Some problems arising from prediction theory and a theorem of Kolmogorov.
Let w be a generalized Jacobi weight on the interval [-1,1] and, for each function f, let Sf denote the n-th partial sum of the Fourier series of f in the orthogonal polynomials associated to w. We prove a result about uniform boundedness of the operators S in some weighted L spaces. The study of the norms of the kernels K related to the operators S allows us to obtain a relation between the Fourier series with respect to different generalized Jacobi weights.
Page 1