I am stuck with the following problem.
Prove that $$\limsup_{n \to \infty} (a_n+b_n) \le \limsup_{n \to \infty} a_n + \limsup_{n \to \infty} b_n$$
I was thinking of using the triangle inequality saying $$|a_n + b_n| \le |a_n| + |b_n|$$ but the problem is not about absolute values of the sequence.
Intuitively it's clear that this is true because $a_n$ and $b_n$ can "reduce each others magnitude" if they have opposite signs, but I cannot express that algebraically...
Can someone help me out ?
On
Hint:
Given two sequences, $\;\displaystyle \{a_n\}_{n \in \Bbb N},\;$ $\,\{b_n\}_{n \in \Bbb N},\;$
and given the definition of the supremum of a sequence, we can see that for every $k\geq n$, $$(a_k + b_k) \;\; \leq \;\;\sup_{k\geq n} a_k + \sup_{k\geq n} b_k\,.$$
Now how does this imply that $$\lim_{n\to \infty} \sup(a_n + b_n) \;\; \leq \;\; \lim _{n \to \infty} \sup a_n + \lim_{n\to \infty} \sup b_n\quad ?$$
Added: see Definition 3.16, Theorem 3.17, 3.19: perhaps you'd prefer to use the notation used there.
Define for all natural numbers $k$: $A_k = \sup\{ a_n: n \ge k \}$, $B_k = \sup\{ b_n: n \ge k \}$ (where $A_k, B_k \in \mathbb{R} \cup \{+\infty\}$, (They are decreasing because for larger $k$ we take the $\sup$ of fewer terms), so that by definition $\limsup_{n \to \infty} a_n = \lim_{k \to \infty} A_k$ and similarly for $B_k$ and $\limsup_{n \to \infty} b_n$. Also we consider the $C_k = \sup \{ (a_n + b_n) : n \ge k \}$, so that $\lim_{k \to \infty} C_k = \limsup_{n \to \infty} (a_n+b_n)$.
Now, fix an index $k$, then for all $n \ge k$ we have $a_n + b_n \le A_k + B_k$, because we estimate $a_n$ by the supremum of all terms of $(a_n)$ with $n \ge k$ and likewise for the $b_n$. As (for fixed $k$) the right hand side is fixed:
$$C_k = \sup \{ (a_n + b_n : n \ge k \} \le A_k + B_k\mbox{.}$$
This holds for all $k$, so we take the $\inf$ or $\lim$ on both sides as $k$ tends to infinity, and this preserves the inequality and we are done.