证明 $ f(x)在(a,b)上一致收敛\Rightarrow 。$\[\forall \varepsilon > 0,\exists n> \mathrm{N}\in \mathbb{N},p> 0\delta > 0,0< |x_{n+p}-x_n|< \delta ,\]\[|f(x_{n+p})-f(x_{n})|< \varepsilon .(\{f(x_n)\}\subseteq \{f(x)\})\]即函数值列$\{f(x_n)\}也是cauchy列.$
$ f(x)在(a,b)上一致收敛\Leftarrow 。$\[\forall \varepsilon > 0,\forall x_n.x_m\in (a,b),\exists n,m> \mathrm{N_1}\in \mathbb{N},\delta > 0,\]\[\forall x_n,x_m\in (a,b),0< |x_n-x_m|< \delta ,s.t.\]\[|f(x_n)-f(x_m)|< \varepsilon .\]
$对于点x_n,x_m的邻域\cup ^0(x_n,\frac{\delta }{2}),\cup ^0(x_m,\frac{\delta }{2}),分别存在收敛于x_n和x_m的子列\{x_{n_k}\} 和\{x_{m_l}\},$\[\exists N_2\in \mathbb{N},n_k,m_l> N_2,|x_n-x_{n_k}|<\frac{\delta }{3} ,|x_m-x_{m_l}|<\frac{\delta }{3},|x_{n_k}-x_{m_l}|<\frac{\delta }{3} .\]\[由于\{f(x_n)\}为cauchy列,故必有|f(x_{n_k})-f(x_{m_l})|< \frac{\varepsilon }{3}.\]\[而子列\{x_{n_k}\} 和\{x_{m_l}\}分别收敛于x_n和x_m,\]\[所以有|f(x_n)-f(x_{n_k})|< \frac{\varepsilon }{3},|f(x_m)-f(x_{m_l})|< \frac{\varepsilon }{3}.\]
$令N=\max \{N_1,N_2\}.f(x_n),f(x_m)\in \{f(x_n)\}此时$\[|f(x_n)-f(x_m)|< |f(x_n)-f(x_{n_k})|+|f(x_{n_k})-f(x_{m_l})|+|f(x_m)-f(x_{m_l})|< \frac{\varepsilon }{3}+\frac{\varepsilon }{3}+\frac{\varepsilon }{3}=\varepsilon .\]也即\[f(x)在(a,b)上存在cauchy列,f(x)在(a,b)上一致收敛.\]