Linear Algebra
10.67 min read

Left- and Right-Hand Limits

The left-hand limit limxx0f(x)\lim_{x \to x_0^-} f(x) is the value f(x)f(x) approaches as xx approaches x0x_0 from the left (i.e., x<x0x < x_0). The right-hand limit limxx0+f(x)\lim_{x \to x_0^+} f(x) is the value approached from the right (x>x0x > x_0).

The full limit limxx0f(x)\lim_{x \to x_0} f(x) 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 H(x)=0H(x) = 0 for x<0x < 0 and H(x)=1H(x) = 1 for x0x \geq 0 has limx0H(x)=0\lim_{x \to 0^-} H(x) = 0 but limx0+H(x)=1\lim_{x \to 0^+} H(x) = 1. The overall limit limx0H(x)\lim_{x \to 0} H(x) does not exist.

Formal View

Definition 10.5 — One-Sided Limits
The left-hand limit is limxx0f(x)=L\lim_{x \to x_0^-} f(x) = L_- if f(x)Lf(x) \to L_- as xx0x \to x_0 through values x<x0x < x_0. The right-hand limit is limxx0+f(x)=L+\lim_{x \to x_0^+} f(x) = L_+ similarly for x>x0x > x_0. The two-sided limit exists iff L=L+L_- = L_+.

Why This Matters

One-sided limits characterize jump discontinuities and are essential for understanding piecewise functions.

  • ReLU activation: ReLU(x)=max(0,x)\text{ReLU}(x) = \max(0,x) has equal one-sided limits at 0 (both equal 0), so the limit exists — but the derivative fails.
  • Option payoffs: max(SK,0)\max(S - K, 0) has a kink at S=KS = K 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 f(x)=0f(x) = 0 if x<0x < 0, f(x)=1f(x) = 1 if x0x \geq 0: what is limx0f(x)\lim_{x \to 0} f(x)?

Question 2

The two-sided limit limxx0f(x)\lim_{x \to x_0} f(x) exists iff both one-sided limits exist and are equal.

Common Mistakes

  • Thinking the limit must equal f(x0)f(x_0) — the limit depends only on behavior near x0x_0, not at it.
  • Concluding the limit exists just because both one-sided limits exist — they must also be equal.