TITLE: A question about converging derivatives
QUESTION [15 upvotes]: Suppose $f \in C^{\infty}(\mathbb{R})$ and $\forall x \in \mathbb{R} \text{ } \exists \lim_{n \to \infty} f^{(n)}(x) = g(x)$. Does this mean that 
  $$
\exists a \in \mathbb{R} \forall x \in \mathbb{R} \text{ } g(x) = ae^x?
$$

If $f^{(n)}$ converge to $g$ uniformly, then it does, as 
$$
\forall x_0 \in \mathbb{R} \implies 
\begin{split}
g’(x_0) &= \lim_{x \to x_0} \frac{g(x) - g(x_0)}{x - x_0} \\
&= \lim_{x \to x_0} \lim_{n \to \infty} \frac{f^{(n)}(x) - f^{(n)}(x_0)}{x - x_0} \\
&=\lim_{n \to \infty} \lim_{x \to x_0} \frac{f^{(n)}(x) - f^{(n)}(x_0)}{x - x_0} \\
& = \lim_{n \to \infty} f^{(n + 1)}(x_0) \\
& = \lim_{n \to \infty} f^{(n)}(x_0) \\
& = g(x_0)
\end{split}
$$ 
and all solutions of a differential equation $g’(x) = g(x)$ have the form $ae^x$ for some $a \in \mathbb{R}$.
However, this proof does not work in case, when $f^{(n)}$ does not converge uniformly, as in this case 
$$
\lim_{x \to x_0} \lim_{n \to \infty} \frac{f^{(n)}(x) - f^{(n)}(x_0)}{x - x_0}\text{ not necessarily equals }\lim_{n \to \infty} \lim_{x \to x_0} \frac{f^{(n)}(x) - f^{(n)}(x_0)}{x - x_0}.$$ And I do not know how to proceed in this case.
Any help will be appreciated.

REPLY [5 votes]: You can apply the following theorem from A theorem on analytic functions of a real variable by R. P. Boas, Jr. The proof is an application of the Baire category theorem and I am copying my quote from a previous question.

Let $f(x)$ be a function of class $C^\infty$ on $a\leqq x\leqq b.$ At each point $x$ of $[a, b]$ we form the formal Taylor series of $f(x),$
$$\sum\limits_{k=0}^\infty \frac{f^{(k)}(x)}{k!}(t-x)^k.$$
This series has a definite radius of convergence, $\rho(x),$ zero, finite, or infinite, given by $1/\rho(x)=\overline{\lim}_{k\to\infty}|f^{(k)}(x)/k!|^{1/k}.$ The function $f(x)$ is said to be analytic at the point $x$ if the Taylor development [I believe this just means Taylor series - Dap] of $f(x)$ about $x$ converges to $f(t)$ over a neighborhood $|x-t|<c,$ $c>0,$ of the point; $f(x)$ is analytic in an interval if it is analytic at every point of the interval. [...]
THEOREM A. If there exists a number $\delta>0$ such that $\rho(x)\geqq\delta$ for $a\leqq x\leqq b,$ $f(x)$ is analytic in $[a, b].$

Given your condition on $f,$ for each $x,$ the sequence $f^{(n)}(x)$ is bounded so the Taylor series has infinite radius of convergence. By Theorem A, this is enough to force $f$ to be analytic and in fact entire. We then have bound the convergence uniformly on compact sets, e.g. for $|x|\leq M$ and $n,m\geq N,$
\begin{align*}
|f^{(n)}(x)-f^{(m)}(x)|
&\leq \sum_{k}\tfrac{1}{k!}M^k|f^{(n+k)}(0)-f^{(m+k)}(0)|\\
&\leq e^M\sup_{n\geq N}|f^{(n)}(0)-g(0)|\\
&\to 0.
\end{align*}