4

Here is my question. Let $a_{m,n}$ be a positive sequence, and I have that $a_{m,n}\leq L<+\infty$ for all $n$ and $m$. I also know that $\lim_{m\to \infty}a_{m,n}= a_n$ for each $n$ fixed. I understand that if I have $$ \lim_{m\to \infty}\sup_{n\geq 0}|a_{m,n}-a_n|=0,\tag 1 $$ then I have $$ \liminf_{m\to \infty}\liminf_{n\to \infty}a_{m,n} = \liminf_{n\to \infty}\liminf_{m\to \infty}a_{m,n} \tag 2 $$ However, I do not have condition (1) but luckily I only need the half strength of (2), i.e., I only want $$ \liminf_{m\to \infty}\liminf_{n\to \infty}a_{m,n} \geq \liminf_{n\to \infty}\liminf_{m\to \infty}a_{m,n} \tag 3 $$ So, would $(3)$ hold without $(1)$? Or, in the case it does not, can I get a weaker condition to ensure that $(3)$ hold?


Update: from the answer below we know that $(3)$ does not hold in general. So, I update $(1)$ to be $$ \lim_{m\to \infty}\sup_{n\geq 0}(a_n-a_{m,n})\leq0,\tag 4 $$ That is, if $(4)$ hold, we have $(3)$. Here is a quick prove:

We have $$ \liminf_{n\to\infty}\lim_{m\to\infty}a_{m,n}=\liminf_{n\to\infty}a_n $$ by the fact that $\lim_{m\to \infty}a_{m,n}=a_n$.

Moreover, by $(4)$ we have $$ a_n\leq a_{m,n}+c_m $$ for all $n$ where $c_m\to 0$ as $m\to\infty$. Hence, we have $$ \liminf_{m\to\infty}\liminf_{n\to\infty}a_{m,n}\geq \liminf_{n\to\infty}a_n $$ and we are done.

spatially
  • 5,472

1 Answers1

2

(3) doesn't hold in general, even if all the limits actually exist. For any real nummbers $x$ and $y$, define $$ a_{m,n} = \begin{cases} x, &\text{if } m>n, \\ y, &\text{if } m<n. \end{cases} $$ (Understanding why we don't care what $a_{m,m}$ equals is a good reality check on what's below.) Then $$ \lim_{m\to\infty} \lim_{n\to\infty} a_{m,n} = \lim_{m\to\infty} y = y $$ but $$ \lim_{n\to\infty} \lim_{m\to\infty} a_{m,n} = \lim_{n\to\infty} x = x, $$ and we have the freedom to choose $x$ and $y$ as maliciously as we want.

Greg Martin
  • 78,820