Basic properties of lim sup and lim inf

Key identities and inequalities for limsup and liminf of a sequence
Basic properties of lim sup and lim inf

Basic properties of lim sup\limsup and lim inf\liminf: Let (an)(a_n) be a real sequence and define sn=supknak,in=infknak. s_n=\sup_{k\ge n} a_k,\qquad i_n=\inf_{k\ge n} a_k. Then:

  • (sn)(s_n) is nonincreasing and (in)(i_n) is nondecreasing,
  • the limits exist in the extended reals and lim supnan=limnsn,lim infnan=limnin, \limsup_{n\to\infty} a_n=\lim_{n\to\infty} s_n,\qquad \liminf_{n\to\infty} a_n=\lim_{n\to\infty} i_n,
  • always lim infanlim supan\liminf a_n\le \limsup a_n,
  • if lim infan=lim supan=LR\liminf a_n=\limsup a_n=L\in\mathbb{R}, then anLa_n\to L,
  • if =HAHAHUGOSHORTCODE524s0HBHBan\ell= a_n is finite, then there exists a (anj)(a_{n_j}) with anja_{n_j}\to \ell (and similarly for ).

These facts package the “eventual upper and lower behavior” of a sequence and are used to analyze oscillation and subsequential limits.

Examples:

  • For an=(1)na_n=(-1)^n, lim supan=1\limsup a_n=1 and lim infan=1\liminf a_n=-1.
  • For an=1+(1)nna_n=1+\frac{(-1)^n}{n}, lim supan=lim infan=1\limsup a_n=\liminf a_n=1, hence an1a_n\to 1.