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CARLOS PEREZ
University of Seville
where the supremum is taken over all the cubes containing x. By cube we
always mean a cube with sides parallel to the axes. There are variations
of this definition such as replacing cubes by balls or just considering cubes
or balls centered at x but all of them are equivalent except for dimensional
constants. (See [Jo] for more information about all these).
Maximal functions arise very naturally in analysis, for proving theorems
about the existence almost everywhere of limits, for controlling pointwise
important objects such as the Poisson Integrals or for controlling, not point-
wise but at least in average, other basic operators such as singular integral
operators.
The model example of existence almost everywhere of limits is the Lebesgue
differentiation theorem:
Z
1
f (x) = lim f (y) dy (1)
r→0 |B(x, r)| B(x,r)
1
very special an fundamental space, the weak spaces or Marcinkiewicz spaces:
It is easy to see that Lp,∞ (Rn ) ⊂ Lp (Rn ) and that the content is strict.
In applications it is specially important the case p = 1.
Corollary 1.2 M is of strong type (p, p), 1 < p < ∞ operator, namely,
there exists a constant c such that
kM f k ≤ ckf k (3)
Lp (Rn ) Lp (Rn )
2
To do this we define
Z
1
Aλ = {x : lim sup |f (y) − f (x)| dy > λ} λ≥0
r→0 |B(x, r)| B(x,r)
It is enough to prove that |Aλ | = 0 for each λ > 0 since A0 = ∪j A1/j and
since x ∈
/ A0 , implies
Z
1
0 = lim sup |f (y) − f (x)| dy
r→0 |B(x, r)| B(x,r)
but then we can replace the lim sup by lim, namely,
Z
1
lim |f (y) − f (x)| dy = 0
r→0 |B(x, r)| B(x,r)
Now, if f ∈ L1 (Rn ) and for given > 0 there exists a continuous function g
such that kf − gkL( Rn ) < ε. Then g satisfies
Z
1
lim |g(y) − g(x)| dy = 0 x ∈ Rn .
r→0 |B(x, r)| B(x,r)
3
2 A first but remarkable weighted estimate
In this section we will prove Theorem 1.1 and its Corollary 1.2, actually we
will prove a weighted version for the same effort. This weighted estimates
are very important due to its many applications and because they open the
theory of weights.
We say that w is a weight if w is a a.e. positive locally
R integrable function
n
in R . If E is any measurable set we denote w(E) = E w. Sometimes we
can beyond locally integrable functions as is the case of the main theorem
below.
4
Z ∞ Z ∞ Z
p p n t dt dt
≤ p2 t w{y ∈ R : M f (x) > t} ≤ cn p2p p−1
t f (y) M w(y)dy
0 t 0 {y∈Rn :f (y)>t} t
by the key weak type inequality (5). Now we continue with
Z Z f (y) Z
p p−1 dt 0 p
≤ cn p 2 t f (y) M w(y)dy = C p 2 f (y)p M w(y)dy
Rn 0 t Rn
Lemma 2.2 (Vitali) Let F = {Qi }i=1,··· ,N be a finite family of cubes (or
balls) in Rn . Then we can extract from F a sequence of pairwise disjoint
cubes F 0 = {Qj }j=1,··· ,M such that
[ m
[
Q⊂ 5Qj .
Q∈F j=1
For the proof we remit [Ma] p.23 but there are many others good references.
The key point is the a geometrical point: the so called ”engulfing” property
of balls.
If we let Ωλ = {x ∈ Rn : M f (x) > λ} for a given λ and let K to be
any compact subset contained in Ωλ . Let x ∈ K then by defintion of the
maximal function there is a cube Q = Qx containg x such that
Z
1
|f (y)| dy > λ. (8)
|Q| Q
S
Then K ⊂ x∈K Qx and by compactness
S we can extract a finite family of
cubes F = {Q} such that K ⊂ Q∈F Q and where each cube satisfies (8).
Then by the Vitali S
lemma weSM can extract a pairwise disjoint family of cubes
M
{Qj }j=1 such that Q∈F ⊂ j=1 5Qj . Then
M M Z
X 1X 1
w(K) ≤ w(5Qj ) ≤ w(5Qj ) |f (y)| dy
j=1
λ j=1 |Qj | Qj
M Z M Z
C X w(5Qj ) CX
≤ |f (y)| dy ≤ |f (y)| M w(y)dy
λ j=1 |5Qj | Qj λ j=1 Qj
5
Z
C
≤ |f (y)| M w(y)dy.
λ Rn
and X
χQ(xj ) ≤ cn
j
The proof of this result can be found in several places such as the classical
lecture notes by M. De Guzman [dGuz] [Ma], also in [GrMF].
Indeed, assuming that w is bounded as we may, the first observation is
that (5) is equivalent to
Z
n w
sup λ w({x ∈ R : M (f )(x) > λ}) ≤ C |f (x)| w(x)dx λ > 0.
λ>0 Mw Rn
6
Therefore (5) follows from
Z
n
sup λ w({x ∈ R : Mwc f (x) > λ}) ≤ C |f (x)| w(x)dx
λ>0 Rn
which is a consequence of the Besicovitch covering lemma where c si a di-
mensional constant.
7
0
for some g ∈ Lr (Rn ) with unit norm. But then we can apply (6) to continue
with
N Z
X Z N
X
0 q 0
≤ cn q fi (y) M g(y)dy, ≤ cn q fi (y)q M g(y)dy
i=0 Rn Rn i=0
N
X
0
≤ cn q k fi (y)q kLr (Rn ) kM gkLr0 (Rn )
i=0
8
So this means that the A1 condition is a sufficient condition for the bound-
edness M : L1 (w) → L1,∞ (w) but this condition is also necessary. In fact
we will show that
kM kL1,∞ (w) ≥ [w]A1
in an easy way in next section (see (15)).
It is important to have large class of A1 weights to our disposal and there
are eentially two methods. The first method is due to Coifman-Rochberg
[CR].
Lemma 2.5 Let µ be a positive Borel, then for each 0 < δ < 1
(M µ)δ ∈ A1
and furthermore
cn
[(M f )δ ]A1 ≤ . (13)
1−δ
The second method is based in the so called Rubio de Francia’s algorithm
Lemma 2.6 For any measurable function f define If
∞
X 1 M k (h)
R(h) =
k=0
2k kM kkLp (w)
Then we have
(A) h ≤ D(h)
(B) kR(h)kLp (w) ≤ 2 khkLp (w)
9
Definition 3.1 A weight w belongs to the class Ap , 1 < p < ∞, if
Z Z p−1
1 1 1−p0
[w]Ap = sup w(y) dy w(y) dy <∞ (14)
Q |Q| Q |Q| Q
a) w ∈ Ap ;
b) there exists a constant K such that for each cube Q and nonnegative func-
tion f Z p Z
1
f (y) dy w(Q) ≤ [w]Ap f (y)p w(y)dy
|Q| Q Q
where 1 < p < ∞. Furthermore the exponent is sharp in the sense that: for
any θ > 0
1
sup 1
−θ
kM kLp (w) = ∞ (17)
w∈Ap
[w]Ap−1
p
10
A new way to understand the sharpeness of the exponent in (16) can be
found in [LPR]. It turns out that it is due to the fact that the norm of M
1
as operator on Lp (Rn ) blows up as p−1 when p → 1.
As already mentioned estimate (16) has been improved quite substantially
in [HP] and will be derived in Theorem 5.7.
1
In fact, we cannot replace the function ψ(t) = t p−1 by a “smaller” function
ψ : [1, ∞) → (0, ∞) in the sense that
ψ(t)
inf 1 =0
t>1
t p−1
ψ(t) tβ tβ
(or limt→∞ tβ
= 0, or supt>1 ψ(t)
= ∞ or limt→∞ ψ(t)
= ∞) since then
1
sup kM k = ∞ (18)
w∈Ap ψ([w]Ap )
Hence 1 1
M f (x) ≤ 2n M c f (x) ≤ 2n [w] p Mwc (f p )(x) p ,
Ap
1 Z 1/p
p p
≤ cn [w] f w dx
Ap
Rn
11
To prove d) Since this theorem is so central we give another proof. we set
w(Q) σ(3Q) p−1
Ap (Q) =
|Q| |Q|
then, we have using that
where Mσc is the weighted centered maximal function. Using again that
M f (x) ≤ 2n M c f (x)
we get
1 1
M f (x) ≤ 2n 3np [w]Ap−1 Mw Mσc (f σ −1 )p−1 w−1 (x) p−1
c
p
are finite with constants uniformly in w. This follows from the Besicovitch
covering Lemma.
Another way: by dyadic, passing from dyadic to non dyadic by ”shifting”.
For the sharpness we consider n = 1 and 0 < ε < 1. Let
w(x) = |x|(1−ε)(p−1) .
12
Observe that:
1
kf kpLp (w) ≈
ε
To estimate now kM f kLp (w) we pick 0 < x < 1, hence
1 x
Z
1
M f (x) ≥ f (y) dy = f (x)
x 0 ε
and hence
1
kM f kLp (w) ≥ kf kLp (w)
ε
From which the rest follows easily.
13
Lemma 4.1 Let 1 < p < ∞ and let w ∈ Ap , then there are A1 weights
u, v ∈ A1 , such that
w = u v 1−p
in such a way that
1
[u]A1 ≤ cn [w]Ap & [v]A1 ≤ cn [w]Ap−1
p
(20)
Proof :
Following [H] we will be using the Rubio de Francia’s iteration scheme or
algorithm to our situation. Define
0
0 |f |p
S1 (f )p ≡ w1/p M ( ),
w1/p
and
1
S2 (f )p ≡ M (|f |p w1/p ),
w1/p
0 0
Observe that Si : Lpp (Rn ) → Lpp (Rn ) with constant
1/p
kSi kLpp0 (Rn ) ≤ cn [w]Ap i = 1, 2
by Buckley’s theorem.
0
Now, the operator S = S1 + S2 is bounded on Lpp (Rn ) with
1/p
kSkLpp0 (Rn ) ≤ cn [w]Ap .
14
Hence
0 p0 /p 0
M (R(h)p w−1/p ) ≤ cn [w]Ap R(h)p w−1/p
and
M (R(h)p w1/p ) ≤ cn [w]Ap R(h)p w1/p .
Finally, letting
0
u ≡ R(h)p w1/p & v ≡ R(h)p w−1/p
we have u, v ∈ A1 w = uv 1−p with
1
[u]A1 ≤ cn [w]Ap & [v]A1 ≤ cn [w]Ap−1
p
This constant can be found in for instance in [GCRdF] and was introduced
by Hruščev in [Hr]. This definition is natural because all you have to do is to
let p → ∞ in the deifniition of the Ap constant. In fact we have by Jensen’s
inequality:
[w]expL
A∞ ≤ [w]Ap .
On the other hand in [HP] the authors use a “new” A∞ constant (which
was essentially introduced by Fujii in [Fujii] and rediscovered later by Wilson
in [Wil87]) which is more suitable.
15
Definition 5.2
Z
1
[w]A∞ := sup M (wχQ ) dx.
Q w(Q) Q
In fact, it is shown in [HP] that there are examples showing that [w]A∞ is
much smaller than [w]expLA∞ .
There is another possible way of defying the A∞ class of weights. Indeed,
define Z
LlogL 1 w(y)
[w]A∞ := sup w(y) log(e + ) dy
Q w(Q) Q wQ
since because it can be shown that
[w]LlogL
A∞ ≤ 2n+1 [w]A∞
and hence if w ∈ A∞
[w]LlogL
A∞ ≤ 2n+1 [w]A∞
16
5.1 The Reverse Hölder property
In the classical situation, if w ∈ A∞ , then there is a constant r > 1 such that
Z 1/r Z
1 r c
w ≤ w
|Q| Q |Q| Q
then [w]A∞ ≤ cn · K · r0 .
17
In this section we give a different proof of Theorem 5.4. The constant is
a slightly worst but the method is more direct and may be of interest. The
main idea is to linearize the maximal function following Sawyer’s well know
method but instead at global level at local one.
The main use of the Lemma is the following key observation that we
borrow from [Wil-LNM], p. 45:
2d+2 [w]A∞
w(S) ≤ w(S ∩ Eλ/2 ) + w(S \ Eλ/2 ) ≤ w(Q) + eλ/2 hwiQ |S|
λ
2d+2 [w]A∞
≤ w(Q) + eλ/2 e−λ w(Q) by the hypothesis in (23)
λ
2d+2 [w]A∞
= w(Q) + e−λ/2 w(Q)
λ
and this proves the claim (23).
2
where
1
r(w) := 1 + ,
τd [w]0A∞
and where τd is a large dimensional constant. R
Observe that by homogeneity we can assume that −Q w = 1. We use the
18
dyadic maximal function on the dyadic subcubes of a given Q:
Z Z Z ∞
1+
w ≤ Md (wχQ ) w = t−1 w({x ∈ Q : Md (wχQ ) > t}) dt.
Q Q 0
Z1 Z ∞
−1 dt
≤ t w(Q) dt + t w({x ∈ Q : Md (wχQ ) > t})
0 1 t
XZ ak+1
dt
≤ |Q| + t w({x ∈ Q : Md (wχQ ) > t})
k≥0 ak t
Z ak+1
X
k dt
≤ |Q| + a a w({x ∈ Q : Md (wχQ ) > ak }) , for a 1,
k≥0 ak t
X
= |Q| + a log a ak w(Ωk )
k≥0
where
Ωk = {x ∈ Q : Md (wχQ (x) > ak }.
R
Since ak ≥ 1 = −Q w we can consider the Calderón–Zygmund decomposi-
tion w adapted to Q. There is a family of maximal S non-overlapping dyadic
cubes {Qk,j } strictly contained in Q for which Ωk = j Qk,j and
Z
a < − w ≤ 2d ak .
k
(24)
Qk,j
Now,
Z !
X X X 1
ak w(Ωk ) = ak w(Qk,j ) ≤ w(y) dy w(Qk,j )
k≥0 k,j k,j
|Qk,j | Qk,j
We now estimate w(Qk,j ), for each (k, j) we set Ek,j = Qk,j \ Ωk+1 . Ob-
serve that the sets of the family Ek,j are pairwise disjoint. We claim that for
a > 2n and for each k, j:
a
|Qk,j | < |Ek,j |. (25)
a − 2n
We now apply (23) with Q = Qk,j and S = Qk,j ∩ Ωk+1 . Choose λ such
n
that e−λ = 2a , namely λ = log 2an . Then applying (23) we have that
w(Qk,j ∩ Ωk+1 ) 2d+2 [w]A∞ 2n 1/2
< + ( ) .
w(Qk,j ) log 2an a
19
Since a > 2n is available we choose a = 2d eL [w]A∞ , with L a large dimensional
constant to be chosen. If in particular L ≥ 2d+4 we have
This yields that w(Qk,j ) ≤ 2w(Ek,j ) and we can continue with the sum
estimate:
Z !
X X 1
ak w(Ωk ) ≤ 2 w(y) dy w(Ek,j )
k≥0 k,j
|Qk,j | Qk,j
XZ Z
≤2 Md (wχQ ) wdx ≤ 2 Md (wχQ ) wdx
k,j Ek,j Q
20
Corollary 5.6 (The Precise Open property) Let 1 < p < ∞ and let
w ∈ Ap . Then w ∈ Ap− where
p−1 p−1
= 0
=
rσ 1 + τn [σ]A∞
0
where as usual σ = w1−p . Furthermore
Proof
Since w ∈ Ap σ ∈ Ap0 ⊂ A∞ , and hence
Z Z p−1 Z Z p−1
rσ rσ
− w − σ ≤ − w 2− σ .
Q Q Q Q
p−1 p−1
Choose ε so that rσ
= p − ε − 1, namely = 0 .
rσ
Observe that ε > 0 and
p − ε > 1.
21
∞ Z ∞ Z
ft (y)p−ε
Z
p p n dt p−ε p dt
≤ p2 t w{y ∈ R : M ft (x) > t} ≤ p cn [w]Ap−ε 2 tp p−ε
w(y)dy
0 t 0 Rn t t
Z Z f (y) Z
dt 1
≤ p cp−ε
n 2p−1 [w]Ap 2p tε f (y)p−ε w(y)dy = 22p−1 p cp−ε
n [w]Ap f (y)p w(y)dy
Rn 0 t ε Rn
r(σ)0
Z Z
1 + τn [σ]A∞ 2p−1 p−ε
= p 22p−1 cp−ε
n [w]p p
f (y) w(y)dy = p2 cn [w]p f (y)p w(y)dy
p−1 Rn p−1 Rn
since 1
[σ]A∞ ≤ [σ]Ap0 = [w]Ap−1
p
Theorem 6.1 Let 1 < p0 < ∞, and α > 0 and let T be any operator such
that for some c > 0
kT k p0 ≤ c [w]αA . (27)
L (w) p0
Proof. Let 1 < p < p0 . For such a p and w ∈ Ap perform the iteration
algorithm R as follows:
∞
X 1 M k (h)
R(h) =
k=0
2k kM kkLp (w)
22
Then we have
(A) h ≤ D(h)
(B) kR(h)kLp (w) ≤ 2 khkLp (w)
1
(C) [R(h)]A1 ≤ 2 kM kLp (w) ≤ cn p0 [w]Ap−1 p
by Theorem 3.2, d).
Then
Z 1/p
p −(p0 −p) pp (p0 −p) pp
kT (f )kLp (w) = |T f | (Rf ) 0 (Rf ) 0 wdx
Rn
Z 1/p0 Z 0 −p
ppp
p0 −(p0 −p) p 0
≤ |T f | (Rf ) wdx (Rf ) wdx
Rn Rn
Z 1/p0 p0 −p
≤ c [R(f )−(p0 −p) w]αAp0 |f |p0 (Rf )−(p0 −p) wdx kf kLpp0(w)
Rn
Z 1/p0 p0 −p
−(p0 −p)
≤ c [R(f ) w]αAp0 |f |p wdx kf kLpp0(w)
Rn
1
Z 1−p00 1
Z p0 −p 0
−(p0 −p)
R(f ) w dx = R(f ) p0 −1 w1−p0 dx
|Q| Q |Q| Q
1 Z pp0 −p 1 Z 0
pp−1
0 −1 −1
≤ R(f ) dx w1−p dx 0
|Q| Q |Q| Q
Hence, combining we have
23
p0 −p p0 −1
24
We now estimate [W ]Ap0 : Indeed by Holder’s inequality with exponent
p−1 (p/p0 )0
q = p−p0
= p0
> 1 and q 0 = pp−1
0 −1
.
0 −1
pp−1
Z Z 1 Z 1/q 1 Z
1 1 0
p−p0
0
W dx = (R (h)) p−1 wdx ≤ R (h) wdx wdx
|Q| Q |Q| Q |Q| Q |Q| Q
≤ [R0 (h)w]Ap−1
1
[w]Ap−1
p
≤ c [w]Ap .
25
if and only if there is a finite constant K such that for any cube
Q
Z 1/p
p
|M (σ χQ )| u dx ≤ K σ(Q)1/p
Q
Theorem 7.1 [M] Let 1 < p < ∞ and let kM k the smallest of the constants
C in (29). Then
[u, σ]Sp ≤ kM k ≤ cn p0 [u, σ]Sp
Corollary 7.2
kM k ≤ cn p0 ([u, σ]Ap [σ]A∞ )1/p (30)
Z ∞
X
≤ (− σ)p u(Q) + ap akp u({x ∈ Q : M (σ χQ ) > ak })
Q k=k0
k
Rbut by the standard local Calderón–Zygmund covering lemma since a >
− σ, k ≥ k0 we can find dyadic relative with respect to Q subcubes {Qk,j }
Q
such that for each of these k
26
and Z
a < − σ ≤ 2n ak
k
j∈Z
Qkj
Furthermore the family of cubes satisfies the sparness property. Then using
the Ap condition we continue with t
!p !p−1 Z
X Z X Z
≤ [u, σ]Ap σ(Q)+ap − σ dx u(Qkj ) ≤ [u, σ]Ap σ(Q)+ap − σ dx − u dx σ(Qkj )
k,j Qkj k,j Qkj Qkj
X
≤ [u, σ]Ap σ(Q) + cn [u, σ]Ap σ(Qkj )
j,k
Now by the sparness property of the cubes we can continue last sum with
XZ XZ Z
k
≤ cn − σ dx |Ej | ≤ cn M (χQ σ) dx ≤ cn M (χQ σ) dx ≤ cn [σ]A∞ σ(Q)
j,k Qkj j,k Ejk Q
since the family Ejk is pairwise disjoint and all of them contained in Q.
Putting together we are done.
2
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