Limit superior and limit inferior

c Prof. Philip Pennance1 -Draft: April 17, 2017

1. Definition. The limit superior of a se- 4. Notation.

quence (an ) is the extended real number lim sup an and lim inf an are often de-
defined by noted lim and lim respectively.
 
lim sup an = lim sup ak 5. Example.
n→∞ k≥n
Let
Similarly, the limit inferior of (an ) is 
1 if n is odd
defined by
an = n
  −1 if n is even
lim inf an = lim inf ak
n→∞ k≥n
1
2. Existence: Let
0.5
Ti = {ak : k ≥ i}

be the i’th tail. Notice that 0

5 10 15

T1 ⊇ T2 ⊇ · · · −0.5

Hence sup Tm is always non-increasing

and inf Tm non-decreasing. It follows −1
that
Then sup Tn = 1/n and inf Tn = −1.
lim sup an = lim sup Tn Hence
n→∞
= inf (sup Tn ) lim sup an = 0
n
lim inf an = −1.
and

lim inf an = lim (inf Tn ) 6. Claim. Let (an ) be a bounded sequence

n→∞
and A0 , A00 ∈ IR such that
= sup (inf Tn )
n
A0 < lim sup an < A00
always exist as extended real numbers
and that then
lim inf an ≤ lim sup an (1) (a) an > A00 for (at most) finitely
many n.
3. Remark: For all m, n ∈ IN:
(b) an > A0 for infinitely many n.
inf Tn ≤ inf Tmax{m,n}
an for finitely many n
≤ sup Tmax{m,n}
an for infinitely many n
≤ sup Tm A0 lim A00

which also implies equation (1). Proof. Exercise

1
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 7. Alternative characterization of the limit 12. Let Bα be the set of all eventual upper
superior. bounds of α. Then
Let (an ) be a sequence. Then lim sup an (a) Bα contains all upper bounds of α
is the unique extended real number
number L with the property that for U B(α) ⊆ Bα
all A0 , A00 ∈ IR with A0 < L < A00 , the
(b) Bα is absorbing from the right, i.e.,
following hold:
x > b ∈ Bα ⇒ x ∈ Bα
(a) an > A00 for (at most) finitely
many n. (c) inf Bα = lim sup an
(b) an > A0 for infinitely many n. Proof of (c).
Let B ∗ = inf Bα and suppose that
Proof. The previous claim shows that
A0 , A00 ∈ IR satisfy
L = lim sup an satisfies the property. If
the property is also true for L∗ 6= L it A0 < B ∗ < A00
is an easy exercise to se that an obvious
Then there exists b ∈ Bα such that
contradiction arises:
B ∗ ≤ b < A00 . It follows by right ab-
an for finitely many n
( sorption that A00 ∈ Bα and so A00 < an
L L∗ an for infinitely many n for at most finitely many n. On the
other hand
8. Corollary. The limit superior of (an ) is A0 < inf Bα
the smallest real number L such that, ⇒ A0 6∈ Bα
for any positive real number  there
⇒ A0 < an for infinitely many n
exists a natural number N such that
an < L +  for all n > N Thus B ∗ satisfies the characterization of
Proof. Exercise. the limit superior in (7). Thus the limit
superior of a sequence is the infimum of
9. Dual property. the set of eventual upper bounds.
lim inf an is the unique extended real 13. Warning. Some sources describe the
number L such that for all A0 , A00 ∈ IR limit superior as an ”eventual” upper-
with A0 < L < A00 , the following hold: bound This terminology is misleading.
For example, lim sup n1 = 0 yet 0 is a
(a) an < A0 for (at most) finitely many lower bound for the sequence.
n.
(b) an < A00 for infinitely many n. 14. Exercise. Use the alternative charac-
terizations of limit superior and limit
10. Corollary. The limit inferior of (an ) inferior to give another proof of (1).
is the largest extended real number L 15. If lim an exists then
such that, for any positive real number
 there exists a natural number N such lim inf an = lim an
that an > L −  for all n > N . = lim sup an

11. Definition. Let α = (an ) be a bounded Proof.

sequence. An element b ∈ IR is an even- Notice the lim an satisfies the alterna-
tual upper bound of a α if b < an for at tive characterizations of the limits su-
most finitely many n. perior and inferior given in (7) and (8).
16. If lim inf an = lim sup an then the se- It must be that
quence (an ) converges to their common
value. lim sup(an + bn ) ≤ α + β + .
Proof. From (7), (8) above, it follows Since  was arbitrary
that any open interval containing the
common value contains all but a finite lim sup(an + bn ) ≤ α + β
number of terms of the sequence.
and the result follows.
17. Claim. 18. Mean Property
lim sup(an +bn ) ≤ lim sup(an )+lim sup(bn ) Let (an ) be a bounded sequence. Define
(2) (xn ) by
Proof: Recall that for any two se- a1 + a2 + · · · + an
xn =
quences (an and bn n
Then
sup{an + bn } ≤ sup an + sup bn .
n n n
lim sup xm ≤ lim sup an
In particular, applying this to the n-th
tails of the two sequences with an obvious dual statement for the
limit inferior.
sup{ak + bk } ≤ sup α + sup β. Proof. Let  > 0. Then, there exists N
k≥n k≥n k≥n
such that
Since this holds for all n the limit can n > N ⇒ xn < lim sup an + 
be taken on both sides:
Let U = lim sup an and n > N .Then
  a1 + a2 + · · · + aN + (n − N )[U + ]
xn <
lim sup(an + bn ) = lim sup(ak + bk ) n
n→∞ k≥n
  (3)
≤ lim sup(ak ) + sup(bk ) Notice that for all n sufficiently large,
n→∞ k≥n k≥n

= lim sup(an ) + lim sup(bn ) xn < U + 

This implies that lim sup xn ≤ U .

Alternative Proof. Let α = lim sup an (Remark: This also follows by applying
and β = lim sup bn . Then ∃N, N 0 such property (2) to equation (3).
that
19. Bolzano Weierstrass Theorem.
n > N ⇒ an < α + /2 A bounded convergent sequence has a
convergent subsequence.
n > N 0 ⇒ bn < β + /2 Proof. Let (an ) be bounded. The idea
and so is to construct a subsequence converg-
ing to L = lim sup an .
n > N + N 0 ⇒ an + b n < α + β +  ∃n1 such that an1 > L − 1. Proceeding
by recursion, suppose that there exist
an + bn for finitely many n
natural numbers
α+β+
n1 < n2 < · · · < nk
 X
such that an xn has radius of convergence
given by
anj > L − 1/j, 1≤j≤k
1
R= 1 .
It is not assumed that the anj lim sup |an | n
are increasing. However, since
Proof. If
ank < L − 1/j for finitely many nk
ank for infinitely many k lim sup(|an |1/n 6∈ {0, ∞}
ank for finitely many k
1 and |x| < R, then
L− j
L
1
|x| lim sup |an | n < 1
it follows that L ≤ lim inf ank and so
There exists t < 1 with
L ≤ lim inf ank ≤ lim sup ank ≤ L 1
|x| lim sup |an | n < t
proving that the subsequence converges It follows that for all n sufficiently large
to L. 1
|x||an | n ≤ t
20. Corollary. Let (an ) be bounded. Then Hence |an ||x|n ≤ tn . Since t < 1 se-
lim sup an is the maximum of the set of ries converges by comparison with the
subsequential limits. geometric series. On the other hand, if
Proof. The existence of a larger sub- |x| > R, then
sequential limit would contradict the 1

eventual upper bound property. |x| lim sup |an | n > 1

It follows that the
21. Claim. [Sequential Completeness] 1

Every Cauchy sequence of real numbers |x||an | n > 1

converges. for infinitely many terms. Since the nth
Proof. term does not tend to 0 the series does
Let (an ) be Cauchy. Let  > 0. There not converge. Finally, if the sequence
exists N such that |an − am | <  for all (|an |1/n ) is unbounded the power series
n, m ≥ N . In particular, |an − aN | <  converges only at 0, while if the lim sup
for all n ≥ N . is 0 the series converges on the entire
plane and R = ∞.
an for finitely many n an for finitely many n
23. Claim. Let (an ) be a sequence of posi-
aN −  aN +  tive numbers, then
It follows that (an ) is bounded and 
an+1

√
moreover: lim inf ≤ lim inf n an
an
√
aN −  ≤ lim inf an ≤ lim sup an ≤ aN +  ≤ lim sup n an
 
an+1
Therefore lim sup an − lim inf an < 2. ≤ lim sup
an
Since  was arbitrary the limits must
Proof.
be equal proving that an converges.
By duality it suffices to prove
 the  final
an+1
22. Claim [Cauchy Hadamard] inequality. Let L = lim sup an . Let
A (real or complex) power series A > L. Then, there exists N such that
 an+1
an
< A for all n > N . It follows (by (b) if L > 1, the series diverges; If
induction) that aN +k < Ak aN for all L = 1 then the test is inconclu-
k ∈ IN. and so sive.
a 
an <
N
An , n > N If L does not exist, the test can be re-
AN fined by noting that
Hence an+1
(a) if lim sup < 1, the series
√  a 1/n
N
an
n
an < A, n>N converges absolutely;
AN
an+1
Taking the limit superior of both sides (b) if lim inf > 1, the series di-
√ an
and recalling that lim n p = 1 for all verges.
n→∞
p > 0 gives
26. Remark: If the limit
√
lim sup an ≤ A.
n
an+1
L = lim
  an
an+1
Since A > lim sup was arbi-
an exists then the radius of convergence of
trary, it follows that
X
power series an xn is also given by
√

an+1
 R = 1/L. If L does not exist it might
lim sup an ≤ lim sup
n
happen that
an
1 1
24. Corollary. Let (an ) be a positive se- < p =R
L lim sup n |an |
an+1
quence. If lim = l (where l = ∞
an √ in which case, the ratio test underesti-
is not excluded) then lim n an = l.
mates the radius of convergence. For
25. Refinement of d’Alembert’s ratio test. example, if
Consider, once more, Xthe (real or com-
(
2n if n even,
plex) power series an xn . The ratio an = 1 n
2
· 2 if n is odd.
test states that if (an ) is a sequence with
an 6= 0 for all n sufficiently large and X
then (exercise) an xn has radius of
an+1 convergence R = 21 yet
lim =L
an
an+1
lim sup =4
then an

(a) if L < 1, the series converges ab- which merely guarantees convergence
solutely; for |x| < 1/4