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Proof by contradiction 

Let's assume $\space \exists \space f(n) \in  o(g(n)) \space \cap \omega(g(n)) $.

By definition of $f(n) = o(g(n))$, we have,

$f(n) < c \cdot g(n) \space \forall \space c \in R_{0} $

where $R_{0}$ is a set of positive real numbers.

Now, by definition of $f(n) = \omega(g(n))$, we have,

$f(n) > c \cdot g(n) \space \forall \space c \in R_{0} $

Combining above two inequalities, 

$f(n) < c \cdot g(n) < f(n)$ which is a contradiction, since a value cannot be strictly greater and smaller than another value, at the same time. 

Hence, the above inequality does not hold for all positive real values of constant $c$.

Hence, $o(g(n)) \space \cap \omega(g(n)) = \emptyset $.

 

Another way to prove by using the limits definitions

Let's assume $\space \exists \space f(n) \in  o(g(n)) \space \cap \omega(g(n)) $.

Which means, $f(n) \in o(g(n))$ and $f(n) \in \omega(g(n))$.

Now, according to definition of $f(n) \in o(g(n))$,

$\lim_{n \rightarrow \infty }{\frac{g(n)}{f(n)} } = \infty$

which means, $\lim_{n \rightarrow \infty }{\frac{1}{\frac{g(n)}{f(n)} } }= 0$

which means,  $\lim_{n \rightarrow \infty }{\frac{f(n)}{g(n)}  }= 0$

Now, according to the definition of  $f(n) \in \omega(g(n))$,

$\lim_{n \rightarrow \infty }{\frac{f(n)}{g(n)}  }= \infty$

Which is a contradiction since one definition says the limit evaluates to infinity, while other says it evaluates to zero. 

Hence, no such function $f(n)$ exists.

Hence,  $o(g(n)) \space \cap \omega(g(n)) = \emptyset $.

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