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Fatou's boundary theorem for analytic Hardy spaces

Statement

Assume countable choice. Let 0<p≤∞ and f∈Hp(D) (the zero function is allowed in (a)–(c)).

(a) For m-almost every ζ∈T the nontangential limit f∗(ζ):=lim⁡z→ζ, z∈ΓA(ζ)f(z) exists and is finite for every A>1, and f∗∈Lp(T,m) with ∥f∗∥p≤∥f∥Hp.

(b) If p<∞ then ∥fr−f∗∥p→0 as r↑1 and ∥f∗∥p=∥f∥Hp; for p=∞, ∥f∗∥∞=∥f∥∞ and the radial functions converge to f∗ weak-star against L1(T,m).

(c) If 1≤p≤∞ then f=P[f∗], the Poisson integral of its boundary function; for p=1 it says that the analytic h1 representing measure of f is the absolutely continuous measure f∗m, proved here without the F. and M. Riesz theorem, from the a.e. limits and the L1 convergence in (b).

Facts & Assumptions

Given: Countable choice, 0<p≤∞ and f∈Hp(D).

[F1]

A nonzero Hardy function belongs to N and has finite nonzero nontangential boundary values f∗ under CC, with f∗∈Lp and ∥f∗∥p≤∥f∥Hp. Its logarithm is integrable and log⁡∣f(z)∣≤P[log⁡∣f∗∣](z). A bounded holomorphic function has the CC Poisson representation and equality of infinity norms. (Boundary values and log-integrability of Nevanlinna-class functions, Log-integrability of the boundary values of a Hardy function, Poisson-Jensen inequality for Hardy functions, Bounded holomorphic disc functions have Poisson boundary data and Fatou limits under countable choice, The Axiom of Countable Choice (ACω), The circle maximal function and nontangential approach regions)

[F2]

Convex Jensen for the positive unit-mass Poisson kernel gives exp⁡(pP[u])≤P[epu] for an integrable real u with integrable exponential. The kernel is positive and its circle mass is one. (Jensen's inequality for expectation, The Poisson kernel is positive, has total mass one, and concentrates at a boundary point, The Poisson kernel on the unit disc, The Poisson integral of a finite complex boundary measure)

[F3]

Poisson extension contracts L1 and positivity preserves pointwise order; for bounded datum v, P[v]≤∥v∥∞. Tonelli applies to nonnegative integrands. The integral of an L1 function is absolutely continuous with respect to the measure, which also follows directly by splitting it into a bounded truncation and its small L1 tail. (Poisson extension is an Lp contraction and converges in finite Lp, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, The Poisson kernel is positive, has total mass one, and concentrates at a boundary point)

[F4]

Dominated convergence and Fatou apply to nonnegative measurable functions. Holder on the probability circle gives ∥v∥1≤∥v∥p for 1≤p≤∞. Radial means define the Hardy norm and increase with the radius. (Dominated convergence, Fatou's lemma, Complex Holder, Minkowski, and the quotient norm, Analytic Hardy spaces on the unit disc, Radial p-means of a holomorphic function are nondecreasing)

[F5]

Holomorphic f equals its locally uniformly convergent Taylor series. Fourier coefficients use the orthonormal circle characters. For each fixed interior z the Poisson kernel has the uniformly absolutely convergent geometric expansion 1+∑n≥1(znζ−n+z‾nζn). (A holomorphic function equals its Taylor series throughout the largest centred disc in its domain, A complex power series converges absolutely and uniformly on every closed subdisc strictly inside its disc of convergence, Fourier coefficients and trigonometric polynomials on the torus, The trigonometric characters are orthonormal in L2 of the torus, The Poisson kernel on the unit disc)

[F6]

An L1 density first defines a countably additive complex measure by dominated convergence. Its finite positive regular variation is supplied under CC by the local circle-variation lemma. The direct simple-integral and phase-approximation proof of the density formula then gives total variation equal to its absolute density integral; no general Hahn/Jordan existence assertion is used. Under CC finite complex circle measures are uniquely determined by their Poisson integral. (A complex L^1 density defines a complex measure whose total variation is |h| dmu, Complex circle measures have finite regular total variation under countable choice, Finite complex circle measures are determined by Fourier coefficients and Poisson integrals)

[F7]

Under CC, m{MTv>t}≤3∥v∥1/t for L1 data and NA(P[v])≤(A+1)2MTv. For a nonnegative measurable function, its squared integral is ∫0∞2t m{v>t}dt; the same formula for finite truncations and monotone convergence handles extended values. (The circle maximal function is weak type one one for finite measures, Poisson nontangential maximal function is controlled by circle maximal averages, The circle maximal function and nontangential approach regions, For 0 < p < infinity, the layer-cake formula computes the integral of |f|^p from the distribution function, Monotone convergence for the integral)

Proof

1.1F1F2F6givenconstructalgebra

For f identically zero take the zero boundary function; every assertion is immediate, including the unique zero density measure by [F6]. Otherwise [F1] supplies the finite nontangential boundary values and the Lp bound in (a) under CC. For finite p put h=∣f∗∣p∈L1. The Poisson logarithmic inequality and [F2] give ∣f(z)∣p≤P[h](z). For p infinity [F1] already gives the Poisson representation and equality of infinity norms.

2.1step 1.1F3F4constructalgebra

Uniform integrability for finite p. For M≥1 write h=hM+tM, where hM=min⁡(h,M) and tM=(h−M)+. Since h is integrable, ∥tM∥1→0 by [F4]. For every Borel E and every radius r, positivity and [F3] give ∫E∣fr∣pdm≤∫EPrh dm≤Mm(E)+∥tM∥1. The same truncation bounds ∫Eh dm. Therefore both ∣fr∣p uniformly in r and h have arbitrarily small integrals on sets of sufficiently small Haar measure. The inequality ∣a−b∣p≤cp(∣a∣p+∣b∣p), with cp=1 for p≤1 and cp=2p−1 for p≥1, gives the same uniform integrability for er=∣fr−f∗∣p.

2.2step 1.1F4algebra

The infinity case. The equal infinity norms and Poisson representation are in step 1.1. For any a in L1, a(fr−f∗) tends to zero almost everywhere and is bounded by 2∥f∥∞∣a∣, an integrable function. Dominated convergence [F4] gives ∫afrdm→∫af∗dm, exactly the stated weak-star convergence.

3.1step 1.1step 2.1F2F3F4algebra

Strong convergence for finite p. The radial limits in step 1.1 give er→0 almost everywhere. For each eta>0 the indicators of {er>η} tend to zero almost everywhere, so [F4] gives m{er>η}→0. Given epsilon>0, choose delta>0 by step 2.1 so that ∫Eerdm<ε/2 for every r whenever m(E)<δ. Take eta=epsilon/2. For r sufficiently near one the exceptional superlevel has measure below delta, so ∫erdm≤η+∫{er>η}erdm<ε. This argument along every sequence r tending to one proves ∥fr−f∗∥p→0, including p<1. Also step 1.1 and unit kernel mass give ∫∣fr∣pdm≤∫hdm for every r by Tonelli; the supremum and the reverse inequality in (a) yield ∥f∥Hp=∥f∗∥p.

4.1step 3.1F4F5F6algebra

Poisson representation for finite p≥1. Holder [F4] and step 3.1 give L1 convergence of fr to f∗. Write f(z)=∑n≥0cnzn by [F5]. At each r>0 the Fourier coefficients of fr are cnrn for nonnegative n and zero for negative n, by uniform Taylor convergence and orthogonality. L1 convergence passes every Fourier coefficient to the limit, so f∗^(n)=cn for n nonnegative and zero for n negative. Integrate the uniformly absolutely convergent kernel expansion of [F5] against the L1 datum f∗; the uniform error is bounded in integral by its supremum times ∥f∗∥1. The result is P[f∗](z)=∑n≥0cnzn=f(z), proving (c). For p=1, [F6] makes f∗m a finite complex representing measure; any other such measure has the same Poisson integral and is equal to it by [F6]. Its total variation is ∥f∗∥1=∥f∥H1.

5.1step 1.1step 3.1step 2.2step 4.1algebra

Steps 1.1, 3.1, 2.2 and 4.1 prove every clause (a)–(c). All prior AC instances remain covered by the stronger CC conclusion. CC is used by the boundary and Fourier/measure uniqueness suppliers; the uniform integrability and convergence deduction is completely supplied in steps 2.1–3.1.

6.1step 1.1step 3.1F1F2F3F4F7algebra∎

Ancillary maximal bound in the included source. Fix A>1. The superlevel set of NAf at t is the union, over interior z with ∣f(z)∣>t, of the open circle sets {ζ:∣z−ζ∣<A(1−∣z∣)}, so it is Borel measurable. First let u≥0 be in L2 on the circle, hence in L1 by [F4]. For t>0 split u=min⁡(u,t/2)+(u−t/2)+. The first summand has maximal function at most t/2, while subadditivity of averages gives {MTu>t}⊆{MT(u−t/2)+>t/2}. The weak bound in [F7] therefore gives m{MTu>t}≤6t∫{u>t/2}u dm. Apply layer-cake to min⁡(MTu,K), then Tonelli to this nonnegative bound, and finally let K increase to infinity by [F7]. This yields ∫(MTu)2dm≤12∫0∞∫{u>t/2}u dm dt=24∫u2dm. For finite p>0 put q=p/2 and u=∣f∗∣q∈L2. The same Poisson-Jensen and convexity argument as step 1.1 gives ∣f(z)∣q≤P[u](z); applying [F7] gives (NAf)q≤(A+1)2MTu. Since p/q=2, ∥NAf∥pp≤24(A+1)4∫∣f∗∣pdm=24(A+1)4∥f∥Hpp. Thus ∥NAf∥p≤241/p(A+1)4/p∥f∥Hp. For p infinity, NAf≤∥f∥∞ everywhere. All these estimates include f zero and imply the maximal function is finite almost everywhere for finite p.

Remark

The maximal estimate in step 6.1 also closes the maximal-bound clause of the included Garnett source Theorem3.1. It is an additional consequence; clauses (a)–(c) of the Statement retain their full original conclusions.

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