What is the proof for nested limits?

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swampwiz
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AIUI, this is a law of proofs:

lim x→a f( g( x ) ) = f( lim x→a g( x ) )

I have searched for an explanation of this proof, but have been unable to find one, although I did find a page that was for certain types of functions of f( x ), just not a proof for a function in general.
 
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Not true in general. You need continuity assumptions. Even if all the limit exists, then still it is possible to have inequality, as playing with simple examples should indicate you.
 
lurflurf said:
of interest
https://teachingcalculus.com/2019/08/26/limit-of-composite-functions/

It is not true in general. That theorem is in any calculus book requiring lim x→a g( x ) exist and f continuous at that value.
In many examples of interest only one of the two conditions hold. We then need to find another method in those cases.

I was referring to functions that are the same expression, not some contrived function that is defined by different expressions for different sections of the domain.
 
swampwiz said:
I was referring to functions that are the same expression, not some contrived function that is defined by different expressions for different sections of the domain.
That is a rather arbitrary criterium. Take any function ##F## on ##\mathbb{R}## that is, in your opinion, contrived. Take another function ##G## on ##\mathbb{R}## that you don't find contrived. Define the function ##H## on ##\mathbb{R}## by ##H(x) = F(G(x))##. Then ##H## can be written using one and the same expression for all ##x \in \mathbb{R}##. Do you find ##H## to be contrived, or not?
 
Suppose that g(x) is continuous near x = a and f(u) is continuous near u = g(a). Then by definition the limit of f(g(x)) as x → a is what happens to f(g(x)) when x gets closer and closer to a. This means we are plugging into g(x) values of x close to a. By continuity of g(x) near x = a, these g(x)'s will get closer and closer to g(a). So whatever g(a) may be, the limit of f(g(x)) as x → a is the same as the limit of f(u) as u → g(a). (Are you with me so far?)

Now since f(u) is continuous at u = g(a) the limit of f(u) as u → g(a) is the same as plugging in g(a) for u, or in other words f(g(a)).