Proving that $1_{\limsup A_n}=\limsup1_{A_n}$. Proving that $$1_{\limsup A_n}=\limsup1_{A_n}$$
$$1_{\limsup A_n}= \begin{cases}1, x \in \bigcap_{n=1}^{+ \infty}\bigcup_{k=n}^{+\infty}A_n \\ 0, x \notin \ldots\end{cases}$$
or that $x$ is in infinitely many $A_n$. And also:
$$\limsup1_{A_n}=\inf_{n\geq1}\{\sup_{k \geq n}\{1_{A_n}\}\}$$ this function seems to be $1$ when $x\in A_n$ (just one set). I clearly am not understanding this $\inf\{\sup\{\ldots\}\}$ definition correctly. Can someone enlighten this for me. I have a test very soon.

For an arbitrary $x$ the following statements are equivalent:


*

*$1_{\limsup A_{n}}\left(x\right)=1$

*$x\in\limsup A_{n}$

*$\forall n\in\mathbb{N}\exists k\geq n\left[x\in A_{k}\right]$

*$\forall n\in\mathbb{N}\exists k\geq n\left[1_{A_{k}}\left(x\right)=1\right]$

*$\forall n\in\mathbb{N}\sup_{k\geq n}1_{A_{k}}\left(x\right)=1$

*$\lim_{n\to\infty}\sup_{k\geq n}1_{A_{k}}\left(x\right)=1$
The last expression can be written as $\limsup1_{A_{n}}\left(x\right)=1$.
So we have: $$\forall x\left[1_{\limsup A_{n}}\left(x\right)=1\iff\limsup1_{A_{n}}\left(x\right)=1\right]$$
or equivalently: $$1_{\limsup A_{n}}=\limsup1_{A_{n}}$$

If $s_n:=\sup_{k\geq n}1_{A_{k}}\left(x\right)$ then $(s_n)_n$ by definition is a decreasing sequence in $\{0,1\}$ so that it will converge and: $$\lim s_n=\inf\{s_n\mid n\in\mathbb N\}$$
