Prove that the limit $\lim_{\delta \to 0}(\frac{f(x+\delta x)}{f(x)})^{\frac{1}{\delta}}$ exists and it is nonzero

calculuslimitsreal-analysis

$f:(0, \infty) \to (0, \infty)$ is a differentiable function and I want to prove that for any $x>0$ limit

$\lim_{\delta \to 0}(\frac{f(x+\delta x)}{f(x)})^{\frac{1}{\delta}}$

exists and is nonzero.

I was thinking of first getting the logarithm of a limit in order to deal with the exponent more easily, and then proving the existence of the limit from $\epsilon-\delta$ definition. I get that as $\delta \to 0$ this limit is 1. So something along the lines of

$\lim_{\delta \to 0}(\frac{1}{\delta}(lnf(x+\delta x)-lnf(x))$

But then, since we don't have the analytical form I have little information to understand what $\epsilon$ and $N$ (number after which we can choose arbitrary epsilon) to choose.

Also, I was thinking that it might be useful to know that $f$ is differentiable, so

$\lim_{x \to x_0}\frac{f(x)-f(x_0)}{x-x_0}$

exists, but I don't see how would it be useful.

What am I missing out? How can I prove this? Thank you.

Best Answer

Write

\begin{align} \left(\frac{f(x+\delta x)}{f(x)}\right)^{\frac{1}{\delta}} &= \exp\left(\frac{1}{\delta}\ln\left(\frac{f(x+\delta x)}{f(x)}\right)\right)\\ &= \exp\left(\frac{\ln\left[f(x+\delta x)\right]-\ln\left[f(x)\right]}{\delta}\right)\\ &= \exp\left(x\cdot\frac{\ln\left[f(x+\delta x)\right]-\ln\left[f(x)\right]}{\delta x}\right) \end{align}

It was assumed that $f$ is differentiable over $(0,\infty)$, so the composition $\ln\circ f$ is differentiable over $(0,\infty)$. Since $\delta x\to0$ as $\delta\to 0$, it follows that the limit

$$\lim_{\delta\to 0}\frac{\ln\left[f(x+\delta x)\right]-\ln\left[f(x)\right]}{\delta x}$$

exists, and equals the derivative of $\ln\circ f$ evaluated at $x$, namely $f'(x)/f(x)$. We conclude from the continuity of the exponential function that

$$\lim_{\delta\to 0}\left(\frac{f(x+\delta x)}{f(x)}\right)^{\frac{1}{\delta}}=\lim_{\delta\to 0}\exp\left(x\cdot\frac{\ln\left[f(x+\delta x)\right]-\ln\left[f(x)\right]}{\delta x}\right)=\exp\left(x\frac{f'(x)}{f(x)}\right)$$