TheoremBase

Sketch: the two candidate values differ by less than twice any positive epsilon, so they are equal.

Proof

Throughout, the arithmetic and order of R\mathbb{R} are used through The Structure of ℝ as a Field and an Ordered Ring (i), The Structure of ℝ as a Field and an Ordered Ring (ii), Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (v) and Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (ix), and norms in Rn\mathbb{R}^{n} through Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square (ii), Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square (v) and Standard Basis Vectors of ℝ^q: Coordinates, Orthonormality and Unit Length (iii). For a real t≠0t\neq0 with a+tei∈Ua+te_{i}\in U write

q(t)=f(a+tei)−f(a)tq(t)=\frac{f(a+te_{i})-f(a)}{t}

for the difference quotient.

Suppose, for a contradiction, that L≠ML\neq M, and put ε=∣L−M∣/2\varepsilon=|L-M|/2, a positive real number. The hypothesis for N=LN=L gives a real δL>0\delta_{L}>0, and the hypothesis for N=MN=M a real δM>0\delta_{M}>0, each for this ε\varepsilon. Let δ=min⁡{δL,δM}>0\delta=\min\{\delta_{L},\delta_{M}\}>0 and, having chosen δ\delta, take t=δ/2t=\delta/2. Then 0<∣t∣<δL0<|t|<\delta_{L} and 0<∣t∣<δM0<|t|<\delta_{M}, so both properties apply to tt: the point a+teia+te_{i} lies in UU, the quotient q(t)q(t) is defined, and

∣q(t)−L∣<ε,∣q(t)−M∣<ε.|q(t)-L|<\varepsilon,\qquad |q(t)-M|<\varepsilon .

By the triangle inequality for the absolute value, Rules of Arithmetic and Order in an Ordered Field (xi),

∣L−M∣≤∣L−q(t)∣+∣q(t)−M∣<2ε=∣L−M∣,|L-M|\le|L-q(t)|+|q(t)-M|<2\varepsilon=|L-M| ,

which is impossible. Hence L=ML=M, which is (i).

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