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[parent] proof of limit rule of product (Proof)

Let $f$ and $g$ be real or complex functions having the limits $$\lim_{x\to x_0}f(x) = F \quad \mbox{and} \quad \lim_{x\to x_0}g(x) = G.$$ Then also the limit $\displaystyle\lim_{x\to x_0}f(x)g(x)$ exists and equals $FG$ .

Proof. Let $\varepsilon$ be any positive number. The assumptions imply the existence of the positive numbers $\delta_1,\,\delta_2,\,\delta_3$ such that

$\displaystyle \vert f(x)-F\vert < \frac{\varepsilon}{2(1+\vert G\vert)}\;\;$when$\displaystyle \;\;0 < \vert x-x_0\vert < \delta_1$ (1)

$\displaystyle \vert g(x)-G\vert < \frac{\varepsilon}{2(1+\vert F\vert)}\;\;$when$\displaystyle \;\;0 < \vert x-x_0\vert < \delta_2,$ (2)

$\displaystyle \vert g(x)-G\vert < 1\;\;$when$\displaystyle \;\;0 < \vert x-x_0\vert < \delta_3.$ (3)

According to the condition (3) we see that $$|g(x)| = |g(x)\!-\!G\!+\!G| \leqq |g(x)\!-\!G|+|G| < 1\!+\!|G|\;\;\mbox{when}\;\;0 < |x-x_0| < \delta_3.$$ Supposing then that $0 < |x-x_0| < \min\{\delta_1,\,\delta_2,\,\delta_3\}$ and using (1) and (2) we obtain
$\displaystyle \vert f(x)g(x)-FG\vert\;$ $\displaystyle = \vert f(x)g(x)-Fg(x)+Fg(x)-FG\vert$    
  $\displaystyle \leqq \vert f(x)g(x)\!-\!Fg(x)\vert+\vert Fg(x)\!-\!FG\vert$    
  $\displaystyle = \vert g(x)\vert\cdot\vert f(x)\!-\!F\vert+\vert F\vert\cdot\vert g(x)\!-\!G\vert$    
  $\displaystyle < (1\!+\!\vert G\vert)\frac{\varepsilon}{2(1\!+\!\vert G\vert)}+(1\!+\!\vert F\vert)\frac{\varepsilon}{2(1\!+\!\vert F\vert)}$    
  $\displaystyle = \varepsilon$    

This settles the proof.




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See Also: product of functions, triangle inequality

Keywords:  limit rule of product

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Cross-references: imply, number, positive, proof, limits, complex functions

This is version 3 of proof of limit rule of product, born on 2008-03-01, modified 2008-06-02.
Object id is 10352, canonical name is ProofOfLimitRuleOfProduct.
Accessed 2728 times total.

Classification:
AMS MSC26A06 (Real functions :: Functions of one variable :: One-variable calculus)
 30A99 (Functions of a complex variable :: General properties :: Miscellaneous)

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