Wednesday, October 23, 2013

Subadditivity, Limits and Lim Inf

Consider a sub-additive sequence $a_n$ for $n \geq 1$, where sub-additivity is defined as follows :
$$a_{n+m} \leq a_n + a_m$$

Fekete's Lemma says that for any such sequence $\lim_{n \rightarrow \infty} a_n/n = \lim \inf_{n \rightarrow \infty} a_n/n $, which can be easily proved. The proof is as follows-

Let $\lim \inf_{n \rightarrow \infty} a_n/n  = l$. Therefore, $\exists K$ s.t.
$$\left\vert \frac{a_K}{K} - l \right\vert = \epsilon/2$$

Now consider a large enough $L$ such that $ \frac{a_r}{KL} < \epsilon/2, \forall  r < K$. Thus, for every $n \geq KL$ we can write $n$ as $n = Kq + r$, where $q \geq L$ and $r<K$. Therefore,

\begin{align}
\frac{a_n}{n} & \leq \frac{q a_K}{Kq+r} + \frac{a_r}{Kq+r} \\
                        & \leq \frac{q a_K}{Kq} + \frac{a_r}{Kq} \\
                        & \leq \frac{a_K}{K} + \frac{a_r}{Kq} \\
                        & \leq  l + \frac{\epsilon}{2} + \frac{\epsilon}{2}\\
\end{align}

Since this is true for all $n > KL$ the limit exists and is equal to $l$. An alternate but similar proof is given here.



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