Past exam of the mathematics course of the University of Oxford / 2023 / Prelims / Mathematics II / 1 / b

Choose $M$ with $|b_n|\le M$. Every tail of a sequence is nonempty and bounded, so its supremum $c_n$ exists and lies in $[-M,M]$. Removing one term cannot increase a supremum, hence $c_{n+1}\le c_n$. The bounded monotone sequence theorem, applied to $-c_n$, provesThus $L$ is the limit superior of $(b_n)$.

For $\epsilon >0$, eventually $c_n<L+\epsilon$, and then $b_n\le c_n<L+\epsilon$. Only finitely many indices can satisfy $b_n\ge L+\epsilon$. If only finitely many satisfied $b_n>L-\epsilon$, some entire tail of a sequence would have $b_n\le L-\epsilon$. Its supremum would also be at most $L-\epsilon$, contradicting $c_n\ge L$.

Inductively choose $n_k>n_{k-1}$ so late that $c_{n_k}<L+1/k$ and $b_{n_k}>L-1/k$. There are infinitely many choices for the latter inequality, so both requirements can be met. Then $|b_{n_k}-L|<1/k$, proving $\boxed{b_{n_k}\to L}$. This constructs a subsequence attaining the limit superior.