Could you help me out how to calculate the limit $$\lim\limits_{j \rightarrow 0}{\frac{f(j(x_1-x_0)+x_0)-f(x_0)} {j(x_1-x_0)}\cdot(x_1-x_0) \leq f(x_1)-f(x_0)}\;, j\in[0,1]$$ Thanks!
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By definition $$f'=\lim\limits_{h \rightarrow 0}{\frac{f(h+x_0)-f(x_0)} {h}}\; $$ when $h=(x-x_0).$ We see that as j approaches 0 $$\lim\limits_{j \rightarrow 0}{\frac{f(j(x_1-x_0)+x_0)-f(x_0)} {j(x_1-x_0)}}=f'(x_0),$$ so when passing to the limit in the inequality $$\lim\limits_{j \rightarrow 0}{\frac{f(j(x_1-x_0)+x_0)-f(x_0)} {j(x_1-x_0)}\cdot(x_1-x_0) \leq f(x_1)-f(x_0)}\;$$ we conclude that $$f'(x_0)\cdot(x_1-x_0) \leq f(x_1)-f(x_0).$$ |
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