Skip to content
Calculus I / Limits and Continuity

The Precise Definition of a Limit

The informal limit definition says f(x)f(x) gets "arbitrarily close to LL" when xx is "sufficiently close to aa". To prove limit laws, to distinguish a genuine limit from a numerical artifact, and to verify convergence of a numerical method (such as a binomial tree), you need quantitative control: how close must xx be to guarantee that f(x)f(x) is within a prescribed tolerance? The ε\varepsilon-δ\delta definition answers that question. It turns the limit concept into something provable and falsifiable, and its structure — challenge–response, universal–existential — is the template for every convergence proof in analysis.

Learning objectives. By the end of this note you should be able to:
  • state the ε\varepsilon-δ\delta definition precisely and interpret both quantifiers;
  • use the δ\delta-chase strategy to verify that a given limit claim is correct;
  • write a complete ε\varepsilon-δ\delta proof for a linear function and for a simple quadratic;
  • translate the definition into a geometric picture (an ε\varepsilon-strip around LL forces an xx-interval around aa).

In this lesson

  1. The ε\varepsilon-δ\delta definition
  2. The δ\delta-chase strategy
  3. Infinite limits and vertical asymptotes

Before you start

The full lesson, with worked examples and exercise solutions, is for members.

Read the full lesson

New to SelfMadeQuant.com? See membership options or explore the curriculum.