Prove Bernstein's theorem, which states that if f:[0,1]→R is continuous and
fm(t)=r=0∑m(mr)f(r/m)tr(1−t)m−r
then fm(t)→f(t) uniformly on [0,1]. [Theorems from probability theory may be used without proof provided they are clearly stated.]
Deduce Weierstrass's theorem on polynomial approximation for any closed interval.
Proving any results on Chebyshev polynomials that you need, show that, if g:[0,π]→R is continuous and ϵ>0, then we can find an N⩾0 and aj∈R, for 0⩽j⩽N, such that
∣∣∣∣∣∣g(t)−j=0∑Najcosjt∣∣∣∣∣∣⩽ϵ
for all t∈[0,π]. Deduce that ∫0πg(t)cosntdt→0 as n→∞.