How does the existence of a limit imply that a function is uniformly continuous

Remember the definition of "uniformly continuous":

$f(x)$ is uniformly continuous on $[0,\infty)$ if and only if for every $\epsilon\gt 0$ there exists $\delta\gt 0$ such that for all $x,y\in [0,\infty)$, if $|x-y|\lt \delta$, then $|f(x)-f(y)|\lt \epsilon$.

We also know that the limit exists. Call $$\lim_{x\to\infty}f(x) = L.$$ That means that:

For every $\varepsilon\gt 0$ there exists $N\gt 0$ (which depends on $\varepsilon$) such that if $x\gt N$, then $|f(x)-L|\lt \varepsilon$.

Finally, you probably know that if $f(x)$ is continuous on a finite closed interval, then it is uniformly continuous on that interval.

So: let $\epsilon\gt 0$. We need to show that there exists $\delta\gt0$ such that for all $x,y\in [0,\infty)$, if $|x-y|\lt \delta$, then $|f(x)-f(y)|\lt\epsilon$.

We first use a common trick: if you know that any value of $f(x)$ in some interval is within $k$ of $L$, then you know that any two values of $f(x)$ in that interval are within $2k$ of each other: because if $|f(x)-L|\lt k$ and $|f(y)-L|\lt k$, then $$|f(x)-f(y)| = |f(x)-L + L-f(y)| \leq |f(x)-L| + |L-f(y)| \lt k+k = 2k.$$

So: pick $N\gt 0$ such that for all $x\gt N$, $|f(x)-L|\lt \epsilon/2$. That means that if $x,y\gt N$, then $|f(x)-f(y)|\lt \epsilon$, by the argument above. So we are "fine" if both $x$ and $y$ are greater than $N$.

Now, we just need to worry about what happens if both $x$ and $y$ are in $[0,N]$, or if one of $x$ and $y$ is in $[0,N]$ and the other one is in $(N,\infty)$.

For both in $[0,N]$, we are in luck: since $f$ is continuous on $[0,\infty)$, then it is continuous on the finite closed interval $[0,N]$, hence is uniformly continuous there. So we know there exists $\delta_1\gt 0$ such that for all $x,y\in [0,N]$, if $|x-y|\lt\delta_1$, then we have $|f(x)-f(y)|\lt \epsilon$. So we just need to ensure that $x$ and $y$ are within $\delta_1$ of each other; that will ensure the inequality we want if $x$ and $y$ are both in $[0,N]$, or if they are both in $(N,\infty)$.

Now we run into a slight problem: what if, say, $x\in [0,N]$ and $y\in (N,\infty)$? Well, since $f$ is continuous at $N$, we know that we can ensure that $f(x)$ and $f(y)$ are both as close as we want to $f(N)$ provided that $x$ and $y$ are both very close to $N$. But if $x$ and $y$ are within some $\ell$ of $N$, then they are within $2\ell$ of each other (same argument as before); and if $f(x)$ and $f(y)$ are both within some $k$ of $f(N)$, then they will be within $2k$ of each other.

So: let $\delta_2$ be such that if $|a-N|\lt\delta_2$, then $|f(a)-f(N)|\lt \epsilon/2$. Then, if $x$ and $y$ are both within $\delta_2$ of $N$, then $|f(x)-f(y)|\lt \epsilon$, and we'll be fine.

In summary: we want to select a $\delta\gt 0$ that will ensure that if $|x-y|\lt\delta$, then:

• If $x$ and $y$ are both less than $N$, then $|x-y|\lt \delta_1$;
• If $x$ and $y$ are both greater than $N$, then it doesn't matter how close to one another they are; and
• If one of $x$ and $y$ is less than $N$ and the other is larger than $N$, then they are each within $\delta_2$ of $N$.

To make sure the first condition happens, we just need to make sure that $\delta\leq\delta_1$. The second condition is easy. What should we require of $\delta$ in order for the second condition to hold? If we can find a $\delta$ that makes all three things happens simultaneously, we'll be done.

We know that for all $\varepsilon > 0$ there exists $X \in \mathbf R$ such that for all $x \geqslant X$ we have $|f(x) - \ell| < \varepsilon$ where $\displaystyle \ell = \lim_{x \to \infty} f(x)$.

So pick $\epsilon > 0$. Then we get from the previous condition a real number $X_\varepsilon > 0$. $f$ is uniformly continuous on $[0, X_\varepsilon]$ because that interval is compact.

Now, on $(X_\varepsilon, \infty)$ we have $|f(x) - \ell| < \varepsilon$. So we will always have $|f(x) - f(y)| \leq 2\varepsilon$ for $x, y$ in $(X_\varepsilon, \infty)$. Can you finish this?

Consider for example the function $\tan : [0,\pi/2]\to [0,\infty]$ with the convention $\tan(\pi/2)=\infty$. This function is increasing and $C^\infty$ on $(0,\pi/2)$.

Then you may consider $g:[0,\pi/2] \to \Bbb{R}$ defined by

$$ g(x)= \begin{cases} f(\tan x), & x \in [0,\pi/2) \\ \lim_{x \to \infty}f(x)=f(\infty) & x=\pi/2\end{cases}$$

Then $g$ is continuous on a compact set, therefore it is uniformly continuous. We can obtain $f$ by using the composition $f(x)=g(\arctan x)$. We know that $(\arctan x)'=\frac{1}{1+x^2}\leq 1$, which means, by the intermediate value theorem, that $|\arctan x-\arctan y| \leq |x-y|$ for every $x,y \in [0,\infty)$. Now pick $\varepsilon >0$ in the uniform continuity of $g$. Then there exists $\delta >0$ such that $|x-y|<\delta \Rightarrow |g(x)-g(y)|<\varepsilon$. But then $|\arctan x-\arctan y|\leq |x-y|<\delta$, therefore

$$ |f(x)-f(y)|=|g(\arctan x)-g(\arctan y)|<\varepsilon $$

This means that for every $\varepsilon >0$ there exists $\delta$ (the same as in the uniform continuity of $g$) such that every $x,y \in [0,\infty)$ with $|x-y|<\delta$ it follows that $|f(x)-f(y)|<\varepsilon$. Therefore $f$ is uniformly continuous.

What I did above was just translating the structure of the space $[0,\infty]$ which is compact, to a usual compact interval. The condition that $f$ has a limit at $\infty$ means that $f$ is continuous on the space $[0,\infty]$, which is the compactification of $[0,\infty)$ by adding another point, namely $\infty$. Why is $[0,\infty]$ compact?

• if $(y_n) \subset [0,\infty]$ then either $(y_n)$ has a bounded subsequence which by the Weierstrass theorem implies that there is a convergent subsequence, either $(y_n)$ is unbounded, which means that there is a subsequence converging to $\infty$.

  Then the theorem that says that any continuous function on a compact set is uniformly continuous can be applied. The arguments above are a workaround this.