Saturday, 28 February 2015

real analysis - Prove that a sequence converges to a finite limit iff lim inf equals lim sup

This problem is purely for my own benefit, so I'd appreciate it if you offer help but don't spoil the proof for me. I've worked out the following solution, but I want to make sure that my reasoning doesn't have any holes in it:




Suppose we have the sequence {an}, and lim. Then given \epsilon>0, we can choose N \in \mathbb{N} such that
\left| a_n-L \right|<\frac{\epsilon}{2}
for every term a_n \in \{a_n\} such that n>N. Now for \inf_{n>N}\{a_n\}, (that is, to my understanding, the infimum of the sequence with the first N terms truncated) we must have some a_{low} \in \{a_n|n>N\} such that
a_{low}-\inf_{n>N}\{a_n\}<\frac{\epsilon}{2}
because otherwise \inf_{n>N}\{a_n\}-\frac{\epsilon}{2} would be a greater lower bound for \{a_n|n>N\}. Similar reasoning demonstrates that we must have some a_{high} such that
\sup_{n>N}\{a_n\}-a_{high}<\frac{\epsilon}{2}
Now since a_{high} \in \{a_n|n>N\}, we must have
$$-\epsilonand, adding this inequality to the above one gives
-\epsilon<\sup_{n>N}\{a_n\}-L<\epsilon

for n>N, and therefore \lim_{N \rightarrow \infty}\sup_{n>N}\{a_n\}=L. Likewise, since a_{low} \in \{a_n|n>N\} we must have
\left|a_{low}-L\right|=\left|L-a_{low}\right|<\frac{\epsilon}{2}
So
$$-\frac{\epsilon}{2}and adding this gives to the second inequality gives
$$-\epsilonN}\{a_n\}<\epsilon for $n>N$. So we have $\lim_{N \rightarrow \infty}\inf_{n>N}\{a_n\}=\lim_{N \rightarrow \infty}\sup_{n>N}\{a_n\}=L$. Now conversely assume that $\lim \inf=\lim \sup$. We have \inf_{n>N}\{a_n\} \leq a_n \leq \sup_{n>N}\{a_n\}$$
for a_n \in \{a_n|n>N\}. Since the limits of the left and right sides of the inequality are equal, the limit of the middle exists and equals that of the other two by the squeeze theorem (I've only seen the squeeze theorem proven for functions, but I believe it applies here since sequences are just functions with domains on the naturals). Therefore the sequence \{a_n\} converges iff its \lim \inf equals its \lim \sup (and, as a corollary, the limit of the sequence always equals that of the infima and suprema).




Please tell me if you see any holes or things I could've done better, as I've made many stupid mistakes in proofs before. Thanks for your help!

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