Ahh,
another question that I can pretend is revision for my analysis exam on thursday!
The definition of a limit of a function f:X->R is is that f converges to limit L as x approaches a if for every e>0 there exists a d>0 such that
|f(x) - L| < e whenever 0 < |x-a| < d
Basically this is saying that we can make f arbitrarily close to L if we make x arbitrarily close to a (but not a).
A useful way of thinking about it is as some kind of game: You give me an epsilon that you want the difference between f(x) and L to be and I give you back a delta so that whenever |x-a| < d, |f(x)-L| < e. The smaller the epsilon, the smaller the delta will need to be.
The point of the definition is that I find a function of epsilon to use as delta so I can always win the game.
We'll do a simple example,
Prove lim{x->2} 2x+4 = 8
so from the definition of the limit we need for each e>0 a d>0 such that |x-a| < d => |f(x)-L| < e
In this case we have L = 8 (Note you have to know, or guess, the limit to use this definition)
so to find d start with
|f(x) - L| < e
|2x+4 - 8| < e
|2x-4| < e
|x-2| < e/2
we need this to hold when
|x-a| < d
|x-2| < d
so take d = e/2
Now whenever you give me an epsilon I simply divide it by two and then by the reverse of the above chain of inequalities
|x-2| < e/2 => |2x+4 - 8| < e
cheers,
Martin