Let µ be a probability measure on the real line with finite moments of all orders. Apply the Gram-Schmidt orthogonalization process to the system {1, x, x², . . . , xn, . . .} to get orthogonal ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 56, No. 6 (Dec. 15, 1966), pp. 1912-1916 (5 pages) ...