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h1 is isometric to finite regular complex boundary measures

Statement

Assume the Axiom of Choice. Every u∈h1(D) has a unique finite regular complex Borel measure μ on T with u=P[μ]. Conversely every finite regular complex Borel measure μ on T gives an h1 function P[μ], and ∥P[μ]∥h1=∣μ∣(T), with (P[μ])rm converging weak-star to μ against C(T) as r↑1. A general h1 function need not have an L1 density: its boundary measure need not be of the form fm with f∈L1(T,m).

Facts & Assumptions

Given: The Axiom of Choice, hence Countable Choice (The Axiom of Choice, AC implies DC implies countable choice, The Axiom of Countable Choice (ACω)), a function u∈h1(D) with bound M:=∥u∥h1, and finite regular complex Borel measures μ,ν on T where they occur.

[L1]

P[μ](z)=∫TP(z,ζ) dμ(ζ) for finite complex Borel measures and P[f]=P[fm] for f∈L1; the radial traces are (P[μ])r(ζ)=P[μ](rζ) (The Poisson integral of a finite complex boundary measure).

[L2]

The kernel is positive with P(z,η)=(1−∣z∣2)/∣η−z∣2, ∫TP(z,η) dm(η)=1, and Pr∗g→g uniformly on T for every continuous g as r↑1; m is a probability measure on the compact metric space T (The Poisson kernel is positive, has total mass one, and concentrates at a boundary point, The Poisson kernel is a boundary approximate identity, The one-dimensional torus and its normalized Haar integral).

[L3]

For f∈L1(μ) one has ∣∫f dμ∣≤∫∣f∣ d∣μ∣, and ∣μ∣ is a finite measure (Integrals against signed or complex measures are bounded by total variation, The total variation of a signed or complex measure is a positive measure).

[L4]

Fubini's theorem applies to functions integrable for a product of sigma-finite measures, and Tonelli's theorem applies to nonnegative product-measurable 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).

[L5]

For 0≤r<1 the density measure urm is a finite complex measure with ∣urm∣(T)=∫T∣ur∣ dm=∥ur∥1; the class h1(D) consists of the complex harmonic functions with sup⁡0≤r<1∥ur∥1<∞ and ∥u∥h1 denotes that supremum (A complex L^1 density defines a complex measure whose total variation is |h| dmu, Harmonic Hardy classes on the unit disc).

[L6]

C(T,R) has a countable dense family (fj)j≥1, namely rational polynomials in finitely many distance functions to an enumerated dense subset; passing to the double family fj+ifk over the countable set N×N exhibits a countable dense family in C(T,C), so that space is separable (A countable dense family of continuous functions on a compact metric space, Countable unions of at most countable sets, assuming ACω).

[L7]

If X is a separable real or complex normed space, then under the ultrafilter lemma every sequence in the dual unit ball has a weak-star convergent subsequence, and the limit functional is again an element of X∗; weak-star convergence is evaluation convergence on every element of X (A separable predual has weak-star sequentially compact dual ball, Weak star convergence, The ultrafilter lemma, from the Axiom of Choice: every filter extends to an ultrafilter).

[L8]

Assume Dependent Choice. Every bounded complex linear functional on C0(X;C) of an LCH space X is represented uniquely by a finite regular complex Borel measure, and conversely every such measure defines a functional of norm ∣μ∣(X); in particular for compact T this gives ∣μ∣(T)=sup⁡{∣∫g dμ∣:g∈C(T),∥g∥∞≤1} and uniqueness of the representing measure (The bounded complex dual of C_0(X) is regular complex measures).

[L9]

A harmonic function on an open set containing the closed disc of radius r is recovered on it by the Poisson formula with the kernel (r2−∣z∣2)/∣rη−z∣2; under the identification of T with the unit circle this is the formula w(z)=∫Tr2−∣z∣2∣rη−z∣2w(rη) dm(η) for ∣z∣<r (A harmonic function is recovered from its values on any containing circle by the Poisson formula, The one-dimensional torus and its normalized Haar integral).

[L10]

The Dirac measure δζ0 at a point of T is a probability measure and a finite regular Borel measure, with δζ0({ζ0})=1 and m({ζ0})=0; for every f∈L1(T,m) the density measure satisfies (fm)({ζ0})=∫{ζ0}f dm=0 (The Dirac set function at a point, A Dirac set function is a probability measure, Locally finite Borel measures on second-countable LCH spaces are regular, The one-dimensional torus and its normalized Haar integral).

Proof

technique · direct
1.1givenL1L2L3L4L5L11algebra

Converse direction, norm bound. Let μ be a finite regular complex Borel measure and put v:=P[μ]. First establish harmonicity. Identifying η∈T with its unit-circle point, the geometric series gives P(z,η)=1+∑k≥1(zkη‾ k+z‾ kηk). Put ak:=∫η‾ k dμ(η) and bk:=∫ηk dμ(η). These integrals exist by [L3]. The functions vN(z):=μ(T)+∑k=1N(akzk+bkz‾ k) are complex harmonic by [L11] and linearity of the Laplacian. For ∣z∣≤ρ<1, the kernel remainder and [L3] give ∣v(z)−vN(z)∣≤2∣μ∣(T)ρN+11−ρ. Thus vN→v locally uniformly; [L11], applied to real and imaginary parts under the given Countable Choice, proves that v is complex harmonic. For 0≤r<1 and ζ∈T, [L1] and [L3] give ∣vr(ζ)∣≤∫TP(rζ,η) d∣μ∣(η); integrating over ζ and applying Tonelli's theorem [L4] to the nonnegative integrand, together with translation invariance of m and the unit mass of the kernel from [L2], yields ∫T∣vr∣ dm≤∫T(∫TP(rζ,η) dm(ζ))d∣μ∣(η)=∣μ∣(T)<+∞. Hence sup⁡0≤r<1∥vr∥1≤∣μ∣(T) and v∈h1(D) with ∥v∥h1≤∣μ∣(T) by [L5].

1.2givenL1L2L3L4L7algebra

Converse direction, weak-star convergence. Let g∈C(T,C). The function (ζ,η)↦g(ζ)P(rζ,η) is bounded by ∥g∥∞sup⁡ζP(rζ,η) and is integrable for the product of the probability measure m and the finite measure ∣μ∣; Fubini's theorem [L4] therefore gives ∫Tg vr dm=∫T(∫Tg(ζ)P(rζ,η) dm(ζ))dμ(η). The inner integral equals (Pr∗g)(η) by translation invariance of m and the symmetry Pr(−θ)=Pr(θ), and Pr∗g→g uniformly by [L2]; hence ∣∫g vr dm−∫g dμ∣=∣∫(Pr∗g−g) dμ∣≤∥Pr∗g−g∥∞∣μ∣(T)→0. Thus vrm⇀∗μ against C(T) as r↑1.

1.3givenL5L6L7L8algebra

Extraction of a boundary measure. Let u∈h1(D) with M=∥u∥h1<∞ and put rj:=1−1/(j+1)↑1. Each urjm is a finite complex measure with ∣urjm∣(T)=∥urj∥1≤M by [L5], so (urjm) is a bounded sequence in the dual of the separable space C(T,C) by [L6]. The ultrafilter lemma gives a subsequence, relabelled (urjm), and a finite regular complex Borel measure μ with urjm⇀∗μ by [L7] and [L8]. For every g∈C(T) with ∥g∥∞≤1, ∣∫g dμ∣=lim⁡j∣∫g urj dm∣≤lim inf⁡j∥urj∥1≤M, and taking the supremum over such g gives ∣μ∣(T)≤M by the norm formula of [L8].

1.4givenL5L10algebra

The Dirac measure is not a density. Fix ζ0∈T. By [L10], δζ0 is a finite regular complex Borel measure with δζ0({ζ0})=1, while (fm)({ζ0})=∫{ζ0}f dm=0 for every f∈L1(T,m) because m({ζ0})=0. Hence there is no f∈L1(T,m) with fm=δζ0: the boundary measure δζ0 admits no L1 density.

2.1step 1.1step 1.2L5L8algebra

Converse direction, reverse norm inequality. For a finite regular complex Borel measure μ and v=P[μ], the norm formula of [L8] gives ∣μ∣(T)=sup⁡{∣∫g dμ∣:∥g∥∞≤1}; for each such g, step 1.2 yields ∣∫g dμ∣=lim⁡r↑1∣∫g vr dm∣≤sup⁡r<1∥vr∥1=∥v∥h1. Taking the supremum over g and combining with step 1.1 gives ∥P[μ]∥h1=∣μ∣(T).

2.2step 1.3L1L2L5L9algebra

Identification of the Poisson integral. Let u and μ be as in step 1.3 and fix z∈D. For all large j one has rj>∣z∣, and [L9] applied to the harmonic function u on the disc of radius rj gives, in the torus normalization, u(z)=∫Trj2−∣z∣2∣rjη−z∣2 urj(η) dm(η)=∫TP(z,η)urj(η) dm(η)+∫T(P(j)(z,η)−P(z,η))urj(η) dm(η), where P(j)(z,η):=(rj2−∣z∣2)/∣rjη−z∣2→P(z,η) uniformly in η as j→∞ because ∣z∣<1 stays a positive distance from the boundary circle; the second term is bounded by ∥P(j)(z,⋅)−P(z,⋅)∥∞∥urj∥1→0. The first term tends to ∫TP(z,η) dμ(η)=P[μ](z) by step 1.3, since η↦P(z,η) is continuous. Hence u(z)=P[μ](z) for every z∈D, that is, u=P[μ].

2.3step 1.2L8

Uniqueness of the boundary measure. If P[μ]=P[ν], then for every g∈C(T) step 1.2 applied to μ and to ν gives ∫g dμ=lim⁡r∫g (P[μ])r dm=lim⁡r∫g (P[ν])r dm=∫g dν. The uniqueness clause of the representation theorem [L8] then gives μ=ν. In particular the measure produced by the weak-star subsequence in step 1.3 is the unique representing measure of u, independently of the subsequence.

3.1step 1.3step 2.1step 2.2L5algebra

Norm equality on h1. Let u∈h1(D) with representing measure μ as in steps 1.3 and 2.2. Step 1.3 gives ∣μ∣(T)≤∥u∥h1, and step 2.2 gives u=P[μ], so step 2.1 yields ∥u∥h1=∥P[μ]∥h1=∣μ∣(T). Therefore the representation is an isometry, and every h1 function has the same norm as its boundary measure.

3.2step 1.2step 2.2

Full-net weak-star convergence. Since u=P[μ] by step 2.2, step 1.2 applied to the measure μ shows that urm=(P[μ])rm⇀∗μ against C(T) along the whole net r↑1, not merely along the subsequence selected in step 1.3.

4.1step 1.1step 1.3step 1.4step 2.1step 2.2step 2.3step 3.1step 3.2L7L8∎

Assembly. (i) If u∈h1(D), steps 1.3 and 2.2 produce a finite regular complex Borel measure μ with u=P[μ], step 2.3 shows it is unique, step 3.1 gives ∥u∥h1=∣μ∣(T), and step 3.2 gives urm⇀∗μ. Conversely, if μ is a finite regular complex Borel measure, step 1.1 puts P[μ] in h1(D) and step 2.1 gives ∥P[μ]∥h1=∣μ∣(T), while step 1.2 gives the weak-star convergence of the radial measures; this proves both directions of the asserted isometric correspondence. (ii) For the final clause, the measure δζ0 of step 1.4 is finite and regular, so P[δζ0] is an h1 function whose boundary measure is not of the form fm; hence a general h1 function need not have an L1 density. (iii) The Axiom of Choice is used exactly as recorded: it gives the ultrafilter lemma used in the separable-predual sequential compactness theorem and Dependent Choice for the Riesz representation theorem, both cited in [L7] and [L8] and carried in the dependency list of this item.

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