4.Reisz-Thorin Interpolation Theorem | Norm (Mathematics) | Measure (Mathematics)

Lecture notes 4.

INTERPOLATION OF OPERATORS - RIESZ-THORIN
SHOBHA MADAN

1. Riesz-Thorin Interpolation Theorem The setting: (X, µ) and (Y, ν) are two measure spaces, on which we consider the (complex-valued) function spaces Lp (X) and Lp (Y ) for 1 ≤ p ≤ ∞. Let D denote a dense subspace of Lp (X) and let T : D → M(Y ) be a linear mapping, where M(Y ) is the space of ν-measurable functions on Y . In the following, we will let D be the linear space of simple functions on X Theorem 1.1. Let 1 ≤ pj , qj ≤ ∞, j = 1, 2, and suppose there exist constants C1 , C2 > 0 such that Tf
qj

≤ Cj f

pj ,

j = 1, 2

Then for every t ∈ [0, 1], if pt and qt are given by 1/pt = (1−t)/p1 +t/p2 and 1/qt = (1 − t)/q1 + t/q2 , we have Tf
qt

≤ Ct f

pt ,

∀f ∈ D

1−t t where Ct is a constant satisfying Ct ≤ C1 C2 . In other words, as a function of t, the operator norm is a convex function.

First, some remarks: (1) (Historical.) This theorem was first proved by M. Riesz in 1926 for real Lp spaces, using real variable methods, but with the restriction that pj ≤ qj . Thorin (1939) extended the result as stated above for complex spaces. (Littlewood called Thorin’s proof ”the most impudent idea in Mathematics”. Later, in 1964, Calder´n developed the method of Thorin into the Complex o Method of Interpolation. (I strongly recommend the chapter on this in Katznelson’s book). (2) The theorem also holds for sublinear operators. Svante Janson used the Hahn-Banach Theorem to linearize the operators, we explain the idea in these notes.
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SHOBHA MADAN

(3) The proof of the Riesz-Thorin theorem will use a classical theorem from complex analysis called Hadamard’s three lines theorem. This is one of a class of results called the Phr¨gmena Lindel¨f theorems, which are analogues of the maximum modo ulus theorem for unbounded domains. Theorem 1.2 (Hadamard’s three lines theorem). Let Ω = {z ∈ ¯ C : 0 < |z| < 1}. Suppose f : Ω → C is a bounded continuous function which is holomorphic on Ω. Let M : [0, 1] → R be given by M (t) = sup{|f (t + iy)| : y ∈ R}, then log M (t) is a convex function of t. In particular, M (t) ≤ M (0)1−t M (1)t , Proof outline: Without loss of generality, we can choose a = 0, b = 1, and by passing to f1 (z) = M (0)z−1 M (1)−z f (z), we may also assume that M (0) = M (1) = 1. Next, use an auxiliary function such as 2 h (z) = e z and let F (z) = f1 (z)h (z). Then F (z) → f1 (z) as → 0 2 2 and |F (z)| = |f1 (z)|e (x −y ) → 0 as |y| → ∞. Now for large y, use the Maximum Modulus Principle for bounded domains to conclude that |F (z)| ≤ 1. Then we get |f( z)| ≤ 1 and so |f (x+iy)| ≤ M (0)1−x M (1)x . Proof of Riesz-Thorin Interpolation Theorem: Let f = n ak χEk 1 be a simple function on X, where Ek ’s are mutually disjoint sets, each of finite measure. We need to estimate T f Lqt (Y ) . We do this by duality; take a simple function g = m bk χFk on Y . We will prove 1 that
1−t t T f (y)g(y)dν(y) ≤ C1 C2 f Y Lpt (X)

g

Lqt (Y )

.

where 1/qt + 1/qt = 1. Without loss of generality, we assume that ¯ f Lpt (X) , g Lqt (Y ) ≤ 1. Define two functions on the strip Ω by φ(z) = 1−z z 1−z z + , ψ(z) = + p1 p2 q1 q2

Note that φ(t) = 1/pt and ψ(t) = 1/qt . We consider four cases: Case 1. pt = ∞, qt = 1. In this case one of the pairs (p1 , q1 ) or (p2 , q2 ) has to be (∞, 1), and so there is nothing to prove. Case 2. pt < ∞, qt > 1. This is the heart of the matter. We will ¯ define a holomorphic function on Ω, such that Y T f (y)g(y)dν(y) is one of its values. To get an estimate on the modulus of its value, we use Hadamard’s three lines theorem, given the bounds on the boundary of Ω.

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Define
n

fz =
1 m

|aj |φ(z)pt eiθj χEj |bj |(1−ψ(z))qt eiηj χFj
1

gz =

where θj = arg aj and ηj = arg bj . Let F (z) =
Y

¯ T fz (y)gz (y)dν(y), z ∈ Ω

¯ Clearly F is a bounded continuous function on Ω and is also holomorphic on Ω. Further, for s ∈ R, we have the estimate |F (is)| =
Y

T fis (y)gis (y)dν(y) T fis
Lq1 (Y ) Lp1 (X)

gis gis

Lq1 (Y ) Lq1 (Y )

≤ C1 fis Since the Ej ’s are disjoint, we have
n

|fis (y)| =
1

|aj |pt /p1 χEj (y) = |f (y)|pt /p1 |gis | = |g(y)|qt /q1

and similarly It follows that fis and gis Together this implies that |Fis | ≤ C1 ∀s ∈ R A similar computation will give that |F1+is | ≤ C2 ∀s ∈ R The three lines theorem immediately yields
1−t t |F (t)| ≤ C1 C2 . p1 Lp1 (X) q1 Lq1 (Y )

= f = f

pt Lpt (X) qt Lqt (Y )

≤1 ≤1

¯ Case 3. pt < ∞, qt = 1. In this case take gz = g, ∀z ∈ Ω. ¯ Case 4. pt = ∞, qt > 1. Now take fz = f, ∀z ∈ Ω.

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SHOBHA MADAN

2. Some Applications 2.1. The Hausdorff-Young Inequality. Recall that the Fourier transform of a function f ∈ L1 (Rn ) is defined as ˆ F(f )(ξ) ≡ f (ξ) =
Rn

f (x)e2πix.ξ dx.

The operator f → Ff is well-defined for all f ∈ L1 ∩ L∞ (Rn ), which is a dense subspace in each Lp (Rn ), 1 ≤ p < ∞. Clearly, F(f ) and by Plancherel Theorem, F(f )
2 ∞

≤ f

1

≤ f

2,

∀f ∈ L1 ∩ L2 (Rn )

So by interpolating between the pairs (1, ∞) and (2, 2), we see that if 1 ≤ p ≤ 2, then F(f )
p

≤ f

p,

∀f ∈ L1 ∩ L2 (Rn )

where 1/p + 1/p = 1. Hence the Fourier transform extends as a bounded operator on Lp (Rn ) for 1 ≤ p ≤ 2 to Lp (Rn ). 2.2. Young’s Inequality. Using Minkowski’s integral inequality and H¨lder’s inequality, we get the following two convolution inequalities o f ∗g f ∗g
p ∞

≤ ≤

f f

1 p

g p , f ∈ L1 , g ∈ Lp g
p

, f ∈ Lp , g ∈ Lp

Now if p > 1 is fixed, then each g ∈ Lp (Rn ) defines a convolution operator by Tg (f ) = f ∗ g, which is bounded from L1 → Lp and also from Lp → L∞ . By interpolation, if 1 < pt < p is given by 1/pt = (1 − t) + t/p = 1 − t/p,, then Tg (f )
rt

= f ∗g

rt

≤ f

pt

g p , f ∈ L1 , g ∈ Lp

where rt is given by 1/rt = (1 − t)/p. So 1/rt = 1/p + 1/pt − 1. 2.3. The Conjugation Operator. We can now prove Theorem 2.1 (M.Riesz). The operator H (Hilbert transform) is bounded on Lp (T), ∀1 < p < ∞ Proof. We have already proved the inequalities for every even integer value of p, and so by the Riesz-Thorin interpolation, the result holds for ever p ≥ 2. For p ≤ 2, we use duality to estimate the norms.

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3. The sublinear case We will now show that the Riesz-Thorin theorem also holds for sublinear operators. The proof uses the Hahn-Banach theorem to linearize. To understand this, we first assume that the measure space (Y, ν) is countable with ν a discrete measure. Consider the theorem with the word ’linear’ replaced by ’sublinear’ for the operator T . Fix an f0 ∈ D. We need to estimate T f0 qt . For each y ∈ Y , consider a seminorm on D defined by f → |T f (y)| By Hahn-Banach Theorem, there exists a linear functional φy on D such that | f, φy | ≤ |T f (y)| for all f ∈ D, and | f0 , φy | = |T f0 (y)| Now define a linear operator U on D by U f (y) = f, φy Observe that U satisfies the hypothesis of Riesz-Thorin Theorem, and T f0 qt = U f0 qt . For general measure spaces, evaluation of a function at a point is not meaningful. We can do the following: Fix f0 ∈ D and let > 0. Let Ej = {y ∈ Y : j ≤ |T f0 (y)| < (j + 1) }, j = 0, 1, 2, ... The Ej ’s are mutually disjoint measurable subsets of Y . For each j, the map f→
Ej

|T f (y)|dν(y)

defines a seminorm on D, so as before, there exists a linear functional φj such that | f, φj | ≤
Ej

|T f (y)|dν(y) |T f0 (y)|dν(y)
Ej

| f0 , φj | =

Now define a linear operator U by 1 Uf = f, φj χEj . ν(Ej ) j

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SHOBHA MADAN

Note that this is a finite sum. Then 1 |U f0 (z)| = ( |T f0 (y)|dν(y))χEj (z) ν(Ej ) Ej j = E(|T f0 |/F{Rj }) Hence U f0 qt = E(|T f0 |/F{Rj }) qt → T f0 as → 0, by standard approximation arguments.
qt

Department of Mathematics and Statistics, I.I.T. Kanpur, India

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