Let (Pn) be the sequence of polynomials without constant terms defined by
(1)p0(t)=0,pn+1(t)=pn(t)+21(t−(pn(t))2),n≥0.
In the interval [0,1] the sequence (pn) is increasing and converges uniformly to t.
To prove Lemma 2 it is enough to show that, for all t∈[0,1], we have
(2)0≤t−pn(t)≤2+nt2t,
for (2) implies that 0≤t−pn(t)≤2/n.
We prove (2) by induction on n. It is true for n=0. If n≥0 it follows from the inductive hypothesis (2) that 0≤t−pn(t)≤t, hence 0≤pn(t)≤t, and therefore from (1) we have
If X is not compact, the conclusion of Theorem 3 is not necessarily valid. For example, a continuous real-valued function on R which is bounded and not constant cannot be uniformly approximated in R by polynomials (cf. Exercise 6).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.