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The main result of the paper estimates the asymptotic behavior of local polynomial approximation for functions at a point via the behavior of μ-differences, a generalization of the kth difference. The result is applied to prove several new and extend classical results on pointwise differentiability of functions including Marcinkiewicz-Zygmund’s and M. Weiss’ theorems. In particular, we present a solution of the problem posed in the 30s by Marcinkiewicz and Zygmund.
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