c Gabriel Nagy

Strange Limits
Notes from the Functional Analysis Course (Fall 07 - Spring 08) Prerequisites: The reader is assumed to be familiar with the Hahn-Banach Theorem and/or the theory of (ultra)lter convergence. References to some of my notes will be added later. Notations. Given a non-empty set S , we denote by R (S ) the vector space of all bounded ( S ) will also be written as an S -tuple functions x : S R. On occasion an element x R x = (xs )sS . If S is innite, we denote by Pn (S ) the collection of all nite subsets of S . Assuming S is innite, for an element x = (xs )sS R (S ), we can dene the quantities lim sup xs =
S F Pn (S )

inf

sup xs ,
sS F sS F

lim inf xs =
S

sup
F Pn (S )

inf xs .
R (S )

Denition. Suppose S is innite. A limit operation on S is a linear map : satisfying the inequalities: lim inf xs (x) lim sup xs , x = (xs )sS
S S R (S ).

R, (1)

Comment. Of course, the quantities lim supS xs and lim inf S xs can be dened for arbitrary S -tuples, in which case these limits might equal . In fact, this allows one to use S -tuples which might take innite values. In other words, one might consider maps x : S [, ]. We will elaborate on his point of view later in this note. With the above terminology, our problem is to construct limit operations. The key diculty arises from the linearity requirement. Remark. In order to produce a limit operation : R (S ) R, besides the linearity of , all we need is half of (1), namely (x) lim sup xs , x = (xs )sS
S R (S ).

(1)

(Note that lim inf S xs = lim supS (xs ).) Below we illustrate two methods of nding limit operations. The reader is warned that neither of them is constructive! Both methods are based on the Axiom of Choice/Zorn Lemma. Method 1: Hahn-Banach Approach. Consider the map q : R (S ) R, dened by q (x) = lim sup xs , x = (xs )sS
S R (S ),

(2)

and the space CvgR (S ) = x = (xs )sS The three key observations are as follows: 1
R (S )

: lim inf xs = lim sup xs .

S S

(i) q is a quasi-seminorm on

R (S ),

i.e.
R (S );

q (x + y ) q (x) + q (y ), x, y q (tx) = tq (x), x

R (S ),

t [0, ).
R (S );

(ii) CvgR (S ) is a linear subspace of (iii) the restriction 0 = q Since

CvgR (S )

: CvgR (S ) R is linear.

0 (x) q (x), x CvgR (S ), (in fact we have equality!), by the Hahn-Banach Theorem, 0 can be extended to a linear map : R (S ) R, satisfying (x) q (x), x
R (S ),

which is exactly (1) Method 2: Limits along ultralters. Fix U a non-constant ultralter on S . For every x = (xs )sS R (S ), let K (x) denote the closure of the set {xs : s S }, so we can now regard x as a function x : S K (x). Since (xs )sS is bounded, the set K (x) R is compact. If we consider then the push-forward x U = {V K (x) : x1 (V ) U}, we know that this is an ultralter in K (x), so by compactness x U converges to some (unique) point in K (x). This point uniquely determined by x and U is denoted by limU S xs and is referred to as the limit of (xs )sS along U . This way we produce a map lim U :
S R (S )

R.

(3)

The map (3) is not just linear, but also multiplicative. The proof of these two statements is left as an exercise. Finally, the map (3) is in fact a limit operation. By previous discussion, it suces to show that (1) lim U xs lim sup xs , x = (xs )sS R (S ).
S S

To prove this, we argue by contradiction. Assume there is some S -tuple (xs )sS with limU S xs > lim supS xs . Pick then some real number , such that lim U xs > > lim sup xs .
S sS

(4)

On the one hand, the set M = (, ) K (x) is a neighborhood of limU S xs in K (x), so since U we assume that x U converges to limS xs , it follows that M belongs to x U , i.e. the set A = x1 (M ) = {s S : xs > } (5)

belongs to U . On the other hand, by the denition of lim sup (as an inmum), there exists some nite set F S , such that sup xs < ,
sS F

which obviously entails xs < , s S F. (6) This clearly forces the set A, dened in (5) to be contained in F , thus A must be nite. But this is impossible, since non-constant ultralters do not contain nite sets. Remark. Suppose x = (xs )sS is an arbitrary S -tuple possibly taking innite values. This means that xs [, ]. We can still think of [, ] as a compact space, so for an non-constant ultralter U on S we can still dene limU S xs , this time thinking of x U as an ultralter on [, ]. This outer limit operation will still satisfy lim inf xs lim U xs lim sup xs .
S S S

(7)

for all [, ]-valued S -tuples x = (xs )sS . Exercises. Before continuing, the reader should work all problems below. 1. Prove that the outer limit dened above agrees with the one outlined in Method 2 on bounded S -tuples. In other words, the compact sets K (x) are not needed: they can all be replaced by [, ] 2. Prove that if x = (xs )sS is constant, i.e. xs = k [, ], then limU S xs = k , for every non-constant ultralter U . 3. Prove that limU S :
R (S )

R is linear and multiplicative.

4. Prove that the usual Calculus rules involving innite limits are also valid for the limU S operations. 5. Prove that in the case when S = N, the denitions of lim supS and lim inf S agree with the traditional ones: lim supn and lim inf n . Application: Banach Limits. From this point on we specialize to the case S = N. In this situation we will deal with the space of all bounded real-valued sequences, which is simply denoted by R . One operator is of a particular interest for us: the backward shift S : R R dened by S (x1 , x2 , x3 , . . . ) = (x2 , x3 , x4 , . . . ). A limit operation :
R

R is called a Banach limit, if (Sx) = (x), x

R .

(8)

With this terminology, Banachs Limit Theorem simply states the existence of Banach limits.

First Proof. Consider the average operator A : A(x1 , x2 , x3 , . . . ) = x1 ,

dened by

x1 + x2 x1 + x2 + x3 , ,... . 2 3

Using the quasi-seminorm q dened in (2) we have the inequality q (Ax) q (x), x
R .

(9)

+xn (This is Cesaros Theorem, which states that lim supn x1 +x2 + lim supn xn .) If n we start now with a limit operation 0 , and we dene = 0 A, then : R R is still linear, and by (9) it still satises the inequality

(x) q (x), x

R ,

(10)

thus will still be a limit operation. In order to prove (8), start with some sequence x = (xn ) n=1 , so that the sequence y = Sx x R is given by yn = xn+1 xn , and then the averaged sequence z = Ay is given by zn = (xn+1 x1 )/n. Since (xn ) n=1 is bounded, we clearly have limn zn = 0, so 0 (z ) = 0. Of course, by the construction of this means that (y ) = 0 (Ay ) = 0, which then simply reads: (Sx x) = 0, x
R .

(11)

By the linearity of , this yields the desired conclusion (8). Second Proof. Let us forget now everything about the availability of limit operations! Starting from scratch, we aim at directly constructing a linear map : R R, satisfying (10) and (11). If we consider the linear subspace Y = Range(S Id) = {Sx x : x then all we need to do is check the condition: 0 q (y ), y Y . (12)
R },

Indeed, if the above inequality holds, then can be any linear extension of the zero map 0 : Y R satisfying (10), and the existence of such extensions is a consequence of the Hahn-Banach Theorem. (The condition Y = 0 is exactly condition (11).) To check (12), all we need to do (see the notations from the rst proof) is prove the inequality (13) lim sup(xn+1 xn ) 0, x = (xn ) n=1 R .
n

But this inequality follows trivially from Cesaros Theorem arguing by contradiction: if there is some x = (xn ) n=1 R , such that the quantity L = lim supn (xn+1 xn ) is negative, then xn n lim supn n L < 0, which is impossible, since boundedness forces limn x = 0. n