Let be differentiable on and suppose
where is a finite number. Prove that there exists such that .
Recognise this as Rolle's theorem stretched over an infinite interval. Rolle needs equal values at two endpoints; here you only have equal limits, and one end is at infinity, so the theorem does not apply directly. The workaround is Fermat's theorem instead: at an interior point where a differentiable function attains a local extremum, the derivative is zero. The whole proof therefore reduces to trapping an extremum strictly inside .
Dispose of the constant case. If on , then for every , and any works. So assume from now on that there is a point with . Replacing by if necessary, we may assume
since has the same limits (negated) and the same zero-derivative points.
Use the two limits to confine large values to a bounded window. Put
From there is such that , hence , for all . From there is such that for all . So outside the function stays below , while inside it reaches
Attain the maximum on the closed interval and show it is interior. is differentiable, hence continuous, on the compact interval , so by the extreme value theorem it attains a maximum there at some . That maximum is at least . But and , so is neither endpoint:
Upgrade the maximum on to a global maximum, then apply Fermat. For and for we have , so is in fact the largest value of on all of ; in particular it is a local maximum at an interior point. Since is differentiable at , Fermat's theorem gives
which completes the proof.
Note where each hypothesis was needed. Finiteness of was essential for choosing ; equality of the two limits is what makes the function return to the same level at both ends so a bump in the middle cannot be a monotone trend; and differentiability on all of is what lets Fermat's theorem fire at . Drop any one of them and the conclusion can fail — for instance on has different end limits and no critical point.
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