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Limit superior/inferior

  1. Mar 27, 2007 #1
    Hello, i just started in real analysis not too long ago. In my lecture notes There are 2 properties
    lim sup (x+y) < & = lim sup x + lim sup y
    lim sup (xy) < & = lim sup x * lim sup y
    however there are no proofs for them in my notes. so i was wondering if anyone knew where a proof of these properties might lay or possibily give me a proof for these.
  2. jcsd
  3. Apr 6, 2007 #2
    Take a following lemma.

    If [tex]a=\textrm{sup}\{a_1,a_2,a_3,...\}[/tex], then there exists a subsequence [tex]a_{k_1},a_{k_2},...[/tex] so that [tex]\lim_{i\to\infty} a_{k_i} = a[/tex].

    Using this it is possible to conclude that

    [tex]\textrm{sup}\{x_n+y_n, x_{n+1}+y_{n+1},...\} \leq \textrm{sup}\{x_n,x_{n+1},...\} + \textrm{sup}\{y_n,y_{n+1},...\}[/tex]

    and it's almost done.

    EDIT: I used bad terminology. I guess for example [tex]a_1,a_1,a_1,...[/tex] isn't really a subsequence. Anyway, now that should be accepted as a "subsequence". The idea is then to take such a subsequence from the sequence of sums (on the left side of the inequality).
    Last edited: Apr 6, 2007
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