So, if we define the function I(\alpha) as
\lim_{R\rightarrow \infty}I(R,\alpha) = I(\alpha)
and it is the case that for all R the function |I(R, \alpha) is continuous, we want to prove that the limit function |I(\alpha) is continuous as well, if the limit for R to infinity converges uniformly. So, we want to prove that:
\lim_{\alpha\rightarrow\beta}I(\alpha) = I(\beta)
This means that for every \epsilon>0 there should exists a \delta, such that we have
|I(\alpha)-I(\beta)|<\epsilon
if we choose \alpha such that
|\alpha-\beta|<\delta
Now, uniform convergence for the limit of R to infinity implies that we can always find an R_{0} for which
|I(R_{0},\alpha)-I(\alpha)|<\frac{\epsilon}{3}
is true for all \alpha.
Then because I(R_{0},\alpha) is continuous as a function of \alpha, i.e. we have that
\lim_{\alpha\rightarrow\beta}I(R_{0}, \alpha)=I(R_{0}, \beta)
we can thus be sure that there exists a \delta such that:
|I(R_{0},\alpha)-I(R_{0},\beta)|<\frac{\epsilon}{3}
is true for \alpha in the interval
|\alpha-\beta|<\delta
For such \alpha we have that
|I(\alpha)-I(\beta)| <\epsilon
because
<br />
\begin{align*}<br />
|I(\alpha)-I(\beta)| &= |I(\alpha) - I(R_{0},\alpha) +<br />
I(R_{0},\alpha)-I(R_{0},\beta) + I(R_{0},\beta) - I(\beta)|\\<br />
& \leq<br />
|I(\alpha) - I(R_{0},\alpha)| + |I(R_{0},\alpha)-I(R_{0},\beta)| +<br />
| I(R_{0},\beta) - I(\beta)|<\epsilon <br />
\end{align*}<br />