Polynomial approximation in $L_p(R, dμ)$. I

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Final representation of all those measures $μ$ for which algebraic polynomials are dense in $L_p(R, dμ)$ is found. The weighted analogue of the Weierstrass polynomial approximation theorem and a new version of the M. Krein's theorem about partial fraction decomposition of reciprocal of an entire function are established.
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