Let ∣⋅∣ be the absolute value on R. Suppose L=L′; then L−L′=0, so ∣L−L′∣>0 by claim 1 of Properties of the Absolute Value in an Ordered Field, and ε=∣L−L′∣/2 is a positive real by claim 8 of Elementary Order Arithmetic in an Ordered Field.
By Partial Derivative on a Euclidean Open Set, applied once for the value L and once for the value L′, there are reals δ>0 and δ′>0 such that every h∈R with 0<∣h∣<δ (respectively 0<∣h∣<δ′) satisfies (a1,…,ai−1,ai+h,ai+1,…,an)∈U together with the difference-quotient inequality for L with ε (respectively for L′ with ε).
Let η be the lesser of δ and δ′ (claim 9 of Elementary Order Arithmetic in an Ordered Field), positive since η is δ or δ′, and put h=η/2, so that 0<h<η by claim 8 there and ∣h∣=h since 0≤h (absolute value); hence 0<∣h∣<δ and 0<∣h∣<δ′ by claim 2 of Elementary Order Arithmetic in an Ordered Field. Writing
q=hf(a1,…,ai−1,ai+h,ai+1,…,an)−f(a),
both ∣q−L∣<ε and ∣q−L′∣<ε hold, and ∣L−q∣=∣q−L∣ by claim 2 of Properties of the Absolute Value in an Ordered Field, so by the triangle inequality for the absolute value
∣L−L′∣≤∣L−q∣+∣q−L′∣<ε+ε=∣L−L′∣,
a contradiction. Hence L=L′. ■