I've been working my way through Rudin's PoMA, and I was thinking about subsequential limits.
If you take a sequence with finitely many subsequential limits, then the set of subsequential limits is clearly closed and compact.
Theorem 3.17 in Rudin states that the upper limit of a sequence is the limit of some subsequence. This gives me the feeling that perhaps the set of subsequential limits for a divergent sequence with infinitely many subsequnetial limits is also closed or compact. Admittedly, however, I don't think this follows directly from theorem 3.17.
I've toyed with this idea for a bit, but I haven't been able to come up with a proof or a counter-example. Is this true or false, and what's the proof? Does this have any other interesting extensions/implications?
The upper limit is an infimum of a monotonically decreasing sequence, and that is what guarantees its existence (can be infinity). If $(a_{n})$ is a sequence then $$\lim\sup a_n =\lim_{n\rightarrow1}\sup_{k\geq n}a_k =\inf_{n\geq 1}\sup_{k\geq n}a_k.$$ Observe that the sequence $(\sup_{k\geq n}a_k)_{n\geq 1}$ is decreasing.
This is equal to the supremum of the set of the real numbers that consists of the limits of all convergent subsequences.
So, we should not worry about the set of subsequential limits being closed or bounded. The upper limit can in fact be $\infty$.