Limit sup and limit inf.

Introduction
In order to make us understand the information more on approaches of a given real
sequence a n  n1 , we give two definitions, thier names are upper limit and lower limit. It
is fundamental but important tools in analysis.
Definition of limit sup and limit inf
Definition Given a real sequence a n  n1 , we define
b n  supa m : m  n
and
c n  infa m : m  n.

Example 1  1 n  n1  0, 2, 0, 2, . . . , so we have
b n  2 and c n  0 for all n.

Example 1 n n n1  1, 2, 3, 4, . . . , so we have
b n   and c n   for all n.
Example n n1  1, 2, 3, . . . , so we have
b n  n and c n   for all n.
Proposition Given a real sequence a n  n1 , and thus define b n and c n as the same as
before.
1 b n  , and c n   n  N.
2 If there is a positive integer p such that b p  , then b n   n  N.
If there is a positive integer q such that c q  , then c n   n  N.
3 b n  is decreasing and c n  is increasing.
By property 3, we can give definitions on the upper limit and the lower limit of a given
sequence as follows.
Definition Given a real sequence a n  and let b n and c n as the same as before.
(1) If every b n  R, then
infb n : n  N
is called the upper limit of a n , denoted by
lim
n
sup a n .
That is,
lim
n
sup a n  inf b n .
n
If every b n  , then we define
lim
n
sup a n  .

(2) If every c n  R, then

supc n : n  N
is called the lower limit of a n , denoted by
lim
n
inf a n .
 That is,
lim
n
inf a n  sup c n .
n
If every c n  , then we define
lim
n
inf a n  .

Remark The concept of lower limit and upper limit first appear in the book (Analyse
Alge’brique) written by Cauchy in 1821. But until 1882, Paul du Bois-Reymond
gave explanations on them, it becomes well-known.

Example 1  1 n  n1  0, 2, 0, 2, . . . , so we have
b n  2 and c n  0 for all n
which implies that
lim sup a n  2 and lim inf a n  0.

Example 1 n n n1  1, 2, 3, 4, . . . , so we have
b n   and c n   for all n
which implies that
lim sup a n   and lim inf a n  .
Example n n1  1, 2, 3, . . . , so we have
b n  n and c n   for all n
which implies that
lim sup a n   and lim inf a n  .

Relations with convergence and divergence for upper (lower) limit

Theorem Let a n  be a real sequence, then a n  converges if, and only if, the upper
limit and the lower limit are real with
lim
n
sup a n  lim
n
inf a n  lim a .
n n

Theorem Let a n  be a real sequence, then we have

(1) lim n sup a n    a n  has no upper bound.
(2) lim n sup a n    for any M  0, there is a positive integer n 0 such
that as n  n 0 , we have
a n  M.
(3) lim n sup a n  a if, and only if, (a) given any   0, there are infinite
many numbers n such that
a    an
and (b) given any   0, there is a positive integer n 0 such that as n  n 0 , we have
a n  a  .
Similarly, we also have
Theorem Let a n  be a real sequence, then we have
(1) lim n inf a n    a n  has no lower bound.
(2) lim n inf a n    for any M  0, there is a positive integer n 0 such
 that as n  n 0 , we have
a n  M.
(3) lim n inf a n  a if, and only if, (a) given any   0, there are infinite
many numbers n such that
a    an
and (b) given any   0, there is a positive integer n 0 such that as n  n 0 , we have
a n  a  .
From Theorem 2 an Theorem 3, the sequence is divergent, we give the following
definitios.
Definition Let a n  be a real sequence, then we have
(1) If lim n sup a n  , then we call the sequence a n  diverges to ,
denoted by
lim a  .
n n

(2) If lim n inf a n  , then we call the sequence a n  diverges to ,
denoted by
lim a  .
n n

Theorem Let a n  be a real sequence. If a is a limit point of a n , then we have

lim
n
inf a n  a  lim
n
sup a n .

Some useful results

Theorem Let a n  be a real sequence, then
(1) lim n inf a n  lim n sup a n .
(2) lim n infa n    lim n sup a n and lim n supa n    lim n inf a n
(3) If every a n  0, and 0  lim n inf a n  lim n sup a n  , then we
have
lim sup a1n  1 and lim inf a1n  1 .
n lim n inf a n n lim n sup a n
Theorem Let a n  and b n be two real sequences.
(1) If there is a positive integer n 0 such that a n  b n , then we have
lim
n
inf a n  lim
n
inf b n and lim
n
sup a n  lim
n
sup b n .
(2) Suppose that   lim n inf a n , lim n inf b n , lim n sup a n ,
lim n sup b n  , then
lim
n
inf a n  lim
n
inf b n
 lim
n
infa n  b n 
 lim
n
inf a n  lim
n
sup b n (or lim
n
sup a n  lim
n
inf b n )
 lim
n
supa n  b n 
 lim
n
sup a n  lim
n
sup b n .
In particular, if a n  converges, we have
lim
n
supa n  b n   lim a  lim
n n n
sup b n
 and
lim
n
infa n  b n   lim a  lim
n n n
inf b n .

(3) Suppose that   lim n inf a n , lim n inf b n , lim n sup a n ,
lim n sup b n  , and a n  0, b n  0 n, then
lim
n
inf a n lim
n
inf b n
 lim
n
infa n b n 
 lim
n
inf a n lim
n
sup b n (or lim
n
inf b n lim
n
sup a n )
 lim
n
supa n b n 
 lim
n
sup a n lim
n
sup b n .
In particular, if a n  converges, we have
lim
n
supa n b n   lim a lim sup b n
n n n
and
lim
n
infa n  b n   lim a lim inf b n .
n n n

Theorem Let a n  be a positive real sequence, then

lim
n
inf aan1
n
 lim
n
infa n  1/n  lim
n
supa n  1/n  lim
n
sup aan1
n
.

Remark We can use the inequalities to show

n! 1/n
lim
n n  1/e.

Theorem Let a n  be a real sequence, then

lim
n
inf a n  lim
n
inf a 1 .n. . a n  lim
n
sup a 1 .n. . a n  lim
n
sup a n .

Exercise Let f : a, d  R be a continuous function, and a n  is a real sequence. If f is

increasing and for every n, lim n inf a n , lim n sup a n  a, d, then
lim
n
sup fa n   f lim
n
sup a n and limn
inf fa n   f lim
n
inf a n .

Remark: (1) The condition that f is increasing cannot be removed. For

example,
fx  |x|,
and
1/k if k is even
ak 
1  1/k if k is odd.

(2) The proof is easy if we list the definition of limit sup and limit inf. So, we
omit it.
Exercise Let a n  be a real sequence satisfying a np  a n  a p for all n, p. Show that
 ann  converges.
Hint: Consider its limit inf.