Limsup and liminf (sequence of sets)

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Requires further expansion, are limsup and liminf always defined? What does limit of a sequence of sets mean?

Definition

Given a set X and a sequence (An)n=1 of subsets of X, so (An)n=1P(X), we may define the superior limit (Lim sup) and inferior limit (Lim inf) of (An) as follows[1]:

Lim sup

  • Lim supn(An):={xX ||{nN | xAn}|=0}
    [1]
    • In words: The superior limit of (An) is the set that contains xX given that x is in (countably) infinitely many elements of the sequence.

Lim inf

  • Lim infn(An):={xX ||{nN |xAn}|0}
    [1]
    • In words: The inferior limit of (An) is the set that contains xX given that x is in all but a finite number of elements of (An).

Distinction

One may think to "not be in a finite number of elements" is "to be in an infinite number of elements" and conclude wrongly that these definitions are the same. This is because an element can both be in and not be in an infinite number of elements!

Example

Let aX be some arbitrary point.

  • Consider the sequence (an)n=1 with An:={{a}n is evenn is odd
    • Now a is in an infinite number (namely all the even ns) and not in an infinite number (all the odd ns) too.
      • Lim supn(An)={a}
        as the number of elements containing a is (countably) infinite.
      • Lim infn(An)=
        as no xX is in an infinite number and only not in a finite number.

References

  1. Jump up to: 1.0 1.1 1.2 Measure Theory - Paul R. Halmos