Heine (sequential) criterion for limits and continuity

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Formulate the definition of a function continuous at a point, using the Heine definition of the limit of a function (i.e., in terms of sequences).

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(1)

Let lim⁡n→∞xn=∞\lim_{n \rightarrow \infty } x_{n} = \infty. Prove that lim⁡n→∞(1+1xn)xn=e\lim_{n \rightarrow \infty }\left(1+\frac{1}{x_{n}}\right)^{x_{n}} = e.

(2)

Let lim⁡n→∞xn=0,xn≠0\lim_{n \rightarrow \infty } x_{n} = 0, x_{n} \neq 0. Prove that lim⁡n→∞(1+xn)1/xn=e\lim_{n \rightarrow \infty }\left(1+x_{n}\right)^{1 / x_{n}} = e.

Prove that lim⁡x→0f(x)\lim_{x \rightarrow 0} f(x) does not exist, if:

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(1)

f(x)=arcctg⁡(1/x)f(x) = \operatorname {arcctg}(1 / x);

(2)

f(x)=sign⁡sin⁡(1/x)f(x) = \operatorname {sign} \sin (1 / x).

Prove that lim⁡x→+∞f(x)\lim_{x \rightarrow +\infty } f(x) does not exist, if:

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(1)

f(x)=cos⁡xf(x) = \cos x;

(2)

f(x)=x−E[x]f(x) = x-\mathbb {E}\left[x\right].

Prove that if, for every sequence {xn}\left\{ x_{n}\right\} converging to the point x0x_{0}, the sequence {f(xn)}\left\{ f\left(x_{n}\right)\right\} converges, then lim⁡x→x0f(x)\lim_{x \rightarrow x_{0}} f(x) exists.

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Prove that if from every sequence {xn}\left\{ x_{n}\right\} converging to the point x0x_{0} one can extract a subsequence {xnk}\left\{ x_{n_{k}}\right\} for which lim⁡k→∞f(xnk)=a\lim_{k \rightarrow \infty } f\left(x_{n_{k}}\right) = a, then lim⁡x→x0f(x)=a\lim_{x \rightarrow x_{0}} f(x) = a.

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Prove the stated assertion (X,Y,ZX, Y, Z are metric spaces). The definitions of continuity of a mapping f:X→Yf: X \rightarrow Y given above in terms of sequences and in terms of neighborhoods are equivalent.

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Let g:R→Rg: \mathbb {R} \rightarrow \mathbb {R}.

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(a)

Recall that lim⁡t→∞g(t)=L\lim_{t \rightarrow \infty } g(t) = L for some LL in R\mathbb {R} if for every ϵ>0\epsilon > 0, there exists a Tϵ<∞T_{\epsilon } < \infty such that t≥Tϵ⇒∣g(t)−L∣<ϵt \geq T_{\epsilon } \Rightarrow \left|g(t)-L\right| < \epsilon. Show that lim⁡t→∞g(t)=L\lim_{t \rightarrow \infty } g(t) = L for some LL in R\mathbb {R} iff lim⁡n→∞g(tn)=L\lim_{n \rightarrow \infty } g\left(t_{n}\right) = L for every sequence {tn}n≥1\left\{ t_{n}\right\}_{n \geq 1} with lim⁡n→∞tn=∞\lim_{n \rightarrow \infty } t_{n} = \infty.

(b)

Formulate and prove a similar result when lim⁡t→ag(t)=L\lim_{t \rightarrow a} g(t) = L for some a,L∈Ra, L \in \mathbb {R}.

References

[ККЧ+03a] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Предел. Непрерывность. Дифференцируемость. 2-е изд., ФИЗМАТЛИТ, 2003.
[ККЧ+03b] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[AtLa06] Athreya K.B., Lahiri S.N. Measure Theory and Probability Theory. Springer, 2006.