I am working through old Measure Theory homework assignments and this question is giving me some trouble. It states:
Let {$f_n$} be a sequence of continuous and differentiable functions on the interval $[a,b]$. Assume that for each $t$ in $[a,b]$, $\sum_{n}|f_n(t)|$ is convergent and $|f^{'}_n(t)|\le g(n)$ where $\sum_{n}g(n)$ is convergent. Show that the function $F(t)=\sum_{n}f_n(t)$ is differentiable on $(a,b)$ and $F'(t)=\sum_{n}f^{'}_{n}(t)$.
I know this is an application of the Lebesgue Dominated Convergence Theorem but cannot figure out how to set it up. Any hints, helps, or leads would be nice! Thanks.
I'd start by writing $$ f_n(t) =f_n(a)+\int_a^t f_n'(s)\,ds $$ for $t\in[a,b]$ and $n\ge 1$. Now sum with respect to $n$ on both sides. The Weierstrass $M$-test should come in handy to show that $\sum_n f'_n(s)$ converges uniformly and that the sum, call it $h(s)$, is a continuous function of $s$.