Problem 4.

(15 points) Given a bounded sequence {xn }, we define the

lim sup and lim inf of {xn } by

lim sup xn = lim sup{xk : k ≥ n}

n→∞ n→∞

lim inf xn = lim inf{xk : k ≥ n}.

n→∞ n→∞

(i)Prove that the sequences {sn } and {tn } converge where sn = sup{xk : k ≥
n} and tn = inf{xk : k ≥ n}.

Proof:

We state a useful lemma.

If A ⊂ B ⊂ R then Sup(A) ≤ Sup(B)

Clearly, regardless of what n is, provided that it is a natural number,

(xk : k ≥ n + 1) ⊂ (xk : k ≥ n)

so Sup(xk : k ≥ n + 1) ≤ Sup(xk : k ≥ n)

sn+1 ≤ sn so it is monotone decreasing.

It follows that sn is a monotone sequence that is bounded hence it must

converge.

We now do the same for tn .

If A ⊂ B ⊂ R then Inf (B) ≤ Inf (A)

Clearly, regardless of what n is, provided that it is a natural number,

(xk : k ≥ n + 1) ⊂ (xk : k ≥ n)

so Inf (xk : k ≥ n) ≤ Inf (xk : k ≥ n + 1)

tn ≤ tn+1 hence tn is monotone increasing

Since tn is bounded and monotone, it must converge.

1
 3(−1)n n2
(ii) Find lim sup and lim inf of the sequence an = n2 −n+1
.

Proof:

lim sup an = 3 and lim inf an = −3

−3n2 3n2 −3n2 +3n+3 3n2 −3n−3
n2 −n+1
≤ an ≤ n2 −n+1
also n2 −n+1
≤ an ≤ n2 −n+1
so −3 ≤ an ≤ 3

We note that lim sup is the unique element satisfying:

1: ak ≤ lim sup an ∀k ≥ n ∈ N
2
2: (∀ϵ > 0)(∃n ∈ N ) such that | n23n
−n+1
− lim sup an | < ϵ

While lim inf is the unique element that satisfies:

1: lim inf an ≤ ak ∀k ≥ n ∈ N
2
2: (∀ϵ > 0)(∃n ∈ N ) such that | n2−3n
−n+1
− lim inf an | < ϵ

Clearly, 3 and -3 satisfy criterion 1 for the limsup and liminf respectively.
We just need to check criterion 2.
2 2 2
| n23n
−n+1
− 3| = | 3n3n−3n +3n−3
2 −3n+3 | = | n2n−1
−n+1
n−1
| < | n(n−1) 1
| = | n−1 |

1
By archimedian property, we can always pick an n such that n−1 < ϵ.
2 1 2
Since | n2−3n
−n+1
− −3| < n−1 < ϵ and | n23n
−n+1
1
− 3| < n−1 < ϵ, criterion 2 is
also met.

Since Limsup and Liminf are unique, 3 is the limsup of an and -3 is the
liminf of an

2
(iii) Show that if {an } and {bn } are bounded sequences, then lim sup(an +
bn ) ≤ lim sup an + lim sup bn . Give an example in which two sides are not
equal.

Proof:

We have established that the limsup always exists for a bounded sequence.

Let lim sup an = a and lim sup bn = b. Then lim sup an + lim sup bn = a + b

If lim sup(an + bn ) = L. then (∀n ∈ N )an + bn ≤ L and (∀ϵ > 0)(∃n∗ ∈ N ) such
that an∗ + bn∗ > L − ϵ

We now go for a proof by contradiction to try and establish that lim sup(an +
bn ) ≤ lim sup an + lim sup bn .

Suppose L > a + b.
ϵ
By definition, (∀ϵ > 0)(∃n0 ∈ N ) such that (∀n ≥ n0 ) −ϵ
2 < an − a < 2
ϵ
also, (∀ϵ > 0)(∃n1 ∈ N ) such that (∀n ≥ n1 ) −ϵ
2 < bn − b < 2

Pick N0 = max(n0 , n1 , n∗ ). Then beyond this cutoff, L − ϵ < an + bn < a + b + ϵ

L−a−b
(∀ϵ > 0)L − a − b < 2ϵ since L > a + b, we can pick ϵ = 2

L − a − b < L − a − b. This is clearly a contradiction so it follows that

lim sup(an + bn ) ≤ lim sup an + lim sup bn .

Example:

Let an = (−1)n and bn = (−1)n+1 . Then an + bn = (−1)n (1 + (−1)1 ) = 0

lim sup(an + bn ) = 0 also lim sup an = 1 and lim sup bn = 1

so lim sup bn + lim sup an = 2

It follows that in this particular case,

lim sup(an + bn ) < lim sup an + lim sup bn