Introductory university-level calculus, linear algebra, abstract algebra, probability, statistics, and stochastic processes.
L'Hôpital's rule
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We have been using the following formula without proof so far:
\[\lim_{x\to 0}\frac{\sin x}{x} = 1.\]
In this example, both \(\sin x\) and \(x\) converges to 0 as \(x \to 0\) so we have something like \(\frac{0}{0}\). In general, if \(\lim_{x\to a}f(x) = \lim_{x\to a}g(x) = 0\) or \(\lim_{x\to a}f(x) = \lim_{x\to a}g(x) = \pm\infty\), the limit of the form \(\lim_{x\to a}\frac{f(x)}{g(x)}\) is called an indeterminate form. L'Hôpital's rule provides a convenient way to calculate such limits (The proof will be given in another post).
Also the right limits \(\lim_{x \to a+0}\) may be replaced with the left limits \(\lim_{x\to a-0}\).
Corollary (L'Hôpital's rule (2))
Let \(f(x)\) and \(g(x)\) be differentiable functions on an open interval \(I\) that contains \(a\). Suppose \(f(x)\) and \(g(x)\) satisfy the following conditions.
\[\lim_{x \to a}f(x) = \lim_{x\to a}g(x) = 0.\]
For all \(x \in I\setminus\{a\}\), \(g'(x) \neq 0\).
The limit \(\lim_{x\to a}\frac{f'(x)}{g'(x)}\) exists.
Then, the limit \(\lim_{x\to a}\frac{f(x)}{g(x)}\) exists and
Remark. The same corollary holds if \(f(x)\) and \(g(x)\) are continuous functions on \((-\infty, b)\) and the limits \(\lim_{x\to \infty}\) are replaced with \(\lim_{x \to -\infty}\). □
Example. Let us find \(\lim_{x\to\infty}x^{\frac{1}{x}}\).
Let \(f(x) = x^{\frac{1}{x}}\) so that \(\log f(x) = \frac{\log x}{x}\). Now consider \(\lim_{x\to\infty}\log f(x)\).
\(\lim_{x\to\infty}\log x = \infty\) and \(\lim_{x\to\infty}x = \infty\).
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