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Limit superior and limit inferior of a nonnegative extended-real sequence
Definition
Let be a sequence in (The extended real line , its order, and the arithmetic that is left undefined). For each , completeness of (Every subset of has a least upper bound and a greatest lower bound in , agreeing with the real supremum and infimum on nonempty sets bounded in ) gives the tail bounds
The limit superior and limit inferior of are
All four suprema and infima exist in , including when some terms are . This definition is therefore distinct from the real-sequence definition: it applies directly to sequences of measure values.
Depends on
- The extended real line $\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}$, its order, and the arithmetic that is left undefined
- Every subset of $\overline{\mathbb{R}}$ has a least upper bound and a greatest lower bound in $\overline{\mathbb{R}}$, agreeing with the real supremum and infimum on nonempty sets bounded in $\mathbb{R}$
Used by
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Sources
- G. Folland, Real Analysis, 2nd ed., §1.3, Exercise 8 (standard reference, not scraped)