Admissible polynomials for a singular inverse-linear weight

ID: admissible-polynomials-for-a-singular-inverse-linear-weight

Consider the squared error of approximating , , by a polynomial under a measure containing on . This error is finite exactly when . A nonzero constant term makes the integrand asymptotic to , which is not Lebesgue integrable; a vanishing constant term makes , giving an integrable integrand.
Consequently the full space of polynomials of degree at most is not contained in the weighted L2 space. Its admissible subspace is , or zero when . This finite-dimensional subspace has a unique orthogonal projection of , hence a unique best approximation. Indeed its Gram matrix is positive definite: a nonzero polynomial cannot vanish on an interval, so its squared norm is positive. Thus a singular weight can invalidate the proposed full approximation space while still allowing a unique finite-error minimizer in its admissible part. As usual, weighted L2 spaces identify functions equal almost everywhere.

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