Since continuous functions with compact support are dense in L^1(\mathbb{R}^d), we know that \forall \epsilon > 0 there exists a g, continuous with compact support such that || f - g ||_{L^1} < \frac{\epsilon}{3}. It follows that since:
f(\delta x) - f(x) = f(\delta x) - g(\delta x) + g(\delta x) -g(x) + g(x) -f(x)
We have, by the triangle inequality:
||f(\delta x) - f(x) ||_{L^1} \leq ||g(\delta x) - g(x) ||_{L^1} + ||f(\delta x) - g(\delta x) ||_{L^1} + ||f(x) - g(x) ||_{L^1}
...and thus, since || f - g ||_{L^1} < \frac{\epsilon}{3}, we have:
||f(\delta x) - f(x) ||_{L^1} \leq ||g(\delta x) - g(x) ||_{L^1} + ||f(\delta x) - g(\delta x) ||_{L^1} + \frac{\epsilon}{3}
Glance ahead to exercise 2.16 and note the dilation property of L^1 functions:
\int_{\mathbb{R}^d} h(x) \hspace{0.1cm}dx = |\delta|^d \int_{\mathbb{R}^d} h(\delta x) \hspace{0.1cm}dx
It's clear from this property that:
||f(\delta x) - g(\delta x) ||_{L^1} = \frac{1}{|\delta|^d} ||f - g||_{L^1} \leq \frac{\epsilon}{3|\delta|^d} \leq \frac{\epsilon}{3}
Now, given that g(x) is continuous, with compact support, we have that g(x) and g(\delta x) are uniformly continuous. Thus, there exists a bound M for g. Next, see that since the sets E and \delta E are compact, the sets E \Delta \delta E, and E \cap \delta E must be compact as well. It follows directly that:
\int_{E \cup \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx = \ldots
\ldots = \int_{E \cap \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx + \int_{E \Delta \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx \leq \ldots
\ldots \leq \int_{E \cap \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx + 2M m(E \Delta \delta E)
Now observe that for every \delta \neq 1 \hspace{0.25cm} \exists \alpha such that \delta x = x + \frac{x}{\alpha}. Since E \cap \delta E is compact, we can select the diameter, r = \max_{x,y \in E \cap \delta E} |d(x,y)|. Certainly now, x, and x + \frac{x}{\alpha} \in B_{|r| / |\alpha|}(x). Thus, for any \xi > 0 we can have for a \delta sufficiently close to 1, (i.e. \alpha sufficiently large.) we have
|x - \delta x| \leq \frac{|r|}{|\alpha|} < \xi
Thus, for any \epsilon > 0, there exists a \delta sufficiently close to 1 such that:
\int_{E \cap \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx < \frac{\epsilon}{6}
and, since m(E \Delta 2E) < \infty (by compactness) and E \Delta \delta E \searrow \emptyset we have from corollary 3.3 (in chapter 1) that for some \delta sufficiently close to 1, m(E \Delta \delta E) < \frac{\epsilon}{12}.
Thus, choose \delta close enough to 1 such that both of these things happen, and we'll have:
||g(x) - g(\delta x)||_{L^1} = \int_{E \cup \delta E} |g(x) - g(\delta x)| \hspace{0.1cm}dx < \frac{\epsilon}{6} + 2M\frac{\epsilon}{12M} = \frac{\epsilon}{3}
Finally, we have for \delta sufficiently close to 1:
||f(\delta x) - f(x) ||_{L^1} \leq ||g(\delta x) - g(x) ||_{L^1} + ||f(\delta x) - g(\delta x) ||_{L^1} + ||f(x) - g(x) ||_{L^1} \leq \frac{\epsilon}{3} + \frac{\epsilon}{3} + \frac{\epsilon}{3} = \epsilon
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