Real Analysis

Lecture 5: Continuity
Manasa Mandava

Indian School of Business, Hyderabad

Term 1, 2015

Limits
Recall:
For a sequence {pn } in a metric space (X, d), we write
limn pn = p, for some point p X, if for every > 0 there is
an integer N 0 such that d(pn , p) < for all n N .
Limit of a function:
Definition
Let (X, dX ) and (Y, dY ) be metric spaces. Suppose E X, f
maps E into Y , and p is a limit point of E. For q Y , we say
f (x) q as x p, or
lim f (x) = q,

xp

if for every > 0 there exists a > 0 such that dY (f (x), q) < for
all x E such that 0 < dX (x, p) < .

Right and left hand limits

Definition (Right hand limit)
Let f be a real valued function defined on the interval (a, b). Then
for any p [a, b), if for every > 0 there exists a > 0 such that
|f (x), q| < for all 0 < x p < , we say
f (p+) := lim f (x) = q,
xp+

Definition (left hand limit)

Let f be a real valued function defined on the interval (a, b). Then
for any p (a, b], if for every > 0 there exists a > 0 such that
|f (x), q| < for all 0 < p x < , we say
f (p) := lim f (x) = q,
xp

Limits at infinity and infinite limits

Recall:
For any sequence {pn } of real numbers, if for every real M there is
an integer N such that pn > M for all n > N , we write
limn pn = . The neighbourhood of pn : (M, ), and the
neighbourhood of : (N, ).
Similarly, if for every real M there is an integer N such that
pn < M for all n > N , we write limn pn = . The
neighbourhood of pn : (, M ), and the neighbourhood of :
(N, ).
Definition
For a real sequence {pn }, we write limn pn = p, if for every
neighbourhood U of p there is a neighbourhood V of such that
pn U for all n V .

Limit of a function at infinity and infinite limits

Definition
For any real c, the set of real numbers x such that x > c is called
a neighbourhood of and is written (c, ). Similarly the set
(, c) is a neighbourhood of .
Definition
For some point q R,

Let f be a real function defined on E R.

we say
lim f (x) = q,
xp

if for every neighbourhood U of q there is a neighbourhood V of p

such that V E 6= and such that f (x) U for all x V E
and x 6= p.

Relation between sequences and limits

Theorem
Let X, Y, E, f, and p be as in the definition above. Then,
limxp f (x) = q if and only if limn f (pn ) = q for every
sequence {pn } in E such that pn 6= p and limn pn = p.

Corollary
If f has a limit at p, the limit is unique.

Properties of limits

Theorem
Let X be a metric space and E X, p is a limit point of E, f
and g are complex functions on E, and
lim f (x) = A

xp

and

Then the following properties hold:

(a) limxp (f + g)(x) = A + B;
(b) limxp (f g)(x) = AB;
A
(c) limxp ( fg )(x) = B
, if B 6= 0.

lim g(x) = B.

xp

Remarks

then properties (a) - (c)

If the functions f and g take values in R,
hold provided the right hand side members are well defined. (or
not equal to , 0 , /, A/0 )

If the functions f and g are Rk valued, then property (a) is true,

and property (b) becomes limxp (f g)(x) = A B.

Continuity

Definition
Let (X, dX ) and (Y, dY ) be metric spaces. Suppose f maps X
into Y . Then f is said to be continuous at a point p X if for
every > 0 there exists a > 0 such that dY (f (x), f (p)) < for
all x X such that 0 < dX (x, p) < .
If f is not continuous at point p of X, then f is said to be
discontinuous at p.
If f is continuous at every point of X, then f is said to continuous
on X.

Relation between limits and continuity

Theorem
Under assumptions of the above definition, assume also that X is
closed. Then, f is continuous at p if and only if limxp f (x) = p.

Classification of discontinuities: For a real valued function f

defined on [a, b], if f is discontinuous at a point x,
(a)if f (x+) and f (x) exist, it is said to have a discontinuity of
first kind.
(b) Otherwise, it is said to have a discontinuity of second kind.

Properties of continuous functions

Continuity of composite functions: Let h(x) := g(f (x)) for all

x in the domain f . Then if f is continuous at a point p and if g is
continuous at the point f (p), then h is continuous at p.

Let f : X Y . Then f is continuous on X if and only if f 1 (V )

is open in X for every open set V of Y .

If f and g are continuous functions on X, then f + g, f g, and f /g

(provided g(x) 6= 0 for all x X) are continuous on X.

Continuity and compactness

Theorem
Let f be a continuous mapping of a compact metric space X into
a metric space Y . Then f (X) is compact.
Theorem
If f is continuous mapping of a compact metric space X into Rk ,
then f (x) is closed and bounded.
Theorem
Suppose f is continuous real function on a compact metric space,
and
M = sup f (x)
and
m = inf f (x).
xX

xX

Then there exists points p, q X such that f (p) = M and

f (q) = m.

Special properties of real valued functions defined on R:

Theorem
Let f be a continuous real function on the interval [a, b]. If
f (a) < f (b) and if c is a number such that f (a) < c < f (b), then
there exists a point x (a, b) such that f (x) = c.

Theorem
Let f be a monotonic function on (a, b). Then f has no
discontinuities of the second kind, and the set of points of (a, b) at
which f is discontinuous is at most countable.

Uniform continuity

Definition (Uniform continuity)

Let f : X Y . The function f is uniformly continuous on X if
for every > 0 there exists a > 0 such that dY (f (p), f (q)) <
for all p and q in X for which dX (p, q) < .

Theorem
A function is continuous if it is uniformly continuous.

Example : Uniformly continuous function

Example

Let f (x) = x, x (0, ). Then for every > 0 choose = 2 .

Then for all x, y R such that |x y| < 2 ,

|f (x) f (y)|2 = | x y|2 | x y|| x + y|

= |x y| < 2 .

Thus, it follows from the above inequality that |f (x) f (y)| <
for all x, y R such that |x y| < 2 . Since the choice = 2 for

each does not depend on x, y, the function f (x) = x is

uniformly continuous.

Example: Function that is continuous but not uniformly

continuous
Example
Let f (x) = 1/x, x (0, 2). Clearly the function f is continuous on
(0, 2). Assume that f is uniformly continuous. Take = 1. Fix an
arbitrary > 0. Then, for x := min(, 1) and y = x/2,
|x y| = |x/2| <

(1)

|f (x) f (y)| = |1/x 2/x| = |1/x| 1.

(2)

and
Since (1) and (2) hold for any > 0, we have that for = 1, there
exists no > 0 such that |f (x) f (y)| < for all |x y| < .
Therefore, f (x) = 1/x is not uniformly continuous.