The Chebyshev polynomial identity implies on . Since , the Weierstrass M-test shows that
converges uniformly on . Every partial sum is continuous, so the uniform limit theorem makes a well-defined continuous function.
Let
Then . Since every is odd and, for , is an odd integer,
It follows that
Thus the error has equal alternating extrema at ordered points. The Chebyshev alternation theorem shows that is a best uniform approximation among polynomials of degree at most , and in particular
Now let be the prescribed decreasing positive sequence. Define
Then decreases strictly to zero, so every , the series converges, and
Given , choose with . Monotonicity of best-approximation errors and of gives
Hence this continuous satisfies
for every polynomial of degree at most . This is the polynomial form of Bernstein's lethargy theorem.