Bounded monotone sequence theorem Created 2026-10-07 Updated 2026-10-20
A monotone sequence of real numbers has a finite limit of a sequence exactly when it is a bounded sequence. In the increasing case, only an upper bound needs to be supplied, because the first term already gives a lower bound; in the decreasing case, only a lower bound needs to be supplied. The limit of a sequence is the exact edge of the set of terms:The upper bound or lower bound need not itself be the limit of a sequence. A supremum or infimum identifies the sharp bound. [ref]
Basic Analysis: Introduction to Real Analysis, Volume I by Jiří Lebl. §2.1.1, Theorem 2.1.10 and the one-sided-boundedness observation following its proof
For example, is increasing and bounded above by one, and is decreasing and bounded below by one. Both have limit of a sequence one, although neither ever equals one. Their absolute errors are exactly . They also bracket any sequence satisfying : the squeeze theorem gives , even if itself is not a monotone sequence.
Increasing and decreasing sequences bracket a common limit of a sequence, with explicitly shrinking absolute errors
. Left: and enclose one; for every both lie strictly inside the tolerance band . Right: the absolute errors and shrink at different rates. The markers are individual terms, and connecting segments only guide the eye. Details.The theorem is useful when a recurrence relation gives successive improvements and a bound, before the answer has been identified. It proves existence of a limit of a sequence; further algebra, often using continuity, identifies the answer. A finite plot illustrates the formulas but does not establish the infinite claim. Error bounds for bounded monotone sequences require additional quantitative information.
A real increasing sequence bounded above converges to its supremum; a decreasing sequence bounded below converges to its infimum. For the increasing case, the definition of supremum provides a term above , and every later term remains between that term and . Negation reduces the decreasing case to the increasing case. This elementary result is distinct from the measure-theoretic monotone convergence theorem for integrals.
The existence of the real supremum in this short proof uses the least-upper-bound property, equivalently completeness of the real numbers. The approximation property of a supremum supplies , and monotonicity keeps every later term within the same tolerance:The corresponding decreasing statement follows from the approximation property of an infimum. The converse uses the fact that every convergent sequence is a bounded sequence. [ref]
Essential infimum and essential supremum Created 2026-10-14 Updated 2026-10-25
The essential infimum and essential supremum describe the lower and upper bounds of a measurable function after disregarding null sets for a specified measure. A pointwise infimum or supremum sees every input; an essential bound sees whether values below or above a proposed threshold occur on a set of positive measure. Thus "essential" means insensitive to changes on a null set, rather than insensitive to unusual values. This distinction makes essential bounds compatible with Lebesgue integrals and the equivalence classes used in Lp spaces. [ref]
Lp spaces (Chapter 7 of Measure Theory). Hunter, Measure Theory, Definitions 7.1, 7.3–7.4: almost-everywhere equivalence and essential bounds
.For a real measurable function on a measure space , the definitions areThese can take values in the extended real number line. On a space of positive total measure, finite essential bounds obey almost everywhere. If is finite, every threshold has ; the corresponding lower-edge statement is for every . These are the measure-based counterparts of the approximation property of a supremum and approximation property of an infimum.
Here is a two-sided example on with Lebesgue measure:The pointwise bounds are and , while the essential bounds are and . Both exceptional singletons are null sets. But for , the inputs where still have measure , and those where have measure : deleting or adding two individual inputs cannot change those lengths. Hence neither essential bound can be moved inward.
Essential infimum and essential supremum ignore two exceptional singletons, while pointwise infimum and supremum retain them
. The function follows except for the filled values and . Hollow markers exclude the ordinary values at those inputs. The shaded horizontal band spans the essential bounds zero and one for Lebesgue measure. Details.The choice of measure is part of the answer. The same has essential bounds and under counting measure, because every nonempty set has positive measure. Under the Dirac measure at , both essential bounds equal . A null set for one measure need not be a null set for another.
Nor must the exceptional inputs be isolated. The Dirichlet function, equal to one at rational numbers and zero at irrational numbers, has pointwise supremum one on , but essential supremum zero for Lebesgue measure: the rational numbers form a countable set that is a null set, even though they are dense. Conversely, a value ten on an interval of length affects the essential supremum just as decisively as it would on half the domain. Small positive measure is not zero measure.
Infimum and supremum Created 2026-10-14 Updated 2026-10-18
For a subset of a partially ordered set, its infimum is its greatest lower bound and its supremum is its least upper bound. An upper bound only has to lie above every member; the supremum is the smallest such bound. A lower bound lies below every member; the infimum is the largest such bound. These definitions identify the exact edges of a set even when neither edge belongs to it.
For example, and both have infimum zero and supremum one. Only has a minimum and a maximum: those must be actual members of the set. The set has infimum zero without a minimum, but its supremum one is also its maximum. Such examples distinguish a bound from an attained extremal value. [ref].
For a nonempty subset of the real numbers, completeness of the real numbers guarantees a real supremum when it is bounded above, and a real infimum when it is bounded below. The bound and the ambient partially ordered set both matter: has supremum in the real numbers, but no supremum in the rational numbers. The detailed explanation belongs to completeness of the real numbers.
Why are unattained bounds useful? They specify a precise limiting target. In mathematical optimization, on has infimum zero but no global minimizer. The inputs for give a minimizing sequence: their objective values approach zero without ever reaching it. Bounds therefore describe what approximation can achieve even when no feasible input is best. The approximation property of an infimum and approximation property of a supremum express this idea quantitatively.
The intersection is a closed set because arbitrary intersections of closed sets are closed. Its nonemptiness needs a construction: bounded closed sets need not be compact sets in this setting.
Fix , , and . Recursively choose , for , using the approximation property of an infimum so thatThis is possible because and . The two bounds form convergent geometric series, so the triangle inequality shows is a Cauchy sequence. By completeness it converges to some .
For each fixed , all sufficiently late lie in , by nesting. Closedness of gives , and hence . In particular, starting with any proves . Moreover,For each starting point , let in this bound on its distance to a set . This does not assert that a nearest point exists. It proves . Since , the other directed Hausdorff distance is zero, andThis is the Summably nested Hausdorff intersection theorem; the summable movement replaces any need for compactness.
Write , so that is the Hausdorff distance. Since is a bounded set, there is a finite with . Nonemptiness of therefore gives , so is finite. Its symmetry and nonnegativity are immediate, as is .
If , then every has zero distance to a set . Since is a closed set, part (a)(iii) gives . Interchanging the sets gives . Thus implies . Closedness is essential here: without it a set and its closure have Hausdorff distance zero.
For the triangle inequality, fix and . The approximation property of an infimum supplies with , and then with . Consequently,Let and take the supremum over to obtain . Applying this inequality in the reverse direction as well yieldsAll metric axioms follow. Boundedness was used to ensure finiteness, and closedness to distinguish different sets; neither was needed for the triangle inequality.


