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One-sided limits of a monotone function always exist: for nondecreasing on an interval and , whenever has points below , whenever it has points above , and these satisfy
Statement
Let be order-convex (Intervals of : the nine order-convex forms, nondegeneracy, and length), let be nondecreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences) and let . Write
(The left and right limits of at , as limits of the restrictions of to and ).
- Left. If then is a limit point of (Limit point, isolated point, adherent point, derived set, and dense subset of ), the set is nonempty and bounded above by , and
- Right. If then is a limit point of , the set is nonempty and bounded below by , and
- Together. If both and are nonempty then
In particular a nondecreasing function on an interval has, at every point of that interval, every one-sided limit that is well posed at all: no hypothesis of continuity, of boundedness, or of any other kind is needed.
The nonincreasing case is not a separate theorem. If is nonincreasing then is nondecreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences), and a real is the left limit of at exactly when is the left limit of at , since ; so claims 1 to 3 hold for with the suprema and infima exchanged and the inequalities reversed.
Order-convexity of is what makes the limits well posed. Without it the symbol need not be defined even though is nonempty: for and the set is nonempty but is not a limit point of it, and The left and right limits of at , as limits of the restrictions of to and leaves the symbol undefined there for exactly that reason.
Facts & Assumptions
Given: An order-convex , a nondecreasing , and .
is order-convex: and imply (Intervals of : the nine order-convex forms, nondegeneracy, and length).
Every nonempty subset of that is bounded above has a least upper bound, and every nonempty subset bounded below has a greatest lower bound (Complete ordered field (least-upper-bound property), Lower bound, bounded below, bounded set, Greatest lower bound (infimum), Every nonempty set bounded below has an infimum).
For nonempty and bounded above with upper bound : if and only if for every real there is with (Epsilon characterisation of the supremum). Dually, for nonempty and bounded below with lower bound : if and only if for every real there is with (Epsilon characterisation of the infimum).
means: is a limit point of , and for every real there is a real with for every with ; dually on the right (The left and right limits of at , as limits of the restrictions of to and , The - limit of at a limit point of , The -neighbourhood and the punctured -neighbourhood of a point of ).
is a limit point of a set when every punctured neighbourhood of meets (Limit point, isolated point, adherent point, derived set, and dense subset of , The -neighbourhood and the punctured -neighbourhood of a point of ); a one-sided limit, being the limit of a restriction, is unique when it exists (At a limit point of the domain a function has at most one limit).
Proof
Suppose and fix with ; then , since any with lies in .
Claim 2 is the same argument on the other side, and is written out here rather than deduced. Suppose and fix with ; then , and for real the point lies in within of , so is a limit point of .
Every real gives a point of within of and different from : put , so that and , and by step 1.1. Hence is a limit point of and the symbol on the left of claim 1 is well posed.
The set is nonempty, since , and is an upper bound of it, since gives . So exists and , the latter because is an upper bound and is the least one.
The set is nonempty and bounded below by , so exists and .
Let be real. By the epsilon characterisation of the supremum there is with and .
Given real , the epsilon characterisation of the infimum gives with and ; put . For with we have , so and hence .
Put and let satisfy . Then , so by monotonicity and because and is an upper bound of ; hence and therefore .
Claim 2 is proved: .
Claim 1 is proved: was arbitrary in step 3.1, so , and this value is the only one the symbol can denote.
Claim 3 follows by combining the two inequalities of claims 1 and 2, both of which are then available.
Remarks
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Where completeness is spent. Exactly once on each side, in the existence of and of ; the rest of the proof is the definition of a one-sided limit and the monotonicity hypothesis. Over an ordered field that is not complete the statement fails, because the supremum need not exist.
-
The two one-sided limits need not agree, and that is the point. When both are defined they satisfy , and a strict inequality between the outer two is exactly a jump discontinuity; A monotone function on an interval has no discontinuity of the second kind: at every point both relevant one-sided limits exist, and an interior point is a discontinuity exactly when turns that observation into the classification of the discontinuities of a monotone function, and Froda's theorem: the set of discontinuities of a monotone function on an interval is at most countable, the injection into being built from one fixed enumeration of the rationals by least index, so no choice principle is used counts them.
Depends on
- Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of $\mathbb{R}$, with the dictionary to monotone sequences
- The left and right limits of $f$ at $c$, as limits of the restrictions of $f$ to $A \cap (-\infty, c)$ and $A \cap (c, \infty)$
- The $\varepsilon$-$\delta$ limit $\lim_{x \to c} f(x) = L$ of $f : A \to \mathbb{R}$ at a limit point $c$ of $A$
- At a limit point of the domain a function has at most one limit
- Limit point, isolated point, adherent point, derived set, and dense subset of $\mathbb{R}$
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Epsilon characterisation of the supremum
- Epsilon characterisation of the infimum
- Lower bound, bounded below, bounded set
- Greatest lower bound (infimum)
- Every nonempty set bounded below has an infimum
- Complete ordered field (least-upper-bound property)
- The $\varepsilon$-neighbourhood and the punctured $\varepsilon$-neighbourhood of a point of $\mathbb{R}$
Used by
- A convex function on an open interval has finite left and right derivatives everywhere, with f'_-(u)≤ f'_+(u)≤ (f(v)-f(u))/(v-u)≤ f'_-(v)≤ f'_+(v) for u<v Theorem
- A monotone function on an interval has no discontinuity of the second kind: at every point both relevant one-sided limits exist, and an interior point c is a discontinuity exactly when lim_x → c⁻ f(x) < lim_x → c⁺ f(x) Theorem
- Converse to Froda: for every at most countable E ⊆ ℝ there is a bounded nondecreasing f : ℝ → ℝ whose set of discontinuities is exactly E, every one of them a jump Theorem
- Froda's theorem: the set of discontinuities of a monotone function on an interval is at most countable, the injection into ℕ being built from one fixed enumeration of the rationals by least index, so no choice principle is used Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 54 results over 15 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- Monotonic function (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 4 (standard reference, not scraped)
- Monotone Functions (Analysis WebNotes) (standard reference, not scraped)
- Discontinuities of monotone functions (Wikipedia) (standard reference, not scraped)