User:IssaRice/Taking inf and sup separately

From Machinelearning

This page describes a trick that is sometimes helpful in analysis.

Satement

Let and be bounded subsets of the real line. Suppose that for every and we have . Then .

Actually, do and have to be bounded? I think they can even be empty!

Proof

Let and be arbitrary. We have by hypothesis . Since is arbitrary, we have that is an upper bound of the set , so taking the superemum over we have (remember, is the least upper bound, whereas is just another upper bound). Since was arbitrary, we see that is a lower bound of the set . Taking the infimum over , we have , as required.

Applications

liminf vs limsup

Let be a sequence of real numbers. Let and let . Then we have .

Lower and upper Riemann integral