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Here is the setup for the problem I'm trying to solve.

Let $a_n$ be a bounded sequence of real numbers and $A$ the set of subsequential limits of $A$. Prove that $A$ is compact.

In $\mathbb{R}$, I can show that $A$ is closed and bounded, which will imply compactness. I am not completely sure how to show this, but here is my attempt.

Bounded: $\{a_n\}$ is bounded, so there exists $M > 0$ such that $|a_n| < M$ for all $n$. Let $a \in A$. So for some subsequence $\{a_{n_k}\}$, we have $(a_{n_k}\} \to a$. So there exists $N$ such that for every $n_k > N$, $|a_{n_k} - a| < 1$. Then, for $n_k > N$, $$ |a| = |a - a_{n_k} + a_{n_k}| \leq |a - a_{n_k}| + |a_{n_k}| < 1 + M. $$ This is an arbitrary element of $A$, so it's true for every element of $E$. So $1 + M$ is a bound for $A$.

Closed: Let $p$ be a limit point of $A$ and $r > 0$. I need to show that $p \in A$, meaning that $p$ itself is a subsequential limit of $a_n$. For $n > 0$, the open ball $B_{\frac{1}{n}} (p)$ contains some points of $A$ which are not equal to $p$. Pick one and call it $p_n$. Then $p_n \to p$.

I'm stuck at this point. I have a sequence in $A$ that converges to $p$, but I need a subsequence of $\{a_n\}$ that converges to $p$. Every $p_n$ is a subsequential limit itself, so I'm not sure if I can pick elements of individual subsequences arbitrarily close to $p_n$ so to maintain the limit $p$.

1 Answers1

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I'm not sure if I can pick elements of individual subsequences arbitrarily close to $p_n$ so to maintain the limit $p$.

You have the right idea.

For each $p_n$, there is some subsequence $a_{j_{n, 1}}, a_{j_{n, 2}}, \ldots$ that converges to $p_n$.

For each $n=1,2,\ldots$, choose $j^*_n$ satisfying both

  • $|a_{j^*_n} - p_n| < 1/n$
  • $j^*_n > j^*_{n-1}$ (if $n > 1$)

Then $a_{j^*_1}, a_{j^*_2}, \ldots$ is a subsequence of the original sequence. Given any $\epsilon > 0$, there exists $N$ such that for $n \ge N$ the following hold:

  • $|p_n - p| < \epsilon / 2$
  • $1/n < \epsilon / 2$

Then for $n \ge N$ we have $$|a_{j^*_n} - p| \le |a_{j^*_n} - p_n| + |p_n - p| < 1/n + \epsilon / 2 < \epsilon.$$

angryavian
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