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Jun 7, 2011 at 2:59 comment added Robert Israel In the problem as stated, the series "diverges at all points of $E$ and pointwise converges to $f$ at all points not in $E$". So $E^c$ is the whole set of convergence.
Jun 7, 2011 at 1:28 comment added Zen Harper ...Of course, for continuous $f$ at least.
Jun 7, 2011 at 1:28 comment added Zen Harper Andres: I think it's the whole set of convergence: if $f$ is continuous at a point $x$ and $S_n(f)(x)$ has some limit, then the limit must be $f(x)$, because of Fejer's Theorem: the Cesaro means $\sigma_n(f)(x)$ always converge to $f(x)$ at points of continuity, and Cesaro means preserve limits.
Jun 7, 2011 at 1:15 comment added Andrés E. Caicedo Yes, Robert. I added a link in the body of the question to a problem where this is used. Note here that we want convergence to $f(x)$, so we are taking a subset of the set of convergence.
Jun 7, 2011 at 1:10 history answered Robert Israel CC BY-SA 3.0