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The limit inferior is the least subsequential limit in R\overline{\mathbb{R}}

Statement

Let (xk)(x_k) be a sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences). Then lim infkxkSL(x)\liminf_{k} x_k \in \overline{\operatorname{SL}}(x) and lim infkxkL\liminf_{k} x_k \le L for every LSL(x)L \in \overline{\operatorname{SL}}(x) (Limit superior and limit inferior of a real sequence as infnsupknxk\inf_n \sup_{k \ge n} x_k and supninfknxk\sup_n \inf_{k \ge n} x_k in R\overline{\mathbb{R}}, Convergence in R\overline{\mathbb{R}} and the extended subsequential limit set: LRL \in \overline{\mathbb{R}} is an extended subsequential limit when some subsequence converges to LL, or diverges to L=±L = \pm\infty).

So the extended subsequential limit set of any real sequence has a least element as well as a greatest one, and the two are lim infkxk\liminf_k x_k and lim supkxk\limsup_k x_k respectively (The limit superior is itself a subsequential limit in R\overline{\mathbb{R}} and is the greatest one). Every extended subsequential limit lies between them.

Facts & Assumptions

Given: A sequence (xk)(x_k) of reals, and its reflection yk:=xky_k := -x_k.

[L1]

Reflection on R\overline{\mathbb{R}}: aaa \mapsto -a satisfies (a)=a-(-a) = a and aba \le b if and only if ba-b \le -a (The extended real line R=R{,+}\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}, its order, and the arithmetic that is left undefined).

[L3]

For every real sequence the extended subsequential limit set is nonempty and has greatest element the limit superior (The limit superior is itself a subsequential limit in R\overline{\mathbb{R}} and is the greatest one).

[L5]

Scalar multiples of convergent sequences: zjzz_j \to z in R\mathbb{R} implies czjczc z_j \to c z (Algebra of limits: sums, scalar multiples, products and quotients).

[L6]

Divergence to ±\pm\infty, and order reversal: zj>Mz_j > M is equivalent to zj<M-z_j < -M, and MM runs over all reals exactly when M-M does (Divergence to ++\infty and to -\infty, Order is preserved by adding a constant and by adding inequalities).

Proof

technique · direct
1.1

Put yk:=xky_k := -x_k, a sequence of reals; then yk=xk-y_k = x_k for every kk, by the involution property of the reflection.

givenL1L4
1.2

Let LRL \in \overline{\mathbb{R}} and let n:NNn : \mathbb{N} \to \mathbb{N} be strictly increasing with (xnj)(x_{n_j}) converging to LL in R\overline{\mathbb{R}}.

givenL4
1.3

By [L3] applied to the sequence (yk)(y_k), the set SL(y)\overline{\operatorname{SL}}(y) is nonempty and has greatest element N0:=lim supkykN_0 := \limsup_k y_k, and N0=lim infkxkN_0 = -\liminf_k x_k by [L2].

givenL2L3L7
2.1

The reflected subsequence (ynj)=(xnj)(y_{n_j}) = (-x_{n_j}) converges to L-L in R\overline{\mathbb{R}}. If LL is real this is the scalar rule with c=1c = -1. If L=+L = +\infty then for every real MM there is JJ with xnj>Mx_{n_j} > M for all jJj \ge J, hence ynj<My_{n_j} < -M for all such jj; since M-M runs over all reals as MM does, ynj=Ly_{n_j} \to -\infty = -L. If L=L = -\infty the same argument with the inequalities exchanged gives ynj+=Ly_{n_j} \to +\infty = -L.

step 1.2L1L4L5L6
3.1

Hence LSL(x)L \in \overline{\operatorname{SL}}(x) implies LSL(y)-L \in \overline{\operatorname{SL}}(y), the same index map serving. Applying that implication to the sequence (yk)(y_k), whose reflection is (xk)(x_k), gives conversely that NSL(y)N \in \overline{\operatorname{SL}}(y) implies NSL(x)-N \in \overline{\operatorname{SL}}(x). So SL(x)={N:NSL(y)}\overline{\operatorname{SL}}(x) = \{\, -N : N \in \overline{\operatorname{SL}}(y) \,\}.

step 2.1step 1.1L1L4
4.1

Therefore N0SL(x)-N_0 \in \overline{\operatorname{SL}}(x), and N0=(lim infkxk)=lim infkxk-N_0 = -(-\liminf_k x_k) = \liminf_k x_k; and for any LSL(x)L \in \overline{\operatorname{SL}}(x) the element L-L lies in SL(y)\overline{\operatorname{SL}}(y), so LN0-L \le N_0 by maximality, whence lim infkxk=N0L\liminf_k x_k = -N_0 \le L by order reversal. Thus lim infkxk\liminf_k x_k is the least element of SL(x)\overline{\operatorname{SL}}(x).

step 3.1step 1.3L1L2

Remarks

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