andyrk said:
Okay. This is confusing. In the expression lim_{x \rightarrow a} h(g(x)) the argument of h() will become exactly L not near L. Because whenever we evaluate a limit we say "this limit is equal to" and not "this limit is near to". So similarly, the argument of h() would be equal to L not near L. If you think I didn't understand what you are trying to say, please explain it further to me.
It's appropriate to refer to the ##\lim_{x\to c}## as "the limit of ##f## at ##c##", or as "the limit of ##f(x)## as ##x## goes to ##c##". But consider the ##f## defined by
$$f(x)=\begin{cases}
1 & \text{if }x=c\\
0 & \text{if }x\neq c
\end{cases}$$ for all real numbers ##x##. We have ##\lim_{x\to c}f(x)=0\neq 1=f(c)##. This reflects the fact that the limit ##\lim_{x\to c}f(x)## is determined by the values of ##f##
near ##c##, not by the value of ##f##
at ##c## (i.e. the number ##f(c)##). The latter doesn't affect the limit at all.
andyrk said:
Isn't it obvious that lim_{x \rightarrow a} h(g(x)) leads to h(L) because lim_{x \rightarrow a} g(x) = L??
No. The statement is true when ##h## is continuous at ##L##, but consider ##g(x)=Lx/a## and
$$h(x)=\begin{cases}
1 & \text{if }x=L\\
0 & \text{if }x\neq L
\end{cases}.$$ We have ##\lim_{x\to a}g(x)=g(a)=La/a=L##, but we also have ##h(g(x))=0## for all real numbers ##x## other than ##a##, and this implies that
$$\lim_{x\to a}h(g(x))=0\neq 1=h(L)=h\left(\lim_{x\to a} g(x)\right).$$
andyrk said:
I could never make any sense of the ε-δ proof. And I don't think I will be able to until some miracle happens. :(
You just need to study the definition of "limit". It's not that hard. OK, it's hard, but not so hard that you need a miracle.
Once you understand the definition and have done a few basic exercises about the definition of limit, I think you will find the proof I posted fairly easy to follow.
andyrk said:
My course material says nothing about composite limit theorem. It says to substitute only in evaluating simple limits not composite. And infact I never encountered anywhere in all my problem sets or course material any reference to composite limits. I just encountered- lim_{x\rightarrow a} e^{f(x)} being equated to e^{lim_{x\rightarrow a} f(x)}. Does this require the understanding of composite function limit theorem? My course material is just advanced high school calculus (maybe that's the reason it doesn't cover it).
Since the exponential function is continuous, the theorem I proved ensures that those two are equal.