Dick
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estro said:\mbox {Let } \epsilon<0,\ x_0 \in [a,b]
\lim_{n\rightarrow\infty} f_n(x)=f'(x)\ \Rightarrow\ \forall\ n>N\ |f_n(x_0)-f'(x_0)|< \frac {\epsilon}{3} \mbox { (*1)}
f_n(x) \mbox { is continuous in R } \Rightarrow\ \forall\ |x-x_0|< \delta_n,\ |f_n(x)-f_n(x_0)|< \frac {\epsilon}{3} \mbox { (*2)}
f'(x) \mbox { is continuous in R } \Rightarrow\ \forall\ |x-x_0|< \delta,\ |f'(x_0)-f'(x)|< \frac {\epsilon}{3} \mbox { (*3)}
t_n=\min \{\delta_n, \delta \} \Rightarrow\ \mbox {(*1) and (*2) and (*3) } \Rightarrow\ \forall\ |x-x_0|< t_n
|f_n(x)-f'(x)|=|f_n(x)-f_n(x_0)+f_n(x_0)-f'(x_0)+f'(x_0)-f'(x)| \leq |f_n(x)-f_n(x_0)|+|f_n(x_0)-f'(x_0)|+|f'(x_0)-f'(x)|< \frac {\epsilon}{3}+\frac {\epsilon}{3}+\frac {\epsilon}{3}<\epsilon
I have hard time to get sound intuition about this because the neighborhood around x is not fixed [changes for every n], and this makes me uncomfortable.
Now I'm trying to think about this. I'm not familiar with compactness theorem. [But I think Weierstrass Theorem can also help]
I have an idea now to play with t_n= \{x\ |\ \max_{[a,b]} |f_n(x)-f'(x)|\}, like I did with \mbox {x_0} in the above proof.
You are absolutely right to be worried about the n dependence. Suppose you could show |f_n(x)-f_n(y)|<=M*|x-y| for some constant M, independent of n. Would that help?