The book starts with an introduction to the general theory of orthogonal polynomials, proving elementary facts about such polynomials in general. Chapter 2 deals with standard results in the theory of trigonometric approximation, such as the Jackson and Bernstein-Stechkin theorems in a novel way, which is more suitable to understand the techniques used in weighted approximation. In Chapter 3, some applications of the potential theory is discussed. Chapter 4 deals with the processes of approximation: expansions in orthogonal series and interpolation. The theme here is to use the classical...