2 hours later…
08:13
This is often used in the proof that the set of continuity points is $G_\delta$, so checking some sources about that might be useful
On the main site you can find How to show that the set of points of continuity is a $G_{\delta}$ or Set of points of continuity are $G_{\delta}$.
@Simple There is something wrong with this. (Or at least the way it is written.) It is not clear to me what you mean by $\epsilon_k$. But regardless of that $G_k$ does not depend on $a$, but the $\bigcup_{k\in K} I_k$ depends on $a$. (Since your definition of $I_k$ depends on $a$.)
$\boxed\Rightarrow$ Let us fix some $k$ and choose $\delta>0$ such that $$|f(x)-f(a)|<\frac1{2k}$$ for $|x-a|<\delta$.
Then for $b,c\in(a-\delta,a+\delta)$ we have $$|f(b)-f(c)|\le |f(b)-f(a)|+|f(a)-f(c)| < \frac1{2k} + \frac1{2k} = \frac1k.$$
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