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### Density of continuous functions
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#### Lemma:
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#### Lemma for density of continuous functions
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Let $K\subseteq U$ be bounded sets in $\mathbb{R}$, $K$ is closed and $U$ is open. Then there is a continuous function $g$ such that $\chi_K\leq g\leq \chi_U$.
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$$
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If we can control all the averages, we can control the function.
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