Covering 1.4 of Keisler's Elementary Calculus, "Slope and Velocity; The Hyperreal Line"
That chapter defines: A number ϵ is said to be infinitely small, infinitesimal, if: −a<ϵ<a. And goes on to an introduction to the hyperreal line.
However, this definition seems to imply an infinitely small number (ϵ) is one which is between ±a, which seems to be a very large range if you choose, for example, a=1000.
I'm obviously missing something obvious.
Answer
An infinitesimal is an ϵ which is between a and −a for every standard real number a. So 0 is infinitesimal, but 1100 isn't, because 1100≮, and {1\over 500} is a standard real number.
In the standard real numbers, 0 is the only infinitesimal. In the hyperreals, there are lots of nonzero infinitesimals.
The role of infinitesimals is to make naive ideas about limits actually work rigorously; so, e.g., if we interpret "The limit of f(x) as x\rightarrow c is L" as meaning "If d is infinitely close to c (that is, c-d is infinitesimal), then f(d) is infinitely close to f(c)," the framework of hyperreals will make this meaningful.
In standard calculus, this work is done via the \epsilon-\delta definition of a limit, which avoids the use of non-standard real numbers, but is arguably harder to learn.
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