Uniform convergence — the series
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A limit that forgets to be continuous
Every one of the functions x, x², x³, … is as smooth as anything could be, and every column of the picture settles down. What they settle on has a jump in it — and the quantity that sees the difference is the largest gap anywhere, which is a number about the whole graph rather than about any point of it.
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The subsequence that has to exist
Every bounded list of numbers has a part that settles down. A bounded list of functions need not: the waves sin 2πkx never come within 1.76 of one another. One extra condition — that no member may change faster than a bound they all share — restores the guarantee, and it is the reason a differential equation with a continuous rule has a solution at all.
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A sum read from inside
The series 1 − 1/2 + 1/3 − 1/4 + … adds to log 2, and the reason is not in the series. Its power series equals log(1 + x) inside the interval, and the value at the edge is read off by continuity. Abel's theorem says when that reading is honest — and the series 1 − 1 + 1 − …, which has no sum, is read the same way as a half.
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A limit can jump at every fraction
A sequence of continuous functions can settle, point by point, on a function that is discontinuous at every rational number. It cannot settle on one that is discontinuous everywhere — the indicator of the rationals needs two limits in a row, and Riemann's integral cannot follow the second. The line between the two is Baire's theorem, and it measures smallness by gaps rather than by length.
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Uniform, except on a small set
The functions xⁿ settle on their limit at every point and never uniformly — the trouble is all in a strip next to 1. Throw the strip away and the convergence is uniform on what is left, however thin the strip. Egorov proved that this always happens on an interval, Lusin proved the matching fact about a single function, and a bump sliding off along the whole line shows why both need a set of finite length to start from.
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Settling in order settles everywhere at once
A sequence of functions can settle at every point and never settle uniformly — the largest gap stays put while each point escapes it. Dini found the circumstances in which that cannot happen: continuous functions, a continuous limit, every member above the next, and a closed interval. Under those four conditions convergence at each point is convergence everywhere at once, and Weierstrass's iteration for the square root becomes a sequence of polynomials converging uniformly to |x|.
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Close in height and nowhere close in slope
Uniform convergence carries continuity to the limit and carries integrals to the limit. It carries slopes nowhere. The functions sin(n²x)/n flatten to nothing while their slopes grow without bound; smooth curves converge uniformly to a corner; a Fourier series converges and its differentiated series diverges. What does carry a slope is uniform convergence of the slopes themselves — and the reason is that integration averages wiggles away while differentiation multiplies them.
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The slope a Gauss sum leaves behind
Riemann is said to have offered sin x + sin(4x)/4 + sin(9x)/9 + … as a continuous function with no derivative anywhere. It has one after all, at π and at every π times an odd number over an odd number, and the slope there is always exactly −1/2. Computed with a million terms, the function's behaviour at every fraction is read off a single number — a quadratic Gauss sum — and the slope appears exactly where that number is zero.