Since the kernel has integral one, The Tonelli theorem and the triangle inequality giveThis proves the stated convolution approximation estimate.
For the unlabelled compactness assertion let bound the norms of , and fix . Choose the kernel width smaller than the translation radius supplied for , so that the same bound holds for all shifts of size at most this width. The preceding estimate gives uniformly. The smoothed family has uniform bound and uniform Lipschitz constant . Choose with all original tails outside below , and put . The Tonelli theorem givesOn the smoothed family is relatively compact in the uniform norm by the Arzelà-Ascoli theorem. Take a finite uniform net with error below and extend its centers by zero outside that interval. It is a finite net for the smoothed-and-truncated family with error . Each original is within another of its corresponding truncated smoothing. Thus is totally bounded in . The displayed (a),(b) are the two hypotheses used together in this argument.
For the final family, Young convolution inequality gives . Its translations satisfywhich tends to zero uniformly over the family. Since vanishes outside ,uniformly as well. Both compactness hypotheses apply, proving is totally bounded.
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