The
power set ℘(
X) of a
set X is a
complete lattice that is ordered by
set inclusion, and so the supremum and infimum of any set of subsets (in terms of set inclusion) always exist. In particular, every subset
Y of
X is bounded above by
X and below by the
empty set ∅ because ∅ ⊆
Y ⊆
X. Hence, it is possible (and sometimes useful) to consider superior and inferior limits of sequences in ℘(
X) (i.e., sequences of subsets of
X). There are two common ways to define the limit of sequences of sets. In both cases: • The sequence
accumulates around sets of points rather than single points themselves. That is, because each element of the sequence is itself a set, there exist accumulation
sets that are somehow nearby to infinitely many elements of the sequence. • The supremum/superior/outer limit is a set that
joins these accumulation sets together. That is, it is the
union of all of the accumulation sets. When ordering by set inclusion, the supremum limit is the least upper bound on the set of accumulation points because it
contains each of them. Hence, it is the supremum of the limit points. • The infimum/inferior/inner limit is a set where all of these accumulation sets
meet. That is, it is the
intersection of all of the accumulation sets. When ordering by set inclusion, the infimum limit is the greatest lower bound on the set of accumulation points because it is
contained in each of them. Hence, it is the infimum of the limit points. • Because ordering is by set inclusion, then the outer limit will always contain the inner limit (i.e., lim inf
Xn ⊆ lim sup
Xn). Hence, when considering the convergence of a sequence of sets, it generally suffices to consider the convergence of the outer limit of that sequence. The difference between the two definitions involves how the
topology (i.e., how to quantify separation) is defined. In fact, the second definition is identical to the first when the
discrete metric is used to induce the topology on
X.
General set convergence A sequence of sets in a
metrizable space X approaches a limiting set when the elements of each member of the sequence approach the elements of the limiting set. In particular, if (X_n) is a sequence of subsets of X, then: • \limsup X_n, which is also called the
outer limit, consists of those elements which are limits of points in X_n taken from
(countably) infinitely many n. That is, x \in \limsup X_n if and only if there exists a sequence of points (x_k) and a (X_{n_k}) of (X_n) such that x_k \in X_{n_k} and \lim_{k\to\infty} x_k = x. • \liminf X_n, which is also called the
inner limit, consists of those elements which are limits of points in X_n for all but finitely many n (that is,
cofinitely many n). That is, x \in \liminf X_n if and only if there exists a of points (x_k) such that x_k \in X_k and \lim_{k\to\infty} x_k = x. The limit \lim X_n exists if and only if \liminf X_n and \limsup X_n agree, in which case \lim X_n = \limsup X_n = \liminf X_n. The outer and inner limits should not be confused with the
set-theoretic limits superior and inferior, as the latter sets are not sensitive to the topological structure of the space.
Special case: discrete metric This is the definition used in
measure theory and
probability. Further discussion and examples from the set-theoretic point of view, as opposed to the topological point of view discussed below, are at
set-theoretic limit. By this definition, a sequence of sets approaches a limiting set when the limiting set includes elements which are in all except finitely many sets of the sequence
and does not include elements which are in all except finitely many complements of sets of the sequence. That is, this case specializes the general definition when the topology on set
X is induced from the
discrete metric. Specifically, for points
x,
y ∈
X, the discrete metric is defined by :d(x,y) := \begin{cases} 0 &\text{if } x = y,\\ 1 &\text{if } x \neq y, \end{cases} under which a sequence of points (
xk) converges to point
x ∈
X if and only if
xk =
x for all but finitely many
k. Therefore,
if the limit set exists it contains the points and only the points which are in all except finitely many of the sets of the sequence. Since convergence in the discrete metric is the strictest form of convergence (i.e., requires the most), this definition of a limit set is the strictest possible. If (
Xn) is a sequence of subsets of
X, then the following always exist: • lim sup
Xn consists of elements of
X which belong to
Xn for
infinitely many n (see
countably infinite). That is,
x ∈ lim sup
Xn if and only if there exists a subsequence (''X'
n'k
) of (X''
n) such that
x ∈ ''X'
n'k
for all k''. • lim inf
Xn consists of elements of
X which belong to
Xn for
all except finitely many n (i.e., for
cofinitely many
n). That is,
x ∈ lim inf
Xn if and only if there exists some
m > 0 such that
x ∈
Xn for all
n >
m. Observe that
x ∈ lim sup
Xn if and only if
x ∉ lim inf
Xnc. • lim
Xn exists if and only if lim inf
Xn and lim sup
Xn agree, in which case lim
Xn = lim sup
Xn = lim inf
Xn. In this sense, the sequence has a limit so long as every point in
X either appears in all except finitely many
Xn or appears in all except finitely many
Xnc. {{Cite book Using the standard parlance of set theory,
set inclusion provides a
partial ordering on the collection of all subsets of
X that allows set intersection to generate a greatest lower bound and set union to generate a least upper bound. Thus, the infimum or
meet of a collection of subsets is the greatest lower bound while the supremum or
join is the least upper bound. In this context, the inner limit, lim inf
Xn, is the
largest meeting of tails of the sequence, and the outer limit, lim sup
Xn, is the
smallest joining of tails of the sequence. The following makes this precise. • Let
In be the meet of the
nth tail of the sequence. That is, ::\begin{align}I_n &= \inf\,\{ X_m : m \in \{n, n+1, n+2, \ldots\}\}\\ &= \bigcap_{m=n}^{\infty} X_m = X_n \cap X_{n+1} \cap X_{n+2} \cap \cdots. \end{align} :The sequence (
In) is non-decreasing (i.e.
In ⊆
In+1) because each
In+1 is the intersection of fewer sets than
In. The least upper bound on this sequence of meets of tails is ::\begin{align} \liminf_{n\to\infty} X_n &= \sup\,\{ \,\inf\,\{X_m: m \in \{n, n+1, \ldots\}\}: n \in \{1,2,\dots\}\}\\ &= \bigcup_{n=1}^\infty \left({\bigcap_{m=n}^\infty}X_m\right)\!. \end{align} :So the limit infimum contains all subsets which are lower bounds for all but finitely many sets of the sequence. • Similarly, let
Jn be the join of the
nth tail of the sequence. That is, ::\begin{align}J_n &= \sup\,\{ X_m : m \in \{n, n+1, n+2, \ldots\}\}\\ &= \bigcup_{m=n}^{\infty} X_m = X_n \cup X_{n+1} \cup X_{n+2} \cup \cdots. \end{align} :The sequence (
Jn) is non-increasing (i.e.
Jn ⊇
Jn+1) because each
Jn+1 is the union of fewer sets than
Jn. The greatest lower bound on this sequence of joins of tails is ::\begin{align} \limsup_{n\to\infty} X_n &= \inf\,\{ \,\sup\,\{X_m: m \in \{n, n+1, \ldots\}\}: n \in \{1,2,\dots\}\}\\ &= \bigcap_{n=1}^\infty \left({\bigcup_{m=n}^\infty}X_m\right)\!. \end{align} :So the limit supremum is contained in all subsets which are upper bounds for all but finitely many sets of the sequence.
Examples The following are several set convergence examples. They have been broken into sections with respect to the metric used to induce the topology on set
X. ; Using the
discrete metric • The
Borel–Cantelli lemma is an example application of these constructs. ; Using either the discrete metric or the
Euclidean metric • Consider the set
X = {0,1} and the sequence of subsets: ::(X_n) = (\{0\},\{1\},\{0\},\{1\},\{0\},\{1\},\dots). :The "odd" and "even" elements of this sequence form two subsequences, ({0}, {0}, {0}, ...) and ({1}, {1}, {1}, ...), which have limit points 0 and 1, respectively, and so the outer or superior limit is the set {0,1} of these two points. However, there are no limit points that can be taken from the (
Xn) sequence as a whole, and so the interior or inferior limit is the empty set { }. That is, :* lim sup
Xn = {0,1} :* lim inf
Xn = { } :However, for (
Yn) = ({0}, {0}, {0}, ...) and (
Zn) = ({1}, {1}, {1}, ...): :* lim sup
Yn = lim inf
Yn = lim
Yn = {0} :* lim sup
Zn = lim inf
Zn = lim
Zn = {1} • Consider the set
X = {50, 20, −100, −25, 0, 1} and the sequence of subsets: ::(X_n) = (\{50\}, \{20\}, \{-100\}, \{-25\}, \{0\}, \{1\}, \{0\}, \{1\}, \{0\}, \{1\}, \dots). :As in the previous two examples, :* lim sup
Xn = {0,1} :* lim inf
Xn = { } :That is, the four elements that do not match the pattern do not affect the lim inf and lim sup because there are only finitely many of them. In fact, these elements could be placed anywhere in the sequence. So long as the
tails of the sequence are maintained, the outer and inner limits will be unchanged. The related concepts of
essential inner and outer limits, which use the
essential supremum and
essential infimum, provide an important modification that "squashes" countably many (rather than just finitely many) interstitial additions. ; Using the Euclidean metric • Consider the sequence of subsets of
rational numbers: ::(X_n) = ( \{0\}, \{1\}, \{1/2\}, \{1/2\}, \{2/3\}, \{1/3\}, \{3/4\}, \{1/4\}, \dots ). :The "odd" and "even" elements of this sequence form two subsequences, ({0}, {1/2}, {2/3}, {3/4}, ...) and ({1}, {1/2}, {1/3}, {1/4}, ...), which have limit points 1 and 0, respectively, and so the outer or superior limit is the set {0,1} of these two points. However, there are no limit points that can be taken from the (
Xn) sequence as a whole, and so the interior or inferior limit is the empty set { }. So, as in the previous example, :* lim sup
Xn = {0,1} :* lim inf
Xn = { } :However, for (
Yn) = ({0}, {1/2}, {2/3}, {3/4}, ...) and (
Zn) = ({1}, {1/2}, {1/3}, {1/4}, ...): :* lim sup
Yn = lim inf
Yn = lim
Yn = {1} :* lim sup
Zn = lim inf
Zn = lim
Zn = {0} :In each of these four cases, the elements of the limiting sets are not elements of any of the sets from the original sequence. • The Ω limit (i.e.,
limit set) of a solution to a
dynamic system is the outer limit of solution trajectories of the system. Because trajectories become closer and closer to this limit set, the tails of these trajectories
converge to the limit set. :* For example, an LTI system that is the
cascade connection of several
stable systems with an undamped second-order
LTI system (i.e., zero
damping ratio) will oscillate endlessly after being perturbed (e.g., an ideal bell after being struck). Hence, if the position and velocity of this system are plotted against each other, trajectories will approach a circle in the
state space. This circle, which is the Ω limit set of the system, is the outer limit of solution trajectories of the system. The circle represents the locus of a trajectory corresponding to a pure sinusoidal tone output; that is, the system output approaches/approximates a pure tone. ==Generalized definitions==