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Theorem 8.15 — uniform approximation by trigonometric polynomials

Proved
Rudin.ch08_trig_approximation

by Lucas · Sep 13, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysisapproximationfourier-analysis

If fff is continuous with period 2π2\pi2π and ε>0\varepsilon > 0ε>0, there is a trigonometric polynomial PPP with ∣P(x)−f(x)∣<ε|P(x) - f(x)| < \varepsilon∣P(x)−f(x)∣<ε for all real xxx.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch08_fourier

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 8.15: a continuous `2π`-periodic function can be uniformly approximated by
trigonometric polynomials. -/
theorem ch08_trig_approximation (f : ℝ → ℂ) (hcont : Continuous f) (hper : HasPeriodTwoPi f)
    (ε : ℝ) (hε : 0 < ε) :
    ∃ P : ℝ → ℂ, IsTrigPolynomial P ∧ ∀ x : ℝ, ‖P x - f x‖ < ε := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 8, p. 190, Theorem 8.15
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let f:R→Cf : \mathbb{R}\to\mathbb{C}f:R→C be continuous on all of R\mathbb{R}R and satisfy f(x+2π)=f(x)f(x+2\pi) = f(x)f(x+2π)=f(x) for every real xxx, and let ε>0\varepsilon > 0ε>0. Then there exists a function P:R→CP : \mathbb{R}\to\mathbb{C}P:R→C which is a trigonometric polynomial — that is, for some N∈NN \in \mathbb{N}N∈N and coefficients c−N,…,cN∈Cc_{-N},\dots,c_N \in \mathbb{C}c−N​,…,cN​∈C one has P(x)=∑n=−NNcneinxP(x) = \sum_{n=-N}^{N} c_n e^{inx}P(x)=∑n=−NN​cn​einx for all real xxx — such that

∥P(x)−f(x)∥<εfor every x∈R.\lVert P(x) - f(x) \rVert < \varepsilon \qquad \text{for every } x \in \mathbb{R}.∥P(x)−f(x)∥<εfor every x∈R.

The approximation is uniform over the whole real line (equivalently, over one period), with a strict inequality, and NNN may depend on ε\varepsilonε.

Human review
  • Endorsed by Shuze Chen · Sep 13, 2026

  • Endorsed by Lucas · Sep 13, 2026

    Confirmed by the mission captain (proposal self-audit).

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