Mth 311 October 28, 1997
Mth 311 Limit Inferior and Limit Superior
In this note we will discuss the limit inferior and limit superior of a sequence in a bit more detail than in
the text. Both the limit inferior and the limit superior may be viewed as a replacement for the limit in
many situations. They have the advantage that they always exist. Thus we may separate the question
of existence of a potential limit and its estimation. However, their usefulness is much greater than that.
The limit inferior and the limit superior do not replace the notion of limit however, because they fail to
have the crucial additive and multiplicative properties of limits.
We will make use of the ane notions of innity, + and , throughout this note (as opposed to the
projective notion of innity popular in dealing with complex numbers). We make the usual conventions
regarding order (if R then < +) and arithmetic (if R the + = +). Some care is
needed of course since some expressions are not dened (for example + ). Following tradition I
may be careless and write for + and I may neglect to mention special cases that need to be checked.
The word number will mean real number throughout (unless qualied). In particular + and are
not numbers. We will use the term extended real number to indicate a real number, + or .
1. Sup and Inf
The completeness property of the real numbers may be formulated as each nonempty set A of real
numbers which has an upper bound, has a least upper bound, lub A. An equivalent statement is each
nonempty set A of real numbers which has a lower bound, has a greatest lower bound, glb A.
It is convenient to extend the lub A and glb A notions. Hence for any set of real numbers A we dene
the supremum of A by
8
>
< if A =
(1)
sup A =
+ if A has no upper bound
lub A elsewise.
>
:
We dene the infemum of A in like manner:
8
>
<+ if A =
(2)
inf A =
if A has no lower bound
glb A elsewise.
>
:
The peculiar denitions for the empty set keep things consistent, but sometimes are a nuisance. Note
for example inf A sup A if and only if A = .
Bent Petersen
File ref: 311lims.tex
2. Limits of Sequences
Let (an )n1 be a sequence of real numbers. Recall the sequence converges to the real number L if
(3)
> 0 N such that n > N implies | an L | < .
We also say that (an )n1 has limit L and we write limn an = L.
A sequence can diverge in many way. We single out two: divergence to + and divergence to . We
can include these two cases in our notion of limit by rephrasing the denition above.
Let (an )n1 be a sequence of real numbers. We say the sequence has limit the extended real number L
if
(4)
s R such that s < L, t R such that L < t, { n | an < s or t < an } is a nite set.
Note if L is innite, then the condition on s or the condition on t is not satised by any real number, and
the corresponding condition on an is taken to be vacuous. Write out the two possible cases and make
sure you understand them.
Recall that another way to formulate the completeness of the real numbers is by the assertion that each
bounded monotone sequence converges. With our extended notion of limit we can now assert each
monotone sequence has a limit. The limit is nite if and only if the monotone sequence is bounded (in
which case it converges to the limit).
Note for a monotone increasing sequence (an )n1
(5)
lim an = sup { an | n 1 } = sup an
n1
and for a monotone decreasing sequence (bn )n1
(6)
lim bn = inf { an | n 1 } = inf bn
n1
Here is an important variation on the denition (4) we say that the extended real number W is an
accumulation point of the sequence (an )n1 if
(7)
s R so s < W, t R so W < t, { n | s < an and an < t } is an innite set.
Note as before if either s or t does not exist then the corresponding condition on an is vacuous. Thus
+ is an accumulation point if and only if for each real number s we have { n | s < an } is an innite
set.
Exercise 1. Show that W is an accumulation point of the sequence (an )n1 if and only if there is a
subsequence (ank )k1 with limit W .
2
3. Limit Superior and Limit Inferior
Let (an )n1 be a sequence of real numbers. Dene
(8)
An
(9)
Bn
inf ak
kn
sup ak .
kn
Then An < + and the An form an increasing sequence of real numbers or An = for
each n. Also, < Bn + and the Bn form a decreasing sequence of real numbres or Bn = +
for each n. Thus either (An )n1 and (Bn )n1 are monotone sequences of real numbers, and so have a
limit, or are constant sequences of or +, to which we assign the obvious limit. Thus the following
denitions make sense:
(10)
lim inf an = lim An = lim inf an = sup inf ak
(11)
lim sup an = lim Bn = lim sup an = inf sup ak .
n kn
n kn
n1 kn
n1 kn
Clearly
lim inf an lim sup an +
n
and these quantities always exist.
Proposition 1. Let (an )n1 be a sequence of real numbers and let A be an extended real number. Then
lim inf an A
n
if and only if for each real number t with A < t the set { n | an < t } is innite.
Proof. If A = + then there is no t with A < t and so for each such t anything is true. We may now
assume A < +.
Suppose lim inf n an A. Let t R and suppose A < t. Since supn1 inf kn ak A < t we have
inf ak A < t
kn
for each n 1. It follows for each n 1 there exists kn n such that
akn < t,
(since otherwise t would be a lower bound for {an , an+1 , } and so t inf kn ak ). Since kn n for
each n we see that the set { n | an < t } is innite.
Conversely suppose A < t implies { n | an < t } is innite. Let A < t. Then for each n 1 there is
kn n such that akn < t. Thus for each n 1 we have inf kn ak t. The least upper bound of this
monotone increasing sequence is therefore bounded by t. Thus lim supn an t. But this inequality
has been shown to hold for each t with A < t. It must follow that lim supn an A (since for any
number s if A < s then t < s for some t with A < t).
Proposition 2. Let (an )n1 be a sequence of real numbers and let A be an extended real number. Then
A lim inf an
n
if and only if for each real number s with s < A the set { n | an < s } is nite.
3
Proof. If A = then there is no s with s < A and so for each such s anything is true. We may now
assume < A +.
Suppose A lim inf n an . Let s R and suppose s < A. Then s < supn1 inf kn ak implies s is
not an upper bound for the numbers inf kn ak (since the sup is the least upper bound). It follows there
exists N such that s < inf kN ak . But then { n | an < s } {1, 2, , N }.
Conversely suppose s R and s < A imply { n | an < s } is nite. Let s < A. Then there exists n such
that k n implies ak s, that is, s is a lower bound for {an , an+1 , }. It follows that inf kn ak s.
This certainly implies that lim inf n an s. Since we proved this assertion for each s with s < A we
must have lim inf n an A.
Theorem 3. Let (an )n1 be a sequence of real numbers and let A be an extended real number. Then
A = lim inf an
n
if and only if whenever s R, s < A and t R, A < t then
{ n | an < s } is nite and { n | an < t } is innite.
In particular lim inf n an is an accumulation point of (an )n1 .
Proof. The rst part follows by proposition 1 and 2. The last part follows by exercise 1.
Proposition 4. Let (an )n1 be a sequence of real numbers and let B be an extended real number. Then
B lim sup an
n
if and only if for each real number s with s < B the set { n | an > s } is innite.
Proof. Indeed lim supn an = lim inf n an . Now use proposition 1
Proposition 5. Let (an )n1 be a sequence of real numbers and let B be an extended real number. Then
lim sup an B
n
if and only if for each real number t with B < t the set { n | an < t } is nite.
Proof. Indeed lim supn an = lim inf n an . Now use proposition 2.
Theorem 6. Let (an )n1 be a sequence of real numbers and let B be an extended real number. Then
B = lim sup an
n
if and only if whenever s R, s < B and t R, B < t then
{ n | an > s } is innite and { n | an > t } is nite.
In particular lim supn an is an accumulation point of (an )n1 .
Proof. Indeed lim supn an = lim inf n an . Now use theorem 3.
Corollary 7. The sequence (an )n1 of real numbers has a limit if and only if lim supn an =
lim inf n an . Moreover, in this case
lim an = lim sup an = lim inf an .
If we let L = lim inf n an and U = lim supn an then the following table summarizes the properties
of L and U :
4
nite
||
innite
||
nite
innite
Exercise 2. Let (an )n1 be a sequence of real numbers and let S be the set of accumulation points of
(an )n1 . Prove
lim sup an = sup S and lim inf an = inf S.
n
Exercise 3. Let (an )n1 and (bn )n1 be sequences of real numbers. Prove
lim sup (an + bn ) lim sup an + lim sup bn .
n
provided right side is not + .
Exercise 4. Let (an )n1 and (bn )n1 be sequences of real numbers. Prove
lim inf (an + bn ) lim inf an + lim inf bn .
n
provided right side is not + .
Exercise 5. Let (an )n1 and (bn )n1 be bounded sequences of real numbers. Suppose an 0 and
bn 0 for each n 1. Prove
lim sup (an bn )
lim sup an
lim sup bn .
Exercise 6. Show the result of the previous exercise is true for unbounded sequences provided we assume
the individual limit superiors are strictly positive.
Here is a useful result related to the results of the exercises above.
Proposition 8. Let (an )n1 and (bn )n1 be sequences of real numbers. Suppose an > 0 and bn 0
for each n 1. Suppose moreover that a = limn an exists and suppose 0 < a < . Then
lim sup (an bn ) =
lim an
Proof. From the exercises we have
lim sup (an bn )
Now since bn =
1
an
(an bn ) and limn
1
an
lim an
1
a
lim sup bn
n
lim sup bn .
lim sup bn .
n
we also have
1
lim sup (an bn ).
a n
As an important special case we have if c > 0 and bn 0 then
lim sup c1/n bn = lim sup bn .
(12)
Here is an interesting result which will be important to us later in our study of convergence of series.
Theorem 9. Let (an )n1 be a sequence of real numbers with an > 0 for each n 1. Then
(13)
lim inf
n
an+1
an+1
lim inf a1/n
lim sup a1/n
lim sup
.
n
n
n
an
an
n
n
5
Proof. It suces to prove
lim sup
lim sup a1/n
n
(14)
an+1
.
an
Let
an+1
.
an
n
If L = + there is nothing to prove. Thus we may assume 0 L < +. Let t > L. Then the set
{ n | an+1 /an > t } is nite. It follows there exists N such that an+1 tan for n N . By induction
L = lim sup
aN +k tk aN
for k 1.
We can rewritr this as
an tn tN aN
for n N.
Now let c be the maximum of the nite set
t1 a1 , t2 a2 , , tN aN .
Then by the estimate above we have
a n tn c
for n 1.
It follows
lim sup a1/n
lim sup tc1/n = t.
n
n
1/n
Since we proved this inequality for each t > L it follows that lim supn an
L.
Exercise 7. Let
an = 2(1)
Prove
an+1
an+1
1
= , lim sup
= 2,
an
8
an
n
Exercise 8. Without making use of Stirlings prove
lim inf
n
lim
(2n)!
lim a1/n
=
n
1
.
2
! n1
(n!)
= 4.
Exercise 9. Let (an )n1 be a sequence of real numbers with an > 0 for each n 1. Consider the
Cesaro means of the sequence
n
1X
n =
ak .
n
k=1
Prove
lim inf an lim inf n lim sup n lim sup an .
n
Conclude if limn an exists then the Cesaro limit limn n exists and
lim n = lim an .
Exercise 10. Compute the Cesaro limit of the sequence (an )n1 dened by
an = 2 + (1)n .
Remark. These notes were thrown together very quickly and may contain some errors. I would be very
pleased to receive corrections (and suggestions).
c 1997 by Bent E. Petersen. Permission is granted to duplicate this
Copyright
document for nonprot educational purposes provided that no alterations are made
and provided that this copyright notice is preserved on all copies.
phone numbers
Bent E. Petersen
oce (541) 737-5163
Department of Mathematics
home (541) 753-1829
Oregon State University
fax (541) 737-0517
Corvallis, OR 97331-4605
[email protected][email protected]http://ucs.orst.edu/~peterseb
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