Limit Superior and Limit Inferior.

Definition 0.1. Let (xn )n∈ N be a bounded sequence of R.

Define the limit superior and limit inferior as follows:

lim sup xn := inf { sup{xm : m ≥ n} } = lim sup{xm : m ≥ n}

n→∞

lim inf xn := sup { inf{xm : m ≥ n} } = lim inf{xm : m ≥ n}

n→∞

Remark. The equality sign can be derived from the monotone convergence
theorem.

Alternative notation:
Limit Superior of sequence (xn )

lim sup xn := inf { sup{xm : m ≥ n, m ∈ N} : n ∈ N }

n→∞

ˆ lim sup{xn }, lim sup(xn )

ˆ lim sup xn
n→∞

ˆ lim xn
n→∞

ˆ lim xn

ˆ inf sup {xm }

n∈ N m≥n

ˆ inf sup{xm }m≥n

n

Limit Inferior of sequence (xn )

lim inf xn := sup { inf{xm : m ≥ n, m ∈ N} : n ∈ N }

n→∞

ˆ lim inf{xn }

ˆ lim inf xn
n→∞

ˆ lim xn
n→∞

1
 ˆ lim xn

ˆ sup inf {xm }

n∈ N m≥n

ˆ sup inf{xm }m≥n

n

Lemma 0.1. Let (xn )n∈ N be a bounded sequence of R. Then

lim sup{xm : m ≥ n} = inf { sup{xm : m ≥ n} }

n→∞

Proof. As (xn )n∈ N is bounded sequence, the set {xm : m ∈ N} is also

bounded. By completeness property of R, sup{xm : m ≥ n} exists in R
for all n ∈ N.
Let un := sup{xm : m ≥ n} ∈ R. As (xn )n∈ N is bounded below, ∃ l ∈
R s.t. xm ≥ l for all m ∈ N. So for n ∈ N, l ≤ xm ≤ sup{xm : m ≥ n}
for all m ≥ n. Hence, l ≤ un for all n ∈ N, and (un ) is bounded below and
inf { un } exists in R.
The sequence (un ) is monotonic decreasing and bounded below. By the
Monotone Convergence Theorem,

lim un = inf{un : n ∈ N}
n→∞
lim sup{xm : m ≥ n} = inf{ sup{xm : m ≥ n} : n ∈ N}
n→∞

Lemma 0.2. Let (xn )n∈ N be a bounded sequence of R and x∗ ∈ R. Then

x∗ = lim sup xn if and only if x∗ satisfies the conditions

(a) for all ϵ > 0, there exists some N ∈ N such that xn < x∗ + ϵ for all
n≥N

(b) for all ϵ > 0, there exists a subsequence (xnj ) such that x∗ − ϵ < xnj

Proof. =⇒ Suppose x∗ := lim sup xn = inf { sup{xm : m ≥ n} }.

(a). Let ϵ > 0. As x∗ +ϵ is not a lower bound of {sup{xm : m ≥ n} : n ∈ N},
there exists some N ∈ N s.t. sup{xm : m ≥ N } < x∗ + ϵ, so xn < x∗ + ϵ for
all n ≥ N .

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(b). Let ϵ > 0 and un := sup{xm : m ≥ n} ∈ R.
From the definition of infimum, for all n ∈ N,

x∗ − ϵ < x ∗ ≤ u n

From the definition of supremum, for all j ∈ N, there exists nj ≥ j s.t.

uj − ϵ < xnj ≤ uj

Combine two, for all j ∈ N, there exists nj ≥ j s.t.

x∗ − ϵ < xnj ≤ uj

Construct the required subsequence as follows:

For j=1, ∃ n1 ≥ 1,s.t. x∗ − ϵ < xn1 ≤ u1
For j=n1 + 1, ∃ n2 ≥ n1 + 1,s.t. x∗ − ϵ < xn2 ≤ un1 +1
···
⇐= Let ϵ > 0 and un := sup{xm : m ≥ n} ∈ R.
As (a) holds, there exists some N ∈ N such that xn < x∗ + ϵ for all n ≥ N .
So un < x∗ + ϵ for all n ≥ N and inf{un } ≤ x∗ + ϵ.
As (b) holds, there are an infinite number of n ∈ N such that x∗ − ϵ < xn ,
then x∗ − ϵ < un for all n ∈ N. So x∗ − ϵ ≤ inf{un } .
For all ϵ > 0,
x∗ − ϵ ≤ inf{un : n ∈ N} ≤ x∗ + ϵ
Since ϵ is arbitrary, x∗ = inf{un : n ∈ N}.

Remark. (i) Combining a and b, we get a subsequnce (xnj ) of (xn ) con-

verges to lim sup xn .

Lemma 0.3. Let (xn ) be a bounded sequence of R and x∗ ∈ R. Then

x∗ = lim sup xn if and only if the following conditions are satisfied:

(a) ∀ ϵ > 0, ∃ N ∈ N such that xn < x∗ + ϵ ∀ n ≥ N

(b) There exists a subsequence (xnj ) of (xn ) such that lim xnj = x∗ .
j→∞

Proof. In this lemma, the defintion of limit of un and the squeeze theorem
are used to prove the results.
=⇒ Suppose x∗ := lim sup xn = lim un , where un = sup{xm : m ≥ n}.
n→∞

3
(a). Let ϵ > 0. Then there exists some N ∈ N s.t.

x∗ − ϵ < un < x∗ + ϵ for all n ≥ N

So uN = sup{xm : m ≥ N } < x∗ + ϵ. Therefore,

xn < x∗ + ϵ for all n ≥ N

(b). Construct the subsequence (xnj ) as follows.

For ϵ = 1, there exists some N1 ∈ N such that

x∗ − 1 < uN1 = sup{xn : n ≥ N1 } < x∗ + 1.

(By definition of sup, we can take ϵ = uN1 − x∗ + 1 > 0 s.t. there exists
n1 ∈ N, we have uN1 − ϵ < xn1 ≤ uN1 , so x∗ − 1 < xn1 < x∗ + 1)
Then, there exists n1 ∈ N and n1 ≥ N1 such that

x∗ − 1 < xn1 < x∗ + 1.

For ϵ = 21 , there exists some N2 ∈ N and let N2 > n1 such that

1 1
x∗ − < uN2 = sup{xn : n ≥ N2 } < x∗ + .
2 2
Then, there exists n2 ∈ N and n2 ≥ N2 > n1 such that
1 1
x∗ − < xn2 < x∗ + .
2 2
Continuing this process, we can construct a strictly increasing sequence (nj )
and a subsequence (xnj ) such that for all j ∈ N,

1 1
x∗ − < xnj < x∗ +
j j
By squeeze theorem, lim xnj = x∗ .
j→∞
⇐= Let ϵ > 0. Then there exists some N1 , N2 ∈ N s.t.

xn < x∗ + ϵ for all n ≥ N1

and
x∗ − ϵ < xnj < x∗ + ϵ for all j ≥ N2

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Let N = max(N1 , N2 ). For all n ≥ N ,

un = sup{xm : m ≥ n} ≤ x∗ + ϵ

Since nk ≥ k ≥ N ,

x∗ − ϵ < xnk ≤ sup{xm : m ≥ k} = uk for all k ≥ N.

So
x∗ − ϵ < un < x∗ + ϵ for all n ≥ N.
Thus, lim sup xn = lim un = x∗
Lemma 0.4. Let (xn ) be a bounded sequence of R and x∗ ∈ R. Suppose
x∗ = lim sup xn , (xnj ) be a subsequence of (xn ) and lim xnj = x ∈ R.
Then x ≤ x∗ .
Proof. Let ϵ > 0. Then there exists some N ∈ N s.t.

xn < x∗ + ϵ for all n ≥ N

and
x − ϵ < xnj < x + ϵ for all j ≥ N
Since nN ≥ N ,
x − ϵ < xnN < x∗ + ϵ.
So x < x∗ + 2ϵ. As ϵ is arbitrary, x ≤ x∗ .

Another way is to consider the sequence (un ) and the inequality between it
and the subsequence (xnj ).
Since nj ≥ j,
xnj ≤ sup{xm : m ≥ j} = uj
So x = lim xnj ≤ lim uj = x∗ .
By Bolzano-Weierstrass Theorem, every bounded sequence of real numbers
has a convergent subsequence. So we may consider the set of subsequential
limits of (xn ).

Let L : = {x ∈ R : ∃ a subsequence (xnj ) of xn s.t. (xnj ) → x}

= {x ∈ R : there exists a subsequence (xnj ) s.t. lim xnj = x}

5
If (xn ) is bounded, then L is a non-empty set of real numbers. And we can
show that L is also bounded.
Moreover, there exists a subsequence of (xn ) that converges to x∗ := lim sup xn ∈
R . So x∗ ∈ L.
Furthermore, x∗ = sup L = maxL. In other words, lim sup xn is the largest
limit point and similarly, lim inf xn is the smallest limit point of {xn }n∈ N .

Lemma 0.5. Let (xn )n∈ N be a bounded sequence of R and x∗ ∈ R.

Let L = {x ∈ R : there exists a subsequence (xnj ) s.t. lim xnj = x}.
Then the following statements are equivalent:

(i) x∗ = lim sup xn (= lim un = lim sup{xm : m ≥ n})

n→∞ n→∞

(ii) x∗ = sup L

Proof. (i) =⇒ (ii). From above lemmas.

(ii) =⇒ (i).
Claim: sup L ≤ lim un
Let s = sup L and ϵ > 0.
Then there exists some x ∈ L s.t. s − ϵ < x ≤ s and a subsequence (xnj )
with lim xnj = x.
Since nj ≥ j,
xnj ≤ sup{xm : m ≥ j} = uj
So x = lim xnj ≤ lim uj , i.e. sup L ≤ lim un .
Claim: sup L ≥ lim un
Construct a subsequence of (xn ) converge to lim un .
By def, un = sup{xm : m ≥ n}
For ϵ = 1, there exists n1 ∈ N s.t.

u1 − 1 < xn1 ≤ u1 .

Let N2 = n1 + 1. For ϵ = 12 , there exists n2 ∈ N and n2 ≥ N2 > n1 s.t.

1
uN2 − < xn2 ≤ uN2 .
2
Continuing this process, for all j ∈ N,
1
uNj − < xnj ≤ uNj
j

6
and n1 < n2 < · · · .
As j → ∞,
lim xnj = lim uNj = lim uj .
So lim un ∈ L.
Hence, sup L ≥ lim un .

Lemma 0.6. Let (xn ) be a bounded sequence of R and x∗ ∈ R. Then

x∗ = lim sup xn if and only if the following conditions are satisfied:

(a) ∀ ϵ > 0, ∃ N ∈ N such that xn < x∗ + ϵ ∀ n ≥ N

(b) ∀ ϵ > 0, ∀ N ∈ N, ∃ n ≥ N such that xn > x∗ − ϵ.

Lemma 0.7. Let (xn )n∈ N be a bounded sequence of R and x∗ ∈ R. Then

x∗ = lim sup xn if and only if for all ϵ > 0, there are at most finitely many
n ∈ N such that
x∗ + ϵ < x n ,
but infinitely many n ∈ N such that

x∗ − ϵ < x n

Lemma 0.8. Let (xn )n∈ N be a bounded sequence of R and x∗ ∈ R.

Then the following statements are equivalent:

(i) x∗ = sup{y ∈ R : y < xn for infinitely many n ∈ N}

(ii) for all ϵ > 0, there are at most finitely many n ∈ N such that

x∗ + ϵ < x n ,

but infinitely many n ∈ N such that

x∗ − ϵ < xn

Proof. (i) =⇒ (ii).

Let ϵ > 0. Let S:= {y ∈ R : y < xn for infinitely many n ∈ N} and
x∗ = sup S.
As x∗ + ϵ is not an element of S, by definition of S, there are at most finitely
many n ∈ N such that x∗ + ϵ < xn .

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As x∗ − ϵ is not an upper bound of S, there exists y ∈ S s.t. x∗ − ϵ < y ≤
x∗ . As y ∈ S, y < xn for infinitely many n ∈ N. So x∗ − ϵ < y < xn
for infinitely many n ∈ N.
(ii) =⇒ (i). Let S:= {y ∈ R : y < xn for infinitely many n ∈ N}.
Show x∗ = sup S.
Claim x∗ is an upper bound of S.
Let ϵ > 0. Then for all sufficiently large n ∈ N, xn ≤ x∗ + ϵ. If y ∈ S, then
y < xn ≤ x∗ + ϵ for all sufficiently large n ∈ N. Since ϵ is arbitrary, y ≤ x∗ .
Claim for all ϵ > 0, there exists y ∈ S s.t. x∗ − ϵ < y.
Let ϵ > 0. By (ii), there exists infinitely many n ∈ N such that x∗ −ϵ/2 < xn .
So x∗ − ϵ/2 ∈ S.
Lemma 0.9. Let (xn )n∈ N be a bounded sequence of R and x∗ ∈ R.
Then the following statements are equivalent:
(i) x∗ = inf{y ∈ R : y < xn for at most finite n ∈ N}

(ii) for all ϵ > 0, there are at most finitely many n ∈ N such that

x∗ + ϵ < x n ,

but infinitely many n ∈ N such that

x∗ − ϵ < x n

Proof. (i) =⇒ (ii).

Let ϵ > 0. Let S:= {y ∈ R : y < xn for at most finite n ∈ N} and x∗ = inf S.

As x∗ − ϵ is not an element of S, by definition of S, there are infinitely many

n ∈ N such that x∗ − ϵ < xn .
As x∗ + ϵ is not a lower bound of S, there exists y ∈ S s.t. x∗ ≤ y <
x∗ + ϵ. As y ∈ S, y < xn for at most finitely many n ∈ N. So x∗ + ϵ < xn
for at most finitely many n ∈ N.
Equivalent definition of limit superior and limit inferior of sequence (xn )
Theorem 0.1. Let (xn )n∈ N be a bounded sequence of R.
Let L be the set of subsequential limits of (xn ).
Then the following definitions of limit superior are equivalent:
(i) lim sup{xm : m ≥ n}
n→∞

8
 (ii) inf { sup{xm : m ≥ n} }

(iii) sup{y ∈ R : y < xn for infinitely many n ∈ N}

(iv) inf{y ∈ R : y < xn for at most finite n ∈ N}

(v) sup L := sup{x ∈ R : ∃ subsequence (xnj ) of (xn ) s.t. (xnj ) → x}

Proof. From above lemmas.

Theorem 0.2. Let (xn )n∈ N be a bounded sequence of R.

Let L be the set of subsequential limits of (xn ).
Then the following definitions of limit inferior are equivalent:

(i) lim inf{xm : m ≥ n}

n→∞

(ii) sup { inf{xm : m ≥ n} }

(iii) inf{y ∈ R : y > xn for infinitely many n ∈ N}

(iv) sup{y ∈ R : y > xn for at most finite n ∈ N}

(v) inf L := inf{x ∈ R : ∃ subsequence (xnj ) of (xn ) s.t. (xnj ) → x}

Remark. lim sup → lim inf:

change sup → inf
change inf → sup
change < → >