I'm a first year university student and it is my first time posting on the forum so if I have posted incorrectly please let me know and I'll keep it in mind for next time! Although I've already finished my first calculus class, the course moved quite quickly and so I've been revising to clear up a few points I think could use some strengthening.
While going over some $\delta-\varepsilon$ limit exercises, I realized there are few things about the $\delta-\varepsilon$ definition that either I don't understand, or would just like some confirmation about.
Firstly, why is the definition not an equivalence statement? For any $\varepsilon$ value considered wouldn't there be a corresponding $\delta$ range for $x$?
Also why is statement $0 < |x-a|< \delta$ , with $<$ rather than $\le$? With the $0<|x-a|$, is this simply to increase the strength of the statement by not requiring that the definition hold for the limit at $x=a$? But why then have $|x-a|< \delta$? Is there some issue with allowing $|x-a| \le \delta$?
I realized this was a point I really didn't understand while reviewing the definition we were given for limits as $x \to \infty$. Here we were told that this has the limit $l$ when there exists an $N$ and $\varepsilon$ such that: $x \ge N \implies |f(x)-l|< \varepsilon$. So here the statement allows for a $\le$, while the finite statement doesn't, which seemed a little curious.
A clarification of some of your points of confusion:
First off, the second number us usually $\delta$, which is the letter "delta", not "sigma" ($\sigma$). Of course, you can call it whatever you like since math does not care about names.
The definition of a limit is an equivalence statement:
The internal statement, $0<|x-a| < \delta\implies |f(x) - f(a)|$, however, is not an equivalence, because we do not want it to be. For example, do you think the function $f(x) = x^2$ has a limit when $x$ approaches $1$?
Well, if the statement would be an equivalence, so $|x-a|<\delta \iff |f(x) - f(a)|<\epsilon$, then $f$ does not have a limit, because you can take $a=-1$ and $x=1$ and get that $|f(x) - f(a)| = 0$, but $|x-a|=2$ which is not small!
The statement is $0<|x-a|<\delta$, but it is equivalent to demand that $0<|x-a|\leq \delta$. This is because you can freely choose $\delta$, so if you just decrease $\delta$ a little more, the inequality $<$ will turn into $\leq$.
Similarly, the statement is $0<|f(x)-f(a)| < \epsilon$, not $\leq\epsilon$, because the statement must be true for every $\epsilon$, so for example if it is true for $\epsilon$, it is also true for $\frac\epsilon2$. The requirement $<$ is not stronger (and also not weaker) than $\leq$, we just decide to use one because it's easier to write.
The definition of the limit as $x\to\infty$ is the other way around, so it is:
This can be understood similarly to the standard limit: