[proof]
Since $\widehat{J_\varepsilon f}(\xi) = \hat\phi(\varepsilon\xi)\,\hat{f}(\xi)$, the [Parseval Identity](/theorems/248) gives
\begin{align*}
\|J_\varepsilon f - f\|_{H^r}^2 &= \frac{1}{(2\pi)^n}\int_{\mathbb{R}^n} |\hat\phi(\varepsilon\xi) - 1|^2\,\langle\xi\rangle^{2r}\,|\hat{f}(\xi)|^2\,d\mathcal{L}^n(\xi).
\end{align*}
Write $\theta := s - r \in [0, 1]$. We bound the factor $|\hat\phi(\varepsilon\xi) - 1|$ using two estimates: (a) the mean value theorem gives $|\hat\phi(\varepsilon\xi) - 1| \le C_1\,\varepsilon\,|\xi|$, since $\hat\phi(0) = 1$ and $\hat\phi$ is $C^1$ (as $\phi \in C^\infty_c$ implies $\hat\phi \in \mathcal{S}$ by the [Fourier Transform As Automorphism Of Schwartz Space](/theorems/228)), with $C_1 := \sup_{\eta \in \mathbb{R}^n} |\nabla\hat\phi(\eta)| < \infty$; (b) the triangle inequality gives $|\hat\phi(\varepsilon\xi) - 1| \le 2$. Interpolating: for any $a, b \ge 0$ and $\theta \in [0,1]$, $\min(a, b) \le a^\theta\,b^{1-\theta}$. Applying this with $a = C_1\varepsilon|\xi|$ and $b = 2$:
\begin{align*}
|\hat\phi(\varepsilon\xi) - 1| &\le (C_1\varepsilon|\xi|)^\theta \cdot 2^{1-\theta} = C\,\varepsilon^\theta\,|\xi|^\theta \le C\,\varepsilon^\theta\,\langle\xi\rangle^\theta,
\end{align*}
where $C := C_1^\theta \cdot 2^{1-\theta}$. Therefore:
\begin{align*}
\|J_\varepsilon f - f\|_{H^r}^2 &\le \frac{C^2\,\varepsilon^{2\theta}}{(2\pi)^n}\int_{\mathbb{R}^n} \langle\xi\rangle^{2\theta}\,\langle\xi\rangle^{2r}\,|\hat{f}(\xi)|^2\,d\mathcal{L}^n(\xi) = C^2\,\varepsilon^{2(s-r)}\,\|f\|_{H^s}^2.
\end{align*}
[/proof]