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Real Analysis                                                  Sachin Kaushal, Lovely Professional University




                    Notes                 Unit 16: Uniform Convergence and Continuity


                                     CONTENTS
                                     Objectives
                                     Introduction
                                     16.1 Uniform Convergence Preserves Continuity
                                     16.2 Uniform Convergence and Supremum Norm
                                     16.3 Uniform Convergence and  Integrability

                                     16.4 Convergence almost Everywhere
                                     16.5 Lebesgue’s Bounded Convergence Theorem
                                     16.6 Summary
                                     16.7 Keywords
                                     16.8 Review Questions
                                     16.9 Further Readings

                                   Objectives

                                   After studying this unit, you will be able to:
                                      Define Uniform Convergence preserves Continuity

                                      Explain the Supremum Norm
                                      Discuss Sup-norm and Uniform Convergence
                                   Introduction


                                   In earlier unit as you all  studied about uniform convergence.  Uniform convergence  clearly
                                   implies pointwise convergence, but the converse is false. Therefore uniform convergence is a
                                   more “difficult” concept. The good news is that uniform convergence preserves at least some
                                   properties of a sequence. This unit will explain Uniform Convergence preserves Continuity.

                                   16.1 Uniform Convergence Preserves Continuity


                                   If a sequence of functions f (x) defined on D converges uniformly to a function f(x), and if each
                                                        n
                                   f (x) is continuous on D, then the limit function f(x) is also continuous on D.
                                   n
                                   All ingredients will be needed, that f  converges uniformly and that each f  is continuous. We
                                                                 n                             n
                                   want to prove that f is continuous on D. Thus, we need to pick an x  and show that
                                                                                        0
                                                             |f(x ) – f(x)| <  if |x  – x| < 
                                                                0             0
                                   Let’s start with an arbitrary  > 0. Because of uniform convergence we can find an N such that
                                                              |f (x) – f(x)| < /3 if n N
                                                                n
                                   for all x D. Because all f  are continuous, we can find in particular a  > 0 such that
                                                       n
                                                           |f (x ) – f (x)| < /3 if |x  - x| < 
                                                             N  0  N            0






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