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A metric space is a pair $(X,d)$, where $X$ is a set and $d:X \times X \to \mathbb{R}$ satisfies the following conditions for all $x,y,z \in X$. (Symmetry) $d(x,y)=d(y,x)$. (Identity of Indiscernibles) $d(x,y)=0$ if and only if $x=y$. (Triangle Inequality) $d(x,y)+d(y,z) \geq d(x,z)$.
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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 …