Limits & Continuity of Functions

epsilon-delta definition (function)

Think of a negotiation between a sceptic and a defender. The sceptic names a tolerance — how close to L the output must land. The defender must reply with a tolerance on the input — how close to a the input must be to guarantee it. If the defender can always meet any challenge, the limit holds. Epsilon is the output tolerance the sceptic demands; delta is the input tolerance the defender supplies.

Formally, lim_{x->a} f(x) = L means: for every epsilon > 0 there exists a delta > 0 such that, for all x in the domain with 0 < |x - a| < delta, we have |f(x) - L| < epsilon. The strict inequality 0 < |x - a| deliberately excludes x = a, encoding the rule that the limit ignores the value at a.

The quantifier order is everything. Epsilon comes first and delta is chosen in response, so delta is allowed to depend on epsilon (and usually does — smaller epsilon forces smaller delta). Swapping the order, or letting delta come first, defines something entirely different and usually false. Learning to read and write this definition fluently is the gateway to rigorous analysis.

To show lim_{x->3} (2x - 1) = 5, given epsilon > 0 choose delta = epsilon/2. Then 0 < |x - 3| < delta gives |(2x - 1) - 5| = 2|x - 3| < 2*delta = epsilon.

A direct epsilon-delta verification: delta = epsilon/2 works.