Section 10.6

The Hardy-Littlewood Theorems

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Problem 10.6.1

Framework for this section: f:R→[0,+∞]f: \mathbb {R} \rightarrow [0, +\infty ] is L/B∗\mathcal{L} / \mathcal{B}^{*}-measurable and such that the integral ∫Ff dλˉ\int_{F} f \, d\bar{\lambda } is finite for every compact F⊆RF \subseteq \mathbb {R}. For each x∈Rx \in \mathbb {R}, define

fδ(r)(x)=sup⁡x<u<+∞1u−x∫xuf dλˉ,fδ(l)(x)=sup⁡−∞<u<x1x−u∫uxf dλˉ,fδ(x)=max⁡{fδ(r)(x),fδ(l)(x)}. f^{\delta (r)}(x) = \sup _{x < u < +\infty } \frac{1}{u - x} \int _{x}^{u} f \, d\bar{\lambda }, \qquad f^{\delta (l)}(x) = \sup _{-\infty < u < x} \frac{1}{x - u} \int _{u}^{x} f \, d\bar{\lambda }, \qquad f^{\delta }(x) = \max \left\{ f^{\delta (r)}(x), f^{\delta (l)}(x)\right\} .

For each t∈Rt \in \mathbb {R}, define Gt={x∈R:f(x)>t}G_{t} = \left\{ x \in \mathbb {R} : f(x) > t\right\}, Mt(r)={x∈R:fδ(r)(x)>t}M_{t}^{(r)} = \left\{ x \in \mathbb {R} : f^{\delta (r)}(x) > t\right\}, Mt(l)={x∈R:fδ(l)(x)>t}M_{t}^{(l)} = \left\{ x \in \mathbb {R} : f^{\delta (l)}(x) > t\right\}, and Mt={x∈R:fδ(x)>t}=Mt(r)∪Mt(l)M_{t} = \left\{ x \in \mathbb {R} : f^{\delta }(x) > t\right\} = M_{t}^{(r)} \cup M_{t}^{(l)}.

Claim 1: Let x∈Rx \in \mathbb {R}. Then (a) the mapping s↦1s−x∫xsf dλˉs \mapsto \frac{1}{s - x} \int_{x}^{s} f \, d\bar{\lambda } on (x,+∞)(x, +\infty ) is continuous, and (b) the mapping s↦1x−s∫sxf dλˉs \mapsto \frac{1}{x - s} \int_{s}^{x} f \, d\bar{\lambda } on (−∞,x)(-\infty , x) is continuous.

Prove Claim 1(b) by mimicking the proof of Claim 1(a).

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Problem 10.6.2

Claim 2: We have the following: (a) for every t∈Rt \in \mathbb {R}, the sets Mt(r)M_{t}^{(r)} and Mt(l)M_{t}^{(l)} are open, hence in L\mathcal{L}. In particular, the proof that Mt(r)M_{t}^{(r)} is open proceeds by picking t≥0t \geq 0 (the case t<0t < 0 being trivial, since then Mt(r)=RM_{t}^{(r)} = \mathbb {R} by the nonnegativity of ff) and, in the nonempty case, taking x0∈Mt(r)x_{0} \in M_{t}^{(r)}: since fδ(r)(x0)>tf^{\delta (r)}\left(x_{0}\right) > t, there is u0∈(x0,+∞)u_{0} \in \left(x_{0}, +\infty \right) with 1u0−x0∫x0u0f dλˉ>t\frac{1}{u_{0} - x_{0}} \int_{x_{0}}^{u_{0}} f \, d\bar{\lambda } > t, and continuity (Claim 1(b), applied to the mapping s↦1u0−s∫su0f dλˉs \mapsto \frac{1}{u_{0} - s} \int_{s}^{u_{0}} f \, d\bar{\lambda } on (−∞,u0)\left(-\infty , u_{0}\right)) then produces δ>0\delta > 0 with (x0−δ,x0+δ)⊆Mt(r)\left(x_{0} - \delta , x_{0} + \delta \right) \subseteq M_{t}^{(r)}.

In Claim 2(a), mimic the proof of the fact that Mt(r)M_{t}^{(r)} is open to show that Mt(l)M_{t}^{(l)} is open.

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Problem 10.6.3

Claim 3: Let 0<t<+∞0 < t < +\infty. The following equalities and inequalities obtain: (a) λˉ(Mt(r))=1t∫Mt(r)f dλˉ\bar{\lambda }\left(M_{t}^{(r)}\right) = \frac{1}{t} \int_{M_{t}^{(r)}} f \, d\bar{\lambda }; (b) λˉ(Mt(l))=1t∫Mt(l)f dλˉ\bar{\lambda }\left(M_{t}^{(l)}\right) = \frac{1}{t} \int_{M_{t}^{(l)}} f \, d\bar{\lambda }; (c) λˉ(Mt)≤2t∫Mtf dλˉ\bar{\lambda }\left(M_{t}\right) \leq \frac{2}{t} \int_{M_{t}} f \, d\bar{\lambda }.

Prove Claim 3(b) by mimicking the proof of Claim 3(a).

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Problem 10.6.4

Claim 4: Let 0<k<10 < k < 1 and 0<t<+∞0 < t < +\infty. We have the following: (a) λˉ(Mt(r))≤1(1−k)t∫Gktf dλˉ\bar{\lambda }\left(M_{t}^{(r)}\right) \leq \frac{1}{(1 - k) t} \int_{G_{kt}} f \, d\bar{\lambda }; (b) λˉ(Mt(l))≤1(1−k)t∫Gktf dλˉ\bar{\lambda }\left(M_{t}^{(l)}\right) \leq \frac{1}{(1 - k) t} \int_{G_{kt}} f \, d\bar{\lambda }; (c) λˉ(Mt)≤2(1−k)t∫Gktf dλˉ\bar{\lambda }\left(M_{t}\right) \leq \frac{2}{(1 - k) t} \int_{G_{kt}} f \, d\bar{\lambda }.

Prove Claim 4(b) by mimicking the proof of Claim 4(a).

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Problem 10.6.5

Hardy-Littlewood Maximal Theorem: Let 1<p<+∞1 < p < +\infty. We have the following inequalities: (a) [∫R[fδ(r)]p dλˉ]1/p≤pp−1[∫Rfp dλˉ]1/p\left[\int_{\mathbb {R}} \left[f^{\delta (r)}\right]^{p} \, d\bar{\lambda }\right]^{1 / p} \leq \frac{p}{p - 1} \left[\int_{\mathbb {R}} f^{p} \, d\bar{\lambda }\right]^{1 / p}. Therefore, f∈Lp(R,L,λˉ)f \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) forces fδ(r)∈Lp(R,L,λˉ)f^{\delta (r)} \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) and ∥fδ(r)∥p≤pp−1∥f∥p\left\| f^{\delta (r)}\right\|_{p} \leq \frac{p}{p - 1} \left\| f\right\|_{p}. (b) [∫R[fδ(l)]p dλˉ]1/p≤pp−1[∫Rfp dλˉ]1/p\left[\int_{\mathbb {R}} \left[f^{\delta (l)}\right]^{p} \, d\bar{\lambda }\right]^{1 / p} \leq \frac{p}{p - 1} \left[\int_{\mathbb {R}} f^{p} \, d\bar{\lambda }\right]^{1 / p}. Therefore, f∈Lp(R,L,λˉ)f \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) forces both fδ(l)∈Lp(R,L,λˉ)f^{\delta (l)} \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) and ∥fδ(l)∥p≤pp−1∥f∥p\left\| f^{\delta (l)}\right\|_{p} \leq \frac{p}{p - 1} \left\| f\right\|_{p}. (c) [∫R[fδ]p dλˉ]1/p≤2pp−1[∫Rfp dλˉ]1/p\left[\int_{\mathbb {R}} \left[f^{\delta }\right]^{p} \, d\bar{\lambda }\right]^{1 / p} \leq \frac{2p}{p - 1} \left[\int_{\mathbb {R}} f^{p} \, d\bar{\lambda }\right]^{1 / p}. Therefore, f∈Lp(R,L,λˉ)f \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) forces both fδ∈Lp(R,L,λˉ)f^{\delta } \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) and ∥fδ∥p≤2pp−1∥f∥p\left\| f^{\delta }\right\|_{p} \leq \frac{2p}{p - 1} \left\| f\right\|_{p}.

Prove (b) of the Hardy-Littlewood Maximal Theorem for 1<p<+∞1 < p < +\infty by a fashion similar to that for the proof of part (a) there.

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Problem 10.6.6

In the Hardy-Littlewood Maximal Theorem, we had 1<p<+∞1 < p < +\infty. There is a version of the theorem for the case p=1p = 1. The framework is the same as in the 1<p<+∞1 < p < +\infty case: f:R→[0,+∞]f: \mathbb {R} \rightarrow [0, +\infty ] is L/B∗\mathcal{L} / \mathcal{B}^{*}-measurable and such that ∫Ff dλˉ<+∞\int_{F} f \, d\bar{\lambda } < +\infty for every compact F⊆RF \subseteq \mathbb {R}. The theorem is this: Let E∈LE \in \mathcal{L} and 0<k<10 < k < 1. Then

∫Efδ(r) dλˉ≤1kλˉ(E)+11−k∫Rflog⁡+f dλˉ \int _{E} f^{\delta (r)} \, d\bar{\lambda } \leq \frac{1}{k} \bar{\lambda }(E) + \frac{1}{1 - k} \int _{\mathbb {R}} f \log ^{+} f \, d\bar{\lambda }

and

∫Efδ(l) dλˉ≤1kλˉ(E)+11−k∫Rflog⁡+f dλˉ. \int _{E} f^{\delta (l)} \, d\bar{\lambda } \leq \frac{1}{k} \bar{\lambda }(E) + \frac{1}{1 - k} \int _{\mathbb {R}} f \log ^{+} f \, d\bar{\lambda } .

Also, we have

∫Efδ dλˉ≤1kλˉ(E)+21−k∫Rflog⁡+f dλˉ. \int _{E} f^{\delta } \, d\bar{\lambda } \leq \frac{1}{k} \bar{\lambda }(E) + \frac{2}{1 - k} \int _{\mathbb {R}} f \log ^{+} f \, d\bar{\lambda } .

Here, log⁡+f\log^{+} f denotes max⁡{log⁡f,0}\max \left\{ \log f, 0\right\}.

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Remark.
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Verify each of the following steps by appealing to the appropriate results of this section:

∫Efδ(r) dλˉ=∫0∞λˉ({y∈R:  1E(y)fδ(r)(y)>t}) dλˉ(t)=∫0∞λˉ(Mt(r)∩E) dλˉ(t)=∫01/kλˉ(Mt(r)∩E) dλˉ(t)+∫1/k∞λˉ(Mt(r)∩E) dλˉ(t)≤(∗)1kλˉ(E)+∫1/k∞1(1−k)t∫Gktf(x) dλˉ(x) dλˉ(t)=1kλˉ(E)+11−k∫1/k∞1t∫R  1Gkt(x)f(x) dλˉ(x) dλˉ(t)=1kλˉ(E)+11−k∫Rf(x)∫1/k∞1t  1Gkt(x) dλˉ(t) dλˉ(x). \begin{aligned} \int _{E} f^{\delta (r)} \, d\bar{\lambda } & = \int _{0}^{\infty } \bar{\lambda }\left(\left\{ y \in \mathbb {R} : \; \mathbb {1}_{E}(y) f^{\delta (r)}(y) > t\right\} \right) \, d\bar{\lambda }(t) \\ & = \int _{0}^{\infty } \bar{\lambda }\left(M_{t}^{(r)} \cap E\right) \, d\bar{\lambda }(t) \\ & = \int _{0}^{1 / k} \bar{\lambda }\left(M_{t}^{(r)} \cap E\right) \, d\bar{\lambda }(t) + \int _{1 / k}^{\infty } \bar{\lambda }\left(M_{t}^{(r)} \cap E\right) \, d\bar{\lambda }(t) \\ & \overset {(*)}{\leq } \frac{1}{k} \bar{\lambda }(E) + \int _{1 / k}^{\infty } \frac{1}{(1 - k) t} \int _{G_{kt}} f(x) \, d\bar{\lambda }(x) \, d\bar{\lambda }(t) \\ & = \frac{1}{k} \bar{\lambda }(E) + \frac{1}{1 - k} \int _{1 / k}^{\infty } \frac{1}{t} \int _{\mathbb {R}} \; \mathbb {1}_{G_{kt}}(x) f(x) \, d\bar{\lambda }(x) \, d\bar{\lambda }(t) \\ & = \frac{1}{k} \bar{\lambda }(E) + \frac{1}{1 - k} \int _{\mathbb {R}} f(x) \int _{1 / k}^{\infty } \frac{1}{t} \; \mathbb {1}_{G_{kt}}(x) \, d\bar{\lambda }(t) \, d\bar{\lambda }(x) . \end{aligned}

Next, show that ∫1/k∞1t  1Gkt(x) dλˉ(t)\int_{1 / k}^{\infty } \frac{1}{t} \; \mathbb {1}_{G_{kt}}(x) \, d\bar{\lambda }(t) is zero or log⁡f(x)\log f(x) as 0≤f(x)≤10 \leq f(x) \leq 1 or f(x)>1f(x) > 1. That is, show that ∫1/k∞1t  1Gkt(x) dλˉ(t)=log⁡+f(x)\int_{1 / k}^{\infty } \frac{1}{t} \; \mathbb {1}_{G_{kt}}(x) \, d\bar{\lambda }(t) = \log^{+} f(x) for each x∈Rx \in \mathbb {R}. This gives the δ(r)\delta (r)-inequality, and the δ(l)\delta (l)-inequality is achieved in virtually the same fashion. For the δ\delta-inequality, the same argument as above also works upon replacing δ(r)\delta (r) by δ\delta, Mt(r)M_{t}^{(r)} by MtM_{t}, and using the inequality λˉ(Mt)≤2(1−k)t∫Gktf dλˉ\bar{\lambda }\left(M_{t}\right) \leq \frac{2}{(1 - k) t} \int_{G_{kt}} f \, d\bar{\lambda } in (∗)(*).

Problem 10.6.7

Recall the Hardy-Littlewood Maximal Theorem, where 1<p<+∞1 < p < +\infty: if f∈Lp(R,L,λˉ)f \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right), then fδ(r),fδ(l),fδ∈Lp(R,L,λˉ)f^{\delta (r)}, f^{\delta (l)}, f^{\delta } \in L^{p}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) and

∥fδ(r)∥p,  ∥fδ(l)∥p≤pp−1∥f∥pand∥fδ∥p≤2pp−1∥f∥p. \left\| f^{\delta (r)}\right\| _{p}, \; \left\| f^{\delta (l)}\right\| _{p} \leq \frac{p}{p - 1} \left\| f\right\| _{p} \qquad \text{and} \qquad \left\| f^{\delta }\right\| _{p} \leq \frac{2p}{p - 1} \left\| f\right\| _{p} .

One question that may arise is whether the constants pp−1\frac{p}{p - 1} and 2pp−1\frac{2p}{p - 1} are the sharpest possible constants. It will turn out that the answer is in the affirmative. Fix 1<p<+∞1 < p < +\infty, and for each n∈Nn \in \mathbb {N} define fnf_{n} on R\mathbb {R} by the rule fn(x)=x(1n−1)1p  1(0,1)(x)f_{n}(x) = x^{\left(\frac{1}{n} - 1\right) \frac{1}{p}} \; \mathbb {1}_{(0, 1)}(x). Let An,pA_{n, p} be such that ∥fnδ(r)∥p=An,p∥fn∥p\left\| f_{n}^{\delta (r)}\right\|_{p} = A_{n, p} \left\| f_{n}\right\|_{p}. Show that lim⁡nAn,p=pp−1\lim_{n} A_{n, p} = \frac{p}{p - 1}, and deduce that the constant pp−1\frac{p}{p - 1} in the Hardy-Littlewood Inequality is the best possible constant.

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Remark.
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It is straightforward calculus to compute ∥fn∥p\left\| f_{n}\right\|_{p} for each nn. To obtain the form of fnδ(r)(x)f_{n}^{\delta (r)}(x) for each nn and xx, consider the cases x≥1x \geq 1 and x<1x < 1 and use calculus; this won't be hard but it won't be trivial. From this ∥fnδ(r)∥p\left\| f_{n}^{\delta (r)}\right\|_{p} may be obtained for each nn, so that the ratio ∥fnδ(r)∥p/∥fn∥p\left\| f_{n}^{\delta (r)}\right\|_{p} / \left\| f_{n}\right\|_{p} may be computed for each nn. That this quotient tends to pp−1\frac{p}{p - 1} as n→+∞n \rightarrow +\infty should be seen in straightforward fashion.

Problem 10.6.8

For a function ff as given in the framework for this section [f:R→[0,+∞]f: \mathbb {R} \rightarrow [0, +\infty ] is L/B∗\mathcal{L} / \mathcal{B}^{*}-measurable and such that ∫Ff dλˉ<+∞\int_{F} f \, d\bar{\lambda } < +\infty for every compact F⊆RF \subseteq \mathbb {R}], we defined fδ(x)f^{\delta }(x) to be the maximum of fδ(r)(x)f^{\delta (r)}(x) and fδ(l)(x)f^{\delta (l)}(x). We may equivalently define fδ(x)f^{\delta }(x) for each x∈Rx \in \mathbb {R} by the rule

fδ(x)=sup⁡{1u−t∫tuf dλˉ:−∞<t≤x≤u<+∞, t≠u}. f^{\delta }(x) = \sup \left\{ \frac{1}{u - t} \int _{t}^{u} f \, d\bar{\lambda } : -\infty < t \leq x \leq u < +\infty , \, t \neq u\right\} .
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Problem 10.6.9

Comment: Our presentation in the text and in the exercises is based on one form of the Hardy-Littlewood framework. We now present a series of exercises dealing with a more general framework. The measure space will be (Rk,Lk,λˉk)\left(\mathbb {R}^{k}, \mathcal{L}^{k}, \bar{\lambda }_{k}\right), where k∈Nk \in \mathbb {N} is fixed. The notation B(x,r)B(\boldsymbol {x}, r) denotes the ball of radius rr centered at x∈Rk\boldsymbol {x} \in \mathbb {R}^{k}. Given 0<a<+∞0 < a < +\infty, we will write aB(x,r)a B(\boldsymbol {x}, r) for B(x,ar)B(\boldsymbol {x}, ar). The following exercises give the background leading up to Jones' presentation of an alternative version of the Hardy-Littlewood Maximal Theorem.

Prove the Vitali Covering Theorem: Let E⊆RkE \subseteq \mathbb {R}^{k} be bounded. Let F\mathcal{F} denote a collection of open balls centered at points of EE such that every x∈E\boldsymbol {x} \in E is the center of some ball in F\mathcal{F}. Then there exists an at most countable subcollection B1,B2,⋯B_{1}, B_{2}, \cdots of balls in F\mathcal{F} such that (i) B1,B2,⋯B_{1}, B_{2}, \cdots are disjoint, and (ii) E⊆⋃n≥13BnE \subseteq \bigcup_{n \geq 1} 3 B_{n}. Follow the given outline.

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(a)

The theorem is immediate if the radii of the balls are not bounded above.

(b)

There is nn such that B∩Bn≠∅B \cap B_{n} \neq \varnothing.

(c)

We have B∩⋃m<nBm=∅B \cap \bigcup_{m < n} B_{m} = \varnothing, hence rad⁡B≤dn<2rad⁡Bn\operatorname {rad} B \leq d_{n} < 2 \operatorname {rad} B_{n}.

(d)

x∈3Bn\boldsymbol {x} \in 3 B_{n}, hence E⊆⋃m≥13BmE \subseteq \bigcup_{m \geq 1} 3 B_{m}, completing the proof.

Remark.
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(a) In this case, we can find a ball BB centered at some point of EE with radius so large that E⊆BE \subseteq B, trivially giving (i) and (ii). Therefore, we may assume that the radii of the balls is bounded above. And of course we may assume that EE is nonempty.

Perform the following inductive scheme: Assume that B1,⋯ ,Bn−1B_{1}, \cdots , B_{n - 1} have been selected. Let dn=sup⁡{rad⁡B:B∈F, B∩⋃m<nBm=∅}d_{n} = \sup \left\{ \operatorname {rad} B : B \in \mathcal{F}, \, B \cap \bigcup_{m < n} B_{m} = \varnothing \right\}. If there are no B∈FB \in \mathcal{F} with B∩⋃m<nBm=∅B \cap \bigcup_{m < n} B_{m} = \varnothing, the scheme terminates with the sets B1,⋯ ,Bn−1B_{1}, \cdots , B_{n - 1}. Otherwise, choose Bn∈FB_{n} \in \mathcal{F} such that rad⁡Bn>12dn\operatorname {rad} B_{n} > \frac{1}{2} d_{n} and Bn∩⋃m<nBm=∅B_{n} \cap \bigcup_{m < n} B_{m} = \varnothing.

The above scheme is problem-free, and the resulting collection B1,B2,⋯B_{1}, B_{2}, \cdots is clearly disjoint. We must show that E⊆⋃n≥13BnE \subseteq \bigcup_{n \geq 1} 3 B_{n}. Fix x∈E\boldsymbol {x} \in E and find B∈FB \in \mathcal{F} that is centered at x\boldsymbol {x}.

(b) Suppose that B∩Bn=∅B \cap B_{n} = \varnothing for each nn. Then the selection process never terminates and rad⁡B≤dn\operatorname {rad} B \leq d_{n} for each nn. Therefore, we have a countably infinite collection B1,B2,⋯B_{1}, B_{2}, \cdots of balls centered at points of EE with rad⁡Bn>12dn≥12rad⁡B>0\operatorname {rad} B_{n} > \frac{1}{2} d_{n} \geq \frac{1}{2} \operatorname {rad} B > 0. Now ⋃nBn\bigcup_{n} B_{n} is bounded since EE is bounded and the radii of the balls in F\mathcal{F} are bounded above, and hence λˉk(⋃nBn)<+∞\bar{\lambda }_{k}\left(\bigcup_{n} B_{n}\right) < +\infty. But at the same time λˉk(⋃nBn)=∑nλˉk(Bn)=+∞\bar{\lambda }_{k}\left(\bigcup_{n} B_{n}\right) = \sum_{n} \bar{\lambda }_{k}\left(B_{n}\right) = +\infty by the earlier inequality. This contradiction gives the result.

By (b) there is nn with B∩Bn≠∅B \cap B_{n} \neq \varnothing. Let nn henceforth denote the smallest such nn with B∩Bn≠∅B \cap B_{n} \neq \varnothing. Pick y∈B∩Bn\boldsymbol {y} \in B \cap B_{n}.

(d) Let z\boldsymbol {z} denote the center of BnB_{n}. Then ∥x−z∥≤∥x−y∥+∥y−z∥<rad⁡B+rad⁡Bn<3rad⁡Bn\left\| \boldsymbol {x} - \boldsymbol {z}\right\| \leq \left\| \boldsymbol {x} - \boldsymbol {y}\right\| + \left\| \boldsymbol {y} - \boldsymbol {z}\right\| < \operatorname {rad} B + \operatorname {rad} B_{n} < 3 \operatorname {rad} B_{n}. Therefore, we have that x∈3Bn\boldsymbol {x} \in 3 B_{n}.

Problem 10.6.10

Definition: Let f:Rk→R‾f: \mathbb {R}^{k} \rightarrow \overline{\mathbb {R}} be such that ∫Ff dλˉk<+∞\int_{F} f \, d\bar{\lambda }_{k} < +\infty for each compact F⊆RkF \subseteq \mathbb {R}^{k}. The Hardy-Littlewood maximal function for ff is the function MfMf on Rk\mathbb {R}^{k} given for all x∈Rk\boldsymbol {x} \in \mathbb {R}^{k} by

Mf(x)=sup⁡0<r<+∞1λˉk(B(x,r))∫B(x,r)∣f(y)∣ dλˉk(y). Mf(\boldsymbol {x}) = \sup _{0 < r < +\infty } \frac{1}{\bar{\lambda }_{k}\left(B(\boldsymbol {x}, r)\right)} \int _{B(\boldsymbol {x}, r)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) .

MfMf is lower semicontinuous, hence is Bk/B∗\mathcal{B}^{k} / \mathcal{B}^{*}-measurable. In particular, MfMf is Lk/B∗\mathcal{L}^{k} / \mathcal{B}^{*}-measurable.

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Remark.
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Suppose that Mf(x)>tMf(\boldsymbol {x}) > t. There is 0<r<+∞0 < r < +\infty such that t<1λˉk(B(x,r))∫B(x,r)∣f(y)∣ dλˉk(y)t < \frac{1}{\bar{\lambda }_{k}\left(B(\boldsymbol {x}, r)\right)} \int_{B(\boldsymbol {x}, r)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}). We may choose r′>rr^{\prime } > r such that the inequality t<1λˉk(B(x,r′))∫B(x,r)∣f(y)∣ dλˉk(y)t < \frac{1}{\bar{\lambda }_{k}\left(B(\boldsymbol {x}, r^{\prime })\right)} \int_{B(\boldsymbol {x}, r)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) obtains. Now ∥x−x′∥≤r′−r\left\| \boldsymbol {x} - \boldsymbol {x}^{\prime }\right\| \leq r^{\prime } - r forces B(x,r)⊆B(x′,r′)B(\boldsymbol {x}, r) \subseteq B\left(\boldsymbol {x}^{\prime }, r^{\prime }\right), and the translation invariance of λˉk\bar{\lambda }_{k} gives

t<1λˉk(B(x,r′))∫B(x′,r′)∣f(y)∣ dλˉk(y)=1λˉk(B(x′,r′))∫B(x′,r′)∣f(y)∣ dλˉk(y)≤Mf(x′). \begin{aligned} t & < \frac{1}{\bar{\lambda }_{k}\left(B\left(\boldsymbol {x}, r^{\prime }\right)\right)} \int _{B\left(\boldsymbol {x}^{\prime }, r^{\prime }\right)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) \\ & = \frac{1}{\bar{\lambda }_{k}\left(B\left(\boldsymbol {x}^{\prime }, r^{\prime }\right)\right)} \int _{B\left(\boldsymbol {x}^{\prime }, r^{\prime }\right)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) \\ & \leq M f\left(\boldsymbol {x}^{\prime }\right) . \end{aligned}

Therefore, for all x′\boldsymbol {x}^{\prime } sufficiently close to x\boldsymbol {x} we have Mf(x′)>tMf\left(\boldsymbol {x}^{\prime }\right) > t.

Problem 10.6.11

Let f∈L1(Rk,Lk,λˉk)f \in L^{1}\left(\mathbb {R}^{k}, \mathcal{L}^{k}, \bar{\lambda }_{k}\right). Then λˉk({x∈Rk:Mf(x)>t})≤3kt−1∥f∥1\bar{\lambda }_{k}\left(\left\{ \boldsymbol {x} \in \mathbb {R}^{k} : Mf(\boldsymbol {x}) > t\right\} \right) \leq 3^{k} t^{-1} \left\| f\right\|_{1} for each 0<t<+∞0 < t < +\infty. This is another version of the Hardy-Littlewood Maximal Theorem.

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Remark.
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Let EE denote {x∈Rk:Mf(x)>t}\left\{ \boldsymbol {x} \in \mathbb {R}^{k} : Mf(\boldsymbol {x}) > t\right\}, where 0<t<+∞0 < t < +\infty is given and fixed. If E=∅E = \varnothing the result is trivial. Otherwise, pick x∈E\boldsymbol {x} \in E, so that Mf(x)>tMf(\boldsymbol {x}) > t and there is 0<r<+∞0 < r < +\infty with 1λˉk(B(x,r))∫B(x,r)∣f(y)∣ dλˉk(y)>t\frac{1}{\bar{\lambda }_{k}\left(B(\boldsymbol {x}, r)\right)} \int_{B(\boldsymbol {x}, r)} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) > t. Therefore, for any x∈E\boldsymbol {x} \in E there is a ball BB with center x\boldsymbol {x} such that λˉk(B)<1t∫B∣f(y)∣ dλˉk(y)\bar{\lambda }_{k}(B) < \frac{1}{t} \int_{B} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}). Pick positive real qq, and let F\mathcal{F} denote the collection of open balls BB with centers in E∩B(0,q)E \cap B(\boldsymbol {0}, q) and satisfying the just-mentioned inequality. If E∩B(0,q)≠∅E \cap B(\boldsymbol {0}, q) \neq \varnothing, there exist disjoint balls B1,B2,⋯∈FB_{1}, B_{2}, \cdots \in \mathcal{F} such that E∩B(0,q)⊆⋃n≥13BnE \cap B(\boldsymbol {0}, q) \subseteq \bigcup_{n \geq 1} 3 B_{n}. (Vitali Covering Theorem.) Verify that

λˉk(E∩B(0,q))≤∑n≥1λˉk(3Bn)=∑n=1∞3kλˉk(Bn)<∑n≥13kt∫Bn∣f(y)∣ dλˉk(y)=3kt∫⋃n≥1Bn∣f(y)∣ dλˉk(y)≤3kt−1∫Rk∣f(y)∣ dλˉk(y). \begin{aligned} \bar{\lambda }_{k}\left(E \cap B(\boldsymbol {0}, q)\right) & \leq \sum _{n \geq 1} \bar{\lambda }_{k}\left(3 B_{n}\right) = \sum _{n = 1}^{\infty } 3^{k} \bar{\lambda }_{k}\left(B_{n}\right) < \sum _{n \geq 1} \frac{3^{k}}{t} \int _{B_{n}} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) \\ & = \frac{3^{k}}{t} \int _{\bigcup _{n \geq 1} B_{n}} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) \\ & \leq 3^{k} t^{-1} \int _{\mathbb {R}^{k}} \left|f(\boldsymbol {y})\right| \, d\bar{\lambda }_{k}(\boldsymbol {y}) . \end{aligned}

Now let q→+∞q \rightarrow +\infty for the result.

Problem 10.6.12

Reconsider Exercise 3 of Section 10.4 in the light of this section.

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