Definition 1. We shall say (following Cauchy) that the function / : E —» R
tends to A as x tends to a, or that A is the limit of f as x tends to a, if for
every e > 0 there exists S > 0 such that f(x) — A < e for every x G E such
that 0 0 Vx G E (0 < x - a < 6 => f(x) - A < e) .
If A is the limit of f(x) as x tends to a in the set E, we write /(x) —> A as
x —> a, x G £ , or lim f(x) = A. Instead of the expression x —> a, x G E1,
we shall as a rule use the shorter notation E 3 x —> a, and instead of
lim /(x) we shall write lim f(x) = A.
x—>a,x£E E3x—>a
Example 1. Let E = R 0, and f(x) = xsin ^. We shall verify that
lim x sin — = 0 .
E3x^-0 X
Indeed, for a given e > 0 we choose £ = £. Then for 0 < x < 6 = e,
taking account of the inequality |xsin^| < x, we shall have |xsin^| < e.
Incidentally, one can see from this example that a function / : E —> R
may have a limit as E 3 x —> a without even being defined at the point a
itself. This is exactly the situation that most often arises when limits must
be computed; and, if you were paying attention, you may have noticed that
this circumstance is taken into account in our definition of limit, where we
wrote the strict inequality 0 < x — a.
We recall that a neighborhood of a point a G R is any open interval
containing the point.