L ECTURES ON

Introduction to
Harmonic Analysis
Chengchun Hao

xn+1
Sn
sin θ

O θ 1
cos θ x1
S n−1
L ECTURES ON I NTRODUCTION TO
H ARMONIC A NALYSIS

Chengchun Hao
AMSS, Chinese Academy of Sciences

Email: hcc@amss.ac.cn

Updated: June 15, 2016

 CONTENTS

1. The Fourier Transform and Tempered Distributions 1

1.1. The L1 theory of the Fourier transform . . . . . . . . . . . 1
1.2. The L2 theory and the Plancherel theorem . . . . . . . . . . 16
1.3. Schwartz spaces . . . . . . . . . . . . . . . . . . . . 17
1.4. The class of tempered distributions . . . . . . . . . . . . . 23
1.5. Characterization of operators commuting with translations . . . 28
2. Interpolation of Operators 35
2.1. Riesz-Thorin’s and Stein’s interpolation theorems . . . . . . . 35
2.2. The distribution function and weak Lp spaces. . . . . . . . . 44
2.3. The decreasing rearrangement and Lorentz spaces . . . . . . . 47
2.4. Marcinkiewicz’ interpolation theorem . . . . . . . . . . . . 54
3. The Maximal Function and Calderón-Zygmund Decomposition 61
3.1. Two covering lemmas . . . . . . . . . . . . . . . . . . 61
3.2. Hardy-Littlewood maximal function . . . . . . . . . . . . 64
3.3. Calderón-Zygmund decomposition . . . . . . . . . . . . . 75
4. Singular Integrals 83
4.1. Harmonic functions and Poisson equation . . . . . . . . . . 83
4.2. Poisson kernel and Hilbert transform . . . . . . . . . . . . 89
4.3. The Calderón-Zygmund theorem . . . . . . . . . . . . . . 103
4.4. Truncated integrals . . . . . . . . . . . . . . . . . . . 105
4.5. Singular integral operators commuted with dilations . . . . . . 110
4.6. The maximal singular integral operator . . . . . . . . . . . 117
4.7. *Vector-valued analogues . . . . . . . . . . . . . . . . . 122
5. Riesz Transforms and Spherical Harmonics 127
5.1. The Riesz transforms . . . . . . . . . . . . . . . . . . 127
5.2. Spherical harmonics and higher Riesz transforms . . . . . . . 132
5.3. Equivalence between two classes of transforms . . . . . . . . 142
6. The Littlewood-Paley g-function and Multipliers 147
6.1. The Littlewood-Paley g-function . . . . . . . . . . . . . . 147
6.2. Fourier multipliers on Lp . . . . . . . . . . . . . . . . . 161
6.3. The partial sums operators . . . . . . . . . . . . . . . . 169
i
- ii - CONTENTS

6.4. The dyadic decomposition . . . . . . . . . . . . . . . . 173

6.5. The Marcinkiewicz multiplier theorem. . . . . . . . . . . . 181
7. Sobolev Spaces 187
7.1. Riesz potentials and fractional integrals . . . . . . . . . . . 187
7.2. Bessel potentials . . . . . . . . . . . . . . . . . . . . 192
7.3. Sobolev spaces . . . . . . . . . . . . . . . . . . . . . 198
7.4. More topics on Sobolev spaces with p = 2 . . . . . . . . . . 202
Bibliography 209
Index 211
 I
THE FOURIER TRANSFORM AND TEMPERED
DISTRIBUTIONS

Contents
1.1. The L1 theory of the Fourier transform . . . . . . . . . 1
2
1.2. The L theory and the Plancherel theorem . . . . . . . 16
1.3. Schwartz spaces . . . . . . . . . . . . . . . . . 17
1.4. The class of tempered distributions . . . . . . . . . . 23
1.5. Characterization of operators commuting with translations . . 28

In this chapter, we introduce the Fourier transform and study its more el-
ementary properties, and extend the definition to the space of tempered dis-
tributions. We also give some characterizations of operators commuting with
translations.

1.1 The L1 theory of the Fourier transform

We begin by introducing some notation that will be used throughout this

work. Rn denotes n-dimensional real Euclidean space. We consistently write
· for the elements of Rn . The inner
x = (x1 , x2 , · · · , xn ), ξ = (ξ1 , ξ2 , · · · , ξn ), · ·P
product of x, ξ ∈ R is the number x · ξ = nj=1 xj ξj , the norm of x ∈ Rn is the
n
√
nonnegative number |x| = x · x. Furthermore, dx = dx1 dx2 · · · dxn denotes the
element of ordinary Lebesgue measure.
We will deal with various spaces of functions defined on Rn . The simplest
of these are the Lp = Lp (Rn ) spaces, 1 6 p < ∞, of all measurable functions

1/p
f such that kf kp = Rn |f (x)|p dx < ∞. The number kf kp is called the Lp
R
∞
norm of f . The space L (R ) consists of all essentially bounded functions on Rn
n

and, for f ∈ L∞ (Rn ), we let kf k∞ be the essential supremum of |f (x)|, x ∈ Rn .

Often, the space C0 (Rn ) of all continuous functions vanishing at infinity, with
1
-2- 1. The Fourier Transform and Tempered Distributions

the L∞ norm just described, arises more naturally than L∞ = L∞ (Rn ). Unless
otherwise specified, all functions are assumed to be complex valued; it will be
assumed, throughout the note, that all functions are (Borel) measurable.
In addition to the vector-space operations, L1 (Rn ) is endowed with a “mul-
tiplication” making this space a Banach algebra. This operation, called convolu-
tion, is defined in the following way: If both f and g belong to L1 (Rn ), then their
convolution h = f ∗ g is the function n
Z whose value at x ∈ R is
h(x) = f (x − y)g(y)dy.
Rn
One can show by an elementary argument that f (x − y)g(y) is a measurable
function of the two variables x and y. It then follows immediately from Fib-
ini’s theorem on the interchange of the order of integration that h ∈ L1 (Rn )
and khk1 6 kf k1 kgk1 . Furthermore, this operation is commutative and associa-
tive.
R More generally,R we have, with the help of Minkowski’s integral inequality
k F (x, y)dykLpx 6 kF (x, y)kLpx dy, the following result:
Theorem 1.1. If f ∈ Lp (Rn ), p ∈ [1, ∞], and g ∈ L1 (Rn ) then h = f ∗ g is well
defined and belongs to Lp (Rn ). Moreover,
khkp 6 kf kp kgk1 .
Now, we first consider the Fourier1 transform of L1 functions.

Definition 1.2. Let ω ∈ R \ {0} be a constant. If f ∈ L1 (Rn ), then its Fourier

transform is F f or fˆ : Rn → C defined
Z by
F f (ξ) = e−ωix·ξ f (x)dx (1.1)
Rn
for all ξ ∈ Rn .

We now continue with some properties of the Fourier transform. Before do-
ing this, we shall introduce some notations. For a measurable function f on Rn ,
x ∈ Rn and a 6= 0 we define the translation and dilation of f by
τy f (x) =f (x − y), (1.2)
δa f (x) =f (ax). (1.3)

1
Jean Baptiste Joseph Fourier (21 March 1768 – 16 May 1830) was a French mathematician
and physicist best known for initiating the investigation of Fourier series and their applications
to problems of heat transfer and vibrations. The Fourier transform and Fourier’s Law are also
named in his honor. Fourier is also generally credited with the discovery of the greenhouse effect.
1.1. The L1 theory of the Fourier transform -3-

Proposition 1.3. Given f, g ∈ L1 (Rn ), x, y, ξ ∈ Rn , α multiindex, a, b ∈ C, ε ∈ R

and ε 6= 0, we have
(i) Linearity: F (af + bg) = aF f + bF g.
(ii) Translation: F τy f (ξ) = e−ωiy·ξ fˆ(ξ).
(iii) Modulation: F (eωix·y f (x))(ξ) = τy fˆ(ξ).
(iv) Scaling: F δε f (ξ) = |ε|−n δε−1 fˆ(ξ).
(v) Differentiation: F ∂ α f (ξ) = (ωiξ)α fˆ(ξ), ∂ α fˆ(ξ) = F ((−ωix)α f (x))(ξ).
(vi) Convolution: F (f ∗ g)(ξ) = fˆ(ξ)ĝ(ξ).
(vii) Transformation: F (f ◦ A)(ξ) = fˆ(Aξ), where A is an orthogonal matrix and
ξ is a column vector.
(viii) Conjugation: f (x) = fˆ(−ξ).
d

Proof. These results areZ easy to be verified. We

Z only prove (vii). In fact,
−1
F (f ◦ A)(ξ) = e−ωix·ξ f (Ax)dx = e−ωiA y·ξ f (y)dy
n n
ZR ZR
>
= e−ωiA y·ξ f (y)dy = e−ωiy·Aξ f (y)dy = fˆ(Aξ),
Rn Rn
where we used the change of variables y = Ax and the fact that A−1 = A> and
| det A| = 1. 
Corollary 1.4. The Fourier transform of a radial function is radial.
Proof. Let ξ, η ∈ Rn with |ξ| = |η|. Then there exists some orthogonal matrix A
such that Aξ = η. Since f is radial, we have f = f ◦ A. Then, it holds
F f (η) = F f (Aξ) = F (f ◦ A)(ξ) = F f (ξ),
by (vii) in Proposition 1.3. 
It is easy to establish the following results:
Theorem 1.5 (Uniform continuity). (i) The mapping F is a bounded linear trans-
formation from L1 (Rn ) into L∞ (Rn ). In fact, kF f k∞ 6 kf k1 .
(ii) If f ∈ L1 (Rn ), then F f is uniformly continuous.
Proof. (i) is obvious. We now proveZ (ii). By
fˆ(ξ + h) − fˆ(ξ) = e−ωix·ξ [e−ωix·h − 1]f (x)dx,
Rn
we have Z
|fˆ(ξ + h) − fˆ(ξ)| 6 |e−ωix·h − 1||f (x)|dx
Rn
Z Z
−ωix·h
6 |e − 1||f (x)|dx + 2 |f (x)|dx
|x|6r |x|>r
-4- 1. The Fourier Transform and Tempered Distributions
Z Z
6 |ω|r|h||f (x)|dx + 2 |f (x)|dx
|x|6r |x|>r
=:I1 + I2 ,
since for any θ > 0
q √
|eiθ − 1| = (cos θ − 1)2 + sin2 θ = 2 − 2 cos θ = 2| sin(θ/2)| 6 |θ|.
Given any ε > 0, we can take r so large that I2 < ε/2. Then, we fix this r and
take |h| small enough such that I1 < ε/2. In other words, for given ε > 0, there
exists a sufficiently small δ > 0 such that |fˆ(ξ + h) − fˆ(ξ)| < ε when |h| 6 δ,
where ε is independent of ξ. 

Ex. 1.6. Suppose that a signal consists of a single rectangular pulse of width 1 and
height 1. Let’s say that it gets turned on at x = − 21 and turned off at x = 12 . The
standard name for this “normalized” rectangular pulse is
1
1, if − 21 < x < 12 ,

Π(x) ≡ rect(x) :=
0, otherwise. 1 1 x
−2 2
It is also called, variously, the normalized boxcar function, the top hat function, the in-
dicator function, or the characteristic function for the interval (−1/2, 1/2). The Fourier
transform of this signal is
Z 1/2 1/2
e−ωixξ  2 ωξ
Z
−ωixξ −ωixξ
Π(ξ) =
b e Π(x)dx = e dx = = sin
R −1/2 −ωiξ −1/2 ωξ
 2
R 1/2
when ξ 6= 0. When ξ = 0, Π(0) b = −1/2 dx = 1. By l’Hôpital’s rule,
sin ωξ
2
ω
cos ωξ
lim Π(ξ)
b = lim 2 = lim 2 2 2
= 1 = Π(0),
b
ξ→0 ξ→0 ωξ ξ→0 ω
so Π(ξ)
b is continuous at ξ = 0. There is a standard function called “sinc”2 that is
defined by sinc(ξ) = sinξ ξ . In this notation Π(ξ)
b = sinc ωξ
2 . Here is the graph of Π(ξ).
b

− 2π
ω
2π
ω
ξ

2
The term “sinc” (English pronunciation:["sINk]) is a contraction, first introduced by Phillip
M. Woodward in 1953, of the function’s full Latin name, the sinus cardinalis (cardinal sine).
1.1. The L1 theory of the Fourier transform -5-

Remark 1.7. The above definition of the Fourier transform in (1.1) extends imme-
diately to finite Borel measures: if µ is such a measure on Rn , we define F µ by
letting Z
F µ(ξ) = e−ωix·ξ dµ(x).
Rn
Theorem 1.5 is valid for this Fourier transform if we replace the L1 norm by the
total variation of µ.
The following theorem plays a central role in Fourier Analysis. It takes its
name from the fact that it holds even for functions that are integrable accord-
ing to the definition of Lebesgue. We prove it for functions that are absolutely
integrable in the Riemann sense.3
Theorem 1.8 (Riemann-Lebesgue lemma). If f ∈ L1 (Rn ) then F f → 0 as |ξ| →
∞; thus, in view of the last result, we can conclude that F f ∈ C0 (Rn ).
Proof. First, for n = 1, suppose that f (x) = χ(a,b) (x), the characteristic function
of an interval. Then Z b
e−ωiaξ − e−ωibξ
fˆ(ξ) = e−ωixξ dx = → 0, as |ξ| → ∞.
a ωiξ
Similarly, the result holds when f is the characteristic function of the n-dimensional
rectangle I = {x ∈ Rn : a1 6 x1 6 b1 , · · · , an 6 xn 6 bn } since we can calcu-
late F f explicitly as an iterated integral. The same is therefore true for a finite
linear combination of such characteristic functions (i.e., simple functions). Since
all such simple functions are dense in L1 , the result for a general f ∈ L1 (Rn )
follows easily by approximating f in the L1 norm by such a simple function g,
then f = g + (f − g), where F f − F g is uniformly small by Theorem 1.5, while
F g(ξ) → 0 as |ξ| → ∞. 
Theorem 1.8 gives a necessary condition for a function to be a Fourier trans-
form. However, that belonging to C0 is not a sufficient condition for being the
Fourier transform of an integrable function. See the following example.

3
Let us very briefly recall what this means. A bounded function f on a finite interval [a, b]
is integrable if it can be approximated by Riemann sums from above and below in such a way
that the difference of the integrals of these sums can be made as small as we wish. This definition
is then extended to unbounded functions and infinite intervals by taking limits; these cases are
often called improper R integrals. If I is any interval and f is a function on I such that the (possibly
improper) integral I |f (x)|dx has a finite value, then f is said to be absolutely integrable on I.
-6- 1. The Fourier Transform and Tempered Distributions

 n = 1. Let
Ex. 1.9. Suppose, for simplicity, that
1

 , ξ > e,
ln ξ

g(ξ) =
 ξ
 ,

0 6 ξ 6 e,
e
g(ξ) = − g(−ξ), ξ < 0.
It is clear that g(ξ) is uniformly continuous on R and g(ξ) → 0 as |ξ| → ∞.
Assume that there exists an f ∈ LZ1 (R) such that fˆ(ξ) = g(ξ), i.e.,
∞
g(ξ) = e−ωixξ f (x)dx.
−∞
Since g(ξ)Zis an odd function, we have
∞ Z ∞ Z ∞
g(ξ) = e−ωixξ f (x)dx = −i sin(ωxξ)f (x)dx = sin(ωxξ)F (x)dx,
−∞ −∞ 0
where F (x) = i[f (−x) − f (x)] ∈ L1 (R). Integrating g(ξ) ξ over (0, N ) yields
Z N Z ∞ Z N 
g(ξ) sin(ωxξ)
dξ = F (x) dξ dx
0 ξ 0 0 ξ
Z ∞ Z ωxN 
sin t
= F (x) dt dx.
0 0 t
Noticing that
Z N
sin t π
lim dt = ,
N →∞ 0 t 2
and by Lebesgue dominated convergence theorem,we get that the integral of r.h.s. is
convergent as N → ∞. That is,
π ∞
Z N
g(ξ)
Z
lim dξ = F (x)dx < ∞,
N →∞ 0 ξ 2 0
R∞ R e g(ξ)
which yields e g(ξ)ξ dξ < ∞ since 0 ξ dξ = 1. However,
Z N Z N
g(ξ) dξ
lim dξ = lim = ∞.
N →∞ e ξ N →∞ e ξ ln ξ
This contradiction indicates that the assumption was invalid.
We now turn to the problem of inverting the Fourier transform. That is, we
shall consider the question: Given the Fourier transform fˆ of an integrable function
f , how do we obtain f back again from fˆ ? The reader, who is familiar with the
elementary theory of Fourier series and integrals, would expect f (x) to be equal
to the integral Z
C eωix·ξ fˆ(ξ)dξ. (1.4)
Rn
1.1. The L1 theory of the Fourier transform -7-

Unfortunately, fˆ need not be integrable (for example, let n = 1 and f be the

characteristic function of a finite interval). In order to get around this difficulty,
we shall use certain summability methods for integrals. We first introduce the
Abel method of summability, whose analog for series is very well-known. For each
ε > 0, we define the Abel mean Aε = AZε (f ) to be the integral
Aε (f ) = Aε = e−ε|x| f (x)dx. (1.5)
Rn
It is clear that if f ∈ L1 (Rn ) then lim Aε (f ) = Rn f (x)dx. On the other hand,
R
ε→0
these Abel means are well-defined even when f is not integrable (e.g., if we only
assume that f is bounded, then Aε (f ) is defined for all ε > 0). Moreover, their
limit Z
lim Aε (f ) = lim e−ε|x| f (x)dx (1.6)
ε→0 ε→0 Rn
may exist even when f is not integrable. A classical example of such a case is
obtained by letting f (x) R= sinc(x) when n = 1. Whenever the limit in (1.6) exists
and is finite we say that Rn f dx is Abel summable to this limit.
A somewhat similar method of summability is Gauss summability. This method
is defined by the Gauss (sometimesZcalled Gauss-Weierstrass) means
2
Gε (f ) = e−ε|x| f (x)dx. (1.7)
R Rn
We say that Rn f dx is Gauss summable (to l) if
Z
2
lim Gε (f ) = lim e−ε|x| f (x)dx (1.6’)
ε→0 ε→0 Rn
exists and equals the number `.
We see that both (1.6) and (1.6’) can beZput in the form
Mε,Φ (f ) = Mε (f ) = Φ(εx)f (x)dx, (1.8)
R Rn
where Φ ∈ C0 and Φ(0) = 1. Then Rn f (x)dx is summable to ` if limε→0 Mε (f ) =
`. We shall call Mε (f ) the Φ means of this integral.
2
We shall need the Fourier transforms of the functions e−ε|x| and e−ε|x| . The
first one is easy to calculate.
Theorem 1.10. For all a > 0, we have
 −n
−a|ωx|2 |ω| |ξ|2
Fe (ξ) = (4πa)−n/2 e− 4a . (1.9)
2π
Proof. The integral in questionZis
2
e−ωix·ξ e−a|ωx| dx.
Rn
-8- 1. The Fourier Transform and Tempered Distributions

Notice that this factors as a product of one variable integrals. Thus it is suffi-
cient to prove the case n = 1. For this we use the formula for the integral of a
2
Gaussian: R e−πx dx = 1. It follows that
R
Z ∞ Z ∞
ξ2
−ωixξ −aω 2 x2 2
e e dx = e−a(ωx+iξ/(2a)) e− 4a dx
−∞ −∞
2
Z ∞+iξ/(2a)
−1 − ξ4a 2
=|ω| e e−ax dx
−∞+iξ/(2a)
ξ2
Z ∞
−1 − 4a 2
e−πy dy
p
=|ω| e π/a
−∞
−1
|ω|

ξ2
= (4πa)−1/2 e− 4a ,
2π
where we used contour integration at the next to last one. 
The second one is somewhat harder to obtain:
Theorem 1.11. For all a > 0, we have
 −n
−a|ωx| |ω| cn a Γ((n + 1)/2)
F (e )= (n+1)/2
, cn = . (1.10)
2π 2
(a + |ξ| )2 π (n+1)/2

Proof. By a change of variables, i.e.,

Z Z
−a|ωx| −ωix·ξ −a|ωx| −n
F (e )= e e dx = (a|ω|) e−ix·ξ/a e−|x| dx,
Rn Rn
we see that it suffices to show this result when a = 1. In order to show this, we
need to express the decaying exponential as a superposition of Gaussians, i.e.,
Z ∞ −η
−γ 1 e 2
e =√ √ e−γ /4η dη, γ > 0. (1.11)
π 0 η
Then, using (1.9) to establish the third equality,
 Z ∞ −η 
1 e
Z Z
−ix·t −|x| −ix·t −|x|2 /4η
e e dx = e √ √ e dη dx
Rn Rn π 0 η
Z ∞ −η Z 
1 e −ix·t −|x|2 /4η
=√ √ e e dx dη
π 0 η Rn
Z ∞ −η 
1 e 2

=√ √ (4πη)n/2 e−η|t| dη
π 0 η
Z ∞
2 n−1
=2n π (n−1)/2 e−η(1+|t| ) η 2 dη
0

n+1 ∞ −ζ n+1 −1
Z
n (n−1)/2 2 − 2
=2 π 1 + |t| e ζ 2 dζ
0
1.1. The L1 theory of the Fourier transform -9-
 
n+1 1
=2n π (n−1)/2 Γ .
2 (1 + |t|2 )(n+1)/2
Thus,
 −n
(a|ω|)−n (2π)n cn |ω| cn a
F (e−a|ωx| ) = = .
(1 + |ξ/a|2 )(n+1)/2 2π (a2 + |ξ|2 )(n+1)/2
Consequently, the theorem will be established once we show (1.11). In fact,
by changes of variables, we have
1 γ ∞ e−η −γ 2 /4η
Z
√ e √ e dη
π 0 η
√ Z
2 γ ∞ −γ(σ− 1 )2
=√ e 2σ dσ (by η = γσ 2 )
π 0
√ Z
2 γ ∞ −γ(σ− 1 )2 1 1
=√ e 2σ
2
dσ (by σ 7→ )
π 0 2σ 2σ
√ Z ∞
γ
 
1 2 1
=√ e−γ(σ− 2σ ) 1 + 2 dσ (by averaging the last two formula)
π 2σ
√ Z0 ∞
γ 2 1
=√ e−γu du (by u = σ − )
π −∞ 2σ
Z
2
=1, (by e−πx dx = 1)
R
which yields the desired identity (1.11). 
 n  n
|ω| 2 |ω|
We shall denote the Fourier transform of 2π e−a|ωx| and 2π e−a|ωx| ,
a > 0, by W and P , respectively. That is,
|ξ|2 cn a
W (ξ, a) = (4πa)−n/2 e− 4a , P (ξ, a) = . (1.12)
+ |ξ|2 )(n+1)/2 (a2
The first of these two functions is called the Weierstrass (or Gauss-Weierstrass)
kernel while the second is called the Poisson kernel.
Theorem 1.12 (The multiplication
Z formula).
Z If f, g ∈ L1 (Rn ), then
fˆ(ξ)g(ξ)dξ = f (x)ĝ(x)dx.
Rn Rn

Proof. Using Fubini’s theorem to interchange the order of the integration on R2n ,
we obtain the identity. 
Theorem 1.13. If fZ and Φ belong to L1 (Rn ),Zϕ = Φ̂ and ϕε (x) = ε−n ϕ(x/ε), then
eωix·ξ Φ(εξ)fˆ(ξ)dξ = ϕε (y − x)f (y)dy
Rn Rn
- 10 - 1. The Fourier Transform and Tempered Distributions

for all ε > 0. In particular,

 n Z
|ω|
Z
ωix·ξ −ε|ωξ| ˆ
e e f (ξ)dξ = P (y − x, ε)f (y)dy,
2π Rn Rn
and  n Z
|ω|
Z
ωix·ξ −ε|ωξ|2 ˆ
e e f (ξ)dξ = W (y − x, ε)f (y)dy.
2π Rn Rn

Proof. From (iii) and (iv) in Proposition 1.3, it implies (F eωix·ξ Φ(εξ))(y) = ϕε (y −
x). The first result holds immediately with the help of Theorem 1.12. The last
two follow from (1.9), (1.10) and (1.12). 
R
LemmaR 1.14. (i) Rn W (x, ε)dx = 1 for all ε > 0.
(ii) Rn P (x, ε)dx = 1 for all ε > 0.
Proof. By a change of variable,
Z we first note that 2
Z Z
−n/2 − |x|
W (x, ε)dx = (4πε) e 4ε dx = W (x, 1)dx,
Rn Rn Rn
and
cn ε
Z Z Z
P (x, ε)dx = 2 2 (n+1)/2
dx = P (x, 1)dx.
Rn Rn (ε + |x| ) Rn
Thus, it suffices to prove the lemma when ε = 1. For the first one, we use a
2
change of variables and the formula for the integral of a Gaussian: R e−πx dx =
R

1 toZget
|x|2
Z Z
2
W (x, 1)dx = (4π)−n/2 e− 4 dx = (4π)−n/2 e−π|y| 2n π n/2 dy = 1.
Rn Rn Rn
For the second one,Z we have
1
Z
P (x, 1)dx = cn 2 (n+1)/2
dx.
Rn Rn (1 + |x| )
Letting r = |x|, x0 = x/r (when x 6= 0), S n−1 = {x ∈ Rn : |x| = 1}, dx0 the
element of surface area on S n−1 whose surface area4 is denoted by ωn−1 and,
finally, putting r = tan θ, we have Z Z
∞
1 1
Z
2 (n+1)/2
dx = 2 (n+1)/2
dx0 rn−1 dr
R n (1 + |x| ) 0 S n−1 (1 + r )
Z ∞
rn−1
=ωn−1 dr
0 (1 + r2 )(n+1)/2
Z π/2
=ωn−1 sinn−1 θdθ.
0

4
ωn−1 = 2π n/2 /Γ(n/2).
1.1. The L1 theory of the Fourier transform - 11 -

But ωn−1 sinn−1 θ is clearly the surface area of the x n+1

n
sphere of radius sin θ obtained by intersecting S n S

with the hyperplane x1 = cos θ. Thus, the area of

sin θ
the upper half of S n is obtained by summing these O θ 1
cos θ
(n − 1) dimensional areas as θ ranges from 0 to π/2, S
x
n−1
1

that is,
Z π/2
ωn
ωn−1 sinn−1 θdθ = ,
0 2
which is the desired result by noting that 1/cn = ωn /2. 
Theorem 1.15. Suppose ϕ ∈ L1 (Rn ) with Rn ϕ(x)dx = 1 and let ϕε (x) =
R

ε−n ϕ(x/ε) for ε > 0. If f ∈ Lp (Rn ), 1 6 p < ∞, or f ∈ C0 (Rn ) ⊂ L∞ (Rn ),

then for 1 6 p 6 ∞
kf ∗ ϕε − f kp → 0, as ε → 0.
In particular, the Poisson integral ofZ f :
u(x, ε) = P (x − y, ε)f (y)dy
Rn
and the Gauss-Weierstrass integralZof f :
s(x, ε) = W (x − y, ε)f (y)dy
Rn
converge to f in the Lp norm as ε → 0.
Proof. By a change
Z of variables,
Z we have Z
ϕε (y)dy = ε−n ϕ(y/ε)dy = ϕ(y)dy = 1.
Rn Rn Rn
Hence, Z
(f ∗ ϕε )(x) − f (x) = [f (x − y) − f (x)]ϕε (y)dy.
Rn
Therefore, by Minkowski’s inequality for integrals and a change of variables, we
get Z
kf ∗ ϕε − f kp 6 kf (x − y) − f (x)kp ε−n |ϕ(y/ε)|dy
Rn
Z
= kf (x − εy) − f (x)kp |ϕ(y)|dy.
Rn
We point out that if f ∈ Lp (Rn ),
1 6 p < ∞, and denote kf (x − t) − f (x)kp =
∆f (t), then ∆f (t) → 0, as t → 0. In fact, if f1 ∈ D(Rn ) := C0∞ (Rn ) of all
5

C ∞ functions with compact support, the assertion in that case is an immediate

5
This statement is the continuity of the mapping t → f (x − t) of Rn to Lp (Rn ).
- 12 - 1. The Fourier Transform and Tempered Distributions

consequence of the uniform convergence f1 (x − t) → f1 (x), as t → 0. In general,

for any σ > 0, we can write f = f1 + f2 , such that f1 is as described and kf2 kp 6
σ, since D(Rn ) is dense in Lp (Rn ) for 1 6 p < ∞. Then, ∆f (t) 6 ∆f1 (t) + ∆f2 (t),
with ∆f1 (t) → 0 as t → 0, and ∆f2 (t) 6 2σ. This shows that ∆f (t) → 0 as t → 0
for general f ∈ Lp (Rn ), 1 6 p < ∞.
For the case p = ∞ and f ∈ C0 (Rn ), the same argument gives us the result
since D(Rn ) is dense in C0 (Rn ) (cf. [Rud87, p.70, Proof of Theorem 3.17]).
Thus, by the Lebesgue dominated convergence theorem (due to ϕ ∈ L1 and
the fact ∆f (εy)|ϕ(y)| 6 2kf kp |ϕ(y)|) and the fact ∆f (εy) → 0 as ε → 0, we have
Z Z
lim kf ∗ ϕε − f kp 6 lim ∆f (εy)|ϕ(y)|dy = lim ∆f (εy)|ϕ(y)|dy = 0.
ε→0 ε→0 Rn Rn ε→0
This completes the proof. 
With the same argument, we have
Corollary 1.16. Let 1 6 p 6 ∞. Suppose ϕ ∈ L1 (Rn ) and Rn ϕ(x)dx = 0, then
R

kf ∗ ϕε kp → 0 as ε → 0 whenever f ∈ Lp (Rn ), 1 6 p < ∞, or f ∈ C0 (Rn ) ⊂

L∞ (Rn ).
Proof. Once we observe that
Z
(f ∗ ϕε )(x) =(f ∗ ϕε )(x) − f (x) · 0 = (f ∗ ϕε )(x) − f (x) ϕε (y)dy
Z Rn

= [f (x − y) − f (x)]ϕε (y)dy,
Rn
the rest of the argument is precisely that used in the last proof. 
In particular, we also have
Corollary 1.17. Suppose ϕ ∈ L1 (Rn ) with Rn ϕ(x)dx = 1 and let ϕε (x) =
R

ε−n ϕ(x/ε) for ε > 0. Let f (x) ∈Z L∞ (Rn ) be continuous at {0}. Then,
lim f (x)ϕε (x)dx = f (0).
ε→0 Rn
R R
Proof. Since Rn f (x)ϕε (x)dx − f (0) = Rn (f (x) − f (0))ϕε (x)dx, then we may
assume without loss of generality that f (0) = 0. Since f is continuous at {0},
then for any η > 0, there exists a δ > 0 such that
η
|f (x)| < ,
kϕk1
R
whenever |x| < δ. Noticing that | Rn ϕ(x)dx| 6 kϕk1 , we have
Z 
η
Z Z
 
 n f (x)ϕε (x)dx 6 kϕk1
  |ϕε (x)|dx + kf k∞ |ϕε (x)|dx
R |x|<δ |x|>δ
1.1. The L1 theory of the Fourier transform - 13 -

η
Z
6 kϕk1 + kf k∞ |ϕ(y)|dy
kϕk1 |y|>δ/ε
=η + kf k∞ Iε .
But Iε → 0 as ε → 0. This proves the result. 

From Theorems 1.13 and 1.15, we obtain the following solution to the Fourier
inversion problem:

RTheorem 1.18. If both Φ and its Fourier transform ϕ = n RΦ̂ areωix·ξ integrable and
Rn ϕ(x)dx = 1, then the Φ means of the integral (|ω|/2π) Rn e fˆ(ξ)dξ con-
1
verges to f (x) in the L norm. In particular, the Abel and Gauss means of this integral
converge to f (x) in the L1 norm.
We have singled out the Gauss-Weierstrass and the Abel methods of summa-
bility. The former is probably the simplest and is connected with the solution of
the heat equation; the latter is intimately connected with harmonic functions
and provides us with very powerful tools in Fourier analysis.
 n R
Since s(x, ε) = |ω|
2π Rn e
ωix·ξ e−ε|ωξ|2 fˆ(ξ)dξ converges in L1 to f (x) as ε > 0

tends to 0, we can find a sequence εk → 0 such that s(x, εk ) → f (x) for a.e. x.
If we further assume that fˆ ∈ L1 (Rn ), the Lebesgue dominated convergence
theorem gives us the following pointwise equality:
Theorem 1.19 (Fourier inversion theorem). If both f and fˆ are integrable, then
 n Z
|ω|
f (x) = eωix·ξ fˆ(ξ)dξ,
2π R n

for almost every x.

Remark 1.20.R We know from Theorem 1.5 that fˆ is continuous. If fˆ is integrable,

the integral Rn eωix·ξ fˆ(ξ)dξ also defines a continuous function (in fact, it equals
ˆ
fˆ(−x)). Thus, by changing f on a set of measure 0, we can obtain equality in
Theorem 1.19 for all x.

It is clear from Theorem 1.18 that if fˆ(ξ) = 0 for all ξ then f (x) = 0 for almost
every x. Applying this to f = f1 − f2 , we obtain the following uniqueness result
for the Fourier transform:
Corollary 1.21 (Uniqueness). If f1 and f2 belong to L1 (Rn ) and fˆ1 (ξ) = fˆ2 (ξ) for
ξ ∈ Rn , then f1 (x) = f2 (x) for almost every x ∈ Rn .
We will denote the inverse operation to the Fourier transform by F −1 or ˇ·. If
- 14 - 1. The Fourier Transform and Tempered Distributions

f ∈ L1 , then we have n Z
|ω|

fˇ(x) = eωix·ξ f (ξ)dξ. (1.13)
2π Rn
We give a very useful result.
Theorem 1.22. Suppose f ∈ L1 (Rn ) and fˆ > 0. If f is continuous at 0, then
 n Z
|ω|
f (0) = fˆ(ξ)dξ.
2π Rn
Moreover, we have fˆ ∈ L1 (Rn ) and
 n Z
|ω|
f (x) = eωix·ξ fˆ(ξ)dξ,
2π Rn

for almost every x.

Proof. By Theorem 1.13, we have
 n Z
|ω|
Z
−ε|ωξ| ˆ
e f (ξ)dξ = P (y, ε)f (y)dy.
2π Rn Rn
From Lemma Z 1.14, we get, for any δ > 0, Z 
   
 n P (y, ε)f (y)dy − f (0) =  n P (y, ε)[f (y) − f (0)]dy 
   
ZR  RZ 
   
6 P (y, ε)[f (y) − f (0)]dy  +  P (y, ε)[f (y) − f (0)]dy 
   
 |y|<δ   |y|>δ 
=I1 + I2 .
Since f is continuous at 0, for any given σ > 0, we can choose δ small enough
such that |f (y) − f (0)| 6 σ when |y| < δ. Thus, I1 6 σ by Lemma 1.14. For the
second term, we have, by a change of variables,
Z that
I2 6kf k1 sup P (y, ε) + |f (0)| P (y, ε)dy
|y|>δ |y|>δ
cn ε
Z
=kf k1 2 + |f (0)| P (y, 1)dy → 0,
(ε + δ 2 )(n+1)/2 |y|>δ/ε
 n R
as ε → 0. Thus, |ω|
2π Rn e
−ε|ωξ| fˆ(ξ)dξ → f (0) as ε → 0. On the other hand, by

Lebesgue dominated convergence theorem, we obtain

 n Z  n
|ω| |ω|
Z
ˆ
f (ξ)dξ = lim e−ε|ωξ| fˆ(ξ)dξ = f (0),
2π Rn 2π ε→0 Rn

which implies fˆ ∈ L1 (Rn ) due to fˆ > 0. Therefore, from Theorem 1.19, it follows
the desired result. 
An immediate consequence is
1.1. The L1 theory of the Fourier transform - 15 -

2
Corollary 1.23. i) Rn eωix·ξ W (ξ, ε)dξ = e−ε|ωx| .
R

ii) Rn eωix·ξ P (ξ, ε)dξ = e−ε|ωx| .

R

Proof. Noticing that

 n  n
|ω| |ω|
 
−ε|ωx|2 −ε|ωx|
W (ξ, ε) = F e , and P (ξ, ε) = F e ,
2π 2π
we have the desired results by Theorem 1.22. 
We also have the semigroup properties of the Weierstrass and Poisson ker-
nels.
Corollary 1.24. If α1 and
R α2 are positive real numbers, then
i) W (ξ, α1 + α2 ) = RRn W (ξ − η, α1 )W (η, α2 )dη.
ii) P (ξ, α1 + α2 ) = Rn P (ξ − η, α1 )P (η, α2 )dη.
Proof. It follows, from Corollary 1.23, that
 n
|ω| 2
W (ξ, α1 + α2 ) = (F e−(α1 +α2 )|ωx| )(ξ)
2π
 n
|ω| 2 2
= F (e−α1 |ωx| e−α2 |ωx| )(ξ)
2π
 n 
|ω|
Z 
−α1 |ωx|2 ωix·η
= F e e W (η, α2 )dη (ξ)
2π Rn
 n Z
|ω|
Z
2
= e−ωix·ξ e−α1 |ωx| eωix·η W (η, α2 )dηdx
2π Rn n
 n R
−ωix·(ξ−η) |ω|
Z Z 
−α1 |ωx|2
= e e dx W (η, α2 )dη
Rn Rn 2π
Z
= W (ξ − η, α1 )W (η, α2 )dη.
Rn
A similar argument can give the other equality. 
Finally, we give an example of the semigroup about the heat equation.

Ex. 1.25. Consider the Cauchy problem to the heat equation

ut − ∆u = 0, u(0) = u0 (x), t > 0, x ∈ Rn .
Taking the Fourier transform, we have
ût + |ωξ|2 û = 0, û(0) = û0 (ξ).
Thus, it follows, from Theorem 1.10, that
2 2 2
u =F −1 e−|ωξ| t F u0 = (F −1 e−|ωξ| t ) ∗ u0 = (4πt)−n/2 e−|x| /4t ∗ u0
=W (x, t) ∗ u0 =: H(t)u0 .
- 16 - 1. The Fourier Transform and Tempered Distributions

Then, we obtain
H(t1 + t2 )u0 =W (x, t1 + t2 ) ∗ u0 = W (x, t1 ) ∗ W (x, t2 ) ∗ u0
=W (x, t1 ) ∗ (W (x, t2 ) ∗ u0 ) = W (x, t1 ) ∗ H(t2 )u0
=H(t1 )H(t2 )u0 ,
i.e., H(t1 + t2 ) = H(t1 )H(t2 ).

1.2 The L2 theory and the Plancherel theorem

The integral defining the Fourier transform is not defined in the Lebesgue
sense for the general function in L2 (Rn ); nevertheless, the Fourier transform has
a natural definition on this space and a particularly elegant theory.
If, in addition to being integrable, we assume f to be square-integrable then
ˆ
f will also be square-integrable. In fact, we have the following basic result:
Theorem 1.26 (Plancherel theorem). If f ∈ L1 (Rn ) ∩ L2 (Rn ), then kfˆk2 =
 −n/2
|ω|
2π kf k2 .

Proof. Let g(x) = f (−x). Then, by Theorem 1.1, h = f ∗ g ∈ L1 (Rn ) and, by

Proposition 1.3, ĥ = fˆĝ. But ĝ =fˆ, thus ˆ2
n R ĥ = |f | > 0. Applying Theorem 1.22,
we have ĥ ∈ L1 (Rn ) and h(0) = |ω| 2π Rn ĥ(ξ)dξ. Thus, we get
 −n
|ω|
Z Z
|fˆ(ξ)|2 dξ = ĥ(ξ)dξ = h(0)
Rn Rn 2π
 −n Z
|ω|
= f (x)g(0 − x)dx
2π Rn
 −n Z  −n Z
|ω| |ω|
= f (x)f (x)dx = |f (x)|2 dx,
2π Rn 2π Rn
which completes the proof. 
Since L1 ∩ L2 is dense in L2 , there exists a unique bounded extension, F , of
this operator to all of L2 . F will be called the Fourier transform on L2 ; we shall
also use the notation fˆ = F f whenever f ∈ L2 (Rn ).
A linear operator on L2 (Rn ) that is an isometry and maps onto L2 (Rn ) is
called a unitary operator. It is an immediate consequence of Theorem 1.26 that
 n/2  n/2
|ω| |ω|
2π F is an isometry. Moreover, we have the additional property that 2π F
is onto:
1.3. Schwartz spaces - 17 -

 n/2
Theorem 1.27. |ω|2π F is a unitary operator on L2 (Rn ).
 n/2
Proof. Since |ω|
2π F is an isometry, its range is a closed subspace of L2 (Rn ).

RIf this subspace were not all of L2 (Rn ), we could find a function g such that
ˆ 2
f ∈ L and kgk2 6= 0. Theorem 1.12 obviously extends to
Rn f gdx = 0 for all
L ; consequently, Rn f ĝdx = Rn fˆgdx = 0 for all f ∈ L2 . But this implies that
2
R R
 −n/2
ĝ(x) = 0 for almost every x, contradicting the fact that kĝk2 = |ω|
2π kgk2 6=
0. 
Theorem 1.27 is a major part of the basic theorem in the L2 theory of the
Fourier transform:
Theorem 1.28. The inverse of the Fourier transform, F −1 , can be obtained by letting
 n
−1 |ω|
(F f )(x) = (F f )(−x)
2π
for all f ∈ L2 (Rn ).
We can also extend the definition of the Fourier transform to other spaces,
such as Schwartz space, tempered distributions and so on.

1.3 Schwartz spaces

Distributions (generalized functions) aroused mostly due to Paul Dirac and

his delta function δ. The Dirac delta gives a description of a point of unit mass
(placed at the origin). The mass density function is such that if its integrated on
a set not containing the origin it vanishes, but if the set does contain the origin
it is 1. No function (in the traditional sense) can have this property because we
know that the value of a function at a particular point does not change the value
of the integral.
In mathematical analysis, distributions are objects which generalize func-
tions and probability distributions. They extend the concept of derivative to all
integrable functions and beyond, and are used to formulate generalized solu-
tions of partial differential equations. They are important in physics and en-
gineering where many non-continuous problems naturally lead to differential
equations whose solutions are distributions, such as the Dirac delta distribution.
“Generalized functions” were introduced by Sergei Sobolev in 1935. They
were independently introduced in late 1940s by Laurent Schwartz, who devel-
oped a comprehensive theory of distributions.
- 18 - 1. The Fourier Transform and Tempered Distributions

The basic idea in the theory of distributions is to consider them as linear func-
tionals on some space of “regular” functions — the so-called “testing functions”.
The space of testing functions is assumed to be well-behaved with respect to the
operations (differentiation, Fourier transform, convolution, translation, etc.) we
have been studying, and this is then reflected in the properties of distributions.
We are naturally led to the definition of such a space of testing functions by
the following considerations. Suppose we want these operations to be defined
on a function space, S , and to preserve it. Then, it would certainly have to
consist of functions that are indefinitely differentiable; this, in view of part (v)
in Proposition 1.3, indicates that each function in S , after being multiplied by a
polynomial, must still be in S . We therefore make the following definition:

Definition 1.29. The Schwartz space S (Rn ) of rapidly decaying functions is de-
fined as  
S (Rn ) = ϕ ∈ C ∞ (Rn ) : |ϕ|α,β := sup |xα (∂ β ϕ)(x)| < ∞, ∀α, β ∈ Nn0 ,
x∈Rn
(1.14)
where N0 = N ∪ {0}.

If ϕ ∈ S , then |ϕ(x)| 6 Cm (1 + |x|)−m for any m ∈ N0 . The second part of

next example shows that the converse is not true.
2
Ex. 1.30. ϕ(x) = e−ε|x| , ε > 0, belongs to S ; on the other hand, ϕ(x) = e−ε|x| fails
to be differential at the origin and, therefore, does not belong to S .
2 )γ
Ex. 1.31. ϕ(x) = e−ε(1+|x| belongs to S for any ε, γ > 0.

Ex. 1.32. S contains the space D(Rn ).

But it is not immediately clear that D is nonempty. To find a function in D,
consider the function  −1/t
e , t > 0,
f (t) =
0, t 6 0.
∞
Then, f ∈ C , is bounded and so are all its derivatives. Let ϕ(t) = f (1 +
2
t)f (1 − t), then ϕ(t) = e−2/(1−t ) if |t| < 1, is zero otherwise. It clearly belongs to
D = D(R1 ). We can easily obtain n-dimensional variants from ϕ. For examples,
(i) For x ∈ Rn , define ψ(x) = ϕ(x1 )ϕ(x2 ) · · · ϕ(xn ), then ψ ∈ D(Rn );
2
(ii) For x ∈ Rn , define ψ(x) = e−2/(1−|x| ) for |x| < 1 and 0 otherwise, then
ψ ∈ D(Rn );
1.3. Schwartz spaces - 19 -

(iii) If η ∈ C ∞ and ψ is the function in (ii), then ψ(εx)η(x) defines a function

in D(Rn ); moreover, e2 ψ(εx)η(x) → η(x) as ε → 0.

Ex. 1.33. We observe that the order of multiplication by powers of x1 , · · · , xn and

differentiation, in (1.14), could have been reversed. That is, ϕ ∈ S if and only if
ϕ ∈ C ∞ and supx∈Rn |∂ β (xα ϕ(x))| < ∞ for all multi-indices α and β of nonnegative
integers. This shows that if P is a polynomial in n variables and ϕ ∈ S then P (x)ϕ(x)
and P (∂)ϕ(x) are again in S , where P (∂) is the associated differential operator (i.e.,
we replace xα by ∂ α in P (x)).

Ex. 1.34. Sometimes S (Rn ) is called the space of rapidly decaying functions. But
2 x
observe that the function ϕ(x) = e−x eie is not in S (R). Hence, rapid decay of the
value of the function alone does not assure the membership in S (R).
Theorem 1.35. The spaces C0 (Rn ) and Lp (Rn ), 1 6 p 6 ∞, contain S (Rn ). More-
over, both S and D are dense in C0 (Rn ) and Lp (Rn ) for 1 6 p < ∞.
Proof. S ⊂ C0 ⊂ L∞ is obvious by (1.14). The Lp norm of ϕ ∈ S is bounded by
a finite linear combination of L∞ norms of terms of the form xα ϕ(x). In fact, by
(1.14), we have
Z 1/p
p
|ϕ(x)| dx
Rn
Z !1/p Z !1/p
6 |ϕ(x)|p dx + |ϕ(x)|p dx
|x|61 |x|>1
Z !1/p Z !1/p
6kϕk∞ dx + k|x|2n |ϕ(x)|k∞ |x|−2np dx
|x|61 |x|>1
ω  1/p
n−1
1/p ωn−1 2n
= kϕk∞ + |x| |ϕ|
∞
n (2p − 1)n
<∞.
For the proof of the density, we only need to prove the case of D since D ⊂
S . We will use the fact that the set of finite linear combinations of characteristic
functions of bounded measurable sets in Rn is dense in Lp (Rn ), 1 6 p < ∞. This
is a well-known fact from functional analysis.
Now, let E ⊂ Rn be a bounded measurable set and let ε > 0. Then, there
exists a closed set F and an open set Q such that F ⊂ E ⊂ Q and (Q \ F ) < εp m
m
(or only (Q) < εp if there is no closed set F ⊂ E). Here is the Lebesgue m
measure in Rn . Next, let ϕ be a function from D such that supp ϕ ⊂ Q, ϕ|F ≡ 1
- 20 - 1. The Fourier Transform and Tempered Distributions

and 0 6 ϕ 6 1. Then,Z
m(Q \ F ) < ε
Z
kϕ − χE kpp = p
|ϕ(x) − χE (x)| dx 6 dx = p
Rn Q\F
or
kϕ − χE kp < ε,
where χE denotes the characteristic function of E. Thus, we may conclude that
D(Rn ) = Lp (Rn ) with respect to Lp measure for 1 6 p < ∞.
For the case of C0 , we leave it to the interested reader. 

Remark 1.36. The density is not valid for p = ∞. Indeed, for a nonzero constant
function f ≡ c0 6= 0 and for any function ϕ ∈ D(Rn ), we have
kf − ϕk∞ > |c0 | > 0.
Hence we cannot approximate any function from L∞ (Rn ) by functions from
D(Rn ). This example also indicates that S is not dense in L∞ since
lim |ϕ(x)| = 0 for all ϕ ∈ S .
|x|→∞

From part (v) in Proposition 1.3, we immediately have

Theorem 1.37. If ϕ ∈ S , then ϕ̂ ∈ S .
If ϕ, ψ ∈ S , then Theorem 1.37 implies that ϕ̂, ψ̂ ∈ S . Therefore, ϕ̂ψ̂ ∈ S .
By part (vi) in Proposition 1.3, i.e., F (ϕ ∗ ψ) = ϕ̂ψ̂, an application of the inverse
Fourier transform shows that
Theorem 1.38. If ϕ, ψ ∈ S , then ϕ ∗ ψ ∈ S .
The space S (Rn ) is not a normed space because |ϕ|α,β is only a semi-norm
for multi-indices α and β, i.e., the condition
|ϕ|α,β = 0 if and only if ϕ = 0
fails to hold, for example, for constant function ϕ. But the space (S , ρ) is a
metric space if the metric ρ is defined by
X |ϕ − ψ|α,β
ρ(ϕ, ψ) = 2−|α|−|β| .
n
1 + |ϕ − ψ|α,β
α,β∈N0
Theorem 1.39 (Completeness). The space (S , ρ) is a complete metric space, i.e.,
every Cauchy sequence converges.
Proof. Let {ϕk }∞
k=1 ⊂ S be a Cauchy sequence. For any σ > 0 and any γ ∈ N0 ,
n
−|γ|
let ε = 21+2σσ , then there exists an N0 (ε) ∈ N such that ρ(ϕk , ϕm ) < ε when
k, m > N0 (ε) since {ϕk }∞
k=1 is a Cauchy sequence. Thus, we have
|ϕk − ϕm |0,γ σ
< ,
1 + |ϕk − ϕm |0,γ 1+σ
1.3. Schwartz spaces - 21 -

and then
sup |∂ γ (ϕk − ϕm )| < σ
x∈K
for any compact set K ⊂ Rn . It means that {ϕk }∞
k=1 is a Cauchy sequence in the
Banach space C (K). Hence, there exists a function ϕ ∈ C |γ| (K) such that
|γ|

lim ϕk = ϕ, in C |γ| (K).

k→∞
Thus, we can conclude that ϕ ∈ C ∞ (Rn ). It only remains to prove that ϕ ∈ S .
It is clear that for any α, β ∈ Nn0
sup |xα ∂ β ϕ| 6 sup |xα ∂ β (ϕk − ϕ)| + sup |xα ∂ β ϕk |
x∈K x∈K x∈K
6Cα (K) sup |∂ (ϕk − ϕ)| + sup |xα ∂ β ϕk |.
β
x∈K x∈K
Taking k → ∞, we obtain
sup |xα ∂ β ϕ| 6 lim sup |ϕk |α,β < ∞.
x∈K k→∞
The last inequality is valid since ∞
Cauchy sequence, so that |ϕk |α,β is
{ϕk }k=1 is a
bounded. The last inequality doesn’t depend on K either. Thus, |ϕ|α,β < ∞ and
then ϕ ∈ S . 
Moreover, some easily established properties of S and its topology, are the
following:
Proposition 1.40. i) The mapping ϕ(x) 7→ xα ∂ β ϕ(x) is continuous.
ii) If ϕ ∈ S , then limh→0 τh ϕ = ϕ.
iii) Suppose ϕ ∈ S and h = (0, · · · , hi , · · · , 0) lies on the i-th coordinate axis of
n
R , then the difference quotient [ϕ − τh ϕ]/hi tends to ∂ϕ/∂xi as |h| → 0.
iv) The Fourier transform is a homeomorphism of S onto itself.
v) S is separable.
Finally, we describe and prove a fundamental result of Fourier analysis that
is known as the uncertainty principle. In fact this theorem was ”discovered”
by W. Heisenberg in the context of quantum mechanics. Expressed colloquially,
the uncertainty principle says that it is not possible to know both the position
and the momentum of a particle at the same time. Expressed more precisely,
the uncertainty principle says that the position and the momentum cannot be
simultaneously localized.
In the context of harmonic analysis, the uncertainty principle implies that
one cannot at the same time localize the value of a function and its Fourier trans-
form. The exact statement is as follows.
- 22 - 1. The Fourier Transform and Tempered Distributions

Theorem 1.41 (The Heisenberg uncertainty principle). Suppose ψ is a function

in S (R). Then
 −1/2
|ω| kψk22
kxψk2 kξ ψ̂k2 > ,
2π 2|ω|
2
and equality holds if and only if ψ(x) = Ae−Bx where B > 0 and A ∈ R.
Moreover, we have
 −1/2
|ω| kψk22
k(x − x0 )ψk2 k(ξ − ξ0 )ψ̂k2 >
2π 2|ω|
for every x0 , ξ0 ∈ R.

Proof. The last inequality actually follows from the first by replacing ψ(x) by
e−ωixξ0 ψ(x + x0 ) (whose Fourier transform is eωix0 (ξ+ξ0 ) ψ̂(ξ + ξ0 ) by parts (ii)
and (iii) in Proposition 1.3) and changing variables. To prove the first inequality,
we argue as follows.
Since ψ ∈ S , we know that ψ and ψ 0 are rapidly decreasing. Thus, an inte-
gration by parts gives
Z ∞ Z ∞
d
kψk22 = |ψ(x)|2 dx = − x |ψ(x)|2 dx
−∞ −∞ dx
Z ∞ 
=− xψ 0 (x)ψ(x) + xψ 0 (x)ψ(x) dx.
−∞

The last identity follows because |ψ|2 = ψψ. Therefore,

Z ∞
2
kψk2 6 2 |x||ψ(x)||ψ 0 (x)|dx 6 2kxψk2 kψ 0 k2 ,
−∞
where we have used the Cauchy-Schwarz inequality. By part (v) in Proposition
1.3, we have F (ψ 0 )(ξ) = ωiξ ψ̂(ξ). It follows, from the Plancherel theorem, that
 1/2  1/2
0 |ω| 0 |ω|
kψ k2 = kF (ψ )k2 = |ω|kξ ψ̂k2 .
2π 2π
Thus, we conclude the proof of the inequality in the theorem.
If equality holds, then we must also have equality where we applied the
Cauchy-Schwarz inequality, and as a result, we find that ψ 0 (x) = βxψ(x) for
2
some constant β. The solutions to this equation are ψ(x) = Aeβx /2 , where A is a
constant. Since we want ψ to be a Schwartz function, we must take β = −2B <
0. 
1.4. The class of tempered distributions - 23 -

1.4 The class of tempered distributions

The collection S 0 of all continuous linear functionals on S is called the space

of tempered distributions. That is

Definition 1.42. The functional T : S → C is a tempered distribution if

i) T is linear, i.e., hT, αϕ + βψi = αhT, ϕi + βhT, ψi for all α, β ∈ C and
ϕ, ψ ∈ S .
ii) T is continuous on S , i.e., there exist n0 ∈ N0 and a constant c0 > 0 such
that X
|hT, ϕi| 6 c0 |ϕ|α,β
|α|,|β|6n0
for any ϕ ∈ S .

In addition, for Tk , T ∈ S 0 , the convergence Tk → T in S 0 means that

hTk , ϕi → hT, ϕi in C for all ϕ ∈ S .
Remark 1.43. Since D ⊂ S , the space of tempered distributions S 0 is more nar-
row than the space of distributions D 0 , i.e., S 0 ⊂ D 0 . Another more narrow dis-
tribution space E 0 which consists of continuous linear functionals on the (widest
test function) space E := C ∞ (Rn ). In short, D ⊂ S ⊂ E implies that
E 0 ⊂ S 0 ⊂ D 0.

Ex. 1.44. Let f ∈ Lp (Rn ), 1 6 p 6 ∞, and define T = Tf by letting

Z
hT, ϕi = hTf , ϕi = f (x)ϕ(x)dx
Rn
for ϕ ∈ S . It is clear that Tf is a linear functional on S . To show that it is continuous,
therefore, it suffices to show that it is continuous at the origin. Then, suppose ϕk → 0 in
S as k → ∞. From the proof of Theorem 1.35, we have seen that for any q > 1, kϕk kq
is dominated by a finite linear combination of L∞ norms of terms of the form xα ϕk (x).
That is, kϕk kq is dominated by a finite linear combination of semi-norms |ϕk |α,0 . Thus,
kϕk kq → 0 as k → ∞. Choosing q = p0 , i.e., 1/p + 1/q = 1, Hölder’s inequality shows
that |hT, ϕk i| 6 kf kp kϕk kp0 → 0 as k → ∞. Thus, T ∈ S 0 .

Ex. 1.45. We consider the case n = 1. Let f (x) = m k

P
k=0 ak x be a polynomial, then
f ∈ S 0 since
m
Z 
 X 
|hTf , ϕi| =  ak xk ϕ(x)dx
 
 R 
k=0
- 24 - 1. The Fourier Transform and Tempered Distributions
m
X Z
6 |ak | (1 + |x|)−1−ε (1 + |x|)1+ε |x|k |ϕ(x)|dx
k=0 R
m
X Z
6C |ak ||ϕ|k+1+ε,0 (1 + |x|)−1−ε dx,
k=0 R
so that the condition ii) of the definition is satisfied for ε = 1 and n0 = m + 2.

Ex. 1.46. Fix x0 ∈ Rn and a multi-index β ∈ Nn0 . By the continuity of the semi-
norm | · |α,β in S , we have that hT, ϕi = ∂ β ϕ(x0 ), for ϕ ∈ S , defines a tempered
distribution. A special case is the Dirac δ-function: hTδ , ϕi = ϕ(0).
The tempered distributions of Examples 1.44-1.46 are called functions or
measures. We shall write, in these cases, f and δ instead of Tf and Tδ . These
functions and measures may be considered as embedded in S 0 . If we put on S 0
the weakest topology such that the linear functionals T → hT, ϕi (ϕ ∈ S ) are
continuous, it is easy to see that the spaces Lp (Rn ), 1 6 p 6 ∞, are continuously
embedded in S 0 . The same is true for the space of all finite Borel measures on
Rn , i.e., B(Rn ).
There exists a simple and important characterization of tempered distribu-
tions:
Theorem 1.47. A linear functional T on S is a tempered distribution if and only if
there exists a constant C > 0 and integers ` and m such that
X
|hT, ϕi| 6 C |ϕ|α,β
|α|6`,|β|6m
for all ϕ ∈ S .

Proof. It is clear that the existence of C, `, m implies the continuity of T .

Suppose T is continuous. It follows from the definition of the metric that a
for the neighborhoods of the origin in S is the collection of sets Nε,`,m =
basis P
{ϕ : |α|6`,|β|6m |ϕ|α,β < ε}, where ε > 0 and ` and m are integers, because
ϕk → ϕ as k → ∞ if and only if |ϕk − ϕ|α,β → 0 for all (α, β) in the topology
induced by this system of neighborhoods and their translates. Thus, there exists
such a set Nε,`,m satisfying |hT, ϕi| 6 1 whenever ϕ ∈ Nε,`,m .
P
Let kϕk = |α|6`,|β|6m |ϕ|α,β for all ϕ ∈ S . If σ ∈ (0, ε), then ψ = σϕ/kϕk ∈
Nε,`,m if ϕ 6= 0. From the linearity of T , we obtain
σ
|hT, ϕi| = |hT, ψi| 6 1.
kϕk
But this is the desired inequality with C = 1/σ. 
1.4. The class of tempered distributions - 25 -

Ex. 1.48. Let T ∈ S 0 and ϕ ∈ D(Rn ) with ϕ(0) = 1. Then the product ϕ(x/k)T is
well-defined in S 0 by
hϕ(x/k)T, ψi := hT, ϕ(x/k)ψi,
for all ψ ∈ S . If we consider the sequence Tk := ϕ(x/k)T , then
hTk , ψi ≡ hT, ϕ(x/k)ψi → hT, ψi
as k → ∞ since ϕ(x/k)ψ → ψ in S . Thus, Tk → T in S 0 as k → ∞. Moreover,
Tk has compact support as a tempered distribution in view of the compactness of ϕk =
ϕ(x/k).
Now we are ready to prove more serious and more useful fact.
Theorem 1.49. Let T ∈ SZ0 , then there exists a sequence {Tk }∞k=0 ⊂ S such that

hTk , ϕi = Tk (x)ϕ(x)dx → hT, ϕi, as k → ∞,

Rn
where ϕ ∈ S . In short, S is dense in S 0 with respect to the topology on S 0 .
Proof. If h and g are integrable functions and ϕ ∈ S , then it follows, from Fu-
bini’s theorem,Z that Z Z Z
hh ∗ g, ϕi = ϕ(x) h(x − y)g(y)dydx = g(y) h(x − y)ϕ(x)dxdy
R n Rn Rn R n
Z Z
= g(y) Rh(y − x)ϕ(x)dxdy = hg, Rh ∗ ϕi,
Rn Rn
where Rh(x) := h(−x) is the reflection of h.
Let now ψ ∈ D(R ) with Rn ψ(x)dx = 1 and ψ(−x) = ψ(x). Let ζ ∈ D(Rn )
n
R

with ζ(0) = 1. Denote ψk (x) := k n ψ(kx). For any T ∈ S 0 , denote Tk := ψk ∗ T̃k ,

where T̃k = ζ(x/k)T . From above considerations, we know that hψk ∗ T̃k , ϕi =
hT̃k , Rψk ∗ ϕi.
Let us prove that these Tk meet the requirements of the theorem. In fact, we
have
hTk , ϕi ≡hψk ∗ T̃k , ϕi = hT̃k , Rψk ∗ ϕi = hζ(x/k)T, ψk ∗ ϕi
=hT, ζ(x/k)(ψk ∗ ϕ)i → hT, ϕi, as k → ∞,
by the fact ψk ∗ ϕ → ϕ in S as k → ∞ in view of Theorem 1.15, and the fact
ζ(x/k) → 1 pointwise as k → ∞ since ζ(0) = 1 and ζ(x/k)ϕ → ϕ in S as
k → ∞. Finally, since ψk , ζ ∈ D(Rn ), it follows that Tk ∈ D(Rn ) ⊂ S (Rn ). 

Definition 1.50. Let L : S → S be a linear continuous mapping. Then, the

dual/conjugate mapping L0 : S 0 → S 0 is defined by
hL0 T, ϕi := hT, Lϕi, T ∈ S 0 , ϕ ∈ S .
Clearly, L0 is also a linear continuous mapping.
- 26 - 1. The Fourier Transform and Tempered Distributions

Corollary 1.51. Any linear continuous mapping (or operator) L : S → S admits a

linear continuous extension L̃ : S 0 → S 0 .
Proof. If T ∈ S 0 , then by Theorem 1.49, there exists a sequence {Tk }∞k=0 ⊂ S
0
such that Tk → T in S as k → ∞. Hence,
hLTk , ϕi = hTk , L0 ϕi → hT, L0 ϕi := hL̃T, ϕi, as k → ∞,
for any ϕ ∈ S . 
Now, we can list the properties of tempered distributions about the multipli-
cation, differentiation, translation, dilation and Fourier transform.
Theorem 1.52. The following linear continuous operators from S into S admit
unique linear continuous extensions as maps from S 0 into S 0 : For T ∈ S 0 and ϕ ∈ S ,
i) hψT, ϕi := hT, ψϕi, ψ ∈ S .
ii) h∂ α T, ϕi := hT, (−1)|α| ∂ α ϕi, α ∈ Nn0 .
iii) hτh T, ϕi := hT, τ−h ϕi, h ∈ Rn .
iv) hδλ T, ϕi := hT, |λ|−n δ1/λ ϕi, 0 6= λ ∈ R.
v) hF T, ϕi := hT, F ϕi.

Proof. See the previous definition, Theorem 1.49 and its corollary. 

Remark 1.53. Since hF −1 F T, ϕi = hF T, F −1 ϕi = hT, F F −1 ϕi = hT, ϕi, we

get F −1 F = F F −1 = I in S 0 .

Ex. 1.54. Since for any ϕ ∈ S ,

Z
hF 1, ϕi =h1, F ϕi = (F ϕ)(ξ)dξ
Rn
 −n  n Z
|ω| |ω|
= eωi0·ξ (F ϕ)(ξ)dξ
2π 2π Rn
 −n  −n
|ω| −1 |ω|
= F F ϕ(0) = ϕ(0)
2π 2π
 −n
|ω|
= hδ, ϕi,
2π
we have
−n
|ω|

1̂ = δ, in S 0 .
2π
 n
|ω|
Moreover, δ̌ = 2π · 1.
1.4. The class of tempered distributions - 27 -

Ex. 1.55. For ϕ ∈ S , we have

Z
hδ̂, ϕi = hδ, F ϕi = ϕ̂(0) = e−ωix·0 ϕ(x)dx = h1, ϕi.
Rn
Thus, δ̂ = 1 in S 0 .

Ex. 1.56. Since

h∂dα δ, ϕi =h∂ α δ, ϕ̂i = (−1)|α| hδ, ∂ α ϕ̂i = hδ, F [(ωiξ)α ϕ]i

=hδ̂, (ωiξ)α ϕi = h(ωiξ)α , ϕi,

we have ∂d α δ = (ωiξ)α .

Now, we shall show that the convolution can be defined on the class S 0 .
We first recall a notation we have used: If g is any function on Rn , we define
its reflection, Rg, by letting Rg(x) = g(−x). A direct application of Fubini’s
theorem shows that if u, ϕ and ψ are all in S , then
Z Z
(u ∗ ϕ)(x)ψ(x)dx = u(x)(Rϕ ∗ ψ)(x)dx.
Rn Rn
R R
The mappings ψ 7→ Rn (u ∗ ϕ)(x)ψ(x)dx and θ 7→ Rn u(x)θ(x)dx are linear
functionals on S . If we denote these functionals by u ∗ ϕ and u, the last equality
can be written in the form:
hu ∗ ϕ, ψi = hu, Rϕ ∗ ψi. (1.15)
If u ∈ S0 and ϕ, ψ ∈ S , the right side of (1.15) is well-defined since Rϕ ∗ ψ ∈
S . Furthermore, the mapping ψ 7→ hu, Rϕ ∗ ψi, being the composition of two
continuous functions, is continuous. Thus, we can define the convolution of the
distribution u with the testing function ϕ, u ∗ ϕ, by means of equality (1.15).
It is easy to show that this convolution is associative in the sense that (u ∗
ϕ) ∗ ψ = u ∗ (ϕ ∗ ψ) whenever u ∈ S 0 and ϕ, ψ ∈ S . The following result is a
characterization of the convolution we have just described.
Theorem 1.57. If u ∈ S 0 and ϕ ∈ S , then the convolution u ∗ ϕ is the function f ,
whose value at x ∈ Rn is f (x) = hu, τx Rϕi, where τx denotes the translation by x
operator. Moreover, f belongs to the class C ∞ and it, as well as all its derivatives, are
slowly increasing.

Proof. We first show that f is C ∞ slowly increasing. Let h = (0, · · · , hj , · · · , 0),

then by part iii) in Proposition 1.40,
τx+h Rϕ − τx Rϕ ∂Rϕ
→ −τx ,
hj ∂yj
- 28 - 1. The Fourier Transform and Tempered Distributions

as |h| → 0, in the topology of S . Thus, since u is continuous, we have

f (x + h) − f (x) τx+h Rϕ − τx Rϕ ∂Rϕ
= hu, i → hu, −τx i
hj hj ∂yj
as hj → 0. This, together with ii) in Proposition 1.40, shows that f has con-
tinuous first-order partial derivatives. Since ∂Rϕ/∂yj ∈ S , we can iterate this
argument and show that ∂ β f exists and is continuous for all multi-index β ∈ Nn0 .
We observe that ∂ β f (x) = hu, (−1)|β| τx ∂ β Rϕi. Consequently, since ∂ β Rϕ ∈ S ,
if f were slowly increasing, then the same would hold for all the derivatives of
f . In fact, that f is slowly increasing is an easy consequence of Theorem 1.47:
There exist C > 0 and integers ` and m such that
X
|f (x)| = |hu, τx Rϕi| 6 C |τx Rϕ|α,β .
|α|6`,|β|6m
But |τx Rϕ|α,β = supy∈Rn |y α ∂ β Rϕ(y − x)| = supy∈Rn |(y + x)α ∂ β Rϕ(y)| and the
latter is clearly bounded by a polynomial in x.
R In order to show that u ∗ ϕ is the function f , we must show that hu ∗ ϕ, ψi =
Rn f (x)ψ(x)dx. But, Z
hu ∗ ϕ, ψi =hu, Rϕ ∗ ψi = hu, Rϕ(· − x)ψ(x)dxi
Rn
Z
=hu, τx Rϕ(·)ψ(x)dxi
n
Z R Z
= hu, τx Rϕiψ(x)dx = f (x)ψ(x)dx,
Rn Rn R
since u is continuous and linear and the fact that the integral Rn τx Rϕ(y)ψ(x)dx
converges in S , which is the desired equality. 

1.5 Characterization of operators commuting with translations

Having set down these facts of distribution theory, we shall now apply them
to the study of the basic class of linear operators that occur in Fourier analysis:
the class of operators that commute with translations.

Definition 1.58. A vector space X of measurable functions on Rn is called closed

under translations if for f ∈ X we have τy f ∈ X for all y ∈ Rn . Let X and Y be
vector spaces of measurable functions on Rn that are closed under translations.
Let also T be an operator from X to Y . We say that T commutes with translations
or is translation invariant if
T (τy f ) = τy (T f )
1.5. Characterization of operators commuting with translations - 29 -

for all f ∈ X and all y ∈ Rn .

It is automatic to see that convolution operators commute with translations.

One of the main goals of this section is to prove the converse, i.e., every bounded
linear operator that commutes with translations is of convolution type. We have
the following:
Theorem 1.59. Let 1 6 p, q 6 ∞. Suppose T is a bounded linear operator from
Lp (Rn ) into Lq (Rn ) that commutes with translations. Then there exists a unique tem-
pered distribution u such that
T f = u ∗ f, ∀f ∈ S .
The theorem will be a consequence of the following lemma.
Lemma 1.60. Let 1 6 p 6 ∞. If f ∈ Lp (Rn ) has derivatives in the Lp norm of all
orders 6 n + 1, then f equals almost everywhere a continuous function g satisfying
X
|g(0)| 6 C k∂ α f kp ,
|α|6n+1
where C depends only on the dimension n and the exponent p.

Proof. Let ξ ∈ Rn . Then there exists a Cn0 such that

X
(1 + |ξ|2 )(n+1)/2 6 (1 + |ξ1 | + · · · + |ξn |)n+1 6 Cn0 |ξ α |.
|α|6n+1

Let us first suppose p = 1, we shall show fˆ ∈ L1 . By part (v) in Proposition

1.3 and part (i) in Theorem 1.5, we have
|fˆ(ξ)| 6Cn0 (1 + |ξ|2 )−(n+1)/2 |ξ α ||fˆ(ξ)|
X

|α|6n+1
X
=Cn0 (1 + |ξ|2 )−(n+1)/2 |ω|−|α| |F (∂ α f )(ξ)|
|α|6n+1
X
6C 00 (1 + |ξ|2 )−(n+1)/2 k∂ α f k1 .
|α|6n+1

Since (1 + |ξ|2 )−(n+1)/2 definesR an integrable function on Rn , it follows that fˆ ∈

1 n 000 00
L (R ) and, letting C = C Rn (1 + |ξ| ) 2 −(n+1)/2 dξ, we get
kfˆk1 6 C 000
X
k∂ α f k1 .
|α|6n+1

Thus, by Theorem 1.19, f equals almost everywhere a continuous function g and

- 30 - 1. The Fourier Transform and Tempered Distributions

by Theorem 1.5,
n
|ω|

kfˆk1 6 C
X
|g(0)| 6 kf k∞ 6 k∂ α f k1 .
2π
|α|6n+1
Suppose now that p > 1. Choose ϕ ∈ D(Rn )
such that ϕ(x) = 1 if |x| 6 1 and
ϕ(x) = 0 if |x| > 2. Then, it is clear that f ϕ ∈ L1 (Rn ). Thus, f ϕ equals almost
everywhere a continuous function h such that
X
|h(0)| 6 C k∂ α (f ϕ)k1 .
|α|6n+1
α! µ
By Leibniz’ rule for differentiation, we have ∂ α (f ϕ) = µ+ν=α ν
P
µ!ν! ∂ f ∂ ϕ, and
then Z X α!
α
k∂ (f ϕ)k1 6 |∂ µ f ||∂ ν ϕ|dx
|x|62 µ+ν=α µ!ν!
X Z
6 C sup |∂ ν ϕ(x)| |∂ µ f (x)|dx
µ+ν=α |x|62 |x|62
X Z X
6A |∂ µ f (x)|dx 6 AB k∂ µ f kp ,
|µ|6|α| |x|62 |µ|6|α|
where A > k∂ ν ϕk∞ ,
|ν| 6 |α|, and B depends only on p and n. Thus, we can
find a constant K such that X
|h(0)| 6 K k∂ α f kp .
|α|6n+1
Since ϕ(x) = 1 if |x| 6 1, we see that f is equal almost everywhere to a
continuous function g in the sphere of radius 1 centered at 0, moreover,
X
|g(0)| = |h(0)| 6 K k∂ α f kp .
|α|6n+1
But, by choosing ϕ appropriately, the argument clearly shows that f equals al-
most everywhere a continuous function on any sphere centered at 0. This proves
the lemma. 
Now, we turn to the proof of the previous theorem.
Proof of Theorem 1.59. We first prove that
∂ β T f = T ∂ β f, ∀f ∈ S (Rn ). (1.16)
In fact, if h = (0, · · · , hj , · · · , 0) lies on the j-th coordinate axis, we have
τh (T f ) − T f T (τh f ) − T f τh f − f
 
= =T ,
hj hj hj
1.5. Characterization of operators commuting with translations - 31 -

since T is linear and commuting with translations. By part iii) in Proposition

1.40, τhhf j−f → − ∂x
∂f
j
in S as |h| → 0 and also in Lp norm due to the density of
τh (T f )−T f
S in Lp . Since T is bounded operator from Lp to Lq , it follows that hj →
− ∂T f q
∂xj in L as |h| → 0. By induction, we get (1.16). By Lemma 1.60, T f equals
almost everywhere a continuous function gf satisfying
X X
|gf (0)| 6C k∂ β (T f )kq = C kT (∂ β f )kq
|β|6n+1 |β|6n+1
X
6kT kC k∂ β f kp .
|β|6n+1
From the proof of Theorem 1.35, we know that the Lp norm of f ∈ S is bounded
by a finite linear combination of L∞ norms of terms of the form xα f (x). Thus,
there exists an m ∈ N suchX that X
|gf (0)| 6 C kxα ∂ β f k∞ = C |f |α,β .
|α|6m,|β|6n+1 |α|6m,|β|6n+1
Then, by Theorem 1.47, the mapping f 7→ gf (0) is a continuous linear functional
on S , denoted by u1 . We claim that u = Ru1 is the linear functional we are
seeking. Indeed, if f ∈ S , using Theorem 1.57, we obtain
(u ∗ f )(x) =hu, τx Rf i = hu, R(τ−x f )i = hRu, τ−x f i = hu1 , τ−x f i
=(T (τ−x f ))(0) = (τ−x T f )(0) = T f (x).
We note that it follows from this construction that u is unique. The theorem
is therefore proved. 
Combining this result with Theorem 1.57, we obtain the fact that T f , for
f ∈ S , is almost everywhere equal to a C ∞ function which, together with all its
derivatives, is slowly increasing.
Now, we give a characterization of operators commuting with translations
in L1 (Rn ).
Theorem 1.61. Let T be a bounded linear operator mapping L1 (Rn ) to itself. Then
a necessary and sufficient condition that T commutes with translations is that there
exists a measure µ in B(Rn ) such that T f = µ ∗ f , for all f ∈ L1 (Rn ). One has then
kT k = kµk.
Proof. We first prove the sufficiency. Suppose that T f = µ ∗ f for a measure
µ ∈ B(Rn ) and all f ∈ L1 (Rn ). Since B ⊂ S 0 , by Theorem 1.57, we have
τh (T f )(x) =(T f )(x − h) = hµ, τx−h Rf i = hµ(y), f (−y − x + h)i
=hµ, τx Rτh f i = µ ∗ τh f = T τh f,
- 32 - 1. The Fourier Transform and Tempered Distributions

i.e., τh T = T τh . On the other hand, we have kT f k1 = kµ ∗ f k1 6 kµkkf k1 which

implies kT k = kµk.
Now, we prove the necessariness. Suppose that T commutes with transla-
tions and kT f k1 6 kT kkf k1 for all f ∈ L1 (Rn ). Then, by Theorem 1.59, there
exists a unique tempered distribution µ such that T f = µ ∗ f for all f ∈ S . The
remainder is to prove µ ∈ B(Rn ).
We consider the family of L1 functions µε = µ ∗ W (·, ε) = T W (·, ε), ε > 0.
Then by assumption and Lemma 1.14, we get
kµε k1 6 kT kkW (·, ε)k1 = kT k.
That is, the family {µε } is uniformly bounded in the L1 norm. Let us consider
L1 (Rn ) as embedded in the Banach space B(Rn ). B(Rn ) can be identified with
the dual of C0 (Rn ) by making each R ν ∈ B corresponding to the linear functional
assigning to ϕ ∈ C0 the value Rn ϕ(x)dν(x). Thus, the unit sphere of B is
compact in the weak* topology. In particular, we can find a ν ∈ B and a null
sequence {εk } such that µεk → ν as k → ∞ in this topology. That is, for each
ϕ ∈ C0 , Z Z
lim ϕ(x)µεk (x)dx = ϕ(x)dν(x). (1.17)
k→∞ Rn Rn
We now claim that ν, consider as a distribution,
R equals µ.
Therefore, we must show that hµ, ψi = Rn ψ(x)dν(x) for all ψ ∈ S . Let
ψε = W (·, ε) ∗ ψ. Then, for all α ∈ Nn0 , we have ∂ α ψε = W (·, ε) ∗ ∂ α ψ. It
follows from Theorem 1.15 that ∂ α ψε (x) converges to ∂ α ψ(x) uniformly in x.
Thus, ψε → ψ in S as ε → 0 and this implies that hµ, ψε i → hµ, ψi. But, since
W (·, ε) = RW (·, ε), Z
hµ, ψε i = hµ, W (·, ε) ∗ ψi = hµ ∗ W (·, ε), ψi = µε (x)ψ(x)dx.
Rn
Thus, putting ε = εk , letting kR → ∞ and applying (1.17) with ϕ = ψ, we obtain
the desired equality hµ, ψi = Rn ψ(x)dν(x). Hence, µ ∈ B. This completes the
proof. 
For L2 , we can also give a very simple characterization of these operators.
Theorem 1.62. Let T be a bounded linear transformation mapping L2 (Rn ) to itself.
Then a necessary and sufficient condition that T commutes with translation is that
there exists an m ∈ L∞ (Rn ) such that T f = u ∗ f with û = m, for all f ∈ L2 (Rn ).
One has then kT k = kmk∞ .
Proof. If v ∈ S 0 and ψ ∈ S , we define their product, vψ, to be the element of
S 0 such that hvψ, ϕi = hv, ψϕi for all ϕ ∈ S . With the product of a distribution
with a testing function so defined we first observe that whenever u ∈ S 0 and
1.5. Characterization of operators commuting with translations - 33 -

ϕ ∈ S , then
F (u ∗ ϕ) = ûϕ̂. (1.18)
To see this, we must show that hF (u ∗ ϕ), ψi = hûϕ̂, ψi for all ψ ∈ S . It follows
immediately, from (1.15), part (vi) in Proposition 1.3 and the Fourier inversion
formula, that
hF (u ∗ ϕ), ψi =hu ∗ ϕ, ψ̂i = hu, Rϕ ∗ ψ̂i = hû, F −1 (Rϕ ∗ ψ̂)i
  n
|ω|

= û, (F (Rϕ ∗ ψ̂))(−ξ)
2π
  n
|ω|

= û, (F (Rϕ))(−ξ)(F ψ̂)(−ξ) = hû, ϕ̂(ξ)ψ(ξ)i
2π
=hûϕ̂, ψi.
Thus, (1.18) is established.
Now, we prove the necessariness. Suppose that T commutes with transla-
tions and kT f k2 6 kT kkf k2 for all f ∈ L2 (Rn ). Then, by Theorem 1.59, there
exists a unique tempered distribution u such that T f = u ∗ f for all f ∈ S . The
remainder is to prove û ∈ L∞ (Rn ).
|ω| 2
 −n/2
Let ϕ0 = e− 2 |x| , then, we have ϕ0 ∈ S and ϕ̂0 = |ω| 2π ϕ0 by The-
orem 1.10 with a = 1/2|ω|. Thus, T ϕ0 = u ∗ ϕ0 ∈ L2 and therefore Φ0 :=
F (u ∗ ϕ0 ) = ûϕ̂0 ∈ L2 by (1.18) and the Plancherel theorem. Let m(ξ) =
 n/2 |ω| 2
|ω|
2π e 2 |ξ| Φ0 (ξ) = Φ0 (ξ)/ϕ̂0 (ξ).
We claim that
F (u ∗ ϕ) = mϕ̂ (1.19)
for all ϕ ∈ S . By (1.18), it suffices to show that hûϕ̂, ψi = hmϕ̂, ψi for all ψ ∈ D
 n/2 |ω| 2
since D is dense in S . But, if ψ ∈ D, then (ψ/ϕ̂0 )(ξ) = |ω| 2π ψ(ξ)e 2 |ξ| ∈ D;
thus,
hûϕ̂, ψi =hû, ϕ̂ψi = hû, ϕ̂ϕ̂0 ψ/ϕ̂0 i = hûϕ̂0 , ϕ̂ψ/ϕ̂0 i
 n/2
|ω|
Z
|ω| 2
= Φ0 (ξ)ϕ̂(ξ) ψ(ξ)e 2 |ξ| dξ
n 2π
ZR
= m(ξ)ϕ̂(ξ)ψ(ξ)dξ = hmϕ̂, ψi.
Rn
It follows immediately that û = m: We have just shown that hû, ϕ̂ψi =
hmϕ̂, ψi = hm, ϕ̂ψi for all ϕ ∈ S and ψ ∈ D. Selecting ϕ such that ϕ̂(ξ) = 1
for ξ ∈ supp ψ, this shows that hû, ψi = hm, ψi for all ψ ∈ D. Thus, û = m.
- 34 - 1. The Fourier Transform and Tempered Distributions

Due to −n/2
|ω|

kmϕ̂k2 =kF (u ∗ ϕ)k2 = ku ∗ ϕk2
2π
−n/2
|ω|

6 kT kkϕk2 = kT kkϕ̂k2
2π
for all ϕ ∈ S , it follows that
Z
kT k2 − |m|2 |ϕ̂|2 dξ > 0,


Rn
for all ϕ ∈ S . This implies that kT k2 − |m|2 > 0 for almost all x ∈ Rn . Hence,
m ∈ L∞ (Rn ) and kmk∞ 6 kT k.
Finally, we can show the sufficiency easily. If û = m ∈ L∞ (Rn ), the Plancherel
theorem and (1.18) immediately imply that
 n/2
|ω|
kT f k2 = ku ∗ f k2 = kmfˆk2 6 kmk∞ kf k2
2π
which yields kT k 6 kmk∞ .
Thus, if m = û ∈ L∞ , then kT k = kmk∞ . 
For further results, one can see [SW71, p.30] and [Gra04, p.137-140].
 II
INTERPOLATION OF OPERATORS

Contents
2.1. Riesz-Thorin’s and Stein’s interpolation theorems . . . . . 35
p
2.2. The distribution function and weak L spaces . . . . . . 44
2.3. The decreasing rearrangement and Lorentz spaces . . . . . 47
2.4. Marcinkiewicz’ interpolation theorem. . . . . . . . . . 54

2.1 Riesz-Thorin’s and Stein’s interpolation theorems

We first present a notion that is central to complex analysis, that is, the holo-
morphic or analytic function.
Let Ω be an open set in C and f a complex-valued function on Ω. The func-
tion f is holomorphic at the point z0 ∈ Ω if the quotient
f (z0 + h) − f (z0 )
h
converges to a limit when h → 0. Here h ∈ C and h 6= 0 with z0 + h ∈ Ω, so that
the quotient is well defined. The limit of the quotient, when it exists, is denoted
by f 0 (z0 ), and is called the derivative of f at z0 :
f (z0 + h) − f (z0 )
f 0 (z0 ) = lim . (2.1)
h→0 h
It should be emphasized that in the above limit, h is a complex number that may
approach 0 from any directions.
The function f is said to be holomorphic on Ω if f is holomorphic at every
point of Ω. If C is a closed subset of C, we say that f is holomorphic on C if f is
holomorphic in some open set containing C. Finally, if f is holomorphic in all of
C we say that f is entire.
Every holomorphic function is analytic, in the sense that it has a power series
expansion near every point, and for this reason we also use the term analytic as
35
- 36 - 2. Interpolation of Operators

a synonym for holomorphic. For more details, one can see [SS03, pp.8-10].

Ex. 2.1. The function f (z) = z is holomorphic on any open set in C, and f 0 (z) = 1.
The function f (z) = z̄ is not holomorphic. Indeed, we have
f (z0 + h) − f (z0 ) h̄
=
h h
which has no limit as h → 0, as one can see by first taking h real and then h purely
imaginary.

Ex. 2.2. The function 1/z is holomorphic on any open set in C that does not contain the
origin, and f 0 (z) = −1/z 2 .
One can prove easily the following properties of holomorphic functions.
Proposition 2.3. If f and g are holomorphic in Ω, then
i) f + g is holomorphic in Ω and (f + g)0 = f 0 + g 0 .
ii) f g is holomorphic in Ω and (f g)0 = f 0 g + f g 0 .
iii) If g(z0 ) 6= 0, then f /g is holomorphic at z0 and
 0
f f 0g − f g0
= .
g g2
Moreover, if f : Ω → U and g : U → C are holomorphic, the chain rule holds
(g ◦ f )0 (z) = g 0 (f (z))f 0 (z), for all z ∈ Ω.
The next result pertains to the size of a holomorphic function.
Theorem 2.4 (Maximum modulus principle). Suppose that Ω is a region with com-
pact closure Ω̄. If f is holomorphic on Ω and continuous on Ω̄, then
sup |f (z)| 6 sup |f (z)|.
z∈Ω z∈Ω̄\Ω

Proof. See [SS03, p.92]. 

For convenience, let S = {z ∈ C : 0 6 <z 6 1} be the closed strip, = {z ∈S◦
C : 0 < <z < 1} be the open strip, and ∂S = {z ∈ C : <z ∈ {0, 1}}.
Theorem 2.5 (Phragmen-Lindelöf theorem/Maximum principle). Assume that
f (z) is analytic on S ◦ and bounded and
 continuous on S. Then 
sup |f (z)| 6 max sup |f (it)|, sup |f (1 + it)| .
z∈S t∈R t∈R

Proof. Assume that f (z) → 0 as |=z| → ∞. Consider the mapping h : S → C

defined by
eiπz − i
h(z) = iπz , z ∈ S. (2.2)
e +i
2.1. Riesz-Thorin’s and Stein’s interpolation theorems - 37 -

Then h is a bijective mapping from S onto U = {z ∈ C : |z| 6 1} \ {±1}, that is

analytic in S ◦ and maps ∂S onto {|z| = 1} \ {±1}. Therefore, g(z) := f (h−1 (z))
is bounded and continuous on U and analytic in the interior U ◦ . Moreover, be-
cause of lim|=z|→∞ f (z) = 0, limz→±1 g(z) = 0 and we can extend g to a contin-
uous function on {z ∈ C : |z| 6 1}. Hence, by the maximum modulus principle
(Theorem 2.4), we have  
|g(z)| 6 max |g(ω)| = max sup |f (it)|, sup |f (1 + it)| ,
|ω|=1 t∈R t∈R
which implies the statement in this case.
Next, if f is a general function as in the assumption, then we consider
2
fδ,z0 (z) = eδ(z−z0 ) f (z), δ > 0, z0 ∈ S ◦ .
2 2 2
Since |eδ(z−z0 ) | 6 eδ(x −y ) with z − z0 = x + iy, −1 6 x 6 1 and y ∈ R, we have
fδ,z0 (z) → 0 as |=z| → ∞. Therefore
 
|f (z0 )| =|fδ,z0 (z0 )| 6 max sup |fδ,z0 (it)|, sup |fδ,z0 (1 + it)|
t∈R t∈R
 
δ
6e max sup |f (it)|, sup |f (1 + it)| .
t∈R t∈R
Passing to the limit δ → 0, we obtain the desired result since z0 ∈ S is arbitrary.

As a corollary we obtain the following three lines theorem, which is the basis
for the proof of the Riesz-Thorin interpolation theorem and the complex inter-
polation method.
Theorem 2.6 (Hadamard three lines theorem). Assume that f (z) is analytic on S ◦
and bounded and continuous on S.
 Then   1−θ  θ
sup |f (θ + it)| 6 sup |f (it)| sup |f (1 + it)| ,
t∈R t∈R t∈R
for every θ ∈ [0, 1].
Proof. Denote
A0 := sup |f (it)|, A1 := sup |f (1 + it)|.
t∈R t∈R
Let λ ∈ R and define
Fλ (z) = eλz f (z).
Then by Theorem 2.5, it follows that
|Fλ (z)| 6 max(A0 , eλ A1 ).
Hence,
|f (θ + it)| 6 e−λθ max(A0 , eλ A1 )
- 38 - 2. Interpolation of Operators

A0
for all t ∈ R. Choosing λ = ln A 1
such that eλ A1 = A0 , we complete the proof. 
In order to state the Riesz-Thorin theorem in a general version, we will state
and prove it in measurable spaces instead of Rn only.
Let (X, µ) be a measure space, µ always being a positive measure. We adopt
the usual convention that two functions are considered equal if they agree ex-
cept on a set of µ-measure zero. Then we denote by Lp (X, dµ) (or simply Lp (dµ),
Lp (X) or even Lp ) the Lebesgue-space of (all equivalence classes of) scalar-
valued µ-measurable functions f on X, such that
Z 1/p
p
kf kp = |f (x)| dµ
X
is finite. Here we have 1 6 p < ∞. In the limiting case, p = ∞, Lp consists of all
µ-measurable and bounded functions. Then we write
kf k∞ = sup |f (x)|.
X
In this section, scalars are supposed to be complex numbers.
Let T be a linear mapping from Lp = Lp (X, dµ) to Lq (Y, dν). This means that
T (αf + βg) = αT (f ) + βT (g). We shall write
T : Lp → Lq
if in addition T is bounded, i.e., if
kT f kq
A = sup
f 6=0 kf kp
is finite. The number A is called the norm of the mapping T .
It will also be necessary to treat operators T defined on several Lp spaces
simultaneously.

Definition 2.7. We define Lp1 + Lp2 to be the space of all functions f , such that
f = f1 + f2 , with f1 ∈ Lp1 and f2 ∈ Lp2 .

Suppose now p1 < p2 . Then we observe that

Lp ⊂ Lp1 + Lp2 , ∀p ∈ [p1 , p2 ].
In fact, let f ∈ Lp and let γ be a fixed positive constant. Set

f (x), |f (x)| > γ,
f1 (x) =
0, |f (x)| 6 γ,
and f2 (x) = f (x) − f1 (x). Then
Z Z Z
p1 p p1 −p p1 −p
|f1 (x)| dx = |f1 (x)| |f1 (x)| dx 6 γ |f (x)|p dx,
2.1. Riesz-Thorin’s and Stein’s interpolation theorems - 39 -

since p1 − p 6 0. Similarly,
Z Z Z
p2 p p2 −p p2 −p
|f2 (x)| dx = |f2 (x)| |f2 (x)| dx 6 γ |f (x)|p dx,
so f1 ∈ Lp1 and f2 ∈ Lp2 , with f = f1 + f2 .
Now, we have the following well-known theorem.
Theorem 2.8 (The Riesz-Thorin interpolation theorem). Let T be a linear opera-
tor with domain (Lp0 + Lp1 )(X, dµ), p0 , p1 , q0 , q1 ∈ [1, ∞]. Assume that
kT f kLq0 (Y,dν) 6 A0 kf kLp0 (X,dµ) , if f ∈ Lp0 (X, dµ),
and
kT f kLq1 (Y,dν) 6 A1 kf kLp1 (X,dµ) , if f ∈ Lp1 (X, dµ),
for some p0 6= p1 and q0 6= q1 . Suppose that for a certain 0 < θ < 1
1 1−θ θ 1 1−θ θ
= + , = + . (2.3)
p p0 p1 q q0 q1
Then
kT f kLq (Y,dν) 6 Aθ kf kLp (X,dµ) , if f ∈ Lp (X, dµ),
with
Aθ 6 A1−θ 0 A1 .
θ
(2.4)
Remark 2.9. 1) (2.4) means that Aθ is logarithmically
1
convex, i.e., ln Aθ is convex. q (1, 1)
2) The geometrical meaning of (2.3) is that the points ( p10 , q10 )
(1/p, 1/q) are the points on the line segment be-
tween (1/p0 , 1/q0 ) and (1/p1 , 1/q1 ).
( p1 , 1q )
3) The original proof of this theorem, published in
1926 by Marcel Riesz, was a long and difficult calcu-
lation. Riesz’ student G. Olof Thorin subsequently ( p11 , q11 )

discovered a far more elegant proof and published O 1

p
it in 1939, which contains the idea behind the com-
plex interpolation method.

Proof. Denote
Z
hh, gi = h(y)g(y)dν(y)
Y
and 1/q 0 = 1 − 1/q. Then we have, by Hölder inequality,
khkq = sup |hh, gi|, and Aθ = sup |hT f, gi|.
kgkq0 =1 kf kp =kgkq0 =1

Noticing that Cc (X) is dense in Lp (X, µ) for 1 6 p < ∞, we can assume

- 40 - 2. Interpolation of Operators

that f and g are bounded with compact supports since p, q 0 < ∞.1 Thus, we
have |f (x)| 6 M < ∞ for all x ∈ X, and R supp f = {x ∈ X R : f (x) 6= 0} is com-
pact, i.e., µ( supp f ) < ∞ which implies X |f (x)|` dµ(x) = supp f |f (x)|` dµ(x) 6
M ` µ( supp f ) < ∞ for any ` > 0. So g does.
For 0 6 <z 6 1, we put
1 1−z z 1 1−z z
= + , = + 0,
p(z) p0 p1 q 0 (z) q00 q1
and
p f (x)
η(z) =η(x, z) = |f (x)| p(z) , x ∈ X;
|f (x)|
q0 g(y)
ζ(z) =ζ(y, z) = |g(y)| q0 (z) , y ∈ Y.
|g(y)|
Now, we prove η(z), η 0 (z) ∈ Lpj for j = 0, 1. Indeed, we have
p
p( 1−z + pz )  p( 1−<z + <z )+ip( =z − =z
     
)
|η(z)| = |f (x)|  = |f (x)|
p(z) p
 = |f (x)| p p p p
   0 1
 0 1 1 0 
p( 1−<z + <z ) p
=|f (x)| p 0 p 1 = |f (x)| p(<z) .
Thus,
ppj
Z Z
p pj
kη(z)kpjj = |η(x, z)| dµ(x) = |f (x)| p(<z) dµ(x) < ∞.
X X
We have
p 0 f (x)
 
p
0
η (z) =|f (x)| p(z) ln |f (x)|
p(z) |f (x)|
 
1 1 p f (x)
=p − |f (x)| p(z) ln |f (x)|.
p1 p0 |f (x)|
On one hand, we have lim|f (x)|→0+ |f (x)|α ln |f (x)| = 0 for any α > 0, that is,
∀ε > 0, ∃δ > 0 s.t. ||f (x)|α ln |f (x)|| < ε if |f (x)| < δ. On the other hand, if
|f (x)| > δ, then we have
||f (x)|α ln |f (x)|| 6 M α |ln |f (x)|| 6 M α max(| ln M |, | ln δ|) < ∞.
Thus, ||f (x)|α ln |f (x)|| 6 C. Hence, 
0
1 1   p

−α 
|η (z)| =p  −  |f (x)|
 p(z)
 |f (x)|α |ln |f (x)||
p1 p0
p p
 
−α  −α
6C |f (x)| p(z)  = C|f (x)| p(<z) ,


1−1/q0
1
Otherwise, it will be p0 = p1 = ∞ if p = ∞, or θ = 1/q1 −1/q0
> 1 if q 0 = ∞.
2.1. Riesz-Thorin’s and Stein’s interpolation theorems - 41 -

which yields
Z p
0 p ( p(<z) −α)pj
kη (z)kpjj 6C |f (x)| dµ(x) < ∞.
X
0
Therefore, η(z), η 0 (z) ∈ Lpj for j = 0, 1. So ζ(z), ζ 0 (z) ∈ Lqj for j = 0, 1 in the
same way. By the linearity of T , it holds (T η)0 (z) = T η 0 (z) in view of (2.1). It
follows that T η(z) ∈ Lqj , and (T η)0 (z) ∈ Lqj with 0 < <z < 1, for j = 0, 1. This
implies the existence of
F (z) = hT η(z), ζ(z)i, 0 6 <z 6 1.
Since
dF (z) d d
Z
= hT η(z), ζ(z)i = (T η)(y, z)ζ(y, z)dν(y)
dz dz dz Y
Z Z
= (T η)z (y, z)ζ(y, z)dν(y) + (T η)(y, z)ζz (y, z)dν(y)
Y Y
=h(T η)0 (z), ζ(z)i + hT η(z), ζ 0 (z)i,
F (z) is analytic on the open strip 0 < <z < 1. Moreover it is easy to see that
F (z) is bounded and continuous on the closed strip 0 6 <z 6 1.
Next, we note that for j = 0, 1
p
pj
kη(j + it)kpj = kf kp = 1.
Similarly, we also have kζ(j + it)kqj0 = 1 for j = 0, 1. Thus, for j = 0, 1
|F (j + it)| =|hT η(j + it), ζ(j + it)i| 6 kT η(j + it)kqj kζ(j + it)kqj0
6Aj kη(j + it)kpj kζ(j + it)kqj0 = Aj .
Using Hadamard three line theorem, reproduced as Theorem 2.6, we get the
conclusion
|F (θ + it)| 6 A1−θ θ
0 A1 , ∀t ∈ R.
Taking t = 0, we have |F (θ)| 6 A1−θ θ
0 A1 . We also note that η(θ) = f and ζ(θ) = g,
thus F (θ) = hT f, gi. That is, |hT f, gi| 6 A01−θ Aθ1 . Therefore, Aθ 6 A1−θ θ
0 A1 . 
Now, we shall give two rather simple applications of the Riesz-Thorin inter-
polation theorem.
Theorem 2.10 (Hausdorff-Young inequality). Let 1 6 p 6 2 and 1/p + 1/p0 = 1.
Then the Fourier transform defined as in (1.1) satisfies
 −n/p0
|ω|
kF f kp0 6 kf kp .
2π

Proof. It follows by interpolation between the L1 -L∞ result kF f k∞ 6 kf k1 (cf.

- 42 - 2. Interpolation of Operators
 −n/2
|ω|
Theorem 1.5) and Plancherel’s theorem kF f k2 = 2π kf k2 (cf. Theorem
1.26). 
Theorem 2.11 (Young’s inequality for convolutions). If f ∈ Lp (Rn ) and g ∈
Lq (Rn ), 1 6 p, q, r 6 ∞ and 1r = p1 + 1q − 1, then
kf ∗ gkr 6 kf kp kgkq .
Proof. We fix f ∈ Lp , p ∈ [1, ∞] and then will apply the Riesz-Thorin interpola-
tion theorem to the mapping g 7→ f ∗ g. Our endpoints are Hölder’s inequality
which gives
|f ∗ g(x)| 6 kf kp kgkp0
0
and thus g 7→ f ∗ g maps L (Rn ) to L∞ (Rn ) and the simpler version of Young’s
p

inequality (proved by Minkowski’s inequality) which tells us that if g ∈ L1 , then

kf ∗ gkp 6 kf kp kgk1 .
Thus g 7→ f ∗ g also maps L to Lp . Thus, this map also takes Lq to Lr where
1

1 1−θ θ 1 1−θ θ
= + 0 , and = + .
q 1 p r p ∞
Eliminating θ, we have 1r = p1 + 1q − 1.
The condition q > 1 is equivalent with θ > 0 and r > 1 is equivalent with
the condition θ 6 1. Thus, we obtain the stated inequality for precisely the
exponents p, q and r in the hypothesis. 

Remark 2.12. The sharp form of Young’s inequality for convolutions can be
found in [Bec75, Theorem 3], we just state it as follows. Under the assumption
of Theorem 2.11, we have
kf ∗ gkr 6 (Ap Aq Ar0 )n kf kp kgkq ,
0
where Am = (m1/m /m01/m )1/2 for m ∈ (1, ∞), A1 = A∞ = 1 and primes always
denote dual exponents, 1/m + 1/m0 = 1.
The Riesz-Thorin interpolation theorem can be extended to the case where
the interpolated operators allowed to vary. In particular, if a family of operators
depends analytically on a parameter z, then the proof of this theorem can be
adapted to work in this setting.
We now describe the setup for this theorem. Suppose that for every z in the
closed strip S there is an associated linear operator Tz defined on the space of
simple functions on X and taking values in the space of measurable functions
on Y such that Z
|Tz (f )g|dν < ∞ (2.5)
Y
2.1. Riesz-Thorin’s and Stein’s interpolation theorems - 43 -

whenever f and g are simple functions on X and Y , respectively. The family

{Tz }z is said to be analytic if the function
Z
z→ Tz (f )gdν (2.6)
Y
is analytic in the open strip S ◦ and continuous on its closure S. Finally, the
analytic family is of admissible growth if there is a constant 0 < a < π and a
constant Cf,g such that
Z 
−a|=z|
 
e ln  Tz (f )gdν  6 Cf,g < ∞
 (2.7)
Y
for all z ∈ S. The extension of the Riesz-Thorin interpolation theorem is now
stated.
Theorem 2.13 (Stein interpolation theorem). Let Tz be an analytic family of linear
operators of admissible growth. Let 1 6 p0 , p1 , q0 , q1 6 ∞ and suppose that M0 and
M1 are real-valued functions such that
sup e−b|t| ln Mj (t) < ∞ (2.8)
t∈R
for j = 0, 1 and some 0 < b < π. Let 0 < θ < 1 satisfy
1 1−θ θ 1 1−θ θ
= + , and = + . (2.9)
p p0 p1 q q0 q1
Suppose that
kTit (f )kq0 6 M0 (t)kf kp0 , kT1+it (f )kq1 6 M1 (t)kf kp1 (2.10)
for all simple functions f on X. Then
kTθ (f )kq 6 M (θ)kf kp , when 0 < θ < 1 (2.11)
for all simple functions f on X, where
Z   
sin πθ ln M0 (t) ln M1 (t)
M (θ) = exp + dt .
2 R cosh πt − cos πθ cosh πt + cos πθ
By density, Tθ has a unique extension as a bounded operator from Lp (X, µ) into
Lq (Y, ν) for all p and q as in (2.9).
The proof of the Stein interpolation theorem can be obtained from that of the
Riesz-Thorin theorem simply “by adding a single letter of the alphabet”. Indeed,
the way the Riesz-Thorin theorem is proven is to study an expression of the form
F (z) = hT η(z), ζ(z)i,
the Stein interpolation theorem proceeds by instead studying the expression
F (z) = hTz η(z), ζ(z)i.
One can then repeat the proof of the Riesz-Thorin theorem more or less verbatim
to obtain the Stein interpolation theorem. Of course, the explicit expression of
M (θ) need an extension of the three lines theorem. For the detailed proof, one
- 44 - 2. Interpolation of Operators

can see [SW71, p. 205-209] or [Gra04, p.38-42].

2.2 The distribution function and weak Lp spaces

We shall now be interested in giving a concise expression for the relative size
of a function. Thus we give the following concept.

Definition 2.14. Let f (x) be a measurable function on Rn . Then the function

f∗ : [0, ∞) 7→ [0, ∞] defined by
m
f∗ (α) = ({x : |f (x)| > α})
is called to be the distribution function of f .

The distribution function f∗ provides information about the size of f but not
about the behavior of f itself near any given point. For instance, a function on
Rn and each of its translates have the same distribution function.
In particular, the decrease of f∗ (α) as α grows describes the relative large-
ness of the function; this is the main concern locally. The increase of f∗ (α) as α
tends to zero describes the relative smallness of the function “at infinity”; this
is its importance globally, and is of no interest if, for example, the function is
supported on a bounded set.
Now, we give some properties of distribution functions.
Proposition 2.15. For the distribution function, we have following fundamental prop-
erties.
(i) f∗ (α) is decreasing and continuous on the right.
(ii) If |f (x)| 6 |g(x)|, then f∗ (α) 6 g∗ (α).
(iii) If |f (x)| 6 lim inf k→∞ |fk (x)| for a.e. x, then f∗ (α) 6 lim inf k→∞ (fk )∗ (α)
for any α > 0.
(iv) If |f (x)| 6 |g(x)| + |h(x)|, then f∗ (α1 + α2 ) 6 g∗ (α1 ) + h∗ (α2 ) for any
α1 , α2 > 0.
(v) (f g)∗ (α1 α2 ) 6 f∗ (α1 ) + g∗ (α2 ) for any α1 , α2 > 0. R
(vi) For any p ∈ (0, ∞) and α > 0, it holds f∗ (α) 6 α−p {x:|f (x)|>α} |f (x)|p dx.
(vii) If fR ∈ Lp , p ∈ [1, ∞), then limα→+∞ αp f∗ (α) = 0 = limα→0 αp f∗ (α).
∞
(viii) If 0 αp−1 f∗ (α)dα < ∞, p ∈ [1, ∞), then αp f∗ (α) → 0 as α → +∞ and
α → 0, respectively.
Proof. For simplicity, denote Ef (α) = {x : |f (x)| > α} for α > 0.
(i) Let {αk } is a decreasing positive sequence which tends to α, then we have
Ef (α) = ∪∞ k=1 Ef (αk ). Since {Ef (αk )} is a increasing sequence of sets, it follows
2.2. The distribution function and weak Lp spaces - 45 -

limk→∞ f∗ (αk ) = f∗ (α). This implies the continuity of f∗ (α) on the right.
(iii) Let E = {x : |f (x)| > α} and Ek = {x : |fk (x)| > α}, k ∈ N. By the
assumption and the definition of inferior limit, i.e.,
|f (x)| 6 lim inf |fk (x)| = sup inf |fk (x)|,
k→∞ `∈N k>`
∈ E, there
for xS T∞ exists an integer M such that for all k > M , |fk (x)| > α. Thus,
E⊂ ∞ M =1 k=M Ek !
, and for any ` > 1,
∞
m m m m
\
Ek 6 inf (Ek ) 6 sup inf (Ek ) = lim inf (Ek ).
k>` ` k>` k→∞
k=`
{ ∞ ∞
T
Since k=M k }M =1
E is an increasing sequence of sets, we obtain
∞ \ ∞ ∞
m(E) 6 m m
! !
[ \
f∗ (α) = Ek = lim Ek 6 lim inf (fk )∗ (α).
M →∞ k→∞
M =1 k=M k=M
(v) Noticing that {x : |f (x)g(x)| > α1 α2 } ⊂ {x : |f (x)| > α1 } ∪ {x : |g(x)| >
α2 }, we have the desired result.
m
(vi) f∗ (α) = ({x : |f (x)| > α}) = {x:|f (x)|>α} dx 6 {x:|f (x)|>α} ( |f (x)|
R R p
α ) dx
= α−p {x:|f (x)|>α} |f (x)|p dx.
R

(vii) From (vi), it follows αp f∗ (α) 6 {x:|f (x)|>α} |f (x)|p dx 6 Rn |f (x)|p dx.
R R

m
Thus, ({x : |f (x)| > α}) → 0 as α → +∞ and
Z
lim |f (x)|p dx = 0.
α→+∞ {x:|f (x)|>α}

Hence, αp f∗ (α)
→ 0 as α → +∞ since αp f∗ (α)> 0.
For any 0 < α < β, we have, by noticing that 1 6 p < ∞, that

α→0 α→0 α→0

m
lim αp f∗ (α) = lim αp (f∗ (α) − f∗ (β)) = lim αp ({x : α < |f (x)| 6 β})
Z
p
6 |f (x)| dx.
{x:|f (x)|6β}
By the arbitrariness of β, it follows αp f∗ (α) → 0 as α → 0.
Rα
(viii) Since α/2 (tp )0 dt = αp − (α/2)p and f∗ (α) 6 f∗ (t) for t 6 α, we have
Z α
p −p
f∗ (α)α (1 − 2 ) 6 p tp−1 f∗ (t)dt
α/2
which implies the desired result.
For other ones, they are easy to verify. 
From this proposition, we can prove the following equivalent norm of Lp
spaces.
- 46 - 2. Interpolation of Operators

Theorem 2.16 (The equivalent norm of Lp ). Let f (x) be a measurable function in

Rn , then
R∞
1/p
i) kf kp = p 0 αp−1 f∗ (α)dα , if 1 6 p < ∞,
ii) kf k∞ = inf {α : f∗ (α) = 0}.
Proof. In order to prove i), we first prove the following conclusion: If f (x) is
finite and f∗ (α) < ∞ for any α > 0, then
Z Z ∞
|f (x)|p dx = − αp df∗ (α). (2.12)
Rn 0
Indeed, the r.h.s. of the equality is well-defined from the conditions. For the
integral in the l.h.s., we can split it into Lebesgue integral summation. Let 0 <
ε < 2ε < · · · < kε < · · · and
Ej = {x ∈ Rn : (j − 1)ε < |f (x)| 6 jε} , j = 1, 2, · · · ,
m
then, (Ej ) = f∗ ((j − 1)ε) − f∗ (jε), and
∞ ∞
m
Z X X
p p
|f (x)| dx = lim (jε) (Ej ) = − lim (jε)p [f∗ (jε) − f∗ ((j − 1)ε)]
Rn ε→0 ε→0
j=1 j=1
Z ∞
=− αp df∗ (α).
0
Now we return to prove i). If the values of both sides are infinite, then it is
clearly true. If one of the integral is finite, then it is clear that f∗ (α) < +∞ and
f (x) is finite almost everywhere. Thus (2.12) is valid.
R∞
If either f ∈ Lp (Rn ) or 0 αp−1 f∗ (α)dα < ∞ for 1 6 p < ∞ , then we always
have αp f∗ (α) → 0 as α → +∞ and α → 0 from the property (vii) and (viii) in
Proposition 2.15.
Therefore, integrating by part, we have
Z ∞ Z ∞ Z ∞
p p−1 p +∞
− α df∗ (α) =p α f∗ (α)dα − α f∗ (α)|0 = p αp−1 f∗ (α)dα.
0 0 0
Thus, i) is true.
For ii), we have
inf {α : f∗ (α) = 0} = inf {α : m({x : |f (x)| > α}) = 0}
= inf {α : |f (x)| 6 α, a.e.}
=ess supx∈Rn |f (x)| = kf kL∞ .
We complete the proofs. 
Using the distribution function f∗ , we now introduce the weak Lp -spaces
denoted by Lp∗ .
2.3. The decreasing rearrangement and Lorentz spaces - 47 -

Definition 2.17. The space Lp∗ , 1 6 p < ∞, consists of all f such that
1/p
kf kLp∗ = sup αf∗ (α) < ∞.
α
In the limiting case p = ∞, we put L∞ ∞
∗ =L .

By the part (iv) in Proposition 2.15 and the triangle inequality of Lp norms,
we have
kf + gkLp∗ 6 2(kf kLp∗ + kgkLp∗ ).
Thus, one can verify that Lp∗ is a quasi-normed vector space. The weak Lp spaces
are larger than the usual Lp spaces. We have the following:
Theorem 2.18. For any 1 6 p < ∞, and any f ∈ Lp , we have kf kLp∗ 6 kf kp , hence
Lp ⊂ Lp∗ .
Proof. From the part (vi) in Proposition 2.15, we have
Z !1/p
1/p p
αf∗ (α) 6 |f (x)| dx
{x:|f (x)|>α}
which yields the desired result. 
The inclusion Lp ⊂ Lp∗
is strict for 1 6 p < ∞. For example, let h(x) =
|x|−n/p . Obviously, h is not in Lp (Rn ) but h is in Lp∗ (Rn ) and we may check
easily that
1/p
m
khkLp∗ = sup αh∗ (α) = sup α( ({x : |x|−n/p > α}))1/p
α α

α
m
= sup α( ({x : |x| < α−p/n }))1/p = sup α(α−p Vn )1/p
α
=Vn1/p ,
where VRn = π n/2 /Γ(1 + n/2) is the volume of the unit ball in Rn and Γ-function
∞
Γ(z) = 0 tz−1 e−t dt for <z > 0.
It is not immediate from their definition that the weak Lp spaces are complete
with respect to the quasi-norm k · kLp∗ . For the completeness, we will state it later
as a special case of Lorentz spaces.

2.3 The decreasing rearrangement and Lorentz spaces

The spaces Lp∗ are special cases of the more general Lorentz spaces Lp,q . In
their definition, we use yet another concept, i.e., the decreasing rearrangement
of functions.
- 48 - 2. Interpolation of Operators

Definition 2.19. If f is a measurable function on Rn , the decreasing rearrangement

of f is the function f ∗ : [0, ∞) 7→ [0, ∞] defined by
f ∗ (t) = inf {α > 0 : f∗ (α) 6 t} ,
where we use the convention that inf ∅ = ∞.

Now, we first give some examples of distribution function and decreasing

rearrangement. The first example establish some important relations between a
simple function, its distribution function and decreasing rearrangement.

Ex. 2.20 (Decreasing rearrangement of a simple function). Let f be a simple function

of the following form

k
X
f (x) = aj χAj (x)
j=1

where a1 > a2 > · · · > ak > 0, Aj = {x ∈ R : f (x) = aj } and χA is the characteristic

function of the set A (see Figure (a)). Then

k k
m({x : |f (x)| > α}) = m({x :
X X
f∗ (α) = aj χAj (x) > α}) = bj χBj (α),
j=1 j=1

m
where bj = ji=1 (Ai ), Bj = [aj+1 , aj ) for j = 1, 2, · · · , k and ak+1 = 0 which
P
shows that the distribution function of a simple function is a simple function (see Figure
(b)). We can also find the decreasing rearrangement (by denoting b0 = 0)

k
X
f ∗ (t) = inf{α > 0 : f∗ (α) 6 t} = inf{α > 0 : bj χBj (α) 6 t}
j=1
k
X
= aj χ[bj−1 ,bj ) (t)
j=1

which is also a simple function (see Figure (c)).

2.3. The decreasing rearrangement and Lorentz spaces - 49 -

f (x) f∗ (α) f ∗ (t)

a1 a1

a2 a2
a3 b5 a3
b4
a4 a4
b3
a5 b2 a5
b1
A3 A4 A1 A5 A2 x a5 a4 a3 a2 a1 α b 1 b2 b3 b4 b5 t
(a) (b) (c)

Ex. 2.21. Let f : [0, ∞) 7→ [0, ∞) be

1 − (x − 1)2 ,

0 6 x 6 2,
f (x) =
0, x > 2.

It is clear that f∗ (α) = 0 for α > 1 since |f (x)| 6 1. For α ∈ [0, 1], we have

m
f∗ (α) = ({x ∈ [0, ∞) : 1 − (x − 1)2 > α})
m √ √ √
= ({x ∈ [0, ∞) : 1 − 1 − α < x < 1 + 1 − α}) = 2 1 − α.

That is,
 √
2 1 − α, 0 6 α 6 1,
f∗ (α) =
0, α > 1.

The decreasing rearrangement f ∗ (t) = 0 for t > 2 since f∗ (α) 6 2 for any α > 0. For
t 6 2, we have
√
f ∗ (t) = inf{α > 0 : 2 1 − α 6 t}
= inf{α > 0 : α > 1 − t2 /4} = 1 − t2 /4.

Thus,

1 − t2 /4,

∗ 0 6 t 6 2,
f (t) =
0, t > 2.
- 50 - 2. Interpolation of Operators

f f∗ f∗

2 2 2

1 1 1

1 2 x 1 2 α 1 2 t
(a) (b) (c)

Observe that the integral over f , f∗ and f ∗ are all the same, i.e.,
Z ∞ Z 2 Z 1 Z 2
2
√
f (x)dx = [1 − (x − 1) ]dx = 2 1 − αdα = (1 − t2 /4)dt = 4/3.
0 0 0 0

Ex. 2.22. We define an extended function f : [0, ∞) 7→ [0, ∞] as


 0, x = 0,
 1


 ln( 1−x ), 0 < x < 1,
f (x) = ∞, 1 6 x 6 2,
1
ln( ), 2 < x < 3,



 x−2
0, x > 3.


Even if f is infinite over some interval the distribution function and the decreasing rear-
rangement are still defined and can be calculated, for any α > 0

m
f∗ (α) = ({x ∈ [1, 2] : ∞ > α} ∪ {x ∈ (0, 1) : ln(
1
1−x
) > α}
1
∪ {x ∈ (2, 3) : ln( ) > α})
x−2
=1 + m((1 − e −α
, 1)) + m ((2, e−α + 2))
−α
=1 + 2e ,

and

 ∞, 0 6 t 6 1,
f ∗ (t) = 2
ln( t−1 ), 1 < t < 3,
0, t > 3.

2.3. The decreasing rearrangement and Lorentz spaces - 51 -

f∗ f∗
f 5 5
5
4 4 4

3 3 3

2 2 2

1 1 1

1 2 3 x 1 2 3 α 1 2 3 t
(a) (b) (c)

Ex. 2.23. Consider the function f (x) = x for all x ∈ [0, ∞). Then f∗ (α) = ({x ∈ m
[0, ∞) : x > α}) = ∞ for all α > 0, which implies that f ∗ (t) = inf{α > 0 : ∞ 6
t} = ∞ for all t > 0.
x
Ex. 2.24. Consider f (x) = 1+x for x > 0. It is
clear that f∗ (α) = 0 for α > 1 since |f (x)| < 1. For
α ∈ [0, 1), we have
m
f∗ (α) = ({x ∈ [0, ∞) :
1+x
x
> α})
f∗
m
1
α
= ({x ∈ [0, ∞) : x > }) = ∞. f
1−α
That is, 
∞, 0 6 α < 1, 1 2
f∗ (α) =
0, α > 1.
Thus, f ∗ (t) = inf{α > 0 : f∗ (α) 6 t} = 1.
Proposition 2.25. The decreasing rearrangement f ∗ of the measurable function f on
Rn has the following properties:
(i) f ∗ (t) is a non-negative and non-increasing function on [0, ∞).
(ii) f ∗ (t) is right continuous on [0, ∞).
(iii) (kf )∗ = |k|f ∗ for k ∈ C.
(iv) |f | 6 |g| a.e. implies that f ∗ 6 g ∗ .
(v) (f + g)∗ (t1 + t2 ) 6 f ∗ (t1 ) + g ∗ (t2 ).
(vi) (f g)∗ (t1 + t2 ) 6 f ∗ (t1 )g ∗ (t2 ).
(vii) |f | 6 lim inf k→∞ |fk | a.e. implies that f ∗ 6 lim inf k→∞ fk∗ .
(viii) |fk | ↑ |f | a.e. implies that fk∗ ↑ f ∗ .
(ix) f ∗ (f∗ (α)) 6 α whenever f∗ (α) < ∞.
m m
(x) f∗ (f ∗ (t)) = ({|f | > f ∗ (t)}) 6 t 6 ({|f | > f ∗ (t)}) if f ∗ (t) < ∞.
(xi) f ∗ (t) > α if and only if f∗ (α) > t.
(xii) f ∗ is equimeasurable with f , that is, (f ∗ )∗ (α) = f∗ (α) for any α > 0.
(xiii) (|f |p )∗ (t) = (f ∗ (t))p for 1 6 p < ∞.
- 52 - 2. Interpolation of Operators

(xiv) kf ∗ kp = kf kp for 1 6 p < ∞.

(xv) kf k∞ = f ∗ (0).
(xvi) supt>0 ts f ∗ (t) = supα>0 α(f∗ (α))s for 0 < s < ∞.
Proof. (v) Assume that f ∗ (t1 ) + g ∗ (t2 ) < ∞, otherwise, there is nothing to prove.
Then for α1 = f ∗ (t1 ) and α2 = g ∗ (t2 ), by (x), we have f∗ (α1 ) 6 t1 and g∗ (α2 ) 6
t2 . From (iv) in Proposition 2.15, it holds
(f + g)∗ (α1 + α2 ) 6 f∗ (α1 ) + g∗ (α2 ) 6 t1 + t2 .
Using the definition of the decreasing rearrangement, we have
(f + g)∗ (t1 + t2 ) = inf{α : (f + g)∗ (α) 6 t1 + t2 } 6 α1 + α2 = f ∗ (t1 ) + g ∗ (t2 ).
(vi) Similar to (v), by (v) in Proposition 2.15, it holds that (f g)∗ (α1 α2 ) 6
f∗ (α1 ) + g∗ (α2 ) 6 t1 + t2 . Then, we have
(f g)∗ (t1 + t2 ) = inf{α : (f g)∗ (α) 6 t1 + t2 } 6 α1 α2 = f ∗ (t1 )g ∗ (t2 ).
(xi) If f∗ (α) > t, then by the decreasing of f∗ , we have α < inf{β : f∗ (β) 6
t} = f ∗ (t). Conversely, if f ∗ (t) > α, i.e., inf{β : f∗ (β) 6 t} > α, we get f∗ (α) > t
by the decreasing of f∗ again.
(xii) By the definition and (xi), we have
m m
(f ∗ )∗ (α) = ({t > 0 : f ∗ (t) > α}) = ({t > 0 : f∗ (α) > t}) = f∗ (α).
(xiii) For α ∈ [0, ∞), we have
m
(|f |p )∗ (t) = inf{α > 0 : ({x : |f (x)|p > α}) 6 t}
= inf{σ p
> 0 : m({x : |f (x)| > σ}) 6 t} = (f (t)) , ∗ p

where σ = α1/p .
(xiv) From Theorem 2.16,
Z we have ∞ Z ∞
kf ∗ (t)kpp = |f ∗ (t)|p dt = p αp−1 (f ∗ )∗ (α)dα
0 0
Z ∞
p−1
=p α f∗ (α)dα = kf kpp .
0
We remain the proofs of others to interested readers. 
Having disposed of the basic properties of the decreasing rearrangement of
functions, we proceed with the definition of the Lorentz spaces.

Definition 2.26. Given f ameasurable function on Rn and 1 6 p, q 6 ∞, define

 Z ∞ 
1
q dt  1q
∗
t f (t) , q < ∞,

 p

kf kLp,q = 0 t
1
 ∗
 sup t p f (t),

 q = ∞.
t>0
2.3. The decreasing rearrangement and Lorentz spaces - 53 -

The set of all f with kf kLp,q < ∞ is denoted by Lp,q (Rn ) and is called the Lorentz
space with indices p and q.

As in Lp and in weak Lp , two functions in Lp,q will be considered equal if

they are equal almost everywhere. Observe that the previous definition implies
that Lp,∞ = Lp∗ in view of (xvi) in Proposition 2.25 and Lp,p = Lp in view of (xiv)
in Proposition 2.25 for 1 6 p < ∞. By (i) and (xv) in Proposition 2.25, we have
kf kL∞,∞ = supt>0 f ∗ (t) = f ∗ (0) = kf k∞ which implies that L∞,∞ = L∞ = L∞ ∗ .
Thus, we have
Theorem 2.27. Let 1 6 p 6 ∞. Then it holds, with equality of norms, that
Lp,p = Lp , Lp,∞ = Lp∗ .

Remark 2.28. For the Lorentz space Lp,q , the case when p = ∞ and 1 6 q < ∞ is
not of any interest. The reason is that kf kL∞,q < ∞ implies that f = 0 a.e. on Rn .
In fact, assume that L∞,q is a non-trivial space, there exists a nonzero function
f ∈ L∞,q on a nonzero measurable set, that is, there exists a constant c > 0 and
a set E of positive measure such that |f (x)| > c for all x ∈ E. Then, by (iv) in
Proposition 2.25, we have
Z ∞ Z ∞ Z m(E)
q ∗ q dt ∗ q dt dt
kf kL∞,q = (f (t)) > [(f χE ) (t)] > cq = ∞,
t t t
0
m 0 0
since (f χE )∗ (t) = 0 for t > (E). Hence, we have a contradiction. Thus, f = 0
a.e. on Rn .

The next result shows that for any fixed p, the Lorentz spaces Lp,q increase
as the exponent q increases.
Theorem 2.29. Let 1 6 p 6 ∞ and 1 6 q < r 6 ∞. Then, there exists some constant
Cp,q,r such that
kf kLp,r 6 Cp,q,r kf kLp,q , (2.13)
where Cp,q,r = (q/p)1/q−1/r p,q
. In other words, L ⊂ L . p,r

Proof. We may assume p < ∞ since the case p = ∞ is trivial. Since f ∗ is non-
creasing, we have
 Z t 1/q  Z t 1/q
1/p ∗ q q/p−1 ∗ q 1/p ∗ q ds
t f (t) = s ds f (t) = [s f (t)]
p 0 p 0 s
 Z t 1/q  1/q
q ds q
6 [s1/p f ∗ (s)]q 6 kf kLp,q .
p 0 s p
- 54 - 2. Interpolation of Operators

Hence, taking the supremum over all t > 0, we obtain

 1/q
q
kf kLp,∞ 6 kf kLp,q . (2.14)
p
This establishes (2.13) in the case r = ∞. Finally, when r < ∞, we have by (2.14)
dt 1/r
Z ∞ 
1/p ∗ r−q+q
kf kLp,r = [t f (t)]
0 t
Z ∞ 1·q
q dt
q r
1/p ∗ (r−q)/r 1/p ∗
6 sup[t f (t)] [t f (t)]
t>0 0 t
  r−q
(r−q)/r q/r q rq
=kf kLp,∞ kf kLp,q 6 kf kLp,q .
p
This completes the proof. 
In general, Lp,q is a quasi-normed space, since the functional k · kLp,q satisfies
the conditions of normed spaces except the triangle inequality. In fact, by (v) in
Proposition 2.25, it holds
kf + gkLp,q 6 21/p (kf kLp,q + kgkLp,q ). (2.15)
However, is this space complete with respect to its quasi-norm? The next theo-
rem answers this question.
Theorem 2.30. Let 1 6 p, q 6 ∞. Then the spaces Lp,q (Rn ) are complete with respect
to their quasi-norms and they are therefore quasi-Banach spaces.
Proof. See [Gra04, p. 50, Theorem 1.4.11]. 
For the duals of Lorentz spaces, we have
Theorem 2.31. Let 1 < p, q < ∞, 1/p + 1/p0 = 1 and 1/q + 1/q 0 = 1. Then we have
0 0
(L1,1 )0 = (L1 )0 = L∞ , (L1,q )0 = {0}, (Lp,q )0 = Lp ,q .

Proof. See [Gra04, p. 52-55, Theorem 1.4.17]. 

For more results, one can see [Gra04, Kri02].

2.4 Marcinkiewicz’ interpolation theorem

We first introduce the definition of quasi-linear operators.

Definition 2.32. An operator T mapping functions on a measure space into

functions on another measure space is called quasi-linear if T (f + g) is de-
fined whenever T f and T g are defined and if |T (λf )(x)| 6 κ|λ||T f (x)| and
2.4. Marcinkiewicz’ interpolation theorem - 55 -

|T (f + g)(x)| 6 K(|T f (x)| + |T g(x)|) for a.e. x, where κ and K is a positive

constant independent of f and g.

The idea we have used, in Definition 2.7, of splitting f into two parts ac-
cording to their respective size, is the main idea of the proof of the theorem that
follows. There, we will also use two easily proved inequalities, which are well-
known results of Hardy’s (see [HLP88, p. 245–246]):
Lemma 2.33 (Hardy inequalities). If q > 1, r > 0 and g is a measurable, non-
negative function on (0, ∞), then
Z ∞ Z t q 1/q Z ∞ 1/q
−r dt q q −r dy
g(y)dy t 6 (yg(y)) y , (2.16)
0 0 t r 0 y
Z ∞ Z ∞ q 1/q Z ∞ 1/q
r dt q q r dy
g(y)dy t 6 (yg(y)) y . (2.17)
0 t t r 0 y
Proof. To prove (2.16), we use Jensen’s inequality2 with the convex function ϕ(x) =
xq on (0, ∞). Then !q Z
Z t q Z t t q
1 1−r/q r/q−1 r/q−1
g(y)dy = R t g(y)y y dy y dy
r/q−1 dy 0
0 0 y 0
Z t q−1 Z t  q
r/q−1
6 y dy g(y)y 1−r/q y r/q−1 dy
0 0
q q−1 Z t
= tr/q (yg(y))q y r/q−1−r dy.
r 0
By integrating both sides over (0, ∞) and use the Fubini theorem, we get that
Z ∞ Z t q
g(y)dy t−r−1 dt
0 0
 q q−1 Z ∞ Z t 
−1−r/q q r/q−1−r
6 t (yg(y)) y dy dt
r 0 0
 q q−1 Z ∞ Z ∞ 
q r/q−1−r −1−r/q
= (yg(y)) y t dt dy
r 0 y

2
Jensen’s inequality: If f is any real-valued measurable function on a set Ω and ϕ is convex
over the range of f , then
 Z  Z
1 1
ϕ f (x)g(x)dx 6 ϕ(f (x))g(x)dx,
G Ω G Ω
R
where g(x) > 0 satisfies G = Ω g(x)dx > 0.
- 56 - 2. Interpolation of Operators
 q q Z ∞
= (yg(y))q y −1−r dy,
r 0
which yields (2.16) immediately.
To prove (2.17), we denote f (x) = g(1/x)/x2 . Then by taking t = 1/s and
y = 1/x, and then applying (2.16) and changing variable again by x = 1/y, we
obtain
Z ∞ Z ∞ q 1/q Z ∞ Z ∞ !q !1/q
r−1 −r−1
g(y)dy t dt = g(y)dy s ds
0 t 0 1/s
Z ∞ Z s q 1/q
−r−1
= g(1/x)/x2 dx s ds
0 0
Z ∞ Z s q 1/q
−r−1
= f (x)dx s ds
0 0
Z ∞ 1/q Z ∞ 1/q
q q
q −r−1 q −r−1
6 (xf (x)) x dx = (g(1/x)/x) x dx
0r r 0
Z ∞ 1/q
q q r−1
= (g(y)y) y dy .
r 0
Thus, we complete the proofs. 
Now, we give the Marcinkiewicz3
interpolation theorem4
and its proof due
to Hunt and Weiss in [HW64].
Theorem 2.34 (Marcinkiewicz interpolation theorem). Assume that 1 6 pi 6
qi 6 ∞, p0 < p1 , q0 6= q1 and T is a quasi-linear mapping, defined on Lp0 + Lp1 , which
is simultaneously of weak types (p0 , q0 ) and (p1 , q1 ), i.e.,
kT f kLq0 ,∞ 6 A0 kf kp0 , kT f kLq1 ,∞ 6 A1 kf kp1 . (2.18)
If 0 < θ < 1, and
1 1−θ θ 1 1−θ θ
= + , = + ,
p p0 p1 q q0 q1
then T is of type (p, q), namely
kT f kq 6 Akf kp , f ∈ Lp .

3
Józef Marcinkiewicz (1910–1940) was a Polish mathematician. He was a student of Antoni
Zygmund; and later worked with Juliusz Schauder, and Stefan Kaczmarz.
4
The theorem was first announced by Marcinkiewicz (1939), who showed this result to Antoni
Zygmund shortly before he died in World War II. The theorem was almost forgotten by Zygmund,
and was absent from his original works on the theory of singular integral operators. Later Zyg-
mund (1956) realized that Marcinkiewicz’s result could greatly simplify his work, at which time
he published his former student’s theorem together with a generalization of his own.
2.4. Marcinkiewicz’ interpolation theorem - 57 -

Here A = A(Ai , pi , qi , θ), but it does not otherwise depend on either T or f .

Proof. Let σ be the slope of the line segment in R2 joining (1/p0 , 1/q0 ) with (1/p1 , 1/q1 ).
Since (1/p, 1/q) lies on this segment, we can denote the slope of this segment by
1/q0 − 1/q 1/q − 1/q1
σ= = ,
1/p0 − 1/p 1/p − 1/p1
which may be positive or negative, but is not either 0 or ∞ since q0 6= q1 and
p0 < p1 .
For any t > 0, we split an arbitrary function f ∈ Lp as follows:
f = f t + ft
where
|f (x)| > f ∗ (tσ ),

t f (x),
f (x) =
0, otherwise,
and ft = f − f t .
Then we can verify that
6 f ∗ (y), 0 6 y 6 tσ ,

t ∗
(f ) (y)
= 0, y > tσ ,
(2.19)
f ∗ (tσ ), 0 6 y 6 tσ ,

∗
(ft ) (y) 6
f ∗ (y), y > tσ .
In fact, by (iv) in Proposition 2.25, |f t | 6 |f | implies (f t )∗ (y) 6 f ∗ (y) for all y > 0.
Moreover, by the definition of f t and (x) in Proposition 2.25, we have (f t )∗ (α) 6
m
(f t )∗ (f ∗ (tσ )) = f∗ (f ∗ (tσ )) 6 tσ for any α > 0, since (f t )∗ (α) = ({x : |f t (x)| >
m m
α}) = ({x : |f (x)| > f ∗ (tσ ), and |f (x)| > α}) = ({x : |f (x)| > f ∗ (tσ )}) =
m ({x : |f t (x)| > f ∗ (tσ )}) = (f t )∗ (f ∗ (tσ )) for 0 6 α 6 f ∗ (tσ ). Thus, for y > tσ ,
we get (f t )∗ (y) = 0. Similarly, by (iv) in Proposition 2.25, we have (ft )∗ (y) 6
f ∗ (y) for any y > 0 since |ft | 6 |f |. On the other hand, for y > 0, we have
(ft )∗ (y) 6 (ft )∗ (0) = kft k∞ 6 f ∗ (tσ ) with the help of the non-increasing of
(ft )∗ (y) and (xv) in Proposition 2.25. Thus, (ft )∗ (y) 6 min(f ∗ (y), f ∗ (tσ )) for any
y > 0 which implies (2.19).
Suppose p1 < ∞. Notice that p 6 q, because pi 6 qi . By Theorems 2.27 and
2.29, (iv) and (v) in Proposition 2.25, (2.18), and then by a change of variables
and Hardy’s inequalities (2.16) and (2.17), we get
kT f kq = kT f kLq,q 6 (p/q)1/p−1/q kT f kLq,p
 1/p−1/q Z ∞ h ip dt 1/p
p 1/q t ∗
6K (2t) (T f + T ft ) (2t)
q 0 t
- 58 - 2. Interpolation of Operators
 1/p−1/q (Z ∞ h ip dt 1/p
p
1/q
62 K t1/q (T f t )∗ (t)
q 0 t
)
Z ∞ h ip dt 1/p
1/q ∗
+ t (T ft ) (t)
0 t
 1/p−1/q (
p
Z ∞ h ip dt 1/p
1/q 1/q−1/q0 t
62 K A0 t kf kp0
q 0 t
)
Z ∞ h ip dt 1/p
+ A1 t1/q−1/q1 kft kp1
0 t
 " #p !1/p
 1/p−1/q  Z ∞  1−1/p0
p 1 dt
621/q K A0 t1/q−1/q0 kf t kLp0 ,1
q  0 p0 t
Z ∞"  1−1/p1 #p !1/p 
1 dt 
+A1 t1/q−1/q1 kft kLp1 ,1
0 p1 t 
 1/p−1/q (  1−1/p0
1/q p 1
=2 K A0
q p0
Z ∞ Z tσ p !1/p
1/q−1/q0 1/p0 ∗ dy dt
· t y f (y)
0 0 y t
 1−1/p1 Z ∞  1/p
dy p dt
Z ∞ 
1 1/q−1/q1 1/p1 ∗
+ A1 t y f (y)
p1 0 tσ y t

 1−1/p1 Z ∞  Z tσ p !1/p 
1 dy dt
+ A1 t1/q−1/q1 y 1/p1 f ∗ (tσ )
p1 0 0 y t 
 1/p−1/q (  1−1/p0
1/q p − p1 1
=2 K |σ| A0
q p0
1/p
dy p ds
Z ∞ Z s 
−p(1/p0 −1/p) 1/p0 ∗
· s y f (y)
0 0 y s
 1−1/p1 Z ∞ 1/p
dy p ds
Z ∞ 
1
+ A1 sp(1/p−1/p1 ) y 1/p1 f ∗ (y)
p1 0 s y s
2.4. Marcinkiewicz’ interpolation theorem - 59 -
1−1/p1 Z p 1/p )
 ∞ Z s
1 dy ds
+ A1 sp(1/p−1/p1 ) y 1/p1 f ∗ (s)
p1 0 0 y s
 1/p−1/q (  
1 1−1/p10 p dy 1/p
Z ∞ 
1/q p − p1 1/p ∗
62 K |σ| A0 y f (y)
q p0 (1/p0 − 1/p) 0 y
 1−1/p1 Z ∞  p dy 1/p
1 1 1/p ∗
+ A1 y f (y)
p1 (1/p − 1/p1 ) 0 y
 1−1/p1 Z ∞ 1/p )
1 ds
+A1 s1−p/p1 (p1 s1/p1 f ∗ (s))p
p1 0 s
  1−1/p 1−1/p1

0
 
1 1
 1/p−1/q
p

 A 0 p0 A 1 p1


1/q −1/p 1/p1
=2 K |σ| 1 1 + 1 1 + A 1 p 1 kf kp
q 
 p0 − p p − p1



=Akf kp .
For the case p1 = ∞ the proof is the same except for the use of the estimate
kft k∞ 6 f ∗ (tσ ), we can get
  1−1/p 
0
1
 1/p−1/q
p

 A0 p 0 

1/q −1/p
A=2 K |σ| 1 1 + A1 .
q 
 p0 − p


Thus, we complete the proof. 
From the proof given above it is easy to see that the theorem can be extended
to the following situation: The underlying measure space Rn of the Lpi (Rn ) can
be replaced by a general measurable space (and the measurable space occurring
in the domain of T need not be the same as the one entering in the range of
T ). A less superficial generalization of the theorem can be given in terms of
the notation of Lorentz spaces, which unify and generalize the usual Lp spaces
and the weak-type spaces. For a discussion of this more general form of the
Marcinkiewicz interpolation theorem see [SW71, Chapter V] and [BL76, Chapter
5].
As an application of this powerful tool, we present a generalization of the
Hausdorff-Young inequality due to Paley. The main difference between the the-
orems being that Paley introduced a weight function into his inequality and
resorted to the theorem of Marcinkiewicz. In what follows, we consider the
measure space (Rn , µ) where µ denotes the Lebesgue measure. Let w be a wei-
hgt function on Rn , i.e., a positive and measurable function on Rn . Then we
- 60 - 2. Interpolation of Operators

denote by Lp (w) the Lp -space with respect to wdx. The norm on Lp (w) is
Z 1/p
p
kf kLp (w) = |f (x)| w(x)dx .
Rn
With this notation we have the following theorem.
Theorem 2.35 (Hardy-Littlewood-Paley theorem on Rn ). Assume that 1 6 p 6
2. Then
kF f kLp (|ξ|−n(2−p) ) 6 Cp kf kp .

Proof. We considering the mapping (T f )(ξ) = |ξ|n fˆ(ξ). By Plancherel theorem,

we have
kT f kL2∗ (|ξ|−2n ) 6 kT f kL2 (|ξ|−2n ) = kfˆk2 6 Ckf k2 ,
which implies that T is of weak type (2, 2). We now work towards showing that
T is of weak type (1, 1). Thus, the Marcinkiewicz interpolation theorem implies
the theorem.
Now, consider the set Eα = {ξ : |ξ|n fˆ(ξ) > α}. For simplicity, we let ν denote
the measure |ξ|−2n dξ and assume that kf k1 = 1. Then, |fˆ(ξ)| 6 1. For ξ ∈ Eα ,
we therefore have α 6 |ξ|n . Consequently,
Z Z
(T f )∗ (α) = ν(Eα ) = |ξ|−2n dξ 6 |ξ|−2n dξ 6 Cα−1 .
Eα |ξ|n >α
Thus, we proves that
α · (T f )∗ (α) 6 Ckf k1 ,
which implies T is of weak type (1, 1). Therefore, we complete the proof. 
 III
THE MAXIMAL FUNCTION AND
CALDERÓN-ZYGMUND DECOMPOSITION

Contents
3.1. Two covering lemmas . . . . . . . . . . . . . . . 61
3.2. Hardy-Littlewood maximal function . . . . . . . . . . 64
3.3. Calderón-Zygmund decomposition . . . . . . . . . . . 75

3.1 Two covering lemmas

Lemma 3.1 (Finite version of Vitali covering lemma). Suppose B =

{B1 , B2 , · · · , BN } is a finite collection of open balls in Rn . Then, there exists a dis-
joint sub-collection Bj1 , Bj2 , · · · , Bjk of B such that
N k
m
!
[ X
n
m B` 6 3 (Bji ).
`=1 i=1

Proof. The argument we give is constructive and relies on the following simple
observation: Suppose B and B 0 are a pair of balls that intersect, with the radius of B 0
being not greater than that of B. Then B 0 is contained in the ball B̃ that is concentric
with B but with 3 times its radius. (See Fig 3.1.)
As a first step, we pick a ball Bj1 in B with maximal (i.e.,
largest) radius, and then delete from B the ball Bj1 as well as B0
any balls that intersect Bj1 . Thus all the balls that are deleted
are contained in the ball B̃j1 concentric with Bj1 , but with 3 B
times its radius.
The remaining balls yield a new collection B 0 , for which B̃

we repeat the procedure. We pick Bj2 and any ball that in-
Figure 3.1: The
tersects Bj2 . Continuing this way, we find, after at most NFigure 1: The balls B and B̃
balls B and B̃
61
- 62 - 3. The Maximal Function and Calderón-Zygmund Decomposition

steps, a collection of disjoint balls Bj1 , Bj2 , · · · , Bjk .

Finally, to prove that this disjoint collection of balls satis-
fies the inequality in the lemma, we use the observation made at the beginning
of the proof. Let B̃ji denote the ball concentric with Bji , but with 3 times its
radius. Since any ball B in B must intersect a ball Bji and have equal or smaller
radius than Bji , we must have ∪B∩Bji 6=∅ B ⊂ B̃ji , thus
N k k k
m m
! !
[ [ X X
m B` 6 m B̃ji 6 (B̃ji ) = 3n (Bji ).
`=1 i=1 i=1 i=1
In the last step, we have used the fact that in Rn a dilation of a set by δ > 0
results in the multiplication by δ n of the Lebesgue measure of this set. 
For the infinite version of Vitali covering lemma, one can see the textbook
[Ste70, the lemma on p.9].
The decomposition of a given set into a disjoint union of cubes (or balls) is
a fundamental tool in the theory described in this chapter. By cubes we mean
closed cubes; by disjoint we mean that their interiors are disjoint. We have in
mind the idea first introduced by Whitney and formulated as follows.
Theorem 3.2 (Whitney covering lemma). Let F be a non-empty closed set in Rn
and Ω be its complement. Then there exists a collection of cubes F = {Qk } whose sides
are parallel
S to the axes, such that
(i) ∞ k=1 Q k = Ω = F c,

(ii) Q◦j ∩ Q◦k = ∅ if j 6= k, where Q◦ denotes the interior of Q,

(iii) there exist two constants c1 , c2 > 0 independent of F (In fact we may take
c1 = 1 and c2 = 4.), such that
c1 diam (Qk ) 6 dist (Q
62 k , F ) 6 c2 diam (Qk ). Chapter 4 Calderón-Zygmund Decomposition

Proof.
Consider the lattice of points in Rn
M −1
whose coordinates are integers. This M 0 M k
lattice determines a mesh M0 , which MM 1
k

O 1 2 3 Q
is a collection of cubes: namely all
cubes of unit length, whose vertices are F

points of the above lattice. The mesh Ω k+1

Ω k
M0 leads to a two-way infinite chain
of such meshes {Mk }∞ −∞ , with Mk = Figure 3.2: Meshes and layers: M0
Fig. 4.1 Meshes and layers: with dashed (green) lines;
M0 with dotted lines; M1with solid (blue) lines
M−1

−k
2 M0 . with dashed (green) lines; M with (4.1)
diam (Q) 6 dist (Q, F) 6 4 diam (Q), Q ∈ F . 1 0

Thus each cube in the mesh MLet k us dotted

prove (4.1) first. lines;
Suppose Q ∈ M M; then
−1diam with
(Q) = n2solid
√
k . Since Q (blue) −k
∈ F , there exists an 0
n x ∈ Q ∩ Ω . Thus dist (Q, F) 6 dist (x, F) 6 c2
gives rise to 2 cubes in the mesh Mk+1c2 − lines√ √k
−k+1
, and dist (Q, F) > dist (x, F) − diam (Q) >
−k −k
n2 . If we choose c = 2 n we get (4.1).
Then by (4.1) the cubes Q ∈ F0 are disjoint from F and clearly cover Ω. Therefore, (i) is also
proved.
Notice that the collection F0 has all our required properties, except that the cubes in it are not
necessarily disjoint. To finish the proof of the theorem, we need to refine our choice leading to F0 ,
eliminating those cubes which were really unnecessary.
We require the following simple observation. Suppose Q1 and Q2 are two cubes (taken respectively
from the mesh Mk1 and Mk2 ). Then if Q1 and Q2 are not disjoint, one of the two must be contained
in the other. (In particular, Q1 ⊂ Q2 , if k1 > k2 .)
Start now with any cube Q ∈ F0 , and consider the maximal cube in F0 which contains it. In
3.1. Two covering lemmas - 63 -

by bisecting the sides. The cubes in the

√
mesh Mk each have sides of length 2−k and are thus of diameter n2−k .
In addition to the meshes Mk , we consider the layers Ωk , defined by
n o
Ωk = x : c2−k < dist (x, F ) 6 c2−k+1 ,

S∞ c is a positive constant which we shall fix momentarily. Obviously, Ω =

where
k=−∞ Ωk .
Now we make an initial choice of cubes, and denote the resulting collection
by F0 . Our choice is made as follows. We consider the cubes of the mesh Mk ,
(each such cube is of size approximately 2−k ), and include a cube of this mesh in
F0 if it intersects Ωk , (the points of the latter are all approximately at a distance
2−k from F ). Namely,
[
F0 = {Q ∈ Mk : Q ∩ Ωk 6= ∅} .
k
We then have [
Q = Ω.
Q∈F 0
For appropriate choice of c, we claim that
diam (Q) 6 dist (Q, F ) 6 4 diam (Q), Q ∈ F0 . (3.1)
√ −k
Let us prove (3.1) first. Suppose Q ∈ Mk ; then diam (Q) = n2 . Since Q ∈
F0 , there exists an x ∈ Q ∩ Ωk . Thus dist (Q, F ) 6 dist (x, F ) 6 c2−k+1 , and
√ √
dist (Q, F ) > dist (x, F ) − diam (Q) > c2−k − n2−k . If we choose c = 2 n we
get (3.1).
Then by (3.1) the cubes Q ∈ F0 are disjoint from F and clearly cover Ω.
Therefore, (i) is also proved.
Notice that the collection F0 has all our required properties, except that the
cubes in it are not necessarily disjoint. To finish the proof of the theorem, we
need to refine our choice leading to F0 , eliminating those cubes which were
really unnecessary.
We require the following simple observation. Suppose Q1 and Q2 are two
cubes (taken respectively from the mesh Mk1 and Mk2 ). Then if Q1 and Q2
are not disjoint, one of the two must be contained in the other. (In particular,
Q1 ⊂ Q2 , if k1 > k2 .)
Start now with any cube Q ∈ F0 , and consider the maximal cube in F0
which contains it. In view of the inequality (3.1), for any cube Q0 ∈ F0 which
contains Q ∈ F0 , we have diam (Q0 ) 6 dist (Q0 , F ) 6 dist (Q, F ) 6 4 diam (Q).
Moreover, any two cubes Q0 and Q00 which contain Q have obviously a non-
trivial intersection. Thus by the observation made above each cube Q ∈ F0 has a
- 64 - 3. The Maximal Function and Calderón-Zygmund Decomposition

unique maximal cube in F0 which contains it. By the same taken these maximal
cubes are also disjoint. We let F denote the collection of maximal cubes of F0 .
Then obviously
S
(i) Q∈F Q = Ω,
(ii) The cubes of F are disjoint,
(iii) diam (Q) 6 dist (Q, F ) 6 4 diam (Q), Q ∈ F .
Therefore, we complete the proof. 

3.2 Hardy-Littlewood maximal function

Maximal functions appear in many forms in harmonic analysis. One of the

most important of these is the Hardy-Littlewood maximal function. They play
an important role in understanding, for example, the differentiability properties
of functions, singular integrals and partial differential equations. They often
provide a deeper and more simplified approach to understanding problems in
these areas than other methods.
First, we consider the differentiation of the integral for one-dimensional func-
tions. If f is given on [a, b] and integrable on that interval, we let
Z x
F (x) = f (y)dy, x ∈ [a, b].
a
To deal with F 0 (x), we recall the definition of the derivative as the limit of the
quotient F (x+h)−F
h
(x)
when h tends to 0, i.e.,
F (x + h) − F (x)
F 0 (x) = lim .
h→0 h
We note that this quotient takes the form (say in the case h > 0)
1 x+h 1
Z Z
f (y)dy = f (y)dy,
h x |I| I
where we use the notation I = (x, x + h) and |I| for the length of this interval.
At this point, we pause to observe that the above expression in the “average”
value of f over I, and that in the limit as |I| → 0, we might expect that these averages
tend to f (x). Reformulating the question slightly, we may ask whether
1
Z
lim f (y)dy = f (x)
|I|→0 |I|
x∈I
I
holds for suitable points x. In higher dimensions we can pose a similar ques-
tion, where the averages of f are taken over appropriate sets that generalize the
intervals in one dimension.
3.2. Hardy-Littlewood maximal function - 65 -

In particular, we can take the sets involved as the ball B(x, r) of radius r,
centered at x, and denote its measure m
by (B(x, r)). It follows
1
Z
lim
r→0 m(B(x, r)) B(x,r)
f (y)dy = f (x), for a.e. x? (3.2)

Let us first consider a simple case, when f is continuous at x, the limit does
converge to f (x). Indeed, given ε > 0, there exists a δ > 0 such that |f (x)−f (y)| <
ε whenever |x − y| < δ. ZSince
1 1
Z
f (x) −
m (B(x, r)) B(x,r)
f (y)dy =
m
(B(x, r)) B(x,r)
(f (x) − f (y))dy,

we find that whenever B(x, r) is a ball

 of radius r < δ, then
1 1
 Z  Z
f (x) −
m f (y)dy  6
m |f (x) − f (y)|dy < ε,
 
 (B(x, r)) B(x,r)  (B(x, r)) B(x,r)
as desired.
In general, for this “averaging problem” (3.2), we shall have an affirmative
answer. In order to study the limit (3.2), we consider its quantitative analogue,
where “limr→0 ” is replaced by “supr>0 ”, this is the (centered) maximal function.
Since the properties of this maximal function are expressed in term of relative
size and do not involve any cancelation of positive and negative values, we
replace f by |f |.

Definition 3.3. If f is locally integrable1 on Rn , we define its maximal function

M f : Rn → [0, ∞] by
1
Z
M f (x) = sup
r>0 m
(B(x, r)) B(x,r)
|f (y)|dy, x ∈ Rn . (3.3)

Moreover, M is also called as the Hardy-Littlewood maximal operator.

The maximal function that we consider arose first in the one-dimensional

situation treated by Hardy and Littlewood.2 It is to be noticed that nothing
excludes the possibility that M f (x) is infinite for any given x.
It is immediate from the definition that
Theorem 3.4. If f ∈ L∞ (Rn ), then M f ∈ L∞ (Rn ) and
kM f k∞ 6 kf k∞ .

2
The Hardy-Littlewood maximal operator appears in many places but some of its most no-
table uses are in the proofs of the Lebesgue differentiation theorem and Fatou’s theorem and in
the theory of singular integral operators.
- 66 - 3. The Maximal Function and Calderón-Zygmund Decomposition

By the previous statements, if f is continuous at x, then we have

1
Z
|f (x)| = lim
r→0m(B(x, r)) B(x,r)
|f (y)|dy

1
Z
6 sup
r>0m(B(x, r)) B(x,r)
|f (y)|dy = M f (x).

Thus, we have proved

Theorem 3.5. If f ∈ C(Rn ), then
|f (x)| 6 M f (x)
for all x ∈ Rn .
Sometimes, we will define the maximal function with cubes in place of balls.
If Q(x, r) is the cube [xi − r, xi + r]n , define
1
Z
0
M f (x) = sup n
|f (y)|dy, x ∈ Rn . (3.4)
r>0 (2r) Q(x,r)
When n = 1, M and M 0 coincide. If n > 1, then there exist constants cn and Cn ,
depending only on n, such that
cn M 0 f (x) 6 M f (x) 6 Cn M 0 f (x). (3.5)
0
Thus, the two operators M and M are essentially interchangeable, and we will
use whichever is more appropriate, depending on the circumstances. In addi-
tion, we can define a more general maximal function
1
Z

m
00
M f (x) = sup |f (y)|dy, (3.6)
Q3x (Q) Q
where the supremum is taken over all cubes containing x. Again, M 00 is point-
wise equivalent to M . One sometimes distinguishes between M 0 and M 00 by
referring to the former as the centered and the latter as the non-centered maxi-
mal operator. Alternatively, we could define the non-centered maximal function
with balls instead of cubes:
1
Z
M̃ f (x) = sup
m
B3x (B) B
|f (y)|dy

at each x ∈ Rn . Here, the supremum is taken over balls B in Rn which contain

m
the point x and (B) denotes the measure of B (in this case a multiple of the
radius of the ball raised to the power n).

Ex. 3.6. Let f : R → R, f (x) = χ(0,1) (x). Then

 1
 2x , x > 1,
0 1, 0 6 x 6 1,
M f (x) =M f (x) =
1
, x < 0,

2(1−x)
3.2. Hardy-Littlewood maximal function - 67 -
1

 x, x > 1,
00
M̃ f (x) =M f (x) = 1, 0 6 x 6 1,
 1
1−x , x < 0.
In fact, for x > 1, we get
x+h
1
Z
0
M f (x) = M f (x) = sup χ(0,1) (y)dy
h>0 2h x−h
!
1−x+h 1 1
= max sup , sup = ,
x−h>0 2h x−h60 2h 2x
Z x+h2
00 1
M̃ f (x) = M f (x) = sup χ(0,1) (y)dy
h1 ,h2 >0 h1 + h2 x−h1
!
1 − x + h1 1 1
= max sup , sup = .
0<x−h1 <1 h1 x−h1 60 h1 x
For 0 6 x 6 1, it follows
x+h
1
Z
0
M f (x) = M f (x) = sup χ(0,1) (y)dy
h>0 2h x−h

2h 1−x+h
= max sup , sup ,
0<x−h<x+h<1 2h 0<x−h<16x+h 2h
!
x+h 1
sup , sup
x−h60<x+h<1 2h x−h60<16x+h 2h
  
1 1 1
= max 1, 1, 1, min , = 1,
2 x 1−x
Z x+h2
1
M̃ f (x) = M 00 f (x) = sup χ(0,1) (y)dy
h1 ,h2 >0 h1 + h2 x−h1

h1 + h2 x + h2
= max sup , sup ,
h
0<x−h1 <x+h2 <1 1 + h 2 x−h1 <0<x+h2 <1 1 + h2
h
1 − x + h1

1
sup , sup
0<x−h1 <1<x+h2 h1 + h2 x−h1 <0<1<x+h2 h1 + h2
=1.
For x < 0, we have
!
x+h 1 1
M f (x) = M 0 f (x) = max sup , sup = ,
0<x+h<1,h>0 2h x+h>1 2h 2(1 − x)
- 68 - 3. The Maximal Function and Calderón-Zygmund Decomposition
!
00 x + h2 1
M̃ f (x) = M f (x) = max sup , sup
h
h1 ,h2 >0,0<x+h2 <1 1 + h h
2 h1 >0,x+h2 >1 1 + h2
1
= .
1−x
Observe that f ∈ L1 (R), but M f, M 0 f, M 00 f, M̃ f ∈
/ L1 (R).
Remark 3.7. (i) M f is defined at every point x ∈ Rn and if f = g a.e., then
M f (x) = M g(x) at every x ∈ Rn .
(ii) It may be well that M f = ∞ for every x ∈ Rn . For example, let n = 1 and
f (x) = x2 .
(iii) There are several definitions in the literature which are often equivalent.
Next, we state some immediate properties of the maximal function. The
proofs are left to interested readers.
Proposition 3.8. Let f, g ∈ L1loc (Rn ). Then
(i) Positivity: M f (x) > 0 for all x ∈ Rn .
(ii) Sub-linearity: M (f + g)(x) 6 M f (x) + M g(x).
(iii) Homogeneity: M (αf )(x) = |α|M f (x), α ∈ R.
(iv) Translation invariance: M (τy f ) = (τy M f )(x) = M f (x − y).
With the Vitali covering lemma, we can state and prove the main results for
the maximal function.
Theorem 3.9 (The maximal function theorem). Let f be a given function defined
on Rn .
(i) If f ∈ Lp (Rn ), p ∈ [1, ∞], then the function M f is finite almost everywhere.
(ii) If f ∈ L1 (Rn ), then for every α > 0, M is of weak type (1, 1), i.e.,
m({x : M f (x) > α}) 6
3n
α
kf k1 .
(iii) If f ∈ Lp (Rn ), p ∈ (1, ∞], then M f ∈ Lp (Rn ) and
kM f kp 6 Ap kf kp ,
n
where Ap = 3 p/(p − 1) + 1 for p ∈ (1, ∞) and A∞ = 1.
Proof. We first prove the second one, i.e., (ii). Denote
Eα = {x : M f (x) > α} ,
then from the definitions of M f and the supremum, for each x ∈ Eα and 0 <
ε < M f (x) − α, there exists aZr > 0 such that
1
m
(B(x, r)) B(x,r)
|f (y)|dy > M f (x) − ε > α.

We denote that ball B(x, r) by Bx that contains x. Therefore, for each Bx , we

3.2. Hardy-Littlewood maximal function - 69 -

have
m 1
Z
(Bx ) < |f (y)|dy. (3.7)
α Bx
Fix a compact subset K of Eα . Since K is covered by ∪x∈Eα Bx , by Heine-Borel
theorem,3 we may select a finite subcover of K, say K ⊂ N
S
`=1 B` . Lemma 3.1
guarantees the existence of a sub-collection Bj1 , · · · , Bjk of disjoint balls with
N k
m m
[ X
( B` ) 6 3n (Bji ). (3.8)
`=1 i=1
Since the balls Bj1 , · · · , Bjk are disjoint and satisfy (3.7) as well as (3.8), we find
that
N k k Z
m m m 3n X
[ X
(K) 6 ( B` ) 6 3n (Bji ) 6 |f (y)|dy
α B j
`=1 i=1 i=1 i

3n 3n
Z Z
= |f (y)|dy 6 |f (y)|dy.
α Ski=1 Bj α Rn
i
Since this inequality is true for all compact subsets K of Eα , the proof of the
weak type inequality (ii) for the maximal operator is complete.
The above proof also gives the proof of (i) for the case when p = 1. For the
case p = ∞, by Theorem 3.4, (i) and (iii) is true with A∞ = 1.
Now, by using the Marcinkiewicz interpolation theorem between L1 → L1,∞
and L∞ → L∞ , we can obtain simultaneously (i) and (iii) for the case p ∈ (1, ∞).

Now, we make some clarifying comments.
Remark 3.10. (1) The weak type estimate (ii) is the best possible for the distribution
function of M f , where f is an arbitrary function in L1 (Rn ).
Indeed, we replace |f (y)|dy in the definition of (3.3) by a Dirac measure
dµ
R whose total measure of one is concentrated at the origin. The integral
B(x,r) dµ = 1 only if the ball B(x, r) contains the origin; otherwise, it will be
zeros. Thus,
1
M (dµ)(x) = sup
r>0, 0∈B(x,r) (B(x,mr))
= (Vn |x|n )−1 ,

i.e., it reaches the supremum when r = |x|. Hence, the distribution function of

3
The Heine-Borel theorem reads as follows: A set K ⊂ Rn is closed and bounded if and only if
K is a compact set (i.e., every open cover of K has a finite subcover). In words, any covering of a
compact set by a collection of open sets contains a finite sub-covering. For the proof, one can see
the wiki: http://en.wikipedia.org/wiki/Heine%E2%80%93Borel_theorem.
- 70 - 3. The Maximal Function and Calderón-Zygmund Decomposition

M (dµ) is
m m
(M (dµ))∗ (α) = ({x : |M (dµ)(x)| > α}) = ( x : (Vn |x|n )−1 > α )


m m
= ( x : Vn |x|n < α−1 ) = (B(0, (Vn α)−1/n ))


−1
=Vn (Vn α) = 1/α.
But we can always find a sequence {fm (x)} of positive integrable functions,
whose L1 norm is each 1, and which converges weakly to the measure dµ. So
we cannot expect an estimate essentially stronger than the estimate (ii) in The-
orem 3.9, since, in the limit, a similar stronger version would have to hold for
M (dµ)(x).
(2) It is useful, for certain applications, to observe that
 
1
Ap = O , as p → 1.
p−1
In contrast with the case p > 1, when p = 1 the mapping f 7→ M f is not
bounded on L1 (Rn ). So the proof of the weak bound (ii) for M f requires a
less elementary arguments of geometric measure theory, like the Vitali covering
lemma. In fact, we have
Theorem 3.11. If f ∈ L1 (Rn ) is not identically zero, then M f is never integrable on
the whole of Rn , i.e., M f ∈
/ L1 (Rn ).
Proof. We can choose an N large enough such that
1
Z
|f (x)|dx > kf k1 .
B(0,N ) 2
n
Then, we take an x ∈ R such that |x| > N . Let r = 2(|x| + N ), we have
1 1
Z Z
M f (x) >
m (B(x, r)) B(x,r)
|f (y)|dy =
Vn (2(|x| + N ))n B(x,r)
|f (y)|dy

1 1
Z
> |f (y)|dy > kf k1
Vn (2(|x| + N ))n B(0,N ) 2Vn (2(|x| + N ))n
1
> kf k1 .
2Vn (4|x|)n
It follows that for sufficiently large |x|, we have
M f (x) > c|x|−n , c = (2Vn 4n )−1 kf k1 .
This implies that M f ∈ / L1 (Rn ). 
Moreover, even if we limit our consideration to any bounded subset of Rn ,
then the integrability of M f holds only if stronger conditions than the integra-
bility of f are required. In fact, we have
3.2. Hardy-Littlewood maximal function - 71 -

Theorem 3.12. Let E be a bounded subset of Rn . If f ln+ |f | ∈ L1 (Rn ) and supp f ⊂

E, then
m
Z Z
M f (x)dx 6 2 (E) + C |f (x)| ln+ |f (x)|dx,
E E
where ln+ t = max(ln t, 0).
Proof. By Theorem 2.16, it follows that
m({x ∈ E : M f (x) > 2α})dα
Z Z ∞
M f (x)dx =2
E 0

m({x ∈ E : M f (x) > 2α})dα

Z 1 Z ∞
=2 +
0 1

m m({x ∈ E : M f (x) > 2α})dα.

Z ∞
62 (E) + 2
1
Decompose f as f1 + f2 , where f1 = f χ{x:|f (x)|>α} and f2 = f − f1 . Then, by
Theorem 3.4, it follows that
M f2 (x) 6 kM f2 k∞ 6 kf2 k∞ 6 α,
which yields
{x ∈ E : M f (x) > 2α} ⊂ {x ∈ E : M f1 (x) > α}.
Hence,Z by Theorem 3.9, we have
m({x ∈ E : M f (x) > 2α})dα 6 m({x ∈ E : M f (x) > α})dα
∞ Z ∞
1
1 1
∞ max(1,|f (x)|)
1 dα
Z Z Z Z
6C |f (x)|dxdα 6 C |f (x)| dx
1 α {x∈E:|f (x)|>α} E 1 α
Z
=C |f (x)| ln+ |f (x)|dx.
E
This completes the proof. 
As a corollary of Theorem 3.9, we have the differentiability almost every-
where of the integral, expressed in (3.2).
Theorem 3.13 (Lebesgue differentiation theorem). If f ∈ Lp (Rn ), p ∈ [1, ∞], or
more generally if f is locally integrable (i.e., f ∈ L1loc (Rn )), then
1
Z
lim
r→0 m
(B(x, r)) B(x,r)
f (y)dy = f (x), for a.e. x. (3.9)

Proof. We first consider the case p = 1. It suffices to show that for each α > 0, the
set (   )
1
 Z 
Eα = x : lim sup 
m f (y)dy − f (x) > 2α
 
r→0  (B(x, r)) B(x,r) 
- 72 - 3. The Maximal Function and Calderón-Zygmund Decomposition

has measure zero, because this assertion then guarantees that the set E = ∞
S
k=1 E1/k
has measure zero, and the limit in (3.9) holds at all points of E . c

Fix α, since the continuous functions of compact support are dense in L1 (Rn ),
for each ε > 0 we may select a continuous function g of compact support with
kf − gk1 < ε. As we remarked earlier, the continuity of g implies that
1
Z
lim
r→0 m
(B(x, r)) B(x,r)
g(y)dy = g(x), for all x.

Since we may write the difference m(B(x,r))1

R
B(x,r) f (y)dy − f (x) as
1
Z

m (B(x, r)) B(x,r)

(f (y) − g(y))dy

1
Z
+
m
(B(x, r)) B(x,r)
g(y)dy − g(x) + g(x) − f (x),

we find that 
1
 Z 
lim sup 
m f (y)dy − f (x) 6 M (f − g)(x) + |g(x) − f (x)|.
 
r→0  (B(x, r)) B(x,r) 
Consequently, if
Fα = {x : M (f − g)(x) > α} and Gα = {x : |f (x) − g(x)| > α} ,
then Eα ⊂ Fα ∪ Gα , because if u1 and u2 are positive, then u1 + u2 > 2α only if
ui > α for at least one ui .
On the one hand, Tchebychev’s inequality4 yields
m 1
(Gα ) 6 kf − gk1 ,
α
and on the other hand, the weak type estimate for the maximal function gives
m
(Fα ) 6
3n
α
kf − gk1 .
Since the function g was selected so that kf − gk1 < ε, we get
m
(Eα ) 6
3n
ε+ ε=
1 3n + 1
ε.
α
m α α
Since ε is arbitrary, we must have (Eα ) = 0, and the proof for p = 1 is com-
pleted.
Indeed, the limit in the theorem is taken over balls that shrink to the point
x, so the behavior of f far from x is irrelevant. Thus, we expect the result to
4
Tchebychev inequality (also spelled as Chebyshev’s inequality): Suppose f > 0, and f is inte-
grable. If α > 0 and Eα = {x ∈ Rn : f (x) > α}, then

m
Z
1
(Eα ) 6 f dx.
α Rn
3.2. Hardy-Littlewood maximal function - 73 -

remain valid if we simply assume integrability of f on every ball. Clearly, the

conclusion holds under the weaker assumption that f is locally integrable.
For the remained cases p ∈ (1, ∞], we have by Hölder inequality, for any ball
B,
m
Z
0
|f (x)|dx 6 kf kLp (B) k1kLp0 (B) 6 (B)1/p kf kp .
B
Thus, f ∈ L1loc (Rn )
and then the conclusion is valid for p ∈ (1, ∞]. Therefore, we
complete the proof of the theorem. 
By the Lebesgue differentiation theorem, we have
Theorem 3.14. Let f ∈ L1loc (Rn ). Then
|f (x)| 6 M f (x), a.e. x ∈ Rn .
Combining with the maximal function theorem (i.e., Theorem 3.9), we get
Corollary 3.15. If f ∈ Lp (Rn ), p ∈ (1, ∞], then we have
kf kp 6 kM f kp 6 Ap kf kp .
As an application, we prove the (Gagliardo-Nirenberg-) Sobolev inequality
by using the maximal function theorem for the case 1 < p < n. We note that the
inequality also holds for the case p = 1 and one can see [Eva98, p.263-264] for
the proof.
Theorem 3.16 ((Gagliardo-Nirenberg-) Sobolev inequality). Let p ∈ (1, n) and
its Sobolev conjugate p∗ = np/(n − p). Then for f ∈ D(Rn ), we have
kf kp∗ 6 Ck∇f kp ,
where C depends only on n and p.

Proof. Since f ∈ D(Rn ), we have

∞
∂
Z
f (x) = − f (x + rz)dr,
0 ∂r
where z ∈ S n−1 . Integrating this over the whole unit sphere surface S n−1 yields
Z ∞
∂
Z Z
ωn−1 f (x) = f (x)dσ(z) = − f (x + rz)drdσ(z)
S n−1 S n−1 0 ∂r
Z Z ∞
=− ∇f (x + rz) · zdrdσ(z)
n−1
ZS∞ Z 0
=− ∇f (x + rz) · zdσ(z)dr.
0 S n−1
Changing variables y = x + rz, dσ(z) = r−(n−1) dσ(y), z = (y − x)/|y − x| and
- 74 - 3. The Maximal Function and Calderón-Zygmund Decomposition

r = |y − x|, we get
∞Z
y−x
Z
ωn−1 f (x) = − ∇f (y) · dσ(y)dr
0 ∂B(x,r) |y − x|n
y−x
Z
=− ∇f (y) · dy,
Rn |y − x|n
which implies that
1|∇f (y)|
Z
|f (x)| 6 dy.
ωn−1 Rn |y − x|n−1
R R R
We split this integral into two parts as Rn = B(x,r) + Rn \B(x,r) . For the first
part, we have
1 |∇f (y)|
Z
dy
ωn−1 B(x,r) |x − y|n−1
∞ Z
1 X |∇f (y)|
= n−1
dy
ωn−1 B(x,2 −k r)\B(x,2−k−1 r) |x − y|
k=0
∞ Z
1 X |∇f (y)|
6 −k−1 r)n−1
dy
ωn−1 B(x,2 −k r)\B(x,2−k−1 r) (2
k=0
∞
2−k r |∇f (y)|
X Z
6 2n−1 −k n−1 dy
nVn 2−k r B(x,2−k r) (2 r)
k=0
∞
1 X −k+n−1 1
Z
6
n
2
k=0
r
m
(B(x, 2−k r)) B(x,2−k r)
|∇f (y)|dy

n−1 ∞
2 X 2n
6 rM (∇f )(x) 2−k = rM (∇f )(x).
n n
k=0
For the second part, by Hölder inequality, we get for 1 < p < n
|∇f (y)|
Z
n−1
dy
Rn \B(x,r) |x − y|
Z !1/p Z !1/p0
0
6 |∇f (y)|p dy |x − y|(1−n)p dy
Rn \B(x,r) Rn \B(x,r)
 Z ∞ 1/p0
(1−n)p0 n−1
6 ωn−1 ρ ρ dρ k∇f kp
r
1/p0
(p − 1)ωn−1

= r1−n/p k∇f kp .
n−p
3.3. Calderón-Zygmund decomposition - 75 -
p/n
(p−1)(p−1)/n

nk∇f kp
Choose r = 1/n M (∇f )(x) satisfying
(n−p)(p−1)/n ωn−1 2p
 0
(p − 1)ωn−1 1/p 1−n/p

n
2n rM (∇f )(x) = r k∇f kp ,
ωn−1 n−p
then we get
|f (x)| 6 Ck∇f kp/n
p (M (∇f )(x))
1−p/n
.
Thus, by part (iii) in Theorem 3.9, we obtain for 1 < p < n
1−p/n
kf kp∗ 6Ck∇f kp/n
p kM (∇f )kp∗ (1−p/n)

=Ck∇f kp/n 1−p/n

p kM (∇f )kp 6 Ck∇f kp .
This completes the proof. 

3.3 Calderón-Zygmund decomposition

Applying Lebesgue differentiation theorem, we give a decomposition of Rn ,

called Calderón-Zygmund decomposition, which is extremely useful in har-
monic analysis.
Theorem 3.17 (Calderón-Zygmund decomposition of Rn ). Let f ∈ L1 (Rn ) and
α > 0. Then there exists a decomposition of Rn such that
(i) Rn = F ∪ Ω, F ∩ Ω = ∅.
(ii) |f (x)| 6 α for a.e. x ∈ F . S
(iii) Ω is the union of cubes, Ω = k Qk , whose interiors are disjoint and edges
parallel to the coordinate axes, and suchZthat for each Qk
1
α<
m(Qk ) Qk
|f (x)|dx 6 2n α. (3.10)

(0)
Proof. We decompose Rn into a mesh of equal cubes Qk (k = 1, 2, · · · ), whose
interiors are disjoint and edges parallel to the coordinate axes, and whose com-
mon diameter is so large that
1
Z

m (0)
|f (x)|dx 6 α, (3.11)
(Qk ) Q(0)k

since f ∈ L1 .
(0) (1)
Split each Qk into 2n congruent cubes. These we denote by Qk , k =
1, 2, · · · . There are two possibilities:
1 1
Z Z

m m
either (1)
|f (x)|dx 6 α, or (1)
|f (x)|dx > α.
(Qk ) Q(1)k (Qk ) Q(1)
k
- 76 - 3. The Maximal Function and Calderón-Zygmund Decomposition
(1) (2)
In the first case, we split Qk again into 2n congruent cubes to get Qk (k =
1, 2, · · · ). In the secondZcase, we have
1 1
Z
|f (x)|dx 6 2n α
m m
α< (1)
|f (x)|dx 6
(Qk ) Q(1) 2−n (Q(0) ) Q(0)
k k̃
k̃
(1) (0) (1)
in view of (3.11) where Qk is split from Qk̃ , and then we take Qk as one of
the cubes Qk .
(j)
/ Ω =: ∞
S
A repetition of this argument shows that if x ∈ k=1 Qk then x ∈ Qkj
(j = 0, 1, 2, · · · ) for which
m 1
Z
(j)

m
(Qkj ) → 0 as j → ∞, and (j)
|f (x)|dx 6 α (j = 0, 1, · · · ).
(Qkj ) Qk(j)j
Thus |f (x)| 6 α a.e. x ∈ F = Ωc
by a variation of the Lebesgue differentiation
theorem. Thus, we complete the proof. 
We now state an immediate corollary.
Corollary 3.18. Suppose f , α, F , Ω and Qk have the same meaning as in Theorem
3.17. Then there exists two constants A and B (depending only on the dimension n),
such that (i) and (ii) of Theorem 3.17 hold and
m A
(a) (Ω) 6 kf k1 ,
Zα
1
(b)
m(Qk ) Qk
|f |dx 6 Bα.

Proof. In fact, by (3.10) we can take B = 2nZ, and also because of (3.10)
m m 1 1
X
(Ω) = (Qk ) < |f (x)|dx 6 kf k1 .
α Ω α
k
This proves the corollary with A = 1 and B = 2n . 
It is possible however to give another proof of this corollary without using
Theorem 3.17 from which it was deduced, but by using the maximal function
theorem (Theorem 3.9) and also the theorem about the decomposition of an ar-
bitrary open set as a union of disjoint cubes. This more indirect method of proof
has the advantage of clarifying the roles of the sets F and Ω into which Rn was di-
vided.
Another proof of the corollary. We know that in F , |f (x)| 6 α, but this fact does
not determine F . The set F is however determined, in effect, by the fact that the
maximal function satisfies M f (x) 6 α on it. So we choose F = {x : M f (x) 6 α}
and Ω = Eα = {x : M f (x) > α}. Then by Theorem 3.9, part (ii) we know that
m n
(Ω) 6 3α kf k1 . Thus, we can take A = 3n .
3.3. Calderón-Zygmund decomposition - 77 -

Since by definition F S is closed, we can choose cubes Qk according to The-

orem 3.2, such that Ω = k Qk , and whose diameters are approximately pro-
portional to their distances from F . Let Qk then be one of these cubes, and pk a
point of F such that
dist (F, Qk ) = dist (pk , Qk ).
Let Bk be the smallest ball whose center is pk and which contains the interior
of Qk . Let us set
m
(Bk )
γk =
m
(Qk )
.
We have, because pk ∈ {x : M f (x) Z 6 α}, that
1 1
Z
α > M f (pk ) >
m(Bk ) Bk
|f (x)|dx >
m
γk (Qk ) Qk
|f (x)|dx.
Thus, we can take a upper bound of γk as the value of B.
The elementary geometry and the inequality (iii) of Theorem 3.2 then show
that
radius(Bk ) 6 dist (pk , Qk ) + diam (Qk ) = dist (F, Qk ) + diam (Qk )
6(c2 + 1) diam (Qk ),
and so
m(B ) =V (radius(B ))
k n k
n
6 Vn (c2 + 1)n ( diam (Qk ))n
m
=Vn (c2 + 1)n nn/2 (Qk ),
m √
since (Qk ) = ( diam (Qk )/ n)n . Thus, γk 6 Vn (c2 + 1)n nn/2 for all k. Thus, we
complete the proof with A = 3n and B = Vn (c2 + 1)n nn/2 . 

Remark 3.19. Theorem 3.17 may be used to give another proof of the fundamen-
tal inequality for the maximal function in part (ii) of Theorem 3.9. (See [Ste70,
§5.1, p.22–23] for more details.)
The Calderón-Zygmund decomposition is a key step in the real-variable
analysis of singular integrals. The idea behind this decomposition is that it is
often useful to split an arbitrary integrable function into its “small” and “large”
parts, and then use different techniques to analyze each part.
The scheme is roughly as follows. Given a function f and an altitude α, we
write f = g + b, where g is called the good function of the decomposition since
it is both integrable and bounded; hence the letter g. The function b is called the
bad function since it contains the singular part of f (hence the letter b), but it is
carefully chosen to have mean value zero. To obtain the decomposition f = g+b,
one might be tempted to “cut” f at the height α; however, this is not what works.
- 78 - 3. The Maximal Function and Calderón-Zygmund Decomposition

Instead, one bases the decomposition on the set where the maximal function of
f has height α.
Indeed, the Calderón-Zygmund decomposition on Rn may be used to de-
duce the Calderón-Zygmund decomposition on functions. The later is a very
important tool in harmonic analysis.
Theorem 3.20 (Calderón-Zygmund decomposition for functions). Let f ∈
L1 (Rn ) and α > 0. Then there exist functions g and b on Rn such that f = g + b
and
(i) kgk1 6 kf n
Pk1 and kgk∞ 6 2 α.
(ii) b = j bj , where each bj is supported in a dyadic cube Qj satisfying
R
Qj bj (x)dx = 0 and kbj k1 6 2 m
n+1 α (Q ). Furthermore, the cubes Q and Q have
j j k
disjoint interiors when j 6
= k.
m
(iii) j (Qj ) 6 α−1 kf k1 .
P

Proof. Applying Corollary 3.18 (with A = 1 and B = 2n ), we have

1) Rn = F ∪ Ω, F ∩ Ω = ∅;
2) |f (x)| 6 α, a.e. x ∈ F ;
3) Ω = ∞
S
j=1 QjR , with the interiors of the Qj mutually disjoint;
−1 1 n
R
4) m(Ω) 6 α Rn |f (x)|dx, and α < m(Qj ) Qj |f (x)|dx 6 2 α.
Now define !
1
Z

P
bj = f −
m (Qj ) Qj
f dx χQj ,

b = j bj and g = f − b. Consequently,
 
m
Z Z  1 Z 
|bj |dx 6
m
|f (x)|dx + (Qj )  f (x)dx
 
Qj Qj  (Q j ) Qj 

m
Z
62 |f (x)|dx 6 2n+1 α (Qj ),
Qj
m
which proves kbj k1 6 2n+1 α (Qj ).
Next, we need to obtain the estimates on g. Write Rn = ∪j Qj ∪ F , where
R closed set obtained by Corollary 3.18. Since b = 0 on F and f − bj =
F is the
m(Qj ) Qj f (x)dx, we have 
1

 f,
 on F,
g= 1
Z
(3.12)

m
 (Q )
j Qj
f (x)dx, on Qj .

On the cube Qj , g is equal to the constant m(Q

1
R
j ) Qj
f (x)dx, and this is bounded
3.3. Calderón-Zygmund decomposition - 79 -

by 2n α by 4). Then by 2), we can get kgk∞ 6 2n α. Finally, it follows from (3.12)
that kgk1 6 kf k1 . This completes the proof. 
As an application of Calderón-Zygmund decomposition and Marcinkiewicz
interpolation theorem, we now prove the weighted estimates for the Hardy-
Littlewood maximal function.
Theorem 3.21 (Weighted inequality for Hardy-Littlewood maximal function).
For p ∈ (1, ∞), there exists a constant C = Cn,p such that, for any nonnegtive measur-
able function ϕ(x)Zon Rn , we have the inequality
Z
(M f (x))p ϕ(x)dx 6 C |f (x)|p M ϕ(x)dx. (3.13)
Rn Rn

Proof. Except when M ϕ(x) = ∞ a.e., in which case (3.13) holds trivially, M ϕ is
the density of a positive measure µ. Thus, we may assume that M ϕ(x) < ∞ a.e.
x ∈ Rn and M ϕ(x) > 0. If we denote
dµ(x) = M ϕ(x)dx and dν(x) = ϕ(x)dx,
then by the Marcinkiewicz interpolation theorem in order to get (3.13), it suffices
to prove that M is both of type (L∞ (µ), L∞ (ν)) and of weak type (L1 (µ), L1 (ν)).
Let us first show that M is of type (L∞ (µ), L∞ (ν)). In fact, if kf kL∞ (µ) 6 α,
then Z
M ϕ(x)dx = µ({x ∈ Rn : |f (x)| > α}) = 0.

m
{x∈Rn :|f (x)|>α}
Since M ϕ(x) > 0 for any x ∈ Rn , we have ({x ∈ Rn : |f (x)| > α}) = 0,
equivalently, |f (x)| 6 α a.e. x ∈ Rn . Thus, M f (x) 6 α a.e. x ∈ Rn and this
follows kM f kL∞ (ν) 6 α. Therefore, kM f kL∞ (ν) 6 kf kL∞ (µ) .
Before proving that M is also of weak type (L1 (µ), L1 (ν)), we give the fol-
lowing lemma.
Lemma 3.22. Let f ∈ L1 (Rn ) and α > 0. If the sequence {Qk } of cubes is chosen from
the Calderón-Zygmund decomposition of Rn for f and α > 0, then
[
{x ∈ Rn : M 0 f (x) > 7n α} ⊂ Q∗k ,
k
where Q∗k = 2Qk . Then we have
m({x ∈ R m(Q ).
X
n
: M 0 f (x) > 7n α}) 6 2n k
k
S ∗
Proof. Suppose that x ∈
/ kSQk . Then there are two cases for any cube Q with the
n
center x. If Q ⊂ F := R \ k Qk , then
1
Z

(Q) Q m
|f (x)|dx 6 α.
- 80 - 3. The Maximal Function and Calderón-Zygmund Decomposition

If Q ∩ Qk 6= ∅ for some k, then it is easy to check that Qk ⊂ 3Q, and

[
{Qk : Qk ∩ Q 6= ∅} ⊂ 3Q.
k
Hence, we have
Z Z Z
X
|f (x)|dx 6 |f (x)|dx + |f (x)|dx
Q Q∩F Qk ∩Q6=∅ Qk

m 2 αm(Q )
X
n
6α (Q) + k
Qk ∩Q6=∅

6αm(Q) + 2 αm(3Q) n

67 αm(Q).
n

M 0 f (x) / k Q∗k , and it yields that

6 7n α for any x ∈
S
Thus we know that

m m m
!
[ X
n 0 n ∗
({x ∈ R : M f (x) > 7 α}) 6 Qk = 2n (Qk ).
k k
We complete the proof of the lemma. 
Let us return to the proof of weak type (L1 (µ), L1 (ν)).
We need to prove that
there exists a constant C such that for any α > 0 and f ∈ L1 (µ)
Z
ϕ(x)dx =ν({x ∈ Rn : M f (x) > α})
{x∈Rn :M f (x)>α}
(3.14)
C
Z
6 |f (x)|M ϕ(x)dx.
α Rn
We may assume that f ∈ L1 (Rn ). In fact, if we take f` = |f |χB(0,`) , then
f` ∈ L1 (Rn ), 0 6 f` (x) 6 f`+1 (x) for x ∈ Rn and ` = 1, 2, · · · . Moreover,
lim`→∞ f` (x) = |f (x)| and
[
{x ∈ Rn : M f (x) > α} = {x ∈ Rn : M f` (x) > α}.
`
By the pointwise equivalence of M and M 0 , there exists cn > 0 such that
M f (x) 6 cn M 0 f (x) for all x ∈ Rn . Applying the Calderón-Zygmund decompo-
sition on Rn for f and α0 = α/(cn 7n ),Zwe get a sequence {Qk } of cubes satisfying
1
α0 <
m
(Qk ) Qk
|f (x)|dx 6 2n α0 .
00
By Lemma 3.22 and Z the pointwise equivalence of M and M , we have that
ϕ(x)dx
{x∈Rn :M f (x)>α}
Z
6 ϕ(x)dx
{x∈Rn :M 0 f (x)>7n α0 }
3.3. Calderón-Zygmund decomposition - 81 -
Z XZ
6 ϕ(x)dx 6 ϕ(x)dx
Q∗k Q∗k
S
k k
! 
1 1
Z Z

m
X
6 ϕ(x)dx |f (y)|dy
(Qk ) Q∗k α0 Qk
k
!
cn 7n XZ 2n
Z
=
α
k Qk
|f (y)|
m(Q∗k ) Q∗k
ϕ(x)dx dy

cn 14n X
Z
6 |f (y)|M 00 ϕ(y)dy
α Qk
k
C
Z
6 |f (y)|M ϕ(y)dy.
α Rn
Thus, M is of weak type (L1 (µ), L1 (ν)), and the inequality can be obtained by
applying the Marcinkiewicz interpolation theorem. 
 IV
SINGULAR INTEGRALS

Contents
4.1. Harmonic functions and Poisson equation . . . . . . . . 83
4.2. Poisson kernel and Hilbert transform . . . . . . . . . . 89
4.3. The Calderón-Zygmund theorem . . . . . . . . . . . 103
4.4. Truncated integrals . . . . . . . . . . . . . . . . 105
4.5. Singular integral operators commuted with dilations . . . . 110
4.6. The maximal singular integral operator . . . . . . . . . 117
4.7. *Vector-valued analogues . . . . . . . . . . . . . . 122

4.1 Harmonic functions and Poisson equation

Among the most important of all PDEs are undoubtedly Laplace equation
∆u = 0 (4.1)
and Poisson equation
−∆u = f. (4.2)
In both (4.1) and (4.2), x ∈ Ω and the unknown is u : Ω̄ → R, u = u(x),
where Ω ⊂ Rn is a given open set. In (4.2), P
the function f : Ω → R is also given.
Remember that the Laplacian of u is ∆u = nk=1 ∂x2k u.

Definition 4.1. A C 2 function u satisfying (4.1) is called a harmonic function.

Now, we derive a fundamental solution of Laplace’s equation. One good

strategy for investigating any PDEs is first to identify some explicit solutions and
then, provided the PDE is linear, to assemble more complicated solutions out of
the specific ones previously noted. Furthermore, in looking for explicit solutions
it is often wise to restrict attention to classes of functions with certain symmetry
83
- 84 - 4. Singular Integrals

properties. Since Laplace equation is invariant under rotations, it consequently

seems advisable to search first for radial solutions, that is, functions of r = |x|.
Let us therefore attempt to find a solution u of Laplace equation (4.1) in Ω = Rn ,
having the form
u(x) = v(r),
where r = |x| and v is to be selected (if possible) so that ∆u = 0 holds. First note
for k = 1, · · · , n that
∂r xk
= , x 6= 0.
∂xk r
We thus have
x2k 1 x2k
 
0 xk 2 00 0
∂xk u = v (r) , ∂xk u = v (r) 2 + v (r) − 3
r r r r
for k = 1, · · · , n, and so
n−1 0
∆u = v 00 (r) + v (r).
r
Hence ∆u = 0 if and only if
n−1 0
v 00 + v = 0. (4.3)
r
If v 0 6= 0, we deduce
v 00 1−n
(ln v 0 )0 = 0 = ,
v r
0 a
and hence v (r) = rn−1 for some constant a. Consequently, if r > 0, we have

 b ln r + c, n = 2,
v(r) =
 b + c, n > 3,
rn−2
where b and c are constants.
These considerations motivate the following

Definition 4.2. The function 

1
−
 ln |x|, n = 2,
2π
Φ(x) := 1 1 (4.4)

 , n > 3,
n(n − 2)Vn |x|n−2
defined for x ∈ Rn , x 6= 0, is the fundamental solution of Laplace equation.

The reason for the particular choices of the constants in (4.4) will be apparent
in a moment.
We will sometimes slightly abuse notation and write Φ(x) = Φ(|x|) to em-
phasize that the fundamental solution is radial. Observe also that we have the
4.1. Harmonic functions and Poisson equation - 85 -

estimates
C C
|∇Φ(x)| 6 , |∇2 Φ(x)| 6 , (x 6= 0) (4.5)
|x|n−1 |x|n
for some constant C > 0.
By construction, the function x 7→ Φ(x) is harmonic for x 6= 0. If we shift the
origin to a new point y, the PDE (4.1) is unchanged; and so x 7→ Φ(x − y) is also
harmonic as a function of x for x 6= y. Let us now take f : Rn → R and note that
the mapping x 7→ Φ(x − y)f (y) (x 6= y) is harmonic for each point y ∈ Rn , and
thus so is the sum of finitely many such expression built for different points y.
This reasoning might suggest that the convolution
1
 Z
 2π 2 (ln |x − y|)f (y)dy,
− n = 2,
Z 

R
u(x) = Φ(x − y)f (y)dy = (4.6)
1 f (y)
Z
Rn
dy, n > 3


n(n − 2)Vn Rn |x − y|n−2


would solve Laplace equation (4.1). However, this is wrong: we cannot just com-
pute
Z
∆u(x) = ∆x Φ(x − y)f (y)dy = 0. (4.7)
Rn
Indeed, as intimated by estimate (4.5), ∆Φ(x − y) is not summable near the sin-
gularity at y = x, and so the differentiation under the integral sign above is
unjustified (and incorrect). We must proceed more carefully in calculating ∆u.
Let us for simplicity now assume f ∈ Cc2 (Rn ), that is, f is twice continuously
differentiable, with compact support.
Theorem 4.3 (Solving Poisson equation). Let f ∈ Cc2 (Rn ), define u by (4.6). Then
u ∈ C 2 (Rn ) and −∆u = f in Rn .
We consequently see that (4.6) provides us with a formula for a solution of
Poisson’s equation (4.2) in Rn .
Proof. Step 1: To show u ∈ C 2 (Rn ). We have
Z Z
u(x) = Φ(x − y)f (y)dy = Φ(y)f (x − y)dy,
Rn Rn
hence
u(x + hek ) − u(x) f (x + hek − y) − f (x − y)
Z  
= Φ(y) dy,
h Rn h
where h 6= 0 and ek = (0, · · · , 1, · · · , 0), the 1 in the k th -slot. But
f (x + hek − y) − f (x − y) ∂f
→ (x − y)
h ∂xk
- 86 - 4. Singular Integrals

uniformly on Rn as h → 0, and thus

∂u ∂f
Z
(x) = Φ(y) (x − y)dy, k = 1, · · · , n.
∂xk Rn ∂xk
Similarly,
∂2u ∂2f
Z
(x) = Φ(y) (x − y)dy, k, j = 1, · · · , n. (4.8)
∂xk ∂xj Rn ∂xk ∂xj
As the expression on the r.h.s. of (4.8) is continuous in the variable x, we see that
u ∈ C 2 (Rn ).
Step 2: To prove the second part. Since Φ blows up at 0, we will need for sub-
sequent calculations to isolate this singularity inside a small ball. So fix ε > 0.
Then
Z Z
∆u(x) = Φ(y)∆x f (x − y)dy + Φ(y)∆x f (x − y)dy =: Iε + Jε .
B(0,ε) Rn \B(0,ε)
(4.9)
Now
Cε2 (1 + | ln ε|), n = 2,
Z (
|Iε | 6 Ck∆f k∞ |Φ(y)|dy 6 (4.10)
B(0,ε) Cε2 , n > 3,
since
Z Z ε  Z ε 
2 ε
| ln |y||dy = − 2π r ln rdr = −π r ln r|0 − rdr
B(0,ε) 0 0
= − π(ε ln ε − ε2 /2)
2

π
=πε2 | ln ε| + ε2 ,
2
for ε ∈ (0, 1] and n = 2 by an integration by parts.
An integration by parts yields
Z
Jε = Φ(y)∆x f (x − y)dy
Rn \B(0,ε)
∂f
Z Z
= Φ(y) (x − y)dσ(y) − ∇Φ(y) · ∇y f (x − y)dy (4.11)
∂B(0,ε) ∂ν Rn \B(0,ε)
=:Kε + Lε ,
where ν denotes the inward pointing unit normal along ∂B(0, ε). We readily
4.1. Harmonic functions and Poisson equation - 87 -

check Z Z
|Kε | 6k∇f k∞ |Φ(y)|dσ(y) 6 C|Φ(ε)| dσ(y) = C|Φ(ε)|εn−1
∂B(0,ε) ∂B(0,ε)
(
Cε| ln ε|, n = 2,
6
Cε, n > 3,
(4.12)
since Φ(y) = Φ(|y|) = Φ(ε) on ∂B(0, ε) = {y ∈ Rn
: |y| = ε}.
We continue by integrating by parts once again in the term Lε , to discover
∂Φ
Z Z
Lε = − (y)f (x − y)dσ(y) + ∆Φ(y)f (x − y)dy
∂B(0,ε) ∂ν Rn \B(0,ε)
∂Φ
Z
=− (y)f (x − y)dσ(y),
∂B(0,ε) ∂ν
since Φ is harmonic away from the origin. Now, ∇Φ(y) = − nV1 n |y|yn for y 6= 0
and ν = −y y ∂Φ 1
|y| = − ε on ∂B(0, ε). Consequently, ∂ν (y) = ν · ∇Φ(y) = nVn εn−1 on
∂B(0, ε). Since nVn εn−1 is the surface area of the sphere ∂B(0, ε), we have
1
Z
Lε = − f (x − y)dσ(y)
nVn εn−1 ∂B(0,ε)
(4.13)
1
Z
=−
m(∂B(x, ε)) ∂B(x,ε)
f (y)dσ(y) → −f (x) as ε → 0.

by Lebesgue differentiation theorem.

Combining now (4.9)-(4.13) and letting ε → 0, we find that −∆u(x) = f (x),
as asserted. 

Remark 4.4. We sometimes write

−∆Φ = δ0 in Rn ,
where δ0 denotes the Dirac measure on Rn giving unit mass to the point 0.
Adopting this notation,
Z we may formally compute
Z
−∆u(x) = −∆x Φ(x − y)f (y)dy = δx f (y)dy = f (x), x ∈ Rn ,
Rn Rn
in accordance with Theorem 4.3. This corrects the erroneous calculation (4.7).

Consider now an open set Ω ⊂ Rn and suppose u is a harmonic function

within Ω. We next derive the important mean-value formulas, which declare
that u(x) equals both the average of u over the sphere ∂B(x, r) and the average
of u over the entire ball B(x, r), provided B(x, r) ⊂ Ω.
- 88 - 4. Singular Integrals

Theorem 4.5 (Mean-value formula for harmonic functions). If u ∈ C 2 (Ω) is

Z r) ⊂ Ω,
harmonic, then for each ball B(x,
1 1
Z
u(x) =
m
(∂B(x, r)) ∂B(x,r)
u(y)dσ(y) =
(B(x, r)) B(x,r) m
u(y)dy.

Proof. Denote
1 1
Z Z
f (r) =
m (∂B(x, r)) ∂B(x,r)
u(y)dσ(y) =
ωn−1 S n−1
u(x + rz)dσ(z).

Obviously,
n
1 1 ∂u
Z X Z
f 0 (r) = ∂xj u(x + rz)zj dσ(z) = (x + rz)dσ(z),
ωn−1 S n−1 j=1 ωn−1 S n−1 ∂ν
∂
where ∂ν denotes the differentiation w.r.t. the outward normal. Thus, by changes
of variable
1 ∂u
Z
0
f (r) = n−1
(y)dσ(y).
ωn−1 r ∂B(x,r) ∂ν
By Stokes theorem, we get
1
Z
f 0 (r) = ∆u(y)dy = 0.
ωn−1 rn−1 B(x,r)
Thus f (r) = const. Since limr→0 f (r) = u(x), hence, f (r) = u(x).
Next, observe that our employing polar coordinates gives, by the first iden-
tity proved just now, that

m
Z Z r Z ! Z r
u(y)dy = u(y)dσ(y) ds = (∂B(x, s))u(x)ds
B(x,r) 0 ∂B(x,s) 0
Z r
=u(x) nVn sn−1 ds = Vn rn u(x).
0
This completes the proof. 
Theorem 4.6 (Converse to mean-value property). If u ∈ C 2 (Ω) satisfies
1
Z
u(x) =
m
(∂B(x, r)) ∂B(x,r)
u(y)dσ(y)

for each ball B(x, r) ⊂ Ω, then u is harmonic.

Proof. If ∆u 6≡ 0, then there exists some ball B(x, r) ⊂ Ω such that, say, ∆u > 0
within B(x, r). But then for f as above, Z
1
0 = f 0 (r) = n−1 ∆u(y)dy > 0,
r ωn−1 B(x,r)
is a contradiction. 
4.2. Poisson kernel and Hilbert transform - 89 -

4.2 Poisson kernel and Hilbert transform

We shall now introduce a notation that will be indispensable in much of

our further work. Indeed, we have shown some properties of Poisson kernel
in Chapter 1. The setting for the application of this theory will be as follows.
We shall think of Rn as the boundary hyperplane of the (n + 1) dimensional
upper-half space Rn+1 . In coordinate notation,
Rn+1
+ = {(x, y) : x ∈ Rn , y > 0} .
We shall consider the Poisson integral of a function f given on Rn . This Pois-
son integral is effectively the solution to the Dirichlet Problem for Rn+1
+ : find a
harmonic function u(x, y) on Rn+1+ , whose boundary values on Rn (in the appro-

priate sense) are f (x), that is

(
∆x,y u(x, y) = 0, (x, y) ∈ Rn+1
+ ,
n (4.14)
u(x, 0) = f, x ∈ R .
The formal solution of this problem can be given neatly in the context of the
L2 theory.
In fact, let f ∈ L2 (Rn ), and consider
 n Z
|ω|
u(x, y) = eωiξ·x e−|ωξ|y fˆ(ξ)dξ, y > 0. (4.15)
2π Rn
This integral converges absolutely (cf. Theorem 1.15), because fˆ ∈ L2 (Rn ), and
e−|ωξ|y is rapidly decreasing in |ξ| for y > 0. For the same reason, the integral
above may be differentiated w.r.t. x and y any number of times by carrying out
the operation under the sign of integration. This gives
n
∂2u X ∂2u
∆x,y u = + = 0,
∂y 2 ∂x2k
k=1
because the factor eωiξ·x e−|ωξ|y satisfies this property for each fixed ξ. Thus,
u(x, y) is a harmonic function on Rn+1 + .
By Theorem 1.15, we get that u(x, y) → f (x) in L2 (Rn ) norm, as y → 0. That
is, u(x, y) satisfies the boundary condition and so u(x, y) structured above is a
solution for the above Dirichlet problem.
This solution of the problem can also be written without explicit use of the
Fourier transform. For this purpose, we define the Poisson kernel Py (x) := P (x, y)
by
 n Z
|ω|
Py (x) = eωiξ·x e−|ωξ|y dξ = (F −1 e−|ωξ|y )(x), y > 0. (4.16)
2π R n
- 90 - 4. Singular Integrals

Then the function u(x, y) obtained above can be written as a convolution

Z
u(x, y) = Py (z)f (x − z)dz, (4.17)
Rn
as the same as in Theorem 1.15. We shall say that u is the Poisson integral of f .
For convenience, we recall (1.12) and (1.10) as follows.
Proposition 4.7. The Poisson kernel has the following explicit expression:
cn y Γ((n + 1)/2)
Py (x) = n+1 , cn = n+1 . (4.18)
2 2
(|x| + y ) 2 π 2

Remark 4.8. We list the properties of the Poisson kernel that are now more or less
evident:
(i) Py (x) > 0 for y > 0.
cy (ξ) = e−|ωξ|y by
R
(ii) Rn Py (x)dx = P cy (0) = 1, y > 0; more generally, P
Lemma 1.14 and Corollary 1.23, respectively.
(iii) Py (x) is homogeneous of degree −n: Py (x) = y −n P1 (x/y), y > 0.
(iv) Py (x) is a decreasing function of |x|, and Py ∈ Lp (Rn ), 1 6 p 6 ∞.
Indeed, by changes of variables, we have for 1 6 p < ∞
Z  p
p p y
kPy kp =cn dx
Rn (|x|2 + y 2 )(n+1)/2
1
Z
x=yz p −n(p−1)
== cn y 2 p(n+1)/2
dz
Rn (1 + |z| )
Z ∞
z=rz 0 p −n(p−1) 1
== cn y ωn−1 2 p(n+1)/2
rn−1 dr
0 (1 + r )
Z 1 Z ∞ 
p −n(p−1) n−1−p(n+1)
6cn y ωn−1 dr + r dr
0 1
 
p −n(p−1) 1
6cn y ωn−1 1 + .
p(n + 1) − n
For p = ∞, it is clear that kPy (x)k∞ = cn y −n .
(v) Suppose f ∈ Lp (Rn ), 1 6 p 6 ∞, then its Poisson integral u, given by
(4.17), is harmonic in Rn+1 + . This is a simple consequence of the fact that Py (x) is
harmonic in Rn+1 + ; the latter is immediately derived from (4.16).
(vi) We have the “semi-group property” Py1 ∗ Py2 = Py1 +y2 if y1 , y2 > 0 in
view of Corollary 1.24.

The boundary behavior of Poisson integrals is already described to a signifi-

cant extension by the following theorem.
4.2. Poisson kernel and Hilbert transform - 91 -

Theorem 4.9. Suppose f ∈ Lp (Rn ), 1 6 p 6 ∞, and let u(x, y) be its Poisson

integral. Then
(a) supy>0 |u(x, y)| 6 M f (x), where M f is the maximal function.
(b) limy→0 u(x, y) = f (x), for almost every x.
(c) If p < ∞, u(x, y) converges to f (x) in Lp (Rn ) norm, as y → 0.
The theorem will now be proved in a more general setting, valid for a large
class of approximations to the identity.
Let ϕ be an integrable function on Rn , and set ϕε (x) = ε−n ϕ(x/ε), ε > 0.
Theorem 4.10. Suppose that the least decreasingR radial majorant of ϕ is integrable; i.e.,
let ψ(x) = sup|y|>|x| |ϕ(y)|, and we suppose Rn ψ(x)dx = A < ∞. Then with the
same A,
(a) supε>0 |(f ∗ ϕRε )(x)| 6 AM f (x), f ∈ Lp (Rn ), 1 6 p 6 ∞.
(b) If in addition Rn ϕ(x)dx = 1, then limε→0 (f ∗ ϕε )(x) = f (x) almost every-
where.
(c) If p < ∞, then kf ∗ ϕε − f kp → 0, as ε → 0.
Proof. For the part (c), we have shown in Theorem 1.15.
Next, we prove assertion (a). We have already considered a special case of
1
(a) in Chapter 3, with ϕ = m(B) χB . The point of the theorem is to reduce matters
to this fundamental special case.
With a slight abuse of notation, let us write ψ(r) = ψ(x), if |x| = r; it should
cause no confusionR since ψ(x) is anyway radial. Now observe that ψ(r) is de-
creasing and then r/26|x|6r ψ(x)dx > ψ(r) r/26|x|6r dx = cψ(r)rn . Therefore
R

the assumption ψ ∈ L1 proves that rn ψ(r) → 0 as r → 0 or r → ∞. To prove (a),

we need to show that
(f ∗ ψε )(x) 6 AM f (x), (4.19)
p n
R
where f > 0, f ∈ L (R ), ε > 0 and A = Rn ψ(x)dx.
Since (4.19) is clearly translation invariant w.r.t f and also dilation invariant
w.r.t. ψ and the maximal function, it suffices to show that
(f ∗ ψ)(0) 6 AM f (0). (4.20)
In proving (4.20), we may clearly Rassume that M f (0) < ∞. Let us write
λ(r) = S n−1 f (rx0 )dσ(x0 ), and Λ(r) = |x|6r f (x)dx, so
R
Z rZ Z r
0 0 n−1
Λ(r) = f (tx )dσ(x )t dt = λ(t)tn−1 dt, i.e., Λ0 (r) = λ(r)rn−1 .
0 S n−1 0
We have Z Z ∞ Z
(f ∗ ψ)(0) = f (x)ψ(x)dx = r n−1
f (rx0 )ψ(r)dσ(x0 )dr
Rn 0 S n−1
- 92 - 4. Singular Integrals
Z ∞ Z N
= rn−1 λ(r)ψ(r)dr = lim λ(r)ψ(r)rn−1 dr
ε→0
0 N →∞ ε
Z N  Z N 
0
= lim Λ (r)ψ(r)dr = lim − [Λ(r)ψ(r)]N
Λ(r)dψ(r) .
ε
ε→0 ε→0
ε ε
RN →∞ N →∞

Since Λ(r) = |x|6r f (x)dx 6 Vn rn M f (0), and the fact rn ψ(r) → 0 as r → 0 or

r → ∞, we have
0 6 lim Λ(N )ψ(N ) 6 Vn M f (0) lim N n ψ(N ) = 0,
N →∞ N →∞
which implies limN →∞ Λ(N )ψ(N ) = 0 and similarly limε→0 Λ(ε)ψ(ε) = 0. Thus,
by integration by parts, we have
Z ∞ Z ∞
(f ∗ ψ)(0) = Λ(r)d(−ψ(r)) 6 Vn M f (0) rn d(−ψ(r))
0 0
Z ∞ Z
n−1
=nVn M f (0) ψ(r)r dr = M f (0) ψ(x)dx,
0 Rn
since ψ(r) is decreasing which implies ψ 0 (r)
6 0, and nVn = ωn−1 . This proves
(4.20) and then (4.19).
Finally, we prove (b) in a familiar way as follows. First, we can verify that if
f1 ∈ Cc , then (f1 ∗ ϕε )(x) → f1 (x) uniformly as ε → 0 (cf. Theorem 1.15). Next
we can deal with the case f ∈ Lp (Rn ), 1 6 p < ∞, by writing f = f1 + f2 with
f1 as described and with kf2 kp small. The argument then follows closely that
given in the proof of Theorem 3.13 (the Lebesgue differentiation theorem). Thus
we get that limε→0 f ∗ ϕε (x) exists almost everywhere and equals f (x).
To deal with the remaining case, that of bounded f , we fix any ball B =
B(x0 , r), and set ourselves the task of showing that
lim (f ∗ ϕε )(x) = f (x), for almost every x ∈ B.
ε→0
Let B1 be any other ball which strictly contains B and the origin {0} satisfy-
ing δ > |x0 | + r where c
 δ = dist (B, B1 ) is the distance from B to the complement
f (x), x ∈ B1 ,
of B1 . Let f1 (x) = ; f (x) = f1 (x) + f2 (x). Then, f1 ∈ L1 (Rn ),
0, x∈/ B1 ,
and so the appropriate Z conclusion holds for  it.Z However, for x ∈ B,
 
|(f2 ∗ ϕε )(x)| =  f2 (x − y)ϕε (y)dy  6 |f2 (x − y)||ϕε (y)|dy
Rn |x−y|>δ>0
Z
6kf k∞ |ϕ(y)|dy → 0, as ε → 0.
|y|>(δ−|x|)/ε>0
Thus, we complete the proof. 
Proof of Theorem 4.9. Theorem 4.10 then applies directly to prove Theorem 4.9,
4.2. Poisson kernel and Hilbert transform - 93 -

because of properties (i)–(iv) of the Poisson kernel in the case ϕ(x) = ψ(x) =
P1 (x). 
There are also some variants of the result of Theorem 4.10, which apply
equally well to Poisson integrals. The first is an easy adaptation of the argu-
ment already given, and is stated without proof.
Corollary 4.11. Suppose f is continuous and bounded on Rn . Then (f ∗ ϕε )(x) →
f (x) uniformly on compact subsets of Rn .
The second variant is somewhat more difficult. It is the analogue for finite
Borel measures in place of integrable functions, and is outlined in further result
of [Ste70, §4.1, p.77–78].

Now, we give the definition of harmonic conjugate functions as follows.

Definition 4.12. The harmonic conjugate to a given function u(x, y) is a function

v(x, y) such that
f (x, y) = u(x, y) + iv(x, y)
is analytic, i.e., satisfies the Cauchy-Riemann equations
ux = vy , uy = −vx ,
where ux ≡ ∂u/∂x, uy ≡ ∂u/∂y. It is given by
Z (x,y)
v(x, y) = ux dy − uy dx + C,
(x0 ,y0 )
along any path connecting (x0 , y0 ) and (x, y) in the domain, where C is a con-
stant of integration.

Given a function f in S (R), its harmonic extension to the upper half-plane

is given by u(x, y) = Py ∗ f (x), where Py is the Poisson kernel. We can also write,
in view of (4.15),
|ω|
Z
u(z) =u(x, y) = eωiξ·x e−|ωξ|y fˆ(ξ)dξ
2π R
Z ∞ Z 0
|ω|

= eωiξ·x e−|ω|ξy fˆ(ξ)dξ + eωiξ·x e|ω|ξy fˆ(ξ)dξ
2π 0 −∞
Z ∞ Z 0
|ω|

ωiξ·(x+i sgn (ω)y) ˆ ωiξ·(x−i sgn (ω)y) ˆ
= e f (ξ)dξ + e f (ξ)dξ ,
2π 0 −∞
where z = x + iy. If we now define
|ω| h ∞ ωiξ·(x+i sgn (ω)y) ˆ
Z
i sgn (ω)v(z) = e f (ξ)dξ
2π 0
- 94 - 4. Singular Integrals
Z 0 i
− eωiξ·(x−i sgn (ω)y) fˆ(ξ)dξ ,
−∞
then v is also harmonic in R2+ and both u and v are real if f is. Furthermore, u+iv
is analytic since it satisfies the Cauchy-Riemann equations ux = vy = ωiξu(z)
and uy = −vx = −ωiξv(z), so v is the harmonic conjugate of u.
Clearly, v can also be written as, by Theorem 1.12, Proposition 1.3 and Theo-
rem 1.28,
|ω|
Z
v(z) = −i sgn (ω) sgn (ξ)eωiξ·x e−|ωξ|y fˆ(ξ)dξ
2π R
|ω|
Z
= −i sgn (ω)Fξ [ sgn (ξ)eωiξ·x e−|ωξ|y ](η)f (η)dη
2π R
|ω|
Z
= −i sgn (ω)Fξ [ sgn (ξ)e−|ωξ|y ](η − x)f (η)dη
2π R
Z
= −i sgn (ω)Fξ−1 [ sgn (ξ)e−|ωξ|y ](x − η)f (η)dη,
R
which is equivalent to
v(x, y) = Qy ∗ f (x), (4.21)
where
Q̂y (ξ) = −i sgn (ω) sgn (ξ)e−|ωξ|y . (4.22)
Now we invert the Fourier transform, we get, by a change of variables and inte-
gration by parts,
|ω|
Z
Qy (x) = −i sgn (ω) eωix·ξ sgn (ξ)e−|ωξ|y dξ
2π R
Z ∞ Z 0
|ω|

ωix·ξ −|ω|ξy ωix·ξ |ω|ξy
= − i sgn (ω) e e dξ − e e dξ
2π 0 −∞
Z ∞ Z ∞
|ω|

= − i sgn (ω) eωix·ξ e−|ω|ξy dξ − e−ωix·ξ e−|ω|ξy dξ
2π 0 0
Z ∞ −|ω|ξy
|ω|  ∂ ξe
= − i sgn (ω) eωix·ξ − e−ωix·ξ dξ
2π 0 −|ω|y
1 h  ωix·ξ  ∞
−ωix·ξ −|ω|ξy 
=i sgn (ω) e −e e
2πy

0
Z ∞   i
− ωix eωix·ξ + e−ωix·ξ e−|ω|ξy dξ
0
|ω|x ∞  ωix·ξ
Z 
= e + e−ωix·ξ e−|ω|ξy dξ
2πy 0
4.2. Poisson kernel and Hilbert transform - 95 -

|ω|x |ω| −|ωξ|y

 
x
Z
= e−ωix·ξ e−|ωξ|y dξ = F e
2πy R y 2π
x x c1 y c1 x
= Py (x) = 2 2
= 2 ,
y yy +x y + x2
where c1 = Γ(1)/π = 1/π. That is,
1 x
Qy (x) = .
π y 2 + x2
One can immediately verify that Q(x, y) = Qy (x) is a harmonic function in the
upper half-plane and the conjugate of the Poisson kernel Py (x) = P (x, y). More
precisely, they satisfy Cauchy-Riemann equations
1 2xy 1 x2 − y 2
∂x P = ∂y Q = − , ∂y P = −∂ x Q = .
π (y 2 + x2 )2 π (y 2 + x2 )2
In Theorem 4.9, we studied the limit of u(x, t) as y → 0 using the fact that
{Py } is an approximation of the identity. We would like to do the same for
v(x, y), but we immediately run into an obstacle: {Qy } is not an approximation
of the identity and, in fact, Qy is not integrable for any y > 0. Formally,
1
lim Qy (x) = ,
y→0 πx
this is not even locally integrable, so we cannot define its convolution with
smooth functions.
We define a tempered distribution called the principal value of 1/x, abbrevi-
ated p.v. 1/x, by
 
1 φ(x)
Z
p.v. , φ = lim dx, φ ∈ S .
x ε→0 |x|>ε x
To see that this expression defines a tempered distribution, we rewrite it as
φ(x) − φ(0)
  Z
1 φ(x)
Z
p.v. , φ = dx + dx,
x |x|<1 x |x|>1 x
this holds since the integral of 1/x on ε < |x| < 1 is zero. It is now immediate
that  
 1
 p.v. , φ  6 C(kφ0 k∞ + kxφk∞ ).

 x 
Proposition 4.13. In S 0 (R), we have lim Qy (x) = π1 p.v. x1 .
y→0

Proof. For each ε > 0, the functions ψε (x) = x−1 χ|x|>ε are bounded and define
tempered distributions. It follows at once from the definition that in S 0 ,
1
lim ψε (x) = p.v. .
ε→0 x
- 96 - 4. Singular Integrals

Therefore, it will suffice to prove that in S 0

 
1
lim Qy − ψy = 0.
y→0 π
Fix φ ∈ S , then by a change of variables, we have
xφ(x) φ(x)
Z Z
hπQy − ψy , φi = 2 2
dx − dx
R y +x |x|>y x
 
xφ(x) x 1
Z Z
= 2 2
dx + 2 2
− φ(x)dx
|x|<y y + x |x|>y y + x x
xφ(yx) φ(yx)
Z Z
= 2
dx − dx.
|x|<1 1 + x |x|>1 x(1 + x2 )
If we take the limit as y → 0 and apply the dominated convergence theorem,
we get two integrals of odd functions on symmetric domains. Hence, the limit
equals 0. 
As a consequence of this proposition, we get that
1 f (x − t)
Z
lim Qy ∗ f (x) = lim dt,
y→0 π ε→0 |t|>ε t
and by the continuity of the Fourier transform on S 0 and by (4.22), we get
 
1 1
F p.v. (ξ) = −i sgn (ω) sgn (ξ).
π x
Given a function f ∈ S , we can define its Hilbert transform by any one of the
following equivalent expressions:
Hf = lim Qy ∗ f,
y→0
1 1
Hf = p.v. ∗ f,
π x
Hf =F −1 (−i sgn (ω) sgn (ξ)fˆ(ξ)).
The third expression also allows us to define the Hilbert transform of functions
in L2 (R), which satisfies, with the help of Theorem 1.26,
 1/2  1/2
|ω| |ω|
kHf k2 = kF (Hf )k2 = kfˆk2 = kf k2 , (4.23)
2π 2π
that is, H is an isometry on L2 (R). Moreover, H satisfies
H 2 f = H(Hf ) =F −1 ((−i sgn (ω) sgn (ξ))2 fˆ(ξ)) = −f, (4.24)
By Theorem 1.28, we have
Z Z
hHf, gi = Hf · gdx = F −1 (−i sgn (ω) sgn (ξ)fˆ(ξ)) · gdx
R R
4.2. Poisson kernel and Hilbert transform - 97 -
Z
= −i sgn (ω) sgn (ξ)fˆ(ξ) · ǧ(ξ)dξ
ZR
= f (x) · F [−i sgn (ω) sgn (ξ)ǧ(ξ)](x)dx
ZR
|ω|
= f (x) · F [−i sgn (ω) sgn (ξ) ĝ(−ξ)](x)dx
2π
ZR
= f (x) · F −1 [i sgn (ω) sgn (η)ĝ(η)](x)dx
RZ

=− f · Hgdx = hf, −Hgi, (4.25)

R
namely, the dual/conjugate operator of H is H 0 = −H. Similarly, the adjoint
operator H ∗ of H is uniquely defined via the identity
Z Z
(f, Hg) = f · Hgdx = − Hf ḡdx = (−Hf, g) =: (H ∗ f, g),
R R
that is, H ∗ = −H.
Note that for given x ∈ R, Hf (x) is defined for all integrable functions f on
R that satisfy a Hölder condition near the point x, that is,
|f (x) − f (t)| 6 Cx |x − t|εx
for some Cx > 0 and εx > 0 whenever |t − x| < δx . Indeed, suppose that this is
the case, then
1 f (t) 1 f (t)
Z Z
lim Qy ∗ f (x) = lim dt + dt
y→0 π ε→0 ε<|x−t|<δx x − t π |x−t|>δx x − t
1 f (t) − f (x) 1 f (t)
Z Z
= lim dy + dt.
π ε→0 ε<|x−t|<δx x−t π |x−t|>δx x − t
Both integrals converge absolutely, and hence the limit of Qy ∗ f (x) exists as ε →
0. Therefore, the Hilbert transform of a piecewise smooth integrable function is
well defined at all points of Hölder-Lipschitz continuity of the function. On the
other hand, observe that Qy ∗ f is well defined for all f ∈ Lp , 1 6 p < ∞, as it
0
follows from the Hölder inequality, since Qy (x) is in Lp .

Ex. 4.14. Consider the characteristic function χ[a,b] of an interval [a, b]. It is a simple
calculation to show that
1 |x − a|
H(χ[a,b] )(x) = ln . (4.26)
π |x − b|
Let us verify this identity. By the definition, we have
1 χ[a,b] (x − y) 1 1
Z Z
H(χ[a,b] )(x) = lim dy = lim dy.
π ε→0 |y|>ε y π ε→0 |y|>ε y
x−b6y6x−a
- 98 - 4. Singular Integrals

Thus, we only need to consider three cases: x − b > 0, x − a < 0 and x − b < 0 < x − a.
For the first two cases, we have
1 x−a 1 1 |x − a|
Z
H(χ[a,b] )(x) = dy = ln .
π x−b y π |x − b|
For the third case we get (without loss of generality, we can assume ε < min(|x −
a|, |x − b|))
Z −ε Z x−a 
1 1 1
H(χ[a,b] )(x) = lim dy + dy
π ε→0 x−b y ε y
|x − a|
 
1 ε
= lim ln + ln
π ε→0 ε |x − b|
1 |x − a|
= ln ,
π |x − b|
where it is crucial to observe how the cancellation of the odd kernel 1/x is manifested.
Note that H(χ[a,b] )(x) blows up logarithmically for x near the points a and b and decays
like x−1 as x → ±∞. See the following graph with a = 1 and b = 3:

The following is a graph of the function H(χ[−10,0]∪[1,2]∪[4,7] ):

It is obvious, for the dilation operator δε with ε > 0, by changes of variables

4.2. Poisson kernel and Hilbert transform - 99 -

(εy → y), that

1 f (εx − εy)
Z
(Hδε )f (x) = lim dy
σ→0 π |y|>σ y
f (εx − y)
Z
= lim dy = (δε H)f (x),
σ→0 |y|>εσ y
so Hδε = δε H; and it is equally obvious that Hδε = −δε H, if ε < 0.
These simple considerations of dilation “invariance” and the obvious trans-
lation invariance in fact characterize the Hilbert transform.
Proposition 4.15 (Characterization of Hilbert transform). Suppose T is a
bounded linear operator on L2 (R) which satisfies the following properties:
(a) T commutes with translations;
(b) T commutes with positive dilations;
(c) T anticommutes with the reflection f (x) → f (−x).
Then, T is a constant multiple of the Hilbert transform.
Proof. Since T commutes with translations and maps L2 (R) to itself, according to
Theorem 1.62, there is a bounded function m(ξ) such that Tcf (ξ) = m(ξ)fˆ(ξ). The
assumptions (b) and (c) may be written as T δε f = sgn (ε)δε T f for all f ∈ L2 (R).
By part (iv) in Proposition 1.3, we have
F (T δε f )(ξ) =m(ξ)F (δε f )(ξ) = m(ξ)|ε|−1 fˆ(ξ/ε),
sgn (ε)F (δε T f )(ξ) = sgn (ε)|ε|−1 Tcf (ξ/ε) = sgn (ε)|ε|−1 m(ξ/ε)fˆ(ξ/ε),
which means m(εξ) = sgn (ε)m(ξ), if ε 6= 0. This shows that m(ξ) = c sgn (ξ),
and the proposition is proved. 
The next theorem shows that the Hilbert transform, now defined for func-
tions in S or L2 , can be extended to functions in Lp , 1 6 p < ∞.
Theorem 4.16. For f ∈ S (R), the following assertions are true:
(i) (Kolmogorov) H is of weak type (1, 1):
m C
({x ∈ R : |Hf (x)| > α}) 6 kf k1 .
α
(ii) (M. Riesz) H is of type (p, p), 1 < p < ∞:
kHf kp 6 Cp kf kp .
Proof. (i) Fix α > 0. From the Calderón-Zygmund decomposition of f at height
α (Theorem 3.20), there exist two functions g and b such that f = g + b and
(1) kgk1 6 kf k1 and kgk∞ 6 2α.
P
(2) b = j bj , where each bj is supported in a dyadic interval Ij satisfying
R
m
Ij bj (x)dx = 0 and kbj k1 6 4α (Ij ). Furthermore, the intervals Ij and Ik have
- 100 - 4. Singular Integrals

disjoint interiors when j 6= k.

m
(3) j (Ij ) 6 α−1 kf k1 .
P

Let 2Ij be the interval with the same center as Ij and twice the length, and
m m
let Ω = ∪j Ij and Ω∗ = ∪j 2Ij . Then (Ω∗ ) 6 2 (Ω) 6 2α−1 kf k1 .
Since Hf = Hg + Hb, from parts (iv) and (vi) of Proposition 2.15, (4.23) and
(1), we have
(Hf )∗ (α) 6 (Hg)∗ (α/2) + (Hb)∗ (α/2)

m m
Z
−2
6(α/2) |Hg(x)|2 dx + (Ω∗ ) + ({x ∈ / Ω∗ : |Hb(x)| > α/2})
R
4
Z Z
2 −1 −1
6 2 |g(x)| dx + 2α kf k1 + 2α |Hb(x)|dx
α R R\Ω∗
8 2 2
Z Z X
6 |g(x)|dx + kf k1 + |Hbj (x)|dx
α R α α R\Ω∗
j
8 2 2X
Z
6 kf k1 + kf k1 + |Hbj (x)|dx.
α α α R\2Ij
j
For x ∈
/ 2Ij , we have
1 bj (y) 1 bj (y)
Z Z
Hbj (x) = p.v. dy = dy,
π Ij x−y π Ij x−y
m
since supp bj ⊂ Ij and |x − y| > (Ij )/2 for y ∈ Ij . Denote the center of Ij by
cj , then, since bj is mean zero, we have
 Z 
1 bj (y) 
Z Z
|Hbj (x)|dx = dy  dx

R\2Ij  π Ij x − y

R\2Ij 
   
1 1 1
Z Z
=  bj (y) − dy  dx
 
π R\2Ij  Ij x − y x − cj 
!
1 |y − cj |
Z Z
6 |bj (y)| dx dy
π Ij R\2Ij |x − y||x − cj |

m
!
1 (Ij )
Z Z
6 |bj (y)| 2
dx dy.
π Ij R\2Ij |x − cj |
m
The last inequality follows from the fact that |y − cj | < (Ij )/2 and |x − y| >
m
|x − cj |/2. Since |x − cj | > (Ij ), the inner integral equals

m m m
Z ∞
1 1
2 (Ij ) dr = 2 (Ij ) = 2.
m(Ij ) r 2 (Ij)
4.2. Poisson kernel and Hilbert transform - 101 -

Thus, by (2) and (3),

10 4 X 10 4 X
m
Z
(Hf )∗ (α) 6 kf k1 + |bj (y)|dy 6 kf k1 + 4α (Ij )
α απ Ij α απ
j j
10 16 1 10 + 16/π
6 kf k1 + kf k1 = kf k1 .
α π α α
(ii) Since H is of weak type (1, 1) and of type (2, 2), by the Marcinkiewicz
interpolation theorem, we have the strong (p, p) inequality for 1 < p < 2. If
p > 2, we apply the dual estimate with the help of (4.25) and the result for p0 < 2
(where 1/p + 1/p0 = 1):
kHf kp = sup |hHf, gi| = sup |hf, Hgi|
kgkp0 61 kgkp0 61

6kf kp sup kHgkp0 6 Cp0 kf kp .

kgkp0 61
This completes the proof. 
Remark 4.17. i) Recall from the proof of the Marcinkiewicz interpolation theorem
that the coefficient
 !
 1/p 10 + 16/π (1/2)1/2 1/2

 2 + +2 , 1 < p < 2,

 1 − 1/p 1/p − 1/2
Cp = !
(1/2) 1/2
0

1/p
+ 21/2 ,

2 (10 + 16/π)p + p > 2.


1/2 − 1/p
So the constant Cp tends to infinity as p tends to 1 or ∞. More precisely,
Cp = O(p) as p → ∞, and Cp = O((p − 1)−1 ) as p → 1.
ii) The strong (p, p) inequality is false if p = 1 or p = ∞, this can easily be
seen from the previous example Hχ[a,b] = π1 ln |x−a| |x−b| which is neither integrable
nor bounded. See the following figure.

The integral

Hχ[1,2]
- 102 - 4. Singular Integrals

iii) By using the inequalities in Theorem 4.16, we can extend the Hilbert
transform to functions in Lp , 1 6 p < ∞. If f ∈ L1 and {fn } is a sequence
of functions in S that converges to f in L1 , then by the weak (1, 1) inequality
the sequence {Hfn } is a Cauchy sequence in measure: for any ε > 0,
lim
m,n→∞
m({x ∈ R : |(Hfn − Hfm )(x)| > ε}) = 0.
Therefore, it converges in measure to a measurable function which we define to
be the Hilbert transform of f .
If f ∈ Lp , 1 < p < ∞, and {fn } is a sequence of functions in S that converges
to f in Lp , by the strong (p, p) inequality, {Hfn } is a Cauchy sequence in Lp , so
it converges to a function in Lp which we call the Hilbert transform of f .
In either case, a subsequence of {Hfn }, depending on f , converges pointwise
almost everywhere to Hf as defined.
4.3. The Calderón-Zygmund theorem - 103 -

4.3 The Calderón-Zygmund theorem

From this section on, we are going to consider singular integrals whose ker-
nels have the same essential properties as the kernel of the Hilbert transform.
We can generalize Theorem 4.16 to get the following result.
Theorem 4.18 (Calderón-Zygmund Theorem). Let K be a tempered distribution
in Rn which coincides with a locally integrable function on Rn \ {0} and satisfies
|K(ξ)|
b 6 B, (4.27)
Z
|K(x − y) − K(x)|dx 6 B, y ∈ Rn . (4.28)
|x|>2|y|
Then we have the strong (p, p) estimate for 1 < p < ∞
kK ∗ f kp 6 Cp kf kp , (4.29)
and the weak (1, 1) estimate
C
(K ∗ f )∗ (α) 6 kf k1 . (4.30)
α
We will show that these inequalities are true for f ∈ S , but they can be
extended to arbitrary f ∈ Lp as we did for the Hilbert transform. Condition
(4.28) is usually referred to as the Hörmander condition; in practice it is often de-
duced from another stronger condition called the gradient condition (i.e., (4.31) as
below).
Proposition 4.19. The Hörmander condition (4.28) holds if for every x 6= 0
C
|∇K(x)| 6 . (4.31)
|x|n+1

Proof. By the integral mean value theorem and (4.31), we have

Z Z Z 1
|K(x − y) − K(x)|dx 6 |∇K(x − θy)||y|dθdx
|x|>2|y| |x|>2|y| 0
1Z 1Z
C|y| C|y|
Z Z
6 n+1
dxdθ 6 n+1
dxdθ
0 |x|>2|y| |x − θy| 0 |x|>2|y| (|x|/2)
Z ∞
1 1
62n+1 C|y|ωn−1 2
dr = 2n+1 C|y|ωn−1 = 2n Cωn−1 .
2|y| r 2|y|
This completes the proof. 

Proof of Theorem 4.18. Since the proof is (essentially) a repetition of the proof of
Theorem 4.16, we will omit the details.
- 104 - 4. Singular Integrals

Let f ∈ S and T f = K ∗ f . From (4.27), it follows that

 n/2  n/2
|ω| |ω| b fˆk2
kT f k2 = kT f k2 =
c kK
2π 2π
 n/2  n/2
|ω| (4.32)
6 b ∞ kf k2 6 B |ω|
kKk ˆ kfˆk2
2π 2π
=Bkf k2 ,
by the Plancherel theorem (Theorem 1.26) and part (vi) in Proposition 1.3.
It will suffice to prove that T is of weak type (1, 1) since the strong (p, p)
inequality, 1 < p < 2, follows from the interpolation, and for p > 2 it follows
from the duality since the conjugate operator T 0 has kernel K 0 (x) = K(−x)
which also satisfies (4.27) and (4.28). In fact,
Z Z Z
hT f, ϕi = T f (x)ϕ(x)dx = K(x − y)f (y)dyϕ(x)dx
Z Z Rn Rn Rn Z Z
= K(−(y − x))ϕ(x)dxf (y)dy = (K 0 ∗ ϕ)(y)f (y)dy
Rn Rn Rn Rn
0
=hf, T ϕi.
To show that f is of weak type (1, 1), fix α > 0 and from the Calderón-
Zygmund decomposition of f at height α, then as in Theorem 4.16, we can write
f = g + b, where
(i) kgk1 6 kf k1 and kgk∞ 6 2n α.
P
(ii) b = j bj , where each bj is supported in a dyadic cube Qj satisfying
R
Qj bj (x)dx = 0 and kbj k1 6 2 m
n+1 α (Q ). Furthermore, the cubes Q and Q
j j k
have disjoint interiors when j 6= k.
m
(iii) j (Qj ) 6 α−1 kf k1 .
P

The argument now proceeds as before, and the proof reduces to showing
that
Z Z
|T bj (x)|dx 6 C |bj (x)|dx, (4.33)
Rn \Q∗j Qj
√
where Q∗j is the cube with the same center as Qj and whose sides are 2 n times
longer. Denote their common center by cj . Inequality (4.33) follows from the
/ Q∗j
Hörmander condition (4.28): since each bj has zero average, if x ∈
Z Z
T bj (x) = K(x − y)bj (y)dy = [K(x − y) − K(x − cj )]bj (y)dy;
Qj Qj
4.4. Truncated integrals - 105 -

hence,
Z Z Z !
|T bj (x)|dx 6 |K(x − y) − K(x − cj )|dx |bj (y)|dy.
Rn \Q∗j Qj Rn \Q∗j

However, by changing variables x − cj = x0 and y − cj = y 0 , and the fact

/ Q∗j and y ∈ Qj as an obvious geometric
that |x − cj | > 2|y − cj | for all x ∈
consideration shows, and (4.28), we get
Z Z
|K(x − y) − K(x − cj )|dx 6 |K(x0 − y 0 ) − K(x0 )|dx0 6 B.
Rn \Q∗j |x0 |>2|y 0 |
This completes the proof. 

4.4 Truncated integrals

There is still an element which may be considered unsatisfactory in our for-

mulation, and this is because of the following related points:
1) The L2 boundedness of the operator has been assumed via the hypothesis
b ∈ L∞ and not obtained as a consequence of some condition on the kernel
that K
K;
2) An extraneous condition such as K ∈ L2 subsists in the hypothesis; and
for this reason our results do not directly treat the “principal-value” singular
integrals, those which exist because of the cancelation of positive and negative
values. However, from what we have done, it is now a relatively simple matter
to obtain a theorem which covers the cases of interest.

Definition 4.20. Suppose that K ∈ L1loc (Rn \ {0}) and satisfies the following
conditions:
|K(x)| 6 B|x|−n , ∀x 6= 0,
(4.34)
Z
|K(x − y) − K(x)|dx 6 B, ∀y 6= 0,
|x|>2|y|
and Z
K(x)dx = 0, ∀0 < R1 < R2 < ∞. (4.35)
R1 <|x|<R2
Then K is called the Calderón-Zygmund kernel, where B is a constant independent
of x and y.

Theorem 4.21. Suppose that K is a Calderón-Zygmund kernel. For ε > 0 and f ∈

- 106 - 4. Singular Integrals

Lp (Rn ), 1 < p < ∞, let Z

Tε f (x) = f (x − y)K(y)dy. (4.36)
|y|>ε
Then the following conclusions hold.
(i) We have
kTε f kp 6 Ap kf kp (4.37)
where Ap is independent of f and ε.
(ii) For any f ∈ Lp (Rn ), limε→0 Tε (f ) exists in the sense of Lp norm. That is, there
exists an operator T such that Z
T f (x) = p.v. K(y)f (x − y)dy.
Rn
(iii) kT f kp 6 Ap kf kp for f ∈ Lp (Rn ).

Remark 4.22. 1) The linear operator T defined by (ii) of Theorem 4.21 is called the
Calderón-Zygmund singular integral operator. Tε is also called the truncated operator
of T .
2) The cancelation property alluded to is contained in condition (4.35). This
hypothesis, together with (4.34), allows us to prove the L2 boundedness and
from this the Lp convergence of the truncated integrals (4.37).
1
3) We should point out that the kernel K(x) = πx , x ∈ R1 , clearly satisfies
the hypotheses of Theorem 4.21. Therefore, we have the existence of the Hilbert
transform in the sense that if f ∈ LZp (R), 1 < p < ∞, then
1 f (x − y)
lim dy
ε→0 π |y|>ε y
exists in the Lp norm and the resulting operator is bounded in Lp , as has shown
in Theorem 4.16.

For L2 boundedness, we have the following lemma.

Lemma 4.23. Suppose K satisfies the conditions (4.34) and (4.35) of the above theorem
with bound B. Let 
K(x), |x| > ε,
Kε (x) =
0, |x| < ε.
Then, we have the estimate
sup |Kb ε (ξ)| 6 CB, ε > 0, (4.38)
ξ
where C depends only on the dimension n.

Proof. First, we prove the inequality (4.38) for the special case ε = 1. Since
4.4. Truncated integrals - 107 -

K̂1 (0) = 0, thus we can assume ξ 6= 0 and have

Z
K1 (ξ) = lim
b e−ωix·ξ K1 (x)dx
R→∞ |x|6R
Z Z
= e−ωix·ξ K1 (x)dx + lim e−ωix·ξ K1 (x)dx
|x|<2π/(|ω||ξ|) R→∞ 2π/(|ω||ξ|)<|x|6R

=:I1 + I2 .
R
By the condition (4.35), 1<|x|<2π/(|ω||ξ|) K(x)dx = 0 which implies
Z
K1 (x)dx = 0.
|x|<2π/(|ω||ξ|)
Thus, |x|<2π/(|ω||ξ|) e−ωix·ξ K1 (x)dx = |x|<2π/(|ω||ξ|) [e−ωix·ξ − 1]K1 (x)dx. Hence,
R R

from the fact |eiθ − 1| 6 |θ| (see Section 1.1) and the first condition in (4.34), we
get
Z Z
|I1 | 6 |ω||x||ξ||K1 (x)|dx 6 |ω|B|ξ| |x|−n+1 dx
|x|<2π/(|ω||ξ|) |x|<2π/(|ω||ξ|)
Z 2π/(|ω||ξ|)
=ωn−1 B|ω||ξ| dr = 2πωn−1 B.
0
To estimate I2 , choose z = z(ξ) such that e−ωiξ·z = −1. This choice can be
realized if z = πξ/(ω|ξ|2 ), with |z| = π/(|ω||ξ|). Since, by changing variables
x + z = y, we get
Z Z Z
e−ωix·ξ K1 (x)dx = − e−ωi(x+z)·ξ K1 (x)dx = − e−ωiy·ξ K1 (y − z)dy
R n n n
ZR R

=− e−ωix·ξ K1 (x − z)dx,
Rn
which implies Rn e−ωix·ξ K1 (x)dx = 12 Rn e−ωix·ξ [K1 (x) − K1 (x − z)]dx, then we
R R

have !
Z Z
I2 = lim − e−ωix·ξ K1 (x)dx
R→∞ |x|6R |x|62π/(|ω||ξ|)
1
Z Z
−ωix·ξ
= lim e [K1 (x) − K1 (x − z)]dx − e−ωix·ξ K1 (x)dx
2 R→∞ |x|6R |x|62π/(|ω||ξ|)
1
Z
= lim e−ωix·ξ [K1 (x) − K1 (x − z)]dx
2 R→∞ 2π/(|ω||ξ|)6|x|6R
1 1
Z Z
− e−ωix·ξ K1 (x)dx − e−ωix·ξ K1 (x − z)dx.
2 |x|62π/(|ω||ξ|) 2 |x|62π/(|ω||ξ|)
- 108 - 4. Singular Integrals

The last two integrals are equal to, in view of the integration by parts,
1 1
Z Z
−ωix·ξ
− e K1 (x)dx − e−ωi(y+z)·ξ K1 (y)dy
2 |x|62π/(|ω||ξ|) 2 |y+z|62π/(|ω||ξ|)
1 1
Z Z
=− e−ωix·ξ K1 (x)dx + e−ωix·ξ K1 (x)dx
2 |x|62π/(|ω||ξ|) 2 |x+z|62π/(|ω||ξ|)
1 1
Z Z
−ωix·ξ
=− e K1 (x)dx + e−ωix·ξ K1 (x)dx.
2 |x|62π/(|ω||ξ|) 2 |x+z|62π/(|ω||ξ|)
|x+z|>2π/(|ω||ξ|) |x|>2π/(|ω||ξ|)

For the first integral, we have 2π/(|ω||ξ|) > |x| >

|x + z| − |z| > 2π/(|ω||ξ|) − π/(|ω||ξ|) = π/(|ω||ξ|),
and for the second one, 2π/(|ω||ξ|) < |x| 6 |x + z| + −z
|z| 6 3π/(|ω||ξ|). These two integrals are taken over 2π
O |ω||ξ|
a region contained in the spherical shell, π/(|ω||ξ|) <
|x| 6 3π/(|ω||ξ|) (see the figure), and is bounded
by 21 Bωn−1 ln 3 since |K1 (x)| 6 B|x|−n . By |z| =
π/(|ω||ξ|) and the condition (4.34), the first integral of
I2 is majorized by
1
Z
|K1 (x − z) − K1 (x)|dx
2 |x|>2π/(|ω||ξ|)
1 1
Z
= |K1 (x − z) − K1 (x)|dx 6 B.
2 |x|>2|z| 2
Thus, we have obtained
|Kb 1 (ξ)| 6 2πωn−1 B + 1 B + 1 Bωn−1 ln 3 6 CB,
2 2
where C depends only on n. We finish the proof for K1 .
To pass to the case of general Kε , we use a simple observation (dilation ar-
gument) whose significance carries over to the whole theory presented in this
chapter.
Let δε be the dilation by the factor ε > 0, i.e., (δε f )(x) = f (εx). Thus if T is a
convolution operator
Z
T f (x) = ϕ ∗ f (x) = ϕ(x − y)f (y)dy,
Rn
then Z
δε−1 T δε f (x) = ϕ(ε−1 x − y)f (εy)dy
Rn Z
−n
=ε ϕ(ε−1 (x − z))f (z)dz = ϕε ∗ f,
Rn
4.4. Truncated integrals - 109 -

where ϕε (x) = ε−n ϕ(ε−1 x). In our case, if T corresponds to the kernel K(x),
then δε−1 T δε corresponds to the kernel ε−n K(ε−1 x). Notice that if K satisfies the
assumptions of our theorem, then ε−n K(ε−1 x) also satisfies these assumptions with the
same bounds. (A similar remark holds for the assumptions of all the theorems in
this chapter.) Now, with our K given, let K 0 = εn K(εx). Then K 0 satisfies the
conditions of our lemma with the same bound B, and so if we denote
 0
0 K (x), |x| > 1,
K1 (x) =
0, |x| < 1,
then we know that |K b 0 (ξ)| 6 CB. The Fourier transform of ε−n K 0 (ε−1 x) is
1 1
Kb (εξ) which is again bounded by CB; however ε−n K 0 (ε−1 x) = Kε (x), there-
0
1 1
fore the lemma is completely proved. 
We can now prove Theorem 4.21.
Proof of Theorem 4.21. Since K satisfies the conditions (4.34) and (4.35), then
Kε (x) satisfies the same conditions with bounds not greater than CB. By Lemma
4.23 and Theorem 4.18, we have that the Lp boundedness of the operators {Kε }ε>0 ,
are uniformly bounded.
Next, we prove that {Tε f1 }ε>0 is a Cauchy sequence in Lp provided f1 ∈
Cc1 (Rn ). In fact, we have
Z Z
Tε f1 (x) − Tη f1 (x) = K(y)f1 (x − y)dy − K(y)f1 (x − y)dy
|y|>ε |y|>η
Z
= sgn (η − ε) K(y)[f1 (x − y) − f1 (x)]dy,
min(ε,η)6|y|6max(ε,η)
because of the cancelation condition (4.35). For p ∈ (1, ∞), we get, by the mean
value theorem with some θ ∈ [0, 1], Minkowski’s inequality and (4.34), that
Z

kTε f1 − Tη f1 kp 6 |K(y)||∇f1 (x − θy)||y|dy

min(ε,η)6|y|6max(ε,η)
p
Z
6 |K(y)|k∇f1 (x − θy)kp |y|dy
min(ε,η)6|y|6max(ε,η)
Z
6C |K(y)||y|dy
min(ε,η)6|y|6max(ε,η)
Z
6CB |y|−n+1 dy
min(ε,η)6|y|6max(ε,η)
Z max(ε,η)
=CBωn−1 dr
min(ε,η)
- 110 - 4. Singular Integrals

=CBωn−1 |η − ε|
which tends to 0 as ε, η → 0. Thus, we obtain Tε f1 converges in Lp as ε → 0 by
the completeness of Lp .
Finally, an arbitrary f ∈ Lp can be written as f = f1 + f2 where f1 is of the
type described above and kf2 kp is small. We apply the basic inequality (4.37) for
f2 to get kTε f2 kp 6 Ckf2 kp , then we see that limε→0 Tε f exists in Lp norm; that
the limiting operator T also satisfies the inequality (4.37) is then obvious. Thus,
we complete the proof of the theorem. 

4.5 Singular integral operators commuted with dilations

In this section, we shall consider those operators which not only commute
with translations but also with dilations. Among these we shall study the class
of singular integral operators, falling under the scope of Theorem 4.21.
If T corresponds to the kernel K(x), then as we have already pointed out,
δε−1 T δε corresponds to the kernel ε−n K(ε−1 x). So if δε−1 T δε = T we are back to
the requirement K(x) = ε−n K(ε−1 x), i.e., K(εx) = ε−n K(x), ε > 0; that is K is
homogeneous of degree −n. Put another way
Ω(x)
K(x) = , (4.39)
|x|n
with Ω homogeneous of degree 0, i.e., Ω(εx) = Ω(x), ε > 0. This condition on Ω
is equivalent with the fact that it is constant on rays emanating from the origin;
in particular, Ω is completely determined by its restriction to the unit sphere
S n−1 .
Let us try to reinterpret the conditions of Theorem 4.21 in terms of Ω.
1) By (4.34), Ω(x) must be bounded
 and consequently
 integrable on S n−1 ;
R  Ω(x−y) Ω(x) 
and another condition |x|>2|y|  |x−y|n − |x|n  dx 6 C which is not easily re-
stated precisely in terms of Ω. However, what is evident is that it requires a
certain continuity of Ω. Here we shall content ourselves in treating the case
where Ω satisfies the following “Dini-type” condition suggested by (4.34):
Z 1
w(η)
if w(η) := sup |Ω(x) − Ω(x0 )|, then dη < ∞. (4.40)
0
|x−x |6η 0 η
|x|=|x0 |=1

Of course, any Ω which is of class C 1 , or even merely Lipschitz continuous,

satisfies the condition (4.40).
4.5. Singular integral operators commuted with dilations - 111 -

2) The cancelation condition

Z (4.35) is then the same as the condition
Ω(x)dσ(x) = 0 (4.41)
S n−1
where dσ(x) is the induced Euclidean measure on S n−1 . In fact, this equation
implies that
Z R2 Z
Ω(rx0 )
Z
K(x)dx = n
dσ(x0 )rn−1 dr
R1 <|x|<R2 R1 S n−1 r
 Z
R2
= ln Ω(x0 )dσ(x0 ).
R1 S n−1

Theorem 4.24. Let Ω ∈ L∞ (S n−1 ) be homogeneous of degree 0, and suppose that Ω

satisfies the smoothness property (4.40), and the cancelation property (4.41) above. For
1 < p < ∞, and f ∈ Lp (Rn ), let Z
Ω(y)
Tε f (x) = n
f (x − y)dy.
|y|>ε |y|
(a) Then there exists a bound Ap (independent of f and ε) such that
kTε f kp 6 Ap kf kp .
(b) limε→0 Tε f = T f exists in Lp norm, and
kT f kp 6 Ap kf kp .
2 n
(c) If f ∈ L (R ), then the Fourier transforms of f and T f are related by Tcf (ξ) =
m(ξ)fˆ(ξ), where m is a homogeneous function of degree 0. Explicitly,
πi
Z
m(ξ) = − sgn (ω) sgn (ξ · x) + ln(1/|ξ · x|) Ω(x)dσ(x), |ξ| = 1.
S n−1 2
(4.42)

Proof. The conclusions (a) and (b) are immediately consequences of Theorem
4.21, once we have shown that any K(x) of the form Ω(x)
|x|n satisfies
Z
|K(x − y) − K(x)|dx 6 B, (4.43)
|x|>2|y|
if Ω is as in condition (4.40). Indeed,
Ω(x − y) − Ω(x)
 
1 1
K(x − y) − K(x) = + Ω(x) − .
|x − y|n |x − y|n |x|n
The second group of terms is bounded since Ω  isnbounded and
 |x| − |x − y|n 
  
1 1
Z Z
 

n
− n  dx =

 |x − y|n |x|n  dx
 
|x|>2|y| |x − y| |x|

|x|>2|y|

||x| − |x − y|| n−1 n−1−j |x − y|j

P
j=0 |x|
Z
= dx
|x|>2|y| |x − y|n |x|n
- 112 - 4. Singular Integrals
Z n−1
X
6 |y| |x|−j−1 |x − y|j−n dx
|x|>2|y| j=0
Z n−1
X
6 |y| |x|−j−1 (|x|/2)j−n dx (since |x − y| > |x| − |y| > |x|/2)
|x|>2|y| j=0
Z n−1
X Z
= |y| 2n−j |x|−n−1 dx = 2(2n − 1)|y| |x|−n−1 dx
|x|>2|y| j=0 |x|>2|y|

1
=2(2n − 1)|y|ωn−1 = (2n − 1)ωn−1 .
2|y|
Now, we estimate the first group of terms. x
Let θ be the angle with sides x and x − y whose y
opposite side is y in the triangle formed by vec- 1
P
tors x, y and x − y. Since |y| 6 |x|/2 6 |x|, x−y
we have θ 6 π2 and so cos θ > 0 and then Q

θ
q √ O
cos 2 = 1+cos
θ
2
θ
> 1/ 2. Moreover, by the sine
|y|
theorem, we have sin θ 6 |x| .
On the other hand,
−−→ x − −→ x−y −−→ x−y x
in the triangle formed by OP := |x| , OQ := |x−y| and P Q := |x−y| − |x| , it is clear
π−θ
sin
that θ = ∠(P OQ) and sin −−
θ
→ = − −
2
→ by the sine theorem. Then, we have
|P Q| |OP |
√ |y|
 
 x−y x  −−→ sin θ sin θ |y|
 −
 |x − y| |x|  =| P Q| = π θ
= θ
6 2 62 .
sin( 2 − 2 ) cos 2 |x| |x|
Thus, the integral corresponding to the first group of terms is dominated by
|y| dx
 
dz
Z Z
n n
2 w 2 n
=2 w(2/|z|) n
|x|>2|y| |x| |x| |z|>2 |z|
Z ∞ Z 1
dr w(η)dη
=2n ωn−1 w(2/r) = 2n ωn−1 <∞
2 r 0 η
in view of changes of variables x = |y|z and the Dini-type condition (4.40).
Now, we prove (c). Since T is a bounded linear operator on L2 which com-
mutes with translations, we know, by Theorem 1.62 and Proposition 1.3, that
T can be realized in terms of a multiplier m such that Tcf (ξ) = m(ξ)fˆ(ξ). For
such operators, the fact that they commute with dilations is equivalent with the
property that the multiplier is homogeneous of degree 0.
For our particular operators we have not only the existence of m but also
an explicit expression of the multiplier in terms of the kernel. This formula is
4.5. Singular integral operators commuted with dilations - 113 -

deduced as follows.
Since K(x) is not integrable, we first consider its truncated function. Let
0 < ε < η < ∞, and 
 Ω(x)
, ε 6 |x| 6 η,
Kε,η (x) = |x|n
0, otherwise.


Clearly, Kε,η ∈ L1 (Rn ). If f ∈ L2 (Rn ) then K\ ˆ

ε,η ∗ f (ξ) = Kε,η (ξ)f (ξ).
d
We shall prove two facts about K d ε,η (ξ).
(i) supξ |Kε,η (ξ)| 6 A, with A independent of ε and η;
d
(ii) if ξ 6= 0, lim ε→0 K
dε,η (ξ) = m(ξ), see (4.42).
η→∞
For this purpose, it is convenient to introduce polar coordinates. Let x = rx0 ,
r = |x|, x0 = x/|x| ∈ S n−1 , and ξ = Rξ 0 , R = |ξ|, ξ 0 = ξ/|ξ| ∈ S n−1 . Then we
have
Ω(x)
Z Z
−ωix·ξ
Kε,η (ξ) =
d e Kε,η (x)dx = e−ωix·ξ dx
Rn ε6|x|6η |x|n
Z Z η 
0 −ωiRrx0 ·ξ 0 −n n−1
= Ω(x ) e r r dr dσ(x0 )
S n−1 ε
Z η 
−ωiRrx0 ·ξ 0 dr
Z
0
= Ω(x ) e dσ(x0 ).
S n−1 ε r
Since Z
Ω(x0 )dσ(x0 ) = 0,
S n−1
we can introduce the factor cos(|ω|Rr) (which does not depend on x0 ) in the
integral defining K dε,η (ξ). We shall also need the auxiliary integral
Z η
0 0 0 dr
Iε,η (ξ, x ) = [e−ωiRrx ·ξ − cos(|ω|Rr)] , R > 0.
ε r
Thus, it follows Z
K
dε,η (ξ) = Iε,η (ξ, x0 )Ω(x0 )dσ(x0 ).
S n−1
Now, we first consider Iε,η (ξ, x0 ). For its imaginary part, we have, by chang-
ing variable ωRr(x0 · ξ 0 ) = t, that
Z η Z ωRη(x0 ·ξ0 )
0 sin ωRr(x0 · ξ 0 ) sin t
=Iε,η (ξ, x ) = − dr = − dt
ε r ωRε(x0 ·ξ 0 ) t
Z |ω|Rη|x0 ·ξ0 |
sin t
= − sgn (ω) sgn (x0 · ξ 0 ) dt
|ω|Rε|x0 ·ξ 0 | t
- 114 - 4. Singular Integrals

is uniformly bounded1 and converges Z ∞ to

sin t π
− sgn (ω) sgn (x0 · ξ 0 ) dt = − sgn (ω) sgn (x0 · ξ 0 ),
0 t 2
as ε → 0 and η → ∞.
For its real part, since cosZr is an even function, we have
η
dr
<Iε,η (ξ, x0 ) = [cos(|ω|Rr|x0 · ξ 0 |) − cos(|ω|Rr)] .
ε r
If x0 · ξ 0 = ±1, then <Iε,η (ξ, x0 ) = 0. Now we assume 0 < ε < 1 < η. For the case
x0 · ξ 0 6= ±1, we get the absolute value of its real part
  1
Z 
<Iε,η (ξ, x0 ) 6 
 |ω| 0 0 |ω| 0 0 dr 
−2 sin Rr(|x · ξ | + 1) sin Rr(|x · ξ | − 1) 

ε 2 2 r
Z η Z η 
dr dr
cos |ω|Rr|x0 · ξ 0 | −
 
+  cos |ω|Rr 
1 r 1 r
2 Z 1
|ω| 2
6 R (1 − |x0 · ξ 0 |2 ) rdr
2 ε
Z 
 |ω|Rη|ξ0 ·x0 | cos t Z |ω|Rη
cos t 
+ dt − dt

 |ω|R|ξ0 ·x0 | t |ω|R t 
|ω|2 2
R + I1 .
6
4
0 0
If η|ξ · x | > 1, then we have 
Z |ω|R cos t
Z |ω|Rη
cos t 
I1 =  dt − dt
 
 |ω|R|ξ0 ·x0 | t 0
|ω|Rη|ξ ·x | 0 t 
Z |ω|R Z |ω|Rη
dt dt
6 +
|ω|R|ξ 0 ·x0 | t |ω|Rη|ξ 0 ·x0 | t
62 ln(1/|ξ 0 · x0 |).

1
For any 0 < a < 1 < b < ∞, by the fact sin t 6 t for any t > 0 and integration by parts, we
have
 b Z b 
b
sin t   1 sin t (cos t)0 
Z  Z Z b 
 cos t  cos t 
  
 dt =  dt − dt 6 1 +  − − 2
dt

a t a t 1 t  t 1 
1 t 
Z b
1 1
63 + 2
dt = 4 − 6 4.
1 t b
4.5. Singular integral operators commuted with dilations - 115 -

If 0 < η|ξ 0 · x0 | 6 1, then

|ω|R/|ξ 0 ·x0 |
dt
Z
I1 6 6 2 ln(1/|ξ 0 · x0 |).
|ω|R|ξ 0 ·x0 | t
Thus,
2
<Iε,η (ξ, x0 ) 6 |ω| R2 + 2 ln(1/|ξ 0 · x0 |),
 
4
and so the real part converges as ε → 0 and η → ∞. By the fundamental theorem
of calculus, we can write
Z η Z ηZ λ Z λZ η
cos(λr) − cos(µr)
dr = − sin(tr)dtdr = − sin(tr)drdt
ε r ε µ µ ε
Z λZ η Z λ
∂r cos(tr) cos(tη) − cos(tε)
= drdt = dt
µ ε t µ t
Z λη Z λ Z λη Z λ
cos(s) cos(tε) sin s λη sin s cos(tε)
= ds − dt =  + 2
ds − dt
µη s µ t s µη µη s µ t
Z λ
1
→0 − dt = − ln(λ/µ) = ln(µ/λ), as η → ∞, ε → 0.
µ t
Take λ = |ω|R|x0 · ξ 0 |,Zand µ = |ω|R. So
∞
dr
lim <(Iε,η (ξ, x0 )) = [cos |ω|Rr(x0 · ξ 0 ) − cos |ω|Rr] = ln(1/|x0 · ξ 0 |).
ε→0
η→∞ 0 r
By the properties of Iε,η just proved, we have
|ω| 2
Z  
|K
d ε,η (ξ)| 6 4+ R + 2 ln(1/|ξ · x |) |Ω(x0 )|dσ(x0 )
2 0 0
S n−1 4
|ω|2 2
Z
6C(4 + R )ωn−1 + 2C ln(1/|ξ 0 · x0 |)dσ(x0 ).
4 RS n−1

For n = 1, we have S 0 = {−1, 1} and then S n−1 ln(1/|ξ 0 · x0 |)dσ(x0 ) = 2 ln 1 =

0. For n > 2, we can pick an orthogonal matrix A such that Ae1 = ξ 0 , and so by
changesZof variables and using the notation
Z ȳ = (y2 , y3 , ..., yn ),
ln(1/|ξ 0 · x0 |)dσ(x0 ) = ln(1/|Ae1 · x0 |)dσ(x0 )
Z S n−1 ZS n−1
A−1 x0 =y
= ln(1/|e1 · A−1 x0 |)dσ(x0 ) ==== ln(1/|e1 · y|)dσ(y)
S n−1 S n−1
Z Z 1 Z
= ln(1/|y1 |)dσ(y) = ln(1/|y1 |) (1 − y12 )(n−3)/2 dσ(ȳ)dy1
S n−1 −1 S n−2
Z 1
=ωn−2 ln(1/|y1 |)(1 − y12 )(n−3)/2 dy1
−1
- 116 - 4. Singular Integrals
Z 1
=2ωn−2 ln(1/|y1 |)(1 − y12 )(n−3)/2 dy1
0
Z π/2
=2ωn−2 ln(1/ cos θ)(sin θ)n−2 dθ = 2ωn−2 I2 , (let y1 = cos θ),
0
since if for φj ∈ [0, π] (j = 1, · · · , n − 2) and φn−1 ∈ [0, 2π], let
y1 = cos φ1
y2 = sin φ1 cos φ2
y3 = sin φ1 sin φ2 cos φ3
..
.
yn−1 = sin φ1 · · · sin φn−2 cos φn−1
yn = sin φ1 · · · sin φn−2 sin φn−1 ,
then the volume element dS n−1 σ(y) of the (n − 1)-sphere is given by
dS n−1 σ(y) = sinn−2 (φ1 ) sinn−3 (φ2 ) · · · sin(φn−2 ) dφ1 dφ2 · · · dφn−1
= sinn−3 (φ1 ) sinn−3 (φ2 ) · · · sin(φn−2 ) dy1 dφ2 · · · dφn−1
=(1 − y12 )(n−3)/2 dy1 dS n−2 σ(ȳ),
p
due to dy1 = r sin(φ1 )dφ1 and sin φ1 = 1 − y12 .
For n > 3, we have, by integration by parts,
Z π/2 Z π/2
I2 6 ln(1/ cos θ) sin θdθ = sin θdθ = 1.
0 0
R π/2
For n = 2, we have, by the formula 0 ln(cos θ)dθ = − π2 ln 2 (see [GR, 4.225.3,
p.531]),
Z π/2 Z π/2
π
I2 = ln(1/ cos θ)dθ = − ln(cos θ)dθ = ln 2.
0 0 2
0 0 0 0 n−1
R
Hence, S n−1 ln(1/|ξ · x |)dσ(x ) 6 C for any ξ ∈ S .
Thus, we have proved the uniform boundedness of K dε,η (ξ), i.e., (i). In view
0
of the limit of Iε,η (ξ, x ) as ε → 0, η → ∞ just proved, and the dominated con-
vergence theorem, we get
lim K dε,η (ξ) = m(ξ),
ε→0
η→∞

6 0, that is (ii).
if ξ =
By the Plancherel theorem, if f ∈ L2 (Rn ), Kε,η ∗ f converges in L2 norm as
ε → 0 and η → ∞, and the Fourier transform of this limit is m(ξ)fˆ(ξ).
R
However, if we keep ε fixed and let η → ∞, then clearly Kε,η (y)f (x − y)dy
4.6. The maximal singular integral operator - 117 -
R
converges everywhere to |y|>ε K(y)f (x − y)dy, which is Tε f .
Letting now ε → 0, we obtain the conclusion (c) and our theorem is com-
pletely proved. 

Remark 4.25. 1) In the theorem, the condition that Ω is mean zero on S n−1 is
necessary and cannot be neglected. Since in the estimate
"Z #
Ω(y) Ω(y)
Z Z
n
f (x − y)dy = + f (x − y)dy,
Rn |y| |y|61 |y|>1 |y|n
the main difficulty lies in the first integral.
2) From the formula of the symbol m(ξ), it is homogeneous of degree 0 in
view of the mean zero property of Ω.
3) The proof of part (c) holds under very general conditions on Ω. Write
Ω = Ωe + Ωo where Ωe is the even part of Ω, Ωe (x) = Ωe (−x), and Ωo (x) is the
odd part, Ωo (−x) = −Ωo (x). Then, because of Rthe uniform boundedness of the
sine integral, i.e., =Iε,η (ξ, x0 ), we required only S n−1 |Ωo (x0 )|dσ(x0 ) < ∞, i.e., the
integrability of the odd part. For the even part, the proof requires the uniform
boundedness of Z
|Ωe (x0 )| ln(1/|ξ 0 · x0 |)dσ(x0 ).
S n−1
This observation is suggestive of certain generalizations of Theorem 4.21, see
[Ste70, §6.5, p.49–50].

4.6 The maximal singular integral operator

Theorem 4.24 guaranteed the existence of the singular integral transforma-

tion
Ω(y)
Z
lim f (x − y)dy (4.44)
ε→0 |y|>ε |y|n
in the sense of convergence in the Lp norm. The natural counterpart of this result
is that of convergence almost everywhere. For the questions involving almost
everywhere convergence, it is best to consider also the corresponding maximal
function.
Theorem 4.26. Suppose that Ω satisfies the conditions of the previous theorem. For
f ∈ Lp (Rn ), 1 6 p < ∞, consider
Ω(y)
Z
Tε f (x) = n
f (x − y)dy, ε > 0.
|y|>ε |y|
(The integral converges absolutely for every x.)
- 118 - 4. Singular Integrals

(a) limε→0 Tε f (x) exists for almost every x.

(b) Let T ∗ f (x) = supε>0 |Tε f (x)|. If f ∈ L1 (Rn ), then the mapping f → T ∗ f is
of weak type (1, 1).
(c) If 1 < p < ∞, then kT ∗ f kp 6 Ap kf kp .
Proof. The argument for the theorem presents itself in three stages.
The first one is the proof of inequality (c) which can be obtained as a rela-
tively easy consequence of the Lp norm existence of limε→0 Tε , already proved,
and certain general properties of “approximations to the identity”.
Let T f (x) = limε→0 Tε f (x), where the limit is taken in the Lp norm. Its
existence is guaranteed by Theorem 4.24. We shall prove this part by showing
the following Cotlar inequality
T ∗ f (x) 6 M (T f )(x) + CM f (x).
Let ϕ be a smooth non-negative function on Rn , which is supported in the
unit ball, has integral equal to one, and which is also radial and decreasing in
|x|. Consider
(
Ω(x)
|x|n , |x| > ε,
Kε (x) =
0, |x| < ε.
This leads us to another function Φ defined by
Φ = ϕ ∗ K − K1 , (4.45)
R
where ϕ ∗ K = limε→0 ϕ ∗ Kε = limε→0 |x−y|>ε K(x − y)ϕ(y)dy.
We shall need to prove that the smallest decreasing radial majorant Ψ of Φ is
integrable (so as to apply Theorem 4.10). In fact, if |x| < 1, then
Z  Z 
   
|Φ| =|ϕ ∗ K| =  K(y)ϕ(x − y)dy  =  K(y)(ϕ(x − y) − ϕ(x))dy 
Rn n
ZR
|ϕ(x − y) − ϕ(x)|
Z
6 |K(y)||ϕ(x − y) − ϕ(x)|dy 6 C dy 6 C,
Rn R Rn |y|n
since (4.41) implies Rn K(y)dy = 0 and by the smoothness of ϕ.
If 1 6 |x| 6 2, then Φ = ϕ ∗ K − K is again bounded by the same reason and
K is bounded in this case.
Finally if |x| > 2,
Z Z
Φ(x) = K(x − y)ϕ(y)dy − K(x) = [K(x − y) − K(x)]ϕ(y)dy.
Rn |y|61
Similar to (4.43), we can get the bound for |y| 6 1 and so |x| > 2|y|,
 
2|y|
|K(x − y) − K(x)| 62 w n
|x|−n + 2(2n − 1)kΩk∞ |y||x|−(n+1)
|x|
4.6. The maximal singular integral operator - 119 -
 
2
62n w |x|−n + 2(2n − 1)kΩk∞ |x|−(n+1) ,
|x|
as in the proof of Theorem 4.24, since w is increasing. Thus, due to kϕk1 = 1, we
obtain for |x| > 2  
2
n
|Φ(x)| 62 w |x|−n + 2(2n − 1)kΩk∞ |x|−(n+1) .
|x|
Therefore, we get |Ψ| 6 C for |x| < 2, and
 
2
n
|Ψ(x)| 62 w |x|−n + 2(2n − 1)kΩk∞ |x|−(n+1) ,
|x|
for |x| > 2, and then we can proved that Ψ ∈ L1 (Rn ) with the help of the Dini-
type condition.
From (4.45), it follows, because the singular integral operator ϕ → ϕ ∗ K
commutes with dilations, that
ϕε ∗ K − Kε = Φε , with Φε (x) = ε−n Φ(x/ε). (4.46)
p n
Now, we claim that for any f ∈ L (R ), 1 < p < ∞,
(ϕε ∗ K) ∗ f (x) = T f ∗ ϕε (x), (4.47)
where the identity holds for every x. In fact, we notice first that
(ϕε ∗ Kδ ) ∗ f (x) = Tδ f ∗ ϕε (x), for every δ > 0 (4.48)
because both sides of (4.48) are equal for each x to the absolutely convergent
double integral z∈Rn |y|>δ K(y)f (z − y)ϕε (x − z)dydz. Moreover, ϕε ∈ Lq (Rn ),
R R

with 1 < q < ∞ and 1/p + 1/q = 1, so ϕε ∗ Kδ → ϕε ∗ K in Lq norm, and

Tδ f → T f in Lp norm, as δ → 0, by Theorem 4.24. This proves (4.47), and so by
(4.46)
Tε f = Kε ∗ f = ϕε ∗ K ∗ f − Φε ∗ f = T f ∗ ϕε − f ∗ Φε .
Passing to the supremum over ε and applying Theorem 4.10, part (a), Theo-
rem 3.9 for maximal funtions and Theorem 4.24, we get
kT ∗ f kp 6k sup |T f ∗ ϕε |kp + k sup |f ∗ Φε |kp
ε>0 ε>0
6CkM (T f )kp + CkM f kp 6 CkT f kp + Ckf kp 6 Ckf kp .
Thus, we have proved (c).
The second and most difficult stage of the proof is the conclusion (b). Here
the argument proceeds in the main as in the proof of the weak type (1, 1) result
for singular integrals in Theorem 4.18. We review it with deliberate brevity so
as to avoid a repetition of details already examined.
For a given α > 0, we split f = g + b as in the proof of Theorem 4.18. We
also consider for each cube Qj its mate Q∗j , which has the same center cj but
√
whose side length is expanded 2 n times. The following geometric remarks
 6.4 The Maximal Singular Integral Operator

(i) If x < Q∗j , then |x − c j | > 2|y − c j | for all y ∈ Q j , as an obvious geometric
- 120 - 4. Singular Integrals
(ii) Suppose x ∈ Rn \ Q∗j and assume that for some y ∈ Q j , |x − y| = ε. Then t
at x, of radius γn ε, contains Q j , i.e. B(x, r) ⊃ Q j , if r = γn ε.
concerning these cubes are nearly obvious (The first one has given in the proof
(iii) Under the same hypotheses as (ii), we have that |x − y| > γn0 ε, for every
of Theorem 4.18). Here γn and γn0 depend only on the dimension n, and not the particular cube
/ Q∗j , then |x − cj | > 2|y − cj | for all y ∈ Qj , as an obvious geometric
(i) If x ∈
consideration shows.
(ii) Suppose x ∈ Rn \ Q∗j and assume that
for some y ∈ Qj , |x − y| = ε. Then the closed B(x, r)
γn ε
ball centered at x, of radius γn ε, contains Qj , i.e.,
B(x, r) ⊃ Qj , if r = γn ε.
γn0 ε x
(iii) Under the same hypotheses as (ii), we Qj
y ε
have that |x − y| > γn0 ε, for every y ∈ Qj . Q∗j
Here γn and γn0 depend only on the dimen- Rn \ ∪ j Q∗j
sion n, and not the particular cube Qj .
With these observations, and following the
development in the proof of Theorem 4.18, we FigureObservation for (ii) and (iii)
4.1: Observation for
n
shall prove that if x ∈ R \ ∪j Qj , ∗
(ii) and (iii)
XZ With these observations, and following the development in the proof of T
sup |Tε b(x)| 6 |K(x − y) − K(xprove−that
cj )||b(y)|dy
if x ∈ Rn \ ∪ j Q∗ , j
ε>0 Qj
j
XZ
1
Z
sup |T ε b(x)| 6 |K(x − y) − K(x − c j )||b(y)|dy
+ C sup |b(y)|dy, ε>0 j Qj
r>0 m(B(x, r)) B(x,r) Z
1
(4.49) + C sup |b(y)|dy,
r>0 m(B(x, r)) B(x,r)
Ω(x)
with K(x) = |x|n . Ω(x)
with K(x) = |x|n .
The addition of the maximal function to theofr.h.s
The addition of (4.49)
the maximal is the
function to themain
r.h.s ofnew
(6.23) is the main new e
n ∗
element of the proof. To prove (6.23), fix x ∈ R \ ∪ j Q j , and ε > 0. Now the cubes Q j fall into th
To prove (4.49), fix x ∈ Rn \ ∪j Q∗j1) for all y ∈ Q j , |x − y| < ε;
, and ε > 0. Now the cubes Qj fall into
2) for all y ∈ Q j , |x − y| > ε;
three classes: 3) there is a y ∈ Q j , such that |x − y| = ε.
1) for all y ∈ Qj , |x − y| < ε; We now examine
2) for all y ∈ Qj , |x − y| > ε; XZ
T ε b(x) = Kε (x − y)b(y)dy.
3) there is a y ∈ Qj , such that |x − y| = ε. j Qj

We now examine Case 1). Kε (x − y) = 0 if |x − y| < ε, and so the integral over the cube Q j in
XZ
Case 2). Kε (x − y) = K(x − y), if |x − y| > ε, and therefore this integral over
Tε b(x) = Kε (x − y)b(y)dy. (4.50)
Qj Z Z
j
K(x − y)b(y)dy = [K(x − y) − K(x − c j )]b(y)dy.
Case 1). Kε (x − y) = 0 if |x − y| < ε, and so the integralQj Qj
over the cube Qj in
(4.50) is zero. This term is majorized in absolute value by
Case 2). Kε (x − y) = K(x − y), if |x − y| > ε, and therefore this integral over
4.6. The maximal singular integral operator - 121 -

Qj equals
Z Z
K(x − y)b(y)dy = [K(x − y) − K(x − cj )]b(y)dy.
Qj Qj
This term is majorized in absolute value by
Z
|K(x − y) − K(x − cj )||b(y)|dy,
Qj
which expression appears in the r.h.s. of (4.49).
Case 3). We write simply
Z  Z
 
Kε (x − y)b(y)dy  6 |Kε (x − y)||b(y)|dy
 

 Qj  Qj
Z
= |Kε (x − y)||b(y)|dy,
Qj ∩B(x,r)
by (ii), with r = γn ε. However, by (iii) and the fact that Ω(x) is bounded, we
have  
 Ω(x − y) 
|Kε (x − y)| = 
 6 C .
|x − y|  (γn0 ε)n
n

Thus, in thiscase, 

Z C
 Z
K (x − y)b(y)dy  6 |b(y)|dy.
 
 Qj ε  m(B(x, r)) Qj ∩B(x,r)


If we add over all cubes Qj , we finally obtain, for r = γn ε,

XZ
|Tε b(x)| 6 |K(x − y) − K(x − cj )||b(y)|dy
j Qj

C
Z
+ |b(y)|dy.
m(B(x, r)) B(x,r)
Taking the supremum over ε gives (4.49).
This inequality can be written in the form
|T ∗ b(x)| 6 Σ(x) + CM b(x), x ∈ Rn \ ∪j Q∗j ,
and so
m ({x ∈ Rn \ ∪j Q∗j : |T ∗ b(x)| > α/2})
6m({x ∈ R m
\ ∪j Q∗j : Σ(x) > α/4}) + ({x ∈ Rn \ ∪j Q∗j : CM b(x) > α/4}).
n

The first term in the r.h.s. is similar to (4.33), and we can get
Z
Σ(x)dx 6 Ckbk1
Rn \∪j Q∗j

which implies m({x ∈ Rn \ ∪j Q∗j : Σ(x) > α/4}) 6 4C

α kbk1 .
- 122 - 4. Singular Integrals

For the second one, by Theorem 3.9, i.e., the weak type estimate for the max-
imal function M , we get m({x ∈ Rn \ ∪j Q∗j : CM b(x) > α/4}) 6 C α kbk1 .
The weak type (1, 1) property of T ∗ then follows as in the proof of the same
property for T , in Theorem 4.18 for more details.
The final stage of the proof, the passage from the inequalities of T ∗ to the
existence of the limits almost everywhere, follows the familiar pattern described
in the proof of the Lebesgue differential theorem (i.e., Theorem 3.13).
More precisely, for any f ∈ Lp (Rn ), 1 6 p < ∞, let
 
 
Λf (x) = lim sup Tε f (x) − lim inf Tε f (x) .
ε→0 ε→0
Clearly, Λf (x) 6 2T ∗ f (x). Now write f = f1 + f2 where f1 ∈ Cc1 , and kf2 kp 6 δ.
We have already proved in the proof of Theorem 4.21 that Tε f1 converges
uniformly as ε → 0, so Λf1 (x) ≡ 0. By (4.37), we have kΛf2 kp 6 2Ap kf2 kp 6
2Ap δ if 1 < p < ∞. This shows Λf2 = 0, almost everywhere, thus by Λf (x) 6
Λf1 (x)+Λf2 (x), we have Λf = 0 almost everywhere. So limε→0 Tε f exists almost
everywhere if 1 < p < ∞.
In the case p = 1, we get similarly
m A
({x : Λf (x) > α}) 6 kf2 k1 6
α
Aδ
α
,
and so again Λf (x) = 0 almost everywhere, which implies that limε→0 Tε f (x)
exists almost everywhere. 

4.7 *Vector-valued analogues

It is interesting to point out that the results of this chapter, where our func-
tions were assumes to take real or complex values, can be extended to the case
of functions taking their values in a Hilbert space. We present this generaliza-
tion because it can be put to good use in several problems. An indication of this
usefulness is given in the Littlewood-Paley theory.
We begin by reviewing quickly certain aspects of integration theory in this
context.
Let H be a separable Hilbert space. Then a function f (x), from Rn to H
is measurable if the scalar valued functions (f (x), ϕ) are measurable, where (·, ·)
denotes the inner product of H , and ϕ denotes an arbitrary vector of H .
If f (x) is such a measurable function, then |f (x)| is also measurable (as a
function with non-negative values), where | · | denotes the norm of H .
4.7. *Vector-valued analogues - 123 -

Thus, Lp (Rn , H ) is defined as the equivalent classes of measurable functions

f (x) from R to H , with the property that the norm kf kp = ( Rn |f (x)|p dx)1/p
n
R

is finite, when p < ∞; when p = ∞ there is a similar definition, except kf k∞ =

ess sup |f (x)|.
Next, let H1 and H2 be two separable Hilbert spaces, and let L(H1 , H2 )
denote the Banach space of bounded linear operators from H1 to H2 , with the
usual operator norm.
We say that a function f (x), from Rn to L(H1 , H2 ) is measurable if f (x)ϕ
is an H2 -valued measurable function for every ϕ ∈ H1 . In this case |f (x)| is
also measurable and we can define the space Lp (Rn , L(H1 , H2 )), as before; here
again | · | denotes the norm, this time in L(H1 , H2 ).
The usual facts about convolution hold in this setting. For example, sup-
q n p n
R
pose K(x) ∈ L (R , L(H1 , H2 )) and f (x) ∈ L (R , H1 ), then g(x) = Rn K(x −
y)f (y)dy converges in the norm of H2 for almost every x, and
Z Z
|g(x)| 6 |K(x − y)f (y)|dy 6 |K(x − y)||f (y)|dy.
Rn Rn
Also kgkr 6 kKkq kf kp , if 1/r = 1/p + 1/q − 1, with 1 6 r 6 ∞.
Suppose that f (x) ∈ L1 (Rn , H ). Then we can define its Fourier transform
ˆ −ωix·ξ f (x)dx which is an element of L∞ (Rn , H ). If f ∈ L1 (Rn , H )∩
R
f (ξ) = Rn e
 −n/2
L2 (Rn , H ), then fˆ(ξ) ∈ L2 (Rn , H ) with kfˆk2 = |ω| 2π kf k2 . The Fourier
transform can then be extended by continuity to a unitary mapping of the Hilbert
space L2 (Rn , H ) to itself, up to a constant multiplication.
These facts can be obtained easily from the scalar-valued case by introducing
an arbitrary orthonormal basis in H .
Now suppose that H1 and H2 are two given Hilbert spaces. Assume that
f (x) takes values in H1 , and K(x) takes values in L(H1 , H2 ). Then
Z
T f (x) = K(y)f (x − y)dy,
Rn
whenever defined, takes values in H2 .
Theorem 4.27. The results in this chapter, in particular Theorem 4.18, Proposition
4.19, Theorems 4.21, 4.24 and 4.26 are valid in the more general context where f takes
its value in H1 , K takes its values in L(H1 , H2 ) and T f and Tε f take their value in
H2 , and where throughout the absolute value | · | is replaced by the appropriate norm in
H1 , L(H1 , H2 ) or H2 respectively.
This theorem is not a corollary of the scalar-valued case treated in any obvi-
ous way. However, its proof consists of nothing but a identical repetition of the
- 124 - 4. Singular Integrals

arguments given for the scalar-valued case, if we take into account the remarks
made in the above paragraphs. So, we leave the proof to the interested reader.
Remark 4.28. 1) The final bounds obtained do not depend on the Hilbert spaces
H1 or H2 , but only on B, p, and n, as in the scalar-valued case.
2) Most of the argument goes through in the even greater generality of Ba-
nach space-valued functions, appropriately defined. The Hilbert space structure
is used only in the L2 theory when applying the variant of Plancherel’s formula.
The Hilbert space structure also enters in the following corollary.
Corollary 4.29. With the same assumptions as in Theorem 4.27, if in addition
kT f k2 = ckf k2 , c > 0, f ∈ L2 (Rn , H1 ),
then kf kp 6 A0p kT f kp , if f ∈ Lp (Rn , H1 ), if 1 < p < ∞.
Proof. We remark that the L2 (Rn , Hj ) are Hilbert spaces. In fact, let (·, ·)j denote
the inner product of Hj , j = 1, 2, and let h·, ·ij denote the corresponding inner
product in L2 (Rn , Hj ); that is
Z
hf, gij = (f (x), g(x))j dx.
Rn
Now T is a bounded linear transformation from the Hilbert space L2 (Rn , H1 )
to the Hilbert space L2 (Rn , H2 ), and so by the general theory of inner products
there exists a unique adjoint transformation T̃ , from L2 (Rn , H2 ) to L2 (Rn , H1 ),
which satisfies the characterizing property
hT f1 , f2 i2 = hf1 , T̃ f2 i1 , with fj ∈ L2 (Rn , Hj ).
But our assumption is equivalent with the identity (see the theory of Hilbert
spaces, e.g. [Din07, Chapter 6])
hT f, T gi2 = c2 hf, gi1 , for all f, g ∈ L2 (Rn , H1 ).
Thus using the definition of the adjoint, hT̃ T f, gi1 = c2 hf, gi1 , and so the as-
sumption can be restated as
T̃ T f = c2 f, f ∈ L2 (Rn , H1 ). (4.51)
T̃ is again an operator of the same kind as T but it takes function with values
in H2 to functions with values in H1 , and its kernel K̃(x) = K ∗ (−x), where ∗
denotes the adjoint of an element in L(H1 , H2 ).
This is obvious on Z the
Z formal level since
hT f1 , f2 i2 = (K(x − y)f1 (y), f2 (x))2 dydx
n n
ZR ZR
= (f1 (y), K ∗ (−(y − x))f2 (x))1 dxdy = hf1 , T̃ f2 i1 .
Rn Rn
4.7. *Vector-valued analogues - 125 -

The rigorous justification of this identity is achieved by a simple limiting argu-

ment. We will not tire the reader with the routine details.
This being said we have only to add the remark that K ∗ (−x) satisfies the
same conditions as K(x), and so we have, for it, similar conclusions as for K
(with the same bounds). Thus by (4.51),
c2 kf kp = kT̃ T f kp 6 Ap kT f kp .
This proves the corollary with A0p = Ap /c2 . 

Remark 4.30. This corollary applies in particular to the singular integrals com-
muted with dilations, then the condition required is that the multiplier m(ξ)
have constant absolute value. This is the case, for example, when T is the Hilbert
1
transform, K(x) = πx , and m(ξ) = −i sgn (ω) sgn (ξ).
 V
RIESZ TRANSFORMS AND SPHERICAL
HARMONICS

5.1 The Riesz transforms

We look for the operators in Rn which have the analogous structural char-
acterization as the Hilbert transform. We begin by making a few remarks about
the interaction of rotations with the n-dimensional Fourier transform. We shall
need the following elementary observation.
Let ρ denote any rotation about the origin in Rn . Denote also by ρ its induced
action on functions, ρ(f )(x)
Z = f (ρx). Then Z
−1 y·ξ
(F ρ)f (ξ) = e−ωix·ξ f (ρx)dx = e−ωiρ f (y)dy
n Rn
ZR
= e−ωiy·ρξ f (y)dy = F f (ρξ) = ρF f (ξ),
Rn
that is,
F ρ = ρF .
Let `(x) = (`1 (x), `2 (x), ..., `n (x)) be an n-tuple of functions defined on Rn .
For any rotation ρ about the origin, write ρ = (ρjk ) for its matrix realization.
Suppose that ` transforms like a vector. Symbolically this can be written as
`(ρx) = ρ(`(x)),
or more explicitly
X
`j (ρx) = ρjk `k (x), for every rotation ρ. (5.1)
k
Lemma 5.1. Suppose ` is homogeneous of degree 0, i.e., `(εx) = `(x), for ε > 0. If `
x
transforms according to (5.1) then `(x) = c |x| for some constant c; that is
xj
`j (x) = c . (5.2)
|x|
Proof. It suffices to consider x ∈ S n−1 due to the homogeneousness of degree 0
for `. Now, let e1 , e2 , ..., en denote the usual unit vectors along the axes. Set
127
- 128 - 5. Riesz Transforms and Spherical Harmonics

c = `1 (e1 ). We can see that `j (e1 ) = 0, if j 6= 1.

In fact, we take a rotation arbitrarily such that e1 fixed under the acting of
ρ, i.e., ρe1 = e1 . Thus, we also have e1 = ρ−1 ρe1 = ρ−1 e1 = ρ> e1 . From
ρe1 = ρ> e1 = e1 , we get ρ11 = 1 and ρ1k = ρj1 = 0 for k 6= 1 and j 6= 1.
   −1  
1 0 1 0 1 0
So ρ = . Because = and ρ−1 = ρ> , we obtain
0 A 0 A 0 A−1
A−1 = A> and det PnA = 1, i.e., A is a rotation in R
n−1 . On the other hand, by (5.1),

we get `j (e1 ) = k=2 ρjk `k (e1 ) for j = 2, ..., n. That is, the n−1 dimensional vec-
tor (`2 (e1 ), `3 (e1 ), · · · , `n (e1 )) is left fixed by all the rotations on this n − 1 dimen-
sional vector space. Thus, we have to take `2 (e1 ) = `3 (e1 ) = · · · = `n (e1 ) = 0.
Inserting again in (5.1) gives `j (ρe1 ) = ρj1 `1 (e1 ) = cρj1 . If we take a rotation
such that ρe1 = x, then we have ρj1 = xj , so `j (x) = cxj , (|x| = 1), which proves
the lemma. 

We now define the n Riesz transforms. For f ∈ Lp (Rn ), 1 6 p < ∞, we set

yj
Z
Rj f (x) = lim cn n+1
f (x − y)dy, j = 1, ..., n, (5.3)
ε→0 |y|>ε |y|
Γ((n+1)/2) π (n+1)/2
with cn = π (n+1)/2
where 1/cn = Γ((n+1)/2) is half the surface area of the unit
Ωj (x)
sphere S n of Rn+1 . Thus, Rj is defined by the kernel Kj (x) = |x|n , and Ωj (x) =
x
cn |x|j .
Next, we derive the multipliers which correspond to the Riesz transforms,
and which in fact justify their definition. Denote
Ω(x) = (Ω1 (x), Ω2 (x), ..., Ωn (x)), and m(ξ) = (m1 (ξ), m2 (ξ), ..., mn (ξ)).
Let us recall the formula (4.42), i.e.,
Z
m(ξ) = Φ(ξ · x)Ω(x)dσ(x), |ξ| = 1, (5.4)
S n−1
with Φ(t) = − πi
2 sgn (ω) sgn (t) + ln |1/t|. For any rotation ρ, since Ω commutes
with any rotations, i.e., Ω(ρx) = ρ(Ω(x)), we have, by changes of variables,
Z Z
ρ(m(ξ)) = Φ(ξ · x)ρ(Ω(x))dσ(x) = Φ(ξ · x)Ω(ρx)dσ(x)
n−1 n−1
ZS ZS
= Φ(ξ · ρ−1 y)Ω(y)dσ(y) = Φ(ρξ · y)Ω(y)dσ(y)
S n−1 S n−1
=m(ρξ).
Thus, m commutes with rotations and so m satisfies (5.1). However, the mj are
5.1. The Riesz transforms - 129 -
ξ
each homogeneous of degree 0, so Lemma 5.1 shows that mj (ξ) = c |ξ|j , with
Z
c =m1 (e1 ) = Φ(e1 · x)Ω1 (x)dσ(x)
S n−1

πi
Z
= [− sgn (ω) sgn (x1 ) + ln |1/x1 |]cn x1 dσ(x)
S n−1 2
πi
Z
= − sgn (ω) cn |x1 |dσ(x) (the 2nd is 0 since it is odd w.r.t. x1 )
2 S n−1
πi Γ((n + 1)/2) 2π (n−1)/2
= − sgn (ω) = − sgn (ω)i.
2 π (n+1)/2 Γ((n + 1)/2)
Here we have used the fact S n−1 |x1 |dσ(x) = 2π (n−1)/2 /Γ((n + 1)/2). Therefore,
R

we obtain
ξj ˆ
R j f (ξ) = − sgn (ω)i f (ξ), j = 1, ..., n. (5.5)
d
|ξ|
This identity and Plancherel’s theorem also imply the following “unitary” char-
acter of the Riesz transforms
Xn
kRj f k22 = kf k22 .
j=1
P
By m(ρξ) = ρ(m(ξ)) proved above, we have mj (ρξ) = k ρjk mk (ξ) for any
rotation ρ and then mj (ρξ)fˆ(ξ) = k ρjk mk (ξ)fˆ(ξ). Taking the inverse Fourier
P
transform, it follows
F −1 mj (ρξ)fˆ(ξ) =F −1 ρjk mk (ξ)fˆ(ξ)
X

ρjk F −1 mk (ξ)fˆ(ξ) =
X X
= ρjk Rk f.
k k
But by changes of variables, we have
F −1 mj (ρξ)fˆ(ξ)
 n Z
|ω|
= eωix·ξ mj (ρξ)fˆ(ξ)dξ
2π Rn
 n Z
|ω|
= eωiρx·η mj (η)fˆ(ρ−1 η)dη
2π R n

=(F (mj (ξ)fˆ(ρ−1 ξ)))(ρx) = ρF −1 (mj (ξ)fˆ(ρ−1 ξ))(x)

−1

=ρRj ρ−1 f,
since the Fourier transform commutes with
X rotations. Therefore, it reaches
−1
ρRj ρ f = ρjk Rk f, (5.6)
k
- 130 - 5. Riesz Transforms and Spherical Harmonics

which is the statement that under rotations in Rn , the Riesz operators transform
in the same manner as the components of a vector.
We have the following characterization of Riesz transforms.
Proposition 5.2. Let T = (T1 , T2 , ..., Tn ) be an n-tuple of bounded linear transforms
on L2 (Rn ). Suppose
(a) Each Tj commutes with translations of Rn ;
(b) Each Tj commutes with dilations of Rn ;
(c) For every rotation ρ = (ρjk ) of Rn , ρTj ρ−1 f = k ρjk Tk f .
P
Then the Tj is a constant multiple of the Riesz transforms, i.e., there exists a constant c
such that Tj = cRj , j = 1, ..., n.
Proof. All the elements of the proof have already been discussed. We bring them
together.
(i) Since the Tj is bounded linear on L2 (Rn ) and commutes with transla-
tions, by Theorem 1.62 they can be each realized by bounded multipliers mj ,
i.e., F (Tj f ) = mj fˆ.
(ii) Since the Tj commutes with dilations, i.e., Tj δε f = δε Tj f , in view of
Proposition 1.3, we see that
F Tj δε f = mj (ξ)F δε f = mj (ξ)ε−n δε−1 fˆ(ξ) = mj (ξ)ε−n fˆ(ξ/ε)
and
F δε Tj f = ε−n δε−1 F Tj f = ε−n δε−1 (mj fˆ) = ε−n mj (ξ/ε)fˆ(ξ/ε),
which imply mj (ξ) = mj (ξ/ε) or equivalently mj (εξ) = mj (ξ), ε > 0; that is,
each mj is homogeneous of degree 0.
(iii) Finally, assumption (c) has a consequence by taking the Fourier trans-
form, i.e., the relation (5.1), and so by Lemma 5.1, we can obtain the desired
conclusion. 
One of the important applications of the Riesz transforms is that they can
be used to mediate between various combinations of partial derivatives of a
function.
2
Proposition 5.3. Suppose f ∈ Cc2 (Rn ). Let ∆f = nj=1 ∂∂xf2 . Then we have the a
P
j
priori bound
2
∂ f
∂xj ∂xk 6 Ap k∆f kp , 1 < p < ∞. (5.7)

p

Proof. Since F (∂xj f )(ξ) = ωiξj F f (ξ), we have

 2 
∂ f
F (ξ) = − ω 2 ξj ξk F f (ξ)
∂xj ∂xk
5.1. The Riesz transforms - 131 -
  
iξj iξk
= − − sgn (ω) − sgn (ω) (−ω 2 |ξ|2 )F f (ξ)
|ξ| |ξ|
= − F Rj Rk ∆f.
2
Thus, ∂x∂j ∂x
f
k
= −Rj Rk ∆f . By the Lp boundedness of the Riesz transforms, we
have the desired result. 
1 2
Proposition f ∈ Cc (R ). Then we have the a priori bound
5.4. Suppose
∂f
+ ∂f 6 Ap ∂f + i ∂f , 1 < p < ∞.


∂x1 ∂x2 ∂x1 ∂x2 p
p p

Proof. The proof is similar to the previous one. Indeed, we have

iξj iξj ξ12 + ξ22
F ∂xj f =ωiξj F f (ξ) = ω |ξ|F f (ξ) = ω F f (ξ)
|ξ| |ξ| |ξ|
iξj (ξ1 − iξ2 )(ξ1 + iξ2 )
=ω F f (ξ)
|ξ| |ξ|
− sgn (ω)iξj − sgn (ω)i(ξ1 − iξ2 )
=− F (∂x1 f + i∂x2 f )
|ξ| |ξ|
= − F Rj (R1 − iR2 )(∂x1 f + i∂x2 f ).
That is, ∂xj f = −Rj (R1 − iR2 )(∂x1 f + i∂x2 f ). Also by the Lp boundedness of the
Riesz transforms, we can obtain the result. 
We shall now tie together the Riesz transforms and the theory of harmonic
functions, more particularly Poisson integrals. Since we are interested here
mainly in the formal aspects we shall restrict ourselves to the L2 case. For Lp
case, one can see the further results in [Ste70, §4.3 and §4.4, p.78].
Theorem 5.5. Let f and f1 , ..., fn all belong to L2 (Rn ), and let their respective Poisson
integrals be u0 (x, y) = Py ∗ f , u1 (x, y) = Py ∗ f1 , ..., un (x, y) = Py ∗ fn . Then a
necessary and sufficient condition of
fj = Rj (f ), j = 1, ..., n, (5.8)
is that the following generalized
 n Cauchy-Riemann equations hold:
 X ∂uj

 = 0,
∂xj

j=0 (5.9)
 ∂uj ∂uk
= , j 6= k, with x0 = y.


∂xk ∂xj


Remark 5.6. At least locally, the system (5.9) is equivalent with the existence of a
∂g
harmonic function g of the n + 1 variables, such that uj = ∂x j
, j = 0, 1, 2, ..., n.
- 132 - 5. Riesz Transforms and Spherical Harmonics
iξ
Proof. Suppose fj = Rj f , then fbj (ξ) = − sgn (ω) |ξ|j fˆ(ξ), and so by (4.15)
 n Z
|ω| iξj
uj (x, y) = − sgn (ω) fˆ(ξ) eωiξ·x e−|ωξ|y dξ, j = 1, ..., n,
2π R n |ξ|
and  n Z
|ω|
u0 (x, y) = fˆ(ξ)eωiξ·x e−|ωξ|y dξ.
2π Rn

The equation (5.9) can then be immediately verified by differentiation under

the integral sign, which is justified by the rapid convergence of the integrals in
question.  n R
Conversely, let uj (x, y) = |ω| 2π n fj (ξ)e
b
R
ωiξ·x e−|ωξ|y dξ, j = 0, 1, ..., n with

∂u0 ∂uj ∂u
f0 = f . Then the fact that ∂xj = = ∂yj , j = 1, ..., n, and Fourier inversion
∂x0
theorem, show that
ωiξj fb0 (ξ)e−|ωξ|y = −|ωξ|fbj (ξ)e−|ωξ|y ,
iξ
therefore fbj (ξ) = − sgn (ω) j fb0 (ξ), and so
|ξ|
fj = Rj f0 = Rj f, j = 1, ..., n.


5.2 Spherical harmonics and higher Riesz transforms

We return to the consideration of special transforms of the form

Ω(y)
Z
T f (x) = lim f (x − y)dy, (5.10)
ε→0 |y|>ε |y|n

where Ω is homogeneous of degree 0 and its integral over S n−1 vanishes.

We have already considered the example, i.e., the case of Riesz transforms,
y
Ωj (y) = c |y|j , j = 1, ..., n. For n = 1, Ω(y) = c sgn y, and this is the only possible
case, i.e., the Hilbert transform. To study the matter further for n > 1, we recall
the expression Z
m(ξ) = Λ(y · ξ)Ω(y)dσ(y), |ξ| = 1
S n−1
where m is the multiplier arising from the transform (5.10).
We have already remarked that the mapping Ω → m commutes with rota-
tions. We shall therefore consider the functions on the sphere S n−1 (more par-
ticularly the space L2 (S n−1 )) from the point of view of its decomposition under
the action of rotations. As is well known, this decomposition is in terms of the
spherical harmonics, and it is with a brief review of their properties that we
begin.
5.2. Spherical harmonics and higher Riesz transforms - 133 -

We fix our attention, as always, on Rn , and we shall consider polynomials in

Rn which are also harmonic.

Definition 5.7. Denote α = (α1 , ..., αn ), |α| = nj=1 αj and xα = xα1 1 · · · xαnn . Let
P
Pk denote the linear space of all homogeneous polynomials of degree k, i.e.,
n X o
Pk := P (x) = aα xα : |α| = k .

Each such
P polynomial corresponds its dual object, the differential operator
P (∂x ) = aα ∂x , where ∂xα = ∂xα11 · · · ∂xαnn . On Pk , we define a positive inner
α
0
product hP, Qi = P (∂x )Q̄. Note that two distinct monomials xα and xα in Pk
are orthogonal w.r.t. it, since there exists at least one i such that αi > αi0 , then
α0
∂xαii xi i = 0. hP, P i = |aα |2 α! where α! = (α1 !) · · · (αn !).
P

Definition 5.8. We define Hk to be the linear space of homogeneous polynomi-

als of degree k which are harmonic: the solid spherical harmonics of degree k. That
is,
Hk := {P (x) ∈ Pk : ∆P (x) = 0} .

It will be convenient to restrict these polynomials to S n−1 , and there to define

the standard inner product, Z
(P, Q) = P (x)Q(x)dσ(x).
S n−1
For a function f on S n−1 , we define the spherical Laplacean ∆S by
∆S f (x) = ∆f (x/|x|),
where f (x/|x|) is the degree zero homogeneous extension of the function f to
Rn \ {0}, and ∆ is the Laplacian of the Euclidean space.1
Proposition 5.9. We have the following properties.
(1) The finite dimensional spaces {Hk }∞k=0 are mutually orthogonal.
(2) Every homogeneous polynomial P ∈ Pk can be written in the form P = P1 +
|x|2 P2 , where P1 ∈ Hk and P2 ∈ Pk−2 .
(3) Let Hk denote the linear space of restrictions of Hk to the unit sphere.2 The

1
This is implied by the well-known formula for the Euclidean Laplacian in spherical polar
coordinates:  
∂ ∂f
∆f = r1−n rn−1 + r−2 ∆S f.
∂r ∂r
- 134 - 5. Riesz Transforms and Spherical Harmonics

elements of Hk are the surface spherical harmonics of degree k, i.e.,

Hk = {P (x) ∈ Hk : |x| = 1} .
Then L2 (S n−1 ) = ∞ 2
P
k=0 k . Here the L space is taken w.r.t. usual measure, and the
H
infinite direct sum is taken in the sense of Hilbert space theory. That is, if f ∈ L2 (S n−1 ),
then f has the development
X∞
f (x) = Yk (x), Yk ∈ Hk , (5.11)
k=0
2 n−1 ) norm, and
Z is in the L (S
where the convergence
XZ
2
|f (x)| dσ(x) = |Yk (x)|2 dσ(x).
S n−1 k S n−1
(4) If Yk ∈ Hk , then ∆S Yk (x) = −k(k + n − 2)Yk (x).
(5) Suppose f has the development (5.11). Then f (after correction on a set of mea-
sure zero, if necessary) is indefinitely differentiable on S n−1 (i.e., f ∈ C ∞ (S n−1 )) if
and onlyZif
|Yk (x)|2 dσ(x) = O(k −N ), as k → ∞, for each fixed N. (5.12)
S n−1

Proof. (1) If P ∈ Pk , i.e., P (x) = aα xα with |α| = k, then

P
n n n
α −1
aα αj xα1 1 · · · xj j · · · xαnn =
X X X X X
x j ∂ xj P = xj αj aα xα = kP.
j=1 j=1 j=1
∂P ∂
On S n−1 ,
it follows kP = where
∂ν denotes differentiation w.r.t. the outward
∂ν
normal vector. Thus, for P ∈ Hk , and Q ∈ Hj , then by Green’s theorem
 
∂P ∂ Q̄
Z Z
(k − j) P Q̄dσ(x) = Q̄ −P dσ(x)
S n−1 n−1 ∂ν ∂ν
ZS
= [Q̄∆P − P ∆Q̄]dx = 0,
|x|61
where ∆ is the Laplacean on Rn .
(2) Indeed, let |x|2 Pk−2 be the subspace of Pk of all polynomials of the form
2
|x| P2 where P2 ∈ Pk−2 . Then its orthogonal complement w.r.t. h·, ·i is exactly
Hk . In fact, P1 is in this orthogonal complement if and only if h|x|2 P2 , P1 i = 0
for all P2 . But h|x|2 P2 , P1 i = (P2 (∂x )∆)P1 = hP2 , ∆P1 i, so ∆P1 = 0 and thus
Pk = Hk ⊕ |x|2 Pk−2 , which proves the conclusion. In addition, we have for
P ∈ Pk
|x|k P0 (x),

2 k even,
P (x) = Pk (x) + |x| Pk−2 (x) + · · · + k−1
|x| P1 (x), k odd,
where Pj ∈ Hj by noticing that Pj = Hj for j = 0, 1.
5.2. Spherical harmonics and higher Riesz transforms - 135 -

(3) In fact, by the further result in (2), if |x| = 1, then we have


P0 (x), k even,
P (x) = Pk (x) + Pk−2 (x) + · · · . +
P1 (x), k odd,
with Pj ∈ Hj . That is, the restriction of any polynomial on the unit sphere
is a finite linear combination of spherical harmonics. Since the restriction of
polynomials is dense in L2 (S n−1 ) in the norm (see [SW71, Corollary 2.3, p.141])
by the Weierstrass approximation theorem,3 the conclusion is then established.
(4) In fact, for |x| = 1, we have
∆S Yk (x) =∆(|x|−k Yk (x)) = |x|−k ∆Yk + ∆(|x|−k )Yk + 2∇(|x|−k ) · ∇Yk
=(k 2 + (2 − n)k)|x|−k−2 Yk − 2k 2 |x|−k−2 Yk
= − k(k + n − 2)|x|k−2 Yk = −k(k + n − 2)Yk ,
Pn
since j=1 xj ∂xj Yk = kYk for Yk ∈ Pk .
P∞ 0 0
(5) To prove this, we write (5.11) as f (x) = k=0 ak Yk (x), where the Yk are
normalized such that S n−1 |Yk0 (x)|2 dσ(x) = 1. Our assertion is then equivalent
R

with ak = O(k −N/2 ), as k → ∞. If f is of class C 2 , then an application of Green’s

theorem shows that Z Z
0
∆S f Yk dσ = f ∆S Yk0 dσ.
S n−1 S n−1
Thus, if f ∈ C ∞ , then by (4)
Z Z Z ∞
X
r r 0 r
0
∆S f Yk dσ = f ∆S Yk dσ = [−k(k + n − 2)] aj Yj0 Yk0 dσ
S n−1 S n−1 S n−1 j=0
Z
r
=[−k(k + n − 2)] ak |Yk0 |2 dσ = ak [−k(k + n − 2)]r .
S n−1
So ak = O(k −2r ) for every r and therefore (5.12) holds.
To prove the converse, from (5.12), we have for any r ∈ N
∞
X ∞
X
k∆rS f k22 =(∆rS f, ∆rS f ) = ( ∆rS Yj (x), ∆rS Yk (x))
j=0 k=0
∞
X ∞
X
=( [−j(j + n − 2)]r Yj (x), [−k(k + n − 2)]r Yk (x))
j=0 k=0
∞
X
= [−k(k + n − 2)]2r (Yk (x), Yk (x))
k=0

3
If g is continuous on S n−1 , we can approximate it uniformly by polynomials restricted to
n−1
S .
- 136 - 5. Riesz Transforms and Spherical Harmonics
∞
X
= [−k(k + n − 2)]2r O(k −N ) 6 C,
k=0
if we take N large enough. Thus, f ∈ C ∞ (S n−1 ). 
Theorem 5.10 (Hecke’s identity). It holds
 −n/2
− |ω| |x|2 |ω| |ω| 2
F (Pk (x)e 2 )= (−i sgn (ω))k Pk (ξ)e− 2 |ξ| , ∀Pk ∈ Hk (Rn ).
2π
(5.13)

Proof. That is to prove

 −n/2
|ω|
Z
−ωix·ξ− |ω| |x| 2 |ω| 2
Pk (x)e 2 dx = (−i sgn (ω))k Pk (ξ)e− 2 |ξ| . (5.14)
Rn 2π
Applying the differential operator Pk (∂ξ ) to both sides of the identity (cf.
Theorem 1.10)
 −n/2
|ω|
Z
−ωix·ξ− |ω| |x| 2 |ω| 2
e 2 dx = e− 2 |ξ| ,
Rn 2π
we obtain
 −n/2
|ω|
Z
−ωix·ξ− |ω| |x|2 |ω| 2
(−ωi) k
Pk (x)e 2 dx = Q(ξ)e− 2 |ξ| .
Rn 2π
Since Pk (x) is polynomial, it is obvious analytic continuation Pk (z) to all of Cn .
Thus, by a change of variable
 n/2 Z
k |ω| |ω| 2 |ω| 2
Q(ξ) =(−ωi) Pk (x)e−ωix·ξ− 2 |x| + 2 |ξ| dx
2π Rn
 n/2 Z
|ω| |ω| 2
=(−ωi)k Pk (x)e− 2 (x+i sgn (ω)ξ) dx
2π Rn
 n/2 Z
|ω| |ω| 2
=(−ωi)k Pk (y − i sgn (ω)ξ)e− 2 |y| dy.
2π Rn
So,
 n/2 Z
k |ω| |ω| 2
Q(i sgn (ω)ξ) =(−ωi) Pk (y + ξ)e− 2 |y| dy
2π Rn
 n/2 Z ∞
k |ω|
Z
n−1 − |ω| r2
=(−ωi) r e 2 Pk (ξ + ry 0 )dσ(y 0 )dr.
2π 0 S n−1

Since Pk is harmonic, it satisfies the mean value property, i.e., Theorem 4.5, thus
Z Z
0 0
Pk (ξ + ry )dσ(y ) = ωn−1 Pk (ξ) = Pk (ξ) dσ(y 0 ).
S n−1 S n−1
5.2. Spherical harmonics and higher Riesz transforms - 137 -

Hence
n/2 ∞
|ω|
 Z Z
n−1 − |ω| r2
Q(i sgn (ω)ξ) =(−ωi) k
Pk (ξ) r e 2 dσ(y 0 )dr
2π 0 S n−1
|ω| n/2
  Z
|ω| 2
=(−ωi) k
Pk (ξ) e− 2 |x| dx = (−ωi)k Pk (ξ).
2π Rn
Thus, Q(ξ) = (−ωi) Pk (−i sgn (ω)ξ) = (−ωi)k (−i sgn (ω))k Pk (ξ), which proves
k

the theorem. 
The theorem implies the following generalization of itself, whose interest is
that it links the various components of the decomposition of L2 (Rn ), for different
n.
If f is a radial function, we write f = f (r), where r = |x|.
Corollary 5.11. Let Pk (x) ∈ Hk (Rn ). Suppose that f is radial and Pk (x)f (r) ∈
L2 (Rn ). Then the Fourier transform of Pk (x)f (r) is also of the form Pk (x)g(r), with
g a radial function. Moreover, the induced transform f → g, Tn,k f = g, depends
essentially only on n + 2k. More precisely, we have Bochner’s relation
 k
|ω|
Tn,k = (−i sgn (ω))k Tn+2k,0 . (5.15)
2π
Proof. Consider the Hilbert space of radial functions
 Z ∞ 
2 2 2k+n−1
R = f (r) : kf k = |f (r)| r dr < ∞ ,
0
with the indicated norm. FixZ now Pk (x), and assume that Pk is normalized, i.e.,
|Pk (x)|2 dσ(x) = 1.
S n−1
Our goal is to show that
k
|ω|

(Tn,k f )(r) = (−i sgn (ω))k (Tn+2k,0 f )(r), (5.16)
2π
for each f ∈ R.
|ω| 2
First, if f (r) = e− 2 r , then (5.16) is an immediate consequence of Theorem
5.10, i.e.,
 −n/2
− |ω| r2 |ω| |ω| 2
(Tn,k e 2 )(R) = (−i sgn (ω))k e− 2 R
2π
 k
|ω| |ω| 2
= (−i sgn (ω))k (Tn+2k,0 e− 2 r )(R),
2π
 k |ω| 2
|ω|
which implies Tn,k f = 2π (−i sgn (ω))k Tn+2k,0 f for f = e− 2 r .
- 138 - 5. Riesz Transforms and Spherical Harmonics
|ω| 2
Next, we consider e− 2 εr for a fixed ε > 0. By the homogeneity of Pk and
the interplay of dilations with the Fourier transform (cf. Proposition 1.3), i.e.,
F δε = ε−n δε−1 F , and Hecke’s identity, we get
|ω| |ω|
ε|x|2 ε|x|2
F (Pk (x)e− 2 ) = ε−k/2 F (Pk (ε1/2 x)e− 2 )
− |ω| |x|2
=ε−k/2−n/2 δε−1/2 F (Pk (x)e 2 )
 −n/2
|ω| |ω| 2
=ε−k/2−n/2 (−i sgn (ω))k δε−1/2 (Pk (ξ)e− 2 |ξ| )
2π
 −n/2
|ω| |ω| 2
= (−i sgn (ω))k ε−k/2−n/2 Pk (ε−1/2 ξ)e− 2 |ξ| /ε
2π
 −n/2
|ω| |ω| 2
= (−i sgn (ω))k ε−k−n/2 Pk (ξ)e− 2 |ξ| /ε .
2π
|ω| 2
 −n/2 |ω| 2
This shows that Tn,k e− 2 εr = |ω| 2π (−i sgn (ω))k ε−k−n/2 e− 2 r /ε , and so
 −k−n/2
− |ω| εr2 |ω| |ω| 2
Tn+2k,0 e 2 = (−i sgn (ω))0 ε−0−(n+2k)/2 e− 2 r /ε
2π
 −k−n/2
|ω| |ω| 2
= ε−k−n/2 e− 2 r /ε .
2π
|ω| 2
 k |ω| 2
Thus, Tn,k e− 2 εr = |ω| 2π (−i sgn (ω))k Tn+2k,0 e− 2 εr for ε > 0.
|ω| 2
To finish the proof, it suffices to see that the linear combination of {e− 2 εr }0<ε<∞
is dense in R. Suppose the contrary, then there exists a (almost everywhere)
|ω| 2
non-zero g ∈ R, such that g is orthogonal to every e− 2 εr in the sense of R, i.e.,
Z ∞
|ω| 2
e− 2 εr g(r)r2k+n−1 dr = 0, (5.17)
0
Rs 2
for all ε > 0. Let ψ(s) = 0 e−r g(r)rn+2k−1 dr for s > 0. Then, putting ε =
2(m + 1)/|ω|, where m is a positive integer, and by integration by parts, we have
Z ∞ Z ∞
2 2
0= e−mr ψ 0 (r)dr = 2m e−mr ψ(r)rdr,
0 0
2 2
since ψ(0) = 0 and 0 6 e−mr ψ(r) 6 Ce−mr rk+(n−1)/2 → 0 as r → ∞ by the
2
Hölder inequality. By the change of variable z = e−r , this equality is equivalent
to Z 1
z m−1 ψ( ln 1/z)dz, m = 1, 2, ....
p
0=
0
Since the polynomials are uniformly dense in the space of continuous functions
5.2. Spherical harmonics and higher Riesz transforms - 139 -
p
on the closed interval [0, 1], this can only be the case when ψ( ln 1/z) = 0 for
2
all z in [0, 1]. Thus, ψ 0 (r) = e−r g(r)rn+2k−1 = 0 for almost every r ∈ (0, ∞),
contradicting the hypothesis that g(r) is not equal to 0 almost everywhere.
 k
Since the operators Tn,k and |ω| 2π (−i sgn (ω))k Tn+2k,0 are bounded and
agree on the dense subspace, they must be equal. Thus, we have shown the
desired result. 

We come now to what has been our main goal in our discussion of spherical
harmonics.
Theorem 5.12. Let Pk (x) ∈ Hk , k > 1. Then the multiplier corresponding to the
Pk (x)
transform (5.10) with the kernel |x| k+n is

Pk (ξ) Γ(k/2)
γk , with γk = π n/2 (−i sgn (ω))k .
|ξ|k Γ(k/2 + n/2)

Remark 5.13. 1) If k > 1, then Pk (x) is orthogonal to the constants on the sphere,
and so its mean value over any sphere centered at the origin is zero.
2) The statement of the theorem can be interpreted as
 
Pk (x) Pk (ξ)
F k+n
= γk . (5.18)
|x| |ξ|k

3) As such it will be derived from the following closely related fact,

 
Pk (x) Pk (ξ)
F k+n−α
= γk,α k+α , (5.19)
|x| |ξ|
 −α
where γk,α = π n/2 |ω| 2
Γ(k/2+α/2)
(−i sgn (ω))k Γ(k/2+n/2−α/2) .
Lemma 5.14. The identity (5.19) holds in the sense that
Pk (x) Pk (ξ)
Z Z
k+n−α
ϕ̂(x)dx = γk,α k+α
ϕ(ξ)dξ, ∀ϕ ∈ S . (5.20)
Rn |x| Rn |ξ|
It is valid for all non-negative integer k and for 0 < α < n.

Remark 5.15. For the complex number α with <α ∈ (0, n), the lemma and (5.19)
are also valid, see [SW71, Theorem 4.1, p.160-163].

Proof. From the proof of Corollary 5.11, we have already known that
 −n/2
− |ω| 2 |ω| |ω| 2
F (Pk (x)e 2 ε|x|
)= (−i sgn (ω))k ε−k−n/2 Pk (ξ)e− 2 |ξ| /ε ,
2π
- 140 - 5. Riesz Transforms and Spherical Harmonics

so we have by the multiplication formula,

Z Z
− |ω| ε|x|2 |ω| 2
Pk (x)e 2 ϕ̂(x)dx = F (Pk (x)e− 2 ε|x| )(ξ)ϕ(ξ)dξ
Rn Rn
−n/2
|ω|
 Z
|ω|
k −k−n/2 |ξ|2 /ε
= (−i sgn (ω)) ε Pk (ξ)e− 2 ϕ(ξ)dξ,
2π Rn
for ε > 0.
We now integrate both sides of the above w.r.t. ε, after having multiplied the
equation by a suitable power of ε, (εβ−1 , β = (k + n − α)/2, to be precise). That
is Z ∞Z
|ω|
ε|x|2
εβ−1 Pk (x)e− 2 ϕ̂(x)dxdε
0 Rn
−n/2 ∞
|ω|
 Z Z
|ω|
|ξ|2 /ε
= (−i sgn (ω))k εβ−1 ε−k−n/2 Pk (ξ)e− 2 ϕ(ξ)dξdε.
2π 0 Rn
(5.21)
By changing the order of the double integral and a change of variable, we get
Z Z ∞
|ω| 2
l.h.s. of (5.21) = Pk (x)ϕ̂(x) εβ−1 e− 2 ε|x| dεdx
Rn 0
−β Z ∞
|ω| 2
Z 
t=|ω|ε|x|2 /2
==== Pk (x)ϕ̂(x) |x| tβ−1 e−t dtdx
Rn 2 0
−β
|ω|
 Z
= Γ(β) Pk (x)ϕ̂(x)|x|−2β dx.
2 Rn
Similarly,
−n/2
|ω|
 Z
r.h.s. of (5.21) = (−i sgn (ω))k Pk (ξ)ϕ(ξ)
2π Rn
Z ∞
|ω| 2
ε−(k/2+α/2+1) e− 2 |ξ| /ε dεdξ
0
t= |ω| |ω| −n/2 |ω| 2 −(k+α)/2
   
|ξ|2 /ε
Z
2 k
==== (−i sgn (ω)) Pk (ξ)ϕ(ξ) |ξ|
2π Rn 2
Z ∞
tk/2+α/2−1 e−t dtdξ
0
−n/2 −(k+α)/2
|ω| |ω|
 
= (−i sgn (ω))k Γ(k/2 + α/2)
2π 2
Z
Pk (ξ)ϕ(ξ)|ξ|−(k+α) dξ.
Rn
5.2. Spherical harmonics and higher Riesz transforms - 141 -

Thus, we get
 −(k+n−α)/2
|ω|
Z
Γ((k + n − α)/2) Pk (x)ϕ̂(x)|x|−(k+n−α) dx
2 Rn
 −n/2  −(k+α)/2
|ω| |ω|
= (−i sgn (ω))k Γ(k/2 + α/2)
2π 2
Z
· Pk (ξ)ϕ(ξ)|ξ|−(k+α) dξ
Rn
which leads to (5.20).
Observe that when 0 < α < n and ϕ ∈ S , then double integrals in the
above converge absolutely. Thus the formal argument just given establishes the
lemma. 
Proof of Theorem 5.12. By the assumption that k > 1, we have that the integral of
Pk over any sphere centered at the origin is zero. Thus for ϕ ∈ S , we get
Pk (x) Pk (x)
Z Z
k+n−α
ϕ̂(x)dx = k+n−α
[ϕ̂(x) − ϕ̂(0)]dx
Rn |x| |x|61 |x|
Pk (x)
Z
+ k+n−α
ϕ̂(x)dx.
|x|>1 |x|
R Pk (x)
Obviously, the second term tends to |x|>1 |x| k+n ϕ̂(x)dx as α → 0 by the domi-
Pk (x)
nated convergence theorem. As in the proof of part (c) of Theorem 4.26, |x| k+n [ϕ̂(x)−

ϕ̂(0)] is locally integrable, thus we have, by the dominated convergence theorem,

the limit of theZ first term in the r.h.s. of the above
Pk (x) Pk (x)
Z
lim k+n−α
[ϕ̂(x) − ϕ̂(0)]dx = k+n
[ϕ̂(x) − ϕ̂(0)]dx
α→0+ |x|61 |x| |x|61 |x|
Pk (x) Pk (x)
Z Z
= k+n
ϕ̂(x)dx = lim k+n
ϕ̂(x)dx.
|x|61 |x| ε→0 ε6|x|61 |x|
Thus, we obtain Z
Pk (x) Pk (x)
Z
lim k+n−α
ϕ̂(x)dx = lim ϕ̂(x)dx. (5.22)
α→0+ Rn |x| ε→0 |x|>ε |x|k+n
Similarly,
Pk (ξ) Pk (ξ)
Z Z
lim k+α
ϕ(ξ)dξ = lim ϕ(ξ)dξ.
α→0+ Rn |ξ| ε→0 |ξ|>ε |ξ|k
Thus, by Lemma 5.11, we complete the proof with γk = limα→0 γk,α . 
For fixed k > 1, the linear space of operators in (5.10), where Ω(y) = P|y|
k (y)
k

and Pk ∈ Hk , form a natural generalization of the Riesz transforms; the latter

- 142 - 5. Riesz Transforms and Spherical Harmonics

arise in the special case k = 1. Those for k > 1, we call the higher Riesz transforms,
with k as the degree of the higher Riesz transforms, they can also be character-
ized by their invariance properties (see [Ste70, §4.8, p.79]).

5.3 Equivalence between two classes of transforms

We now consider two classes of transforms, defined on L2 (Rn ). The first

class consists of all transforms of the Zform
Ω(y)
T f = c · f + lim f (x − y)dy, (5.23)
ε→0 |y|>ε |y|n

where c is a constant,
R Ω ∈ C ∞ (S n−1 ) is a homogeneous function of degree 0, and
the integral S n−1 Ω(x)dσ(x) = 0. The second class is given by those transforms
T for which
F (T f )(ξ) = m(ξ)fˆ(ξ) (5.24)
where the multiplier m ∈ C (S ∞ n−1 ) is homogeneous of degree 0.
Theorem 5.16. The two classes of transforms, defined by (5.23) and (5.24) respectively,
are identical.
Proof. First, support that T is of the form (5.23). Then by Theorem 4.24, T is of
the form (5.24) with m homogeneous of degree 0 and
Z  
πi
m(ξ) = c + − sgn (ω) sgn (ξ · x) + ln(1/|ξ · x|) Ω(x)dσ(x), |ξ| = 1.
S n−1 2
(5.25)
Now, we need to show m ∈ C (S ∞ n−1 ). Write the spherical harmonic devel-
opments
X∞ X∞ XN N
X
Ω(x) = Yk (x), m(x) = Ỹk (x), ΩN (x) = Yk (x), mN (x) = Ỹk (x),
k=1 k=0 k=1 k=0
(5.26)
where Yk , Ỹk ∈ Hk in view
R of part (3) in Proposition 5.9. k starts from 1 in the
development of Ω, since S n−1 Ω(x)dx = 0 implies that Ω(x) is orthogonal to
constants, and H0 contains only constants.
Then, by Theorem 5.12, if Ω = ΩN , then m(x) = mN (x), with
Ỹhk (x) = γk Yk (x), k > 1. i
But mM (x)−mN (x) = S n−1 − πi 1
R
2 sgn (ω) sgn (y · x) + ln |y·x| [ΩM (y)−ΩN (y)]dσ(y).
Moreover, by Hölder’s inequality,
sup |mM (x) − mN (x)|
x∈S n−1
5.3. Equivalence between two classes of transforms - 143 -
 2 !1/2
 πi
Z

6 sup − sgn (ω) sgn (y · x) + ln(1/|y · x|) dσ(y)
x S n−1
 2
Z 1/2
2
× |ΩM (y) − ΩN (y)| dσ(y) → 0, (5.27)
S n−1
as M , N → ∞, since4 for n = 1, S 0 = {−1, 1},
Z  2 2
 πi
− sgn (ω) sgn (y · x) + ln(1/|y · x|) dσ(y) = π ,

 2 2
S0

and for n > 2, we can pick a orthogonal matrix A satisfying Ae1 = x and det A =
1 for |x| = 1, and then by a change of variable,
 2
 πi
Z

sup − sgn (ω) sgn (y · x) + ln(1/|y · x|) dσ(y)
x S n−1
 2 
 2 
π
Z
= sup + (ln(1/|y · x|))2 dσ(y)
x S n−1 4
π2
Z
= ωn−1 + sup (ln |y · Ae1 |)2 dσ(y)
4 x S n−1
π2
Z
= ωn−1 + sup (ln |A−1 y · e1 |)2 dσ(y)
4 x S n−1
2
z=A−1 y π
Z
==== ωn−1 + (ln |z1 |)2 dσ(z) < ∞.
4 S n−1

Here, we have used the boundedness of the integral in the r.h.s., i.e., (with the
notation z̄ = (z2 , ..., zn ), as in the proof of Theorem 4.24,
Z Z 1 Z
2 2
(ln |z1 |) dσ(z) = (ln |z1 |) (1 − z12 )(n−3)/2 dσ(z̄)dz1
S n−1 −1 S n−2
Z 1
=ωn−2 (ln |z1 |)2 (1 − z12 )(n−3)/2 dz1
Z−1
π
z =cos θ
1
====ωn−2 (ln | cos θ|)2 (sin θ)n−2 dθ = ωn−2 I1 .
0
If n > 3, then, by integration by parts,Z
Z π π Z π
2
I1 6 (ln | cos θ|) sin θdθ = −2 ln | cos θ| sin θdθ = 2 sin θdθ = 4.
0 0 0
R π/2
If n = 2, then, by the formula 0 (ln(cos θ))2 dθ = π2 [(ln 2)2 + π 2 /12], cf. [GR,

4
There the argument is similar with some part of the proof of Theorem 4.24.
- 144 - 5. Riesz Transforms and Spherical Harmonics

4.225.8, p.531], we get

Z π Z π/2
I1 = (ln | cos θ|)2 dθ = 2 (ln(cos θ))2 dθ = π[(ln 2)2 + π 2 /12].
0 0
Thus, (5.27) shows that
∞
X
m(x) = c + γk Yk (x).
k=1
Since Ω ∈ C ∞ , we have, in view of part (5) of Proposition 5.9, that
Z
|Yk (x)|2 dσ(x) = O(k −N )
S n−1
as k → ∞ for every fixed N . However, by the explicit form of γk , we see that
γk ∼ k −n/2 , so m(x) is also indefinitely differentiable on the unit sphere, i.e.,
m ∈ C ∞ (S n−1 ).
Conversely, suppose m(x) ∈ C ∞ (S n−1 ) and let its spherical harmonic devel-
opment be as in (5.26). Set c = Ỹ0 , and Yk (x) = γ1k Ỹk (x). Then Ω(x), given by
(5.26), has mean value zero in the sphere, and is again indefinitely differentiable
there. But as we have just seen the multiplier corresponding to this transform is
m; so the theorem is proved. 
As an application of this theorem and a final illustration of the singular in-
tegral transforms we shall give the generalization of the estimates for partial
derivatives given in 5.1.
Let P (x) ∈ Pk (Rn ). We shall say that P is elliptic if P (x) vanishes only at the
origin. For any polynomial P P , we consider also its corresponding differential
∂ ∂ α
aα xα , we write P ( ∂x
P
polynomial. Thus, if P (x) = ) = aα ( ∂x ) as in the
previous definition.
∂ α
Corollary 5.17. Suppose P is a homogeneous elliptic polynomial of degree k. Let ( ∂x )
k
be any differential monomial of degree k. Assume f ∈ Cc , then we have the a priori
estimate  α  
∂ ∂
f 6 Ap P ∂x f , 1 < p < ∞. (5.28)

∂x
p p

∂ α ∂



Proof. From the Fourier transform of ∂x f and P ∂x f,
     
∂ ∂
Z
F P f (ξ) = e−ωix·ξ P f (x)dx = (ωi)k P (ξ)fˆ(ξ),
∂x Rn ∂x
and  α 
∂
F f (ξ) = (ωi)k ξ α fˆ(ξ),
∂x
5.3. Equivalence between two classes of transforms - 145 -

we have the following relation

 α     
∂ α ∂
P (ξ)F f (ξ) = ξ F P f (ξ).
∂x ∂x
α
Since P (ξ) is non-vanishing except at the origin, Pξ(ξ) is homogenous of degree
0 and is indefinitely differentiable on the unit sphere. Thus
 α    
∂ ∂
f =T P f ,
∂x ∂x
where T is one of the transforms of the type given by (5.24). By Theorem 5.16,
T is also given by (5.23) and hence by the result of Theorem 4.24, we get the
estimate (5.28). 
 VI
THE LITTLEWOOD-PALEY G-FUNCTION AND
MULTIPLIERS

Contents
6.1. The Littlewood-Paley g-function . . . . . . . . . . . 147
6.2. Fourier multipliers on Lp . . . . . . . . . . . . . . 161
6.3. The partial sums operators . . . . . . . . . . . . . 169
6.4. The dyadic decomposition. . . . . . . . . . . . . . 173
6.5. The Marcinkiewicz multiplier theorem . . . . . . . . . 181

In harmonic analysis, Littlewood-Paley theory is a term used to describe a

theoretical framework used to extend certain results about L2 functions to Lp
functions for 1 < p < ∞. It is typically used as a substitute for orthogonality
arguments which only apply to Lp functions when p = 2. One implementation
involves studying a function by decomposing it in terms of functions with local-
ized frequencies, and using the Littlewood-Paley g-function to compare it with
its Poisson integral. The 1-variable case was originated by J. E. Littlewood and R.
Paley (1931, 1937, 1938) and developed further by Zygmund and Marcinkiewicz
in the 1930s using complex function theory (Zygmund 2002 [1935], chapters XIV,
XV). E. M. Stein later extended the theory to higher dimensions using real vari-
able techniques.

6.1 The Littlewood-Paley g-function

The g-function is a nonlinear operator which allows one to give a useful char-
acterization of the Lp norm of a function on Rn in terms of the behavior of its
Poisson integral. This characterization will be used not only in this chapter, but
also in the succeeding chapter dealing with function spaces.
147
- 148 - 6. The Littlewood-Paley g-function and Multipliers

Let f ∈ Lp (Rn ) and write u(x, y) for its Poisson integral

 n Z
|ω|
Z
u(x, y) = eωiξ·x e−|ωξ|y fˆ(ξ)dξ = Py (t)f (x − t)dt
2π Rn Rn
as defined in (4.15) and (4.17). Let ∆ denote the Laplace operator in Rn+1
+ , that
∂2 Pn ∂ 2
is ∆ = ∂y2 + j=1 ∂x2 ; ∇ is the corresponding gradient, |∇u(x, y)| = | ∂u
2 2
∂y | +
j

|∇x u(x, y)|2 , where |∇x u(x, y)|2 = nj=1 | ∂x

∂u 2
P
j
| .

Definition 6.1. With the above notations, we define the Littlewood-Paley g-

function g(f )(x), by
Z ∞ 1/2
2
g(f )(x) = |∇u(x, y)| ydy . (6.1)
0
We can also define two partial g-functions, one dealing with the y differentiation
and the other with the x differentiations,
Z ∞ 2 !1/2 Z ∞ 1/2
 ∂u  2
g1 (f )(x) =  ∂y (x, y) ydy , gx (f )(x) =
  |∇x u(x, y)| ydy .
0 0
(6.2)
Obviously, g2 = g12 + gx2 .

The basic result for g is the following.

Theorem 6.2. Suppose f ∈ Lp (Rn ), 1 < p < ∞. Then g(f )(x) ∈ Lp (Rn ), and
A0p kf kp 6 kg(f )kp 6 Ap kf kp . (6.3)

Proof. Step 1: We first consider the simple case p = 2. For f ∈ L2 (Rn ), we have
Z Z ∞ Z ∞ Z
kg(f )k22 = |∇u(x, y)|2 ydydx = y |∇u(x, y)|2 dxdy.
Rn 0 0 Rn
In view of the identity
n Z
|ω|

u(x, y) = eωiξ·x e−|ωξ|y fˆ(ξ)dξ,
2π Rn
we have
n Z
|ω|

∂u
= −|ωξ|fˆ(ξ)eωiξ·x e−|ωξ|y dξ,
∂y 2π Rn
and
n Z
|ω|

∂u
= ωiξj fˆ(ξ)eωiξ·x e−|ωξ|y dξ.
∂xj 2π Rn
6.1. The Littlewood-Paley g-function - 149 -

Thus, by Plancherel’s formula,

 
 2 n 
 ∂u 2

 ∂u 
Z Z X
|∇u(x, y)|2 dx =   +
 ∂y   ∂xj  dx
  
Rn Rn
j=1
2 n
∂u 2

∂u X
∂y 2 +
=
∂xj 2
Lx j=1 Lx
 
n
= kF −1 (−|ωξ|fˆ(ξ)e−|ωξ|y )k22 + kF −1 (ωiξj fˆ(ξ)e−|ωξ|y )k22 
X

j=1
 
n n
|ω|

k − |ωξ|fˆ(ξ)e−|ωξ|y k22 + kωiξj fˆ(ξ)e−|ωξ|y k22 
X
=
2π
j=1
 n
|ω|
=2 ω 2 k|ξ|fˆ(ξ)e−|ωξ|y k22
2π
 n
|ω|
Z
= 2 ω 2 |ξ|2 |fˆ(ξ)|2 e−2|ωξ|y dξ,
R n 2π
and so n
∞
|ω|
Z Z 
kg(f )k22 = y 2 ω 2 |ξ|2 |fˆ(ξ)|2 e−2|ωξ|y dξdy
0 n 2π
 R n Z ∞
|ω|
Z
2 2 ˆ
= 2 ω |ξ| |f (ξ)|2
ye−2|ωξ|y dydξ
R n 2π 0
 n
|ω| 1 |ω| n ˆ 2
 
1
Z
2 2 ˆ 2
= 2 ω |ξ| |f (ξ)| dξ = kf k2
Rn 2π 4ω 2 |ξ|2 2 2π
1
= kf ||22 .
2
Hence,
kg(f )k2 = 2−1/2 kf k2 . (6.4)
1
We have also obtained kg1 (f )k2 = kgx (f )k2 = 2 kf k2 .
Step 2: We consider the case p 6= 2 and prove kg(f )kp 6 Ap kf kp . We define
the Hilbert spaces H1 and H2 which are to be consider now. H1 is the one-
dimensional Hilbert space of complex numbers. To define H2 , we define first
H20 as the L2 space on (0, ∞) with measure ydy, i.e.,
 Z ∞ 
0 2 2
H2 = f : |f | = |f (y)| ydy < ∞ .
0
Let H2 be the direct sum of n + 1 copies of H20 ; so the elements of H2 can be
- 150 - 6. The Littlewood-Paley g-function and Multipliers

represented as (n + 1) component vectors whose entries belong to H20 . Since

H1 is the same as the complex numbers, then L(H1 , H2 ) is of course identifiable
with H2 . Now let ε > 0, and keep it temporarily fixed.
Define  
∂Py+ε (x) ∂Py+ε (x) ∂Py+ε (x)
Kε (x) = , ,··· , .
∂y ∂x1 ∂xn
Notice that for each fixed x, Kε (x) ∈ H2 . This is the same as saying that
 ∂Py+ε (x) 2  ∂Py+ε (x) 2
Z ∞  Z ∞ 
 ydy < ∞ and
 ∂xj  ydy < ∞, for j = 1, ..., n.
  
0
 ∂y 
0
cn y ∂Py ∂Py
In fact, since Py (x) = (|x|2 +y 2 )(n+1)/2
, we have that both ∂y and ∂xj are bounded
A
by So the norm in H2 of Kε (x),
(|x|2 +y 2 )(n+1)/2
.
Z ∞
2 2 ydy
|Kε (x)| 6A (n + 1)
(|x| + (y + ε)2 )n+1
2
Z0 ∞
dy
6A2 (n + 1) 6 Cε ,
0 (y + ε)2n+1
and in another way
Z ∞
ydy A2 (n + 1)
2 2
|Kε (x)| 6 A (n + 1) 2 + y 2 )n+1
= (|x|2 + ε2 )−n 6 C|x|−2n .
ε (|x| 2n
Thus,
|Kε (x)| ∈ L1loc (Rn ). (6.5)
Similarly,
 ∂Kε (x) 2
  Z ∞
ydy
  6C 6 C|x|−2n−2 .
 ∂xj 
ε (|x| + y 2 )n+2
2

Therefore, Kε satisfies the gradient condition, i.e.,

 
 ∂Kε (x)  −(n+1)
 ∂xj  6 C|x| , (6.6)
 

with C independent of ε.
Now we consider the operator Tε defined by
Z
Tε f (x) = Kε (t)f (x − t)dt.
Rn
The function f is complex-valued (take its value in H1 ), but Tε f (x) takes its
value in H2 . Observe that
Z ∞  1 Z ∞ 1
2 2
2 2
|Tε f (x)| = |∇u(x, y + ε)| ydy 6 |∇u(x, y)| ydy 6 g(f )(x).
0 ε
(6.7)
6.1. The Littlewood-Paley g-function - 151 -

Hence, kTε f (x)k2 6 2−1/2 kf k2 , if f ∈ L2 (Rn ), by (6.4). Therefore,

|K̂ε (x)| 6 2−1/2 . (6.8)
Because of (6.5), (6.6) and (6.8), by Theorem 4.27 (cf. Theorem 4.18), we get
kTε f kp 6 Ap kf kp , 1 < p < ∞ with Ap independent of ε. By (6.7), for each x,
|Tε f (x)| increases to g(f )(x), as ε → 0, so we obtain finally
kg(f )kp 6 Ap kf kp , 1 < p < ∞. (6.9)
Step 3: To derive the converse inequalities,
A0p kf kp 6 kg(f )kp , 1 < p < ∞. (6.10)
In the first step, we have shown that kg1 (f )k2 = 12 kf k2 for f ∈ L2 (Rn ).
Let u1 , u2 are the Poisson integrals of f1 , f2 ∈ L2 , respectively. Then we have
R R∞
kg1 (f1 + f2 )k22 = 41 kf1 + f2 k22 , i.e., Rn 0 | ∂(u1∂y+u2 ) |2 ydydx = 14 Rn |f1 + f2 |2 dx.
R

It leads to the identity

Z Z ∞
∂u1 ∂u2
Z
4 (x, y) (x, y)ydydx = f1 (x)f2 (x)dx.
Rn 0 ∂y ∂y Rn
This identity, in turn, leads to the inequality, by Hölder’s inequality and the
definition of g1 ,   Z
1 
Z

f1 (x)f2 (x)dx 6 g1 (f1 )(x)g1 (f2 )(x)dx.
4 
R n R n
0
Suppose now in addition that f1 ∈ Lp (Rn )
and f2 ∈ Lp (Rn ) with kf2 kp0 6 1
and 1/p + 1/p0 = 1. Then by Hölder inequality and the result (6.9).
Z 
 
 n f1 (x)f2 (x)dx 6 4kg1 (f1 )kp kg1 (f2 )kp0 6 4Ap0 kg1 (f1 )kp . (6.11)
 
R
Now we take the supremum in (6.11) as f2 ranges over all function in L2 ∩
0
Lp , with kf2 kp0 6 1. Then, we obtain the desired result (6.10), with A0p =
1/4Ap0 , but where f is restricted to be in L2 ∩ Lp . The passage to the general
case is provided by an easy limiting argument. Let fm be a sequence of func-
tions in L2 ∩ p p
 L , which converges in L norm to  f . Notice that |g(fm )(x) −
g(fn )(x)| = k∇um kL2 (0,∞;ydy) − k∇un kL2 (0,∞;ydy)  6 k∇um − ∇un kL2 (0,∞;ydy) =

g(fm − fn )(x) by the triangle inequality. Thus, {g(fm )} is a Cauchy sequence in
Lp and so converges to g(f ) in Lp , and we obtain the inequality (6.10) for f as a
result of the corresponding inequalities for fm . 
We have incidentally also proved the following, which we state as a corollary.
Corollary 6.3. Suppose f ∈ L2 (Rn ), and g1 (f ) ∈ Lp (Rn ), 1 < p < ∞. Then
f ∈ Lp (Rn ), and A0p kf kp 6 kg1 (f )kp .
- 152 - 6. The Littlewood-Paley g-function and Multipliers

Remark 6.4. There are some very simple variants of the above that should be
pointed out:
(i) The results hold also with gx (f ) instead of g(f ). The direct inequality
kgx (f )kp 6 Ap kf kp is of course a consequence of the one for g. The converse
inequality is then proved in the same way as that for g1 .
(ii) For any integer k > 1, define
Z ∞ k 2 !1/2
∂ u  2k−1
gk (f )(x) =  ∂y k (x, y) y
  dy .
0
Then the Lp inequalities hold for gk as well. both (i) and (ii) are stated more
systematically in [Ste70, Chapter IV, §7.2, p.112-113].
(iii) For later purpose, it will be useful to note that for each x, gk (f )(x) >
Ak g1 (f )(x) where the bound Ak depends only on k.
It is easily verified from the Poisson integral formula that if f ∈ Lp (Rn ),
1 6 p 6 ∞, then
∂ k u(x, y)
→ 0 for each x, as y → ∞.
∂y k
Thus,
Z ∞ k+1
∂ k u(x, y) ∂ u(x, s) k ds
k
= − s k.
∂y y ∂sk+1 s
By Schwarz’s inequality, therefore,
 ∂ u(x, y) 2
 k  Z ∞  k+1 2 ! Z
∞ 
∂ u(x, s)  2k −2k
  6   s ds s ds .
 ∂y k   ∂sk+1 
y y
Hence, by Fubini’s theorem, we have
Z ∞ k 2
2
∂ u  2k−1
(gk (f )(x)) = 
 ∂y k (x, y) y
 dy
0
Z ∞ Z ∞  k+1 2 ! Z
∞ 
∂ u  2k −2k
6  ∂sk+1 (x, s) s ds
  s ds y 2k−1 dy
0 y y
Z ∞ Z ∞  k+1 2 !
1 ∂ u  2k
=  ∂sk+1 (x, s) s ds dy
 
2k − 1 0 y
Z ∞ Z s   k+1 2
1 ∂ u
dy  k+1 (x, s) s2k ds

=
2k − 1 0 0 ∂s
Z ∞  k+1 2
1 ∂ u  2k+1
=  (x, s)  s ds
2k − 1 0  ∂sk+1 
6.1. The Littlewood-Paley g-function - 153 -

Z ∞  k+1 2
1 ∂ u  2(k+1)−1
=  (x, s)  s ds
2k − 1 0  ∂sk+1 
1
= (gk+1 (f )(x))2 .
2k − 1
Thus, the assertion is proved by the induction on k.

The proof that was given for the Lp inequalities for the g-function did not, in
any essential way, depend on the theory of harmonic functions, despite the fact
that this function was defined in terms of the Poisson integral. In effect, all that
was really used is the fact that the Poisson kernels are suitable approximations
to the identity.
There is, however, another approach, which can be carried out without re-
course to the theory of singular integrals, but which leans heavily on character-
istic properties of harmonic functions. We present it here (more precisely, we
present that part which deals with 1 < p 6 2, for the inequality (6.9)), because
its ideas can be adapted to other situations where the methods of Chapter 4 are
not applicable. Everything will be based on the following three observations.
Lemma 6.5. Suppose u is harmonic and strictly positive. Then
∆up = p(p − 1)up−2 |∇u|2 . (6.12)

Proof. The proof is straightforward. Indeed,

∂xj up = pup−1 ∂xj u, ∂x2j up = p(p − 1)up−2 (∂xj u)2 + pup−1 ∂x2j u,
which implies by summation
∆up = p(p − 1)up−2 |∇u|2 + pup−1 ∆u = p(p − 1)up−2 |∇u|2 ,
since ∆u = 0. 

Lemma 6.6. Suppose F (x, y) ∈ C(Rn+1 2 n+1

+ ) ∩ C (R+ ), and suitably small at infinity.
Then Z Z
y∆F (x, y)dxdy = F (x, 0)dx. (6.13)
Rn+1
+ Rn

Proof. We use Green’s theorem

 
∂v ∂u
Z Z
(u∆v − v∆u)dxdy = u −v dσ
D ∂D ∂N ∂N
where D = Br ∩ Rn+1
with Br the ball of radius r in Rn+1 centered at the origin,
+ ,
N is the outward normal vector. We take v = F , and u = y. Then, we will obtain
- 154 - 6. The Littlewood-Paley g-function and Multipliers

our result (6.13) if Z Z

y∆F (x, y)dxdy → y∆F (x, y)dxdy,
D Rn+1
+
and  
∂F ∂y
Z
y −F dσ → 0,
∂D0 ∂N ∂N
as r → ∞. Here ∂D0 is the spherical part of the boundary of D. This will
certainly be the case, if for example ∆F > 0, and |F | 6 O((|x| + y)−n−ε ) and
|∇F | = O((|x| + y)−n−1−ε ), as |x| + y → ∞, for some ε > 0. 
Lemma 6.7. If u(x, y) is the Poisson integral of f , then
sup |u(x, y)| 6 M f (x). (6.14)
y>0

Proof. This is the same as the part (a) of Theorem 4.9. It can be proved with a
similar argument as in the proof of part (a) for Theorem 4.10. 
Now we use these lemmas to give another proof for the inequality
kg(f )kp 6 Ap kf kp , 1 < p 6 2.
Another proof of kg(f )kp 6 Ap kf kp , 1 < p 6 2. Suppose first 0 6 f ∈ D(Rn ) (and
at least f R6= 0 on a nonzero measurable set). Then the Poisson integral u of f ,
u(x, y) = Rn Py (t)f (x − t)dt > 0, since Py > 0 for any x ∈ Rn and y > 0; and
the majorizations up (x, y) = O((|x| + y)−np ) and |∇up | = O((|x| + y)−np−1 ), as
|x| + y → ∞ are valid. We have, by Lemma 6.5, Lemma 6.7 and the hypothesis
1 < p 6 2, Z ∞ Z ∞
2 2 1
(g(f )(x)) = y|∇u(x, y)| dy = yu2−p ∆up dy
0 p(p − 1) 0
[M f (x)]2−p ∞
Z
6 y∆up dy.
p(p − 1) 0
We can write this as
g(f )(x) 6 Cp (M f (x))(2−p)/2 (I(x))1/2 , (6.15)
R∞
where I(x) = 0 y∆up dy. However, by Lemma 6.6,
Z Z Z
I(x)dx = y∆up dydx = up (x, 0)dx = kf kpp . (6.16)
Rn Rn+1
+ Rn
This immediately gives the desired result for p = 2.
Next, suppose 1 < p < 2. By (6.15), Hölder’s inequality, Theorem 3.9 and
n
Z we have, for 0 6 f ∈ZD(R ),
(6.16),
(g(f )(x))p dx 6 Cpp (M f (x))p(2−p)/2 (I(x))p/2 dx
Rn Rn
6.1. The Littlewood-Paley g-function - 155 -
Z 1/r0 Z 1/r
0
6Cpp (M f (x))p dx I(x)dx 6 Cp0 kf kp/r p/r 0 p
p kf kp = Cp kf kp ,
Rn Rn
where r = 2/p ∈ (1, 2) and 1/r + 1/r0 = 1, then r0 = 2/(2 − p).
Thus, kg(f )kp 6 Ap kf kp , 1 < p 6 2, whenever 0 6 f ∈ D(Rn ).
For general f ∈ Lp (Rn ) (which we assume for simplicity to be real-valued),
write f = f + − f − as its decomposition into positive and negative part; then
we need only approximate in norm f + and f − , each by a sequences of positive
functions in D(Rn ). We omit the routine details that are needed to complete the
proof. 

Unfortunately, the elegant argument just given is not valid for p > 2. There
is, however, a more intricate variant of the same idea which does work for the
case p > 2, but we do not intend to reproduce it here.
We shall, however, use the ideas above to obtain a significant generalization
of the inequality for the g-functions.

Definition 6.8. Define the positive function

Z ∞Z  λn
∗ 2 y
(gλ (f )(x)) = |∇u(x − t, y)|2 y 1−n dtdy. (6.17)
0 Rn |t| + y

Before going any further, we shall make a few comments that will help to
clarify the meaning of the complicated expression (6.17).
First, gλ∗ (f )(x) will turn out to be a pointwise majorant of g(f )(x). To under-
stand this situation better we have to introduce still another quantity, which is
roughly midway between g and gλ∗ . It is defined as follows.

Definition 6.9. Let Γ be a fixed proper cone in Rn+1

+ with vertex at the origin and
which contains (0, 1) in its interior. The exact form of Γ will not really matter,
but for the sake of definiteness let us choose for Γ the up circular cone:
Γ = (t, y) ∈ Rn+1

+ : |t| < y, y > 0 .
For any x ∈ Rn , let Γ(x) be the cone Γ translated such that its vertex is at x.
Now define the positive
Z Luzin’s S-function S(f
Z )(x) by
[S(f )(x)]2 = |∇u(t, y)|2 y 1−n dydt = |∇u(x − t, y)|2 y 1−n dydt. (6.18)
Γ(x) Γ

We assert, as we shall momentarily prove, that

- 156 - 6. The Littlewood-Paley g-function and Multipliers

Proposition 6.10.
g(f )(x) 6 CS(f )(x) 6 Cλ gλ∗ (f )(x). (6.19)
What interpretation can we put on the in-
equalities relating these three quantities? A y

hint is afforded by considering three corre-

Γ Γ(x)
sponding approaches to the boundary for har-
monic functions. (0, 1)
π
(a) With u(x, y) the Poisson integral of 4
O x t
f (x), the simplest approach to the boundary
point x ∈ Rn is obtained by letting y → 0, Figure 6.1: Γ and Γ(x) for n = 1
Figure 1: Γ and Γ(x) for n = 1
(with x fixed). This is the perpendicular ap-
proach, and for it the appropriate limit exists almost everywhere, as we already
know.
(b) Wider scope is obtained by allowing the variable point (t, y) to approach
(x, 0) through any cone Γ(x), (where vertex is x). This is the non-tangential
approach which will be so important for us later. As the reader may have al-
ready realized, the relation of the S-function to the g-function is in some sense
analogous to the relation between the non-tangential and the perpendicular ap-
proaches; we should add that the S-function is of decisive significance in its own
right, but we shall not pursue that matter now.
(c) Finally, the widest scope is obtained by allowing the variable point (t, y)
to approach (x, 0) in an arbitrary manner, i.e., the unrestricted approach. The
function gλ∗ has the analogous role: it takes into account the unrestricted ap-
proach for Poisson integrals.
Notice that gλ∗ (x) depends on λ. For each x, the smaller λ the greater gλ∗ (x),
and this behavior is such that that Lp boundedness of gλ∗ depends critically on
the correct relation between p and λ. This last point is probably the main interest
in gλ∗ , and is what makes its study more difficult than g or S.
After these various heuristic and imprecise indications, let us return to firm
ground. The only thing for us to prove here is the assertion (6.19).
Proof of Proposition 6.10. The inequality S(f )(x) 6 Cλ gλ∗ (f )(x) is obvious, since
the integral (6.17) majorizes that part of the integral taken only over Γ, and
 λn
y 1
> λn
|t| + y 2
since |t| < y there. The non-trivial part of the assertion is:
g(f )(x) 6 CS(f )(x).
6.1. The Littlewood-Paley g-function - 157 -

It suffices to prove this inequality for x = 0. Let y

n+1 Γ
us denote by By the ball in R+ centered at (0, y) and By
(0, y)
tangent to the boundary of the cone Γ; the radius of By
is then proportional to y. Now the partial derivatives
∂u ∂u
∂y and ∂xk are, like u, harmonic functions. Thus, by O t
the mean value theorem of harmonic functions (i.e.,
Figure 1: ΓΓand
6.2:
Figure By By
and
Theorem 4.5 by noticing (0, y) is the center of By ),
∂u(0, y) 1 ∂u(x, s)
Z
= dxds
∂y m(By ) By ∂s
where m(By ) is the n + 1 dimensional measure of By , i.e., m(By ) = cy n+1 for an
appropriate constant c. By Schwarz’s inequality
 ∂u(0, y) 2  ∂u(x, s) 2
  Z  
1
Z
  6   dxds dxds
 ∂y  (m(By ))2 By  ∂s  By
 ∂u(x, s) 2
Z  
1
=   dxds.
m(By ) By  ∂s 
If we integrate this inequality, we obtain
!
 ∂u(0, y) 2  ∂u(x, s) 2
Z ∞   Z ∞ Z  
−1 −n
y   dy 6 c y  ∂s  dxds dy.
 
0 ∂y  0 By
However, (x, s) ∈ By clearly implies that c1 s 6 y 6 c2 s, for two positive con-
stants c1 and c2 . Thus, apart from a multiplicative factor by changing the order
of the double integrals, the last integral is majorized by
 ∂u(x, s) 2  ∂u(x, s) 2 1−n
Z  Z c2 s   Z  
−n 0
y dy    dxds 6 c  ∂s  s
  dxds.
Γ c1 s ∂s  Γ
This is another way of saying that,
 ∂u(0, y) 2  ∂u(x, y) 2 1−n
Z ∞   
Z 
y   dy 6 c00
 ∂y  y dxdy.
 
0 ∂y  Γ
∂u
The same is true for the derivatives ∂x j
, j = 1, ..., n, and adding the corre-
sponding estimates proves our assertion. 
We are now in a position to state the Lp estimates concerning gλ∗ .
Theorem 6.11. Let λ > 1 be a parameter. Suppose f ∈ Lp (Rn ). Then
(a) For every x ∈ Rn , g(f )(x) 6 Cλ gλ∗ (f )(x).
(b) If 1 < p < ∞, and p > 2/λ, then
kgλ∗ (f )kp 6 Ap,λ kf kp . (6.20)

Proof. The part (a) has already been proved in Proposition 6.10. Now, we prove
- 158 - 6. The Littlewood-Paley g-function and Multipliers

(b).
For the case p > 2, only the assumption λ > 1 is relevant since 2/λ < 2 6 p.
Let ψ denote n
Z a positive function on R Z, we claim that
(gλ∗ (f )(x))2 ψ(x)dx 6 Aλ (g(f )(x))2 (M ψ)(x)dx. (6.21)
Rn Rn
The l.h.s. of (6.21) equals
Z ∞Z Z 
ψ(x) λn −n
y|∇u(t, y)|2 y y dx dtdy,
0 t∈Rn x∈Rn (|t − x| + y)λn
so to prove (6.21), we must show that
ψ(x)
Z
sup λn
y λn y −n dx 6 Aλ M ψ(t). (6.22)
y>0 x∈Rn (|t − x| + y)
However, we know by Theorem 4.10, that
sup(ψ ∗ ϕε )(t) 6 AM ψ(t)
ε>0
for appropriate ϕ, with ϕε (x) = ε−n ϕ(x/ε). Here, we have in fact ϕ(x) = (1 +
|x|)−λn , ε = y, and so with λ > 1 the hypotheses of that theorem are satisfied.
This proves (6.22) and thus also (6.21).
The case p = 2 follows immediately from (6.21) by inserting in this inequality
the function ψ = 1 (or by the definitions of gλ∗ (f ) and g(f ) directly), and using
the L2 result for g.
Suppose now p > 2; let us set 1/q + 2/p = 1, and take the supremum of the
l.h.s. of (6.21) over all ψ > 0, such that ψ ∈ Lq (Rn ) and kψkq 6 1. Then, it gives
kgλ∗ (f )k2p ; Hölder’s inequality yields an estimate for the right side:
Aλ kg(f )k2p kM ψkq .
However, by the inequalities for the g-function, kg(f )kp 6 A0p kf kp ; and by
the theorem of the maximal function kM ψkq 6 Aq kψkq 6 A00q , since q > 1, if
p < ∞. If we substitute these in the above, we get the result:
kgλ∗ (f )kp 6 Ap,λ kf kp , 2 6 p < ∞, λ > 1.
The inequalities for p < 2 will be proved by an adaptation of the reasoning
used for g. Lemmas 6.5 and 6.6 will be equally applicable in the present situa-
tion, but we need more general version of Lemma 6.7, in order to majorize the
unrestricted approach to the boundary of a Poisson integral.
It is at this stage where results which depend critically on the Lp class first
make their appearance. Matters will depend on a variant of the maximal func-
tion which we define as follows. Let µ > 1, and write Mµ f (x) for
!1/µ
1
Z
Mµ f (x) = sup |f (y)|µ dy . (6.23)
r>0 m(B(x, r)) B(x,r)
6.1. The Littlewood-Paley g-function - 159 -

Then M1 f (x) = M f (x), and Mµ f (x) = ((M |f |µ )(x))1/µ . From the theorem of
the maximal function, it immediately follows that, for p > µ,
1/µ
kMµ f kp =k((M |f |µ )(x))1/µ kp = k((M |f |µ )(x))kp/µ
1/µ
6Ck|f |µ kp/µ = Ckf kp . (6.24)
This inequality fails for p 6 µ, as in the special case µ = 1.
The substitute for Lemma 6.7 is as follows.
Lemma 6.12. Let f ∈ Lp (Rn ), p > µ > 1; if u(x, y) is the Poisson integral of f , then
|t| n
 
|u(x − t, y)| 6 A 1 + M f (x), (6.25)
y
and more generally
|t| n/µ
 
|u(x − t, y)| 6 Aµ 1 + Mµ f (x). (6.26)
y
We shall now complete the proof of the inequality (6.20) for the case 1 < p <
2, with the restriction p > 2/λ.
Let us observe that we can always find a µ ∈ [1, p) such that if we set λ0 =
λ − 2−p 0 2−p
µ , then one still has λ > 1. In fact, if µ = p, then λ − µ > 1 since λ > 2/p;
this inequality can then be maintained by a small variation of µ. With this choice
of µ, we have by Lemma 6.12
 n/µ
y
|u(x − t, y)| 6 Aµ Mµ f (x). (6.27)
y + |t|
We now proceed the argument with which we treated the function g.
(gλ∗ (f )(x))2
 λn
1 y
Z
1−n
= y u2−p (x − t, y)∆up (x − t, y)dtdy
p(p − 1) Rn+1 +
y + |t|
1
6 A2−p (Mµ f (x))2−p I ∗ (x), (6.28)
p(p − 1) µ
where
  λ0 n
y
Z
∗ 1−n
I (x) = y ∆up (x − t, y)dtdy.
Rn+1
+
y + |t|
It is clear that
 λ0 n
y
Z Z Z
I ∗ (x)dx = y 1−n
∆up (t, y)dxdtdy
Rn Rn+1
+ Rn
x
y + |t − x|
Z
=Cλ0 y∆up (t, y)dtdy.
Rn+1
+
- 160 - 6. The Littlewood-Paley g-function and Multipliers

The last step follows from the fact that if λ0 > 1

Z  λ0 n Z  λ0 n
−n y −n y
y dx =y dx
Rn y + |t − x| Rn y + |x|
Z  λ0 n
x=yz 1
== dz
Rn 1 + |z|
=Cλ0 < ∞.
So, by Lemma 6.6
Z Z
∗
I (x)dx = Cλ0 up (t, 0)dt = Cλ0 kf kpp . (6.29)
Rn Rn
Therefore, by (6.28), Hölder’s inequality, (6.24) and (6.29),
1/2
kgλ∗ (f )kp 6 CkMµ f (x)1−p/2 (I ∗ (x))1/2 kp 6 CkMµ f k1−p/2
p kI ∗ k1 6 Ckf kp .
That is the desired result. 
Finally, we prove Lemma 6.12.
Proof of Lemma 6.12. One notices that (6.25) is unchanged by the dilation (x, t, y) →
(δx, δt, δy), it is then clear that it suffices to prove (6.25) with y = 1.
Setting y = 1 in the Poisson kernel, we have P1 (x) = cn (1 + |x|2 )−(n+1)/2 , and
u(x − t, 1) = f (x) ∗ P1 (xR− t), for each t. Theorem 4.10 shows that |u(x − t, 1)| 6
At M f (x), where At = Qt (x)dx, and Qt (x) is the smallest decreasing radial
majorant of P1 (x − t), i.e.,
1
Qt (x) = cn sup 0 2 (n+1)/2
.
|x0 |>|x| (1 + |x − t| )
For Qt (x), we have the easy estimates, Qt (x) 6 cn for |x| 6 2t and Qt (x) 6
A0 (1 + |x|2 )−(n+1)/2 , for |x| > 2|t|, from which it is obvious that At 6 A(1 + |t|)n
and hence (6.25) is proved.
R R
Since u(x − t, y) = Rn Py (s)f (x − t − s)ds, and Rn Py (s)ds = 1, by Hölder
inequality, we have
0
u(x − t, y) 6kPy1/µ f kµ kPy1/µ kµ0
Z 1/µ
µ
6 Py (s)|f (x − t − s)| ds = U 1/µ (x − t, y),
Rn
where U is the Poisson integral of |f |µ . Apply (6.25) to U , it gives
|u(x − t, y)| 6A1/µ (1 + |t|/y)n/µ (M (|f |µ )(x))1/µ
=Aµ (1 + |t|/y)n/µ Mµ f (x),
and the Lemma is established. 
6.2. Fourier multipliers on Lp - 161 -

6.2 Fourier multipliers on Lp

In this section, we introduce briefly the Fourier multipliers on Lp , and we

prove three main multiplier theorems.
In the study of PDEs, we often investigate the estimates of semigroups. For
example, we consider the linear heat equation
ut − ∆u = 0, u(0) = u0 .
2
It is clear that u = F −1 e−t|ωξ| F u0 =: H(t)u0 is the solution of the above heat
equation. The natural question is: Is H(t) a bounded semigroup from Lp to Lp ?
In other word, is the following inequality true?
2
kF −1 e−t|ωξ| F u0 kp . ku0 kp , for 1 6 p 6 ∞.
Of course, we have known that this estimate is true due to Young’s inequality
2 2
and F −1 e−t|ωξ| = (4πt)−n/2 e−|x| /4t ∈ L1 . From this example, we can give a
general concept.

Definition 6.13. Let ρ ∈ S 0 . ρ is called a Fourier multiplier on Lp if the convo-

lution (F −1 ρ) ∗ f ∈ Lp for all f ∈ S , and if
kρkMp = sup k(F −1 ρ) ∗ f kp
kf kp =1
is finite. The linear space of all such ρ is denoted by Mp .

Since S is dense in Lp (1 6 p < ∞), the mapping from S to Lp : f →

(F −1 ρ) ∗ f can be extended to a mapping from Lp to Lp with the same norm.
We write (F −1 ρ) ∗ f also for the values of the extended mapping.
For p = ∞ (as well as for p = 2) we can characterize Mp . Considering the
map:
f → (F −1 ρ) ∗ f for f ∈ S ,
we have
ρ ∈ M∞ ⇔ |F −1 ρ ∗ f (0)| 6 Ckf k∞ , f ∈ S . (6.30)
Indeed, if ρ ∈ M∞ , we have
kF −1 ρ ∗ f k∞
|F −1 ρ ∗ f (0)| 6 kf k∞ 6 Ckf k∞ .
kf k∞
On the other hand, if |F −1 ρ ∗ f (0)| 6 Ckf k∞ , we can get
kF −1 ρ ∗ f k∞ = sup |F −1 ρ ∗ f (x)| = sup |[(F −1 ρ) ∗ (f (x + ·))](0)|
x∈Rn x∈Rn
6Ckf (x + ·)k∞ = Ckf k∞ ,
which yields kρkM∞ 6 C, i.e., ρ ∈ M∞ .
- 162 - 6. The Littlewood-Paley g-function and Multipliers

But (6.30) also means that F −1 ρ is a bounded measure on Rn . Thus M∞ is

equal to the space of all Fourier transforms of bounded measures. Moreover,
kρkM∞ is equal to the total mass of F −1 ρ. In view of the inequality above and
the Hahn-Banach theorem, we may extend the mapping f → F −1 ρ ∗ f from S
to L∞ to a mapping from L∞ to L∞ without increasing its norm. We also write
the extended mapping as f → F −1 ρ ∗ f for f ∈ L∞ .
Theorem 6.14. Let 1 6 p 6 ∞ and 1/p + 1/p0 = 1, then we have
Mp = Mp0 (equal norms). (6.31)
Moreover,
M1 = ρ ∈ S 0 : F −1 ρ is a bounded measure


(6.32)
Z
−1
kρkM1 =total mass of F ρ = |F −1 ρ(x)|dx
Rn
and
M2 = L∞ (equal norm). (6.33)
For the norms (1 6 p0 , p1 6 ∞)
kρkMp 6 kρk1−θ θ
Mp kρkMp , ∀ρ ∈ Mp0 ∩ Mp1 (6.34)
0 1
if 1/p = (1 − θ)/p0 + θ/p1 (0 6 θ 6 1). In particular, the norm k · kM p decreases with
p in the interval 1 6 p 6 2, and
M1 ⊂ Mp ⊂ Mq ⊂ M2 , (1 6 p 6 q 6 2). (6.35)
0
Proof. Let f ∈ Lp , g ∈ Lp and ρ ∈ Mp . Then, we have
kρkMp0 = sup k(F −1 ρ) ∗ gkp0 = sup |h(F −1 ρ) ∗ g(x), f (−x)i|
kgkp0 =1 kf kp =kgkp0 =1
−1
= sup |(F ρ) ∗ g ∗ f (0)| = sup |(F −1 ρ) ∗ f ∗ g(0)|
kf kp =kgkp0 =1 kf kp =kgkp0 =1
Z
= sup | ((F −1 ρ) ∗ f )(y)g(−y)dy|
kf kp =kgkp0 =1 Rn

= sup k(F −1 ρ) ∗ f kp = kρkMp .

kf kp =1
The assertion (6.32) has already been established because of M1 = M∞ . The
Plancherel theorem immediately gives (6.33). In fact,
 n/2
|ω|
kρkM2 = sup k(F −1 ρ) ∗ f k2 = sup kρfˆk2 6 kρk∞ .
kf k2 =1 kf k2 =1 2π
On the other hand, for any ε > 0, we can choose a non-zero measurable set E
such that |ρ(ξ)| > kρk∞ − ε for ξ ∈ E. Then choose a function f ∈ L2 such that
supp F f ⊂ E, we can obtain kρkM2 > kρk∞ − ε.
6.2. Fourier multipliers on Lp - 163 -

Invoking the Riesz-Thorin theorem, (6.34) follows, since the mapping f →

(F −1 ρ)∗fmaps Lp0 → Lp0 with norm kρkMp0 and Lp1 → Lp1 with norm kρkMp1 .
Since 1/q = (1 − θ)/p + θ/p0 for some θ and p 6 q 6 2 6 p0 , by using (6.34)
with p0 = p, p1 = p0 , we see that
kρkMq 6 kρkMp ,
from which (6.35) follows. 
Proposition 6.15. Let 1 6 p 6 ∞. Then Mp is a Banach algebra under pointwise
multiplication.
Proof. It is clear that k · kMp is a norm. Note also that Mp is complete. Indeed, let
{ρk } is a Cauchy sequence in Mp . So does it in L∞ because of Mp ⊂ L∞ . Thus,
it is convergent in L∞ and we denote the limit by ρ. From L∞ ⊂ S 0 , we have
F −1 ρk F f → F −1 ρF for any f ∈ S in sense of the strong topology on S 0 .
 f −1
On the other hand, F ρk F f is also a Cauchy sequence in Lp ⊂ S 0 , and
converges to a function g ∈ Lp . By the uniqueness of limit in S 0 , we know that
g = F −1 ρF f . Thus, kρk − ρkMp → 0 as k → ∞. Therefore, Mp is a Banach
space.
Let ρ1 ∈ Mp and ρ2 ∈ Mp . For any f ∈ S , we have
k(F −1 ρ1 ρ2 ) ∗ f kp =k(F −1 ρ1 ) ∗ (F −1 ρ2 ) ∗ f kp 6 kρ1 kMp k(F −1 ρ2 ) ∗ f kp
6kρ1 kMp kρ2 kMp kf kp ,
which implies ρ1 ρ2 ∈ Mp and
kρ1 ρ2 kMp 6 kρ1 kMp kρ2 kMp .
Thus, Mp is a Banach algebra. 
n
In order to clarify the next theorem we write Mp = Mp (R ) for Fourier mul-
tipliers which are functions on Rn . The next theorem says that Mp (Rn ) is iso-
metrically invariant under affine transforms of Rn .
Theorem 6.16. Let a : Rn → Rm be a surjective affine transform1 with n > m, and
ρ ∈ Mp (Rm ). Then
kρ(a(·))kMp (Rn ) = kρkMp (Rm ) .
∗
If m = n, the mapping a is bijective. In particular, we have
kρ(c·)kMp (Rn ) =kρ(·)kMp (Rn ) , ∀c 6= 0, (6.36)
kρ(hx, ·i)kMp (Rn ) =kρ(·)kMp (R) , ∀x 6= 0, (6.37)
Pn
where hx, ξi = i=1 xi ξi .
Proof. It suffices to consider the case that a : Rn → Rm is a linear transform.
Make the coordinate transform
ηi = ai (ξ), 1 6 i 6 m; ηj = ξj , m + 1 6 j 6 n, (6.38)
- 164 - 6. The Littlewood-Paley g-function and Multipliers

which can be written as η = A−1 ξ or ξ = Aη where det A 6= 0. Let A> be the

transposed matrix of A. It is easy to see, for any f ∈ S (Rn ), that
 n Z
|ω|
F −1 ρ(a(ξ))F f (x) = eωixξ ρ(a(ξ))fˆ(ξ)dξ
2π n
 R n Z
|ω|
=| det A| eωix·Aη ρ(η1 , · · · , ηm )fˆ(Aη)dη
2π n
 n ZR
|ω| >
=| det A| eωiA x·η ρ(η1 , · · · , ηm )fˆ(Aη)dη
2π Rn
=| det A|F (ρ(η1 , · · · , ηm )fˆ(Aη))(A> x)
−1
h   i
=F −1 ρ(η1 , · · · , ηm )F f ((A> )−1 ·) (η) (A> x).
It follows from ρ ∈ Mp (Rm ) that for any f ∈ S (Rn )
kF −1 ρ(a(ξ))F f kp
 
=| det A|−1/p kF −1 ρ(η1 , · · · , ηm ) F f ((A> )−1 ·) (η)kp

−1/p −1 > −1


=| det A| F η1 ,··· ,η m
ρ(η1 , · · · , ηm ) ∗ f ((A ) ·)
Lp (Rm )
Lp (Rn−m )
6kρkMp (Rm ) kf kp .
Thus, we have
kρ(a(·))kMp (Rn ) 6 kρkMp (Rm ) . (6.39)
Taking f ((A> )−1 x)= f1 (x1 , · · · , xm )f2 (xm+1 , · · · , xn ), one can conclude that the
inverse inequality (6.39) also holds. 
Now we give a simple but very useful theorem for Fourier multipliers.
Theorem 6.17 (Bernstein multiplier theorem). Assume that k > n/2 is an integer,
and that ∂xαj ρ ∈ L2 (Rn ), j = 1, · · · , n and 0 6 α 6 k. Then we have ρ ∈ Mp (Rn ),
1 6 p 6 ∞, and
 n/2k
n
1−n/2k 
X
kρkMp . kρk2 k∂xkj ρk2  .
j=1

Proof. Let t > 0 and J(x) = nj=1 |xj |k . By the Cauchy-Schwartz inequality and
P
the Plancherel theorem, we obtain
Z Z X n
|F −1 ρ(x)|dx = J(x)−1 J(x)|F −1 ρ(x)|dx . tn/2−k k∂xkj ρk2 .
|x|>t |x|>t j=1
6.2. Fourier multipliers on Lp - 165 -

Similarly, we have
Z
|F −1 ρ(x)|dx . tn/2 kρk2 .
|x|6t
Choosing t such that kρk2 = t−k nj=1 k∂xkj ρk2 , we infer, with the help of Theo-
P
rem 6.14, that
 n/2k
Z n
1−n/2k 
X
kρkMp 6kρkM1 = |F −1 ρ(x)|dx . kρk2 k∂xkj ρk2  .
Rn j=1
This completes the proof. 
The first application of the theory of the functions g and gλ∗ will be in the
study of multipliers. Our main tool when proving theorems for the Sobolev
spaces, defined in the following chapter, is the following theorem. Note that
1 < p < ∞ here in contrast to the case in Theorem 6.17. We give the theorem as
follows.
Theorem 6.18 (Mikhlin multiplier theorem). Suppose that ρ(ξ) ∈ C k (Rn\ {0})
 α
∂
where k > n/2 is an integer. Assume also that for every differential monomial ∂ξ ,
α = (α1 , α2 , ..., αn),with|α| = α 1 + α2 + ... + αn , we have Mikhlin’s condition
 ∂ α
ρ(ξ) 6 A|ξ|−|α| , whenever |α| 6 k.


 ∂ξ (6.40)
Then ρ ∈ Mp , 1 < p < ∞, and
kρkMp 6 Cp,n A.
The proof of the theorem leads to a generalization of its statement which we
formulate as a corollary.
Corollary 6.19 (Hörmander multiplier theorem). The assumption (6.40) can be
replaced by the weaker assumptions, i.e., Hörmander’s condition
|ρ(ξ)| 6A,
 α 2
 ∂ (6.41)
Z
2|α|−n

sup R 
 ∂ξ ρ(ξ) dξ 6A, |α| 6 k.
0<R<∞ R6|ξ|62R

The theorem and its corollary will be consequences of the following lemma.
Its statement illuminates at the same time the nature of the multiplier transforms
considered here, and the role played by the g-functions and their variants.
Lemma 6.20. Under the assumptions of Theorem 6.18 or Corollary 6.19, let us set for
f ∈ L2 (Rn )
F (x) = Tρ f (x) = (F −1 (ρ(ξ)) ∗ f )(x).
- 166 - 6. The Littlewood-Paley g-function and Multipliers

Then
g1 (F )(x) 6 Aλ gλ∗ (f )(x), where λ = 2k/n. (6.42)
Thus in view of the lemma, the g-functions and their variants are the charac-
terizing expressions which deal at once with all the multipliers considered. On
the other hand, the fact that the relation (6.42) is pointwise shows that to a large
extent the mapping Tρ is “semi-local”.
Proof of Theorem 6.18 and Corollary 6.19. The conclusion is deduced from the
lemma as follows. Our assumption on k is such that λ = 2k/n > 1. Thus,
Theorem 6.11 shows us that
kgλ∗ (f )(x)kp 6 Aλ,p kf kp , 2 6 p < ∞, if f ∈ L2 ∩ Lp .
However, by Corollary 6.3, A0p kF kp 6 kg1 (F )(x)kp , therefore by Lemma 6.20,
kTρ f kp = kF kp 6 Aλ kgλ∗ (f )(x)kp 6 Ap kf kp , if 2 6 p < ∞ and f ∈ L2 ∩ Lp .
That is, ρ ∈ Mp , 2 6 p < ∞. By duality, i.e., (6.31) of Theorem 6.14, we have also
ρ ∈ Mp , 1 < p 6 2, which gives the assertion of the theorem. 
Now we shall prove Lemma 6.20.
Proof of Lemma 6.20. Let u(x, y) denote the Poisson integral of f , and U (x, y) the
Poisson integral of F . Then withˆdenoting the Fourier transform w.r.t. the x
variable, we have
û(ξ, y) = e−|ωξ|y fˆ(ξ), and U b (ξ, y) = e−|ωξ|y Fb(ξ) = e−|ωξ|y ρ(ξ)fˆ(ξ).
 n R
Define M (x, y) = |ω| 2π Rn e
ωix·ξ e−|ωξ|y ρ(ξ)dξ. Then clearly

c(ξ, y) = e−|ωξ|y ρ(ξ),

M
and so
U
b (ξ, y1 + y2 ) = M
c(ξ, y1 )û(ξ, y2 ), y = y1 + y2 , y1 , y2 > 0.
This can be written as Z
U (x, y1 + y2 ) = M (t, y1 )u(x − t, y2 )dt.
Rn
We differentiate this relation k times w.r.t. y1 and once w.r.t. y2 , and set y1 =
y2 = y/2. This gives us the identity
Z
U (k+1) (x, y) = M (k) (t, y/2)u(1) (x − t, y/2)dt. (6.43)
Rn
Here the superscripts denote the differentiation w.r.t. y.
Next, we translates the assumptions (6.40) (or (6.41)) on ρ in terms of M (x, y).
The result is
|M (k) (t, y)| 6A0 y −n−k , (6.44)
6.2. Fourier multipliers on Lp - 167 -
Z
|t|2k |M (k) (t, y)|2 dt 6A0 y −n , (6.45)
Rn
where A0 depends only on n and k.
In fact, by the definition of M and the condition |ρ(ξ)| 6 A, it follows that
 n
|ω|
Z
(k)
|M (x, y)| 6 |ω| k
|ξ|k e−|ωξ|y |ρ(ξ)|dξ
2π Rn
 n Z ∞
|ω|
6Aωn−1 |ω|k rk e−|ω|ry rn−1 dr
2π 0
 n Z ∞
1 −n−k
=Aωn−1 y e−R Rk+n−1 dR
2π 0
 n
1
=Aωn−1 Γ(k + n)y −n−k ,
2π
which is (6.44).
To prove (6.45), let us show more particularly that
Z
|xα M (k) (x, y)|2 dx 6 A0 y −n ,
Rn
where |α| = k.
By Plancherel’s theorem and Proposition 1.3
 n/2  α
|ω| ∂ −|ωξ|y
kxα M (k) (x, y)k2 = k

(|ξ| ρ(ξ)e ) . (6.46)
2π ∂ξ 2
So we need to evaluate, by using Leibniz’ rule,
 α  β  γ
∂ −|ωξ|y
X ∂ ∂
k
(|ξ| ρ(ξ)e )= Cβ,γ k
(|ξ| ρ(ξ)) e−|ωξ|y . (6.47)
∂ξ ∂ξ ∂ξ
β+γ=α
Case I: (6.40) =⇒ (6.45). By the hypothesis (6.40) and Leibniz’ rule again, we
have   
 ∂ β 
(|ξ|k ρ(ξ)) 6 A0 |ξ|k−|β| , with |β| 6 k.
 
 ∂ξ


Thus,  α 
 ∂ k −|ωξ|y 


 ∂ξ (|ξ| ρ(ξ)e )
X X
6C |ξ|k−|β| (|ω|y)|γ| e−|ωξ|y 6 C |ξ|r (|ω|y)r e−|ωξ|y .
|β|+|γ|=k 06r6k
Since for r > 0Z Z ∞
2r −2|ωξ|y
(|ω|y)2r |ξ| e dξ =ωn−1 (|ω|y) 2r
R2r e−2|ω|Ry Rn−1 dR
Rn 0
- 168 - 6. The Littlewood-Paley g-function and Multipliers
Z ∞
=ωn−1 2−(2r+n) (|ω|y)−n z 2r+n−1 e−z dz
0
=ωn−1 (|ω|y)−n 2−(2r+n) Γ(2r + n),
we get for |α| = k
n
|ω|
 X
kx Mα (k)
(x, y)k22 6 ωn−1 (|ω|y)−n 2−(2r+n) Γ(2r + n)
2π
06r6k
−n
6Ck,n y ,
which proves the assertion (6.45).
Case II: (6.41) =⇒ (6.45). From (6.46) and (6.47), we have, by Leibniz’ rule
again and (6.41),
kxα M (k) (x, y)k2
 n/2 X
|ω|
6 Cβ 0 β 00 γ
2π 0 00 |β |+|β |+|γ|=k
   0 2   00 2 1/2
 ∂ β
Z   ∂ β 
|ξ|k   ρ(ξ) e−2|ωξ|y (|ω|y)2|γ| dξ 
    
∂ξ ∂ξ

Rn    
   00 2 1/2
n/2 X  ∂ β 
|ω|
 XZ
|γ|  2(k−|β 0 |)
6 C (|ω|y) |ξ| ρ(ξ) e−2|ωξ|y dξ 
 
2π  ∂ξ

|β 0 |+|β 00 |+|γ|=k j∈Z 2j 6|ξ|62j+1 

n/2
|ω|

0 j+1
X X
6C (|ω|y)|γ|  (2j+1 )2(k−|β |) e−|ω|2 y
2π
|β 0 |+|β 00 |+|γ|=k j∈Z
   00 2 1/2
00 |+n
Z  ∂ β 
·(2j )−2|β (2j )2|β 00 |−n 
ρ(ξ) dξ 

∂ξ

j
2 6|ξ|62j+1  
 1/2
n/2
|ω|

−|ω|2j+1 y
X X
6C A1/2 2k (|ω|y)r  2j (2j )2r+n−1 e 
2π
06r6k j∈Z
n/2 ∞ 1/2
|ω|
 X Z
1/2 k r 2r+n−1 −|ω|Ry
6C A 2 (|ω|y) R e dR
2π 0
06r6k
n/2 ∞ 1/2
|ω|
 X Z
1/2 k −n/2 2r+n−1 −z
=C A 2 (|ω|y) z e dz
2π 0
06r6k
6.3. The partial sums operators - 169 -
 n/2
1 X
6C A1/2 2k Γ1/2 (2r + n) = Ck,n y −n/2 ,
2πy
06r6k
which yields (6.45).
Now, we return to the identity (6.43), and for each y divide the range of
integration into two parts, |t| 6 y/2 and |t| > y/2. In the first range, use the
estimate (6.44) on M (k) and in the second range, use the estimate (6.45). This
together with Schwarz’ inequality gives immediately
Z
(k+1) 2 −n−2k
|U (x, y)| 6Cy |u(1) (x − t, y/2)|2 dt
|t|6y/2
|u(1) (x − t, y/2)|2 dt
Z
+ Cy −n
|t|>y/2 |t|2k
=:I1 (y) + I2 (y).
Now
Z ∞ 2 Z
X ∞
2 (k+1) 2 2k+1
(gk+1 (F )(x)) = |U (x, y)| y dy 6 Ij (y)y 2k+1 dy.
0 j=1 0

However, by a change of variable y/2 → y,

Z ∞ Z ∞Z
I1 (y)y 2k+1 dy 6C |u(1) (x − t, y/2)|2 y −n+1 dtdy
0 0 |t|6y/2
Z
6C |∇u(x − t, y)|2 y −n+1 dtdy = C(S(f )(x))2
Γ
6Cλ (gλ∗ (f )(x))2 .
Similarly, with nλ = 2k,
Z ∞ Z ∞Z
I2 (y)y 2k+1
dy 6C y −n+2k+1 |t|−2k |∇u(x − t, y)|2 dtdy
0 0 |t|>y
∗
6C(gλ (f )(x))2 .
This shows that gk+1 (F )(x) 6 Cλ gλ∗ (f )(x).
However by Remark 6.4 (iii) of g-
functions after Corollary 6.3, we know that g1 (F )(x) 6 Ck gk+1 (F )(x). Thus, the
proof of the lemma is concluded. 

6.3 The partial sums operators

We shall now develop the second main tool in the Littlewood-Paley theory,
(the first being the usage of the functions g and g ∗ ).
Let ρ denote an arbitrary rectangle in Rn . By rectangle we shall mean, in the
- 170 - 6. The Littlewood-Paley g-function and Multipliers

rest of this chapter, a possibly infinite rectangle with sides parallel to the axes,
i.e., the Cartesian product of n intervals.

Definition 6.21. For each rectangle ρ denote by Sρ the partial sum operator, that
is the multiplier operator with m = χρ = characteristic function of the rectangle
ρ. So
F (Sρ (f )) = χρ fˆ, f ∈ L2 (Rn ) ∩ Lp (Rn ). (6.48)

For this operator, we immediately have the following theorem.

Theorem 6.22.
kSρ (f )kp 6 Ap kf kp , f ∈ L2 ∩ Lp ,
if 1 < p < ∞. The constant Ap does not depend on the rectangle ρ.
However, we shall need a more extended version of the theorem which arises
when we replace complex-valued functions by functions taking their value in a
Hilbert space.
Let H be the sequence Hilbert space,
X
H = {(cj )∞j=1 : ( |cj |2 )1/2 = |c| < ∞}.
j
Then we can represent a function f ∈ Lp (Rn , H ), as sequences
f (x) = (f1 (x), · · · , fj (x), · · · ),
where each fj is complex-valued and |f (x)| = ( ∞ 2 1/2 . Let < be a se-
P
j=1 |fj (x)| )
∞
quence of rectangle, < = {ρj }j=1 . Then we can define the operator S< , mapping
L2 (Rn , H ) to itself, by the rule
S< (f ) = (Sρ1 (f1 ), · · · , Sρj (fj ), · · · ), where f = (f1 , · · · , fj , · · · ). (6.49)
We first give a lemma, which will be used in the proof of the theorem or its
generalization. Recall the Hilbert transform f → H(f ), which corresponds to
the multiplier −i sgn (ω) sgn (ξ) in one dimension.
Lemma 6.23. Let f (x) = (f1 (x), · · · , fj (x), · · · ) ∈ L2 (Rn , H ) ∩ Lp (Rn , H ). De-
e (x) = (Hf1 (x), · · · , Hfj (x), · · · ). Then
note Hf
kHfe kp 6 Ap kf kp , 1 < p < ∞,
where Ap is the same constant as in the scalar case, i.e., when H is one-dimensional.
Proof. We use the vector-valued version of the Hilbert transform, as is described
more generally in Sec. 4.7. Let the Hilbert spaces H1 and H2 be both identical
with H . Take in R, K(x) = I · 1/πx, where I is the identity mapping on H .
Then the kernel K(x) satisfies all the assumptions of Theorem 4.27 and Theorem
6.3. The partial sums operators - 171 -

4.24. Moreover, Z
lim K(y)f (x − y)dy = Hf
e (x),
ε→0 |y|>ε
and so our lemma is proved. 
The generalization of Theorem 6.22 is then as follows.
Theorem 6.24. Let f ∈ L2 (Rn , H ) ∩ Lp (Rn , H ). Then
kS< (f )kp 6 Ap kf kp , 1 < p < ∞, (6.50)
where Ap does not depend on the family < of rectangles.
Proof. The theorem will be proved in four steps, the first two of which already
contain the essence of the matter.
Step 1: n = 1, and the rectangles ρ1 , ρ2 , · · · , ρj , · · · are the semi-infinite
intervals (−∞, 0).
It is clear that S(−∞,0) f = F −1 χ(−∞,0) F f = F −1 1− sgn 2
(ξ)
F f , so
I − i sgn (ω)H
S(−∞,0) = , (6.51)
2
where I is the identity, and S(−∞,0) is the partial sum operator corresponding to
the interval (−∞, 0).
Now if all the rectangles are the intervals (−∞, 0), then by (6.51),
I − i sgn (ω)H e
S< =
2
and so by Lemma 6.23, we have the desired result.
Step 2: n = 1, and the rectangles are the intervals (−∞, a1 ), (−∞, a2 ), · · · ,
(−∞, aj ), · · · .
Notice that F (f (x)e−ωix·a ) = fˆ(ξ + a), therefore
F (H(e−ωix·a f (x))) = −i sgn (ω) sgn (ξ)fˆ(ξ + a),
and hence F (eωix·a H(e−ωix·a f (x))) = −i sgn (ω) sgn (ξ − a)fˆ(ξ). From this, we
see that
fj − i sgn (ω)eωix·aj H(e−ωix·aj fj )
(S(−∞,aj ) fj )(x) = . (6.52)
2
If we now write symbolically e−ωix·a f for
(e−ωix·a1 f1 , · · · , e−ωix·aj fj , · · · )
with f = (f1 , · · · , fj , · · · ), then (6.52) may be written as
f − i sgn (ω)eωix·a H(e e −ωix·a f )
S< f = , (6.53)
2
and so the result again follows in this case by Lemma 6.23.
- 172 - 6. The Littlewood-Paley g-function and Multipliers

Step 3: General n, but the rectangles ρj are the half-spaces x1 < aj , i.e., ρj =
{x : x1 < aj }.
(1)
Let S(−∞,aj ) denote the operator defined on L2 (Rn ), which acts only on the
x1 variable, by the action given by S(−∞,aj ) . We claim that
(1)
Sρj = S(−∞,aj ) . (6.54)
This identity is obvious for L2 functions of the product form
f 0 (x1 )f 00 (x2 , · · · , xn ),
since their linear span is dense in L2 , the identity (6.54) is established.
We now use the Lp inequality, which is the result of the previous step for
each fixed x2 , x3 , · · · , xn . We raise this inequality to the pth power and integrate
w.r.t. x2 , · · · , xn . This gives the desired result for the present case. Notice that
the result holds as well if the half-space {x : x1 < aj }∞ j=1 , is replaced by the
∞
half-space {x : x1 > aj }j=1 , or if the role of the x1 axis is taken by the x2 axis,
etc.
Step 4: Observe that every general finite rectangle of the type considered is
the intersection of 2n half-spaces, each half-space having its boundary hyper-
plane perpendicular to one of the axes of Rn . Thus a 2n-fold application of the
result of the third step proves the theorem, where the family < is made up of
finite rectangles. Since the bounds obtained do not depend on the family <, we
can pass to the general case where < contains possibly infinite rectangles by an
obvious limiting argument. 
We state here the continuous analogue of Theorem 6.24. Let (Γ, dγ) be a σ-
finite measure space,2 and consider the Hilbert space H of square integrable
functions on Γ, i.e., H = L2 (Γ, dγ). The elements
f ∈ Lp (Rn , H )
R R f (x, γ) =
are the complex-valued functions fγ (x) on Rn × Γ, which are jointly
measuable, and for which ( Rn ( Γ |f (x, γ)| dγ)p/2 dx)1/p = kf kp < ∞, if p < ∞.
2

Let < = {ργ }γ∈Γ , and suppose that the mapping γ → ργ is a measurable function
from Γ to rectangles; that is, the numerical-valued functions which assign to
each γ the components of the vertices of ργ are all measurable.
Suppose f ∈ L2 (Rn , H ). Then we define F = S< f by the rule
F (x, γ) = Sργ (fγ )(x), (fγ (x) = f (x, γ)).

2
If µ is measure on a ring R, a set E is said to have σ-finite measure if there exists a sequence
{En } of sets in R such that E ⊂ ∪∞ n=1 En , and µ(En ) < ∞, n = 1, 2, · · · . If the measure of
every set E in R is σ-finite, the measure µ is called σ-finite on R.
6.4. The dyadic decomposition - 173 -

Theorem 6.25.
kS< f kp 6 Ap kf kp , 1 < p < ∞, (6.55)
for f ∈ L2 (Rn , H ) ∩ L (Rn , H ), where the bound Ap does not
p depend on the measure
space (Γ, dγ), or on the function γ → ργ .
Proof. The proof of this theorem is an exact repetition of the argument given for
Theorem 6.24. The reader may also obtain it from Theorem 6.24 by a limiting
argument. 

6.4 The dyadic decomposition

We shall now consider a decomposition of

Rn into rectangles.
First, in the case of R, we decompose it as the
union of the “disjoint” intervals (i.e., whose in- 1
teriors are disjoint) [2k , 2k+1 ], −∞ < k < ∞, and
[−2k+1 , −2k ], −∞ < k < ∞. This double collec-
tion of intervals, one collection for the positive
half-line, the other for the negative half-line, will
be the dyadic decomposition of R.3
Figure 6.3: The dyadic de-
Having obtained this decomposition of R,
composition
Figure 1: The dyadic decomposition
we take the corresponding product decomposi-
tion for Rn . Thus we write Rn as the union of
“disjoint” rectangles, which rectangles are products of the intervals which occur
for the dyadic decomposition of each of the axes. This is the dyadic decomposition
of Rn .
The family of resulting rectangles will be denoted by ∆. We recall the partial
sum operator Sρ , defined in (6.48) for each rectangle. Now in an obvious sense,
(e.g. L2 convergence)
X
Sρ = Identity.
ρ∈∆
Also in the L2 case, the different blocks, Sρ f , ρ ∈ ∆, behave as if they were
independent; they are of course mutually orthogonal. To put the matter pre-
cisely: The L2 norm of f can be given exactly in terms of the L2 norms of Sρ f ,

3
Strictly speaking, the origin is left out; but for the sake of simplicity of terminology, we still
refer to it as the decomposition of R.
- 174 - 6. The Littlewood-Paley g-function and Multipliers

i.e., X
kSρ f k22 = kf k22 , (6.56)
ρ∈∆
(and this is true for any decomposition of Rn ). For the general Lp case not as
much can be hoped for, but the following important theorem can nevertheless
be established.
Theorem 6.26 (Littlewood-Paley square function theorem). Suppose f ∈
Lp (Rn ), 1 < p < ∞. Then
X
k( |Sρ f (x)|2 )1/2 kp ∼ kf kp .
ρ∈∆

The Rademacher functions provide a very

r1 (t)
useful device in the study of Lp norms in terms
of quadratic expressions.
These functions, r0 (t), r1 (t), · · · , rm (t), · · · 1 1 t
are defined on the interval (0, 1) as follows: 2

r0 (t)

1, 0 6 t 6 1/2,
r0 (t) =
−1, 1/2 < t < 1, Figure 6.4: r0 (t) and r1 (t)
r0 is extended outside the unit interval by pe- Figure 1: r0 (t) and r1 (t)
riodicity, i.e., r0 (t + 1) = r0 (t). In general, rm (t) = r0 (2m t). The sequences of
Rademacher functions are orthonormal (and in fact mutually independent) over
[0, 1]. In fact, for m < k, the integral
Z 1 Z 1 Z 2m
m k −m
rm (t)rk (t)dt = r0 (2 t)r0 (2 t)dt = 2 r0 (s)r0 (2k−m s)ds
0 0 0
Z 1 Z 1/2 Z 1
= r0 (s)r0 (2k−m s)ds = r0 (2k−m s)ds − r0 (2k−m s)ds
0 0 1/2
"Z k−m−1 k−m
#
2 Z 2
=2m−k r0 (t)dt − r0 (t)dt
0 2k−m−1
Z 1 Z 1 
−1
=2 r0 (t)dt − r0 (t)dt = 0,
0 0
R1
so, they are orthogonal. It is clear that they are normal since 0 (rm (t))2 dt = 1.
For our purposes, their importance arises from the following fact.
Suppose ∞
P 2
P∞
m=0 |am | < ∞ and set F (t) = m=0 am rm (t). Then for every
1 < p < ∞, F (t) ∈ Lp [0, 1] and
X∞
Ap kF kp 6 kF k2 = ( |am |2 )1/2 6 Bp kF kp , (6.57)
m=0
6.4. The dyadic decomposition - 175 -

for two positive constants Ap and Bp .

Thus, for functions which can be expanded in terms of the Rademacher func-
tions, all the Lp norms, 1 < p < ∞, are comparable.
We shall also need the n-dimensional form of (6.57). We consider the unit
cube Q ⊂ Rn , Q = {t = (t1 , t2 , · · · , tn ) : 0 6 tj 6 1}. Let m be an n-tuple of non-
P m = (m1 , m2 , · · · , mn ). Define rm (t) = rm1 (t1 )rm2 (t2 ) · · · rmn (tn ).
negative integers
Write F (t) = am rm (t). With
Z 1/p
p
kF kp = |F (t)| dt ,
Q

we also have (6.57), whenever |am |2 < ∞. That is

P

Lemma 6.27. Suppose |am |2 < ∞. Then it holds

P
∞
!1/2
X
kF kp ∼ kF k2 = |am |2 , 1 < p < ∞. (6.58)
m=0

Proof. We split the proof into four steps.

Step 1: Let µ, a0 , a1 , · · · , aN , be real numbers. Then because the Rademacher
functions are mutually independent variables, we have, in view of their defini-
tion,
Z 1 Z 1 Z 2m Z 1
µam rm (t) µam r0 (2m t) −m µam r0 (s)
e dt = e dt = 2 e ds = eµam r0 (s) ds
0 0 0 0
=2−1 (eµam + e−µam ) = cosh µam .
and for m < k
Z 1 Z 1
µam rm (t) µak rk (t) m k
e e dt = eµam r0 (2 t) eµak r0 (2 t) dt
0 0
Z 2m Z 1
k−m s) k−m s)
=2−m eµam r0 (s) eµak r0 (2 ds = eµam r0 (s) eµak r0 (2 ds
0 0
Z 1/2 Z 1
k−m s) k−m s)
= eµam eµak r0 (2 ds + e−µam eµak r0 (2 ds
0 1/2
"Z k−m−1 #
2 Z 2k−m
=2m−k eµam eµak r0 (t) dt + e−µam eµak r0 (t) dt
0 2k−m−1
Z 1 Z 1 Z 1
−1 µam −µam µak r0 (t) µam rm (t)
=2 (e +e ) e dt = e dt eµak rk (t) dt.
0 0 0
- 176 - 6. The Littlewood-Paley g-function and Multipliers

Thus, by induction, we can verify

Z 1 P N Z 1
µ N
Y
am rm (t)
e m=0 dt = eµam rm (t) dt.
0 m=0 0
2
If we now make use of this simple inequality cosh x 6 ex (since cosh x =
P∞ x2k P∞ x2k x2 for |x| < ∞ by Taylor expansion), we obtain
k=0 (2k)! 6 k=0 k! = e
Z 1 N N PN
2 2 2 2
Y Y
eµF (t) dt = cosh µam 6 eµ am = eµ m=0 am ,
0 m=0 m=0
PN
with F (t) = m=0 am rm (t).
Step 2: Let us make the normalizing assumption that N 2
P
n=0 am = 1. Then,
since eµ|F | µF
6e +e −µF , we have
Z 1
2
eµ|F (t)| dt 6 2eµ .
0
Recall the distribution function F∗ (α) = m{t ∈ [0, 1] : |F (t)| > α}. If we take
µ = α/2 in the above inequality, we have
Z Z
α2 α α2 α2 α2
F∗ (α) = dt 6 e− 2 e 2 |F (t)| dt 6 e− 2 2e 4 = 2e− 4 .
|F (t)|>α |F (t)|>α
From Theorem 2.16, the above and changes of variables, it follows immediately
that
 Z ∞ 1/p  Z ∞ 2
1/p
p−1 p−1 − α4
kF kp = p α F∗ (α)dα 6 2p α e dα
0 0
 Z ∞ 1/p
p
= 2 p sp/2−1 e−s ds (set s = α2 /4)
0
=2(pΓ(p/2))1/p ,
for 1 6 p < ∞, and so in general
∞
!1/2
X
kF kp 6 Cp |am |2 , 1 6 p < ∞. (6.59)
m=0
Step 3: We shall now extend the last inequality to several variables. The case
of two variables is entirely of the inductive procedure used in the proof of the
general case.
We can also limit ourselves to the situation when p > 2, since for the case
p < 2 the desired inequality is a simple consequence of Hölder’s inequality.
(Indeed, for p < 2 and some q > 2, we have
kF kLp (0,1) 6 kF kLq (0,1) k1kLqp/(q−p) (0,1) 6 kF kLq (0,1)
6.4. The dyadic decomposition - 177 -

by Hölder’s inequality.)
We have
N
X N
X N
X
F (t1 , t2 ) = am1 m2 rm1 (t1 )rm2 (t2 ) = Fm1 (t2 )rm1 (t1 ).
m1 =0 m2 =0 m1 =0
By(6.59), it follows
!p/2
Z 1 X
|F (t1 , t2 )|p dt1 6 Cp |Fm1 (t2 )|2 .
0 m1
Integrating this w.r.t. t2 , and using Minkowski’s inequlaity with p/2 > 1, we
have
Z 1 X !p/2 p/2 !p/2
X X
|Fm1 (t2 )|2 dt2 = |Fm1 (t2 )|2 6 k|Fm1 (t2 )|2 kp/2

0 m 1
m 1
m 1
p/2
!p/2
X
= kFm1 (t2 )k2p .
m1
P
However, Fm1 (t2 ) = m2 am1 m2 rm2 (t2 ), and therefore the case already proved
shows that X
kFm1 (t2 )k2p 6 Cp a2m1 m2 .
m2
Inserting this in the above gives
Z 1Z 1 !p/2
XX
|F (t1 , t2 )|p dt1 dt2 6 Cp a2m1 m2 ,
0 0 m1 m2
which leads to the desired inequality
kF kp 6 Cp kF k2 , 2 6 p < ∞.
Step 4: The converse inequality
kF k2 6 Cp kF kp , p > 1
is a simple consequence of the direct inequality.
In fact, for any p > 1, (here we may assume p < 2) by Hölder inequality
1/2
kF k2 6 kF k1/2
p kF kp0 .
We already know that kF kp0 6 Ap0 kF k2 , p0 > 2. We therefore get
0

kF k2 6 Cp0 kF kp ,
which is the required converse inequality. 
Now, let us return to the proof of the Littlewood-Paley square function the-
orem.
- 178 - 6. The Littlewood-Paley g-function and Multipliers

Proof of Theorem 6.26. It will be presented in five steps.

Step 1: We show here that it suffices to prove the inequality

 X 1/2
|Sρ f (x)|2

6 Ap kf kp , 1 < p < ∞, (6.60)

ρ∈∆
p
0
for f ∈ L2 (Rn ) ∩ Lp (Rn ). To see this sufficiency, let g ∈ L2 (Rn ) ∩ Lp (Rn ), and
consider the identity
XZ Z
Sρ f Sρ gdx = f ḡdx
n Rn
ρ∈∆ R
which follows from (6.56) by polarization. By Schwarz’s inequality and then
Hölder’s inequality
!1 !1
2 X 2
Z  Z X
2 2
 
 f ḡdx6 |Sρ f | |Sρ g| dx
Rn Rn
 
ρ ρ
!1 !1
2 2
X X
2 2

6
|Sρ f |


|Sρ g| .

ρ ρ 0
p p
Taking the supremum over all such g with the additional restriction that
kgkp0 6 1, gives kf kp for the l.h.s. of the above inequality. The r.h.s. is majorized
by
 1/2
X 2

Ap 0
|Sρ f | ,

p
since we assume (6.60) for all p. Thus, we have also
!1/2
X
2

Bp kf kp 6 |Sρ f | .
(6.61)
ρ
p
To dispose of the additional assumption that f ∈ L2 ,
for f ∈ Lp take fj ∈ L2 ∩ Lp
such that kfj − f kp → 0; use the inequality (6.60) and (6.61) for fj and fj − fj 0 ;
after a simple limiting argument, we get (6.60) and (6.61) for f as well.
Step 2: Here we shall prove the inequality (6.60) for n = 1.
We shall need first to introduce a little more notations. We let ∆1 be the
family of dyadic intervals in R, we can enumerate them as I0 , I1 , · · · , Im , · · · (the
order is here immaterial). For each I ∈ ∆1 , we consider the partial sum operator
SI , and a modification of it that we now define. Let ϕ ∈ C 1 be a fixed function
with the following properties:
6.4. The dyadic decomposition - 179 -

 ϕ(ξ)
1, 1 6 ξ 6 2, 1
ϕ(ξ) =
0, ξ 6 1/2, or ξ > 4.
Suppose I is any dyadic interval, and
1 2 3 4 ξ
assume that it is of the form [2k , 2k+1 ]. De-
fine S̃I by Figure 6.5: ϕ(ξ)
F (S̃I f )(ξ) = ϕ(2 ξ)f (ξ) = ϕI (ξ)fˆ(ξ).
−k ˆ Figure 1: ϕ(ξ) (6.62)
That is, S̃I , like SI , is a multiplier transform where the multiplier is equal to one
on the interval I; but unlike SI , the multiplier of S̃I is smooth.
A similar definition is made for S̃I when I = [−2k+1 , −2k ]. We observe that
SI S̃I = SI , (6.63)
since SI has multiplier as the characteristic function of I.
Now for each t ∈ [0, 1], consider the multiplier transform
X∞
T̃t = rm (t)S̃Im .
m=0
That is, for each t, T̃t is the multiplier transform whose multiplier is mt (ξ), with
X∞
mt (ξ) = rm (t)ϕIm (ξ). (6.64)
m=0
By the definition of ϕIm , it is clear that for any ξ at most five terms in the sum
(6.64) can be non-zero. Moreover, we also see easily that
 
 dmt  B
|mt (ξ)| 6 B,   (ξ) 6 , (6.65)
dξ |ξ|
where B is independent of t. Thus, by the Mikhlin multiplier theorem (Theorem
6.18)
kT̃t f kp 6 Ap kf kp , for f ∈ L2 ∩ Lp , (6.66)
and with Ap independent of t. From this, it follows obviously that
Z 1 1/p
p
kT̃t f kp dt 6 Ap kf kp .
0
However, by Lemma 6.27 about the Rademacher functions,
Z 1 Z 1 Z X p
p
kT̃t f kp dt = rm (t)(S̃Im f )(x) dxdt
 

0 0 R
Z !p/2
X
>A0p |S̃Im f (x)|2 dx.
R m
- 180 - 6. The Littlewood-Paley g-function and Multipliers

Thus, we have
X !1/2

2


|S̃Im (f )| 6 Bp kf kp .
(6.67)
m
p
Now using (6.63), applying the general theorem about partial sums, Theo-
rem 6.24, with < = ∆1 here and (6.67), we get, for F = (S̃I0 f, S̃I1 f, · · · , S̃Im f, · · · ),
!1/2 !1/2

X 2
X
2


|SI m (f )|
=
|S I m S̃I m (f )| = kS∆ F kp
1
m m
p p
!1/2

X 2

6Ap kF kp = Ap |S̃Im (f )| 6 Ap Bp kf kp = Cp kf kp ,
(6.68)
m
p
which is the one-dimensional case of the inequality (6.60), and this is what we
had set out to prove.
Step 3: We are still in the one-dimensional case, and we write Tt for the oper-
ator
X
Tt = rm (t)SIm .
m
Our claim is that
kTt f kLpt,x 6 Ap kf kp , 1 < p < ∞, (6.69)
with Ap independent of t, and f ∈ ∩L2 Lp .
N
PN
Write Tt = m=0 rm (t)SIm , and it suffices to show that (6.69) holds, with
N
Tt in place of Tt (and Ap independent of N and t). Since each SIm is a bounded
operator on L2 and Lp , we have that TtN f ∈ L2 ∩Lp and so we can apply Lemma
6.27 to it for n = 1. So
N !1/2

X
N 2

Bp kTt f kLpt,x 6
|SIm f | 6 Cp kf kp ,

m=0
p
by using (6.68). Letting N → ∞, we get (6.69).
(1)
Step 4: We now turn to the n-dimensional case and define Tt1 , as the opera-
tor Tt1 acting only on the x1 variable. Then, by the inequality (6.69), we get
Z 1Z Z
(1) p p
|Tt1 f (x1 , x2 , · · · , xn )| dx1 dt1 6 Ap |f (x1 , · · · , xn )|p dx1 , (6.70)
0 R R
for almost every fixed x2 , x3 , · · · , xn , since x1 → f (x1 , x2 , · · · , xn ) ∈ L2 (R) ∩
Lp (R) for almost every fixed x2 , · · · , xn , if f ∈ L2 (Rn ) ∩ Lp (Rn ). If we integrate
6.5. The Marcinkiewicz multiplier theorem - 181 -

(6.70) w.r.t. x2 , · · · , xn , we obtain

(1)
kTt1 f kLpt ,x 6 Ap kf kp , f ∈ L2 ∩ Lp , (6.71)
1
with Ap independent of t1 . The same inequality of course holds with x1 replaced
by x2 , or x3 , etc.
Step 5: We first describe the additional notation we shall need. With ∆ rep-
resenting the collection of dyadic rectangles in Rn , we write any ρ ∈ ∆, as
ρ = Im1 × Im2 × · · · × Imn where I0 , I1 , · · · , Im , · · · represents the arbitrary enu-
meration of the dyadic intervals used above. Thus if m = (m1 , m2 , · · · , mn ),
with each mj > 0, we write ρm = Im1 × Im2 × · · · × Imn .
(1)
We now apply the operator Tt1 for the x1 variable, and successively its ana-
logues for x2 , x3 , etc. The result is
kTt f kLpt,x 6 Anp kf kp . (6.72)
Here X
Tt = rm (t)Sρm
ρm ∈∆
with rm (t) = rm1 (t1 ) · · · rmn (tn ) as described in the previous. The inequality
holds uniformly for each (t1 , t2 , · · · , tn ) in the unit cube Q.
We raise this inequality to the pth power and integrate it w.r.t. t, making use
of the properties of the Rademacher functions, i.e., Lemma 6.27. We then get, as
in the analogous proof of (6.67), that
 1/2

X
|Sρm f |2  6 Ap kf kp ,



ρm ∈∆
p
if f ∈ L2 (Rn )
∩ Lp (Rn ). This together with the first step concludes the proof of
Theorem 6.26. 

6.5 The Marcinkiewicz multiplier theorem

We now present another multiplier theorem which is one of the most im-
portant results of the whole theory. For the sake of clarity, we state first the
one-dimensional case.
Theorem 6.28. Let m be a bounded function on R, which is of bounded variation on
every finite interval not containing the origin. Suppose
(a) |m(ξ)| 6 B, −∞ < ξ < ∞,
- 182 - 6. The Littlewood-Paley g-function and Multipliers
R
(b) I |m(ξ)|dξ 6 B, for every dyadic interval I.
Then m ∈ Mp , 1 < p < ∞; and more precisely, if f ∈ L2 ∩ Lp ,
kTm f kp 6 Ap kf kp ,
where Ap depends only on B and p.
To present general theorem, we consider R as divided into its two half-lines,
R2 as divided into its four quadrants, and generally Rn as divided into its 2n
“octants”. Thus, the first octants in Rn will be the open “rectangle” of those ξ all
of whose coordinates are strictly positive. We shall assume that m(ξ) is defined
on each such octant and is there continuous together with its partial derivatives
up to and including order n. Thus m may be left undefined on the set of points
where one or more coordinate variables vanishes.
For every k 6 n, we regard Rk embedded in Rn in the following obvious
way: Rk is the subspace of all points of the form (ξ1 , ξ2 , · · · , ξk , 0, · · · , 0).
Theorem 6.29 (Marcinkiewicz’ multiplier theorem). Let m be a bounded function
on Rn that is C n in all 2n “octant”. Suppose also
(a) |m(ξ)| 6 B,
(b) for each 0 < k 6 n,
∂km
Z  
 
sup  ∂ξ1 ∂ξ2 · · · ∂ξk  dξ1 · · · dξk 6 B
 
ξk+1 ,··· ,ξn ρ
as ρ ranges over dyadic rectangles of Rk . (If k = n, the “sup” sign is omitted.)
(c) The condition analogous to (b) is valid for every one of the n! permutations of the
variables ξ1 , ξ2 , · · · , ξn .
Then m ∈ Mp , 1 < p < ∞; and more precisely, if f ∈ L2 ∩Lp , kTm f kp 6 Ap kf kp ,
where Ap depends only on B, p and n.

Proof. It will be best to prove Theorem 6.29 in the case n = 2. This case is already
completely typical of the general situation, and in doing only it we can avoid
some notational complications.
Let f ∈ L2 (R2 ) ∩ Lp (R2 ), and write F = Tm f , that is F (F (x)) = m(ξ)fˆ(ξ).
Let ∆ denote the dyadic rectangles, and for each ρ ∈ ∆, write fρ = Sρ f ,
Fρ = Sρ F , thus Fρ = Tm fρ .
In view of Theorem 6.26, it suffices to show that
 X 1/2  X 1/2
|Fρ |2 6 Cp |fρ |2 . (6.73)


p p
ρ∈∆ ρ∈∆
The rectangles in ∆ come in four sets, those in the first, the second, the third,
and fourth quadrants, respectively. In estimating the l.h.s. of (6.73), consider
6.5. The Marcinkiewicz multiplier theorem - 183 -

the rectangles of each quadrant separately, and assume from now on that our
rectangles belong to the first quadrant.
We will express Fρ in terms of an integral involving fρ and the partial sum
operators. That this is possible is the essential idea of the proof.
Fix ρ and assume ρ = {(ξ1 , ξ2 ) : 2k 6 ξ1 6 2k+1 , 2l 6 ξ2 6 2l+1 }. Then, for
(ξ1 , ξ2 ) ∈ ρ, it is easy to verify the identity
Z ξ2Z ξ1 2 Z ξ1
∂ m(t1 , t2 ) ∂
m(ξ1 , ξ2 ) = dt1 dt2 + m(t1 , 2l )dt1
l
2 2 k ∂t ∂t
1 2 2k ∂t 1
Z ξ2
∂
+ m(2k , t2 )dt2 + m(2k , 2l ).
2l ∂t 2
Now let St denote the multiplier transform corresponding to the rectangle {(ξ1 , ξ2 ) :
(1)
2k+1 > ξ1 > t1 , 2l+1 > ξ2 > t2 }. Similarly, let St1 denote the multiplier cor-
(2)
responding to the interval 2k+1 > ξ1 > t1 , similarly for St2 . Thus in fact,
(1) (2)
St = S ·S . Multiplying both sides of the above equation by the function χρ fˆ
t1 t2
and taking inverse Fourier transforms yields, by changing the order of integrals
(1) (1)
in view of Fubini’s theorem and the fact that Sρ Tm f = Fρ , and St1 Sρ = St1 ,
(2) (2)
St2 Sρ = St2 , St Sρ = St , we have
Fρ =Tm Sρ f = F −1 mχρ fˆ
 n Z h Z ξ2 Z ξ1 ∂ 2 m(t , t )
|ω| 1 2
i
= e ωix·ξ
dt1 dt2 χρ (ξ)fˆ(ξ) dξ
2π R2 2l 2k ∂t1 ∂t2
 n Z Z ξ1
|ω| h ∂ i
+ eωix·ξ m(t1 , 2l )dt1 χρ (ξ)fˆ(ξ) dξ
2π R2 2k ∂t1
 n Z Z ξ2
|ω| h ∂ i
+ eωix·ξ m(2k , t2 )dt2 χρ (ξ)fˆ(ξ) dξ
2π R2 2l ∂t2
−1 k l
+ F m(2 , 2 )χρ (ξ)f (ξ) ˆ
 n Z Z 2l+1 Z 2k+1 2
|ω| ωix·ξ ∂ m(t1 , t2 )
= e χ[2k ,ξ1 ] (t1 )χ[2l ,ξ2 ] (t2 )dt1 dt2
2π R2 2l 2k ∂t1 ∂t2
· χρ (ξ)fˆ(ξ)dξ
 n Z Z 2k+1
|ω| ∂
+ e ωix·ξ
m(t1 , 2l )χ[2k ,ξ1 ] (t1 )dt1 χρ (ξ)fˆ(ξ)dξ
2π R2 2k ∂t1
 n Z Z 2l+1
|ω| ∂
+ e ωix·ξ
m(2k , t2 )χ[2l ,ξ2 ] (t2 )dt2 χρ (ξ)fˆ(ξ)dξ
2π R2 2l ∂t2
- 184 - 6. The Littlewood-Paley g-function and Multipliers

+ m(2k , 2l )fρ
 n Z 2l+1 Z 2k+1
|ω|
Z
= eωix·ξ χ[t1 ,2k+1 ] (ξ1 )χ[t2 ,2l+1 ] (ξ2 )χρ (ξ)fˆ(ξ)dξ
2π 2 l 2 k R 2

∂ 2 m(t1 , t2 )
· dt1 dt2
∂t1 ∂t2
 n Z 2k+1 Z
|ω| ∂
+ eωix·ξ χ[t1 ,2k+1 ] (ξ1 )χρ (ξ)fˆ(ξ)dξ m(t1 , 2l )dt1
2π 2k R2 ∂t1
 n Z 2l+1 Z
|ω| ∂
+ eωix·ξ χ[t2 ,2l+1 ] (ξ2 )χρ (ξ)fˆ(ξ)dξ m(2k , t2 )dt2
2π 2l R2 ∂t2
+ m(2k , 2l )fρ
Z 2k+1
∂ 2 m(t1 , t2 ) ∂
Z
(1)
= St fρ dt1 dt2 + St1 fρ m(t1 , 2l )dt1
ρ ∂t1 ∂t2 2k ∂t1
Z 2l+1
(2) ∂
+ St2 fρ m(2k , t2 )dt2 + m(2k , 2l )fρ .
2l ∂t 2
We apply the Cauchy-Schwarz inequality in the first three terms of the above
w.r.t. the measures |∂t1 ∂t2 m(t1 , t2 )|dt1 dt2 , |∂t1 m(t1 , 2l )|dt1 , |∂t2 m(2k , t2 )|dt2 , re-
spectively, and we use the assumptions of the theorem to deduce
 2   Z  ∂ 2 m 
Z  ∂ m  
|Fρ |2 . |St fρ |2   dt1 dt2   dt1 dt2
ρ ∂t1 ∂t2  ρ ∂t1 ∂t2
 
 Z 2k+1    Z 2k+1   
2 ∂
(1)  l 
  ∂ l 

+ |St1 fρ |  m(t1 , 2 ) dt1  m(t1 , 2 ) dt1
2k ∂t1 2k
 ∂t1
 Z 2l+1    Z 2l+1   
2 ∂
(2)  k
  ∂ k

+ |St2 fρ |  m(2 , t2 ) dt2  m(2 , t2 ) dt2
l
2 ∂t2 l2
 ∂t2
+ |m(2k , 2l )|2 |fρ |2
Z  2   l 

2 ∂ m  2  ∂m(t1 , 2 ) 
Z
0
  (1) 
6B |St fρ |  dt1 dt2 + |St1 fρ |   dt1
ρ ∂t1 ∂t2  I1 ∂t1
k
  
2  ∂m(2 , t2 ) 
Z
(2)   2
+ |St2 fρ |   dt2 + |fρ |
I2 ∂t2
==1ρ + =2ρ + =3ρ + =4ρ , with ρ = I1 × I2 .
To estimate k( ρ |Fρ |2 )1/2 kp , we estimate separately the contributions of each
P
of the four terms on the r.h.s. of the above inequality by the use of Theorem
6.25. To apply that theorem in the case of =1ρ we take for Γ the first quadrant,
6.5. The Marcinkiewicz multiplier theorem - 185 -
2
and dγ = | ∂ ∂tm(t1 ,t2 )
1 ∂t2
|dt1 dt2 , the functions γ → ργ are constant on the dyadic
rectangles. Since for every rectangle,
Z  2 
 ∂ m(t1 , t2 ) 
Z
dγ =   dt1 dt2 6 B,
ρ ρ ∂t1 ∂t2 
then
!1/2


!1/2

X X
1 2


|=ρ | 6 Cp
|fρ | .

ρ ρ
p p
Similarly, for =2ρ , =3ρ and =4ρ , which concludes the proof. 
 VII
SOBOLEV SPACES

Contents
7.1. Riesz potentials and fractional integrals . . . . . . . . . 187
7.2. Bessel potentials . . . . . . . . . . . . . . . . . 192
7.3. Sobolev spaces . . . . . . . . . . . . . . . . . . 198
7.4. More topics on Sobolev spaces with p = 2 . . . . . . . . 202

7.1 Riesz potentials and fractional integrals

Let f be a sufficiently smooth function which is small at infinity, then the

Fourier transform of its Laplacean ∆f is
F (−∆f )(ξ) = ω 2 |ξ|2 fˆ(ξ). (7.1)
From this, we replace the exponent 2 in |ωξ|2 by a general exponent s, and
thus to define (at least formally) the fractional power of the Laplacean by
(−∆)s/2 f = F −1 ((|ω||ξ|)s fˆ(ξ)). (7.2)
Of special significance will be the negative powers s in the range −n < s < 0.
In general, with a slight change of notation, we can define

Definition 7.1. Let s > 0. The Riesz potential of order s is the operator
Is = (−∆)−s/2 . (7.3)
For 0 < s < n, Is is actually given inZthe form
1
Is f (x) = |x − y|−n+s f (y)dy, (7.4)
γ(s) Rn
with
π n/2 2s Γ(s/2)
γ(s) = .
Γ((n − s)/2)

The formal manipulations have a precise meaning.

187
- 188 - 7. Sobolev Spaces

Lemma 7.2. Let 0 < s < n.

(a) The Fourier transform of the function |x|−n+s is the function γ(s)(|ω||ξ|)−s , in
the sense that Z  n Z
−n+s |ω|
|x| ϕ(x)dx = γ(s)(|ω||ξ|)−s ϕ̂(ξ)dξ, (7.5)
R n 2π Rn

whenever ϕ ∈ S .
(b) The identity F (Is f ) = (|ω||ξ|)−s fˆ(ξ) holds in the sense that
 n Z
|ω|
Z
Is f (x)g(x)dx = fˆ(ξ)(|ω||ξ|)−s ĝ(ξ)dξ,
Rn 2π Rn
whenever f, g ∈ S .
Proof. Part (a) is merely a restatement of Lemma 5.14 since γ(s) = |ω|s γ0,s .
Part (b) follows immediately from part (a) by writing
 n Z
1 |ω|
Z
Is f (x) = f (x − y)|y|−n+s dy = (|ω||ξ|)−s f \
(x − ·)dξ
γ(s) Rn 2π R n
 n Z  n Z
|ω| −s ˆ |ω|
= (|ω||ξ|) f (ξ)e ωiξ·x
dξ = (|ω||ξ|)−s fˆ(ξ)e−ωiξ·x dξ,
2π Rn 2π Rn
so  n Z Z
|ω|
Z
Is f (x)g(x)dx = (|ω||ξ|)−s fˆ(ξ)e−ωiξ·x dξg(x)dx
Rn 2π Rn Rn
 n Z
|ω|
= (|ω||ξ|)−s fˆ(ξ)ĝ(ξ)dξ.
2π R n

This completes the proof. 

Now, we state two further identities which can be obtained from (7.2) or (7.3)
and which reflect essential properties of the potentials Is .
Is (It f ) = Is+t f, f ∈ S , s, t > 0, s + t < n. (7.6)
∆(Is f ) = Is (∆f ) = −Is−2 f, f ∈ S , n > 3, 2 6 s 6 n. (7.7)
The deduction of these two identities have no real difficulties, and these are
best left to the interested reader to work out.
A simple consequence of (7.6) is the n-dimensional variant of the Beta func-
tion,1
γ(s)γ(t) −n+(s+t)
Z
|x − y|−n+s |y|−n+t dy = |x| (7.8)
Rn γ(s + t)

1
The Beta function, also called the Euler integral of the first kind, is a special function defined
R1
by B(x, y) = 0 tx−1 (1 − t)y−1 dt for <x > 0 and <y > 0. It has the relation with Γ-function:
B(x, y) = Γ(x)Γ(y)/Γ(x + y).
7.1. Riesz potentials and fractional integrals - 189 -

with s, t > 0 and s + t < n. Indeed, for any ϕ ∈ S , we have, by the definition of
Riesz potentials and (7.6), that
ZZ
|x − y|−n+s |y|−n+t dyϕ(z − x)dx
Rn ×Rn
Z Z
= |y|−n+t |x − y|−n+s ϕ(z − y − (x − y))dxdy
n n
ZR R
−n+t
= |y| γ(s)Is ϕ(z − y)dy = γ(s)γ(t)It (Is ϕ)(z) = γ(s)γ(t)Is+t ϕ(z)
Rn
γ(s)γ(t)
Z
= |x|−n+(s+t) ϕ(z − x)dx.
γ(s + t) Rn
By the arbitrariness of ϕ, we have the desired result.
We have considered the Riesz potentials formally and the operation for Schwartz
functions. But since the Riesz potentials are integral operators, it is natural to in-
quire about their actions on the spaces Lp (Rn ).
For this reason, we formulate the following problem. Given s ∈ (0, n), for
what pairs p and q, is the operator f → Is f bounded from Lp (Rn ) to Lq (Rn )?
That is, when do we have the inequality
kIs f kq 6 Akf kp ? (7.9)
There is a simple necessary condition, which is merely a reflection of the
homogeneity of the kernel (γ(s))−1 |y|−n+s . In fact, we have
Proposition 7.3. If the inequality (7.9) holds for all f ∈ S and a finite constant A,
then 1/q = 1/p − s/n.
Proof. Let us consider the dilation operator δε , defined by δε f (x) = f (εx) for
ε > 0. Then clearly, for ε > 0
1
Z
(δε−1 Is δε f )(x) = |ε−1 x − y|−n+s f (εy)dy
γ(s) Rn
z=εy −n 1
Z
== ε |ε−1 (x − z)|−n+s f (z)dz
γ(s) Rn
=ε−s Is f (x). (7.10)
Also
kδε f kp = ε−n/p kf kp , kδε−1 Is f kq = εn/q kIs f kq . (7.11)
Thus, by (7.9)
kIs f kq =εs kδε−1 Is δε f kq = εs+n/q kIs δε f kq
6Aεs+n/q kδε f kp = Aεs+n/q−n/p kf kp .
- 190 - 7. Sobolev Spaces

If kIs f kq 6= 0, then the above inequality implies

1/q = 1/p − s/n. (7.12)
If f 6= 0 is non-negative, then Is f > 0 everywhere and hence kIs f kq > 0, and we
can conclude the desired relations. 
Next, we observe that the inequality must fail at the endpoints p = 1 (then
q = n/(n − s)) and q = ∞ (then p = n/s).
Let us consider the case p = 1. It is not hard to see that the presumed in-
equality
kIs f kn/(n−s) 6 Akf k1 , (7.13)
1
R
cannot hold. In fact, we can choose a nice positive function ϕ ∈ L with ϕ = 1
and a compact support. Then, with ϕε (x) = ε−n ϕ(x/ε), we have that as ε → 0+ ,
Is (ϕε )(x) → (γ(s))−1 |x|−n+s .
If kIs ϕε kn/(n−s) 6 Akϕε k1 = A were valid uniformly as ε, then Fatou’s lemma2
will imply that Z
|x|−n dx < ∞,
Rn
and this is a contradiction.
The second atypical case occurs when q = ∞. Again the inequality of the
type (7.9) cannot hold, and one immediate reason is that this case is dual to the
case p = 1 just considered. The failure at q = ∞ may also be seen directly as
follows. Let f (x) = |x|−s (ln 1/|x|)−(1+ε)s/n , for |x| 6 1/2, and f (x) = 0, for
n/s
|x| > 1/2, where ε is positive but small. Then f ∈ Ln/s (Rn ), since kf kn/s =
−n (ln 1/|x|)−1−ε dx < ∞. However, I f is essentially unbounded near
R
|x|61/2 |x| s
the origin since
1
Z
Is f (0) = |x|−n (ln 1/|x|)−(1+ε)s/n dx = ∞,
γ(s) |x|61/2
as long as (1 + ε)s/n 6 1.
After these observations, we can formulate the following Hardy-Littlewood-
Sobolev theorem of fractional integration. The result was first considered in one
dimension on the circle by Hardy and Littlewood. The n-dimensional result was
considered by Sobolev.

2
Fatou’s lemma: If {fk } is a sequence of nonnegative measurable functions, then
Z Z
lim inf fk dµ 6 lim inf fk dµ.
k→∞ k→∞
7.1. Riesz potentials and fractional integrals - 191 -

Theorem 7.4 (Hardy-Littlewood-Sobolev theorem of fractional integrations).

Let 0 < s < n, 1 6 p < q < ∞, 1/q = 1/p − s/n.
(a) If f ∈ Lp (Rn ), then the integral (7.4), defining Is f , converges absolutely for
almost every x.
(b) If, in addition, p > 1, then kIs f kq 6 Ap,q kf kp .
(c) If f ∈ L1 (Rn ), then m{x : |Is f (x)| > α} 6 (Aα−1 kf k1 )q , for all α > 0. That
is, the mapping f → Is f is of weak type (1, q), with 1/q = 1 − s/n.

Proof. We first prove parts (a) and (b). Let us write

Z Z
−n+s
γ(s)Is f (x) = |x − y| f (y)dy + |x − y|−n+s f (y)dy
B(x,δ) Rn \B(x,δ)
=:Lδ (x) + Hδ (x).
Divide the ball B(x, δ) into the shells Ej := B(x, 2−j δ) \ B(x, 2−(j+1) δ), j =
0, 1, 2, ..., thus
 
∞ ∞ Z
X Z  X
−n+s
|x − y|−n+s |f (y)|dy

|Lδ (x)| 6  |x − y| f (y)dy  6

 j=0 Ej  j=0 Ej
X ∞ Z
6 (2−(j+1) δ)−n+s |f (y)|dy
j=0 Ej
X∞ Z
6 (2−(j+1) δ)−n+s |f (y)|dy
j=0 B(x,2−j δ)
∞
(2−(j+1) δ)−n+s m(B(x, 2−j δ))
X Z
= |f (y)|dy
m(B(x, 2−j δ)) B(x,2−j δ)
j=0
∞
(2−(j+1) δ)−n+s Vn (2−j δ)n
X Z
= |f (y)|dy
m(B(x, 2−j δ)) B(x,2−j δ)
j=0
∞
X Vn δ s 2n
6Vn δ 2 s n−s
2−sj M f (x) = M f (x).
2s − 1
j=0

Now, we derive an estimate for Hδ (x). By Hölder’s inequality and the con-
dition 1/p > s/n (i.e., q < ∞), we obtain
Z !1/p0
0
|Hδ (x)| 6kf kp |x − y|(−n+s)p dy
Rn \B(x,δ)
- 192 - 7. Sobolev Spaces
Z Z ∞ 1/p0
0
=kf kp r(−n+s)p rn−1 drdσ
S n−1 δ
Z ∞ 1/p0
1/p0 (−n+s)p0 +n−1
=ωn−1 kf kp r dr
δ
 1/p0
ωn−1 0
= 0
δ n/p −(n−s) kf kp = C(n, s, p)δ s−n/p kf kp .
(n − s)p − n
By the above two inequalities, we have
|γ(s)Is f (x)| 6 C(n, s)δ s M f (x) + C(n, s, p)δ s−n/p kf kp =: F (δ).
Choose δ = C(n, s, p)[kf kp /M f ]p/n , such that the two terms of the r.h.s. of the
above are equal, i.e., the minimizer of F (δ), to get
|γ(s)Is f (x)| 6 C(M f )1−ps/n kf kps/n
p .
Therefore, by part (i) of Theorem 3.9 for maximal functions, i.e., M f is finite
almost everywhere if f ∈ Lp (1 6 p 6 ∞), it follows that |Is f (x)| is finite almost
everywhere, which proves part (a) of the theorem.
By part (iii) of Theorem 3.9, we know kM f kp 6 Ap kf kp (1 < p 6 ∞), thus
kIs f kq 6 CkM f k1−ps/n
p kf kps/n
p = Ckf kp .
This gives the proof of part (b).
Finally, we prove (c). Since we also have |Hδ (x)| 6 kf k1 δ −n+s , taking α =
kf k1 δ −n+s , i.e., δ = (kf k1 /α)1/(n−s) , by part (ii) of Theorem 3.9, we get
m{x : |Is f (x)| > 2(γ(s))−1 α}
6m{x : |Lδ (x)| > α} + m{x : |Hδ (x)| > α}
6m{x : |Cδ s M f (x)| > α} + 0
C
6 −s kf k1 = C[kf k1 /α]n/(n−s) = C[kf k1 /α]q .
δ α
This completes the proof of part (c). 

7.2 Bessel potentials

While the behavior of the kernel (γ(s))−1 |x|−n+s as |x| → 0 is well suited for
their smoothing properties, their decay as |x| → ∞ gets worse as s increases.
We can slightly adjust the Riesz potentials such that we maintain their es-
sential behavior near zero but achieve exponential decay at infinity. The sim-
plest way to achieve this is by replacing the “nonnegative” operator −∆ by the
“strictly positive” operator I − ∆, where I = identity. Here the terms non-
negative and strictly positive, as one may have surmised, refer to the Fourier
7.2. Bessel potentials - 193 -

transforms of these expressions.

Definition 7.5. Let s > 0. The Bessel potential of order s is the operator
Js = (I − ∆)−s/2
whose action on functions is given by
Js f = F −1 G
cs F f = Gs ∗ f,
where
Gs (x) = F −1 ((1 + ω 2 |ξ|2 )−s/2 )(x).

Now we give some properties of Gs (x) and show why this adjustment yields
exponential decay for Gs at infinity.
Proposition 7.6. Let s > 0.
R∞ |x|2 s−n
(a) Gs (x) = (4π)n/21Γ(s/2) 0 e−t e− 4t t 2 dtt .
(b) Gs (x) > 0, ∀x ∈ Rn ; and Gs ∈ L1 (Rn ), precisely, Rn Gs (x)dx = 1.
R

(c) There exist two constants 0 < C(s, n), c(s, n) < ∞ such that
Gs (x) 6 C(s, n)e−|x|/2 , when |x| > 2,
and such that
1 Gs (x)
6 6 c(s, n), when |x| 6 2,
c(s, n) Hs (x)
where Hs is a function that satisfies
s−n + 1 + O(|x|s−n+2 ),
 |x|

0 < s < n,
2 2 ),
Hs (x) = ln |x| + 1 + O(|x| s = n,
 s−n
1 + O(|x| ), s > n,
as |x| → 0.
0
(d) Gs ∈ Lp (Rn ) for any 1 6 p 6 ∞ and s > n/p.

Proof. (a) For A, s > 0, we have the Γ-function identity

Z ∞
1 dt
A−s/2 = e−tA ts/2 ,
Γ(s/2) 0 t
which we use to obtain Z ∞
1 2 dt
(1 + ω 2 |ξ|2 )−s/2 = e−t e−t|ωξ| ts/2 .
Γ(s/2) 0 t
Note that the above integral converges at both ends (as |ξ| → 0, or ∞). Now take
the inverse Fourier transform in ξ and use Theorem 1.10 to obtain
Z ∞
1 −1 2 dt
Gs (x) = Fξ e−t e−t|ωξ| ts/2
Γ(s/2) 0 t
- 194 - 7. Sobolev Spaces
∞
1 dt
Z  
2
=e−t Fξ−1 e−t|ωξ| ts/2
Γ(s/2) 0 t
Z ∞
1 |x| 2
s−n dt
= n/2
e−t e− 4t t 2 .
(4π) Γ(s/2) 0 t
(b) We have easily3 Rn Gs (x)dx = F Gs (0) = 1. Thus, Gs ∈ L1 (Rn ).
R
2 2
(c) First, we suppose |x| > 2. Then t + |x| 1 |x|
4t > t + t and also t + 4t > |x|. This
implies that
|x|2 t 1 |x|
−t − 6− − − ,
4t 2 2t 2
from which it follows that whenZ|x| > 2
∞
1 t 1 s−n dt |x| |x|
Gs (x) 6 n/2
e− 2 e− 2t t 2 e− 2 6 C(s, n)e− 2 ,
(4π) Γ(s/2) 0 t
2|s−n|/2 Γ(|s−n|/2) 4
where C(s, n) = (4π)n/2 Γ(s/2)
for s 6= n, and C(s, n) = (4π)n/2 Γ(s/2)
for s = n
since Z
∞ 1 ∞ ∞
dt dt dy
Z Z Z
1
− 2t − 2t 1
− 2t − 2t
e e 6 e + e dt = e−y + 2e−1/2
0 t 0 t 1 1/2 y
Z ∞
62 e−y dy + 2 6 4.
1/2
Next, suppose that |x| 6 2. Write Gs (x) = G1s (x) + G2s (x) + G3s (x), where
Z |x|2
1 1 −t − |x|
2
s−n dt
Gs (x) = n/2
e e 4t t 2 ,
(4π) Γ(s/2) 0 t
Z 4
2 1 −t − |x|
2
s−n dt
Gs (x) = n/2
e e 4t t 2 ,
(4π) Γ(s/2) |x|2 t
Z ∞
1 −t − |x|
2
s−n dt
G3s (x) = e e 4t t 2 .
(4π)n/2 Γ(s/2) 4 t
2
Or use (a) to show it. From part (a), we know Gs (x) > 0. Since Rn e−π|x| /t dx = tn/2 , by
3
R

Fubini’s theorem, we have

Z ∞
|x|2 s−n dt
Z Z
1
Gs (x)dx = n/2
e−t e− 4t t 2 dx
Rn Rn (4π) Γ(s/2) 0 t
Z ∞
|x|2
Z
1 s−n dt
= n/2
e−t e− 4t dxt 2
(4π) Γ(s/2) 0 Rn t
Z ∞
1 −t n/2 s−n dt
= e (4πt) t 2
(4π)n/2 Γ(s/2) 0 t
Z ∞
1 s
= e−t t 2 −1 dt = 1.
Γ(s/2) 0
7.2. Bessel potentials - 195 -
2
Since t|x|2 6 16 in G1s , we have e−t|x| = 1 + O(t|x|2 ) as |x| → 0; thus after
changing variables, we can write
Z 1
1 1 s−n dt
−t|x|2 − 4t
G1s (x) =|x|s−n e e t 2
(4π)n/2 Γ(s/2) 0 t
Z 1 Z 1
1 1 s−n dt
− 4t O(|x|s−n+2 ) 1 s−n
=|x| s−n
n/2
e t 2 + n/2
e− 4t t 2 dt
(4π) Γ(s/2) 0 t (4π) Γ(s/2) 0
Z ∞
2 n−s−2 |x| s−n dy 2 n−s−4 O(|x|s−n+2 ) ∞ −y s−n dy
Z
−y s−n
= e y 2 + e y 2 2
(4π)n/2 Γ(s/2) 1/4 y (4π)n/2 Γ(s/2) 1/4 y
=c1s,n |x|s−n + O(|x|s−n+2 ), as |x| → 0.
2 |x|2
Since 0 6 |x| 1 2
4t 6 4 and 0 6 t 6 4 in Gs , we have e
−17/4 6 e−t− 4t 6 1, thus
as |x| → 0, we obtain
 s−n
|x| 2s−n+1
Z 4
dt  n−s − n−s ,
 s < n,
2
G2s (x) ∼ t(s−n)/2 = 2 ln |x| , s = n,
|x|2 t  2
 s−n+1
s−n , s > n.
2
− |x|
Finally, we have e−1/4 6 e 4t 6 1 in G3s , which yields that G3s (x) is bounded
above and below by fixed positive constants. Combining the estimates for Gjs (x),
we obtain the desired conclusion.
(d) For p = 1 and so p0 = ∞, by part (c), we have kGs k∞ 6 C for s > n.
Next, we assume that 1 < p 6 ∞ and so 1 6 p0 < ∞. Again by part (c), we
0 0
have, for |x| > 2, that Gps 6 Ce−p |x|/2 , and then the integration over this range
|x| > 2 is clearly finite.
0
On the range |x| 6 2, it is clear that |x|62 Gps (x)dx 6 C for s > n. For the
R
0
case s = n and n 6= 1, we also have |x|62 Gps (x)dx 6 C by noticing that
R

2 q 2 q n−1
Z   Z 2 
ln dx = C ln r dr 6 C
|x|62 |x| 0 r
for any q > 0 since limr→0 rε ln(2/r) = 0. For the case s = n = 1, we have
R 2 q
R2 q
R1 q
R ∞ q −t
|x|62 (ln |x| ) dx = 2 0 (ln 2/r) dr = 4 0 (ln 1/r) dr = 4 0 t e dt = 4Γ(q + 1)
for q > 0 by changing the variable r = e−t . For the final case s < n, we have
R 2 (s−n)p0 n−1
0 r r dr 6 C if (s − n)p0 + n > 0, i.e., s > n/p.
Thus, we obtain kGs kp0 6 C for any 1 6 p 6 ∞ and s > n/p, which implies
the desired result. 
We also have a result analogues to that of Riesz potentials for the operator
Js .
- 196 - 7. Sobolev Spaces

Theorem 7.7. (a) For all 0 < s < ∞, the operator Js maps Lr (Rn ) into itself with
norm 1 for all 1 6 r 6 ∞.
(b) Let 0 < s < n and 1 < p < q < ∞ satisfy 1/q = 1/p − s/n. Then there exists
a constant Cn,s,p > 0 such that for all f ∈ Lp (Rn ), we have
kJs f kq 6 Cn,s,p kf kp .
(c) If f ∈ L1 (Rn ), then m{x : |Js f (x)| > α} 6 (Cn,s α−1 kf k1 )q , for all α > 0.
That is, the mapping f → Js f is of weak type (1, q), with 1/q = 1 − s/n.
Proof. By Young’s inequality, we have kJs f kr = kGs ∗ f kr 6 kGs k1 kf kr = kf kr .
This proves the result (a).
In the special case 0 < s < n, we have, from the above proposition, that the
kernel Gs of Js satisfies
|x|−n+s ,

|x| 6 2,
Gs (x) ∼
e−|x|/2 , |x| > 2.
Then, we can write" #
Z Z
−n+s −|y|/2
Js f (x) 6Cn,s |f (x − y)||y| dy + |f (x − y)|e dy
|y|62 |y|>2
 Z 
−|y|/2
6Cn,s Is (|f |)(x) + |f (x − y)|e dy .
Rn
We now use that the function e−|y|/2 ∈ Lr for all 1 6 r 6 ∞, Young’s inequality
and Theorem 7.4 to complete the proofs of (b) and (c). 
The affinity between the two potentials is given precisely in the following
lemma.
Lemma 7.8. Let s > 0.
(i) There exists a finite measure µs on Rn such that its Fourier transform µ
cs is given
by
|ωξ|s
µ
cs (ξ) = .
(1 + |ωξ|2 )s/2
(ii) There exist a pair of finite measures νs and λs on Rn such that
(1 + |ωξ|2 )s/2 = νbs (ξ) + |ωξ|s λbs (ξ).
Remark 7.9. 1) The first part states in effect that the following formal quotient
operator is bounded on every Lp (Rn ), 1 6 p 6 ∞,
(−∆)s/2
, s > 0. (7.14)
(I − ∆)s/2
2) The second part states also to what extent the same thing is true of the
operator inverse to (7.14).
7.2. Bessel potentials - 197 -

Proof. To prove (i), we use the Taylor expansion

X∞
(1 − t)s/2 = 1 + Am,s tm , |t| < 1, (7.15)
m=1
s s
( −1)···( 2s −m+1) (− s )(1− 2s )·(m− 2s −1)
where Am,s = (−1)m Cs/2
m
= (−1) m 2 2
m! = 2 m! . All the
s P s/2
Am,s are of same sign for m > 2 + 1, so |Am,s | < ∞, since (1 − t) remains
bounded as t → 1, if s > 0. Let t = (1 + |ωξ|2 )−1 . Then
s/2 ∞
|ωξ|2
 X
= 1 + Am,s (1 + |ωξ|2 )−m . (7.16)
1 + |ωξ|2
m=1
However, G2m (x) > 0 and Rn G2m (x)e−ωix·ξ dx = (1 + |ωξ|2 )−m .
R
R
We noticed already that G2m (x)dx = 1 and so kG2m k1 = 1.
P
Thus from the convergence of |Am,s |, it follows that if µs is defined by
∞
!
X
µs = δ 0 + Am,s G2m (x) dx (7.17)
m=1
with δ0 the Dirac measure at the origin, then µs represents a finite measure.
Moreover, by (7.16),
|ωξ|s
µ
cs (ξ) = . (7.18)
(1 + |ωξ|2 )s/2
For (ii), we now invoke the n-dimensional version of Wiener’s theorem, to wit:
If Φ1 ∈ L1 (Rn ) and Φ c1 (ξ) + 1 is nowhere zero, then there exists a Φ2 ∈ L1 (Rn )
such that (Φ c1 (ξ) + 1)−1 = Φc2 (ξ) + 1.
For our purposes, we then write
X∞
Φ1 (x) = Am,s G2m (x) + Gs (x).
m=1
Then, by (7.18), we see that
|ωξ|s + 1
Φ
c1 (ξ) + 1 = ,
(1 + |ωξ|2 )s/2
which vanishes nowhere. Thus, for an appropriate Φ2 ∈ L1 , by Wiener’s theo-
rem, we have
(1 + |ωξ|2 )s/2 = (1 + |ωξ|s )[Φ
c2 (ξ) + 1],
and so we obtain the desired conclusion with νs = λs = δ0 + Φ2 (x)dx. 
- 198 - 7. Sobolev Spaces

7.3 Sobolev spaces

We start by weakening the notation of partial derivatives by the theory of

distributions. The appropriate definition is stated in terms of the space D(Rn ).
Let ∂ α be a differential monomial, whose total order is |α|. Suppose we are
given two locally integrable functions on Rn , f and g. Then we say that ∂ α f = g
(in the weakZsense), if Z
f (x)∂ α ϕ(x)dx = (−1)|α| g(x)ϕ(x)dx, ∀ϕ ∈ D. (7.19)
Rn Rn
Integration by parts shows us that this is indeed the relation that we would
expect if f had continuous partial derivatives up to order |α|, and ∂ α f = g had
the usual meaning.
Of course, it is not true that every locally integrable function has partial
n
derivatives in this sense: consider, for example, f (x) = ci/|x| . However, when
the partial derivatives exist, they are determined almost everywhere by the defin-
ing relation (7.19).
In this section, we study a quantitative way of measuring smoothness of
functions. Sobolev spaces serve exactly this purpose. They measure the smooth-
ness of a given function in terms of the integrability of its derivatives. We begin
with the classical definition of Sobolev spaces.

Definition 7.10. Let k be a nonnegative integer and let 1 6 p 6 ∞. The Sobolev

space W k,p (Rn ) is defined as the space of functions f in Lp (Rn ) all of whose dis-
tributional derivatives ∂ α f are also in Lp (Rn ) for all multi-indices α that satisfies
|α| 6 k. This space is normed by the expression
X
kf kW k,p = k∂ α f kp , (7.20)
|α|6k
where ∂ (0,...,0) f = f .

The index k indicates the “degree” of smoothness of a given function in W k,p .

As k increases, the functions become smoother. Equivalently, these spaces form
a decreasing sequence
Lp ⊃ W 1,p ⊃ W 2,p ⊃ · · ·
meaning that each W k+1,p (Rn ) is a subspace of W k,p (Rn ) in view of the Sobolev
norms.
We next observe that the space W k,p (Rn ) is complete. Indeed, if {fm } is a
Cauchy sequence in W k,p , then for each α, {∂ α fm } is a Cauchy sequence in
Lp , |α| 6 k. By the completeness of Lp , there exist functions f (α) such that
7.3. Sobolev spaces - 199 -

f (α) = limm ∂ α fm in Z
Lp , then clearly Z Z
(−1)|α| fm ∂ α ϕdx = ∂ α fm ϕdx → f (α) ϕdx,
Rn Rn Rn
for each ϕ ∈ D. Since the first expression
Z converges to
(−1)|α| f ∂ α ϕdx,
Rn
it follows that the distributional derivative ∂ α f is f (α) . This implies that fj → f
in W k,p (Rn ) and proves the completeness of this space.
First, we generalize Riesz and Bessel potentials to any s ∈ R by
I s f =F −1 |ωξ|s F f, f ∈ S 0 (Rn ), 0 ∈ / supp fˆ,
J s f =F −1 (1 + |ωξ|2 )s/2 F f, f ∈ S 0 (Rn ).
It is clear that I −s= Is and J −s = Js for s > 0 are exactly Riesz and Bessel
potentials, respectively. we also note that J s · J t = J s+t for any s, t ∈ R from the
definition.
Next, we shall extend the spaces W k,p (Rn ) to the case where the number k is
real.

Definition 7.11. Let s ∈ R and 1 6 p 6 ∞. We write

kf kḢ s = kI s f kp , kf kHps = kJ s f kp .
p

Then, the homogeneous Sobolev space Ḣps (Rn ) is defined by

n o
Ḣ s (Rn ) = f ∈ S 0 (Rn ) : fˆ ∈ L1 (Rn ), and kf k
p loc Ḣps <∞ , (7.21)
The nonhomogeneous Sobolev space Hps (Rn )
is defined by
n o
0
Hps (Rn ) = f ∈ S (R ) : kf kHps < ∞ .
n
(7.22)
If p = 2, we denote Ḣ2s (Rn ) by Ḣ s (Rn ) and H2s (Rn ) by H s (Rn ) for simplicity.

It is clear that the space Hps (Rn ) is a normed linear space with the above
norm. Moreover, it is complete and therefore Banach space. To prove the com-
pleteness, let {fm } be a Cauchy sequence in Hps . Then, by the completeness of
Lp , there exists a g ∈ Lp such that
kfm − J −s gkHps = kJ s fm − gkp → 0, as m → ∞.
Clearly, J −s g ∈ S 0 and thus Hps is complete.
We give some elementary results about Sobolev spaces.
Theorem 7.12. Let s ∈ R and 1 6 p 6 ∞, then we have
(a) S is dense in Hps , 1 6 p < ∞.
(b) Hps+ε ⊂ Hps , ∀ε > 0.
- 200 - 7. Sobolev Spaces

(c) Hps ⊂ L∞ , ∀s > n/p.

(d) Suppose 1 < p < ∞ and s > 1. Then f ∈ Hps (Rn ) if and only if f ∈ Hps−1 (Rn )
∂f
and for each j, ∂x j
∈ Hps−1 (Rn ). Moreover, the two norms are equivalent:
n
X ∂f
kf kHps ∼ kf kHps−1 + ∂xj s−1 .

j=1 Hp

(e) Hpk (Rn ) = W k,p (Rn ), 1 < p < ∞, ∀k ∈ N.

Proof. (a) Take f ∈ Hps , i.e., J s f ∈ Lp . Since S is dense in Lp (1 6 p < ∞), there
exists a g ∈ S such that
kf − J −s gkHps = kJ s f − gkp
is smaller than any given positive number. Since J −s g ∈ S , therefore S is
dense in Hps .
(b) Suppose that f ∈ Hps+ε . By part (a) in Theorem 7.7, we see that Jε maps
L into Lp with norm 1 for ε > 0. Form this, we get the result since
p

kf kHps = kJ s f kp = kJ −ε J s+ε f kp = kJε J s+ε f kp 6 kJ s+ε f kp = kf kHps+ε .

(c) By Young’s inequality, the definition of the kernel Gs (x) and part (d) of
Proposition 7.6, we get for s > 0
kf k∞ =kF −1 (1 + |ωξ|2 )−s/2 (1 + |ωξ|2 )s/2 F f k∞
=kF −1 (1 + |ωξ|2 )−s/2 ∗ J s f k∞
6kF −1 (1 + |ωξ|2 )−s/2 kp0 kJ s f kp
=kGs (x)kp0 kf kHps 6 Ckf kHps .
(d) From the Mikhlin multiplier theorem, we can get (ωξj )(1 + |ωξ|2 )−1/2 ∈
Mp for 1 < p < ∞ (or use part (i) of Lemma 7.8 and properties of Riesz trans-
forms),
and thus
∂f −1 2 (s−1)/2
∂xj s−1 =kF (1 + |ωξ| ) (ωiξj )F f kp

Hp

=kF −1 (1 + |ωξ|2 )−1/2 (ωξj )(1 + |ωξ|2 )s/2 F f kp

=kF −1 (1 + |ωξ|2 )−1/2 (ωξj ) ∗ J s f kp 6 CkJ s f kp = Ckf kHps .
Combining with kf kHps−1 6 kf kHps , we get
n
X ∂f
kf kHps−1 + ∂xj s−1 6 Ckf kHps .

j=1 Hp
Now, we prove the converse inequality. We use the Mikhlin multiplier the-
orem once more and an auxiliary function χ on R, infinitely differentiable, non-
7.3. Sobolev spaces - 201 -

negative and with χ(x) = 1 for |x| > 2 and χ(x) = 0 for |x| < 1. We obtain
n
X
(1 + |ωξ|2 )1/2 (1 + χ(ξj )|ξj |)−1 ∈ Mp , χ(ξj )|ξj |ξj−1 ∈ Mp , 1 < p < ∞.
j=1
Thus,
kf kHps =kJ s f kp = kF −1 (1 + |ωξ|2 )1/2 F J s−1 f kp
n
X
6CkF −1 (1 + χ(ξj )|ξj |)F J s−1 f kp
j=1
n
X ∂f
6Ckf kHps−1 + C kF −1 χ(ξj )|ξj |ξj−1 F J s−1 kp
∂xj
j=1
n
X ∂f
6Ckf kHps−1 +C
∂xj .
j=1 Hps−1
Thus, we have obtained the desired result.
(e) It is obvious that W 0,p = Hp0 = Lp for k = 0. However, from part (d), if
∂f
k > 1, then f ∈ Hpk if and only if f and ∂x j
∈ Hpk−1 , j = 1, ..., n. Thus, we can
extends the identity of W k,p = Hpk from k = 0 to k = 1, 2, .... 
We continue with the Sobolev embedding theorem.
Theorem 7.13 (Sobolev embedding theorem). Let 1 < p 6 p1 < ∞ and s, s1 ∈ R.
Assume that s − np = s1 − pn1 . Then the following conclusions hold
Hps ⊂ Hps11 , Ḣps ⊂ Ḣps11 .
Proof. It is trivial for the case p = p1 since we also have s = s1 in this case. Now,
we assume that p < p1 . Since p11 = p1 − s−s 1
n , by part (b) of Theorem 7.7, we get
kf kHps1 = kJ s1 f kp1 = kJ s1 −s J s f kp1 = kJs−s1 J s f kp1 6 CkJ s f kp = Ckf kHps .
1
Similarly, we can show the homogeneous case. Therefore, we complete the
proof. 
Theorem 7.14. Let s, σ ∈ R and 1 6 p 6 ∞. Then J σ is an isomorphism between Hps
and Hps−σ .
Proof. It is clear from the definition. 
Corollary 7.15. Let s ∈ R and 1 6 p < ∞. Then
(Hps )0 = Hp−s
0 .

0
Proof. It follows from the above theorem and the fact that (Lp )0 = Lp , if 1 6 p <
∞. 
- 202 - 7. Sobolev Spaces

Finally, we give the connection between the homogeneous and the nonho-
mogeneous spaces, one can see [BL76, Theorem 6.3.2] for the proofs.
/ supp fˆ. Then
Theorem 7.16. Suppose that f ∈ S 0 (Rn ) and 0 ∈
f ∈ Ḣps ⇔ f ∈ Hps , ∀s ∈ R, 1 6 p 6 ∞.
Moreover, for 1 6 p 6 ∞, we have
Hps =Lp ∩ Ḣps , ∀s > 0,
Hps =Lp + Ḣps , ∀s < 0,
Hp0 =L = p
Ḣp0 .

7.4 More topics on Sobolev spaces with p = 2

In this section, we focus on the Sobolev spaces with p = 2. We first consider

the homogeneous cases.
From the previous section, we know that if s ∈ N, then Ḣ s is the subset of
tempered distributions with locally integrable Fourier transforms and such that
∂ α f belongs to L2 for all α ∈ Nn of length s.
In the case where s is a negative integer, the Sobolev space Ḣ s is described
by the following theorem.
Theorem 7.17. Let k ∈ N. The space Ḣ −k (Rn ) consists of distributions which are the
sums of derivatives of order k of L2 (Rn ) functions.

Proof. Let f ∈ Ḣ −k (Rn ). Using the fact that for some integer constants aα , we
have
X X
|ξ|2k = ξj21 · · · ξj2k = aα (iξ)α (−iξ)α , (7.23)
16j1 ,··· ,jk 6n |α|=k
we get that
(−iωξ)α ˆ
fˆ(ξ) =
X
(iωξ)α gα (ξ) with gα (ξ) := aα f (ξ).
|ωξ|2k
|α|=k

As f ∈ Ḣ −k (Rn ),
the functions fα := F −1 gα ∈ L2 (Rn ) in view of the Plancherel
theorem. We then obtain
X
f= ∂ α fα .
|α|=k
This concludes the proof. 
7.4. More topics on Sobolev spaces with p = 2 - 203 -

Theorem 7.18. Ḣ s (Rn ) is a Hilbert space if and only if s < n2 .

Proof. We first assume that s < n/2. We only need to prove the completeness. Let
{fk }k∈N be a Cauchy sequence in Ḣ s (Rn ). Then, {fˆk }k∈N is a Cauchy sequence
in L2 (Rn ; |ξ|2s dξ). Because |ξ|2s dξ is a measure on Rn , there exists a function
g ∈ L2 (Rn ; |ξ|2s dξ) such that {fˆk }k∈N converges to g in L2 (Rn ; |ξ|2s dξ). Because
s < n/2, we have
Z Z 1/2 Z !1/2
2s 2 −2s
|g(ξ)|dξ 6 |ξ| |g(ξ)| dξ |ξ| dξ < ∞.
B(0,1) Rn B(0,1)

This ensures that F −1 (χB(0,1) g) is a bounded function. Now, χRn \B(0,1) g clearly
belongs to L2 (Rn ; (1 + |ξ|2 )s dξ) and thus to S 0 (Rn ), so g is a tempered distribu-
tion. Define f := F −1 g. It is then obvious that f ∈ Ḣ s and that lim fk = f in
k→∞
Ḣ s .
If s > n/2, observe that the function
ρ(f ) := kfˆkL1 (B(0,1)) + kf k Ḣ s
is a norm over Ḣ s (Rn )
and that (Ḣ s (Rn ), ρ)
is a Banach space.
s n
Now, if Ḣ (R ) endowed with k · kḢ s were also complete, then, according to
Banach’s theorem, there would exist a constant C such that ρ(f ) 6 Ckf kḢ s . Of
course, this would imply that
kfˆkL1 (B(0,1)) 6 Ckf k s . Ḣ (7.24)
This inequality is violated by the following example. Let A be an annulus in-
cluded in the unit ball B(0, 1) and such that A ∩ 2A = ∅, say, A = {ξ ∈ Rn :
1/8 6 |ξ| 6 1/6}. Define
N
−1
X 2k(s+n/2)
gN := F χ2−k A .
k
k=1
We have
N
2k(s+n/2)
Z X Z
kĝN kL1 (B(0,1)) = ĝN dξ = dξ
B(0,1) k 2−k A
k=1
N N
X 2k(s+n/2) X 2k(s−n/2)
=C 2−kn = C ,
k k
k=1 k=1
n
|ω|

kgN k2Ḣ s =kF −1 |ωξ|s F gN k22 = k|ωξ|s F gN k22
2π
- 204 - 7. Sobolev Spaces

n Z N
!2
|ω| 2k(s+n/2)
 X
= |ωξ|2s χ2−k A dξ
2π Rn k
k=1
n Z N
|ω| 2k(2s+n)
 X
= |ωξ|2s χ2−k A dξ
2π Rn k2
k=1
N
n X
|ω| 2k(2s+n)
 Z
= |ωξ|2s dξ
2π k2 2−k A
k=1
N N
X 2k(2s+n) X 1
=C 2−k(2s+n) = C 6 C, ∀N ∈ N,
k2 k2
k=1 k=1
where the constants C are independent of N . Since s > n/2, we deduce that
kĝN kL1 (B(0,1)) tends to infinity when N goes to infinity. Hence, the inequality
(7.24) is false. 
Theorem 7.19. If s < n/2, then the space S0 (Rn ) of functions of S (Rn ), the Fourier
transform of which vanishes near the origin, is dense in Ḣ s .
Proof. Consider f ∈ Ḣ s such
Z that
(f, φ)Ḣ s = |ωξ|2s fˆ(ξ)φ̂(ξ)dξ = 0, ∀φ ∈ S0 (Rn ).
Rn
This implies that the L1loc function fˆ vanishes on Rn \ {0}. Thus, fˆ = 0. From the
Plancherel theorem, we infer that f = 0. As we are considering the case where
Ḣ s is a Hilbert space, we deduce that S0 (Rn ) is dense in Ḣ s . 
In view of Theorem 7.13, we can not obtain the Sobolev embedding in L (Rn ).∞

In fact, the space Ḣ n/2 (Rn ) is not included in L∞ (Rn ). We give an explicit coun-
terexample in dimension two. Let
f (x) = ϕ(x) ln(− ln |x|)
for some smooth function ϕ supported in B(0, 1) with value 1 near 0. On the
one hand, f is not bounded. On the other hand, we have, near the origin,
C
|∂j f (x)| 6 ,
|x|| ln |x||
so that f belongs to Ḣ 1 (R2 ).
This motivates the following definition.
Definition 7.20. The space BM O(Rn ) of bounded mean oscillations is the set of
locally integrable functionsZf such that
1 1
Z
kf kBM O := sup
B m(B) B
|f − fB |dx < ∞ with fB :=
(B) B
f dx.
m
7.4. More topics on Sobolev spaces with p = 2 - 205 -

The above supremum is take over the set of Euclidean balls.

We point out that the seminorm k · kBM O vanishes on constant functions.

Therefore, this is not a norm. We now state the critical theorem for Sobolev
embedding.
Theorem 7.21. The space L1loc (Rn ) ∩ Ḣ n/2 (Rn ) is included in BM O(Rn ). Moreover,
there exists a constant C such that
kf kBM O 6 Ckf kḢ n/2
for all functions f ∈ Lloc (R ) ∩ Ḣ n/2 (Rn ).
1 n

Proof. We split f into low and high frequencies. Let θ be a function in S (Rn )
such that θ̂ is compactly supported in {ξ ∈ Rn : |ξ| 6 2λ}, has value 1 in {ξ ∈
Rn : |ξ| 6 λ}, and satisfies 0 6 θ̂ 6 1. Denote f`,λ = f ∗ θ and fh,λ = f − f`,λ .
Then, for any Euclidean ball B with radius r, we have by Hölder inequalities,
the mean value theorem and the Plancherel theorem,
1
Z

m (B) B
Z
|f − fB |dx

1
Z
6
m (B) B
Z
|f`,λ − (f`,λ )B |dx +
B
|fh,λ − (fh,λ )B |dx
1/2
1 2
m m
2
6 1/2
|f`,λ − (f`,λ )B | dx + kfh,λ k2
(B) B (B)1/2
Z !1/2
6Crk∇f`,λ k∞ + Cr−n/2 |fˆ(1 − θ̂)|2 dξ
|ξ|>λ
Z Z !1/2
6Cr |ωξ|1−n/2 |ωξ|n/2 |fˆ`,λ (ξ)|dξ + Cr−n/2 |ωξ|−n |ωξ|n |fˆ|2 dξ
Rn |ξ|>λ
Z !1/2
6Cr |ξ|2−n dξ kf kḢ n/2 + C(rλ)−n/2 kf kḢ n/2
|ξ|62λ

6C(rλ + (rλ)−n/2 )kf kḢ n/2 .

Choosing λ = 1/r, we complete the proof. 
Now, we turn to the nonhomogeneous Sobolev spaces H s (Rn ).
The Sobolev spaces are not stable under multiplication by C ∞ functions;
nevertheless, they are local. This is a consequence of the following result.
- 206 - 7. Sobolev Spaces

Theorem 7.22. Multiplication by a function of S (Rn ) is a continuous map from

H s (Rn ) into itself.
Proof. As we know that ϕfc = ϕ̂ ∗ fˆ, the proof is reduced to the estimate of the
L2 (Rn ) norm of the function Fs defined Zby
Fs (ξ) := (1 + |ωξ|2 )s/2 |ϕ̂(ξ − η)||fˆ(η)|dη.
Rn
We will temporarily assume that
(1 + |ωξ|2 )s/2 6 2|s|/2 (1 + |ω(ξ − η)|2 )|s|/2 (1 + |ωη|2 )s/2 . (7.25)
We then infer that Z
|Fs (ξ)| 6 2|s|/2 (1 + |ω(ξ − η)|2 )|s|/2 |ϕ̂(ξ − η)|(1 + |ωη|2 )s/2 |fˆ(η)|dη.
Rn
Using Young’s inequality, we get
kϕf kH s 6 2|s|/2 k(1 + |ω · |2 )|s|/2 ϕ̂k1 kf kH s ,
and the desired result follows.
For the sake of completeness, we now prove the inequality (7.25). Inter-
changing ξ and η, we see that it suffices to consider the case s > 0. We have
(1 + |ωξ|2 )s/2 6(1 + 2(|ω(ξ − η)|2 + |ωη|2 ))s/2
62s/2 (1 + |ω(ξ − η)|2 )s/2 (1 + |ωη|2 )s/2 .
This completes the proof of the theorem. 
As stated before, the space H s (Rn )
is included in H t (Rn )
whenever t 6 s. If
the inequality is strict, then the following statement ensures that the embedding
is locally compact.
Theorem 7.23. For t < s, multiplication by a function in S (Rn ) is a compact operator
from H s (Rn ) in H t (Rn ).
Proof. Let ϕ be a function in S (Rn ). We have to prove that for any sequence {fj }
in H s (Rn ) satisfying supj kfj kH s 6 1, we can extract a subsequence {fjk } such
that {ϕfjk } converges in H t (Rn ).
As H s (Rn ) is a Hilbert space, the weak compactness theorem4 ensures that
the sequence {fj }j∈N converges weakly, up to extraction, to an element f of
H s (Rn ) with kf kH s 6 1. We continue to denote this subsequence by {fj }j∈N
and set gj = fj − f . By Theorem 7.22, supj kϕgj kH s 6 C. Our task is thus
reduced to proving that the sequence {ϕgj }j∈N tends to 0 in H t (Rn ). We now

4
Theorem (Weak compactness in Hilbert spaces, cf. [GT01, Theorem 5.12, p. 85]). A bounded
sequence in a Hilbert space contains a weakly convergent subsequence. In other word, every
bounded point set in Hilbert space is weakly compact.
7.4. More topics on Sobolev spaces with p = 2 - 207 -

have, for any positive real number R,

Z
(1 + |ωξ|2 )t |F (ϕgj )(ξ)|2 dξ
R n
Z
6 (1 + |ωξ|2 )t |F (ϕgj )(ξ)|2 dξ
|ξ|6R
Z
+ (1 + |ωξ|2 )t−s (1 + |ωξ|2 )s |F (ϕgj )(ξ)|2 dξ
|ξ|>R
kϕgj k2H s
Z
6 (1 + |ωξ|2 )t |F (ϕgj )(ξ)|2 dξ + .
|ξ|6R (1 + ω 2 R2 )s−t
As {ϕgj }j∈N is uniformly bounded in H s (Rn ), for a given positive real number
ε, we can choose R such that
1 ε
2 2 s−t
kϕgj k2H s 6 .
(1 + ω R ) 2
On the other hand, as the function ψξ defined by
ψξ (η) := F −1 (1 + |ωη|2 )−s ϕ̂(ξ − η)

belongs to S (Rn ), we can write

Z
F (ϕgj )(ξ) = ϕ̂(ξ − η)ĝj (η)dη
Rn
Z
= (1 + |ωη|2 )s ψ̂ξ (η)ĝj (η)dη = (ψξ , gj )H s .
Rn
As {gj }j∈N converges weakly to 0 in H s (Rn ), we can thus conclude that
lim F (ϕgj )(ξ) = 0, ∀ξ ∈ Rn .
j→∞
Let us temporarily assume that
sup |F (ϕgj )(ξ)| 6 M < ∞. (7.26)
|ξ|6R
j∈N

Lebesgue’s dominated convergence theorem then implies that

Z
lim (1 + |ωξ|2 )t |F (ϕgj )(ξ)|2 dξ = 0,
j→∞ |ξ|6R

which leads to the convergence of the sequence {ϕgj }j∈N to 0 in H t (Rn ).

To complete the proof of the theorem, let us prove (7.26). It is clear that
Z
|F (ϕgj )(ξ)| 6 |ϕ̂(ξ − η)||ĝj (η)|dη
Rn
Z 1/2
2 −s 2
6kgj k Hs (1 + |ωη| ) |ϕ̂(ξ − η)| dη .
Rn
- 208 - 7. Sobolev Spaces

Now, as ϕ̂ ∈ S (Rn ), there exists a constant C such that

CN0 n
|ϕ̂(ξ − η)| 6 2 N
with N 0 = + |s| + 1.
(1 + |ω(ξ − η)| ) 0 2
We thus
Z obtain
(1 + |ωη|2 )−s |ϕ̂(ξ − η)|2 dη
n
ZR Z
2 −s
6 (1 + |ωη| ) |ϕ̂(ξ − η)| dη +2
(1 + |ωη|2 )−s |ϕ̂(ξ − η)|2 dη
|η|62R |η|>2R
Z Z
6C (1 + |ωη|2 )|s| dη + CN0 (1 + |ωη|2 )−s (1 + |ω(ξ − η)|2 )−N0 dη.
|η|62R |η|>2R
|η|
Finally, since |ξ| 6 R, we always have |ξ − η| > 2 in the last integral, so we
eventually get
dη
Z Z
2 −s 2 2 |s|+n/2
(1 + |ωη| ) |ϕ̂(ξ − η)| dη 6C(1 + R ) +C
Rn |η|>2R (1 + |ωη|2 )1+n/2
2 |s|+n/2 −2
6C(1 + R ) + CR .
This yields (7.26) and completes the proof of the theorem. 
From the above theorem, we can deduce the following compactness result.
Theorem 7.24. For any compact subset K of Rn and t < s, the embedding of HK s (Rn )

into HKt (Rn ) is a compact linear operator, where H s (Rn ) denote the space of those
K
distributions of H s (Rn ) which are supported in K.
Proof. It suffices to consider a function ϕ ∈ S (Rn ) which is identically equal to
1 in a neighborhood of the compact K and then to apply Theorem 7.23. 
 BIBLIOGRAPHY

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 INDEX

Vn : the volume of the unit ball in Rn , convolution, 2

47 Cotlar inequality, 118
Hk , 134
Lp∗ : weak Lp spaces, 47 decreasing rearrangement, 48
C: complex number field, 2 dilation, 2
C0 (Rn ), 1 dilation argument, 108
Γ-function, 47 Dini-type condition, 110
Hk , 133 distribution function, 44
N0 = N ∪ {0}, 18 dyadic decomposition of Rn , 173
Pk , 133
elliptic homogeneous polynomial of de-
R: real number field, 2
gree k, 144
ωn−1 = 2π n/2 /Γ(n/2): surface area of
the unit sphere S n−1 , 10 entire function, 35
∗
gλ -function, 155 Fatou’s lemma, 190
Abel method of summability, 7 Fourier inversion theorem, 13
analytic, 35 Fourier transform, 2

Bessel potential, 193 Gagliardo-Nirenberg-Sobolev inequal-

Beta function: n-dimensional variant, ity, 73
188 Gauss summability, 7
BMO space, 204 Gauss-Weierstrass integral, 11
Bochner’s relation, 137 Gauss-Weierstrass kernel, 9
gradient condition, 103
Calderón-Zygmund decomposition Green theorem, 153
for functions, 78
of Rn , 75 Hörmander condition, 103
Calderón-Zygmund kernel, 105 Hadamard three lines theorem, 37
Calderón-Zygmund singular integral op-Hardy inequality, 55
erator, 106 Hardy-Littlewood maximal function, 65
Calderón-Zygmund Theorem, 103 Hardy-Littlewood maximal operator, 65
Cauchy-Riemann equations, 93 Hardy-Littlewood-Paley theorem on Rn ,
generalized ..., 131 60
211
- 212 - INDEX

Hardy-Littlewood-Sobolev theorem of Bernstein’s multiplier theorem, 164

fractional integrations, 191 Hörmander’s multiplier theorem, 165
harmonic conjugate, 93 Marcinkiewicz’ multiplier theorem,
harmonic function, 83, 89 182
Hausdorff-Young inequality, 41 Mikhlin’s multiplier theorem, 165
heat equation, 15
Hecke’s identity, 136 nonhomogeneous Sobolev spaces Hps (Rn ),
Heine-Borel theorem, 69 199
Heisenberg uncertainty principle, 22
partial g-functions, 148
higher Riesz transforms, 142
partial sum operator, 170
Hilbert transform, 96
Phragmen-Lindelöf theorem, 36
Hilbert transform
Plancherel theorem, 16
Characterization, 99
Poisson equation, 83
holomorphic, 35
Poisson integral, 11, 89, 90
homogeneous Sobolev spaces Ḣps (Rn ),
Poisson kernel, 9, 89
199
principal value of 1/x, 95
Jensen’s inequality, 55
quasi-linear mapping, 54
Laplace equation, 83 Rademacher functions, 174
Lebesgue differentiation theorem, 71 Riemann-Lebesgue lemma, 5
Littlewood-Paley g-function, 148 Riesz potentials, 187
Littlewood-Paley square function the- Riesz transform, 128
orem, 174 Riesz-Thorin interpolation theorem, 39
Lorentz space, 53
Luzin’s S-function, 155 Schwartz space, 18
Sobolev embedding theorem, 201
Marcinkiewicz interpolation theorem, Sobolev space W k,p (Rn ), 198
56 solid spherical harmonics of degree k,
maximal function, 65 133
maximal function theorem, 68 Stein interpolation theorem, 43
maximum modulus principle, 36
maximum principle, 36 Tchebychev inequality, 72
Mean-value formula for harmonic func- tempered distribution, 23
tions, 88 The equivalent norm of Lp , 46
Minkowski integral inequality, 2 translation, 2
multiplication formula, 9 translation invariant, 28
multiplier theorem truncated operator, 106
INDEX - 213 -

unitary operator, 16

Vitali covering lemma, 61

Weierstrass kernel, 9
Weighted inequality for Hardy-Littlewood
maximal function, 79
Whitney covering lemma, 62
Wiener’s theorem, 197

Young’s inequality for convolutions, 42