ADA University Javanshir Azizov

Lecture 10
Limit superior, Limit inferior, and Bolzano -
Weierstrass theorem
1. Upper and Lower Limits
Question 1. Does every bounded sequence have a convergent subsequence?
If a sequence {xn }∞
n=1 is bounded, then the set {xk : k ∈ N} is bounded. For every n ∈ N,
the set {xk : k ≥ n} is also bounded (as it is a subset), so there exist its supremum and
infimum. Let
an := sup{xk | k ≥ n} and bn := inf{xk | k ≥ n}
for every n ∈ N. We take into account the limits of the sequences {an }∞ ∞
n=1 and {bn }n=1 :
   

n→∞
lim sup{xk | k ≥ n}
lim an = n→∞ and lim inf{xk | k ≥ n} .
lim bn = n→∞
n→∞

Definition 1 (Limsup/Liminf). Let {xn }∞

n=1 be a bounded sequence. The following
limits, if exist,
 
lim sup{xk | k ≥ n}
lim sup xn := n→∞
n→∞
 
lim inf xn := lim inf{xk | k ≥ n} .
n→∞ n→∞

are called the upper limit and lower limit (limit superior and limit inferior) of the
sequence {xn }∞
n=1 respectively.

We show that these limits always exist.

Theorem 1. Let {xn }∞

n=1 be a bounded sequence, and let ∀n ∈ N,

an := sup{xk | k ≥ n} and bn := inf{xk | k ≥ n}.

Then,

1. {an }∞ ∞
n=1 is monotone decreasing and bounded, and {bn }n=1 is monotone increasing
and bounded. Thus, lim supn→∞ xn and lim inf n→∞ xn exist.

2. lim inf n→∞ xn = inf{an | n ∈ N} and lim supn→∞ xn = sup{bn | n ∈ N}.

3. lim inf n→∞ xn ≤ lim supn→∞ xn .

Proof
1. Since, ∀n ∈ N,
{xk | k ≥ n + 1} ⊆ {xk | k ≥ n},
we have that an+1 = sup{xk | k ≥ n + 1} ≤ sup{xk | k ≥ n} = an . Then ∀n ∈ N,
an+1 ≤ an . Similarly, ∀n ∈ N, bn+1 ≥ bn .

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Given {xn }∞
n=1 is a bounded sequence. Then ∃B ≥ 0 such that ∀n ∈ N, −B ≤ xn ≤ B.
Therefore, ∀n ∈ N,

−B ≤ inf{xk | k ≥ n} ≤ sup{xk | k ≥ n} ≤ B.

Hence, −B ≤ bn ≤ an ≤ B, which implies both sequences are bounded. Therefore,

lim supn→∞ xn and lim inf n→∞ xn exist.

2. The second item follows as the sequences {an }∞ ∞

n=1 and {an }n=1 are monotone and
bounded.

3. By the above equation, ∀n ∈ N, bn ≤ an =⇒ lim inf n→∞ xn = limn→∞ bn ≤

limn→∞ an = lim supn→∞ xn .

Figure 1: Terms xn of the sequence are marked with dots (·), an are marked with circles (◦), and
bn are marked with diamonds (⋄).

Let’s consider a few examples.

Example 1. Let xn = (−1)n . Calculate the lim inf and lim sup of this sequence.

Proof: Notice that {(−1)k | k ≥ n} = {−1, 1} for all n ∈ N. Thus, the supremum of
these sets is always 1 and the infimum is always −1. Therefore,

lim sup{(−1)k | k ≥ n} = 1
lim sup xn = n→∞
n→∞

lim inf xn = lim inf{(−1)k | k ≥ n} = −1.

n→∞ n→∞
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Example 2. Let xn = n1 . Calculate the lim inf and lim sup of this sequence.

Proof: We may do this directly:

1 1
sup{1/k | k ≥ n} = =⇒ lim sup xn = n→∞
lim = 0.
n n→∞ n
inf{1/k | k ≥ n} = 0 =⇒ lim inf xn = lim 0 = 0.
n→∞ n→0

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The limit inferior and the limit superior allow us to answer the question posed at the
beginning of this section.

Theorem 2. Let {xn } be a bounded sequence. Then, there exists subsequences {xnk }
and {xmk } such that

lim xnk = lim sup xn

k→∞ n→∞
lim xmk = lim inf xn .
n→∞
k→∞

Proof : Let an := sup{xk | k ≥ n}. Since a1 = sup{xk | k ≥ 1}, then ∃n1 ∈ N such that
a1 − 1 < xn1 ≤ a1 . Now, since an1 +1 = sup{xk | k ≥ n1 + 1}, ∃n2 > n1 such that
1
an1 +1 − < xn2 ≤ an1 +1 .
2
Similarly, since an2 +1 = sup{xk | k ≥ n2 + 1}, then ∃n3 > n2 such that
1
an2 +1 −< xn3 ≤ an2 +1 .
3
Continuing in this way, we obtain a sequence of natural numbers n1 < n2 < n3 < . . . such
that ∀k ∈ N
1
ank−1 +1 − < xnk ≤ ank−1 +1 .
k
Since n1 < n2 < ..., then n1 + 1 < n2 + 1 < .... Therefore, {ank−1 +1 }∞
k=1 is a subsequence
of {an }∞
n=1 . Thus
lim ank−1 +1 = n→∞
lim an = lim sup xn .
k→∞ n→∞
By the Squeeze Theorem,
lim xnk = lim sup xn .
k→∞ n→∞
The direction for the lim inf works out the same way so that portion of the proof is left
to the students as a Homework assignment.

2. Using Limit inferior and Limit superior

Notation 1. When it is clear, we may have the following notational shorthand:

lim inf n→∞ xn := lim inf xn , and
lim supn→∞ xn := lim sup xn .

Theorem 3. Let {xn }∞ ∞

n=1 be a bounded sequence. Then {xn }n=1 converges if and only
if
lim inf xn = lim sup xn .
Furthermore, if {xn }∞
n=1 converges, then

lim xn = lim inf xn = lim sup xn .

n→∞

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Proof: ( ⇐= ) Suppose lim inf xn = lim sup xn . Then, ∀n ∈ N,

inf{xk | k ≥ n} ≤ xn ≤ sup{xk | k ≥ n}.

By the Squeeze Theorem, since limn→∞ inf{xk | k ≥ n} = limn→∞ sup{xk | k ≥ n} by

assumption, we have
lim xn = lim inf xn = lim sup xn .
n→∞

Therefore, xn converges.
( =⇒ ) Let x := limn→∞ xn . By the previous theorem ∃{xnk }∞ k=1 such that limk→∞ xnk =
lim sup xn . Since every subsequence of {xn } converges to x, then lim sup xn = limn→∞ xnk = x.
Similarly, lim inf xn = x.
Hence,
lim xn = lim
n→∞ n→∞
inf xn = lim sup xn .
n→∞

Limit superior and limit inferior behave nicely with subsequences

Theorem 4. Let {xn }∞ ∞

n=1 be a bounded sequence and {xnk }k=1 be a bounded subsequence.
Then
lim inf xn ≤ lim inf xnk ≤ lim sup xnk ≤ lim sup xn .
n→∞ k→∞ k→∞ n→∞

Proof: The middle inequality has been proved already. We will prove the third inequality,
and leave the first inequality as a Homework assignment.
We want to prove that lim supk→∞ xnk ≤ lim supn→∞ xn . Define an := sup{xk | k ≥ n}
and cn := sup{xnk | k ≥ n}. As nk ≥ k for all k ∈ N, we have {xnk : k ≥ n} ⊂ {xk : k ≥ n}.
Therefore, ∀n ∈ N, cn ≤ an . Hence,

lim cn ≤ lim an .
n→∞ n→∞

Definition 2. The limit of a subsequence of {xn }∞

n=1 is called a subsequential limit of
∞
{xn }n=1 .

From Theorems 2, 3 and 4 it follows the following corollary.

Corollary 1. Let {xn }∞

n=1 be a bounded sequence. Then limit superior and limit inferior
are the largest and smallest subsequential limits of {xn }∞
n=1 .

Proof: By Theorem 2 lim sup xn and lim inf xn are subsequential limits.
Let {xnk }∞ ∞
k=1 be an arbitrary convergent subsequence of {xn }n=1 . Then by Theorem 3,

lim sup xnk = lim xnk = lim inf xnk .

k→∞

By Thorem 4, it follows that

lim inf xn ≤ lim inf xnk = lim xnk = lim sup xnk ≤ lim sup xn .
k→∞

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Therefore, limit superior and limit inferior are the largest and smallest subsequential
limits.

We get the following useful test for convergence of a bounded sequence.

Theorem 5. A bounded sequence {xn }∞ n=1 sequence is convergent to x if and only if

∞
every convergent subsequence {xkn }k=1 converges to x.

Proof: We leave the proof as a Homework exercise.

3. Bolzano - Weierstrass theorem

While it is not true that a bounded sequence is convergent, the Bolzano - Weierstrass
theorem tells us that we can at least find a convergent subsequence.

Theorem 6 (Bolzano-Weierstrass). Every bounded sequence has a convergent subse-

quence.

Remark 1. We may abbreviate the Bolzano-Weierstrass theorem to B-W.

Proof : This follows immediately from Theorem 2, but is so important that it itself is a
theorem.

4. Infinite limits

Definition 3. We say {xn }∞

n=1 diverges to infinity if ∀K ∈ N, ∃N ∈ N such that
∀n ≥ N
xn > K.
In this case we write
lim xn := ∞.
n→∞

Similarly, we say {xn }∞

n=1 diverges to minus infinity if ∀K ∈ N, ∃N ∈ N such that
∀n ≥ N
xn < K.
and we write
lim xn := −∞.
n→∞

We have a theorem for monotone unbounded sequences as follows

Theorem 7. Suppose {xn }∞

n=1 is a monotone unbounded sequence. Then

∞ if {xn }∞
n=1 is increasing,
lim xn =
n→∞ −∞ if {xn }∞
n=1 is decreasing.

Proof: Let us prove the first part of the theorem.

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Suppose that {xn }∞

n=1 is an unbounded and monotone increasing sequence. Therefore it
is unbounded above. Let B be given. Since {xn }∞
n=1 is unbounded above, then ∃N ∈ N such
∞
that xN > B. As {xn }n=1 is monotone increasing, ∀n ≥ N

xn ≥ xN > B.

Therefore, limn→∞ xn = ∞.
The second part is left as a Homework assignment.

Example 3. Show that

lim n = ∞,
n→∞
lim n2 = ∞,
n→∞
lim −n = −∞
n→∞

Proof: Verification is left as a Homework assignment.

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Exercises
Exercise 1. Finish the proof of Theorem 2. That is, suppose {xn }∞
n=1 is a bounded sequence.
Then there exists a subsequence {xmk }∞
k=1 such that lim x
k→∞ mk = lim supn→∞ xn .
Exercise 2. Finish the proof of Theorem 4. That is, suppose {xn }∞
n=1 is a bounded sequence
∞
and {xnk }k=1 is a subsequence. Prove lim inf xn ≤ lim inf yn .
n→∞ n→∞

Exercise 3. Prove Theorem 5. That is, prove that, a bounded sequence {xn }∞ n=1 sequence is
∞
convergent to x if and only if every convergent subsequence {xkn }k=1 converges to x.
(−1)n
Exercise 4. Let xn := . Find lim sup xn and lim inf xn .
n n→∞ n→∞

(n − 1)(−1)n
Exercise 5. Let xn := . Find lim sup xn and lim inf xn .
n n→∞ n→∞

Exercise 6. Let {xn }∞ ∞

n=1 and {yn }n=1 be bounded sequences such that xn ≤ yn for all n ∈ N.
Show that
lim sup xn ≤ lim sup yn and lim inf xn ≤ lim inf yn .
n→∞ n→∞ n→∞ n→∞

Exercise 7. Let {xn }∞ ∞

n=1 and {yn }n=1 be bounded sequences.

a) Show that {xn + yn }∞

n=1 is bounded.

b) Show that
lim inf xn + lim inf yn ≤ lim inf (xn + yn ).
n→∞ n→∞ n→∞

Hint: One proof is to find a subsequence {xnm + ynm }∞ ∞

m=1 of {xn + yn }n=1 that converges.
Then find a subsequence {xnmi }∞ ∞
i=1 of {xnm }m=1 that converges.

c) Find explicit {xn }∞ ∞

n=1 and {yn }n=1 such that

lim inf xn + lim

n→∞
inf yn < lim
n→∞
inf (xn + yn ).
n→∞

Hint: Look for examples that do not have a limit.

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Exercise 8. Let {xn }∞ ∞

n=1 and {yn }n=1 be bounded sequences.

a) Show that
lim sup xn + lim sup yn ≥ lim sup(xn + yn ).
n→∞ n→∞ n→∞

Hint: See previous exercise.

b) Find explicit {xn }∞ ∞

n=1 and {yn }n=1 such that

lim sup xn + lim sup yn > lim sup(xn + yn ).

n→∞ n→∞ n→∞

Hint: See previous exercise.

Exercise 9. If S ⊂ R is a set, then x ∈ R is a cluster point if for every ϵ > 0, the set
(x − ϵ, x + ϵ) ∩ S \ {x} is not empty. That is, if there are points of S arbitrarily close to x.
Prove the following version of the Bolzano–Weierstrass theorem:

Theorem: Let S ⊂ R be a bounded infinite set, then there exists at least one cluster
point of S.
Hint: If S is infinite, then S contains a countably infinite subset. That is, there is a
sequence {xn }∞
n=1 of distinct numbers in S.

Exercise 10. Complete the proof of Theorem 7.

Exercise 11. Show that

lim n = ∞,
n→∞
lim n2 = ∞,
n→∞
lim −n = −∞
n→∞