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Show that one-sided limits always exist for a monotone function on an interval $[a,b]$.

Me attempt:

1) If a function is monotone on an interval $[a,b]$, then $f(a)\le f(x) \le f(b)$ for $x\in[a,b]$. Therefore if there exists left-hand (right-hand) limit of this function at a given point, then it must be finite. Now we must show that a both left-hand and right=hand limits exist. We use the fact that if we take a sequence $(x_n)\rightarrow c^{+} \in [a,b]$ then $f(x_n)$ is bounded and monotone and therefore it is convergent.

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luka5z
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    First, note that you need to start with saying "If monotone increasing)" and then say "The case for monotone decreasing is similar" – Alan Oct 11 '14 at 18:12

1 Answers1

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Outline: The general idea is right, but probably a lot more detail is expected. Note that there are two (very similar) cases, monotone non-decreasing and monotone non-increasing. In what follows, we deal with monotone non-decreasing.

It is useful to treat limits from the left and limits from the right separately. We look at the limit from the left. Let $c\in(a,b]$. We want to show that $\lim_{x\to c^{-}} f(x)$ exists. Let $U$ be the set of all $x$ in our interval such that $x\lt c$. Let $V$ be the set of all $f(x)$, where $x$ ranges over $U$. Show that $V$ is non-empty and bounded above. Then $V$ has a supremum $v$. Show that $\lim_{x\to c^{-}} f(x)=v$.

Alternately, one can use sequences.

André Nicolas
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