Tuesday, 29 October 2013

real analysis - Show that certain lim sup additivity implies convergence.



I'm trying to prove the following:



Let {an} be a bounded sequence. If for every bounded sequence {bn} the following holds:



1)lim supn(an+bn)=lim supnan+lim supnbn



Show that \{a_n\} is convergent.




Outline of Proof:



Here's the outline of my proof. But there's a point I get stuck below. I will be using the following theorem:



2) Let \{a_n\} be a bounded sequence, let L = \limsup_{n \to \infty} a_n. If \epsilon > 0 there exists infinitely many n such that a_n > L - \epsilon, and there exists N_1 \in \mathbb{N} such that if n \ge N_1 then a_n < L + \epsilon



Since condition 1) holds for every bounded sequence \{b_n\} we can assume it holds for a \{b_n\} that's convergent. That means \forall \epsilon > 0 \exists N_2 \in \mathbb{N} \ni if n \ge N_2 then L_b - \epsilon < b_n < L_b + \epsilon where L_b = \lim_{n \to \infty} b_n.



Let \epsilon > 0, L_a = \limsup_{n \to \infty} a_n, L_b = \limsup_{n \to \infty} b_n. Let N = \max\{N_1, N_2\}.




If n \ge N we can easily show a_n < L_a + \epsilon.



This is the point where I'm stuck. For infinitely many n:



a_n + b_n > L_a + L_b - \epsilon/2
a_n > L_a + L_b - b_n - \epsilon/2



\forall n \ge N: L_b - b_n > -\epsilon/2.




But the only conclusion I can draw from the above is that for infinitely many n (and not \forall n \ge N):



a_n > L_a - \epsilon


Answer



Prove that
\limsup(-a_n) = -\liminf(a_n).
Then with setting b_n := -a_n you are done.


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