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Real Analysis




                    Notes
                                                          Figure 15.1: Pointwise convergence
                                                            of  f  = x  n .  First 10 terms of f .
                                                                n                   n






















                                   Definition 2: Let  I    and  { }f  n n ¥ = 1   be a sequence of real-valued functions on I. We say that f n
                                   converges of f uniformly on I if:

                                                                                  x
                                                                             x
                                                           " >  0$N  Î  " ÎI  : f  ( ) - f  ( ) < e
                                                            e          x    n
                                   Meaning: For any e-tube around f all functions f  starting from some N will be lying inside the
                                                                         n
                                   tube.
                                                     Figure 15.2: Uniform convergence. f  in red, f  in
                                                                                  1       2
                                                        yellow, f in blue, e-tube arund f in green.

















                                                                          n
                                          Example: Let us take  =I  (0,1)  and  f  = x . Does it converge to  ( ) 0=f x   uniformly on I?
                                                                      n
                                   In this case answer is no. But the converge holds in general.
                                   Theorem 1: If  f n   f  uniformly then  f  n   f  pointwise.
                                   Proof: Pointwise convergence (N is allowed to depend on x):

                                                                                     x
                                                                        n
                                                                                x
                                                           I
                                                         x
                                                        " Î "e >  0 $ N  Î " ³ N  : f  ( ) - f ( ) < e
                                                                              n
                                   Uniform convergence (  cannot depend on x):
                                                     N
                                                                      
                                                                                x
                                                                                     x
                                                                         x
                                                        "e  >  0 $N  Î   " ³ N  " Î  : I  f  ( ) - f  ( ) < e
                                                                    n
                                                                               n
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