Real Analysis – Proving $\operatorname{{lim sup}}\sigma_n \leq \operatorname{lim sup} s_n$

inequalitylimsup-and-liminfreal-analysissequences-and-series

This is a question from the book Methods of Real Analysis by R. R. Goldberg.

If $(s_n)$ is a sequence of real numbers and if $$\sigma_n=\frac{s_1+s_2+\cdots+s_n}{n}$$ then prove that: $\operatorname{{lim sup}}\sigma_n \leq \operatorname{lim sup} s_n$.

I don't have any idea how to start working on this problem. Please help. Thanks.

Best Answer

Fix an integer $k$. Let $n\geqslant k$. Then $$\sigma_n=\frac 1n\sum_{j=1}^ks_j+\frac 1n\sum_{j=k+1}^ns_j\leqslant \frac 1n\sum_{j=1}^ks_j+\frac{n-k}n\sup_{l\geqslant k}s_l.$$ Now take on both sides the limsup when $\color{red}{n\to +\infty}$: we get the wanted result.

Taking $s_n:=(-1)^n$, we can see that the inequality may not be an equality.

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