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Dec 9, 2019 at 4:39 comment added Nate Eldredge @LSpice: What is true is that if $f_n$ are continuous and converge in $L^\infty(\mu)$ to a function $g$, then $g$ is $\mu$-a.e. equal to a function whose restriction to the support of $\mu$ is continuous. (And by Tietze, it is thus also $\mu$-a.e. equal to a function which is continuous everywhere.) But I updated my answer to be more explicit - the claim I had before wasn't quite right.
Dec 9, 2019 at 4:31 history edited Nate Eldredge CC BY-SA 4.0
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Dec 9, 2019 at 3:36 comment added Nate Eldredge @LksRheil: I am unfortunately away from my bookshelf, so I can't say for sure what books would have it. But the Fourier transform fact would be everywhere (e.g. Folland's Real Analysis) and the rest is at the level of an exercise.
Dec 9, 2019 at 0:30 comment added LSpice It's obvious that the uniform closure of the exponentials contains only continuous functions, but is it obvious that the $\mu$-a.e. uniform closure of the exponentials contains only continuous functions?
Dec 8, 2019 at 19:54 comment added PhoemueX @LksRheil: If you are interested in the Fourier-analytic part, one reference is "Probability theory" by Bauer. I only have the German version right now, but there the precise statement you want is Theorem 23.4.
Dec 8, 2019 at 18:24 vote accept Jamie Mathews
Dec 8, 2019 at 15:21 comment added Jamie Mathews Thank you very much for your answer! Could you give me a reference in which books I can find such kind of theorems?
Dec 8, 2019 at 14:13 history answered Nate Eldredge CC BY-SA 4.0