Definitions of bounds: This.
Proof
Let \(A\) and \(B\) be sets and let \(A + B\) be the set defined above. We want to prove that \(\sup A+B = \sup A + \sup B\). To do this, we will prove:
- \(\sup (A+B) \leq \sup A + \sup B\).
- \(\sup (A+B) \geq \sup A + \sup B\).
From these two inequalities we will then conclude that \(\sup A+B = \sup A + \sup B\).
To prove that \(\sup A+B \leq \sup A + \sup B\), let \(a \in A\) Then we must have,
Similarly, Let \(b \in B\). Then we must have,
Adding both inequalities will result in
Since \(a\) and \(b\) were arbitrary, this means that \(\sup A + \sup B\) is an upper bound for \(A + B\). But we know the least upper bound for \(A+B\) is \(\sup A + B\). Then by the definition of the least upper bound, we must have
as required. To prove condition two, let \(a \in A\) and \(b \in B\) be arbitrary elements. We know that by the definition of the least upper bound we must have,
Let’s move \(b\) to the other side of the inequality.
\(a\) here is an arbitrary element in \(A\) so \(\sup (A + B) - b\) must be an upper bound for \(A\). But we know that \(\sup A\) is the least upper bound. Therefore, by the defintion of the least upper bound, we must have
We can swap \(\sup A\) and \(b\) now to see that
With the same argument we used previously here we can see that \(\sup (A+B) - \sup A\) is an upper bound for \(B\) since \(b\) is arbitrary. Therefore,
Re-arranging the terms gets us
as required. This concludes the second part of the proof. Therefore, \(\sup A + \sup B \leq \sup (A + B)\) as required. \(\blacksquare\)
Side Note
I struggled with this proof because I was trying to figure out in my head how to transition from \(a + b \leq \sup A + \sup B\) to \(\sup (A+B) \leq \sup A + \sup B\) by trying to swap \(a + b\) with \(\sup (A+B)\). But that not how it works! The first statement establishes that \(\sup A + \sup B\) is some upper bound on \(A+B\). But because the least upper bound is always less than or equal than ANY any other bound then we can just conclude immediately that \(\sup(A+B) \leq \sup A + \sup B\).