Multiplication and Composition Operators on Weak Lp spaces
Ren´eErlin Castillo1, Fabio Andr´esVallejo Narvaez2 and Julio C. Ramos Fern´andez3
Abstract
In a self-contained presentation, we discuss the Weak Lp spaces. Invertible and compact multiplication operators on Weak Lp are char- acterized. Boundedness of the composition operator on Weak Lp is also characterized. Keywords: Compact operator, multiplication and composition oper- ator, distribution function, Weak Lp spaces.
Contents
1 Introduction 2
2 Weak Lp spaces 2
3 Convergence in measure 7
4 An interpolation result 13
5 Normability of Weak Lp for p > 1 25
6 Multiplication Operators 39
7 Composition Operator 49
A Appendix 52
02010 Mathematics subjects classification primary 47B33, 47B38; secondary 46E30
1 1 Introduction
One of the real attraction of Weak Lp space is that the subject is sufficiently concrete and yet the spaces have fine structure of importance for applications. WeakLp spaces are function spaces which are closely related to Lp spaces. We do not know the exact origin of Weak Lp spaces, which is a apparently part of the folklore. The Book by Colin Benett and Robert Sharpley[4] contains a good presentation of Weak Lp but from the point of view of rearrangement function. In the present paper we study the Weak Lp space from the point of view of distribution function. This circumstance motivated us to undertake a preparation of the present paper containing a detailed exposition of these function spaces. In section 6 of the present paper we first prove a charac- terization of the boundedness of Mu in terms of u, and show that the set of multiplication operators on Weak Lp is a maximal abelian subalgebra of B WeakLp , the Banach algebra of all bounded linear operators on WeakLp. For the systemic study of the multiplication operator on different spaces we refereed to ([1], [2], [5] [3], [10], [18], [21]). We use it to characterize the invertibility of Mu on Weak Lp. The compact multiplication operators are also characterized in this section. In section 7 a necessary and sufficient condition for the boundedness of com- position operator CT is given. For the study of composition operator on different function spaces we refereed to ([6], [11], [12], [16], [18], [19]).
2 Weak Lp spaces Definition 2.1. For f a measurable function on X, the distribution function of f is the function Df defined on [0, ∞) as follows: Df (λ) := µ {x ∈ X : |f(x)| > λ} . (1)
The distribution function Df provides information about the size of f but not about the behavior of f itself near any given point. For instance, a func- tion on Rn and each of its translates have the same distribution function. It follows from definition 2.1 that Df is a decreasing function of λ (not neces- sarily strictly).
Let (X, µ) be a measurable space and f and g be a measurable functions on (X, µ) then Df enjoy the following properties: For all λ1, λ2 > 0:
2 1. |g| ≤ |f| µ-a.e. implies that Dg ≤ Df ; λ 2. D (λ ) = D 1 for all c ∈ /{0}; cf 1 f |c| C
3. Df+g(λ1 + λ2) ≤ Df (λ1) + Dg(λ2);
4. Dfg(λ1λ2) ≤ Df (λ1) + Dg(λ2).
For more details on distribution function see ([7] and [15]). Next, Let (X, µ) be a measurable space, for 0 < p < ∞, we consider
C p Weak L := f : µ({x ∈ X : |f(x)| > λ}) ≤ , p λ for some C > 0. Observe that Weak L∞ = L∞.
Weak Lp as a space of functions is denoted by L(p,∞).
Proposition 2.1. Let f ∈ Weak Lp with 0 < p < ∞. Then
C p kfk = inf C > 0 : D (λ) ≤ L(p,∞) f λ 1/p p = sup λ Df (λ) λ>0 1/p = sup λ {Df (λ)} . λ>0 Proof. Let us define
C p λ = inf C > 0 : D (α) ≤ , f α and 1/p p B = sup α Df (α) . α>0
Since f ∈ Weak Lp, then C p D (α) ≤ , f α for some C > 0, then
3 C p C > 0 : D (α) ≤ ∀ α > 0 6= ∅. f α
On the other hand p p α Df (α) ≤ B , p p thus {α Df (α): α > 0} is bounded above by B and so B ∈ R. Therefore C p λ = inf C > 0 : D (α) ≤ α > 0 ≤ B. (2) f α Now, let > 0, then there exists C such that λ ≤ C < λ + , and thus Cp (λ + )p D (λ) ≤ < , f λp λp then
p p sup λ Df (λ) < (λ + ) λ>0 1/p p sup λ Df (λ) ≤ λ λ>0 B < λ, (3) by (2) and (3) B = λ.
Definition 2.2. For 0 < p < ∞ the space L(p,∞) is defined as the set of all µ−measurable functions f such that
C p kfk = inf C > 0 : D (λ) ≤ ∀ λ > 0 L(p,∞) f λ 1/p p = sup λ Df (λ) λ>0 1/p = sup λ {Df (λ)} , λ>0 is finite. Two functions in L(p,∞) will be considered equal if they are equal µ−a.e.
4 The Weak Lp = L(p,∞) are larger than the Lp spaces, we have the following.
Proposition 2.2. For any 0 < p < ∞ and any f ∈ Lp we have
Lp ⊂ L(p,∞), and hence
f ≤ f . L(p,∞) Lp (This is just a restatement of the Chebyshev inequality).
Proof. If f ∈ Lp, then Z Z λpµ {x ∈ X : |f(x)| > λ} ≤ |f|p du ≤ |f|p du = f p , Lp {|f|>λ} X therefore kfk p µ {x ∈ X : |f(x)| > λ} ≤ Lp . (4) λ
Hence f ∈ Weak Lp = L(p,∞), which means that
Lp ⊂ L(p,∞). (5) Next, from (4) we have 1/p p sup {λ Df (λ)} ≤ f L λ>0 p
f ≤ f . L(p,∞) Lp
Remark 2.1. The inclusion (5) is strict, indeed, let f(x) = x−1/p on (0, ∞) (with the Lebesgue measure). Note 1 1 m x ∈ (0, ∞): > λ = m x ∈ (0, ∞): |x| < = 2λ−p. |x|1/p λp
Thus f ∈ Weak Lp(0, ∞), but Z ∞ 1 p Z ∞ dx 1/p dx = → ∞, 0 x 0 x then f∈ / Lp(0, ∞).
5 Proposition 2.3. Let f, g ∈ L(p,∞). Then
1. cf = |c| f for any constant c, L(p,∞) L(p,∞)
p p 1/p 2. f + g ≤ 2 f + g . L(p,∞) L(p,∞) L(p,∞) Proof. (1) For c > 0 we have λ µ {x ∈ X : |cf(x)| > λ} = µ x ∈ X : |f(x)| > , c thus λ D (λ) = D . cf f c And thus 1/p p kcfkL(p,∞) = sup λ Dcf (λ) λ>0 1/p p λ = sup λ Df λ>0 c 1/p 1/p p p p = sup c w Df (w) = c sup w Df (w) , cw>0 cw>0 then
kcfkL(p,∞) = ckfkL(p,∞) . (2) Note that n o λ [ λ x ∈ X : |f(x)+g(x)| > λ ⊆ x ∈ X : |f(x)| > x ∈ X : |g(x)| > . 2 2 Hence µ {x ∈ X : |f(x) + g(x)| > λ} λ λ ≤ µ x ∈ X : |f(x)| > + µ x ∈ X : |g(x)| > , 2 2 then λ λ λpD (λ) ≤λpD + λpD f+g f 2 g 2 p p p p λ Df+g(λ) ≤2 sup λ Df (λ) + sup λ Dg(λ) , λ>0 λ>0
6 therefore
1/p 1/p p p p sup λ Df+g(λ) ≤2 f L + g L λ>0 (p,∞) (p,∞) p p 1/p f + g ≤2 f + g . L(p,∞) L(p,∞) L(p,∞)
Remark 2.2. Proposition 2.3 (2) tell us that k.kL(p,∞) define a quasi-norm on L(p,∞). Definition 2.3. A quasi-norm is a functional that is like a norm except that it does only satisfy the triangle inequality with a constant C ≥ 1, that is kf + gk ≤ C kfk + kgk .
3 Convergence in measure
Next, we discus some convergence notions. The following notion is of impor- tance in probability theory.
Definition 3.1. Let f, fn (n = 1, 2, 3, ...) be a measurable functions on the measurable space (X, µ). The sequence {fn}n∈N is said to converge in measure µ to f (fn → f) if for all > 0 there exists an n0 ∈ N such that µ {x ∈ X : |fn(x) − f(x)| > } < for all n ≥ n0. (6)
Remark 3.1. The preceding definition is equivalent to the following state- ment. For all > 0, lim µ {x ∈ X : |fn(x) − f(x)| > } = 0. (7) n→∞ Cleary (7) implies (6). To see the convergence given > 0, pick 0 < δ < and apply (6) for this δ. There exists an n0 ∈ N such that µ {x ∈ X : |fn(x) − f(x)| > δ} < δ,
7 holds for n ≥ n0. Since µ {x ∈ X : |fn(x) − f(x)| > } ≤ µ {x ∈ X : |fn(x) − f(x)| > δ} .
We concluded that µ {x ∈ X : |fn(x) − f(x)| > } < δ, for all n ≥ n0. Let n → ∞ to deduce that lim sup µ {x ∈ X : |fn(x) − f(x)| > } ≤ δ. (8) n→∞ Since (8) holds for all 0 < δ < (7) follows by letting δ → 0.
Remark 3.2. Convergence in measure is a more general property than con- vergence in either Lp or L(p,∞), 0 < p < ∞, as the following proposition indicates:
Proposition 3.1. Let 0 < p ≤ ∞ and fn, f be in L(p,∞).
1. If fn, f are in Lp and fn → f in Lp, then fn → f in L(p,∞).
µ 2. If fn → f in L(p,∞) then fn → f.
Proof. (1) Fix 0 < p < ∞. Proposition 2.2 gives that for all > 0 we have:
1 Z µ {x ∈ X : |f (x) − f(x)| > } ≤ |f − f|p dµ n p n X pµ {x ∈ X : |f (x) − f(x)| > } ≤ kf − fkp n n Lp sup λpD (λ) ≤ kf − fkp , fn−f n Lp λ>0 and thus
kfn − fkL(p,∞) ≤ kfn − fkLp .
This shows that convergence in Lp implies convergence in WeakLp. The case p = ∞ is tautological.
(2) Give > 0 find an n0 ∈ N such that for n > n0, we have
8 1/p 1 p p +1 kfn − fkL(p,∞) = sup λ Dfn−f (λ) < , λ>0 then taking λ = , we conclude that
p p+1 µ {x ∈ X : |fn(x) − f(x)| > } < , for n > n0. Hence µ {x ∈ X : |fn(x) − f(x)| > } < for n > n0.
Example 3.1. Fix 0 < p < ∞. On [0, 1] define the functions
1/p fk,j = k χ j−1 j k ≥ 1, 1 ≤ j ≤ k. ( k , k )
Consider the sequence {f1,1, f2,1, f2,2, f3,1, f3,2, f3,3, ...}. Observe that 1 m {x ∈ [0, 1] : f (x) > 0} = , k,j k thus lim m {x ∈ [0, 1] : fk,j(x) > 0} = 0, k→∞ m that is fk,j −→ 0.
Likewise, Observe that 1/p p kfk,jkL(p,∞) = sup λ m {x ∈ [0, 1] : fk,j(x) > λ} λ>0 k − 11/p ≥ sup = 1. k≥1 k
Which implies that fk,j does not converge to 0 in L(p,∞).
It turns out that every sequence convergent in L(p,∞) has a subsequence that converges µ-a.e. to the same limit.
Theorem 3.1. Let fn and f be a complex-valued measurable functions on a µ measure space (X, A, µ) and suppose fn −→ f. Then some subsequence of fn converges to f µ−a.e.
9 Proof. For all k = 1, 2, ... choose inductively nk such that
−k −k µ {x ∈ X : |fn(x) − f(x)| > 2 } < 2 , (9) and such that n1 < n2 < ... < nk < ... Define the sets
n −ko Ak = x ∈ X : |fnk (x) − f(x)| > 2 ,
(9) implies that
∞ ! ∞ ∞ [ X X −k 1−m µ Ak ≤ µ(Ak) ≤ 2 = 2 , (10) k=m k=m k=m for all m = 1, 2, 3, ... It follows from (10) that
∞ ! [ µ Ak ≤ 1 < ∞. (11) k=1 Using (10) and (11), we conclude that the sequence of the measure of the ∞ S sets Ak converges as m → ∞ to k=m m∈N ∞ ∞ ! \ [ µ Ak = 0. (12) m=1 k=m To finish the proof, observe that the null set in (12) contains the set of all x ∈ X for which fnk (x) does not converge to f(x). Remark 3.3. In many situations we are given a sequence of functions and we would like to extract a convergent subsequence. One way to achieve this is via the next theorem which is a useful variant of theorem 3.1. We first give a relevant definition.
Definition 3.2. We say that a sequence of measurable functions {fn}n∈N on the measure space (X, A, µ) is Cauchy in measure if for every > 0 there exists an n0 ∈ N such that for n, m > n0 we have µ {x ∈ X : |fn(x) − fm(x)| > } < .
10 Theorem 3.2. Let (X, A, µ) be a measure space and let {fn}n∈N be a complex valued sequence on X, that is Cauchy in measure. Then some subsequence of fn converges µ−a.e. Proof. The proof is very similar to that of theorem 3.1 for all k = 1, 2, 3, ... choose nk inductively such that
−k −k µ {x ∈ X : |fnk (x) − fnk+1 (x)| > 2 } < 2 , (13) and such that n1 < n2 < n3 < ... < nk < nk+1 < ... Define
n −ko Ak = x ∈ X : |fnk (x) − fnk+1 (x)| > 2 .
As shown in the proof of theorem 3.1 (13) implies that
∞ ∞ ! \ [ µ Ak = 0, (14) m=1 k=m
∞ S for x∈ / Ak and i ≥ j ≥ j0 ≥ m (and j0 large enough) we have k=m i−1 i X X −l 1−j 1−j0 |fni (x) − fnj (x)| ≤ |fnl (x) − fnl+1 (x)| ≤ 2 ≤ 2 ≤ 2 . l=j l=j
This implies that the sequence {fni (x)}i∈N is Cauchy for every x in the set ∞ c S Ak and therefore converges for all such x. We define a function k=m ∞ ∞ lim f (x) when x∈ / T S A nj k j→∞ m=1 k=m f(x) = ∞ ∞ T S 0 when x ∈ Ak m=1 k=m
Then fnj → f almost everywhere. Proposition 3.2. If f ∈ Weak Lp and µ {x ∈ X : f(x) 6= 0} < ∞, then f ∈ Lq for all q < p. On the other hand, if f ∈ Weak Lp ∩ L∞ then f ∈ Lq for all q > p.
11 Proof. If p < ∞, we write
∞ Z Z q q−1 |f(x)| dµ = q λ Df (λ) dλ
X 0 1 ∞ Z Z q−1 q−1 = q λ Df (λ) dλ + q λ Df (λ) dλ. 0 1 Note that µ {x ∈ X : |f(x)| > λ} ≤ µ {x ∈ X : f(x) 6= 0} .
Therefore µ {x ∈ X : |f(x)| > λ} ≤ C, then
1 ∞ Z Z Z qCλq−p i∞ |f(x)|q dµ ≤ qC λq−1 dλ + qC λq−p−1 dλ = C + < ∞ q − p 1 X 0 1
Therefore f ∈ Lq.
If f ∈ Weak Lp ∩ L∞. Then
∞ Z Z q q−1 |f(x)| dµ = q λ Df (λ) dλ
X 0 M ∞ Z Z q−1 q−1 = q λ Df (λ) dλ + q λ Df (λ) dλ, 0 M where M = esssup|f(x)|. Note that µ {x ∈ X : |f(x)| > λ} = 0 for λ > M, since f ∈ Weak Lp ∩ L∞, therefore
∞ p Z f L q λq−1D (λ) dλ = 0 and D (λ) ≤ (p,∞) . f f λp M
12 Then
M M Z Z Z q q−1 p q−p−1 |f(x)| dµ = q λ Df (λ) dλ ≤ q f λ dλ L(p,∞) X 0 0 p q−p q f L M = (p,∞) < ∞, q − p then Z |f(x)|q dµ ≤ ∞.
X
Thus f ∈ Lq.
Proposition 3.3. Let f ∈ Weak Lp0 ∩ Weak Lp1 with p0 < p < p1. Then f ∈ Lp. Proof. Let us write
f = fχ{|f|≤1} + fχ{|f|>1} = f1 + f2.
Observe that f1 ≤ f and f2 ≤ f. In particular f1 ∈ Weak Lp0 and f2 ∈
Weak Lp1 . Also, write that f1 is bounded and µ {x ∈ X : f2(x) 6= 0} = µ {x ∈ X : |f(x)| > 1} < C < ∞.
Therefore by proposition 3.2, we have f1 ∈ Lp and f2 ∈ Lp. Since Lp is a linear vector space, we conclude that f ∈ Lp.
4 An interpolation result
It is a useful fact that if a function is in Lp(X, µ) ∩ Lq(X, µ), then it also lies in Lr(X, µ) for all p < r < q. The usefulness of the spaces L(p,∞) can be seen from the following sharpening of this statement:
Proposition 4.1. Let 0 < p < q ≤ ∞ and let f in L(p,∞) ∩ L(q,∞). Then f is in Lr for all p < r < q and
1 − 1 1 − 1 1/r r q p r 1 1 1 1 r r p − q p − q f ≤ + f L f L (15) Lr r − p q − r (p,∞) (q,∞) whit the suitable interpolation when q = ∞.
13 Proof. Let us take first q < ∞. We know that p q f f ! D (λ) ≤ min Lp,∞ , Lq,∞ , (16) f λp λq set 1 q q−p f ! B = Lq,∞ . (17) f p Lp,∞
We now estimate the Lr norm of f. By (16), (17), we have
∞ Z r r−1 f = r λ Df (λ) dλ Lr 0 ∞ p q Z f f ! ≤ r λr−1 min Lp,∞ , Lq,∞ dλ λp λq 0 B ∞ Z Z = r λr−1−p f p dλ + r λr−1−q f q dλ (18) Lp,∞ Lq,∞ 0 B r p r−p r q r−q = f B + f B r − q Lp,∞ q − r Lq,∞ q−r r−p r r p q−p q q−p = + f f . r − p q − r L(p,∞) L(q,∞) Observe that the integrals converge, since r − p > 0 and r − q < 0.
The case q = ∞ is easier. Since Df (λ) = 0 for λ > kfkL∞ we need to use only the inequality −p p Df (λ) ≤ λ f , L(p,∞) for λ ≤ kfkL∞ in estimating the first integral in (18). We obtain r r p r−p f ≤ f f , Lr r − p L(p,∞) L∞ Which is nothing other than (15) when q = ∞. This complete the proof.
Note that (15) holds with constant 1 if L(p,∞) and L(q,∞) are replaced by Lp and Lq, respectively. It is often convenient to work with functions that are only locally in some Lp space. This leads to the following definition.
14 p n p n Definition 4.1. For 0 < p < ∞, the space Lloc(R , |.|) or simply Lloc(R ) (where |.| denote the Lebesgue measure) is the set of all Lebesgue-measurable functions f on Rn that satisfy Z |f(x)|p dx < ∞, (19)
K for any compact subset K of Rn. Functions that satisfy (19) with p = 1 are called locally integrable functions on Rn.
n 1 n The union of all Lp(R ) spaces for 1 ≤ p ≤ ∞ is contained in Lloc(R ).
More generally, for 0 < p < q < ∞ we have the following:
n q n p n Lq(R ) ⊆ Lloc(R ) ⊆ Lloc(R ).
n Functions in Lp(R ) for 0 < p < 1 may not be locally integrable. For exam- −α−n n ple, take f(x) = |x| χ{x:|x|≤1} which is in Lp(R ) when p < n/(n+α), and observe that f is not integrable over any open set in Rn containing the origen.
In what follows we will need the following useful result.
Proposition 4.2. Let {aj}j∈N be a sequence of positives reals.
θ ∞ ! ∞ ∞ P P θ P θ a) aj ≤ aj for any 0 ≤ θ ≤ 1. If aj < ∞. j=1 j=1 j=1
θ ∞ ∞ ! ∞ P θ P P b) aj ≤ aj for any 1 ≤ θ < ∞. If aj < ∞. j=1 j=1 j=1
θ N ! N P θ−1 P θ c) aj ≤ N aj when 1 ≤ θ < ∞. j=1 j=1
θ N ! N ! P θ 1−θ P d) aj ≤ N aj when 0 ≤ θ ≤ 1. j=1 j=1
15 Proof. (a) We proceed by induction. Note that if 0 ≤ θ ≤ 1, then θ − 1 ≤ 0, θ−1 θ−1 also a1 + a2 ≥ a1 and a1 + a2 ≥ a2 from this we have (a1 + a2) ≤ a1 and θ−1 θ−1 (a1 + a2) ≤ a2 and thus
θ−1 θ θ−1 θ a1(a1 + a2) ≤ a1 and a2(a1 + a2) ≤ a2.
Hence θ−1 θ−1 θ θ a1(a1 + a2) + a2(a1 + a2) ≤ a1 + a2, next, pulling out the common factor on the left hand side of the above in- equality, we have θ−1 θ θ (a1 + a2) (a1 + a2) ≤ a1 + a2, θ θ θ (a1 + a2) ≤ a1 + a2. Now, suppose that n !θ n X X θ aj ≤ aj , j=1 j=1 holds. Since n X aj + an+1 ≥ an+1, j=1 and n n X X aj + an+1 ≥ aj, j=1 j=1 we have n !θ−1 X θ−1 aj + an+1 ≤ an+1, j=1 and n !θ−1 n !θ−1 X X aj + an+1 ≤ aj . j=1 j=1
16 Hence
n !θ−1 n ! n !θ X X θ X aj + an+1 aj + an+1 ≤ an+1 + aj j=1 j=1 j=1 n !θ n !θ X θ X aj + an+1 ≤ an+1 + aj j=1 j=1 n n+1 θ X θ X θ ≤ an+1 + aj = aj . j=1 j=1
∞ P θ Since aj < ∞, we have j=1
∞ !θ ∞ X X θ aj ≤ aj . j=1 j=1
∞ P (b) Since aj < ∞, then lim aj = 0, j=1 j→∞ which implies that there exists n0 ∈ N such that
0 < aj < 1 if j ≥ n0, since 1 ≤ θ < ∞, we obtain θ aj < aj for all j ≥ n0. From this we have ∞ X θ aj < ∞. j=1 1 Consider the sequence {aθ} , since 1 ≤ θ, then 0 < ≤ 1 by part (a) j j∈N θ
1 ∞ ! θ ∞ ∞ 1 X θ X θ θ X aj ≤ aj = aj, j=1 j=1 j=1 and thus ∞ ∞ !θ X θ X aj ≤ aj . j=1 j=1
17 (c) By H¨older’sinequality we have
1− 1 1 1 N N ! θ N ! θ N ! θ X X X θ−1 X θ θ θ aj ≤ 1 aj = N aj , j=1 j=1 j=1 j=1 then N !θ N X θ−1 X θ aj ≤ N aj . j=1 j=1 (d) On more time, by H¨older’sinequality
N N !1−θ N !θ N !θ 1 X θ X X θ θ 1−θ X aj ≤ 1 aj = N aj . j=1 j=1 j=1 j=1
Proposition 4.3. Let f1, . . . , fN be in L(p,∞) then
N N a) P f ≤ N P kf k for 1 ≤ p < ∞. j j L(p,∞) j=1 L(p,∞) j=1
N 1 N b) P f ≤ N p P kf k for 0 < p < 1. j j L(p,∞) j=1 L(p,∞) j=1 Proof. First of all, note that for α > 0 and N ≥ 1 α |f | + ... + |f | ≥ |f + f + ... + f | > α ≥ . 1 N 1 2 N N Thus n o x ∈ X : |f1 + f2 + ... + fN | > α n α o n α o n α o ⊂ x ∈ X : |f | > ∪ x ∈ X : |f | > ∪ ... ∪ x ∈ X : |f | > . 1 N 1 N N N Then
N X n α o µ {x ∈ X : |f + f + ... + f | > α} ≤ µ x ∈ X : |f | > , 1 2 N j N j=1
18 that is N X α DP (α) ≤ D . fj fj N j=1 Hence
N N p X p X p α P fj = sup α D fj (α) ≤ sup α Dfj L α>0 α>0 N j=1 (p,∞) j=1 N X p = sup α DNfj (α) α>0 j=1 N N X X = kNf kp = N p kf kp , j L(p,∞) j L(p,∞) j=1 j=1 thus
1 N N ! p
X X p fj ≤ N kfjkL . L (p,∞) j=1 (p,∞) j=1 1 By proposition (4.2) (a) since 0 < p < 1 we have
N N !
X X fj ≤ N kfjkL(p,∞) . L j=1 (p,∞) j=1 (b) As in part (a) we have
N N ! p X p X p fj ≤ N fj . L L(p,∞) j=1 (p,∞) j=1
1 Since 0 < p < 1, then 1 < p , next by proposition 4.2 (c) we have
1 N N ! p N 1 X X p 1 −1 X p p fj ≤ N fj ≤ N(N p ) fj L L(p,∞) L(p,∞) j=1 (p,∞) j=1 j=1 N 1 X = N p fj . L(p,∞) j=1
19 Proposition 4.4. Give a measurable function f on (X, µ) and λ > 0, define λ fλ = fχ{|f|>λ} and f = f − fλ = fλ = fχ{|f|≤λ}. a) Then Df (α) when α > λ Dfλ (α) = Df (λ) when α ≤ λ.
0 when α ≥ λ Df λ (α) = Df (α) − Df (λ) when α < λ b) If f ∈ Lp(X, µ). Then
∞ Z p p−1 p fλ = p α Df (α) dα + λ Df (λ), Lp λ λ Z λ p p−1 p f = p α Df (α) dα − λ Df (λ), Lp 0 δ Z Z p p−1 p p |f| dµ = p α Df (α) dα − δ Df (α) + λ Df (λ).
λ<|f|≤δ λ
λ c) If f is in L(p,∞) then f is in Lq(X, µ) for any q > p and fλ is in Lq(X, µ)
for any q < p. Thus L(p,∞) ⊆ Lp0 +Lp1 when 0 < p0 < p < p1 ≤ ∞. Proof. (a) Note Dfλ (α) = µ {x : |f(x)|χ{|f|>λ}(x) > α} = µ {x : |f(x)| > α}∩{x : |f| > λ} , if α > λ, then {x : |f(x)| > α} ⊆ {x : |f| > λ}, thus Dfλ (α) = µ {x : |f(x)| > α}∩{x : |f| > λ} = µ {x : |f(x)| > α} = Df (α).
If α ≤ λ, then {x : |f(x)| > λ} ⊆ {x : |f| > α}, thus Dfλ (α) = µ {x : |f(x)| > α}∩{x : |f| > λ} = µ {x : |f(x)| > λ} = Df (λ).
20 And thus Df (α) when α > λ Dfλ (α) = (20) Df (λ) when α ≤ λ. Next, consider Df λ (α) = µ {x : |f(x)|χ{|f|≤λ}(x) > α} = µ {x : |f(x)| > α} ∩ {x : |f| ≤ λ} , if α ≥ λ then {x : |f| > α} ∩ {x : |f(x)| ≤ λ} = ∅, thus Df λ (α) = 0. If α < λ, then Df λ (α) = µ {x : |f(x)| > α} ∩ {x : |f(x)| ≤ λ} = µ {x : |f(x)| > α} ∩ {x : |f(x)| > λ}c = µ {x : |f(x)| > α}\{x : |f(x)| > λ} = µ {x : |f(x)| > α} − µ {x : |f(x)| > λ} = Df (α) − Df (λ).
And hence 0 when α ≥ λ Df λ (α) = (21) Df (α) − Df (λ) when α < λ.
(b) If f ∈ Lp(X, µ), then
∞ λ ∞ Z Z Z p p−1 p−1 p−1 fλ = p α Df (α) dα = p α Df (α) dα + p α Df (α) dα, Lp λ λ λ 0 0 λ By part (a)(20) we have
λ ∞ Z Z p p−1 p−1 fλ = p α Df (λ) dα + p α Df (α) dα Lp 0 λ ∞ Z p p−1 = λ Df (λ) + p α Df (α) dα.
λ
21 Also
∞ λ ∞ Z Z Z λ p p−1 p−1 p−1 f = p α Df λ (α) dα = p α Df λ (α) dα + p α Df λ (α) dα, Lp 0 0 λ by part (a) (21) we obtain
λ λ Z Z λ p p−1 p−1 p f = p α Df (α) − Df (λ) dα = p α Df (α) dα − λ Df (λ). Lp 0 0 Next, Z |f|p dµ
λ<|f|≤δ Z Z = |f|p dµ − |f|p dµ
|f|>λ |f|>δ Z Z p p = |f| χ{|f|>λ} dµ − |f| χ{|f|>δ} dµ X X Z Z p p = |fλ| dµ − |fδ| dµ
X X ∞ ∞ Z Z p−1 p p−1 p = p α Df (α) dα + λ Df (λ) − p α Df (α) dα − δ Df (δ)
λ δ ∞ ∞ Z Z p−1 p−1 p p = p α Df (α) dα − α Df (α) dα + λ Df (λ) − δ Df (δ) λ δ δ Z p−1 p p = p α Df (α) dα − δ Df (α) + λ Df (λ).
λ (c) We known that p f L D (α) ≤ (p,∞) , f αp then if q > p
22 λ Z λ q q−1 q f = q α Df (α) dα − λ Df (λ) Lq 0 λ p Z f L ≤ q αq−1 (p,∞) dα − λqD (λ) αp f 0 q−p q−p p λ q p λ = q f − λ Df (λ) ≤ q f < ∞. L(p,∞) q − p L(p,∞) q − p λ And thus f ∈ Lq if q > p.
Now, if q < p, then
∞ Z q q−1 q fλ = q α Df (α) dα + λ Df (λ) Lq λ ∞ Z p q−p−1 q ≤ q f α dα + λ Df (λ) L(p,∞) λ q−p λ p q = q f + λ Df (λ) < ∞. p − q L(p,∞)
Thus fλ ∈ Lq if q < p. Finally, since f ∈ L(p,∞) and
λ f = f + fλ,
λ where f ∈ Lp1 if p < p1 and fλ ∈ Lp0 if p0 < p. Then
L(p,∞) ⊆ Lp0 + Lp1 when 0 < p0 < p < p1 ≤ ∞.
Proposition 4.5. Let (X, µ) be a measure space and let E be a subset of X with µ(E) < ∞. Then a) for 0 < q < p we have
Z p q q 1− p q |f(x)| dµ ≤ µ(E) f for f ∈ L(p,∞). p − q L(p,∞) E
23 b) Conclude that if µ(X) < ∞ and 0 < q < p, then
Lp(X, µ) ⊆ L(p,∞) ⊆ Lq(X, µ).
Proof. Let f ∈ L(p,∞), then Z |f|q dµ
E ∞ Z = q λq−1µ {x ∈ E : |f(x)| > λ} dλ
0 1 − p µ(E) kfk L(p,∞) ∞ Z Z q−1 q−1 ≤ q λ µ(E) dλ + q λ Df (λ) dλ
0 1 − p µ(E) kfk L(p,∞) 1 − p µ(E) kfkL (p,∞) ∞ p Z Z kfkL ≤ q λq−1µ(E) dλ + q λq−1 (p,∞) dλ λp 0 1 − p µ(E) kfk L(p,∞) 1 q q 1 q−p − p − p p = µ(E) kfkL µ(E) + µ(E) kfkL kfk (p,∞) p − q (p,∞) L(p,∞)
1− q q 1− q = µ(E) p kfkq + µ(E) p kfkq L(p,∞) p − q L(p,∞)
p 1− q = µ(E) p kfkq . p − q L(p,∞) And thus Z p q q 1− p q |f| dµ ≤ µ(E) f . p − q L(p,∞) E (b) If µ(X) < ∞, then
Z p q q 1− p q |f| dµ ≤ µ(X) f . p − q L(p,∞) X
24 Hence Lp ⊆ L(p,∞) ⊆ Lq.
Corolario 4.1. Let (X, µ) be a measurable space and let E be a subset of X with µ(E) < ∞. Then
1/p kfkp/2 ≤ 4µ(E) f . L(p,∞)
And thus L(p,∞) ⊆ Lp/2.
p Proof. Since 0 < 2 < p we can apply proposition 4.5 to obtain
Z p p/2 p/2 p/2 1− p |f| dµ ≤ p [µ(E)] f L(p,∞) p − 2 E 1/2 p/2 = 2[µ(E)] f L(p,∞)
2/p 1/p kfkp/2 ≤ 2 [µ(E)] f L(p,∞) 1/p = 4µ(E) f . L(p,∞) From this last result one can see that
L(p,∞) ⊆ Lp/2.
5 Normability of Weak Lp for p > 1 Let (X, A, µ) be a measure space and let 0 < p < ∞. Pick 0 < r < p and define 1 r 1 1 Z − r + p r f L = sup µ(E) |f| dµ , (p,∞) 0<µ(E)<∞ E where the supremum is taken over all measurable subsets E of X of finite measure.
25 Proposition 5.1. Let f be in L(p,∞). Then
1 r p f ≤ f ≤ f . L(p,∞) L(p,∞) p − r L(p,∞) Proof. By proposition 4.5 with q = r we have
1 r 1 1 Z − r + p r f L = sup µ(E) |f| dµ (p,∞) 0<µ(E)<∞ E 1 1 1 p r r − r + p 1− p r ≤ sup µ(E) µ(E) f L 0<µ(E)<∞ p − r (p,∞) 1 1 1 p r 1 1 − r + p r − p = sup µ(E) µ(E) f L 0<µ(E)<∞ p − r (p,∞) 1 r p = f . p − r L(p,∞) On the other hand by definition
1 r 1 1 Z − r + p r µ(E) |f| dµ ≤ f , L(p,∞) E for all E ∈ A such that µ(E) < ∞ now, let us consider A = {x : |f(x)| > α} for f ∈ L(p,∞). Observe that µ(A) < ∞. Then
1 p r 1 1 Z p − r + p r f ≥ µ(A) |f| dµ L(p,∞) A p r p Z − r +1 r ≥ Df (α) α dµ A p p − r +1 p r p = Df (α) α Df (α) = α Df (α). That is p α Df (α) ≤ f , L(p,∞)
26 and thus p sup α Df (α) ≤ f L . α>0 (p,∞)
Lemma 5.1 (Fatou for L(p,∞)). For all measurable function gn on X we have
lim inf |gn| ≤ Cp lim inf gn . n→∞ L(p,∞) n→∞ L(p,∞) for some constant Cp that depends only on p ∈ (0, ∞). Proof.
lim inf |gn| ≤ lim inf |gn| n→∞ L(p,∞) n→∞ L(p,∞) 1 r 1 1 Z r − r + p = sup µ(E) lim inf |gn| dµ 0<µ(E)<∞ n→∞ E 1 r 1 1 Z − r + p r ≤ sup µ(E) lim inf |gn| dµ . 0<µ(E)<∞ n→∞ E By Fatou’s lemma
1 r 1 1 Z − r + p r ≤ sup µ(E) lim inf |gn| dµ 0<µ(E)<∞ n→∞ E 1 r 1 1 Z − r + p r ≤ lim inf sup µ(E) |gn| dµ n→∞ 0<µ(E)<∞ E 1 r p ≤ lim inf gn n→∞ p − r L(p,∞) 1 r p = lim inf gn . p − r n→∞ L(p,∞) Finally 1 r p lim inf |gn| ≤ lim inf gn . n→∞ L(p,∞) p − r n→∞ L(p,∞)
27 The following result is an improvement of lemma 5.1.
Lemma 5.2. For all measurable functions gn on X we have
lim inf |gn| ≤ lim inf gn . n→∞ L(p,∞) n→∞ L(p,∞) Proof. Since
Dlim inf |gn|(λ) ≤ lim inf Dgn (λ), n→∞ n→∞ Then Cp Cp C > 0 : lim inf Dgn (λ) ≤ ⊆ C > 0 : Dlim inf |gn|(λ) ≤ , n→∞ λp n→∞ λp and thus p C lim inf |gn| = inf C > 0 : Dlim inf |gn|(λ) ≤ n→∞ L(p,∞) n→∞ λp Cp ≤ inf C > 0 : lim inf Dg (λ) ≤ n→∞ n λp Cp = lim inf inf C > 0 : Dg (λ) ≤ n→∞ n λp
= lim inf gn . n→∞ L(p,∞)
Proposition 5.2. Let 0 < p < 1, 0 < s < ∞ and (X, A, µ) be a measurable space a) Let f be a measurable function on X. Then
Z 1−p s p |f| dµ ≤ f . 1 − p L(p,∞) {|f|≤s} b) Let fj, 1 ≤ j ≤ m, be measurable functions on X. Then
m p X p max |fj| ≤ fj . 1≤j≤m L(p,∞) L(p,∞) j=1
And also
28 c) m p 2 − p X p f1 + ... + fm ≤ m fj . L(p,∞) 1 − p L(p,∞) j=1
The latter estimate is refereed to as the p−normability of Weak Lp for p < 1. Proof. By proposition 4.4 (b) with p = 1, we have Z Z Z s |f| dµ = |f|χ{|f|≤s} dµ = |f | dµ
{|f|≤s} X X s Z = Df (α) dα − sDf (s) 0 s Z αpD (α) ≤ f dα αp 0 s Z 1−p p dα s p ≤ f = f . L(p,∞) αp 1 − p L(p,∞) 0
(b) Let max |fj(x)| = fk(x) for some 1 ≤ k ≤ m. Then 1≤j≤k
Dmax |f |(α) = µ {x : max |fj(x)| > α} j 1≤j≤m = µ {x : fk(x) > λ} = Dfk (α) for some 1 ≤ k ≤ m m X ≤ Dfj (α). j=1 Then m p X p α Dmax |fj |(α) ≤ sup α Dfj (α), j=1 and thus m p X p max |fj| ≤ fj . 1≤j≤m L(p,∞) L(p,∞) j=1
29 (c) Observe that
max |fj| ≤ |f1| + |f2| + ... + |fm|, 1≤j≤m from this we have n o n o x : max |fj(x)| > α ⊂ x : |f1| + ... + |fm| > α , 1≤j≤m then n o x : |f1| + ... + |fm| > α n o n o = x : |f1| + ... + |fm| > α ∩ x : max |fj(x)| ≤ α 1≤j≤m n o ∪ x : max |fj(x)| > α . 1≤j≤m
And thus Df1+...+fm (α) = µ {x : |f1 + ... + fm| > α} ≤ µ {x : |f1| + ... + |fm| > α} ≤ µ {x : |f1| + ... + |fm| > α} ∩ {x : max |fj(x)| ≤ α} 1≤j≤m + µ {x : max |fj(x)| > α} 1≤j≤m n o = µ x ∈ {x : max |fj(x)| ≤ α} : |f1| + ... + |fm| > α 1≤j≤m + µ {x : max |fj(x)| > α} 1≤j≤m n o = µ x : |f1| + ... + |fm| χ{x:max |fj |≤α} > α + µ {x : max |fj(x)| > α} . 1≤j≤m
30 By Chebyshev’s inequality 1 Z D (α) ≤ |f | + ... + |f | dµ + D (α) f1+...+fm α 1 m max |fj | {x:max |fj |≤α} m X 1 Z = |f | dµ + D (α) α j max |fj | j=1 {x:max |fj |≤α} m X 1 Z ≤ max |fj| dµ + Dmax |f |(α). α 1≤j≤m j j=1 {x:max |fj |≤α}
By part (a) we have
m X 1 Z max |fj| dµ + Dmax |f |(α) α 1≤j≤m j j=1 {x:max |fj |≤α} p m 1−p max |fj| X 1 α p 1≤j≤m L(p,∞) ≤ max |fj| + α 1 − p 1≤j≤m L αp j=1 (p,∞) p m −p m max |fj| X α p X 1≤j≤m L(p,∞) ≤ max |fj| + . 1 − p 1≤j≤m L αp j=1 (p,∞) j=1
Finally by part (b) we obtain
m 1 p p X α Df1+...+fm (α) ≤ + 1 max |fj| 1 − p 1≤j≤m L j=1 (p,∞) m X 2 − p p = max |fj| 1 − p 1≤j≤m L j=1 (p,∞) m m 2 − p X X p ≤ fj 1 − p L(p,∞) j=1 j=1 m 2 − p X p = m fj . 1 − p L(p,∞) j=1
31 Proposition 5.3 (Lyapunov’s inequality for Weak Lp). Let (X, µ) be mea- 1 1−θ θ surable space. Suppose that 0 < p0 < p < p1 < ∞ and = + for some p p0 p1
θ ∈ [0, 1]. If f ∈ L(p0,∞) ∩ L(p1,∞) then f ∈ L(p,∞) and
1−θ θ f L ≤ f L f L . (p,∞) (p0,∞) (p1,∞) Proof. Observe that