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Note on lim sup sn and lim inf sn HW problems appear on the last page of this note.

In this note, we will only consider bounded sequences. The proofs below are long since I wrote every word to explain each step of the proofs. They can be much more concise. You should be able to shorten the proofs below by skipping redundant statements. As a matter of fact, we need to discuss subsequences rst to better understand the concepts of lim sup and lim inf. I was trying to explain without mentioning subsequences, but realized how hard it was to have you understood well.In these note, I will explain again with the help of subsequences. Given a sequence of {sn } , we dene a subsequence of {sn } by an innite subset of n=1 {sn }. Then we can turn the innite subset into a sequence as follows. Let A be an innite subset of {sn }. Then for any a A, there exists n N such that a = sn . We dene n1 = inf{n : sn A}. Having dened n1 , . . . , nk , we dene nk+1 = inf{n : sn A \ {sn1 , . . . , snk }}. Therefore, A = {sn1 , sn2 , . . . , snk , . . . }, and we denote the subsequence by {snk }. Notice also that n is the variable for the sequence {sn } and k is the variable for the subsequence {snk }. Again, we use {snk } to emphasize that this is a subsequence of a sequence {sn }. If we have {snkl }, then now you should know that this is a subsequence of the subsequence {snk }. Denition 1. A number x is a cluster point of a sequence {sn } if there exists a subsequence of {sn } converging to x. For instance, if a sequence {sn } is given by 1 , n then 1 and 1 are cluster points of the sequence {sn } because if nk = 2k for k N, then sn = (1)n + 1 2k converges to 1 and, on the other hand, if nk = 2k 1 for k N, then 1 snk = s2k1 = 1 + 2k 1 converges to 1, that is, there are subsequences converging to 1 and 1. Another example is 1 sn = (n mod 4) + . n What do you think the cluster points of this sequence are? 0, 1, 2, 3 are the cluster points of this sequence. Having dened a cluster point of a sequence, we now have another easier interpretation of lim sup sn and lim inf sn , whose denitions are given below. snk = s2k = 1 + 1

Denition 2. Given a sequence {sn }, lim sup sn = lim (sup{sn : n > N}),
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and lim inf sn = lim (inf{sn : n > N}).


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An easier interpretation of lim sup and lim inf is that lim sup sn = max{x : x is a cluster point of {sn }}, and lim inf sn = min{x : x is a cluster point of {sn }}. (2) In other words, lim sup sn is the largest number that is a limit of a subsequence of {sn } and lim inf sn is the smallest number that is a limit of a subsequence of {sn }. Even though I proved in class the theorem below. I will show the complete proof again. Theorem 1. s = lim sup sn if and only if s satises 1. > 0, N N such that sn < s + for n > N. 2. > 0, there are innitely many sn s such that s < sn . Proof. () Suppose that s = lim sup sn . By denition, > 0, M N such that s sup{sn : n > N} < for N > M. That is, s < sup{sn : n > N} < s + for N > M. This means that if we choose any N with N > M, sk sup{sn : n > N} < s + for k > N, (4) (3) (1)

that is, sk < s + for k > N, which is the rst condition. To show that the second condition is also true, we assume that there are only nitely many sn s such that s < sn and draw a contradiction. Now suppose that there are only nitely many sn s such that s < sn . Then there exists N1 N such that s sn if n > N1 . This means that sup{sn : n > N1 } s . For any N with N > N1 , we know that {sn : n > N} {sn : n > N1 } sup{sn : n > N} sup{sn : n > N1 }. Therefore if we choose any N with N > max(M, N1 ), then (3), (5), (6) imply that s < sup{sn : n > N} sup{sn : n > N1 } s . 2 (6) (5)

s < s is a contradiction. Hence, there are innitely many sn s such that s < sn . () Now we assume that a number s satises the two condition. Given > 0, the rs t condition says that there exists N N such that sn < s + for n > N. Therefore, sup{sn : n > K} sup{sn : n > N} s + for K > N. (7)

On the other hand, the second condition says that for any K > N, there exists l > K such that s < sl , which means that sup{sn : n > K} sl > s for K > N. Hence, (7) and (8) imply that s < sup{sn : n > K} < s + for K > N, that is, s sup{sn : n > K} < for K > N. That is, s = lim (sup{sn : n > N}) = lim sup sn .
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(8)

Theorem 2. s = lim inf sn if and only if s satises 1. > 0, N N such that s < sn for n > N. 2. > 0, there are innitely many sn s such that sn < s + . Proof. The proof is almost the same as Theorem 1. Now we will see (1) and (2). Theorem 3. s = lim sup sn if and only if s = max{x : x is a cluster point of {sn }}. Proof. () Suppose that s = lim sup sn . We will now construct a subsequence of {sn } which converges to s as follows. Fix = 1/2. Then the rst condition of Theorem 1 says that for each k N, there exists Nk N such that if n > Nk , then sn < s + k = s + 1 . 2k

The second condition of Theorem 1 also says that for each k N, there are innitely many sn s such that sn > sk = s 21k . Now we will use mathematical induction on k to construct 1 a subsequence. For k = 1, we can choose n1 N such that n1 > N1 and sn1 > s = s 2 . 1 Then since n1 > N1 , we know that sn1 < s + = s + 2 . Having chosen n1 , . . . , nk , we will be able to choose nk+1 N such that nk+1 > max{N1 , . . . , Nk , Nk+1 , n1 , . . . , nk } and snk+1 > s k+1 = s 3 1 2k+1 .

1 Notice that since nk+1 > Nk+1 , snk+1 < s + k+1 = s + 2k+1 . Then we have a subsequence {snk }. Notice that n1 < n2 < n3 < . Now we need to prove that s = limk snk , which is almost obvious since for each k N,

sn k s <

1 . 2k

We just nished to prove that s is a cluster point of the sequence {sn } by nding a particular subsequence {snk }. To complete the proof, we need to prove that s is the largest. We will prove this by contradiction. Suppose that s < max{x : x is a cluster point of {sn }}. Then there exists x > s such that x is a cluster point of {sn }, i.e., there exists a subsequence of {sn } converging to x. Let {snl } be the subsequence of {sn }. Then, for = (x s)/2, there exists N N such that if l > N, then |snl x| < = (x s)/2, which means that if l > N, then xs xs x < sn l < x + . 2 2 That is, for l > N, x+s < sn l , s<s+= 2 which means that there are innitely many sn s such that sn > s + . However, since s = lim sup sn , the rst condition of Theorem 1 says that there are only nitely many sn s such that sn > s + . This is a contradiction. Therefore, s = max{x : x is a cluster point of {sn }}. () Now lets prove the other direction. Suppose that s = max{x : x is a cluster point of {sn }}. Let {snk } be a subsequence converging to s. Then for each k N, snk {sn : n > nk 1} snk sup{sn : n > nk 1}. So s = lim snk lim (sup{sn : nk 1}) = lim sup sn .
k k

We will now prove that for any > 0, there is N N such that if n > N, then sn < s + . This will imply that sup{sn : n > N} < s + , i.e. for any > 0, lim sup sn < s + , which is equivalent to lim sup sn s. Then we nish the proof. Suppose now that for some > 0, there is no such N N. Then the set A = {sn : sn s + } is an innite set, which represents a subsequence of {sn }. That is, there is a subsequence {snk } such that snk s + for all k N. Now if we think of this subsequence as a new sequence {tk = snk }, then the previous proof () says that s + lim sup tk = max{x : x is a cluster point of {tk }}}, 4

which means that there exist a subsequence of the sequence {tk } converging to lim sup tk > s + . Notice that a subsequence of the sequence {tk } is a subsequence of a subsequence of the sequence {sn }, i.e., a subsequence of {sn }. Therefore, we can nd a subsequence of {sn } converging to a number greater than s + > s, i.e., there is a cluster point of {sn } bigger than s. This is a contradiction. Theorem 4. s = lim inf sn if and only if s = min{x : x is a cluster point of {sn }}. Proof. The proof is almost the same as that of Theorem 3.

HW(#4) additional problems : you should read this note rst. 1. Find lim sup sn and lim inf sn when the sequence {sn } is given by sn = sin and justify your answer. 2. Find all the cluster points of the above sequence {sn } if you can. 3. Prove Theorem 2 in this note. (Try to provide the best and the most concise proof.) 4. Prove Theorem 4 in this note. (Try to provide the best and the most concise proof.) 3n 4 for n N