Prove: $\limsup a_n = \infty \implies \exists{a_{n_k}} (a_{n_k} \to \infty)$
Is this correct?
Proof:
Consider $a_n^* =\inf\{a_k : k \geq n\}$. Thus, $a_n^*$ is monotone non-decreasing. $\limsup a_n = \infty \implies a_n^*$ is unbounded.
Thus, $a_n^*$ is unbounded and montone non-decreasing.
Therefore $a_n^* \to \infty$
Let me know if I need stronger justifications or how I can improve the clarity of my proof.
First of all, you should use the fact that the sequence $$a_k^*=\sup\{a_n; n\ge k\}$$ converges to $+\infty$. (Since $\limsup a_n =\lim_{k\to\infty} \sup\{a_n; n\ge k\}$.) The same is not true about $\inf\{a_n; n\ge k\}$.
What we know about the sequence $a_k^*$.
If supremum of some set of real numbers is $+\infty$, then it contains arbitrarily large numbers. So we can construct $a_{n_k}$ inductively as follows: If we know $a_{n_1},\dots,a_{n_k}$, then we choose $a_{n_{k+1}}$ in a such way that:
We know existence of such $n_{k+1}$ from the fact that $\sup\{ a_n; n>n_k\}=+\infty$.
Maybe it is worth mentioning that this result is true not only for $+\infty$. If $S=\limsup a_n$, then there is a subsequence $(a_{n_k})$ such that $S=\lim_{k\to\infty} a_{n_k}$.