The sequence of functions {fn} defined on S [a, b] {let} converges uniformly on S [a, b] if and only if for every ε > 0 and for all x ∈ [a, b], there exists an integer N such that
∣fn+p(x)−fn(x)∣<ϵ, ∀ n≥N
Proof. Let the sequence {fn} uniformly converge on [a, b] to the limit function f, so that for a given ε > 0, and for all x ∈ [a, b], there exist integers n1,n2 such that
∣fn(x)−f(x)∣<ϵ/2, ∀ n≥n1 and
∣fn+p(x)−f(x)∣<ϵ/2, ∀ n≥n2
Let N= max(n1,n2)
⇒∣fn+p(x)−fn(x)∣≤∣fn+p(x)−f(x)∣+∣fn(x)−f(x)∣ ⇒∣fn+p(x)−fn(x)∣<ϵ/2+ϵ/2=ϵ, ∀ n≥N
Hence ∣fn+p(x)−fn(x)∣<ϵ, ∀ n≥N (Cauchy’s Criterion for Uniform Convergence)
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