Supose that for any natural number $n$, $A_n$ is a finite set of numbers from $[0,1]$, and that $A_m$ and $A_n$ have no common elements if $m \neq n$, ie
$$m \neq n \Rightarrow A_n\cap A_m=\emptyset$$
Let $f$
$$f(x)= \begin{cases} 1/n & \text{for } x \in A_n \cr 0 & \text{for } x \notin A_n \text{ for any }n \end{cases}$$
I guess the definition is clear: If $x$ is in some of the $A_n$ then we map it to $1/n$, and if $x$ is in no $A_n$ the function is zero. It's like a modified characteristic function.
$$f(x) =\sum_{n \in \Bbb N} \frac 1 n \chi_{A_n}$$
(Thanks Asaf)
I have to prove that $$\lim_{x \to a }f(x)=0$$ for all $a$ in $[0,1]$
This is my inutuitive interpretation of the problem.
Since all the $A_n$ are finite sets, the union $S= \bigcup_{n \in \Bbb N}A_n$ of the sets is countably infinite. (Maybe this has to be proven before, but I think it is true.)
This means that $f(x)\neq 0$ for countable infinite many $x$. But then the set of $x$ such that $f(x)=0$ is uncountable, since $[0,1]$ is uncountable so $f$ is $0$ almost everywhere in $[0,1]$.
Although this is not homework, I'd like you to help me find the way to the "solving argument", maybe show how it can be done for $a=1/2$. This is from Spivak's Calculus, so all the set theoretic things I wrote don't really apply, it should probably be proven by some basic set arguments and the definition of the limit.
Attempt of proof:
DEFINITION: $$\lim_{x \to a}f(x)=L$$ if $\forall \epsilon >0 \exists \delta >0 : 0<|x-a|<\delta \Rightarrow |f(x)-L|<\epsilon$. This is Spivak's definition. Note that
$0<|x-a|$ means the limit excludes the point $a$. Suggested by t.b. is the notation
$$\lim_{\substack{x \to a \\ x \neq a}} f(x)$$
T Let $f : [0,1] \to \mathbb Q$ such that $$f(x) = \sum_{n \in \Bbb N} \frac{\chi_{A_n}(x)}{n}$$
then $$a \in [0,1] \Rightarrow \lim_{x \to a} f(x) = 0$$
P (Based on Zhang's idea).
Since $A_1$ is finite, there exists a $\delta_1 >0$ such that no $x \in A_1$ is in $(a-\delta_1,a)\cup (a,a+\delta_1)$. Thus, $|f(x)|< \dfrac 1 2$ for $0<|x-a|<\delta_1$. Similarily, $\exists \delta_2 >0 : x\in A_2 \wedge x \notin (a-\delta_2,a)\cup (a,a+\delta_2) $ so $|f(x)|< \dfrac 1 3 $ for $0<|x-a|<\delta_2$. Analogously,
$$\exists \delta_n >0 : x\in A_n \wedge x \notin (a-\delta_n,a)\cup (a,a+\delta_n) $$, so $$|f(x)|< \dfrac 1 n \text{ for } 0<|x-a|<\delta_n$$
Revised:
Let $\epsilon>0$ be given. Let $N\in \mathbb N$ such that $1/N < \epsilon$. Let $n \geq N$, and $$\delta = \min \{ \delta_1,\cdots,\delta_n\}$$ Then
$$0<|x-a|<\delta \Rightarrow |f(x)|<\epsilon$$ ∎.
Today I was discussing this problem with a professor and at first glance he thought it was the case that
$$S= \bigcup_{n \in \Bbb N}A_n= [0,1]$$
I provided the following explanation.
By Cantor's proof, $[0,1]$ is uncountable. I'll use $\sim$ to say there is a bijection between two sets $A$ and $B$. Since all the $A_n$ are finite, their cardinality is a natural number, so
$$A_1 \sim \left \{ 1,2,\cdots, |A_1| \right \}$$
$$A_2 \sim \{ |A_1|+1,\cdots, |A_1|+|A_2| \}$$
$$\cdots$$ $$A_n \sim \left\{ \sum_{k <n}|A_k|+1,\cdots, \sum_{k \leq n} |A_k|\right\}$$
Then, taking the union produces $$\bigcup_{n \in \Bbb N}A_n\sim \Bbb N$$
so the set $S$ is countable and thus can't be $[0,1]$.
So far, I have these satisfactory ideas, but I want to write an acceptable proof.
anon: If $g$ and $f$ differ at only a finite number of points then $\lim f = \lim g$. We define a useful $g_m$ such that it differs with $f$ at only a finite amount of points, and we show $0 \leq g_m \leq 1/m$.
I got this one and hope I can devise a proof.
Levon/Glouglou/Zhang Show that for any sequence $x_n$ s.t. $x_n \to a$, there exists an $n_0$ such that $$\{ x_k \}_{k \geq n_0}\cap A_n=\emptyset$$ for all $n \in \Bbb N$.
This means that for a suitable $\delta$, the set $M=\{ x : x \in [a-\delta,a+\delta]\}$ contains no $x \in A_n$, so $f(x) < \epsilon$ (actually it is strictly $0$) in that neighborhood of $a$.