Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2008/p/p3/b/solution

Use the usual weighted interpretation, identifying functions equal almost everywhere; on raw pointwise functions the displayed integral is only a seminorm. Assume . If is orthogonal to , then for every ,
Conversely, suppose minimizes the error. For and every real , compare with :
If the linear coefficient were nonzero, a sufficiently small with the appropriate sign would make the expression negative. Thus for every , proving best approximation is equivalent to orthogonality of the residual.

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