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What is the formal epsilon-delta definition of the limit of a function?

The formal definition states that the limit of f(x)f(x) as xx approaches aa is LL if for every ϵ>0\epsilon > 0, there exists a δ>0\delta > 0 such that if 0<∣x−a∣<δ0 < |x - a| < \delta, then ∣f(x)−L∣<ϵ|f(x) - L| < \epsilon. This rigorously captures the intuitive idea that f(x)f(x) can be made arbitrarily close to LL by choosing xx sufficiently close to aa (but not equal to aa).

Conditions

  • ϵ\epsilon is an arbitrary positive real number
  • δ\delta is a positive real number dependent on ϵ\epsilon
  • xx is in the domain of ff and x≠ax \neq a

Reasoning, step by step

  1. Choose an arbitrary tolerance ϵ>0\epsilon > 0 for the output distance from LL.
  2. Find a corresponding input radius δ>0\delta > 0 around aa.
  3. Verify that for all xx satisfying 0<∣x−a∣<δ0 < |x - a| < \delta, the inequality ∣f(x)−L∣<ϵ|f(x) - L| < \epsilon holds.
  4. Conclude that lim⁡x→af(x)=L\lim_{x \to a} f(x) = L if this condition is met for every possible ϵ\epsilon.

Example

The board explicitly displays the implication: 0<∣x−a∣<δ⇒∣f(x)−L∣<ϵ0<|x-a|<\delta \Rightarrow |f(x)-L|<\epsilon. The speaker describes this as a game where one person gives an ϵ>0\epsilon > 0, and the other must provide a δ\delta that makes the condition true.

Common misconceptions

  • Believing that δ\delta is chosen first and ϵ\epsilon follows; in reality, ϵ\epsilon is prescribed first, and δ\delta is supplied in response.
  • Thinking that the condition ∣x−a∣<δ|x - a| < \delta is sufficient; the definition requires the punctured neighborhood 0<∣x−a∣<δ0 < |x - a| < \delta to exclude the point x=ax = a itself.
  • Assuming the definition only needs to work for one specific ϵ\epsilon; it must hold for *every* positive ϵ\epsilon, no matter how small.

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