A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
E. H. O STROW E. M. S TEIN
A generalization of lemmas of Marcinkiewicz and Fine with applications to singular integrals
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 3
esérie, tome 11, n
o3-4 (1957), p. 117-135
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OF MARCINKIEWICZ AND FINE WITH APPLICATIONS TO SINGULAR INTEGRALS >>
E. H.
OSTROW (Chicago)
and E. M. STEIN(Cambridge,
1.
Introduction.
Let P be a closed subset of the interval
[0,2 03C0]
andlet Q
be,its
com-plement. Q
is then the union of open intervals(ai , bi)
which we shall call the intervalscontiguous
to P. We define a distance function D relative to the set P as follows : D(x)
= O(x , P)
is the distance of thepoint
x e[0,2 ~]
from the set P . Thus D vanishes on P and is
triangular
on eachcontiguous
interval.
J. Marcinkiewicz
([2], [3], [5])
hasused,
as a centralargument
for pro-ving
certain difficult results of thetheory
of FourierSeries,
variants of thefollowing
lemmaconcerning
the function D . LEMMA(Marcinkiewicz)
Suppose
Then
finite for
almost every x B P.(2)
In a
recent
paper on thesummability
of Walsh-Fourierseries,
N. J.Fine
[1]
has used another lemmaconcerning
the distance function.(1) Part of the work reported in this paper was done while the first-named anthor
was at the Massachusetts Institute of Teohnology under contract Nonr-1841 (38) nnder
the Office of Naval Research.
(2) Marcinkiewicz actnally used instead of the distance function, the function whose value on each contiguous interval
(ai I bi)
is and which is otherwise zero. The presentmodification is dne to A. Zygmund.
1. Annali della Scuola Norm. Sup. - Pisa.
LEMMA
(Fine)
Let
lhj)
be a sequenceof positive
numberssatisfying
the two conditionswhere M is an absolute constant.
then I*
(x)
isfinite for
almost every xIt is our,purpose to show that each of these two lemmas is a conse-
quence of a more
general one (3) (See
Theorem 1below).
With the aid ofthis
theorem,
we prove, in thesucceding sections, analogues
of a theoremof Marcinkiewicz on
integrals
of « Dinitype >>
and of a theorem ofPlessner
on the Hilbert transform.
,
2.
The generalized Mareinkiewiez.Fine lemma.
In the
following A , 7 AA...
will denote constants(which
need not al-ways be the
same) depending solely
on the indicatedparameters.
LEMMA 1. Let It be a
positive
measure on the interval[0 J
2n] satisfying
the
following
conditionThen
for
aaay ~,>
0 andfor all -c ,
0 z 2 ~c ~ ,usatisfies
tlae condition sanal
c)
(3) That this might be the case was suggested to us by Professor A. Zygmund.
Conversely, if
psatisfies
either conditionb)
orc) for
some A> 0,
thenfl
satisfies
corcditiona) (4).
Proof :
For the sake ofsimplicity,
we suppose that p has zero massoutside
[0,
2n].
,Then
Thus
a) implies c).
To prove that
a) implies b),
wedecompose
the interval(0 r)
as the00
union
U (,r 2-n-1 z 2-")
andproceed
as before. In a similarfashion,
we canM==0
show that
b) implies a)
and thatc) implies a).
We can now state the main
theorem,
thegeneralization
of the lemmasof Marcinkiewicz and
Fine,
as follows : ,THEOREM 1. Let /t be a
positive
measure on[0, 2 n] satisfying
the oon-dition , Let P be a closed subset
of [0,
2n]
a,ndD its distance
function. If I,
isdefined by
then
I, finite for
almost every x E P .(4) This lemma stems from the observation of Professor R. Salem that in the case
for condition (c) is equivalent to condition (a). He also pointed out to us
how our
original
proof of Theorem 1 below could be simplified.Before
proving
thistheorem,
we wish to make some remarks. Theorem 1 reduces to the lemma of Marcinkiewiczif p
isLebeague
measure(condi-
tiona)
istrivially
true ofLebesgue measure). Similarly,
the lemma of Fineis obtained
by taking for a
the discrete measure whichassigns
to thepoint hj ,
7 the mass( j = 1 , 2 , 3 , ...)
and is zero otherwise. In thiscase,
the condition on p isprecisely
condition(i)
on the sequence(hj) . Condition (ii)
on the sequence
(hj~ ~
viz.is just
the conditioni. e. condition
c)
on the fl of Lemma 1(Â = 1).
Thus the two conditionson the
lhj]
areequivalent (5). Finally,
it should be noted that the behaviour of a is criticalonly
in aneighborhood
of theorigin.
Proof of
Theorem 1(6).
To prove thatI, (x)
is finite for almost everyx E
P,
7 it suffices to show thatLet
4n
=(an, bn) (n = 1 , 2 , 3 , ...)
be thecontiguous
intervals andI An I
theirLebesgue
measure. Since D vanishes onP,
where is the
complement
of P.Thus
So
Now
(5) This has already been remarked by Fine in
[1].
(6) See footnote (4).
using
Fubini~s theorem(*).
Since x E P andfor
each
fixed t and all x E P .and this last
integral, by
Lemma1,
iswhich concludes the
proof.
’
In the same way, we can prove the
following
theorem which is due to Marcinkiewicz in the case ofLebesgue
measure.THEOREM 2. With the notation
of
Theorem1,
letthen
~x) is finite for
almost every x E P. Thefollowing
is aninteresting special
case of Theorem 2.COROLLARY 1 :
If
1 >0 ,
7for
almost every x E P .Proof :
We take for p the discrete measure whichassigns
to thepoint
1
the mass1 ?i
y 7(n (n=1
=1 72
73,...)
!)
and is , otherwise zero. It issimple
pto check that this measure satisfies the condition of Lemma 1.
In
particular
if A= 1 ,
we see that for almost every(*)
The above interchange of order of integration does not follow immediately fromthe standard version of Fubini’s theorem.
However,’
since the integrals are positive, the interchange can be justified by an appropriate limiting argument. Since the argument isstandard and the details somewhat lengthy, we omit the justification.
3.
Integrals
ofMarcinkiewicz
andHilbert Transforms.
In this section it is our aim to
apply
the results of theprevious
sec-tion to some
generalizations
of anintegral
of Marcinkiewicz of Dinitype
and of the Hilbert transform.
We shall assume as before
that It
is apositive
measure on[0, 2n]
satisfying
the condition - ’Our results are contained in the
following
two theorems.THEOREM 3.
Suppose that
F E .L2([0 , 2~~)
and is extendedperiodically.
Let ft be a measure
satisfying (3.1). If
F’ exists in (t set Eof positive 1neasurè,
ttae
integral
is finite
almosteverywhere
in E. ,THEOREM 4.
Suppose
that L(~0 ,
and isagain
extendedperiodi- cally
and that the measure usatisfies (3.1). If
F’ exists in a set .Eof posi-
tive measure, then
exists
for
almost every a? E E .Before
preceding
to theproofs
of thesetheorems,
we wish to discusstheir
backgroulid. When # (t) = t,
Theorem 3 reduces to a result of Mar- cinkiewicz[4.1. (7 )
Theassumption
thatF’(x)
exists for xsEimplies
thatJj’
(z + t) +
F(x
-t)
- 2F(a?)
= o(t)
for but this estimate is not sufficient to ensure the convergence of(3.2).
Theorem3, however,
doesshow that this estimate can be
improved
for almost every z E E .(7) See also A. ZYGMUND, «A Theorem on Generalized Derivative8 >> Bull. of A. M. S.
49 (1943) pp. 917-923, esp. p. 919.
Theorem 4
originates
in a theorem of Plessner[7]
for whichIn this case, if F is the
integral
of a function then(3.3) reduces,
afterintegration by parts,
to theconjugate
functionof f.
Plessner
proved
his resultby complex
variable methods which are of courseunavailable in our context. In
[3] Marcinkiewicz
gave a real-variableproof
ofPlessner’s theorem. One last remark be,fore’we
pass
to theproofs.
The existence of theintegral (3.3)
is more subtle than that of(3.2);
for ingeneral (3.3)
con-verges
only non-absolutely.
Infact,
Marcinkiewicz[4]
has shown(in
the casep (t) = t)
that there exists anF (x)
withintegrable derivative,
for whichd t = 00 for almost every x . The non-ab- solute convergence of
(:3.3)
islikely
to be thegeneral situation,
but weshall not pursue the matter here.
The
proofs
of the theorems will besplit
into a number of lemmas.Basic to both
proofs
is thefollowing decomposition
dueessentially
toMarcinkiewicz
[2].
LEMMA 2. Let F be
integrable
on[0, 2a]
and extendedSuppose
that F’(x)
exists at eachpoint of
a set .E C[0 , 2n] of positive
mea-sure. Then
given
anyq >0,
there exists a closed setP, PCE,
withI E-R rl,
and a
decomposition of
F ’with the
following properties :
1)
G(x)
has a continuous derivative on[0, 2~c~ .
.
2) G (x) = P (x)
for x E P .3)
There is a6>0,
such that for every x E P and allt,
D
being
the distance function relative to P.Proof.
Since h" ismeasurable, given
q> 0,
there is a closed subsetP1
of Ewith Pi ] q/2
and on which F’ iscontinuous (by
Lusin’stheorem). By Egoroff’s theorem,
there is another closed set P CP, C E,
I
such that limt-o
uniformly
forOn
P,
and since theapproach
to F’ isuniform,
there is a6
>
0 such that for all xEPas soou as I
Let g1
be afunction,
continuous on[0,
andperiodic
which coinci- des with .~’ on P and letOf
be theintegral of g1.
The functionBi
== F -
G
t satisfiesuniformly
in P the conditionThis
implies
thatI
for all x E P as soon as6 . Thus for all those
segments Ai
of theset Q complementary
toP,
for
which ~ (so
for all but a finitenumber)
We now define a function .R in the
following
manner. Choose apoly-
nomial co
satisfying
cu(0)
=0 ,
m(1) =1,
y andco’(0) === o/ (1)
= 0 . Both coand 6t/ are bounded on
[0, 1].
If ab,
are the extremities of P in[0 , 2~cj ,
y R is definedby
thefollowing
conditions :(2)
if is asegment contiguous
toP,
7Clearly
R(r)
is continuous. On~’ , R’ (x)
=0 ,
and since for those intervalsAj contiguous
toP,
Iby (3.4)),
R’ is seen to becontinuous.
The function B
= B1- R
vanisheson P;
moreover, for x yWith a similar estimate with
respect
to the otherendpoint of Ai,
y we con-clude
A
D (x + t)
for every z E P and all t that suchthat I t ] 6 .
·Since F =
6~ -p
R-~- B,
insetting
G= G1 + R
we obtainthe desired
decomposition..
LtMA 3:
Suppose defined by
I’hen M
(x)
oofor
almost everypoint of [0 ,
2n] . Proof :
It isenough
to show thatbe the Fourier
expansion
off
with(We
suppose thatplying
Fubini’s theorem and Parseval’srelation~
we obtainWe conclude the
proof by showing
that(independent
ofr~) .
We
split
theintegral
as indicated : ’Similarly
which establishes(3.5).
Thus
of
Theorem 3: Given any q> 0,
it isenough
to show that there is a closed set for which theintegral (3.2)
is finitefor almost every x E P .
Fixing
q, we choose P to be that setgiven by
Lemma 2. Thus and
F decomposes
as the sumF(x) = G(x)+B(x),
where G has a continuous derivative on
[0 ,
2~c~ and B (x + t)
A D(x + t)
whenever x E P
6.
Since F =6’ -~- B ,
Ii
is finite for almost every x E[0 ,
2~c~ by
Lemma 3.Since
Now More-
over,
which is finite for almost every x
by
Theorem 2.Finally (t)
is finite for almost every x since BEL2
(being
the difference of twofunctions,
each of which is in.L~)
andis of total bounded variation in
[6 , ~c~ .
Similarly
for almost every Thus~2
isfinite for almost every
point
ofP ,
which concludes theproof.
4.
Proof
of Theorem 4:LEMMA 4: 1
Suppose
that . Wedefine
He (I) by
Then
A
independent
of e andf,
, , , , _ , , , , .- . ,
(ii) HE f
converges in theG2
norm, as03B5-->0
to a limit which wedenote
by H f,
,Proof: Let
be its Fourierdevelopment.
Thus
(assuming
asalways
thatthe
series converging absolutely.
Therefore
HE
To establish
(i)
it suffices to show that, A
independent
of n and e .8
The
integral (4.2) is, however,
dominatedby
and this last
integral
is dominatedby
1
Each of these two
integrals
is Aby
Lemma 1 and this proves(i).
Ad
(ii). If f
is smoothenough,
say 0(1) ,
it is easy to eheck thatHE ( f )
converges
uniformly
and thus inL 2
as 8 - 0 . Insplitting
and
lilt 112 arbitrarily small,
andusing (i),
we conclude thatHE ( f ) , f E .L2 ,
Iis
Cauchy ;
y hence converges inL 2
to a limit.Ad
(iii).
This is an immediate consequence of(i)
and(ii).
The
following
Lemma is a very well known theorem ofHardy
and Littlewood(8)
LEMMA 5:
Let, Define f * by
f*
ELp
andLEMMA, 6 :
Suppose f
is bounded on[0, 2~c~
and let M = essae supif (X) I,
by
(8) Cfr. ZYGMUND
[9],
page 244.where
He ( f )
isdefined by (4. 1) ;
Fbeing
theintegral of f.
Then H( f )
EZ2
and
II
Proof:
We firstregularize f by convoluting
it with anapproxirriation
to the
identity :
moreprecisely, choose 99 (t)
h 0 to have thefollowing
pro-perties : (1) ~ (t)
isindefinitely differentiable, (~) ~ (t)
= 0 outside[- 1 , 1] ,
1Define
We define then
f, by
+ ’
Assuming,
without loss ofgenerality,
that so that F isperio-
x
dic,
wedefine F. by F. (~’)
=ff. (t) d t. We note that f~
and thus F~
are
o
infinitely
differentiable.We observe first
that J1’£ = F*E;
next that foreach q >
0for the
operator Hr¡
isessentially a
convolutiontype operator.
Now letr~ -. 0 (s fixed).
Sincefe
issmooth, uniformly ;
i butby
Lem-ma
4, Hr¡ ( f )
converges inL2
to H( f ) .
Thus(/) ~
cpe converges unifor-mly
toWe have obtained
for every x.
We next estimate the difference
j!?s(/)2013~OQ’
Let us introduce thenotation At
F for+ t) + F (x
-t)
-2F (x) .
Then(9) This « maximal» theorem is true if f E L2, in which case M is replaced
by [[ f ~~2.
Actually we need it here only for f continnous.
finally
obtainfor
I t I s .
To estimate
At
F -At Fe,
we estimate terms of the formF (x) - Fe (x)
and
Similarly I
I Our final estimate is thusUsing
the estimates(4.11)
and(4.12),
we obtainThus since
we
finally
obtain ThusBy
lemmas 4 and5, and I
which concludes the
proof
of the lemma.LEMMA 7:
If f is
continuous on[0 , 2~c] ,
thenH£ ( f ) -~ bC ( f )
~xt almostevery
point.
Proof:
It isenough
to show thatHe (f)
convergespointwise
almosteverywhere
for we know from Lemma 4 that it converges to H( f )
in theL2
sense. To dothis,
we prove :Given q > 0,
y 6> 0 , there
is an8 >
0 anda fixed set F of measure less
than q ,
so that if E1, E2s , then I HE1 ( f )
--
He2 ( f ) ] 6 , except possibly
in F. ’Let K be a figed constant
guaranteed by
lemma 6 sothat f
K2
(sup If/)2
for all boundedf. Decompose f
asf = f1 +f2
wherefi
issmooth and sup
f2 I C 8 t = ~ ( ~1, ~ By linearity + He(f2);
consequently
, f1 being smooth, BE ( f1) -. ~ ( f1) uniformly ;
choose E so that if81 , 82 8 ,
Ithen
everywhere.
/’
In
addition,
; since(sup I
./
can be
J !/3 only
on a set F ofThus can be
>
2 6
only
on F.can
be ) "3 ð
3only
on F .(10)
For any g, I:n a
(11) Here we need the fact that f is continuous so that we can approximate uni- formly, i. e. in the sup uorm, by sniooth functions.
Therefore
except possibly
on F aslong
828 .
This concludes theproof
of the lemmasince 27
and 6 arearbitrary.
Corcclusion
of
theproof of
4. It suffices to show thatgiven
an~
> 0,
there is a closed setP ~ r~ ~
so that the limit(3.3) ’ ~
>exists
(and
isfinite)
for almost everyFixing q ,
we choose P to bethat set
given by
Lemma 2. ThusIE - P ~ ] q
and Pdecomposes
into thesum
I~’ = G -~- .B’
where a has a continuous derivative on[0,2 nJ
andI
for each x 8 P and ThusBy
Lemma7,
lim exists(and
isfinite)
for almost everypoint
of[0 , 2 n].
E--->0
We conclude the
proof
inshowing
that lim exists(and
isfinite)
fors-o
almost every x s P .
It is thus sufficient to prove that the
integrals
are finite almost
everywhere
in P.Since I B (x + t) ~ D (x + t) for
eachx g P
and I t I C ~ ~
y theseintegrals
are dominated near theorigin d) by which, by Theorem 1~
is finite for almost every x 8 P .Siiice B 8 Li
(being
the difference of two functions in£1) ,
certainly
exists for each x. Thus(3.3)
exists almosteverywhere
in P andhence,
almosteverywhere
in E.2. Annali della Scuola Norm. Sup. - Pisa.
5.
Concluding Remarks.
’
As a result of Theorem
4,
we can make thefollowing observation :
wehave
already
remarked that Marcinkiewicz hasgiven
anexample
of an ab-solutely
continuons function F for which theintegral
for almost every x .
None-the-less, , for
everypartition
of the interval[0 y’]
intodisjoint intervals 4;
and forevery random choice of ±
17s,
we can assert thatfor almost every
~~(0~2~).
For if we define Pi to be the measure
equal
toLebesgue
measure on the intervals with-~-1
attached to them and 0 otherwise and if P2 issimilarly
defined with
respect
to the intervals with - 1 attached tothem,
thenBoth ,u1
and P2 satisfy (i=1,2),so by The
orem
4,
each of these two lastintegrals
is finite almosteverywhere
andthus their difference is finite almost
everywhere.
In Lemma
4,
we considered the as afamily
of(linear) operators
on" We can also consider them as
operators
onLp, 1 p
oo . In theclassical case of the Hilbert
transform,
M. Riesz has shown that iff
8.Lr,
7is
again
inLp
and~->o
There is a substitute result for
.L1
for eventhough H (f)
exists almost e-verywhere
in this case, it may not beintegrable. Moreover,
A.Zygmund
has shown that in this case the maximal
operator
H of Lemma 6 is a boun- dedoperator
fromLp
toZp
for 1 p oo . Theanalagous
theorems and relatedquestions concerning
the moregeneral
transforms of this paper will be considered in a future paper.BIBLIOGRAPHY
1. N. J. FINE, « Cesaro Summability of Walsh-Fourier ,Series », Proc. Nat. Acad. Sci., 41 (1955) pp. 588-591.
2. J. MARCINKIEWICZ, « On the convergence of Fourier ,Series », J. Lond. Math. Soc., 10 (1935) pp. 264-268.
3. J. MARCINKIEWICZ, « Sur les series de Fourier », Fund. Math., 27 (1936), pp. 38-69.
4. J. MARCINKIEWICZ, « Sur quelques
integrales
du type de Ðini», Annales de la Soc. Polo- naise de Math" 17 (1938), pp. 42-50.5. J. MARCINKIEWICZ, «Sur la sommabilité forte de series de Fourier », J. Lond. Math.
Soc., 14 (1939) pp. 162-168.
6. A. PLESSNER, « Zur Theorie, der Konjugierten Trigonometrischen Reihen », Mitt. des Math.
Seminar d. Univ. Giessen, 10 (1923) pp. 1-36.
7. A. PLESSNER,
« Über
das Verhalten Analytischer Funkionen auf dem Rande des Defini-tionsbereiches », J. für Reine und ang. Math., 158 (1927) pp. 219-227.
8. M. RIESZ, « Sur les fonctions conjuguees », Math. Z., 27 (1927) pp. 218-244.
9. A. ZYGMUND, « Trigonometrical Series », Monografje Matematyczne V, Warsaw-Lwow
(1935).