So, I am working on problems on Lp spaces. Every time I think of taking limits of both sides of an equation, the solution seems to take limit inferior/ limit superior instead and use the relation between them to prove an equality.
As an example, I had for all p and arbitrary M≤‖f‖∞,
‖f‖p≥μ(E)1/pM
where the norm is the Lp norm of a function on (X,μ) and E is a set of finite measure.
Now I was going to take the limit of both sides with p→∞, and then take limit of M going to ‖f‖∞ to show that limp→∞‖f‖p≥‖f‖∞
but the solutions specifically take lim infp→∞.
I am confused on why they do this? Am I making a fundamental mistake?
Thanks!
Answer
We take the lim inf because we don't know a priori the limit exists, while the lim inf (possibly infinity) always exists.
(here it turns out that the limit indeed exists, we we don't know it yet at this step)
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