, with each pair (x, f (x))
                                                                        x
is associated a point M in xy-coordinate plane having coordinates f (x) .
Definition 1 Let f : Df → R be a function where its domain Df is symmetric about 0. f is said to be even if for
all x ∈ Df , f (−x) = f (x), and it is said to be odd if for all x ∈ Df , f (−x) = −f (x).
    Geometric interpretation :
    If f is even, then its graph Γ (f ) is symmetric about y-axis, and if f is odd, then Γ (f ) is symmetric about the
origin O.
    In other words, if M is the point in the plane having its coordinates (x, f (x)) with x ∈ Df and M 0 is the point
in the plane having its coordinates (−x, f (−x)) , then f is even leads to M 0 is the symmetric of M relatively to
the y−axis, and f is odd leads to M 0 is the symmetric of M relatively to the origin of the plane O.
Examples 2
Definition 7 Let λ be a real number, I be an interval of R and let f and g be two functions defined on I. The
                               f
functions λf, f + g, f · g, and are defined for any x ∈ I by
                               g
                                         (λf ) (x) = λf (x),
                                         (f + g) (x) = f (x) + g(x),
                                         (f · g) (x) = f (x) · g(x),
                                         f         f (x)
                                           (x) =         , whenever g(x) 6= 0.
                                         g         g(x)
Definition 8 Let f : I → R and g : J → R be two functions such that f (I) ⊂ J. The composition of f by g is
the function denoted by g ◦ f and defined on I by g ◦ f (x) = g(f (x)).
Definition 9 Let I and J be two subsets of R with J ⊂ I and let f : I → R be a function defined on I. The
function fJ : J → R defined on J by fJ (x) = f (x) for all x ∈ J, is called the restriction of f to the subset J and
the function f is called an extension of fJ to the set I.
Definition 10 Let f : I → R be a function defined on the interval I. f is said to be a piece function if there
is n functions fi : Ii → R where the intervals I1 , ..., In satisfy ∪i=n
                                                                     i=1 Ii = I and Ik ∩ Ij = ∅ if k 6= l such that
f (x) = fi (x) if x ∈ Ii .
0.2 Limits
0.2.1 Definitions
Definition 12 Let f : R → R be a function and let a be a real number. The function f is said to be defined
  2. f has +∞ as a limit when x tends to a if f is defined in neighborhood of a and for all A > 0 there exists
     δ > 0 such that for all x ∈ R r {a} , |x − a| < δ implies f (x) > A. In this case we write lim f (x) = +∞.
                                                                                                     x→a
  3. f has −∞ as a limit when x tends to a if f is defined in neighborhood of a and for all A > 0 there exists
     δ > 0 such that for all x ∈ Rr{a} , |x − a| < δ implies f (x) < −A. In this case we write lim f (x) = −∞.
                                                                                                        x→a
  4. f has l ∈ R as a limit when x tends to a by great values if f is defined at right of a and for all  > 0 there
     exists δ > 0 such that for all x ∈ R, 0 < x−a < δ implies |f (x) − l| < . In this case we write lim f (x) = l
                                                                                                               >
                                                                                                              x→a
     or lim+ f (x) = l.
          x→a
  5. f has l ∈ R as a limit when x tends to a by least value if f is defined at left of a and for all  > 0 there exists
     δ > 0 such that for all x ∈ R, 0 < a − x < δ implies |f (x) − l| < . In this case we write lim f (x) = l ou
                                                                                                         <
                                                                                                        x→a
     lim f (x) = l.
     x→a−
  6. f has +∞ as a limit when x tends to a by great values if f is defined at right of a and for all A > 0 there
     exists δ > 0 such that for all x ∈ R, 0 < x − a < δ implies f (x) > A. In this case we write lim f (x) = +∞
                                                                                                         >
                                                                                                        x→a
     or lim+ f (x) = +∞.
          x→a
  7. f has +∞ as a limit when x tends to a by least values if f is defined at left of a and for all A > 0 there exists
     δ > 0 such that for all x ∈ R, 0 < a − x < δ implies f (x) > A. In this case we write lim f (x) = +∞ or
                                                                                                    <
                                                                                                  x→a
     lim f (x) = +∞.
     x→a−
  8. f has −∞ as a limit when x tends to a by great values if f is defined at right of a and for all A > 0
     there exists δ > 0 such that for all x ∈ R, 0 < x − a < δ implies f (x) < −A. In this case we write
     lim f (x) = −∞ or lim+ f (x) = −∞.
      >                   x→a
     x→a
  9. f has −∞ as a limit when x tends to a by least values if f is defined at left of a and for all A > 0 there exists
     δ > 0 such that for all x ∈ R, 0 < a − x < δ implies f (x) < −A. In this case we write lim f (x) = −∞ or
                                                                                                    <
                                                                                                  x→a
     lim f (x) = −∞.
     x→a−
  • +∞ as a limit when x tends to +∞ if f is defined in a neighborhood of +∞ and for all A > 0 there exists
    B > 0 such that for all x ∈ R, x > B implies f (x) > A. In this case we write lim f (x) = +∞.
                                                                                         x→+∞
  • l ∈ R as a limit when x tends to +∞ if f is defined in a neighborhood of +∞ and for all  > 0 there exists
    B > 0 such that for all x ∈ R, x > B implies |f (x) − l| < . In this case we write lim f (x) = l.
                                                                                             x→+∞
  • −∞ as a limit when x tends to +∞ if f is defined in a neighborhood of +∞ and for all A > 0 there exists
    B > 0 such that for all x ∈ R, x > B implies f (x) < −A. In this case we write lim f (x) = −∞.
                                                                                           x→+∞
  • +∞ as a limit when x tends to −∞ if f is defined in a neighborhood of −∞ and for all A > 0 there exists
    B > 0 such that for all x ∈ R, x < −B implies f (x) > A. In this case we write lim f (x) = +∞.
                                                                                           x→−∞
  • l ∈ R as a limit when x tends to −∞ if f is defined in a neighborhood of −∞ and for all  > 0 there exists
    B > 0 such that for all x ∈ R, x < −B implies |f (x) − l| < . In this case we write lim f (x) = l.
                                                                                                x→−∞
  • −∞ as a limit when x tends to −∞ if f is defined in a neighborhood of −∞ and for all A > 0 there exists
    B > 0 such that for all x ∈ R, x < −B implies f (x) < −A. In this case we write lim f (x) = −∞.
                                                                                             x→−∞
Theorem 15 The limit is unique.
Proof. Let f : R → R be a function and without loss of generality suppose that f has two finite limits l1 and
l2 when x tends to a. For  > 0, there is a neighborhood V of a, such that for all x ∈ R, x ∈ V , implies
|f (x) − l1 | <  and |f (x) − l2 | < . Hence, for any x ∈ V , we have
                                     |l1 − l2 | ≤ |f (x) − l1 | + |f (x) − l2 | ≤ 2.
Since  is arbitrary, we conclude that l1 = l2 .
Remark 16 Let f : R → R be a function defined in a neighborhood of a ∈ R. Notice that lim f (x) = l if and
                                                                                                    x→a
only if lim+ f (x) = lim− f (x) = l.
        x→a          x→a
Theorem 17 Let f : R → R a function defined in a neighborhood of a. Then lim f (x) = l if and only if for any
                                                                                        x→a
sequence (xn ), lim xn = a implies lim f (xn ) = l.
Proof. Suppose that lim f (x) = l and let (xn ) be a sequence such that lim xn = a. Without loss of generality
                      x→a
suppose that a, l ∈ R. Let  > 0, there exists δ > 0 such that for all x ∈ R, 0 < |x − a| ≤ δ implies
|f (x) − l| ≤ . Since lim xn = a, there exists nδ ∈ N such that |xn − a| ≤ δ for all n ≥ nδ . This leads to
|f (xn ) − l| ≤  for all n ≥ nδ . Hence we have proved that lim f (xn ) = l.
    Suppose now that for any sequence (xn ) with lim xn = a, we have lim f (xn ) = l and let us prove that
lim f (x) = l. By the contrary, suppose lim f (x) 6= l. There exists 0 > 0 such that for all n ∈ N there is
x→a                                          x→a
un such that |un − a| ≤ n1 and |f (un ) − l| > 0 . Thus we checked a sequence (un ) such that lim un = a and
lim f (un ) 6= l. This contradicts the hypothesis in the theorem.
Proposition 19 Let f : R → R be a function defined in a neighborhood of a. Then, lim f (x) = l ∈ R if and only
                                                                                              x→a
if lim |f (x) − l| = 0.
  x→a
Proof. For any sequence (xn ) satisfying lim xn = a, Proposition 2.9 of chapter real sequences, claim that
lim f (xn ) = l if and only if lim |f (xn ) − l| = 0. The proposition is proved.
Proposition 20 Let f and g be two functions defined in a neighborhood V of a such that f (x) ≤ g (x) for all
x ∈ V. If lim f (x) and lim g (x) exist then lim f (x) ≤ lim g (x) .
          x→a             x→a                x→a           x→a
Proof. For any sequence (xn ) ⊂ V such that lim xn = a, we have f (xn ) ≤ g (xn ) , Proposition 2.10 of chapter
real sequences, claim that lim f (xn ) = lim f (x) ≤ lim g (xn ) = lim g (x) . The proposition is proved.
                                           x→a                         x→a
Proposition 21 Let f, g and h be three functions defined in a neighborhood V of a such that g (x) ≤ f (x) ≤
h (x) for all x ∈ V. Iflim g(x) and lim h (x) exist and lim g(x) = lim h (x) , then lim f (x) exists and lim f (x) =
                       x→a           x→a                  x→a          x→a                x→a             x→a
lim g (x) = lim h (x) .
x→a           x→a
Proof. For any sequence (xn ) ⊂ V with lim xn = a, we have f (xn ) ≤ g (xn ) . Proposition 2.11 of chapter real
sequences, claim that
                               lim f (xn ) = lim f (x) ≤ lim g (xn ) = lim g (x) .
                                                   x→a                       x→a
Ending the proof.
                                                                 1  sin x   1
   Example : We have −1 ≤ sin x ≤ 1 for all x ∈ R. So we obtain − ≤       ≤   if x > 0. Since
                                                                 x    x     x
                                  sin x
 lim − x1 = lim x1 = 0 we get lim
         
                                        = 0.
x→+∞         x→+∞            x→+∞ x
Proposition 22 Let f : R → R be a function defined in a neighborhood of a. If lim f (x) = l, then lim |f (x)| =
                                                                                  x→a               x→a
|l| . The reciprocal is true only if l = 0.
Proof. Indeed, 0 ≤ ||f (x)| − |l|| ≤ |f (x) − l| and the result becomes from the above proposition. If l = 0, we
have ||f (x)| − |l|| = ||f (x)|| = |f (x)| . The reciprocal is false because if one considers the function f (x) =
(−1)E(x) , lim |f (x)| = 1 but lim f (x) does not exist (lim f (x) = −1 and lim f (x) = 1).
           x→1                   x→1                     >
                                                        x→1
                                                                             <
                                                                            x→1
Proposition 23 ( Algebraic operations ) Let λ ∈ R and let f, g : R → R be two functions defined in a neighbo-
rhood of a such that lim f (x) = l and lim g(x) exist. We have then
                     x→a                 x→a
                                 
                                  λl, if l ∈ R,
                                 
                                     0, if λ = 0 and l = ±∞,
             1) lim (λf (x)) =       +∞, if l = +∞ and λ > 0 or l = −∞ and λ < 0,
                x→a              
                                     −∞,  ( if l = −∞ et λ > 0 or l = +∞ et λ < 0.
                                 
                                              l + k, if l, k ∈ R,
             2) lim (f (x) + g (x)) = +∞, if l 6= −∞ et k = +∞ or l = +∞ et k 6= −∞,
                x→a
                                         −∞, if l 6= +∞ et k = −∞ or l = −∞ et k 6= +∞..
                                           l · k, if l, k ∈ R,
                                                        l > 0 and k = +∞ or l = +∞ and k > 0
                                            +∞, if or l < 0 and k = −∞ or l = −∞ and k < 0,
                                        
             3) lim (f (x) · g (x)) =
                x→a
                                         −∞, if l > 0 and k = −∞ or l = −∞ and k > 0
                                        
                                        
                                                         or l < 0 and k = +∞ or l = +∞ and k < 0.
                                  l
                              
                              
                                   , if l ∈ R and k ∈ R∗ ,
                              
                                 k
                    f (x)                   l > 0 and k = 0+ or l < 0 if k = 0− or
             4) lim         =    +∞ if l = +∞ and k > 0 or l = −∞ if k < 0,
                x→a g (x)     
                                                                 +               −
                               −∞, if l < 0 and k = 0 or l > 0 if k = 0
                              
                              
                              
                                               l = −∞ and k > 0 or l = +∞ if k < 0.
Proof. The proposition is obtained directly from Theorem 17 and Proposition 2.16 of chapter real sequences.
                                       0 ∞
Remark 24 The cases ∞ − ∞, 0 · ∞, et           are called undefined forms. The fact that they are avoid by the
                                       0 ∞
above proposition does not mean that we can not compute them. There is useful technics for such situations, see
the following exercise.
Exercice 1 Compute the following limits.
                        √                √
          x2 + 1          x−1                  √ 
   lim 3          , lim         , lim      x+1− x .
  x→+∞ x + x + 2 x→1 x − 1        x→+∞
   Solutions :                                                           
                                        2    1                           1
                                   x 1+ 2                           1+ 2
             x2 + 1                         x                1          x
   1. lim 3            = lim                     = lim                      = 0 · 1 = 0.
      x→+∞ x + x + 2     x→+∞             1    2       x→+∞ x         1     2
                                x3 1 + 2 + 3                     1+ 2 + 3
                                         x     x                     x      x
          √              √        √        
            x−1            x−1       x+1                 (x − 1)                1        1
   2. lim         = lim           √        = lim            √        = lim √        = .
      x→1 x − 1     x→1 (x − 1)     x+1         x→1 (x − 1)    x+1        x→1 x + 1      2
                                      √          √  √            √ 
             √         √                x+1− x          x+1+ x                        1
   3. lim      x + 1 − x = lim                 √         √              = lim √            √ = 0.
      x→+∞                     x→+∞              x+1+ x                    x→+∞   x+1+ x
   Some standard limits :
   You have already seen the following limits.
                                    sin x          ln x            ln (1 + x)
                                 lim      = 1, lim      = 0 et lim            = 1.
                                 x→0 x        x→+∞ x           x→0      x
Exercice 2 Compute the following limits.
                                                          1
       1 − cos2 x       x sin x − cos x + 1
   lim            , lim                     , lim (1 + x) x .
   x→0    x2        x→0          x2           x→0
   Solution :
                                                      2
          1 − cos2 x         sin2 x
                                             
                                                sin x
   1. lim             = lim 2 = lim                       = 1.
      x→0      x2       x→0 x            x→0      x
                                                                                                        
          x sin x − cos x + 1             x sin x 1 − cos x                  sin x (1 − cos x) (1 + cos x)
   2. lim                      = lim               +                = lim           +
      x→0          x2             x→0        x2           x2          x→0      x          x2 (1 + cos x)
             sin x 1 − cos2 x                                        1 − cos2 x
                                            
                                       1                sin x                           1                1 3
   = lim          +        2
                                                =  lim        +  lim       2
                                                                                 lim           =1+1· = .
      x→0      x         x       1 + cos x         x→0 x         x→0     x      x→0 1 + cos x            2 2
                  1                                              
                                   ln(1+x)                  ln(1+x)
   3. lim (1 + x) x = lim exp         x
                                             = exp lim x              = exp(1) = e.
        x→0             x→0                        x→0
Theorem 25 Let f : (a, b) → R be a monotonic function, then the limits lim f (x) and limf (x) exist.
                                                                              >              <
                                                                             x→a          x→b
Proof. Suppose that f is nondecreasing (in the case f is nonincreasing we consider the function−f ). Let F =
{f (x), a < x < b} . We distinguish two cases.
   1st case. F is upper bounded and set l = sup F. For any  > 0 there is x ∈ ]a, b[ such that f (x ) > l − .
Since f is nondecreasing we conclude that for all x ∈ ]x , b[
                                          l −  < f (x ) ≤ f (x) < l + ,
that is limf (x) = l.
         <
        x→b
   2nd case. F is not upper bounded. In this case for all A > 0 there exists xA ∈ ]a, b[ such that f (xA ) > A. Since
f is nondecreasing we conclude that for all x ∈ ]xA , b[ , f (x) > A. This means that limf (x) = +∞.
                                                                                         <
                                                                                        x→b
                                              ln x                     ln x                     1 − ln x
Examples 26 Let us show that limx→+∞                = 0. Set f (x) =        , we have f 0 (x) =           < 0 for
                                               x                         x                         x
x > e. The function being decreasing, the limx→0 f (x) exists and because f (x) > 0 for x > 1. Therefore,
limx→+∞ f (x) = l where l is areal number. To find l we make use of Theorem 17 and properties of the function
ln.
                                      ln(10n )     n ln(10)
    For un = 10n , we have f (un ) =      n
                                               =            and because 10n = (1+9)n = 1n +9n+ n(n−1)2
                                                                                                         92 +... ≥
                                        10            10n
                                   n ln(10)      n ln(10)     ln(10)
n(n − 1) it follows that f (un ) =      n
                                             ≤              =        → 0 when n → +∞.
                                      10         n(n − 1)     n−1
                                           ln x
    Hence we have proved that limx→+∞            = 0.
                                            x
0.3 Complements
Proposition 27 Let f : R → R be a function. If limx→a f (x) = l with l > 0, then there is a neighborhood V of a
such that f (x) > 0 for all x ∈ V.
Proof. Without loss of generality, suppose that a, l ∈ R. From the definition of the limit, there exists δ > 0 such
that |f (x) − l| ≤ 2l for all x ∈ [a − δ, a) ∪ (a, a + δ]. Hence, for all x ∈ [a − δ, a) ∪ (a, a + δ] , we have
                                                     l          3l
                                                0<     ≤ f (x) ≤ .
                                                     2          2
   2. Cauchy criterion.
Theorem 28 (Cauchy criterion) Let f : (a, b) → R be a function. The following assertions are equivalents.
  1. lim− f (x) = l ∈ R.
     x→b
  2. For all ε > 0 there exists δ > 0 such that for all real numbers x, x0 ∈ (a, b) , x, x0 > b − δ implies
     |f (x) − f (x0 )| < ε.
Proof. Suppose that lim− f (x) = l ∈ R, then for any ε > 0, there exists δ1 > 0 such that for all x ∈ (a, b),
                      x→b
b − x < δ implies |f (x) − l| < 2ε . Hence, for any x, x0 ∈ (a, b), x, x0 > b − δ implies |f (x) − f (x0 )| ≤
|f (x) − l| + |f (x0 ) − l| < 2ε + 2ε = ε.
   Now, let (xn ) be a sequence such that lim xn = b. Let ε > 0 and let δ > 0 the positive real number given by
Assertion 2. Since (xn ) is a Cauchy sequence, there is nδ ∈ N such that for all n, m ∈ N, n, m ≥ nδ implies
|xm − xn | < δ. By means of 2, we obtain that |f (xm ) − f (xn )| < ε for all m, n ≥ nδ . This shows that (f (xn )) is
a Cauchy sequence and so it converges.
   At let (un ) and (vn ) be two sequences such that lim un = lim vn = b and lim f (un ) = l and lim f (vn ) =
k. Let ε > 0 let δ > 0 the positive real number given by Assertion 2. There is Nδ ∈ N such that for all
n ∈ N, n ≥ Nδ implies that max(b − un , b − vn ) < 2δ . Therefore, for all n ∈ N, n ≥ Nδ implies that
|un − vn | ≤ (b − un ) + (b − vn ) < δ. So Assertion 2 leads to |f (un ) − f (vn )| < ε for all n ≥ Nδ . Passing to the
limit, we get |k − l| < ε. Because ε is aarbitrary, we conclude that k = l. Thus we have proved that all sequences
(f (xn )) where with lim xn = b, have the same limit. This proves that limx→b− f (x) exists and is finite.
   3. Sup and inf limits. Let f : R → R be a function defined in a neighborhood (may be at right or at left) of a
and set                            
                                   
                                    (a − δ, a + δ) , if a ∈ R,
                                    (δ, +∞) , if a = +∞,
                                   
                           Ia,δ =    (−∞, δ) , if a = −∞,
                                   
                                   
                                    (a, a + δ) , if a ∈ R and f is defined at right of a,
                                     (a − δ, a) , if a ∈ R and f is defined at left of a.
                                   
                                              
                          S(f, a, δ) = sup f (x) : x ∈ Ia,δ if f is upper bounded and
                                             
                          I(f, a, δ) = inf f (x) : x ∈ Ia,δ if f is lower bounded.
   Because that δ → S(f, a, δ) and δ → I(f, a, δ) are monotonic functions, the limits
limδ→0 S(f, a, δ), limδ→0 I(f, a, δ) if a ∈ R, limδ→+∞ S(f, a, δ), limδ→+∞ I(f, a, δ) if a = +∞ and
limδ→−∞ S(f, a, δ), limδ→−∞ I(f, a, δ) if a = −∞ exist.
Definition 29 The sup-limit and inf-limit of the function f when x tends to a, are the limit denoted by limx→a f (x)
and limx→a f (x) and defined by
                                          
                                              limδ→0 S(f, a, δ), if f is upper bounded,
                          limx→a f (x) = +∞,        if not,
                                          
                                              limδ→0 I(f, a, δ), if f is lower bounded,
                          limx→a f (x) = +∞,        if not,
if a ∈ R,                                   
                                           limδ→+∞ S(f, a, δ), if f is upper bounded,
                         limx→+∞ f (x) =   +∞, if not,
                                         
                                           limδ→+∞ I(f, a, δ), if f is lower bounded,
                          limx→+∞ f (x) = −∞,   if not,
if a = +∞ and                            
                                        limδ→−∞ S(f, a, δ), if f is upper bounded,
                       limx→−∞ f (x) =  +∞, if not,
                                      
                                        limδ→−∞ I(f, a, δ), if f is lower bounded,
                       limx→−∞ f (x) = −∞,   if not.