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Theory of H[superscript p] spaces

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Peter L. Duren

The theory of Hp spaces has its origins in discoveries made forty or fifty years ago by such mathematicians as G. H. Hardy, J. E. Littlewood, I. I. Privalov, F. and M. Riesz, V. Smirnov, and G. Szegö. Most of this early work is concerned with the properties of individual functions of class Hp, and is classical in spirit. In recent years, the development of functional analysis has stimulated new interest in the Hp classes as linear spaces. This point of view has suggested a variety of natural problems and has provided new methods of attack, leading to important advances in the theory.

This book is an account of both aspects of the subject, the classical and the modern. It is intended to provide a convenient source for the older parts of the theory (the work of Hardy and Littlewood, for example), as well as to give a self-contained exposition of more recent developments such as Beurling’s theorem on invariant subspaces, the Macintyre–Rogosinski–Shapiro–Havinson theory of extremal problems, interpolation theory, the dual space structure of Hp with p < 1, Hp spaces over general domains, and Carleson’s proof of the corona theorem. Some of the older results are proved by modern methods. In fact, the dominant theme of the book is the interplay of hard and soft analysis, the blending of classical and modern techniques and viewpoints.

The book should prove useful both to the research worker and to the graduate student or mathematician who is approaching the subject for the first time. The only prerequisites are an elementary working knowledge of real and complex analysis, including Lebesgue integration and the elements of functional analysis. For example, the books (cited in the bibliography) of Ahlfors or Titchmarsh, Natanson or Royden, and Goffman and Pedrick are more than adequate background. Occasionally, particularly in the last few chapters, some more advanced results enter into the discussion, and appropriate references are given. But the book is essentially self-contained, and it can serve as a textbook for a course at the second- or third-year graduate level. In fact, the book has evolved from lectures which I gave in such a course at the University of Michigan in 1964 and again in 1966. With the student in mind, I have tried to keep things at an elementary level wherever possible.

On the other hand, some sections of the book (for example, parts of Chapters 4, 6, 7, 9, 10, and 12) are rather specialized and are directed primarily to research workers. Many of these topics appear for the first time in book form. In particular, the last chapter, which gives a complete proof of the corona theorem, is for adults only.

Each chapter contains a list of exercises. Some of them are straightforward, others are more challenging, and a few are quite difficult. Those in the last category are usually accompanied by references to the literature. Many of the exercises point out directions in which the theory can be extended and applied. Further indications of this type, as well as historical remarks and references, appear in the Notes at the end of each chapter. Two appendices are included to develop background material which the average mathematician cannot be expected to know.

The chapters need not be read in sequence. For example, Chapters 8 and 9 depend only upon the first three chapters (with some deletions possible) and upon the first two sections of Chapter 7. Chapter 12 can be read immediately after Chapters 8 and 9.

The coverage is reasonably complete, but some topics which might have been included are mentioned only in the Notes, or not at all. Inevitably, my own interests have influenced the selection of material.

I wish to express my sincere appreciation to the many friends, students, and colleagues who offered valuable advice or criticized earlier versions of the manuscript. I am especially indebted to J. Caughran, W. L. Duren, F. W. Gehring, W. K. Hayman, J. Hesse, H. J. Landau, A. Macdonald, B. Muckenhoupt, P. Rosenthal, W. Rudin, J. V. Ryff, D. Sarason, H. S. Shapiro, A. L. Shields, B. A. Taylor, G. D. Taylor, G. Weiss and A. Zygmund. I am very thankful to my wife Gay, who accurately prepared the bibliography and proofread the entire book. Renate McLaughlin’s help with the proofreading was also most valuable.

In addition, I am grateful to the Alfred P. Sloan Foundation for support during the academic year 1964–1965, when I wrote the first coherent draft of the book. I had the good fortune to spend this year at Imperial College, University of London and at the Centre d’Orsay, Université de Paris. The scope of the book was broadened as a result of my mathematical experiences at both of these institutions. In 1968–1969, while at the Institute for Advanced Study on sabbatical leave from the University of Michigan, I added major sections and made final revisions. I am grateful to the National Science Foundation for partial support during this period.

Chapter 1

Harmonic and Subharmonic Functions

This chapter begins with the classical representation theorems for certain classes of harmonic functions in the unit disk, together with some basic results on boundary behavior. After this comes a brief discussion of subharmonic functions. Both topics are fundamental to the theory of Hp spaces. In particular, subharmonic functions provide a strikingly simple approach to Hardy’s convexity theorem and to Littlewood’s subordination theorem, as shown in Sections 1.4 and 1.5. Finally, the Hardy–Littlewood maximal theorem (proved in Appendix B) is applied to establish an important maximal theorem for analytic functions.

1.1. Harmonic Functions

Many problems of analysis center upon analytic functions with restricted growth near the boundary. For functions analytic in a disk, the integral means

provide one measure of growth and lead to a particularly rich theory with broad applications. A function f(z) analytic in the unit disk |z| < 1 is said to be of class Hp (0 < p ≤ ∞) if Mp(r, f) remains bounded as r → 1. Thus H∞ is the class of bounded analytic functions in the disk, while H² is the class of power series Σ an zn with Σ|an|² < ∞.

It is convenient also to introduce the analogous classes of harmonic functions. A real-valued function u(z) harmonic in |z| < 1 is said to be of class hp (0 < p ≤ ∞) if Mp(r, u) is bounded. Since

for 0 < p < ∞, an analytic function belongs to Hp if and only if its real and imaginary parts are both in hp. The same inequality shows that Hp and hp are linear spaces. Finally, it is evident that Hp Hq if 0 < p < q ≤ ∞, and likewise for the hp spaces.

Any real-valued function u(z) harmonic in |z| < 1 and continuous in |z| ≤ 1 can be recovered from its boundary function by the Poisson integral



is the Poisson kernel. Now replace u(eit) in the integral (1) by an arbitrary continuous function ϕ(t) with ϕ(0) = ϕ(2π). The resulting function u(z) is still harmonic in |z| < 1, continuous in |z| ≤ 1, and has boundary values u(eit) = ϕ(t). Generalizing this idea, one is led to the notion of a Poisson–Stieltjes integral. This is a function of the form


where μ(t) is of bounded variation on [0, 2π]. Again, each such function is harmonic in |z| < 1.

Theorem 1.1.

The following three classes of functions in |z| < 1 are identical:

(i) Poisson–Stieltjes integrals;

(ii) differences of two positive harmonic functions;

(iii) h¹.

The proof is based on the Helly selection theorem, which we now state for the convenience of the reader. (For a proof, see Natanson [1] or Widder [1]. Also, see Notes.)

Lemma (Helly selection theorem).

Let (μn(tconverges everywhere in [a, b] to a function μ(t) of bounded variation, and for every continuous function ϕ(t),

PROOF OF (ii). Expressing μ(t) as the difference of two bounded nondecreasing functions, we see that every Poisson–Stieltjes integral is the difference of two positive harmonic functions.

(iii). Suppose u(z) = u1(z) – u2(z), where u1 and u2 are positive harmonic functions. Then

so that u ∈ h¹.

(i). Given u ∈ h¹, define

Then μr(0) = 0, and for 0 = t0 < t1 < … < tn = 2π,

Hence the functions μr(t) are of uniformly bounded variation. By the Helly selection theorem, there is a sequence {rn, a function of bounded variation in 0 ≤ t ≤ 2π. Thus

(Here, as always, z = reiθ.)

As a corollary to the proof, we see that every positive harmonic function in the unit disk can be represented as a Poisson–Stieltjes integral with respect to a nondecreasing function μ(t). This is usually called the Herglotz representation.

The function μ(t) of bounded variation corresponding to a given u ∈ h¹ is essentially unique. Indeed, if ∫ P(r, θ t) (t) ≡ 0, analytic completion gives

where γ is a real constant. Since

we conclude that

Since the characteristic function of any interval can be approximated in L¹ by a continuous periodic function, hence by a trigonometric polynomial, this shows that the measure of each interval is zero. Thus is the zero measure.

1.2. Boundary Behavior of Poisson–Stieltjes Integrals

If u(z) is the Poisson integral of an integrable function ϕ(t), then for any point t = θ0 where ϕ is continuous, u(z) → ϕ(θ. This can be generalized to Poisson-Stieltjes integrals: u(z) → μ′(θ0) wherever μ is continuously differentiable. Actually, it is enough that μ be differentiable; or, slightly more generally, that the symmetric derivative

exist, as the following theorem shows.

Theorem 1.2.

Let u(z) be a Poisson–Stieltjes integral of the form (2), where μ is of bounded variation. If the symmetric derivative (θ0) exists at a point θexists and has the value (θ0).

PROOF. We may assume θ0 = 0. Set A = (0), and write

The integrated term tends to zero as r → 1. For 0 < δ ≤ |t| ≤ π,

Hence for each fixed δ > 0, u(r) – A → 0, where

Given ε > 0, choose δ > 0 so small that


for r sufficiently near 1, as an integration by parts shows. Thus u(r) → A as r → 1, and the proof is complete.

Since a function of bounded variation is differentiable almost everywhere, we obtain two important corollaries.

Corollary 1.

Each function u ∈ h¹ has a radial limit almost everywhere.

Corollary 2.

If u is the Poisson integral of a function ϕ ∈ L¹, then u(reiθ) → ϕ(θ) almost everywhere.

By a refinement of the proof it is even possible to show that u(z) tends to (θ0) along any path not tangent to the unit circle. However, we shall arrive at this result (almost everywhere) by an indirect route. For the present, we content ourselves with showing that a bounded analytic function has such a nontangential limit almost everywhere.

For 0 < α < π/2, construct the sector with vertex eiθ, of angle 2α, symmetric with respect to the ray from the origin through eiθ. Draw the two segments from the origin perpendicular to the boundaries of this sector, and let (θ) denote the kite-shaped region so constructed (see Fig. 1).

Figure 1

Theorem 1.3.

If f ∈ H∞, the radial limit limr → 1 f(reiθ) exists almost everywhere. Furthermore, if θ0 is a value for which the radial limit exists, then f(zinside any region (θ0), α < π/2.

PROOF. The existence almost everywhere of a radial limit follows from Corollary 1 to Theorem 1.2, since h∞ ⊂ h¹. To discuss the angular limit, it is convenient to deal instead with a bounded analytic function f(z) in the disk |z − 1| < 1, having a limit L as z → 0 along the positive real axis. Let fn(z) = f(z/n), n = 1, 2, …. The functions fn(z) are uniformly bounded, so they form a normal family (see Ahlfors [2], Chap. 5). This implies that a subsequence tends to an analytic function F(z) uniformly in each closed subdomain of the disk, hence in the region


(The ray arg z = α has a segment of length 2 cos α in common with the disk |z −1| < 1.) But for all real z in the interval 0 < z < 2, fn(z) → L. It follows that F(z) ≡ L, and that fn(z) → L uniformly in the region (3). This implies that f(z) → L as z → 0 inside the sector |arg z| ≤ α, which proves the theorem.

The function f is said to have a nontangential limit L if f(z) → L inside each region (θ0), α < π/2. Thus each f ∈ H∞ has a nontangential limit almost everywhere.

1.3. Subharmonic Functions

A domain is an open connected set in the complex plane. Let D be a bounded domain. The boundary ∂D of D minus D. A real-valued function g(z) continuous in D is said to be subharmonic if it has the following property. For each domain B D, and for each function U(z) harmonic in B, such that g(z) ≤ U(z) on ∂B, the inequality g(z) ≤ U(z) holds throughout B. In particular, if there is a function U(z) harmonic in B with boundary values g(z), then g(z) ≤ U(z) in B.

Subharmonic functions are also characterized by the local sub-mean-value property, which is often easier to work with.

Theorem 1.4.

Necessary and sufficient that a continuous function g(z) be subharmonic in D is that for each z0 ∈ D there exist ρ0 > 0 such that the disk |z z0| < ρ0 is in D and


for every ρ < ρ0.

PROOF. The necessity is easy. Let |z z0| < ρ be in D, and let U(z) be the function harmonic in this disk and equal to g(z) on |z z0| = ρ. Then

To prove the sufficiency, suppose there exists a domain B D and a harmonic function U(z) such that g(z) ≤ U(z) on ∂B, yet g(z) > U(z) somewhere in B. Let E at which h(z) = g(z) – U(z) attains its maximum m > 0. Then E B, because h(z) ≤ 0 on ∂B. Since E is a closed set, some point z0 ∈ E has no circular neighborhood entirely contained in E. Hence there exists a sequence {ρn} tending to zero such that the disk |z z0| < ρn is in B, while the circle |z z0| = ρn is not entirely contained in E. Thus h(z) ≤ m on |z z0| = ρn, with strict inequality on an open subset of the circle, hence on an arc. It follows