Use the definitions of limit and continuity to show that if f[x] and g[x] are continuous at all real numbers then so is the composition function, f[g[x]].
Proof: Let
> 0
be given. Let c be a real number. We want to show that
f[g[x]]
= f[g[c]].
Since f[x] is continous at g[c], there is a number
such that
if | t - g[c] | <
, then | f[t] - f[g[c]] | <
.
Now use that
in the limit definition for g[x]: Since g[x] is continuous at c,
there is a
such that
if | x- a
| <
, then | g[x] - g[c] | <
.
Putting stuff together, we see that if we let
t = g[x], we can write:
| x- a | <
==> | g[x] - g[c] | < 
==> | t - g[c] | <
==> | f[t] - f[g[c]] | < 
==> | f[g[x]] - f[g[c]] | <
And so we have
f[g[x]] = f[g[c]] as desired. This
whole process tells us how to get
from
using the intermediate step
.