Let f and g be two real-valued functions defined on a filtered set X. Then the relation f≤g implies
{limsupf≤limsupg,liminff≤liminfg.
This is an immediate consequence of the relations (12).
When X is a topological space and G is the neighbourhood filter of a point a of X, we write limsupx→af(x) [resp. liminfx→af(x)] in place of limsupGf [resp. liminfGf]; clearly we have
x→aliminff(x)≤f(a)≤x→alimsupf(x).
More generally, if X is a subspace of a topological space Y, and if G is the trace on X of the neighbourhood filter of a point a∈X, we write limsupx→a,x∈Xf(x) [resp. liminfx→a,x∈Xf(x)] instead of limsupGf [resp. liminfGf] ; limsup is called the upper limit of f(x) as x tends to a while remaining in X. If X is the complement of {a} we write "x \neq a" in place of "x \in X" in these notations.
If A is a subset of X such that a∈A, then (Corollary 2 to Theorem 3)
x→a,x∈Xliminff(x)≤x→a,x∈Aliminff(x)≤x→a,x∈Alimsupf(x)≤x→a,x∈Xlimsupf(x).
If V is a neighbourhood of a in Y, we have (Corollary 3 to Theorem 3)
x→a,x∈V∩Xlimsupf(x)=x→a,x∈Xlimsupf(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 is the Fréchet filter on N, the upper (resp. lower) limit, with respect to G, of the mapping n→un of N into R is denoted by limsupn→∞un (resp. liminfn→∞un) and is called the upper (resp. lower) limit of the sequence of real numbers un.
The relation limsupn→∞un=a∈R is therefore equivalent to the following : given any ε>0 there exists an integer n0 such that, for each n≥n0 we have un≤a+ε, and for an infinity of values of n we have un≥a−ε. The definition of the upper limit of a sequence may be translated similarly when its value is +∞ or −∞.
Given a sequence (fn) of real-valued functions defined on a set X, we denote by limsupn→∞fn (resp. liminfn→∞fn) the real-valued function whose value at any point x∈X is limsupn→∞fn(x) [resp. liminfn→∞fn(x)]. From (10) and (12) we deduce
{limsupn→∞fn=infn∈N(supm≥nfm)=limn→∞(supm≥nfm),liminfn→∞fn=supn∈N(infm≥nfm)=limn→∞(infm≥nfm), the limits being taken in the
product space RX. The sequence
(fn) has a
limit in
RX if and only if
limsupn→∞fn=liminfn→∞fn (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.
Nothing.