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4.4 Limit of a Real Sequence. Limit Superior and Limit Inferior
Chapter 4
In the particular case of a sequence { xn} of real terms the notation lim Xn =
L means: For every e > 0 there is an N (depending on e) such that n > N
implies that lxn - LI < e, or
L-€ < Xn < L + € (4.4-1)
so that all the terms of the sequence from a certain index on lie in the
open interval (L - e, L + e). Equivalently, if Xn _, L, all the terms of
the sequence, except for a finite number of them, are contained in a linear
€-neighborhood of L.
For real sequences this concept of limit (called the ordinary limit) can
be generalized by splitting into two the double inequality (4.4-1), and by
relaxing the condition that Xn is to satisfy on one of the two resulting
inequalities.
Definition 4.5 If {xn} is bounded above, i.e., if Xn < M (a constant)
for all n, we say that a real number Li is the limit superior of { Xn} as
n _, oo, and write
lim sup Xn = Li or
n-+oo
iff for every € > 0 there is N (depending on e) such that
for all n > N, while
for infinitely many values of n
Thus in this case all the terms of {xn}, except for a finite number of them,
lie to the left of Li + e, whatever be the given E > 0, while infinitely many
lie to the right of Li - e. If { Xn} is not bounded above, we write
lim sup Xn = lim Xn = +oo
n-+oo n-+oo
Definition 4.6 If { Xn} is bounded below, i.e., if Xn > M for all n, we say
that the real number L2 is the limit inferior of {xn} as n _, oo, and write
liminf n-+oo Xn = --lim Xn = L2
n-+oo
iff for every e > 0 there is N (depending on e) such that
for all n > N, while
for infinitely many values of n
Hence in the case of the limit inferior all the terms of { x n}, except for a
finite number of them, lie to the right of L 2 - e, while infinitely many lie