Let {fn}n be a sequence of continuous real-valued functions on [0,1] and suppose fn(x) converges to another real-valued function f(x) at everyx∈[0,1].
Prove that for every ε>0 there is a dense subset Dε⊆[0,1] such that if x∈Dε, then there are an open interval I∋x and a positive integer Nx such that for all n>Nx,
y∈Isup∣fn(y)−f(y)∣≤ε.
Hint: Consider the closed sets
FN,ε={y∈[0,1]∣∣fn(y)−fm(y)∣≤ε,∀n,m>N}.
Prove that f cannot be the characteristic function χQ∩[0,1] where Q is the rational numbers.
since fn converges everywhere to f. Notice also that because each fn is continuous, we see that FN,ε is an intersection of closed sets, hence closed.
For any [a,b]⊆[0,1], we see that
[a,b]=N=1⋃∞FN,ε∩[a,b],
but [a,b] is complete and each set in the union is closed, so by the Baire category theorem, FN,ε∩[a,b] contains an open interval Ia,b. Let
Dε=a,b∈[0,1]⋃Ia,b.
We claim that Dε is dense: if this were not the case, then there exists [a,b]⊆[0,1] such that [a,b]∩Dε=∅. But Ia,b⊆Dε by construction, and Ia,b⊆[a,b] as well, so this is impossible, and so Dε is dense. Finally, given any x∈Dε, there exists Ia,b⊆FNx,ε for some Nx∈N, and if n,m>Nx, we have
Ia,b⊆Fn,ε⟹y∈Ia,bsup∣fn(y)−fm(y)∣≤ε.
Sending m→∞, we get the claim.
If f were such a function, then by (1), there exists a dense subset D1/4⊆[0,1] with the stated properties. Then for any x∈D1/4, we get I∋x and Nx so that if n>Nx, then