© 1988 by London Mathematical Society
Best Approximations in Lp (d µ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
Department of Mathematics, Hampton University Hampton, Virginia 23668, USA
Department of Mathematical Sciences, Northern Illinois University DeKalb, Illinois 60115, USA
For a non-negative weight function W we prove a general prediction theorem which for a subspace M
Lp(W), 1 < p <
, and h
L
provides formulae expressing inff
M||hf||p, w and PM (metric projection) in terms of inff
N||hf||q, w and PNh, where N (related to M) is a subspace of Lq(W8), 1/p+1/q = 1 and s = 1/(p 1). It is shown that this general prediction theorem subsumes and generalizes to p
2 the prediction theorems of Szegö (1918), Kolmogorov (1941), Yaglom (1963), and Nakazi (1984).