Note on Uniform Convergence

In this note, we extend of Proposition 5.1.4 in a general seeting without

assuming the continuity of fn (x).
Theorem 1 Let fn (x) be a sequence of functions defined over A ⊂ R and
x0 ∈ A. Suppose fn (x) converges to f (x) uniformly and for all n, an =
limx→x0 fn (x) exist. Then limx→x0 f (x) and limn→+∞ an exist and

lim f (x) = lim an .

x→x0 n→+∞

Or another way to say this Theorem is:

If fn (x) converges to f (x) uniformly, then

lim lim fn (x) = lim lim fn (x)

x→x0 n→+∞ n→+∞ x→x0

That is, under the assumption of uniform convergence, we can interchange

the order of the limit.

Proof. We first prove that an is convergent by Cauchy criterion. For any

 > 0, since fn (x) uniformly converges, there exists an N > 0 such that for
all n, m > N and for all x ∈ A,

|fn (x) − fm (x)| < . (1)
3
For any l > 0, note that limx→x0 fl (x) = al . Thus there exists an δl > 0 such
that for any x ∈ (x0 − δl , x0 + δl )),

|fl (x) − al | < . (2)
3
Therefore, for any fixed n, m > N , for any x ∈ (x0 − δm,n , x + δm,n ) where
δm,n = min(δm , δn ), combining (1) and (2) we have
  
|am −an | ≤ |fm (x)−am |+|fm (x)−fn (x)|+|fn (x)−an | < + + = . (3)
3 3 3
Thus an is a cauchy sequence and converge to, say a. To see limx→x0 f (x) = a,
first note that for any n > N fixed, by 1, we have

lim |fn (x) − fm (x)| < .
m→+∞ 3

1
Since |x| is a continuous function, we have

|fn (x) − f (x)| = |fn (x) − lim fm (x)| = lim |fn (x) − fm (x)| ≤ (4)
m→+∞ m→+∞ 3
For the same reason, taking limit m → +∞ for (3) we have

|an − a| ≤  (5)

Now for any x ∈ (x0 − δn , x0 + δn ), combining (4), (2) and (5), we have
  4
|f (x) − a| ≤ |fn (x) − f (x)| + |fn (x) − an | + |an − a| < + += .
3 3 3
That is
lim f (x) = a.
x→x0