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Mathematical Foundations for Quant Finance
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Proof Gym PG4 ε–δ limits Lesson 6 of 6

ProofLesson PG4.6 in the Proof Gym, stage PG4: ε–δ limits. About 40 minutes.

Stage review: limits from the definition

Simulate

Check the first claim with numbers

This review asks for two proofs from the definitions: an ε–N proof for a sequence, and an ε–δ proof for a function. As always, each claim is tested first.

Take an=5n−22n+1a_n = \frac{5n - 2}{2n + 1}. Its leading terms are 5n5n and 2n2n, so the rule of lesson 2.1.3 points to the limit 52\frac{5}{2}.

⌘/Ctrl + Enter runs the cell

The terms fall short of 52\frac{5}{2} by 32\frac{3}{2} at n=1n = 1, 314\frac{3}{14} at n=10n = 10 and 3134\frac{3}{134} at n=100n = 100. For the tolerances 0.1, 0.01 and 0.001, the last term outside the band is n=22n = 22, 224 and 2249.

A wrong limit fails. Measured from 2.49, the distance settles near 0.01, not 0: 0.009978 at n=105n = 10^5. So with ε=0.005\varepsilon = 0.005, the terms never stay within ε\varepsilon of 2.49.

Conjecture

5n−22n+1→52as n→∞\frac{5n - 2}{2n + 1} \to \frac{5}{2} \quad \text{as } n \to \infty

Three tolerances worked, each from some term on. Your proof must give a rule for NN that works for every ε>0\varepsilon > 0.

Format 4

Write it: a limit of a sequence

Prove from the definition that 5n−22n+1→52\frac{5n - 2}{2n + 1} \to \frac{5}{2}. Do the scratch work first. Then write the proof: name NN in terms of ε\varepsilon, and show that every n>Nn > N works.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Simulate

Check the second claim with numbers

Now a function: f(x)=1xf(x) = \frac{1}{x} near x=2x = 2, where substituting (lesson 2.1.1) gives 12\frac{1}{2}. The danger is x=0x = 0, where 1x\frac{1}{x} blows up (lesson 2.1.2).

The cell fixes ε=0.1\varepsilon = 0.1 and tries five windows around 2. For each it reports the worst distance from 12\frac{1}{2} among 1,998 inputs, and whether that is below ε\varepsilon.

⌘/Ctrl + Enter runs the cell

The windows 0.3, 0.2 and 0.1 work, and the window 0.5 fails, with a worst distance of 0.166445.

The window 2 reaches almost to 0, and there the worst distance is 499.5. A proof must keep the window away from 0.

Conjecture

lim⁡x→21x=12\lim_{x \to 2} \frac{1}{x} = \frac{1}{2}

Three windows worked for one tolerance. Your proof must give a rule for δ\delta that works for every ε>0\varepsilon > 0.

Format 4

Write it: a limit of a function

Prove from the definition that lim⁡x→21x=12\lim_{x \to 2} \frac{1}{x} = \frac{1}{2}. Name δ\delta in terms of ε\varepsilon, and keep the window away from 0.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Summary card

  • An ε–N proof: write the distance as one fraction, bound it by something simpler, choose NN from ε\varepsilon, and check every n>Nn > N.
  • An ε–δ proof: factor out ∣x−a∣|x - a|, and cap δ\delta to bound what is left. Then take δ\delta as the smaller of the cap and what ε\varepsilon needs.
  • Many choices of NN or δ\delta work. A proof needs one, named explicitly before the terms or inputs it must handle.

Free further reading

Optional. This lesson covers what you need; these add more examples and practice. All are free to read.