We first prove (1)⇒(2). Assume that f is continuous at a. Fix an index j∈{1,…,m} and let ε>0. By continuity of f at a, there exists δ>0 such that whenever x∈E and
i=1∑n(xi−ai)2<δ2,
one has
r=1∑m(fr(x)−fr(a))2<ε2.
Since the jth summand is nonnegative, it follows that
(fj(x)−fj(a))2<ε2.
Hence ∣fj(x)−fj(a)∣<ε. This is exactly continuity of fj at a in the sense of Continuity at a Point. Since j was arbitrary, every coordinate function is continuous at a.
Now prove (2)⇒(1). Assume that each coordinate function fj is continuous at a in the sense of Continuity at a Point. Let ε>0. For each j∈{1,…,m}, continuity of fj at a with tolerance ε/m yields a number δj>0 such that whenever x∈E and
i=1∑n(xi−ai)2<δj2,
one has
∣fj(x)−fj(a)∣<mε.
Set
δ=min{δ1,…,δm}.
If x∈E and
i=1∑n(xi−ai)2<δ2,
then in particular
i=1∑n(xi−ai)2<δj2for every j∈{1,…,m},
so
∣fj(x)−fj(a)∣<mεfor all j∈{1,…,m}.
Therefore,
j=1∑m(fj(x)−fj(a))2<j=1∑m(mε)2=mε2≤ε2,
because m∈N implies m≥1. Thus f is continuous at a in the sense of Continuity at a Point for Maps Between Euclidean Spaces.