In Analysis I Tao states this lemma: Let ε, δ > 0. If x and y are ε-close, and z and w are δ-close, then xz and yw are (ε|z| + δ|x| + εδ)-close.
Here x and y being ε-close is defined by |x - y| ≤ ε. He proofs it like this:
Let ε, δ > 0, and suppose that x and y are ε-close. If we write a := y − x, then we have y = x + a and that |a| ≤ ε. Similarly, if z and w are δ-close, and we define b := w − z, then w = z + b and |b| ≤ δ.
Since y = x + a and w = z + b, we have yw = (x + a)(z + b) = xz + az + xb + ab.
Thus |yw − xz| =
= |az + bx + ab| ≤
≤ |az| + |bx| + |ab| =
= |a| |z| + |b| |x| + |a| |b|.
Since |a| ≤ ε and |b| ≤ δ, we thus have |yw − xz| ≤ ε|z| + δ|x| + εδ and thus that yw and xz are (ε|z| + δ|x| + εδ)-close. ∎
Somewhere I else i found this proof for an unstated lemma
yw - xz =
= yw - xw + xw - xz =
= y(w - z) + z(y - x)
And so
|yw - xz| =
= |y(w - z) + z(y - x)| ≤
≤ |y(w - z)| + |z(y - x)| =
= |y| |w - z| + |z| |y - x|
= |y| |b| + |z| |a| ≤
≤ δ |y| + ε |z| ∎
To restate the unknown lemma in the Tao-way: Let ε, δ > 0. If x and y are ε-close, and z and w are δ-close, then xz and yw are (ε|z| + δ|y|)-close.
So |x| got substituted by |y| and the product εδ vanished. The main difference between them is that x and z are factors in one term of the difference (here the subtrahend) , while y and z are in different terms. Does this property alone give the relaxation of the εδ-term? Or was it superfluous from the start?
In the absolute value |x - y| = |y - x| so i can always switch x and y. This makes me wonder a bit.