一、前言 
已知,当 $x \rightarrow 0$ 的时候,$f(x)$ 和 $g(x)$ 是等价无穷小,即:
$$
f(x) \sim g(x)
$$
那么,如果 $\xi \in (f(x), g(x))$, 则 $\lim_{x \rightarrow 0} \xi$ 和 $\lim_{x \rightarrow 0} f(x)$ 之间是等价无穷小的关系吗?
二、正文 
首先,如果当 $x \rightarrow 0$ 时,$f(x)$ 和 $g(x)$ 是等价无穷小,那么,换言之,$f(x)$ 和 $g(x)$ 都是 $x$ 的 $k$ 阶无穷小,即:
$$
f(x) \sim g(x) \sim A x^{k} \tag{1}
$$
其中 $k$ 可以是任意实数,$A$ 为系数。
也就是:
$$
\begin{aligned}
& \lim_{x \rightarrow 0} \frac{ \textcolor{orange}{f(x)}}{\textcolor{orange}{Ax^{k}}} = 1 \\ \\
& \lim_{x \rightarrow 0} \frac{\textcolor{lightgreen}{g(x)}}{\textcolor{lightgreen}{Ax^{k}}} = 1
\end{aligned}
$$
因此,如果在 $x \rightarrow 0$ 的时候,$\xi \in (f(x), g(x))$, 则:
$$
\begin{aligned}
& \textcolor{orange}{f(x)} \leqslant \xi \leqslant \textcolor{lightgreen}{g(x)} \\ \\
\textcolor{lightgreen}{ \leadsto } \ & \textcolor{orange}{Ax^{k}} \leqslant \xi \leqslant \textcolor{lightgreen}{Ax^{k}}
\end{aligned}
$$
由于 $Ax^{k}$ 中的 $A$ 和 $k$ 都是实数,且:
$$
\begin{aligned}
& A – A = 0 \\
& k – k = 0
\end{aligned}
$$
所以,当 $x \rightarrow 0$ 的时候,不可能存在即大于 $Ax^{k}$, 同时又小于 $Ax^{k}$ 的变量,因此:
$$
\xi \sim Ax^{k} \tag{2}
$$
结合 $(1)$ 式和 $(2)$ 式,可知:
$$
\textcolor{lightgreen}{
f(x) \sim \xi \sim g(x)
}
$$
因此,根据常见的等价无穷小公式可知,当 $x \rightarrow 0$ 的时候,我们有:
$\textcolor{blue}{\blacktriangleright} \ \tan x \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\tan x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \sin x \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\sin x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \arcsin x \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\arcsin x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \arctan x \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\arctan x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \ln(1 + x) \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\ln(1 + x), x) }$
$\textcolor{blue}{\blacktriangleright} \ \mathrm{e}^{x} – 1 \sim x \leadsto \textcolor{blue}{ \xi \sim x } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\mathrm{e}^{x} – 1, x) }$
$\textcolor{blue}{\blacktriangleright} \ 1 – \cos x \sim \frac{1}{2}x^{2} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{2}x^{2} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (1 – \cos x, x) }$
$\textcolor{blue}{\blacktriangleright} \ x – \ln(1 + x) \sim \frac{1}{2}x^{2} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{2}x^{2} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (x – \ln(1 + x), x) }$
$\textcolor{blue}{\blacktriangleright} \ \tan x – \sin x \sim \frac{1}{2}x^{3} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{2}x^{3} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\tan x – \sin x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \arcsin x – \arctan x \sim \frac{1}{2}x^{3} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{2}x^{3} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\arcsin x – \arctan x, x) }$
$\textcolor{blue}{\blacktriangleright} \ \tan x – x \sim \frac{1}{3}x^{3} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{3}x^{3} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (\tan x – x, x) }$
$\textcolor{blue}{\blacktriangleright} \ x – \arctan x \sim \frac{1}{3}x^{3} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{3}x^{3} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (x – \arctan x, x) }$
$\textcolor{blue}{\blacktriangleright} \ x – \sin x \sim \frac{1}{6}x^{3} \leadsto \textcolor{blue}{ \xi \sim \frac{1}{6}x^{3} } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (x – \sin x, x) }$
$\textcolor{blue}{\blacktriangleright} \ (1 + x)^{a} – 1 \sim ax \leadsto \textcolor{blue}{ \xi \sim ax } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in ((1 + x)^{a} – 1, x) }$
$\textcolor{blue}{\blacktriangleright} \ a^{x} – 1 \sim x \ln a \leadsto \textcolor{blue}{ \xi \sim x \ln a } \textcolor{gray}{,}$ $\ \textcolor{gray}{ \xi \in (a^{x} – 1, x) }$
其中,$a$ 为任意实数。
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