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Left- and Right-Hand Limits
The left-hand limit is the value approaches as approaches from the left (i.e., ). The right-hand limit is the value approached from the right ().
The full limit exists if and only if both one-sided limits exist and are equal. If the left-hand and right-hand limits differ, the overall limit does not exist. This happens for step functions and piecewise functions with jumps.
For example, the Heaviside step function for and for has but . The overall limit does not exist.
Formal View
Definition 10.5 — One-Sided Limits
The left-hand limit is if as through values . The right-hand limit is similarly for . The two-sided limit exists iff .
Why This Matters
One-sided limits characterize jump discontinuities and are essential for understanding piecewise functions.
- ReLU activation: has equal one-sided limits at 0 (both equal 0), so the limit exists — but the derivative fails.
- Option payoffs: has a kink at where one-sided limits exist but one-sided derivatives differ.
- Signal processing: analyzing signals with discontinuous jumps requires one-sided limits.
Quiz
Question 1
For the step function if , if : what is ?
Question 2
The two-sided limit exists iff both one-sided limits exist and are equal.
Common Mistakes
- Thinking the limit must equal — the limit depends only on behavior near , not at it.
- Concluding the limit exists just because both one-sided limits exist — they must also be equal.