Limits and Continuity, Adding and Scaling Limits

Adding and Scaling Limits

Most metric spaces are vector spaces over the real numbers. If you don't know what that means, here's the idea. Points in the domain or the range can be multiplied by a constant or added together. This is true of vectors in 3 space. Add two vectors together by adding their components, and scale the vector by multiplying all the components by a real number c. If the domain and range are complex vector spaces, c could be a complex number. As you might surmise, adding functions adds their limits, and scaling a function scales the limit. Let's prove this now; it's not hard.

Let f and g be functions with limits s and t at a point p. Given ε, choose β and γ such that f(x) is within ε/2 of s when x is within β of p, and g(x) is within ε/2 of t when x is within γ of p. Let δ be the smaller of β and γ and verify that f(x)+g(x) is within ε of s+t when x is within δ of p.

As a corollary, the sum of continuous functions is continuous.

If f is as above, and c is a constant, choose δ so that f(x) is within ε/c of s, and c*f is within ε of s. If c is 0 the above doesn't work, but if c is 0 then c×f is everywhere 0, and its limit at p is 0×s, or 0.

If c is complex let n be the norm of c, its distance from the origin in the complex plane. Choose δ so that f(x) is within ε/n of s. Multiply through by c and we are still within ε of c×s.

As a corollary, any linear combination of continuous functions is continuous. Similarly, a linear combination of uniform functions is uniform. The ε δ algebra is the same; it just doesn't depend on p.

Limits can also be added and scaled as x approaches + or - infinity. Instead of restricting x to within δ of p, restrict x to points > m. I'll leave the details to you.