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]].

Answer:

Proof: Let epsilon > 0 be given. Let c be a real number. We want to show that [Graphics:LimitsTutorialgr145.gif] f[g[x]] = f[g[c]].
Since f[x] is continous at g[c], there is a number gamma such that
if | t - g[c] | < gamma, then | f[t] - f[g[c]] | < epsilon.
Now use that gamma in the limit definition for g[x]: Since g[x] is continuous at c, there is a delta such that
if | x- a | < delta, then | g[x] - g[c] | < gamma.
Putting stuff together, we see that if we let t = g[x], we can write:

| x- a | < delta ==> | g[x] - g[c] | < gamma
==> | t - g[c] | < gamma
==> | f[t] - f[g[c]] | < epsilon
==> | f[g[x]] - f[g[c]] | < epsilon

And so we have [Graphics:LimitsTutorialgr146.gif] f[g[x]] = f[g[c]] as desired. This whole process tells us how to get delta from epsilon using the intermediate step gamma.

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