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Strong type (1,1) fails for the Hilbert transform

Statement refuted

Assume Countable Choice (The Axiom of Countable Choice (ACω)).

The interval indicator f=1(0,1] lies in L1(R), but its Hilbert transform is Hf(x)=π−1log⁡∣x/(x−1)∣ for x∉{0,1}, which is not integrable because ∣Hf(x)∣≳1/∣x∣ for large x. Hence the Hilbert transform has no compatible strong type (1,1) extension: there is no bounded L1→L1 extension agreeing with the L2 Hilbert transform on L1∩L2. No weak (1,1) estimate is refuted here; the Hilbert transform is a Calderón–Zygmund operator and the companion page proves the weak endpoint instead.

Facts & Assumptions

Given: Countable Choice; the indicator f=1(0,1]; the function q(x)=1πlog⁡∣x∣∣x−1∣ on R∖{0,1}; the dominating function G(x):=∣q(x)∣ off {0,1}, with arbitrary values on that null set; the Lp conventions of Complex Lp classes and Euclidean test-function conventions.

[F1]

For h∈Lp(R), 1≤p<∞, and ε>0, the truncation Hεh(x)=1π∫∣x−y∣>εh(y)x−y dy is an absolutely convergent Lebesgue integral, is defined for every x, and depends only on the almost-everywhere class of h (Truncated Hilbert transform and principal value). The interval-specific domination ∣Hεf∣≤G is proved in step 1.1 below.

[F2]

For every Schwartz function φ the principal value lim⁡ε↓0Hεφ(y) exists at every y and equals Hφ(y); the Hilbert transform extends to an isometric L2 multiplier operator with H∗=−H for the first-variable-linear pairing, so ⟨Hh,ψ⟩=⟨h,H∗ψ⟩ (The Hilbert transform is the tempered convolution with pv(1/(pi x)) and has signum Fourier multiplier, The Hilbert transform is an L2 isometry and squares to minus the identity, The Hilbert transform is skew-adjoint on L2, The Hilbert-space adjoint of a bounded operator).

[F3]

Dominated convergence holds for sequences dominated by an integrable function on a fixed measure space (Dominated convergence); Countable Choice is assumed throughout and is used only through the cited suppliers.

[F4]

Fubini interchanges absolutely integrable complex double integrals, and locally integrable functions with equal distribution pairings agree almost everywhere. (Fubini's theorem for L^1 functions on a sigma-finite product, Locally integrable functions embed in distributions)

Counterexample

technique · direct
1.1F1givenalgebra

Explicit values of the truncations. For x∉{0,1} and 0<ε<d(x):=min⁡{∣x∣,∣x−1∣} the truncation is a sum of ordinary integrals with no singular point in the domain, and direct antiderivatives give: for x<0 or x>1, Hεf(x)=1π∫01dyx−y=1πlog⁡∣x∣∣x−1∣=q(x); for 0<x<1, Hεf(x)=1π(∫0x−ε+∫x+ε1)dyx−y=1π(log⁡x−log⁡ε+log⁡ε−log⁡(1−x))=1πlog⁡x1−x=q(x), since ∣x/(x−1)∣=x/(1−x) there. Hence Hεf(x)=q(x) for every ε<d(x), so lim⁡ε↓0Hεf(x)=q(x) at every x∉{0,1}. Moreover, for 0<x<1 direct integration gives πHεf(x)=(log⁡(x/ε))+−(log⁡((1−x)/ε))+. Since u↦u+ is 1-Lipschitz, ∣Hεf(x)∣≤∣q(x)∣. Outside [0,1] the integrand has one sign, so deleting part of the integration domain also gives ∣Hεf(x)∣≤∣q(x)∣. Thus G dominates the truncations almost everywhere. It is locally integrable because ∣q(x)∣≤π−1(∣log⁡∣x∣∣+∣log⁡∣x−1∣∣) and ∫0a∣log⁡t∣ dt<∞ for finite a>0.

1.2F1F2F3givenalgebraF4

Distributional convergence to the L2 transform. Let φ∈Cc∞(R) and put bε(y):=1π∫∣x−y∣>εφ(x)‾x−y dx; on the domain ∣x−y∣≥ε the double integral ∬∣x−y∣>ε∣f(y)φ(x)∣∣x−y∣ dy dx is finite because ∣x−y∣−1≤ε−1 and f and φ are bounded with bounded support, so Fubini applies and ⟨Hεf,φ⟩=∫01f(y)bε(y) dy. As ε↓0 one has bε(y)=−1π∫∣x−y∣>εφ(x)‾y−x dx→−Hφ‾(y)=−Hφ(y)‾, using that the kernel is real and [F2]; the convergence is dominated by a constant depending on φ, because applying the estimate ∣∫∣t∣>εψ(y+t)t−1dt∣≤∫∣t∣≤1∣ψ(y+t)−ψ(y)∣ ∣t∣−1dt+∫∣t∣>1∣ψ(y+t)∣ dt≤2∥ψ′∥∞+2∥ψ∥1 to ψ=φ‾ bounds all bε(y) uniformly. Hence dominated convergence on the finite-measure set (0,1] gives ⟨Hεf,φ⟩→−∫01f(y)Hφ(y)‾ dy=−⟨f,Hφ⟩=⟨f,H∗φ⟩=⟨Hf,φ⟩.

1.3givenalgebra

q∉L1(R): for x≥2 one has xx−1=1+1x−1 with 1x−1≤1, and log⁡(1+u)≥u2 for 0≤u≤1, so q(x)=1πlog⁡(1+1x−1)≥12π(x−1)≥12πx. Therefore ∫2∞∣q∣≥12π∫2∞dxx=+∞.

2.1F2step 1.1step 1.2algebraF4

Identification of the limit. On each compact K the domination ∣Hεf∣≤G of step 1.1 with G∈L1(K) and the pointwise convergence Hεf→q off the null set {0,1} let dominated convergence pass the limit inside the pairing: ⟨Hεf,φ⟩→∫q φ‾ for every test function φ supported in K, hence for every test function. Comparing with step 1.2, ∫(q−Hf)φ‾=0 for every φ∈Cc∞, and both q and the L2 class Hf are locally integrable, so q=Hf almost everywhere; in particular f∈L1∩L2 with ∥f∥1=1 and Hf=q.

3.1step 2.1step 1.3algebra∎

Suppose T:L1(R;C)→L1(R;C) were bounded and agreed with the L2 Hilbert transform on L1∩L2. Since f∈L1∩L2 by step 2.1, the L1 class Tf would equal the L1 class Hf, which step 2.1 identifies with q; but q∉L1 by step 1.3, whereas Tf∈L1 by definition of T. This contradiction shows that no such T exists, which is exactly the failure of strong type (1,1); the statement says nothing about weak type (1,1).

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