  Let $1\leq p\leq q\leq\infty.$ Being motivated by the classical notions of
limited, $p$-limited and coarse $p$-limited subsets of a Banach space, we
introduce and study $(p,q)$-limited subsets and their equicontinuous versions
and coarse $p$-limited subsets of an arbitrary locally convex space $E$.
Operator characterizations of these classes are given. We compare these classes
with the classes of bounded, (pre)compact, weakly (pre)compact and relatively
weakly sequentially (pre)compact sets. If $E$ is a Banach space, we show that
the class of coarse $1$-limited subsets of $E$ coincides with the class of
$(1,\infty)$-limited sets, and if $1<p<\infty$, then the class of coarse
$p$-limited sets in $E$ coincides with the class of $p$-$(V^\ast)$ sets of
Pe{\l}czy\'{n}ski. We also generalize a known theorem of Grothendieck.
