Limsup and liminf (Properties)

Date created: 2023-12-20 12:28

Tags: #Type/Theorem #Type/Proof #Topic/Real_Analysis

Proved by: Monotonicity of (a +

N
)
∞

N =m
and (a −

N
)
∞

N =m

References:
Justifications:

Specializations:
Generalizations:

Theorem: Properties of limits superior and inferior

Given a sequence (a ∞
n ) n=m and its superior and inferior limit L , L . If the sequence converges we say it will be equal to c.
+ −

1. ∀x > L
+
∃N ≥ m : ∀n ≥ N , a n < x

2. ∀x < L
+
∀N ≥ m∃n ≥ N : a n > x

3. inf (a ∞
n ) n=m ≤ L
−
≤ L
+
≤ sup(a n ) n=m
∞

4. c is a limit point of (a ∞
n ) n=m ⟹ L
−
≤ c ≤ L
+

5. L is finite
+
⟹ L
+
is a limit point
6. lim n→∞ an = c ⟺ L
−
= c = L
+

Note that all these properties can easily me modified in order to apply to limit inferior instead. The proofs go as follows:

+
∀x > L ∃N ≥ m : ∀n ≥ N , a n < x ​

L
+
< x gives us inf (a +
N
)
∞
N =m
< x , this implies that there exists a N such that a +
N
< x because otherwise we would have a
contradiction to the definition of the infimum. Rewriting this gives us: sup(a N )
∞

n=N
< x , which once again implies
∀n ≥ N , a n < x

Q.E.D.

+
∀x < L ∀N ≥ m∃n ≥ N : a n > x ​

+ ∞ ∞ + ∞
x < L ⟹ x < inf (a N ) ⟹ x < inf (a N ) ≤ a ⟹ x < sup(a n )
N =m N =m N n=N

Per definition of least upper bound we must have that there exists a entry in this sequence such that x < an .

Q.E.D.

∞ − + ∞
inf (a n ) n=m ≤ L ≤ L ≤ sup(a n ) n=m ​

We first prove L +
≤ sup(a n ) n=m
∞
, from which the symmetric proof of inf (a ∞
n ) n=m ≤ L
−
follows. By definition we have
+ +
L = inf (a )
N

and thus
+ +
∀N , L ≤ aN
Including N = m , thus giving us
+ + ∞
L ≤ a m = sup(a n ) n=m

We now only need to show that L −

≤ L
+
. We will proceed by contradiction. Suppose L −
> L
+
, then by the definition of
infimum and supremum we know there must exists a N and M such that
+ + − −
L ≤ a < a ≤ L
N M

But this contradicts the inequality a −

β
≤ aα
+
, thus proving that L −
≤ L
+
and that the whole inequality holds.

Q.E.D.

c is a limit point of (a ∞
n ) n=m ⟹ L
−
≤ c ≤ L
+
​

We will proceed by contradiction by assuming that L < c to show that c ≤ L .(The proof for L ≤ c is symmetrical). First of
+ + −

all notice that if L = +∞ we have an immediate contradiction, so we may suppose L = −∞ or L = r with r ∈ R. By

+ + +

denseness of the reals there exists a d such that

+
L < d < c

If L+
= −∞ we define d := c − 1 . By the definition of L we also have there exists a M
+
≥ m such that for all μ ≥ M we
have
+
L ≤ aμ < d < c

We also have that c is a limit point meaning that

∀ε > 0, ∀N ≥ m, ∃n 0 ≥ N : |c − a n 0 | ≤ ε

In particular for ε =
c−d

2
> 0 and N = M we have

∃μ 0 ≥ M : |c − a μ | ≤ ε
0

−ε ≤ c − a μ 0 ≤ ε

−ε ≤ 2ε + d − a μ 0 ≤ ε

−3ε ≤ d − a μ 0 ≤ −ε < 0

But this implies that a μ0 > d , a contradiction. Thus c can not be greater then L and we have that c +
≤ L
+
.

Q.E.D.

L
+
is finite ⟹ L
+
is a limit point

− +
lim n→∞ a n = c ⟺ L = c = L