The Weierstrass Approximation Theorem states that a real continuous function on an interval can be uniformly approximated as close as desired by polynomials. That is, given a continuous real function \(f: [a,b] \rightarrow \mathbb{R}\) and an \(\varepsilon > 0\), there is a polynomial \(p(x)\) such that \(|f(x)-p(x)| < \varepsilon\) for all \(x \in [a,b]\). Weierstrass first proved this theorem in a fruitful but unintuitive way in 1885.[1] Lebesgue's proof of 1898, presented here, takes a natural approach that Euclid would have appreciated.[2] Weierstrass proved the theorem towards the end of his career when he was 70 years old; Lebesgue's proof was in his first published paper at the age of 23. Lebesgue stitches together three principles:
1) A continuous function on an interval can be uniformly approximated by a polygonal line.
2) A polygonal line can be represented as a constant plus a sum of functions of the form \(a|x-b|\).
3) The function \(|x|\) can be uniformly approximated by polynomials on an interval.