Limit: Difference between revisions

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The two-sided limit exists if and only if (both the left hand limit and right hand limit exist and they are equal to each other).
The two-sided limit exists if and only if (both the left hand limit and right hand limit exist and they are equal to each other).
==Definition of limit in terms of a game==
The formal definitions of limit, as well as of one-sided limit, can be reframed in terms of a game. This is a special instance of an approach that turns any statement with existential and universal quantifiers into a game.
===Two-sided limit===
Consider the limit statement, with specified numerical values of <math>c</math> and <math>L</math> and a specified function <math>f</math>:
<math>\! lim_{x \to c} f(x) = L</math>
The game is between two players, a '''Prover''' whose goal is to prove that the limit statement is true, and a '''Skeptic''' (also called a '''Verifier''' or sometimes a '''Disprover''') whose goal is to show that the statement is false. The game has three moves:
# First, the skeptic chooses <math>\epsilon > 0</math>, or equivalently, chooses the target interval <math>(L - \epsilon,L + \epsilon)</math>.
# Then, the prover chooses <math>\delta > 0</math>, or equivalently, chooses the interval <math>(c - \delta, c + \delta) \setminus \{ c \}</math>.
# Then, the skeptic chooses a value <math>x</math> satisfying <math>0 < |x - c| < \delta</math>, or equivalently, <math>x \in (c - \delta, c + \delta) \setminus \{ c \}</math>, which is the same as <math>(c - \delta,c) \cup (c,c + \delta)</math>.
Now, if <math>|f(x) - L| < \epsilon</math> (i.e., <math>f(x) \in (L - \epsilon,L + \epsilon)</math>), the prover wins. If <math>|f(x) - L| \ge \epsilon</math>, the skeptic wins.
We say that the limit statement
<math>\! lim_{x \to c} f(x) = L</math>
is '''true''' if the prover has a winning strategy for this game. The ''winning strategy'' for the prover basically constitutes a strategy to choose an appropriate <math>\delta</math> in terms of the <matH>\epsilon</math> chosen by the skeptic. Thus, it is an expression of <math>\delta</math> as a function of <math>\epsilon</math>.
We say that the limit statement
<math>\! lim_{x \to c} f(x) = L</math>
is '''false''' if the skeptic has a winning strategy for this game. the '''winning strategy''' for the skeptic involves a choice of <math>\epsilon</math>, ''and'' a strategy that chooses a value of <math>x</math> (constrained in the specified interval) based on the prover's choice of <math>\delta</math>.
[[File:Epsilondeltapicture.png|800px]]

Revision as of 21:37, 20 October 2011

Definition

Two-sided limit

Suppose f is a function of one variable and cR is a point such that f is defined to the immediate left and immediate right of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (ct,c)(c,c+t).

For a given value LR, we say that:

limxcf(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ϵ>0
  • there exists δ>0 such that
  • for all xR satisfying 0<|xc|<δ (explicitly, x(cδ,c)(c,c+δ)),
  • we have |f(x)L|<ϵ (explicitly, f(x)(Lϵ,L+ϵ)).

The limit (also called the two-sided limit) limxcf(x) is defined as a value LR such that limxcf(x)=L. By the uniqueness theorem for limits, there is at most one value of LR for which limxcf(x)=L. Hence, it makes sense to talk of the limit when it exists.

Left hand limit

Suppose f is a function of one variable and cR is a point such that f is defined to the immediate left of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (ct,c).

For a given value LR, we say that:

limxcf(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ϵ>0
  • there exists δ>0 such that
  • for all xR satisfying 0<cx<δ (explicitly, x(cδ,c)),
  • we have |f(x)L|<ϵ (explicitly, f(x)(Lϵ,L+ϵ).

The left hand limit (acronym LHL) limxcf(x) is defined as a value LR such that limxcf(x)=L. By the uniqueness theorem for limits (one-sided version), there is at most one value of LR for which limxcf(x)=L. Hence, it makes sense to talk of the left hand limit when it exists.

Right hand limit

Suppose f is a function of one variable and cR is a point such that f is defined to the immediate right of c (note that f may or may not be defined at c). In other words, there exists some value t>0 such that f is defined on (c,c+t).

For a given value LR, we say that:

limxc+f(x)=L

if the following holds (the single sentence is broken down into multiple points to make it clearer):

  • For every ϵ>0
  • there exists δ>0 such that
  • for all xR satisfying 0<xc<δ (explicitly, x(c,c+δ)),
  • we have |f(x)L|<ϵ (explicitly, f(x)(Lϵ,L+ϵ).

The right hand limit (acronym RHL) limxc+f(x) is defined as a value LR such that limxc+f(x)=L. By the uniqueness theorem for limits (one-sided version), there is at most one value of LR for which limxc+f(x)=L. Hence, it makes sense to talk of the right hand limit when it exists.

Relation between the limit notions

The two-sided limit exists if and only if (both the left hand limit and right hand limit exist and they are equal to each other).

Definition of limit in terms of a game

The formal definitions of limit, as well as of one-sided limit, can be reframed in terms of a game. This is a special instance of an approach that turns any statement with existential and universal quantifiers into a game.

Two-sided limit

Consider the limit statement, with specified numerical values of c and L and a specified function f:

limxcf(x)=L

The game is between two players, a Prover whose goal is to prove that the limit statement is true, and a Skeptic (also called a Verifier or sometimes a Disprover) whose goal is to show that the statement is false. The game has three moves:

  1. First, the skeptic chooses ϵ>0, or equivalently, chooses the target interval (Lϵ,L+ϵ).
  2. Then, the prover chooses δ>0, or equivalently, chooses the interval (cδ,c+δ){c}.
  3. Then, the skeptic chooses a value x satisfying 0<|xc|<δ, or equivalently, x(cδ,c+δ){c}, which is the same as (cδ,c)(c,c+δ).

Now, if |f(x)L|<ϵ (i.e., f(x)(Lϵ,L+ϵ)), the prover wins. If |f(x)L|ϵ, the skeptic wins.

We say that the limit statement

limxcf(x)=L

is true if the prover has a winning strategy for this game. The winning strategy for the prover basically constitutes a strategy to choose an appropriate δ in terms of the ϵ chosen by the skeptic. Thus, it is an expression of δ as a function of ϵ.

We say that the limit statement

limxcf(x)=L

is false if the skeptic has a winning strategy for this game. the winning strategy for the skeptic involves a choice of ϵ, and a strategy that chooses a value of x (constrained in the specified interval) based on the prover's choice of δ.