Monday, 11 July 2016

real analysis - How does one prove L'Hôpital's rule?

L'Hôpital's rule can be stated as follows:




Let f,g be differentiable real functions defined on a deleted one-sided neighbourhood(1) of a, where a can be any real number or ±. Suppose that both f,g converge to 0 or that both f,g converge to + as xa± (± depending on the side of the deleted neighbourhood). If
f(x)g(x)L,


then
f(x)g(x)L,


where L can be any real number or ±.




This is an ubiquitous tool for computations of limits, and some books avoid proving it or just prove it in some special cases. Since we don't seem to have a consistent reference for its statement and proof in MathSE and it is a theorem which is often misapplied (see here for an example), it seems valuable to have a question which could serve as such a reference. This is an attempt at that.



(1)E.g., if a=1, then (1,3) is such a neighbourhood.

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