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
(fn ) on E. We then write fn → f on E. For simplicity, we shall assume
Y = R with the usual metric.
Let fn → f on E. We ask the following questions:
(i) If each fn is bounded on E, must f be bounded on E? If so, must
supp∈E |fn (p)| → supp∈E |f (p)|?
(ii) If E is a metric space and each fn is continuous on E, must f be
continuous on E?
(iii) If E is an interval in R and each f n is differentiable on E, must f
be differentiable on E? If so, must fn0 → f 0 on E?
(iv) If E = [a, b] and each fn is Riemann integrable on E, must f be
Rb Rb
Riemann integrable on E? If so, must a fn (x)dx → 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 sup |fn (p)| = sup  lim fn (p).
 
n→∞ p∈E p∈E n→∞
(ii) For p ∈ E and pk → p in E, lim lim fn (pk ) = lim lim fn (pk ).
n→∞ n→∞ k→∞
d d  k→∞
(iii) lim (fn ) = lim fn .
n→∞ dx dx Zn→∞
Z b b 
(iv) lim fn (x)dx = lim fn (x) dx.
n→∞ a a n→∞

Answers to these questions are all negative.

Examples 1.1. (i) Let E := (0, 1] and define f n : E → R by

0 if 0 < x ≤ 1/n,
fn (x) :=
1/x if 1/n ≤ x ≤ 1.
Then |fn (x)| ≤ n for all x ∈ E, fn → f on E, where f (x) := 1/x.
Thus each fn is bounded on E, but f is not bounded on E.
(ii) Let E := [0, 1] and define fn : E → R by fn (x) := 1/(nx + 1). Then
each fn is continuous on E, fn → 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 define fn : E → R by fn (x) := 1/(nx2 + 1).
Then each fn is differentiable on E and fn → 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

differentiable on E.
(b) Let E := R and define fn : R → R by fn (x) := (sin nx)/n.
Then each fn is differentiable, fn → f on R, where f ≡ 0. But
fn0 (x) = cos nx for x ∈ R, and (fn0 ) does not converge pointwise
on R. For example, (fn0 (π)) is not a convergent sequence.
(c) Let E := (−1, 1) and define
[2 − (1 + x)n ]/n if −1 < x < 0,

fn (x) :=
(1 − x)n /n if 0 ≤ x < 1.
Then each fn is differentiable on E. (In particular, we have
fn0 (0) = −1 by L’Hôpital’s Rule.) Also, f n → f on (−1, 1),
where f ≡ 0. Also,
−(1 + x)n−1 if −1 < x < 0,

0
fn (x) =
−(1 − x)n−1 if 0 ≤ x < 1.
Further, fn0 → g on (−1, 1), where g(0) := −1 and g(x) := 0
for 0 < |x| < 1. Clearly, f 0 6= g.
(iv) (a) Let E := [0, 1] and define fn : [0, 1] → R by

1 if x = 0, 1/n!, 2/n!, . . . , n!/n! = 1,
fn (x) :=
0 otherwise.
Then each fn is Riemann integrable on [0, 1] since it is discon-
tinuous only at a finite number of points. 
1 if x is rational,
Also, fn → f on [0, 1], where f (x) :=
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 fn (x) = 1, while if x is an
irrational number, then fn (x) = 0 for all n ∈ N. We have seen
that the Dirichlet function f is not Riemann integrable.
(b) Let E := [0, 1], and define fn : [0, 1] → R by fn (x) := n3 xe−nx .
Then each fn is Riemann integrable and fn → f on [0, 1],
where f ≡ 0. (Use L’Hôpital’s Rule repeatedly to show that
limt→∞ t3 /est = 0 for any s ∈ R with s > 0.) However, using
Integration by Parts, we have
Z 1
1 1 1
xe−nx dx = 2 − 2 n − n for each n ∈ N,
0 n n e ne
R1
so that 0 fn (x)dx = n − (n/en ) − (n2 /en ) → ∞.
(c) Let E := [0, 1] and define fn : [0, 1] → R by fn (x) := n2 xe−nx .
As above, each fn is Riemann integrable, and fn → f on [0, 1],
R1
where f ≡ 0, and 0 fn (x)dx = 1 − (1/en ) − (n/en ) → 1, which
R1
is not equal to 0 f (x)dx = 0.

2. Uniform Convergence of a Sequence

In an attempt to obtain affirmative 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 (fn ) 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 ≥ n0 , p ∈ E =⇒ |fn (p) − f (p)| < .
Note that the natural number n0 mentioned in the above definition may
depend upon the given sequence (fn ) 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
fn ⇒ f on E. Obviously, fn ⇒ f on E =⇒ fn → f on E, but the converse
is not true : Let E := (0, 1] and define f n (x) := 1/(nx + 1) for 0 < x ≤ 1. If
f (x) := 0 for x ∈ (0, 1], then fn → f on (0, 1], but fn 6⇒ f on (0, 1]. To see
this, let  := 1/2, note that there is no n 0 ∈ N satisfying
1 1
|fn (x) − f (x)| = < for all n ≥ n0 and for all x ∈ (0, 1],
nx + 1 2
since 1/(nx + 1) = 1/2 when x = 1/n, n ∈ N.
A sequence (fn ) of real-valued functions defined on a set E is said to be
uniformly Cauchy on E if for every  > 0, there is n 0 ∈ N satisfying
m, n ≥ n0 , p ∈ E =⇒ |fm (p) − fn (p)| < .
Proposition 2.1. (Cauchy Criterion for Uniform Convergence of a
Sequence) Let (fn ) be a sequence of real-valued functions defined on a set
E. Then (fn ) is uniformly convergent on E if and only if (f n ) is uniformly
Cauchy on E.
Proof. =⇒) Let fn ⇒ f . For all m, n ∈ N and p ∈ E, we have
|fm (p) − fn (p)| ≤ |fm (p) − f (p)| + |f (p) − fn (p)|.
⇐=) For each p ∈ E, (fn (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 ≥ n0 , p ∈ E =⇒ |fm (p) − fn (p)| < .
For any m ≥ n0 and p ∈ E, letting n → ∞, we have |fm (p) − f (p)| ≤ . 
We have the following useful test for checking the uniform convergence of
(fn ) when its pointwise limit is known.
Proposition 2.2. (Test for Uniform Convergence of a Sequence)
Let fn and f be real-valued functions defined on a set E. If f n → f on
E, and if there is a sequence (an ) of real numbers such that an → 0 and
|fn (p) − f (p)| ≤ an for all p ∈ E, then fn ⇒ f on E.
Proof. Let  > 0. Since an → 0, there is n0 ∈ N such that n ≥ n0 =⇒ an < ,
and so |fn (p) − f (p)| <  for all p ∈ E. 
Example 2.3. Let 0 < r < 1 and fn (x) := xn for x ∈ [−r, r]. Thenfn (x) →
0 for each x ∈ [−r, r]. Since r n → 0 and |fn (x) − 0| ≤ r n for all x ∈ [−r, r],
(fn ) 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 fn and f be real-valued functions defined on a set E.
If fn ⇒ f on E and each fn is bounded on E, then f bounded on E.
Proof. There is n0 ∈ N such that n ≥ n0 , p ∈ E =⇒ |fn (p)−f (p)| < 1. Also,
since fn0 is bounded on E, there is α0 such that p ∈ E =⇒ |fn0 (p)| ≤ α0 .
Hence p ∈ E =⇒ |f (p)| ≤ |f (p) − fn0 (p)| + |fn0 (p)| < 1 + α0 . 

The converse of the above result is not true, that is, each f n as well
as f bounded on E and fn → f 6=⇒ fn ⇒ f on E. For example, let
E := (0, 1], fn (x) := 1/(nx + 1) and f ≡ 0.
Given a set E, let B(E) denote the set of all real-valued bounded functions
defined on E. For f, g in B(E), define 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 fn ⇒ f on
E if and only if d(fn , f ) → 0, that is, (fn ) converges to f in the sup-metric on
B(E). Similarly, (fn ) is uniformly Cauchy on E if and only if d(f n , fm ) → 0
as n, m → ∞, that is, (fn ) 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 |fn (p)| − sup |f (p)| ≤ d(fn , f ) → 0,
 
p∈E p∈E

and so, supp∈E |fn (p)| → supp∈E |f (p)|.

Uniform Convergence and Integration.

Proposition 2.5. Let (fn ) be a sequence of real-valued functions defined on
[a, b]. If fn ⇒ f on [a, b] and each fn is Riemann integrable on [a, b], then
Rb Rb
f is Riemann integrable on [a, b] and a fn (x)dx → a f (x)dx.
Proof. Since fn ⇒ f and each fn is bounded, we see that f is bounded on
[a, b] by Proposition 2.4. For n ∈ N, let α n := d(fn , 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)| ≤ αn , that is, fn (x) − αn ≤ f (x) ≤ fn (x) + αn , and so
L(fn ) − αn (b − a) ≤ L(f ) ≤ U (f ) ≤ U (fn ) + αn (b − a).
But since fn is Riemann integrable, we have L(fn ) = U (fn ), and hence
0 ≤ U (f ) − L(f ) ≤ 2αn (b − a) → 0 as n → ∞. Thus L(f ) = U (f ), that is,
f is Riemann integrable on [a, b]. Also,
Z b Z b Z b
fn (x)dx − αn (b − a) ≤ f (x)dx ≤ fn (x)dx + αn (b − a),
a a a
R 
 b Rb
that is,  a fn (x)dx − a f (x)dx ≤ αn (b − a) → 0 as n → ∞. 


The converse of the above result is not true, that is, each f n as well
Rb
as f Riemann integrable on [a, b], fn → f on [a, b] and a fn (x)dx →
Rb
a f (x)dx 6=⇒ fn ⇒ f . For example, if fn (x) := 1/(nx + 1) for x ∈ [0, 1],
 UNIFORM CONVERGENCE 5

f (0) := 1, f (x) := 0 for x ∈ (0, 1], then f n 6⇒ f on [0, 1], but f is integrable
and
Z 1 Z 1
ln(nx + 1) 1 ln(1 + n)
fn (x)dx =  = →0= f (x)dx.
0 n 0 n 0
Uniform Convergence and Continuity.
Proposition 2.6. Let (fn ) be a sequence of real-valued functions defined on
a metric space E. If fn ⇒ f on E and each fn is continuous on E, then f
is continuous on E.
Proof. Let  > 0. There is n0 ∈ N such that p ∈ E =⇒ |fn0 (p)−f (p)| < /3.
Consider p0 ∈ E. Since fn0 is continuous at p0 , there is δ > 0 such that
p ∈ E, d(p, p0 ) < δ =⇒ |fn0 (p) − fn0 (p0 )| < /3. and hence
|f (p) − f (p0 )| ≤ |f (p) − fn0 (p)| + |fn0 (p) − fn0 (p0 )| + |fn0 (p0 ) − f (p0 )| < ,
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, fn → f on E 6=⇒ fn ⇒ f . For example,
let fn (x) := nxe−nx and f (x) := 0 for x ∈ [0, 1]. Since fn (0) = 0 and for
x ∈ (0, 1], fn (x) → 0 as n → ∞ by L’Hôpital’s Rule, we see that f n → f .
But there is no n0 ∈ N such that n ≥ n0 , 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. (Dini’s Theorem) Let (f n ) be a sequence of real-valued
functions defined on a compact metric space E. If f n → f on E, each fn and
f are continuous on E, and (fn ) is a monotonic sequence (that is, f n ≤ fn+1
for all n ∈ N, or fn ≥ fn+1 for all n ∈ N), then fn ⇒ 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 Dini’s
Theorem: (i) E := (0, 1] and fn (x) := 1/(nx + 1), x ∈ E, (ii) E := [0, 1] and
fn (x) := xn , x ∈ E.
Uniform Convergence and Differentiation. Answers to the questions
regarding differentiation posed in the last section are not affirmative even
when fn ⇒ f on anp interval of R.
(a) Let fn (x) := x2 + (1/n2 ) and f (x) := |x| for x ∈ [−1, 1]. Since
p √  p  1
2 2 2 2 2
|fn (x) − f (x)| =  x + (1/n ) − x  ≤  x + (1/n ) − x  =
 2 
n
for all n ∈ N and x ∈ [−1, 1], Proposition 2.2 shows that f n ⇒ f on [−1, 1].
Although each fn is differentiable on [−1, 1], the limit function f is not.
(b) In Example 1.1 (iii) (b), fn ⇒ f on R, each fn differentiable, but (fn0 )
does not converge pointwise.
(c) In Example 1.1 (iii) (c), fn ⇒ f on (−1, 1) and each fn as well as f is
differentiable on (−1, 1), and fn0 → g on (−1, 1), where g 6= f 0 .
However, if we assume the uniform convergence of the ‘derived sequence’
(fn0 ) 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 (fn ) be a sequence of real-valued functions defined

on [a, b]. If (fn ) converges at one point of [a, b], each f n is continuously
differentiable on [a, b] and (fn0 ) converges uniformly on [a, b], then there is
f : [a, b] → R such that f is continuously differentiable on [a, b], f n0 → f 0 on
[a, b] and in fact, fn ⇒ f on [a, b].
Proof. Let x0 ∈ [a, b] and c0 ∈ R be such that fn (x0 ) → c0 . Also, let each
fn be continuously differentiable and g : [a, b] → R be such that f n0 ⇒ g
on [a, b]. By Proposition 2.6, the function g is continuous on [a, b]. Define
f : [a, b] → R by
Z x
f (x) := c0 + g(t)dt for x ∈ [a, b].
x0

By part (ii) of the Fundamental Theorem of Calculus (FTC), f 0 exists on

[a, b] and f 0 (x) = g(x) for x ∈ [a, b]. Thus f is continuously differentiable
on [a, b] and fn0 → g = f 0 . Also, by part (i) of the FTC, we have
Z x
fn (x) = fn (x0 ) + fn0 (t)dt for x ∈ [a, b].
x0
Hence for n ∈ N and x ∈ [a, b], we obtain
Z x

|fn (x) − f (x)| ≤ |fn (x0 ) − c0 | +  fn0 (t) − g(t) dt

x0
≤ |fn (x0 ) − c0 | + |x − x0 | sup |fn0 (t) − g(t)|
t∈[a,b]

≤ |fn (x0 ) − c0 | + (b − a)d(fn0 , g).

Thus fn ⇒ 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 differentiable on [a, b], f n ⇒ f on [a, b], fn0 → f 0 on
[a, b] 6=⇒ fn0 ⇒ f 0 . For example, let fn (x) := (nx + 1)e−nx /n and f (x) := 0
for x ∈ [0, 1]. Since fn0 (x) = −nxe−nx for each n ∈ N and all x ∈ [0, 1],
each fn is monotonically decreasing on [0, 1]. As f n (0) = 1/n, we obtain
|fn (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 n0 → f 0 , but fn0 6⇒ f 0 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 defined on a set is bounded.
(ii) The uniform limit of a sequence of Riemann integrable functions
defined on [a, b] is Riemann integrable, and its Riemann integral is
the limit of the sequence of termwise Riemann integrals, that is, if
(fn ) 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
Rb Rb
[a, b] and a f (x)dx = limn→∞ a fn (x)dx.
 UNIFORM CONVERGENCE 7

(iii) The uniform limit of a sequence of continuous functions defined on

a metric space is continuous.
(vi) If a sequence of continuously differentiable functions defined 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 differentiable
on [a, b] and its derivative is the limit of the sequence of termwise
derivatives, that is, if (fn ) converges at one point of [a, b], each f n is
continuously differentiable on [a, b] and (f n0 ) is uniformly convergent
on [a, b], then (fn ) converges uniformly to a continuously differen-
tiable function f on [a, b], and f 0 (x) = limn→∞ fn0 (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 (fk ) be a sequence of real-valued functions defined on a set E. Con-
sider the sequence (sn ) of real-valued functions on E defined by
n
X
sn := f1 + · · · + fn = fk .
k=1

Note: Just as the sequence (fk ) determines the sequence (sn ), so does (sn )
determine (fk ): If we let s0P= 0, then we have fk = sk − sk−1 for all k ∈ N.
∞
We say that the series k=1 fk converges pointwise on E ifP the se-
quence (sn ) converges pointwise on E, and we say that the series ∞ k=1 fk
converges uniformly on E if the sequence (s n ) converges uniformly on
E.
P∞For n ∈ N, the function sn is called the nth partial sum of the series
k=1 fk and if sn → 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 (fk )P be a sequence of real-valued functions defined on a set E.
Then the series ∞ k=1 fk converges uniformly on E if and only if for every
 > 0, there is n0 ∈ N such that
Xm 
m ≥ n ≥ n0 , p ∈ E =⇒  fk (p) < .
 
k=n

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 (fk ) be a sequence of real-valued functions
defined on a set E. Suppose there is a sequence P∞(M k ) in R such that
|fk (p)|
P≤ Mk for all k ∈ N and all p ∈ E. If k=1 Mk 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

Xm  X m m
X
fk (p) ≤ |fk (p)| ≤ Mk for all m ≥ n,
 

k=n k=n k=n
and use Proposition 3.1. 
P∞
Examples 3.3. (i) Consider the series k=0 xk , where x ∈ (−1, 1). If
r < 1, thenPthe series converges uniformly on {x ∈ R : |x| ≤ r} since
the series ∞ k
k=0 Mk is convergent, where Mk := r for k = 0, 1, . . .
(ii) For k ∈ N, let fP k 2
k (x) := (−1) (x + k)/k , where x ∈ [0, 1]. We show
∞
that the series k=1 fk converges uniformly on [0, 1]. For k ∈ N,
let gk (x) := (−1)k x/k 2 , where x ∈P [0, 1]. Letting Mk := 1/k 2 for
k ∈ N, weP observe that the series ∞ k=0 Mk is convergent. Hence
the series ∞ k=1 g k (x) converges uniformly on [0, 1]. Also, the se-
ries ∞ k /k converges uniformly on [0, 1], being a convergent
P
k=1 (−1)
series of constants. P Since fk (x) = gk (x) + (−1)k /k for k ∈ N and
x ∈ [0, 1], the series ∞ k=1 fk (x) converges uniformly on [0, 1].
This example also shows that the converse of Weierstrass’ M -test
does not hold: If Mk := supx∈[0,1] |fk (x)| = (1 + k)/k 2 for k ∈ N,
then ∞ 2
P P∞
k=1 Mk does not converge, since k=1 1/k converges, but
P ∞
k=1 1/k diverges.
Proposition 3.4. (Dirichlet’s Test for Uniform Conditional Con-
vergence of a Series) Let (fk ) be a monotonic sequence of real-valued
functions defined on a set E such that f k ⇒ 0 on E. If (gk ) is a sequence
of
P∞ real-valued functions defined on E such that the partialP∞ sums of the series
g
k=1 k are uniformly bounded on E, then the series k=1 fk gk converges
P∞ k
uniformly on E. In particular, the series k=1 (−1) fk converges uniformly
on E.
Proof. For each p ∈ E, the series ∞
P
k=1 fk (p)gk (p) converges in R by Dirich-
let’s Test for conditional convergence of a series of real numbers. (See,
for example, P Proposition 9.20 of [1], or Theorem 3.42 of [3].)PFor p ∈ E,
∞ n
let H(p)Pn := k=1 fk (p)gk (p). Also, for n ∈ N, let Gn := k=1 gk and
Hn := k=1 fk gk . Further, let β ∈ R be such that |Gn (p)| ≤ β for all n ∈ N
and all p ∈ E. Then by using the partial summation formula
n
X n−1
X
fk gk = (fk − fk+1 )Gk + fn Gn for all n ≥ 2,
k=1 k=1
we have |H(p) − Hn (p)| ≤ 2β|fn+1 (p)| for all p ∈ E.PSince fn+1 ⇒ 0 on
E, it follows that Hn ⇒ H on E, that is, the series ∞ k=1 fk gk converges
uniformly on E.
In particular, letting gk (p) := (−1)k for all k ∈ N and p ∈ E, and noting
that |Gn (p)| ≤ 1 for allP n ∈ N and all p ∈ E, we obtain the uniform
convergence of the series ∞ k
k=1 (−1) fk on E. 
Example 3.5. Let E := [0, 1] and fk (x) := xk /k for k ∈ N and x ∈ [0, 1].
Then (fk ) is a momotonically decreasing sequence and since |f k (x)| ≤ 1/k
for k ∈ N and x P
∈ [0, 1], we see that fk ⇒ 0 on [0, 1] by Proposition 2.2.
Hence the series ∞ k k
k=1 (−1) x /k converges uniformly on [0, 1].
 UNIFORM CONVERGENCE 9

Results regarding the boundedness, Riemann integrability, continuity and

differentiability 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 defined on a set is bounded.
(ii) The sum function of a uniformly convergent series of Riemann in-
tegrable functions defined on [a, b] is Riemann integrable,
P∞ and the
series can be integrated term by term, that is, if k=1 fk is uni-
formly convergent on [a, b] and each f k is Riemann integrable on
[a, b], then the function ∞
P
f
k=1 k is Riemann integrable on [a, b] and
Z b X∞  ∞ Z b
X
fk (x) dx = fk (x)dx.
a k=1 k=1 a

(iii) The sum function of a uniformly convergent series of real-valued

continuous functions defined on a metric space is continuous.
(vi) If a series of continuously differentiable functions defined 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 differentiable on
[a,
P∞ b] and the series can be differentiated term by term, that is, if
k=1 fk converges at onePpoint of [a, b], each f k is continuously dif-
∞ 0
P∞ on [a, b] and k=1 fk is uniformly convergent on [a, b],
ferentiable
then k=1 fk converges uniformly to a continuously differentiable
function, and
X ∞ 0 X ∞
fk (x) = fk0 (x) for all x ∈ [a, b].
k=1 k=1

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 define the nth Bernstein
polynomial of f by
n    
X n k k
Bn (f ) := f x (1 − x)n−k .
k n
k=0

Theorem 4.1. (Polynomial Approximation Theorem of Weierstrass)

If f : [0, 1] → R is continuous, then Bn (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 φ : [0, 1] → [a, b]
be defined by φ(x) := (1 − x)a + xb for x ∈ [0, 1]. Then φ is a bijective
continuous function and its continuous inverse φ −1 : [a, b] → [0, 1] is given
by φ−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 ◦ φ defined on
[0, 1]. If (Pn ) is a sequence of polynomial functions such that P n ⇒ f on

[0, 1], and if we let Qn := Pn ◦ φ−1 , then since Qn (t) = Pn (t − a)/(b − a)
for t ∈ [a, b], each Qn is a polynomial function, and Qn ⇒ f ◦ φ−1 = g on
[a, b].
Instead of polynomials, let us now consider trigonometric polynomials for
approximating a function. They are given by
Xn
a0 + (ak cos kx + bk sin kx) for n ∈ N,
k=1
where a0 , a1 , a2 , . . . , b1 , b2 , . . . are real numbers. For a Riemann integrable
function f on [−π, π], we define the Fourier coefficients of f by
Z π
1
a0 (f ) := f (t)dt, and for k ∈ N,
2π −π
1 π 1 π
Z Z
ak (f ) := f (t) cos kt dt, bk (f ) := f (t) sin kt dt.
π −π π −π
The series a0 (f ) + ∞
P

k=1 ak (f ) cos kx + bk (f ) sin kx of functions defined
on [−π, π] is called the Fourier series of the function f . For n = 0, 1, 2, . . .,
let sn (f ) denote the nth partial sum of this series, and consider the arith-
metic means of these partial sums given by
s0 (f ) + s1 (f ) · · · + sn (f )
σn (f ) := for n = 0, 1, 2 . . .
n+1
Theorem 4.3. (Trigonometric Polynomial Approximation Theo-
rem of Fejér) If f : [−π, π] → R is continuous and f (−π) = f (π), then
σn (f ) ⇒ f on [−π, π]. Consequently, every real-valued continuous function
on [−π, π] having the same value at −π and π 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.