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The limit superior is itself a subsequential limit in and is the greatest one
Statement
Let be a sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences) and write (Limit superior and limit inferior of a real sequence as and in ). Then, with the extended subsequential limit set of Convergence in and the extended subsequential limit set: is an extended subsequential limit when some subsequence converges to , or diverges to :
- : there is a strictly increasing such that converges to in ;
- for every .
So is nonempty and has a greatest element, and that element is . In particular every sequence of reals whatever has a subsequence that converges in .
The extended set is the right home for this statement, and the real set is not. The finite subsequential limit set of Subsequential limit of a real sequence, and the subsequential limit set may be empty, and when it is not it may have a greatest element different from ; both failures are exhibited by the dedicated counterexample on the companion page. What is true for follows: when is a real number, claim 1 puts it in , since the two sets agree on (Convergence in and the extended subsequential limit set: is an extended subsequential limit when some subsequence converges to , or diverges to ), and claim 2 then makes it the greatest element there too.
Facts & Assumptions
Given: A sequence of reals, its tail ranges , the extended tail suprema , and (Limit superior and limit inferior of a real sequence as and in ).
All of and exist in , with the least upper bound of and the greatest lower bound of (The tail suprema of any real sequence are nonincreasing in , so the limit superior exists for every sequence, 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 , Upper bound, least upper bound, and strict upper bound, Partial order and partially ordered set).
The order on is total, so the failure of is ; is least and greatest; every real is and ; and on the order is that of (The extended real line , its order, and the arithmetic that is left undefined, Partial order and partially ordered set).
Epsilon characterisation for a real : for every real one has eventually and frequently (For finite : iff for every one has eventually and frequently).
Recursion theorem: for a set , an element and a function there is a unique with and (The recursion theorem).
Well-ordering principle: every nonempty subset of has a least element (The well-ordering principle).
Index maps: if for every then is strictly increasing, and then for every ; the composite is a subsequence (A strictly increasing index map satisfies , Sequences of reals: bounded, eventually, frequently, tails, subsequences).
Convergence in and the extended subsequential limit set (Convergence in and the extended subsequential limit set: is an extended subsequential limit when some subsequence converges to , or diverges to ); convergence to a real, for which it suffices to produce a threshold for every real (Limits and Cauchy sequences of reals, Sequences of reals: bounded, eventually, frequently, tails, subsequences); divergence to (Divergence to and to ); and if and only if for (Basic properties of the absolute value).
Limits preserve non-strict inequalities: if for all large and in , then (Limits preserve non-strict inequalities).
Archimedean facts: for every real there is a natural with , and for every real a natural with ; the canonical naturals satisfy and are increasing in , and gives (Every complete ordered field is Archimedean, For every in a complete ordered field there is a natural with , Canonical naturals are positive and strictly increasing, Inverses of positives are positive, and reciprocation reverses order).
Strictly between any two reals lies a rational, hence a real (The rationals embed densely in the reals).
The order on is total and transitive, so any two indices have a common upper bound (Order on the natural numbers, is a linear order on ).
Proof
The element exists in , and exactly one of the following holds: is a real number, , or .
Suppose . Since is a lower bound of , every has and so . Consequently, for every and every real there is with : otherwise would be an upper bound of and leastness would give , contradicting .
Suppose is real. Then for every and every real there is with : by [L3] fix with for all , let be an index at least as large as both and , and use that frequently to obtain with ; that satisfies , hence also , and .
Suppose . Then by [L8], and the identity map is strictly increasing, so the subsequence of converges to in and .
Let be arbitrary and fix a strictly increasing such that converges to in ; then for every .
In the case , define by letting be the least element of , which is nonempty by step 1.2 applied with the index and the real , and let be the least element of , nonempty by step 1.2 with and . Then and for every .
In the case real, define by letting be the least element of , which is nonempty by step 1.3 applied with the index and , and let be the least element of , nonempty by step 1.3 with and . Then and for every .
If then , since is the least element of .
If , then for every real there is with for all . Fix and a real , and take at least as large as both and ; then , so and . As was an arbitrary real, is neither real nor , so ; as was arbitrary, and .
If is real, suppose for the sake of the comparison that . By step 1.1 the element is then real or ; choose a real with , taking a rational strictly between and in the first case and in the second. Since is the greatest lower bound of and , the element is not a lower bound, so there is with , and then for every . For we have , hence , so by [L9], contradicting . By totality .
In the case , the recursion theorem applied to , the element and the function gives with and . Then for every , so is strictly increasing and ; and for every .
In the case real, the recursion theorem applied to , the element and the function gives with and . Then is strictly increasing with , and for every .
In the case , the subsequence diverges to : given a real , take a natural with ; every satisfies , so step 3.1 applied at gives . Hence converges to in and .
In the case real, the subsequence converges to : given a real , take a natural with ; every satisfies , so step 3.2 applied at gives . Producing such a threshold for every real establishes convergence, so converges to in and .
The three cases of step 1.1 are exhaustive, and each produces a subsequence converging to in : step 4.1 when , step 4.2 when is real, and step 1.4 when . So , which is claim 1.
Steps 2.3, 2.4 and 2.5 cover the three possibilities for an arbitrary and give in each, which is claim 2. With claim 1 this makes nonempty with greatest element .
Remarks
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The construction uses no choice. Both index maps are built by taking a least element (The well-ordering principle) of an explicitly described nonempty set of naturals, so the functions and are defined outright and The recursion theorem then produces the index map. This is the same device as in Every real sequence has a monotone subsequence (the peak / rising-sun lemma), and for the same reason: a subsequence selected by repeated arbitrary choices would need a choice principle, and none is needed here.
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Why the recursion threshold is indexed by the previous index rather than by the step number. The recursion theorem produces a function of one variable, so the state carried from one step to the next is the index alone. Demanding rather than keeps that single-variable form, and (A strictly increasing index map satisfies ) then upgrades the bound to the one actually wanted. The same trick fixes the accuracy in the finite case at .
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Claim 2 is where the earns the word "greatest". A subsequence cannot do better than the tail suprema allow: past any index , every term of the sequence, and so every term of any subsequence, is at most , and is the infimum of those. That is the entire content of step 2.5, and the strictness of the inequality is what gives the contradiction, since a limit inherits only the non-strict inequality (Limits preserve non-strict inequalities).
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Both failures of the real version really occur, and A sequence with : the greatest subsequential limit exists only in ↗ on the companion page is the witness: there is nonempty with greatest element while .
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The dual statement is The limit inferior is the least subsequential limit in , obtained from this theorem by reflection rather than by repeating the construction.
Depends on
- 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 $\overline{\mathbb{R}}$
- Subsequential limit of a real sequence, and the subsequential limit set
- Convergence in $\overline{\mathbb{R}}$ and the extended subsequential limit set: $L \in \overline{\mathbb{R}}$ is an extended subsequential limit when some subsequence converges to $L$, or diverges to $L = \pm\infty$
- For finite $L$: $L = \limsup x_k$ iff for every $\varepsilon > 0$ one has $x_k < L + \varepsilon$ eventually and $x_k > L - \varepsilon$ frequently
- The tail suprema of any real sequence are nonincreasing in $\overline{\mathbb{R}}$, so the limit superior exists for every sequence
- 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 $\mathbb{R}$
- $\liminf x_k \le \limsup x_k$ for every real sequence
- A real sequence converges to $L \in \mathbb{R}$ iff $\liminf x_k = \limsup x_k = L$, and diverges to $\pm\infty$ iff both equal $\pm\infty$
- The recursion theorem
- The well-ordering principle
- A strictly increasing index map satisfies $n_k \ge k$
- The extended real line $\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}$, its order, and the arithmetic that is left undefined
- Divergence to $+\infty$ and to $-\infty$
- Limits and Cauchy sequences of reals
- Limits preserve non-strict inequalities
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- Upper bound, least upper bound, and strict upper bound
- Partial order and partially ordered set
- For every $\varepsilon > 0$ in a complete ordered field there is a natural $n \ge 1$ with $1/n < \varepsilon$
- Every complete ordered field is Archimedean
- Inverses of positives are positive, and reciprocation reverses order
- Canonical naturals are positive and strictly increasing
- The rationals embed densely in the reals
- Basic properties of the absolute value
- Order on the natural numbers
- $\le$ is a linear order on $\mathbb{N}$
Used by
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Sources
- Limit superior and limit inferior (Wikipedia) (standard reference, not scraped)
- Subsequential limit (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3 (3.17) (standard reference, not scraped)
- T. Tao, Analysis I, 3rd ed., §6.4 (standard reference, not scraped)
- N. Donaldson, Math 140A: Real Analysis notes (standard reference, not scraped)