TheoremBase

Both directions are immediate from the two epsilon-delta conditions; the only point to check is the value x=cx=c, which the limit condition excludes and continuity handles trivially.

Proof

Throughout, continuity at cc is that of The Real Line: Standing Notation and Background for Calculus on Intervals (v) and the limit is that of Limit of a Real Function at a Point of an Interval, both taken relative to the interval II.

Continuity implies the limit statement. Suppose ff is continuous at cc, and let ε>0\varepsilon>0. By continuity there is δ>0\delta>0 such that every x∈Ix\in I with ∣x−c∣<δ|x-c|<\delta satisfies ∣f(x)−f(c)∣<ε|f(x)-f(c)|<\varepsilon. If x∈Ix\in I satisfies 0<∣x−c∣<δ0<|x-c|<\delta, then in particular ∣x−c∣<δ|x-c|<\delta, so ∣f(x)−f(c)∣<ε|f(x)-f(c)|<\varepsilon. Thus the real number f(c)f(c) has the property required in Limit of a Real Function at a Point of an Interval (i); by Uniqueness of the Limit of a Real Function at a Point of an Interval (ii) it is the only real number with that property, and therefore lim⁡x→cf(x)=f(c)\lim_{x\to c}f(x)=f(c).

The limit statement implies continuity. Suppose lim⁡x→cf(x)=f(c)\lim_{x\to c}f(x)=f(c), and let ε>0\varepsilon>0. Choose δ>0\delta>0 such that every x∈Ix\in I with 0<∣x−c∣<δ0<|x-c|<\delta satisfies ∣f(x)−f(c)∣<ε|f(x)-f(c)|<\varepsilon. Now let x∈Ix\in I satisfy ∣x−c∣<δ|x-c|<\delta. If x=cx=c, then ∣f(x)−f(c)∣=∣0∣=0<ε|f(x)-f(c)|=|0|=0<\varepsilon. If x≠cx\ne c, then ∣x−c∣>0|x-c|>0, so 0<∣x−c∣<δ0<|x-c|<\delta and hence ∣f(x)−f(c)∣<ε|f(x)-f(c)|<\varepsilon. In both cases ∣f(x)−f(c)∣<ε|f(x)-f(c)|<\varepsilon, so ff is continuous at cc.

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