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Real analytic approximation of Lipschitz functions on Hilbert space and other Banach spaces
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    Real analytic approximation of Lipschitz functions on Hilbert space and other Banach spaces (English)
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    14 December 2011
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    The paper makes a significant contribution to the problem of approximating real-valued functions defined on infinite-dimensional spaces by real analytic functions. In this case, the spaces are separable Banach spaces, the functions Lipschitz, and the authors look for a Lipschitz real analytic uniform approximation having a Lipschitz constant of the same order. The constant can be chosen to be almost the same in the case of Hilbert spaces. More precisely, the main result reads (Theorem 1): Let \(X\) be a separable Banach space which admits a separating polynomial. Then there exists a number \(C\geq 1\) such that for every Lipschitz function \(f:X\rightarrow \mathbb R\) and for every \(\varepsilon>0\) there exists a Lipschitz real analytic function \(g:X\rightarrow \mathbb R\) such that \(|f(x)-g(x)|\leq\varepsilon\) for all \(x\in X\), and \(\text{Lip}(g)\leq C\text{Lip}(f)\). For the special case of a Hilbert space, the result reads (Theorem 4): Let \(X\) be a separable Hilbert space. Then for every Lipschitz function \(f:X\rightarrow \mathbb R\), and for every \(\varepsilon>0\) there exists a Lipschitz real analytic function \(g:X\rightarrow \mathbb R\) such that \(|f(x)-g(x)|\leq\varepsilon\) for all \(x\in X\), and \(\text{Lip}(g)\leq \text{Lip}(f)+\varepsilon\). The proof of the main result is rather technical. The authors provide a useful and explanatory sketch of it, before embarking on the main task, to help the reader through the intricacies of the construction.
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    real analytic function
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    approximation
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    Lipschitz functions
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    Banach spaces
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    Hilbert spaces
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