Let f:R→R such that lim and \displaystyle \lim_{x \to -\infty} f(f(x))= -\infty and f has the intermediate value property (it is not necessarily continuous).
Prove that \displaystyle\lim_{x \to \infty}f(x) and \displaystyle\lim_{x \to -\infty}f(x) exist and are infinite.
I managed to prove that those two limits exist. But I have a really hard time proving that they are infinite. I supposed that \displaystyle \lim_{x \to \infty} f(x)=a \in \mathbb{R} and tried to get a contradiction from here, but since f is not continuous, I must somehow use the intermediate value property and. I see that, for all \epsilon>0, there is \delta>0 such that when x>\delta, f(x) is getting bounded in (a-\epsilon, a+\epsilon) and so (f\circ f)((\delta,\infty))\subset f((a-\epsilon,a+\epsilon)), but I couldn't proceed further.
Answer
The limit must exist or be infinite.
Assume that \liminf_{x\to+\infty}f(x)=a and \limsup_{x\to+\infty}f(x)=b, where a,b\in[-\infty,+\infty].
By the intermediate value property it follows that all values in (a,b) are limit points of f as x\to+\infty. Therefore f must be unbounded from above in every neighborhood around every point in (a,b) and also all values in (a,b) are attained in every neighborhood of +\infty.
Assume that on [a,b] there are infinitely many points such that $|f(x)|
Therefore, for all n the number of points in [a,b] such that $|f(x)|
The limit must be infinite.
Assume now that a is finite. Then, by the intermediate value property, f takes all values between f(a) and +\infty in any neighborhood of a. To be organized, pick a side of a, either >a or $a. The first claim of this paragraph can be made for these one-sided neighborhoods. Let x_k be a sequence of points x_k\to a such that f(x_k)\to f(a) and x_k>a$.
Therefore, by the intermediate value property, we can take y_k\to\infty such that f(y_k)=x_k. This is a contradiction because f(f(x_k))\to f(a)\neq +\infty. Therefore, a is infinite.
Nice exercise. I will throw it to my graduate students.
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