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Exercise 3 ( 7 points) Consider a measure space \( (X, \Sigma, \mu) \) and a sequence \( \left(E_{n}\right)_{1}^{\infty} \subset \Sigma \).
1. Let us define the lower limit and upper limit (as \( n \rightarrow \infty) \) of a set sequence \( \left(E_{n}\right)_{n \geq 1} \subseteq \Sigma \) as follows
\( \underset{n \rightarrow \infty}{\liminf } E_{n}:=\bigcup_{n \geq 1} \bigcap_{k \geq n} E_{k} \text { and } \limsup _{n \rightarrow \infty} E_{n}:=\bigcap_{n \geq 1} \bigcup_{k \geq n} E_{k} \)
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2. Prove that
\( \mu\left(\liminf _{n \rightarrow \infty} E_{n}\right) \leq \liminf _{n \rightarrow \infty} \mu\left(E_{n}\right), \)
and provide an example for which the inequality is strict.
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Show that if \( \mu\left(\cup_{n \geq 1} E_{n}\right)<+\infty \), the inequality
\( \limsup _{n \rightarrow \infty} \mu\left(E_{n}\right) \leq \mu\left(\limsup _{n \rightarrow \infty} E_{n}\right) \)
holds and provide an example for which the inequality is strict.