Let $h(x)= (1+1/x)^x$ and $g(x)$ be another function.
Now suppose $\lim\limits_{x \to \infty} g(x)= \infty$. Then $\lim\limits_{x \to \infty} h(g(x))$ =$\lim\limits_{x \to \infty} h(x)=e$.
I would like to see a rigorous proof(or a reference for the proof) why this is true ? Exactly, what properties of limit are being used to get this result?
Write $\lim_{x \rightarrow \infty} h(x) = C \in \mathbb{R} \cup \{\pm \infty\}$ if and only if, for any sequence $(x_n)_{n \in \mathbb{N}}$ with $x_n \rightarrow \infty (n \rightarrow \infty)$, $\lim_{n \rightarrow \infty} h(x_n) = C$.
Assume you know that $\lim_{x \rightarrow \infty} h(x) = e$. If not, you can prove this by taking logarithms.
Now for any sequence $x_n \rightarrow \infty$, $g(x_n) \rightarrow \infty$ by assumption on $g$, so $\lim_{n \rightarrow \infty} h(g(x_n)) = \lim_{x \rightarrow \infty} h(x) = e$. Therefore $\lim_{x \rightarrow \infty} h(g(x))$ = e.