User:IssaRice/Taking inf and sup separately

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

Satement

Let $A$ and $B$ be bounded subsets of the real line. Suppose that for every $a\in A$ and $b\in B$ we have $a\ge b$. Then $inf(A)\ge sup(B)$.

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

Proof

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

Applications

liminf vs limsup

Let $(a_n{)}_{n=m}^{\mathrm{\infty }}$ be a sequence of real numbers. Let $L^{-}:={lim inf}_{n\to \mathrm{\infty }}{a}_n$ and let $L^{+}:={lim sup}_{n\to \mathrm{\infty }}{a}_n$. Then we have $L^{-}\le L^{+}$.