[Math] Proofs with limit superior and limit inferior: $\liminf a_n \leq \limsup a_n$

inequalitylimitslimsup-and-liminfreal-analysissequences-and-series

I am stuck on proofs with subsequences. I do not really have a strategy or starting point with subsequences.

NOTE: subsequential limits are limits of subsequences

Prove: $a_n$ is bounded $\implies \liminf a_n \leq \limsup a_n$

Proof:

Let $a_n$ be a bounded sequence. That is, $\forall_n(a_n \leq A)$.

If $a_n$ converges then $\liminf a_n = \lim a_n = \limsup a_n$ and we are done.

Otherwise $a_n$ has a set of subsequential limits we need to show $\liminf a_n \leq \limsup a_n$:

This is where I am stuck…

Best Answer

Let $\{a_n\}$ be a bounded sequence. Then we define the sequences $\{a_n^+\}$ and $\{a_n^-\}$ by

$$a_n^+=\sup\{a_n,a_{n+1}\dots\}$$

$$a_n^-=\inf\{a_n,a_{n+1}\dots\}$$

We (may) then define

$$\lim a_n^+=\limsup a_n$$ $$\lim a_n^-=\liminf a_n$$

Now, you need two things to work this out:

$(1)$ Let $A$ be any bounded nonempty subset of $\Bbb R$. Then

$$\inf A\leq \sup A$$

$(2)$ Let $\{\alpha_n\}$ be a sequence such that $a_n\geq0 $ for each $n\in \Bbb N$. Then $$\lim a_n\geq 0$$

With $(1)$ you should show $$a_n^-\leq a_n^+$$ for each $n\in \Bbb N$. Monotone convergence says both $\{a_n^+\}$ and $\{a_n^-\}$ converge, since they are bounded (above/below) and are monotone (increasing/decreasing)$^{(*)}$. But $$a_n^+- a_n^-\geq 0$$

for each $n\in \Bbb N$, so use $(2)$ to show

$$\lim a_n^+-\lim a_n^-\geq 0$$

that is:

$$\liminf a_n\leq \limsup a_n$$

$(*)$ To prove this, you need to show that if $A\subseteq B$, then $$\sup A\leq \sup B$$ $$\inf A\geq \inf B$$ Then, observe that

$$\{a_{n+1},a_{n+2},\cdots\}\subseteq \{a_n,a_{n+1},a_{n+2},\cdots\}$$

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