Fix . The Lipschitz inequality and the triangle inequality implywhile choosing gives a finite upper bound. Hence the infimum defining is a real number.
If , then for every , while gives the reverse inequality after taking the infimum. Thus . For arbitrary ,Taking infima gives ; interchanging givesThis is the McShane extension theorem: extends without increasing its Lipschitz constant.
For , the reverse triangle inequality givesby the Cauchy-Schwarz inequality. Hence is Lipschitz continuous, and therefore continuous.
On the compact Euclidean unit sphere, is positive and continuous, so the extreme value theorem gives . Homogeneity then yieldsThus every norm on a finite-dimensional vector space is equivalent to the Euclidean norm; comparing two such bounds proves any two norms on are Lipschitz equivalent.
Let be the finite-dimensional vector space of real polynomials of degree at most . For fixed ,is a norm: if it vanishes, the polynomial vanishes on an interval and hence is the zero polynomial. Alsois a norm on . By finite-dimensional equivalence of norms, there is , depending only on and , such that . ThereforeThe extreme value theorem supplies at which the last supremum is attained, and hence
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