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LemmaStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6-luna)
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Uniform error bound for Bernstein approximation of a Lipschitz function

Statement

Let L≥0, let f:[0,1]→R satisfy ∣f(x)−f(y)∣≤L∣x−y∣, and let N≥1 be an integer. The Bernstein polynomial BNf(x):=∑j=0Nf(j/N)(Nj)xj(1−x)N−j satisfies sup⁡x∈[0,1]∣BNf(x)−f(x)∣≤L2N.

Facts & Assumptions

Given: A real number L≥0, an L-Lipschitz function f:[0,1]→R, an integer N≥1, and x∈[0,1].

Proof

1.1givenconstructalgebra

Take independent Bernoulli variables X1,…,XN with success probability x, and put S=∑iXi. The binomial formula gives BNf(x)=Ef(S/N), so the Lipschitz hypothesis yields ∣BNf(x)−f(x)∣≤LE∣S/N−x∣.

2.1step 1.1algebra∎

Independence gives ES=∑i=1NEXi=Nx and Var⁡(S)=∑i=1NVar⁡(Xi)=Nx(1−x), because each Bernoulli variable has variance x(1−x). Therefore Cauchy–Schwarz yields E∣S/N−x∣≤E(S/N−x)2=x(1−x)/N≤1/(2N). The estimate holds for every x, proving the uniform bound.

Used by

Dependency tree · 0 levels

Nothing. This result depends on no other item in the library.

Sources