I am reading Rudin's "Principles of Mathematical Analysis", and the following problem appears in it:
Problem 3.5:
For any two real sequences $\{a_n\}$, $\{b_n\}$,
prove that: $\limsup_{n \rightarrow \infty} (a_n+b_n) \le \limsup_{n\rightarrow\infty}(a_n) + \limsup_{n\rightarrow \infty} (b_n)$
provided the sum on the right is not of the form $\infty – \infty$
The solution in the manual goes as following:
Since the case when $\limsup_{n\rightarrow\infty}(a_n) = +\infty$ and $\limsup_{n\rightarrow\infty}(b_n) = -\infty$ has been excluded from consideration , we note that the inequality is obvious if $\limsup_{n\rightarrow\infty}(a_n) = +\infty$. Hence we shall assume that $\{a_n\}$ is bounded above.
Let $\{n_k\}$ be a subsequence of the positive integers such that $\lim_{k\rightarrow\infty}(a_{n_k} + b_{n_k}) = \limsup_{n\rightarrow\infty}(a_n + b_n)$.
Then choose a subsequence of the positive integers $\{k_m\}$ such that
$$\lim_{m\rightarrow\infty}(a_{n_{k_m}}) = \limsup_{k\rightarrow\infty}(a_{n_k})$$
The subsequence $a_{n_{k_m}} + b_{n_{k_m}}$ still converges to the same limit as $a_{n_k} + b_{n_k}$.
And proof continue.
I understand all the proof except for the last sentence, precisely:
The subsequence $a_{n_{k_m}} + b_{n_{k_m}}$ still converges to the same limit as $a_{n_k} + b_{n_k}$.
Why this is true?
I was thinking that we can also assume that $\{b_n\}$ also bounded so that it contains a series that converges and so $\limsup_{n\rightarrow \infty} (b_n)$ is finite but I don't know if this is useful and I couldn't go further.
Best Answer
After the answer from Kavi, and some extra effort I see that we can solve the problem as follows:
If $\limsup_{n\rightarrow\infty}(b_n) = +\infty$ then the inequality is also obvious so we can also (as we did with $\{a_n\}$) assume that $\{b_n\}$ is bounded.
Since both sequences are bounded, $\{a_n+b_n\}$ also bounded, and there is a subsequence of $\{a_n+b_n\}$ that converges so $\limsup_{n\rightarrow\infty}(a_n+b_n)$ is finite and since: $$\lim_{k\rightarrow\infty}(a_{n_k} + b_{n_k}) = \limsup_{n\rightarrow\infty}(a_n + b_n)$$
Then $\lim_{k\rightarrow\infty}(a_{n_k} + b_{n_k})$ is also finite and therefore converges.
Then every subsequence of it also converges to the same limit.
And this answers my question, but please correct me if there is a flaw somewhere.