Showing that lim_sup a_n b_n = lim a_n lim_sup b_n$

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In summary, the given statement is not always true, as shown by a counterexample. However, if we add the restriction that $M>0$, we can prove it by using the given conditions to show that $\limsup b_n$ is bounded by a value related to $L/M$.
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OhMyMarkov
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Hello everyone! :)

I'm trying to prove the following:
$a_n$ and $b_n$ are real sequences. If $a_n \rightarrow M \in R$, and $\lim \sup a_n b_n = L$ then $\lim \sup a_n b_n = \lim a_n \cdot \lim \sup b_n$.

This is what I got so far:
(1) Let $c_n = a_n b_n$, and let $C_n$ = $\sup \{c_k \; | \; k\geq n \}$. We know that $\lim C_n = L$.
Hence, for a given $\epsilon > 0, \; \exists N \in \mathbb{N} \; s.t. \; \forall n \geq N$, we have that
$|C_n - L| < \epsilon$ and thus $a_n b_n - L < \epsilon$

(2)$a_n \rightarrow M$. Let $\epsilon ' >0, \; \exists N_1 \in \mathbb{N} \; s.t. \; \forall n \geq N_1$, we have that
$M-\epsilon ' < a_n < M+\epsilon '$

(3) Combining (1) and (2), we get
$a_n b_n - L < (M+\epsilon ')b_n - L$

Now I'm stuck here, I want to show the RHS of the equation above is less the $\epsilon$, but I don't know how!

Any directions/suggestions are appreciated!
 
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Re: Showing that $\lim \sup a_n b_n = \lim a_n \lim \sup b_n$

OhMyMarkov said:
Hello everyone! :)

I'm trying to prove the following:
$a_n$ and $b_n$ are real sequences. If $a_n \rightarrow M \in R$, and $\lim \sup a_n b_n = L$ then $\lim \sup a_n b_n = \lim a_n \cdot \lim \sup b_n$.
This is not true without some further restriction. For example, suppose that $a_n=-1$ for all $n$, and that $b_n = 2+(-1)^n.$ Then $\lim a_n = -1$, $\limsup b_n = 3$ and $\limsup a_nb_n = \limsup\bigl(-2-(-1)^n\bigr) = -1$. Then $$ -1 = \limsup a_n b_n \ne \lim a_n \cdot \limsup b_n = -3.$$ You can avoid this by requiring that $M>0.$ In that case, I would set about the proof like this:

Given $\varepsilon>0$, $a_nb_n<L + \varepsilon$ and $a_n>M - \varepsilon$, for all sufficiently large $n$. Thus $b_n < \dfrac{L + \varepsilon}{M - \varepsilon}$, for all sufficiently large $n$. Use that to show that $\limsup b_n \leqslant L/M.$ Next, there are infinitely many values of $n$ such that $a_nb_n>L - \varepsilon$ and $a_n<M + \varepsilon$. Thus there are infinitely many values of $n$ such that $b_n > \dfrac{L - \varepsilon}{M + \varepsilon}$. Use that to show that $\limsup b_n \geqslant L/M.$
 

FAQ: Showing that lim_sup a_n b_n = lim a_n lim_sup b_n$

1. What is the definition of lim_sup a_n?

The limit superior of a sequence a_n is the largest limit point of the sequence, or the supremum of all the accumulation points of the sequence. It is denoted as lim_sup a_n.

2. What is the definition of lim a_n?

The limit of a sequence a_n is the value that the terms of the sequence approach as n gets larger and larger. It is denoted as lim a_n.

3. What is the definition of lim_sup b_n?

The limit superior of a sequence b_n is the largest limit point of the sequence, or the supremum of all the accumulation points of the sequence. It is denoted as lim_sup b_n.

4. How do you show that lim_sup a_n b_n = lim a_n lim_sup b_n?

To show that lim_sup a_n b_n = lim a_n lim_sup b_n, we need to prove that the two quantities are equal. This can be done by showing that the lim_sup of the product sequence a_n b_n is equal to the product of the individual limit supremums lim a_n and lim_sup b_n. This can be proven using the definition of limit supremum and limit, as well as basic properties of real numbers.

5. What is the significance of showing that lim_sup a_n b_n = lim a_n lim_sup b_n?

This equality is significant because it shows that the product of two sequences can be represented by the product of their individual limits. This is useful in many mathematical proofs and calculations, and it helps to understand the relationship between limit supremum and limit. Additionally, this equality is often used in the study of series and convergence of sequences.

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