Confusion about definition of limsup and liminf

definitionlimsup-and-liminfreal-analysissequences-and-series

The book that I am following gives the following definition for limsup:

A real number $\bar{a}$ is said to be the limit superior of a bounded sequence {$a_n$} iff for each $\epsilon > 0$, the following results hold:

  1. $a_n$ > $\bar{a} – \epsilon$, for infinitely many values of n

  2. $\exists$ a positive integer m such that

$a_n$ < $\bar{a} + \epsilon $ $\forall n \ge m$

I don't understand how 1 and 2 could both be true at the same time. Can someone explain this to me? Also why does the definition mention bounded sequences?

Best Answer

You’ve misstated (2): it should say that there is a positive integer $m$ such that $a_n<\bar a+\epsilon$ for all $n\ge m$. To see that (1) and (2) are not contradictory, consider any constant sequence: if $a_n=c$ for each $n\in\Bbb Z^+$, and $\epsilon>0$, then $a_n>c-\epsilon$ for every $n\ge 1$, and $a_n<c+\epsilon$ for every $n\ge 1$. In this case $\limsup_na_n=c$.

More generally, suppose that $\langle a_n:n\ge 1\rangle$ converges to some limit $c$, and let $\epsilon>0$. Then there is an $m\in\Bbb Z^+$ such that $|a_n-c|<\epsilon$ for all $n\ge m$, i.e., such that

$$c-\epsilon<a_n<c+\epsilon$$

for all $n\ge m$. Clearly, then, $a_n>c-\epsilon$ for infinitely many $n$, and $a_n<c+\epsilon$ for all $n\ge m$, so $\limsup_na_n=c$.

But a sequence doesn’t have to converge in order for the limit superior to make sense. Consider the sequence $\langle (-1)^n:n\ge 1\rangle$. If $\epsilon>0$, then $(-1)^n<1+\epsilon$ for all $n\ge 1$, and $(-1)^n>1-\epsilon$ for all even $n\ge 1$, so $\limsup_n(-1)^n=1$ even though the sequence does not converge. (In fact it turns out that $\limsup_na_n$ is the largest cluster point of the sequence.)

The requirment that the sequence to be bounded is to ensure that condition (2) can be satisfied. Specifically, we need the sequence to be bounded above, because if it isn’t, there is no real number $\bar a$ such that $a_n<\bar a+1$ for all sufficiently large $n$.

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