Let $(a_{m, n})_{m, n}$ be a "double sequence" of real numbers; that is, for every pair $(m, n) \in \mathbb{N} \times \mathbb{N}$, $a_{m, n}$ is a real number. Suppose that, for every $m$, $(a_{m, n})_n$ converges to a limit $x_m$, and that for every $n$ the sequence $(a_{m, n})_m$ converges to a limit $y_n$. What is an example in which $(x_m)_m$ and $(y_n)_n$ both converge, but converge to different limits, i.e.$$\lim_{m \to \infty} \lim_{n \to \infty} a_{m, n} \neq \lim_{n \to \infty} \lim_{m \to \infty} a_{m, n}?$$
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I would advice that next time you should also provide your motivation for the question and your progress so far on the question. It'd would make people want to help you more. β BigbearZzz Jan 31 '16 at 17:22
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2@Giovanni That one asks about sufficient conditions for equality, and the answers offer no examples of the kind requested here. β Jan 31 '16 at 17:56
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1@LiveForever: there is an example in the question.. β Giovanni Jan 31 '16 at 18:01
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A very simple example:
$$a_{m,n}=\begin{cases} 1,&\text{if }m\le n\\ 0,&\text{if }m>n\;. \end{cases}$$
If you write out the double sequence as an infinite array, itβs very easy to see what happens:
$$\begin{array}{ccc} 1&1&1&1&1&\ldots&\to&1\\ 0&1&1&1&1&\ldots&\to&1\\ 0&0&1&1&1&\ldots&\to&1\\ 0&0&0&1&1&\ldots&\to&1\\ 0&0&0&0&1&\ldots&\to&1\\ \vdots&\vdots&\vdots&\vdots&\vdots&\ddots\\ \downarrow&\downarrow&\downarrow&\downarrow&\downarrow&&&\vdots\\ 0&0&0&0&0&\ldots \end{array}$$

Brian M. Scott
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