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Proof Of Composition Limit Law For Uniform Convergence
Next, let
be the
-neighbourhood of
contained
in
, for some
.
is compact, since it is contained in
.
Now let
be given.
is uniformly continuous
on
, so
there exists a
such that
when
and
,
we have
.
From the uniform convergence
of
, choose
so that
when
,
for all
.
Since
, it follows that
is inside the
-neighbourhood of
, i.e. both
and
are both in
. Thus
when
,
uniformly for all
.