Upper and lower limits - Encyclopedia of Mathematics
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If {Ak} is a sequence of subsets of X, the upper and lower limit of the sequence {Ak} are defined as lim supk→∞Ak=⋂n∈N⋃k≥nAk,lim infk→∞A ...
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Upperandlowerlimits
FromEncyclopediaofMathematics
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2010MathematicsSubjectClassification:Primary:54C05Secondary:54A05[MSN][ZBL]
Contents
1Upperandlowerlimitofarealsequence
1.1Definition
1.2Properties
1.3Characterizations
1.4Examples
2Upperandlowerlimitofarealfunction
2.1Definition
2.2Characterizations
2.3Properties
2.4Frommetricspacestosequences
3Upperandlowerlimitofsetsinsettheory
4Lowerlimitofsetsintopology
5References
Upperandlowerlimitofarealsequence
Definition
Theupperandlowerlimitofasequenceofrealnumbers$\{x_n\}$(calledalsolimessuperiorandlimesinferior)canbedefinedinseveralwaysandaredenoted,respectivelyas
\[
\limsup_{n\to\infty}\,x_n\qquad\liminf_{n\to\infty}\,\,x_n
\]
(someauthorsusealsothenotation$\overline{\lim}$and$\underline{\lim}$).Onepossibledefinitionisthefollowing
Definition1
\[
\limsup_{n\to\infty}\,x_n=\inf_{n\in\mathbbN}\,\,\sup_{k\geqn}\,x_k
\]
\[
\liminf_{n\to\infty}\,\,x_n=\sup_{n\in\mathbbN}\,\,\inf_{k\geqn}\,x_k\,.
\]
Properties
Itfollowseasilyfromthedefinitionthat
\[
\liminf_n\,\,x_n=-\limsup_n\,(-x_n)\,,
\]
\[
\liminf_n\,\,(\lambdax_n)=\lambda\,\liminf_n\,\,x_n\qquad\limsup_n\,(\lambdax_n)=\lambda\,\limsup_n\,x_n\qquad\mbox{when}\lambda>0
\]
andthat
\[
\liminf_n\,\,(x_n+y_n)\geq\liminf\,x_n+\liminf\,\,y_n\qquad\limsup_n\,(x_n+y_n)\leq\limsup\,x_n+\limsup\,y_n
\]
iftheadditionsarenotofthetype$-\infty+\infty$.
Moreover,thelimitof$\{x_n\}$existsanditisarealnumber$L$(respetively$\infty$,$-\infty$)ifandonlyiftheupperandlowerlimitcoincide
andarearealnumber$L$(resp.$\infty$,$-\infty$).
Theupperandlowerlimitsofasequencearebothfiniteifandonlyifthesequenceisbounded.
Characterizations
Theupperandlowerlimitscanalsobedefinedinseveralalternativeways.Inparticular
Theorem1
Let$S:=\{a\in]-\infty,\infty]:\{k:x_k>a\}\mbox{isfinite}\}$and$L:=\{a\in[-\infty,\infty[:\{k:x_kU$thereis$N\in\mathbbN$suchthat$x_nN$;
if$U>-\infty$forall$uN$with$x_k>u$.
$L:=\liminfx_n$ischaracterizedbythetwoproperties:
if$U>-\infty$forall$uu$forall$n>N$;
if$UU$and$N\in\mathbbN$thereisa$k>N$with$x_k0}\,\sup\,\{f(x):|x-x_0|
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