Limit (mathematics)

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In mathematics, a Limit is the value that a function (or sequence) approaches as some value. Limits are essential to calculus and mathematical analysis, and are used to define continuity, derivatives, and integrals.

The concept of a limit of a sequence is further generalized to the concept of a limit of a topological net, and is closely related to limit and direct limit in category theory.

In formulas, a limit of a function is usually written as
$\lim _{x\to c}f(x)=L,$
(although a few authors may use “Lt” instead of “lim”) and is read as “the limit of $f$ of $x$ as $x$ approached $c$ equals $L$ ”. The fact that a function $f$ approaches the limit $L$ as $x$ approaches $c$ is sometimes denoted by a right arrow ( $\to$ or $\to$ ), as in
$f(x)\to L{\text{ as }}x\to c,$
which reads “ $f$ of $x$ tends to $L$ as $x$ tends to $c$ ”.

1 History

Grégoire de Saint-Vincent gave the first definition of limit (terminus) of a geometric series in his work Opus Geometricum (1647): “The terminus of a progression is the end of the series, which none progression can reach, even not if she is continued in infinity, but which set can approach nearer than a given segment.”

The modern definition of a limit goes back to Bernard Bolzano who, in 1817, introduced the basics of the epsilon-delta technique to define continuous functions. However, his work was not known during his lifetime.

Augustin-Louis Cauchy in 1821, followed by Karl Weierstrass, formalized the definition of the limit of a function which became known as the (ε, δ)-definition of limit.

The modern notation of placing the arrow below the limit symbol is due to G.H. Hardy, who introduced it in his book A Course of Pure Mathematics in 1908.

2 Types of limits

2.1 In sequences

2.1.1 Real numbers

The expression 0.999… should be interpreted as the limit of the sequence 0.9, 0.99, 00.999, … and so on. This sequence can be rigorously shown to have the limit $1$ , and therefore this expression is meaningfully interpreted as having the value $1$ .

Formally, suppose $a 1, a 2, ...$ is a sequence of real numbers. When the limit of the sequence exists, the real number $L$ is the limit of this sequence if and only if for every real number $ε > 0$ , there exists a natural number $N$ such that for $n > N$ , we have $a_n - L| < ε$ . The notation
$\lim _{n\to \infty }a_{n}=L$
is often used, and which is read as
“The limit of $a_n$ as $n$ approaches infinity equals $L$ ”
The formal definition intuitively means that eventually, all elements of the sequence get arbitrarily close to the limit, since the absolute value $a_n - L|$ is the distance between $a_n$ and $L$ .

Not every sequence has a limit. If it does, then it is called convergent, and if it does not, then it is divergent. One can show that a convergent sequence has only one limit.

The limit of a sequence and the limit of a function are closely related. On one hand the limit as $n$ approaches infinity of a sequence ${a_n\}$ is simply the limit at infinity of a function $a (n)$ –defined on the natural numbers ${n\}$ . On the other hand, if $X$ is the domain of a function $f (x)$ and if the limit as $n$ approaches infinity of $f(x_n)$ is $L$ for every arbitrary sequence of points ${ x_n \}$ in ${ X - \{ x_0\} \}$ which converges to $x_0$ , then the limit of the function $f (x)$ as $x$ approaches $x_0$ is $L$ . One such sequence would be $\{ x_0 + \frac{1}{n} \}$

2.1.2 Infinity as a limit

There is also a notion of having a limit “at infinity”, as opposed to at some finite $L$ . A sequence ${ a_n \}$ is said to “tend to infinity” if, for each real number $M > 0$ , known as the bound, there exists an integer $N$ such that for each $n > N$ ,
$a_n| > M.$
That is, for every possible bound, the magnitude of the sequence eventually exceeds the bound. This is often written $\lim _{n\rightarrow \infty }a_{n}=\infty$
or simply $a_n \to \infty$ . Such sequences are also called unbounded.

It is possible for a sequence to be divergent, but not tend to infinity. Such sequences are called oscillatory. An example of an oscillatory sequence is $a_n = (-1)^n$ .

For the real numbers, there are corresponding notions of tending to positive infinity and negative infinity, by removing the modulus sign from the above definition:
$a_n > M$ . defines tending to positive infinity, while
$a_n > M$ . defines tending to negative infinity.

Sequences which do not tend to infinity are called bounded. Sequences which do not tend to positive infinity are called bounded above, while those which do not tend to negative infinity are bounded below.

2.1.3 Metric space

The discussion of sequences above is for sequences of real numbers. The notion of limits can be defined for sequences valued in more abstract spaces. One example of a more abstract space is metric spaces. If $M$ is a metric space with distance function $d$ , and $\{a_{n}\}_{n\geq 0}$ is a sequence in $M$ , then the limit (when it exists) of the sequence is an element $\in M$ such that, given $\epsilon > 0$ , there exists an $N$ such that for each $n > N$ , the equation
$a_n) < \epsilon$
is satisfied.