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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.

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.