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[parent] condition for uniform convergence of sequence of functions (Proof)
Theorem 1   Let $f_1,\,f_2,\,\ldots$ be a sequence of real or complex functions defined on the interval $[a,\,b]$ . The sequence converges uniformly to the limit function $f$ on the interval $[a,\,b]$ if and only if $$\lim_{n\to\infty}\sup\{|f_n(x)-f(x)|, \,\, a \leq x \leq b\} = 0.$$


Proof. Suppose the sequence converges uniformly. By the very definition of uniform convergence, we have that for any $\epsilon$ there exist $N$ such that

$\displaystyle \left\vert f_n(x)-f(x)\right\vert <\frac{\epsilon}{2}, \,\,\, a \leq x \leq b$    for $\displaystyle n>N$

hence

$\displaystyle \sup\{\left\vert f_n(x)-f(x)\right\vert , \,\,\, a \leq x \leq b\} <\epsilon$    for $\displaystyle n>N $


Conversely, suppose the sequence does not converge uniformly. This means that there is an $\epsilon$ for which there is a sequence of increasing integers $n_i, i=1,2,...$ and points $x_{n_i}$ with the corresponding subsequence of functions $f_{n_i}$ such that

$\displaystyle \left\vert f(x_{n_i})-f_{n_i}(x_{n_i})\right\vert >\epsilon$   for all $\displaystyle i=1,2,...$
therefore

$\displaystyle \sup\{\left\vert f_n(x)-f(x)\right\vert , \,\,\, a \leq x \leq b\} >\epsilon$    for infinitely many $\displaystyle n.$
Consequently, it is not the case that $$\lim_{n\to\infty}\sup\{|f_n(x)-f(x)|, \,\, a \leq x \leq b\} = 0.$$

$ \qedsymbol$

Theorem 2   The uniform limit of a sequence of continuous complex or real functions $f_n$ in the interval $[a,b]$ is continuous in $[a,b]$

The proof is here




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Cross-references: proof, real functions, complex, continuous, limit, functions, subsequence, points, integers, increasing, converge, conversely, uniform convergence, limit function, converges uniformly, interval, complex functions, real, sequence

This is version 3 of condition for uniform convergence of sequence of functions, born on 2007-05-22, modified 2007-05-24.
Object id is 9435, canonical name is ProofOfLimitFunctionOfSequence.
Accessed 1180 times total.

Classification:
AMS MSC40A30 (Sequences, series, summability :: Convergence and divergence of infinite limiting processes :: Convergence and divergence of series and sequences of functions)
 26A15 (Real functions :: Functions of one variable :: Continuity and related questions )

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