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Exercise 6.4.3 (Basic properties of limit superior and limit inferior)

Proposition 6.4.12. Let (an) n=m∞ be a sequence of real numbers, let L+ be the limit superior of this sequence, and let L−be the limit inferior of this sequence (thus both L+and L−are extended real numbers).

(a)
For every x > L+, there exists an N ≥ m such that an < x for all n ≥ N. (In other words, for every x > L+, the elements of the sequence (an) n=m∞ are eventually less than x.) Similarly, for every y < L−there exists an N ≥ m such that an > y for all n ≥ N.
(b)
For every x < L+, and every N ≥ m, there exists an n ≥ N such that an > x. (In other words, for every x < L+, the elements of the sequence (an) n=m∞ exceed x infinitely often.) Similarly, for every y > L−and every N ≥ m, there exists an n ≥ N such that an < y.
(c)
We have inf ⁡ (an) n=m∞≤ L−≤ L+ ≤ sup ⁡ (an) n=m∞.
(d)
If c is any limit point of (an) n=m∞, then we have L−≤ c ≤ L+.
(e)
If L+is finite, then it is a limit point of (an) n=m∞. Similarly, if L− is finite, then it is a limit point of (an) n=m∞.
(f)
Let c be a real number. If (an) n=m∞ converges to c, then we must have L+ = L− = c. Conversely, if L+ = L− = c, then (an) n=m∞ converges to c.

Answers

When doing these types of problems (multiple parts) usually one can use previously proved results to build up to new results.

(c)

Proof. Let Ak = inf ⁡ {an} n≥k and Bk = sup ⁡ {an} n≥k. Then Ak ≤ Bk,Ak are increasing (why?) and Bk are decreasing in k. Clearly, Am = inf {an} ≤ Ak ≤ sup ⁡ Ak = liminf ⁡ {an} and similarly for the Bk ’s, so we must show liminf ⁡ {an} ≤ limsup ⁡ {an} . Now for all n ≥ k we have Ak ≤ An ≤ Bn.
Thus Ak ≤ Bn∀ ⁡n,k (Why?). So first taking the supremum over k in this inequality, liminf ⁡ an ≤ Bm∀ ⁡m and then taking the infemum over m gives liminf ⁡ an ≤ lim ⁡ sup ⁡ an. □

(d)

Proof. If c is a limit point of the sequence, then ∀ ⁡𝜖 ≷ 0 and ∀ ⁡N there exists n ≥ N such that An − 𝜖 ≤ c ≤ Bn + 𝜖 (Why?). This means lim ⁡ inf ⁡ an − 𝜖 ≤ c ≤ limsup ⁡ an + 𝜖 (Again, I have skipped a small step, How?). As 𝜖 is arbitrary, we are done. □

(e)

Proof. We use (b) for this one. Given 𝜖 ≥ 0∀ ⁡N, there exists n ≥ N such that L+ − 𝜖 ≤ an ≤ L+. Note that since L+is finite, L+ − 𝜖≠Lx. But this says that ∀ ⁡𝜖 ≷ 0 the sequence {an} is continually 𝜖 steady. Similarly for L−.◇ □

(f)

Proof. If an converges to c then we know an is Cauchy and hence bounded. Therefore, L−and L+are finite, and hence limit points. But {an} has only one limit point. So L− = c = L+.
Conversely, L− = c = L+, then given 𝜖 ≥ 0 we have the existence of N large enough that L−− 𝜖 ≤ an ≤ L+ + 𝜖. So ∀ ⁡𝜖 ≥ 0, {an} is eventually 𝜖 close to c. □

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2021-12-19 20:43
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