In questions like, find the derivative of $f(x)=x^{x^{x^{x^{x^{.^{.^{.}}}}}}}$, how can we formally show that $y=x^y$?
We use this technique for all type of iterations, e.g. $y=\sqrt{6+\sqrt{6+\sqrt{6+\cdots}}}$, we say $y= \sqrt{6+y}$ and solve the quadratic equation. Intuitively they seem to use the fact that $\infty +1=\infty$, that is the expression has an infinite number of terms so adding or deleting one term won't change the expression. But This logic is quite informal or we can say non-rigorous.
Can we somehow show this formally, e.g. by using the $\epsilon - \delta$ definition of limit or something like that ?
Let $a_n$ be a tower of n $x$, e.g. $a_1=x$, $a_2=x^x$, for some fixed $x$. Suppose the sequence $(a_n)$ converges to a limit $L$. Then, the sequence $(a_{n+1})$ also converges to $L$. But also, $a_{n+1}=f(a_{n})$ for any $n$, where $f(y)=x^y$. Since $f$ is a continuous function in $y$ for any $x>0$, $(a_{n+1})$ converges to $f(L)$. By the uniqueness of limits $L=f(L)$.
Edit We can also proof that the limit exists. Set $b_n=\sqrt{6+\sqrt{6+\sqrt{6+\cdots}}}$, where there are n $6$. Then $(b_n)$ is an increasing sequence, and bounded above by e.g. $\sqrt{12}$. This follows from induction: if $b_n<\sqrt{12}$, then $b_{n+1}=\sqrt{6+b_n}<\sqrt{6+\sqrt{12}}<\sqrt{6+6}=\sqrt{12}$. Then, by standard results (http://en.wikipedia.org/wiki/Monotone_convergence_theorem), $(b_n)$ converges.