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Bound on covering number of Lipschitz functions – missing part in proofs of Kolmogorov et al

Given a metric space $(\mathcal{X},\rho)$ and $\mathcal{A}\subset\mathcal{X}$ totally bounded, i.e. $\mathcal{A}$ has a finite $\varepsilon$-covering for any $\varepsilon>0$. Consider $\operatorname{L …