Let (un(x):n=0,1,2,…) be a sequence of real-valued functions defined on a subset E of R. Suppose that for all n and all x∈E we have ∣un(x)∣⩽Mn, where ∑n=0∞Mn converges. Prove that ∑n=0∞un(x) converges uniformly on E.
Now let E=R\Z, and consider the series ∑n=0∞un(x), where u0(x)=1/x2 and
un(x)=1/(x−n)2+1/(x+n)2
for n>0. Show that the series converges uniformly on ER={x∈E:∣x∣<R} for any real number R. Deduce that f(x)=∑n=0∞un(x) is a continuous function on E. Does the series converge uniformly on E ? Justify your answer.