Topological Vector Spaces, V, p. 68
It is set in small type as supplementary.
The notations are those of Exercise 35.
(a) Let a be a vector of norm 1 in E, Kε the set of the x∈S such that ∣⟨x∣a⟩∣⩽sinε and Lε the set of the x∈S such that d(x,Sa)⩾ε (where Sa is the set of the points of S orthogonal to a). Prove that for ε>0 sufficiently small, one has m(Kε)⩾4e−nε2/2 and m(Lε)⩽4e−nε2/2 (one may remark that the image of the measure m by the mapping x↦⟨x∣a⟩ from S into the interval (−1,1) of R is of the form cn(1−t2)(n−3)/2dt with a suitable constant cn>0).
(b) Let f be a continuous mapping from S into R and M(f) a real number such that the set of the x∈S such that f(x)⩽M(f) (resp. f(x)⩾M(f)) has measure ⩾21 for m. Let B be the set of the x∈S such that f(x)=M(f). Deduce from a) that, for every ε>0 sufficiently small, the set of the x∈S such that d(x,B)⩾ε has measure for m at most equal to 4e−nε2/2.
(c) For every ε>0, let h(n,ε) be the smallest integer h⩾1 for which there exist points x1,…,xh of S such that S=⋃i=1hB(xi,ε). Prove that one has limε→0(logh(n,ε))/∣logε∣=n.
d) Recall that E is a real Hilbert space of dimension n. Let k be a positive integer and ε,ε′ two strictly positive real numbers such that 4h(k,ε)<enε′/2. Let f be a mapping from S into R such that ∣f(x)−f(y)∣⩽∥x−y∥ for x,y in S, and M(f) a real number satisfying the relation stated in b). Now prove that there exists a vector subspace F of E, of dimension k, satisfying the following condition: for every x∈F∩S, there exists a point y of F∩S such that ∥x−y∥<ε and ∣f(y)−M(f)∣⩽ε′.