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The concept of the '''limit''' is the cornerstone of [[calculus]], [[analysis]], and [[topology]].  At the simplest intuitive level, the limit of a function at a point is the value that the function "approaches" as its argument "approaches" that point.  But that is an unsatisfactory definition, and a much more careful definition is required.
 
The concept of the '''limit''' is the cornerstone of [[calculus]], [[analysis]], and [[topology]].  At the simplest intuitive level, the limit of a function at a point is the value that the function "approaches" as its argument "approaches" that point.  But that is an unsatisfactory definition, and a much more careful definition is required.
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==Limit of a Sequence==
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Let <math>(a_n)_{n\in N} = (a_1, a_2, a_3, ...),</math> be a [[sequence]] of [[real number]]s. We say that this sequence has a limit <math>a\,</math>, i.e.,
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<math>\lim_{n\to \infty} = a,\,</math>
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if for any <math>\varepsilon > 0\,</math>, there exists a number  <math>N\,</math>, such that
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<math>
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|a_n - a| < \varepsilon\,</math> for every <math>n > N\,</math>. Intuitively, this means that if you take  an [[interval]] as small as you like, [[center]]ed at the limit point, then most - i.e., all but a finite number - of the points of the sequence are in that interval.
      
==Limit of a Function==
 
==Limit of a Function==
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Now try an example that isn't trivial.  Let
 
Now try an example that isn't trivial.  Let
 
:<math>f(x) = x^x\,</math>
 
:<math>f(x) = x^x\,</math>
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This function is well-defined for x>0, using the general definition that involves the [[exponential]] and [[natural logarithm]] functions.  We can calculate f(x) for various values of x:
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This function is well-defined for x>0, using the general definition that involves the [[exponential]] and [[natural logarithm]] functions.  But we can calculate f(x) for other values:
 
  f(5) = 3125
 
  f(5) = 3125
 
  f(2) = 4
 
  f(2) = 4
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That is,
 
That is,
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:For every M > 0, there is a &delta; > 0 such that, whenever <math>0 < |x-X| < \delta,\quad f(x) > M\,</math>
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:For every M > 0, there is a &delta; > 0 such that, whenever <math>0 < |x-X| < \delta, f(x) > M\,</math>
    
Consider the function
 
Consider the function
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:<math>\lim_{x\to X}f(x) = - \infty\,</math>
 
:<math>\lim_{x\to X}f(x) = - \infty\,</math>
 
means
 
means
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:For every M < 0, there is a &delta; > 0 such that, whenever <math>0 < |x-X| < \delta,\quad f(x) < M.</math>
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:For every M < 0, there is a &delta; > 0 such that, whenever <math>0 < |x-X| < \delta, f(x) < ,</math>
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==The limit of f(x) as x Goes to Infinity==
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Infinity can also make an appearance in the function's domain, as in "The limit of f(x), as x approaches infinity, is 3."  What that means is that we replace the
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:<math>0 < |x - X| < \delta\,</math>
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with
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:<math>x > M\,</math>
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That is,
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:For every &epsilon; > 0, there is an M such that, whenever <math>x > M, |f(x)-Y| < \varepsilon\,</math>
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Consider the function
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:<math>f(x) = \frac{3x+5}{x}\,</math>
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If you graph this, it goes off to a value of 3 toward the right.  We have:
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:<math>\lim_{x\to \infty}f(x) = 3\,</math>
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If we set <math>\varepsilon = 10^{-10}\,</math>, <math>M = 10^{11}\,</math> will win the bet.
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We can do a similar thing for the limit as x goes to minus infinity.
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==The limit of f(x) as x Goes to Infinity is Infinity==
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A function like <math>f(x) = e^x\,</math> combines both inifinites. We write
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:<math>\lim_{x\to \infty}e^x = \infty\,</math>
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Here we replace both &delta; and &epsilon;:
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:For every N > 0, there is an M such that, whenever <math>x > M, f(x) > N\,</math>
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==Limit of a Sequence==
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An important type of limit is the limit of a [[sequence]] of numbers <math>(a_n)_{n\in N} = (a_1, a_2, a_3, ...)</math>. When we say that this sequence has a limit A, we are essentially using the definition above for x going to infinity, but using n instead of x:
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:<math>\lim_{n\to \infty}a_n = A,\,</math>
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means that
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:For every &epsilon; > 0, there is an M such that, whenever <math>n > M, |a_n-A| < \varepsilon\,</math>
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When a sequence has a limit like that, we say that the sequence '''converges''' to that limit.
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==Infinite Sums==
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It is important to distinguish between the '''limit of the sequence''', as defined above, and the much more commonly used '''limit of the partial sums of the sequence'''.  If we have a sequence <math>(a_n) = (a_1, a_2, a_3, ...)</math>, we also have a sequence of "partial sums", the n<sup>th</sup> item of which is the sum of the first n items in the original sequence:
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:<math>s_n = \sum_{i=1}^n a_n\,</math>
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If <math>s_n\,</math> converges to A, we say that the '''infinite sum''' <math>a_n\,</math> converges to A, written like this:
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:<math>\sum_{i=1}^\infty a_n = A\,</math>
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For example, the sequence
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:<math>a_n = \frac{1}{n!}\,</math>
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(where the exclamation point is the [[factorial]] operation)
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converges to the number known as "e":
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:<math>\sum_{i=1}^\infty \frac{1}{n!} = e\,</math>
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The is the only sense in which a summation going to infinity makes sense.
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[[category:mathematics]]
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[[Category:Mathematics]]
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[[Category:Calculus]]
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