iterated limit in
Let be a function from a subset of to and an accumulation point
of . The limits
are called iterated limits.
Example 1. If , then
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does not exist
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the usual limit does not exist.
Example 2. If , then
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the usual limit again does not exist, though both of the iterated limits do.
So far we have studied examples that present discontinuity at its point of accumulation. We now expose an illustrative example where such discontinuity can be avoided.
Example 3. Consider the function
then (we apply l’Hôpital’s rule (http://planetmath.org/LHpitalsRule) throughout)
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the usual limit exists in this case. An essential reason which assures the continuity of this function, arises from the fact that , , i.e. it is the real part
of the analytic function
having the removable singularity at (see the entry complex sine and cosine).