Suppose that f(x)≤g(x)≤h(x) and that
x→alimf(x)=x→alimh(x)=l.By definition, there exist δ1 and δ2 such that
0<∣x−a∣<δ1⟹∣f(x)−l∣<ϵ,0<∣x−a∣<δ2⟹∣h(x)−l∣<ϵ.Let δ=min(δ1,δ2). We have
0<∣x−a∣<δ⟹−ϵ+l<f(x)<ϵ+l,−ϵ+l<h(x)<ϵ+l.But f(x)≤g(x)≤h(x) must also apply when 0<∣x−a∣<δ. Hence,
−ϵ+l<f(x)≤g(x)≤h(x)<ϵ+lholds, and limx→ag(x) exists and is l.