🧮 Brain Teaser

Fekete's Subadditive Lemma

A real sequence (an)n≥1(a_n)_{n\ge 1} is called subadditive if am+n≤am+anfor all m,n≥1.a_{m+n} \le a_m + a_n \qquad \text{for all } m,n\ge 1.

Prove that lim⁡n→∞ann\displaystyle \lim_{n\to\infty} \frac{a_n}{n} exists in [−∞,∞)[-\infty,\infty) and that lim⁡n→∞ann  =  inf⁡n≥1ann.\lim_{n\to\infty}\frac{a_n}{n} \;=\; \inf_{n\ge 1}\frac{a_n}{n}.

Follow-up (one line, once you have the lemma): For a square matrix AA and any submultiplicative norm ∥⋅∥\|\cdot\|, show that lim⁡n→∞∥An∥1/n\lim_{n\to\infty}\|A^n\|^{1/n} exists.

sequencessubadditivitydivision algorithmlimitsspectral radius

Answer: Fekete's Subadditive Lemma

Key Idea / Intuition

Subadditivity says that splitting a long block into shorter blocks can only increase the total cost. Fix a good block length mm, one where am/ma_m/m is close to the infimum. Any large nn can be tiled by about n/mn/m copies of that block plus a short leftover piece. The average cost of the tiling is therefore close to am/ma_m/m. The leftover piece is shorter than mm, so it adds only a bounded amount, and that amount disappears after dividing by nn. The whole proof is the division algorithm n=qm+rn = qm + r.


Formal Proof / Solution

Let L=inf⁡n≥1an/n∈[−∞,∞)L = \inf_{n\ge1} a_n/n \in [-\infty,\infty).

Lower bound. Every term satisfies an/n≥La_n/n \ge L, so lim inf⁡n→∞ann≥L.\liminf_{n\to\infty}\frac{a_n}{n} \ge L.

Upper bound. Fix m≥1m\ge 1. For n>mn > m, write n=qm+rn = qm + r with q≥1q\ge 1 and 0≤r<m0\le r < m. Applying subadditivity repeatedly gives an≤q am+ar,a_n \le q\,a_m + a_r, with the convention that the term ara_r is absent when r=0r=0. Set Cm=max⁡(0,∣a1∣,…,∣am−1∣),C_m = \max\bigl(0, |a_1|,\dots,|a_{m-1}|\bigr), which is a constant depending only on mm. Then ann≤qmn⋅amm+Cmn.\frac{a_n}{n} \le \frac{qm}{n}\cdot\frac{a_m}{m} + \frac{C_m}{n}.

Now let n→∞n\to\infty with mm fixed:

  • Since n−m<qm≤nn - m < qm \le n, we have qm/n→1qm/n \to 1.
  • Since CmC_m is fixed, Cm/n→0C_m/n \to 0.

Therefore lim sup⁡n→∞ann≤amm.\limsup_{n\to\infty}\frac{a_n}{n} \le \frac{a_m}{m}.

This holds for every mm, so we may take the infimum over mm: lim sup⁡n→∞ann≤L.\limsup_{n\to\infty}\frac{a_n}{n} \le L.

If L=−∞L=-\infty, this already says an/n→−∞a_n/n\to-\infty. Otherwise, combining with the lower bound gives lim⁡n→∞ann=L=inf⁡nann.■\lim_{n\to\infty}\frac{a_n}{n} = L = \inf_n \frac{a_n}{n}. \qquad\blacksquare

Follow-up.

  • If Ak=0A^k = 0 for some kk, then ∥An∥1/n=0\|A^n\|^{1/n} = 0 for all n≥kn\ge k, so the limit is 00.
  • Otherwise An≠0A^n \neq 0 for every nn. Indeed, An=0A^n=0 would force Ak=Ak−nAn=0A^k = A^{k-n}A^n = 0 for all k≥nk\ge n. So we may set an=log⁡∥An∥a_n = \log\|A^n\|, which is finite. Submultiplicativity gives ∥Am+n∥≤∥Am∥ ∥An∥,\|A^{m+n}\| \le \|A^m\|\,\|A^n\|, so (an)(a_n) is subadditive. By Fekete's lemma, 1nlog⁡∥An∥\frac1n\log\|A^n\| converges to inf⁡n1nlog⁡∥An∥\inf_n \frac1n \log\|A^n\|, where the value −∞-\infty is allowed. Exponentiating, ∥An∥1/n\|A^n\|^{1/n} converges to inf⁡n∥An∥1/n\inf_n\|A^n\|^{1/n}.

Gelfand's formula identifies this limit as the spectral radius ρ(A)\rho(A). Fekete's lemma gives existence of the limit for free.

Remarks.

  • The same argument shows that the connective constant μ=lim⁡cn1/n\mu = \lim c_n^{1/n} exists for self-avoiding walks, where cnc_n counts walks of length nn. The key inequality is cm+n≤cmcnc_{m+n}\le c_m c_n.
  • The lemma is the deterministic seed of Kingman's subadditive ergodic theorem.

Source: Fekete (1923); classical folklore (e.g., Pólya–Szegő, Problems and Theorems in Analysis I, Part I, Problem 98)

Type: analysisSource: Fekete (1923); classical folklore (e.g., Pólya–Szegő, Problems and Theorems in Analysis I, Part I, Problem 98)Edit on GitHub ↗