Limit sup and limit inf.

Introduction
In order to make us understand the information more on approaches of a given real sequence a n n1 , we give two definitions, thier names are upper limit and lower limit. It is fundamental but important tools in analysis.

Definition of limit sup and limit inf

Definition Given a real sequence a n n1 , we define b n supa m : m n and c n infa m : m n . Example 1 1 n n1 0, 2, 0, 2, . . . , so we have b n 2 and c n 0 for all n. Example 1 n n n1 1, 2, 3, 4, . . . , so we have b n and c n for all n. Example n n1 1, 2, 3, . . . , so we have b n n and c n for all n. Proposition Given a real sequence a n n1 , and thus define b n and c n as the same as before. 1 b n , and c n n N. 2 If there is a positive integer p such that b p , then b n n N. If there is a positive integer q such that c q , then c n n N. 3 b n is decreasing and c n is increasing. By property 3, we can give definitions on the upper limit and the lower limit of a given sequence as follows. Definition Given a real sequence a n and let b n and c n as the same as before. (1) If every b n R, then infb n : n N is called the upper limit of a n , denoted by lim sup a n . n That is, sup a n inf b n . lim n
n

If every b n , then we define lim sup a n . n (2) If every c n R, then supc n : n N is called the lower limit of a n , denoted by lim inf a n . n

That is, lim inf a n sup c n . n

n

If every c n , then we define lim inf a n . n Remark The concept of lower limit and upper limit first appear in the book (Analyse Algebrique) written by Cauchy in 1821. But until 1882, Paul du Bois-Reymond gave explanations on them, it becomes well-known. Example 1 1 n n1 0, 2, 0, 2, . . . , so we have b n 2 and c n 0 for all n which implies that lim sup a n 2 and lim inf a n 0. Example 1 n n n1 1, 2, 3, 4, . . . , so we have b n and c n for all n which implies that lim sup a n and lim inf a n . Example n n1 1, 2, 3, . . . , so we have b n n and c n for all n which implies that lim sup a n and lim inf a n .

Relations with convergence and divergence for upper (lower) limit

Theorem Let a n be a real sequence, then a n converges if, and only if, the upper limit and the lower limit are real with lim sup a n lim inf a n lim a . n n n n Theorem Let a n be a real sequence, then we have (1) lim n sup a n a n has no upper bound. (2) lim n sup a n for any M 0, there is a positive integer n 0 such that as n n 0 , we have a n M. (3) lim n sup a n a if, and only if, (a) given any 0, there are infinite many numbers n such that a an and (b) given any 0, there is a positive integer n 0 such that as n n 0 , we have a n a . Similarly, we also have Theorem Let a n be a real sequence, then we have (1) lim n inf a n a n has no lower bound. (2) lim n inf a n for any M 0, there is a positive integer n 0 such

that as n n 0 , we have a n M. (3) lim n inf a n a if, and only if, (a) given any 0, there are infinite many numbers n such that a an and (b) given any 0, there is a positive integer n 0 such that as n n 0 , we have a n a . From Theorem 2 an Theorem 3, the sequence is divergent, we give the following definitios. Definition Let a n be a real sequence, then we have (1) If lim n sup a n , then we call the sequence a n diverges to , denoted by a . lim n n (2) If lim n inf a n , then we call the sequence a n diverges to , denoted by a . lim n n Theorem Let a n be a real sequence. If a is a limit point of a n , then we have lim inf a n a lim sup a n . n n

Some useful results

Theorem Let a n be a real sequence, then (1) lim n inf a n lim n sup a n . (2) lim n infa n lim n sup a n and lim n supa n lim n inf a n (3) If every a n 0, and 0 lim n inf a n lim n sup a n , then we have 1 1 1 1 lim sup a and lim inf a . n n n n lim n inf a n lim n sup a n Theorem Let a n and b n be two real sequences. (1) If there is a positive integer n 0 such that a n b n , then we have inf a n lim inf b n and lim sup a n lim sup b n . lim n n n n (2) Suppose that lim n inf a n , lim n inf b n , lim n sup a n , lim n sup b n , then lim inf a n lim inf b n n n lim infa n b n n lim inf a n lim sup b n (or lim sup a n lim inf b n ) n n n n supa n b n lim n sup a n lim sup b n . lim n n In particular, if a n converges, we have lim supa n b n lim a lim sup b n n n n n

and lim infa n b n lim a lim inf b n . n n n n (3) Suppose that lim n inf a n , lim n inf b n , lim n sup a n , lim n sup b n , and a n 0, b n 0 n, then lim inf a n lim inf b n n n lim infa n b n n lim inf a n n lim sup a n n lim sup b n (or lim inf b n n n lim sup b n . n lim sup a n ) n supa n b n lim n In particular, if a n converges, we have supa n b n lim a lim sup b n lim n n n n and infa n b n lim n lim a lim inf b n . n n n

Theorem Let a n be a positive real sequence, then n1 n1 inf aa lim infa n 1/n lim supa n 1/n lim sup aa . lim n n n n n n Remark We can use the inequalities to show n! 1/n 1/e. lim n n Theorem Let a n be a real sequence, then . . a n lim sup a 1 . . . a n lim sup a . inf a n lim inf a 1 .n lim n n n n n n Exercise Let f : a, d R be a continuous function, and a n is a real sequence. If f is increasing and for every n, lim n inf a n , lim n sup a n a, d , then sup fa n f lim sup a n and lim inf fa n f lim inf a n . lim n n n n Remark: (1) The condition that f is increasing cannot be removed. For example, fx |x |, and ak 1/k if k is even 1 1/k if k is odd.

(2) The proof is easy if we list the definition of limit sup and limit inf. So, we omit it. Exercise Let a n be a real sequence satisfying a np a n a p for all n, p. Show that ann converges. Hint: Consider its limit inf.