TITLE: Does $f\Big(x+\frac{1}{n}\Big) \to f(x)$ for a.e. x as $n \to \infty$?
QUESTION [8 upvotes]: Let $f$ be a bounded measurable function on the real line, then is it true that $f\Big(x+\frac{1}{n}\Big) \to f(x)$ for a.e. $x$ as $n \to \infty$

I found a result where this is true for $f\in L^1(\Bbb{R})$, and I think in general it may not be true, but I'm not able to find a counter.

REPLY [6 votes]: The answer is NO. We construct an example when $f(x+1/n)\not\to f(x)$
on a set with positive measure.
Set up a variable base number system: for $0\le x<1$, let
$$
x=\sum_{k=1}^\infty \frac{a_k(x)}{10^{1+2+\ldots+k}}
\quad\text{where $0\le a_k(x)<10^k$},
$$
and let
$$
f(x) = \begin{cases} 1 & \exists k ~ a_k(x)=0 \\ 0 & \text{otherwise.}
\\ \end{cases}
$$
Let $A=\big\{ x\in[0,1): \forall k ~ a_k(x)\ge2 \big\}$; that is the set of
those numbers that do not contain the digits $0$ and $1$ at all. This
set has positive measure: $\lambda(A)=\prod\limits_{k=1}^\infty
\left(1-\frac2{10^k}\right)>0$. We show that for every $x\in A$, we
have $f(x)=0$ and $f(x+1/n)=1$ for infinitely many $n$.
It is trivial that $f(x)=0$ for $x\in A$.
Take an arbitrary $x\in A$; We need infinitely many positive integers
$n$ such that $f(x)=1$. Take an integer $k>3$; we want to change the
$k$th digit to $0$ or $1$ by adding $1/n$ to $x$. Of course we can
write $1/n$ in our number system; we can see that
$$
a_k(x+1/n) = a_k(x)+a_k(1/n)
\quad\text{or}\quad
a_k(x+1/n) = a_k(x)+a_k(1/n)+1, 
$$
depending the carry from the lower significant digits. Hence, it
suffices to enforce $a_k(x)+a_k(1/n)=10^k$.
Let $b=10^k-a_k(x)$ and take an integer $n$ such that
$$
a_k(1/n)=b, \quad\text{i.e.}\quad
\frac{b}{10^{1+2+\ldots+k}} \le \frac1n < \frac{b+1}{10^{1+2+\ldots+k}},
$$
or equivalently
$$
\frac{10^{1+2+\ldots+k}}{b+1}
< n \le 
\frac{10^{1+2+\ldots+k}}{b}.
$$
Such an $n$ exists if
$$
\frac{10^{1+2+\ldots+k}}{b}-\frac{10^{1+2+\ldots+k}}{b+1} > 1;
$$
this is true because
$$
b(b+1) < 10^{2k} < 10^{1+2+\ldots+k}.
$$
Therefore the desired $n$ exists. Since $n>10^{1+\dots+(k-1)}$, the set of
the constructed values for $n$ is unbounded.
So, $f(x+1/n)\not\to f(x)$ in the set $A$ with positive measure.