Subject - Statistics

Paper - Probability
Module - Limit and Continuity

1 Limit of a Function
The whole structure of Differential Calculus is based upon a concept of most out-
standing importance, viz. limit. We give below the fundamental definition and
theorems regarding limits.
The limit of a function f pxq as x approaches the value a from both sides (i.e.
from both bigger and smaller values), is that quantity l, (if one such exists), towards
which f pxq approaches, and from which the numerical difference of f pxq can be made
as small as we please by making x approach a sufficiently closely. It is called the
Limit of f pxq as x tends to a and is written as lim f pxq “ l.
xÑa

Definition 1 Let f be a real valued function defined in some open interval E con-
taining a point a, although we do not insist that f be defined on the point ‘a’ itself
and let l be a real number. We write f pxq Ñ l as x Ñ a, meaning that, for every
ε ą 0 there exists a δ ą 0 such that

|f pxq ´ l| ă ε whenever |x ´ a| ă δ.

We denote this limit by lim f pxq “ l.

xÑa

Remarks:

1. Instead of defining on a subset of real line, we can always define limit on general
metric spaces with appropriate metric.

2. f may not necessarily be defined at the point a itself.

3. Even if f is defined at x “ a, we may very well have lim f pxq ‰ f paq.

xÑa

4. If f has a limit x “ a, this limit is unique.

Theorem 1 Let E Ă <, a is a limit point of E, f and g are defined on E. Then,

(a) lim pf pxq ` gpxqq “ lim f pxq ` lim gpxq.

xÑa xÑa xÑa

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 (b) lim pf pxq ¨ gpxqq “ lim f pxq ¨ lim gpxq.
xÑa xÑa xÑa

(c) lim pf pxq{gpxqq “ lim f pxq{ lim gpxq provided lim gpxq ‰ 0.
xÑa xÑa xÑa xÑa

Proof 1 Suppose lim f pxq “ l and lim gpxq “ m where l and m are finite quantities.
xÑa xÑa

(a) Since lim f pxq “ l and lim gpxq “ m, for any given positive number ε, we can
xÑa xÑa
choose positive numbers δ1 , δ2 such that
1
|f pxq ´ l| ă ε when 0 ă |x ´ a| ă δ1 (1)
2
1
|gpxq ´ m| ă ε when 0 ă |x ´ a| ă δ2 (2)
2
Let δ be any positive number which is smaller than both δ1 and δ2 ; then the
inequalities (1) and (2) both hold good when 0 ă |x ´ a| ă δ.
6 By definition, l ` m is the limit of f pxq ` gpxq as x Ñ a.

(b) We can write, f pxqgpxq´lm “ tf pxq´lutgpxq´mu`mtf pxq´lu`ltgpxq´mu.

6 |f pxqgpxq ´ lm| ď |f pxq ´ l||gpxq ´ m| ` |m||f pxq ´ l| ` |l||gpxq ´ m|.
Now ε being any pre-assigned positive quantity, and choosing any other positive
quantity k,
ε ε ε
k, , ,
3|l| 3|m| 3k
are known positive quantities. Therefore choosing positive numbers δ1 , δ2 , δ3 , δ4
such that

|f pxq ´ l| ă k when 0 ă |x ´ a| ă δ1 ,
ε
|gpxq ´ m| ă when 0 ă |x ´ a| ă δ2 ,
3k
ε
|f pxq ´ l| ă when 0 ă |x ´ a| ă δ3 ,
3|m|
ε
|gpxq ´ m| ă when 0 ă |x ´ a| ă δ4 ,
3|l|

and proceeding as before we can show that lim pf pxq ¨ gpxqq “ l ¨ m.

xÑa

(c) We can write | fgpxq

pxq
´ ml | “ | mtf pxq´lu´ltgpxq´mu
|m||gpxq|
| ď | |m||f pxq´l|´|l||gpxq´m|
|m||gpxq|
|.
Now since lim gpxq “ m, there exists a positive number δ1 such that |gpxq´m| ă
xÑa

2
 1
2
|m| when 0 ă |x ´ a| ă δ1 , for m ‰ 0.
1
6 |m| ´ |gpxq| ď |gpxq ´ m| ă |m|
2
1
or, |gpxq| ą |m| when 0 ă |x ´ a| ă δ1 .
2
Hence proceeding as before we can show that lim pf pxq{gpxqq “ lim f pxq{ lim gpxq.
xÑa xÑa xÑa

2 One Sided Limits

Definition 2 Let f be a real valued function defined in some open interval E con-
taining a point a (while f may not be defined on the point a itself ) and let l1 be a
real number. We write f pxq Ñ l1 as x Ñ a`, meaning that, for every ε ą 0 there
exists a δ ą 0 such that

|f pxq ´ l1 | ă ε whenever 0 ă x ´ a ă δ.

Thus the limit of a function f pxq as x approaches the value a from the right
(i.e. from bigger values), is that quantity l1 , (if one such exists), towards which f pxq
approaches, and from which the numerical difference of f pxq can be made as small as
we please by making x approach a sufficiently closely, all the time keeping it greater
than a. It is called the Right-hand limit of f pxq as x tends to a and is written as
lim f pxq “ l1 .
xÑa`

Definition 3 Let f be a real valued function defined in some open interval E con-
taining a point a (while f may not be defined on the point a itself ) and let l2 be a
real number. We write f pxq Ñ l2 as x Ñ a´, meaning that, for every ε ą 0 there
exists a δ ą 0 such that

|f pxq ´ l2 | ă ε whenever 0 ă a ´ x ă δ.

Thus the limit of a function f pxq as x approaches the value a from the left (i.e.
from smaller values), is that quantity l2 , (if one such exists), towards which f pxq ap-
proaches, and from which the numerical difference of f pxq can be made as small as
we please by making x approach a sufficiently closely, all the time keeping it smaller
than a. It is called the Left-hand limit of f pxq as x tends to a and is written as
lim f pxq “ l2 . We denote this limit by lim f pxq “ l1 .
xÑa´ xÑa`

Notes:

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 1. If l1 “ l2 , we say that limit exists.

2. Even if l1 “ l2 “ l(say), then l may not necessarily be equal to f paq.

Example 1 Suppose, f pxq “ x2 ` 3, x P <. To check whether limit exists at x “ a.
Here lim f pxq “ 3, lim f pxq “ 3. In fact, f p0q “ 3.
xÑ0` xÑ0´
#
x2 ` 3, if x ‰ 0
Example 2 Suppose, f pxq “ .
4 if x “ 0
Limit exists at x “ 0, because
lim f pxq “ 3, lim f pxq “ 3. Although, f p0q ‰ 3.
xÑ0` xÑ0´
#
x2 ` 3, if x ě 0
Example 3 Suppose, f pxq “ .
x2 ` 4 if x “ 0
Limit does not exists at x “ 0, because
lim f pxq “ 3, lim f pxq “ 4.
xÑ0` xÑ0´

3 Continuity
We have a common sense idea about what a continuous curve is. A function f pxq
is commonly said to be continuous provided its graph is a continuous curve and if
there is a discontinuity or break at any point on the curve, the function is said to
be discontinuous for the corresponding value of x. The general notions of continuity
of a function f pxq for any value of the variable x require that the function should
be finite at the point, and for a very small change in x, the change in the value of
f pxq should also be small, or in other words, as we approach the particular value of
x from either side, the function should also apprach the corresponding value of f pxq
and ultimately coincide with it at the point. If f pxq be non-existent at a point, so
that the corresponding point at the graph is missing, or else, if the value of f pxq
suddenly jumps as x passes from one side to the other of the particular value, or
f pxq becomes infinitely large at a point, then the function is discontinuous there.
We proceed below to give a formal mathematical definition of continuity.
Definition 4 Let f be defined in some open interval E containing a point ‘a’, and
f is also defined at ‘a’. f is said to be continuous at x “ a, if for every ε ą 0 there
exists a δ ą 0 such that

|f pxq ´ f paq| ă ε whenever |x ´ a| ă δ.

4
In other words, f is said to be continuous at a if

lim f pxq “ lim f pxq “ f paq.

xÑa` xÑa´

Remarks:
1. Instead of defining on a subset of real line, we can also define continuity on
general metric spaces with appropriate metric.
2. We can have a theorem similar to Theorem 1; i.e. sum, product of continuous
functions are continuous.
Definition 5 Let f be defined on pa, bq. If f is discontinuous at a and if f pa`q
and f pa´q exist, then f is said to have a discontinuity of the first kind or a sim-
ple discontinuity. If f have a simple discontinuity then either f pa`q ‰ f pa´q or
f pa`q “ f pa´q ‰ f paq.

Example 4 f pxq “ |x|, x P <

To check whether limit exists at x “ 0 :

lim f pxq “ lim f pxq “ 0;

xÑ0` xÑ0´

In fact, f p0q “ 0. Hence, f pxq is continuous everywhere.

Note: It can be shown that f pxq is not differentiable at x “ 0.
#
1 if x is rational
Example 5 f pxq “
0 if x is irrational
Clearly f has a discontinuity of the second kind, as neither f px`q nor f px´q exists.
#
x if x is rational
Example 6 f pxq “
0 if x is irrational
Here f is continuous at x “ 0 and has a discontinuity of the second kind at every
other point.
$
’
’ x ` 2 if 0 ď x ă 2
’
’
&3 if 0 ď x “ 2
’
’
Example 7 f pxq “ 6 ´ x if 2 ă x ď 4
’
x if 4 ă x ă 6
’
’
’
’
’
%6 if x ě 6
Here f is continuous but we need to investigate what happens at x “ 2, 4, 6. At

5
x “ 2, 4, f has discontinuities of the first kind; discontinuity at x “ 2 can be removed
by defining f p2q “ 4, but discontinuity at x “ 4 can not be removed by changing the
value of f at the point of discontinuity. f is continuous at x “ 6 but not differentiable.