Endpoint concentration in weighted constant approximation

ID: endpoint-concentration-in-weighted-constant-approximation

The constant minimizing is the weighted mean
This follows by differentiating the quadratic error or requiring the residual to be orthogonal to constants. The normalized weight assigns mass to for every . As increases it concentrates at the endpoints, where , explaining the limiting best constant. Although the weight vanishes at zero, its integral against the square of a nonzero continuous function is positive, so the associated weighted inner product is positive definite.

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