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Anton Petrunin
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Take any odd $C^\infty$-function $f$ on the sphere. Consider convex set $$R_\epsilon=\{\\,x\in\mathbb R^n\mid\langle x,u\rangle\le 1+\epsilon{\cdot}f(u)\ \ \text{for any}\ \ u\in\mathbb{S}^{n-1}\\,\}.$$ Clearly for all sufficiently small $\epsilon>0$, $R_\epsilon$ is a smooth body of constant width.

Anton Petrunin
  • 45k
  • 14
  • 135
  • 299