Sequenceof Setsand Limits
Sequenceof Setsand Limits
Sequenceof Setsand Limits
Define
I Bn = ∪∞
k=n Ak and
I Cn = ∩∞
k=n Ak
Note that Bn and Cn are both monotonic. In particular, Bn ↓ n
and Cn ↑ n.
B = lim Bn =
n
Limit superior and Limit inferior
For any sequence of sets {An } define
I
lim sup An = ∩∞ ∞
n=1 ∪k=n Ak
n
I
lim inf An = ∪∞ ∞
n=1 ∩k=n Ak
n
Define
I Bn = ∪∞
k=n Ak and
I Cn = ∩∞
k=n Ak
Note that Bn and Cn are both monotonic. In particular, Bn ↓ n
and Cn ↑ n.
B = lim Bn = ∩∞ ∞ ∞
n=1 Bn = ∩n=1 ∪k=1 Ak : lim supAn
n n
C = lim Cn =
n
Limit superior and Limit inferior
For any sequence of sets {An } define
I
lim sup An = ∩∞ ∞
n=1 ∪k=n Ak
n
I
lim inf An = ∪∞ ∞
n=1 ∩k=n Ak
n
Define
I Bn = ∪∞
k=n Ak and
I Cn = ∩∞
k=n Ak
Note that Bn and Cn are both monotonic. In particular, Bn ↓ n
and Cn ↑ n.
B = lim Bn = ∩∞ ∞ ∞
n=1 Bn = ∩n=1 ∪k=1 Ak : lim supAn
n n
C = lim Cn = ∪∞ ∞ ∞
n=1 Cn = ∪n=1 ∩k=n Ak : lim infAn
n n
Limit superior and Limit inferior
For any sequence of sets {An } define
I
lim sup An = ∩∞ ∞
n=1 ∪k=n Ak
n
I
lim inf An = ∪∞ ∞
n=1 ∩k=n Ak
n
Define
I Bn = ∪∞
k=n Ak and
I Cn = ∩∞
k=n Ak
Note that Bn and Cn are both monotonic. In particular, Bn ↓ n
and Cn ↑ n.
B = lim Bn = ∩∞ ∞ ∞
n=1 Bn = ∩n=1 ∪k=1 Ak : lim supAn
n n
C = lim Cn = ∪∞ ∞ ∞
n=1 Cn = ∪n=1 ∩k=n Ak : lim infAn
n n
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
1
lim sup An = ∩∞ ∞
n=1 ∪k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
1
lim sup An = ∩∞ ∞
n=1 ∪k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
1
= ∩∞
n=1 {(x, y ) : 0 ≤ x < ∞, 0 ≤ y < }
n
= {(x, y ) : 0 ≤ x < ∞, y = 0}
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
1
lim sup An = ∩∞ ∞
n=1 ∪k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
1
= ∩∞
n=1 {(x, y ) : 0 ≤ x < ∞, 0 ≤ y < }
n
= {(x, y ) : 0 ≤ x < ∞, y = 0}
1
lim inf An = ∪∞ ∞
n=1 ∩k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
1
lim sup An = ∩∞ ∞
n=1 ∪k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
1
= ∩∞
n=1 {(x, y ) : 0 ≤ x < ∞, 0 ≤ y < }
n
= {(x, y ) : 0 ≤ x < ∞, y = 0}
1
lim inf An = ∪∞ ∞
n=1 ∩k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
= ∪∞
n=1 {(x, y ) : 0 ≤ x < n, y = 0}
= {(x, y ) : 0 ≤ x < ∞, y = 0}
A few examples
I Let An = (0, 1] or (1, 2) according to n is even or odd.
Then limn sup An = (0, 2) 6= limn inf An = φ
I An = {(x, y ) : 0 ≤ x < n, 0 ≤ y < n1 }, n ≥ 1
1
lim sup An = ∩∞ ∞
n=1 ∪k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
1
= ∩∞
n=1 {(x, y ) : 0 ≤ x < ∞, 0 ≤ y < }
n
= {(x, y ) : 0 ≤ x < ∞, y = 0}
1
lim inf An = ∪∞ ∞
n=1 ∩k=n {(x, y ) : 0 ≤ x < k, 0 ≤ y < }
n k
= ∪∞
n=1 {(x, y ) : 0 ≤ x < n, y = 0}
= {(x, y ) : 0 ≤ x < ∞, y = 0}
I In general,
lim inf An ⊂ lim sup An
n n
I Proof: We know
∩∞ ∞ ∞ ∞
k=n Ak ⊂ ∩k=n+j Ak ⊂ ∪k=n+j Ak ⊂ ∪k=j Ak
∩∞ ∞ ∞ ∞ ∞ ∞
k=n Ak ⊂ ∪k=j Ak ⇒ ∪n=1 ∩k=n Ak ⊂ ∩n=1 ∪k=n Ak
lim sup An = ∩∞ ∞ ∞ ∞
n=1 (∪k=n Ak ) = ∩n=1 (∪k=1 Ak )
n
since ∪∞ ∞ ∞
k=1 Ak = ∪k=n Ak (An ↑). But ∪k=1 Ak does not depend on
n and thus
lim sup An = ∪∞
n=1 An
n
An important Theorem
lim sup An = ∩∞ ∞ ∞ ∞
n=1 (∪k=n Ak ) = ∩n=1 (∪k=1 Ak )
n
since ∪∞ ∞ ∞
k=1 Ak = ∪k=n Ak (An ↑). But ∪k=1 Ak does not depend on
n and thus
lim sup An = ∪∞
n=1 An
n
Also
lim inf An = ∪∞ ∞ ∞ ∞
n=1 (∩k=n Ak ) = ∪n=1 An since ∩k=n Ak = An
n
lim inf An = ∪∞
n=1 An = lim sup An
n n
Indicator function of Sets
(
1 ifw ∈ A
IA (w ) =
0 ifw ∈ AC
I IAC (w ) = 1 − IA (w )
I IA∩B = IA (w ).IB (w )
I IA∪B ≤ IA (w ) + IB (w )
Define
n
X n X
X n n
X n
X n
X
S1 = IAj , S2 = IAj1 Aj2 , .., Sm = .. IAj1 Aj2 ..Ajm
j=1 j1 =1 <j2 =1 j1 =1 <j2 =1< <jm =1
I / ∪i Ai ⇔ w ∈ ACi ∀i.
Proof: a). If w ∈
LHS=0; RHS=0
b). w ∈ ∪ni=1 Ai ⇔w ∈ Ai for i = 1..m say ,1 ≤ m < n
LHS=1; RHS= m1 − m2 + .... + (−1)m m m =1
I Result:
m+1 m+2
IBm = Sm − Sm+1 + Sm+2 − ...... + (−1)n−m Sn
m m
where Bm = Set of points belonging to exactly m sets
I Proof: Let us assume w ∈ exactly k sets viz A1 , A2 ...., Ak
If k < m, contribution to both LHS and RHS are zero.
If k = m, contribution to LHS=1, to RHS=1 (only Sm )
If k > m?