Apostol' Calculus gives $o$-notation as follows:
Assume $g(x) \neq 0$ for all $x \neq a$ in some interval containing $a$. The notation $$ f(x) = o(g(x)) \quad \text{as}\ x\to a $$ means that $$\lim_{x\to a}\frac{f(x)}{g(x)} = 0.$$
how to prove $o(f(x)) + o(g(x)) = o(f(x) + g(x))$ by using this definition?
Edit:
Now I can only prove an easier case, if $F(x)\in o(f(x))$, $G(x) \in o(g(x))$, for any $c > 0$, we have $|F(x)| < c|f(x)|$, $|G(x)| < c|g(x)|$, then $\lim_{x\to a}\frac{|F(x)| +|G(x)|}{|f(x)| + |g(x)|} = 0$, also $\lim_{x\to a}\frac{|F(x)+ G(x)|}{|f(x)| + |g(x)|} = 0$, $$ o(f(x)) + o(g(x)) = o(|f(x)| + |g(x)|) = o(\max\{|f(x)|, |g(x)|\}). $$
It seems that we should restrict $f(x)$ and $g(x)$ in $o()$ to be positive, or there are some counterexamples in $o(f(x)) + o(g(x)) = o(f(x) + g(x))$.