Let $(a_n)_n$ and $(b_n)_n$ be two positive real sequences.
If $0\leq a_n \leq b_n$ and $\lim b_n$ exists. Is $\lim a_n$ exists?
I ask this question because now I'm reading a paper and I think the authors used the above properties, but I think it's not in general true.

Of course it is not true in general. Take $a_n=1+(-1)^n$ and $b_n=2$. Then your conditions are satisfied, but $\lim_{n\to\infty}a_n$ does not exist.