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We introduce new vanishing subspaces of the homogeneous Hölder space in the generality of a doubling modulus and normed spaces and For many couples we show these vanishing subspaces to completely characterize those Hölder functions that admit approximations, in the Hölder seminorm, by smooth, Lipschitz and boundedly supported functions. We present connections to bi-parameter harmonic analysis on the Euclidean space by providing applications to the compactness of the bi-commutator of two Calderón-Zygmund operators

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