I want to prove that for any sequences $(a_n)$ and $(b_n)$, the following holds $$\limsup(a_n+b_n)\ge \liminf a_n+\limsup b_n \tag 1$$
I want to prove the above inequality only for the case when quantities on RHS are finite.
I'm using the following definition.
Definition: $\liminf_{n\to \infty} x_n= \lim_{n\to \infty} (\inf_{m\ge n}x_m)$, where quantity in parentheses on RHS is $\inf\{x_m: m\ge n\}$.
Now, RHS can be simplified using the definition as follows:
$\liminf a_n+\limsup b_n=\lim (\inf_{m\ge n} a_m+\sup_{m\ge n} b_m)$. Let $u_n:=\sup_{m\ge n} b_m $
For any $n$, there exists some $m'\ge n$ such that $$\inf_{m\ge n} a_m+(u_n-\frac 1n)\le a_{m'}+b_{m'}\le\sup_{m\ge n}(a_m+b_m)\tag 2$$ It follows by $(2)$ that $\inf_{m\ge n} a_m+u_n-\frac 1n\le \sup_{m\ge n}(a_m+b_m)$, which gives $$\lim_{n\to \infty}(\inf_{m\ge n} a_m+u_n-\frac 1n)\le\lim_{n\to \infty}\sup_{m\ge n}(a_m+b_m)\tag 3$$ and LHS of $(3)$ (by limit rules and noting that $\frac 1n\to 0$) simplifies to $\liminf a_n+\lim u_n\le\limsup (a_n+b_n)$. This proves $(1)$.
Is my proof correct? Thanks.
You are making it too complicated.
$(a_n+b_n) \ge \inf_{m \ge n}a_m+b_n$ for all $n$.
Hence $\sup_{k \ge n} (a_k+b_k) \ge \sup_{k \ge n} (\inf_{m \ge k}a_m+b_k)$.
Note that $\inf_{m \ge n}a_m \to \liminf_n a_n = \sup_n \inf_{m \ge n}a_m$, hence taking limits we get the desired result.
(Note that if $c_n \to c$, then $\limsup_n (c_n+b_n) = c + \limsup_n b_n$.)