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Let $X$ be a metric space and $(f_n)$ be a sequence of continuous functions with $f_n: X \rightarrow \mathbb{R}$. I know that, in general, $\sup_{x \in X}\lim_{n\in \mathbb{N}}f_n(x)\ne \lim_{n\in \mathbb{N}} \sup_{x \in X}f_n(x)$, though equality holds when $(f_n)$ converges uniformly to a function $f$.

Is there an easy inequality direction though? My conjecture is that $\sup_{x \in X}\lim_{n\in \mathbb{N}}f_n(x)\leq \lim_{n\in \mathbb{N}} \sup_{x \in X}f_n(x)$ because depending on the mode of convergence, $\lim_{n\in \mathbb{N}}f_n(x)$ is not necessarily optimal for preserving supremums of $(f_n)$, say, if convergence is Lebesgue-almost everywhere and the points where the convergence does not happen are precisely where sup is attained. But is a very hand-wavy argument which I am not sure how to make precise.

Another concern that I have: if either $X$ is an open set, or $f_n$ are chosen from a non-compact subset $\mathcal{F}$, then it is possible that either $\lim_{n \in \mathbb{N}}f_n \notin \mathcal{F}$ or $\sup_{x \in X}f_n(x)\notin f_n(X)$. For example, if $\lim_{n \in \mathbb{N}}f_n \notin \mathcal{F}$, then when we take $\sup_{x \in X}\lim_{n\in \mathbb{N}}f_n(x)$ of it, we are dealing with a function that does not appear in $\lim_{n\in \mathbb{N}} \sup_{x \in X}f_n(x)$ at all. How would this affect the inequality?

12345
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  • Pointwise convergece ( and existence of the two limits) is enough for the inequality but a.e. convergence is not. Your last part is difficult to undersatnd. – geetha290krm Feb 16 '24 at 10:14
  • @geetha290krm thank you. Is there a reference you could recommend for checking this? I've tried looking up several real/functional analysis books but haven't found. – 12345 Feb 16 '24 at 10:18
  • My last part is basically asking whether something weird can happen if the supremum or limit are achieved outside of the sets we started with. Could it be that we end up comparing "apples and oranges"? – 12345 Feb 16 '24 at 10:19

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