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