Addition and Subtraction
For this post, assume that f and g are functions whose limits exist at a∈R. Let L,M∈R such that limx→af(x)=L and limx→ag(x)=M. Therefore, by the definition of limits, we have
∀ϵf>0∃δf>0s.t.0<|x−a|<δf⟹|f(x)−L|<ϵf ∀ϵg>0∃δg>0s.t.0<|x−a|<δg⟹|g(x)−M|<ϵgScalar Addition/Subtraction
Let c∈R. We wish to show that
limx→a(f(x)±c)=L±cFix any ϵ>0. In the limit definition of f(x) we fix particular ϵf=ϵ. Therefore, we have
∃δf>0s.t.0<|x−a|<δf⟹|f(x)−L|<ϵlet δ=δf. Therefore,
∃δ>0s.t.0<|x−a|<δ⟹|f(x)−L|<ϵ∃δ>0s.t.0<|x−a|<δ⟹|f(x)±(c−c)−L|<ϵ∃δ>0s.t.0<|x−a|<δ⟹|(f(x)±c)−(L±c)|<ϵwhich proves the result.
Written in a more general notation, we have the scalar addition/subtraction law of limits.
limx→a(f(x)±c)=(limx→af(x))±cFunction Addition
We wish to show that
limx→a(f(x)+g(x))=L+MFix any ϵ>0. In the limit definitions of f(x) and g(x) we fix particular ϵf=ϵg=ϵ2. Therefore, we have
∃δf>0s.t.0<|x−a|<δf⟹|f(x)−L|<ϵ2 ∃δg>0s.t.0<|x−a|<δg⟹|g(x)−M|<ϵ2Let δ=min(δf,δg). Therefore,
∃δ>0s.t.0<|x−a|<δ⟹|f(x)−L|<ϵ2and|g(x)−M|<ϵ2∃δ>0s.t.0<|x−a|<δ⟹|f(x)−L|+|g(x)−M|<ϵ2+ϵ2∃δ>0s.t.0<|x−a|<δ⟹|f(x)−L|+|g(x)−M|<ϵ∃δ>0s.t.0<|x−a|<δ⟹|(f(x)−L)+(g(x)−M)|<ϵ∃δ>0s.t.0<|x−a|<δ⟹|(f(x)+g(x))−(L+M)|<ϵwhich proves the result.
Written in a more general notation, we have the addition law of limits.
limx→a(f(x)+g(x))=(limx→af(x))+(limx→ag(x))Function Subtraction
We can show the subtraction law of limits using the addition and scalar multiplication limit laws.
limx→a(f(x)−g(x))=limx→a(f(x)+((−1)⋅g(x)))=(limx→af(x))+(limx→a(−1)⋅g(x))=(limx→af(x))+(−1)⋅(limx→ag(x))=(limx→af(x))−(limx→ag(x))Linearity
Combining the addition, subtraction, and scalar multiplication laws, we have shown that limits are a linear operation. Let f and g be functions and α,β∈R be constants, then
limx→a(αf(x)+βg(x))=α(limx→af(x))+β(limx→ag(x))Note, this gives an alternative proof for the scalar addition/subtraction. Let α=1, β=±1, and g(x)=c.