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The displayed sublinear functional on the real l-infinity sequence space agrees with the ordinary limit on convergent sequences. A dominated extension by the Hahn-Banach theorem therefore defines a generalized limit bounded between the lower and upper limits of the Cesàro means. For the left shift on bounded sequences $S$, the averages of $Sx-x$ equal $(x_{N+1}-x_1)/N$, which tend to zero. Domination applied to both signs gives $L(Sx-x)=0$, hence shift invariance. Positivity, agreement on constant sequences and the operator norm one follow from the bounds, so $L$ is a Banach limit.

A generalized limit on real bounded sequences is a positive linear functional of operator norm one that extends the ordinary limit of a sequence. Such a functional can be chosen by the Hahn-Banach theorem: extend the limit on the convergent sequence space while dominating it by the sublinear functional $p(x)={\mathrm{limsup}}_n{x}_n$. Applying the same domination to $-x$ gives the displayed lower bound. A Banach limit additionally has invariance under the left shift on bounded sequences.

The left shift is a bounded linear operator of operator norm one on the l-infinity sequence space. For $y=x-Sx$, telescoping gives $N^{-1}{\sum }_{n=1}^N{y}_n=(x_1-x_{N+1})/N\to 0$. This identity is useful in constructing a Banach limit.

Use the dominated form of the real Hahn-Banach theorem. Let $p:V\to \mathbb{R}$ be a sublinear functional on a real vector space, meaning $p(x+y)\le p(x)+p(y)$ and $p(tx)=tp(x)$ for $t\ge 0$. If a linear functional $f$ on a vector subspace $M$ satisfies $f\le p$ there, then it has a linear extension $F$ to $V$ with $F\le p$ everywhere.

Here is the one-dimensional extension step. For $z\notin M$, the value $a=F(z)$ must satisfyThis interval is nonempty: for any $m,n\in M$,so every candidate lower bound is at most every candidate upper bound. The candidates with $m=n=0$ also bound the endpoints by finite numbers, so a real $a$ can be chosen. Define $F(m+tz)=f(m)+ta$. For $t>0$, the upper bound, applied to $m/t$, gives $F(m+tz)\le p(m+tz)$ after multiplication by $t$. For $t<0$, the lower bound applied to $m/(-t)$ gives the same conclusion after multiplication by $-t$; $t=0$ is the original hypothesis. Thus the extension remains dominated.

Order all dominated extensions by extension of their domains and values. Every chain has the dominated linear union as an upper bound. The Zorn lemma supplies a maximal extension. If its domain were not all of $V$, the step just proved would enlarge it, a contradiction. This proves the real Hahn-Banach extension theorem. In particular, taking $p(x)=\Vert f\Vert \Vert x\Vert$ on a normed vector space and applying the domination to both $x$ and $-x$ yields the usual norm-preserving extension of a bounded linear functional.

For generalized limits, take $V={\ell }^{\infty }(\mathbb{N};\mathbb{R})$, the l-infinity sequence space, and $M=c$, the convergent sequence space. Let $f(x)={\lim }_n{x}_n$ on $c$ and $p(x)={\mathrm{limsup}}_n{x}_n$ on $V$. This $p$ is finite and sublinear, and agrees with $f$ on $c$. The dominated extension $L$ therefore satisfiesThus a generalized limit exists, withIt is positive, agrees with the ordinary limit on every convergent sequence, and satisfies $|L(x)|\le \Vert x{\Vert }_{\infty }$. Since $L(1)=1$, its operator norm is exactly one.

If generalized limits are additionally required to be shift invariant, the same theorem gives the stronger Banach limit. Replace the dominating functional byIt is again sublinear and agrees with $f$ on $c$, by the Cesàro theorem for convergent sequences. The resulting $L_C$ lies between the lower and upper limits of the Cesàro means. These in turn lie between the ordinary lower and upper limits of a bounded sequence, so $L_C$ is a positive, norm-one extension of the ordinary limit. For the left shift on bounded sequences $S$, the means of $Sx-x$ equal $(x_{N+1}-x_1)/N\to 0$. Applying domination to both signs forces $L_C(Sx-x)=0$. HenceThis Cesàro construction of a Banach limit proves existence even under the stronger convention, rather than leaving shift invariance implicit.

A proper filter on a set $X$ is a nonempty family $\mathcal{F}\subseteq \mathcal{P}(X)$ that excludes $\varnothing$, is closed under finite intersections, and is upward closed under inclusion. In particular $X\in \mathcal{F}$. In a topological space, convergence of a filter $\mathcal{F}\to x$ means that every neighbourhood of $x$ belongs to $\mathcal{F}$. An ultrafilter is a proper filter maximal under inclusion; equivalently, it contains exactly one of $A$ and $X\setminus A$ for every subset $A\subseteq X$.

To justify the equivalence, if $A\notin \mathcal{U}$ and every member of $\mathcal{U}$ met $A$, adjoining $A$ would generate a larger proper filter. Maximality therefore supplies $F\in \mathcal{U}$ with $F\cap A=\varnothing$, and upward closure gives $X\setminus A\in \mathcal{U}$. Both complementary sets cannot belong to a proper filter. Conversely, a filter with this dichotomy cannot acquire any new set without also containing its complement, which would give an empty intersection.

The ultrafilter characterization of compact Hausdorff spaces, stated without proof, is: a topological space is compact and Hausdorff exactly when every ultrafilter on it converges to a unique point.

For a finite set partition $X=A_1\cup \cdots \cup A_n$, if no cell belonged to $\mathcal{U}$, the ultrafilter dichotomy would put all $X\setminus A_j$ in $\mathcal{U}$. Their finite intersection is empty, a contradiction. Thus some $A_j\in \mathcal{U}$, and at most one cell can belong because distinct cells are disjoint. The converse is: a proper filter on a set meeting every finite partition by containing one cell is an ultrafilter. Apply the partition hypothesis to $X=A\cup (X\setminus A)$ to obtain the dichotomy, then the maximality argument above. Empty cells can be omitted, and the cases $A=\varnothing$ or $A=X$ are automatic.

For a function $f:X\to Y$, the image of a filter isSince preimages preserve inclusions and finite intersections, this is a proper filter on a set $Y$. Equivalently, it is the filter generated by $f(F)$ for $F\in \mathcal{F}$: if $f^{-1}(B)\in \mathcal{F}$, then its image is contained in $B$, while $f(F)\subseteq B$ implies $F\subseteq f^{-1}(B)$. For an ultrafilter $\mathcal{U}$, the identity $f^{-1}(Y\setminus B)=X\setminus f^{-1}(B)$ shows that $f_{\ast }\mathcal{U}$ contains exactly one of $B,Y\setminus B$. Therefore the pushforward filter of an ultrafilter is an ultrafilter.

Now let $x\in {\ell }^{\infty }$, the l-infinity sequence space, and put $a_x(n)=n^{-1}{\sum }_{j=1}^n{x}_j$. All these Cesàro means lie in the closed disk $K_x=\{z:|z|\le \Vert x{\Vert }_{\infty }\}$, a compact Hausdorff space. The pushforward filter $a_{x\ast }\mathcal{U}$ contains $K_x$; restricting it to that disk and applying the ultrafilter theorem gives a unique limitFor real sequences the disk can be replaced by a closed interval. This is the ultrafilter construction of a Banach limit.

The identities $a_{\alpha x+\beta y}(n)=\alpha a_x(n)+\beta a_y(n)$ give linearity of $l$. Explicitly, the two sets on which $|a_x(n)-l(x)|<\delta$ and $|a_y(n)-l(y)|<\delta$ both belong to $\mathcal{U}$, hence so does their intersection. On that intersection the difference from $\alpha l(x)+\beta l(y)$ is at most $(|\alpha |+|\beta |)\delta$, proving $l(\alpha x+\beta y)=\alpha l(x)+\beta l(y)$. If $x_n\ge 0$, its means lie in $[0,\Vert x{\Vert }_{\infty }]$, so $l(x)\ge 0$. Thus $l$ is a positive linear functional. The bound $|l(x)|\le \Vert x{\Vert }_{\infty }$ gives $\Vert l\Vert \le 1$, while the constant-one sequence satisfies $l(1)=1$. Hence $\boxed{\Vert l\Vert =1}$.

Because $\mathcal{U}$ contains no finite sets, its dichotomy puts every cofinite set in $\mathcal{U}$. If $x_n\to L$ ordinarily, the Cesàro theorem for convergent sequences follows directly by splitting the sum: for a fixed $N$ with $|x_j-L|<\epsilon$ for $j>N$,The finite head tends to zero, so $a_x(n)\to L$ ordinarily. Every sufficiently long tail belongs to $\mathcal{U}$, making its ultralimit also $L$. Thus $\boxed{x_n\to L⟹l(x)=L}$.

Finally, for the left shift on bounded sequences $S$,Taking ultralimits along the same cofinite-containing ultrafilter gives $\boxed{l(Sx)=l(x)}$. This establishes every defining property of a Banach limit.

For every bounded sequence $x$, $x-Sx\in Y$ and $L{|}_Y=0$. Linearity gives $\boxed{L(x)=L(Sx)}$, as required. Thus the same $L$ satisfies all three conditions and is a Banach limit.

The usual positivity condition for a Banach limit follows automatically here. If $x_n\ge 0$ and $a=\Vert x{\Vert }_{\infty }>0$, then $\Vert 1-x/a{\Vert }_{\infty }\le 1$. Since $\Vert L\Vert =L(1)=1$, we have $|1-L(x)/a|\le 1$, whence $L(x)\ge 0$. The case $x=0$ is immediate. This explains why the constructed bounded linear functional is also a positive linear functional extending the ordinary limit while remaining invariant under the left shift on bounded sequences.

We prove the required Hahn-Banach theorem for a seminorm directly. First suppose the vector space is real. At an intermediate extension stage, let $g:E\to \mathbb{R}$ be a linear functional with $|g(y)|\le p(y)$, and let $z\notin E$. Extending to $E+\mathbb{R}z$ amounts to choosing $c=f(z)$. The upper domination $f\le p$ requiresThe interval is nonempty: for all $y,w\in E$,Its endpoints are finite since inserting zero gives bounds $-p(z)$ and $p(z)$, while every lower candidate is below every upper candidate. Choose $c$ in the interval and put $f(y+tz)=g(y)+tc$. For $t>0$, the upper bound with $w=y/t$ proves $f(y+tz)\le p(y+tz)$. For $t<0$, writing $s=-t>0$ and applying the lower bound with $y/s$ proves the same inequality. The case $t=0$ is already known. Applying this domination to $-x$ and using $p(-x)=p(x)$ gives $|f(x)|\le p(x)$.

Partially order all dominated linear functional extensions of the original $g$ by extension of their domains and values. They form a nonempty set. The union along any chain is a well-defined dominated linear functional on a vector subspace, so every chain has an upper bound. The Zorn lemma gives a maximal extension. If its domain were not $X$, the preceding one-dimensional construction would enlarge it, a contradiction. Thus the required extension exists on $X$.

For a complex vector space, apply the proved real result to $\mathrm{Re}g$ on the underlying real vector subspace. Let $U:X\to \mathbb{R}$ be the resulting real linear functional, with $|U(x)|\le p(x)$, and setIt is additive and real-linear, and $f(ix)=if(x)$, so it is complex-linear. On $Y$, the identity $\mathrm{Re}g(iy)=-\mathrm{Im}g(y)$ proves $f(y)=g(y)$. Choose $\alpha$ with $|\alpha |=1$ and $\alpha f(x)=|f(x)|$ when $f(x)\ne 0$. ThenThe bound is immediate if $f(x)=0$. This proves the real and complex seminorm forms of Hahn-Banach theorem without invoking any version of that theorem.

For the distance to a set assertion, let $d=d(z,Y)>0$. Define on $Y+\mathbb{K}z$ the linear functional $g(y+\alpha z)=\alpha d$. The decomposition is unique because $z\notin Y$, and for $\alpha \ne 0$,For $\alpha =0$ the bound is immediate. Apply the just-proved Hahn-Banach theorem with $p(x)=\Vert x\Vert$ to get $f\in X^{\ast }$, $f{|}_Y=0$, $f(z)=d$, and $\Vert f\Vert \le 1$. Choose $y_n\in Y$ with $\Vert z-y_n\Vert \to d$. Sinceand $d>0$, passage to the limit gives $\Vert f\Vert \ge 1$. Thus $\boxed{f{|}_Y=0,f(z)=d(z,Y),\Vert f\Vert =1}$. This version of the Hahn-Banach distance formula needs neither a closed $Y$ nor an attained distance to a set.

For the Banach limit construction below, take the real l-infinity sequence space, let $S(x_1,x_2,\dots )=(x_2,x_3,\dots )$ be its left shift on bounded sequences, put $Y=(I-S){\ell }^{\infty }$, and let $1=(1,1,\dots )$. This is a vector subspace and its distance to a set from $1$ determines the construction.

A nonprincipal ultrafilter on the natural numbers gives a Banach limit by taking the ultralimit of the Cesàro means of each bounded sequence. Compactness of a closed bounded interval, or disk for complex sequences, supplies the limit. Finite intersections in the filter give linearity; nonnegative averages give positivity; constants give norm one. The Cesàro theorem for convergent sequences gives agreement with ordinary limits because the ultrafilter contains every cofinite set. For the left shift on bounded sequences, the two means differ by $(x_{n+1}-x_1)/n$, which tends to zero, proving shift invariance.