In mathematics, the limit inferior and limit superior of a sequence can be thought of as limiting (that is, eventual and extreme) bounds on the sequence. They can be thought of in a similar fashion for a function (see limit of a function). For a set, they are the infimum and supremum of the set’s limit points, respectively. In general, when there are multiple objects around which a sequence, function, or set accumulates, the inferior and superior limits extract the smallest and largest of them; the type of object and the measure of size is context-dependent, but the notion of extreme limits is invariant. Limit inferior is also called infimum limit, limit infimum, liminf, inferior limit, lower limit, or inner limit; limit superior is also known as supremum limit, limit supremum, limsup, superior limit, upper limit, or outer limit.
The limit inferior of a sequence {\displaystyle x_{n}}x_{n} is denoted by
{\displaystyle \liminf {n\to \infty }x{n}\quad {\text{or}}\quad \varliminf {n\to \infty }x{n}.}{\displaystyle \liminf {n\to \infty }x{n}\quad {\text{or}}\quad \varliminf {n\to \infty }x{n}.}
The limit superior of a sequence {\displaystyle x_{n}}x_{n} is denoted by
{\displaystyle \limsup {n\to \infty }x{n}\quad {\text{or}}\quad \varlimsup {n\to \infty }x{n}.}{\displaystyle \limsup {n\to \infty }x{n}\quad {\text{or}}\quad \varlimsup {n\to \infty }x{n}.}
An illustration of limit superior and limit inferior. The sequence xn is shown in blue. The two red curves approach the limit superior and limit inferior of xn, shown as dashed black lines. In this case, the sequence accumulates around the two limits. The superior limit is the larger of the two, and the inferior limit is the smaller of the two. The inferior and superior limits agree if and only if the sequence is convergent (i.e., when there is a single limit).
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1 Definition for sequences
The limit inferior of a sequence (xn) is defined by
{\displaystyle \liminf {n\to \infty }x{n}:=\lim _{n\to \infty }{\Big (}\inf {m\geq n}x{m}{\Big )}}{\displaystyle \liminf {n\to \infty }x{n}:=\lim _{n\to \infty }{\Big (}\inf {m\geq n}x{m}{\Big )}}
or
{\displaystyle \liminf {n\to \infty }x{n}:=\sup {n\geq 0},\inf {m\geq n}x{m}=\sup{,\inf{,x{m}:m\geq n,}:n\geq 0,}.}{\displaystyle \liminf {n\to \infty }x{n}:=\sup {n\geq 0},\inf {m\geq n}x{m}=\sup{,\inf{,x{m}:m\geq n,}:n\geq 0,}.}
Similarly, the limit superior of (xn) is defined by
{\displaystyle \limsup {n\to \infty }x{n}:=\lim _{n\to \infty }{\Big (}\sup {m\geq n}x{m}{\Big )}}{\displaystyle \limsup {n\to \infty }x{n}:=\lim _{n\to \infty }{\Big (}\sup {m\geq n}x{m}{\Big )}}
or
{\displaystyle \limsup {n\to \infty }x{n}:=\inf {n\geq 0},\sup {m\geq n}x{m}=\inf{,\sup{,x{m}:m\geq n,}:n\geq 0,}.}{\displaystyle \limsup {n\to \infty }x{n}:=\inf {n\geq 0},\sup {m\geq n}x{m}=\inf{,\sup{,x{m}:m\geq n,}:n\geq 0,}.}
Alternatively, the notations {\displaystyle \varliminf {n\to \infty }x{n}:=\liminf {n\to \infty }x{n}}\varliminf {n\to \infty }x{n}:=\liminf {n\to \infty }x{n} and {\displaystyle \varlimsup {n\to \infty }x{n}:=\limsup {n\to \infty }x{n}}\varlimsup {n\to \infty }x{n}:=\limsup {n\to \infty }x{n} are sometimes used.
The limits superior and inferior can equivalently be defined using the concept of subsequential limits of the sequence {\displaystyle (x_{n})}(x_{n}).[1] An element {\displaystyle \xi }\xi of the extended real numbers {\displaystyle {\overline {\mathbb {R} }}}{\displaystyle {\overline {\mathbb {R} }}} is a subsequential limit of {\displaystyle (x_{n})}(x_{n}) if there exists a strictly increasing sequence of natural numbers {\displaystyle (n_{k})}{\displaystyle (n_{k})} such that {\displaystyle \xi =\lim {k\to \infty }x{n_{k}}}{\displaystyle \xi =\lim {k\to \infty }x{n_{k}}}. If {\displaystyle E\subseteq {\overline {\mathbb {R} }}}{\displaystyle E\subseteq {\overline {\mathbb {R} }}} is the set of all subsequential limits of {\displaystyle (x_{n})}(x_{n}), then
{\displaystyle \limsup {n\to \infty }x{n}=\sup E}{\displaystyle \limsup {n\to \infty }x{n}=\sup E}
and
{\displaystyle \liminf {n\to \infty }x{n}=\inf E.}{\displaystyle \liminf {n\to \infty }x{n}=\inf E.}
If the terms in the sequence are real numbers, the limit superior and limit inferior always exist, as the real numbers together with ±∞ (i. e. the extended real number line) are complete. More generally, these definitions make sense in any partially ordered set, provided the suprema and infima exist, such as in a complete lattice.
Whenever the ordinary limit exists, the limit inferior and limit superior are both equal to it; therefore, each can be considered a generalization of the ordinary limit which is primarily interesting in cases where the limit does not exist. Whenever lim inf xn and lim sup xn both exist, we have
{\displaystyle \liminf {n\to \infty }x{n}\leq \limsup {n\to \infty }x{n}.}\liminf {n\to \infty }x{n}\leq \limsup {n\to \infty }x{n}.
Limits inferior/superior are related to big-O notation in that they bound a sequence only “in the limit”; the sequence may exceed the bound. However, with big-O notation the sequence can only exceed the bound in a finite prefix of the sequence, whereas the limit superior of a sequence like e−n may actually be less than all elements of the sequence. The only promise made is that some tail of the sequence can be bounded above by the limit superior plus an arbitrarily small positive constant, and bounded below by the limit inferior minus an arbitrarily small positive constant.
The limit superior and limit inferior of a sequence are a special case of those of a function (see below).
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