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The Hilbert transform is bounded on Lp

Statement

Assume Countable Choice. The Hilbert transform H of the L2 multiplier definition extends uniquely to a bounded operator on Lp(R;C) for every 1<p<∞, with norm at most Cp, a constant depending only on p: more explicitly the kernel k(x)=1/(πx) is a standard 1-Hölder Calderón–Zygmund kernel with A2′=2/π and annular constant A1=2log⁡2/π, so that ∥Hf∥p≤Cp(1+2π)max⁡(p,(p−1)−1)∥f∥p(f∈Lp(R;C)) for a numerical constant Cp.

Facts & Assumptions

Given: Countable Choice; the kernel k(x)=1/(πx) on R∖{0}; the operator H of The Hilbert transform is the tempered convolution with pv(1/(pi x)) and has signum Fourier multiplier and The Hilbert transform is an L2 isometry and squares to minus the identity; a compactly supported f∈L2(R;C); a test function φ∈Cc∞(R) supported off supp⁡f.

[F1]

On Schwartz functions H is the principal-value operator with kernel k: for every Schwartz g the limits lim⁡ε↓0Hεg(x) exist at every x and equal (W∗g)(x) for the tempered distribution W=pv 1/(πx), and F(Hg)=−isgn⁡(ξ)g^(ξ) (The Hilbert transform is the tempered convolution with pv(1/(pi x)) and has signum Fourier multiplier, Truncated Hilbert transform and principal value).

[F2]

H has a unique extension to an L2-bounded operator with ∥Hg∥2=∥g∥2 for all g∈L2 and H2=−I; it is skew-adjoint, H∗=−H for the first-variable-linear pairing ⟨u,v⟩=∫uv‾, so ⟨Hf,φ⟩=⟨f,H∗φ⟩=−⟨f,Hφ⟩ (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]

A measurable kernel with pointwise bound ∣k∣≤c∣⋅∣−n satisfies the annular condition of the base definition with A1=c∣Sn−1∣log⁡2; a standard δ-Hölder kernel is a Calderón–Zygmund kernel with Hörmander constant A2=∣Sn−1∣2−δδ−1A2′; and a Calderón–Zygmund operator with constants A1,A2 and L2 norm B extends uniquely to a bounded operator on Lp for 1<p<∞ with ∥Tg∥p≤Cn,p(A2+B)max⁡(p,(p−1)−1)∥g∥p (Calderón–Zygmund kernels and their associated operators, Standard (Hölder) Calderón–Zygmund kernels, Standard Hölder kernels satisfy the Hörmander condition, Calderón–Zygmund operators are bounded on Lp).

[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)

[F5]

Under Countable Choice, polar coordinates integrate every nonnegative Borel function against rn−1dr dσ; in dimension one S0={−1,1} has counting measure. (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma)

Proof

technique · direct
1.1givenalgebra

Size and smoothness of the kernel. ∣k(x)∣=1/(π∣x∣) for x≠0, which is the pointwise size bound with constant 1/π; and for ∣x∣≥2∣y∣>0 the difference is ∣k(x−y)−k(x)∣=1π∣1x−y−1x∣=∣y∣π∣x∣ ∣x−y∣≤2π∣y∣∣x∣2, because ∣x−y∣≥∣x∣−∣y∣≥∣x∣/2. Hence k satisfies the standard 1-Hölder condition with constant A2′=2/π.

2.1F3F5step 1.1algebra

The smooth kernel is measurable and locally integrable away from zero. Its oddness gives k(r)+k(−r)=0, and [F5] gives ∫R≤∣x∣≤2R∣k(x)∣ dx=(2/π)∫R2Rdr/r=2log⁡2/π. For each y≠0, directly integrating the estimate of step 1.1 gives ∫∣x∣≥2∣y∣∣k(x−y)−k(x)∣ dx≤(2/π)∣y∣ 2∫2∣y∣∞r−2dr=2/π. Thus the base kernel conditions hold with A1=2log⁡2/π and A2=2/π; together with step 1.1 they establish standard 1-Hölder status with A2′=2/π.

3.1F1F2step 2.1algebraF4

H is a Calderón–Zygmund operator with kernel k and L2 norm B=1. It is L2-bounded with norm one by [F2], so it remains to prove the off-support representation. Let f∈L2 be compactly supported, let φ∈Cc∞ be supported off supp⁡f, and put d:=dist⁡(supp⁡f,supp⁡φ)>0. By [F2] and the reality of k, ⟨Hf,φ⟩=−∫f(y)Hφ(y)‾ dy=−1π∬f(y)φ(x)‾y−x dx dy, where the inner limit defining Hφ(y)‾=1πp.v.∫φ(x)‾y−x dx is an absolutely convergent integral because ∣x−y∣≥d>0 on supp⁡f×supp⁡φ; the double integral is absolutely convergent over the bounded supports, so Fubini's theorem may be applied and the sign of the denominator changed: ⟨Hf,φ⟩=1π∬f(y)φ(x)‾x−y dx dy=∫(∫k(x−y)f(y) dy)φ(x)‾ dx, the last equality by the definition k(x−y)=1/(π(x−y)) and Fubini. Since the pairing against every test function supported off supp⁡f determines the L2 class off that support, the L2 function Hf agrees almost everywhere off supp⁡f with the locally integrable function x↦∫k(x−y)f(y) dy, which is the representation (3) required of a Calderón–Zygmund operator.

4.1F3step 2.1step 3.1∎

Applying the strict-range theorem [F3] to the Calderón–Zygmund operator H with constants A1=2log⁡2/π, A2=2/π and B=1 yields a unique bounded extension of H to Lp(R;C) for every 1<p<∞ with ∥Hg∥p≤C1,p(1+2/π)max⁡(p,(p−1)−1)∥g∥p; since the dimension is one, C1,p depends only on p. This is the assertion.

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