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Limit Superior

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Definition

Definition

Let (an)nNRˉ(a_{n})_{n\in\mathbb{N}}\subseteq \bar{\mathbb{R}}. Define a new sequence (bn)nN(b_{n})_{n\in\mathbb{N}} as bn=supknakb_{n}=\sup_{k\ge n}a_{k}where we observe b1b2b_{1}\ge b_{2}\ge\dots (i.e. monotonically decreasing). Then we define the limit superior of our sequence as lim supn1an:=infn1bn=infn1supknak\limsup_{n\ge 1}a_{n}:=\inf_{n\ge 1}b_{n}=\inf_{n\ge 1}\sup_{k\ge n}a_{k}Let T={tRˉ:(ank)kN(an)nN:limkank=t}T=\{ t\in \bar{\mathbb{R}}: \exists(a_{n_{k}})_{k\in\mathbb{N}}\subset(a_{n})_{n\in\mathbb{N}}:\lim_{ k \to \infty }a_{n_{k}}=t \}. Then lim supn1an=suptTt\limsup_{ n \ge 1 }a_{n}=\sup_{t\in T}t


The limit superior of (an)(a_n), lim supnan=limn(supmnan)\limsup_{n\to\infty}a_n = \lim_{n\to\infty}(\sup_{m\ge n}a_n) is defined as follows: 1. If (an)nNT(a_n)_{n\in\mathbb{N}}\subset T is bounded above and TT\not=\emptyset then lim supnan\limsup_{n\to\infty}a_n is the largest number in TT or lim supnan=supT\limsup_{n\to\infty}a_n=\sup T 2. If (an)(a_n) is not bounded above then lim supnan=\limsup_{n\to\infty}a_n=\infty 3. If (an)(a_n) is bounded above and T=T=\emptyset then lim supnan=\limsup_{n\to\infty}a_n=-\infty ## Remark To provide intuition for this you can think of the lim sup\limsup as giving “the largest value that the sequence approaches infinitely often”. While the supremum gives you the static LUB of a sequence the lim sup\limsup focuses on the “tail behaviour” of a sequence and what values the sequence “settles down to” as n approaches infinity. This is important for understanding the long-term behaviour of a sequence.

Intuition

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