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§12 lim sup's and lim inf's

Let (sn)(s_n) be any sequence of real numbers and SS its set of subsequential limits. Recall

lim sup⁡sn=lim⁡N→∞sup⁡{sn:n>N}=sup⁡S(∗)\limsup s_n = \lim_{N\to\infty} \sup\{s_n : n > N\} = \sup S \tag{$*$} lim inf⁡sn=lim⁡N→∞inf⁡{sn:n>N}=inf⁡S.(∗∗)\liminf s_n = \lim_{N\to\infty} \inf\{s_n : n > N\} = \inf S. \tag{$**$}

The first equalities are Definition 10.6 and the second are Theorem 11.8. This section is meant to build familiarity with these concepts; most of the material is in the exercises. We illustrate the techniques by proving some results needed later.

Intuitionthe two-sided test for lim sup

When L=lim sup⁡snL = \limsup s_n is finite, it is pinned down by two statements, proved in Example 2(a) below:

  • for every α>L\alpha > L, the terms are eventually below α\alpha: only finitely many sns_n exceed α\alpha;
  • for every β<L\beta < L, the terms are above β\beta infinitely often.

So lim sup⁡sn\limsup s_n is the dividing line between levels that the sequence eventually stays below and levels that it keeps rising above. Most proofs about lim sup⁡\limsup come down to using one of these two statements.

sₙv_N = sup{sₙ : n > N}u_N = inf{sₙ : n > N}

The values 1/2, −1/2, −1, −1/2, 1/2, 1 repeat forever. Subsequential limits: {−1, −1/2, 1/2, 1}. lim sup = 1, lim inf = −1.

At N = 60: v_N ≈ 1.0000 and u_N ≈ -1.0000. As N grows, v_N decreases toward lim sup sₙ and u_N increases toward lim inf sₙ.

Another view: pick terms yourself and see which subsequential limit they approach. lim sup⁡sn\limsup s_n and lim inf⁡sn\liminf s_n are the extreme ones.

Choose the terms of your subsequence (n₁ < n₂ < …)
selected terms s_(nₖ)lim sup = 1lim inf = -1other subsequential limits

✗ The later selected terms are spread over a range of 1.5, so this selection does not settle down. It is not a convergent subsequence (within this window).

The six values repeat, so each value is a subsequential limit (pick every sixth term from the right starting point). The set is {−1, −1/2, 1/2, 1}.

Tab to a term’s checkbox and press Space to add or remove it, or click a point on the plot. Verdicts look only at the first 36 terms.

12.1 Theorem.

If (sn)(s_n) converges to a positive real number ss and (tn)(t_n) is any sequence, then

lim sup⁡sntn=s⋅lim sup⁡tn.\limsup s_n t_n = s \cdot \limsup t_n.

Here we allow the conventions s⋅(+∞)=+∞s \cdot (+\infty) = +\infty and s⋅(−∞)=−∞s \cdot (-\infty) = -\infty for s>0s > 0.

Proof

First we show

lim sup⁡sntn≥s⋅lim sup⁡tn.(1)\limsup s_n t_n \ge s \cdot \limsup t_n. \tag{1}

Let β=lim sup⁡tn\beta = \limsup t_n.

Case 1: β\beta finite. By Theorem 11.7 there is a subsequence with lim⁡ktnk=β\lim_k t_{n_k} = \beta. Also lim⁡ksnk=s\lim_k s_{n_k} = s (Theorem 11.3), so lim⁡ksnktnk=sβ\lim_k s_{n_k} t_{n_k} = s\beta. This is a subsequential limit of (sntn)(s_n t_n), and lim sup⁡sntn\limsup s_n t_n is the largest one, so sβ≤lim sup⁡sntns\beta \le \limsup s_n t_n.

Case 2: β=+∞\beta = +\infty. Some subsequence has lim⁡ktnk=+∞\lim_k t_{n_k} = +\infty. Since lim⁡ksnk=s>0\lim_k s_{n_k} = s > 0, Theorem 9.9 gives lim⁡ksnktnk=+∞\lim_k s_{n_k} t_{n_k} = +\infty, so lim sup⁡sntn=+∞\limsup s_n t_n = +\infty.

Case 3: β=−∞\beta = -\infty. The right side of (1) is −∞-\infty, so (1) is obvious.

For the reverse inequality, a little trick. Ignoring finitely many terms we may assume all sn≠0s_n \ne 0, so lim⁡1sn=1s\lim \frac1{s_n} = \frac1s by Lemma 9.5. Apply (1) with 1sn\frac1{s_n} in place of sns_n and sntns_n t_n in place of tnt_n:

lim sup⁡tn=lim sup⁡(1sn)(sntn)≥1slim sup⁡sntn,\limsup t_n = \limsup\left(\frac1{s_n}\right)(s_n t_n) \ge \frac1s \limsup s_n t_n,

i.e. lim sup⁡sntn≤s⋅lim sup⁡tn\limsup s_n t_n \le s \cdot \limsup t_n.

∎

Intuitionthe trick in the second half

The reverse inequality is obtained by applying the first half to a cleverly chosen pair of sequences. Proving one inequality and then getting the other from it by substitution, here 1sn\frac{1}{s_n} for sns_n, is a pattern worth recognizing.

Example 1.

The hypothesis s>0s > 0 cannot be relaxed to s=0s = 0. Take sn=−1ns_n = -\frac1n and tn=−n2t_n = -n^2. Then sntn=ns_n t_n = n, so lim sup⁡sntn=+∞\limsup s_n t_n = +\infty, while s⋅lim sup⁡tns \cdot \limsup t_n would be 0⋅(−∞)0 \cdot (-\infty). We don’t define that, and we certainly wouldn’t define it to be +∞+\infty.

The next theorem is used for infinite series, in the proof of the Ratio Test 14.8.

12.2 Theorem.

Let (sn)(s_n) be any sequence of nonzero real numbers. Then

lim inf⁡∣sn+1sn∣≤lim inf⁡∣sn∣1/n≤lim sup⁡∣sn∣1/n≤lim sup⁡∣sn+1sn∣.\liminf \left|\frac{s_{n+1}}{s_n}\right| \le \liminf |s_n|^{1/n} \le \limsup |s_n|^{1/n} \le \limsup \left|\frac{s_{n+1}}{s_n}\right|.

Used in Corollary 12.3, Exercise 12.11, Theorem 14.9

Proof

The middle inequality is obvious, and the outer ones have similar proofs. We prove the third; the first is Exercise 12.11.

Let α=lim sup⁡∣sn∣1/n\alpha = \limsup |s_n|^{1/n} and L=lim sup⁡∣sn+1sn∣L = \limsup\left|\frac{s_{n+1}}{s_n}\right|. We must show α≤L\alpha \le L. This is obvious if L=+∞L = +\infty, so assume L<+∞L < +\infty. It suffices to show

α≤L1for any L1>L.(1)\alpha \le L_1 \quad\text{for any } L_1 > L. \tag{1}

Since L=lim⁡N→∞sup⁡{∣sn+1sn∣:n>N}<L1L = \lim_{N\to\infty} \sup\left\{\left|\frac{s_{n+1}}{s_n}\right| : n > N\right\} < L_1, there is NN with sup⁡{∣sn+1sn∣:n≥N}<L1\sup\left\{\left|\frac{s_{n+1}}{s_n}\right| : n \ge N\right\} < L_1, so

∣sn+1sn∣<L1for n≥N.(2)\left|\frac{s_{n+1}}{s_n}\right| < L_1 \quad\text{for } n \ge N. \tag{2}

For n>Nn > N write ∣sn∣=∣snsn−1∣⋅∣sn−1sn−2∣⋯∣sN+1sN∣⋅∣sN∣|s_n| = \left|\frac{s_n}{s_{n-1}}\right| \cdot \left|\frac{s_{n-1}}{s_{n-2}}\right| \cdots \left|\frac{s_{N+1}}{s_N}\right| \cdot |s_N|. There are n−Nn - N fractions, so by (2), ∣sn∣<L1n−N∣sN∣|s_n| < L_1^{n-N}|s_N|. With the constant a=L1−N∣sN∣>0a = L_1^{-N}|s_N| > 0 this says ∣sn∣<L1na|s_n| < L_1^n a, so ∣sn∣1/n<L1a1/n|s_n|^{1/n} < L_1 a^{1/n} for n>Nn > N. Since lim⁡a1/n=1\lim a^{1/n} = 1 (Theorem 9.7(d)), we conclude α=lim sup⁡∣sn∣1/n≤L1\alpha = \limsup|s_n|^{1/n} \le L_1 (see Exercise 12.1).

∎

Intuition

If the ratios ∣sn+1sn∣\left|\frac{s_{n+1}}{s_n}\right| are eventually below L1L_1, then each step multiplies the size by less than L1L_1, so ∣sn∣|s_n| shrinks at least as fast as a constant times L1nL_1^n. Taking nnth roots strips off the constant, because a1/n→1a^{1/n} \to 1. Since ∣sn∣=∣s1∣⋅∣s2s1∣⋯∣snsn−1∣|s_n| = |s_1| \cdot \left|\frac{s_2}{s_1}\right| \cdots \left|\frac{s_n}{s_{n-1}}\right|, the root ∣sn∣1/n|s_n|^{1/n} is essentially the geometric average of the growth factors, while the ratio measures each individual step. An average can never be more extreme than the individual steps, which is what Theorem 12.2 says, and why the Root Test sees at least as much as the Ratio Test in §14.

12.3 Corollary.

If lim⁡∣sn+1sn∣\lim\left|\frac{s_{n+1}}{s_n}\right| exists and equals LL, then lim⁡∣sn∣1/n\lim |s_n|^{1/n} exists and equals LL.

Used in Exercise 12.14, Remark 14.10

Proof

All four quantities in Theorem 12.2 equal LL. Apply Theorem 10.7.

∎

For example, with sn=ns_n = n the ratios n+1n→1\frac{n+1}{n} \to 1, which gives another proof that lim⁡n1/n=1\lim n^{1/n} = 1.

Example 2.
  1. If L=lim sup⁡sn≠+∞L = \limsup s_n \ne +\infty, then for every α>L\alpha > L the set {n:sn>α}\{n : s_n > \alpha\} is finite. Otherwise sup⁡{sn:n>N}>α\sup\{s_n : n > N\} > \alpha for all NN, so L≥α>LL \ge \alpha > L. If L≠−∞L \ne -\infty, then for every β<L\beta < L the set {n:sn>β}\{n : s_n > \beta\} is infinite. Otherwise sn≤βs_n \le \beta for n≥N0n \ge N_0, so lim sup⁡sn≤β<L\limsup s_n \le \beta < L.
  2. The set {n:sn>lim sup⁡sn}\{n : s_n > \limsup s_n\} can be infinite: take sn=1ns_n = \frac1n. So can {n:sn<lim inf⁡sn}\{n : s_n < \liminf s_n\}: take sn=−1ns_n = -\frac1n.
  3. If L0=lim inf⁡tn≠−∞L_0 = \liminf t_n \ne -\infty, then {n:tn<β0}\{n : t_n < \beta_0\} is finite for β0<L0\beta_0 < L_0. If L0≠+∞L_0 \ne +\infty, then {n:tn<α0}\{n : t_n < \alpha_0\} is infinite for α0>L0\alpha_0 > L_0. This follows from (a) applied to sn=−tns_n = -t_n, since lim inf⁡tn=−lim sup⁡(−tn)\liminf t_n = -\limsup(-t_n) (Exercise 11.8).
  4. If lim inf⁡sn<lim sup⁡sn\liminf s_n < \limsup s_n, the set {n:lim inf⁡sn≤sn≤lim sup⁡sn}\{n : \liminf s_n \le s_n \le \limsup s_n\} can be empty. For example, sn=(−1)n(1+1n)s_n = (-1)^n\left(1 + \frac1n\right).

Common pitfall

  • lim sup⁡sn\limsup s_n is usually not sup⁡{sn}\sup\{s_n\}. The supremum can be set by a single early term, while lim sup⁡\limsup ignores any finite number of terms.
  • Just as for suprema (§4), strict inequalities can be lost: if sn<αs_n < \alpha for every nn, you only get lim sup⁡sn≤α\limsup s_n \le \alpha. Take sn=1−1ns_n = 1 - \frac1n and α=1\alpha = 1.
  • lim sup⁡\limsup does not split over sums. The quiz below gives a sequence where lim sup⁡(sn+tn)<lim sup⁡sn+lim sup⁡tn\limsup(s_n + t_n) < \limsup s_n + \limsup t_n.

Reading alongside Abbott

Abbott introduces the limit superior only in Exercise 2.4.7, as the limit of the suprema of the tails (Definition 10.6 here). Abbott’s Ratio Test (Exercise 2.7.9) is stated with an ordinary limit of ratios, so it never needs Theorem 12.2. The lim sup⁡\limsup versions in §14 are stronger, because they apply even when the ratios have no limit.

Take the quiz (3 questions)

Let sn=n22ns_n = \frac{n^2}{2^n}. What is lim⁡sn1/n\lim s_n^{1/n}?

Let sn=(−1)ns_n = (-1)^n and tn=(−1)n+1t_n = (-1)^{n+1}. How does lim sup⁡(sn+tn)\limsup(s_n + t_n) compare with lim sup⁡sn+lim sup⁡tn\limsup s_n + \limsup t_n?

If lim⁡sn=−1\lim s_n = -1, what is lim sup⁡sntn\limsup s_n t_n?

Exercise 12.1

Let (sn)(s_n) and (tn)(t_n) be sequences with sn≤tns_n \le t_n for all n>N0n > N_0. Show lim inf⁡sn≤lim inf⁡tn\liminf s_n \le \liminf t_n and lim sup⁡sn≤lim sup⁡tn\limsup s_n \le \limsup t_n.

Hint
Solution

For every N≥N0N \ge N_0 and every n>Nn > N we have sn≤tns_n \le t_n. So any upper bound of {tn:n>N}\{t_n : n > N\} is an upper bound of {sn:n>N}\{s_n : n > N\}, which gives sup⁡{sn:n>N}≤sup⁡{tn:n>N}\sup\{s_n : n > N\} \le \sup\{t_n : n > N\}, and in the same way inf⁡{sn:n>N}≤inf⁡{tn:n>N}\inf\{s_n : n > N\} \le \inf\{t_n : n > N\}. Both sides of each inequality have limits as N→∞N \to \infty (the sups decrease and the infs increase), so Exercise 9.9(c) gives lim sup⁡sn≤lim sup⁡tn\limsup s_n \le \limsup t_n and lim inf⁡sn≤lim inf⁡tn\liminf s_n \le \liminf t_n.

Tags: Standardlim sup & lim inf

Used in Theorem 12.2, Exercise 12.11

Exercise 12.2

Prove lim sup⁡∣sn∣=0\limsup |s_n| = 0 if and only if lim⁡sn=0\lim s_n = 0.

Hint

0≤lim inf⁡∣sn∣≤lim sup⁡∣sn∣0 \le \liminf|s_n| \le \limsup |s_n|. Use Theorem 10.7 and Exercise 8.6(a).

Solution

(⇒\Rightarrow) Since ∣sn∣≥0|s_n| \ge 0, every infimum of a tail is ≥0\ge 0, so 0≤lim inf⁡∣sn∣≤lim sup⁡∣sn∣=00 \le \liminf|s_n| \le \limsup|s_n| = 0. Thus lim inf⁡∣sn∣=lim sup⁡∣sn∣=0\liminf|s_n| = \limsup|s_n| = 0, and by Theorem 10.7 lim⁡∣sn∣=0\lim|s_n| = 0, which gives lim⁡sn=0\lim s_n = 0 by Exercise 8.6(a).

(⇐\Leftarrow) If lim⁡sn=0\lim s_n = 0 then lim⁡∣sn∣=0\lim|s_n| = 0 by Exercise 8.6(a), and for a convergent sequence lim sup⁡\limsup equals the limit (Theorem 10.7). So lim sup⁡∣sn∣=0\limsup|s_n| = 0.

Tags: Standardlim sup & lim inf

Exercise 12.3

Let (sn)(s_n) and (tn)(t_n) repeat in cycles of four:

(sn)=(0,1,2,1, 0,1,2,1, … ),(tn)=(2,1,1,0, 2,1,1,0, … ).(s_n) = (0, 1, 2, 1,\ 0, 1, 2, 1,\ \dots), \qquad (t_n) = (2, 1, 1, 0,\ 2, 1, 1, 0,\ \dots).

Find

  1. lim inf⁡sn+lim inf⁡tn\liminf s_n + \liminf t_n
  2. lim inf⁡(sn+tn)\liminf(s_n + t_n)
  3. lim inf⁡sn+lim sup⁡tn\liminf s_n + \limsup t_n
  4. lim sup⁡(sn+tn)\limsup(s_n + t_n)
  5. lim sup⁡sn+lim sup⁡tn\limsup s_n + \limsup t_n
  6. lim inf⁡(sntn)\liminf(s_n t_n)
  7. lim sup⁡(sntn)\limsup(s_n t_n)
Solution

sn+tns_n + t_n cycles through 2,2,3,12, 2, 3, 1 and sntns_n t_n through 0,1,2,00, 1, 2, 0.

  1. 00
  2. 11
  3. 22
  4. 33
  5. 44
  6. 00
  7. 22

Tags: Warm-uplim sup & lim infComputation

Exercise 12.4

Show lim sup⁡(sn+tn)≤lim sup⁡sn+lim sup⁡tn\limsup(s_n + t_n) \le \limsup s_n + \limsup t_n for bounded sequences (sn)(s_n) and (tn)(t_n).

Hint

First show sup⁡{sn+tn:n>N}≤sup⁡{sn:n>N}+sup⁡{tn:n>N}\sup\{s_n + t_n : n > N\} \le \sup\{s_n : n > N\} + \sup\{t_n : n > N\}, then apply Exercise 9.9(c).

Solution

Fix NN. For n>Nn > N, sn+tn≤sup⁡{sk:k>N}+sup⁡{tk:k>N}s_n + t_n \le \sup\{s_k : k > N\} + \sup\{t_k : k > N\}, so the left side’s supremum satisfies sup⁡{sn+tn:n>N}≤sup⁡{sn:n>N}+sup⁡{tn:n>N}.\sup\{s_n + t_n : n > N\} \le \sup\{s_n : n > N\} + \sup\{t_n : n > N\}. As N→∞N \to \infty the right side tends to lim sup⁡sn+lim sup⁡tn\limsup s_n + \limsup t_n (Theorem 9.3), and the left side to lim sup⁡(sn+tn)\limsup(s_n + t_n). Exercise 9.9(c) gives the inequality.

Tags: Standardlim sup & lim inf

Used in Exercise 12.5

Exercise 12.5

Use Exercises 11.8 and 12.4 to prove lim inf⁡(sn+tn)≥lim inf⁡sn+lim inf⁡tn\liminf(s_n + t_n) \ge \liminf s_n + \liminf t_n for bounded sequences (sn)(s_n) and (tn)(t_n).

Solution

By Exercise 11.8 and then 12.4 applied to (−sn)(-s_n) and (−tn)(-t_n), lim inf⁡(sn+tn)=−lim sup⁡(−sn−tn)≥−[lim sup⁡(−sn)+lim sup⁡(−tn)]=lim inf⁡sn+lim inf⁡tn.\liminf(s_n + t_n) = -\limsup(-s_n - t_n) \ge -\bigl[\limsup(-s_n) + \limsup(-t_n)\bigr] = \liminf s_n + \liminf t_n .

Tags: Standardlim sup & lim inf

Exercise 12.6

Let (sn)(s_n) be a bounded sequence and k≥0k \ge 0.

  1. Prove lim sup⁡(ksn)=k⋅lim sup⁡sn\limsup(ks_n) = k \cdot \limsup s_n.
  2. Do the same for lim inf⁡\liminf. (Use Exercise 11.8.)
  3. What happens in (a) and (b) if k<0k < 0?
Solution

(c) They swap: lim sup⁡(ksn)=k⋅lim inf⁡sn\limsup(ks_n) = k \cdot \liminf s_n and lim inf⁡(ksn)=k⋅lim sup⁡sn\liminf(ks_n) = k \cdot \limsup s_n.

Tags: Standardlim sup & lim inf

Exercise 12.7

Prove that if lim sup⁡sn=+∞\limsup s_n = +\infty and k>0k > 0, then lim sup⁡(ksn)=+∞\limsup(ks_n) = +\infty.

Solution

The tail suprema sup⁡{sn:n>N}\sup\{s_n : n > N\} decrease in NN and tend to +∞+\infty, so each of them is +∞+\infty. For k>0k > 0, sup⁡{ksn:n>N}=ksup⁡{sn:n>N}=+∞\sup\{ks_n : n > N\} = k\sup\{s_n : n > N\} = +\infty for every NN, so lim sup⁡(ksn)=+∞\limsup(ks_n) = +\infty.

Tags: Warm-uplim sup & lim inf

Used in Exercise 12.9

Exercise 12.8

Let (sn)(s_n) and (tn)(t_n) be bounded sequences of nonnegative numbers. Prove lim sup⁡sntn≤(lim sup⁡sn)(lim sup⁡tn)\limsup s_n t_n \le (\limsup s_n)(\limsup t_n).

Hint

sup⁡{sntn:n>N}≤sup⁡{sn:n>N}⋅sup⁡{tn:n>N}\sup\{s_n t_n : n > N\} \le \sup\{s_n : n > N\} \cdot \sup\{t_n : n > N\} because all terms are nonnegative.

Solution

Let AN=sup⁡{sn:n>N}A_N = \sup\{s_n : n > N\} and BN=sup⁡{tn:n>N}B_N = \sup\{t_n : n > N\}; both are ≥0\ge 0. For n>Nn > N, 0≤sn≤AN0 \le s_n \le A_N and 0≤tn≤BN0 \le t_n \le B_N, so sntn≤ANBNs_nt_n \le A_NB_N, and hence sup⁡{sntn:n>N}≤ANBN\sup\{s_nt_n : n > N\} \le A_NB_N. As N→∞N \to \infty, AN→lim sup⁡snA_N \to \limsup s_n and BN→lim sup⁡tnB_N \to \limsup t_n, so ANBN→(lim sup⁡sn)(lim sup⁡tn)A_NB_N \to (\limsup s_n)(\limsup t_n) by Theorem 9.4. Exercise 9.9(c) gives the claim.

Tags: Challengelim sup & lim inf

Exercise 12.9
  1. Prove that if lim⁡sn=+∞\lim s_n = +\infty and lim inf⁡tn>0\liminf t_n > 0, then lim⁡sntn=+∞\lim s_n t_n = +\infty.
  2. Prove that if lim sup⁡sn=+∞\limsup s_n = +\infty and lim inf⁡tn>0\liminf t_n > 0, then lim sup⁡sntn=+∞\limsup s_n t_n = +\infty.
  3. Observe that Exercise 12.7 is the special case of (b) where tn=kt_n = k for all nn.
Solution

In (a) and (b), pick a real mm with 0<m<lim inf⁡tn0 < m < \liminf t_n. Since inf⁡{tn:n>N}→lim inf⁡tn\inf\{t_n : n > N\} \to \liminf t_n, there is N0N_0 with inf⁡{tn:n>N0}>m\inf\{t_n : n > N_0\} > m, i.e. tn>mt_n > m for all n>N0n > N_0.

  1. Let M>0M > 0. Since sn→+∞s_n \to +\infty, there is N1≥N0N_1 \ge N_0 with sn>M/m>0s_n > M/m > 0 for n>N1n > N_1, and then sntn>msn>Ms_nt_n > m s_n > M.
  2. Let M>0M > 0 and N≥N0N \ge N_0. Because lim sup⁡sn=+∞\limsup s_n = +\infty, every tail of (sn)(s_n) is unbounded above, so some n>Nn > N has sn>M/m>0s_n > M/m > 0; for that nn, sntn>msn>Ms_nt_n > ms_n > M. Thus sup⁡{sntn:n>N}>M\sup\{s_nt_n : n > N\} > M for all N≥N0N \ge N_0 and all MM, so these suprema are +∞+\infty and lim sup⁡sntn=+∞\limsup s_nt_n = +\infty.
  3. With tn=k>0t_n = k > 0 we have lim inf⁡tn=k>0\liminf t_n = k > 0, so (b) gives lim sup⁡(ksn)=+∞\limsup(ks_n) = +\infty.

Tags: Standardlim sup & lim inf

Exercise 12.10

Prove (sn)(s_n) is bounded if and only if lim sup⁡∣sn∣<+∞\limsup |s_n| < +\infty.

Solution

(⇒\Rightarrow) If ∣sn∣≤M|s_n| \le M for all nn, then every tail supremum is at most MM, so lim sup⁡∣sn∣≤M<+∞\limsup|s_n| \le M < +\infty.

(⇐\Leftarrow) Suppose L=lim sup⁡∣sn∣<+∞L = \limsup|s_n| < +\infty; note L≥0L \ge 0. By Example 2(a), with α=L+1\alpha = L + 1, only finitely many nn satisfy ∣sn∣>L+1|s_n| > L + 1. So ∣sn∣≤max⁡{L+1,those finitely many ∣sn∣}|s_n| \le \max\{L + 1, \text{those finitely many } |s_n|\} for all nn, and (sn)(s_n) is bounded.

Tags: Standardlim sup & lim inf

Exercise 12.11

Prove the first inequality in Theorem 12.2.

Hint

Mirror the proof of the third inequality: take L1<lim inf⁡∣sn+1sn∣L_1 < \liminf\left|\frac{s_{n+1}}{s_n}\right| and get ∣sn∣>L1n−N∣sN∣|s_n| > L_1^{n-N}|s_N|.

Solution

Let ℓ=lim inf⁡∣sn+1sn∣\ell = \liminf\left|\frac{s_{n+1}}{s_n}\right| and β=lim inf⁡∣sn∣1/n\beta = \liminf|s_n|^{1/n}; we show ℓ≤β\ell \le \beta. Since both are ≥0\ge 0 this is clear if ℓ=0\ell = 0, so let ℓ>0\ell > 0. It suffices to show β≥ℓ1\beta \ge \ell_1 for every real ℓ1\ell_1 with 0<ℓ1<ℓ0 < \ell_1 < \ell.

By Example 2(c), ∣sn+1sn∣>ℓ1\left|\frac{s_{n+1}}{s_n}\right| > \ell_1 for all n≥Nn \ge N for some NN. By induction, ∣sn∣>ℓ1 n−N∣sN∣|s_n| > \ell_1^{\,n-N}|s_N| for n>Nn > N, so ∣sn∣1/n>ℓ1⋅c1/n,c=ℓ1−N∣sN∣>0.|s_n|^{1/n} > \ell_1 \cdot c^{1/n}, \qquad c = \ell_1^{-N}|s_N| > 0 . Since c1/n→1c^{1/n} \to 1 (Theorem 9.7(d)), the right side tends to ℓ1\ell_1. By Exercise 12.1, β=lim inf⁡∣sn∣1/n≥lim⁡ℓ1c1/n=ℓ1\beta = \liminf|s_n|^{1/n} \ge \lim \ell_1c^{1/n} = \ell_1.

Tags: Standardlim sup & lim inf

Used in Theorem 12.2

Exercise 12.12

Let (sn)(s_n) be a sequence of nonnegative numbers, and let σn=1n(s1+s2+⋯+sn)\sigma_n = \frac1n(s_1 + s_2 + \cdots + s_n).

  1. Show lim inf⁡sn≤lim inf⁡σn≤lim sup⁡σn≤lim sup⁡sn\liminf s_n \le \liminf \sigma_n \le \limsup \sigma_n \le \limsup s_n.
  2. Show that if lim⁡sn\lim s_n exists, then lim⁡σn\lim \sigma_n exists and lim⁡σn=lim⁡sn\lim \sigma_n = \lim s_n.
  3. Give an example where lim⁡σn\lim \sigma_n exists, but lim⁡sn\lim s_n does not.
Hint

For the last inequality in (a), show first that M>NM > N implies sup⁡{σn:n>M}≤1M(s1+s2+⋯+sN)+sup⁡{sn:n>N}\sup\{\sigma_n : n > M\} \le \frac1M(s_1 + s_2 + \cdots + s_N) + \sup\{s_n : n > N\}. For (c), try sn=1+(−1)ns_n = 1 + (-1)^n.

Solution
  1. The middle inequality is automatic. For the last one, let L=lim sup⁡snL = \limsup s_n; if L=+∞L = +\infty there is nothing to prove, so let L<∞L < \infty and take any α>L\alpha > L (note α>0\alpha > 0 since sn≥0s_n \ge 0 forces L≥0L \ge 0). Choose NN with sn<αs_n < \alpha for n>Nn > N (Example 2(a)) and put C=s1+⋯+sN≥0C = s_1 + \cdots + s_N \ge 0. For n>M>Nn > M > N, σn=Cn+sN+1+⋯+snn≤CM+(n−N)αn≤CM+α,\sigma_n = \frac{C}{n} + \frac{s_{N+1} + \cdots + s_n}{n} \le \frac CM + \frac{(n-N)\alpha}{n} \le \frac CM + \alpha, so sup⁡{σn:n>M}≤CM+α\sup\{\sigma_n : n > M\} \le \frac CM + \alpha. Letting M→∞M \to \infty gives lim sup⁡σn≤α\limsup\sigma_n \le \alpha, and since α>L\alpha > L was arbitrary, lim sup⁡σn≤L\limsup\sigma_n \le L. For the first inequality, let ℓ=lim inf⁡sn≥0\ell = \liminf s_n \ge 0. If ℓ=0\ell = 0 it is trivial because σn≥0\sigma_n \ge 0. Otherwise take any real β\beta with 0<β<ℓ0 < \beta < \ell and NN with sn>βs_n > \beta for n>Nn > N (Example 2(c)). For M>NM > N and n>Mn > M, σn≥(n−N)βn=β−Nβn≥β−NβM\sigma_n \ge \frac{(n-N)\beta}{n} = \beta - \frac{N\beta}{n} \ge \beta - \frac{N\beta}{M}, so inf⁡{σn:n>M}≥β−NβM\inf\{\sigma_n : n > M\} \ge \beta - \frac{N\beta}M. Letting M→∞M \to \infty gives lim inf⁡σn≥β\liminf\sigma_n \ge \beta, hence lim inf⁡σn≥ℓ\liminf\sigma_n \ge \ell (also when ℓ=+∞\ell = +\infty).
  2. If lim⁡sn\lim s_n exists then lim inf⁡sn=lim sup⁡sn=lim⁡sn\liminf s_n = \limsup s_n = \lim s_n (Theorem 10.7), and (a) squeezes lim inf⁡σn\liminf\sigma_n and lim sup⁡σn\limsup\sigma_n to the same value. So lim⁡σn\lim\sigma_n exists and equals lim⁡sn\lim s_n.
  3. Let sn=1+(−1)ns_n = 1 + (-1)^n, which alternates 0,2,0,2,…0, 2, 0, 2, \dots and has no limit. Among s1,…,sns_1, \dots, s_n there are ⌊n/2⌋\lfloor n/2\rfloor twos, so σn=2⌊n/2⌋n→1\sigma_n = \frac{2\lfloor n/2\rfloor}{n} \to 1.

Tags: Challengelim sup & lim inf

Exercise 12.13

Let (sn)(s_n) be a bounded sequence in R\mathbb{R}. Let AA be the set of a∈Ra \in \mathbb{R} such that {n:sn<a}\{n : s_n < a\} is finite, i.e. all but finitely many sns_n are ≥a\ge a. Let BB be the set of b∈Rb \in \mathbb{R} such that {n:sn>b}\{n : s_n > b\} is finite. Prove sup⁡A=lim inf⁡sn\sup A = \liminf s_n and inf⁡B=lim sup⁡sn\inf B = \limsup s_n.

Hint

Use Example 2(a) and (c).

Solution

Let ℓ=lim inf⁡sn\ell = \liminf s_n and L=lim sup⁡snL = \limsup s_n, both finite since (sn)(s_n) is bounded. Note that AA is closed downward (a′<a∈Aa' < a \in A implies {sn<a′}⊆{sn<a}\{s_n < a'\} \subseteq \{s_n < a\} is finite), and BB is closed upward.

sup⁡A=ℓ\sup A = \ell. If β<ℓ\beta < \ell, then {n:sn<β}\{n : s_n < \beta\} is finite (Example 2(c)), so β∈A\beta \in A; hence sup⁡A≥ℓ\sup A \ge \ell. If α>ℓ\alpha > \ell, then {n:sn<α}\{n : s_n < \alpha\} is infinite (Example 2(c)), so α∉A\alpha \notin A; hence no element of AA exceeds ℓ\ell, and sup⁡A≤ℓ\sup A \le \ell.

inf⁡B=L\inf B = L. If α>L\alpha > L then {n:sn>α}\{n : s_n > \alpha\} is finite (Example 2(a)), so α∈B\alpha \in B and inf⁡B≤L\inf B \le L. If β<L\beta < L then {n:sn>β}\{n : s_n > \beta\} is infinite (Example 2(a)), so β∉B\beta \notin B; hence every element of BB is ≥L\ge L and inf⁡B≥L\inf B \ge L.

Tags: Challengelim sup & lim infSup & inf

Exercise 12.14

Calculate

  1. lim⁡(n!)1/n\lim (n!)^{1/n}
  2. lim⁡1n(n!)1/n\lim \frac1n (n!)^{1/n}
Hint

Apply Corollary 12.3. For (b), with sn=n!nns_n = \frac{n!}{n^n} the ratio is sn+1sn=(nn+1)n=1(1+1/n)n\frac{s_{n+1}}{s_n} = \left(\frac{n}{n+1}\right)^n = \frac{1}{(1 + 1/n)^n}.

Solution

(a) +∞+\infty, since (n+1)!n!=n+1→+∞\frac{(n+1)!}{n!} = n + 1 \to +\infty. (b) 1e\frac1e.

Tags: Challengelim sup & lim infComputation

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