Concept

Limit — where it appears

The value a sequence or a function approaches as closely as anybody likes, whether or not it ever arrives. Its existence is separate from its value, and separate again from the rate at which the approach happens.

Named by 37 essays across 4 fields — each of them below, with the objects they name alongside it.

8 rectangles under a curve. A left-endpoint Riemann sum with 8 rectangles approximating the area under a curve.

Adding up rectangles until they stop being rectangles

The integral is defined as a limit of sums of rectangles. The definition is exact, the picture is honest about what it costs, and the gap between them is the whole subject.

analysis · The integral
eˣ and its tangent lines. The exponential curve with tangent lines at several points; at each point the slope equals the height.

The curve that is its own slope

There is exactly one shape of exponential curve whose steepness at every point equals its height at that point. The number that produces it is 2.71828…, and it was not chosen for elegance.

analysis · The exponential
A Galton board after 600 balls. 600 balls fall through 12 rows of pegs, each bouncing left or right at random, and pile up in a bell-shaped heap.

A bell curve assembled out of coin flips

Drop six hundred balls through a board of pegs, each bouncing left or right at random, and they pile up in a shape that can be predicted precisely. Nothing coordinated them.

probability · Central limit
A disc unrolled into a triangle. A disc cut into 12 concentric rings, and the same rings straightened and stacked. The longest is the outer circumference; the shortest is nearly a point; the stack is a triangle.

A circle unrolled into a triangle

Take a disc apart into rings, straighten each one, and stack them. The result is a triangle whose base is the circumference and whose height is the radius — and its area is the disc's.

geometry · Circle area
Terms that vanish, a total that does not. The first 24 terms of the harmonic series as bars, with the running total above them. The last bar is 0.042 tall and the total has reached 3.776.

A sum whose terms vanish and whose total does not

Add a half, a third, a quarter, and keep going. The terms shrink to nothing and the total passes every number there is — but so slowly that no computation will ever watch it happen.

analysis · Harmonic series
Secants closing on the tangent to x². Secant lines through x = 1 and a second point 1.2, 0.8, 0.5, 0.28, 0.12 away, with the slope of each. They approach 2, the derivative there.

The slope of a single point

A slope needs two points. A derivative is the slope at one. The construction that bridges the gap is a sequence of secants, and the whole difficulty of calculus is in what "the limit of that sequence" is allowed to mean.

analysis · The derivative
The same terms, with the signs alternating. The partial sums of 1 - 1/2 + 1/3 - 1/4 + …, out to 24 terms. They close on 0.69315 from both sides at once, and the gap between consecutive sums is the next term, so the answer is trapped.

The same terms, in a different order, adding to whatever is asked

Flip alternate signs in the harmonic series and it converges. Reorder the terms — add nothing, remove nothing — and it converges to any number chosen in advance. Addition stops being commutative, and the picture shows where it goes.

analysis · Harmonic series
Area is the undoing of slope. Above, a positive function with the area from 0 to 1.80 shaded. Below, that area plotted against where it stops. The lower curve's slope at 1.80 is 1.129, which is exactly the upper curve's height there.

Area is the undoing of slope

Two operations invented for unrelated reasons — measuring a region and measuring a rate — turn out to be inverse. The picture is two panels sharing one axis, and the claim is that the lower curve's steepness is the upper curve's height.

analysis · The integral
Nine walks, and the square root. 9 independent walks of 400 steps, each step one place left or right. The dashed curves are ±√n: the walks stay near them, spill past them, and come back — which is what a typical distance means as opposed to a limit.

A walk that always comes home, until it does not

Step left or right at random, forever, and the walk returns to where it started with certainty. On a grid it also returns. In space it does not, and about a third of walks leave and never come back.

probability · Random walk
A rule for moving between 3 states. 3 states drawn as circles with an arrow for every move the rule allows, labelled with its chance; a dashed loop is the chance of staying put.

The rule that forgets where it came from

A walk between a few states, with the next step decided by the current one and nothing else. Run it long enough and the starting point stops mattering — but only when two conditions hold, and both of them have a picture in which they fail.

probability · Markov chains
A square cut into 7 pieces and a remainder. A square divided by cutting off a fixed fraction of what is left, over and over, so that the pieces are the terms of a geometric series and the uncut corner is the tail.

The sum that fits in one square

Half, then a quarter, then an eighth, forever. Adding infinitely many things sounds like it should give infinity, and the picture that says otherwise is a square with a corner left uncut.

analysis · Geometric series
Four staircases against a quarter circle, all of length 2. A quarter circle with staircases of 1, 2, 4, 16 steps drawn over it; each hugs the curve more closely than the last and every one of them is exactly 2 long.

The staircase that is not the diagonal

A staircase can be made to follow a quarter circle as closely as anyone likes. Its length is 2 at every stage and the arc's length is 1.5708, and no amount of refinement closes the gap — which is a fact about length rather than about staircases.

analysis · Arc length
The spectrum of a pulse train, as the period grows. The same pulse repeated at three different intervals, with its spectrum below each. The lines move closer together as the period lengthens and the curve they lie on does not move at all.

When the period grows without bound

A repeating signal has a spectrum of separate lines. Stretch the gap between repeats and the lines crowd together while the curve they sit on stays exactly where it is — and at infinite period the lines are gone and the curve is the whole answer.

analysis · Fourier series
One walk at three magnifications, and the shape it is heading for. The same random walk over three windows, each ten times longer than the last and scaled vertically by the square root of ten, so all three look alike. Beside them, the exact distribution of the position after a few step counts, standardised, closing on the bell curve.

The walk that becomes a curve

Shrink the steps of a random walk and it disappears. Shrink them while stretching the time in the right proportion — space by the square root of whatever time is divided by — and something is left behind, which is a curve nobody could draw.

probability · Random walk
x ↦ cos x: two starts, one destination. A map whose graph is nowhere steeper than a fixed factor under one, with staircases from two different starting points converging on the same crossing, and the distance to it falling under a geometric bound.

A map that shrinks everything

One extra hypothesis — that every distance is shortened by at least a fixed factor — turns the existence of a fixed point into its uniqueness, an algorithm for finding it, and a bound on the error after any number of steps.

analysis · Fixed points
A rectangle grown on two sides. A rectangle x by √x, with both sides grown by the change a step of h makes. The new area is the old one, two strips, and a small corner rectangle that has both increments in it.

A rectangle grown on two sides

A product of two changing quantities is the area of a rectangle whose sides both move. The extra area is two strips and a corner, and the whole of the product rule is the observation that the corner is negligible and the strips are not.

analysis · The derivative
A curved map of the plane, and the flat one that fits it at a point. The map (x² − y², 2xy) carrying a small square patch of grid. Beside it, the image of the same patch under the linear map given by the matrix of partial derivatives, drawn dashed on top of the curved image.

The flat map that fits closest

A derivative is usually met as a number, which works because a line through a point is described by one. In more than one dimension the object that plays the same role is a linear map, and the number was always a one-by-one instance of it.

analysis · The derivative
eˣ and its inverse, reflected in the diagonal. A curve, the line y = x, and the curve reflected in it — which is the graph of the inverse function. Tangents are drawn at matched pairs of points, and the two slopes at each pair multiply to one.

The slope of the mirror image

Undoing a function is reflecting its graph in the diagonal, and a reflection turns a slope into its reciprocal. That single observation supplies the derivative of every inverse — the logarithm, the roots, the inverse trigonometric functions — without differentiating any of them.

analysis · The derivative
The slopes the equation demands, and the curves that obey them. A field of short segments whose slope at each point is 0.9 times the height there, with 3 solution curves integrated through it; each doubles over an interval of 0.770 wherever that interval is taken.

The equation with only one answer

A rate of change proportional to the current amount is the most common description in nature, and it pins down the function completely. There is exactly one curve through each starting point, and a half-life and a doubling time are the same measurement.

analysis · The exponential
The share of arrangements that fix nothing, up to 8 objects. A bar per number of objects, giving the proportion of its arrangements that leave nothing in place, against the horizontal line at 1/e.

The constant that counts what does not happen

Nothing grows in a shuffled pack of cards, and nothing grows in a factorial. Yet e sits in the middle of both — as the chance that a shuffle leaves nothing in place, and as the base that makes n! nearly a power.

analysis · The exponential
Stage 3 of a curve that has area. A square split into 64 smaller squares by removing crosses of decreasing width, the squares joined in Hilbert order; the kept area is 63.2 per cent and its limit is 0.5931.

A curve that has area

The Jordan curve theorem assumes three things and nothing else — continuous, closed, no self-crossing. Everything else the eye supplies is false of some curve that satisfies all three, including the assumption that a curve is thin.

topology · Jordan curve
Alexander's horned sphere at stage 3. A tree of clasped pairs of horns, 7 of them, each pair's two circles passing once through the other's disc; the horns shrink geometrically and their tips converge.

A ball whose outside is not one

Alexander's sphere separates space into two pieces, exactly as the theorem promises. Its inside is an ordinary ball. Its outside is not, and the obstruction is a tree of clasped horns whose tips never stop.

topology · Jordan curve
A set with no interval in it and half its length left, after 6 stages. Stages of removing a shrinking middle from every surviving interval, with the total length left printed at each stage, and the middle-thirds construction of the same depth drawn beneath for comparison.

No interval in it, and length to spare

The middle-thirds set has no length because the removed pieces add to one. Remove shrinking middles instead and they add to a half — leaving a set that still contains no interval anywhere, and still has half the length it started with.

analysis · Measure
The rationals covered by intervals of total length 0.1800. Intervals of rapidly shrinking length placed around the rationals of the unit interval in the order they are listed, with the union of them drawn as a single band beneath.

Covering a set from outside

To say how long a set is, cover it with intervals and add their lengths, then take the smallest total any covering achieves. That definition is short, obviously right for an interval, and gives the rationals a length of nothing.

analysis · Measure
Two indicators, and the upper sum that will not come down. A partition of the unit interval drawn against the middle-thirds set and against a set of positive length, above a chart of each one's upper sum as the partition is refined.

Which functions can be added up

Riemann's integral works when the upper and lower sums close on each other. The exact condition for that, found once measure existed to state it in, is that the points where the function jumps have measure zero — which some nowhere dense sets fail.

analysis · Measure
The time a single walk spends in each state, against the share it should hold. Paired bars for each state, one the fraction of a long run's time spent there and one the computed stationary share, above a table of expected return times.

The time spent and the share held

Stationary shares are a limit of distributions — where the walk probably is after many steps. Here the question is about a single walk: the fraction of its time spent in each state is that state's share, and the expected wait between visits is exactly the reciprocal.

probability · Markov chains
One walk on the whole numbers, three chances, three different fates. The relative weight of each state for three step-up chances, drawn as bars, with the running total of those weights and what each case means beneath.

Where the shares have nowhere to go

On finitely many states, a chain that can reach everywhere and is not forced into a rhythm settles down. Give it infinitely many and both conditions can hold while the walk leaves and never returns — or returns with certainty and takes an unbounded average time about it.

probability · Markov chains
How many of 8 people get their own hat, against the Poisson with mean 1. Paired bars for each number of people getting their own hat: the exact share of arrangements and the Poisson probability with mean one, nearly equal at every count.

How many get their own hat

The chance that nobody gets their own hat settles on 1/e. The chance that exactly one person does settles on 1/e too, exactly two on 1/(2e), exactly three on 1/(6e) — the Poisson distribution with mean 1. The reason is a set of averages that come out exactly 1 at every size, and the counts reach the limit so fast that eight hats are within six ten-thousandths of it.

probability · Inclusion exclusion
Inscribed polygons in a quarter circle, and the length they climb towards. Four polygons inscribed in a quarter circle with increasing numbers of corners, each drawn over the curve, with its length beneath it — the lengths increase towards the curve's own.

Which curves have a length at all

A length is defined as a supremum over inscribed polygons, which behaves because every refinement is longer than the last. It is also sometimes infinite — and the condition separating the two cases is a sum of absolute differences that either settles or does not.

analysis · Arc length
One curve, 3 parametrisations, 3 lengths. Several maps from an interval with the same image drawn side by side, each with marks at equal parameter steps and its length beneath it — the same point set reported at different lengths.

The length belongs to the journey

Three maps from an interval with exactly the same image, and three different lengths. The picture of a curve is the set of points it passes through, and that set does not determine how far anything travelled along it.

analysis · Arc length
n / 2ⁿ held under a geometric series. A bar for each term of the series n / 2ⁿ with a decaying geometric curve above them, the curve lying above every bar from term 2 onwards.

The series everything else is measured against

A geometric series is not one series among many. It is the yardstick: a total exists if its terms eventually fit under one, so a single comparison settles infinitely many questions — and the test built from it says nothing at all in exactly the place where the interesting cases are.

analysis · Geometric series
Runs of doubling length in 1/n^2, and the geometric series that bounds them. A bar for the total of each run of terms of 1/n to the 2, with an outlined bar above it for the bound obtained by replacing every term in the run with its largest, the bounds forming a geometric series.

The repair at the boundary

Where the geometric yardstick says nothing, compare a series with itself at doubled spacing. That one move turns every 1/n^p back into a geometric series, reads the threshold off at p = 1, and then produces an infinite hierarchy of boundaries with no slowest divergent series anywhere in it.

analysis · Geometric series
A circle trapped between two 12-sided polygons. A circle with a regular polygon of 12 sides inscribed in it and another circumscribed about it, beside a table of the bounds on pi obtained by doubling the side count.

Pinned between two sequences

The ring dissection makes the answer obvious and proves nothing. Archimedes' method proves it and makes nothing obvious — it never exhibits the area at all, it rules out every other value — and the recursion that drives it computes π by hand with one square root a step.

geometry · Circle area
A hemisphere and a cylinder with a cone taken out, sliced at one height. Two solids drawn in profile — a hemisphere, and a cylinder with a cone removed — each cut at the same height, with the disc and the annulus the cut produces marked and their equal areas given.

The slice that has to match

The same slicing one dimension up gives the sphere's volume in a line, once one comparison is noticed: at every height a hemisphere's disc has exactly the area of a cylinder's slice with a cone's taken out of it. The principle that licenses that comparison also returns a false answer the moment the slices are not parallel.

geometry · Circle area
Area out to infinity, for three powers. Left: the curves 1/√x, 1/x, 1/x² from x = 0 to 10, with the region beyond x = 1 shaded under the lowest. Right: the area from 1 to T for each, on logarithmic scales, for T up to 10^6. 1/√x keeps growing, 1/x keeps growing, 1/x² levels off at 1.

An endless region with a finite area

A region that runs off to infinity can still have a finite area, and for the curves 1/xᵖ the exponent that makes the far end finite is exactly the one that makes the end at zero infinite. 1/x fails at both, no power succeeds at both, and a horn can hold less than π while needing infinite paint.

analysis · The integral
5 couples seated so that no one sits beside a partner. A round table with 10 seats alternating women and men, labelled by couple, arranged so that no man sits next to his partner, with the number of such arrangements.

A round table with no couple together

Seat n couples round a table, men and women alternating, so that nobody sits beside their partner. Once the women are placed the men face a board of forbidden cells that bends round a corner — and that corner is the whole difficulty. The forbidden cells form a cycle, a count of non-adjacent points on a cycle finishes the problem, and the chance of a good seating creeps towards e^(−2) far more slowly than the hat problem reaches 1/e.

probability · Inclusion exclusion
The Cantor function has length 2. The graph of a singular or partly singular increasing function on the unit interval with an inscribed polygon, beside a table of inscribed lengths by stage and the value the derivative formula gives.

The length the derivative never sees

The Cantor function climbs from 0 to 1 with a slope of zero almost everywhere, so the formula ∫√(1 + f′²) dx says its graph has length 1 — the length of a flat line. The inscribed polygons say 2. Mix it half and half with the diagonal and the length becomes exactly the golden ratio, while the formula still reports only the part the slope can see.

analysis · Arc length

Named alongside it

The objects these essays reach for when they reach for this one.

ConvergenceDerivativeContinuityApproximationGeometric seriesHarmonic seriesAreaCantor setConvergence rateCounterexamplee, the numberLogarithm

All concepts