I am trying to prove that, given an arbitrary function $f$, the set of discontinuities of $f$, denoted $D_f=[{x\in{\Bbb{R}}:\mbox{f is not continuous at $x$}}$], is a $F_\sigma$ set - that is, a countable union of closed sets. This question may have been asked before, but after searching thoroughly, this is the only one to approach it in a certain manner with specific goals (taken from Stephen Abbott's Understanding Analysis).
First, a crucial piece of terminology (for those who do not know it): "Let $f$ be defined on $\Bbb{R}$, and let $\alpha>0$. The function $f$ is said to be $\alpha$-continuous at $x\in{\Bbb{R}}$ if there exists a $\delta>0$ such that for all $y,z\in{V_\delta{(x)}}$ it follows that $|f(y)-f(z)|<\alpha$. Also, we let $D_\alpha=[x\in{\Bbb{R}}:\mbox{f is not $\alpha$-continuous at $x$}]$
There are 4 steps in this proof, 3 of which I have already proved:
1) Show that, for a fixed $\alpha>0$, $D_\alpha$ is closed (already proved myself)
2) Show that, if $\alpha_1<\alpha_2$, then $D_{\alpha_2}\subset{D_{\alpha_1}}$ (already proved myself)
3) Let $\alpha>0$ be given. Show that if $f$ is continuous at $x$, then it is also $\alpha$-continuous at $x$. Show therefore that $D_\alpha\subset{D_f}$ (already proved myself)
4) Show that if $f$ is not continuous at $x$, then it is not $\alpha$-continuous for some $\alpha>0$. Show why this guarantees that $D_f=\bigcup_{n=1}^{\infty}D_{1/n}$. As, by point 1, each $D_{1/n}$ is closed, it thus follows that $D_f$ is a $F_\sigma$ set.
Now, I have proved the first sentence of point 4 myself, however, the bit where I run into trouble is how to show that this guarantees that $D_f=\bigcup_{n=1}^{\infty}D_{1/n}$. My idea was that this is true because continuity and $\alpha$-continuity are equivalent, so we simply take the union over all $\alpha$, and by point 2, the only $\alpha$ that 'matter' are those infinitesimally close to 0, and so as (1/n) converges to 0, all possible $\alpha$ infinitesimally close to 0 are 'covered'. This is a very loose argument that I would like to make formal, however, this only allows for $\alpha$ of the form $1/n$ even though $\alpha$ can be an irrational number... Please could someone try and explain how this is guaranteed thus (out of this v. long proof only bit I don't get bloody hell).
Thank you.
EDIT: $f$ is a function from the reals to the reals (although this argument can easily be extended to general complete metric spaces)
Then, $f$ is $3$-continuous at $0$ since $|f(x) - f(0)| \le 2$ for all $x \in \Bbb R$.
On the other hand, $f$ is not $3$-continuous at any other point. Indeed, given any non-zero rational, there's always an irrational in any of its neighbourhood and vice-versa. The absolute difference of their function values is then $4$.
Thus, $D_3 = \Bbb R \setminus {0}$, which is not closed.
– Aryaman Maithani Feb 26 '21 at 04:58