I'm trying to recall how to rigorously show that $e^x = 1 + O(x)$ as $x \to 0$.
I believe one way is to use Taylor's theorem applied to the power series expansion of $e^x$. We have
$$e^x = \sum_{k=0}^\infty \frac{x^k}{k!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots$$
The Lagrange form of Taylor's theorem tells us that for all $x$ there exists a $c$ between $0$ and $x$ such that $e^x = 1 + e^cx$.
So if $x \in [-1,1]$, then $e^x = 1 + e^cx \le 1 + 3x$, since $e^c \le 3$ for $c \in [-1,1]$.
This shows that $|e^{x}-1| \le 3|x|$ for all $|x|\le 1$. I believe this completes the proof.
This seems a bit cluttered to me. My questions are:
- Is it correct?
- Can it be cleaned up?
- Is there a way to show it without using Taylor's theorem? Maybe by just looking at the power series expansion?
Hint for an alternative way of showing this: write $f(x) = e^x$. Then \begin{align*} \lim_{h \to 0} \frac{f(h) - 1}{h} = \lim_{h \to 0} \frac{f(h) - f(0)} { h} = f'(0) = f(0) = 1 \end{align*}