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Question

Math 6210 • Real Analysis

2005 • Question 2

Let \(f_1,f_2,\ldots \) be a sequence of real-valued convex functions on \(\mathbb R\). Define their upper-limit via \[ \overline f(x)=\limsup _{n\to \infty } f_n(x); \] and the lower-limit via \[ \underline f(x)=\liminf _{n\to \infty } f_n(x). \] Prove or find a counterexample to each of the following two statements:

(i) \(\overline f\) is convex.

(ii) \(\underline f\) is convex.

Raw LaTeX

Let \(f_1,f_2,\ldots\) be a sequence of real-valued convex functions
on \(\mathbb R\). Define their upper-limit via
\[
\overline f(x)=\limsup_{n\to\infty} f_n(x);
\]
and the lower-limit via
\[
\underline f(x)=\liminf_{n\to\infty} f_n(x).
\]
Prove or find a counterexample to each of the following two statements:

(i) \(\overline f\) is convex.

(ii) \(\underline f\) is convex.