Given $f :(a,b)\to\mathbb{R}$ is a monotone increasing function bounded above, show that $\lim_{x\to b^-} f(x)$ exists

continuityconvergence-divergencelimits

Let $f :(a,b)\to\mathbb{R}$ be a monotone increasing function bounded above. Show that $\lim_{x\to b^-} f(x)$ exists.

Okay, so what I've done is shown below. Apparently it's not enough because I've just shown that $f(x_n)$ converges. Could anyone give any hints as to how I can complete the proof?

Let $x_n=b-\dfrac{1}{n},n\in\mathbb{N}$. Then since $\forall n\in\mathbb{N},x_n<b$ and $x_{n+1}=b-\dfrac{1}{n+1}>b-\dfrac{1}{n}=x_n$, $x_n$ is monotone increasing and bounded above. Thus, by the Monotone Convergence Theorem, it has a limit $\lim_{n\to\infty}x_n=b^-$. Assume that $f :(a,b)\to \mathbb{R}$ is monotone increasing and bounded above by some $L\in\mathbb{R}$. Since $f(x)$ is monotone increasing, we know that $f(x_n)<L \forall n\in\mathbb{N}$. But here I'm stuck. How do I show precisely that the given limit exists?

Best Answer

Application of some sequence.

Let $x_n = b -1/n$. Then $x _n \to b^-$. Since $f$ is increasing and bounded above, so is the sequence $(f(x_n))_1^\infty$. Therefore it converges. Let the limit be $A$. By definition, for each $\varepsilon > 0$, there is some $N \in \Bbb N^*$ s.t. $\vert f(x_n) - A\vert < \varepsilon$ whenever $n \geqslant N$. Therefore for $\underline {\delta = b - x_N}$, whenever $\underline{x_N = b -\delta < x < b}$, there is an $M \in \Bbb N^*$ that $M \geqslant N$ and $x_M \leqslant x \leqslant x_{M+1}$. Then by monotonicity, $f(x_M) \leqslant f(x) \leqslant f(x_{M+1})$, and $$ \underline {- \varepsilon <}\ f(x_M) - A \leqslant \underline {f(x) - A} \leqslant f(x_{M+1}) - A\ \underline { < \varepsilon}\ , $$ i.e. $$ \lim_{ x \to b^-} f(x) = A. $$