Banach limit and extended limit

banach-spacesfunctional-analysishahn-banach-theorem

The linear functional $x \mapsto \lim x$ on space $c$ (of all convergent sequences) has norm $1$ and so by Hahn-Banach theorem possesses extensions $L$, of norm $1$, defined on space $\ell_{\infty}$. We call such functional $L$ an $\textbf{extended limit}$ (if I understand correctly the set of all extended limits is just the set of all linear and bounded extensions of limit functional $x \mapsto \lim x$ to $\ell_{\infty}$). Suppose $L$ is extended limit such that $L(x) = L(\sigma(x))$ for all $x \in \ell_{\infty}$, where $\sigma(x_1,x_2,x_3,\ldots) = (x_2,x_3,x_4,\ldots)$. We call such functional $L$ a $\textbf{Banach limit}$.

The author of article Im currently studying claims that $\textbf{any}$ extended limit $L$ has two following properties: (1) $L(x) \geq 0 $ whenever $x_n \geq 0$ for all $n$, (2) $\liminf x_n \leq L(x) \leq \limsup x_n$ for every $x \in \ell_{\infty}$.

I figured out how to prove (1). I've seen proofs of second property (2) only with additional assumption that $L$ is shift-invariant (L is Banach limit) and I can't see right now why this is true for any extended limit (not necessarily Banach limit). Im able to produce a particular extended limit that satisfies (2): consider functional $l(x) = \lim x_n$ on $c$ and sublinear functional $p(x) = \limsup x_n$ defined on $\ell_{\infty}$. Clearly $l(x) = p(x)$ for every $x \in c$ so by Hahn-Banach theorem there is extension $L$ of $l$ to whole space $\ell_{\infty}$ such that $L(x) \leq p(x)$ for every $x \in X$. Thus $L$ is extended limit such that $-p(-x) \leq L(x) \leq p(x)$ which is $\liminf x_n \leq L(x) \leq \limsup x_n$, for every $x \in \ell_{\infty}$. But this doesnt solve the problem.

So how can one prove that property (2) holds for any extended limit? Many thanks

Best Answer

Let $a=\liminf x_n.$ For $\varepsilon >0$ there is $N$ such that $x_n>a-\varepsilon$ for $n>N.$ Define $$y_n=\begin{cases} a-\varepsilon & n\le N\\ x_n & n>N \end{cases}$$ Then $$L(y)=L(x)+L(y-x)=L(x)+\lim_n(y_n-x_n)=L(x)$$ as the sequence $y-x$ vanishes for $n>N.$ We have $y_n-(a-\varepsilon)\ge 0.$ Therefore, by applying $(1)$, we get $L(y-(a-\varepsilon){\bf 1})\ge 0,$ where $\bf 1$ denotes the sequence with all terms equal $1.$ This implies $$L(y)\ge (a-\varepsilon)L({\bf 1})=(a-\varepsilon)\lim_n 1=a-\varepsilon $$ As $\varepsilon >0$ is arbitrary we get $L(x)\ge a.$

A similar reasoning is valid for the other inequality, or we can use the trick replacing the sequence $x_n$ with $-x_n.$