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For a strictly decreasing positive sequence ${ϵ}_n\to 0$, put $a_0={ϵ}_0-{ϵ}_1$ and $a_k={ϵ}_{3^{k-1}}-{ϵ}_{3^k}$ for $k\ge 1$. These are positive with sum ${ϵ}_0$. The positive lacunary Chebyshev series $f_{ϵ}={\sum }_k{a}_k{T}_{3^k}$ has error ${ϵ}_0$ at degree zero and error ${ϵ}_{3^{K-1}}\ge {ϵ}_n$ whenever $3^{K-1}\le n<3^K$. This proves the lower-bound form of Bernstein's lethargy theorem with an explicit continuous function.

Since $|T_j(x)|\le 1$ on $[-1,1]$ and the coefficients are summable, the Weierstrass M-test gives uniform convergence of this positive lacunary Chebyshev series and makes its sum continuous.

Let $r$ be the largest integer with $3^r\le n$, and set $r=-1$ when $n=0$. The candidate and its tail size areThe empty sum for $n=0$ is zero. The candidate has degree at most $n$. The triangle inequality bounds its error by the proposed tail sum, and equality holds at $x=1$, since every Chebyshev polynomial has $T_j(1)=1$ and all tail coefficients are positive. It remains to prove that another polynomial cannot improve this error.

Put $L=3^{r+1}$, the first omitted degree, so $L>n$. At the points $y_j=\cos (j\pi /L)$ for $j=0,\dots ,L$, every omitted term hasbecause $3^{k-r-1}$ is odd. Uniform convergence therefore givesThese $L+1$ distinct points run in decreasing order; reversing their order still gives alternating signs. Since $L+1\ge n+2$, select $n+2$ consecutive ones and apply the Chebyshev alternation theorem. It proves both optimality and uniqueness of the displayed candidate. Thus the best polynomial and the error stay unchanged between successive powers of three; this exact truncation property depends on the synchronized tail signs, not on a general rule that truncating a Chebyshev expansion is optimal.

The original PDF has indices $3^k$; the exponent is lost in the TeX transcription. This lacunary indexing is essential to the positive lacunary Chebyshev series argument below.

Let $K$ be the least nonnegative integer with $3^K>n$, so $K=0$ for $n=0$. DefineFor $K=0$ the sum is empty and means the zero polynomial. Each included Chebyshev polynomial has degree at most $n$. Also $|T_j(x)|\le 1$ on the interval, so summability of the positive coefficients gives uniform convergence by the Weierstrass M-test, andChoose $L=3^K$ and the $L+1$ points $x_j=\cos (j\pi /L)$, $0\le j\le L$. For every omitted index $k\ge K$, the integer $3^{k-K}$ is odd. Consequently,Every term of the tail has the same sign at a given point, and thereforeThis shows both that the error norm is exactly $A_K$ and that it alternates at $L+1\ge n+2$ distinct points. The points are in decreasing order; reversing their order still gives alternation. The Chebyshev alternation theorem proves that this partial sum is the unique best uniform approximation. HenceIn particular, $p_0=0$ and $E_0(f_0)={\sum }_{k=0}^{\infty }{a}_k$. The equal signs of all tail terms at the same extrema are the reason positivity and the odd integer frequency ratios are useful.

An explicit construction gives Bernstein's lethargy theorem in the requested inequality form. SetStrict decrease makes every coefficient positive. Telescoping and the limit assumption giveThusdefines a continuous function by the Weierstrass M-test and the uniform limit theorem. Apply the positive lacunary Chebyshev series calculation. At $n=0$,For $n\ge 1$, choose $K\ge 1$ so that $3^{K-1}\le n<3^K$. Its error isTherefore the function satisfiesThis explicit Chebyshev construction for Bernstein lethargy also has $E_n(f_{ϵ})\to 0$. It shows that continuity imposes no universal speed of convergence of best polynomial approximation, even though convergence itself follows from the Weierstrass approximation theorem.