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Muckenhoupt Weights and Weighted Estimates
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Calderón–Zygmund Decomposition and Singular Integrals
- Compact Operators and Riesz Schauder Theory
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces Adjoint Operators and Annihilators
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Equivalent Forms of Completeness
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Probability and the Probabilistic Method
- Foundations of the Real Numbers for Analysis
- Fourier Multipliers and Sobolev Characterisations
- Fourier Transform Convolution and Approximate Identities
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Further Trigonometric Identities and Inverse Functions
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Hausdorff via the Diagonal
- Hilbert and Riesz Transforms
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Radon Measures and the Riesz Markov Kakutani Theorem
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Partitions of Unity and Exhaustions
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tempered Distributions and the Fourier Transform
- The Analytic Hahn Banach Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Duality of Lᵖ and L^q
- The Exponential Function
- The Inverse and Implicit Function Theorems
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Real Gamma and Beta Functions
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Trigonometric and Oscillatory Examples in One Variable
- Urysohn's Lemma and the Tietze Extension Theorem
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Volumes of Elementary Solids and Solids of Revolution
2 · Summary
This page develops the Muckenhoupt weighted theory that upgrades the unweighted maximal and singular-integral estimates of the Fourier analysis track to measures . It begins with the conventions: a weight is a locally integrable almost-everywhere positive function, its associated measure is a locally finite regular Borel measure, is the corresponding weighted space, and cube averages and the centred and uncentred maximal functions are compared across cubes and balls up to dimensional constants.
The core of the page is the hierarchy. The characteristic is shown to be equivalent in its cube and ball forms; the endpoint class is controlled by and by the cube-average/essential-infimum form. The classes are nested and closed under the dual weight with the exact characteristic identity; they are doubling; and their weighted averages dominate unweighted averages in the density-to-mass form. Maximal dyadic subcubes at a height give the distribution decay of the weight averages that drives the reverse Hölder self-improvement and the openness of the range in the exponent.
The second half defines and proves the equivalence of membership, power decay and a reverse Hölder inequality. It also proves the weighted maximal theory for doubling weights: the weak bound under , Marcinkiewicz interpolation, and the characterisation of by the boundedness of the Hardy–Littlewood maximal operator on .
The final block assembles the good- machinery — a Whitney-type dyadic covering of proper open sets, annulus far-field estimates, finiteness of the kernel tails of weighted functions, and the unweighted and weighted local good- inequalities — and proves the weighted Calderón–Zygmund theorem for maximal truncations: strong bounds for , the weak endpoint for , and the conditional clause upgrading almost-everywhere convergence on a dense subspace to all of . The Hilbert and Riesz transforms are the concrete corollary, and a closing remark explains why the endpoints are not obtained by setting .
Every statement that needs a choice principle names it: the differentiation lemma for doubling weights, the reverse Hölder lemma, the power-decay converse chain, the characterisation and the weighted Calderón–Zygmund/Hilbert–Riesz results assume Dependent Choice, which supplies the density of in and the almost-everywhere differentiation inputs; the remaining items use at most Countable Choice.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Weights, their associated measures, and the spaces L^p(w)
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()), the principle used by the completeness statement below.
Weights. A weight on is a Lebesgue measurable function such that for every Euclidean ball with , and for Lebesgue-almost every (Lebesgue measurable sets, the family , and the restricted set function , Measure-null sets and almost-everywhere statements relative to a measure). Thus a weight may vanish or be infinite only on a Lebesgue null set.
Set where and otherwise. This positive finite-valued representative belongs to in the precise sense of A locally integrable function on . In all finite-valued function interfaces and reciprocal powers below, use this representative and denote it again by . Its associated measure, cube integrals and almost-everywhere assertions agree with those of the original extended-valued weight.
The -measure. For a Lebesgue measurable set the -measure of is The map is countably additive by the indefinite-integral theorem (The indefinite integral of a nonnegative measurable function is a measure), so it is a measure on the Lebesgue -algebra; its restriction to the Borel sets is a Borel measure. It is finite on bounded sets: a bounded lies in some ball , and monotonicity of the integral together with gives . It is therefore a locally finite (equivalently, Radon) Borel measure: is locally compact and -compact ( is locally compact and -compact), so every open subset is -compact (for a proper open , use, for integers , : distance to the closed complement is continuous by the triangle inequality, so is closed and bounded, hence compact by Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, and ; for use closed balls), and Sigma-compact open sets make locally finite Borel measures regular makes the measure regular. Since is -compact, is -finite as well.
Because almost everywhere, a Lebesgue measurable set is -null exactly when it is Lebesgue null: the integral of over a Lebesgue null set vanishes, and conversely forces a.e. on , hence since a.e.
The spaces . Fix . For a measurable the weighted functional is the value being assigned when the integral diverges. Since and is a measure, this is the functional of the measure space in the sense of The function space for , and is the corresponding quotient of the class of measurable with by the functions that vanish -almost everywhere (The space as the quotient by null functions); complex-valued are admitted under the componentwise conventions of Complex Lp classes and Euclidean test-function conventions. Equivalently, and this is how the norm is used below, and the quotient norm is well defined (The norm descends to the quotient and makes a normed space for ); the real space is complete by Riesz-Fischer completeness of for applied to . For complex functions, real and imaginary component projections contract the norm and recombination has norm at most the sum of the component norms (Complex Holder, Minkowski, and the quotient norm). A complex Cauchy sequence therefore has two real Cauchy components with limits, whose recombination is its complex norm limit; hence the complex space is Banach as well. Because the -null sets are exactly the Lebesgue null sets, membership of and equality in are determined by the same negligible sets as in unweighted measure theory.
Axis-parallel cubes, their averages, and cube maximal functions
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()), the principle already assumed by the published ball-based maximal functions.
For and let be the open axis-parallel cube with centre and side length , so that . Its half-open counterpart is a box in the sense of Half-open boxes in and their volume with the same real endpoints and , and the box-measure theorem (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included) gives ; the face convention is immaterial because all boxes with the same endpoints have the same Lebesgue measure. For , denotes the cube concentric with whose side length is times that of ; thus and by the same box-measure computation.
For (A locally integrable function on ) and an axis-parallel cube the average of over is the finite number , and is the average of the nonnegative function . For any nonnegative measurable , the same notation denotes an extended average in , with value when the integral diverges. The centred and uncentred cube maximal functions of are the second supremum taken over all axis-parallel cubes with , that contain . Both functions take values in .
These are the cube analogues of the published centred and uncentred ball-based Hardy-Littlewood maximal functions and (The centered and uncentered Hardy-Littlewood maximal functions), whose averages are formed with the ball average operator (The average of a locally integrable function over a Euclidean ball). Every Euclidean ball between the inscribed and circumscribed cube of a fixed cube has comparable volume, so the ball and cube maximal functions are pointwise comparable by a constant depending only on ; that comparison is proved on this page. The two functions and are themselves pointwise comparable by , since the centred cube is among the cubes containing , and every cube lies in , whose volume is .
Ball and cube maximal functions are pointwise comparable
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). There is a constant , depending only on the dimension, such that every Euclidean ball contains an axis-parallel cube and is contained in an axis-parallel cube with ; explicitly, for one may take and and . Consequently, for every and every , and the centred versions satisfy the same two-sided comparison with a constant that is a dimensional power of (with and for a comparison constant; the displayed is the one for the pure cube sandwich, up to dimensional factors). Hence the cube-based and ball-based Muckenhoupt characteristics and differ by at most a dimensional power of such a , and boundedness of the ball maximal operator on is equivalent to boundedness of any cube maximal function.
Facts & Assumptions
Given: Countable Choice, a locally integrable , and points and radii as below.
has side , Lebesgue measure , its dilates satisfy , and (Axis-parallel cubes, their averages, and cube maximal functions).
and , the second supremum over all Euclidean balls containing (The centered and uncentered Hardy-Littlewood maximal functions).
Every ball is Lebesgue measurable with , and with (Euclidean balls have positive finite Lebesgue measure, For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it, Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation), since .
For a nonnegative measurable the set function is a measure (The indefinite integral of a nonnegative measurable function is a measure), so measurable implies (Measures are monotone).
Proof
Sandwiches: for one has and , because for all gives , and gives for every . By [F1] and [F3], and , so the ratio is ; also and .
First comparison: fix and . For every , step 1.1 and [F4] give , hence ; taking the supremum over gives , and the same computation with a ball containing in place of the centred ball gives .
Second comparison: let contain . Then , and , so by [F2] ; moreover and [F4] give , hence by [F3]. Taking the supremum over all gives ; for the centred version the same computation with and gives .
Both assertions of the Statement now follow with , which is finite because : the two-sided pointwise bounds are steps 2.1 and 2.2 (the displayed sandwich constant appears here only through dimensional factors). For the characteristic comparison, let be a weight, and ; for a cube let be a ball with and , and note that [F4] applied to and gives . Conversely every ball is contained in a cube with , so monotonicity of both integrals bounds the ball product by times the cube product; the two suprema therefore differ by at most the dimensional factor . Finally, because all four maximal functions are pointwise comparable in pairs by constants independent of , if one of them has finite norm for every then so do the others, with norms bounded by the corresponding dimensional multiples; this is the asserted equivalence of boundedness.
Muckenhoupt A_p and A_1 weights
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Fix . All averages and maximal functions below are the cube-based ones of Axis-parallel cubes, their averages, and cube maximal functions. Nonnegative measurable averages are extended integrals in ; in particular the reciprocal-weight average may be infinite before membership is established. Use the positive finite representative of Weights, their associated measures, and the spaces L^p(w) for reciprocal powers.
The class , . A weight (Weights, their associated measures, and the spaces L^p(w)) belongs to when the supremum over all axis-parallel cubes , and is the characteristic of . The supremum over all Euclidean balls instead differs from the cube supremum by at most a dimensional factor: the two sandwiches of Ball and cube maximal functions are pointwise comparable compare - and -averages over nested balls and cubes, so is finite exactly when is, and the two numbers are bounded by dimensional powers of one another. If , then and for every cube (both are finite or nonzero because a.e. and is finite), so and every cube satisfies and .
The class . A weight belongs to when almost everywhere for some constant , where is the uncentred ball maximal function of The centered and uncentered Hardy-Littlewood maximal functions; by the ball-cube comparison this is equivalent to the same pointwise bound for the uncentred cube maximal function , and pointwise (an uncentred cube of side is contained in the centred cube of -fold volume), so the centred form is equivalent as well. For an weight the infimum of admissible constants is attained: choose admissible , discard their countably many exceptional null sets, and pass to the limit in . Thus the characteristic is defined as the least such , and holds almost everywhere. The class is not obtained by substituting into the formula: the reciprocal power has no finite-exponent analogue, and the equivalent cube-average/essential-infimum condition , with a dimensional factor is a separate lemma on this page. Here , the lower-bound analogue of The essential supremum of a measurable function with respect to a measure. It is finite because is integrable on , and is at least this supremum a.e.: take a sequence of admissible bounds tending to it and discard their countable union of null exceptional sets.
Invariance. Translations, positive isotropic dilations and positive scalar multiples preserve both classes with the same characteristic: for one has and, with , by the change-of-variables theorem applied to the translation (A C^1 diffeomorphism satisfies the change-of-variables formula for L^1 functions), which carries cubes to cubes of the same side length; for with the determinant introduced by the substitution cancels between the two averages, since ; and for . The same computations apply verbatim to the condition a.e.
The two defining forms of A_1 agree
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be a weight on (Weights, their associated measures, and the spaces L^p(w)). Then the following are equivalent:
- almost everywhere for some constant , where is the centred ball maximal function (The centered and uncentered Hardy-Littlewood maximal functions);
- , the supremum over axis-parallel cubes, where the essential infimum is defined in Muckenhoupt A_p and A_1 weights.
Moreover the least constants satisfy and for a dimensional constant , and the same equivalence holds with the uncentred maximal function in place of . In particular the cube-average/ essential-infimum condition may be used as an equivalent definition of with a characteristic changed only by a dimensional factor; a positive average divided by a zero essential infimum is interpreted as ; the class itself is the one of Muckenhoupt A_p and A_1 weights.
Facts & Assumptions
Given: Countable Choice; A weight , the centred and uncentred ball maximal functions and , and the cube averages .
and Lebesgue-a.e., and for every cube one has (Weights, their associated measures, and the spaces L^p(w)).
For every ball there is an axis-parallel cube with , and for every cube there is a ball with ; consequently, if and , then by nonnegativity (Ball and cube maximal functions are pointwise comparable).
For a nonnegative function the set where does not satisfy a pointwise inequality of the form a.e. is contained in a null set, and countable unions of null sets are null (Measure-null sets and almost-everywhere statements relative to a measure).
is countable and dense in , so cubes with rational centre and rational side length approximate any given cube from outside with volume comparable by a fixed factor ( is a countable dense subset of , and rational open boxes form a countable basis).
Proof
Assume (1), with constant . For each cube of side and each , the centred ball contains and has volume at most a dimensional multiple of . Thus for almost every . Taking the essential infimum and then the supremum in gives . If the hypothesis instead uses , the same estimate holds since .
Assume (2). For each rational-centred, rational-sided cube , the set is null. Their union is null by [F3, F4]. For and any ball , choose a rational cube with . Then . Taking the supremum over these balls gives , hence also .
Steps 1.1 and 1.2 prove the equivalence together with the comparable bounds and for one and the same dimensional constant (renaming constants if necessary), and each direction was proved both for and for , so the centred and uncentred forms of condition (1) are equivalent to (2). Therefore the cube-average/essential-infimum condition defines the same class as a.e., with characteristic changed only by dimensional factors.
Duality and nesting of the A_p classes
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be a weight on (Weights, their associated measures, and the spaces L^p(w)). Then:
- For , if and only if its reciprocal power lies in , where , and then (Conjugate exponents, including the endpoint conventions).
- The classes are nested: for with , and for every with for a dimensional constant .
Facts & Assumptions
Given: Countable Choice; A weight and the characteristic constants of Muckenhoupt A_p and A_1 weights.
The condition is equivalent to the cube-average/essential-infimum form: there is a dimensional constant with for every cube , and conversely the cube-average form with constant gives (The two defining forms of A_1 agree).
Hölder's inequality with conjugate exponents and the generalized form for finitely many factors hold for nonnegative measurable functions; in particular for and nonnegative measurable (Holder's inequality for integrals, including the endpoint cases, Generalized Holder inequality puts products into ).
Proof
Set . Since , one has , and therefore for every cube . Taking suprema, the two suprema are finite simultaneously and ; if , finiteness of its product and positivity of imply local integrability of , so is a weight. Conversely, if , the displayed identity gives the bound for the already given weight .
For put and , so that . By the power-mean inequality of [F2], for every cube ; raising to the -th power gives .
For and every cube , put . By [F1], . For every , a.e. on , so . Taking suprema proves with the stated bound for the entire range .
Combining step 1.2 with the definition, for every cube one has ; taking the supremum in gives and in particular for .
Steps 2.1 and 1.3 are the two nesting assertions, and step 1.1 is the duality assertion together with the exact identity of characteristics; this proves the lemma with .
Weighted average comparison and the density-to-mass estimate for A_p weights
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and (Muckenhoupt A_p and A_1 weights). For every axis-parallel cube and every nonnegative measurable on , and for the same inequality holds with replaced by , where is the dimensional constant of The two defining forms of A_1 agree (with the cube-average normalization of the characteristic the factor is exactly ). In particular every is locally integrable. Consequently, for every measurable with , equivalently, if is measurable and for some , then
Facts & Assumptions
Given: Countable Choice; , , a cube , a nonnegative measurable on , and a measurable .
For the characteristic is , and with for every cube; for the equivalent cube-average/essential-infimum form gives (Muckenhoupt A_p and A_1 weights, The two defining forms of A_1 agree).
Hölder's inequality: for finite-valued nonnegative measurable on with and , and conjugate finite exponents , (Holder's inequality for integrals, including the endpoint cases).
means , with measurable when is; the integral over a set is additive and monotone (Weights, their associated measures, and the spaces L^p(w), The function space for ).
Proof
Let and use the positive finite representative of . If , the claimed inequality is immediate in the extended order because its right-hand side is . Otherwise is finite a.e.; replace its infinite values on a null set by zero if needed. The functions and have finite - and -integrals respectively, the latter by [F1]. Hölder's inequality with exponents and applied to and gives . Since , one has . Substituting and using yields .
Let . Since and [F1] imply , and a.e. on , one has , and [F1] gives ; dividing by gives .
Density-to-mass. Apply step 1.1 with (for ): and , so , which is the first display. Applying it to when gives , hence and therefore , the equivalent form.
Local integrability. If and is a cube, then steps 1.1 and 1.2 applied to give for , and the analogue holds with ; hence is integrable over every cube, i.e. locally integrable. This uses that for every cube from [F1].
A_p weights are doubling
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and (Muckenhoupt A_p and A_1 weights). Then the measure is doubling: for every axis-parallel cube and every , and for every ball , All constants depend only on , and , never on the particular cube, ball, or point.
Here for , and ; by The two defining forms of A_1 agree, . Thus the constants remain controlled by the stated data, including the ball-normalized endpoint characteristic.
Facts & Assumptions
Given: Countable Choice; , , a cube , , and a ball .
For , every cube satisfies and is an axis-parallel cube with (Axis-parallel cubes, their averages, and cube maximal functions, Muckenhoupt A_p and A_1 weights).
For , every cube and every nonnegative measurable obey for ; for , a.e. gives the same bound with . (Weighted average comparison and the density-to-mass estimate for A_p weights, The two defining forms of A_1 agree).
For every ball one has , and (Ball and cube maximal functions are pointwise comparable, Axis-parallel cubes, their averages, and cube maximal functions), while is a measure, so implies (Weights, their associated measures, and the spaces L^p(w)).
Proof
Apply [F2] on the cube to : then by [F1] and , so . Raising to the -th power and rearranging using gives , which is the cube assertion.
For the ball assertion apply step 1.1 to the cube and the dilation factor : by [F3], , and , so .
Step 1.1 is the cube form with constant and step 2.1 the ball form with constant ; both depend only on and the stated dilation, and no property of , or entered otherwise. This is the asserted doubling property.
Maximal dyadic subcubes of a cube at a height
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , let be an axis-parallel cube with side length and centre , and let be the unique translation-dilation carrying onto the half-open box with the same centre and side length as ; and differ by a Lebesgue-null set. The dyadic subcubes of are the images of the dyadic cubes of the all-generations grid (Dyadic cubes of all generations in R^n).
When forming averages over half-open descendants, extend functions on by zero on ; all such boundary changes are null. Here a dyadic subcube of means a descendant of , rather than literal inclusion in the open cube.
Let satisfy , and let with . Then the dyadic subcubes with that are maximal under inclusion are pairwise disjoint and at most countable, their union equals up to a Lebesgue-null set, where the supremum is over the dyadic subcubes of containing and is the half-open box above; since is Lebesgue null, this is the same as the corresponding set with in place of , up to a null set. Each such maximal satisfies ; and .
Facts & Assumptions
Given: Countable Choice, , the cube and its dyadic subcubes via , a nonnegative , and and .
For dyadic cubes of generations with one has ; every dyadic cube of generation has a unique parent of generation containing it, of volume times its own; and two dyadic cubes are disjoint or one contains the other (All-generation dyadic cubes: partition, volume and nesting, Dyadic cubes of all generations in R^n).
A generation- dyadic cube has centre and side . Its image is the half-open box with centre and side , hence by A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included. The map is bijective, so it preserves inclusion and disjointness; the images of the generation- descendants partition for each .
The set of all dyadic cubes is at most countable: the parameters inject into , which is at most countable ( is a countable dense subset of , and rational open boxes form a countable basis, Every subset of an at most countable set is at most countable).
For nonnegative measurable functions and measurable sets, integrals are monotone in the set (The indefinite integral of a nonnegative measurable function is a measure, Measures are monotone) and finite on by the hypothesis .
Proof
Call a dyadic subcube of bad when . Every bad satisfies by [F4], so ; since the ancestors of a subcube have volumes growing by the factor from generation to generation, only finitely many ancestors of a given bad cube can be bad. The top cube is not bad because , and its subcube family is identified with the all-generations dyadic cubes inside , so the ancestors of any bad subcube that lie inside form a finite chain starting at the bad cube; a maximal bad subcube containing it is therefore obtained by taking the last bad member of that chain.
The maximal bad subcubes are pairwise disjoint: if two of them meet, [F1] and injectivity of make one contain the other, and maximality forces equality. They are at most countable because they are images under the fixed map of a subfamily of the at most countable dyadic grid [F3].
The union of the maximal bad subcubes is exactly : if lies in a maximal bad , then ; conversely, if then some dyadic subcube is bad, and step 1.1 contains it in a maximal bad subcube , which also contains since and dyadic subcubes are nested [F1]. This is an equality of sets, hence a fortiori equality up to a null set.
For a maximal bad subcube : if its parent exists with and by [F1] and [F2]; maximality makes good, so by [F4], and hence . If then as well. Finally, pairwise disjointness gives , and on each bad one has , so summing over the at most countable disjoint family and using yields .
Distribution decay from maximal cubes for A_p weights
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , let (Muckenhoupt A_p and A_1 weights), let be an axis-parallel cube with , and fix . Put and let be the union of the maximal dyadic subcubes (in the sense of Maximal dyadic subcubes of a cube at a height) with , with when there is none. Then , and , and with one has and ; moreover almost everywhere on .
Here for , and ; by The two defining forms of A_1 agree, . Thus the constants remain controlled by the stated data, including the ball-normalized endpoint characteristic.
Facts & Assumptions
Given: Countable Choice, , , the cube with , , the levels and the sets .
For every one has because , so the subcube lemma applies at the height : the maximal dyadic subcubes with are pairwise disjoint, at most countable, their union equals up to a null set, and each of them satisfies (Maximal dyadic subcubes of a cube at a height).
Since a.e. and , all the sets and their intersections with the maximal cubes are measurable, and is finite on (Muckenhoupt A_p and A_1 weights).
Density-to-mass: for , , a cube and a measurable with one has with for ; for use a.e. to get . (Weighted average comparison and the density-to-mass estimate for A_p weights, The two defining forms of A_1 agree).
For a locally integrable function and almost every point, the averages over a family of sets shrinking nicely to the point converge to the value of the function (Lebesgue differentiation theorem on , Differentiation holds along families shrinking nicely); the dyadic subcubes of containing a point of contain cubes of arbitrarily small side length, and such a cube satisfies , so the family shrinks nicely.
Proof
Since , every dyadic subcube counted in step [F1] at level has average exceeding as well, so it is contained in a maximal subcube at level ; hence . For a maximal level- cube , the set is contained in and measurable, and by [F1]; since , this gives . Summing over the pairwise disjoint maximal level- cubes gives , and iterating with gives .
With the same set of step 1.1 we have , so the density-to-mass estimate [F3] applies: with . Summing over the pairwise disjoint maximal level- cubes, whose union is , gives ; iterating with gives .
Almost everywhere bound. Fix outside the null sets of [F4] and outside the null set on which the union of the maximal subcubes differs from . Then no dyadic subcube containing has , for such an would lie in a maximal subcube counted at level and hence in . The dyadic subcubes of containing shrink nicely to by [F4], so their averages of converge to ; since every such average is at most , the limit satisfies . Thus almost everywhere on .
Steps 1.1, 2.1 and 2.2 are exactly the assertions of the Statement, namely nesting and the two chains of measure bounds together with the almost everywhere bound.
Reverse Holder self-improvement for A_p weights
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and (Muckenhoupt A_p and A_1 weights). Fix and put (the logarithm is the one of The logarithm to a positive base other than one, and the powers are those of Real powers for positive bases, with the zero-base positive-exponent convention). Then and for every axis-parallel cube , Thus satisfies a reverse Hölder inequality with exponent , and and depend only on , , and the fixed .
Here for , and ; by The two defining forms of A_1 agree, . Thus the constants remain controlled by the stated data, including the ball-normalized endpoint characteristic.
Facts & Assumptions
Given: Countable Choice, , , , and the constants of the Statement.
for every cube. For , the defining product is at most and Hölder applies; for , is the cube-average/essential-infimum characteristic above (Muckenhoupt A_p and A_1 weights, The two defining forms of A_1 agree, Holder's inequality for integrals, including the endpoint cases).
For a cube with and , the sets of the maximal dyadic subcubes with satisfy , and almost everywhere on (Distribution decay from maximal cubes for A_p weights).
for and real (Real powers for positive bases, with the zero-base positive-exponent convention), for , , (The logarithm to a positive base other than one), and the elementary exponential identities , follow from The exponential addition formula and the inverse identities of The natural logarithm as the inverse of the exponential function.
Integrals of nonnegative measurable functions over a measurable set are countably additive on disjoint measurable pieces, and monotone under inclusion (Countable additivity and continuity of finitely additive set functions).
Proof
For , Hölder applied to on a cube gives . For , gives . Therefore and , so is well defined.
By [F3], and ; therefore , and the geometric ratio satisfies with .
Fix a cube and apply [F2] with : the sets and , , are disjoint and measurable and cover up to a Lebesgue-null set: indeed for every , so the intersection is -null, hence Lebesgue-null, and a.e. on while a.e. on because . Hence, by countable additivity and monotonicity [F4], , where we used , and from step 2.1.
Dividing the display of step 3.1 by and taking -th roots gives with , which is the asserted reverse Hölder inequality; the constants depend only on and .
The A_p classes are open in the exponent
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and (Muckenhoupt A_p and A_1 weights). Then there is with and bounded in terms of . More precisely, if the dual weight satisfies a reverse Hölder inequality with exponent and constant (as supplied by the previous theorem), then one may take Hence .
Facts & Assumptions
Given: Countable Choice, , , the dual weight , and a reverse Hölder pair for .
Duality: with , where is the conjugate exponent of (Duality and nesting of the A_p classes, Conjugate exponents, including the endpoint conventions).
The reverse Hölder theorem applied to with a fixed supplies and , depending only on and , with for every cube (Reverse Holder self-improvement for A_p weights).
The condition is the finiteness of uniformly in ; all averages are nonnegative and the exponents combine by the usual power laws (Muckenhoupt A_p and A_1 weights, Holder's inequality for integrals, including the endpoint cases).
Proof
By step [F1], with , so [F2] applies to and yields , with for every cube . Define by , i.e. ; since one has and .
With this choice, , so . Therefore, for every cube , by the reverse Hölder inequality and the exponent identity.
Multiplying the estimate of step 2.1 by and inserting the bound valid for every cube gives for every cube; this is exactly the condition with characteristic at most .
The monotonicity part of [F1] gives for every ; step 1.1 and step 3.1 exhibit, for each , an exponent with , so every element of lies in some with . Hence , and and the bound on depend only on (through and the fixed ).
The Muckenhoupt A_infinity class
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
The Muckenhoupt class is the union of the finite-exponent classes: where and are the classes of Muckenhoupt A_p and A_1 weights. Thus a weight belongs to exactly when for some finite , and by the nesting property of Duality and nesting of the A_p classes the witnessing exponent may be replaced by any larger one: if then for every . The class is not defined by a single limit formula in ; its equivalence with the power-decay condition and with the reverse Hölder property is a theorem proved separately on this page.
Every weight is doubling: choose a witnessing exponent using the nesting lemma. Then then A_p weights are doubling gives for every cube and , and the corresponding ball bound with a constant depending only on the indicated data. No new choice principle is used in the definition itself.
Weighted weak (1,1) bound for the maximal function under A_1
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let (Muckenhoupt A_p and A_1 weights) and (so and the maximal functions of The centered and uncentered Hardy-Littlewood maximal functions are defined). Then for every , and the uncentred maximal function satisfies the same estimate with constant .
Facts & Assumptions
Given: Countable Choice, , and .
almost everywhere, and is a locally finite regular Borel (Radon) measure; the cube-average/essential-infimum form of the condition is equivalent to this pointwise form (Muckenhoupt A_p and A_1 weights, The two defining forms of A_1 agree, Sigma-compact open sets make locally finite Borel measures regular, Radon measure on an LCH space).
implies by the weighted average comparison at , so every ball average of is finite (Weighted average comparison and the density-to-mass estimate for A_p weights), and for every the function is continuous in the centre and radius (Ball averages vary continuously with the centre and radius).
Fivefold Vitali covering: for a finite family of balls there is a pairwise disjoint subfamily with (Vitali covering lemma for Euclidean balls with fivefold dilates).
Inner regularity: for the Radon measure and a Borel set , (Radon measure on an LCH space, Sigma-compact open sets make locally finite Borel measures regular).
Proof
The level set is open: is the supremum of the functions , , each continuous by [F2], so is lower semicontinuous. By [F4] its -measure is the supremum of over compact .
Let be compact. Each has a ball with , i.e. ; finitely many of the open balls cover , and [F3] supplies pairwise disjoint balls from that finite cover with and for every .
For each ball of step 1.2 and each one has because ; integrating over against gives , and since we get .
Summing over the pairwise disjoint and using almost everywhere from [F1], .
Taking the supremum over compact in step 3.1 and using the inner regularity of step 1.1 gives . For the uncentred maximal function, every ball satisfies and , so and hence pointwise; consequently and the centred estimate gives .
The weighted maximal function of a doubling weight
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be a weight (Weights, their associated measures, and the spaces L^p(w)) whose measure is doubling with constant :
For the weighted maximal function is and its cube analogue is the supremum over the axis-parallel cubes of Axis-parallel cubes, their averages, and cube maximal functions containing . The weighted averages are finite because and for bounded .
Ball-cube comparability. Balls and cubes of comparable size have -measure comparable by a constant depending only on and : for a cube with centre and side length one has , and iterating the doubling inequality a number of times depending only on gives , while gives the same comparison for balls. Consequently and pointwise: a cube is contained in , whose -measure is at most a dimensional number of doublings times ; conversely each centred ball lies in of comparable -measure. These containments compare each average to one in the appropriate supremum (Ball and cube maximal functions are pointwise comparable provides the unweighted geometric sandwich, and the doubling of converts it to a -measure comparison).
Measurability. For each fixed the function is continuous: the numerator is continuous in the centre by dominated convergence with dominating function over a fixed bounded ball containing all the translates, and the denominator is continuous by dominated convergence with dominating function over such a ball; the denominator is positive (Dominated convergence, and Ball averages vary continuously with the centre and radius for the unweighted averages that underlie the same argument). The same dominated-convergence argument gives continuity in , so the supremum over positive radii equals that over positive rational radii. Hence is Borel measurable (Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable); the same holds for .
The weighted maximal function of a doubling weight is weak (1,1)
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be a weight on whose measure is doubling with constant , and let be the weighted maximal function of The weighted maximal function of a doubling weight. Then there is such that for every and every , Consequently is of strong type with respect to for every (Sublinear operators and weak or strong type bounds), with norm depending only on , and the doubling constant .
Facts & Assumptions
Given: Countable Choice, a weight with doubling of constant , the weighted maximal function , and .
; for each fixed the function is continuous, and is a locally finite regular Borel measure whose level sets are Borel (The weighted maximal function of a doubling weight, Weights, their associated measures, and the spaces L^p(w), Sigma-compact open sets make locally finite Borel measures regular).
Doubling: , so iterating gives for every ball , since .
Fivefold Vitali covering: a finite family of balls has a pairwise disjoint subfamily with (Vitali covering lemma for Euclidean balls with fivefold dilates).
Inner regularity: for the regular Borel measure and a Borel set , (Sigma-compact open sets make locally finite Borel measures regular).
Marcinkiewicz interpolation: a sublinear operator that is weak with constant and strong with constant is strong for every with norm at most (Marcinkiewicz interpolation from weak and strong , Sublinear operators and weak or strong type bounds).
Proof
The level set is open, being the union over of the open sets , which are open because the displayed functions are continuous by [F1]. By [F4] its -measure is the supremum of over compact .
Let be compact. Each admits with ; finitely many of these open balls cover , and [F3] selects pairwise disjoint balls among them with and for every .
By [F2] and the selection of step 1.2, , where the last inequality uses the pairwise disjointness of the .
Taking the supremum over compact in step 2.1 and using the inner regularity of step 1.1 gives , which is the asserted weak bound with .
is sublinear and homogeneous; besides the weak bound of step 3.1 with constant , it satisfies the trivial strong bound with constant with respect to the measure . Hence [F5] applies and gives, for every , for all , a constant depending only on , and .
The Hardy-Littlewood maximal operator characterises A_p
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and let be a weight (Weights, their associated measures, and the spaces L^p(w)). Then the centred maximal operator is bounded on if and only if (Muckenhoupt A_p and A_1 weights); equivalently the uncentred and the cube maximal operators are bounded on exactly for . If then and conversely if is of strong type with respect to then .
Facts & Assumptions
Given: Countable Choice, , a weight , and the exponent ; for the sufficiency direction also and the dual weight .
weights are doubling, with , and for every cube (Duality and nesting of the A_p classes, A_p weights are doubling, Muckenhoupt A_p and A_1 weights).
Marcinkiewicz interpolation gives for whenever is sublinear, weak with constant one and bounded on with constant one; here (Marcinkiewicz interpolation from weak and strong ).
Dyadic cubes partition each generation and are nested or disjoint; all face conventions have the same volume and null boundaries (All-generation dyadic cubes: partition, volume and nesting, A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included). The shifted grids used below have the same properties by the explicit boundary calculation in Proof 1.1.
Chebyshev's inequality and monotone convergence (Chebyshev-Markov inequality for the integral, Monotone convergence for the integral); the ball and cube maximal operators are pointwise comparable by a dimensional constant, as are their centred and uncentred versions (Ball and cube maximal functions are pointwise comparable).
Proof
Finite dyadic covering. For use the grid of half-open cubes , , . The boundary offset of a parent, in child units, differs from the child offset by , so the grids are nested and partition each generation. Given an open cube of side , choose a scale with . In each coordinate the boundary sets of the three offsets are separated by , so an interval of length meets boundaries from at most one offset. Choose an offset avoiding its closure, coordinate by coordinate; then is contained in one of side , with . Consequently , where .
Uniform weighted dyadic bounds. For any locally finite measure with a weight, set . Restrict first to generations . The maximal bad cubes at height exist because ancestor chains are finite; they are countable and disjoint, and cover the restricted superlevel set, so its -measure is at most . Letting gives weak with constant one. The operator is sublinear and bounded on with constant one, so [F2] gives , independently of and its doubling constant. Measurability follows from the countable grid.
Sufficiency, pointwise estimate. Suppose , let , and fix one grid. Set , and , with powers assigned arbitrarily on the common null set where or is not positive finite. For every grid cube and almost every , . Thus . Raise to and integrate with respect to Lebesgue measure over to get . The bound holds also for half-open cubes because their boundaries are null. Taking suprema at yields .
Sufficiency, norm estimate. We have and . Step 1.2 therefore ensures and , and step 1.3 gives . By step 1.1, the maximum over the grids has norm at most times this bound. The ball/cube comparisons [F4] give the displayed estimate for all the stated maximal functions, with a constant depending only on .
Necessity. Suppose for locally integrable inputs in . By [F4], has bound . For a cube put , setting it to zero on the null set of exceptional weight values. It is bounded, compactly supported, and belongs to . On , . Since , the norm bound implies , hence . Let and use monotone convergence [F4] to obtain for every cube. Thus , completing both directions.
A_infinity weights satisfy power decay
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let (The Muckenhoupt A_infinity class). Then there are , depending only on , on a witnessing exponent and on , such that for every axis-parallel cube and every measurable . Explicitly one may take and , where and are the reverse Hölder exponent and constant supplied for a witnessing weight.
Facts & Assumptions
Given: Countable Choice, , a witnessing exponent with , a reverse Hölder pair , a cube and a measurable .
means for some , and then for every cube (The Muckenhoupt A_infinity class).
The reverse Hölder theorem applied to a fixed gives and , depending only on and , with for every cube (Reverse Holder self-improvement for A_p weights).
Hölder's inequality: for a measurable set , (the exponents and are conjugate) (Holder's inequality for integrals, including the endpoint cases, Real powers for positive bases, with the zero-base positive-exponent convention).
Proof
Since , there is a witnessing exponent with by [F1]; applying [F2] produces and with the normalized reverse Hölder inequality.
For the cube and measurable , Hölder's inequality [F3] gives ; the reverse Hölder inequality bounds the first factor by , so .
Dividing by gives with and , and both constants depend only on , the witnessing exponent and (and on the auxiliary , which is fixed in the construction).
Power decay implies doubling
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be a weight on (Weights, their associated measures, and the spaces L^p(w)) and suppose there are constants such that for every axis-parallel cube and every measurable . Then the measure is doubling, with a constant depending only on , and : there is with for all and .
Facts & Assumptions
Given: Countable Choice; A weight and constants with the displayed power decay property.
and Lebesgue-a.e., , and is a locally finite measure with the -null sets equal to the Lebesgue-null sets (Weights, their associated measures, and the spaces L^p(w)).
has side and Lebesgue measure ; if are measurable then , and for nested cubes (Axis-parallel cubes, their averages, and cube maximal functions, For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it).
A ball is contained in the cube , and a cube is contained in (Ball and cube maximal functions are pointwise comparable).
Proof
Choose with , for instance , and put . If is measurable with , then , so the power decay applied to gives and hence . Both and depend only on and .
Fix and , let and , and let be the least integer with ; then depends only on and , hence only on . By [F2] one has , so the shell has measure and step 1.1 applied to (whose complement in has measure ) yields for every . Iterating, .
Since , the cube is contained in by [F3], so [F1] gives ; and by [F3], so . Thus is doubling with , a constant depending only on , and ; no property of or entered beyond the display, and the degenerate case is the only case needed since doubling is asserted for positive radii.
Differentiation of L-one functions for a doubling weight
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain), hence Countable Choice (Dependent choice implies countable choice). Let be a weight on whose measure is doubling, and let (Weights, their associated measures, and the spaces L^p(w)). Then for -almost every , more generally the same limit holds along any family of balls or cubes shrinking nicely to (A family shrinking nicely to a point) with -measure comparable to the corresponding ball.
Facts & Assumptions
Given: Dependent Choice, a weight with doubling, and .
is the weighted maximal function of The weighted maximal function of a doubling weight, and it obeys the weak bound for every (The weighted maximal function of a doubling weight is weak (1,1)).
is dense in because is a Radon measure (C_c(X) is dense in L^p(mu) for a Radon measure), with complex density obtained by approximating the two real components separately; a function is continuous, so for every and every family shrinking nicely to the weighted averages of converge to (the averages of are bounded by the maximum of over the shrinking sets, which tends to ).
Chebyshev's inequality: for a nonnegative measurable and , (Chebyshev-Markov inequality for the integral).
Dominated convergence gives continuity in radius for local weighted integrals, and Lebesgue-measurable functions have Borel representatives: apply A function measurable for a completion is almost everywhere equal to one measurable for the original sigma-algebra componentwise using is exactly the completion of the restriction of to the Borel sets, setting infinite values on null sets to zero. These representatives give jointly Borel integrands by composition with continuous maps; Tonelli gives measurable section integrals (Dominated convergence, Borel representatives make the convolution integrand Borel measurable, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
Proof
First suppose globally and put . For and , the centred weighted oscillation is at most , since the corresponding oscillation of continuous tends to zero. These limsups are measurable: for each fixed the integrals are continuous in positive radius by dominated convergence, hence rational radii suffice; joint measurability follows after choosing Borel representatives, and changing them on a null set does not change the a.e. assertion.
For , . The weak bound and Chebyshev give . Taking the infimum over using [F2] makes this measure zero. The countable union over is null, so the centred absolute oscillation tends to zero a.e. For local , apply this result to ; on , sufficiently small centred balls see . The countable union of these exceptional sets is null and , proving the same conclusion for every local input.
Outside the null set of step 2.1, the absolute oscillation over any shrinking set with and is bounded by times the centred oscillation. It therefore tends to zero, and the modulus of the difference between the average of and is at most this oscillation. Balls and cubes shrinking nicely with the stipulated weighted comparability meet these hypotheses. This proves all the stated limits, on a common full-measure set.
Reverse Holder from a distribution estimate for a doubling weight
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain). Let be a weight on whose measure is doubling (The weighted maximal function of a doubling weight), and let be measurable with . Suppose there are such that for every cube and every measurable , Then there are and , depending only on , the doubling constant of , and , such that for every cube .
Facts & Assumptions
Given: Dependent Choice, a weight with doubling, a nonnegative measurable with , constants , a cube , and the levels with .
is a locally finite measure with for every cube; cubes and balls of comparable size have comparable -measure, with a constant depending only on and the doubling constant of (The weighted maximal function of a doubling weight, Weights, their associated measures, and the spaces L^p(w)).
Inside the dyadic subcubes form a family with a top element in which every proper descendant has a parent inside and two cubes are nested or disjoint (Maximal dyadic subcubes of a cube at a height).
Differentiation for the doubling weight : for -almost every point, the -averages of an function over the dyadic subcubes shrinking nicely to the point converge to the value of the function (Differentiation of L-one functions for a doubling weight).
is countably additive on disjoint measurable pieces, and the layered integral identity and Fubini/Tonelli are available (Countable additivity and continuity of finitely additive set functions, Fubini's theorem for L^1 functions on a sigma-finite product, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, For 0 < p < infinity, the layer-cake formula computes the integral of |f|^p from the distribution function).
Proof
Since for every and the top cube has -average , the cube is not bad at any level . For every bad subcube the ancestors of inside form a finite chain ending at ; hence there is a topmost bad ancestor, and the family of maximal bad subcubes (those with no bad proper ancestor inside ) is well defined, pairwise disjoint and at most countable. Let be their union.
Let be a maximal bad subcube at level with parent : then by maximality, and by [F1] since is a cube of twice the side length containing ; hence , that is, . Moreover by the same parent argument, and -almost everywhere on : for a point outside and outside the -null exceptional set of the differentiation lemma, no dyadic subcube has , since such an would lie in a maximal bad cube containing ; the subcubes containing shrink nicely to , so their -averages converge to by that lemma, and the limit satisfies .
Decay of the integrals. For a maximal bad subcube at level , the set is measurable and contained in ; since is the disjoint union of its maximal bad subcubes, on each of which the -average of exceeds , , so because . The hypothesis applied to therefore gives ; summing over the pairwise disjoint maximal cubes at level yields , hence by iteration.
Integral bound. If , then -a.e. on and the conclusion is immediate. Otherwise as above. Summing the bounds from step 3.1 shows ; hence . The sets and are disjoint measurable pieces covering up to a -null set; by step 2.1, on and on , all -a.e. Hence, for every , . Choose so small that ; then the geometric series converges.
Dividing the display of step 4.1 by and using gives with ; since was arbitrary, the reverse Hölder inequality holds with and this , both depending only on , the doubling constant of , and .
Power decay implies membership in some A_p
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain). Let be a weight on (Weights, their associated measures, and the spaces L^p(w)) and suppose there are constants with for every axis-parallel cube and every measurable . Then (Muckenhoupt A_p and A_1 weights) for , where and the resulting bound on depend only on ; consequently (The Muckenhoupt A_infinity class).
Facts & Assumptions
Given: Dependent Choice, a weight , constants with the displayed power decay, and a cube .
is a locally finite measure with for every cube ; subsets have smaller measure, and (Weights, their associated measures, and the spaces L^p(w)).
Power decay implies that is doubling, with a doubling constant depending only on (Power decay implies doubling).
Reverse Hölder from a distribution estimate: if is a doubling measure of the form and is measurable with and with for some and every cube and measurable , then there are and , depending only on , the doubling constant of , and , with for every cube (Reverse Holder from a distribution estimate for a doubling weight, The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain).
For real exponents, and satisfies and (Real powers for positive bases, with the zero-base positive-exponent convention).
Proof
The density implication. Put and let be measurable with . Then : otherwise , so power decay applied to the complement gives , whence , a contradiction. Equivalently, writing and , the hypothesis of [F3] holds with and this : implies .
Applying the reverse Hölder lemma. The measure is doubling by [F2], and has for every cube, so ; step 1.1 supplies the density implication with and . By [F3] there are and , depending only on , the doubling constant of , and hence only on , such that, for every cube , , since and .
From the reverse Hölder estimate to . Put and , so that and ; write . Step 2.1 reads , hence by [F4], since . Multiplying by and using gives for every cube . Therefore , that is, , and by the definition of the latter as the union of the finite-exponent classes.
The A_infinity power-decay characterisation
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain). Let be a weight on (Weights, their associated measures, and the spaces L^p(w)). Then the following are equivalent:
- (The Muckenhoupt A_infinity class), that is, (Muckenhoupt A_p and A_1 weights) for some ;
- there are with for every axis-parallel cube and every measurable ;
- satisfies a reverse Hölder inequality: there are and with for every axis-parallel cube .
All constants in each condition depend only on and on the constants appearing in the assumed condition.
Facts & Assumptions
Given: Dependent Choice; a weight ; the three conditions (i), (ii), (iii) of the statement.
(i) implies (ii): for there are , depending only on , a witnessing exponent and , with for every cube and measurable (A_infinity weights satisfy power decay).
(ii) implies (i): power decay with constants forces for with and the bound on depending only on , hence (Power decay implies membership in some A_p).
(i) implies (iii): for and there are and , depending only on , and , with for every cube (Reverse Holder self-improvement for A_p weights); this is applied to a witnessing exponent of .
Hölder's inequality for the conjugate exponents and : for measurable ; all cube averages are those of Muckenhoupt A_p and A_1 weights and is a real exponent (Holder's inequality for integrals, including the endpoint cases, Real powers for positive bases, with the zero-base positive-exponent convention).
Proof
(i) implies (ii). If , then for a witnessing , and [F1] supplies , depending only on , and , with for every cube and measurable .
(ii) implies (i). If power decay holds with constants , then [F2] gives and with and bounded in terms of ; by the definition of as the union of the classes , , this is (i).
(i) implies (iii). Let with witnessing exponent , which may be taken finite by (i). By [F3] there are , , depending only on , and , with for every cube , which is condition (iii).
(iii) implies (ii). Suppose (iii) holds with and . For a cube and measurable , [F4] gives ; substituting (the -th power of the reverse Hölder inequality, since ) yields , that is, (ii) with this same and .
The cycles (i) (ii) (i) of steps 1.1 and 1.2 and (i) (iii) (ii) of steps 1.3 and 1.4 exhibit each of the three conditions as equivalent to the others; the constants recorded in steps 1.1, 1.2, 1.3 and 1.4 depend only on and on the constants appearing in the assumed condition, as claimed.
Maximal dyadic cubes covering a proper open set
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and let be a nonempty, open and proper subset of . Use the all-generations dyadic cubes of Dyadic cubes of all generations in R^n; for a dyadic cube and let denote the concentric cube with side length times that of , and write for the side length. Put Then:
- possesses maximal elements, i.e. cubes of that are contained in no strictly larger cube of .
- The maximal elements of are pairwise disjoint, they are at most countable, and their union is exactly .
- If is a maximal element of and is its dyadic parent, then and , so some satisfies ; every such obeys for all . In particular while .
Facts & Assumptions
Given: Countable Choice, , a nonempty open proper , and the family of the Statement.
A dyadic cube with , is the half-open box of side , it contains its centre , and two dyadic cubes of generations that meet satisfy (Dyadic cubes of all generations in R^n, All-generation dyadic cubes: partition, volume and nesting).
A subset of is open in the metric topology when every point of it has a Euclidean ball around it contained in it (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Open ball, closed ball and sphere in a metric space), and the Euclidean, and data satisfy (The finite and reverse triangle inequalities for a norm; and for every norm on satisfies and is Lipschitz, hence continuous, for ).
The set is at most countable ( is a countable dense subset of , and rational open boxes form a countable basis) and a subset of an at most countable set is at most countable (Every subset of an at most countable set is at most countable).
For every real there is a natural number with (Every complete ordered field is Archimedean).
Proof
is nonempty and covers locally: fix ; by [F2] there is with . Choose with , let be the generation- dyadic cube containing , and let . Since and has side , [F1] gives and , so by [F2] ; hence . Thus and contains .
Maximal elements exist: let and , which exists because is proper, and fix . If an ancestor of of side lies in , then , so ; now gives and every point of is within -distance of , so [F2] gives and, for first, , by the reverse triangle inequality in ; that is, . The ancestors of have side lengths with increasing as decreases, so by [F4] only finitely many of them have side ; hence only finitely many ancestors of lie in , and among those finitely many there is one of least generation, which is a maximal element of containing . Taking arbitrary shows that every cube of lies below a maximal element, and in particular maximal elements exist.
The maximal elements are pairwise disjoint: if are maximal and meet, then by [F1] one contains the other, and maximality forces . They are at most countable: the map sending a dyadic cube to its centre is injective on any family of pairwise disjoint cubes (a cube contains its own centre), its values are points of because , and is at most countable, so [F3] makes the family at most countable.
Their union is exactly : each maximal element lies in , hence is contained in , so the union is a subset of ; conversely, for step 1.1 supplies with , and step 2.1 supplies a maximal element containing , hence containing . Thus .
Let be maximal in and let be its dyadic parent: has side , its centre differs from by at most in each coordinate, so . Maximality gives , that is, , so there is with ; every point of is within -distance and every point of within -distance of the centre of , so [F2] bounds the -distance between any and by ; in particular while .
Scaffold repair recorded. The scaffolded form of this lemma asked for the dyadic cubes contained in that are maximal under inclusion, with the parent of a maximal cube not contained in . That form is false: for the nonempty open proper set and the all-generations grid, every dyadic cube contained in is contained in a strictly larger ancestor also contained in (the ancestors of the cube are , all inside ), so maximal elements do not exist at all; with the bounded grid of generations taken instead, a generation- maximal cube can be at distance far exceeding a multiple of its side length from , so no point can be found near it. The version proved above is the Whitney-type statement actually needed by the good- estimate: the cubes are maximal in the family adapted to (), and they retain the near-boundary point with the uniform bound .
Dyadic annulus far-field estimates for the maximal function
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , , and . Then where is the centred Hardy-Littlewood maximal function (The centered and uncentered Hardy-Littlewood maximal functions) and depends only on and .
Facts & Assumptions
Given: Countable Choice, , , and .
For every locally integrable one has , and each average is finite because is integrable over balls (The centered and uncentered Hardy-Littlewood maximal functions, A locally integrable function on ).
Every ball is Lebesgue measurable with (Euclidean balls have positive finite Lebesgue measure), the dilates of the unit ball satisfy with (For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it), and a ball is contained in the axis-parallel cube of measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included).
For a sequence of nonnegative measurable functions increasing to , the integrals increase to (Monotone convergence for the integral).
If are measurable then (Measures are monotone).
Proof
The sets , , are pairwise disjoint measurable sets whose union is . Each partial sum increases with to , so monotone convergence [F3] gives , and every term is finite because by [F1] and [F2].
For one has , and , so [F4] and [F2] give .
Summing the geometric series in step 2.1 with ratio gives , which is the asserted inequality with .
Why the exponent range is . The endpoint is not available: for the locally integrable function , the point and one has , while grows without bound as , by Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma and The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t. Hence no constant independent of can bound that integral by ; the divergence of at is not removable, and only exponents occur in the Hölder estimates for standard kernels used on this page.
Kernel tail integrals of weighted L-p functions are finite
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , (Muckenhoupt A_p and A_1 weights), and let be measurable and satisfy the pointwise size bound for . Then for every , every and every , a finite bound depending only on the stated data and on the cube . Consequently the truncated singular integrals and (Maximal truncated singular integrals) are defined at every point by absolutely convergent integrals, and they are Borel measurable functions of the centre .
Facts & Assumptions
Given: Countable Choice, , , the size bound , , and .
Write for and . Weighted average comparison: for every cube and nonnegative measurable , , so (Weighted average comparison and the density-to-mass estimate for A_p weights).
Power decay: since (The Muckenhoupt A_infinity class), there are , depending only on and the data of a witnessing exponent, with for measurable (A_infinity weights satisfy power decay).
is a locally finite measure and for every cube (Weights, their associated measures, and the spaces L^p(w), Muckenhoupt A_p and A_1 weights).
Monotone convergence passes through increasing nonnegative sums (Monotone convergence for the integral). For a jointly measurable nonnegative integrand, the integral over a product space may be computed by iterated integrals (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product), and (Weights, their associated measures, and the spaces L^p(w)).
Translations are norm-continuous in complex (Complex translation, convolution, approximate identities, and mollification); dominated convergence applies under an integrable majorant (Dominated convergence).
Proof
Cover by the annuli , , which are pairwise disjoint with union and each contained in the ball after the substitution . Hence by monotone convergence and monotonicity of the integral.
For each put and . By [F1], , while is a dimensional constant. By [F2] applied to , , so .
Substituting the bounds of step 1.2 into step 1.1 gives , and the geometric series converges because ; this is the asserted finite bound with .
The estimate proves absolute convergence of every truncation. For fixed , the annular kernel is bounded and compactly supported. Near a fixed , truncate to a bounded ball containing all arguments under consideration, obtaining an function . Then by [F5]. Thus each finite truncation is continuous and Borel. Dominated convergence gives , which is Borel. Continuity of the defining integrals in the cutoff radii follows from absolute integrability and null spherical boundaries, so rational cutoffs suffice in both maximal suprema; these maximal functions are Borel as well.
Unweighted local good-lambda estimate for maximal truncations
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , , and let (pointwise size , standard -Hölder , cancellation ), a principal-value distribution for , and the associated -bounded convolution operator with norm be as in the published maximal-truncation theorem, with truncations , and maximal truncations (Maximal truncated singular integrals, Standard (Hölder) Calderón–Zygmund kernels, Calderón–Zygmund kernels and their associated operators). Let be such that for every and , so that , , and are defined at every point, and let be such that is a proper open set. Then there are constants and , depending only on and , such that for every , The same inequality holds with throughout whenever is a proper open set. More precisely, for either or under its stipulated level-set hypothesis, each Whitney cube used in the proof satisfies If , interpret ; then the kernel and both maximal truncations vanish.
Facts & Assumptions
Given: Countable Choice; , , constants ; the kernel , distribution , operator and function of the Statement; with a proper open set; with fixed in step 3.1; the centred maximal function (The centered and uncentered Hardy-Littlewood maximal functions).
for and whenever (Maximal truncated singular integrals, Standard (Hölder) Calderón–Zygmund kernels), and for and one has , with pointwise (Maximal truncations: weak (1,1) and strong Lp bounds).
For a nonempty open proper the Whitney family of Maximal dyadic cubes covering a proper open set consists of pairwise disjoint dyadic cubes , at most countable with , and each comes with satisfying for all .
For , , and , (Dyadic annulus far-field estimates for the maximal function).
For every cube and one has ; in particular if then (Ball and cube maximal functions are pointwise comparable).
Lebesgue measure (and any measure) is countably additive on pairwise disjoint measurable sets, so for pairwise disjoint measurable sets one has (Countable additivity and continuity of finitely additive set functions).
Proof
Whitney geometry. Treat either or , with its own proper open set ; if this set is empty the assertion is immediate. Apply [F2] to obtain disjoint cubes covering it and points with for , where . Put , and . Choose with whenever such a point exists. For and , , with ; the distances are mutually comparable. Also with . These follow from coordinate bounds and the triangle inequality.
Local part. Put and . By [F4], . The weak estimate [F1] for either maximal truncation therefore gives . Cubes with no contribute nothing to the target set.
Uniform difference of far truncations. Fix and . On the common part of the cutoff domains, Hölder smoothness bounds the integral of the kernel difference by : compare with , use , and apply [F3] at . For each cutoff radius (the lower radius and, for double truncations, also the upper radius ), a mismatch lies where one of is at most and the other is greater than . Their difference is at most . If the mismatch meets , the geometry implies , both distances are comparable to , and . Thus the kernel contributing on either mismatch is at most and its integral is bounded by . There are at most four mismatch pieces. It follows uniformly in all admissible cutoffs that the two far truncations at and differ by at most . For use only the lower cutoff.
Far truncations at the boundary point. Choose with and . If , the far truncation equals the corresponding truncation of , bounded by . If , split the far integral at ; the part beyond is the corresponding truncation of and is at most , while the part below is bounded by because vanishes within distance of . If , only this latter bound is needed. For single truncations the same proof uses . Consequently .
Combining steps 2.2 and 2.3 gives on . Choose the dimensional in so that this is at most for . Subadditivity then implies . Apply step 2.1 and sum over the disjoint Whitney cubes using [F5] to obtain . The proof applies separately to both , establishing the two asserted estimates.
Weighted good-lambda inequality for maximal truncations
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let (The Muckenhoupt A_infinity class), let be a standard-kernel Calderón–Zygmund operator as in the unweighted local estimate, let , and let with the defining finiteness property and with a proper open set. Then there are , and , depending only on , the Hölder exponent , a witnessing finite exponent and and the constants , such that for every , The same holds with throughout when its own level set is a proper open set.
Facts & Assumptions
Given: Countable Choice, , the operator data , the function and the height .
Unweighted local estimate: with decomposed into the Whitney cubes , for the set satisfies ; the cubes are pairwise disjoint with union (Unweighted local good-lambda estimate for maximal truncations).
Power decay: since , there are , depending only on and the data, such that for every cube and measurable (A_infinity weights satisfy power decay); in particular for every cube.
Lebesgue measure and are countably additive on pairwise disjoint measurable sets (Countable additivity and continuity of finitely additive set functions).
Proof
Keep the Whitney decomposition of supplied by [F1] and let be as there. Each is a measurable subset of with , so the power decay [F2] gives .
Summing step 1.1 over the pairwise disjoint , whose union is by [F1], and using countable additivity [F3]: .
The display of step 2.1 is the claimed inequality with and , valid for every with from [F1]; the same argument applies with in place of by applying the unweighted lemma to its own level set and Whitney decomposition.
Weighted L-p bounds for standard Calderon-Zygmund maximal truncations
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain); this supplies Countable Choice (The Axiom of Countable Choice (), Dependent choice implies countable choice), which the published truncation definitions use. Let , let (Muckenhoupt A_p and A_1 weights), and let (pointwise size , standard -Hölder , cancellation ), a principal-value distribution for , and the associated -bounded convolution operator with norm be as in the published maximal-truncation theorem (Maximal truncations: weak (1,1) and strong Lp bounds, Maximal truncated singular integrals, Standard (Hölder) Calderón–Zygmund kernels, Calderón–Zygmund kernels and their associated operators). If , the kernel and both maximal truncations vanish; otherwise the constants below are obtained by the indicated homogeneous bounds. Then for every the maximal truncations are finite almost everywhere and and the same bound holds for . Moreover, for the weak type bound (Sublinear operators and weak or strong type bounds) holds with . Finally, if the principal-value truncations converge almost everywhere to a measurable for every in a dense subspace of , then the limit exists almost everywhere for every and satisfies the same bound.
Facts & Assumptions
Given: Dependent Choice; the kernel data ; a weight ; ; and, when the weak endpoint is treated, .
For every , every and every the truncated integrals are defined by absolutely convergent integrals, , and the maximal truncations are Borel measurable functions of the centre. Applying the same lemma to the auxiliary kernel also establishes , the finiteness hypothesis of the good- lemma (Kernel tail integrals of weighted L-p functions are finite).
Quantitative weighted good-. Put . When , the local estimate of Unweighted local good-lambda estimate for maximal truncations gives, in each Whitney cube , for . For (The Muckenhoupt A_infinity class), A_infinity weights satisfy power decay gives , with depending only on and a witnessing exponent and characteristic. Summing over the disjoint Whitney cubes, as in Weighted good-lambda inequality for maximal truncations, yields the good- bound with and . This applies to when its level set is proper and open, and separately to under the corresponding hypothesis. If , the kernel and its truncations vanish and no absorption is needed.
Maximal-function bounds: for and , (The Hardy-Littlewood maximal operator characterises A_p); for and , (Weighted weak (1,1) bound for the maximal function under A_1); and for every , because (The centered and uncentered Hardy-Littlewood maximal functions).
Layer cake: for measurable and , , both sides allowed to be ; Fatou's lemma holds for nonnegative measurable functions (For 0 < p < infinity, the layer-cake formula computes the integral of |f|^p from the distribution function, Fatou's lemma).
is Radon. Under DC, is dense in real by C_c(X) is dense in L^p(mu) for a Radon measure; apply it to each component for complex inputs. To obtain smooth density, choose a nonnegative smooth bump equal to one on a small ball and supported in a larger ball by A smooth bump between concentric Euclidean balls, and divide by its positive finite Lebesgue integral to get a unit-mass . For each , the functions are smooth, compactly supported in one fixed bounded ball for , and converge uniformly to (Complex translation, convolution, approximate identities, and mollification, Statement and Proof 1.3–1.4, 2.2, 5.1). Their error is at most the uniform error times the finite -measure of that ball to the power . Thus is dense for every finite , including .
Chebyshev's inequality and the dominated convergence theorem (Chebyshev-Markov inequality for the integral, Dominated convergence).
and are the truncations, , , and pointwise; the kernel obeys and the cancellation bound ; and is the convolution operator with , -bounded with norm , satisfying the off-support representation with kernel (Maximal truncated singular integrals, Standard (Hölder) Calderón–Zygmund kernels, Calderón–Zygmund kernels and their associated operators).
Polar coordinates integrate radial nonnegative kernels (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma). Applying the one-variable mean value theorem along coordinate line segments, componentwise, gives for a smooth compactly supported and a finite determined by its bounded first derivatives (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
Proof
A priori finiteness on the dense class. Fix supported in . In a double truncation, split at radius one. On the part below one, subtract : [F8] bounds the resulting integral by , while cancellation bounds the constant term by . On the part above one, use the original integrand and to obtain the bound . Hence is uniformly bounded. If , the original size estimate gives , so . Each finite truncation is continuous by dominated convergence, so its supremum has open level sets; the decay makes these bounded and proper. By [F3], . The maximal bounds in [F3] therefore give finite norm for , , and finite weak norm for .
Fix , and , with ; if this sum vanishes the truncations are zero and the strong bound is immediate. Write . For every , splitting the level set and applying [F2] gives . By layer cake [F4], . The second distribution term integrates exactly to by the substitution ; it is finite by [F3].
Weak endpoint on the dense class. Let and . If the kernel vanishes and the bound is immediate. Otherwise, since , [F2] applies; for every the same splitting with the weak bound of [F3] in place of the strong one gives . Multiplying by , taking the supremum over (finite by step 1.1) and choosing gives and , and yields ; the weak bound for follows from .
If , both maximal truncations vanish and the bounds are immediate. Otherwise, substituting step 2.1 into the layer-cake identity and using the finiteness of from step 1.1 gives ; choosing gives , and since and one has ; hence , and inherits the bound because by [F7].
Extension to . Let , , , and choose with by [F5]. For every and every fixed pair , [F1] gives , so for each fixed pair and, taking the supremum over all pairs, pointwise. Fatou's lemma [F4] and step 3.1 then give , in particular -almost everywhere, and carries the same conclusions. If instead and , the same approximation gives pointwise, hence for every and by step 2.2, so again -a.e.; inherits both bounds by the pointwise comparison.
Final clause. Let be a dense subspace on which converges almost everywhere as , and let . For and one has pointwise, so for every the set where has -measure at most by Chebyshev [F6] and step 4.1. For every , take the infimum of this bound over ; density makes the infimum zero, so the exceptional set is null; intersecting the resulting full-measure sets over , , shows that is -almost everywhere Cauchy as , so the limit exists -a.e. and is measurable as an a.e. limit of measurable functions [F1]. It obeys pointwise, hence by step 4.1.
Hilbert and Riesz transforms are bounded on weighted L-p
Statement
Assume the Axiom of Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain); this supplies Countable Choice (Dependent choice implies countable choice) for the truncation definitions. Let and (Muckenhoupt A_p and A_1 weights). Then the Hilbert transform on (Truncated Hilbert transform and principal value) and each Riesz transform on (Riesz transforms on Euclidean space) extend boundedly to (Weights, their associated measures, and the spaces L^p(w)), with norms bounded by , where the kernel constants are those recorded for the kernels and : for the Hilbert kernel , , and , and for each Riesz kernel , , and . The maximal truncations of these transforms obey the same bound, and for they satisfy the weighted weak estimate with the same structure of constants.
Facts & Assumptions
Given: Dependent Choice; ; , and in the endpoint discussion ; the Hilbert transform on and the Riesz transforms , , on .
The Hilbert kernel satisfies for and whenever , is odd, and is recorded as a standard -Hölder Calderón–Zygmund kernel with these constants; is the -bounded convolution operator with norm one for the principal-value distribution , and the truncations converge at every point of every Schwartz input to the corresponding value of the class (The Hilbert transform is bounded on Lp, The Hilbert transform is the tempered convolution with pv(1/(pi x)) and has signum Fourier multiplier, Truncated Hilbert transform and principal value).
Each Riesz kernel satisfies , with whenever , and for every ; is the -bounded Fourier multiplier with symbol and operator norm at most one, and its truncations converge at every point of every Schwartz input to the corresponding value of the class (Riesz kernel size, difference and spherical-cancellation bounds, The Riesz transforms are bounded on Lp, The Riesz transform is the principal value of its kernel, with the matching constant, Riesz transforms on Euclidean space).
Weighted Calderón–Zygmund theorem: under the standing Dependent Choice hypothesis, for , , and any kernel data as in that theorem, every has with the same bound for ; if the weak bound holds; and if the truncations converge almost everywhere to a measurable limit on a dense subspace of , then the limit exists almost everywhere for every and satisfies the same bound (Weighted L-p bounds for standard Calderon-Zygmund maximal truncations).
is a Radon measure and is dense in for under Dependent Choice (Weights, their associated measures, and the spaces L^p(w), Weighted L-p bounds for standard Calderon-Zygmund maximal truncations, Facts [F5], which combines Radon density with uniform compact-support smoothing).
The principal-value truncations of the Hilbert and Riesz transforms converge almost everywhere on the dense class of Schwartz functions; indeed the published convergence theorem applies to these kernels with that dense class (Almost-everywhere convergence of principal-value truncations).
Proof
Kernel data in normalized form. For the Hilbert kernel, gives the pointwise size constant , the difference estimate of [F1] is the standard -Hölder condition with , and oddness gives for all , so the cancellation constant is ; the norm bound is , and is the convolution operator with the principal-value distribution of [F1] satisfying the off-support representation with kernel . For each Riesz kernel, [F2] gives the size constant , the standard -Hölder constant , vanishing annulus integrals and hence , and , together with the principal value on Schwartz functions. Hence both families meet the hypotheses of the weighted theorem [F3] with the constants displayed in the statement.
Weighted bounds for the maximal truncations. By [F3] applied to the Hilbert kernel and to each Riesz kernel: for one has and , with the same bounds for and since ; for the theorem gives the weighted weak bounds for the maximal truncations with the corresponding constants.
Almost-everywhere convergence and the bounded extension. Let and . The subspace is dense in by [F4], and for every — a Schwartz function — the truncations converge almost everywhere by [F5]. The final clause of [F3] applied to the Hilbert kernel and to each Riesz kernel therefore gives, for every , an almost-everywhere limit or satisfying the displayed bounds; these limits define the stated bounded extensions. For and the same closure argument applies with the weak bound in place of the strong bound: for , off the null set where the truncations of converge, and tends to zero by density [F4], so the truncations converge -almost everywhere and the limit obeys .
Weighted endpoints are not obtained by setting p equal to one
Remark
The strong weighted estimates of this page, which are stated for , are not the instance of an theory, in three distinct senses.
First, the condition itself degenerates at : the factor in is undefined, and the class is defined instead by the pointwise bound almost everywhere (Muckenhoupt A_p and A_1 weights). The correct replacement for the maximal function is a weak-type estimate, (Weighted weak (1,1) bound for the maximal function under A_1), and the maximal characterisation of is likewise a statement about the strict range (The Hardy-Littlewood maximal operator characterises A_p).
Second, the weighted Calderón–Zygmund theorem attaches the weak bound to the endpoint , not a strong bound (Weighted L-p bounds for standard Calderon-Zygmund maximal truncations); its constant depends on the characteristic and is not universal, exactly as in the maximal case.
Third, the obstruction is not an artefact of the weights: already for the Lebesgue weight , which lies in , the Hardy–Littlewood maximal operator is not of strong type (The Hardy-Littlewood maximal operator is not strong type ). Hence no strong endpoint can be expected for all , and the strict range in the strong weighted theorems is essential.
5 · Examples, counterexamples and false statements
None yet.