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I'm trying to understand this proof in the Spivak's book Calculus on manifolds page 16:

When I read this I had a feeling that in this part Spivak was informal and intuitive, almost like "cheating" to have a more clean proof.

Of course, it has to have some formal argument behind, but I couldn't identify it. I think it has to do with limits of composition of functions, where one of the functions is $tx$.

Could anyone clarify this part?

Thanks

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    $\begingroup$ $tx$ is a vector. $\lambda$ and $\mu$ are linear, so $\lambda(tx) - \mu(tx) = t(\lambda(x)-\mu(x))$. $\endgroup$ Dec 6, 2013 at 15:21
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    $\begingroup$ If I understand correctly, your question amounts to asking whether it is true that: If $\lim_{h \to 0} F(h) = 0$, then $\lim_{t \to 0} F(tx) = 0$. Yes? $\endgroup$ Dec 6, 2013 at 15:21
  • $\begingroup$ @JesseMadnick yes that's right $\endgroup$
    – user108205
    Dec 6, 2013 at 15:31

4 Answers 4

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Suppose we know that $\displaystyle \lim_{h \to 0} F(h) = 0$. This means that for every $\epsilon > 0$, there exists $\delta > 0$ such that $$|h| < \delta \implies |F(h)| < \epsilon.$$

Fix $x \in \mathbb{R}^n$. If $|t| < \delta/|x|$, then $|tx| = |t||x| < \delta$, so $|F(tx)| < \epsilon$. This says exactly that $\displaystyle \lim_{t \to 0} F(tx) = 0$.

In your situation, take $$F(h) := \frac{|\lambda(h) - \mu(h)|}{|h|}.$$


Edit: If $\displaystyle \lim_{h \to h_0} F(h) = L$ and $\displaystyle \lim_{t \to t_0} g(t) = h_0$, then $\displaystyle \lim_{t \to t_0} F(g(t)) = L$.

Proof: Fix $\epsilon > 0$. By the first limit hypothesis, there exists $\delta_1 > 0$ such that $$|h - h_0| < \delta_1 \implies |F(h) - L| < \epsilon$$ By the second limit hypothesis, there exists $\delta_2 > 0$ such that $$|t - t_0| < \delta_2 \implies |g(t) - h_0| < \delta_1.$$ Therefore, if $|t - t_0| < \delta_2$, then $|F(g(t)) - L| < \epsilon$. This says exactly that $\lim_{t \to t_0} F(g(t)) = L$.

Remark: Note that no continuity hypotheses were necessary. A continuity hypothesis on $F$ would be needed to show instead that $\displaystyle \lim_{t \to t_0}F(g(t)) = F(h_0)$.

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  • $\begingroup$ thank you for your answer I would like a kind of "composition rule" for the limit to prove this, but your proof is really nice, thank you very much. $\endgroup$
    – user108205
    Dec 6, 2013 at 15:44
  • $\begingroup$ In the final remark you said "A continuity hypothesis on $F$ would be needed to show instead that $\lim_{t \to t_0}F(g(t)) = F(h_0)$." to have the last equality true, we have to have both functions continuous or just $F$? $\endgroup$
    – user108205
    Dec 6, 2013 at 16:42
  • $\begingroup$ Just $F$. ${}{}$ $\endgroup$ Dec 6, 2013 at 17:49
  • $\begingroup$ Very complete answer, great! Thanks a lot! $\endgroup$
    – user108205
    Dec 7, 2013 at 10:10
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You fix $x \neq 0$ and $h=tx$ for $t \to 0$. You have proved that $$ \lim_{h \to 0} \frac{|\lambda (h)-\mu (h)|}{|h|}=0, $$ so $$ \lim_{t \to 0} \frac{|\lambda (tx)-\mu (tx)|}{|tx|}=0 $$ as well. But $\lambda (tx)=t \lambda (x)$ and $\mu (tx)=t \mu (x)$ by linearity, and you conclude.

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    $\begingroup$ I don't think this is what's confusing the OP. See my comment above. $\endgroup$ Dec 6, 2013 at 15:23
  • $\begingroup$ @JesseMadnick you're right. $\endgroup$
    – user108205
    Dec 6, 2013 at 15:24
  • $\begingroup$ What I didn't understand is why the first limit you wrote is 0 $\endgroup$
    – user108205
    Dec 6, 2013 at 15:25
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    $\begingroup$ Spivak proves it! The fraction is gretater than zero and smaller that a quantity that converges to zero. By comparison, the fration must tend to zero. By this should be trivial for you, if you want to read Spivak's book. $\endgroup$
    – Siminore
    Dec 6, 2013 at 15:26
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    $\begingroup$ If they were continuous, why should we write limits in the assumptions? $\endgroup$
    – Siminore
    Dec 6, 2013 at 15:53
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The second chain of inequality shows that $$\lim _{h\to 0} \frac{|\lambda (h) - \mu (h)|}{|h|}=0.$$ A necessary condition for the convergence is that $\phi (t)\to 0$ if $t\to 0$ , where $\phi$ is the quotient calculated in $tx$. It's something like “$a_n \to a$ implies $a_{n_k}\to a$ for each subsequence $a_{n_k}$”.

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$\mu$ and $\lambda$ are linear transformations and $t$ is a scalar so $$ \mu(tx) - \lambda(tx) =t\mu(x) - t\lambda(x) = |t|(\mu(x) - \lambda(x)). $$ So $$ \left|\mu(tx) - \lambda(tx)\right| = |t|\left|\mu(x) - \lambda(x)\right|. $$ Also |tx| = |t||x| is a basic property of the euclidean norm, so $$ \left|\frac{\mu(tx) - \lambda(tx)}{tx}\right|=\frac{|t||\mu(x) - \lambda(x)|}{|t||x|} = \left|\frac{\mu(x) - \lambda(x)}{x}\right| $$ for $ t \neq 0$.

Spivak asserts $0 = \lim_{t \to 0} \left|\frac{\mu(tx) - \lambda(tx)}{tx}\right|$. So for all $\epsilon >0$ there exists a $\delta >0$ so that when $0<t<\delta$ $$ \epsilon > \left|\left| \frac{\mu(tx) - \lambda(tx)}{tx}\right| - 0\right| = \left| \frac{\mu(tx) - \lambda(tx)}{tx}\right| = \left|\frac{\mu(x) - \lambda(x)}{x}\right|. $$

Since $$ \left|\frac{\mu(x) - \lambda(x)}{x}\right| < \epsilon$$ for all $\epsilon > 0$ $$ \left|\frac{\mu(x) - \lambda(x)}{x}\right| = 0.$$

Since $|x| > 0$ then $\frac{1}{|x|} > 0$ so we must have $$ |\mu(x) - \lambda(x)| = 0$$ since there are no nilpotent elements in $\mathbb{R}$

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    $\begingroup$ What do the expressions in your first chain of equalities mean? You appear to be dividing a vector by a vector? $\endgroup$
    – user169852
    Apr 26, 2016 at 22:31
  • $\begingroup$ Yes that is a good point $\endgroup$ Apr 27, 2016 at 6:02

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