Can anybody find the fallacy in the below argument? I have used the symmetric definition of the double derivative and that gives me a crazy consequence...
$$f''(x_0)=\lim_{x\to x_0}\frac{f(x)-2f(x_0)+f(x_0-(x-x_0))}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{f(x)-f(x_0)+f(x_0-(x-x_0))-f(x_0)}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{f(x)-f(x_0)+f(2x_0-x)-f(x_0)}{(x-x_0)^2}$$ Now let $g(x)=f(2x_0-x)$, then $g'(x_0)=-f'(x_0)$ $$f''(x)=\lim_{x\to x_0}\frac{f(x)-f(x_0)+g(x)-g(x_0)}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{f(x)-f(x_0)+(x-x_0)g'(x_0)}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{f(x)-f(x_0)-(x-x_0)f'(x_0)}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{\sum_0^\infty\frac{f^{(i)}(x_0)}{i!}(x-x_0)^i-f(x_0)+(x-x_0)g'(x_0)}{(x-x_0)^2}$$ $$=\lim_{x\to x_0}\frac{\sum_2^\infty\frac{f^{(i)}(x_0)}{i!}(x-x_0)^i}{(x-x_0)^2}$$ $$=\frac{1}{2} f''(x)$$
The error is in the step where you replace $g(x)-g(x_0)$ by its local linear approximation, $(x-x_0)g'(x_0)$. You need to keep terms up to second order: $$ g(x)-g(x_0)\approx(x-x_0)g'(x_0)+\frac{1}{2}(x-x_0)^2g''(x_0). $$ In other words, you cannot assume that this second order term vanishes in the limit.