Uniform hard-threshold convergence of normalized Haar expansions ($\Vert {\sum }_{|c_H|\ge \delta }{c}_{H}H-f{\Vert }_{\infty }\to 0$)

Use the full orthonormal Haar system, including the constant function. Dyadic partial sums are cell averages and converge uniformly for continuous $f$. On a cell of length $\ell$, a normalized detail has $|c_H|\le {\omega }_f(\ell )\sqrt{\ell }$ and pointwise size $|H|={\ell }^{-1/2}$. Fix a coarse level where the modulus is small. Above a level chosen by $\delta /\sqrt{\ell }$ reaching that small modulus, no detail can survive the threshold. Below it, omitted details along any one dyadic chain sum to a geometric bound. Thus the thresholded expansion differs from a sufficiently fine cell average by a uniformly small amount.

At each point there is at most one supported Haar wavelet per scale. If a detail coefficient is below $\delta$, its value there is at most $\delta 2^{j/2}/\sqrt{L}$. Summing these bounds up to level $K$ gives the displayed geometric estimate. Selecting $K$ so the final term is of the order of the modulus of continuity controls all omitted fine details, even though arbitrary deletions from a uniformly convergent series need not preserve convergence.