Put and represent the circle by . The full orthonormal basis of Haar wavelets includes the constant and, for every dyadic interval of length , the normalized detail
Take half-open intervals and the corresponding values at their boundaries, so every point belongs to exactly one interval at each level. The constant basis function is necessary: if it were omitted, even could not satisfy the asserted convergence. We use the full conventional Haar wavelet system in the threshold sum.
Let be the function equal to the mean of on each level- dyadic interval. Comparing the means on a parent and its two children proves the Haar refinement identity directly: the difference between the child mean and the parent mean is the appropriate value of . Inductively this gives the Haar projection
Writing for the modulus of continuity, the cell-average formula yields
For a detail on a cell , its integral is zero. Subtracting for any therefore gives the coefficient estimate
In particular , so for every only finitely many details can have . The hard-threshold sum
is thus a well-defined finite sum. Its chosen details need not form a complete set of levels; this is why convergence of the Haar projections alone does not prove the result.
Fix . Choose so that . All finer details satisfy at level . For sufficiently small , every nonzero coefficient at levels below , and the constant coefficient if nonzero, is retained. Also choose the unique integer such that
For we have , so no such detail is retained. Consequently differs from only by omitted details at levels through . At any point there is at most one supported detail per level, and an omitted detail has magnitude at most . The geometric bound for omitted Haar details gives
Since , we conclude
The right side can be made arbitrarily small, proving uniform hard-threshold convergence of normalized Haar expansions:
The square-root scaling imposed by the specified normalization is what makes the omitted contributions a controlled geometric series.