Limit is linear

From Calculus

Statement

In terms of additivity and pulling out scalars

Additive:

Suppose f and g are functions of one variable. Suppose cR is such that both f and g are defined on the immediate left and the immediate right of c. Further, suppose that the limits limxcf(x) and limxcg(x) both exist (as finite numbers). In that case, the limit of the pointwise sum of functions f+g exists and is the sum of the individual limits:

limxc(f+g)(x)=limxcf(x)+limxcg(x)

An equivalent formulation:

limxc[f(x)+g(x)]=limxcf(x)+limxcg(x)

Scalars: Suppose f is a function of one variable and λ is a real number. Suppose cR is such that f is defined on the immediate left and immediate right of c, and that limxcf(x) exists. Then:

limxc(λf)(x)=λlimxcf(x)

An equivalent formulation:

limxcλf(x)=λlimxcf(x)

In terms of generalized linearity

Suppose f1,f2,,fn are functions and a1,a2,,an are real numbers.

limxc[a1f1(x)+a2f2(x)++anfn(x)]=a1limxcf1(x)+a2limxcf2(x)++anlimxcfn(x)

if the right side expression makes sense.