UNIFORM CONVERGENCE

MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE

1. Pointwise Convergence of a Sequence
Let E be a set and Y be a metric space. Consider functions f
n
: E Y
for n = 1, 2, . . . . We say that the sequence (f
n
) converges pointwise on
E if there is a function f : E Y such that f
n
(p) f(p) for every p E.
Clearly, such a function f is unique and it is called the pointwise limit of
(f
n
) on E. We then write f
n
f on E. For simplicity, we shall assume
Y = R with the usual metric.
Let f
n
f on E. We ask the following questions:
(i) If each f
n
is bounded on E, must f be bounded on E? If so, must
sup
pE
|f
n
(p)| sup
pE
|f(p)|?
(ii) If E is a metric space and each f
n
is continuous on E, must f be
continuous on E?
(iii) If E is an interval in R and each f
n
is dierentiable on E, must f
be dierentiable on E? If so, must f

n
f

on E?
(iv) If E = [a, b] and each f
n
is Riemann integrable on E, must f be
Riemann integrable on E? If so, must
_
b
a
f
n
(x)dx
_
b
a
f(x)dx?
These questions involve interchange of two processes (one of which is
taking the limit as n ) as shown below.
(i) lim
n
sup
pE
|f
n
(p)| = sup
pE

lim
n
f
n
(p)

.
(ii) For p E and p
k
p in E, lim
k
lim
n
f
n
(p
k
) = lim
n
lim
k
f
n
(p
k
).
(iii) lim
n
d
dx
(f
n
) =
d
dx
_
lim
n
f
n
_
.
(iv) lim
n
_
b
a
f
n
(x)dx =
_
b
a
_
lim
n
f
n
(x)
_
dx.
Answers to these questions are all negative.
Examples 1.1. (i) Let E := (0, 1] and dene f
n
: E R by
f
n
(x) :=
_
0 if 0 < x 1/n,
1/x if 1/n x 1.
Then |f
n
(x)| n for all x E, f
n
f on E, where f(x) := 1/x.
Thus each f
n
is bounded on E, but f is not bounded on E.
(ii) Let E := [0, 1] and dene f
n
: E R by f
n
(x) := 1/(nx+1). Then
each f
n
is continuous on E, f
n
f on E, where f(0) := 1 and
f(x) := 0 if 0 < x 1. Clearly, f is not continuous on E.
(iii) (a) Let E := (1, 1) and dene f
n
: E R by f
n
(x) := 1/(nx
2
+ 1).
Then each f
n
is dierentiable on E and f
n
f on (1, 1),
1
2 MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
where f(0) := 1 and f(x) := 0 if 0 < |x| < 1. Clearly, f is not
dierentiable on E.
(b) Let E := R and dene f
n
: R R by f
n
(x) := (sin nx)/n.
Then each f
n
is dierentiable, f
n
f on R, where f 0. But
f

n
(x) = cos nx for x R, and (f

n
) does not converge pointwise
on R. For example, (f

n
()) is not a convergent sequence.
(c) Let E := (1, 1) and dene
f
n
(x) :=
_
[2 (1 +x)
n
]/n if 1 < x < 0,
(1 x)
n
/n if 0 x < 1.
Then each f
n
is dierentiable on E. (In particular, we have
f

n
(0) = 1 by LH opitals Rule.) Also, f
n
f on (1, 1),
where f 0. Also,
f

n
(x) =
_
(1 +x)
n1
if 1 < x < 0,
(1 x)
n1
if 0 x < 1.
Further, f

n
g on (1, 1), where g(0) := 1 and g(x) := 0
for 0 < |x| < 1. Clearly, f

= g.
(iv) (a) Let E := [0, 1] and dene f
n
: [0, 1] R by
f
n
(x) :=
_
1 if x = 0, 1/n!, 2/n!, . . . , n!/n! = 1,
0 otherwise.
Then each f
n
is Riemann integrable on [0, 1] since it is discon-
tinuous only at a nite number of points.
Also, f
n
f on [0, 1], where f(x) :=
_
1 if x is rational,
0 if x is irrational.
For if x = p/q with p {0, 1, 2, . . . , q} N, then for all n q,
we have n!x {0, 1, 2, . . .} and so f
n
(x) = 1, while if x is an
irrational number, then f
n
(x) = 0 for all n N. We have seen
that the Dirichlet function f is not Riemann integrable.
(b) Let E := [0, 1], and dene f
n
: [0, 1] R by f
n
(x) := n
3
xe
nx
.
Then each f
n
is Riemann integrable and f
n
f on [0, 1],
where f 0. (Use LH opitals Rule repeatedly to show that
lim
t
t
3
/e
st
= 0 for any s R with s > 0.) However, using
Integration by Parts, we have
_
1
0
xe
nx
dx =
1
n
2

1
n
2
e
n

1
ne
n
for each n N,
so that
_
1
0
f
n
(x)dx = n (n/e
n
) (n
2
/e
n
) .
(c) Let E := [0, 1] and dene f
n
: [0, 1] R by f
n
(x) := n
2
xe
nx
.
As above, each f
n
is Riemann integrable, and f
n
f on [0, 1],
where f 0, and
_
1
0
f
n
(x)dx = 1(1/e
n
) (n/e
n
) 1, which
is not equal to
_
1
0
f(x)dx = 0.
2. Uniform Convergence of a Sequence
In an attempt to obtain armative answers to the questions posed at
the beginning of the previous section, we introduce a stronger concept of
convergence.
UNIFORM CONVERGENCE 3
Let E be a set and consider functions f
n
: E R for n = 1, 2, . . . . We
say that the sequence (f
n
) of functions converges uniformly on E if there
is a function f : E R such that for every > 0, there is n
0
N satisfying
n n
0
, p E =|f
n
(p) f(p)| < .
Note that the natural number n
0
mentioned in the above denition may
depend upon the given sequence (f
n
) of functions and on the given positive
number , but it is independent of p E. Clearly, such a function f is
unique and it is called the uniform limit of (f
n
) on E. We then write
f
n
f on E. Obviously, f
n
f on E =f
n
f on E, but the converse
is not true : Let E := (0, 1] and dene f
n
(x) := 1/(nx +1) for 0 < x 1. If
f(x) := 0 for x (0, 1], then f
n
f on (0, 1], but f
n
f on (0, 1]. To see
this, let := 1/2, note that there is no n
0
N satisfying
|f
n
(x) f(x)| =
1
nx + 1
<
1
2
for all n n
0
and for all x (0, 1],
since 1/(nx + 1) = 1/2 when x = 1/n, n N.
A sequence (f
n
) of real-valued functions dened on a set E is said to be
uniformly Cauchy on E if for every > 0, there is n
0
N satisfying
m, n n
0
, p E =|f
m
(p) f
n
(p)| < .
Proposition 2.1. (Cauchy Criterion for Uniform Convergence of a
Sequence) Let (f
n
) be a sequence of real-valued functions dened on a set
E. Then (f
n
) is uniformly convergent on E if and only if (f
n
) is uniformly
Cauchy on E.
Proof. =) Let f
n
f. For all m, n N and p E, we have
|f
m
(p) f
n
(p)| |f
m
(p) f(p)| +|f(p) f
n
(p)|.
=) For each p E, (f
n
(p)) is a Cauchy sequence in R, and so it converges
to a real number which we denote by f(p). Let > 0. There is n
0
N
satisfying
m, n n
0
, p E =|f
m
(p) f
n
(p)| < .
For any m n
0
and p E, letting n , we have |f
m
(p) f(p)| .
We have the following useful test for checking the uniform convergence of
(f
n
) when its pointwise limit is known.
Proposition 2.2. (Test for Uniform Convergence of a Sequence)
Let f
n
and f be real-valued functions dened on a set E. If f
n
f on
E, and if there is a sequence (a
n
) of real numbers such that a
n
0 and
|f
n
(p) f(p)| a
n
for all p E, then f
n
f on E.
Proof. Let > 0. Since a
n
0, there is n
0
N such that n n
0
=a
n
< ,
and so |f
n
(p) f(p)| < for all p E.
Example 2.3. Let 0 < r < 1 and f
n
(x) := x
n
for x [r, r]. Thenf
n
(x)
0 for each x [r, r]. Since r
n
0 and |f
n
(x) 0| r
n
for all x [r, r],
(f
n
) is uniformly convergent on [r, r].
Let us now pose the four questions stated in the last section with con-
vergence replaced by uniform convergence. We shall answer them one by
one, but not necessarily in the same order.
4 MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
Uniform Convergence and Boundedness.
Proposition 2.4. Let f
n
and f be real-valued functions dened on a set E.
If f
n
f on E and each f
n
is bounded on E, then f bounded on E.
Proof. There is n
0
N such that n n
0
, p E =|f
n
(p)f(p)| < 1. Also,
since f
n
0
is bounded on E, there is
0
such that p E = |f
n
0
(p)|
0
.
Hence p E =|f(p)| |f(p) f
n
0
(p)| +|f
n
0
(p)| < 1 +
0
.
The converse of the above result is not true, that is, each f
n
as well
as f bounded on E and f
n
f = f
n
f on E. For example, let
E := (0, 1], f
n
(x) := 1/(nx + 1) and f 0.
Given a set E, let B(E) denote the set of all real-valued bounded functions
dened on E. For f, g in B(E), dene d(f, g) := sup{|f(p) g(p)| : p E}.
Then it is easy to see that d is a metric on B(E), known as the sup-metric
on B(E). Also, by Proposition 2.2, for f
n
and f in B(E), we have f
n
f on
E if and only if d(f
n
, f) 0, that is, (f
n
) converges to f in the sup-metric on
B(E). Similarly, (f
n
) is uniformly Cauchy on E if and only if d(f
n
, f
m
) 0
as n, m , that is, (f
n
) is a Cauchy sequence in the sup-metric on B(E).
Thus Propositions 2.1 and 2.4 show that B(E) is a complete metric space.
Also, under the hypotheses of Proposition 2.4, we have

sup
pE
|f
n
(p)| sup
pE
|f(p)|

d(f
n
, f) 0,
and so, sup
pE
|f
n
(p)| sup
pE
|f(p)|.
Uniform Convergence and Integration.
Proposition 2.5. Let (f
n
) be a sequence of real-valued functions dened on
[a, b]. If f
n
f on [a, b] and each f
n
is Riemann integrable on [a, b], then
f is Riemann integrable on [a, b] and
_
b
a
f
n
(x)dx
_
b
a
f(x)dx.
Proof. Since f
n
f and each f
n
is bounded, we see that f is bounded on
[a, b] by Proposition 2.4. For n N, let
n
:= d(f
n
, f), where d denotes the
sup-metric on B([a, b]). For each n N and x [a, b], we have |f
n
(x)
f(x)|
n
, that is, f
n
(x)
n
f(x) f
n
(x) +
n
, and so
L(f
n
)
n
(b a) L(f) U(f) U(f
n
) +
n
(b a).
But since f
n
is Riemann integrable, we have L(f
n
) = U(f
n
), and hence
0 U(f) L(f) 2
n
(b a) 0 as n . Thus L(f) = U(f), that is,
f is Riemann integrable on [a, b]. Also,
_
b
a
f
n
(x)dx
n
(b a)
_
b
a
f(x)dx
_
b
a
f
n
(x)dx +
n
(b a),
that is,

_
b
a
f
n
(x)dx
_
b
a
f(x)dx

n
(b a) 0 as n .
The converse of the above result is not true, that is, each f
n
as well
as f Riemann integrable on [a, b], f
n
f on [a, b] and
_
b
a
f
n
(x)dx
_
b
a
f(x)dx = f
n
f. For example, if f
n
(x) := 1/(nx + 1) for x [0, 1],
UNIFORM CONVERGENCE 5
f(0) := 1, f(x) := 0 for x (0, 1], then f
n
f on [0, 1], but f is integrable
and
_
1
0
f
n
(x)dx =
ln(nx + 1)
n

1
0
=
ln(1 +n)
n
0 =
_
1
0
f(x)dx.
Uniform Convergence and Continuity.
Proposition 2.6. Let (f
n
) be a sequence of real-valued functions dened on
a metric space E. If f
n
f on E and each f
n
is continuous on E, then f
is continuous on E.
Proof. Let > 0. There is n
0
N such that p E =|f
n
0
(p)f(p)| < /3.
Consider p
0
E. Since f
n
0
is continuous at p
0
, there is > 0 such that
p E, d(p, p
0
) < =|f
n
0
(p) f
n
0
(p
0
)| < /3. and hence
|f(p) f(p
0
)| |f(p) f
n
0
(p)| +|f
n
0
(p) f
n
0
(p
0
)| +|f
n
0
(p
0
) f(p
0
)| < ,
establishing the continuity of f at p
0
E.
The converse of the above result is not true, that is, each f
n
as well as f
continuous on a metric space E, f
n
f on E = f
n
f. For example,
let f
n
(x) := nxe
nx
and f(x) := 0 for x [0, 1]. Since f
n
(0) = 0 and for
x (0, 1], f
n
(x) 0 as n by LH opitals Rule, we see that f
n
f.
But there is no n
0
N such that n n
0
, x [0, 1] = |nxe
nx
0| < 1,
since |nxe
nx
| = e
1
for x = 1/n, n N. However, the following partial
converse holds.
Proposition 2.7. (Dinis Theorem) Let (f
n
) be a sequence of real-valued
functions dened on a compact metric space E. If f
n
f on E, each f
n
and
f are continuous on E, and (f
n
) is a monotonic sequence (that is, f
n
f
n+1
for all n N, or f
n
f
n+1
for all n N), then f
n
f on E.
For a proof, see Theorem 7.13 of [3].
The following examples show that neither the compactness of the metric
space E nor the continuity of the function f can be dropped from Dinis
Theorem: (i) E := (0, 1] and f
n
(x) := 1/(nx+1), x E, (ii) E := [0, 1] and
f
n
(x) := x
n
, x E.
Uniform Convergence and Dierentiation. Answers to the questions
regarding dierentiation posed in the last section are not armative even
when f
n
f on an interval of R.
(a) Let f
n
(x) :=
_
x
2
+ (1/n
2
) and f(x) := |x| for x [1, 1]. Since
|f
n
(x) f(x)| =

_
x
2
+ (1/n
2
)

x
2

_
x
2
+ (1/n
2
) x
2

=
1
n
for all n N and x [1, 1], Proposition 2.2 shows that f
n
f on [1, 1].
Although each f
n
is dierentiable on [1, 1], the limit function f is not.
(b) In Example 1.1 (iii) (b), f
n
f on R, each f
n
dierentiable, but (f

n
)
does not converge pointwise.
(c) In Example 1.1 (iii) (c), f
n
f on (1, 1) and each f
n
as well as f is
dierentiable on (1, 1), and f

n
g on (1, 1), where g = f

.
However, if we assume the uniform convergence of the derived sequence
(f

n
) along with the convergence of the sequence (f
n
) at only one point of
the interval, we have a satisfactory answer.
6 MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
Proposition 2.8. Let (f
n
) be a sequence of real-valued functions dened
on [a, b]. If (f
n
) converges at one point of [a, b], each f
n
is continuously
dierentiable on [a, b] and (f

n
) converges uniformly on [a, b], then there is
f : [a, b] R such that f is continuously dierentiable on [a, b], f

n
f

on
[a, b] and in fact, f
n
f on [a, b].
Proof. Let x
0
[a, b] and c
0
R be such that f
n
(x
0
) c
0
. Also, let each
f
n
be continuously dierentiable and g : [a, b] R be such that f

n
g
on [a, b]. By Proposition 2.6, the function g is continuous on [a, b]. Dene
f : [a, b] R by
f(x) := c
0
+
_
x
x
0
g(t)dt for x [a, b].
By part (ii) of the Fundamental Theorem of Calculus (FTC), f

exists on
[a, b] and f

(x) = g(x) for x [a, b]. Thus f is continuously dierentiable

on [a, b] and f

n
g = f

. Also, by part (i) of the FTC, we have

f
n
(x) = f
n
(x
0
) +
_
x
x
0
f

n
(t)dt for x [a, b].
Hence for n N and x [a, b], we obtain
|f
n
(x) f(x)| |f
n
(x
0
) c
0
| +

_
x
x
0
_
f

n
(t) g(t)
_
dt

|f
n
(x
0
) c
0
| +|x x
0
| sup
t[a,b]
|f

n
(t) g(t)|
|f
n
(x
0
) c
0
| + (b a)d(f

n
, g).
Thus f
n
f on [a, b] by Proposition 2.2.
The converse of the above result is not true, that is, each f
n
as well
as f continuously dierentiable on [a, b], f
n
f on [a, b], f

n
f

on
[a, b] =f

n
f

. For example, let f

n
(x) := (nx + 1)e
nx
/n and f(x) := 0
for x [0, 1]. Since f

n
(x) = nxe
nx
for each n N and all x [0, 1],
each f
n
is monotonically decreasing on [0, 1]. As f
n
(0) = 1/n, we obtain
|f
n
(x) f(x)| 1/n for all x [0, 1], and so f
n
f on [0, 1]. Also, we have
seen after the proof of Proposition 2.6 that f

n
f

, but f

n
f

on [0, 1].
Remark 2.9. Proposition 2.8 holds if we drop the word continuously ap-
pearing (two times) in its statement, but then the proof is much more in-
volved. See Theorem 7.17 of [3].
The results in Propositions 2.4, 2.5, 2.6 and 2.8 are summarized in the
following theorem.
Theorem 2.10. (i) The uniform limit of a sequence of real-valued
bounded functions dened on a set is bounded.
(ii) The uniform limit of a sequence of Riemann integrable functions
dened on [a, b] is Riemann integrable, and its Riemann integral is
the limit of the sequence of termwise Riemann integrals, that is, if
(f
n
) is uniformly convergent to f on [a, b] and each f
n
is Riemann
integrable on [a, b], then the function f is Riemann integrable on
[a, b] and
_
b
a
f(x)dx = lim
n
_
b
a
f
n
(x)dx.
UNIFORM CONVERGENCE 7
(iii) The uniform limit of a sequence of continuous functions dened on
a metric space is continuous.
(vi) If a sequence of continuously dierentiable functions dened on [a, b]
is convergent at one point of [a, b] and if the derived sequence is
uniformly convergent on [a, b], then the given sequence converges
uniformly on [a, b], the uniform limit is continuously dierentiable
on [a, b] and its derivative is the limit of the sequence of termwise
derivatives, that is, if (f
n
) converges at one point of [a, b], each f
n
is
continuously dierentiable on [a, b] and (f

n
) is uniformly convergent
on [a, b], then (f
n
) converges uniformly to a continuously dieren-
tiable function f on [a, b], and f

(x) = lim
n
f

n
(x) for all x
[a, b].
3. Uniform Convergence of a series
The reader is assumed to be familiar with the elementary theory of series
of real numbers. (See, for example, Chapter 9 of [1], or Chapter 3 of [3].)
Let (f
k
) be a sequence of real-valued functions dened on a set E. Con-
sider the sequence (s
n
) of real-valued functions on E dened by
s
n
:= f
1
+ +f
n
=
n

k=1
f
k
.
Note: Just as the sequence (f
k
) determines the sequence (s
n
), so does (s
n
)
determine (f
k
): If we let s
0
= 0, then we have f
k
= s
k
s
k1
for all k N.
We say that the series

k=1
f
k
converges pointwise on E if the se-
quence (s
n
) converges pointwise on E, and we say that the series

k=1
f
k
converges uniformly on E if the sequence (s
n
) converges uniformly on
E. For n N, the function s
n
is called the nth partial sum of the series

k=1
f
k
and if s
n
s, then the function s is called its sum.
Results about convergence / uniform convergence of sequences of func-
tions carry over to corresponding results about convergence / uniform con-
vergence of series of functions.
Proposition 3.1. (Cauchy Criterion for Uniform Convergence of a
Series) Let (f
k
) be a sequence of real-valued functions dened on a set E.
Then the series

k=1
f
k
converges uniformly on E if and only if for every
> 0, there is n
0
N such that
m n n
0
, p E =

k=n
f
k
(p)

< .
Proof. Use Proposition 2.1 for the sequence (s
n
) of partial sums.
Proposition 3.2. (Weierstrass M-Test for Uniform Absolute Con-
vergence of a Series) Let (f
k
) be a sequence of real-valued functions
dened on a set E. Suppose there is a sequence (M
k
) in R such that
|f
k
(p)| M
k
for all k N and all p E. If

k=1
M
k
is convergent,
then

k=1
f
k
converges uniformly and absolutely on E.
8 MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
Proof. Note that

k=n
f
k
(p)

k=n
|f
k
(p)|
m

k=n
M
k
for all m n,
and use Proposition 3.1.
Examples 3.3. (i) Consider the series

k=0
x
k
, where x (1, 1). If
r < 1, then the series converges uniformly on {x R : |x| r} since
the series

k=0
M
k
is convergent, where M
k
:= r
k
for k = 0, 1, . . .
(ii) For k N, let f
k
(x) := (1)
k
(x +k)/k
2
, where x [0, 1]. We show
that the series

k=1
f
k
converges uniformly on [0, 1]. For k N,
let g
k
(x) := (1)
k
x/k
2
, where x [0, 1]. Letting M
k
:= 1/k
2
for
k N, we observe that the series

k=0
M
k
is convergent. Hence
the series

k=1
g
k
(x) converges uniformly on [0, 1]. Also, the se-
ries

k=1
(1)
k
/k converges uniformly on [0, 1], being a convergent
series of constants. Since f
k
(x) = g
k
(x) + (1)
k
/k for k N and
x [0, 1], the series

k=1
f
k
(x) converges uniformly on [0, 1].
This example also shows that the converse of Weierstrass M-test
does not hold: If M
k
:= sup
x[0,1]
|f
k
(x)| = (1 + k)/k
2
for k N,
then

k=1
M
k
does not converge, since

k=1
1/k
2
converges, but

k=1
1/k diverges.
Proposition 3.4. (Dirichlets Test for Uniform Conditional Con-
vergence of a Series) Let (f
k
) be a monotonic sequence of real-valued
functions dened on a set E such that f
k
0 on E. If (g
k
) is a sequence
of real-valued functions dened on E such that the partial sums of the series

k=1
g
k
are uniformly bounded on E, then the series

k=1
f
k
g
k
converges
uniformly on E. In particular, the series

k=1
(1)
k
f
k
converges uniformly
on E.
Proof. For each p E, the series

k=1
f
k
(p)g
k
(p) converges in R by Dirich-
lets Test for conditional convergence of a series of real numbers. (See,
for example, Proposition 9.20 of [1], or Theorem 3.42 of [3].) For p E,
let H(p) :=

k=1
f
k
(p)g
k
(p). Also, for n N, let G
n
:=

n
k=1
g
k
and
H
n
:=

n
k=1
f
k
g
k
. Further, let R be such that |G
n
(p)| for all n N
and all p E. Then by using the partial summation formula
n

k=1
f
k
g
k
=
n1

k=1
(f
k
f
k+1
)G
k
+f
n
G
n
for all n 2,
we have |H(p) H
n
(p)| 2|f
n+1
(p)| for all p E. Since f
n+1
0 on
E, it follows that H
n
H on E, that is, the series

k=1
f
k
g
k
converges
uniformly on E.
In particular, letting g
k
(p) := (1)
k
for all k N and p E, and noting
that |G
n
(p)| 1 for all n N and all p E, we obtain the uniform
convergence of the series

k=1
(1)
k
f
k
on E.
Example 3.5. Let E := [0, 1] and f
k
(x) := x
k
/k for k N and x [0, 1].
Then (f
k
) is a momotonically decreasing sequence and since |f
k
(x)| 1/k
for k N and x [0, 1], we see that f
k
0 on [0, 1] by Proposition 2.2.
Hence the series

k=1
(1)
k
x
k
/k converges uniformly on [0, 1].
UNIFORM CONVERGENCE 9
Results regarding the boundedness, Riemann integrability, continuity and
dierentiability of the sum function of a convergent series of functions can be
easily deduced from the corresponding results for the sequence of its partial
sums.
Theorem 3.6. (i) The sum function of a uniformly convergent series
of real-valued bounded functions dened on a set is bounded.
(ii) The sum function of a uniformly convergent series of Riemann in-
tegrable functions dened on [a, b] is Riemann integrable, and the
series can be integrated term by term, that is, if

k=1
f
k
is uni-
formly convergent on [a, b] and each f
k
is Riemann integrable on
[a, b], then the function

k=1
f
k
is Riemann integrable on [a, b] and
_
b
a
_

k=1
f
k
(x)
_
dx =

k=1
_
b
a
f
k
(x)dx.
(iii) The sum function of a uniformly convergent series of real-valued
continuous functions dened on a metric space is continuous.
(vi) If a series of continuously dierentiable functions dened on [a, b]
is convergent at one point of [a, b] and if the derived series is
uniformly convergent on [a, b], then the given series converges uni-
formly on [a, b], the sum function is continuously dierentiable on
[a, b] and the series can be dierentiated term by term, that is, if

k=1
f
k
converges at one point of [a, b], each f
k
is continuously dif-
ferentiable on [a, b] and

k=1
f

k
is uniformly convergent on [a, b],
then

k=1
f
k
converges uniformly to a continuously dierentiable
function, and
_

k=1
f
k
(x)
_

k=1
f

k
(x) for all x [a, b].
Proof. The results follow by applying Theorem 2.10 to the sequence of par-
tial sums of the given series.
4. Two Celebrated Theorems on Uniform Approximation
We have seen in Proposition 2.6 that a uniform limit of a sequence of
continuous functions on a metric space is continuous. In this section, we
reverse the procedure and ask whether every continuous function on a closed
and bounded interval of R is the uniform limit of a sequence of some special
continuous functions.
For a function f : [0, 1] R and n N, we dene the nth Bernstein
polynomial of f by
B
n
(f) :=
n

k=0
_
n
k
_
f
_
k
n
_
x
k
(1 x)
nk
.
Theorem 4.1. (Polynomial Approximation Theorem of Weierstrass)
If f : [0, 1] R is continuous, then B
n
(f) f on [0, 1]. Consequently,
every real-valued continuous function on [0, 1] is the uniform limit of a se-
quence of real-valued polynomial functions.
10 MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
For a proof, see Theorem 7.26 of [3], or Corollary 3.12 of [2].
Remark 4.2. Theorem 4.1 can be used to prove that every real-valued
continuous function on any closed and bounded interval [a, b] is the uniform
limit of a sequence of real-valued polynomial functions. Let : [0, 1] [a, b]
be dened by (x) := (1 x)a + xb for x [0, 1]. Then is a bijective
continuous function and its continuous inverse
1
: [a, b] [0, 1] is given
by
1
(t) = (t a)/(b a) for t [a, b]. Given a continuous real-valued
function g on [a, b], consider the continuous function f := g dened on
[0, 1]. If (P
n
) is a sequence of polynomial functions such that P
n
f on
[0, 1], and if we let Q
n
:= P
n

1
, then since Q
n
(t) = P
n
_
(t a)/(b a)
_
for t [a, b], each Q
n
is a polynomial function, and Q
n
f
1
= g on
[a, b].
Instead of polynomials, let us now consider trigonometric polynomials for
approximating a function. They are given by
a
0
+
n

k=1
(a
k
cos kx +b
k
sin kx) for n N,
where a
0
, a
1
, a
2
, . . . , b
1
, b
2
, . . . are real numbers. For a Riemann integrable
function f on [, ], we dene the Fourier coecients of f by
a
0
(f) :=
1
2
_

f(t)dt, and for k N,

a
k
(f) :=
1

f(t) cos kt dt, b

k
(f) :=
1

f(t) sin kt dt.

The series a
0
(f) +

k=1
_
a
k
(f) cos kx+b
k
(f) sin kx
_
of functions dened
on [, ] is called the Fourier series of the function f. For n = 0, 1, 2, . . .,
let s
n
(f) denote the nth partial sum of this series, and consider the arith-
metic means of these partial sums given by

n
(f) :=
s
0
(f) +s
1
(f) +s
n
(f)
n + 1
for n = 0, 1, 2 . . .
Theorem 4.3. (Trigonometric Polynomial Approximation Theo-
rem of Fejer) If f : [, ] R is continuous and f() = f(), then

n
(f) f on [, ]. Consequently, every real-valued continuous function
on [, ] having the same value at and is the uniform limit of a
sequence of real-valued trigonometric polynomial functions.
For a proof, see Theorem 8.15 and Exercise 8.15 of [3], or Theorem 3.13
of [2].
References
[1] S. R. Ghorpade and B. V. Limaye, A Course in Calculus and Real Analysis,
Springer International Ed., New Delhi, 2006.
[2] B. V. Limaye, Functional Analysis, New Age International, 2nd Ed., New Delhi,
1996.
[3] W. Rudin, Principles of Mathematical Analysis, 3rd Ed., McGraw Hill, New Delhi,
1976.