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Section 35*: Problem 2 Solution

Working problems is a crucial part of learning mathematics. No one can learn topology merely by poring over the definitions, theorems, and examples that are worked out in the text. One must work part of it out for oneself. To provide that opportunity is the purpose of the exercises.
James R. Munkres
When we approximate a function , we construct a function such that on it differs from no more than by
By taking the difference on we obtain a new function . And we approximate it on by such that the difference on between the two functions is not greater than .
Continuing this way we need to ensure that
  1. is well-defined. This holds as long as or . This means
  2. on . This holds as long as as , or . And we have the same condition.
Note that the choice is optimal in the sense that as a function of reaches its minimum at , which ensures the fastest convergence of the approximation by the partial sums (not that it is important for the result itself).