(\infty,n)$-Limits I: Definition and first consistency results

We define limits for diagrams valued in an $(\infty,n)$-category. As a model of $(\infty,n)$-categories, we use complete Segal objects in $(\infty,n-1)$-categories. We show that this definition is compatible with the existing notion of homotopy 2-limits for 2-categories, with the existing notion of $(\infty,1)$-limits for $(\infty,1)$-categories, and with itself across different values of $n$.