Sampling, Marcinkiewicz-Zygmund Inequalities, Approximation, and Quadrature Rules

Given a sequence of Marcinkiewicz-Zygmund inequalities in $L^2$, we derive approximation theorems and quadrature rules. The derivation is completely elementary and requires only the definition of Marcinkiewicz-Zygmund inequality, Sobolev spaces, and the solution of least square problems.