The limit inferior and the limit superior

Jan van Waaij

October 29, 2021

Abstract
In this document I review some properties of the limit inferior and the limit superior:
additivity properties, its relation the the limit and inequalities.

1 The limit inferior and limit superior

Definition 1. Let (an )n≥0 be a sequence of real numbers. The limit inferior of
an is lim inf n→∞ an = limN →∞ inf n≥N an and the limit superior of (an )n≥0 is
lim supn→∞ an = limN →∞ supn≥N an .

Remark 2. As ((inf n≥N an )N ≥1 is an increasing sequence, and ((supn≥N an )N ≥1 is a decreasing

sequence, by the monotone convergence theorem, the limits limN →∞ inf n≥N an and
limN →∞ supn≥N an exist, but might be ±∞. Moreover, as inf n≥N an ≤ supn≥N an for all
N ∈ N, it follows that
lim inf an ≤ lim sup an .
n→∞ n→∞

Remark 3. As supn≥N an = − inf n≥N (−an ), we have that lim supn→∞ = − lim inf n→∞ (−an ).
This is an often convenient tool to translate lemma’s about the limit inferior into lemma’s about
the limit superior, or vice versa.

2 Properties of the limit inferior

Lemma 4. Let (an )∞ ∞
n=1 and (bn )n=1 sequences of real numbers. If lim inf n→∞ (an − bn ) ≥ 0 then
lim inf n→∞ an ≥ lim inf n→∞ bn .

Proof. Suppose lim inf n→∞ (an − bn ) ≥ 0, but for some ε > 0,
lim inf n→∞ an < −ε + lim inf n→∞ bn . Let δ > 0. There is an N0 so that for N ≥ N0 ,

inf an < −ε + δ + inf bn .

n≥N n≥N

So for all k ≥ N ,

inf an < −ε + δ + bk
n≥N

So there is an n ≥ N , so that for all k ≥ N ,

an < −ε + 2δ + bk .

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In particular

an − bn < −ε + 2δ.

So

inf (ak − bk ) ≤ an − bn < −ε + 2δ.

k≥N

Taking δ ↓ 0, gives
lim inf (an − bn ) ≤ −ε.
n→∞

Contradiction. So lim inf n→∞ an ≥ −ε + lim inf n→∞ bn . As this holds for every ε > 0, we have
that lim inf n→∞ an ≥ lim inf n→∞ bn .
The reverse is not true.

Lemma 5. There are sequences (an )n≥0 , (bn )n≥0 of real numbers so that lim inf n→∞ an ≥
lim inf n→∞ bn , but lim inf n→∞ (an − bn ) ∕≥ 0.

Example 6. Consider (an )n≥0 with an = 0 for all n. Define bn = n except when n is prime,
in which case bn = 0.

Then lim inf n→∞ an = 0, lim inf n→∞ bn = 0, but an − bn is equal to −n except, when n is
prime, in which case it is equal to 0. Thus lim inf n→∞ (an − bn ) = −∞, but lim inf n→∞ an =
0 ≥ 0 = lim inf n→∞ bn .

The limit inferior is also not additive.

Lemma 7. There are sequences (an )n≥0 and (bn )n≥0 of (positive) real numbers so that
lim inf n→∞ (an + bn ) ∕= lim inf n→∞ an + lim inf n→∞ bn .

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Example 8. Define (an )∞ n=1 to be a sequence so that an = 1 when n is even and an = 2 when n
is odd. Define (bn )∞
n=1 to be a sequence so that bn = 2 when n is even and bn = 1 when n is odd.
Then an + bn = 3 for all n. So lim inf n→∞ an = lim inf n bn = 1, and lim inf n→∞ (an + bn ) = 3,
so
lim inf (an + bn ) = 3 ∕= 2 = lim inf an + lim inf bn .
n→∞ n→∞ n→∞

However lim inf is superadditive:

Lemma 9. Let (an )n≥1 , (bn )∞

n=1 be sequences of real numbers. Then

lim inf (an + bn ) ≥ lim inf an + lim inf bn .

n→∞ n→∞ n→∞

Proof. Let N ∈ N. For all k ≥ N ,

ak ≥ inf an and bk ≥ inf bn .

n≥N n→∞

So for all k ≥ N ,
ak + bk ≥ inf an + inf bn .
n≥N n≥N

So
inf (an + bn ) ≥ inf an + inf bn .
n≥N n≥N n≥N

So
lim inf (an + bn ) ≥ lim inf an + lim inf bn .
n→∞ n→∞ n→∞

Note that lemma 4 is now a corollary of lemma 9.

Second proof of lemma 4. It follows from lemma 9 that

lim inf an = lim inf (bn + (an − bn ))

n→∞ n→∞
≥ lim inf bn + lim inf (an − bn )
n→∞ n→∞
≥ lim inf bn ,
n→∞

by our assumption that lim inf n→∞ (an − bn ) ≥ 0.

Lemma 10. Let (an )∞ ∞

n=1 be a sequence of real numbers and let (bn )n=1 be a sequence of real
numbers that converges to b ∈ R. Then

lim inf (an + bn ) = b + lim inf an .

n→∞ n→∞

Proof. First consider the case that lim inf n→∞ an = ∞ or −∞, in which case inf n≥N an converges
to ∞ or −∞ as well, respectively. Note that (bn )∞ n=1 is bounded, say |bn | ≤ B for all n. So for
all N ∈ N, −B + inf n≥N an ≤ inf n≥N (an + bn ) ≤ B + inf n≥N an , hence inf n≥N (an + bn ) converges
to ∞ or −∞ as well.
Now consider the case that a := lim inf n→∞ an ∈ R. Let ε > 0. Then there is an N0 ∈ N,
so that for N ≥ N0 and n ≥ N , |inf n≥N an − a| < ε/4 and |bn − b| < ε/2. So for all N ≥ N0
and for all k ≥ N , we have

a − ε/4 < inf an ≤ ak

n≥N

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and there is a MN,ε ≥ N , so that
! !
! !
! inf an − aM ! < ε/4.
!n≥N N,ε !

So
! !
!aM − a! < ε/2.
N,ε

It follows that for all k ≥ N ,

3
a + b − ε < ak + bk ,
4
and

aMN,ε + bMN,ε ≤ a + b + ε.

It follows that for all N ≥ N0 ,

3
a + b − ε ≤ inf (an + bn ) ≤ a + b + ε.
4 n≥N

Taking the limit ε ↓ 0 gives

lim inf (an + bn ) = a + b.

n→∞

2.1 Statements about the limit superior

We will now translate our statements for the limit inferior to statements about the limit supe-
rior, with the use of remark 3.
The equivalent to lemma 4 is

Lemma 11. Let (an )∞ ∞

n=1 and (bn )n=1 be sequences of real numbers. If lim supn→∞ (an − bn ) ≤ 0,
then lim supn→∞ an ≤ lim supn→∞ bn .

Proof. Note that

lim sup(an − bn ) = − lim inf (bn − an ) ≤ 0,

n→∞ n→∞

So lim inf n→∞ (bn − an ) = lim inf n→∞ ((−an ) − (−bn )) ≥ 0. Hence, according to lemma 4,

lim inf (−an ) ≥ lim inf (−bn ).

n→∞ n→∞

So

− lim inf (−an ) ≤ − lim inf (−bn ).

n→∞ n→∞

So

lim sup an ≤ lim sup bn .

n→∞ n→∞

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 The equivalent to lemma 5 is
Lemma 12. There are sequences (an )n≥0 , (bn )n≥0 of real numbers so that lim supn→∞ an ≤
lim supn→∞ bn , but lim supn→∞ (an − bn ) ∕≤ 0.
Proof. According to example 6 there are sequences (an )n≥0 and (bn )n≥0 so that lim inf n→∞ an ≥
lim inf n→∞ bn , but lim inf n→∞ (an − bn ) < 0. So

− lim sup(−an ) ≥ − lim sup(−bn ),

n→∞ n→∞

that is

lim sup(−an ) ≤ lim sup(−bn )

n→∞ n→∞

but

− lim sup((−an ) − (−bn )) < 0,

n→∞

so

lim sup((−an ) − (−bn )) > 0.

n→∞

So (−an )∞ ∞
n=1 and (−bn )n=1 are the required sequences.

Similar to the limit inferior (lemma 7), the limit superior is also not additive.
Lemma 13. There are sequences (an )n≥0 and (bn )n≥0 of (positive) real numbers so that
lim supn→∞ (an + bn ) ∕= lim supn→∞ an + lim supn→∞ bn .
This is proven by the following counterexample, which has the same sequences as example 8

Example 14. Let (an )∞ ∞

n=1 and (bn )n=1 be as in lemma 7, so an = 1 when n is even and an = 2
when n is odd and bn = 2 when n is even and bn = 1 when n is odd. Then an + bn = 3 for all
n. So lim supn→∞ an = lim supn bn = 2, and lim supn→∞ (an + bn ) = 3, so

lim sup(an + bn ) = 3 ∕= 4 = lim sup an + lim sup bn .

n→∞ n→∞ n→∞

As the limit inferior is superadditive (lemma 9), the limit superior is subadditive:
Lemma 15. Let (an )∞ ∞
n=1 , (bn )n=1 be sequences of real numbers. Then

lim sup(an + bn ) ≤ lim sup an + lim sup bn .

n→∞ n→∞ n→∞

Proof. Let (an )∞ ∞

n=1 , (bn )n=1 be sequences of real numbers. By lemma 9,

lim sup(an + bn ) = − lim inf (−an + −bn )

n→∞ n→∞

≤ − lim inf (−an ) + − lim inf (−bn )

n→∞ n→∞
= lim sup an + lim sup bn .
n→∞ n→∞

The equivalent of lemma 10 is

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Lemma 16. Let (an )∞ ∞
n=1 be a sequence of real numbers and let (bn )n=1 be a sequence of real
numbers that converges to b ∈ R. Then

lim sup(an + bn ) = b + lim sup an .

n→∞ n→∞

Proof. Note that (−bn )∞

n=1 converges to −b, so by lemma 10,

lim sup(an + bn ) = − lim inf (−an − bn )

n→∞ n→∞
" #
= − −b + lim inf (−an )
n→∞
=b + lim sup an .
n→∞

Lemma 17. Let (an )∞ ∞

n=1 be a sequence of real numbers. Then (an )n=1 converges in [−∞, ∞] if
and only if lim inf n→∞ an = lim supn→∞ an . Moreover, when (an )∞
n=1 converges, then

lim an = lim inf an = lim sup an ∈ [−∞, ∞].

n→∞ n→∞ n→∞

n=1 converges to ∞. Then for every M > 0 there is an N0 ∈ N so that

Proof. First suppose (an )∞
for all N ≥ N0 and for all n ≥ N , an ≥ M . So supn≥N an ≥ M and inf n≥N an ≥ M . Taking
M ↑ ∞ gives
lim inf an = lim sup an = lim an = ∞.
n→∞ n→∞ n→∞

n=1 converges to −∞. Then for every M > 0 there is an N0 ∈ N so that

Now suppose that (an )∞
for N ≥ N0 and for all n ≥ N , an ≤ −M . So inf n≥N an ≤ −M and supn≥N an ≤ −M . Taking
the limit M ↑ ∞ gives
lim inf an = lim sup an = lim an = −∞.
n→∞ n→∞ n→∞

Now suppose (an )∞ n=1 converges to a ∈ R. Let ε > 0. Then there is an N0 ∈ N so that for
N ≥ N0 and for n ≥ N , |an − a| < ε. Thus inf n≥N an ≥ a − ε and supn≥N an ≤ a + ε. Taking
the limit ε ↓ 0 gives
lim inf an = lim sup an = lim an = a.
n→∞ n→∞ n→∞

Conversely, suppose lim inf n→∞ an = lim supn→∞ an = ∞. In particular inf n≥N an diverges
to infinity. So for every M > 0 there is some N ∈ N so that for n ≥ N , an ≥ M . So

lim an = ∞.
n→∞

So
lim inf an = lim sup an = lim an = ∞.
n→∞ n→∞ n→∞

Now suppose lim inf n→∞ an = lim supn→∞ an = −∞. In particular supn≥N an diverges to minus
infinity. So for every M > 0 there is some N ∈ N so that for n ≥ N , an ≤ −M . So
limn→∞ an = −∞. So
lim inf an = lim sup an = lim an = −∞.
n→∞ n→∞ n→∞

Now suppose lim inf n→∞ an = lim supn→∞ an = a ∈ R. Let ε > 0. Then there is an N0 so that
for all N ≥ N0 ,
a − ε ≤ inf an ≤ sup an ≤ a + ε.
n≥N n≥N

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So for all n ≥ N0 ,
a − ε ≤ an ≤ a + ε.
Taking ε ↓ 0 gives limn→∞ an = a. So

lim inf an = lim sup an = lim an = a.

n→∞ n→∞ n→∞