Appendix A、Limits of Sequences of Numbers 数理金融学入门 教学课件.pdfVIP

APPENDIX A Limit of Sequences of Numbers sequence limit , . limit , . Let (an ) be a sequence of real numbers. Definition A.1. (1) Suppose that there is a real number U satisfying the follow- ing two conditions: (a) For all ε 0, there exists an N 0 such that for all n ≥ N , an U + ε. (b) Given ε 0 and given m 0, there exists an n m such that an U − ε. Then U is called the limit superior (or upper limit) of (a ) and we write n U = lim sup an = lim an . n→∞ n→∞ (2) If (an ) is not bounded above, we define lim sup an = +∞. n→∞ (3) If (a ) is bounded above, but not bounded below and if (a ) has no finite limit n n superior, then we say lim sup an = −∞. n→∞ 173 174 A. LIMIT OF SEQUENCES OF NUMBERS (4) The limit inferior (or lower limit) of (a ) is defined by n lim inf a = lim a = − lim sup(−a ). n n n n→∞ n→∞ n→∞ , . Remark . Remark A.2. (a) in Definition A.1 (1) =⇒ all terms after AN lie to the left of U + ε; (b) in Definition A.1 (1) =⇒ infinite many terms lie to the right of U − ε. Remark A.3. Since