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Limsup and Liminf (Probability, Laws of Convergence)

1. The limsup of a sequence of sets An is defined as the set of elements that are in An for infinitely many n. The liminf of a sequence of sets An is defined as the set of elements that are in An for all but finitely many n. 2. It is proven that the limsup of a sequence of sets An is equal to the intersection over k ≥ n of Ak. 3. It is also proven that the liminf of a sequence of sets An is equal to the union over k ≥ n of the intersection of Ak.

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Sofia Fuentes
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95 views

Limsup and Liminf (Probability, Laws of Convergence)

1. The limsup of a sequence of sets An is defined as the set of elements that are in An for infinitely many n. The liminf of a sequence of sets An is defined as the set of elements that are in An for all but finitely many n. 2. It is proven that the limsup of a sequence of sets An is equal to the intersection over k ≥ n of Ak. 3. It is also proven that the liminf of a sequence of sets An is equal to the union over k ≥ n of the intersection of Ak.

Uploaded by

Sofia Fuentes
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Let An be a sequence of sets.

Define as Limsup An = {x / x An for infinitely many n} and Lim inf An = { x / x An for all but finitely many n} Since all but finitely many is infinite liminf An limsup An 1. Lim sup An = Proof Let Bn =

A
n k n
k

A
k n

.x Bn x Ak for some k n. If there are only finitely of which x is an element then we can choose an

many sets

An1 , An2 ,... An p

m = max {n1, n2,np}. For n> m x An and hence x Bn .which is a contradiction to the assumption x Bn for all n. Thus If x in infinitely many An. Conversely if is in An for infinitely many n, then x Bn for all n and hence x

A
n k n

, then x is

A
n k n

Hence Limsup An = {x / x An for infinitely many n} =

A
n k n

2. lim inf An =

A
n k n

Proof : Define Cn =

A
k n

Suppose x is not in a finite number of sets i.e for n1, n2,.. np chose m > . max( n1. np). . x Cm. Hence x

C
n

A
n k n

Conversely, x Ak x Cn for some n x Ak for all k > n there are


n k n

only a finite number of sets, of which x is not a member, in the sequence. Hence the result.

Example 1 Let An = A for n even and B for n odd. See that Limsup An = AB and liminf An = AB

1 1 .1+ ) n n Show limsup An = liminf An = (0,1] . Hence lim An = A

Example 2. Let An = (

Even if An any of the four types of intervals see the results are the same.

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