How do you use the epsilon delta definition to prove a limit exists?

1 Answer
Aug 16, 2015

It depends on the example, but basically you show

"for any epsilon > 0 EE delta > 0 : ..."

in order to prove

"AA epsilon > 0 EE delta > 0 : ..."

See an example in explanation.

Explanation:

Consider the function

q(x) = { (1, "if x = 0"), (1/q, "if x = p/q for integers p, q in lowest terms"), (0, "if x is irrational") :}

Then q(x) is continuous at every irrational number and discontinuous at every rational number.

Let us show that q(x) is continuous at any irrational number alpha by showing that lim_(x->alpha) q(x) exists and is zero.

Let alpha be an irrational number and epsilon > 0

We need to show that:

EE delta > 0 : AA x in (alpha-delta, alpha+delta), abs(q(x)-0) < epsilon

Let I = (alpha-1, alpha+1) so alpha in I

Let N = ceil(1/epsilon) + 1, so 1/N < epsilon.

Let S = { p/q : p, q in ZZ, 1 <= q <= N, "hcf"(p, q) = 1 } nn I

Then S is finite and for all x in S we have abs(x - alpha) > 0 since alpha is irrational.

Note that if x in I and x !in S then abs(q(x)) < 1/N

Let delta = min_(x in S) abs(x - alpha)

Then since S is finite, delta > 0.

From our definition of delta, if x in (alpha-delta, alpha+delta), then x in I, x !in S and abs(q(x)) < 1/N.

So AA x in (alpha-delta, alpha+delta), abs(q(x) - 0) < 1/N < epsilon