Proof: limit of product is the product of limits

In summary, it is shown that for functions f_1 and f_2 from R^m to R and a cluster point P_0 in the domain, the limit of their product is equal to the product of their limits. This is proven using the sequential criterion for limits and the fact that P_0 is a cluster point. The use of universal and existential quantifiers and logical implications is avoided to make the proof more readable. The proof also shows that the limit of a product can be obtained by taking the limit of each function separately. Finally, a hint is given for how to prove this using the usual method without the sequence criterion.
  • #1
nuuskur
Science Advisor
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Homework Statement


Let [itex]f_1,f_2\colon\mathbb{R}^m\to\mathbb{R} [/itex] and a cluster point [itex]P_0\in D\subset\mathbb{R}^m[/itex] (domain)
Prove that [itex]\lim_{P\to P_0} f_1(P)\cdot f_2(P) = \lim_{P\to P_0} f_1(P)\cdot\lim_{P\to P_0} f_2(P) [/itex]

Homework Equations

The Attempt at a Solution


Let [itex]\begin{cases} \lim_{P\to P_0} f_1(P) = A \\ \lim_{P\to P_0} f_2(P) = B\end{cases}[/itex]
As [itex]P_0[/itex] is a cluster point, there exists a sequence [itex](P_n)[/itex] such that [itex]\lim_n P_n = P_0[/itex]

Is this correct? A cluster point in the domain is a point whose every ball around it intersects with the domain, hence the sequence should exist.
For every [itex]\varepsilon > 0[/itex] there exists [itex]B(P_0,\varepsilon)[/itex] such that [itex](B(P_0,\varepsilon)\setminus \{P_0\})\cap D\neq\emptyset[/itex]


Per the sequential criterion for limits the 2 statements are equivalent:
1) [itex]\lim_{P\to P_0} f(P) = L[/itex]
2) If [itex]\left [P_n\in D\setminus \{P_0\}, n\in\mathbb{N}\colon \lim_{n} P_n = P_0 \right ][/itex] then [itex]\lim_{n} f(P_n) = L[/itex]
I am curious why I was suggested to Not use [itex]\forall, \exists, \Rightarrow[/itex] and such if they were made for that exact purpose.

We know the sequence [itex](P_n)[/itex] exists such that [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex]. It should suffice to show that [itex]f_1(P_n)f_2(P_n)\xrightarrow[n\to\infty]{} AB[/itex]. (?)

Assume 1) is valid and let [itex]P_n\in D\setminus \{P_0\}[/itex] such that [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex]. Let [itex]\varepsilon > 0[/itex] then there exists an index [itex]N\in\mathbb{N}[/itex] such that
[tex]n\geq N\Rightarrow |f_1(P_n)f_2(P_n) - AB| < \varepsilon [/tex]
As [itex]f_1(P)f_2(P)\xrightarrow[P\to P_0]{} AB[/itex] then there exists [itex]\delta > 0[/itex] such that [tex]0 < d(P,P_0) < \delta \Rightarrow |f_1(P)f_2(P) - AB| < \varepsilon [/tex]
Knowing that [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex] then there exists and index [itex]N\in\mathbb{N}[/itex] such that
[tex]n\geq N \Rightarrow d(P_n, P_0)< \delta [/tex]
Therefore: if [itex]n\geq N[/itex] then [itex]d(P_n,P_0) < \delta[/itex] and [itex]|f_1(P_n)f_2(P_n) - AB|<\varepsilon[/itex]

Assume 2) is valid and assume by contradiction that 1) is not valid then there exists [itex]\varepsilon > 0[/itex] such that for every index [itex]n\in\mathbb{N}[/itex] there exists a point [itex]P_n\in D\setminus \{P_0\}[/itex] such that [tex]d(P_n, P_0) < \frac{1}{n},\ \mathrm{but}\ \ \ |f_1(P_n)f_2(P_n) - AB| \geq\varepsilon [/tex]
However, [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex] and not [itex]f_1(P_n)f_2(P_n)\xrightarrow[n\to\infty]{}AB[/itex] contradicts the validity of 2) [itex]_{\blacksquare}[/itex]

Is this enough to show that the limit of a product is the product of limits?

4. Additional notes

How can I show this the usual way, without the sequence criterion?

Let [itex]f_1(P)\xrightarrow[P\to P_0]{} A[/itex] and [itex]f_2(P)\xrightarrow[P\to P_0]{} B[/itex]

[itex]f_1\colon \forall\varepsilon > 0,\exists\delta_1 > 0\ \ |\ \ 0 < d(P,P_0) < \delta_1 \Rightarrow |f_1(P) - A| < \varepsilon[/itex]

[itex]f_2\colon \forall\varepsilon > 0,\exists\delta_2 > 0\ \ |\ \ 0 < d(P,P_0) < \delta_2 \Rightarrow |f_2(P) - B| < \varepsilon[/itex]

[itex]f_1\cdot f_2\colon \forall\varepsilon > 0,\exists\delta > 0\ \ |\ \ 0 < d(P,P_0) < \delta \Rightarrow |f_1(P)f_2(P) - AB| < \varepsilon[/itex]

Essentially I have to show that:
[itex]|f_1(P) - A| |f_2(P) - B|<\varepsilon[/itex] is somehow equivalent to [itex]|f_1(P)f_2(P) - AB|<\varepsilon [/itex]
I have [itex] |(f_1(P) - A)(f_2(P) - B)| < \varepsilon [/itex]. How do I choose the epsilon so it would give me the desired result?
 
Last edited:
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  • #2
nuuskur said:

Homework Statement


Let [itex]f_1,f_2\colon\mathbb{R}^m\to\mathbb{R} [/itex] and a cluster point [itex]P_0\in D\subset\mathbb{R}^m[/itex] (domain)
Prove that [itex]\lim_{P\to P_0} f_1(P)\cdot f_2(P) = \lim_{P\to P_0} f_1(P)\cdot\lim_{P\to P_0} f_2(P) [/itex]

Can you tell me why ##P_0## being a cluster point is important? It is not really important for the proof (see later).

Let [itex]\begin{cases} \lim_{P\to P_0} f_1(P) = A \\ \lim_{P\to P_0} f_2(P) = B\end{cases}[/itex]
As [itex]P_0[/itex] is a cluster point, there exists a sequence [itex](P_n)[/itex] such that [itex]\lim_n P_n = P_0[/itex]

Is this correct? A cluster point in the domain is a point whose every ball around it intersects with the domain, hence the sequence should exist.
For every [itex]\varepsilon > 0[/itex] there exists [itex]B(P_0,\varepsilon)[/itex] such that [itex](B(P_0,\varepsilon)\setminus \{P_0\})\cap D\neq\emptyset[/itex]

Yes, this is correct. But what follows is not correct. The issue is that you picked a particular sequence ##(P_n)_n##, while the argument later should hold for any sequence ##(P_n)_n##. So you should remove the sentence "As [itex]P_0[/itex] is a cluster point, there exists a sequence [itex](P_n)[/itex] such that [itex]\lim_n P_n = P_0[/itex]" from your proof.

Per the sequential criterion for limits the 2 statements are equivalent:
1) [itex]\lim_{P\to P_0} f(P) = L[/itex]
2) If [itex]\left [P_n\in D\setminus \{P_0\}, n\in\mathbb{N}\colon \lim_{n} P_n = P_0 \right ][/itex] then [itex]\lim_{n} f(P_n) = L[/itex]
I am curious why I was suggested to Not use [itex]\forall, \exists, \Rightarrow[/itex] and such if they were made for that exact purpose.

It is to make your proofs more readable. It really makes a huge difference to people reading your proof! I would even rewrite your sentence as "For any sequence ##(P_n)_n## in ##D\setminus \{P_0\}## that converges to ##P_0##, we have that ##\lim_n f(P_n) = L##.

We know the sequence [itex](P_n)[/itex] exists such that [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex]. It should suffice to show that [itex]f_1(P_n)f_2(P_n)\xrightarrow[n\to\infty]{} AB[/itex]. (?)

No, the existence of the sequence is irrelevant here. You need to prove it for any sequence, not a particular one. So in the sequel I will assume that ##(P_n)_n## is an arbitrary sequence in ##D\setminus \{P_0\}## that converges to ##P_0## (and thus not necessarily the one that exists from the limit point thing).

Assume 1) is valid

Why are you showing the equivalence of (1) and (2)? I assume you know this already?

and let [itex]P_n\in D\setminus \{P_0\}[/itex] such that [itex]P_n\xrightarrow[n\to\infty]{}P_0[/itex]. Let [itex]\varepsilon > 0[/itex] then there exists an index [itex]N\in\mathbb{N}[/itex] such that
[tex]n\geq N\Rightarrow |f_1(P_n)f_2(P_n) - AB| < \varepsilon [/tex]

Please don't use ##\Rightarrow##

As [itex]f_1(P)f_2(P)\xrightarrow[P\to P_0]{} AB[/itex]

This is what you need to prove. You can't state it and use it.

How can I show this the usual way, without the sequence criterion?

Let [itex]f_1(P)\xrightarrow[P\to P_0]{} A[/itex] and [itex]f_2(P)\xrightarrow[P\to P_0]{} B[/itex]

[itex]f_1\colon \forall\varepsilon > 0,\exists\delta_1 > 0\ \ |\ \ 0 < d(P,P_0) < \delta_1 \Rightarrow |f_1(P) - A| < \varepsilon[/itex]

Whatever you do, certainly NEVER use ##|## in this context. It is only valid in set-builder notation like ##\{x~|~x\notin x\}##. It is never used outside it.

Anyway, a hint or the proof:

##|f_1(P)f_2(P) - AB| = |f_1(P)f_2(P) -Af_2(P) + Af_2(P) - AB| \leq |f_1(P) - A| |f_2(P)| + A|f_2(P) - B|##
 

1. What is the proof for the limit of product rule?

The proof for the limit of product rule is based on the definition of a limit and the algebraic properties of limits. It involves showing that for two functions, f(x) and g(x), as x approaches a certain value, the limit of their product is equal to the product of their limits. This proof involves using the definition of a limit to show that the difference between the product of the limits and the limit of the product approaches zero as x approaches the given value.

2. Can the limit of product rule be applied to more than two functions?

Yes, the limit of product rule can be extended to any number of functions. This means that the limit of the product of n functions is equal to the product of their limits as x approaches a given value.

3. What are the conditions for the limit of product rule to hold?

The limit of product rule holds when all of the individual limits exist and the functions are continuous at the given value. If any of the individual limits do not exist or the functions are not continuous at the given value, then the limit of product rule may not hold.

4. How is the limit of product rule used in calculus?

The limit of product rule is an important tool in calculus for evaluating limits of functions that can be expressed as products. It allows us to break down complex limits into simpler ones that can be easily evaluated using other rules and techniques.

5. Are there any other rules or theorems related to the limit of product rule?

Yes, there are other related rules and theorems, such as the limit of quotient rule and the limit of power rule. These rules also involve manipulating limits using algebraic properties and can be used to evaluate more complex limits. Additionally, the limit of product rule can also be extended to the limit of a product of a sequence of functions, known as the limit of infinite product rule.

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