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I am starting reading the $4^{th}$ chapter of PMA from Walter Rudin.

The chapter is about continuity and it defines $$\lim_{x\to a} f(x)$$ (for a function mapping a metric space $E$ into a metric space $F$) saying $a$ is a limit point of $E$.

I don't understand: for a function whose domain is $\mathbb R$, does it mean that for $\lim_{x\to \infty} f(x)$ we have being a limit point of $\mathbb R$ ?

According to this post, $\mathbb R '=\mathbb R$, and is not a limit point of $\mathbb R$.

PS: Here is the (beggining of the) definition: exerpt of Rudin's book

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    $\begingroup$ What has Rudin's definition to do your question? That definition if for limits at a point of $E$, but $\infty\notin\Bbb R$. $\endgroup$ Commented Mar 26, 2023 at 12:36
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    $\begingroup$ Look at Rudin's4.33, where he generalizes in terms of neighborhoods his first definition of limits, after having defined (a basis of) neighborhoods of $+\infty$ and $-\infty$ $\endgroup$ Commented Mar 26, 2023 at 12:43
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    $\begingroup$ Limits $x\to\infty$ are defined differently, as the above comment notes, $\infty\not\in E=\mathbb R,$ but there is a way to add $\infty$ in general to any metric space, the so-called "one point compactification of $E.$" In the case of the real line, we can also get a useful space by adding $\pm\infty,$ called the extended real line. The usual real sense of $\lim_{x\to\infty}$ corresponds to the extended real line. But it takes some work to show these notions aee equivalent that might make it less attractive when first introducing limits. $\endgroup$ Commented Mar 26, 2023 at 12:43
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    $\begingroup$ So in this sense, $+\infty$ is indeed a limit point of the real numbers in the space of the extended real line. But we don't introduce it that way because we have to change the metric on the real line or else we'd have $d(0,\infty)=\infty,$ and metrics only make sense with real values. $\endgroup$ Commented Mar 26, 2023 at 12:47
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    $\begingroup$ Choose any increasing homeomorphism $f:\Bbb R\to(-1,1),$ extend it by $f(-\infty)=-1,f(+\infty)=+1,$ and define $d$ on $\overline{\Bbb R}:=[-\infty,+\infty]$ by: $d(u,v)=|f(u)-f(v)|.$ In the metric space $(\overline{\Bbb R},d),$ $\pm\infty$ are limit points of $\Bbb R,$ and Rudin's 4.33 may be considered as a particular case of 4.31. $\endgroup$ Commented Mar 26, 2023 at 12:53

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Let's start with a technical point about topology. If we declare that our universe is the set $X$, then we don't care about any sets that might contain $X$ in another universe. This means that when we consider the closure of $X$, we are automatically constrained to $X$ itself. There is nothing else besides. Formally, when we turn $X$ into a topological space $(X, \tau)$, then it's necessarily true that $X$ is closed with respect to $\tau$.

If our universe is $\mathbb{R}$, then $\mathbb{R}$ contains all of its limit points. The point $+\infty$ simply doesn't exist. To make the point a bit firmer, if our universe was instead the rationals $\mathbb{Q}$, then the point $\pi$ simply doesn't exist. On the other hand, if we consider $\mathbb{Q}$ as a subset of $\mathbb{R}$, then we can show that $\pi \in \mathbb{R} \setminus \mathbb{Q}$ is indeed a limit point of $\mathbb{Q}$ (e.g., take an expanding decimal representation).

This is all an intuitive picture for the following fact: a set $A \subset X$ is always closed relative to the subspace topology $\tau_A = \{A \cap U : U \in \tau\}$. This means that the closed sets can change when we change our universe. $\mathbb{Q}$ isn't closed when the universe is $\mathbb{R}$, but it is closed when the universe is $\mathbb{Q}$.

Now to the next point. When we study functions $f : \mathbb{R} \to \mathbb{R}$, we are sometimes interested in the long run behavior of $f(x)$ as $x$ becomes very large (or very small). There is no point in $\mathbb{R}$ called "the long run", which means we have to extend a notion of limits without one. When we write $$ \lim_{x \to +\infty} f(x) = L \tag{$\star$} $$ we aren't asking about $|+\infty-x|<\delta$, because that statement has no meaning. To capture the "infinite limit" idea, we have to use a different approach. Instead, we say that $x \to +\infty$ means that eventually, $x$ is greater than any number $M$. So we impose the following interpretation of ($\star$): for every $\varepsilon > 0$ there exists $M \in \mathbb{R}$ such that if $M < x$, then $|f(x)-L|<\varepsilon$. This captures our meaning of "long run behavior" without having to admit $+\infty$ into our space.

Finally, we might ask if there is a space $\mathbb{R} \cup \{+\infty\}$ with a topological structure that describes both our conventional limits $x \to x_0$ and our extended limits $x \to +\infty$. The answer is yes.


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Rudin introduces the extended real number system $\mathbb R \cup \{-\infty, \infty \}$ in Definition 1.23 on p.11. Let us denote it by $\overline{\mathbb R}$.

In the section entitled "Infinite limits and limits at infinity" (p.97 ff) he explains how to work in the extended real number system:

... we shall now enlarge the scope of Definition 4.1 by reformulating it in terms of neighborhoods.

This is made explicit in Definition 4.33 and answers your question what $\lim_{x \to \infty} f(x)$ means.

It does not mean that $\infty$ is a limit point in the metric space $\mathbb R$ (this is impossible because $\infty \notin \mathbb R$). It has a precise meaning in terms of neigborhoods of $\infty$ in $\overline{\mathbb R}$. Actually $\infty$ can be regarded as a limit point in $\overline{\mathbb R}$, although not in the sense of Definition 2.18 (because Rudin does not introduce a metric on $\overline{\mathbb R}$).

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