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A Banach limit is positive, has norm one, is shift invariant, and lies between liminf and limsup
Statement
Let be a functional as in A Banach limit obtained from Hahn-Banach. Then:
- is positive: if for all , then .
- is shift invariant.
- for the supremum norm on .
- For every bounded real sequence ,
So is a Banach limit.
Facts & Assumptions
Given: A bounded real sequence , its limit inferior and limit superior, and a functional with the three properties constructed in A Banach limit obtained from Hahn-Banach.
The previous example gives a linear functional extending Cesaro limit, dominated by , and shift invariant (A Banach limit obtained from Hahn-Banach).
For a real sequence, and are defined from tail infima and tail suprema (Limit superior and limit inferior of a real sequence as and in ).
The Cesaro means of a constant sequence are equal to that constant (The Cesaro means and -summability).
Limit superior is subadditive ( whenever the right-hand side is defined in , and dually for ).
Proof
Shift invariance is part of [L1]. Let . By [L3], every Cesaro mean of equals , so the extension property in [L1] gives . By linearity,
Suppose for every . Then every Cesaro mean of is nonpositive, so The domination part of [L1] therefore gives hence . So is positive.
Let . Then termwise, so the sequences and are pointwise nonnegative. By step 1.2, Thus , so . Since step 1.1 gives and , one also has . Therefore .
Write and . Let . By the definition in [L2], there is such that for all , Hence every term of the shifted sequence lies between the constant sequences and . Using positivity from step 1.2, the constant-sequence values from step 1.1, and shift invariance from [L1], we get
Since the inequalities of step 2.2 hold for every , one obtains . Together with steps 1.1, 1.2, and 2.1, this shows that is a Banach limit.
Depends on
- A Banach limit obtained from Hahn-Banach
- Limit superior and limit inferior of a real sequence as $\inf_n \sup_{k \ge n} x_k$ and $\sup_n \inf_{k \ge n} x_k$ in $\overline{\mathbb{R}}$
- The Cesaro means $\sigma_n = (x_0 + \dots + x_n)/(n+1)$ and $(C,1)$-summability
- $\limsup(x_k + y_k) \le \limsup x_k + \limsup y_k$ whenever the right-hand side is defined in $\overline{\mathbb{R}}$, and dually for $\liminf$
Used by
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Sources
- Gerald Teschl, Topics in Real and Functional Analysis, Problem 4.20 (standard reference, not scraped)
- Banach limit (Wikipedia) (standard reference, not scraped)