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I am trying to find: $$\liminf_{n\to\infty} \ f_n$$

where $f_n = \mathbb{1}_{[n,n+1]}$ is the indicator function that takes value $1$ in the set $[n,n+1]$ and $0$ elsewhere. It seems intuitively obvious to me that the liminf should be zero. However, when I picture the graph of $f_n$, it seems that for $n \geq 1$, it is just a horizontal line at $1$ that goes off to infinity. Can anyone tell me what I am missing here? Thanks!

2 Answers2

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A more general way to see it. Let $A_n$ a sequence of subsets of $X$. Define $$\liminf_{n\to\infty} A_n:=\bigcup_{n\in\mathbb N}\bigcap_{m\ge n} A_m\\\limsup_{n\to\infty} A_n:=\bigcap_{n\in\mathbb N}\bigcup_{m\le n} A_m$$

It holds the following caracterization:

$$\liminf_{n\to\infty}A_n=\{x\in X\,:\,x\in A_n\text{ for all }n\text{ sufficiently large}\}\\ \limsup_{n\to\infty}A_n=\{x\in X\,:\,x\in A_n\text{ for infinitely many values of }n\}$$

And, not so surprisingly,

$$1_{\liminf_{n\to\infty} A_n}=\liminf_{n\to\infty}\ 1_{A_n}\\ 1_{\limsup_{n\to\infty} A_n}=\limsup_{n\to\infty}\ 1_{A_n}$$

This should help you solve it, and maybe provide you with some insight on the problem. The sequence $[n,n+1]$ is made of sets that "go to infinity": can a real number be definitely contained in them? Can it even be frequently contained in them?

  • Care to weigh in on this question? http://stats.stackexchange.com/q/180618/95564 The stats community doesn't seem have to have the same prowess as you guys do for these types of problems. – RustyStatistician Nov 25 '15 at 06:45
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For any fixed $x$, there exists $N \in \mathbb{N}$ such that $N > x$ so that $I_{[n, n + 1]}(x) = 0$ for all $n > N$. So in fact the statement can be strengthened as $$\lim_{n \to \infty} f_n(x) = 0,$$ which of course implies that $\liminf_{n \to \infty} f_n(x) = 0$.

Zhanxiong
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