The document defines and provides properties of the limit superior and limit inferior of a sequence. It states that the limit superior is the smallest extended real number L such that the terms of the sequence exceed any number below L infinitely often, and are eventually always below any number above L. Similarly, the limit inferior is the largest number with the property that the terms are eventually always above any number below it, and exceed any number above it only finitely often. Properties such as these characterize the limits and allow comparing them to other sequences.
The document defines and provides properties of the limit superior and limit inferior of a sequence. It states that the limit superior is the smallest extended real number L such that the terms of the sequence exceed any number below L infinitely often, and are eventually always below any number above L. Similarly, the limit inferior is the largest number with the property that the terms are eventually always above any number below it, and exceed any number above it only finitely often. Properties such as these characterize the limits and allow comparing them to other sequences.
The document defines and provides properties of the limit superior and limit inferior of a sequence. It states that the limit superior is the smallest extended real number L such that the terms of the sequence exceed any number below L infinitely often, and are eventually always below any number above L. Similarly, the limit inferior is the largest number with the property that the terms are eventually always above any number below it, and exceed any number above it only finitely often. Properties such as these characterize the limits and allow comparing them to other sequences.
1. Definition. The limit superior of a se- 4. Notation.
quence (an ) is the extended real number lim sup an and lim inf an are often de- defined by noted lim and lim respectively.
lim sup an = lim sup ak 5. Example. n→∞ k≥n Let Similarly, the limit inferior of (an ) is 1 if n is odd defined by an = n −1 if n is even lim inf an = lim inf ak n→∞ k≥n 1 2. Existence: Let 0.5 Ti = {ak : k ≥ i}
be the i’th tail. Notice that 0
5 10 15
T1 ⊇ T2 ⊇ · · · −0.5
Hence sup Tm is always non-increasing
and inf Tm non-decreasing. It follows −1 that Then sup Tn = 1/n and inf Tn = −1. lim sup an = lim sup Tn Hence n→∞ = inf (sup Tn ) lim sup an = 0 n lim inf an = −1. and
lim inf an = lim (inf Tn ) 6. Claim. Let (an ) be a bounded sequence
n→∞ and A0 , A00 ∈ IR such that = sup (inf Tn ) n A0 < lim sup an < A00 always exist as extended real numbers and that then lim inf an ≤ lim sup an (1) (a) an > A00 for (at most) finitely many n. 3. Remark: For all m, n ∈ IN: (b) an > A0 for infinitely many n. inf Tn ≤ inf Tmax{m,n} an for finitely many n ≤ sup Tmax{m,n} an for infinitely many n ≤ sup Tm A0 lim A00
which also implies equation (1). Proof. Exercise
1 http://pennance.us 7. Alternative characterization of the limit 12. Let Bα be the set of all eventual upper superior. bounds of α. Then Let (an ) be a sequence. Then lim sup an (a) Bα contains all upper bounds of α is the unique extended real number number L with the property that for U B(α) ⊆ Bα all A0 , A00 ∈ IR with A0 < L < A00 , the (b) Bα is absorbing from the right, i.e., following hold: x > b ∈ Bα ⇒ x ∈ Bα (a) an > A00 for (at most) finitely many n. (c) inf Bα = lim sup an (b) an > A0 for infinitely many n. Proof of (c). Let B ∗ = inf Bα and suppose that Proof. The previous claim shows that A0 , A00 ∈ IR satisfy L = lim sup an satisfies the property. If the property is also true for L∗ 6= L it A0 < B ∗ < A00 is an easy exercise to se that an obvious Then there exists b ∈ Bα such that contradiction arises: B ∗ ≤ b < A00 . It follows by right ab- an for finitely many n ( sorption that A00 ∈ Bα and so A00 < an L L∗ an for infinitely many n for at most finitely many n. On the other hand 8. Corollary. The limit superior of (an ) is A0 < inf Bα the smallest real number L such that, ⇒ A0 6∈ Bα for any positive real number there ⇒ A0 < an for infinitely many n exists a natural number N such that an < L + for all n > N Thus B ∗ satisfies the characterization of Proof. Exercise. the limit superior in (7). Thus the limit superior of a sequence is the infimum of 9. Dual property. the set of eventual upper bounds. lim inf an is the unique extended real 13. Warning. Some sources describe the number L such that for all A0 , A00 ∈ IR limit superior as an ”eventual” upper- with A0 < L < A00 , the following hold: bound This terminology is misleading. For example, lim sup n1 = 0 yet 0 is a (a) an < A0 for (at most) finitely many lower bound for the sequence. n. (b) an < A00 for infinitely many n. 14. Exercise. Use the alternative charac- terizations of limit superior and limit 10. Corollary. The limit inferior of (an ) inferior to give another proof of (1). is the largest extended real number L 15. If lim an exists then such that, for any positive real number there exists a natural number N such lim inf an = lim an that an > L − for all n > N . = lim sup an
11. Definition. Let α = (an ) be a bounded Proof.
sequence. An element b ∈ IR is an even- Notice the lim an satisfies the alterna- tual upper bound of a α if b < an for at tive characterizations of the limits su- most finitely many n. perior and inferior given in (7) and (8). 16. If lim inf an = lim sup an then the se- It must be that quence (an ) converges to their common value. lim sup(an + bn ) ≤ α + β + . Proof. From (7), (8) above, it follows Since was arbitrary that any open interval containing the common value contains all but a finite lim sup(an + bn ) ≤ α + β number of terms of the sequence. and the result follows. 17. Claim. 18. Mean Property lim sup(an +bn ) ≤ lim sup(an )+lim sup(bn ) Let (an ) be a bounded sequence. Define (2) (xn ) by Proof: Recall that for any two se- a1 + a2 + · · · + an xn = quences (an and bn n Then sup{an + bn } ≤ sup an + sup bn . n n n lim sup xm ≤ lim sup an In particular, applying this to the n-th tails of the two sequences with an obvious dual statement for the limit inferior. sup{ak + bk } ≤ sup α + sup β. Proof. Let > 0. Then, there exists N k≥n k≥n k≥n such that Since this holds for all n the limit can n > N ⇒ xn < lim sup an + be taken on both sides: Let U = lim sup an and n > N .Then a1 + a2 + · · · + aN + (n − N )[U + ] xn < lim sup(an + bn ) = lim sup(ak + bk ) n n→∞ k≥n (3) ≤ lim sup(ak ) + sup(bk ) Notice that for all n sufficiently large, n→∞ k≥n k≥n
= lim sup(an ) + lim sup(bn ) xn < U +
This implies that lim sup xn ≤ U .
Alternative Proof. Let α = lim sup an (Remark: This also follows by applying and β = lim sup bn . Then ∃N, N 0 such property (2) to equation (3). that 19. Bolzano Weierstrass Theorem. n > N ⇒ an < α + /2 A bounded convergent sequence has a convergent subsequence. n > N 0 ⇒ bn < β + /2 Proof. Let (an ) be bounded. The idea and so is to construct a subsequence converg- ing to L = lim sup an . n > N + N 0 ⇒ an + b n < α + β + ∃n1 such that an1 > L − 1. Proceeding by recursion, suppose that there exist an + bn for finitely many n natural numbers α+β+ n1 < n2 < · · · < nk X such that an xn has radius of convergence given by anj > L − 1/j, 1≤j≤k 1 R= 1 . It is not assumed that the anj lim sup |an | n are increasing. However, since Proof. If ank < L − 1/j for finitely many nk ank for infinitely many k lim sup(|an |1/n 6∈ {0, ∞} ank for finitely many k 1 and |x| < R, then L− j L 1 |x| lim sup |an | n < 1 it follows that L ≤ lim inf ank and so There exists t < 1 with L ≤ lim inf ank ≤ lim sup ank ≤ L 1 |x| lim sup |an | n < t proving that the subsequence converges It follows that for all n sufficiently large to L. 1 |x||an | n ≤ t 20. Corollary. Let (an ) be bounded. Then Hence |an ||x|n ≤ tn . Since t < 1 se- lim sup an is the maximum of the set of ries converges by comparison with the subsequential limits. geometric series. On the other hand, if Proof. The existence of a larger sub- |x| > R, then sequential limit would contradict the 1
It follows that the 21. Claim. [Sequential Completeness] 1
Every Cauchy sequence of real numbers |x||an | n > 1
converges. for infinitely many terms. Since the nth Proof. term does not tend to 0 the series does Let (an ) be Cauchy. Let > 0. There not converge. Finally, if the sequence exists N such that |an − am | < for all (|an |1/n ) is unbounded the power series n, m ≥ N . In particular, |an − aN | < converges only at 0, while if the lim sup for all n ≥ N . is 0 the series converges on the entire plane and R = ∞. an for finitely many n an for finitely many n 23. Claim. Let (an ) be a sequence of posi- aN − aN + tive numbers, then It follows that (an ) is bounded and an+1
√ moreover: lim inf ≤ lim inf n an an √ aN − ≤ lim inf an ≤ lim sup an ≤ aN + ≤ lim sup n an
an+1 Therefore lim sup an − lim inf an < 2. ≤ lim sup an Since was arbitrary the limits must Proof. be equal proving that an converges. By duality it suffices to prove the final an+1 22. Claim [Cauchy Hadamard] inequality. Let L = lim sup an . Let A (real or complex) power series A > L. Then, there exists N such that an+1 an < A for all n > N . It follows (by (b) if L > 1, the series diverges; If induction) that aN +k < Ak aN for all L = 1 then the test is inconclu- k ∈ IN. and so sive. a an < N An , n > N If L does not exist, the test can be re- AN fined by noting that Hence an+1 (a) if lim sup < 1, the series √ a 1/n N an n an < A, n>N converges absolutely; AN an+1 Taking the limit superior of both sides (b) if lim inf > 1, the series di- √ an and recalling that lim n p = 1 for all verges. n→∞ p > 0 gives 26. Remark: If the limit √ lim sup an ≤ A. n an+1 L = lim an an+1 Since A > lim sup was arbi- an exists then the radius of convergence of trary, it follows that X power series an xn is also given by √
an+1 R = 1/L. If L does not exist it might lim sup an ≤ lim sup n happen that an 1 1 24. Corollary. Let (an ) be a positive se- < p =R L lim sup n |an | an+1 quence. If lim = l (where l = ∞ an √ in which case, the ratio test underesti- is not excluded) then lim n an = l. mates the radius of convergence. For 25. Refinement of d’Alembert’s ratio test. example, if Consider, once more, Xthe (real or com- ( 2n if n even, plex) power series an xn . The ratio an = 1 n 2 · 2 if n is odd. test states that if (an ) is a sequence with an 6= 0 for all n sufficiently large and X then (exercise) an xn has radius of an+1 convergence R = 21 yet lim =L an an+1 lim sup =4 then an
(a) if L < 1, the series converges ab- which merely guarantees convergence solutely; for |x| < 1/4