Bourbaki

Proposition 11

Tag 0BRQ, permanent. Cite it as [Bourbaki, Tag 0BRQ].

General Topology, chapter IV, § 5. Real-valued functions

Let ff and gg be two real-valued functions defined on a filtered set XX. Then the relation f≤gf \leq g implies

{lim sup⁡f≤lim sup⁡g,lim inf⁡f≤lim inf⁡g. \begin{cases} \limsup f \leq \limsup g, \\ \liminf f \leq \liminf g. \end{cases}

This is an immediate consequence of the relations (12).

When XX is a topological space and G\mathfrak{G} is the neighbourhood filter of a point aa of XX, we write lim sup⁡x→af(x)\limsup_{x \to a} f(x) [resp. lim inf⁡x→af(x)\liminf_{x \to a} f(x)] in place of lim sup⁡Gf\limsup_{\mathfrak{G}} f [resp. lim inf⁡Gf\liminf_{\mathfrak{G}} f]; clearly we have

lim inf⁡x→af(x)≤f(a)≤lim sup⁡x→af(x). \liminf_{x \to a} f(x) \leq f(a) \leq \limsup_{x \to a} f(x).

More generally, if XX is a subspace of a topological space YY, and if G\mathfrak{G} is the trace on XX of the neighbourhood filter of a point a∈X‾a \in \overline{X}, we write lim sup⁡x→a,x∈Xf(x)\limsup_{x \to a, x \in X} f(x) [resp. lim inf⁡x→a,x∈Xf(x)\liminf_{x \to a, x \in X} f(x)] instead of lim sup⁡Gf\limsup_{\mathfrak{G}} f [resp. lim inf⁡Gf\liminf_{\mathfrak{G}} f] ; lim sup⁡\limsup is called the upper limit of f(x)f(x) as xx tends to aa while remaining in XX. If XX is the complement of {a}\{a\} we write "x \neq a" in place of "x \in X" in these notations.

If AA is a subset of XX such that a∈A‾a \in \overline{A}, then (Corollary 2 to Theorem 3)

lim inf⁡x→a,x∈Xf(x)≤lim inf⁡x→a,x∈Af(x)≤lim sup⁡x→a,x∈Af(x)≤lim sup⁡x→a,x∈Xf(x). \liminf_{x \to a, x \in X} f(x) \leq \liminf_{x \to a, x \in A} f(x) \leq \limsup_{x \to a, x \in A} f(x) \leq \limsup_{x \to a, x \in X} f(x).

If VV is a neighbourhood of aa in YY, we have (Corollary 3 to Theorem 3)

lim sup⁡x→a,x∈V∩Xf(x)=lim sup⁡x→a,x∈Xf(x). \limsup_{x \to a, x \in V \cap X} f(x) = \limsup_{x \to a, x \in X} f(x).

Hence the notions of upper and lower limits at a point of a topological space are, like the notion of limit, of local character.

Finally, if G\mathfrak{G} is the Fréchet filter on N\mathbf{N}, the upper (resp. lower) limit, with respect to G\mathfrak{G}, of the mapping n→unn \to u_n of N\mathbf{N} into R‾\overline{\mathbf{R}} is denoted by lim sup⁡n→∞un\limsup_{n \to \infty} u_n (resp. lim inf⁡n→∞un\liminf_{n \to \infty} u_n) and is called the upper (resp. lower) limit of the sequence of real numbers unu_n.

The relation lim sup⁡n→∞un=a∈R\limsup_{n \to \infty} u_n = a \in \mathbf{R} is therefore equivalent to the following : given any ε>0\varepsilon > 0 there exists an integer n0n_0 such that, for each n≥n0n \geq n_0 we have un≤a+εu_n \leq a + \varepsilon, and for an infinity of values of nn we have un≥a−εu_n \geq a - \varepsilon. The definition of the upper limit of a sequence may be translated similarly when its value is +∞+\infty or −∞-\infty.

Given a sequence (fn)(f_n) of real-valued functions defined on a set XX, we denote by lim sup⁡n→∞fn\limsup_{n \to \infty} f_n (resp. lim inf⁡n→∞fn\liminf_{n \to \infty} f_n) the real-valued function whose value at any point x∈Xx \in X is lim sup⁡n→∞fn(x)\limsup_{n \to \infty} f_n(x) [resp. lim inf⁡n→∞fn(x)\liminf_{n \to \infty} f_n(x)]. From (10) and (12) we deduce

{lim sup⁡n→∞fn=inf⁡n∈N(sup⁡m≥nfm)=lim⁡n→∞(sup⁡m≥nfm),lim inf⁡n→∞fn=sup⁡n∈N(inf⁡m≥nfm)=lim⁡n→∞(inf⁡m≥nfm), \begin{cases} \limsup_{n \to \infty} f_n = \inf_{n \in \mathbf{N}} (\sup_{m \geq n} f_m) = \lim_{n \to \infty} (\sup_{m \geq n} f_m), \\ \liminf_{n \to \infty} f_n = \sup_{n \in \mathbf{N}} (\inf_{m \geq n} f_m) = \lim_{n \to \infty} (\inf_{m \geq n} f_m), \end{cases}
the limits being taken in the product space R‾X\overline{\mathbf{R}}^X. The sequence (fn)(f_n) has a limit in R‾X\overline{\mathbf{R}}^X if and only if lim sup⁡n→∞fn=lim inf⁡n→∞fn\limsup_{n \to \infty} f_n = \liminf_{n \to \infty} f_n (Corollary 1 to Theorem 3, and Chapter I, § 7, no. 6, Corollary 1 to Proposition 10).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

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