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Calderon-Zygmund operators map H1 boundedly into L1

Statement

Assume Countable Choice. Let n≥1, 0<δ≤1, fix the kernel φ defining H1 and an admissible order N for its atomic characterisation, and let k:Rn∖{0}→C satisfy the pointwise size bound ∣k(x)∣≤A1∣x∣−n, the standard δ-Holder bound ∣k(x−y)−k(x)∣≤A2′∣y∣δ∣x∣−n−δ for ∣x∣≥2∣y∣>0, and the cancellation bound sup⁡0<r<R∣∫r<∣x∣<Rk(x) dx∣≤A3. Let W be a principal-value distribution for k and let T be the convolution operator with W, assumed L2-bounded with norm B and satisfying the off-support representation of Calderón–Zygmund kernels and their associated operators with kernel k. Then T has a unique extension to a bounded linear operator H1(Rn)→L1(Rn), and there is C=Cn,δ,N,φ with ∥Tf∥L1≤C(A1+A2′+A3+B)∥f∥H1(f∈H1). The extension agrees with the given L2 operator on L2∩H1, and for any fixed sequence δj↓0 realizing W in Calderón–Zygmund kernels and their associated operators, its values are lim⁡jTδjf almost everywhere. A full limit as ε↓0 requires the additional hypothesis that the defining principal-value integrals converge along all radii; sequence-based principal-value existence alone does not imply this.

Facts & Assumptions

Given: Countable Choice, a fixed sequence δj realizing W, n≥1, 0<δ≤1, the fixed H1 kernel φ and atomic order N, the kernel k, the principal-value distribution W, the operator T and the constants as in the statement.

[F1]

The Holder bound makes k continuous at each nonzero point: take y→0 with 2∣y∣≤∣x∣ in the stated difference bound. Thus k is Borel, and its size bound gives integrability on compact sets away from zero. Truncations: for f∈Lp, 1≤p<∞, and 0<ε<∞, Tεf(x)=∫∣y∣>εk(y)f(x−y)dy converges absolutely at every x; the maximal truncations obey the weak (1,1) bound ∣{T∗f>λ}∣≤Cn,δ(A1+A2′+A3+B)λ−1∥f∥1 for f∈L1 and the strong Lp bounds for 1<p<∞ (Maximal truncated singular integrals, Maximal truncations: weak (1,1) and strong Lp bounds, Standard Hölder kernels satisfy the Hörmander condition, Standard (Hölder) Calderón–Zygmund kernels).

[F2]

Fix a sequence δj↓0 realizing W. For g∈Cc∞, the definition of W applied to the Schwartz test g(x−⋅) gives Tδjg(x)→(W∗g)(x) at every x. This extends to a.e. sequential convergence for every f∈L1: for g approximating f in L1, the tail oscillation of (Tδjf) is at most 2T∗(f−g). For every η>0, [F1] therefore bounds the measure of the set where that oscillation exceeds η by 2Cη−1∥f−g∥1. Density (Complex finite-simple and smooth compact-support density for finite p) makes this zero. Taking a countable sequence of η shows that the scalar sequence is Cauchy, hence convergent, a.e. The same argument uses the strong L2 bound for f∈L2. On Cc∞, dominated convergence with majorant T∗g∈L2 gives Tδjg→Tg in L2; density and the uniform L2 bound of T∗ extend this to all L2. If the principal-value integrals converge along all radii on Schwartz tests, the identical oscillation argument over 0<ε<η gives the full a.e. limit. The measurable suprema can be reduced to rational radii by absolute convergence away from zero.

[F3]

Atomic characterisation: every f∈H1 has a representation f=∑jλjaj in S′ with (1,∞,0)-atoms aj and (λj)∈ℓ1; the series also converges in the H1 norm and one may choose ∑j∣λj∣≤Cn,N,φ∥f∥H1 (Atomic characterisation of real Hp for 0<p≤1). A (1,∞,0)-atom is supported in a cube Q, satisfies ∣a∣≤∣Q∣−1 and ∫a=0 (Hp atoms with a prescribed moment order).

[F4]

Complex L1 is complete under Countable Choice (Complex Lp completeness and almost-everywhere subsequences). Norm convergence implies convergence in measure (Convergence in Lp implies convergence in measure). A weak (1,1) difference estimate also gives convergence in measure directly, since ∣{∣uj−u∣>η}∣≤Cη−1∥fj−f∥1→0. Limits in measure are unique: {∣u−v∣>η} lies in the union of the two error sets at threshold η/2, whose measures tend to zero.

[F5]

Under Countable Choice, an L2-norm convergent sequence has a subsequence of representatives converging almost everywhere to a representative of its limit (Assuming Countable Choice, Lp-convergent sequences have almost-everywhere convergent subsequences).

[F6]

Tonelli's theorem permits interchanging the integrals of nonnegative measurable functions on sigma-finite product measure spaces (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).

[F7]

The Calderon-Zygmund kernel and operator conventions are those of Calderón–Zygmund kernels and their associated operators: conditions (1) and (2) are the annular size and Hormander conditions, and condition (3) is the off-support representation by the kernel.

[F9]

Under Countable Choice, a closed cube of side length L in Rn is Lebesgue measurable and has measure Ln: its volume is the product of its side lengths (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included, Axis-parallel rectangles in Rm and their volume).

Proof technique: the near/far atom estimate, the a.e. sequential limit of the truncations, and summation over an atomic representation.

Proof

technique · direct
1.1F1F3F6F7F9givenalgebra

Atom estimate. Let a be a (1,∞,0)-atom supported in a cube Q of side length ℓ(Q) and centre cQ, and let Q† be the concentric cube of side length 2n ℓ(Q). Since a∈L2 and T is L2-bounded, Cauchy-Schwarz and [F9] give ∫Q†∣Ta∣≤∣Q†∣1/2∥Ta∥L2≤∣Q†∣1/2B∥a∥L2≤(2n)n/2B, using ∥a∥2≤∣Q∣−1/2. Outside Q†, for almost every x the off-support representation gives Ta(x)=∫Qk(x−y)a(y)dy, and the mean-zero property rewrites this as ∫Q[k(x−y)−k(x−cQ)]a(y)dy. For every y∈Q one has ∣y−cQ∣≤n ℓ(Q)/2, while x∉Q† implies ∣x−cQ∣≥n ℓ(Q); hence ∣x−cQ∣≥2∣y−cQ∣. The standard H"older bound and the H"ormander condition therefore give ∫(Q†)c∣Ta∣≤∫Q∣a(y)∣∫∣x−cQ∣≥2∣y−cQ∣∣k(x−y)−k(x−cQ)∣ dx dy≤A2∥a∥1≤Cn,δA2′, where A2≤Cn,δA2′ by [F1] and ∥a∥1≤1. Thus ∥Ta∥L1≤(2n)n/2B+Cn,δA2′.

1.2F1F2algebra

The almost-everywhere limit extension. Define T~f(x)=lim⁡jTδjf(x) for f∈L1, which exists almost everywhere by [F2]. Then ∣T~f∣≤T∗f pointwise, so T~ is linear on L1 (limits of linear expressions) and ∥T~f∥L1,∞≤Cn,δ(A1+A2′+A3+B)∥f∥1 by the weak (1,1) bound of [F1].

2.1step 1.1F2F3F5

Identification on atoms. Let a be a (1,∞,0)-atom, so a∈L1∩L2. By [F2], the truncations Tδja converge almost everywhere to T~a as j→∞. The L2 convergence in [F2] and the subsequence principle [F5] give a subsequence Tδjℓa→Ta almost everywhere. On the intersection of these two full-measure sets, this subsequence converges to both limits, so T~a=Ta almost everywhere. Step 1.1 therefore gives ∥T~a∥L1≤Cn,δ(A2′+B).

3.1step 1.2step 2.1F3F4algebra

Summation. Let f∈H1 and let f=∑jλjaj be the representation of [F3] with ∑j∣λj∣≤Cn,N,φ∥f∥H1. Since ∥aj∥L1≤1, the series converges absolutely in L1 to f, so f∈L1 and the partial sums gJ=∑j≤Jλjaj satisfy ∥f−gJ∥L1≤∑j>J∣λj∣→0. By step 1.2 and linearity, T~gJ=∑j≤JλjT~aj, and by the L1,∞ bound T~gJ→T~f in measure; on the other hand step 2.1 gives ∑j∣λj∣∥T~aj∥L1≤Cn,δ(A2′+B)∑j∣λj∣<∞, so T~gJ converges absolutely in L1. The L1 limit is also a limit in measure, so it equals T~f a.e., and ∥T~f∥L1≤∑j∣λj∣∥T~aj∥L1≤Cn,δ,N,φ(A2′+B)∥f∥H1≤C(A1+A2′+A3+B)∥f∥H1 after enlarging the constant.

4.1step 1.2step 3.1F2F3F4F5algebra

Agreement and uniqueness. Let f∈L2∩H1. By [F2], Tδjf→Tf in L2, so a subsequence converges almost everywhere to Tf; by [F2] the sequential limit lim⁡jTδjf=T~f exists almost everywhere, hence T~f=Tf a.e. Thus the bounded operator T~:H1→L1 extends the given L2 operator on the dense subspace L2∩H1 of H1 (dense because finite atomic sums lie there and approximate every H1 element in the H1 quasi-norm by [F3]). Any two bounded extensions with the same bound agree on the dense subspace and hence everywhere, so the extension is unique.

5.1step 1.1step 1.2step 2.1step 3.1step 4.1F8∎

Conclusion. Steps 1.1 and 1.2 give the atom estimate and construct the extension as the almost-everywhere sequential limit of the truncations, step 2.1 identifies it with T on atoms, step 3.1 bounds it on H1 by summation over the atomic representation, and step 4.1 proves agreement with the L2 operator and uniqueness. Countable Choice is used through the cited subsequence and atomic-representation results. This proves the theorem.

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