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h^p is the Poisson image of Lp for 1<p<=infinity

Statement

Assume the Axiom of Choice. Let 1<p≤∞ and let u be complex harmonic on D with u∈hp(D). Then there is a unique f∈Lp(T,m;C) with u=P[f], and ∥u∥hp=∥f∥p. Moreover, if p<∞ then ∥(P[f])r−f∥p→0 as r↑1, while for p=∞ the radial functions converge weak-star to f in L∞(T,m)=L1(T,m)∗, that is, ∫Tg ur dm⟶∫Tgf dm(g∈L1(T,m)) as r↑1. No L∞ norm-convergence of the radial functions is asserted.

Facts & Assumptions

Given: the Axiom of Choice, an exponent 1<p≤∞ with conjugate exponent q, rj:=1−1j+1 for j≥1, and a complex harmonic u∈hp(D) with M:=∥u∥hp.

[L1]

hp(D) consists of the complex harmonic functions with ∥u∥hp=sup⁡0≤r<1∥ur∥p<∞, where ur(ζ)=u(rζ); for f∈Lp(T,m;C) the Poisson integral P[f]=P[fm] is defined and complex harmonic, (P[f])r=Pr∗f satisfies ∥Pr∗f∥p≤∥f∥p, so P[f]∈hp(D) with ∥P[f]∥hp≤∥f∥p, and for p<∞ one has ∥Pr∗f−f∥p→0 as r↑1 (Harmonic Hardy classes on the unit disc, The Poisson integral of a finite complex boundary measure, Poisson extension is an Lp contraction and converges in finite Lp).

[L2]

If w is harmonic on an open set containing the closed disc of radius R<1 about 0, then for ∣z∣<R one has w(z)=∫TR2−∣z∣2∣Rη−z∣2w(Rη) dm(η), the integral being taken over the normalized torus measure (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).

[L3]

Every v∈h1(D) has a unique finite regular complex Borel measure μ on T with v=P[μ], ∥v∥h1=∣μ∣(T), and ∫Tg dμ=lim⁡r↑1∫Tgvr dm for every continuous g (h1 is isometric to finite regular complex boundary measures).

[L4]

Under ACω the space Lp(T,m;C) is reflexive for 1<p<∞; under the ultrafilter lemma, DC and HB every norm-bounded sequence in a reflexive space has a weakly convergent subsequence; weak convergence xj⇀x means Λ(xj)→Λ(x) for every bounded linear functional, and for Lp the functionals h↦∫hg dm with g∈Lq are bounded with ∥h↦∫hg dm∥≤∥g∥q (Reflexivity of Lp for one less p less infinity, Reflexivity is equivalent to weak subsequential compactness of bounded sequences, The functional Λg has norm ∥g∥q; for q=∞ assume μ is semifinite).

[L5]

For a measurable f with fs integrable for every complex finite simple s of finite-measure support, ∥f∥p=sup⁡{∣∫Tfs dm∣:∥s∥p′≤1}, where p′ is conjugate to p and 1≤p≤∞; and Hölder gives ∣∫hg dm∣≤∥h∥p∥g∥p′ for conjugate exponents (Complex Lq norm recovery from finite simple dual tests, Complex Holder, Minkowski, and the quotient norm).

[L6]

The measure space (T,B(T),m) is sigma-finite; every bounded real linear functional on the real space L1(T,m;R) is integration against a unique real g∈L∞(T,m) with equal norms; the complex continuous functions are dense in L1(T,m;C); a bounded linear map from a dense normed subspace into a Banach space extends uniquely to the whole space with the same norm (On a sigma-finite measure space, every bounded linear functional on Lp is integration against a unique Lq function, Continuous functions are dense in Lp of finite tori and of bounded intervals, A bounded linear map from a dense normed subspace into a Banach space extends uniquely with the same norm, The class L1(μ) of integrable functions, Complex Lp classes and Euclidean test-function conventions).

[L7]

Integration against every continuous function determines a finite regular complex Borel measure on T uniquely; the density measure fm of f∈L1 is a finite Borel measure with ∣fm∣(E)=∫E∣f∣ dm, and every finite Borel measure on the second-countable space T is regular (The bounded complex dual of C_0(X) is regular complex measures, Locally finite Borel measures on second-countable LCH spaces are regular, The Poisson integral of a finite complex boundary measure).

[L8]

Fubini's theorem applies to integrable functions on the product of the sigma-finite spaces (T,m) and (T,m), and m is a translation invariant probability measure (Fubini's theorem for L^1 functions on a sigma-finite product, The one-dimensional torus and its normalized Haar integral).

Proof

technique · direct
1.1givenL1L5

Setup. Let u∈hp(D) with M=∥u∥hp and let rj=1−1j+1↑1. By [L1] the function u is complex harmonic, hence continuous, on D, and ur(ζ)=u(rζ) is measurable with ∥ur∥p≤M for every 0≤r<1; if p=∞ this reads ∣ur∣≤M everywhere, and then the probability measure m gives ∥ur∥1≤∥ur∥∞≤M by [L5].

1.2givenL4L9

Choice bookkeeping. By [L9] the Axiom of Choice supplies ACω, the ultrafilter lemma, DC and HB, so the reflexivity and weak-subsequence hypotheses recorded in [L4] are met.

2.1step 1.1step 1.2L4

The finite exponent case: a weak limit. Assume 1<p<∞. The sequence (urj) is norm-bounded by M in the reflexive space Lp(T,m;C) by steps 1.1 and 1.2, so [L4] provides a subsequence, relabelled (urj), and an element f∈Lp(T,m;C) with urj⇀f; explicitly ∫Turjg dm→∫Tfg dm for every g∈Lq(T,m;C).

2.2step 1.1L1L3L5

The exponent infinity: a boundary measure. Assume p=∞. By step 1.1, ∥ur∥1≤M for every r, so u∈h1(D) with ∥u∥h1≤M; [L3] therefore gives a unique finite regular complex Borel measure μ on T with u=P[μ], ∥u∥h1=∣μ∣(T) and ∫Tg dμ=lim⁡r↑1∫Tgur dm for every continuous g.

3.1step 2.1L2L5algebra

The finite exponent case: identification of u. Assume 1<p<∞ and let f be the weak limit of step 2.1. Fix z∈D. For every j with rj>∣z∣ the function u is harmonic on an open set containing the closed disc of radius rj, so [L2] gives u(z)=∫TP(j)(z,η)urj(η) dm(η),P(j)(z,η):=rj2−∣z∣2∣rjη−z∣2, and writing P(z,η)=(1−∣z∣2)/∣η−z∣2 this becomes u(z)=∫TP(z,η)urj(η) dm(η)+∫T(P(j)(z,η)−P(z,η))urj(η) dm(η). The function P(z,⋅) is continuous on T, hence belongs to Lq, so step 2.1 gives ∫TP(z,⋅)urj dm→∫TP(z,⋅)f dm=P[f](z); the second integral is bounded in modulus by ∥P(j)(z,⋅)−P(z,⋅)∥q ∥urj∥p by [L5], and this tends to 0 because rj↑1, the point z stays at positive distance from T, and ∥urj∥p≤M. Hence u(z)=P[f](z) for every z∈D, that is u=P[f].

3.2step 2.2L5L6algebra

The exponent infinity: extension of the boundary functional. Assume p=∞ and let μ be the measure of step 2.2. For continuous g and 0≤r<1, [L5] gives ∣∫Tgur dm∣≤∥g∥1∥ur∥∞≤M∥g∥1; letting r↑1 along the convergence of step 2.2 yields ∣∫Tg dμ∣≤M∥g∥1. Hence W(g):=∫Tg dμ is a complex linear functional on the dense subspace C(T,C) of L1(T,m;C) satisfying ∣W(g)∣≤M∥g∥1, and the bound in particular shows that W vanishes on continuous functions that are m-almost everywhere zero, so W is well defined on the corresponding subspace of the quotient; [L6] therefore extends it uniquely to a bounded complex linear functional W~ on L1(T,m;C) with ∥W~∥≤M.

4.1step 3.2L1L6L7algebra

The exponent infinity: the density. Keep p=∞, W~ as in step 3.2. The functional h↦Re⁡W~(h) is real linear and bounded on the real space L1(T,m;R) with norm at most ∥W~∥≤M, so [L6] (applied with p=1 on the sigma-finite space (T,m)) provides f1∈L∞(T,m;R) with Re⁡W~(h)=∫Thf1 dm for all real h∈L1 and ∥f1∥∞≤M; applying the same theorem to h↦Im⁡W~(h) gives f2∈L∞(T,m;R) with ∥f2∥∞≤M. Put f:=f1+if2∈L∞(T,m;C): by complex linearity of W~ and of the integral, W~(h)=∫Thf dm for every h∈L1(T,m;C), and in particular ∫Tg dμ=∫Tgf dm for every continuous g. Both μ and the density measure fm are finite Borel measures on the second-countable space T, hence regular by [L7], and they agree on all continuous functions, so the uniqueness clause of [L7] gives μ=fm; consequently u=P[μ]=P[fm]=P[f] by [L1].

4.2step 2.1step 3.1L1L5algebra

The finite exponent case: norm equality. Assume 1<p<∞, let f be the weak limit of step 2.1 and keep the identification u=P[f] of step 3.1. For every complex finite simple s of finite-measure support with ∥s∥q≤1, step 2.1 gives ∫Tfs dm=lim⁡j∫Turjs dm, and [L5] bounds ∣∫Turjs dm∣≤∥urj∥p∥s∥q≤M; the norm identity of [L5] therefore gives ∥f∥p≤M. Since u=P[f], the contraction in [L1] gives ∥u∥hp=∥P[f]∥hp≤∥f∥p, and hence ∥f∥p=M=∥u∥hp.

5.1step 3.1step 4.2L1

The finite exponent case: uniqueness and norm convergence. Assume 1<p<∞ and let g∈Lp(T,m;C) satisfy P[g]=u=P[f]. Then P[f−g]=0, and the convergence clause of [L1] gives ∥(P[f−g])r−(f−g)∥p→0, so f−g=0 almost everywhere and f is the unique representing function. The same convergence clause applied to f yields ∥ur−f∥p=∥(P[f])r−f∥p→0 as r↑1.

5.2step 3.2step 4.1L5algebra

The exponent infinity: the sharp norm bound. Keep p=∞ and f=f1+if2 from step 4.1. For every complex finite simple s of finite-measure support with ∥s∥1≤1 one has s∈L1(T,m;C), so step 4.1 gives ∫Tfs dm=W~(s) and hence ∣∫Tfs dm∣≤∥W~∥ ∥s∥1≤M. The norm identity of [L5] at p=∞, whose hypothesis ∫∣fs∣ dm<∞ holds because f∈L∞ and s is bounded with finite-measure support, gives ∥f∥∞≤M.

6.1step 4.1step 5.2L1algebra

The exponent infinity: norm equality and uniqueness. Assume p=∞. By step 4.1, u=P[f] with f∈L∞(T,m;C), so the contraction of [L1] at p=∞ gives ∥u∥h∞=∥P[f]∥h∞≤∥f∥∞≤M=∥u∥h∞, and therefore ∥f∥∞=∥u∥h∞. If also P[g]=u with g∈L∞, then f−g∈L1 and P[f−g]=0, so the finite exponent convergence clause of [L1] at p=1 gives ∥(P[f−g])r−(f−g)∥1→0, whence f=g almost everywhere.

7.1step 4.1step 6.1L1L5L8algebra

The exponent infinity: weak-star convergence of the radial functions. Keep p=∞ and f as in step 4.1. For g∈L1(T,m;C) and 0≤r<1 one has ur=Pr∗f by [L1], and the product integrand (ζ,η)↦g(ζ)Pr(ζ−η)f(η) is integrable for the product of the probability measure m with itself, because ∣f∣≤∥f∥∞ and ∫TPr(ζ−η) dm(ζ)=1 for every η; Fubini [L8] and the translation invariance of m therefore give ∫Tg ur dm=∫T(∫Tg(ζ)Pr(ζ−η) dm(ζ))f(η) dm(η)=∫T(Pr∗g)(η)f(η) dm(η). Consequently [L5] bounds ∣∫Tgur dm−∫Tgf dm∣≤∥Pr∗g−g∥1∥f∥∞, which tends to 0 as r↑1 by the L1 convergence clause of [L1]; hence urm⇀∗f in σ(L∞(T,m),L1(T,m)).

8.1step 1.2step 2.1step 2.2step 3.1step 4.1step 4.2step 5.1step 5.2step 6.1step 7.1L1L3L4∎

Assembly. If 1<p<∞, steps 2.1, 3.1, 4.2 and 5.1 produce a unique f∈Lp(T,m;C) with u=P[f], the norm identity ∥u∥hp=∥f∥p and the Lp convergence ∥ur−f∥p→0. If p=∞, steps 2.2, 3.2, 4.1, 5.2, 6.1 and 7.1 produce a unique f∈L∞(T,m;C) with u=P[f], the norm identity ∥u∥h∞=∥f∥∞ and the weak-star convergence of the radial functions against L1; no norm convergence is claimed at p=∞, in accordance with the fact that [L1] asserts norm convergence only for finite exponents. The Axiom of Choice was used exactly through step 1.2: ACω for reflexivity of Lp and the ultrafilter lemma, DC and HB for the weak-subsequence criterion of [L4], while the case p=∞ additionally rests on the h1 representation theorem [L3], itself licensed by AC. This proves all the assertions of the Statement.

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