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Limit Laws and Algebraic Methods · Tutorial 194 of 1495

Epsilon-Delta Proof of the Product Law

Learn to prove that the limit of a product is the product of the limits by first bounding a function near its target.

Beginner 9 min read

What You'll Learn

  • State the epsilon-delta hypotheses for the product law.
  • Explain why a function approaching a finite limit is bounded sufficiently near the limiting input.
  • Split the product error into terms controlled by the two limit assumptions.
  • Choose explicit tolerances and a single delta that makes both error terms small.
  • Apply the proof to affine functions, including cases with a zero or negative limit.
  • Identify and correct the mistake of assuming a function is bounded without restricting the input.

Why the Product Law Needs a Bound

Suppose \(f(x)\) approaches \(L\) and \(g(x)\) approaches \(M\) as \(x\) approaches \(a\). The product law says that \(f(x)g(x)\) approaches \(LM\). The key issue in proving this directly is that the change in a product depends on both factors: even a small change in one factor can matter if the other factor is large.

The epsilon-delta proof handles this by first showing that one function, such as \(f\), stays bounded near \(a\). Once that bound is available, we can make the change in \(g\) small enough to control its contribution to the product error. A second limit estimate controls the remaining contribution.

Central strategy: First use the limit of \(f\) to bound \(|f(x)|\) near \(a\). Then split \(f(x)g(x)-LM\) into two terms, and choose tolerances so each term is less than half the desired error.

Precise Statement of the Product Law

Assume that \(f\) and \(g\) are both defined whenever \(0<|x-a|<r\) for some \(r>0\), and that \(L\) and \(M\) are finite real numbers. A limit \(\lim_{x\to a}f(x)=L\) means that for every \(\eta>0\), there is a \(\delta>0\) such that \(0<|x-a|<\delta\) implies \(|f(x)-L|<\eta\). The definition for \(g\) is the same with \(M\) in place of \(L\).

Theorem: If \(\lim_{x\to a}f(x)=L\) and \(\lim_{x\to a}g(x)=M\), then \(\lim_{x\to a}f(x)g(x)=LM\). The functions must be defined on a common punctured neighborhood of \(a\), and both limits must be finite.

The proof will use the identity

$$ f(x)g(x)-LM = f(x)\bigl(g(x)-M\bigr)+M\bigl(f(x)-L\bigr). $$

Expanding the right-hand side gives \(f(x)g(x)-f(x)M+Mf(x)-ML=f(x)g(x)-LM\), so the identity is exact. Its value is that the first term contains the error \(g(x)-M\), while the second contains the error \(f(x)-L\). We can control both errors using the given limits, provided we also control the factor \(|f(x)|\).

Why a Function Near a Finite Limit Is Bounded

Since \(f(x)\to L\), apply the definition of the limit with the particular tolerance \(1\). There is a \(\delta_0>0\) such that \(0<|x-a|<\delta_0\) implies \(|f(x)-L|<1\). The triangle inequality then gives

$$ |f(x)| = |(f(x)-L)+L| \leq |f(x)-L|+|L| < |L|+1. $$

This is the needed local bound. It is not a claim that \(f\) is bounded everywhere, nor that \(|f(x)|\leq |L|\). It says that within this chosen neighborhood, the values of \(f\) have magnitude less than the fixed number \(|L|+1\).

Complete Epsilon-Delta Proof

Let \(\varepsilon>0\) be given. We need to choose one \(\delta>0\) that makes the product error less than \(\varepsilon\). Use the limits of \(f\) and \(g\) with the tolerances shown below, as well as the preliminary bound just established.

1
Obtain a bound for \(f\).
From \(f(x)\to L\), choose \(\delta_0>0\) so that \(0<|x-a|<\delta_0\) implies \(|f(x)-L|<1\), and hence \(|f(x)|<|L|+1\).
2
Choose the error tolerances.
Use \(g(x)\to M\) with tolerance \(\varepsilon/[2(|L|+1)]\), and \(f(x)\to L\) with tolerance \(\varepsilon/[2(|M|+1)]\). Both denominators are positive, including when a limit is zero.
3
Choose one delta.
Let \(\delta_g\) and \(\delta_f\) be the deltas supplied by those two limit estimates. Set \(\delta=\min\{r,\delta_0,\delta_g,\delta_f\}\), which is positive.
4
Estimate the product error.
For \(0<|x-a|<\delta\), use the identity and the triangle inequality. The first term is less than \(\varepsilon/2\), and the second is also less than \(\varepsilon/2\).

For completeness, if \(0<|x-a|<\delta\), all three limit estimates apply. Thus \(|f(x)|<|L|+1\), \(|g(x)-M|<\varepsilon/[2(|L|+1)]\), and \(|f(x)-L|<\varepsilon/[2(|M|+1)]\). Consequently,

$$ \begin{aligned} |f(x)g(x)-LM| &\leq |f(x)|\,|g(x)-M|+|M|\,|f(x)-L|\\ &< (|L|+1)\frac{\varepsilon}{2(|L|+1)} +|M|\frac{\varepsilon}{2(|M|+1)}\\ &= \frac{\varepsilon}{2} +\frac{|M|}{|M|+1}\frac{\varepsilon}{2}\\ &\leq \frac{\varepsilon}{2}+\frac{\varepsilon}{2}\\ &=\varepsilon. \end{aligned} $$

In fact, the inequality is strict at the conclusion: the first term in the sum is strictly less than \(\varepsilon/2\), and the second is at most \(\varepsilon/2\). Therefore \(|f(x)g(x)-LM|<\varepsilon\), as required by the definition of the limit. This proves the product law.

Worked Examples: Carrying Out the Estimates

Worked Example: Two Nonzero Limits

Let \(f(x)=x+1\) and \(g(x)=2x-1\), with \(x\to1\). Directly, \(f(x)\to2\) and \(g(x)\to1\), so the proposed product limit is \(2\cdot1=2\). We will verify the epsilon-delta estimate for \(\varepsilon=0.1\).

Here \(L=2\) and \(M=1\). To bound \(f\), note that \(|f(x)-2|=|x-1|\). Thus \(|x-1|<1\) gives \(|f(x)-2|<1\), and so \(|f(x)|<3\). We can take \(\delta_0=1\).

For the \(g\)-error, the proof uses tolerance \(0.1/[2(|L|+1)]=0.1/6=1/60\). Since \(|g(x)-1|=|2x-2|=2|x-1|\), it is enough to require \(|x-1|<1/120\). For the \(f\)-error, the required tolerance is \(0.1/[2(|M|+1)]=0.1/4=1/40\). Since \(|f(x)-2|=|x-1|\), it is enough to require \(|x-1|<1/40\). Therefore choose \(\delta=\min\{1,1/120,1/40\}=1/120\).

If \(0<|x-1|<1/120\), the error identity gives

$$ \begin{aligned} |f(x)g(x)-2| &\leq |f(x)|\,|g(x)-1|+|f(x)-2|\\ &<3\left(\frac{1}{60}\right)+\frac{1}{120}\\ &=\frac{7}{120}<0.1. \end{aligned} $$

This checks the claimed product limit for the chosen tolerance. The target also agrees with direct substitution into the factors: \(f(1)g(1)=(1+1)(2-1)=2\).

Worked Example: A Zero Limit

Let \(f(x)=x+1\) and \(g(x)=x-2\), with \(x\to2\). The factor limits are \(L=3\) and \(M=0\), so the proposed product limit is \(0\). Take \(\varepsilon=0.2\).

For the preliminary bound, \(|f(x)-3|=|x-2|\), so \(\delta_0=1\) ensures \(|f(x)|<4\). The tolerance for \(g(x)-M\) is \(0.2/[2(|L|+1)]=0.2/8=1/40\). Since \(|g(x)-0|=|x-2|\), choose \(\delta_g=1/40\). The tolerance for \(f(x)-L\) is \(0.2/[2(|M|+1)]=0.2/2=0.1\), so \(\delta_f=0.1\). Take \(\delta=\min\{1,1/40,0.1\}=1/40\).

When \(0<|x-2|<1/40\), the second term in the product error identity vanishes because \(M=0\). Therefore

$$ \begin{aligned} |f(x)g(x)-0| &\leq |f(x)|\,|g(x)-0|+0\cdot|f(x)-3|\\ &<4\left(\frac{1}{40}\right)\\ &=\frac{1}{10}<0.2. \end{aligned} $$

Thus the product error is less than the prescribed \(\varepsilon\). Substitution into the factors gives \(f(2)g(2)=3\cdot0=0\), matching the limit proved by the estimate.

Worked Example: A Negative Limit

Let \(f(x)=2x-1\) and \(g(x)=1-x\), with \(x\to2\). The factor limits are \(L=3\) and \(M=-1\), giving the target product \(LM=-3\). Let \(\varepsilon=0.3\).

We have \(|f(x)-3|=2|x-2|\), so \(|x-2|<1/2\) makes \(|f(x)-3|<1\), and hence \(|f(x)|<4\). Take \(\delta_0=1/2\). The tolerance for \(g(x)-M\) is \(0.3/[2(3+1)]=0.3/8=3/80\). Since \(|g(x)-(-1)|=|2-x|=|x-2|\), take \(\delta_g=3/80\). The tolerance for \(f(x)-L\) is \(0.3/[2(1+1)]=0.3/4=3/40\). Since \(|f(x)-3|=2|x-2|\), take \(\delta_f=3/80\). Thus \(\delta=\min\{1/2,3/80,3/80\}=3/80\).

For \(0<|x-2|<3/80\), the bounds give

$$ \begin{aligned} |f(x)g(x)-(-3)| &\leq |f(x)|\,|g(x)-(-1)|+|-1|\,|f(x)-3|\\ &<4\left(\frac{3}{80}\right)+\frac{3}{40}\\ &=\frac{12}{80}+\frac{6}{80}\\ &=\frac{18}{80}=0.225<0.3. \end{aligned} $$

The estimate handles the negative value of \(M\) through \(|M|=1\). As a final check, \(f(2)g(2)=(4-1)(1-2)=3(-1)=-3\), the claimed product.

A Common Mistake: Assuming a Bound Without a Neighborhood

A tempting but invalid step is to write \(|f(x)|\leq |L|\) merely because \(f(x)\to L\). A limit does not say that every nearby function value has magnitude at most the magnitude of its limit. For example, if \(f(x)=x+1\) and \(x\to1\), then \(L=2\), but \(f(1.1)=2.1>2\). The asserted bound fails even for an input close to \(1\).

Another error is to use a local bound without ensuring that the final \(\delta\) keeps \(x\) inside the neighborhood where the bound holds. The correction is to first choose \(\delta_0\) using \(|f(x)-L|<1\), derive \(|f(x)|<|L|+1\), and then include \(\delta_0\) in the minimum defining the final \(\delta\). That makes every estimate valid for the same \(x\).

Takeaway: Do not assume a function is bounded near the target; derive an explicit bound from its limit and include the bound's delta in the final choice.

Check Your Understanding

Use the product-law proof and its estimates to answer the following questions.

  1. What identity splits \(f(x)g(x)-LM\) into terms involving the two factor errors?
  2. How does the condition \(|f(x)-L|<1\) give a bound for \(|f(x)|\)?
  3. Why are the tolerances divided by quantities involving \(|L|+1\) and \(|M|+1\)?
  4. Why must the final \(\delta\) include the delta used to bound \(f\)?
  5. In the proof, what happens to the second error term when \(M=0\)?

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