Limit inferior and limit superior

ID: limit-inferior-and-limit-superior

The limit inferior and limit superior retain the lower and upper long-run behaviour of a real sequence, even when it has no ordinary limit of a sequence. For each tail of a sequence beginning at , define
Discarding more initial terms raises or preserves the infimum and lowers or preserves the supremum. Hence is nondecreasing and is nonincreasing. Their limits exist in the extended real number line:
For a bounded sequence, both values are finite and . These bounds use the entire infinite tail of a sequence, rather than the last few observed terms. [ref].
Take the original example , beginning . The subsequence at even integers decreases toward one, while the subsequence at odd integers increases toward minus one. If is the first even integer at least and is the first odd integer at least , then
Thus and . The finite initial extreme disappears from later lower bounds; neither long-run value is attained by any term of this example.
Figure 1.
Infima and suprema of successively shorter sequence tails approach the limit inferior and limit superior
. The original sequence alternates beyond both limiting levels. The exact bounds are determined by the first remaining odd and even indices, producing monotone stair-step envelopes. Although only a finite portion is drawn, these formulas describe every infinite tail. Details.
For a bounded sequence, the limit inferior is the smallest subsequential limit and the limit superior is the largest subsequential limit; both are reached by suitable convergent subsequences. Every other subsequential limit lies between them. In the example there are only two subsequential limits, and : a convergent subsequence cannot retain infinitely many terms of both parities, because those two branches stay separated. The whole interval between the two bounds need not consist of subsequential limits. [ref].
A finite ordinary limit of a sequence exists exactly when the limit inferior and limit superior agree at the same finite value . The bounds and the squeeze theorem prove the sufficient direction. For a bounded sequence, its tail diameter of a sequence is , so the limiting gap is zero exactly when the Cauchy sequence condition holds. In the example the gap approaches two, not zero. The same framework allows infinite bounds: has both values , whereas has limit inferior and limit superior . Equality at infinity describes escape rather than convergence to a real value. [ref].

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