TheoremBase

Basic Properties of the Limit Inferior and Limit Superior of a Bounded Real Sequence

Statement

Let (an)n∈N(a_{n})_{n\in\mathbb{N}} and (bn)n∈N(b_{n})_{n\in\mathbb{N}} be bounded sequences of real numbers, with limit inferior and limit superior as in those definitions, and let aa and MM be real numbers. Then the following hold.

1. (Order.) lim inf⁡nan≤lim sup⁡nan\liminf_{n}a_{n}\le\limsup_{n}a_{n}.

2. (Comparison.) If an≤bna_{n}\le b_{n} for every n∈Nn\in\mathbb{N}, then lim inf⁡nan≤lim inf⁡nbn\liminf_{n}a_{n}\le\liminf_{n}b_{n} and lim sup⁡nan≤lim sup⁡nbn\limsup_{n}a_{n}\le\limsup_{n}b_{n}. In particular, if an≤Ma_{n}\le M for every nn, then lim sup⁡nan≤M\limsup_{n}a_{n}\le M; and if M≤anM\le a_{n} for every nn, then M≤lim inf⁡nanM\le\liminf_{n}a_{n}.

3. (Eventual bounds.) For every real ε>0\varepsilon>0 there is N∈NN\in\mathbb{N} such that lim inf⁡nan−ε<am\liminf_{n}a_{n}-\varepsilon<a_{m} for every m≥Nm\ge N, and there is N′∈NN'\in\mathbb{N} such that am<lim sup⁡nan+εa_{m}<\limsup_{n}a_{n}+\varepsilon for every m≥N′m\ge N'.

4. (Extraction along the limit inferior.) For every real ε>0\varepsilon>0 there are natural numbers n1<n2<n3<…n_{1}<n_{2}<n_{3}<\dots such that anj<lim inf⁡nan+εa_{n_{j}}<\liminf_{n}a_{n}+\varepsilon for every j∈Nj\in\mathbb{N}.

5. (Convergence criterion.) The sequence (an)n∈N(a_{n})_{n\in\mathbb{N}} has limit aa if and only if lim inf⁡nan=a\liminf_{n}a_{n}=a and lim sup⁡nan=a\limsup_{n}a_{n}=a.

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