Let . The relevant version of the Fekete lemma is the extended-real Fekete lemma: may be , but cannot be because is real. We show that this is exactly the limit of a sequence.
Fix and, for , write , where and . Iterating the defining inequality gives . If , it also gives ; if , there is no remainder term. Thus, with and ,As , , so . This holds for every positive . On the other hand every . If is finite, these two bounds give the desired equality. If , for every real choose with ; the same upper bound makes for all sufficiently large . ThereforeThe index is excluded because its ratio is undefined, and is irrelevant since the defining inequality was required only at positive indices. If the printed word “limit of a sequence” is interpreted as a finite real limit of a sequence, an additional lower bound is necessary: defines a subadditive sequence but . The extended-real statement is the correct unrestricted conclusion.
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