Measure Theory – What Does the Supremum of a Sequence of Sets Represent?

elementary-set-theorymeasure-theory

I'm trying to understand more about the limits of sequences of sets in Measure Theory.

Given a sequence of sets $\{A_n\}_{n\in \mathbb{N}} = \{ A_1,A_2, \ldots \}$, what does $\sup_n \{ A_n \}$ represent?

The reason why I'm asking is because I'd like to derive what $\limsup_{n\rightarrow\infty}A_n$ means… and this should formally be $\lim_{n\rightarrow\infty} \sup\{A_k | k \geq n \}$ – right?

Best Answer

The notation $\sup_n\{A_n\}$ is ambiguous, and I would avoid using it without more context. In the context of the $\limsup$ or $\liminf$ of sets, we are taking the partial order on sets by inclusion: $A \leq B$ if $A \subseteq B$. Then the supremum of a sequence $\{A_n\}_n$ is the smallest possible upper bound for every element of the sequence - the smallest set containing each $A_n$. This must be $$\sup_n A_n = \bigcup_n A_n.$$

Note that not every partially ordered set has well-defined suprema and infima - this kind of poset is called a lattice.

For a sequence of real numbers, the definition of limit superior is $${\limsup} \,\{a_n\}_n = \lim_{n \rightarrow \infty} \sup_{m \geq n} a_m.$$ The notation $\lim_{n \rightarrow \infty} A_n$ doesn't make sense for a sequence $\{A_n\}_n$ of sets. But observe that if $B_n = \bigcup_m A_{m \geq n}$ then $B_n$ is a nested sequence: $B_{n+1} \subseteq B_n$, since $B_{n+1}$ is the union over a smaller set of indices. Since $B_n$ is getting smaller and smaller, we might define the "limit" of $B_n$ to be small: the set of $x$ so contained in every $B_n$, or $\cap_n B_n$. Putting this together, a reasonable analog for the $\lim \sup$ of a sequence of real numbers applied to sets is

$$\limsup A_n := \bigcap_{n=1}^\infty \bigcup_{m =n}^\infty A_m.$$ Taking apart this definition, we see that $x \in \lim \sup A_n$ if and only if for all $n \in \mathbb{N}$ there exists $m \geq n$ so that $x \in A_m$: $$\forall n \in \mathbb{N}\, \exists m \in \mathbb{N} \,m \geq n \text{ and } x \in A_m.$$

This says that no matter how large of an $n$ you choose, I can find a larger $m$ so that $x \in A_m$. Another way of saying this is that there is no upper bound $n$ to the set of $m$ so that $x \in A_m$; and this is equivalent to saying that $x \in A_m$ for infinitely many $m$.

See the Wikipedia article for more info.

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