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Intermediate spaces and the class L log + L

COLI~ BEI~NETT

California Institute of Technology, U.S.A.

1. Introduction

The role in classical analysis of the Orlicz space L log + L is now well-known ([18]; I, pp. 33, 242, 267; II, p. 159) and, quite recently, O'Neil ([14]) has exhibited certain connections with the theory of interpolation of operators. In this note we show how the modern theory of interpolation methods relates to the space L log + L b y describing the intermediate spaces (L 1, L log + L)o ' q; K and (L log + L, L~ ~., g generated b y the K-interpolation method of Peetre ([3], Chap. 3). I n particular, we find interesting relationships (Corollaries C, E) between these and the Lorentz spaces. In fact the essential observation in the proofs of our results is t h a t all three interpolated spaces L 1, L l o g + L and L ~ are Lorentz A-spaces ([12]) which enables us ([15]) to identify the functional norm K ( t ; f ) . A n application of (some variants of) H a r d y ' s inequality completes the characterization. Our main results are as follows:

TH~ORW~ A. The intermediate space (L 1, L log + L)o ' ~; K, 0 < 0 < 1, 1 ~__ q < ~ , consists of all integrable functions f on [0, 1] for which the norm

1

0

is finite.

COROLLARY B. When 0 < 0 < 1, we have (L 1, .L log+ L)o, 1; K = L (log + L) ~ with equivalent norms.

COROLLARr C. When 1 ~ q ~ ~ , we have (L 1, L l o g + L ) l / q . q ; K = L lq, with equivalent norms.

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216 COLI~ BENNETT

N o t e t h a t Corollary C is a n i m m e d i a t e consequence of T h e o r e m A a n d t h e definition (3.2) of t h e L o r e n t z space L lq. The p r o o f of Corollary B is a little less direct a n d is p o s t p o n e d u n t i l w 7.

THEOI~E~ D. The intermediate space (L log + L , L~176 ,q;g, 0 < 0 < 1, 1 < q < ~ , consists of all integrable functions f on [0, 1] for which the norm

1 9-I(0

I J [ [" vt-~ ["

l~ VIq

till1 = f*(s)d (s)J dt/t /

0 o

is finite, where ~(t) = t(1 + log 1/0. An equivalent (quasi-)norm is

1

Hfil= { f [tl-~ 1/~ .

0

Since 9(t)/t t e n d s to i n f i n i t y as log 1/t (as t - + 0), t h e n e x t corollary follows i m m e d i a t e l y f r o m t h e second of t h e assertions in T h e o r e m D.

COROLLARY E. When 1 < p < oo, 1 <_ q < oo, the space (L log + L, iO~ K is properly contained in the JLorentz space L rq.

2. The Orlicz spaces L (log + L) ~

F o r each O, 0 < 0 < 1, t h e class of measurable functions 1) on [0, 1] for which t h e q u a n t i t y

1

f lf(x) l (log+ If(x)l)~ (2.1)

0

is f i n i t e will be d e n o t e d b y L (log + L) ~ W h e n 0 = 0, L (log + L) ~ is o f course t h e familiar Lebesgue space La; w h e n 0 = 1, we write L l o g + L i n s t e a d of L (log + L) 1. T h u s ([9]), L (log + L) ~ is t h e Orlicz space g e n e r a t e d b y t h e N - f u n c t i o n u - * u (log + u) ~ a n d as such is a B a n a c h space u n d e r t h e usual Orlicz n o r m II*H(L log L+) 0 ([9], p. 67). W e shall n o t m a k e explicit use of this norm. I n d e e d , all we n e e d to k n o w is t h e f u n d a m e n t a l f u n c t i o n t--> ~l(t) o f t h e space L log + L (i.e. t h e n o r m in L log+ L o f t h e characteristic f u n c t i o n Z[0,,l of t h e interval [0, t], 0 < t < 1), a n d a simple c o m p u t a t i o n ([9], p. 72) shows this to be

~l(t) = t ( 1 - - 1 o g t ) , 0 < t < 1. (2.2) i) As usual, functions that coincide a.e. are identified.

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I l g T E R 1 V i E D I A T E S P A C E S A I g D T H E C L A S S L L O G -}- L 217 The 0rlicz spaces L (log +

L) ~

0 < 0 < 1, are ))close~) to L 1 in the sense t h a t L P c_ L (log+ L) ~ ~ L 1, for all p > 1; moreover, following [2], one can show t h a t the indices ([1]) o f /5 (log+

L) ~

are all equal to 1.

3. Lorentz L ~'q spaces

The usual definition o f t h e Lorentz space LP~ ([3], [4], [5], [8]) is t h a t it consists of all (classes of) integrable functions f on [0, 1] for which t h e n o r m

o o

lift] • I J (tl/P'f**(t))qdt/tl

(3.1)

0

is finite. H o w e v e r , since

f*(t)

is a priori u n d e f i n e d for t ~ 1, we shall a d o p t the more n a t u r a l definition in which t h e n o r m (3.1) is replaced b y

1

0

N o w for t > 1, f**(t) is s i m p l y an a p p r o p r i a t e multiple of 1/t so w h e n 1 < p < oo, the norms in (3.1) a n d (3.2) are equivalent. H o w e v e r , w h e n p ~ 1, the space defined b y (3.1) contains only the zero function (if q < oe) whereas t h e corresponding Lorentz space L 1~ defined b y (3.2) is of m u c h more interest.

Indeed, we shall see t h a t L 11 is e q u i v a l e n t to L log + L while the spaces L 1~ occur as the ~diagonab~ i n t e r m e d i a t e spaces b e t w e e n L log § L a n d L 1 (Corollary C).

4. The Hardy-Littlewood maximal function W h e n f

function M f ([6], [7], [16], [17], [18]) is defined b y

x §

(Mf)(x) =

sup

(1/2h) f ff(y)Idy, 0 ~ x ~ 1 1).

(4.1)

O ~ h ~ l

x - - h

The non-increasing r e a r r a n g e m e n t ([5], [8], [18]) of an integrable function f is d e n o t e d b y f * a n d the a v e r a g e d r e a r r a n g e m e n t f * * is defined b y

t

f**(t)--- ( l / t ) f f , ( 8 ) d s , t > 0. (4.2)

0

is an integrable f u n c t i o n on [0, 1] its H a r d y - L i t t l e w o o d m a x i m a l

1) Take

f(y)=

0 outside [0, 1].

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218 C O L I N B E N N E T T

The inequalities

f**(2t) _<

M(f*)(t) <f**(t),

0 < t ___ 1, (4.3) are easy consequences of the fact t h a t f * is non-increasing but the estimates

(Mf)*(t) < 4f**(t/2); f**(t) < 6(Mf)*(t),

0 < t < 1, (4.4) due to Herz ([7]), lie m u c h deeper and play a crucial role in the proof of the n e x t theorem.

4.1. THEOI~,M..For

any number O, 0 < 0 ~ 1, on

[0, 1]

the following statements are equivalent:

(a) f e L (log+ L)~

1

(b) f If(x)l (log + If(x)t)~ < oo;

0 1

(e) f f*(t) (log+f*(t))~ < ~;

0 1

(d)

f f,(t)

(log

1/t)~ < oo;

0 1

(e) f f**(t)

(log

1/t)~

< co;

0 1

(,, f (Mf)*(t)

(log

1/t)~ < co.

o

and any integrable function f

Proof.

T h a t (a) and (b) are equivalent is a m a t t e r of definition (cf. (2.1)), and (b) and (c) are equivalent because f and f * are equimeasurable. I f (c) holds t h e n (el. [18], I, p. 34) let E =

{t:f*(t) <

t -1/2} and F =

{t:f*(t) > t-1/2}.

We have

1 1

f f*(t)

(log

l/t)Odt = f + f <

const, q - 2 ~

f f*(t) (logf*(t))~ < co,

0 E F 0

and so (c) ~ (d). The converse is a direct consequence of the fact t h a t for every integrable function f, the function

t-->tf*(t)

is bounded. The quantities

0 flof*(t)

(log

1/t)Odt

and

fofl

**(t)(log

1/t)O-ldt

are the same (use (4.2) and change the order of integration) so (d) and (e) are equivalent. Finally, the equivalence of (e) and (f) follows directly from (4.4). This completes the proof.

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I L N T E R : M E D I A T E S P A C E S A N D T H E C L A S S L L O G § L 219 4.2..Remarks. (i) When 0 = 1, we deduce from parts (a) and (e) of Theorem 4.1 t h a t f e L log + L if and only if f** is integrable, a result of H a r d y and Littlewood ([6], Theorem 11 (iii)). Hence, b y (3.1), the spaces L log+ L and /21 contain the same (classes of) functions. (ii) The equivalence of the parts (a) and (f) shows t h a t the maximal function M f is integrable ff and only if f e L log+ L. This somewhat deeper result is due to Stein ([16], [17]) b u t was later established b y Herz ([7]) using the methods indicated here. We shall not need to use p a r t (f) in what follows;

the remaining assertions of Theorem 4.1 are then elementary because t h e y do not require (4.4).

5. Lorentz A-spaces

When X is a rearrangement-invariant space ([1], [5], [15]) on [0, 1], the funda- mental function ~0 x of X is defined b y q~x(t) = IIz,[Ix, 0 < t < 1, where St is the characteristic function of the interval [0, t]. The Lorentz space A(X) associated with X consists of ell (classes of) integrable functions f on [0, 1] for which the norm

1

= ( 5 . 1 )

I[fi]Afx)

0

is finite (eft [15]). Observe t h a t A(X) -- 3/ if X ~- ]P or L~; the subsequent theory depends crucially upon the fact t h a t this remains true when X ~ L log+ L.

5.1. T H E O ~ I . Up to equivalence of norms we have

A(L log + L) = L log + L = / 2 1 .

(5.2)

Proof. We have already observed (cf. R e m a r k 4.2) t h a t L l o g + L and /21 are the same. For the other half of (5.2), note t h a t b y (2.2) t h e fundamental function of the space L log + L is ~(t) = t(1 + log I/t). Thus, from (5.1), we see t h a t an integrable function f belongs to A(L log + L) if and only if

flof*(t)

(log 1/t)dt is

finite, and b y Theorem 4.1 this occurs precisely when f belongs to L log + L.

Thus, the three spaces A(L log + L), L log + L and /21 coincide algebraically. B u t any two Banach function spaces consisting of the same functions have equivalent norms (cf. [11], w 2) so the proof is complete.

5.2. 3~emarlc. Theorem 5.1 is already implicit in the more general results of Lorentz ([11]) which describe the precise circumstances under which an Orlicz space can be equal to a Lorentz space; we included the proof in our special case because it is elementary. R o u g h l y speaking, Lorentz' results show t h a t an 0rlicz space can coincide with a A-space if and only if it is }>close~> to /2; in particular,

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220 COLII~ BENNETT

the spaces LP (log + L), p > 1, are not A-spaces and so the techniques used below do not extend to the case p > 1.

When (~4, ~ ) is a compatible couple of Banach spaces the K-functional norm of Peetre ([3], Chap. 3) is defined on ~ ) / + ~ b y

K(t;f) = K(t;f;

~4; ~ ) = inf ([]gIly +

t]ihll2), 0 < t < ~,

where t h e infimum is taken over all possible representations f = g + h of f with g e ~ and h e c~. We shall need to use the elementary inequality

K(t;f) <

max (1,

t/s)K(s;f),

0 < 8, t < ~ . (5.3) The importance of the identity (5.2) is t h a t it allows us to regard the couple

(L ~, L

log + L) (or (L log + L, L ~) as a pair of Lorentz A-spaces and in this case it is possible to compute

K(t; f).

Indeed, if X and Y are rearrangement-invariant spaces then

1

K(t; f; A(X), A(Y)) = f f*(s)d

{min

(9~x(S),

t~y(8))}. (5.4)

o

This result is stated without proof in [12], and in a special ease in [1]; a proof is supplied in [15]. We apply (5.4) in case X = L 1 and Y = L log + L.

5.3. THEOREM.

For each f

e L t

we have

K(t; f', LI; .L

log+ L) =

~(t)

f f*(s)ds +

o 1

f f*(s)d8,

o

1

t f (log 1/8)f*(s)d8,

~(0

where e(t) =

exp (1 --

1/t).

O < t < l ,

t > l,

(5.5)

We shall, for convenience, write

when 0 < t < 1, an integration b y parts of the second integral gives

K(t; f)

for

K(t; f',

L1; L log+ L). Note t h a t

1

= t ( 1 -

t)-i ff**(8)ds,

~(0

~(0 1

f f*(s)ds + t(1-- t)-l f (log l/s)f*(s)ds

o e(O

and this leads to the following characterization of

K(t;f)

in terms of f**.

(5.6)

5 . 4 . T H E O R E M . F o r e a c h

f

e L 1 w e h a v e

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I N T E R M ' E D I A T E S P A C E S A N D T H E C L A S S L L O G + L 221

m o r e p r e c i s e l y

1

K ( t ; f ) N t(1 - - 0 -1

f f**(s)ds,

.(t)

O < t < l ;

1 1

(2e)-lt(1 - - t) -1

f f**(s)~ < E(t;

f ) _~ t(1 - - t) -1

f f**(s)ds.

~(0 ~(0

(5.7)

(5.8)

P r o o f . The second inequality follows directly from Theorem 5.3 and the identity (5.6). For the other one we consider two cases. First, if 0 < t < 1/2, t h e n ( l - - t ) - 1 < 2 so from (5.5) and (5.6)

1 e(t)

~(t) o

1

2t

f

(log 1 / s ) f * ( s ) d s < 2 K ( t ; f ) ,

~(t)

and this establishes (5.8) in ease 0 < t < 1/2.

x = t-1(1 - - t)

1

t(1 - - t) -1

f f**(s)gs

,(,)

B u t (5.5) shows t h a t f**(1) = K ( 1 ; f ) so using (5.3) we deduce t h a t

1

t(1

- t)-i

ff**(s/es <_

e(t)K(1;f) < 2 e K ( 8 9 <__ 2 e K ( t ; f ) , 89 < t < 1.

~(t)

This completes the proof.

I f now 89 < t < 1, t h e n with

1

= ~-~ f f * * ( s ) d ~ <_ x-~(1

- e-=)f**(e -~)

~f**(e -~) ~_

e=f**(1).

e-it

6. Hardy's i n e q u a l i t y

The following integral inequalities, which will be needed later to identify certain intermediate spaces, are collectively referred to as H a r d y ' s inequality ([3], p. 199;

[8], p. 256).

THEORE~ 6.1 (Hardy). L e t o: > O, 1 <_ q <_ ~ . I f yo(s) is a n o n - n e g a t i v e m e a s u r a b l e f u n c t i o n on (0, oo) then

oo t ~o

{f( f

t - ~ W(s)ds dt/t < o~ -1

{f

(tx-~w(t))qdt/t (6.1)

0 0 0

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222 C O L I N B E N N E T T

and

o 0 oo o 0

{f( f )' t ~ W(s)ds dt/t <

~-~

{f (t~+~yJ(t))qdt/t .

0 t 0

(6.2)

I n t h e n e x t t h e o r e m we establish a useful v a r i a n t of H a r d y ' s i n e q u a l i t y . F o r reasons of b r e v i t y we shall denote b y # t h e measure given b y

dtt(t ) = dt/[t(1 --

log t)].

T~EOR~M 6.2.

Let

~ > 0, 1 ~ q < m, ~f~_0.

Then

1 t 1

0 0 0

and

1 1 1

- - . l o g t ) - - a J ~)(8)dsJ d . ( t ) [ s - l {

f

-

o t o

] l/q

log

t)>~(t)]qdtt(t) l .

(6.3)

(6.4)

Proof.

The p r o o f is modeled on t h a t given in [8J for t h e classical H a r d y inequalities (6.1), (6.2) so we shall o n l y s k e t c h t h e details. I f 1 < q < oo a n d

1/q + 1/q' = 1

we write

t t

f ~(8)d8

f [ 8 1 - 1 / 4 ( 1 - - log

s)Z~(s)][s -1/r

- - log

s)-Z]ds

0 0

a n d a p p l y H61der's i n e q u a l i t y to o b t a i n (provided fiq' < 1)

t q t

( f ~(s)ds) <(~q'--1)l-q(1--logt)qO-~)q(f [s(1--logs)~v(s)]qds/s).

0 0

Using this to e s t i m a t e t h e l e f t - h a n d side, s a y I , of (6.3) we h a v e

1 $

I<{(flq'--l)>qf(1--logt)(~+>&-2dt/tf[s(1--logs)fly@)]qds/s} 1/q.

o 0

An interchange in t h e order o f i n t e g r a t i o n gives

1

I < {(flq' -- 1)q-a[(e + 1 -- fi)q -- 1]} -1/q [s(1 - - log @l+~-l/q~o(@]q&/e ,

0

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I N T E R M E D I A T E S P A C E S A ~ T D T H E C L A S S L L O G -~ L 223 provided (:~ q- 1 -- fi)q > 1. I t remains therefore only to minimize the constant term (subject to 1/q' < fl < ~ -t- 1/q'), and a simple computation shows t h a t the minimum value is a-1 (occurring at /~ = (~ -4- 1)/q'). The cases q = 1 and q = are easier so we omit the details. The inequality (6.4) can then be established in much the same way.

7. The intermediate spaces (L 1, L log + L)o,~;~ c

Denote b y

[ifll0,1,

K the norm of a function in the space (L 1, L log+ L)o" 1; K"

Then b y (5.5)

~ 1 1

,,]llo.,,K-- f t-o.~(,;f)at/t=o-l f f*(,)a,+ f t-o-~K(t;f)at. (7.,)

0 0 0

Now, again using (5.5) and the change of variable u = e(t) we have

1

f t-~ f)dt =

0

1 u 1 1

= f

( 1 - log u) ~

+ f

( 1 - log

u,o,f o

0 0 0 u

A change in the order of integration gives

1

f t-~ ~ 1K(t; f)dt =

0

1 1

= - og.)o_ + ( 1 - -

o)-:ff*(~)(log

1/~)(1 - l o g 8)~

0 0

which, combined with (7.1), shows t h a t

1 1

f f*(s)(1 -- log s)~ < Ilfllo,1;K <-- [0(1 -- 0)] - a / f , ( ~ ) ( 1 - log s)Ods.

0 0

Thus a function f belongs to (L 1, L log+ L)o" 1; K if and only if

flo f*(s)(1

- log s)~cls

is finite; it follows immediately from Theorem 4.1 t h a t the spaces (/~, L log+ L)o ' 1; g and Z, (log+ L) ~ coincide. This completes the proof of Corollary B.

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2 2 4 C O L I N B E N N E T T

8. The intermediate spaces (L 1, L log+

L)o,q;K

We shall show t h a t the space

Xo, ~,

which by definition consists of all (classes of) measurable functions for which the norm

1 1

]lf[[o,q=ff*(t)dt+{f[t(1--1ogt)~

(8.1)

0 0

is finite, coincides with the intermediate space (12, L log+ L)o,q; K. Since the finiteness of the second integral in (8.1) is not affected if 1 -- log t is replaced b y - - l o g t, this is precisely the assertion of Theorem A.

8.1. THEOREm.

Let 0 < 0 < 1, 1 <_ q < 0o. Then (12, L log+ L)o,q;K= Xo, q, with equivalent norms.

Proof.

Let us show first t h a t Xo, q ~ (12, L log+

L)o,q; g"

by (5.5), (5.8) and Minkowski's inequality

co

[ r / ~/q

Ilfllo, q;K =- I J [t-~

0

1 1

-< f ,~

t) - 1

JfNN(s)ds I dt/t I

o <t)

SO, if I denotes the first term, we have

1

I[fllo, u; = ~ I -4- (Oq) -1/'

f f*(s)ds.

0

Now the change of variable u - - - e ( t ) gives

1 1

1 f f lq 1 ~/q

0 u

e - I I

1 f lq I l l q

< s { f [ ( 1 - log~) ~ Jf**(s)dsJ@(u) I

0 u

1 1

e-1 u

We use the H a r d y inequality (6.4) to obtain the estimate

I f

f e Xo, q,

t h e n

r 1

1 0

(8.2)

(8.3)

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I ~ T E : R / V H ~ D I A T E S P A C E S A i ~ D T ~ t E C L A S S L L O G + L 225

1

<2 1 o,l{fE l

llq

0

while for t h e second t e r m we use t h e i n e q u a l i t y log u < u - - 1 t o o b t a i n

1

u 1

( e - 1) 1/qe_l<u<l[sup

I(1-

U) -1

ff**(8)ds] < (e- 1)l/qf**(e-1).

u

T h e r e f o r e

e - 1 1

0 0

(s.4)

(s.5)

and

1 i s 1 u

u u 0 u 0

= - - u (log

u)f**(u)

so f r o m (8.7) we h a v e

1

0

(s.s)

T h u s i f

Nfi]o,~; K

is finite, so is t h e i n t e g r a l in (8.8) a n d hence, using once m o r e t h e f a c t t h a t (1 - - log u) a n d - - log u are a s y m p t o t i c a l l y t h e same as u -+ 0, so is,

]lf][o, 1.

This completes t h e p r o o f o f T h e o r e m 8.1 a n d t h e r e f o r e , as we r e m a r k e d a b o v e , o f T h e o r e m A.

which establishes t h e desired inclusion.

I t r e m a i n s o n l y t o s h o w t h a t i f

IJftJo, q., K

is f i n i t e t h e n so is

IJfllo, q.

B u t , a g a i n f r o m (5.8),

1 1

r' ] q ! ~/q

0 u

Collecting t h e e s t i m a t e s (8.3), (8.4) a n d

(8.5)

we d e d u c e f r o m (8.1) a n d

(8.2) that

1 1

[]fl,o.q;K <~

co, ( f f*(t)dt + {f[t(1--logt)~ 1/') = co, qI[f[]s,~,

(8.6)

0 0

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226 C O L I N B E N N E T T

9. T h e i n t e r m e d i a t e spaces (L log+ L,

L~)o,q;K

Recall t h a t t h e f u n d a m e n t a l f u n c t i o n of t h e space L log+ L is ~(t) = t(1 -- log t) so f r o m (5.4) we h a v e

e-l( 0

K ( t ; f ; L log+ L, L ~) ---- / f * ( s ) d q ~ ( s ) (9.1)

0

(cf. t h e expression for t h e K - n o r m of t h e pair (LP, L ~) given in [10]; see also [13]).

H e n c e

oo ~,l(t)

/ / [ /

llfllo,~; K = t - ~ f*(s)dq~(s) dt/t , (9.2)

0 0

t h e first of t h e assertions of T h e o r e m D. F o r t h e second we n o t e t h a t t h e change of variable u = ~(s) in (9.2) gives

oo |

//[ l} lj ,

Ilfllo,~., K = t -1 * u u dt t

0 0

where F * ( u ) = f * ( ~ 0 - 1 ( u ) ) , so f r o m H a r d y ' s i n e q u a l i t y (6.1) we h a v e

oo

Ilfllo,~;

K ~ 0 -1 J [tx-~ 9

0

(9.3)

Finally, i t is e a s y t o check t h a t tf*(q~-l(t)) < f~-lC')f*(s)d~o(s) so f r o m (9.2)

{/[tl-~ 1/~ < II,fllo,~.

0

(9.4)

The second assertion of T h e o r e m D n o w follows f r o m (9.3) a n d (9.4).

R e m a r k s . (i) F r o m t h e h y p o t h e s e s T Y L 1 --+ w e a k - L 1, T: L * -~ L ~ a n d Marcinkiewicz' t h e o r e m ([5], [8]), it follows t h a t T: Leq-+Lvq, 1 < p < ~ , 1 < q _< ~ . U n d e r t h e weaker (el. [14]) h y p o t h e s e s T: L log+ L --~ L 1, T: L * -~ L ~, it is no longer t r u e t h a t T: L ~ ~ Lvq (take T f -~ f o ~-1); in this case, t h e inter- polation t h e o r e m corresponding to T h e o r e m D shows t h a t i f T: L log+ L--~ L 1, T : L ~ --+ L ~, t h e n T: ( L l o g + L , L~ Lvq.

(ii) Because of t h e stability theorem, t h e i n t e r m e d i a t e spaces b e t w e e n pairs (Lpq, L rs) o f L o r e n t z spaces d e p e n d only u p o n p a n d r (and t h e y are again L o r e n t z spaces, cf. [10], p. 160) whenever 1 < p, r < ~ . T h u s t h e i n t e r m e d i a t e spaces

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I N T E R M E D I A T E S P A C E S A N D T H E C L A S S L L O G T L 227

depend only upon the indices ([1]) of LPq and L rs. We see from Corollary E t h a t this is not true in general since the spaces L log+ L and L 1 have the same indices and yet the intermediate spaces for the couples (L log + L, L +) and (L 1, L +) are different.

(iii) F r o m the point of view of incorporating classical results such as those of Marcinkiewiez and 0'Neil ([14]) into the theory of interpolation methods it would be interesting to have analogues of Theorems A and D where L log+ L is replaced b y weak-LL The difficulty is not so much t h a t weak-L 1 is not normable (cf. [10]) b u t t h a t weak-L ~ is not a A-space, so the methods presented here do not apply.

We hope to return to this question at a later time.

Note added in proof (july 73): Some results pertaining to R e m a r k (iii) above are a n n o u n c e d in the author's paper ~)Estimates for weak-type operators~), which is to appear in Bull. Amer.

Math. Soc. 79 (5) (1973).

References

1. BOYD, D. W., Indices of function spaces a n d their relationship to interpolation. Canad. J . Math. 21 (1969), 1245--1254.

2. --~)-- Indices for the Orlicz spaces. Pacific J . Math. 38 (1971), 315--323.

3. BUTZER, 1 ~ L. • BEREI~S, I-I., Semi-groups of Operators and Approximation. Springer- Verlag, New York, 1967.

4. CALDERON, A. P., Spaces between L 1 a n d L ~ a n d the theorem of Marcinkiewicz. Studia Math. 26 (1966), 273--299.

5. GILBEI~T, J. E. & BENNETT, C., Interpolation Space Theory and Harmonic Analysis. Lecture Notes (in preparation).

6. HAICDY, G. H. & LITTLEWOOD, J. E., A m a x i m a l theorem with function-theoretic applica- tions. Acta Math. 54 (1930), 81--116.

7. HEI~Z, C. S., The Hardy-Littlewood Maximal Theorem. Symposium i n Harmonic Analysis, U n i v e r s i t y of Warwick, 1968.

8. HUNT, R. A., On L(p, q) spaces. L'Enseignement Math. 12 (1966), 249--276.

9. KI~ASNOSELSKII, M. t . & I~UTIOKII, YA, B., Gonvex .Functions and Orlicz Spaces. P. Noord- hoff Ltd., Groningen, 1961.

10. KI~E]~, P., I n t e r p o l a t i o n d'espaces vectoriels qui ne sont ni normds, ni complets. Applica- tions. A n n . Inst. Fourier 17 (1967), 137--174.

11. LOttENTZ, G. G., Relations between function spaces. Proc. Amer. Math. Soc. 12, (1961), 127--132.

12. --~)-- & SHIMOGAKI, T., I n t e r p o l a t i o n theorems for operators in function spaces. J . Func- tional Analysis 2 (1968), 31--51.

13. --~)-- --~)-- I n t e r p o l a t i o n theorems for the pairs of spaces (LP, L ~ a n d (L 1, Lq). Trans.

Amer. Math. Soc. 159 (1971), 207--221.

14. O'NEIL, R., Les fonetions conjugudes et les intdgrales fractionnaires de la classe L (log~ L) ,.

C. R. Acad. Sei. Paris 263 (1966), 463--466.

15. SHA~PLEY, 1~., Spaces A s ( X ) a n d interpolation (to appear).

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928 C O L I N B E N N E T T

16. STEIN, E. M., N o t e on the class L l o g L . Studia .Math. 32 (1969), 305--310.

17. --~-- Singular Integrals and .Differentiability Properties of Functions. P r i n c e t o n Univ.

Press, Princeton, I7. J., 1970.

18. ZYGM~D, A., Trigonometric Series, Vols. I a n d I I . Cambridge Univ. Press, Cambridge, 1959.

.Received February 28, 1973 Colin B e n n e t t

D e p a r t m e n t of Mathematics California I n s t i t u t e of Technology P a s a d e n a , California, 91109

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