(Yves Meyer, Ronald Coifman) Wavelets Calderón-Z

CAMBRIDGE STUDIES IN
ADVANCED MATHEMATICS 48
EDITORIAL BOARD
D.J.H. GARLING, W. FULTON, K. RIBET, T. TOM DIECK,
P. WALTERS
WAVELETS
Calderon-Zygmund and
multilinear operators
Wavelets
Calder6n-Zygmund and multilinear operators
Yves Meyer
Professor, Ceremade, University Paris-Dauphine
Ronald Coifman
Yale University
Translated by David Salinger

University of Leeds
CAMBRIDGE
UNIVERSITY PRESS
iv
PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE

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CAMBRIDGE UNIVERSITY PRESS
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0 Herman, ed.iteurs des sciences et des arts, Paris 1990
© English edition. Cambridge University Press 1997
This book is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without.
the written permission of Cambridge University Press.
First published in English 1997
Printed in France
A catalogue record for this book is available from the British Library
Library of Congress Cataloguing in Publication data
Meyer, Yves.
[Ondelettes et operateurs. Tome 2 3. English]
Wavelets: Calderon Zygmund and multilinear operators / Yves Meyer
& Ron Coifman; translated by D. H. Salingcr.
p. cru. - (Cambridge studies in advanced mathematics; 18)
Translation of vols. 2 3 of : Ondelettes et operateurs.
Includes bibliographical references (p. - ) and index.
ISBN 0 52142001 6 (hardback)
1. Wavelets (Mathematics) 2. Calderon Zygmund operator.
1_ Coifman, Ronald R. (Ronald Raphacl) 11. Title. 111. Series
QA403.3.M493513 1996
515'.2433-dc20 96-13536 CIP
ISBN 0 521 42001 6 hardback

Contents
Translator's note x
Preface to the English edition xi
F+.
Introduction xiii
Introduction to Wavelets and Operators xv
7 The new Calderdn-Zygmund operators
1 Introduction 1
2 Definition of Calderon-Zygmund operators corresponding
to singular integrals 8
3 Calder6n-Zygmund operators and U' spaces
+m-i
13
4 The conditions T(1) = 0 and tT(1) = 0 for a
Calderon Zygmund operator 22
5 Pointwise estimates for Calderdn Zygmund operators 24
6 Calderon Zygmund operators and singular integrals 30
7 A more detailed version of Cotlar's inequality 34
8 The good ), inequalities and the Muckenhoupt weights 37
9 Notes and additional remarks 41
8 David and Journe's T(1) theorem

r-4
1 Introduction 43
2 Statement of the T(1) theorem 45
3 The wavelet proof of the T(1) theorem 51
4 Schur's lemma 54
5 Wavelets and Vaguelets 56
vi Contents
6 Pseudo-products and the rest of the proof of the

T(1) theorem 57
Cotlar and Stein's lemma and the second proof of
r/1
7
David and Journe's theorem 60
8 Other formulations of the T(1) theorem 64
9 Banach algebras of Calder6n-Zygmund operators 65
10 Banach spaces of Calder6n-Zygmund operators 71
Variations on the pseudo-product 73
-63
11
12 Additional remarks 76
9 Examples of Calder6n-Zygmund operators
f3.
1 Introduction 77
2 Pseudo-differential operators and Calder6n-Zygmund
operators 79
3 Commutators and Calder6n's improved
pseudo-differential calculus 89
4 The pseudo-differential version of Leibniz's rule 93
RI,
5 Higher order commutators 96

6 Takafumi Murai's proof that the Cauchy kernel
is L2 continuous 98
7 The Calder6n-Zygmumd method of rotations 105
10 Operators corresponding to singular integrals:

natl.
their continuity on Holder and Sobolev spaces

Introduction 111
0--
1
2 Statement of the theorems 112
3 Examples 114
4 Continuity of T on homogeneous Holder spaces 117
5 Continuity of operators in Ly on homogeneous
Sobolev spaces 119
6 Continuity on ordinary Sobolev spaces 122
11 The T(b) theorem

Introduction 126
p-,
1
2 Statement of the fundamental geometric theorem 127
3 Operators and accretive forms (in the abstract situation) 128
4 Construction of bases adapted to a bilinear form 130
5 Tchamitchian's construction 132
6 Continuity of T 136
7 A special case of the T(b) theorem 138
b1>
8 An application to the L2 continuity of the Cauchy kernel 141

Contents vii
Lam.
9 The general case of the T(b) theorem 142
C-".
10 The space Hb 145
r~1
11 The general statement of the T(b) theorem 149

12 An application to complex analysis 150
r--1
13 Algebras of operators associated with the T(b) theorem 150

14 Extensions to the case of vector-valued functions 152
U15
15 Replacing the complex field by a Clifford algebra 153
16 Further remarks 155
12 Generalized Hardy spaces

Introduction
r-i
1 157
The Lipschitz case
"a'
2 158
'CS
3 Hardy spaces and conformal representations 163

'L7
spy
4 The operators associated with complex analysis
1-- 1.-
171
C3,
5 The "shortest" proof 178

6 Statement of David's theorem 181
ego
7 Transference 185
r-i
8 Calderon-Zygmund decomposition of
Ahlfors regular curves 189
9 The proof of David's theorem 191
10 Further results 194
13 Multilinear operators
1 Introduction 195
The general theory of multilinear operators
=:°x
2 197
3 A criterion for the continuity of multilinear operators 202
4 Multilinear operators defined on (BMO)k 207
5 The general theory of holomorphic functionals 210
6 Application to Calderon's programme 215
Cs.
7 McIntosh's theory of multilinear operators 220

p0'
8 Conclusion 226
14 Multilinear analysis of square roots of

accretive operators
Introduction 227
r-'
1
2 Square roots of operators 228
3 Accretive square roots 232
4 Accretive sesquilinear forms 236
5 Kato's conjecture 238
6 The multilinear operators of Kato's conjecture 239
7 Estimates of the kernels of the operators L,(,2) 245
8 The kernels of the operators Lm 251
Viii Contents
15 Potential theory in Lipschitz domains
.l%
1 Introduction 255
2 Statement of the results 256
3 Almost everywhere existence of the double-layer potential 261
4 The single-layer potential and its gradient 266
5 The Jerison and Kenig identities 270
6 The rest of the proof of Theorems 2 and 3 274
7 Appendix 275
16 Paradifferential operators
1w1
I Introduction 277
2 A first example of linearization of a non-linear problem 278
3 A second linearization of the non-linear problem 280
4 Paradifferential operators 285
The symbolic calculus for paradifferential operators 288
.x'
5
6 Application to non-linear partial differential equations 292
7 Paraproducts and wavelets 294
References and Bibliography 298

References and Bibliography for the English
edition 311
C+7
Index 313
"Ce a quoi Pun s'etait failli, l'autre est arrive et ce qui etait inconnu
,.?
a un siecle, le siecle suivant 1'a iclairci, et les sciences et arts no
se jettent pas en moule mais se forment et figurent en les maniant et
polissaut a plusieurs fois [... ] Ce que ma force ne pent decouvrir, je
end
ne laisse pas de le sonder et essaycr et, en retastant et petrissant cette

nouvelle matiere, la remuant et I'eschanfant, j'ouvre a celui qui me suit
quelque facilite et la Jul rends plus souple et plus maniable. Autant
fir
en fera le second an tiers qui est cause que In difficulte tie me doit pas
desesperer, ni aussi peu mon impuissance... "
Montaigne, Les Essais, Livre 11, Chapitre XII.
r..
"Where someone failed, another has succeeded; what was unknown

in one century, the next has discovered; science and the arts do not
grind themselves into uniformity, but gain shape and regularity by carv-
ing and polishing repeatedly [... ] What my own strength has not been
able to uncover, I cease not from working at and trying out and, by
reshaping and solidifying this new material, in moulding and heating it,
I bequeath to him who follows some facility and make it the more supple
and malleable for him. The second will do the same for the third, which
is why difficulty does not make me despair, nor, any the more, my own
weakness..."
Translator's note
This book is a translation of Ondelettes et Operateurs, Volume 11,

Operateurs de Calder6n-Zygmund, by Yves Meyer, and Volume III, Ope-
rateurs rnultilineairr s, by R.R. Coifman and Yves Meyer. The original
numbering of the chapters and of the theorems has been retained, so that
it is still possible to follow the forward references in Volume I. Chapter
12 is where Volume III of the French version started. The references to
Wavelets and Operators (Cambridge University Press, 1992), are to the
translation of Volume I, Ondelettes, by Yves Meyer.
David Salinger, Leeds, June 1996.

Preface to the English Edition
There has been great progress during the few years which separate
the first edition of this work from the translation.
1. In the area of multilinear operators, Pierre Louis Lions made the
following conjecture. We consider two (arbitrary) vector fields E(x) _
(El (x), ... , EE(x)) and B(x) _ (Bl (x), ... , B,,(x)), satisfying the fol-
lowing conditions:
E5 (x) E Lr(Rn) and BB (x) E LQ(lR),
where l<j<n, 1<p<oo, 1/p+l/q= 1, and
divE(x) = 0 and curlB(x) = 0,
in the sense of distributions.
Then the scalar product E B(x) = El (x)B, (x) + - - - + E"(x)B"(x),
of the vector fields must belong to the Hardy space IHI'(l[t").
The reader may refer to [E8], where there are several proofs of this re-
sult and to [Ell], where an application to partial differential equations
is to be found.
.ti
2. For the Cauchy Integral on Lipschitz curves, Mark S. Melnikov and

Joan Verdera have found a new, extraordinary proof. This proof is
`(4
astonishing because it makes no use of the BMO space or of Carleson

measures. Instead, an essential role is played by a very simple and
surprising lemma about the geometry of the complex plane [E18].
3. For more about potential theory on Lipschitz domains and Ver-
chota's thesis, the reader may turn to C. Kenig's excellent recent work
[E15].
xii Wavelets: Calderon-Zygrnund and mvltilinear operators
4. Can wavelets play a part in the study or the understanding of the

Navier-Stokes equations? We still do not know the answer to
this question. P. Federbush [E13] has undertaken the ambitious pro-
gramme of solving the Navier-Stokes equations by a method of Faedo-
Galerkin, using wavelet bases in which the wavelets have zero diver-
gence. These bases were constructed by G. Battle and P. Federbush
and, independently, by P.G. Lemarie-Rieusset [E17].
Federbush's approach is analysed and discussed in M. Cannon's ele-
gant text [E5].
5. Paradifferential operators are flourishing as a tool in the study and
solution of non-linear partial differential equations. The reader may
consult [E6J and [E211.
6. P. Auscher and Ph. Tchamitchian continue the study of problems
"yam
raised by Kato's conjecture. These authors have obtained remarkable

results in this direction without, however, entirely solving the original
problem [E2].
°A.
7. In the even more applied areas of Numerical Analysis and Statis-
tics, essential results are rooted in the analysis of Calderdn-Zygmund
operators in appropriate wavelet bases [E3], [E10].
Yves Meyer, Paris, May 1996.

Introduction
Confronted with an orthonormal basis ej, j E J, of the Hilbert space

H = L2 (R), it is impossible to resist the temptation to study those
operators T : H -' H which are diagonal, or almost diagonal, with
respect to that particular basis. We can then hope that those opera-
tors are familiar from other contexts, which would give the whole sit-
..)
uation that coherence beloved of scientists. Unfortunately, until now,

the attempt has been in vain. Diagonal operators corresponding to the
usual orthonormal bases are generically pathological, and therefore not
coo
of interest. For example, in the trigonometric system, the diagonal op-

erators are those satisfying T(eikx) = mkeEkz, where mk is a bounded
-0'
sequence; they are pathological unless, for example, Marcinkiewicz's con-

dition Imk+1 - mkj < C/IkI is satisfied. In this case, T is related to a
pseudo-differential operator and constitutes a first example of what we
chi
shall call Calderbn-Zygmund operators.

Orthonorma] wavelet basses provide the first and as far as we know-
the unique example of an orthonormal basis with interesting diago-
nal, or almost-diagonal, operators. Those operators are already known,
in another context, as Calderon-Zygmund operators. This remarkable
Fro
fact explains the success of wavelet series compared to other orthonor-

mal series. A change of wavelet coefficients ak -> mkak, where mk
is a bounded sequence, does not have uncontrollable consequences for
the sum f (x) = E akwk(x) of the wavelet series. The sum f (X) is
in'
transformed into g(x) = T[f](x) and the remarkable properties of the

CalderGn-Zygmund operators let us give a precise description of what
ear
xiv Wavelets: Calderon-Zygmund and multilinear operators
happens to f (x). Wavelet decompositions are thus robust, and their

robustness comes from the relationship between wavelets and operators
'o°
which we have just described.
dry
But Calderon Zygmund operators had been studied well before or-
G".
thonorinal wavelet bases came to light: they are the subject of an inde-
pendent theory which we shall expound completely and autonomously in
C/2
Chapters 7 to 11. So the reader may attempt this volume straight away,
ors
retaining from Wavelets and Operators just the existence of orthonormal
wavelet bases. Calderon-Zygmund operators have a special relationship
.C'
with wavelets and with classical pseudo-differential operators, of which
they are a remarkable generalization. In fact, the Calderon Zygmund
"gam
operators are found "beyond the pseudo-differential operators".
Multilinear analysis is one of the routes into the non-linear problems
studied in Chapters 12 to 16. This route is only possible for those
non-linear problems with a holomorphic structure, enabling them to be
decomposed into a series of multilinear terms of increasing complexity.
This approach needs some care, because the holomorphic structure can
only be established after the event, that is, once we have shown that the
series of multilinear terms converges. A. Calderon was the pioneer of this
method of attack, and some of the examples we give here are part of his
programme. Others are due to T. Kato: the discovery, by A. McIntosh,
are
of the relationship between Calderdn's programme and Kato's has been

via
a source of progress in recent years.

The multilinear operators encountered in the problems referred to
above turn out to be Calderon Zygmund operators, whose continuity is
fin'
established using the earlier chapters of this volume. Wavelets make

a final appearance- as eigenfunctions of certain realizations of para-
products-in our last chapter, which is devoted to J.M. Bony's theory
of paradifferential operators.
t°'
For the greater convenience of the reader, the Introduction to Wave-

lets and Operators, which also serves as a general introduction to the
present volume, is reproduced in the next few pages.
Introduction to Wavelets and Operators
For many years, the sine, cosine and imaginary exponential functions
have been the basic functions of analysis. The sequence (27r)-n/2eakx,
owe
k = 0, 11, ±2, ... forms an orthonormal basis of the standard space

L2 [0, 21r]; Fourier series are the linear combinations E ake'km. Their
study has been, and remains, an unquenchable source of problems and
discoveries in mathematical analysis. The problems arise from the ab-
sence of a good dictionary for translating the properties of a function
into those of its Fourier coefficients. Here is an example of the kind
of difficulty that occurs. J.P. Kahane, Y. Katznelson and K. de Leeuw
r',
have shown ([150]) that, to get a continuous function g(x) from an ar-
bitrary square-summable function f (x), it is sufficient to increase- or
leave unchanged-the moduli of the Fourier coefficients of f (x) and to
.n.
adjust their phases judiciously. It is thus impossible to predict the prop-

erties (size, regularity) of a function solely from knowledge of the order of
magnitude of its Fourier coefficients. Indeed it is still difficult if we know
the Fourier coefficients explicitly, and many problems are still open.
At the beginning of the 1980s, many scientists were already using
CAD
"wavelets" as an alternative to traditional Fourier analysis. This alter-

native gave grounds for hoping for simpler numerical analysis and more
robust synthesis of certain transitory phenomena. The "wavelets" of
J.S. Lienard or of X. Rodet ([167], [206]) were used for numerical treat-
ment of acoustic signals (words or music) and those of J. Morlet ([124])
for stocking and interpreting seismic signals gathered in the course of oil
prospecting expeditions. Among mathematicians, research was just as
xvi Wavelets: Calderon-Zygmund and multilinear operators
active: to mention only the most striking, R.R. Coifman and G. Weiss
([75]) invented the "atoms" and "molecules" which were to form the
basic building blocks of various function spaces, the rules of assembly
"'y
being clearly defined and easy to use. Certain of these atomic decom-
positions could, moreover, be obtained by making a discrete version of
a well-known identity, due to A. Calderon, in which "wavelets" were
.Z+
implicitly involved. That identity was later rediscovered by Morlet and
his collaborators .... Lastly, L. Carleson used functions very similar to
...
:/'
"wavelets" in order to construct an unconditional basis of the Hl space
of E.M. Stein and G. Weiss.
.t1
These separate investigations had such a "family resemblance" that

it seemed necessary to gather them together into a coherent theory,
mathematically well-founded and, at the same time, universally appli-
cable. The orthonormal wavelet bases, whose construction is given
in the present volume, are a replacement for the empirical "wavelets" of
'CC
Lienard, Morlet and Rodet.

The same orthonormal wavelet bases give direct access to the "atomic
mar
decompositions" of Coifman and Weiss, which are thus-for the first
time-related to constructions of unconditional bases of the standard
'3.
spaces of functions and distributions. The wavelet bases are universally
applicable: "everything that comes to hand", whether function or dis-
'.7
tribution, is the sum of a wavelet series and, contrary to what happens

fir'
°'"
with Fourier series, the coefficients of the wavelet series translate the
properties of the function or distribution simply, precisely and faithfully.
'F$
So we have a new tool at our command, an instrument that lets us

cmc
perform, without thinking, the delicate constructions that could not

"J'
formerly he achieved without recourse to lacunary, or random, Fourier

series. The exceptional properties of the sums of these special series
000'
become the everyday properties of generic sums of wavelet series.

'°"'
-r'
The algorithms for analysis by, and synthesis of, orthogonal wavelet
Wis.
series will, doubtless, play an important role in many different branches

"C7
of science and technology. Mathematicians, physicists, and engineers

0.i
who want to know everything about wavelets now have the present vol-
ume (Wavelets and Operators) of this work at their disposal.
Wavelets: Calderon-Zygmund and Multilinear Operators is addressed
more specifically to an audience of mathematicians. It deals with the op-
erators associated with wavelets. G. Weiss has shown that the study of
the operators acting on a space of functions or distributions can become
t°p
very simple when the elements of the space admit "atomic decomposi-
tions". He writes "many problems in analysis have natural formulations
as questions of continuity of linear operators defined on spaces of func-
Introduction to Wavelets and Operators xvii
tions or distributions. Such questions can often be answered by rather

bit
straightforward techniques if they can first be reduced to the study of the
operator on an appropriate class of simple functions which, in some con-
pip
'L7
venient sense, generate the entire space." When these "simple elements"
were the functions ezkx of the trigonometric system, the bounded oper-
ators T on L2, which were diagonal with respect to the trigonometric
system, did not have any other interesting property (with the exception
.!Y
pap
of translation invariance, which follows immediately from the definition).
'.T
It was then necessary to impose quite precise conditions on the eigenval-
QCs
40i
ues of T in order to extend such an operator to other function spaces:
rip
vat
t],
the first results in this direction were obtained by J. Marcinkiewicz.
,7e+
However, the bounded operators which can be diagonalized exactly

or approximately, with respect to the wavelet basis, form an algebra A
'c6
'L1
r,>
of bounded operators on L2 and the well known Calder6n-Zygmund

real-variable methods enable the operators of A to be extended to
oaf
other spaces of functions or distributions. The algebra A, which ex-
tends the pseudo-differential operators in a natural sense, is strictly con-
.01
tained in the set C of operators whose study has been recommended by
F'.'
Calderon. Work on these operators should enable us to solve several out-
+i'
.°y
standing classical problems in complex analysis and partial differential

boo
equations.
Here is a slightly more precise description of the set C, the delicate
construction of which we have called "Calderdn's programme". After
having invented, together with A. Zygmund, what was to become the
classical pseudo-differential calculus, Calderdn intended to extend the
fi'
field of application systematically, by weakening, as far as possible, the

.,,
regularity hypotheses necessary for the algorithms to work.

gyp,
The fundamental-and unexpected-discovery made by Calderdn was

the existence of a limit to the search for minimal hypotheses of regular-
ity. There is a "natural boundary" which cannot be transgressed, and
'J+
the extension of operators to this boundary is precisely the analytic ex-

".s
tension of holomorphic functions on certain Banach spaces, as we shall

show in Chapter 13.
'J'
Chapters 7-9 are devoted to the study and then the construction
of the set C of operators of Calderdn's programme. We call them the
Calder6n-Zygmund operators, although they are very different from
the "historical operators" studied by Calderdn and Zygmund in the
'.s
1950s and 60s.

Just like these "historical operators", those we consider can be defined
'may
by singular integrals, in a new sense which we clarify in Chapter 7. To go

beyond the context of convolution operators, it becomes indispensable to
,fl
xviii Wavelets: Calderon-Zygrnund and multilinear operators
have a criterion for L2 continuity, without which the theory collapses like
a house of cards. One such criterion is the well-known T(1) theorem of
.L°
G. David and J.L. Journe, which we shall prove in Chapter 8. The T(1)
Theorem replaces the Fourier transform, whose use remains restricted
G3.
to convolution operators. ?'+
Unfortunately, the T(1) theorem, although giving a necessary and
.1.
ray
sufficient condition, is not directly applicable to the most interesting
."1
operators of the set C of Calder6n's programme. We do not know why
that is. The operators in question have, however, a very special non-
'O+
linear structure, which, when correctly exploited, allows us to pass from

the "local" results given by David and Journe's theorem to the "global"
°9.
theorems necessary for the functioning of Calder6n's programme.

In Chapters 12 16, and also in Chapter 9, we have given the most
r-'
beautiful of the applications of Calder6n's programme. First comes the

celebrated pseudo-differential calculus, initiated by Calderon, which, at
present, has interesting and important applications to non-linear partial
differential equations.
Then we pass to complex analysis and the Hardy spaces associated
with Lipschitz domains of the complex plane. The object of Chapter 12
is the study of the Cauchy operator on rectifiable curves. We then
`<-
examine the problem, posed by T. Kato, of determining the domain of

the square roots of second order pseudo-differential operators, in the
accretive case.
Cpl
After that, we give an account of the results of B. Dahlberg, D. Jeri-

son, C. Kenig and G. Verchota relative to the Dirichlet and Neumann
problems in Lipschitz open sets.
We end with a brief presentation of J.M. Bony's paradifferential op-
""+
e.,
erators, which serve to analyse the regularity of non-linear partial dif-

ferential operators.
ewe
Wavelets reappear, in a surprising way, as the eigenfunctions of cer-

'C7
tain paradifferential operators. Correctly handled, they remain present

in the study of Hardy spaces and the Cauchy operator on a Lipschitz
O»,
vii
curve: the operator is "almost diagonal" with respect to a wavelet basis

Ayr
specially designed for complex analysis on that curve (Chapter 11). The
construction of wavelet bases is thus sufficiently supple to be adaptable
to differing geometric situations: we also obtain "non orthogonal wavelet
fro
bases". At present, there is no universal basis which can simultaneously

be used in the analysis of all the operators of Calder6n's class C.
J.O. Stromberg was the first to construct an orthonormal basis of
L2(R), of the form 23/2V)(22x - k), j, k E Z, where, for each rn E N, the
function ?P(x) was of class Cm and decreased exponentially at infinity.
Introduction to Wavelets and Operators xix
Subsequent work on orthogonal wavelets has not followed the path

discovered by Stromberg. That work is, essentially, due to I. Daubech-
ies, P.G. Lemarie, S. Mallat, and the author. It is given here, with care
and with complete proofs.
As far as operators are concerned, the well-known results of Calderdn,
m!!
Zygmund, and Cotlar will be described in Chapter 7, in the new context
of the set C.
The other names the reader of this work will often encounter are
J.M. Bony, G. David, P. Jones, J.L. Journe, C. Kenig, T. Murai, and
S. Semmes. try
The division into two volumes will allow this work to be read in sev-
eral ways. As we have already suggested, the reader may wish to go no
a4.
further than Wavelets and Operators, which surveys our present knowl-
edge about wavelets. But the first part of Wavelets: Calderdn-Zygmund
and Multilinear Operators may also be read directly, assuming only the
results quoted in the introductions of the first six chapters. Finally, the
reader can go straight to Chapters 12, 13, 14, 15, or 16, because each
of them forms a coherent account of a subject of independent inter-
'i7
est (complex analysis, holomorphic functionals on Banach spaces, Kato

theory, elliptic partial differential equations in Lipschitz domains, and,
lastly, non-linear partial differential equations). The thread link; these
different themes is, quite clearly, the use of wavelets in Calderon's pro-
gramme in operator theory.
These books have been written at a level appropriate for first-year
postgraduates, and we have tested them in France, and in the U.S.A., on
various audiences of mathematicians and engineers. To read these books,
it is therefore not necessary to have studied the remarkable treatises by
Gel
E. Stein and G. Weiss ([221)], E. Stein ([217]), or J. Garcia-Cuerva and

J.L. Rubio de Francia ([115]), not to mention the fundamental text and
reference by Zygmund ([239]).
R. Coifman helped me to recognize the importance of Calderon's pro-
gramme. Since the summer of 1974, our scientific collaboration has been
Ids
C.'
devoted to its realization, and these books have been one of our projects.
If our own work no longer appears in its original form here, it is because
bop
our zeal and enthusiasm have communicated themselves to younger re-

search workers, who have found more elegant solutions to the problems
we had been determined to resolve.
.gay
7
The new Calderon-Zygmund operators
1 Introduction
The Calderon-Zygmund operators we discuss in this chapter differ
significantly from those which Calderon and Zygmund considered more
than thirty years ago. We shall try to describe and explain how the
definition of these operators has evolved.
The theory of Calderon-Zygmund operators began in the 1950s when
Calderon and Zygmund systematically studied convolution operators ap-
pearing in elliptic partial differential equations.
The best-known example is given by the Riesz transforms
(-,&)-1/2
R3 = -iax3
for 1<j<n,where
Riesz transforms arise when we study the Neumann problem in the upper
half-plane. More precisely, let Il c R"+1 be the open set defined by
t > 0 and x E 1R". We consider harmonic functions in the Sobolev space
H2(1), that is, those functions u(x, t) on Il such that Au+82u/8t2 = 0.
r',
Then we can define the boundary values of u(x, t) and the gradient of
u(x, t) on t = 0 (the boundary Oil of Il). In this context, the Riesz
transforms R., 1 < j < n, enable us to pass from the boundary values
of the normal derivative (-8u/8t)It-o to the boundary values of the
tangential derivatives (8u/8x3)It-o.
2 7 The new Calderon-Zygmund operators
The continuity of the Riesz operators on L2(]R') follows immediately.

We can either use Green's formula or conjugate each R3 by the Fourier
ti'
transform F. In the second case we get FR3 f 1`1ICI-1 f it is
enough to observe that IC;I < JCI in order to conclude that IIRi(f)II2 <
II2. More precisely, we have E; II R3 (f) II2 = II f II2.
U112,
On the other hand, it is not at all obvious that the R3, 1 < j < n, are
continuous on LP(R"), 1 < p < oo. That result is achieved by the real
variable methods of Calderon and Zygmund, which we now describe.
"1'
Calderon and Zygmund considered the more general problem of op-

erators on L2 (I1J) defined by the following algorithm. We start with a
function 11(x) in C(R"\{0}) which is homogeneous of degree 0 and which
satisfies the condition 11(x) du(x) = 0, where du is the rotation-
a.~
invariant probability measure on the unit sphere S"-'. 'S7
The first generation Calderon-Zygmund operators are convolution op-

erators. We take the distribution S = PV f2(x)IxI-'ti defined by
Q(
(S, 0) = lim n) 0(x) dx. 0 E D(IR'2).
CIO x, >E Ix I
Then the Calderon-Zyygmund operator T is given by T(f) = S * f, for

each f E 1)(R"). In other words,
(1.1) (T(f))(x)=limJ
EIo f(x-y) ICI )dy.
1VJ>E
The limit exists if f is continuous, of Holder exponent ry > 0, and square-
summable.
Then FS = m(e), where m(e) E C°°(IRn \ {0}), where m(ad) = M(0,
,:r
for A > 0, and where the mean of rn(e) on the unit sphere is zero. For
the Riesz transforms, C?/ICI.
This theory gave a unified treatment of earlier work of J. Marcinkie-
wicz (1938) and G. Giraud (1936). Calderon and Zygmund showed that
the Marcinkiewicz multipliers associated with elliptic partial differential
equations were the Fourier coefficients of the (periodified) distributions
PV Sl(x)lxI-" used by Giraud. An essential tool in that unification was
the notion of the Fourier transform of a tempered distribution (intro-
duced by L. Schwartz between 1943 and 1945).
By these means, Calderon and Zygmund rediscovered, in a very nat-
ural way, the rules for composing two Calderon-Zygmund operators, Tl
`''
g"?
and T2: it is enough to employ the usual product of the corresponding

multipliers ml (e) and m2 However, the symbol m3 (e) = ml (t )m2 (e)
does not always have zero integral on the unit sphere, so it is necessary
to consider the algebra of operators cl + T, where c is a constant and T
is defined by (1.1).
7.1 Introduction 3
After doing this, Calderdn and Zygmund tried to extend the continu-
ity properties of Calderdn-Zygmund operators to LP(Rn), 1 < p < 00.
The complex variable method, introduced by Littlewood and Paley, and
used by Marcinkiewicz to prove his multiplier theorem, did not work
in the n -dimensional case. It was this obstacle which led Calderon and
Zygmund to invent the real variable method. The essential ingredient is
the Calderon-Zygmund decomposition which, for any parameter a > 0,
lets us write any function f in La (R') as a sum g + h, where g E L2 (]R,)
satisfies 119112 < Cvf,\ and where h is the sum of a series of oscillatory
terms, each with support in a certain cube Qj, such that the sum of
the measures of the Q. does not exceed C/a. These oscillatory terms
foreshadow the "atoms" of Coifman and Weiss, as well as wavelets.
The L2 estimate for an operator T, together with quite a weak hypoth-
esis on the kernel K(x, y) of T ( f x-vI>21v'-vl IK(x, y') -K(x, y)I dx < C
is enough) gives the L1-weak-L' estimate which we shall describe explic-
itly in this chapter. This, together with the L2 estimate, allows us to
derive the LP estimates, for 1 < p <_ 2, by interpolation. We get the
Ly estimates, for 2 < q < oc, by duality, provided that we impose
corresponding conditions where the roles of x and y in K(x, y) are in-
terchanged.
A second preoccupation of Calderon and Zygmund was to give a point-
wise meaning to (1.1), when f (x) was an arbitrary function in L2(R"),
by proving the existence, for almost every x E R, of
elo J f (x y)
1 y1)
dy.
...
This problem leads to the maximal operator T*, defined by
(1.2) () dy)
T*f (x) =
sup IJIvl?E f (x - y) lyl"
and to the proof of the maximal inequality
(1.3) ll77112 <_ Cilfliz, f E L2(1Rn).
The convolution operators which we have introduced correspond to el-
liptic problems with constant coefficients. To deal with partial differen-
tial equations with variable, but extremely regular, coefficients, Calderon
and Zygmund invented what we shall call "second generation" Calderdn-
Zygmund operators.
Second generation Calderon-Zygmund operators are not convolution
operators, but are given by slightly more elaborate distribution-kernels.
More precisely, for a test function f (square-summable and sufficiently
4 7 The new Calderon-Zygnaund operators
regular),
I~'
T f (x) = PV JK(z. y)f(y) dy = lim

(1.4)
C -LO Jx- yl>e
K(x, y)f (y) dy,
where K(x. y) satisfies the following properties:
(1.5) K(x, y) = L(x, x - y)
(1.6) L(x, au) = a-nL(x, u).
for every x E R n, every u E R n \ {o} and every A > 0;
(1.7) 1O L(x,u)J<C, when Jul=1,lol<Nand iII<m;
O
...
(1.8) f L(x, u) do (u) = 0 identically in x E R'.

S-I
By separation of variables (involving expansion in spherical harmonics
°"V
with respect to the variable u E Sr-1), when N was sufficiently large

compared to n, Calder6n and Zygmund reduced the operators of the
second generation to absolutely convergent series Eo MjTj, where the
Fig
Tj were first generation operators and the M3 were operators of pointwise
Eli
multiplication by bounded functions.

The integer m is irrelevant, and may even be zero, as long as we re-
"',
strict ourselves to studying the L2 or LP continuity of second generation

q'°
operators. On the other band, m plays an essential part as soon as we
7C'
seek to compose the operators in question, in order to obtain an algebra

with a precise symbolic calculus. To get this, we need to work modulo
,r'
the ideal I of regularizing operators of order 1, that is, the operators S

which are bounded on L2(Rn) and are such that (0/t0xj)S and SO/8xj
C`1
are also bounded, for 1 < j < n. CalderGn and Zygmund proved that,
modulo 2, the second generation CalderGn-Zygmund operators formed
a commutative algebra, as long as the integers m and N were large
enough. Here again, it was necessary to include the operators of point-
wise multiplication by those bounded functions b(x) which had all their
derivatives bounded.
Several years later (1965), CalderGn took another look at the problem
'-1
.O«,
of the symbolic calculus when he sought conditions of minimal regularity,

with respect to x, on kernels Ll (x, u) and L2(x, u), corresponding to
operators Tl and T2, which would imply the existence of a symbolic
C-1
calculus modulo the regularizing operators of order 1. In applications

pmt
to partial differential equations, the regularity with respect to x is given

by that of the coefficients c,, (x) of the differential operators E c. (x)&
ce-
considered, whereas the kernels themselves are infinitely differentiable

dim
s'.
with respect to the variable u E Rn \ {0}.

The symbolic calculus problem that we have just raised reduces to the
7.1 Introduction 5
study of the commutators [A, T], where A is the operator of pointwise

multiplication by a function a(x), whose regularity is measured by the
""'
integer rn of (1.7), and where T = (0/(9xl)Tl + - - + ((9/0x,b)T,,, the T9
being first generation Calderon-Zygmund operators.
In dimension 1, Tl is replaced by the Hilbert transform H and T is
.'7
OP=
replaced by the "Calderon operator" A = DH; where D = -i(d/dx).

In 1965, Calderon showed that the commutator [A, A] was bounded
on L2(R) if and only if the function a(x) was Lipschitz, that is, if there
._.
:+;
was a constant C such that fa(x) - a(y) I < Cr j- yl, for all x, y E R. It
is easy to see that this condition is necessary. The reverse implication is
COD
deep, and Calderon's proof relies on the characterization, established by

°.:
Calderon for this purpose, of the complex We space by the integrability

of Lusin's area fiunction. This characterization opened the way to the
'C7
study of the operators on IEI1 and of the dual of the real version of 1Ei11
'+,
err
([109])
To pass to dimension n, Calderon used the method of rotations (in-
vented a few years earlier by Calderon and Zygmund) and showed that
the set of operators defined by (1.4) to (1.8), with m = 1 and N large
°^°
(`'
enough, becomes a commutative Banach algebra, once it is reduced mod-

ulo the regularizing operators of order 1.
.7_
This remarkable theorem will be proved in Chapter 9. It leads to

a substantial improvement of most of the results obtained by applying
6.0
0Z1
the classical pseudo-differential calculus (where the symbols r(x, ) are

infinitely differentiable with respect to x).
The transition from the L2 continuity to the Lz' continuity (1 < p <
"'h
oo) of the commutator [A, A] is achieved by repeating the proof used for
(;'
the case of the Riesz transforms.

From 1966, Calderon proposed studying commutators of higher order
can
Tk = [A, [A..... [A, DkH] ...]] and proving that the Tk were continuous
on L2(bR) whenever A was an operator of pointwissc multiplication by a
use
Lipschitz function a(x). The generating series Eo CkTk is the opera-

tor defined by the Cauchy integral PV fr(z - w)-' f (w) dw (the reader
will recall that PV means "principal value'), where IF is the graph of
a Lipschitz function and where f lies in L2(I', ds). Calderon posed the
problem of the continuity of this latter operator on the Hilbert space
ear
ago
L2(I', ds).
A further operator belonging to "Calderon's programme" is related
`"°
to the classical method of using a double layer potential to solve the

atic
Dirichlet or the Neumann problem in a Lipschitz domain. The operator

_°?
inn
6 7 The new Calderdn-Zygmund operators
involved is then given in local coordinates by
Tf(x) = 1 PV K(x, y)f (y) dy,

Wn J jtn
where
a(x) - a(y) - (x - y) Da(y)
K(x, y) = 0 x - yf 2 + (a(x) - a(y))2)(n+1)/2 ,
and where f E L2(lR'). The Lipschitz domain is defined (locally) by
t > a(x), where x E R", t E R, and the function a(x) is Lipschitz.
If n = 1, this kernel is precisely the real part of the Cauchy kernel
and in dimension n it can be studied by the method of rotations, once
r..
'fl
we know that the Cauchy kernel is bounded on L2(IR).

In 1977, Calder6n proved the continuity of the operator defined by the
`-'
Cauchy integral for every Lipschitz graph y = a(x), where 1Ia'i1= < e;
..y
the method used did not give the value of the mysterious constant e.
The third generation Calder6n-Zygmund operators generalise the ex-
amples we have just described. In 1976, Calder6n asked the follow-
'-'
ing question. Let K(x, y) be a function of two real variables, defined

for x # y, which satisfies the estimates IK(x, y)l _< C0Jx - yJ-1 and
J(O/ex)K(x, y)J < Cl (x - y)-2 and the condition K(y,x) = -K(x,y).
Is it true that the operator T : D -> D' whose kernel is PV K(x, y) can
be extended to a continuous operator on L2(lR)? Such a result would
C!2
have given "for free" the continuity of the Cauchy kernel on all Lipschitz
F"'
curves, etc. It is unfortunately not the case: J.L. Journe discovered in

!I1
1982 that it was necessary to assume that T(1) belonged to BMO, this
$o'
latter condition being necessary and sufficient for the L2 continuity of

the operator T. To define T(1), we let gE denote the Gaussian a-,x2
wax
'L'
and we prove that there are renormalization constants c(c), such that
T(gE) -c(e) converges, in the sense of distributions, to what we shall call
T(1). This distribution is, therefore, only defined modulo the constant
functions, which is, after all, the case for elements of BMO.
The "T(1) theorem" was finally proved by G. David and Journe in
1983. It is a remarkable result because it reduces all the previous results
of Calder6n, and the authors of this book, to simple integrations by
parts. In particular, it immediately gives the continuity of the Cauchy
-.4
kernel on Lipschitz graphs of small slope.

The extension to general Lipschitz curves is obtained by new real
2N.
methods discovered by David and then simplified by T. Mural.

To define the "third generation Calder6n-Zygmund operators", we
replace JR by Jn and drop the antisymmetry hypothesis K(y, x) =
cob
cod
11A
-K(x, y). It is then no longer possible to define the operator T : V -> D'
71 Introduction 7
just by the function K(x, y) (which is defined on IR" x IR" \ Q, where 0

is the diagonal).
We proceed in the reverse direction and start with a linear (and contin-
uous) operator T : D - V. We say that this operator corresponds to a
singular integral if the distribution-kernel of T, restricted to IR" x R" \ 0,
is a function K(x, y) satisfying the following hypotheses:
yl-".
(1.9) IK(x, y) I <- Col x -
(1.10) Of (x,y)1 <CiIx-yl-"-', 1 < <n,
IA
3
(1.11) OK(x,y)1 <CiIx-yJ-"-I, 1 < j <n.
IA
ay;
In particular, if f is a test function and if x does not lie in the (compact)
support of f, then
(1.12) Tf(x) JK(x,u)f(y)dy.
The fimdameutal problem (which will be solved in Chapter 8) is to
find a necessary and sufficient condition for the continuity of T on the
space L2(IR"). We then say that T is a CalderGn-Zygmmmd operator. We
shall prove the existence of a bounded measurable function m(x) and
of a sequence ej of measurable functions on R", taking positive values
ej (x) > 0, such that, for every functionf f (x) in L2(IR"), we have
(1.13) T f (x) = m(x) f (x) + lire K(x, y) f (y) dy,
3- O x-UI?e, (x)
for almost all x E R".
In the case of a convolution operator, E j (x) does not depend on x; if
ej can also be taken to be an arbitrary sequence tending to 0, then we
are back to the classical idea of the principal value of a singular integral.
The representation (1.13) explains the sense in which the operator T
"corresponds to a singular integral".
Besides the examples we have already mentioned (the Calderon com-
mutators, the Cauchy integral on Lipschitz curves and the double-layer
potential), third generation Calderbn-Zygmund operators arise in a com-
pletely different context. To show that a wavelet basis '0,\, A E A, con-
structed by the algorithms of Chapter 3 of Wavelets and Operators, is
an unconditional basis of a classical space of functions or distributions
B, we need to show that the operators T : L2(R") -+ L2(R") which are
diagonal in our wavelet basis are also continuous on the space B. Now
such operators are automatically Calderon-Zyginuud operators, whose
continuity on B will be established by the real variable methods devel-
oped in this chapter and in Chapter 10.
2 Definition of Calderon-Zygmund operators

corresponding to singular integrals
As we stated in the introduction, we do not want to define a CalderGn-
Zygmund operator as the principal value of a singular integral.
More precisely, we also want to use kernels K(x, y) for which the limit
lim K(x, y) f (y) dy
CIO Ix-vI>e
might not exist in the usual sense, even when f (y) is a test function or
K(x, y) is antisymmetric. Now, in the antisymmetric case, that limit
exists in the sense of distributions. This leads us to base the theory
on the bilinear form J(f, g) _ (T(f ), g) = (S, g (9 f), where f and g
are test functions, T is a linear operator from D into D' and S is the
distribution-kernel of T. Then K is derived from S by the condition
that K is the restriction of S to the complement of the diagonal.
Here is an example to clarify these distinctions. Let 0(x) be an odd
function in D(R) such that f o. 0(x) sin x dx = 1. Further, let the sup-
port of 0 be the union of the intervals [-4/3, -2/3] and [2/3,4/3]. Then
we define the kernel K(x, y) by
00
y))e42k(x+v)
K(x, y) = > 2k0(2k(x - _
0
We immediately get K(y, x) = -K(x, y), IK(x, y)l < Coax - yj-1 and
10k/8nI < Cl Ix - yl-2. If f is in D(R) and equals 1 on [-10,10], the
existence of the limit limelo f x-yI>e K(x, y) f (y) dy, for -1 < x < 1,
would imply that the series Eo e42kx converged. This series diverges
everywhere (pointwise), but converges in the sense of distributions.
This leads us to consider
JJ(f, 9) = K(x, y)f (y)9(x) dy dx,
J J Ix-vt>e
where K(x, y) is an antisymmetric kernel with IK(x, y) I < CO Ix - yj-1
and where f and g are functions in D(R). Now
JE(f, 9) = 1 11 K(x, y) (f (y)g(x) - f (x)9(y)) dy dx
2 x-vI>e
and we can define J(f, g) by the absolutely converging integral
J(f, 9) = 2 Jf K(x, y)(f (y)9(x) - f (x)9(y)) dy dx .

Then J(f, g) = limj0 J. (f, g), which enables us to complete the con-
struction of T : D -+ V by the formula (T (f ), g) = J(f, g).
The case of non-antisymmetric kernels is more subtle: we can no
longer use a kernel to define the operator. Reversing roles, we start with
7 .2 Singular integral operators 9
an operator T : D - V. Let S E D'(IR" x R') denote the kernel of T.

The existence of S is guaranteed by Schwartz's kernel theorem and S is
related to T by the identity (T(f ), g) = (S, g ® f). The left-hand side
involves the duality between D(IR") and D'(IR"), whereas the duality on
the right-hand side is that between D(R" x IR") and D'(IR" x IR").
We let 11 = {(x, y) E IR" : x # y} and we consider the restriction
H
K(x, y) of S to fl.
Definition 1. Let T : D(IR") -+ D'(R") be a continuous linear op-
erator. We say that T is a Calderdn-Zygmund operator if there are
constants Co, C1, C2, and an exponent -y E (0,1] such that the following
four conditions are satisfied:
(2.1) K(-c, y) is a locally integrable function on Cl and satisfies
lK(x,y)l Colx - yl-"
(2.2) if (x, y) E Cl and Ix' - xl < lx - y1/2, then
lK(x',y)-K(x,y)l:Ci'1lx'-xl7lx-yl-"-7;
(2.3) if (x, y) E Cl and ly' - yl < Ix - y1/2, then

l K(x, y') - K(x, y)l <_ C1ly' - ylllx - yl--7',
(2.4) T extends to a continuous linear operator on L2(IR") with
l1Til < C2.
If conditions (2.2) and (2.3) are satisfied for an exponent -y > 0, they
are satisfied, a fortiori, for every exponent y' E (0, y)-
If -y = 1, conditions (2.2) and (2.3) can be written more simply as
8KI+Iysl
Ix dK <C1lx-yl-^1,
1 < j:5 n.
Let us consider the "second generation" Calderon-Zygmund operators
of the introduction. Then the kernel K(x, y) is L(x, x-y), where L(x, u)
satisfies (1.5), (1.6) and (1.7). Such a kernel never satisfies the estimate
(2.2), unless L(x, u) is independent of x, in which case the operator is
a convolution operator, in other words, a "first generation" Calderon-
Zygmund operator.
To justify our remark, we simply observe that the kernels K(x, y)
and A"K(AxAy) satisfy (2.2) with the same constant: C1. Using the
homogeneity of L(x, u) in u, we find that, if (2.2) holds, then, for every
A > 1 and for every u of length 1, we have
hL(Ax, u) - L(Ax', u)l < Cl Ix'- xl7,
when Ix'- xl < 1/2. Letting A tend to infinity concludes the argument.
Thus condition (2.2) fails when Ix - yl is large.
A subset B C L(L2(1R"), L2(1R")) is called a bounded set of Calder6n-

Zygmund operators if the operators T E B satisfy (2.1), (2.2), (2.3) and
'SC
(2.4) with the same exponent -y and the same constants Co, C1 and C2.
Ll.
Let 9 denote the group of unitary isomorphisms of L2(1R") of the
form U f (x) = b-n/2 f (b-1(x - x0)) for xo E 1R" and b > 0. Then, if
T is a Calderon-Zygmund operator, the collection UTU-1, U E Q, is a
NAB
bounded set of Calderdn-Zygmund operators. The kernel of UTU-1 is
E-+
b-"K(5 ' (x - xo)) and we note again that conditions (2.1) to (2.4) are
invariant under change of scale.
Ian
We shall use the following "weak compactness theorem".

MHO
Proposition 1. Let T3, j E N, be a bounded scqucncc of Calde.ron-

Erg
'i7
tea,
a''
Zygmund operators. Then there exist a Calderdn-Zygmund operator T

and a subsequence Tj(m) such that
(2.5) (7's(m)(f),9) - (T(f),.9),
for f E L2(1R") and g E L2(]ll").
We shall write T3(,,,,) - T in the above situation. `-'
Since the operator norms of the Tj : L2 (1R") - L2(IR") form a bounded
sequence, there is a subsequence Tj(m) which converges weakly to a linear
operator T :L2(1R") L2(R").
It remains to prove that T is a Calder6n-Zygmund operator. We let
S,,, and S denote the kernels of Tj(,n) and T. Then S is the limit of
the Sm in the sense of convergence of distributions in D'(IR" X R").
The restrictions of the S. to each compact subset of 1 are continuous
t/]
`.7
,fl
functions satisfying Holder conditions uniformly in m. Ascoli's theorem

!!ten
gives the uniform convergence of Sm to S on those compact subsets.

Conditions (2.1), (2.2) and (2.3) on S are obtained by passing to the
limit in the inequalities.
Conversely, every Calderon-Zygmund operator T can be written, as in
aid
(2.5), as the limit of a bounded sequence of Calder6n-Zygmund opera-

tors Tm, whose kernels Sm are not only distributions, but also infinitely
differentiable, hounded functions. More precisely, we have
Proposition 2. Let T : L2(1R'') -' L2(1R") be a Calderdn-Zygmund
operator with kernel K(x,y). Then there is a sequence Km(x, y) in
L°°(1R" x1R") such that,9K,n/8xj and 8Km/8yj are also in Lm(1R" xR")
and the following properties hold:
cad
(2.6) the operators Tm defined by Tm(x) = f Km(x, y) f (y) dy form a

bounded sequence of Calderon-Zygmund operators;
(2.7) for every function f E L2(1R"),
fit;
lim IIT(f) - Tm(f)112 = 0.

7.2 Singular integral operators 11
To see this, we let 0 E D(1R") denote a radial function of mean 1, we

put (m(x) = m"O(mx), and we write R,,, for the operation of convolu-
tion by cbm. Consider T,,,, = RTTR,n. Let S E D'(R" x Rn) denote the
kernel of T and let Sm denote that of T,n. Then
(2.8) Sm(x, y) = Tx'Ym/
where Tx denotes translation by x.

We can suppose that the support of 4) is contained in Ix1 < 1: we shall
just deal with the case where y = 1 in (2.2) and (2.3).
If Ix - yJ > 4/m, the supports of and Tx4m are disjoint, so that
Sm(x, Y) = JJm(X - u)K(u, v)0. (v - y) du dv
= JfK (x - --, y - m) 0(u)&) du dv .

Properties (2.1), (2.2), and (2.3) are thus satisfied by Sm(x, y), with
uniform constants, as long as Ix - yJ > 4/rn.
For Ix - yJ < 4/m, we use the continuity of T on L2(1R") to get
ISm(x, y)I < Cm". Further,
dx3 Sm(z, y) =
JJ(x - u)S(u, v)46. (v - y) du dv
a
_- (9x3
4)nn/
which gives
ax S. (x, y) I < Cmr}1.

These estimates give (2.1) and (2.2) for Ix - yJ < 4/m. (2.3) is done
similarly. The convergence of T,(f) to T(f) in L2(1R") follows immedi-
ately and concludes the proof of Proposition 2.
One last general property merits attention.
Let T be a Ca.lderon-Zygmund operator. Suppose that the kernel K
of T is zero. Then T is the operator of pointwise multiplication by a
function m(x) E L°°(R").
To prove this, we approximate as above, but in a more rudimentary
fashion. Let Q3 denote the collection of dyadic cubes 2-3k+2-3 [0,1)n,
k E Z", and let V3 C L2(1R") be the subspace of functions constant on
each cube Q E Q3. Lastly, let E3 : L2(IR") - V be the correspond-
ing conditional-expectation operator. If T is bounded on L2(IR") and
local (that is, the support of T (f) is included in the support of f, for
f E L2(IRn)) then the same holds for E2TE3 : L2(IR") V. As a conse-
quence, E3T, restricted to V3, is the operator of pointwise multiplication
12 7 The new Calder6n-Zygmund operators
by a function mj(x), constant on each cube Q E Q3. Moreover, we have

Ilm;il. = IIE,TE;II < IITII
The conditions of compatibility between E3T and E?+1T immediately
fly
give m3 = E9 (mp+1). So the sequence of functions mj (x) is a uniformly-
bounded martingale which converges to m(x) E L°O(R"). A simple
passage to the limit shows that T is pointwise multiplication by rn(x).
To conclude: we could have proved Proposition 2 by replacing the
regularization operators I,,, by the operators E. corresponding to a
multiresolution approximation of regularity r > 1. The approximation
`'1
of T by a bounded sequence of Calder6n-Zygmund operators Tj would

then have been given by E?TE3.
°5.
C4'
I30
By Proposition 2, the theory of Calderbn-Zygmund operators can be

written using only absolutely converging integrals (in the first place)
and then finishing by passing to the limit. This point of view is taken in
[76] which is, to our knowledge, the first major reference to the general
theory which we are presenting here.
The second approximation technique for Calderbn-Zygmund operators
is based on the truncation of kernels. For this we use a function 4) E
D(IR") which is radial, equal to 1, when IxI _S 1, and to 0, when Ixl > 2.
We then replace K(x, y) by K6(x, y) = K(x, y)(1- 4)(6-1(x - y))). It
follows that K6(x, y) = 0 when Ix - yI < 6 and the singularity of the
kernel has disappeared. We let T6 be the operator defined by the kernel
K6. The relationship between T and T6 is described by the following
proposition.
Proposition 3. The operators T6 form a bounded set of Calder6n-
Zygmund operators. There exist a sequence hj 0 and a function
m(x) E L°° (R") such that, for every pair (f, g) of functions of L2(R"),
we have
(2.9) (Tf, g) = 9l-00 (T5, f, g) + Jrn(x)f(x)(x) d--
We start by verifying the first assertion. We have
4)(u) = (27r)-" Jetc) de
and
K6(x,y) _ (1_4)Qfj!))sis,Y,
(=
where S(x, y) is the distribution-kernel of T. We now separate the vari-
ables by representing 4)(6-1(x - y)) as a Fourier transform:
fes6-1ey-1 }4.
(27r)" J
7.3 Calderdn-Zygmund operators and LP spaces 13
This gives
Kb(x,y) = S(x,y) - R5(x,y),

where
Rs (x, y) = (2 n Jelx Ca-1 S(x, y)e-s& fb-1 ( )d.
Let Rb denote the operator whose kernel is the distribution Rb(x, y)
and let M(C) be the operator of pointwise multiplication by e'-{. We
have
Rb (2i_L_
r)n
jM(Le)TMl() dC
and the operator norm of Rb : L2(R") L2(Illn) is bounded above by

(27r) -n JJTJJJJr111.
The estimates (2.1), (2.2) and (2.3) are easy to verify as long as the
cases Ix - yJ < 6, 6 < Ix - yI < 26 and Ix - yI > 26 are dealt with
separately
To prove the second assertion, we start by taking a subsequence b;
such that (Tb, f, g) - (L f, g), for a certain Calderdn-Zygnnmd operator
L. If f and g are test functions of disjoint support, then (Tb, f, g) =
(T f, g), for large enough j. It follows that (T f, 9) = (L f, g). The kernel
corresponding to T - L vanishes and (2.9) is verified.
We shall see later that the approximation technique described by
Proposition 2 is significantly better than that which we have just used.
For example, if T is bounded on the Hardy space H'(IR"), or its dual
BMO(lR' ), the same holds for the operators T,,, of Proposition 2, but
not for the approximations of Proposition 3.
3 Calderdn-Zygmund operators and LP spaces

The purpose of this section is to study the continuity of Calderon-
Zygmund operators on LP(Rn), when 1 < p < oo, and to describe what
happens in the limiting cases p = 1 and p = oo.
Let K(x,y) be a function which is locally integrable on lrln x Rn.
Suppose that the operator T f (x) = f K(x, y) f (y) dy is continuous on
L°O(Rn). Then it necessarily follows that
(3.1) ess sup J I K(x, y) I dy < oo
XER"
and IITII,,,,.,, is given by the left-hand side of (3.1).
Similarly, if we assume that the operator T is continuous on L' (R'1),
then ess supXER, f I K(x, y)I dx is finite and equals IITII1,1
14 7 The new Calderina-Zygmund operators
Calderon-Zygcnund operators do not satisfy these conditions because,

in general, (2.1) allows the kernel to have too large a singularity.
A Calderon-Zygmiind operator is thus not continuous as an operator
from Lu to L' itself. However, it can be extended as a continuous linear
operator from L'(]R") to weak Ll, which space we shall now define.
We shall throughout use IEI to denote the Lebesgue measure of the
measurable set E.
Definition 2. A measurable function f (x) on R" belongs to weak L'
4-,
if
I1f1Iw =supAI{x : If(x)I > A}I
A>O
is finite.
The essential point is that IIf + gllw < 211f II,, + 2IIyII,,, even though
IIf IIw is not a norm. The verification of the inequality is straightforward,
indeed, if If (x) + g(x) I > A, then either if (x) I > A/2 or Ig(x) I > A/2.
This gives the following relationship between sets:
{x : If (x) +g(x)I > A} C {x : If (x)I > A/2} U {x : Ig(x)I > A/2}
finally leading to
NIA
2
1(x : If (x) +g(x)I > All < - 11f1I. + -II.4IIw -
This implies that weak L' is a complete metric vector space. But
weak L' is not a Banach space. To see this, we look at dimension 1 and
r-1
observe that Ix - xoI-1 belongs to weak L' with norm equal to 2. But
the sequence of convex combinations 2-i r_o<k<23 Ix - 2-,kI-1 of such
functions does not form a bounded sequence in weak L', because their
value is greater than cj on the interval [0, 11, where c_ > 0 is a constant.
To show that weak L' is complete, it is enough to verify that, if
11fk11w 2-k, then E' fk = f belongs to weak V. To see this, we
repeat the argument that led to (3.1). If I f(x)I > A, there is an integer
k such that I fk(x)I > aA2-k/2, where a = 1 - 1/f. But
{x : Ifk(x)I > aA2-k/2}1 < (aA)-12-k/2
(aA)-u2k/2IIfkII", 5
which gives what we want.

Let us proceed to the relationship between Calderon-Zygmuncl oper-
ators, L', and weak V.
Theorem 1. at T be a Calderon-Zygrnund operator such that (2.1),
(2.3) and (2.4) are satisfied with Co = Cl = C2 = 1 ((2.2) is irrelevant).
NCB
Then there is a constant C = C(n, 'y) such that. for every function
f EL'f1L2andeveryA>0,
(3.2) I{x E R" : ITf(x)I > A}I < IIf III -
7.3 Calderdn-Zygmund operators and LP spaces 15
If weak L1 were a Banach space, Theorem 1 would he obvious with

(2.1) as the only hypothesis. since the integral f K(x, y) f (y) dy could
then be considered as a superposition of functions x - K(x, y) belonging
to weak L1 uniformly in y.
To prove Theorem 1, Calderdn and Zygmund invented a remarkable
(non-linear) decomposition of the functions f E L' (R"). This is now
called the "Calderon-Zygmund decomposition". Theorem 2 describes
its properties.
Theorem 2. Let f (x) he a function in L' (R") and I& A be a postive real
number, called the threshold of the Calderdn-Zygmund decomposition
of f . Then f can be written as the sum of a function g, belonging
to L' fl L2, and of a series of highly oscillating and localized terns bj,
jEJ.
More precisely, there exist disjoint cubes Qj, whose union is denoted
by fl, such that the support of each function bj is contained in the
corresponding cube Q j and such that
(3.3) f =g+Ebj, throughout R1,
jEJ
(3.4) Ig(x)I = If (x)I < A, for almost all x S2,
(3.5) I g(x) I 2"A, for all x E S2,

(3.6) IQI < A-111fII1 ,
(3.7) 119112 <
2nAh/2IIfIIi/2,
(3.8) lbj(x)l dx < 2n+1 AIQj l

J 4;
(3.9) fbi(x)dx=0.
Before proving this result, let us give an amusing example of it. We
GEC
let f (x) E L1(IR") denote the characteristic function of the interval [0,1]
and we want to carry out the Calderdn-Zygmund decomposition of f
with threshold 2_(m+1), m E N. Then n is the interval [0,2m) with
g(x) = 2-" on this interval and 0 elsewhere. The difference b(x) =
f (x) - g(x) is clearly a function whose integral is zero, with support in
the unique "cube" of the decomposition, that is, the interval [0, 2m), and
satisfies property (3.8).
We now come to the proof of Theorem 2. We start with the collection
Q of dyadic cubes Q C R" and define C C Q by the condition Q E C if
'ti
and only if IQI-1 fQ If (x) I dx > A.

We first consider the case when C is empty. Then, for each dyadic cube
Q, IQI-1 fQ If(x)l dx < A, which implies that Ill 1k0 < A, as we observed
16 7 The new Calder6n-Zygynund operators
in Section 2. In this case, the Calderon-Zygmund decomposition is f =

g: there are no oscillatory terms bj, j E J.
t,.
If C is non-empty, the volume IQI of each cube Q E C satisfies IQI <
A_' IIf III and it follows that the union fl of the cubes Q E C is precisely
the disjoint union of the maximal cubes, which latter we shall denote by
QE Q denote the "parent" of Q, that

is, the dyadic cube containing Q and twice the dimension of Q.
Since the Q3 are maximal, their parents Q3 do not lie in C and so
.a"
IQjI_I fq, If(x)I dx < A. This implies that fey If (x)l dx < 2"AIQjI and
hence that IrQ, f I < 2X, where mQ, is the mean of f on Qj.
VIA
P..
We define bj (x) by b3 (x) = f (x) - mQ,, f for x E Q j and b3 (x) = 0

otherwise. Then g(x) = f (x), for x 0 Q, whereas g(x) = mQ, f, for
mil'
x E Q3. These choices give (3.3), (3.8), and (3.9).
We now verify (3.4): that I f (x)I < A if x V fl. Now, if x is not in f2,
then IQI-' fQ If (y)I dy < A for each dyadic cube containing x. Let E3
denote the conditional-expectation operator with respect to the v-field
generated by the dyadic cubes of side 2_3 (in other words, E3 is the
operation of taking the mean on each of the generating cubes). Then
'pd
I Ej (f) (x) I < A on lRn \ fl. But Ej (f) converges almost everywhere to f ,
as j tends to infinity, and it follows that If (x) I < A almost everywhere
on Rtz\fl.
ors
Property (3.5) has already been established. Let us proceed to (3.6).

We have
jEJ
If21IQ3I<_a-'
f
Q,
If(y)Idy<\-'Ilf111 .
As far as (3.7) is concerned, we have
j 1912d.r= f
S
9I2dx+ fIgl2dx
R
ImQ3f12IQjI+A
jEJ
f If(x)Idx
jEJ
f If(x)Idx
If(x)I d <
0
We have proved Theorem 2 and may now return to Theorem 1.
We should observe that conditions (2.1) and (2.3) are not necessary
7.3 Calderon-Zygmund operators and LP spaces 17
conditions. While keeping (2.4), we may replace (2.1), and (2.3) by the
single condition
(3-10) f {x:Ix-y'I>21&-&'I}
I K(x, y') - K(x, y) I dx < CI ,
and give the proof under these hypotheses. Clearly, we may suppose
}{'
that CI = C2 = 1 and that 11f III = 1.
We now carry out a Calderdn-Zygmund decomposition off of thresh-
old A. This gives the cubes Qj, j E J, as described by Theorem 2. Let
QQ denote the "doubled" cube: the centre of Qj is that of Qj and the
diameter of Qj* is twice that of Qj. Then fl* is the union of the Qj* and
we get
ago
I l*I IQ;I <2n1: IQjI <2''A-I.

jEJ jEJ
Let E be the set of x that are not in fl* and for which IT f (x) I > A.
If we show that IEI < CA-I, the proof will be concluded, because the
set of all x such that IT f (x) I > A is contained in E U )* and we know
that ISi*I < 2n,\-I.
In (3.3), we set b(x) = > jE J bj (x) and then let E, and E2 denote
the subsets of E where, respectively, ITg(x)I > A/2 and ITb(x)I > A/2.
Then E C E, UE2, which leads us to find upper bounds for the measures
of El and E2.
For IEII, we simply use the continuity of T on L2(Rn). We have
IIT9112 < 119112 < 2?A1/2The Bienayme-Chebyshev inequality gives
2
4n,\
4 IEII < IIT91I2 <

and thus IEII < 4n+lA-I.
We proceed to E2. Now b = >jE J bj with the sum converging in

L2 (1R') (as well as pointwise) if f E L' f1 L2, as we have assumed. Hence
Tb(x) = jE J Tbj (x). For x V fZ*, we can use the representation of T
by its kernel. This gives
Tbj (x) =
j K(x,y)b3 (y) dy
ay"
Q,
= f(K(L,Y) - K(x, yj))bj (y) dy ,

Q9
where yj is the centre of Qj. We then estimate the integral
ITb(x)I dx
'=1
K(x, y) - K(x, yj) I I bj (y) I dyJJJ} dx .
< JR^\Q, JQ, I
3
18 7 The new Calderdn-Zygrnund operators
We apply Fubini's theorem to change the order of integration in each

of the double integrals. This freezes the variables y and yj and, on
applying (3.10), gives the bound C, >jc j 11bjp,. This, in turn, can be
009
estimated by using (3.6) and (3.8). So we get fE2 1Tb(x)I dx < 2n+'C,
°.3
and it is enough, once more, to use the Bienayme-Chebyshev inequality
ate'
to conclude.
Theorem 1 is thus proved.
We continue to follow Calderon and Zygmund, who show that T is
."r
continuous as an operator on LP, 1 < p < 2, by observing that T is
l`'
continuous as an operator from L' to weak L' and from L2 to L2 and
then by applying Marcinkiewicz' interpolation theorem ([2171, p. 21,
Theorem 5).
For 2 < p < oo, we observe that the adjoint T* of T is again
a Calderon-Zygmund operator: the corresponding kernel K* (x, y) is
,ti
K(y, x). Letting q E (1, 21 denote the conjugate exponent of p E [2, oo),
...
the continuity of T* on Lq(Rn) implies that of T on LP(lil n)

We now return to the case p = 1, but replace L' by the space H' of
!"'
Stein and Weiss.

in.
To show that every Calderon-Zygmund operator extends to a contin-

uous linear operator from H' to L', we use the atomic decomposition of
the functions in H'. We let B be a ball in W', of volume IBI, and let a(x)
be an atom with support in B, that is, 11a112 < IBI-'/2, fB a(x) dx = 0
ors
Ca.
and a(x) = 0 outside B.

We intend to show that IIT(a) II1 <_ C, where C is a constant depending
only on the constants CO, C, and C2 of Definition 1 and on the dimension
CS.
n. Once again, the hypotheses of Definition 1 are stronger than necessary

and may be replaced by (3.10).
We let B* denote the "doubled" ball of B and write
IIT(a)II, = IT(a)Idx+ f IT(a) I dx = I + .1.
B aC^\Li
We estimate I by using the Cauchy-Schwarz inequality to give
C7'
I < 1B*I'/'21IT(a)112 < 2n"2IBI'V2IITIIIIaII2 5 2'°/21ITI1

As far as J is concerned, we again apply the representation of T by
the kernel K, and, writing xo for the centre of B and r for its radius,
we get
J<r
-xo>2r y-xo1<r f
IK(x, y) -K(x, xo)IIa(y)I dy dx.
Condition (3.10) enables us to integrate first with respect to x and then

with respect to y, using the obvious upper bound Ilall, < 1.
ors
Having shown that IIT(a)lll < C, for each atom a(x) of H', it might
7.3 Calder6n-Zyyrnund operators and LP spaces 19
appear that the proof of the continuity of T : H' -+ L' is over. That
is by no means the case. The difficulty lies in defining T on Hl, given
that the atomic decomposition is not unique. To this end, we use the
following lemma.
Lemma 1. Let aj(x) be sterns of H1, let Aj be coefficients such that
Eo IAjI < oo and let >o Ajaj = 0. Then the series Eo
Log
converges to 0 in L' (R") norm.

(There would be nothing to prove if the Calderon-Zygmund operators
were bounded on L' (1R' ).)
To prove the lemma, we use the approximations T,,,, given by Propo-
sition 2. The kernels K,,, of T,,, belong to L°°(R" x I[l;") and it follows
o..
that >I ° AjT.(aj) = 0-
Then '7we observe that the T,,,, form a bounded sequence of Caldcr6n-
Zygmund operators. Hence I IT,,, (a j) II 1 _< C, by the argument above.
It is easy to check that, for each j, T,,,(aj) converges in L' norm to
T(ai). Finally, we get Eo AjT(aj) = 0, because Eo
tends to 0 in L' norm, as m tends to infinity.
This proves that Calderon-Zygmund operators are (H', L') continu-
ous.
As a corollary, we can define the extension of Calderbn-Zygmund op-
erators to L°° by using the (L1, L°°) and (H1,BMO) dualities. More
precisely, if b(x) E L°-(R'), we define T(b) as a continuous linear form
on H1 by
(3.11) (T(b),u) = (b,T*(u)), u E H1.
The right-hand term makes sense because the transpose T* of T is
again a Calderbn-Zyginund operator and, thus, T*(u) E L'. So T(b) is
E-+
,0.
in BMO(R-).
It is worthwhile to make the connection between this definition and the
action of T on L2(ll8"). To do that, we observe that, if b c L°°fL2 and if
u is an atom, then (3.11) becomes an identity. Further, if b c L°°(lll;"),
F.+
let us define the functions bj(x) by b3(x) = b(x), when Ixi < j, and
bj (x) = 0, otherwise. Then T(bj) is defined by the action of T on
L2 (R'). If u is an atom of R', then
(T(bj), u) = (bj,T*(u)) - (b,T*(u)) .
Indeed, IIbjII= < I1bIl=, bj(x) - b(x) almost everywhere, and T*(u) E
Ll(lR1), so that we can apply Lebesgue's dominated convergence theo-
rem.
The functions T(bj) thus form a bounded sequence in BMO(lR') and
this sequence converges to T(b) in the a(BMO, Hl) topology. The fol-
lowing lemma describes this convergence precisely.
20 7 The new Calderdn-Zygrnund operators
Lemma 2. If T is a Calderdn-Zygmund operator and if the functions

b., are formed by truncating the function b E L°°(IR"), then there is a
sequence c(j) of constants such that T(b,) - c(j) converges, uniformly
on compacta, to a function in BMO(R") which is a representative of
T(b) modulo the constant fuctions.
Indeed, we put c(j) = fi<IsI<<j K(0, y)b(y) dy and we need to show
that T(b;) - c(j) converges uniformly on the compact ball IxI < R. To
this end, we split b3 into g + hJ, where g(x) = b(x), when IxI < 2R, and
.Oh
g(x) = 0, otherwise. Taking j > 2R, we get, for IxI < R,

T(b,)(x) = T(g)(x) +T(hs)(x)
= T(g)(x) + K(x, y)b(y) dy
2R<Ivl<1
= T (g)(x) + (K(x y) -K(0, y))b(y) dy+c(j) -C(R)

12R-< I+sI j
where C(R) = fl<Iyl<2R K(0, y)b(y) dy. But
IK(x, y) - K(0,y)I = O(IyL"),
as Iyl --' oo, so the integral converges uniformly on IxI < R.
This new definition of T(b) is compatible with the definition obtained
by duality. Indeed, if u is an atom of H', u is necessarily of compact sup-
port and zero mean. Thus (T(b;)-c(j),u) = (T(bb),u) = (b3,T*(u))
(b,T*(u)). If f is the limit (uniformly on compacta) of the functions
T(bb) - c(-?), we get (f, a) = (b,T*(u)) = (T(b),v) and f is a represen-
tative of T(b).
The explicit definition of T(b) given by Lemma 2 leads naturally to a
direct proof that T(b) belongs to BMO, when b is in L°°(R") and the
kernel K(x, y) corresponding to T satisfies the condition
(3.12)
Jz-vI>2Ir'-xl I K( , y) - K(-r, y) I dy c C, .
To show that T(b) belongs to BMO, we let B denote an arbitrary ball,
with centre x0 and radius R, and let B* denote the ball with the same
centre and of radius 2R. We then write b = b1 + b2, where b, is the
product of b by the characteristic function of B*. Then what we have to
do is to define T(b2)(x), iff x E B, by the absolutely convergent integral
(3.13) T(b2)(x) = (K(x, y) - K(x(j, y))b(y)dy.
xo-vl?2R
This definition of T(b2)(x) leads to a definition of T(b)(x), because
T(b,) poses no difficulty, indeed, bl E L2(R"). Further, this definition
of T(b)(x) is compatible (in the sense of only differing by a constant,
depending on xo and R) with the pointwise definition of Lemma 2.
7.4 The conditions T(1) = 0 and 1T(1) = 0 21
Once we have taken these precautions, the proof that T(b) belongs to
BMO is quite simple. By (3.12), we have
IIT(b2)II0 < IIbIIo

l IY-xoI>2Ix-xul
I K(x, y) - K(xo. y)I dy 5 CIIbIIoo
and, further,
IIT(bl)II2 _< IITIIIlb1112 < 2"121IbII,IBI112IITII
We thus get
1/2
UB IT(b)(x)12
dx) CIIbII,IBI1,2 +2 'a/21IbIL IBl'/2IITII
C'IBI'/2IIbII, ,
which proves that T(b) belongs to BMO.
Let the function f and the sequence of functions f j be in BMO. As
BMO is the dual of H', we shall write fj - f (in the a(BMO, H')
topology) if (fj,h) -s (f. h) (as j -s oo) for every h E H'.
With this notation, the following simple lemma will often be useful.
Lemma 3. Let Tj, j E N, be a sequence of Calderdn-Zygrnund oper-
ators such that Tj - T in the sense of Proposition 1. Then, for each
hi nction f E L°°(lR't), Tj(f) - T(f) in BMO with the a(BMO, H')
topology'.
To prove this, we consider the transpose operators tTj and 'T of Tj and
!`]
T, respectively. We need to show that (f, tTj (g)) converges to (f, tT(g)),
for every g E H' and f E L.
We can clearly reduce to the case where g is an atom with support in
a ball B, centre x0 and radius R. We let B denote the ball, centre x0
and radius 2R, and we split f into f' + f2, where f, (x) = f (x), if b E B,
and f, (x) = 0, otherwise.
Since the operators Tj : L2(IR') - L2(Rn) converge weakly to T, we
get (fi,tTj(g)) = (Tj(fi),g) -, (T(f,),g),
Now, the tT,(g) satisfy the inequality I'Tj(g)(x)I < CIxI-I-ry, uni-
formly in j, when x V B.
Further, Ascoli's theorem enables us to suppose that there is a subse-
quence J. of j such that Kj,,, (x, y) converges uniformly to K(x, y) when
x and y belong to mutually disjoint compact Subsets of R'. As a result,
'Tj,,.(9)(x) converges to'T(g)(x), when x V B.
Thus, Lebesgue's dominated convergence theorem gives
lim (f2,'Tjm (.4)) = (f2, tT (g))
m
But the limit does not depend on the choice of subsequence, so, finally,
lim (f2, 'Tj (g)) = (f2, tT(g))
j-.oc
4 The conditions T(1) = 0 and tT(1) = 0 for a

Calder6n-Zygmund operator
A natural problem is to characterize the Calderon-Zygmnund operators
which can be extended as continuous linear operators from H' (R') to
H' (R') (not just from H' (lli n) to L' (R")) . Another is to characterize
the Calderon-Zygmund operators which can be extended as continuous
linear operators from BMO to BIM (not just from L°` to BMO).
Definition 3. We say that a Calderon-Zygmund operator T satisfies
the condition tT(1) = 0 if fR- T(a) dx = 0, for each atom a E H1.
This condition makes sense because T(a) belongs to L'(R'). The
notation tT (1) = 0 arises from the following formal ma.nipilation. We
write f' T(a) do = (T(a), 1) = (a, tT(1)). To get 0, this suggests writ-
ing'T(1) = 0, but one might just as well have written 'T(1) = 4, or any
other constant. Here IT denotes the transpose of T, but it is easy to see
that the adjoint would do just as well.
Theorem 3. A Calderon-Zygmund operator T extends to a continuous
linear operator on H' (llln) if and only if 'T(1) = 0.
For this statement, condition (3.10) will not be enough and we shall
need to use (2.3).
The condition tT(1) = 0 is necessary. Indeed. for each atom a(x),
T(a)(x) must belong to H'(R") and therefore must have zero mean.
To show that the condition tT(1) = 0 is sufficient, we use the atomic
decomposition of H' (RI). Following one of the authors and Weiss [75],
it is enough to show that, up to multiplication by a constant, T turns
the atoms a(x) of H1 into molecules. More precisely, if B is the ball
corresponding to the atom a(x), if xe is the centre and d the radius of
B, we show that m(x) = Ta(x) is a molecule of centre x0 and width
d, satisfying condition (5.1) of Wavelets and Operators, Chapter 5, for
n<s<n+2ry.
Here is how we show the condition is satisfied. We let B denote
the ball with centre xe and radius 2d. If x B we get T(a)(x) =
f K(x, y)a(y) dy = f (K(x, y) - K(x. xe))a(y) dy, because a(x) has zero
mean. Using (2.3), it follows that IT(a)(x)I < Cd-,Ix - xoI-n-ry and we
thus get
1/2
Ix - xo!9IT(a)(x)12 dx < C'd(y-n)/2

'x-xo l> 2d
as required. The "integral on the interior" f x-xol<2d IT(a)(x)12 dx is
7.4 The conditions T (I) = 0 and tT(1) = 0 23
estimated by ignoring the range of integration and using the continuity

of T on L2(1[P"). Lastly, f Ta(x) dx = 0 because tT(1) = 0.
To define T on H1(R") correctly (we must take care because of the
non-uniqueness of atomic decompositions), we again use Lemma 1.
We may re-use the above proof to establish, under the same hypothe-
ses, the continuity of T on HP(R") when n(1/p - 1) < -y < 1 and
0 < p < 1. The molecules in Hp are defined by condition (3.5) of
Wavelets and Operators, Chapter 6. For m < n(1/p -1) < m + 1, (2.3)
is replaced by the more precise condition: for all multi-indices a E N",
such that Jai < m + 1,
(4.1) lO'K(x, y)j S CI x - y1"I'l.
Further, the condition tT(1) = 0 has to be replaced by tT(xQ) = 0,
modulo the polynomials of degree not greater than jai, for each multi-
index a E N" such that Jai < m. The precise meaning of this condition
is that, if f is a square-integrable function of compact support and if
f xa f (.c) dx = 0, for all multi-indices a with Jai < m, then the same
holds for f x'T f (x) dx. The latter integral is defined because T f (x) =
O(Ixl-"-"`-1) as IxI - oo. This property is obtained by replacing
K(x, y) on the support of f by its Taylor series in powers of y - x0.
Given the above, Theorem 3 can be generalized in the following way.
Proposition 4. Let T : L2 (R") L2 (R") be a continuous linear oper-
ator whose kernel satisfies (4.1). If 0 < p< 1 and if m < n(1/p - 1) <
m+ 1, then T extends to a continuous linear operator on the Hardy space
H"(R") if and only if tT(x") = 0, modulo the polynomials of degree not
greater than jai, for each multi-index a e N" such that Jai < m.
The condition tT(x") = 0 is automatically satisfied when T is a convo-
lution operator, so this condition never appeared when the theory dealt
only with convolution operators.
Corollary. A Calderdu-Zygmund operator T defines a continuous lin-
ear operator on BMO if and only if T(1) = 0.
We extend T to BMO by writing (T(f ), g) = (f, tT(g)), where f e
BMO and g c- H1. The corollary follows immediately.
Let us return to the invariance of the definition of the Stein and Weir,
space H1, under a change of wavelet basis. We must show that, if 0),
A E A, and a, A E A, are two such bases, then, for any sequence
of coefficients a(A), A E A, the conditions >a(A)z/ia(x) E H' and
Ea(A)zj'a(x) E H1 are equivalent. To do this, we consider the uni-
tary operator U : L2(RI) L2(R") defined by U(z/',,) = a. The
kernel of U is the distribution S(x,y) = EXEA rb (x),ia(y) and it fol-
...
'ti
lows immediately (by using the regularity and localization properties
..,
of wavelets) that S(x, y), restricted to y * x, satisfies conditions (2.1),
cep
(2.2) and (2.3) of Definition 1, with -y = 1. The operator U is thus a
,L+
Calderon-Zygmund operator.
fig,
We now use Lemma 3 to show that U(1) = 0 and U*(1) = 0. We

require approximations U,,,,, m E N, of U, defined as follows.
La.
(+,
Let A"t be an increasing sequence of finite subsets of A whose union
is A. We define U,,, by the distribution 5,,,(x, y) = E,EA,,, a(x)r ,\W
which is its kernel. Then the S,,,,(x, y) satisfy conditions (2.1), (2.2)
t.7
and (2.3), uniformly in m, while the U,,, converge strongly to U. Each
a,,
U,,,.(1) = 0, because f sJia(y) dy = 0, and, similarly, Uf/z(1) = 0. It follows

'C3
°u3
that U(1) = 0 and U*(1) = 0. Theorem 3 gives the required result.
`'r ...
This line of proof has many variants. For example, it shows (but we
already know the result) that the wavelets rfia, A E A, form an uncon-
t=.
ditional basis of H'(R"). For every bounded sequence rn(A), A E A,

we consider the operator M whose eigenfunctions are ip,\, A E A, and
t.'
whose eigenvalues are m(A). Once again, M is a Calderon-Zygmund
,°c
operator and M(1) = 'M(1) = 0, so M can be extended as a continu-

.w.
ous linear operator of H'(R") into H'(R"). Thus F, a(A)V),\ (x) E H'
implies that E m(A)a(A)Via(x) E H', which shows that the s/), (x) form
an unconditional basis of H' (R").
This can be further generalized by replacing H'(1&") by other spaces
B of functions or distributions. If the Calderon Zygmund operators T
'"'
satisfying T(1) = tT(1) = 0 can be extended as a continuous linear

operator from B to itself and if the subspace So(R"), of those functions
in.
in S(R') whose moments all vanish, is dense in B, then the wavelets rJ,a,
A E A, form an unconditional basis of B.
Following the same pattern, we could show (although we already know
it) that the wavelets rJ)a arising from an r-regular multiresolution ap-
proximation formed an unconditional basis of the Hardy space Hr(1[t")
when n(l/p- 1) < r. The condition tM(x°i) = 0, tal < n(1/p-1) follows
from the cancellation properties of wavelets (Wavelets and Operators,
Chapter 3, Section 7 ). The operator M is defined by M(V)a) = m(A)g5a,
with m(A) E l°°(A).
5 Pointwise estimates for Calderon-Zygmund operators

C,;
One of the purposes of this section is, if possible, to define a Calderon-

Zygmund operator as the principal value of a singular integral. That is,
7.5 Pointwise estimates for Calderdn-Zygmund operators 25
we want to know whether

(5.1) Tf (x) = lim K(x, y)f (y) dy
ELo f1x-8I>_E
for every function f E L2(IR") and almost all x E 1R".
Experience shows that (5.1) is proved by first establishing (5.1) for a
fps
dense linear subspace V of L2(IR"). Usually, V = D(1R"), but, in the

case of the Cauchy kernel (z(x) -z(y))-1, where z(x) = x+ia(x) is such
Ins
that -M < a'(x) < M, we must take V = (f (x)z'(x) : f c D(Rn)).

Once we know that (5.1) holds in a particular instance, we look at the
corresponding maximal operator ([219]).
To construct that maximal operator, we define the truncated kernel
KE(x, y), for each e > 0, by Ke(x, y) = K(x, y), when Ix - yj > e,
F's
(x) =
and KE (x, y) = 0 otherwise. The operator TE is given by Tj(x)
f KE (x, y) f (y) dy and then, for all .r E R", we define the maximal oper-
ator T.. by (T,,f)(.r) = sup,,>o ITEf(x)I -
fir' C..
The operator T*, thus defined, is sublinear. More precisely, if f is a

..C
function in L2(R"), T* f is a positive measurable function and we have

T'*(Af) = IAIT*(f) and T. (f, +f2) <TT(fi)+T'*(f2)-
The operator T* "dominates" the operator T in the following sense.
coo
Lemma 4. Let T be a Calderon-Zyg nund operator. Then there exists

a constant C such that, for each fiiuction f E L2(IR"),
(5.2) IT f (x) 1 < T. f (x) + CI f (x) I for almost all x E R.
To prove this, we need to define the Hardy-Littlewood maximal func-
tion f* of a locally integrable function f . We put
`ti
f
B j If(y)I dy,
(5.3) f*(x) = sup 3
n-3.
where the upper bound is taken over all balls B, of volume IBI, con-
taining x. We similarly consider the centred maximal function defined
by
'(x) = sup If(y)I dy,

o C(n 74
where c(n) is the volume of the unit ball. Clearly, f * (x) > f f (x), but it
is easy to see that f*(x) < 2'f,* (x), so the two definitions are equivalent
from the point of view of integration theory.
We shall assume the following classical results ([126], [127]).
Theorem 4. The sublinear operator Al : f , f* has the following

properties:
C(n)
(5.4) I{x E IR" : f*(x) > A}I s llflll iff E L'(R') arid A >0,
C(n)
llf*llp c lif lip if1<p<2andfELp(R'),
p
and
(5.6) 111* lp <_ C(n)llfllp if2<p<ooandfEL)
where C(n) is a constant depending only on n.
Now for the proof of Lemma 4. As in Proposition 3, we let d E D(RI)
denote a radial function, which is 1, when Ixl < 1, and is 0. when
Ixl _> 2. We put KE(x.y) = K(x,y)(1-i(E-1(x-y))) and let Se denote
the corresponding operator.
Let us estimate the norm of TE - Sf as an operator on L2(Wi)
We have I(TT - SE)f(x)I C lf(y)ldy < Cf*(x). From
Theorem 4. we deduce that lI TF -Sell < C.
Now, by Proposition 3, IIS ll < C. It follows that llTfll < C, a
constant independent of E. Hence, there is a bounded linear opera-
tor L : L2(IISn) -- L2(R) and a sequence ej -' 0 such that , for any
f,g E L2(li8n), (T 1f,g) - (Lf,g)
We conclude, as in the preamble to Proposition 3, that there is a
function m(x) E L' (R) such that, T - L is the operation of pointwise
multiplication by m. Thus, if f, g E
(Ti,
(T f, g) = jlim0C(T, f, g) + (mf, g) .
Finally, this gives, for all f,g E L2(Rn),
(5.7) JTf(y)9(v) dyl C f T*f(y)lg(y)I dy+C f if(J)llg(y)ldy,
where C = 11m11o. Since, for fixed f, (5.7) holds for arbitrary g E
L2(W'), we get the inequality (5.2), and Lemma 4 has been proved.
We now establish a pointwise inequality which is deep because it goes
in the other direction. It is the fundamental result of this section: Cot-
lar's theorem.
Theorem 5. Let T be a Calderon-Zyginund operator such that (2.1)
to (2.4) are satisfied with Co = C1 = C2 = C3 = 1. Then, for every
f E L2(IRn) and every x E R", the following inequality holds:
'6A
(5.8) T*f(x) 2(Tf)*(x) +C(n,y)f*(x)

Without loss of generality, we may assume x = 0. The proof is based
on the following two lemmas.
7.5 Pointwise estimates for Calderon-Zygmund operators 27
Lemma 5. For every function f E L2(R''), each 'y > 0 and all e > 0,
(5.9) e1 f IyI-"-tiIf(y)I dy <- Cf*(0),
IvI>e
where the constant C = C(n, -y) depends only on 'y > 0 and the dirnen-
sion.
To establish this inequality, we split the range of integration into the
dyadic shells Fk = {2k6 _< IyI < 2k+'e}, k e N. In carrying out the
.ti
estimate, we observe that Fk is a subset of the ball Bk = {y : IyI < 2kE}
and apply the definition of the maximal function to the ball Bk. The
calculation is straightforward and is similar to one carried out earlier
(proof of (6.7) in Wavelets and Operators Chapter 2).
Lemma 6. For every Calderdn-Zygrnund operator T, there exists a
constant C such that, for each function f E L2(R" ), all x E R", every
E > 0 and each x' E R' satisfying Ix' - xI < e/2, we have
IT. Ax') -TEf(x)I < Cf*(x).
We first find an upper bound for I f x_5I>E (K(x', y) - K(x, y)) f (y) dyl.
This is done by using (2.2) and (5.9).
We then estimate the difference between K(x', y) f (y) dy and
f y_yI>E K(x', y) f (y) dy. Since Ix' - xl E/2, the symmetric difference
of the sets W - yI > 6 and Ix - yI > E is a subset of the shell E/2 < `-'
Ix' - yI < 3e/2 (and, by symmetry, of the shell E/2 < Ix - yI < 3E/2).
Thus, in that region, I K(x', y) I may be bounded above by 2'Coa-'°, and
the difference between our two integrals is less than C f * (x).
We return to the proof of Cotlar's inequality. Suppose that E > 0
and let TE be the corresponding truncated operator. Let B be the ball
.L7
IxI < E/2 and let b be the ball Ixl < E. We then write fr for the product
of f by the characteristic function of B and put fz = f - fl.
We intend to show that, for every E > 0,
(5.10) ITEf(0)l 2(Tf)*(0)+Cf*(0).
Taking the supremum over E > 0 of the left-hand side of (5.10). Will give
Cotlar's inequality.
To prove (5.10), we observe that TE f (0) = Tf2(0) which we shall
compare with the other values taken by Tf2 on B.
Lemma 6 shows that, for each x E B,
(5.11) ITf2(x) - Tfz(0)I < C(n, 7)f*(0)
In order to estimate T f (x), we note that, for almost all x c B,
T f2(x) = T f (x) - T f, (x) and (5.11) gives, for almost all x E B,
(5.12) ITf2(0)I 5 lTf(x)I + +C(n,'Y)f*(0)
The last part of the proof consists of estimating the "weak L1 norms"
of both sides of the inequality (5.12), with respect to the uniformly
distributed measure t on the ball B, that is, the measure of constant
density IBI-1 on B and whose support is B. If f : B - C is a measurable
function, we put N(f) = supa>0(\µ{x E B : If (x)I > A)). If If I <_ I9I
on B, then N(f) < N(g). If f (x) is identically equal to a on B, then
N(f) = a. Further, if fl, f2 and f3 are three measurable functions on
B, then
N(f, +f2 +f3) <2N(f1)+4N(f2)+4N(f3).
These remarks let us change (5.12) to
ITf2(0)I <2N(Tf)+4N(Tfl)+4C(n,ry)f*(0).
A simple application of the Bienayme-Chebyshev inequality gives
N(Tf) < IBI-' sf ITf(y)I dy s (Tf)*(0)
To estimate T fl, we use Theorem 1 and get
N(Tf1) = supA(jilx E B : ITf,I > A}) < CIBI-1IIf,II, < 2"Cf (O)
a>0
The proof of Cotlar's theorem is complete.
Corollary. If T is a Calderon-Zygmund operator and f c LP(R"), for
1 <p<oo, thenT*f ELr(R").
For certain Calderdn-Zygmund operators T, we now show how this
result allows us to prove that limE j0 fl. K(x, y) f (y) dy = L f (x)
exists, for almost all x E R", when f e LY(I&"), 1 < p < oo. The
connection between T and L is then given by T f = L f + m f, where
m E L°°(IR").
Suppose there is a dense vector subspace V of LP(Il1"), 1 < p < co,
such that, for f E V, L f (x) exists for ahnost all x E R. Let us show
that L f (x) exists almost everywhere, for every f E LP(IR"). For that,
we set ge(x) = f x-vl?E K(x, y(O<s<t<c
) f (y) dy and
w(f;x) = lim sup Igtx) -' g8(x)IEj0
for any f e L1'(lR' ). To show that L f (x) exists almost everywhere, for
each function f E L'(R'), reduces to proving that w(f; x) = 0 almost
everywhere, or rather, that I {x E R': w(f;x) > all = 0, for each a > 0.
The three properties of w(f; x) that we shall use are the following
obvious remarks:
w(f, + f2; x) < w(fi; x) + w(f2; X),
w(f; x) < 2T*f(x)
7.5 Pointurise estimates for Calderdn-Zygmund operators 29
and, lastly,
w(f;x) = 0 almost everywhere if f E V_
Let us suppose that f e Lp(R"). We fix a > 0 and verify that
I{x E 1&" : w(f;x) > a} I = 0. Indeed, let Q > 0 be a real number, which
will tend to 0, and let g c V denote a function such that Ilf - 9IIp :5,8.
Then
w(f; x) < w(f - g; x) + w(g; x) = w(f - g; x) almost everywhere
and, thus,
I {x : w(f; x) > a}I C a-pllw(f - g)IIp
c 2'a-9IIT*(f - g) IIp < Cpa-POP.
To finish, we just let fl tend to 0.

We give some examples.
Let us begin by supposing that the kernel K(x, y) has mean 0 over
each sphere with centre x. This property holds for convolution ker-
nels of the first generation Calder6n-Zygmund operators (see the in-
troduction). Then lim, jo f__yl>e K(x, y) f (y) dy exists, for every C'
function f of compact support. Indeed, the integral can be written as
-,so
fE<Ix-vI R K(x, y) f (y) dy, for R sufficiently large, and then rewritten
as 1K(x, y)(f (y) - f (x)) dy. Finally, we can let E tend to 0,
because the last integral is absolutely convergent.
A more subtle example is given, in dimension 1, by Calder6n's first
commutator, which will be studied systematically in Chapter 9. We
start with a Lipschitz function A : R -i C and form the antisymmetric
kernel K(x, y) = (A(x) - A(y))/(x - y)2. Then, for a C' function f of
cue
compact support,
7'Ef (x) = f K(x, y)f (y) dy
I_-VI?E
00
= J-E K(-r, y)f (y) dy + J K(x, y)f(y) dy.
+ e
We next integrate each00 of these integrals by parts, observing that the
derivative with respect to y of (x - y)-' is (x - y)-2. If we let a E L°°

denote the derivative of A, this gives
A(x) - A(x - E) A(x + e) - A(x)
'Ef (x) = f (x - E) - f (x + E)
+ r a(y)f (y) dy - A(x) - A(y) f '(y) dy
JI_-vl?E x- y JI=-yI?e X- Y
Since a E L°°,
x+e
A(x + e) - A(x) 1
a(t) dt -- a(x)
E E J
almost everywhere. To arrive at this conclusion, it is enough to suppose
coo
that a(x) is locally integrable.
..0
The Hilbert transform H is a first generation Calderon-Zygmund op-
inn
erator. If a E L°°, since f is continuous and of compact support, a f be-
longs to L2(R) and the convergence of the first integral above to H(af) is
a consequence of the conclusion of the first example. Finally, the last in-
`''
tegral is absolutely convergent, because I(A(x) -A(y))/(x-y)l < llall00.
All that is necessary to conclude is to prove that the operator T f =
limElo TE f is L2 continuous.
Our third and last example is given by the Cauchy kernel on a Lip-
schitz graph. In the calculation to follow, log z denotes the branch of the
logarithm which is 0 at I and defined on the complex plane excluding
'C7
the half-line joining 0 to -ioo. We suppose that r is the graph of a
Lipschitz function a : R ---R and put z(x) = x + ia(x).
We intend to verify that lim£1o f (z (x) - z(y))z'(y) f (y) dy
N.7 `-'
exists, for every C' function f of compact support. To do this, we
introduce the auxiliary function F(y) = log(z(y)-z(x)), which is defined
on the graph r except at z(x). Now, F'(y) = z'(y)/(z(y) - z(x)), so
fIx-vl>e
(z(x) - z(y))-lz (y)f (y) dy = -
Jl.c-yl?e 1''(y)f (y) dy
I'^
= log(z(x + E) - z(x))f(x r+ E) - log(z(x - E) - z(x))f(.c - E)

D°5
+ JIx-vl>e log(z(y) - z(x))f'(y) dy.

iii
For almost all x E R,

z(x + E) - z(x) z(x) - z(x. - e)
lim = z' X = lira
E10 E ( ) F10 E
Hence, the integrated terms converge almost everywhere to -irp f (x).
The integral f x_y1>e log(z(y) - z(.c)) f'(y) dy is absolutely convergent.
In this last example, the kernel K(x, y) defines the operator T by the
bias of the distribution PV(z(x) - z(y))-'. The dense subspace V of
`C1
L' (R) is the set of products z' f , where f is a C' function of compact
L7'
support. Of course, Cotlar's inequality can only be applied once we have

shown that the operators in question are L2 continuous.
'L7
6 Calderon-Zygmund operators and singular integrals

Cotlar's inequality will let us give a complete answer to the following
question: if T is a Calderdn-Zygmund operator with kernel K(x,y), can
we construct the operator T just using the kernel K?
7.6 Calderon-Zygmund operators and singular integrals 31
One answer has already been given. We let 0 E C°°(P") be a radial

function, equal to 1 when IxI _> 2 and to 0 when IxI c 1. For each
e > 0, we form the truncated kernel Ke(x, y) = 0((x - y)le)K(x, y) and
denote by Tf the operator defined by this kernel. Then the Te, e > 0,
'"J
form a hounded set of Calder6n-Zygmund operators. Thus, there is a
sequence ej tending to 0, such that the operators TES converge weakly
to a Calderon-Zygrnund operator L. Here T = L + M, where M is the
operator of pointwise multiplication by a function rn(x) E L°°(R"). The
C-'
kernels K(x, y) of T and L are identical and it is obvious that K(x, y)
can give us no information about rn(x).
We have to pass to a subsequence even in the simplest examples.
's3
Consider the operator My = (-A)'-Y/', ,y c R, which is defined, via the

Fourier transform, by (M.y f) (t;) = l l' f If y 0 0, the kernel K(x, y)
of M.y is c(n, -y)lx - y['"-'"Y. For a C' function f of compact support,
...
limE1 to f x_yl>Ej [.e; - yI-"-'Y f (y) dy exists if and only if the limit of e3 `7
does. We see this by reducing the range of integration to E j < I x-yj < R,
cr.
`J'
"'!
for large enough R, and then writing f (y) = f (y) - f (x) + f (x).
We conclude that the operators TE, converge weakly if and only if e.7
tends to a limit, that is, if (y/2rr) log ej converges modulo 1.
`-r
ban
A more elaborate example will be useful in what follows. We consider
the pseudo-differential operator a(x, D) defined by the symbol a(x, ) =
b^°
(1 + gt2)gck(x)/2, where a(x) = 2 + sinx and x, E R. This symbol
belongs to all the Hormander classes S°,,, ([68], Chapter 2) and the
corresponding operator a(x, D) is thus a Calderon-Zygmund operator.
6°d
The kernel K(x, y) of a(x, D) is the sum of a principal term Ko(x, y)

--,
and an error term Kl (x, y). The principal term is given by

pH,
-i-ia(x)
Ko (x, y) _ 'y(x) Ix - yl
where
y(x) = -2ir(1 + 2ia(x)) sinh rra(x),
t.7
.Hi
r being Euler's Gamma function.

The error term Kl (x, y) belongs to L°° (IR x R) and thus does not give
rise to a singular integral.
Suppose there is a sequence e(j) 0, with e(j) > 0, such that
fix'
limj-- f K(x, y) f (y) dy exists almost everywhere, whenever

f (x) is a C' function of compact support. The existence of this limit is
equivalent to that of limy, a-'a(x) logy(j). However, the latter cannot
exist almost everywhere, by the following lemma ([239], p.316).
Lemma 7. Let Aj be a sequence of real numbers whose absolute values
tend to infinity. Then the set E of real numbers t, such that e'ta' tends
to a limit, is of measure zero.
r.;
To see this, we let f (t) be the limit of the functions Eicaj on E. Then,
for every compact interval [a, b], on applying Lebesgue's dominated con-
vergence theorem, we get
b
(6.1) 1 eiea, XE(t) dt -+ b f (t)XE(t) dt,
a Ja
where XE is the characteristic function of E.
Next we observe that the left-hand side of (6.1) is the Fourier trans-
'L"
form at -Aj of the characteristic function of E f1 [a, b]. This function is
in L1(R), so the Riemann-Lebesgue lemma shows that the limit in (6.1)
chi
is zero. So, for every a E R and every b > a, fn f (t)XE(t) dt = 0. As
a consequence, f (t)XE(t) = 0 almost everywhere. But If (t)I = 1 on E.
We conclude that JET = 0.
"d"
We return to the basic problem of calculating the action of a Calderon-
Zygmund operator T on a function f e L2(R) via a generalization of
.C.
..,
PV f K(x, y) f (y) dy, where K is the kernel corresponding to T.

chi
Let Te he the operator given by TE f (x) = fz_vl>e K(x, y) f (y) dy, for
e > 0. Theorem 5 tells us that the operators Te form a bounded subset
of L(L2(R"), L2(R")). It is therefore possible to find a subsequence ej,
°+,
i-+
tending to 0, such that T., converges weakly to an operator L. Then L is

C07
[RD
a Calder6n-Zygmund operator whose kernel is precisely K(.c, y). Finally,

T = L + M, where M is the operator of pointwise multiplication by a
Jam'
2'+
function m(x) E L°C(ll?" ).

We thus have the following integral representation formula, where f
and g belong to L2(R"):
K(x, y) f (y)g(x) dy dx + Jrn(x)f(x)(x) d.a.
`ti
(6.2) (T f , g) = Ii m J
z-vl?ej
We can ask for more, namely, that ff, f (x) should converge to L f (x)
almost everywhere, as e j tends to 0. We have already seen that we then
L.'
need to replace the constants e, by functions e j (.c) tending to 0. These

.-,
remarks lead to the following result.

y°-
Theorem 6. Let T : L2(R7) - L2(R") be a Calderon-Zygmund op-

erator. Then there exist a sequence e, (x) of strictly positive measur-
.4Q
I.,
able functions on R", such that limj-_.,0 ej(x) = 0, and a function

^,,
M(x) E L°O(R") such that, for every function f e L2(R"),

;'3
r`'
(6.3) T f (x) = m(x)f (x) + lim K(x, y)f (y) dy,

y-.ooJk-vl?ej(x)
-~.
for almost all x E R".

The right-hand side of (6.3) also converges to T f in L2 norm, for f
y'.
moo
belonging to L2(R").
7.6 Calderon-Zygmund operators and singular integrals 33
As we have seen, Theorem 6 is the best possible result. It is basically

a reformulation of Cotlar's theorem.
To prove Theorem 6, we use the sequence mj(x), j E N, of continuous
functions on R", defined by mj(x) = f 1+1)-1gx-yI<1 K(x, y) dy.
If T is a convolution operator, the m2(x) are constant functions and
the sequence so formed is bounded, by Cotlar's theorem.
Theorem 6 follows quite easily from the following lemma.
Lemma 8. There exists a sequence jq : l[1" -s N, q E N, of mea-
surable functions such that limq.,,.jq(x) = oo, for all x E R", and
such that, restricted to any ball B, centre the origin, the function
s(x) = belongs to L2(B). In particular, s(x) exists
almost everywhere and, where the limit exists, lmja(x) - s(x) I < ,/2q-1.
Let us assume the lemma, for the moment, and prove Theorem 6.
We put Eq (x) = (jq (x) + 1)-1 and begin by showing that the sequence
(6.4) gq(x) = K(x, y)f (y) dy
J Ix-yl>Eq(x)
converges, almost everywhere and in L2(IR"), to a function g, when f is
a C' function of compact support. The operator L will be defined by
g = L f and T - L will be the operator of pointwise multiplication by
m(x) E L°°(R").
To prove convergence, we write
gq(x) =f (x) f K(x, y) dy

eq(x)<Iz-yI<1
+ K(x, y) (f (y) - f (x)) dy

J ea(x)<Iz-yl <1
+ K (x, y)f (y) dy.

Ix-yl>l
The first integral is exactly f(x)mj4(z)(x), whose convergence, point-
wise almost everywhere and in L2(R"), is guaranteed by Lemma 8. The
second is absolutely convergent, because f is a C' function. The third
converges because f has compact support.
The passage to arbitrary functions f E L2(IR") is done by the methods
of section 5.
We still have to prove Lemma 8.
Let us first show that sup3,1 Imj(x)l < oo almost everywhere.
We let R > 1 be an arbitrary integer and restrict to IxI < R. The
union, as R varies, of the exceptional sets of measure 0, where IxI < R
and sup3>1 lmj(x)I = oo, will again be a set of measure 0.
Let X(y) be the characteristic function of the ball lye < R + 1. Then
1r^
mi(x) = Ti/(j+1)X(x) - r(x), where r(x) = fE K(a, y) dy, with E = {y :
+'d
Ix - yI ? 1 and Iyi < R + 1}. Hence, r(x) is bounded for fixed R. An
application of Cotlar's theorem now gives supj>l Im7(x)I < oo, almost
everywhere.
The same theorem, together with Theorem 4, shows that T*X(x) E
Imj(x)I differs from TX(x) by a bounded func-
f#:
L2(1[8"). Now
Al,
tion on the ball of radius R, centre the origin. We conclude that

supj)1 Imj(x)I, restricted to that ball, belongs to L2(R").
Having got to this point, we can completely forget how the functions
rn j (x) were defined and apply the following lemma.
Lemma 9. Let m j (x), j E N, be a sequence of real valued or complex
valued, measurable functions on IR" such that supj>1 Imj(x)I is finite
almost everywhere. Then there exists a sequence jq : 1[t" -+ N, q E N, of
measurable functions such that limq.. jq(X) = oo, for all x E Ilk", and
such that limq-,,,, rnjq(,.) (x) exists almost everywhere.
To show this, we first consider the real part of the m j (x), which will
lead to a first subsequence. Then we extract a second subsequenee from
the first, in order to take account of the imaginary part.
If the rra j (x) are real, we put m3 (x) = snpk>0 m j+k (x) and we let j, 7(x)
denote the smallest integer j > q such that m3 (x) > lim sup mk (x) - 1/q.
Then rnq(x) > injq(x) > limsuprnk(x) - 1/q, which ensures that the
.-.
functions rnjq(,)(x) converge to limsupmk(x).

«2.
7 A more detailed version of Cotlar's inequality

We devote this section to an improvement of Theorem 5, which will
be used in the proof of the "good A" inequalities of section 8.
To do this, we need a variant of the Hardy-Littlewood maximal func-
l'-
tion, defined, for 0 < b < 1, by

1/6
M6f(x) = B3p( fB If (y)1'5 dy)
\I$I
With this notation, we have
Theorem 7. For 0 < -y < 1 and 0 < b < 1, there exists a constant
C(n, y, b) such that, if T is a Calder6n-Zygmund operator for which
(2.1), (2.2), (2.3) and (2.4) are satisfied with Co = C1 = C2 = C3 = 1,
then, for all x E IR",
(7.1) T*f(x) < 3M6(Tf)(x)+C(n,7,b)f*(x).
The proof of Theorem 7 conforms to the same general pattern as that
E-+
7.7 A more detailed version of Cotlar's inequality 35
of Theorem 5, but the "weak L' norm" estimate is improved by the

following inequality due to Kolmogorov.
Lemma 10. Let f :118" - C be a weak L1 function. Put
(7.2) 0 = sup)I{x : If(x)l > All .
A>O
Then, for each Borel set E C R", of finite measure IEI,
EI1-60
j If is dx < C(n, b) I
`~,
(7.3) .
Let us first prove (7.1). We follow the proof of Theorem 5 as far as

(5.12) and raise that inequality to the power h, then take the mean on
the ball B (of radius a/2, centre 0.) This gives
.-.
1/6
.-.
(7.4) ITf2(0)l < 3[M6(Tf)](0) + 3Ce "/6 (IB ITf1I6) + CI f*(0) .
We estimate the integral on the right-hand side of (7.4), using Kol-

'ti
mogorov's inequality and the continuity of T : L' (R') - weak-L1. This

gives
f ITfI l6 dx < C(n, e)en-"6 IIf1 II < C'(n, 6)en(f'(O))6 ,

R
which concludes the proof.
To prove Kohnogorov's inequality, we can clearly restrict to the case
d=1. We set Ek=Ix ER":If (x)I>2'},kEZ,and let kodenote
the largest integer k such that 2-k > E.
Fork < kc, we use IEI as an upper bound for IEkI and use 2-1 if
k > kc (the second case is where we use 0 = 1). Finally
.°d
f Ifl6d< 1
E
: 2(k+1)6IEkl
CK,
-00
k0-1 oc
sac
< 26I EI 2k6 + 26 E 2-k(1-6) < C62-k°(1-6) .
-M ko
Now for our first application of the more detailed form of Cotlar's
inequality.
Theorem 8. Let T be a Calderdn-Zygmund operator and T* the corre-
sponding maximal operator. Then, for each function f E L' (118"), TT (f )
belongs to weak L'.
As before, we first suppose f E L1 fl L2 and then extend to general
f c LI by the denseness argument used in the proof of Theorem 1. We
suppose. as in Theorem 7. that Co = C1 = C2 = C3 = 1 and II f III = 1.
We then use (7.1) and the classical Hardy-Littlewood theorem (if f c Ll
then f* belongs to weak L1). So it is enough to verify that M6 (T f) is

in weak L1, for0<6<1.
'11o do this, we observe that Ma (T f) E L2, if f E L2 and O < 6 < 1.
The set E = {x E 18" : M6(Tf) > A} thus has finite measure. For the
moment, let us assume the following lemma.
(fl
Lemma 11. Let g be a function in L'(Rni), let A > 0 and put E
{x E 1[l;" : g* (x) > A}. Then
C,,A-1
(7.5) IEI < l g(x)I dx
E
where C, is a constant which depends only on the dimension.
Inequality (7.5) is a more precise form of the Hardy-Littlewood the-
orem, in that the right-hand side of (7.5) u. fE Ig(x)I dx instead of
115,
Ilglll- In our situation,

IEI = I{x : (ITfI")* > A6}I < C,&A-6 /E ITf16 dx.
Once again, we use Kolmogorov's inequality and get fE ITf 16 dx <

CIEI1-6 (we use the assumptions that Tf belongs to weak L1 and that
I1flil=Co=C1=C2= 1).
Thus, IEI < CA-61E11-6 and we can conclude the proof, since IEI <
00.
'Ill prove Lemma 11, we put h(x) = g(x), if x E E, and h(x) = 0
otherwise. This gives {x : g` (.e) > Al = {x : h* (x) > A}. Indeed, it
is obvious that g*(x) > h*(x) and thus h.*(x) > A implies g*(x) > A.
To show the converse, we let B denote a ball containing x such that
fB Ig(y)I dy > AI B1. For all x' E B, we have g*(x') > A, so B is contained
in E. Thus h(x) = g(x) on B, which gives h*(x) > A. Finally,
C,,,\-l IlbII'
IEI = I{x : h*(x) > All < = C,LA-,
L g(x)I dx
Corollary. Let T be a Calder6n-Zygmund operator. Suppose that
there exists a dense subspace V of L'(IR') such that. for each function
f EV,
(7.6) lim K(x, y) f (y) dy = T f (x) ,
e j0 I,.-vl>e
for almost all x E Wi.

Then (7.6) is also satisfied, for almost all .T E W1, if f is an arbitrary
hinction in L' (Wi)
The proof is exactly the same as that given in section 5.
7.8 The good A inequalities 37
8 The good A inequalities and the Muckenhoupt weights

A further remarkable consequence of Cotlar's theorem is the possi-
bility of "controlling" the maximal operator T* f "in measure" by the
Hardy-Littlewood maximal function f*, when T is a Calderon-Zygmund
operator.
In order to make the theorem more useful still, we shall change the
ambient measure dx to w(x) dx, where w(x) > 0 is a Borel-measurable
function satisfying Muckenhoupt's A,,. condition.
Definition 4. Let w : R" - (0, oo) be a Borel-measurable function
which is locally integrable. For every Borel set E C R", we put w(E) _
fE w(x) dx. The function w is said to satisfy Muckenhoupt's condi-
tion if there exist an exponent 6 E (0,1] and a constant C such that, for
every cube Q C R' and every Borel set E C Q,
1) w(E) < (,E,
(8 C
W(Q) IQI
The next result is the Calderon-Zygmund operator version of the well-
cue
known "good A" inequalities introduced by Burkholder and used by
Burkholder and Gundy in the context of martingales ([311, [32]).
Theorem 9. Let T be a Calderdn-Zygmund operator and let w be an
A. weight. Then there exist an exponent 6 > 0 (the same as in (8.1)),
...
a constant C > 0, and a number -yo > 0 such that the following property
a'°
holds. For every continuous function f of compact support on R", every

A > O and every ry E (0, yo),
(8.2) w{x E llt : T f (x) > 2A and f * (x) < yA)
<C7bw{xER":T*f(x)>A}.
We shall sec what conclusions should be drawn from (8.2). But let us
first establish this "good A" inequality.
We first remark that T f (x) = supf>o IT f (x) I is a lower semi-contin-
uous function. The set Il = {x E R" : L f (x) > Al is thus open. Since
T. f (x) = O(IxJ "), as IxI oo (due to the conditions we have imposed
gad
on f), 11 is a bounded open set. Because of this, up to a set of measure 0,

.,,
H is a disjoint union of dyadic cubes Qj C 12, which are maximal with

respect to the inclusion relation. We let Qj denote the "parent" of Qj,
that is, the dyadic cube containing Qj with double the diameter. Then
Q j is not contained in St and there exists a point a j E Q j outside ft.
W e Put Ixf = sup(Ixl It ... , Ix"I), X E W", so that Qj is defined by
Ix - ,Q3 I < d3 /2, where N3 is the centre of Q p . Hence, T* f (a3) < A and
Iaj-$3I <2dj.
We now partition the set of Q3 into two classes. We let J C N be the

set of indices j such that Q3 contains a point j satisfying f *(Cj) < ..
For j not in J, the set E, defined by T f (x) > 2A and f*(x) _< -yA,
does not intersect Q3. Since E is a subset of f2, we have E C U Q j and,
hence, w(E) = Ejej w(E (1 Qj).
For each j E J, let E3 be the set of x E Q3 such that T* f (x) > 2A.
We shall show that, for every j c J.
(8.3) IE3I<C71QjI if 0<y<70.
Then, on applying (8.1), we get
(8.4) w(E3) < C'76 w(Q3)
and the proof concludes by summing the inequalities over j c J.
1b prove (8.3), we let Qj* be the cube with the same centre as Q.7, but
with quadrupled diameter. Then we split f as fl + f2, where f, is the
product of f by the characteristic function of Q, and f2 is zero on Q' I
By the same calculations as those of Lemma 6, we check that, for all

2EQ3,
(8.5) IT*f2(x) - T*f2(a3)I < Cf*(l;,) < CyA.
Similar considerations give
(8.6) T*f2(0.a) ST*f(a3)+Cf*(Cj) <_ A+CyA.
So, if x E Qj, we have T. f2 (x) < A + 2CyA1. The set Ej is thus a subset
ofKj =Ix EQj:T*fl(x)>A(1-2Cy)}. We now set -yo = 114C, so
that if 0 < y < yo, then 1 - 4Cy > 0. We then use Theorem 8 to get
C'
IEjI <_
A(1 - 2C-y) Ilfill 1
So we have proved Theorem 9. We can now provide two corollaries.
Corollary 1. Lot T be a Calderdn-Zygmund operator and let w be an
A, weight. Then, for 0 < p < oo, there exists a constant C such that,
for every locally integrable function f (xl),
(8.7) f(T*f)dx < C 1(f7wdx.
If 0 < p < 1, we cannot, in general, replace the right-hand side of
(8.7) by f If Ipw dx. For example, if p = 1 and w(x) = 1, the consequent
inequality would lead, in particular, to the continuity of the operator T
on the space L', which is not the case.
(fl
On the other hand. if p > 1, it is possible, for certain weights, to get

the more precise inequality
(8.8) f(T*f)Pwdr <C f Iflpwdx.
7.8 The good A inequalities 39
For 1 < p < oo, we define the class Ap C A00 as the set of positive,
'"'
locally integrable functions w on R" such that there is a constant C for
which, on each cube Q C R", we have
p-1
(8.9) ('1 j w(x) dx) ('1 dxll < C.
Muckenhoupt has shown that this condition is equivalent to the con-
tinuity on LP (1R', w dx) of the sublinear operator f -> f*. We refer the
reader to the excellent book by J. Garcia-Cuerva and J. L. Rubio de
Francia for the proof of this statement ([115], Theorem 2.8, p. 400).
In this situation, we have
Corollary 2. Let 1 < p < oo and let w E Ap. Then every Calderdn-
Zygmund operator T can be extended to a continuous linear operator
from IP(RY', w dx) to itself
We shall give the details of the calculations which establish the in-
equality (8.7). We begin by proving the identity
(8.10) JIfIPdIl=PjI2{xElIr : If(x)I > A}Ap- dA,
where p > 0 and p is an arbitrary positive regular Borel measure. To
verify (8.10), we introduce the auxiliary function F(x, A) = AP-', when
If (x) I > A, and F(x, A) = 0, otherwise. We then apply Fubini's theorem
to calculate the double integral fR.. fo F(x, A) dAdp(x).
This lets us use the following lemma.
Lemma 12. Let p be a positive regular Borel measure, let p > 0 and let
u, v be Bore]-measurable functions on R' such that Ilullp = (f Jul' dp)'/p
and IIvIIp are finite.
Suppose that u(x) and v(x) are related lay the following "good A"
inequality_ there exist an exponent h > 0, a real number yo > 0 and a
constant CO, such that, for every 0 < -y < yo and every A > 0,
(8.11) p{x E R': Iu(x)I > 2A and Iv(x)I < yA}
< Co'y p{x E 112" : lu(x)I > A} .
Then, if Cyys < 2-p, it follows that
(8.12) Ilullp 5 (2-" - Coys)-1/py 'IIvIIp
Indeed, from (8.11) we obtain the inequality
in.
(8.13) p{Iu(x)l > 2A} < p{Iv(x)I > yA} + Coyap{Iu(x)I > AI.
We multiply both sides of (8.13) by A"-' and integrate with respect to
A, using (8.10). This gives
2-"Ilullp < -y-"IIvIIp +
For 2-P > Co-? and lIull, < oo, the conclusion of the lemma follows.
In the application to Calderon-Zygmund operators, we suppose that
f is continuous, of compact support and such that T,, f (x) = O(Ixj-n)
%.,
as Ixl --> oo. If 1 R(T* f )Pw dx < oo, for sufficiently large
R. To deal with f xj<R(T* f )PL& dx, it is convenient to use the following
lemma.
Lemma 13. If w is an AP weight, then, for every m > 1, w,,(x) =
inf (m,, w(x)) satisfies (8.9), with a constant C which does not depend on
M-
Let us assume this result. We still suppose that f is continuous and

of compact support, but we replace w by w,,,. Then f xj<R(T* f )Pw16 dx
is finite: indeed, we can bound w,,, above by m and
f x <R
(T*f )P dx <
<
CR"(1-(P/2))
C'Rn(1-(p/2)) jjf jj2

f xt<R
(T*f )2 dx
Lemma 12 and Theorem 9 let us write (8.7) with w,,,, instead of w.

After this, it is enough to pass to the limit in order to get (8.7) without
having to impose the condition that f(T* f )Pw dx < oc.
ear
Returning to the lemma, we write w(x) = efl(x) and, for each ball B,
we let O B denote the mean of $ on B. The A,, condition can thus be
written in the form
\p-1
(8.14) eli(x)-Q" dx) L e (fi(x)-Rte)/(P-1) dx1
1
< C.
\ BI L FBI
We then note that, if f (x) is a rea-l valued funtion on B,
B ef(x) dx > exp
FBI JBI f f (x) dx
by the convexity of the exponential function.
It follows that each of the two terms forming the product in (8.14) is
not less than 1. Each is thus bounded and the condition w E Ap can be
written as the two simultaneous conditions
-O(x)-FB dx < C'
JB
and
J eIp1dx < C'

1
B
I
We can carry out two final manoeuvres with these estimates. Firstly, we
replace Q(x) -fib by (fi(x) -fb)+ in the first of them and by (fi(x) -Qb)-
7.9 Notes and additional remarks 41
in the second, because the only values we have to take into account, on
integrating, are those greater than 1. Then, we may replace 16B (the
mean of O on B) by a real constant A(B), whose relationship with ,8(x)
we do not know, a priori.
Indeed, if we simultaneously have
(8.15) 4 C'
fB1
i-
and
(8.16) 1 fe(-(A(x)-A(B))/(p-1))+ dx < C1,

BI
then, on adding the inequalities, we get
- f cosh(T(/3(x) - A(B))) dx < C' ,
where r = inf(l, (p-1)-1). It follows that TB17 dx < C"
and, finally, that IA(B) - fiB C1. This allows us to work back,
replacing A(B) throughout by (3B, which only changes the constants.
Now Lemma 13 becomes obvious. We simultaneously replace 6(x)
....
by fm(x) = inf(,3(x),1ogm) and A(B) by A..(B) = inf(A(B),logm).
Then (fJ,,,,(x) - \,,,(B))4 < (,a(x) - A(B))+ and the same is true for
(,6,n(x) - Am(B))
A final remark is necessary. Muckenhoupt's clasp A,o is the union
of all the AP's. If w E Ate, then log w will belong to the space BMO
of John and Nirenberg. We see this straight away by returning to the
conditions (8.15) and (8.16). Conversely, if (3(x) belongs to BMO, there
exists a sufficiently small E > 0 so that w(x) = cEQ(x) is a weight in Ate.
9 Notes and additional remarks

The theory which we have described is only one aspect of the research
in progress on singular integrals. After the pioneering work of Nagel,
R.iviere and Waingcr ([195]), Stein and Phong systematically studied
the operators T : L2(R") - L2(R") whose kernels have stronger sin-
guilarities, in a certain sense, than those described by (2.2) and (2.3).
Their starting point was the Hilbert transform along a parabola This
is an operator T : L2 (1R') - L2 (R") defined by
Tf(x,y)=-7rPV J7 00f(X - t' Y _ t2) tt.
00f(x-t,y-t2)
In other words, T f = f * S, where S is the distribution which is the
image of 7r-1 PV t-1 under the mapping t i.-+ (t, t2).
The most recent results of Phong and Stein are about a generalization
of the "Hilbert transform along a parabola", a generalization in which

the singularities of the kernel S(x, y) lie on a sub-manifold V. containing
x and whose translations or whose geometric form satisfies a certain
curvature condition ([203]). These extensions of the idea of Calderon-
cad
Zygmund operator come close to Fburier integral operators.

Finally, a very active branch of research concerns the case of Banach-
space valued functions (the kernel remaining scalar-valued). All of the
9);
theory of this chapter remains unchanged, but the difficulty that arises
is that of proving the basic L2 estimate. Even in the case of the Hilbert
transform, this estimate is not automatic. J. Bourgain put the coping
stone on work of D. Burkholder's: these authors characterized those
Banach spaces B for which the Hilbert transform defines a continuous
operator on L2(R; B) (square-surnmable functions on R taking values in
B). Those Banach spaces are the UMD spaces ([26], [30] and [33]).
The operators we have studied in this chapter are not convolution
operators, which suggests that we can dispense with the group structure
of the underlying space IIt". This point of view has been developed
'7'
systematically in [75]. The theory, extended to homogeneous spaces,
applies, for example, to nilpotent Lie groups.
X33
The main difficulty, which will be resolved in the next chapter, is to

replace the (non existing) Fourier transform by some other tool in order
to give the L2 estimate on which the theory is based.
A similar difficulty occurs in the work of Bourgain and Burkholder,
..,
tip'
where the Calderdn-Zygmund operators are convolution operators, but

the functions take their values in a Banach space. If the Banach space
in question is not a Hilbert space, we do not have a Plancherel theorem
((DD
at our command to give the basic L2 estimate.

David and Journe's T(1) theorem
1 Introduction
This chapter continues and completes the preceding one, correcting
a weakness to be found there. The definition of Calderdn-Zygmund
operators that we have given includes four conditions, of which the first
three can be verified directly. These involve the restriction K(x, y) of
the distribution-kernel S(.r, y) of the operator T to the open set y # x
in R' x R", and are
(1.1) IK(x,y)I CoIx-yl-",
(1.2) I K(x', y) - K(x, y)I C, Ix' - xl7Ix - yl-'-'Y,
if Ix' - xl < Ix-yl/2, and
(1-3) IK(x, y') - K(x,y)I < Clly' - ylrylx -
iffy' - yl <Ix-yl/2.
VIA
The other condition is the continuity of the operator T on L2(IRT).

The verification of this condition proves to be very difficult as soon as
we go beyond the special case of convolution operators. Is it possible,
with the help of (1.1), (1.2) and (1.3), to find an equivalent form of the
L2 continuity which is easier to use? G. David and J.L. Journe's "T(1)"
theorem gives a preliminary response to this question. It can be applied
very easily in certain cases, but is of no use in others, even though the
condition it gives is necessary and sufficient.
In the special case where K(y, x) = -K(x, y) and where the kernel
of T is the distribution PV K(x, y), the criterion of David and Journe
44 8 The T(1) theorem
becomes T(1) E BMO (hence the name of the theorem). The action
of T on the function identically 1 is defined by T(1) = limelo(T(&E) -
ce), where 0 E D(1R"), 0(0) = 1, 0,(x) = O(ex), and where the ce
are constants, which are chosen so that the limit exists in the sense of
distributions.
The T(1) criterion gives the continuity of the "CalderSn commutators"
defined by the antisymmetric kernels (A(x) - A(y))k(x - y)_k-1, where
.r E ]R, y E ]R and A : R - C is a Lipschitz function. The criterion,
however, does not apply directly to the L2 continuity of the Cauchy
kernel on a Lipschitz curve, because, in this case, we do not know how
to identify T(1) with a known BMO function. This is why we shall give
an account of the "T (b) theorem", an enhancement of the T (l) theorem,
which has the advantage of working for the case of the Cauchy kernel
on Lipschitz curves.
At present, there is no universal criterion. For example, we do not
G"'
know whether, for every Lipschitz function A : IR --. IR and every

Lipschitz function F : R -- C, the antisymmetric kernel K(x, y) =
(x- y)-'F((A(x)-A(y))/(x-y)) defines abounded operator on L2(R"). F.,
None of the known criteria apply in this case. If, conversely, F is a C2

function, the operator in question is bounded ([99]), even though this
o-+
t!.
cannot be established directly from either of the T (I) or T (b) theorems.
.r.
In this chapter, we give two proofs of the T(1) theorem. In both cases,
we first examine the operators T such that T(1) = 0 (arid T*(1) = 0
in the non-antisymmetric case). The L2 continuity of these operators is
coo
established by calculating their matrices with respect to the orthonormal

wavelet basis. These matrices are characterized by the rate of decrease
'r.
cad
of the entries as the distance from the principal diagonal increases; the
.^.
continuity of such matrices on the space of square-summable sequences

is established using Schur's lemma.
We get the general case by "correcting" the operator T being inves-
tigated. This correction is made by means of "pseudo-products", that
is, continuous linear actions of BMO on L2: the usual product does not
work, but a very simple variant, based on the expansion as a wavelet
series, gives the required action. These "pseudo-products" gave rise to
chi
,.j
rye
.L"
J.M. Bony's "paraproducts" which were the source of the "paradifferen-

't7
pro
tial operators", of which we shall speak again in Chapter 16.

The second proof uses the well-known near-orthogonality lemma of
Cotlar and Stein and is based on the same reduction to the special
ear
case where T(1) = T*(1) = 0, a case which we can always reach using
corrections by suitable pseudo-products.
On the way, we shall construct certain noteworthy Banach algebras
8.2 Statement of the T(1) theorem 45
of Calderon-Zygmund operators, the .Mry algebras. The operators T in

.M.,, and their adjoints, are continuous on homogeneous Holder spaces,
as well as on Besov spaces, as long as the index of regularity is not
greater than ry.
These continuity properties of Calderon-Zygmund operators as oper-
°,c
ators on spaces other than L2 will be the subject of Chapter 10.
Finally, the general results of this chapter will enable us to construct
0'4
various noteworthy examples of Calderon-Zygmund operators. This con-

struction will be the subject of Chapter 9.
2 Statement of the T(l) theorem

We shall say that an operator T is weakly defined if T is a continuous
Fr'
linear operator from D(]R") - V'(IR"), where 1)(R") is the topological
09.
vector space of infinitely differentiable functions of compact support and
1Y(R') is the dual space of distributions. According to a well-known
theorem of Schwartz, such an operator is always defined by a unique
COs
distribution S E D'(]R" X ]R"), and the relation between T and S is

given by
(2.1) (Tf,g) =(S,g®f),
where f and g belong to D(IIt") and where the left-hand side of (2.1) is
the bilinear form expressing the duality between V(R") and 1)(]R"). On
the right-hand side of (2.1), g®f is the function g(x) f (y) of 2n variables
and ( , ) is the bilinear form giving the duality between D' (R" x 1R")
and D(]R" x IR").
The distribution S is called the distribution-kernel of T. It determines
(fl
T completely.
In many applications, the natural domain of the operators we study
nono
is a topological vector space V sandwiched between D(]R") and L2(lR"),

cps
that is, D(IR") C V C L2(1R"), where the two injections are continuous
and have dense ranges. We then denote the topological dual of V by V'
and get D(IR") C V C L2(IR") C V' C 1Y(IR"), where all the inclusions
0.n
are, again, continuous and of dense range. We shall see that we can
always reduce to the case where V is the topological vector space of
Cl functions of compact support. We shall call the functions in V test
functions and the elements of V' will be the corresponding distributions.
Throughout this chapter, we shall start from an operator T : V V'
.r.
'3c
'`J
which will naturally be supposed to be continuous and of dense range.

We shall try to extend T to a continuous linear operator on L2(IR"),
or-what amounts to the same thing-show that there is a constant C2
...
such that, for every f E V, II T (f) 112 <- C2 II f I I2 Such a problem is too
general to receive anything other than a tautological answer and we shall
clearly have to limit ourselves to the special case where the restriction
of the kernel of T to x y satisfies (1.1), (1.2) and (1.3).
We shall, as usual, denote the bilinear form between V and V' by
( , ).
Let us start by introducing an obviously necessary condition for the
L2 continuity of a linear operator T : V -> V'.
Definition 1. Let q > 1 be an integer. For each ball B C R", centre
xo and radius R, and for every function f E D(R') whose support lies
in B, we put
(2.2) RI«I IIo" fII00.
N, (f) = R"'/2
IQf_<9
If 0 < s < 1, we similarly define N,," (f) by

(2.3) NB(f) = R(n/2)1 sup If (x) - f (y)I
Oar
s#v IX - yIs
We say that a continuous linear operator T : V - V' is weakly
continuous on L2(R") if there exist a constant C and an integer q such
that, for every ball B C R" and every pair (f, g) of functions in V with
supports in B,
(2.4) I CNq (f)NB(g).
The following result shows us that, subject to a very weak condition
on the kernel of T, the value of q is not important.
Theorem 0. Let T : V - V' be a continuous linear operator. Let
K(x, y) be the restriction of the distribution-kernel of T to the open
r..
subset of W x lR' defined by x 3A V. We suppose that IK(x, y)I <

CoIx - yI-", for a certain constant Co. If. further, T satisfies property
(2.4) above, for some integer q > 1, then, for every s > 0, there exists a
constant C(s) such that
(2.5) I(Tf,g)I <C(s)N$(f)N$(g)
for every ball B and every pair (f, g) of functions in D(]R") with supports
in B.
Once we have proved it, Theorem 0 will let us extend T as a con-
tinuous linear operator from VF, to V, where Vy is the space of con-
tinuous functions f (x) of compact support, whose moduli of continuity
w(h) = SUPIX-vl<h If (x) - f (y)I satisfy w(h) = o(hs) as h tends to 0 In
other words an "s of regularity" is enough to define T weakly.
Let us pass to the proof of the theorem. To simplify the notation, we

shall write Q(f, g) = (T f, g), where f and g are test functions.
In outline, the proof consists of successive improvements of (2.4). We
start by assuming that, for a certain xo E R", r > 0 and R > 2r, the
supports of f and g are contained in Ix - xoI < r and Ix - sot < R,
Odd
respectively. We shall exploit the fact that r is small compared with R
and verify the inequality
...
(2.6) I1(f,g)I < Cr"log RIIfIIoollglloo

-"'
+Cr" E rlalllaafll.
-I-
RI°ÌII8'gII.
lal<_q IaI<_v
From this estimate, we shall easily get an "intermediate inequality" of
type
(2.7)
ti.
IQ(f,g)I < CR"Nq(f)Nq (g),

where f and g now have supports in the ball B, centre .q and radius R.
Then we shall repeat the proof, but start from (2.7), to get (2.5).
,pro
To prove (2.6), we let B' denote the ball Ix-xol < 3r/2 and we suppose
that 0 E D(R") is a function which is identically equal to 1 on B' and
is 0 when Ix - xoI > 2r. We further suppose that W9IIoo C(a)r-lal,
for every a E N. Putting g = 1 - 0, we can write /3(f, g) _ ,3(f, 9g) +
ear .-.
,0(f, 77g). We now use the hypothesis on K(x, y) to estimate the second
term, getting
x-ydx dy,
.'!
I13(f,rlg)I:! CoIIfII-IIgII, J
( r, R)
where E(r, R) = {Ix - xol < r, 3r/2 < l y - xal < R}. An upper bound
for the double integral is given by C(n)r" log(R/r), and we see that we
cue
have the first term on the right-hand side of (2.6).

The second term 6(f, 9g) is estimated directly by using (2.4) for the
ball Ix - xoI c 2r and this gives
IQ(f,eg)I C Cr" E rlaIIIOaflloo RIaIII&QgIIoo

IaI<a IaISq
Let us now move to the proof of the intermediate estimate (2.7). We
begin by dealing with the case where B is the unit ball IxI < 1. The
general case is a consequence of this one, as we shall see shortly.
Using the basis of wavelets of compact support of Wavelets and Oper-
ators, Chapter 3, section 8, we can expand f, if NB (f) _< 1, as a series
L.j>o Ek a(j, k)u,k(x), where the functions U3k(x) are C°° functions,
Al=
with supports in the balls B(j, k) = {x E R" : Ix - 2-ikl < C2-s},

satisfying
IIa"Uik(x)IIoo :5 C2jl'yl for 1-Y1 !5; q,
and where Ia(j, k) I < C2-i'.
By virtue of (2.6), we then have I p(uik, 9)1< C2-1a3 log(2 +j) and we
just need to sum these estimates, noting that, for fixed j, the number
of values of k is 0(2'j). The series converges by comparison with the
convergent series E0 log(2 + j).
For the general case of (2.7), where B is an arbitrary ball, it is enough
to observe that (2.7) and the hypotheses on T are invariant under the
action of the affine unitary group. More explicitly, if we put g(x) =
ax + b, where a > 0 and b E R, and let U g f (.r) = a n/2 f ((x - b)/a),
we can see that the conjugates UgTUy 1 of T satisfy (2.4) with the same
constants as T.
As we remarked above, to establish (2.5), we now repeat the proof
of (2.7) word for word, but start with the intermediate estimate (2.7).
This lets us replace NB (g) by NB(g) in the right-hand side of (2.7).
We now approach the heart of the matter by defining a class of opera-
tors prefiguring the class of Calderon-Zygmund operators. Let 1 denote
the subset of Rn x Ill" defined by y # x, .r, y E R
Definition 2. A continuous linear operator T : V - V' corresponds to
a singular integral if there are an exponent y E (0, 11, two constants Co
and C, and a function K : IZ --r C, such that
boo
(2.8) IK(x,y)I Colx - yl-n

(2.9) IK(x'.y)-K(x,y)I C,Ix'-xl"Ix-yl -",
if Ix'- x1:5 Ix - y1/2.
yl-'-y ,
(2.10) I K(x, y') - K(x, y)I < Cn ly - y171 x -
if ly' - yI I x - yI /2, and, finally,
(2.11) T f (x) = JK(xY)f()dy ,
for every function f E V and every x not in the support of f .
In other words, the restriction of the distribution T f to the comple-
ment of the support of f is, in fact, a continuous function. given by the
integral representation (2.11). Another way of expressing (2.11) is to
say that the kernel K(x, y) corresponding to T is the restriction to lit of
the distribution-kernel S(x, y) of T.
;p,
This definition is different from Definition 1 of Chapter 7 in that we

.,fin
do not require T to be continuous on L2(R'°). It is similar, however. in

that, if (2.9) and (2.10) are satisfied for a particular exponent y, they
will hold for every exponent -y' E (0. y).
We come now to the definition of T(1). In fact we shall give two defi-
nitions of T(1). Naturally, the difficulty is that 1 is not a test function.
This will lead to T(1) being not a distribution, but an equivalence class
of tempered distributions, modulo the constant functions.
The first definition is based on the following, fairly obvious, remark.
Lenuna 1. Let S E D'(Rfz) be a distribution. Suppose that there
exists R > 0 such that the restriction of S to the open set lxi > R is a
continuous function and such that S(x) = O(1x1-n-,Y) as JxJ - oo. If
y > 0, then the integral fR S(x) dx = (S, 1) converges.
To see this and to define the integral, we write 1 = 0o(x)+4i (x), where
¢o E D(iR") and ¢e = 1 in a neighbourhood of lxJ < R. Then (S, 1) is
defined by (S, 4'o) + f S(x)(bi(x) dx. The integral converges absolutely.
It follows immediately that (S, 1) is independent of the decomposition.
The transpose of T : V --+ V' is the continuous linear operator
tT : V -y V given by (tTf.g) = (f,Tg), for all f,g E V. The hy-
potheses (2.8), (2.9) and (2.10) are all invariant under transposition, the
kernel corresponding to the transpose tT being L(x, y) = K(y, x).
Now, if f E D(IR") and f f (x) dx = 0, we can define (T (1), f) by
(tT f,1). Indeed, if the support of f is contained in lx) < R, then
tTf(x) = J(K(y,x) - K(0,x))f(y)dy = O(IxJ "')
tea,
for lxJ > R.

As a mathematical object, T(1) is thus a continuous linear form on
the subspace Do C D(IR") defined by f f (x) dx = 0. We extend T(1)
to a distribution S E D'(R") as follows. Let 0 E D be a function of
mean 1: then every f E D can be written uniquely as f = where
A = f f (x) dx and g E Do. We make an arbitrary choice for the value of
(S,¢) and put (S, f) = A(S,0) + (T(1),g).
As a mathematical object T(1) is now a distribution modulo the con-
stants.
Another possible definition of T(1) is given by the following direct
approach. We start with a function ¢ E D(IR") which equals I at 0 and
put 0, (x) = O(ex), for every e > 0.
We then consider the distribution Se = T(4E).
Lemma 2. We can "correct" the distributions SE by `renormalization
constants" c(e) such that limelo(SE - C(E)) exists in the sense of distri-
butions. This limit coincides with T(1).
Indeed, if f E Do, we have (T (,OE ), f) = (.0£, tT f ). We must verify
that the right-hand side converges to (1, tT f ). Putting 1 = u + v, where
u E D and u = 1 in a neighbourhood of the support of f. we can handle
lim,Elo0E,uLTf), using the definition of a distribution. The Lebesgue

dominated convergence theorem then shows that lim to (WE, v tTf) exists.
Let w E V be a function of mean 1 and put c(E) = (SE, w). Then, for
f EVandA= ff(x)dx,
where g = f - Aw.
.n-.
(SE - c(E), f) _ (SE, f) - A(SE, w) = (S, g)

Then g E Do, so the required limit exists.
Having made these definitions, we are in a position to state the theo-
rem of David and Journe.
Theorem 1. Let T : V -j V' be a continuous linear operator corre-
sponding to a singular integral as in Definition 2. Then a necessary and
sufficient condition for the extension of T as a continuous linear operator
on L2(Rn) is that the three following properties are all satisfied:
(a) T(l) belongs to BMO(llr);
(b) tT(1) belongs to BMO(fl");
(c) T is weakly continuous on 1R".
We first note that an equivalent form of condition (b) is T*(1) E BMO.
Here, T*(1) is the complex conjugate of tT(1).
Let us use a few simple examples to show that conditions (a), (b) and
(c) are independent.
If T is defined by pointwise multiplication by a function 7rt(x) E BMO,
we clearly have K(x, y) = 0 and T(1) = tT(1) = m(x) E BMO. Prop-
erty (c) is only satisfied if m(x) E L' (R"). Another example in the same
direction is that of convolution by the distribution S = fp 1x1-'. The
kernel K(x, y) = Ix- yl-n satisfies (2.8) to (2.10) and T(1) = tT(1) = 0,
because T is a convolution operator. But, once again, (c) is not satisfied.
An interesting example where (a) and (c) are satisfied, but (b) is not,
is that of the pseudo-differential operators o(x, D) whose symbols o(x, l;)
satisfy the "forbidden" conditions
(2.12) l&oo(x,l;)I = C(a,Q)(1 + 16 )I0I-I0I
It is not hard to show that the corresponding kernels K(x. y) satisfy
(2.13) IOOK(x, y)I < C'(a, [3) Ix - yi " I(VI-IAI
In fact, (c) is just a consequence of the hypothesis C. In
°.3
general, however, such an operator is not bounded on L2(IR"). Never-

theless, T(1) = o(x, 0) E L°°(IR"). What is missing is condition (b). We
refer the reader to [96] for a more detailed discussion of such examples.
We also pursue these matters further in Chapter 9.
A noteworthy special case of Theorem 1 is when the kernel S(x, y) of
may'
T is PV K(x, y), where K(x, y) = -K(x, y) and K(x, y) satisfies (2.8)

8.3 The wavelet proof of the T(1) theorem 51
and (2.9). Then 'T = -T and (c) is trivially satisfied. For such anti-
symmetric kernels, the L2 continuity of T is equivalent to the condition
T(1) E BMO.
For example, consider the kernels
Km(x, y) = (A(x) - A(y))'/(x - y)"'+1,
where A : R -i C is a Lipschitz function and m E N. The corresponding
operators T,,, are the "Caldcrdn commutators" and a simple integration
by parts gives the following remarkable identity:
(2.14) T,,,(1) = Tm_1(A') form > 1.
Assuming Theorem 1, we show how the continuity of the T,,, follows.
To is obviously continuous, since To = 7rH, where H is the Hilbert
transform. Then we argue by induction on m > 1. If we know that T,,,_ 1
is a Calderdn-Zygmund operator, it follows that T,,,,_1 is continuous
as a mapping from L°O to BMO (Wavelets and Operators, Chapter 5,
section 3). But A'(x) is in L°°(R") and thus T,,,,(1) E BMO. This gives
the L2 continuity of T,,, and the induction proceeds.
A closer examination of this recursive proof gives the estimate
(2.15) IITm(f)II2 < irXmIIA'IImIIfII2,
where X > 1 is a constant whose value is not given by this method of
proof.
Before approaching the proof of Theorem 1, we observe that (a), (b)
and (c) are indeed necessary for the L2 continuity of T. As far as (a) is
concerned, we have already remarked that every Calderdn-Zygmund op-
erator is also continuous as a mapping from LO° to BMO. Of course, the
constant function 1 is in L°°. The transpose of a Calderdn-Zygmund op-
erators is still a Calderon-Zygmund operator, so (b) is satisfied. Finally,
any operator which is L2 continuous is automatically weakly continuous.
3 The wavelet proof of the T(1) theorem

The T(1) theorem is a statement which becomes more powerful as the
exponent -y > 0 decreases. We may therefore suppose that 0 < ry < 1 in
what follows.
To prove Theorem 1, we must establish the L2 continuity of T, given
the conditions (2.8), (2.9), (2.10), (a), (b), and (c). As we have seen, we
may suppose that V is the topological vector space of C' functions of
compact support. We now fix a multiresolution approximation Vj, j E Z,
of L2(R) giving a function 0 and wavelets 3Ga which are Cu and have
compact supports. Recall that O(x - k), k E Z", is an orthonormal basis
of Vo and that zba(x) = 2'2/20,(2?x-k), where E E {0,1}n\{(0,...,U)}
ca,
and A = 2-1k + 2_9-'e. We further let Q(A) denote the dyadic cube
defined by 2?x - k E [0,1)n: the support of ipx(x) is contained in mQ(A)
where rn > 1 is a fixed integer and mQ(A) is defined by 22x - k E
[-m/2 + 1/2, m/2 + 1/2)n.
The functions 0,N are real-valued and the idea of the proof is to esti-
mate the absolute values jT(A, A')j of the entries T(A, A') _ (Tz1', ,via.) =
.-.
(Via, tT*a-) of the matrix representing T with respect to the wavelet
basis of the Hilbert space. We try to show that these entries become
?+.
very small when the cubes Q(A) and Q(A') differ in either position or
magnitude. To do this, we exploit the trivial remark that an integral
f f (x)g(x) dx is very small if one of the terms of the integrand varies
very slowly whilst the other is sharply localized (on a very much smaller
scale than that of the variations of the former) and has mean 0.
In our particular situation, we can always suppose that IQ(A)l is
(much) larger than JQ(X)j, by changing T to its transpose, if neces-
L10
sary. If JQ(A)j is larger than IQ(A')I, the wavelet Via is 'fiat" where Vix,
has zero mean. To conclude, we need to know that tTVa, also has zero
mean, so we need T(1) 0.
The condition tT(l) = 0 is needed to deal with the case IQ(A')I >
IQ(A)I.
These considerations suggest that the matrix M of T in the wavelet
basis is almost diagonal, in the sense of Schur's lemma, when T(1) =
Vim]
tom,)
tT(1) = 0. This is what we shall now confirm, by establishing the next

result.
Proposition 1. Let T : V -} V' be a weakly continuous operator on

L2(Rn) which corresponds to a singular integral, as in Definition 2. Sup-
pose, further, that T(1) = LT(1) = 0. Let Via. A E A, be an orthonoru al
Cl wavelet basis of compact support. Then there exists a constant C
.II
such that, for A = 2-'k + 2-j-'E and A' = 2-j'k' + 2-3 -'e',
.I.
2-.1 + 2-A'
)fl.Y
(3.1) IT(a, A')1<C2-U-9'I((n/2)+ti)
2-1+2-i'+12-?k-2-j'k'l
C+^
We can simplify the proof of (3.1) by a few preliminary remarks. First

of all, everything is symmetric in A and A' (interchanging T and tT, if
necessary). We may therefore suppose that j < j'.
If j = j', (3.1) is proved as follows. When the supports of ?P,\ and V),,
.m.
intersect, (3.1) is an immediate consequence of the weak continuity of

8.3 The wavelet proof of the T(1) theorem 53
T. If the supports are disjoint, we have

T()' )') JJK(x, y)V)A' (x)ka (y) dx dy
=
= Jf(K(xY) - K(x, )))a.{x}Ga(y) dxdy
and we get the upper bound from (2.10).

If j' < j -1, the wavelets V)a, are in V3. Before computing (TO,,,
we may orthogonally project T,\ on V9, which does not change the
scalar product. We then replace the distribution To,\ by
(3.2) g(x) _ e(l)2n312,k(23x - l) ,
IEZ"
where
c(l) = (T A, 0p) , Ojz(x) = 2n'/2,4(2Jx - 1).
The coefficients c(l) are easily dealt with, either using the weak con-
tinuity of T. or using the estimate (2.10) of the kernel. In this way we
get
(3.3) Ic(l)I < C(1 + Ik - 11)-n-7
Further, >IEZ" c(l) = 0, since r_ q5(x - 1) = 1 and tT(1) = 0.
Then. r(), )') = f g(x) ,\, (x) dx, where V;,\, is "flat", whereas g(x) is
well localized (about )) and of mean 0. because of the properties of the
coefficients c()). The estimate (3.1) then follows from the next lemma.
Lemma 3. Let f (x) be a C' function whose support is contained in
the unit ball of R" and whose partial derivatives Of ldxj, 1 < j < n,
satisfy Ilaf/dx;II. < 1.
Let -y E (0,1) be an exponent and let g E L'(R") be a function
satisfying I q(x)I _< (1 + Ixl)-"-y and f g(x) dx = 0. Then there is a
constant C = C(n, -y) such that, for all xo E R' and every real R > 1.
(3.4) lfg(x)f (dxl < CR-y if Jxcl < R
and J
(dxl <
c,1
(3.5) lfg(x)f
CR"IxoL"-1
if Ixol > R.
To establish (3.4) and (3.5), it is enough to write
g(x) = &I g1 (X) + ... + .9x. gn(x) ,

where Igi (x)l < C(1 + 1_T1)-n+1-,Y,..., I gn(x)I C(1 + Ixl)-',+1-'Y and
then integrate by parts.

The calculation of the matrix coefficients r((), A')) _ (T1PA, y')y) in-
volves two separate scales (2-3 and 2-3'). It is worth remarking that
the calculation can be done using a preliminary computation involving

only one of those scales (the smaller one). Writing Ojk instead of ?PA,
for ), = 2-2k + 2_,-1E, where E E {0,1}n \ (0.....0), we define three
"non-standard" matrices corresponding to T by
A = (T1G,k,;1),
B=(T-Oik,it),
C = (T-0gk, 10?l) ,
for j E Z, k E 7Gn, and I E Zn. Their entries are denoted, respectively,
by a(j, k, l), /3(j, k, l), and ry(j, k, l). The singular integral operators of
Definition 2 are characterized by the simple conditions
Ic(j, k, 1)1 C(1 + Ik - 1I)-n-1 ,
/(j,k,l)1 < C(1+ Ik - ll)-n-ry,
and
ll)-n-ry
I-f(j, k, 1) 1 < C(1 + lk - .
Once we have computed these three non-standard matrices, the stan-

dard matrix (T A, V),\,) may be obtained by a very simple manipulation,
consisting of writing vPa. E V.,, for j' < j -1, and decomposing V' with
respect to the orthogonal basis 0jk, k E Zn, of V
In [E4J, G. Beylkin, R. Coifman, and V. Rokhlin demonstrate that
the above remarks have a considerable significance in numerical analysis.
The reader may also refer to [E7] and [E19].
4 Schur's lemma
For the moment, we shall forget the problem of the continuity of
singular integral operators, and recall the statement of Schur's lemma.
Lemma 4. Let M = (m(p, q))p,gEN be an infinite matrix and suppose
that w(p) > 0 is a sequence of positive real numbers. Suppose, further,
that, for every p E N,
(4.1) E Im(P, q)Iw(q) < w(P)
qEN
and, symmetrically, for every q E N,
(4.2) E Im(p, q)lw(p) < w(q).
pEN
`ti
Then M : 12 (ICY) , l2 (N) is bounded and the norm of M is not greater

than 1.
Indeed, suppose that Eo jx(q)12 < 1 and put y(p) = Eo m(p, q)x(q).
8.4 Schur's lemma 55
We intend to show that Ta ly(p)12 < 1. To to do this, we write

m(p,q)j1/2jx(q)j-
Im(p,q)Ilx(q)l = Im(p,q)j1/2w1/2(4)w 1/2(q)
Applying the Cauchy-Schwarz inequality gives
Iy(p)I 2 Im(p.4}lw(4) jm(p, Q)jw-1(Q)Ix(t1)12

0 0
0C
<w(p) 1(q)Ix(q)I2
0
We sum with respect to p, change the order of summation and (4.2)
gives what we want.
The magic of Schur's lemma is that the order of the indices is of no
account.
Let us return to the problem of the 12(A) continuity of the matrice.
M whose coefficients satisfy (3.1).
We apply Schur's lemma with w(A) = 2-"j/2. This means we must
estimate
2-a + 2-9
Eit Ek,
2-nj'/22-Ij-j'I((n/2)+ry)
2-j + 2-j' + 12-jk - 2-j'k'I
We start with the case j' > j. Putting d = j'- j, we bound the quo-
tient above by 2(1+Ik-2-dk'l)-1. Now, > k, 2-"d(l+Ik-2-dkl)-n-ry =
Ek, 2-"d(1 + 2-d9k'j)-n-ry < C(n, y), as the latter series can be inter-
preted as a Riemann sum. This leaves
2-ry(j'-j) 2-nj/2 = C(,y)2-nj/2 = C('Y)w(,\).
Similarly, if j' < j, we put d = j - f and the quotient is bounded

above by 2(1 +12-d k - k'I)-1. This leads to a summation over k' which
is bounded above, uniformly with respect to k and d. We are left with

2-n3 /22-(7-j')(n/2+ry) = 2-nj/2 r 2-dry = C('Y)2-n3/2.
j' <j dd>>Ob
So we have proved Theorem 1 when T(1) = tT(1) = 0.

Choosing w(.X) = 2-n7/2 has the following significance. If we look
back at section 8 in Chapter 6 of Wavelets and Operators, we can see
that the operators T and tT are continuous on the homogeneous Besov
o,^
space b"", when T(1) ='T(1) = 0. These two estimates give the L2
continuity by interpolation.
5 Wavelets and Vaguelets

Before leaving the special case of the T(1) theorem, considered above,
we shall give a corollary of the proof we have just presented.
Definition 3. The continuous functions f,,k(x), j E 7G, k E Z'L, on IIBn,
are called vaguelets if there are two exponents a ,fl, satisfying 0 < Q <
a < 1, and a constant C such that
(5.1) I fa,k(x)I <_ C2n1/2(1 +12.7X -
(5.2) Jf2.k(5) dx = 0,
and
(5.3) Ifj,k(x') - ff,k(x)I <- -xIA.
We then have the following result.

Theorem 2. If the functions f j,k (x), j E Z. k E Zn, are vaguelets, then
there is a constant C' such that, for every sequence a(j, k) of coefficients,
(5.4) II >2a(j, k)fj,k(x)II2 < C'(>EIa(j, k)12)112 .
To establish (5.4), we compute the square of the L2 norm of the series
EEc (j, k) f3,k(x) = f (x). To do this, we must compute the integrals
I(j,k;j'k') = ffj,k(x)f9',k'(x)dx.
By symmetry, we can always reduce to the case where j' > j. To use
(5.1), we first note that
2n"' C(n, a)
(1+I2ix-kI)n+a(1+I2fx-k'I)n+' - (1+29Ik'2-a' -k2-jJ)n+a
From this, we deduce that the integral we are interested in is bounded
above, in modulus, by
2-2 + 2-j
C'2-(n/2)1'-.j'1
2-i + 2-"' + I k2-i

- P2-fl
The second estimate we use is given by
fj,k(2-I' k'))f j',k'(x) drI
I J(f3,k(x) -
< C23(n/2+0) Jx - 2-"'k'IPIf,'.k'(x)I dx
< C12-(n/2+0)I.7-3'1.
We denote these two upper bounds of 11(j, k; j', k') I by 1611 and M2.
From them, we obtain a third: 1613 = M2 M1-B, where 0 < 0 < 1.
Choosing 0 sufficiently small, we find we have an estimate of the form
(3.1) and we can finish by applying Schur's lemma.
8.6 Pseudo-products and the proof of the T(1) theorem 57
Theorem 1 can be related to Theorem 2 by showing that every oper-

ator which satisfies the hypotheses of Theorem 1, and such that T(1) =
tT(1) = 0, transforms an orthonormal wavelet basis 4G;k, E E {0,1}",
6 # (0,..., 0), into vaguelets fjk. Inequality (5.4) then becomes a new
proof of the L2 continuity of T.
Corollary. If fik, j E Z, k E Zr', are vaguelets and if Q(j. k) = {x e
R' : 2ix - k E [0,1)"}, then there is a constant C such that, for every
dyadic cube Qo = Q(jo, ko) and every fihnction b E BMO(R"),
(5.5) E I
Jb(x)fik(x)dxl2 < C IIIIBMOIQoI
b
Q(i,k)CQo
Tb establish (5.5), we start with the dual form of (5.4). For f E L2(R")
(5.6) (2E I(f,fik)I2)'"2 < C'Ilfll2
We then write b = bl + b2 + b3 as follows. Let Ql denote the cube which
is Qe doubled (same centre, double diameter) and let b3 be the mean
of b on Qt. The function bl (x) is b(x) - b3 on Ql and 0 otherwise. So
b2(x) is b(x) - b3, if x V Ql, and 0 otherwise. Then
(b, f3k) = (b1, fik) + (b2, fik)
Applying (5.6) gives
OB.
C"IlbiII2 < C"4' IIb,IIBMOIQoI.

We then follow the proof in Wavelets and Operators, Chapter 5, of the
corollary to the proof of Theorem 4. In this fashion, we get
E I(b2, fik)I <_ C"IIbIInMOIQoI
Q(j,k)CQo
6 Pseudo-products and the rest of the proof

of the T(1) theorem
We have just proved Theorem 1 under the hypothesis that the integrals
(6.1) a(A) =
ft(p) dx
and
(6.2) a(a) = JT(.i.b)dx
are zero for all A E A. But the conditions T(1) E BMO and LT(1) E
BMO indicate that, even if these integrals are non-zero, they are none-
theless sufficiently small. Indeed, for every dyadic cube Q,
(6.3) la(A)12 < CIQIIIT(1)II2BMo
Q(,\)cQ
and
(6.3) IQ(a)I2 < CIQIIItT(1)I12BMo .
Q(a)cQ
Conditions (6.3) and (6.4) are the characterization of BMO given by
Theorem 4 of Wavelets and Operators, Chapter 5.
These two conditions will enable us to construct Calderdn Zygmund
operators R and S such that
(6.5) R(1) = T(1), tR(1) = 0, S(1) = 0, and tS(l) = tT(1).
We then put N=T-R-S and get:
(a) N : V -+ V' is weakly continuous and its kernel satisfies (2.8), (2.9)
and (2.10),
because all three of R, S and T have these properties;
(b) N(1) = tN(1) = 0,
which is the point of the construction.
CJ]
.ac
Thus, from what we did before, N is continuous on L2(R'L). Since the
same is true for R and S, it follows that T is continuous on L2(lR"), and
the proof of the T(1) theorem is complete.
We now forget all the foregoing and start with an arbitrary sequence of
complex numbers a(A), ), E A. Suppose there is a constant Co such that
Ia(A)l < C02-"1/2, where ), = k2-i +E2 -', e E {0.1}"\{(0,...,0)}.
Let 8(x) be a function in D(W'), of mean 1. Put
ti.
(6.6) 8,(x) = 2"j8(2'x - k).
Then we consider the distribution S E D'(lR" x E'), defined by

(6.7) S(x, y) = a(A)V)'\ (x)8,\ (y)
AEA
That this series converges, in the sense of distributions, follows im-
mediately from the inequality la(A)l C02-"j/2, the localization of 8a
and ilya, and the fact that f i/ia(x) dx = 0.
It is equally easy to check that the restriction of the distribution
S(x, y) to x 0 y is a function K(x, y) satisfying
Ia.1 K(x, y)l <- Cl x - for 1/4l, lvl
yl-'L-1111-ILI
q
(where the integer q defines the regularity of the wavelets).
Then we have
Proposition 2. The operator T : D(R") - D'(R") whose distribution-
kernel is S(x, y) can be extended as a continuous linear operator on
L2(R z) if and only if EAEA E BMO, or, equivalently, if there
is a constant C such that, for every dyadic cube Q,
(6.8) la(a)l2 < CIQI.
Q(A)cQ
8.6 Pseudo-products and the proof of the T(1) theorem 59
Since T satisfies (2.8), (2.9) and (2.10), we know that condition (6.8)
is necessary, because it means that T(1) E BMO. In fact T(1) _
F-AEA a(A)V).x(x), because f 8a(y) dy = 1.
To see that (6.8) is sufficient, we apply T to an arbitrary function
f EL 2 (RT')- This gives T(f) = EAEACa(A)8A(AGA(x), where 8A(f) =
f f (y)8A(y) dy. Since the wavelets V)A form an orthonormal basis of
L2(R''), we have
IIT(f)Ilz = la(A)I2Iea(f)I2.
AEA
To find an upper bound for this last sum, we use Carleson's well-known
lemma.
Lemma 5. Let p(a), A E A. be a sequence of positive numbers such
that EQ(A)cQ p(a) < IQI, for every dyadic cube Q. Then, for every
sequence w(A) > 0, A E A, we have
(6.9) w(A)p(A) < fR. w(x) dx ,
AEA
w(x) = sup W(A).

Q(A)3r
In our case, if we ignore the constants, we have p(A) = Ia(A)12, W(A) _
IOA (f) 12 and thus w(x) _ (f *(x))2, where f * (x) is the Hardy-Littlewood
maximal function of f . We finish by observing that fa (f*(x))2 dx <_
CIlfll2-
We still need to prove Lemma 5. The characteristic function X(A, t)
is defined by X(A. t) = 1. if 0 < t < w(A), and 0 otherwise. Then
w(A)p(A) = Jx(At)P(A)dt.
AEA AEA
For t > 0. let Sgt be the set of x such that w(x) > t: then Sgt can also
be expressed as the union of all the cube Q(A) such that w(A) > t. By
the Bienayme-Chebyshev inequality, Isntl < t-' f w(x) dx, and we may
suppose that the integral is finite, because, if not, (6.9) loses all interest.
Let Qk denote the maximal dyadic cubes contained in fIt. u t is the
union of the Qk and, for t > 0, we get
4-+
VII 'w`
X('\'t)p('\) < E p(A) _ E p(A).

ACA Q(A)Cls k Q(A)CQk
We now use the assumption about p(A) and get Ek IQk I = I0t I as an UP-
per bound for the double sum. We finish by observing that f 11 I dt =
fan w(x) dx.
Proposition 2 is now completely established and gives the operator R
we have been trying to construct. To define S, we replace a(A) by 0(a),

and S is the transpose of the operator R constructed using the ,6(A).
7 Cotlar and Stein's lemma and the second proof

of David and Journe's theorem
We state Cotlar and Stein's well-known lemma.
Lemma 6. Let H be a Hilbert space and let T9 : H -4H, j E 7G, be
bounded linear operators with adjoints TT . Suppose that there exists a
sequence w(j) > 0, j E Z, such that , MA)'/2 < 00,
(7.1) IIT;TkII <w(j-k), forallj,kEZ,
and
(7.2) IITj7k1I <w(j-k), for all j,kE7L.
Then, for all x E H, the series E-> T9 (x) converges in H. Putting
T(x) _ ooT!(x) gives IITII < E (w(j))1/2.
We follow [108] and first consider the finite sums S = SN = ENN T3.
Of course, IISII' = IIS*SII and, since S*S is a positive self-adjoint oper-
ator, IIS*SII = II (S*S)MII1/M for every integer M > 1. Now
(S*S)M EE...EETj<Tk1...T-j,, TkM
?1 k, 3m k-
A brute force upper bound for II (S* S) M II is given by
EE ...EEIIT,,Tk1 ...T;,,TkMII
J1 k1 9m k,,
and we then consider adjacent pairs of terms in two ways. We can either
use (7.1) to get the estimate w(j1 - k1) - - - w(jM - km) or separate off
the first and last terms and employ (7.2) for the rest. By (7.1), IITkhi
(w(0))1I2, so the second upper bound is w(0)w(k1- j2) . w(k j-1-jM).
We then take the geometric mean of the two estimates to get
II? T51 ... II (w(0))1/2(w(j1 - k1))1/2( (k1 - i2) )1/2 ...
... (w(kM-1 -jM))1/2(w(3M - km ))1,2.
Let a = E Summing successively o v e r j1, k1, ... iM
we get (w(0))1/2a2M-1.
Summing over km multiplies the estimate by

?,,
2N + 1.
Putting all this together gives IISI12M < (2N + 1)(w(O)) 1/202M-1, or
.vim
IISII < ((2N + 1)(w(0)1/2a-1)1/2Ma. It is now enough to let M tend to

infinity to get ISO < a.
To pass to the general case, we follow the argument of J.L. Journe by
8.7 Cotlar and Stein's lemma 61
remarking that, if the scalars \j are such that lajl < 1, the operators
)jTj still satisfy (7.1) and (7.2) with the same w. As a consequence, if
we put yj = Tj (x), we get, for every N > 1,
N
(7.3) )`jyj < allxll -
1 N
We then put
E(m) = sup sup II
E a j yj ll
n<JAjJ<m'
and aim to show that e(m) tends to 0 as in tends to infinity. We observe
that e(m) is decreasing and that e(m) > e > 0, if E(m) does not tend
to 0. In that case, we can take disjoint intervals [Mk, m'] and zk =
mk <Ij I <m' A3 z7 , such that I I zk I I > E. We then consider the sums ±zl ±
z2 f f Zk = Z(8, k), where 0 E {-1,1}k. By (7.3), IIZ(0, k)112 <
Q2II cII2. But if we now take the mean of IIZ(0. k)112 over the 2k sequences
of ±1's, we get IlZ,112+___+ IIzkII2 > ke2. This is a contradiction.
We have shown that the series E' Tj (x) converges unconditionally
for all x E H.
In the application we have in mind, H = L2(R") and the condi-
tions attaching to the operators Tj will be described by the weight
w (x, y) = (1 + I x - yI) -"-', for some exponent 'y > 0. We put w j (x, y) _
2' -I w(2jx, 2-7y) and we suppose that
Tj f (x) = JTj (x, y) f (y) dy,

where
(7.4) ITj(x,y)I <W?(x,y)-
Furthermore, there will be an exponent Q E (0, y], such that
-a)
(7.5) ITj(x,y)-Tj(x,y')I <22FIy-y'IR(wj(x,y)+wj(x,y')),

(7.6) ITj(x,y)-Tj(x',y)I <_ 23RIx-x'Il(wj(x,y)+wj(x',y)),
and the Tj (x, y) will also satisfy
(7.7) JT2(x, y) dy = 0 for all x E R",
(7.8) JT2(x,Y)dx=0 for all y c R".

The lemma of Cotlar and Stein then assumes the following form.
Lemma S. Given the hypotheses (7.4) to (7.8), there exists a constant
C($, ry, n) such that
(7.9) II Ti 11 < C((, f, n) -

-00
We prove this estimate by applying the lemma of Cotlar and Stein.

To do this, we use the following continuous version of Schur's lemma to
get an upper bound for the norms of the operators Tj Tk and TJTk.
Lemma 9. Let A : R' x IR7' - C be a Bores-measurable function. If
f' IA(x, y) I dy < 1, for all x E R', and fIR JA(x, y) I dx < 1, for all
z24
y E R', then the operator L, given by L f (x) = f A(x, y) f (y) dy, is a
continuous operator on LP(IR'"), 1 < p< oc, of norm not greater than I.
Assuming this result, we continue the proof of Lemma 8. The kernel
of TkTj is
A3k(x,11) = njTk(zx)Ti(zY)dz*
while that of TjTk is
B jk (x, y) = f Tk (x, z)T'j (y, z) dz .

n
The hypotheses on T3 (x, y) are symmetric in the variables x and y. For

that reason, we can restrict our discussion to I(j, k) = f IAjk(x, y) I dx
and J(j, k) = f IAjk(x, y)I dy, taking j < k. Writing
Ajk(x, y) = j(k(z. x) - k (y, x))Tj (z, y) dz ,
we get
IAjk(x,y)I <2k13
n f Iy-zI'(wk(z,x)+wk(y,x))wi(z,y)dz.
To estimate I(j,k), we evaluate the double integral by first integrating
with respect to x. Since f wk (z, x) dx = C, we are left with
2k,of Iy - zI11 wj (z, y) dz _ C'2-('r-P)13-kt .
n
We leave the reader to conclude the proof of Lemma 8 by a similar
estimate of .I(j, k).
We return to the particular case of Theorem 2, in which T(1) = 0 and
tT(1) = 0. To establish the continuity of T, using the lemma of Cotlar
and Stein, we must expand T appropriately as T = x Tj.
To this end. we let 8(x), x E R'", denote a C1 function depending only
on IxI, whose support is contained in IxI < 1 and whose mean is 1. Let
Sj be the operator defined by convolution with 8j(x) = 2"j8(2jx) and
put Aj = Sj+1 - S.
The series decomposition of T to which the lemma of Cotlar and Stein
applies can then be written as
00 x 00 00
T = E(Sj+1TSj+1 - SjTSj) = AjTSj +>2SjTAj +F, AjTA-, .

-00 -0-0 -00 -OC
8.7 Cotlar and Stein's lemma 63
The details of the proof are very simple. We give them for the conve-
nience of the reader.
Definition 4. Let L : V --+ V' be a continuous linear operator. We say

that L is regular if
lim (LSSu, S3v) = 0 for u, v E V.
00
The significance of the definition is that a regular operator L is the

sum of its telescoping series (SS+1LS3+1 - SSLS1). It is not hard
to see that every weakly continuous operator on L2(IR") is regular. On
the other hand, it is easy to give examples of operators which are not
regular.
The theorem of David and Journe then follows from
Proposition 3. If T satisfies the hypotheses of Theorem 2 and if, fur-
ther, T(1) = tT(1) = 0, then the lemma of Cotlar and Stein applies to
each of the three series
0c Co 00
EA3TS3, ES2Tt3, and 1: t3Tt, .
-cc
In fact, a more precise result is valid: the condition T(1) = 0 together
with the weak continuity of T is enough to deal with the first series;
1T(1) = 0 is what is needed for the second; the final series requires only
the weak continuity of T.
We concentrate our efforts on the first series. Let r1j = 83+1- 03. The
kernel T3 (x, y) of the operator o?TSS is calculated by the same rule as
the coefficients of a product of three matrices. We have
(7.10) MX, y) = I:E rl3 (x - u)S(u, v)03 (v - y) dudv
where S(u, v) is the distribution-kernel of T. We put 773 (x - u)
and 0,(V) (v) = 03(v - y), so that we also have
(7.11) T3 (x, y) = (T83v), 71W)
If the distance from x toy is not greater than 4-2-3, the estimates are
a consequence of the weak continuity of T, whereas, if Ix - yJ > 4.2-',
we can replace S(u, v) by the kernel K(u, v) corresponding to T. From
here, (7.4) can be obtained by the usual calculations.
The verification of (7.5) and (7.6) is simple and left to the reader. In
equation (7.7), the integral is T3 (1) = A3TS9 (1) = A3T(1) = OJ (0) = 0.
This formal calculation is easy to justify and we leave that task to the
reader. Verifying (7.8) is even more straightforward.
8 Other formulations of the T(1) theorem

To deal with certain applications, it is convenient to have several dif-
ferent ways of expressing the necessary and sufficient conditions which
appear in the T(1) theorem.
We suppose, once and for all, that conditions (2.8), (2.9) and (2.10)
are satisfied by an operator T : V - V' and the corresponding kernel
K(x, y). We shall examine, in greater depth, the relationship between
T(1), tT(1) and the property of weak continuity.
Proposition 4. Suppose that T and K(.c, y) satisfy (2.8), (2.9) and
(2.10) and that T is weakly continuous. Then T(1) and tT(1) belong
to the homogeneous Besov space Bo-'. Conversely, if u and v are arbi-
trary elements of Mfo, there exists an operator T : V --+ V' satisfying
properties (2.8), (2.9) and (2.10), which is weakly continuous and such
that T(1) = u and tT(1) = v.
To prove the first part, we observe that B°' is the dual of B°'1.
Moreover, the elements of Bo,l have an atomic decomposition using
special atoms. The special atoms are constructed from basic functions
r-,
ip E D(n) whose supports lie in the unit ball jxj < 1 and which satisfy
ran
f )(x) dx = 0 Then the "special atoms" are the functions of the form
a-"V) (a-1(x - x0)), where a > 0 and xo E R" are arbitrary.
After using the isometric invariance of the hypotheses under the action
U4'
rya
of the group ax + b, everything boils down to showing that the estimate
(T(1), V)) < Co holds, where Co depends only on the constants which
'f5
:Yo
appear in the hypotheses made about T and on

.ti
1101011., for
a certain integer q > 1. This estimate is obtained by repeating, word
for word, the argument used to define T(1). The property of weak
continuity appears in the term (T(4a), 1), where tbp E D(IR"), 00(x) = 1,
for IxI<2.and -i(x)=0,for IxI >3.
To show the converse, we look at the construction of the pseudo-
..a
products used in the proof of Theorem 2. The details are left. to the
reader.
In the opposite direction. it is sometimes useful to he able to deduce
the weak continuity from another condition.
Proposition 5. Suppose that property (2.8) is satisfied by the kernel
K(x, y) corresponding to an operator T : V V'. Then the weak
continuity of T follows from the continuity of T: Bo'1 Ll
Here we can again reduce the problem to estimating I(Tg, f) 1, where
coo
f and g are sufficiently regular functions with supports in the unit ball
8.9 Banach algebras of Calder6n-Zygmund operators 65
Ix) < 1. Consider h(x) = f (x) - f (x - xo), where Ixo1 = 3. Then

h c Bl'1 (in fact, h is a special atom) and we get
fin'
(8.1) (Tf, g) = (Th, g) + JJK(x, y)f (y - xo)g(x) do dy.
We estimate the first term, using the continuity of T : Bi'1 - L', and
the second term, using (2.8).
The continuity of T : B°" -> L' is a consequence of the condition
(8.2) IIT( ,a)112 < C,
where ?ia, ), E A, is the orthonormal wavelet basis of compact support
of Wavelets and Operators Chapter 3, section 8. Since IIV)a 112 = 1,
eon
condition (8.2) expresses a weak form of the L2 continuity of T. To

check our assertion, observe first that (8.2) and (2.10) imply (Chapter 7,
section 3) that
(8.3) IIT(&a)II1 < C2-mj/2
and then that (8.3) is equivalent to the continuity of T : B°" , L',

because of the atomic decomposition of Bo,l
Proposition 6. Suppose that (2.8) and (2.9) hold. For each E R",
let x£ denote the character x '--' e"£. Then the weak continuity of T is
implied by the existence of a constant C,, such that, for each C E R",
the B00 norm ofT(Xt) is not greater than C,.
We need to use (2.9) to define T(x(). To prove the weak continuity, we
once again reduce the problem to (T f, g), where f and g are sufficiently
regular and have supports contained in the unit ball. This time, we
put h(a) = g(x) - g(x - x0) and everything comes down to estimating
(T f, h). To do this, we write
f (x) = fJ()e c
which gives
IITfI1B < (21)-" f IJ(e)IIIT(X£)IIBo ds; < Cl .
This gives an upper bound for I (T f, h) 1, because h is a special atom.
9 Banach algebras of Calderdn-Zygmund operators

We recall that the Riesz transforms RJ, 1 < j < n, are defined by
Rj = Dj(-L1)-1/2, Where Dj = -i&/8xj. The RI are first genera-
tion Calderdn-Zygmund operators. We have R3(1) = tRj(1) = 0 and
this property is shared by all Calderdn-Zygmund operators which are
convolution operators, in other words, those that commute with trans-

lations. The collection B of these operators is a commutative algebra of
Calder6n-Zygmund operators and T(1) = tT(1) = 0 for every T E B.
For a result in the opposite direction, we let A denote the collection
of all Calder6n-Zygmund operators T satisfying T(1) = LT(1) = 0.
U1'
We shall show that A is an algebra of operators. In fact, A is the
largest algebra of operators which consists of Calder6n-Zygmund op-
erators and contains B. More precisely, if T is a Calder6n-Zygmund
"'+
operator and if the same is true for RI T. TRI, ... , RT and TR,,, then
T necessarily belongs to A.
.,.
,e'
Let CZO denote the vector space of all Calder6n-Zygmund operators.

Then the proof of the T(1) theorem gives the isomorphism
(9.1) CZO = A ®BMO ®BMO .
This decomposition amounts to putting T(1) = /3, 'T(l) = ry, for
T E CZO, and using these two BMO functions to construct the pseudo-
P,..
',o
`JO
products L13 and tL.y, by the technique of Section 6. By these means.

we get T = Lo + t L.y + N. where N E A.
ICI
In conclusion, A gives a good approximation to the entire collection

CZO of all Calder6n-Zygmund operators and is the largest algebra con-
taining the usual Calder6n-Zygmund operators.
We still have to pose and resolve the basic problem of the symbolic
fin'
calculus for A. We shall show that A is the increasing union of the

Banach algebras OpM.y, 7 > 0, which are isomorphic to explicit matrix
algebras. This will enable us to construct an operator T E A which is
an isomorphism on L'(1R") and whose inverse does not belong to A.
'°5
The time has come to prove these assertions.

Proposition 7. If the 2n + 1 operators T, R1T, TRI, ... ,
114
and
TR belong to CZO, then T(1) = 0 and tT(1) = 0.
To see this, we use the definition of H' (R") given by Stein and Weiss,
M./
namely, f E H1(Rn) if and only if f E L'(R) and Rif E L'(R°), for

1<j<n.
,-,
So let f be a function which is in the unit ball of H' (R') and in L2,
so that all the operations we are about to perform make sense. Since T,
R1T,... , R,,T are all Calder6n-Zygmund operators, we have T f E L',
cad
R1T f E L', ... , f E L', and thus T f E H'. This means that
T extends to a continuous linear operator on H', which implies that
tT(1)=0.
We repeat the same line of argument, but starting with IT instead of
T, to getT(1)=0.
coo
8.9 Banach algebras of Calderdn-Zygrnund operators 67
We now intend to verify that A is an algebra of operators by estab-

lishing the indentity A = Uo<ry<1 CpM.1, where:
ova
(9.2) (9pM.y is a non-commutative Banach algebra of Calderbn-Zyg-

't3
mund operators;
(9.3) OpM.yCOpM.y,, if0<) <ry.
't7
We start from a Banach algebra M.,, -y > 0, of matrices acting on
.C°.
12(A): remember that A is the disjoint union of the A where Al =
2-i-1Zn \ 2-3Z" Every A E A can thus be written uniquely as A =
2-i (k + r), where r = e/2, fore E {0,1 }n \ {(0, ... 10)1.
We fix ry > 0 and define Wy : A x A (0, oc) by
n+'y
2-1i'-71('n/2+-Y) 2-i + 2-7'
W7
1 + (j' - j2) 2-i + 2-i' + Ik2-i - k'2-fl
Definition 5. A matrix A = (a(A, k))(,\,,\')EAxA belongs to M-, if there
exists a constant C > 0 such that, for all (A, A') E A x A,
(9.4) Icx(A, A')I < Cc.zy(A, A').
Proposition 8. For every -y > 0, M, is an algebra.
The proof is a simple verification. We just need to prove the existence
of a constant C(n, -y) such that, for each A0 E A and Al E A,
(9.5) E U-y(Ao, A)wy(A, A1) < C(n,'y)u-r(Ao, Al) .
AEA
With the obvious notation, we can distinguish three partial suns in
(9.5), corresponding to j > j1 > jo, jr > j > jo and ji > jo > j (by
symmetry, we may suppose that ji > jo).
In the first case, we note that, if 0 < 17 < E < 1 and x, y E 1[8n, then
r7kl)-n-7
(1 + Ix - Ekl)-n-~(1 + l y -
kEZ'
<C'(n,7)e-n(1 + Iy
- x77e-'I)-n-r
which immediately leads to the estimate we want. For this case, the
terms (1 + (j - jo)2)-1 and (1 + (j - ji)2)-1 could have been left out.
The case ji > jo > j can be dealt with similarly.
The situation where ji > j > jo is more interesting: we then need to
observe that
ji)2)-1
(1 + (j - jo)2)-1(1 + (j - < C(1 + (j' - jo)2)-1

h ?i?io
Omitting these terms would have introduced a "logarithmic" singularity.
Let V)a, A E A, be a wavelet basis arising out of a multiresolution
approximation of regularity r > -y. We define (9pM.y to be the set of
operators T whose matrices, with respect to the (orthonormal) wavelet

basis, belong to M.y. We need to show that this definition does not
depend on the particular choice of wavelet basis. To do this, let Via be
another orthonormal wavelet basis of regularity r > y. Then the matrix
M = (m(A, A')) of the unitary operator defined by U(P,,) = ,\, belongs
to My, because m(A, A') _ zlia.) and the verification of (9.4) is
immediate (and similar to that carried out in section 5).
From now on, we consider only the case where 0 < y < 1. We let
.A.y C A denote the collection of Calderon-Zygmund operators satisfying
(2.8), (2.9) and (2.10) with exponent -y and such that T(1) = tT(1) = 0.
Then we have
Theorem 3. ff 0< y< 1 and T E OpM.r, then T E A.. Conversely,

if T E A., and if 0 < y' < y, then T E OpM,, .
In one direction, (3.1) gives T E OpM.y', for 0 < -y' < y. In the other,
V"!
we must verify, for T E OpM,,
(9.6) I K(x, y)I 5 Coix - yl-' ,
yj-'"-ti
(9.7) IK(x', y) - K(x. y) I <_ Ci Ix' - x1" Ix -
for Ix' - xj < Ix - yj /2, and
(9.8) IK(x, )-K(x,y)1 <C,ly -yllIx-yj
for ly'-i4 <Ix-y1/2.
Since the definition of OpM., is independent of the choice of wavelet
basis, we may do all the computations with a basis consisting of real-
valued wavelets of compact support.
We intend to establish (9.8). For that. we decompose K(x, y) as
Ki (x, y) + K2 (x, y) + K3(x. V), where
Ki(x,y) =
K2(x, y) = a(A, A') , , (x) a, (y) ,

Y=j
and
K3(x. y) =
We shall see that these sums all satisfy (9.8). For the sake of brevity,
we shall only discuss the first. We define jo, jJ E Z by 2-30 < Ix - yI <
8.9 Banach algebras of Calder6n Zygrnund operators 69
2-j0+1 and 2-3' < Iy' - yI < 2-3x+1. We then write
IK(x,y') - K(x, y)I < Cly' - yI 1: E

{3<3o.3<j'<j1}
1 + (j, - j)2
(j il _ 2
{35jo,ji<j'} 1 +
2(n+'Y)j 2(1-'Y).7'
+Cly' - yI (1+(j'-j)2)(1+Ik-lI)n4-r
{jo<j<3'5.ix}
2(n+7)(32-r3'
+C1__1
{jo<j,j1<j'}
where (j, k) corresponds to A, (j', k') to A' and where l E Zn is defined
^p7
by 2-j'k' E Q(j,l).
A few words of explanation are, perhaps, necessary. The first series
involves the "large" cubes Q()) and the "large" cubes Q(X'), where we
exploit the regularity (in y) of the wavelets tpa' (y). Because the wavelet%
are localized, we can forget the sums over k E Z" and k' E Z. since,
for fixed x, y and y', these sums are over sets of pairs (k, k'), where the
size of the sets is uniformly hounded. The second series involves large
cubes Q(A) and small cubes Q(A'). The regularity of the wavelets 1a'
.ti
does not help at the scale of Iv' - yI, and we just use IIz/Jx' III as a bound
for z/)a..
In the last two series, the cubes Q(\) and Q(A') are sufficiently small
to be far apart: the order of magnitude of their distance is 2-J (1 + III +
cad
Ik -1I). For j' < j1, we can use the regularity of the wavelets V)y.
There is no difficulty in making the required estimate for the first two
series, if 0 < -y < 1; the factor (1 + (j' - j)2) -1 is only involved if ry = 1.
Let m > 1 be an integer such that the support of the wavelet V),\
is contained in mQ(A) = mQ(j. k). In the last two series, j, k and 1
are connected by the conditions x E mQ(j,k) and y E mQ(j,1). The
product 2-jlk-1I is thus of order of magnitude Iy-xI, while 2("°+'')3(1+
Ik - 1I)-'x-7 is essentially constant and equal to Ix - yl-n-'r. Once this
estimate has been done, we sum over j, which gets rid of the term
(1 + (j' _j)2)- 1. Finally, the sum over j' gives Iy' - yIT.
We have established (9.8). The estimate (9.7) follows by symmetry.
We now show that T(1) = 'T(1) = 0. Let A,,, he an increasing
sequence of finite subsets of A whose union is A and let Tm be the
corresponding truncated operators, defined by = a(A, A'), if
(A, A') E Am x Am, and am (,\, A') = 0, otherwise. Then T,,,(1) = 0 and
'T,,,,(1) = 0: for once, these equations can be interpreted naively. The
70 8 The T (I) theorem
operators T,,, form a bounded set of Calderou-Zygmund operators, to

which we apply Lemma 3 of Chapter 7 (section 3). Passing to the limit,
we getT(1)=tT(1)=0.
The operators T E OpM j have some noteworthy continuity properties
which we would not normally expect of Calder6n Zygmund operators.
For quite general y > 0 we have
Theorem 4. For all y > 0 and each s E every T E QpM7 is a
bounded operator on the homogeneous Besov space B.
Once again, the verification is purely numerical. We work with the
wavelet basis 0a, A E A, which comes from the Littlewood-Paley mul-
tiresolution approximation (Wavelets and Operators, Chapter 3, sec-
tion 2). We then use the characterization of the Besov spaces given by
(10.5) of Wavelets and Operators, Chapter 6, namely, EC(A)v',\(x) E
Bp,q if and only if
I/P
(9-9)
Ie(A)IP2nj(P/2-1) = 2-s3e3 and Ej E Pp.
SEA,,
So it is enough to show that ry(a) = KWeA still fulfils con-

dition (9.9), when a(A, A') satisfies (9.4) and (9.9) holds for (A), A E A.
To achieve this, we use the following lemma.
Lemma 10. For y > 0 and n > 1, there exists a constant C(-y, n) such
that, if 0 < E < 1, 1 < p < oo, and 1/p + 1 /p' = 1, then the norm of the
matrix AE = (1 + Ik - e1I)-"-" as an operator on 1P(Z") is not greater
than C(-y, fl)'/P' .
In order to prove Lemma 10, we first consider the case p = 1 and
p' = oc. Then the matrices AE are uniformly bounded on l1(Z'), because
>k(1 + Ik - Ell)-"-'I < C(-y, n). The other extreme case is p = oo and
p' = 1. This time, we observe that >i E"(1 + Ik - Ell) _n_7 < C(-y, n),
because the series is a Riemalm sum of a convergent integral.
The general case of Lemma 10 is obtained by interpolation between
the two extreme cases.
We return to Theorem 4. Define the weighted coefficients xE(j, k) by
C())2n3(1/2-1/P)2s2 ,
xe(3, k) =
where A = 2_j(k+E) and E = (El/2,...e"/2), with (El,...) Ell) E
{0,1}" \ ((0..... 0)}. With this notation, the condition for belonging
to the Besov space becomes (Fk Ixe(j, k)IP)1/P E 1 (Z"). Similarly, we
define yE(j,k), using ry(a) and, to simplify the notation, we omit the
8.10 Banach spaces of Calderon-Zygmund operators 71
subscript e. All this gives

y(j,k) _ JQ(3,3',k,k')x(j',k')
j' k'
EE(...)+E>(...)=u(j,k)+v(9,k).
j'?j k' 3'<3 k'

To evaluate (r-A_ Ju(j,k)jP)1/P, we apply Lemma 10 with e = 2-(j'-j)
and get
1/p /P
< 2(r+s)(J,-C (1,+)(j'
j)2) E I x(j'. k')Ip
iu(j. k)IP -
Since ry+s > 0, we only need to observe that convolution with (1+j2)-1
defines an operator which is bounded on 19(Z-), for 1 < q < oc.
fro
V.`
To deal with (Ek Iv(j. k)IP)11P, note that the norm of AE : 1P(Z7') -->
lP(Z") is uniformly bounded for 1 < e and 1 0.
10 Banach spaces of Calderon-Zygmund operators

Let H be a separable Hilbert space. A bounded sequence T,,, of con-
tinuous operators on H converges weakly to T : H -' H if (Tx, y)
(Tx, y), for all x, y E H. It is well-known that, given a bounded sequence
T,n.: H - H. we can extract a subsequence T,,,.,, which converges weakly
to some operator T : H -+ H. This weak compactness theorem is a spe-
cial case of the following general result.
Lemma 11. Let E he a separable Banach space. Then the unit ball B
of the dual space E* of E is a topological space which is metrizable and
compact for the weak topology a(E*, E).
For the case of the unit ball B of £(H, H), we let E denote the tensor
product H®,TH. Then E* is exactly £(H, H), which is how the two
statements are connected.
In Chapter 7, we showed that, for a bounded sequence T,, of Calderdn-
Zygmund operators (that is, T,,, satisfy (2.8), (2.9) and (2.10), with the
same exponent -y > 0 and uniform constants Co and CI), the limit T is
also a Calderon-Zygmund operator.
Will Lemma 11 help us to interpret this remark? We shall see that
the answer is "yes", by showing that the Calder6n-Zygmund operators
sort themselves, in a natural way, into a family of Banach spaces L-,,
0 < -y:5 1, satisfying the following conditions:
(10.1) if (2.8), (2.9) and (2.10) are satisfied by T, then T E c.e, for
0 < y' < ry, and the norm of T in L.y only depends on the
constants Co, C1, on the norm of T : L2 - L2 and on -y and ry';
his
(10.2) if 0 < Y < ry, then L y c L,,;
(10.3) if T E L.y, then (2.8), (2.9) and (2.10) are satisfied with the same
r;
(10.4) L.y is the dual of a separable space E.y.
To define & and L.,, we go back to the decomposition T = R + S + N
used in the proof of Theorem 1. We recall that R is the pseudo-product
o,.
with the fraction T(1) E BMO, that S is the transpose of the pseudo-
product with tT(1) and that N satisfies N(1) _'N(1) = 0.
We write T E L,y if (and only if) N E (9pM.y. The norm of Tin L.y is
(10.5) IIT(1)IIBMO + II'T(1)II13r4o + II NII oPM, ,
where the last norm is defined to be the infimum of the constants ap-
pearing in (9.4).
As a Banach space, OpM, is isomorphic to t°°. Indeed, IINpopM.,
is the norm in 1' (A2) of a(,\, a')/W.y(A, A') and the bounded sequences
in question are entirely arbitrary (because za is a Hilbert basis). The
Banach space L.y is thus isomorphic to BMO(R") ®BMO(1Rn) e1°°(A2),
which is itself the dual of H' (litre) ® H' (1Rn) ® 1' (A2).
What we have done proves the statements (10.1) to (10.4), but it
might be useful to give the relevant isomorphisms explicitly. To do that,
F'+
we use the following notation. If E is a Banach space whose dual is E*, if

moo.
U E E and v E E*, then u®v e L(E, E) is defined by (u.®v)(x) = v(x)u,

for allxEE.
We also need the idea of unconditional basis of a dual space E*. Let
['+
E be a separable Banach space with an unconditional basis e3, j E N.

"o'
Then every vector x E E can be written uniquely as x = aoeo+a,el +- -

ICI
and this series converges to x commutatively. The scalars a, are given

by a3 = (e?, x), where (-, -) denotes the bilinear form which encapsulates
the duality between E* and E.
Let x* E E*. We define ,3i = (x*, ej) and it follows that, for all y E E,
(10.6) lo(e0*,y)+...+,(1?(ej*,y)+...
(x*,y)=
In other words, the series ,Qoeo + . - - +,Q3e3 + converges to x* in the
o(E*, E) topology. Further, there exists a constant C > 1, such that all
the series \o(3oeo + - + AJ,O?e; + - -, with Ian I < 1, converge, in the
VI-
v(E*, E) topology, to elements y* E E* satisfying II y*IIE. < CIIx*IIE..

We can then state
Theorem 5. If O,, is given by (6.6), then the union of the three families
b)®Ba,AEA,Ba®aPa,aEA,and ?ia®zp>,'.(A,A')EA2,forms an
'.1
unconditional basis of L.,, where the norm is defined by (10.5).

8.11 Variations on the pseudo-product 73
In other words, every operator T E Gy can be written uniquely as

(10.7) T = E a(A)?LA®9A+E Q(a)6A®1JA+E E y(A,
AEA ACA A Al
Even more explicitly, (10.7) means that the distribution kernel S(x, y)
of T is given by
(10.8) S(x, y) = a(A) A(x)9A(y) + A(y}
AEA AEA
+ E E y(,\, )7GA(x) A' (y)

A Al
Further, if A,, in E N, is an increasing sequence of finite subsets

of A whose union is A, then the operators T,,,,, defined by (10.7), but
with A replaced by form a bounded sequence of Calderon-Zygmund
operators whose limit is T.
Given this information alone, it is easy to identify the three series
which appear in (10.7). Indeed, we have T,,,(1) _
and thus, by a simple passage to the limit, T(1) _ >AEA a(a*A(x).
Thus, the first series on the right-hand side of (10.7) is the pseudo-
product with T(1). The second is the transpose of the pseudo-product
with 'T(l) and the last series is the operator N E OpMy.
It is worth noting that the conditions on the coefficients of (10.7) apply
to their absolute values (this is a general consequence of the definition
of an unconditional basis). Conditions (6.3) and (6.4) apply to a(A) and
13(A) and we have condition (9.4) for y(A, X).
11 Variations on the pseudo-product

The proof we have given of the T(1) theorem is based on a bilinear
operation 7r : BMO x L2 - L2 such that, for every function b E BMO,
the operator f --+ 7r(b, f) is a Calderdn-Zygmund operator. Explicitly,
(11.1) ir(b,f) _ (b,V,A)(f,eA) A
AEA
We have called this operation a pseudo-product. This is why. If
b E LP(Rn) and f E LQ(R ), 1 < p, q < oo, then 7r(b, f) belongs to L',
whexe 1/r = 1/p + 1/q. Moreover, we can show that, when b and f
are both in L2(Rn), then ir(b, f) belongs to the Stein and Weiss space
Hl. To see this, we let g be a function in BMO and try to show that
CIIbII2IIf II2II9JIBMO is an upper bound for I (Tr(b, f ), g) I. In fact, we can
see immediately that (7r(b, f ), g) = (b, 7r(g, f )) and we then apply the
initial description of 7r.
The meaning of the above is that the pseudo-product improves on the
usual product as far as Holder's inequality is concerned: the product of
2.9
ado
two functions in L2(lR") is an Ll and not an H1 function. Similarly,
the product of a BMO function by an L2 function does not, in general,
fig'
belong to L2.
These new algebraic operations on functions are one of the revolution-
pip
ary aspects of Calderon's achievements. Let us recall how Calderon's
argument goes. We let lIP, 0 o f-00
If f E TIP and g E TIP, then Calderon defines a third function h(z)
holomorphic on sm z > 0, by h'(z) = f (z)g' (z) and h(ioo) = 0.
`''
Since the derivative of f g is given by f g' + f'g, we can think of h(z)
as one "half' of the product of f and g: the other half would he given
by defining h'(z) = f'(z)g(z).
In 1965, Calderon showed that his pseudo-product behaved like the
usual product. In particular, his proof of the L2 continuity of the first
commutator (whose distribution kernel is PV((A(x) - A(y))/(x - y)2),
"54
A' E L°°(R)) relies on the inequality IIhII 15 C'IIf1I2IIgII2 This procedure

can be found again in the proof of the T(1) theorem, which relies on the
'++
continuity of the pseudo-product.

Another operation related to the pseudo-product is J.M. Bony's well-
known paraproduct ([161) which we shall encounter once more towards
coo
the end of this volume.

To define the paraproduct, we let -y(x) denote a radial function, in
cad
the Schwartz space S(R"), whose Fouriex transform satisfies 1 if

Iei51and y(C)=0if ICI >3/2. For all jEZ,we let
the operator of convolution with 2"jy(2jx) and we put Oj = S.7+1 - S3.
.'3
The decomposition 1 = E ' Oj is the Littlewood-Paley decompo-

t-!
sition. If f belongs to L2, the support of the Fourier transform of

f j = /(f) is contained in the annulus 1 j defined by 2j _< ICI < 3.2j.
Bony's paraproduct is the bilinear operation defined by
B(f, 9) _ E00Sj-1(.f )Oj (g) -

00
The difference between the subscripts is no accident. Its effect is that
the product hj = Sj _, (f )Oj (g) has a good "frequency localization".
To see this, we note that, if the spectrum (that is, the support of the
[n'
Fourier transform) of a function u is a compact set A and if that of v is

`".
sw.
a closed set B, then that of the product uv is contained in A + B. On

applying this remark to hj, we find that the support of h3 is contained
8.11 Variations on the pseudo-product 75
in (1/4)23 < ICI < (154)23. The frequency localization ensures that the
h3 are orthogonal when j - 0 (mod 4), or ..., or j - 3 (mod 4). Thus
^'T
III
1/2
IIB(f,9)I12 <4 IIS3-I(f)L3(g)I12

and it is easy to show that. CIIf II2II9IIBMo is an upper bound for this
in'
expression, by using Carleson's lemma. Bony's paraproduct might just
as well have been used to prove Theorem 2, since
coo
rip
00
B(1,g)=E03(g)=g if9EB11MO.
-00
Let us return to the bilinear operation given by (11.1). Journe has
R.^
been able to relate the continuity of this operation directly to the fact
°'h
that the wavelets form an orthonormal basis of the space BIM. Journe's
proof is based on the following observation, which we shall prove below.
Proposition 9. Let T : D(IR") -' D'(lR') be a continuous linear op-
erator. Suppose that T extends as a continuous operator of L°° into
BMO (to do this, we use the denseness of D in L°° with the weak topol-
ogy a(L°°, L')). If, moreover, the distribution-kernel of T, restricted to
x # y, satisfies the estimate IK(x, y)I < Colx - yl-" and
(11.2) f IK(x, y') - K(x, y)l dx<C
then T extends as a continuous linear operator on L2(R").
The operator to which we apply this remark is f H 3r(b, f ). The proof
of (11.2) is an immediate consequence of
I(b,Va)I < IlbllaasollV)allxw <- C2-"312IIbIiBMo
It is thus enough to check that II3r(b,f)IlBMo <- CIIfII.IIbIIBMO in order
to conclude. But we have I (f, 9),) <_ C II f II . We interpret the right-
hand side of (11.1) as a modification of the series b = EaEA(b,
which is unconditionally convergent in BMO. The modification consists
of multiplying by a series of coefficients which belongs to l°°(A).
We still have to prove Proposition 9. We first verify that T is a
continuous mapping from H' to L'. We then obtain the required result
by interpolation ([75] or [109]).
To prove the continuity of T on H', we use the atomic decomposition
of H'(lRn) given by atoms normalized with respect to the L°° norm.
Let a(x) be such an atom, with support in a ball B, centre xo and
radius R > 0. The atom is normalized by Ilall,,, < 1IBI-I and satisfies
fa(x)dx=0.
Let B' be the "twin" of B: the radius of B' is R and its centre xi
satisfies Ix, - xoI = 3R. Further, we let 3B denote the ball with centre
x0 and of radius 3R.
If Ix - xoI > 3R, we write Ta(x) = f (K(x, y) - K(x, xo))a(y) dy, so
that (11.2) applies and we get
ITa(x)Idx <C.
J -xol>3R
It remains to estimate f3B ITa(x) I dx. Since a E L°°, it follows that
Ta E BMO. Of course, this does not of itself allow us to estimate
LB ITa(x)I dx unless we have some information about the mean of Ta
on 3B. But, since Ta E BMO, the mean can equally well be estimated by
doing the calculation on B'. There, we can use the estimate IK(x, y)I <
CoIx - yI-n and the result follows immediately, by a computation that
la,
we leave to the reader.
12 Additional remarks
One can try to find the minimal conditions on the regularity (with re-
gyp'
spect to x and y) of the kernel K(x, y) of T, under which the conclusions

of Theorem I still hold.
In order that T(1) and 'T(l) can be defined. it is sufficient that K(x, y)
a4+
satisfies the Hormander conditions

o..
(12.1) J IK(x,y') - K(x, y)I dx < C

11 x-yI>21y'-yl
and
Jx-yI>21x'-xl I K(x , y) - K(x, y) I dy < C < oo.

te.
(12.2)
We do not know whether Theorem 1 is still valid under these condi-

tions. The delicate part of the proof is that of the continuity of T under
conditions (12.1), (12.2), T(1) = 0, tT(1) = 0 and the weak continuity
of T.
No longer are the operators of this chapter convolution operators.
It thus seems natural that the T(1) theorem should work in geometric
frameworks other than that of locally compact abelian groups. A natural
geometric framework has been defined by Coifrnan and Weiss: that of
spaces of homogeneous type. These authors show that most of the results
of Chapter 7 remain valid in this context. Finally, David, Journe and
Semmes have proved the T(1) theorem for such spaces ([76], [97], and
[98])
Examples of Calderon-Zygmund operators
1 Introduction
Initially, there was no difference between Calderon-Zygmund opera-
tors and pseudo-differential operators.
The former class consisted of kernels K(x, y) = L(x, x - y), where
L(x, z) E C°°(lRI x R" \ {0}) satisfied
L(x, z)I < C(a, Q) , if IzI = 1,
L(x, Az) = A-"L(x, z), if A > 0,
and. lastly,
JL(x, z)dv(z) = 0,
where da was the usual surface measure of the unit sphere Izi = 1 in R.
The operator T was then defined by T f (x) = PV f L(x, x - y)f (y) dy.
The latter class consists of those operators which correspond to sym-
bols E C°°(Rn x Rn \ {0}) satisfying
IOov(x, C)I <_ C(a, 0), for It l =
and
v(x,AO = a(x,0, for A > 0.
It is not necessary to suppose that the mean of the symbol on Itl = 1 is

zero, as long as we allow the inclusion of symbols which do not depend
on t (these correspond to the operators of pointwise multiplication by
bounded functions of x).
The relationship between the symbol a(x, C) and the operator T is
given by T f (x) = f e a(x, ) f Basically, T(e'x'{) =
a(x, C)e'x-£ and this operation is the analogue of amplitude modulation
in radio detection. Finally, kernel and symbol are related by
(1.1) PV / L(x, y)e-t£"' dy = a(x, t)
(here, the Fourier transform is to be understood in the sense of distri-
butions) .
The relationship (1.1), discovered by Calderon and Zygmund in the
78 9 Examples of Calderon-Zygmund operators
1950s, opened the way to all later developments in which the pseudo-
differential operators were defined using algebras of symbols, without ref-
Q..
erence to any kernels. After the golden age just described, the two points
Obi
.,,
of view diverged: Kohn and Nirenberg, for their part, and Hormander,
for his, systematically favoured the definition of pseudo-differential oper-
ators by symbols. Research on kernels remained very active in the school
of Calderon and Zygmund and led to what we now call the "Calderon-
c.,
Zygmund operators."
It remains to be seen whether the operators in question can be defined
by symbols satisfying simple conditions of regularity and rate of growth
at infinity.
Unfortunately, this is not the case for the set C of the operators of
1111
Calderon's programme. However, there does exist an algebra A... C C
of operators which can be described, either by their kernels, or by their
symbols, or by the matrices of their coefficients in a wavelet basis.
.]'
For example, suppose we start with symbols satisfying the illicit esti-
mates
(1.2)
-°C
We know that such conditions do not give operators which are bounded
on L2(Rn). In the light of the T(1) theorem, however, we can see that
it will be sufficient to require that the symbols of T and its adjoint
T* satisfy (1.2). The set A, of these operators is a subalgebra of
L(L2(1[ln), L2(R" )). One of the purposes of this chapter is to show that
the algebra A, can be characterized just as well by conditions on the
distribution-kernels of the operators.
We may also characterize the operators T E A. by their matrices in
'ti
the orthonormal basis of Littlewood-Paley wavelets, and this property

.C'
enables us to investigate the symbolic calculus. This algebra is unlike

tip
the usual algebras of pseudo-differential operators, in that there exists

.x°
an operator T E A,, whose inverse does not belong to Aa, even though
T is an isomorphism on L2(l[$n).
The operators T E A,,, arise when we use wavelets as unconditional
bases in classical spaces of functions or distributions. If the orthonormal
basis 4 , A E A, is an unconditional basis of B, every bounded operator
on L2(lR') which is diagonal with respect to the basis rba can be extended
r']
as a continuous linear operator on B. These are the operators which

COO
belong to A.
The second group of examples that we deal with in this chapter
'L7
cannot be described in the usual language of pseudo-differential op-

erators. In the course of Chapter 13, we shall see that we can ap-
QUA
9.2 Pseudo-differential operators and Calder6n-Zygrnund operators 79
proach these examples by extending that language to multilinear op-

erators. What we are discussing are the commutators ri = [A1, Li],
r2 = [Al, [A2, L2]], ... , rk = [Ai, [A2, -, [Ak, Lk]] ...], where the L;
mss.
are classical pseudo-differential operators of order j and the A; are op-
erators of pointwise multiplication by bounded functions aj (.e) of limited
regularity. Calderon's programme consists of exploring the algebras of
operators containing the usual pseudo-differential operators and the op-
erators of multiplication by functions which are. only slightly regular.
L1.
We thus look for conditions of minimal regularity on the functions

^J+
aJ (x) so that the commutators r1, ... , rk, ... are bounded on L2(1R"),
G-^
whatever the choice of operators L1, .... Lk,..., of order 1, ... , k,... .
.t7
By choosing Lk to be a differential operator of order k with constant

coefficients, we see that the as (x) must, necessarily, be Lipschitz func-
tions.
The fact that this necessary condition is also sufficient is one of the
nicest applications of the T(1) theorem. ,77
The final example of a Calderon-Zygmund operator that we present

in this chapter is the Cauchy kernel on a Lipschitz curve and the oper-
ators that can be constructed therefrom by the method of rotations of
'T'
Calderon and Zyginund.

We shall study the Cauchy kernel more systematically in Chapter 12,
LL'
but here we want to show that its continuity is a consequence of the T(1)
+-,
theorem and some new real-variable methods introduced by G. David

and then simplified by T. Murai ([1931, [1941).
2 Pseudo-differential operators and

Calderdn-Zygmund operators
Let E L°°(RT x R") and let a(x,D) : S(1R") - C°°(]l ) be
_.I
the operator defined by

Cs'
(2.1) a(x. D)f (x) = (27r)n, JeY(x, C)f (C) dd .

If R is the translation operator defined by (R f) (.r) = f (x - xo), then
R-la(x, D)R = r(x, D), where r(x, t;) = a(x + xo, l;). If, now, &,
a > 0 is the dilation operator defined by (8n f)(x) = f (a 1.r), then
8Q ia(x, D)6. = r(x, D), where r(x, C) = a(ax, a-] 0.
The hypothesis a(x, C) E LOO (1R" x Rn) is isometrically invariant under
these two operations. This enables us to make the following observation.
Lemma 1. If a(x,t;) E L°O(IRn X W'), then the operator a(x, D) is
weakly continuous on L2(IR").
`p'
Indeed, let f be a CQ function, q > n/2, with compact support. We
t'.
first show that E L'(R"). We suppose that q is an integer: then
x° f (C) belongs to L2(Rn) for Ial < q, since &'f is continuous with
compact support. So
(1 + ICIQ)!(C) E L2(Rn)
and it follows that
f(C) E L'(R"),
by the Cauchy-Schwarz inequality.
Thus, if f is a C4 function, q > n/2, with support in the unit ball
IxJ < 1, it follows from (2.1) that
Ia(x,D)f(x)I < C11 fllc4
which implies the weak continuity property. To pass to functions with
support in an arbitrary ball, we use the remarks about invariance under
the action of the group ax + b, a > 0, b c lR'.
Lemma 2. Suppose that a#,(;) belongs to C°°(R" x lib" \ {0}) and
t1,
that
(2.2) I aa(x, )I /t
c(a, 13)ISII'3I-lal . a, J3 E Nn.
Then the distribution-kernel S(x, y) of a(x, D) satisfies
°»,
(2.3) a, E N1'
I8 D S(x, y) I < C'(a, 8)I x - yI-n-lal-Iltl,
To see this, we use a technique of approximation by truncated symbols.
Let a be a function in D(IRn) which equals 1. if JCJ < 1/2, and
equals 0, if IZ;I > 1. We put 01 = 1-¢e and replace a(x,C) by aj(x,t;) =
a(x, t;)¢o(j-'t;), j > 1. If Tj = aj (x, D), it is an immediate consequence
that, for every pair (f, g) of functions in S(lR').
(2.4) him (T3 f, q) .
(a(x: D) f, g) = .7-00
The principle of the proof will be to show that the distribution-kernels
7-r
S3 of T3 satisfy (2.3) uniformly. Since S is the weak limit, of the S3, we

obtain (2.3) by passing to the limit.
In what follows, another truncation is going to be useful. The hy-
pothesis on a(x, t;) does not exclude a discontinuity at C = 0. If we want
to avoid this problem, as we shall need to later, we replace a(x, ) by
.>'
a(x,0O1(j04o(j-' )
The essential fact is that the estimate (2.2) is not affected by these
adjustments. We shall therefore forget about the subscript j in the
calculations which follow. Moreover, by the previous considerations we
can suppose that a(x, ) E C°°(1R' x R"), a(x, 0) = 0...., a' a(x. 0) _
`.1
0.... and that, with respect to , the support of a(x, ) is compact.

9.2 Pseudo-differential operators and Calderon-Zygmund operators 81
With these hypotheses in mind, the relationship between symbol and

kernel is, evidently,
(2.5) S(x,y) _ J°' dt .
Icy
(27r)-
To prove (2.3), we begin by supposing that Ix - yi = 1 and we first
find a bound for IS(x, y)I.
We use the partition 1 = oo(t;)Je'e
+ once again by putting
So(x,y) _ (21)" (x-y)o(x,t;)5o(t;)dt;
and
S1 (X, y) = (2)n fe'_b0o.(x,e)&(e)de.

The required estimate of ISO (x, y) I is obvious and we integrate by parts
2m times to get
S1 (x, y) (-1)'" f (a(x, )(b ( )) d
We now exploit the hypotheses applying to the symbol and the fact
that c9'01(t;) = 0, if a # 0 and ICI > 1 or 1t;1 < 1/2. From the latter
'^^
Fro
considerations, we conclude that the term (f'or(x,t;))b1(t;) is the only
one for which the range of integration is unbounded, and, for 2m > n+1,
the hypotheses allow us to conclude.
c$1
The estimates for I8S(x, y) I are similar, when Ix - yJ = 1.

f-3
For the general case of y # x, we use the action of the group ax + b,

a > 0, b E '. For xO E R' and a > 0, we observe that, if we conjugate
the operator T = v(x, D) by the translation by xo and the dilation by
a, we pass from the kernel S(x, y) to the kernel a'S(ax + xo, ay + yo)
and from the symbol v(x, Z;) to the symbol cr(ax + xo, a-'t;). Now, the
mar"
hypotheses we have made on the symbol o are not affected by these

changes of variables. It is this observation that allows us deduce the
general case from that in which Ix - yJ = 1.
The fundamental problem is whether the operator T = a(x, D) can
be extended as a continuous linear operator on L2(IR"). To this end, we
apply the T(1) theorem. The process starts with the following lemma.
Lemma 3. With the hypotheses of Lemma 2, T(1) = 0.
We establish this result by the method of approximating the symbol
v(x, t;) of T by the truncated symbols o , (x, t;) corresponding to the
operators T.
Clearly we have T, (1) = 0, in the simplest sense. Moreover, the
distribution-kernels S; of T, satisfy (2.3) uniformly in j and are weakly
continuous, uniformly in j. The T, converge weakly to T in the sense of
""1
,C3
(2.4). As a consequence, Tj(1) converges to T(1) in the space B 00 , in

the a(B° °°, B°-') topology. The proof of this remark is a straightforward
adaptation of the proof of Lemma 3 in Chapter 7. Hence T(1) = 0.
We still have to calculate a = tT(1).
We already know that a belongs to B °°. Because of this, a is a
continuous linear functional on B°". In order to proceed with the cal-
culations, we need the following lemma.
Lemma 4. The vector space V of functions f E S(R"), whose Fburier
transforms are zero in a neighbourhood of 0, is dense in B°"
Here is a very simple proof of this remark.
We let S denote a continuous linear functional on b?" which satisfies
(S, f) = 0 f o r all f E V. Then S E B and we choose an arbitrary
representative of S, modulo the affine functions, which is a tempered
distribution. We still use S to denote this representative.
On passing to the Fourier transform, we get (S, g) = 0, whenever
g E S(IR") is zero in a neighbourhood of 0. Hence the support of the
distribution S is 0 and thus S is a polynomial. Since S belongs to BLOC,
it follows that S must he a constant. Hence the class of S in B 00 is
zero.
We can now proceed to the calculation of a = 1T(1).
Proposition 1. Let a(x,t;) be a symbol satisfying condition (2.2).
Then the integral (27r)-" f e'T-Ca(x, t) dx definers a distribution T on
R" \ {0} and 1T(1) is the generalized Fourier transform ofT in the sense
that, for f e V,
(2.6) ('T(1)- f) _ J eiT f) dx dd .
J
We first of all note that the convergence of the integral on the right-
1-I
hand side of (2.6) poses no problem. Indeed. we consider the integral

I(x) = f c "'{ f (l;)a(x, t;) dl;, observing that this function is continuous
and O&I-N) at infinity, for every integer N. This last property is
established using integration by parts.
The distribution T is thus well-defined, and (2.6) makes sense- The
proof of the identity (2.6) is found by writing
(1T(1), f) =JT(f) dx = (2) f 1(x)dx.
We give an example. Let 0a, A E A, be an orthonormal basis of in-
finitely differentiable wavelets (arising from the Littlewood-Paley mul-
09''
tiresolution approxdmation). Let 0 E V(lll;") be a function of mean 1 and,

for A = 2-j (k + e/2), k E Z", c = e") E {0,1}" \ {(0.....O)},
let us put BA(x) = 2"j0(23x - k).
9.2 Pseudo-diferentw.l operators and Calderon-Zygmund operators 83
Consider the operator T defined by

(2.7) T f (x) _ > 0,\ (x) (a, VGA) (f ipA) .
AEA
where aEB°m .
The symbol a(x, of T can be calculated immediately and we get
i2-it.(2- x-k)
(2.8) a(x, ) = E x(7)0(21 x - k)e
where a(A) = 2n1/2 (a, ?P,\) E l°° (A), because a E Br-
The only values of j for which 0 are those for which
c12j < c22j, c2 > c1 > 0 and, for fixed j and x, the sum over k is
d1,
restricted by the compact support of 0. These two remarks let us find a

moo'
bound f o r I , Y. a (x, ) I and obtain the required estimates.

We have T(1) = 0 and tT(1) = a E Bed . Note that in this example,
,ti
the transpose operator tT is exactly the pseudo-product of a and f. The
operator T is continuous on L2(R") if and only if a E BMO.
We are about to come to the main definition. If T is an operator,
defined in the weak sense, and if the distribution-kernel of T satis-
fies (2.3), then we shall write T(x") = 0, modulo the polynomials
of degree < jai = rn, if, for every function 9 E D(]R"), satisfying
f x'39(x) dx = 0, for every multi-index 13 of height 1/31 < m, we have
f tT(g).c' dx = 0. We note that, outside the support of g(x), we have
'Tg(x) = f S(y, x)g(y) dy = This can be seen by ob-
O(Ixl-n-",,.-1).
serving that g = 1 r1=,"+1 olgy, where fy' = (e/(9xl )"y' ... (a/8xn)'Y°
and 9,y E D(1R").
Definition 1. We say that a Calderon-Zygmund operator T belongs to
the class A,,. if the following three conditions are satisfied.
(2.9) The kernel K(x, y) corresponding to T is infinitely differentiable
off the diagonal and satisfies
JO K(x, y) I < C(a,13)I x - for a, /3 E N".
yI-"-I"I-10
(2.10) For all a E lY", T(x") = 0, modulo the polynomials of degree

< lal.
(2.11) For all a E N", tT(x") = 0, modulo the polynomials of degree
< lal.
The following theorem provides a characterization of A.
Theorem 1. An operator T belongs to A.,,. if and only if one of the

following conditions is satisfied.
(2.12) For every 'y > 0, T belongs to the algebra Op.M y.
(2.13) The symbols of T and tT satisfy condition (2.2).
The significance of this characterization is that it relates a description
in terms of kernels to one in terms of symbols and to a characterization
of the corresponding matrices.
Corollary. The vector space A... is an algebra of operators.
Indeed, OpMy is an algebra for each ry > 0.
Let us turn to the proof of Theorem 1.
Essentially, this proof continues our examination of the clams A.
which we started in Chapter 8. That is. estimates for the entries of the
matrix corresponding to T E A,,. are found by repeating, word for word,
the calculations of Chapter 8, but using (2.10) or (2.11) and applying
Taylor's formula of order m to expand the fimction f , of Lemma 3 in
Chapter 8, about x0. The details are left to the reader.
Once we know that T belongs to OpMy, for all -y > 0, it is easy to
work out the symbol of T and to check (2.2). the calculation does not
involve any difficulties and is left to the reader.
Lastly, we suppose that the symbol of T satisfies (2.2). Then Lemma 2
tells us that the kernel K of T satisfies (2.3). We get T(xa) = 0, modulo
the polynomials of degree < lal, using the technique of approximating
T by T9, which we have already described. Repeating this argument for
the transpose of T concludes the proof of Theorem 1.
A result similar to Theorem 1 was obtained by G. Bourdaud (1211).
Instead of (2.2), we use symbols a(x, l;) E C°°(R" x R") satisfying
,,a
(2.14) Ids
«(a,)3)(1+I,I)1IH0i.
Using the terminology due to L. Hormander, c belongs to the class of

symbols S° 1(R" x R").
Then we write T E B,,,; if the symbols of both T and its transpose
satisfy (2.14).
The operators T E B, are characterized by estimates of wavelet coef-
ficients. But, to do this, we need to use the orthonormal basis consisting
of via, A E A9, j E N and dk, defined by mk(x) = 0(x - k), k c Z. We
note that A is the disjoint union of r0 = Z" and the Ai, j E N and that,
by abuse of language, we can write & instead of 0k, for a E I'e.
Associated with A E Aj, j E N, are the dyadic cubes Q(a) defined by
23 - k E [0, 1)', where a = 2-i (k + E/2), k E Z", E E E = {0,1 }" \
9.2 Pseudo-differential operators and Calder6n-Zygmund operators 85
{(0, .... 0)}. On the other hand, if A E A0, the corresponding cube is
'u3
simply A + [0,1)}z.
Lastly, we introduce a distance on the collection of all dyadic cubes of
side < 1 which are involved. If Q and R are two of these cubes, we let
A(Q, R) denote the greatest lower bound of the numbers .\ > 1 such that
a8,
AQ contains R and AR contains Q (where AQ has the same centre as Q.
but the diameter of AQ is A times the diameter of Q). Then d(Q, R) =
1092 .\(Q, R) is a distance on our set of dyadic cubes. From this, we
.p,
obtain a metric on A by writing d(,\,.\') = d(Q(A), Q(A')) + d(e, s'),

pp+
where d(e, e') = 0 or 1, depending on whether e = e' ore 0 E' (e, e E E).
The characterization of operators T E B,,, is then given by the follow-
ing theorem.
Theorem 2. Let T : S(R") S'(IR'S) be an operator which is weakly

defined. A necessary and sufficient condition for T to belong to B. is
''J
that the matrix

a(,\, ,V) = (,\,,V) E A2
<'3
(with V)a replaced by -0a if A E ro and the same for jai), satisfies the
.=f
following condition: for N > 1 there is a constant C(N) such that

(2.15) Ia(A. )') I < C(N)c `(a,a`) .
It is worth remarking that, if we had forgotten to replace V),\ by 0.\
when A E r0, (2.15) would have characterized A, which is the homoge-
neous version of B... In the homogeneous version, the big cubes play a
role which is as important as that of the small cubes. The distribution-
kernels S(x. y) of the operators T E Bm decrease rapidly at infinity, as
do the derivatives with respect to x and y, and the big cubes are not
'R,
involved in the analysis of these operators.

.C,
The proof of Theorem 2 is similar to that of Theorem 1, so we shall

C-+
omit it.
In order to get an idea of the algebra B... we give some examples. We
start with that given by the class of symbols S10,6, 0 < 6 < 1. Recall
.r.
VIA
H'xl, We verify
a.,
that a(x,l;) E S°6, if 1i c

..r
that Op S,'.6 is a self-adjoint algebra of continuous operators on L2 (R11)

"t.
and that Op S;,a is contained in B..

Kay
Another example of "natural" operators belonging to B,, is provided

by Bony's paradifferential operators, to which we shall return in Chap-
ter 16. We consider the symbols belonging to C°° (R' x R"),
such that
IOc(x,0I <C(a)(1+10-lal
9 Examples of Calderon-Zygmund operators
N°;
86
and having the following property: for every E 1R'", the Fourier trans-
.,,
form of a(x, t;), regarded as a function of x, is a function or distribution
whose support is contained in the ball Then the corresponding
operators T = a(x, D) belong to B.
To see this, we first apply Bernstein's lemma to a(x,1;), regarded as a
function of x, for each fixed . We get
la.`Ta(x, )I < C(a) (1 + lo-Ir"ICI101
Thus a(x,t;) E S°,, and the distribution-kernel S(x, y) of T = a(x,D),
_ C(a,
restricted toy # x, satisfies I dx a10,S(x, y)I<
Further, T(xa) = 0, modulo the polynomials of degree < jai: this
can be demonstrated by adapting the proof of Lemma 3. What is more,
tT(xa) = 0, modulo the polynomials of degree < Jai, because of the
Z'S
particular hypothesis about the symbol a(x,l;). We see this by approx-
imating a(x,l;) by o,,(x,C) = a((1 - 1/m)x,l;), where m > 2, which
gives, in turn, an approximation of the corresponding operator T by
.O?
operators T,,,,, which satisfy the same hypotheses as T, uniformly in mn.
Then tTm(xC) = 0 and the corresponding result for tT is obtained by
passing to the limit. For example, let us compute tTm(1). We apply
a'°
Proposition 1. This leads us to consider f e4'"£ a,,, (x, l;) dx. But this
integral is zero for all l;, because of the hypothesis about the Fourier
transform of the symbol.
,,,
We have just explained why T belongs to .A . The fact that T belongs

to 13,,,, is a consequence of the C°° regularity of the symbol, in that the
estimate
laia; S(x,y)I < C(a,Q)lx - yl-n-IaI-101
can be improved to
Ic a3S(x, y) I < C(N, a, 8) Ix - yI-N for all N > 1.
as long asIx - yJ > 1.
G`S 04'
Having given some motivation, with these examples, for studying the
algebra we return to the fundamental problem of the symbolic cal-
culus in the algebra of operators tip. According to A. Calderon, a sym-
bolic calculus for a Banach algebra B is a continuous homomorphism
X : B - C, where C is a Banach algebra which is "simpler" than B
and where X has the property that b E B is invertible in B if and only
coo
if c = X(b) is invertible in C. The Banach algebras B and C may be

non-commutative.
In our case, the algebra B is 13.,, and C is C(L2(lRn), L2(IR' )), the
BOG
algebra of all continuous operators on L2(lR). The homomorphism X

.00
is the continuous injection of B into C. We ask whether this injection

9 2 Pseudo-differential operators and Calderon-Zygmund operators 87
is a symbolic calculus for This comes down to knowing whether

an operator T E Bo which is invertible as a continuous operator on
L2(Rn), has as its inverse an operator T-' E 8,,,. We shall give a
decidedly negative answer to this question.
We remark that every operator L E B,o is a Calderdn-Zygmund op-
erator and is thus bounded on LP(R'), for 1 0, there exists an operator T e Bx which
is an isomorphism of L2(Rn) with itself, while the inverse T-' is not
bounded on LP(R').
This result was first discovered by P. Tchamitchian. We give a differ-
coo
ent example, due to P.G. Lemarie.
Recall that A2 = 2-a-'Zn \ 2-'Zn and that A can be considered as
the disjoint union of to = Z' and the Aj, j c N.
N>"
Nam
We define a mapping 0:A->Aby 0(k)=kif kEI'o=Znand

E2-;-'
+ e2-3-') = k2-; +
0(k2-i
E2-i-2 if A = k2 + E A;, E E E.
We note that 6(A) E Aj+1 and that 0 defines an injective mapping of A
into A.
Let U : L2(Rn) - L2(1Rn) be the partial isometry corresponding to
0, which is defined by U.k = dk, cbk(x) = di(x - k), k E Z". and
U0.\ = U tJo(a). Since the distance from A to 8(A) is bounded as A runs
through A, the operator U belongs to B...
car
If z is a complex number with JzI < 1, then T = 1-zU is invertible on

.-:
L2(Rn). We shall show that, for p > po('zl), the operator T-' cannot
be bounded on LP. Thus T-' cannot be a Calder6n Zygmund operator
and, a fortiori, T-1 cannot belong to B,,,).
We have T-1(f) _ >o zkTk(f) and, if f = vp,\, this gives T-'
Eo zkV)9k(a). It is then a straightforward matter, using Theorem 1 of
Wavelets and Operators, Chapter 6, to m1culate the LP norm of this
function and to verify that, if JzJ26 > 1, where 6 = n/2 - n/p, then
T-' VLp -
AEI
When 1 < p < 2, there similarly exists an operator T E A= which

G+"
is an isomorphism on L2(lRn) but whose inverse T-' is not bounded on

Lp.
To see this, we essentially repeat the preceding argument. by defining
an operator U by U(Vr,,) = 0, if A f 0(A), and U(*.\) _ V)e-'(a) oth-
tar
erwise. Then, for JzJ < 1, T = 1 - zU is invertible on L2(Rl) and the

same calculation as above gives a proof that T-' is not bounded on LP
when Jzi > 2n(1/2-1/p)_
The algebras ..4. and B,(, may seem pathological. In fact, A,, is
fin'
necessarily involved when we verify that the waveletsa, A E A, aris-

oco
9 Examples of Calderdn-Zygmund operators
"!',
88
ing from the Littlewood-Paley multiresolution approximation, form an

unconditional basis of a classical space B of functions or distributions
.-.
(such as the Besov spaces). For such a verification, it is essential to con-
'S'
sider all continuous operators T on L2(lR) that are diagonalizable, with
respect to the orthonormal basis 7pa, and to show that these operators
are bounded on the space B. But these operators belong to Ate, which
is why we carry out a systematic examination of the continuity of the
operators of A,- on various spaces of functions or distributions. (We
shall do this in the next chapter.)
Further, if V),\ and via, A E A, are unconditional wavelet bases belong-
ing to the Schwartz class S(Rn), the unitary operator U : L2 -~ L2,
defined by U(f).\) = a, A E A, belongs to A. The algebra A, is
thus unavoidable, once we become interested in orthonormal bases of
wavelets.
The following result is an application of the above remarks.
Proposition 2. There exist three fiuctions, '01, 02 and 03 in S(R2)
chi
such that the wavelets

.-:
23 Vii(23x-k), 23 V;2 (23 x - k), 23 3(23x-k), x E R2, k E Z2, j E Z

form an orthonornial basis of L2(R2), but such that there is no r-regular
multiresolution approximation (r > 1) from which these wavelets can be
'+'
obtained.
A recent result of P.G. Lemarie-Rieusset, completed by P. Auscher,
shows that there is no such counter-example in dimension 1. More
precisely, let Vi(x) be a function in the Schwartz class S(R) such that
p5"
2'/2b(2jx - k), j, k E Z, is an orthonormal basis of L2(R). Then there

must necessarily be a function fi(x) E S(R) such that the ¢(x-k), k E 7G,
2j/2,0(2Jx
together with the - k), j > 0, k E 7G, form an orthonormal
nib
basis of L2(R). In other words, in the context of the Schwartz class, in

+.a
dimension 1, every orthonormal wavelet basis arises from a multiresolu-

tion approximation.
For the proof of Proposition 2, we start with the orthonormal basis of
wavelets -ia, A E A, in dimension 2 constructed by the tensor product
method from the Littlewood-Paley multiresolution approximation. We
shall apply the unitary operator whose symbol is (/1(l, where C =1;+ivl,
in other words, U = RI+iR2i where Rt and R2 are the Riesz transforms.
'fl
Then the example of Proposition 2 is given by the wavelets ba = U(V)a)-To

see this, let Vj, j E Z. denote the multiresolution approximation
"''
from which the ba are constructed. If there is a multiresolution approx-

.V3
Fn'
imation giving rise to the ia, then that can only be f /j = U (Vj ). We
shall show that Vj, j e 7G, is not r-regular if r > 1.
9.3 Calderon's improved pseudo-differential calculus 89
We argue by contradiction. Suppose that there exists h E V0, such

that h E L2 fl L' and that h(x - k), k E Z2, form an orthonormal basis
of V0. Then we have h = dxC/SCI, where x(e, r7) is 27r-periodic in each
variable, because Vo = U(Vo) and because of the characterization of
FVo. Since the sequence of functions h(x - k), k E Z2, is orthonormal,
coo
it follows that E jh(l; + 2kir)12 = 1. But the same condition is satisfied

by 4 so jx(l;,ri)j = 1, almost everywhere. Now, in the construction
of the Littlewood-Paley multiresolution approximation, > 0, if
.-:
< , 'q < 7r. Since h E L' (1R2), h is continuous on the square Se =
[--7r, 7r]2 and the same is true for the product x(1;, r))(t + ivy)/ t2 -+q2.
v,'
We now form the one-parameter family r£, 0 < e < 1, of contours

EBS0, where tSo is the oriented boundary of So. We calculate the wind-
'C7
ing numbers about 0 of the image curves x(E8So). When E > 0 is small
enough, x(C, q) = c(t - ivj)/ + y12 + o(1), where c is a constant of
'fl
modulus 1. Thus the winding number of x(EaSo) is -1 for small enough

e. On the other hand, if E = 1, we use the periodicity of x to see that
'"'
1-+
opposite sides of the square are traversed in opposite directions. It is

thus clear that the winding number of x(USo) about 0 is 0. On So \ {0},
?^C
the function x is continuous and of modulus 1. We now need only note

that, for all values of e > 0, 0 f eOSo, so that X(EaSo) is contained in
'^.
Izi = 1. We have obtained a contradiction.
3 Commutators and Calderon's improved

'C"
pseudo-differential calculus
The pseudo-differential calculus is like that mythological bird, the
f'!
coo
phoenix, which is reborn from its own ashes. Its first birth was at
the end of the 1930s, the founding fathers being Giraud ([119]) and
Marcinkiewicz ([183]). The second birth took place at the end of the
1950s and clearly benefited from the theory of distributions, developed
by Schwartz during the 1940s.
The third birth, or renaissance, is the one to claim our interest. In
order to deal with linear partial differential equations having coefficients
which are only slightly regular and, above all, in order to approach the
Ego
problem of the regularity of solutions of non-linear partial differential

..,
equations, Calderon decided to make the pseudo-differential calculus

include the operators A of pointwise multiplication by functions a(x)
which are only slightly regular with respect to x (the precise meaning is
...
given below). Of course, Calderon wanted to keep what had been gained
'6o
s.'
during the previous decades: the classical pseudo-differential operators

TEOpSi0.
E-+
tea,
The difficulty of any pseudo-differential calculus lies in that two com-
mutative algebras of operators confront each other: the algebra X of
X67
operators of pointwise multiplication by functions a(x) of a given regu-
gyp, +,A
larity (infinite differentiability, in the usual case) and the algebra Y of
Iii
differential operators with constant coefficients and of those which can
be algebraically formed from them (that is, the convolution operators
T E Op S174e).
Their confrontation is expressed by the fact that the operators S E X
do not commute with the operators T E Y. That lack of commutativity
means we must calculate the commutators [S, T], where S E X and
T E Y. The simplest example comes from Leibniz's rile, which gives
1'3
E=+
the commutator [A, D3], where A is pointwise multiplication by the C'

(or Lipschitz) function a(x) and D; = 8/8x3. Then Ay = [A, D3] is the
operator of pointwise multiplication by a, (x) = -8a/8x3, which belongs
{.,
to L°°(1Rn).
Calderdn tried to extend Leibniz's rule to the case [A, T], where A
is the preceding operator and T E OpS,,0. In 1965 ([37]) he showed
55,
iii
spy
that this commutator was always bounded on L2(lRn) when a(x) is a

Lipschitz function and, in a way. this does extend Leibniz's rule.
Calderdn's theorem can now be obtained very simply, using the T(l)
i~'
theorem. We shall present this proof and, following Calderdn, we shall

IS,
use it to show that there exist algebras of pseudo-differential operators

which have minimal reguarity with respect to x.
Theorem 4. Let A be the operator of pointwise multiplication by a

1-3
Lipschitz- function a(x). Then, for every classical pseudo-differential

(fl
operator T E OpSI,o of order 1, the commutator [A, T] is a Calderon-

Zygmund operator.
Conversely, if [A, T] is bounded on L2(IRn), for T = 8/8x3, 1 < j < n,
then 8a/8x3 E L°°(IR') and a(x) is thus a Lipschitz function.
To prove Theorem 4, we find it convenient to make two simplifica-

tions. On the one hand, we may suppose that a(x, 0) = 0, by replacing
a(x,1;) by a(.c, l:) - o-(x, 0), if necessary. In terms of the operators, this
.J1
means that we are altering T = a(x, D) by an operator of pointwise mul-

tiplication by a function of x and this does not affect the commutator
[A,71 -
The other simplification is to replace T by En T3D3, where D3 =
8/8x3. This amounts to writing a(x, l;) = llal (x, l;) + + tnan(x, t;),
where a3 (x,1;) E S° 0. This can be done, because a(x, 0) = 0, which
enables us to use classical results on ideals of differentiable functions
.n.
9.3 Calderdn's improved pseudo-differential calculus 91
(in fact, we need to return to the proofs in order to get the necessary
estimates on the aj (x, )).
Let us first set out the formal structure of the proof. The following
considerations will be rigorously justified later. Let Q C Rn x R be the
open set y :It x. The restriction to fl of the distribution-kernel S(.r, y)
of T is an infinitely differentiable function such that
yl-n-l-lal-ICI
1O'& S(x, 9)1 < C(a, /3)Ix -
As a consequence, the restriction K(x, y) to f of the distribution kernel
of [A,T] is (a(x) - a(y))S(x,y), and satisfies
IK(., y)I < CIIVall.Ix - yl-n ,
yl-n-1,
I ((9/Ox.i)K(x, y)I <- CIIoafl.Ix -
for1<j<n,and
I (O/Oyj)K(x, y)l <_ Clloall.lx -
for 1 < j < n.
To prove that [A, T] is bounded on L2(R' ), we apply the T(1) theo-
rem.
We start by establishing the weak continuity property. We need to
show that I([A,T]u,v)I < CIIVaflooR't, for every ball B C R1. centre
xo and radius R, and every pair of C' functions u, v, whose supports
lie in B and which are "adapted" to B in the sense that Hull. S 1,
Iloulloo <_ R-1, IIvhIoo < 1 and Ilovll0 <_ R-1.
To obtain this estimate of I ([A, T]u, v) 1, we replace a(x) by a(x) -
a(xe), which leaves [A,71 unaltered. We can then find bounds for
IIAT(u)IILI(B) and IITA(u)112 and the Cauchy-Schwarz inequality then
ran
gives the desired estimate.

In fact
n
II AT(u)II L2(B) -< IIaIIL-(o) IIT(u)II2 < Rlloa'I. IIT9aiull2
n
< CRIloall00> Ila,u1l2 < dR""2IlVail00
Similarly,
n
IITA(u)112 <- C> II0(au)/a.rjII2 <_ C'IlVaII0IIuhI2 + CRlloall.11Vu112
< .
C"Rn1211Vail""
We then write [A,T](1) = a(x)T(1)-T(a) = -T(a) = - >i Tj(Dja).

The last function is in BMO, because the T3 are Calderon-Zygmund
operators and thus continuous mappings from L°° to BMO.
To show the recasting of [A, T) (1) above is not merely formal, it is

enough to approximate T by operators Tm whose symbols are truncated
at the origin and at infinity (with respect to the variable l;). This tech-
nique was described in the proofs of Lemmas 2 and 3 and we let that
suffice.
The transpose of [A, TJ is, of course, -[A, tT], so the computation is
similar to that which we have just described.
Following Calderon, we describe a new algebra of symbols.
Definition 2. The symbols a(.e,l;) of Calderdn's improved pseudo-

differential calculus are the continuous functions on IR' x RI \ {0} which
satisfy the following conditions:
(3-1) a(x, At) = a(x, t) for all A > 0, x E IR" and t # 0;
(3.2) IT C. if I1;I I-
(3-3) I (i/8 , )O 'a(x, I < C, if Il; I = 1 and 1 < j< n.
Definition 3. A continuous linear operator S : L2(W') -+ L2(R") is
regularizing of order 1 if the 2n operators D. S and SD, (where Di =
010x3) are also continuous on L2(IR").
We come to the statement of Calderon's theorem.

Theorem 5. Let C be the collection of all operators T which can be
written T = Tl +T2, where TI = a(x, D) with a symbol a(x, l;) satisfying
(3.1), (3.2) and (3.3) and where T2 is regularizing of order 1. Then C is
an algebra of operators. The set .T of regularizing operators is an ideal in
C and C/Z is a commutative Banach algebra, isomorphic to the algebra
of symbols satisfying (3.1), (3.2) and (3.3).
In other words, if the symbols a(x,1;) and r(x, ) of a(x, D) and
r(x, D) satisfy (3.1). (3.2) and (3.3), then the operator r(x, D)a(x, D)
can be written as Tl + T2, where the symbol of Tl is the product
°»,
a(x, l;)r(x, 6) and T2 is regularizing, of order 1.

We need the following lemma for the proof of Calderon's theorem.
Lemma 5. Suppose that a(x, l;) E L°C (RI x RI) satisfies the conditions
(3.4) a(x,M)=a(x.6), forallCE1R"\{0} andallA>0.
(3-5) IO a(x, C) I < C(a) , if Itj I = 1, x E 1R", and a E Nn_
Then the operator a(x, D) is bounded on L2(IR").

To see this, we follow Calderon and Zygmund, by performing a spheri-
cal harmonic expansion of a(x, l) on the sphere ICI = 1, for fixed x E IR'.
9.4 The pseudo-differential version of Leibniz's rule 93
By the regularity with respect to t, this gives a norm-convergent se-

quence
00
v(x,e) _ 1:mk(x)hk(e) with >o IImkIIoIIhkII. < oo.
0
as a homogeneous function of degree 0, which is the
"yam k1.
We extend
symbol of an operater we denote by Hk, and we write Mk for the operator
of pointwise multiplication by mk(x). This gives
ao
er(x, D) _ >2 MkHk
0
and the sequence of operators is convergent in norm.
Returning to the proof of the theorem, let us show that 2 is a two-
ear
sided ideal in C. The only difficulty is to show that if T1 E I and if the
symbol of T2 = o(x, D) satisfies (3.1), (3.2) and (3.3) then T1T2Dj is
'7..
bounded on L2(]R") (writing Dj for 0/axj.) We see this by working out
the commutator [Dj,T2] = T3. We have T3 = T(x, D), where T(x, ) =
H..
III
Lemma 5 shows that T3 is continuous on L2(R'"). So
`-'
T1T2Dj = (T1Dj)T2 -T1T2 and every term is continuous on L2(R).
'3'
Now for the rest of the theorem. We systematically use the expansion
as spherical harmonic of all the symbols o-(x,t;) satisfying (3.1), (3.2)
and (3.3) and the theorem is a consequence of the following lemma.
Lemma 6. Let A be the operator of pointwise multiplication by a Lip-
schitz function a(x) and let H be a convolution operator whose symbol
a(e) satisfies cr(Ae) = a(e), £ # 0, A > 0 and I0ao(E)I < Ca when
ICI = 1. Then the commutator [A, H] is regularizing of order 1.
Since Z is a two-sided ideal, such a result allows us to interchange the
ooh
positions of the operators A1i A2, ... of type A and of the operators H1,
H2.... of type H in such a way as to reduce every product A, H1 A2 H2 . .
to the canonical form AH, where A = Al A2 ..., H = Hl H2 ... and the
symbol of AH is a(x)o,((). Calderc n's theorem then follows.
To prove Lemma 6, we write, for example, D j [A, H] = Aj H + [A, Tj],
where Aj is the operator of pointwise multiplication by 8a/19xj and
where T, = D,H. We then apply the commutator theorem (Theorem 4).
4 The pseudo-differential version of Leibniz's rule

We consider integers m > 1 and s E [0, m], together with a convolution
operator T defined by a symbol satisfying the homogeneous estimates
Itr(e)I < CaIeI8-lal.
°~'
Let B be the operator of pointwise multiplication by a function b(x)
satisfying IIBpb(x)II, < C < oo, for 0 < 181 < m.
We intend to obtain the pseudo-differential equivalent of Leibniz's rule
(p{
giving the derivative of the product. In fact, we have the following result.
Theorem 6. With the above notation,
(4.1) TB = BaT. +R,n,
Ial <m
I/1
where Ba is the operation of multiplication by O'b(x), Ta is a convo-
V,''
'o-
lution operator whose symbol is (-i)IaI(a!)-18r(C), and where R,,, is

regularizing of order m - s, in the sense that
``d
for m -.9. `ti

°-'
(4.2) 11Rm8'f 112 < C Il b11.11f 1l2 ,
IAI<m
At first sight, (4.1) seems to be the same as the usual formula for
r.'
calculating the symbol of a product of two differential operators. The

['h
coo
new aspect is that the hypotheses about the regularity of the function b
are minimal.
Theorem 6 is due to Calderon and leads to a refinement of the pseudo-
differential calculus described by Theorem 5. Once again, we shall use
the T(1) theorem to prove this result. For our greater convenience, we
replace the operator T defined by the symbol r by approximations whose
E-,
L`.
symbols are truncations of r which are zero in neighbourhoods of the

origin and infinity. By abuse of notation, we shall use T to denote these
approximations. Passing to the limit poses no problems, as long as we
obtain estimates which are uniform.
If K(x, y) denotes the distribution-kernel of T. then that of Ta is
(a!) (y - x)aK(x, y) and the distribution-kernel of R,,, is thus
/ice
Rm(x, y) = b(y) - (y - x)aai b(x) K(x, y) -

lal <m,
Lastly, the kernel of RM is (-1)h 1ORn, (x, y).

We show, first of all, how to reduce the problem to the case s = 0
To pass from s to s - 1, we split T up into T1 DI + - + T,, D,,, where
4.. WAN
the symbols of T3 are of order s - 1. For example, we can put

Then
=TIBI
Cry
If the theorem has been proved for the pairs (s -1.7n -1) and (s -1, m),
we can decompose T'Bj and TB using (4.1) to obtain 2m error terms
RW and Sm) which are regularizing of order m - s and m - s + 1. Thus.
9.4 The pseudo-differential version of Leibniz's rule 95
R. = Rail + . + e' + S.'' D, + + S;nnl Dn, which is regularizing

of order m - s.
We intend to apply the T(1) theorem to the operator R,,,Y' when
I'yI = m and s = 0. But, to do that, we need to use a kernel having
a certain regularity with respect to x and y. Now, Rm(x, y) contains
terms involving &.b(x) with jal = m: this function belongs to L°O(R")
...
and these terms have to be treated separately.

So we consider the kernels i b(x)My {(y - x)°K(x, y)}, where jc
I7j = m. The corresponding operators are bounded on L2(R"), be-
cause we can ignore ob(x) E LOG(R") and because j{(y-x)aK(x, y)}
is a convolution operator whose symbol is By hypothesis,
E L°` (R").
Once these special cases have been dealt with, we apply Leibniz's rule
to compute M,, (x, y). The derivatives are applied to K(x, y) and to
b(y) - al<m-1(a!}-1(y - x)al `b(x). In the latter case, this amounts
to replacing b(y) by W,, b(y) and vn by m - 1#1. Arguing by induction on
the integer m, we need only consider the case where all the derivatives
are applied to K(x, y), and we put
Zm(x, y) = b(y) - E (a!)-1(y - x)' b(x) oK(x, y) -

lal<m-1
Let Z,,, denote the corresponding operator. We now apply the T(1)
theorem to it. The estimates of the size and regularity of the kernel
f o l l o w immediately, because Ii i K(x, y)I < Ca,iIx - yL-"-1a1-IflI, for
alla,QEN".
All that remains to do is to verify the weak continuity property and,
finally, to compute Zm(1) and Z;,(1).
If u is a C1 function of compact support, we can compute Zm(u) by
integrating by parts with respect to the variable y. That is, W,, K(x, y)
o`$
becomes 8j'K(x, y), where 1-y'I = 1yj - 1 and we differentiate either

b(y)-1(a!)-1(y-x)aob(x), or u(y), with respect to y. In the
first case, we get an operator of type Z,,,_1 which is bounded, by the
induction hypothesis. In the second, we find we have a kernel Y,,, (x. y)
whose singularity is integrable: IY,n,(x, y)I < C(b)lx - yI-7'+1. We need
give no further details.

Working out Z?1.(1) gives Z,,,(1) = (-1)h1T(U b), using the same
ideas. This function belongs to BMO because T is a Calderdn-Zygmund
operator and cmb E LOO.
To finish, we deal with tZm(1) = f Z, (x, y) dx, which we regard as a
function of y. We use the fact that K(x, y) is a convolution kernel to
write 0K(x, y) = (-1)I d o'K(x, y). This allows us to integrate by parts
96 9 Examples of Calder6n-Zygmund operators
with respect to x to find 'Z,(1). More precisely, if a = (al, ... , a,,) and
y= y,,,), where yj ! 1, we put a= (al,...,aj+1,...,a,,,) and
y' _ ('Ii..... 'I, - 1,..., 'In). After integration by parts, we get
(-1)171 E 1 f(i - x)aaK(x, y)1 b(x) d
"I-1
We have used the identity
b(y) - - (y - x)'ax b(x) _ - (y - x)"b3 b(x) .

ax--
IeJ<m-1 I"I=m-1
We conclude by observing that aab E Lx and that (y - x)"a!'K(x, y)
is the kernel of a Calderon-Zygmund operator, which is bounded as an
operator from LOO(R71) to BMO(R").
5 Higher order commutators

Let H : L2(R) - L2(IR) be the Hilbert transform. Its symbol is
-i sgn and it can also be defined as convolution by the distribution
PV(-7rx)-1.
Put D = -i(d/dx) and consider the operators DkH. The corre-
sponding symbols are -iCk sgn l;, which obviously satisfy the inequality
C"glk-m if # 0. In fact C,n = k(k.-1) ... (k-m+1).
From 1966, Calderon suggested studying iterated commutators. To
define them, we start, with k Lipschit7 functions 01(x)..... ak(x) and
let Al, . _ . , Ak denote the operators of pointwise multiplication by those
functions. We then form the operator rk, defined by
(5.1) k!I'k = [Al, [A2, - - -, (Ak, DkH] ...]] .
The definition of the rk raises problems when k > 2. For example,
r2 = A,A2T2 - A1T2A2 - A2T2A1 +T2A1A2i where we have used T2
to denote D2 H. It is not obvious that the terms A1T2A2 and A2T2A1
make sense as operators from D to V. In fact, it is not a good idea
to expand r2 in this way and we shall use a different method to give a
meaning to r2.
Below, we shall verify that the distribution-kernel of rk is
al(y))...(ak(xW
ik PV (al(xW - - ak(y))
?r (x - y)k+l
At a certain formal level. we can say that (ik/7r) PV(x - y)-k-1 is the
distribution-kernel of Tk = (k!)-'D k H and that, each time we make an
operator commute with Aj, we multiply its kernel by a1 (x) - aj (y).
If all the functions aj (x) are equal and real-valued, then, up to the
9.5 Higher order commutators 97
coefficient -1/2, the generating series SkI'k, for 6 > 0, is the

operator defined by the Cauchy kernel (2ir)-1(z(x) - z(y))-1, where
z(x) = x - iba(x), x E R. The curve I', whose parametric representa-
',\
tion is z(x), x E R, is thus the graph of the Lipschitz function -6a(x).
The problem has become that of the continuity of the Cauchy kernel
(2ir)-1 PV fr f (w)(z - w)-1 dw on L2(I' ds), where ds is the arclength
measure on the Lipschitz graph IF. This continuity problem will be re-
solved at the end of this chapter but a further, systematic, account will
be given in Chapter 12.
Calderon exploited this relationship, between higher order commuta-
0-4
tors and complex analysis, to the utmost ([39]).

The relationship with complex analysis disappears entirely once we
fir"
work in R" and replace each DkH by a convolution operator Tk whose

symbol r(e), # 0, satisfies the following estimates of "homogeneous
type" :
(5.2) lO"rwi< C(a)I0;-I°I where i 0 and a E N.
We again let A,,-, Ak be the operators of pointwise multiplication
by Lipschitz functions a1(x), ... , ak(x). With this notation, we have
Ill
Theorem 8. The iterated commutators I'k = [A1i [A2, ... , [Ak, TkJ ...JJ
are all CaIderdn-Zygmund operators and the norms jjI'kIj of IPA; : L2 --
L2 satisfy
(5.3) IIFkII S C(k, n, r)flVa1IIm ... IIVakII, ,
where the constant C(k, n, r) depends, in fact, only on the constants
°'i
C(a) of (5.2).
The structure of this statement allows us to use a standard technique
of approximation to Tk in order to prove the theorem. To do this, we re-
place the symbol r(C) by the symbols
X E D(R") equals 1 in a neighbourhood of the origin. The sym-
bols rm satisfy (5.2) uniformly in m, which will let us pass to the limit,
once the theorem has been proved under the supplementary hypothesis
that r(C) E D(PJ') and that r(C) is zero in a neighbourhood of the origin.
The kernel K(x, y) of Tk is a convolution kernel. Qualitatively, K(x, y)
is an infinitely differentiable function which is O(Iy - xI-N) for every
N 1, as ly - xj tends to infinity. Quantitatively, we have
C3'
boy
(5.4) jiTOK(x, y)l < C(a, $)l x

So the kernel L(x, y) of rk is (a1(x)-a1(y)) (ak(z)-ak(y))K(x, y)
and it is clear that L(x, y) satisfies the Calderon-Zygmund estimates.
To prove that I'k is continuous on L2(W'), we use induction on k and
apply the T(1) theorem.
We first show that Fk is weakly continuous. To that end, we calculate

Fk(f ), where f is a C1 function of compact support. The calculation is
done by writing Tk = Sk1)D1 + + Sk" 1 D", where the symbols of the
Sk') satisfy (5.2), with k-1 instead of k, and where Dj denotes (a/axj).
Then, writing Sk't (r - y) for the kernels of the Skjl, we get
Fk(f) _ - f(ai(r)-an(y))
We can then integrate by parts, which gives two kinds of term. In the
first kind, w e differentiate o n e o f the a j (x) - a j (y), j = 1, ... , k. This
leads to terms of the form
r,(2)
r k-l C 49yj f C 19y; f l .... ,
J, 1
whose L2 norms can be estimated by the induction hypothesis. The

second kind of term is that in which f is differentiated. The kernel we
then use is (a,(x) - an(y))... (ak(x) - ak(y))Sk(A(x - y). It is bounded
in modulus by CIIValll=... IIVakll.Ir - yl-n+', and the estimate is
trivial, because f is a Cl function of compact support.
This way of organizing the argument gives a precise formulation of the
general definition of Fk (f) when f is a C1 function of compact support.
s''
At the same time, it gives the weak continuity of Fk.
Exactly the same kind of argument gives rk(1). If we go through the
steps above, we get rk (1) in the form of a linear combination of terms
Fk-I(D_,ai), where D., = (a/axj). By the induction hypothesis, these
terms are in BIM.
Finally, IF,. has exactly the same structure as I'k, except that Tk is
replaced by'Tk. So'Fk(1) E BMO.
6 Takafumi Murai's proof that the Cauchy kernel

is L2 continuous
We return to dimension 1 and to the "historical" Calderon commu-
tators. We begin with a Lipschitz function A : R C, with which we
associate the distributions PV((A(x) - A(y))'/(x - y)k+l) belonging
to S'(R2). So we arrive at the operators Ik : S(111) -. S'(111) whose
distribution-kernels are the distributions we have just described. Thus
(A(x) - A(y))k 9(x)f (y) dy dx .
(rk(f), 9) = lim
III
ela Jj1X-Yj>C
(r - y)k+1
whenever f and g are C1 functions of compact support.
The L2 continuity of Fk is a consequence of the results of the previous
9.6 Murai's proof that the Cauchy kernel is L2 continuous 99
section. From this, we go on to deduce that, for every f E L2(R) and

almost all x E IR,
lim (A(x) -A(y))k

f(y) dy
7C'
Eto J Ix-5I>e (x - Y) k+1
exists.
By using the general results of Chapter 7 (Cotlar's inequality) we
see that it is enough to prove that the limit exists when f is a C'
function of compact support. In that case, we can integrate by parts,
o
O
observing that (a/ay)(x-y)-k = k(x-y)-k-1, to get, as in the previous
I
O
H
II
section, two kinds of term. One kind involves the operator rk_1 and is
O
dealt with using the induction hypothesis and the fact that Al f E L2.
w
The other kind of term comes from differentiating f and leads to an
absolutely convergent integral. The integrals of these terms tend to 0
O
almost everywhere because

o
_ A(x+e)-A(x-
I
A'(x)
leio 2E
for almost all x E R.
w
H
So, for every f E L2(R), every k E N and almost all x E 1R',

w
w
O
rkf(x) =limfix-yl>e
ejo
(A(x) ))kf(y)dy-
(+1
(x - y) k+1
w
We make one final observation: about the growth of the norms Ilrk II
O
of the operators I'k : L2(R) -, L2(R). Using the obvious estimates on

O
the size and regularity of the kernel (A(x) - A(y))k/(x - y)k+l, we get
I
IIrkII < vCkIIA'IIk. This method does not give a value for the constant,
o
which comes from two multiplicative factors. The first is due to the
presence of a constant C0, which we do not know how to evaluate with
any precision, in the statement
(6.1) IITII <- CoJIT(1)Ilaato + C1,
where T is defined by an antisymmetric kernel K(x, y) satisfying
I (9K(x, y) I
I K(x, y)I < 1 and
(x 1 y)2 .
45
-t-
Ix yI
The other factor appears when we apply the fact that every Calderon-
0:L
F
Zygmund operator is continuous as a mapping from L°° to BMO. In fact,

both problems are related to a third, which is the lack of a norm canon-
O
ically associated with the (L°°, BMO) continuity of Calderon-Zygmund

O
operators.
8o
However, we can remark that the generating series E0 6kTk converges

in operator norm if 6 > 0 is small enough. This lets us prove the
o
continuity of the Cauchy kernel on Lipschitz curves of slope less than 6.

o
U
This gives the result obtained by A. Calderdn in 1974 ([38]).

O
100 9 Examples of Calderor-Zygmund operators
°
Now this "local" result leads to the following global one. If A : R -+ IR
O
o
O
H
is a Lipschitz function, then the kernel (x-y+i(A(x)-A(y)))-' defines
H
I
a bounded operator on L2(R).
o
The proof we give here is based on a fundamental idea due to Guy
David ([1973]), which consists of considering the set Ck of all operators
corresponding to Lipschitz functions A satisfying IIA'IIa < (3/2)k. and
N
of using the the "rising sun lemma" to prove, by induction on k, that
o
the operators T E £k are continuous.
m
CL'
David's proof is a little more complicated than the one we are going to
describe, which is due to Takafumi Murai. Murai considers the operator
TA, whose distribution-kernel is PV EA(x, y), where
1 a_v)
A( )-^(v)
EA (x, y) =
x-y e
II
This operator has the following remarkable properties:

(6.2) TB = etaTA ,
II
where A is a real constant and B(x) = Ax + A(x);

(6.3) TB= -TA if B = -A;
(6.4) f T,,AC a dA is the Cauchy operator
0
defined by the kernel (x - y - i(A(x) - A(y)))-1;
(6.5) IITAII <- 7re
for a certain constant C.
The first three properties are obvious and we get the fourth by ex-
panding TA as Eo ik(k!)-1Tk and using IIrkII 5 irCkIIA'Ilk
,
It will be obvious that the Cauchy kernel is continuous (without any

o
restriction on IIA'Iloo), if we can replace the exponential growth in (6.5)

by a slow rate of growth. This slow rate, with respect to A. will be
o
balanced by the term e-\ in (6.4) and the integral there will converge
in operator norm.
0
To find an upper bound for IITA III, we use the T(1) theorem and get
(6.6) IITAII -<COIITA(1)IIBMO+C1(1+IIA'II,),
where the BMO norm is defined by
IIbIIBMo = sup rynfo

I I b(x) - yI dx.
III Jt
The second term of the right-hand side of (6.6) comes from obvious
estimates of IEA(x, y) I and I(a/(9x)EA(x, y) 1.
a
We intend to show that, for real-valued A(x),

(6.7)
+
IITAII S C(1 + IIA'IIk)5 .

In fact, it will be enough to prove the corresponding inequality for

IITA(1)IIBMo and the basic idea is to let Ek denote the set of opera-
tors TA, for which 0 < A'(x) _< (3/2)k and then to show, by induction
on k, that IITA(1)IIBM0 < C(1 + (3/2)k)5 when TA E Ek. The step from
Ek to Ek+1 is a consequence of the rising sun lemma applied to the graph
of A(x).
We should observe that doing this for the special case 0 < A'(x) < M
is enough. The general case M < A'(x) < M follows by using (6.2) with
B(x) = Mx + A(x), which gives 0 < B'(x) < 2M.
The rising sun lemma.
Our account follows that of Zygmund ([2391, page 31).
Let I = [a, b] be an interval in the real line and let A(x) be an
.a.
increasing Lipschitz function on I, such that 0 _< A'(x) < M. Put

m = (A(b) - A(a))/(b - a) and let A be a "threshold value"' satisfying
0<A<m.
We define BI (x) by
(6.8) BI(x) = Ax + sup (A(t) - At).
a<t<
In other words, Br(x) - Ax is the smallest increasing function on I, such
that B, (x) - Ax > A(x) - Ax, for x E I (that is, BI(x) > A(x) on I).
Since A(x) is a Lipschitz function, the same is true for BI(x). Indeed,
if a<x<x'<b,
sup (A(t) - At) A(x' - x)
Thus B,(x) can he defined as follows: BI (x) is the smallest Lipschitz
function (or, even, the smallest absolutely continuous function) satisfy-
ing B'(x) > A almost everywhere on I and BI(x) > A(x) on I.
Let E C [a, b] he the compact set {x : BI(x) = A(x)} and let Sl =
[a, b] \ E. It is worth noting that a E E. On the other hand, b need not
belong to E. This means that Il (assuming it is non-empty) consists of
open disjoint intervals (ak, bk) and, possibly, an interval (a', b].
Having established the above notation, here is the rising sun lemma.
Lemma 7. BI (x) = Ax + ck on every connected component IL of fl and
the measure IfZI of 0 satisfies 101 < (M - m)(M - A)-IIII.
To prove the rising sun lemma, we put f (x) = A(x) - Ax and F(x) _
102 9 Examples of Calderdn-Zygmund operators
BI(x) - Ax. Thus F(x) = sup.<,<,, f (t). By the definition of E, for

every open contiguous interval (ak, bk) of E, we have F(ak) = f (ak)
and F(bk) = f(bk). Since F is non-decreasing, F(bk) > flak). If we
can show that F(bk) = F(ak), it will follow that F(x) is constant on
[ak, bk], as required. Now, if F(bk) = f (bk) > f (ak) = F(ak), choose
ck E (ak, bk) such that f (ck) > f(ak) and dk E (ak- ck] such that f (dk) =
sup{ f (x) : x E [ak, CO. But this implies that f (dk) = F(dk), so that
dk E E, which contradicts the definition of (ak, bk).
To conclude this part of the proof, we need to consider the case where
(a', b] is a connected component of 9. Then F(b) > f (b) and F(a') =
E a'). We see that F(b) = f (c), for some c E [a', b). If F(b) > f (a'),
r-'
then a' < c and F(c) = f (c), contrary to the definition of 0. Hence,
F(b) = F(a').
To find an upper bound for 191, we observe that A(a) = BI(a). Thus
A(b) - A(a) < Br (b) - Br (b) = b B'r (x) d.r

J
/'a
_ f B',(x)dx+ J B'I(x)dx
E S
< MIEI + All = Mill - (M - A)ISZI -

We shall use this lemma to examine the behaviour of the kernel
EA(x, y) when x and y belong to the same interval I We replace the
function A by the function BI of the rising sun lemma (the sequel will
show why this is a useful thing to do.) To simplify the notation. we drop
the subscript I from Br and get
(6.9) IEA(x. y) - EB(x, y)I < M(x -y)-2(dist(.c, E) + dist(y, E)) ,
because
I Br(x) - A(x)I = BI (x) - A(x) < M dist(x, E) .
H
To evaluate the upper hound of the norms of the Calderdn-Zygmund

operators TA when 0 < A' < M, we introduce the following estimating
function:
u(A, I) = jf EA(x, y) dydx = IITA(Xr)IIL1(r) -
This was first considered by Journe in a result which anticipated the

T(1) theorem.
We then write a(A) = sup, IIIa(A, I) and, lastly, put
(6.10) z(M) = sup{a(A) : 0 < A'(x) < M}.
We aim to prove the following lemmas.
Lemma 8. There exists a constant Co such that
(6.11) IITA(1)IIBMO <- a(A) + Co(1 + IIA'IIc) -
Lemma 9. There exists a constant Cl such that, for all M > 0,

(6.12) T(M) < 4r(2M/3) + C, (1 + M) -
These lemmas easily give (6.7). Indeed. we start from the continuity
E-+
of the operators TA, when IIA'II,,, < 1. The continuity is a direct result
of the T(1) theorem. applied to the. Calderon commutators, as we have
cad
indicated.
Repeated application of the estimate (6.12) gives T(M) < C2(1+M)5,
as can be seen by considering the intervals (3/2)k < M < (3/2)k+i
Then Lemma 8 provides IITA(1)IIBM0 <- C3(1+IIA'II",)5 and the T(1)
theorem allows us to conclude.
All that is left to do is to prove the two lemmas
The first. is easy and is based on the estimates IEA(x, y)I < Ix - yI-'
and 1(,9/(9x) EA(x,y) I < (1 + M) (x -y)-2. We are trying to show that,
for every interval I C R, there is a constant yl, such that
(6.13) If ITA(1) - ryrI dx < a(A, I) + C(1 + M) .
To this end, we split the function 1 into f + u + v + w, where f is the

characteristic function of I, while u and v are the characteristic functions
of the two intervals J and .I' adjacent to I and of the same length. The
fourth function w is the characteristic function of the complement of 31.
Now, fr f j Ix - yI -1 dx dy = (log 2)111 and the same is true for X.
Thus, f I TA (u) I dx < (log 2) III and the same holds for f, ITA(v) I dx.
Finally, the kernel's regularity with respect to x enables pus to estimate
cad
f(31). I EA (x, y) - EA (x0, y) I dy, for every x E I (where xo denotes the

centre of I).
We go on to the proof of Lemma 9, which is quite clearly the key to
the method of David and Murai.
The following remark is the starting point: a(B, 1) = a(A, I) every
tea,
time that B(x) = A(x) + px + q on I, where p, q E R, or when B(x)

-A(x) on I.
tom
We intend to replace A(x) by B(x) on I, hoping that A(x) = B(x) on

rte,
a substantial subset E C I; we shall want IEI > (1/4)111. But we shall

also require the function B(x) to satisfy M/3 < B'(x) < M on I. This
will let us replace M by 2M/3. by substituting B'(x) - M/3 for B'(x),
and thus =reduce the slope" -
Let us give the details of this algorithm. We write I = [a, b] and
distinguish between the cases
m = A(b) - A(a) > M and m=
A(b) - A(a) < M
Al
b-a -2 b-a 2
104 9 Examples of Colderdn-Zygmund operators
In the first case, we apply the rising sun lemma directly, with A = M/3.
and get 101 < (3/4)111.
In the second case, we replace A(x) by A(x) = Mx - A(x). Then
NIA
a(A, I) = a(A, 1), 0 < A'(x) < M and A(bb
- a (a) > 2
which brings us back to the first case.
Fr.
Applying the rising sun lemma to A, or A, with A = M/3, gives us a

function which we call B (rather than BI) to simplify the notation. To
finish, we put b(x) = B(x) - M/3, getting B'(x) E [0,2M/3]. We get
u(B, I) = a(B, I) _< r(2M/3)111, by the definitions of r and a.
To compare a(A, I) with a(B, 1), we intend to prove the basic in-
equality
a(A, I) < a(B, I) + E u(A, Ik) + C(1 + M)III,
Zlw
(6.14)
k>O
where the Ik are the connected components of the open set (1 C I

4'b
produced by applying the rising sim lemma to A or A. with A = M/3.
Once (6.14) has been established. we can conclude the proof of the
2f~
lemma. Indeed, a(A,Ik) < a(A)IIkI and E IIkI < (3/4) 111 imply that
(6.15) a(A, I) < r(2M/3)III + 3a(A)III +C(1 + M)III -

We divide both sides of (6.15) by III and take the supremum, over all
intervals I, of the left-hand side. This gives
MIA
(6.16) a(A) < r(2M/3) + 3a(A) +C1 + M)

But we know that a(A) is finite, because all the operators TA are
Calderon-Zygmund operators. It follows that
(6.17) a(A) < 4r(2M/3) + 4C(1 + M)
and it is enough to take the supremum, over all functions A with 0 <
A'(x) < M, of the left-hand side of (6.17) to get (6.12).
We still have to prove (6.14). We know that
(6-18) EA(x, y) = EB(x, y) + R(x, y)
where the error term R(x, y) satisfies
(6.19) IR(x, y)I < M(x - y)-2(dist(x, E) + dist(y, E)).
We also know that, on each of the intervals Ik which make up fl. we
have B(x) = Ax + ck (with A = M/3) so that, for x and y belonging to
the same Ik, we have EB(x, y) = eia(x - y)-n.
9.7 The method of rotations 105
These two properties are enough to prove (6.14). Indeed,
a(A, I) = EA(x, y) dyl dx

J J
I
r r
If EB(x, y) dyl da; +

r r
R(x, y) dyl dx
=a(B.I)+n.
To estimate the error term y, we let G denote the set of ordered pairs
(x, y) E I X I which do not belong to the union of the sets Ik x Ik. In
other words, x and y do not belong to the same interval Ik. Then
71 < f f !R(x, y)I dx dy + E l R(.c, y) dyl dx.

k>o rJk
The upper bound f fG I R(x, y) I dx dy < 4M I I l follows immediately
from (6.19).
We are left with the terns ak = frk frk R(x, y) dyI dx. To deal with
them, we go back to (6.18), which gives
5°c
,,,If EA(x, y) dyl dx + f If EB (x, y) dyl dx .

ak < k k k
The first of the integrals is v(Ik) and the second can he calculated, by
the remark after (6.19), to give frk I frk (x - y)-1 dyl dx < 7rIIkj, because
the Hilbert transform is unitary on L2(Rn).
7 The Calderon-Zygmund method of rotations

By the method of rotations, we can construct Calderbn-Zygmund op-
'.7
erators whose actions on L2(R'") are like taking the mean (or Bochner
integral), over all directions, of Calderdn-Zygmund operators acting on
functions of one real variable.
We are now in a position to think of the method as the prototype
'r^
of the transference methods developed systematically by Coifman and

Weiss ([77]).
{C'
For example, Calderdn and Zygmund used the method of rotations to

".s
establish the continuity of the Riesz transforms R 1 < j < n, on every

LP(R' ), 1 < p < oc, as a corollary of the corresponding result for the
Hilbert transform.
The method of rotations, as well as the other techniques described in
this section, is based on the description of operators in terms of their
kernels. That is, we start from a function K(x, y) which, to begin with,
will belong to L°° (R' x 1R'), to avoid the problems associated with
106 9 Examples of Calder6n-Zygmund operators
singular integrals. We then define the operator T by
(7.1) Tf(x)=JK(xy)f(y)dy,
where f belongs, for example, to the space E of continuous functions of
compact support.
We shall let Sn-1 denote the emit sphere in III" and write w,,,_1 for its
surface area.
Theorem 9. Let K(x, y) E L°° (I[?n x R") define an operator T by (7.1).

For each xo E R" and every v E S' 1, let T(.(,,,) be the operator, acting
on l inctions of one real variable, whose distribution-kernel is
k(s, t; xo, v) = Is - tIi-1K(ao + sv, xo + tv) for s, t E R.
at p satisfy 1 < p < oo (the extreme values are not excluded), and
suppose that the operators T(.(,,,) are uniformly bounded on LP(R) with
operator norms (on LP(IR)) not exceeding 1.
Then T is bounded on Lp(I[l;n) and the norm of T does not exceed
w,,,_ 1 /2.
Put g = T f . We integrate using polar co-ordinates, centre x, to get
9(x) = f K(x,y)f(y)dy
I TO K(x, x + tv) f (a + tv)ItI"-1 dt } da(v)

= 2f , 00 JJJ
= 2 s,-19v(x)da(v),
where
9v (x) = fxx+tv)+tt11dt.
00
We shall show that II9v(x)II Lp(R') <_ IIfIILI(s^), which will give IIgIIp <
(w._1 /2) II f IIp, by convexity.
Since v is fixed, we can choose new co-ordinate axes, if necessary, so
that v = (0,0,..., 0, 1) and, with respect to those co-ordinates, we write
x = (x', s), where x' E III"-1 and s c R. Then
II9vIILY(R )= U L-1 x¢t Igv(x'+sv)Ipdx'ds)p.

Applying Flibini's theorem. we first calculate
f19v(x' +sv)l'ds
= j oc
[[ 0*0
00
K(x' + sv, x' + (s + t)v) f (x'+ (s + t)v) ltI"-r dt l ds
_1 If 00 00
K(x'+sv.x +tv)f(x'+tv)It-sI"-'dtlPds
f
by the hypothesis about the operators T(T.,,,). We then integrate over
x' E R" to finish the proof.
How do we apply the method of rotations?
We start with a kernel K(x, y), x, y E R''', y # x, satisfying
(7.2) K(y, x) _ -K(x, y) ,
(7.3) IK(x, y) I s CIx - yI-",
(7.4) I (a/(9x,)K(x, y) I CIx - yI -"-' (1 < j < n).
Then the distribution PV K(x, y) E S'(R" x R?') defines an operator
T : S(R") - S'(R"). We want to know whether T is bounded on
L2(IIt"), so we look at the kernels
k(s, t; xo, v) = Is - tI"-' K(xo + sv, xo + tv) for s, t E R.
They satisfy the analogous inequalities to (7.3) and (7.4) in one variable,
and are antisymmetric too.
: S(R) , S'(R).
fib
Thus these kernels define operators T(..,,,)
We then suppose that, for a certain constant C,

(7.5) IIT(10,0(f)IIL2(a) <- Of IIL2(x),
uniformly with respect to xo E R" and v E S"-'.
Theorem 10. With the above hypotheses. T is bounded on L2(W')
and IITIJ << C.
The constant C' depends only on the dimension n and the constants
appearing in (7.3), (7.4) and (7.5).
To prove the theorem, we consider the truncated operators TE and
T(xo L) defined by the truncated kernels
K(x, y)X{Ix-vl>f} and k(s, t; xo, v)X{18-tI>E}
We denote the truncated kernels by KE and kE and pass from the former
to the latter by the same operation as we used to obtain k from K ("the
method of rotations commutes with truncations").
So, by Theorem 9, for every e > 0,

(7.6) IITEII <- 2wn-1 supsup II xo,v)II .
X0 V
Now, Cotlar's theorem in Chapter 7 implies the existence of a constant
'C'
C, such that, for all e > 0,
`."
(7.7) II2 0,,,)f112 s CIIf1I2.

Combining (7.6) and (7.7) gives IITEII _< C'. Then the antisymmetry
of the kernel guarantees that (T' f , g) tends to (T f , g), as a 0, for
all f,g c S(]R'1). The uniform estimate IITEII < C' thus gives the weak
r-3
convergence of the TE to T E £C(L2, L2).

Here is a remarkable application of this method, due to Calderon.
Theorem 11. Let n, m > 1 be integers and suppose that A : 1[in -> 1Rnz
is a Lipschitz function. Let F : Rm --+ R be an infinitely differentiable
odd function. Then the antisymmetric kernel
A(x) - A(y)1
(7.8) K(x,y) = F
\ Ix - yl J
Ix
- yI-n
defines a bounded operator on L2 (R').
To see this, we apply the method of rotations, which brings us back to
the case n = 1. Next, we observe that Ix-yI-1 F((A(x)-A(y))/Ix-yI) =
(x-y)-'F((A(x)-A(y))/(x-y)), because F is an odd function. We then
take advantage of the inequality I A(x) - A(y) I < M I x - y I to replace F on
the ball Jul _< M of 1R', by an infinitely differentiable periodic function,
of period 4M in each variable. We expand this periodic function as a
Fourier series to get, for Jul < M,
F(u) = a(k)eiak-u
kEZ'
where b = -7r/2M and the a(k) are rapidly decreasing. The kernel
(x-y)-1F((A(x)-A(y))/(x-y)) can thus be written as > a(k)Gk(x, y),
where Gk(x, y) = (x - y)-lezSk-(A(x)-A(y))/(x-y), The norm of the op-
erator Gk defined by the kernel Gk(x, y) does not, therefore, exceed
C(1 +bIkIIIA'II,)5 and the series >a(k)Gk is absolutely convergent in
,C(L2, L2).
We finish this section with two applications of Theorem 11, drawn
respectively from potential theory and from complex analysis. We shall
give more details of the first example in Chapter 15.
Let A : IR" --+ R be a Lipschitz function, let S C R'" be its graph
and let d r be the surface measure on S. We start from an electric charge
density g E L2(S, dv) and let V(x), x E 1R"1, be the potential created
by the charge density. We suppose that n > 2. Then

(7.9) V(x) = en fix - yj-f.+19(y) ma(y) -
Now, consider the electromagnetic field arising from the potential V.
Ignoring the normalization constants, we write E _ -VV
Let 1 denote the vector (0, 0, ... , 0,1) E Rn+1. It is well-known in
electrostatics that E(x) has a discontinuity as it passes through the
surface S. For x E S, we set
(7.10) E+(x) = lim E(x + E1) and E_(x) = lim E(x - E1) .
CIO Elo
These limits exist, for almost all x E S. as we shall show in Chapter 15.
Finally, the discontinuity of the electromagnetic field is given, for almost
all xES,by
(7.11) E+(x) -E_(x) ='Y"9(x)n(x),
where n(x) is the upwards (1 - n(x) > 0) unit vector normal to the
surface S.
We then have the following result.
Theorem 12. If IIVAII= < M < oo, then, for everyg E L2(S,da), we
have
(7.12) (is IE+(x)I2 dc(x) J 1/2 < QM, n) IsI9(x)I2 da(x) //J 1/2
s / I
where C(M, n) depends only on the upper bound M and the dimension
n.
To prove this result, we use an algorithm to write E+(x) in terms of

g(x). The algorithm is that of the Calderon-Zygmund operators and
gives
(7.13) E+(x) = ry"9(x)n(x) +PV c f(x - y)I x - yl-n-19(y) da(y) -

Of course, it is the second term on the right-hand side of (7.13) that is
problematic. We deal with it by using the parametric representation of
ear
S given by x = (u, A(u)), u E R', and the vectorial kernel (x - y)Ix -

yl-n-1, restricted to L2(S), becomes
u-v A(u) - A(v)
(Iu - v12+(A(u) _A(v))2)(n+l)/2 , (In - v12+(A(u)_A(v))2)(n+1)/2
and this then acts on L2(R').
The continuity of this operator is then a consequence of Theorem 11.
Stein and Weiss discovered how the Hardy spaces of functions holo-
morphic in the upper half-plane could be generalized to R" x (0, oo).
They replaced the pair (u(z),v(z)) of real and imaginary parts of a

holomorphic function by the gradient of a harmonic function.
Identity (7.11) then appears in the guise of a generalization of Plemej's
formula, which occurs in the following context.
Let r be a rectifiable curve, without double points, in the complex
plane parametrized by the arclength s which runs through the whole
real line. We suppose that limR jz(s)I = lim8, lz(.s)1 = oo. Let
121 and 122 be the open sets whose boundaries are F. We define the
Hardy spaces H2(111) and H2(122) as the closures in L2(I',ds) of the
rational functions P(z)/Q(z) which are zero at infinity and whose poles
belong to 122 and 121i respectively.
The problem is then to determine whether
(7.14) L2(r. ds) = H2(111) + H2(122) ,
where the sum is direct, but not necessarily orthogonal.
We shall exandue this question systematically in the course of Chap-
ter 12. Here, we just want to remark that (7.14) is equivalent to the
Cauchy kernel's defining a bounded operator on L2(I', ds), by
Tf(z)=PV z7r1 1
z- W
f(w)dw.
Using the parametrization given by the arclength. everything reduces to
knowing whether (z(s) - z(t))-1 defines a bounded operator on L2(R).
A rectifiable curve is a Lavrentiev curve if there exists a constant b > 0
such that, for all s and t, we have Iz(s) - z(t)I > bas - tj.
With this definition, we can state
Theorem 13. For every Lavrentiev curve, the Cauchy kernel defines a
bounded operator on L2(F, ds) and this operator is a Calderc n-Zygmund
operator.
To see this, we let F be an infinitely differentiable and odd function
on R2, which coincides with 1/z when b < jzj < 1. We can then write
1 F r z(s) - z(t) 1
Z(S) - z(t) ` s- t J S- t
and it is enough to apply Theorem 11.
10
Operators corresponding to singular

integrals: their continuity on Holder
and Sobolev spaces
1 Introduction
The kernels, IX - yl-"+l, 0 < A < n, whose Fourier transforms in the
sense of distributions are c(n, A)1e1-a, define the fractional integration
operators. Both the kernels and their Fourier transforms are locally
integrable and it is easy to prove, without further ado, that convolution
with IxI-"+a is a continuous operator from C9 to CB+a, for all s > 0.
The C8 spaces are the homogeneous Holder spaces. For convenience,
we once again give their definition.
If 0 < s < 1 then f E C8 when f is Holder of exponent s, that is,
when f is a continuous function modulo the constant functions and
If(x) - f(y)I <- CIx - y18 .
If s = 1, we have to replace the usual C' by the Zygmund class A.
which is the space of continuous functions, modulo the affine functions,
such that, for all x, y E IR",
If(x + y) + f(x - y) - 2f(x)I <_ Cjyj
Lastly, if s > 1, we write s = m + r, where 0 < r < 1, and f c
C8 means that f is a C' function, modulo polynomials of degree not
exceeding m (m + 1 if s = m + 1), such that all the partial derivatives
8"f, Jal = m, belong to Cr.
The theorem about fractional integration, indicated above, extends to
operators which are not convolution operators. Consider two exponents
A and -y, with 0 < A < y -< 1, and suppose that there is a function
112 Singular integrals on Holder and Sobolev spaces
K(x,y) which satisfies the inequality IK(x, y)I < CIx - y[-n+a, for all
x and y, as well as the inequality
,
(1-1) IK(x', y) - K(x, y) 15 CIx' - zI7I x - yj-n+a-ry,
when Ix' - xI < Ix - yI/2.

Suppose that s > 0 and s+A < -y. Then the operator T defined by the
kernel K(x, y) can be extended as a continuous linear operator on the
homogeneous space C8 if and only if T(1) = 0, modulo the constants.
cad
This statement is proved by following through the steps of the proof for
the fractional integration operators. In the latter case, the condition
T(1) = 0 is automatically satisfied, since T is a convolution operator.
cad
We refer the reader to [217] or [239].
The purpose of this chapter is to go a bit further and replace the
exponent A above by 0. Then the kernel K(x, y) is no longer integrable
over y for fixed x and we use the ideas of Chapter 7, by saying that a
weakly continuous linear operator T : D(Rn) -+ D' (Rn) corresponds to
K (as opposed to being defined by K) if, for all fiunctions f E D(R' ),
Tf(x)=IK (x, y) f (y) dy,
whenever x is not in the support of f.
We suppose that K satisfies (1.1) with A = 0. It becomes necessary
to introduce an extra hypothesis which, in some manner, compensates
for the failings of the integral f K(x, y) f (y) dy. The hypothesis is that.
T is weakly continuous on L2(W) and this is a necessary condition for
the continuity of T : C9 --> C8. For 0 < s < y, the continuity of
T : C8 - C8 is equivalent to T(1) = 0. modulo the constant functions.
The proof of this result is remarkably simple if we use wavelets. We then
follow Lemarie ([1641) and prove "with bare hands" that T is continuous
on the homogeneous Sobolev spaces B8.
Finally, we shall examine the subtler case of the inhomogeneous Holder
and Besov spaces.
2 Statement of the theorems

We recall how to define homogeneous Sobolev spaces. Let So(Rn) C
S(I[ln) denote the subspace of functions f E S(R"), all of whose moments
vanish. For every s E R, we equip SO(R') with the pre-Hilbert structure
given by
R.
(f, g)8 = f( )9(27r)n (e)I eI2a d
10.2 Statement of the theorems 113
and we let B8 denote the corresponding Hilbert space. We shall give a

description of Be as a space of functions or distributions.
The case s = 0 is trivial, B° being L2(Rn).
We then consider the range -n/2 < s < n/2. If 0 < s < n/2, we
define the exponent q by 1/2 -1/q = s/n and the homogeneous case of
the Sobolev embedding theorem tells us that Be is canonically embedded
in Lq(II2") and thus is a space of functions.
If -n/2 < s < 0, B8(II2n) is a space of tempered distributions and
LP(Rn) C B8(Rn) if 1/p - 1/2 = -s/n. It can be shown that S(R") is
dense in B8(Rn)
The embedding S(Rn) C B8(Rn) does not hold if s < -n/2 and
is replaced by SO(R") C B8(W'). Similarly, the inclusion LP(Rn) C
B8 (Rn) does not hold when s < -n/2 and is replaced by HP (R1) C
B8(Rn), where 1/p-1/2 = -s/n. The reader is referred to [75] or [217]
for the main properties of the Stein and Weiss spaces HP(R").
If s = -t, the spaces B8 and Bt are canonically dual because
Jf(x)(x) dx = (21 Ji()II8(e)IIt dC
and because the modulus of the integral can be estimated using the
Cauchy-Schwarz inequality.
For s > n/2, the properties of the spaces B8 are "dual" to those of
Bt, for t < -n/2.
The embedding H' (W) C B-n/2 is mirrored by Bn/2 C BMO. Like
BMO, ft./2 is a space of functions modulo the constants.
When s = n/2 + y, y > 0, B8 is canonically embedded in the homo-
geneous Holder space (2. That is, like C2, B8 is a space of continuous
functions modulo the polynomials of degree not exceeding y.
The homogeneity of B8 is given by II U9 (f) II = a e II f fl B. , when
g(x) = ax + b, a > 0, b E R" and U9 f (x) = a-n/2 f ((x - b)/a).
For 0 < s < 1, the norm on B8 can be defined without recourse to the
Fourier transform. For each f E S(11t"),
c(s,n)IIfIIB. = (JJIfx) -f(y)I2Ix _ yl-n-2,9 l 1/2
For s = 1, I I f I I B1 = II V f II2 and all the other k norms can be calculated

using these identities.
We now take a continuous linear operator T : D(R) --> D'(R"). When
0 < y < 1, we write T E G.y if the distribution-kernel of T, restricted
1:1
to the open set {(x, y) : y qb x} C R" x R", becomes a function K(x, y)

such that
(2.1) IK(x,y)I sClx - yl-",
114 Singidar integrals on Holder and Sobolev spaces
(2.2) IK(x',y)-K(x,y)I CIA -xj7ix-yl-"-y,
if lx'-xI <Ix-yIl2.
We do not require any regularity with respect to y.
For -y > 1, we write 'y = m + r, where 0 < r < 1, and replace (2.2) by
the two following conditions:
ANC
(2.3) IOK(x, y) I < C x - yI for jai < m;

(2.4) l K(x', y) - ax K(x, y)l < Clx - xlrix - yl -"-7 ,
forlai=m and lx'-xl<jx-yI/2-
If T E G., we can define T(xa), for Jai < m, as follows. We let 45(x)
denote a function in D(IR") which is l at 0 and set 0E (x) = O(ex). Then,
for Jai < rn, there exist "floating" polynomials Pa,E(x), whose degrees do
not exceed jai, such that the difference T(xaoE) - Pa,E = Sc,, converges,
in the sense of distributions, to a distribution Sa E S'(R"), which we
...
can
denote by T(xa).
1,.,
To see this, it is enough to show that, if 0 E D(IR") and f x" O(x) dx =
0, for jai < m, then (T(xaOE), 1) tends to a limit. We write this in-
tegral as (xa fE, tT(b)) and observe that tT(ii)(x) is O(Ixi-"-7) at. in-
finity. Lebesgue's dominated convegence theorem lets us conclude the
coo
(15
argument.
Theorem 1. Suppose that T E 'C7 and that 0 < s < -y. Let a denote
the integer part of s. Then T can be extended as a continuous linear
C1.
operator on the homogeneous Holder space C8 if and only if T is weakly

continuous on L2(R"), in the sense of the theorem of David and Journg,
and if T(x0) = 0, modulo the polynomials of degree not exceeding a,
for jai < a.
These conditions imply that, for 0 < s < ry , T can be extended as a
Inns
continuous linear operator on each homogeneous Sobolev space h' and,

for 1 < p. q < oo, on each Besov space Bp 'q.
Before we prove this result, let us examine some examples.
3 Examples
It may seem strange, at first sight, to use the homogeneous spaces C8
rather than the usual Holder spaces C8 = C8 fl L00.
The reason we do this is that the Hilbert transform (in dimension 1)
and the Riesz transforms (in dimension n) are not bounded on C8,
whereas they are bounded on 68.
Indeed, the norm of f in C8 is
If (Y) - f(x)I
11f 11. + sup
ly - xI
10.3 Examples 115
if 0 < s < 1. It therefore follows that, for f E D(W'),

N IIf(N-'x)Ilce = IIfII.
An operator which commutes with dilation and is continuous on C8 is
therefore continuous on LO°. But neither the Hilbert transforms nor the
Riesz transforms are continuous on L°°.
r~,
The problem is the behaviour of the kernels K(x, y) of those operators,

I;.
when Ix - yI tends to infinity. That problem disappears in our second

group of examples.
We consider the symbols a(x, ) E 6°,1(R" x R") which, as we recall,
are subject to the conditions
(3.1) I0)a(x, 0 I < C(a, a)(1 + 1o"61- 'C'I
It can he seen immediately that the corresponding kernel K(x, y) satis-
CT:
fies
(3.2) K(x, y)I C(a, a)I x - yI " ICI-I(11,
when Ix - yI < 1, and
(3.3) I8i,K(x, y)I < C(a, a, N)ix VI-N, -
for all N>1,when Ix -yI>1(and a,QEN").
To apply Theorem 1, we must make sure that T(xa) = 0, modulo the
Fir
polynomials of degree not exceeding a. This condition can be written

in the form P. (-r), where Po(x) is a polynomial whose
degree is not greater than or. To reduce to this special case, it is enough
coo
to write as where #i(x) = 0 in a

neighbourhood of 0 and 00 E D(R"). This induces a decomposition
a(x, D) = T = To + T1. The operator To is smoothly regularizing and
Theorem 1 applies to Ti.
In view of (3.1), we can pass from the homogeneous to the inho-
mogeneous spaces and confirm that T E OpS°,1 is continuous on all
..a
inhomogeneous Besov spaces BB'q, where s > 0 and 1 < p, q < oo.
The operators in question are, in general, unbounded on L2 (W ).
The next example is due to Calderon. Let a : R -> C be a Lip-
schitz function with IIa'II= < M. We consider the distribution-kernel
K(x,y) = PV((a(x) - a(y))/(x - y)2) and the operator T : D(R) --'
D' (lit) defined by this kernel. Then T is continuous on L2 (R") (Calderon,
.-.
1965), but not on the Sobolev space H", when s > 0, or on its homoge-
neous version b'. By the same token, T is not continuous on C".
On the other hand, the distribution-kernel
a(x) - a(y) - (x - y)a'(y) = 9 a(x) - a(y)
Kl (x, y) = PV
(x_y)2 ay x-y
leads to a better operator Ti, in the sense that T1 is bounded on the
Sobolev space H", for 0 < s < 1 and on the homogeneous Holder space
C", when 0<s<1.
I-+
The difference between T and Ti is that T, (1) = 0.
The following example is similar. This time, we suppose that a(x)
is real-valued, but still Lipschitz, and we consider the curve r in the
t='
coo
complex plane defined by z(x) = x + ia(x). F is the graph of a(x). We
°o<
'L7
then form the Cauchy kernel PV(z(x) - z(y))-' which we set against
ti,
.C. .^.
,c7
PV z'(y)(z(x) - z(y))-l. Let T and Ti denote the corresponding op-
erators. Both are continuous on L2(Rn), but Tl satisfies the further
Op.
condition Ti (1) = 0, modulo the constants, and the operator T, is con-
'",
tinuous on the Sobolev space H for 0 < s < 1, and on the homogeneous
Holder space C", for 0 < s < 1.
A similar example is given by the double-layer potential on the bound-
ary of a Lipschitz open set.
'LS
We let D C Rn+1 be a connected open set whose boundary 8D is given

locally by the graph of a Lipschitz function and we let K : L2(8D)
L2(8D) be the operator defined by the double-layer potential.
cf.
'C3
Using local co-ordinates. 8D is represented by a graph t = a(x), where

p,,
x E Rn and a : Rn -, R is Lipschitz. Then the distribution-kernel

K(x, y) of the operator K is given by
1 a(x) - a(y) - (x - y) Va(y)
K(x, y) = PV .
W. (Ix - yI2 + (a(x) - a(y))2)(n+i)/2
where w,,, is the surface area of the unit sphere Sn C It is well Rn+i.
known that, if a : Rn -' R is only Lipschitz, then the operator K is not

coy
compact. Fabes, Jodeit and Riviere ([104]) showed that. K was compact
'T1
when a(x) was a Cl function.

The continuity of the operator K on the space L2(8D) is an example
of CalderOn's programme and is a consequence, as we have shown, of
G°°
the method of rotations and of the continuity of the operators related

coo
to the Cauchy kernel on Lipschitz curves.

f'1
The operator K is continuous on H" (Rn ), if 0 < s < 1, and on the

CIA
coo
homogeneous Holder spaces C', if 0 < s < 1. On the other hand,

these last two properties do not hold if we replace the numerator by the
apparently simpler expression a(x) - a(y).
%,-
Here is a final example of an application, or illustration, of Theorem 1.

!"r
Let A denote the operator of pointwise multiplication by a function a(x)

4°°
belonging to the inhomogeneous Holder space C', s > 0, and let T

denote a classical pseudo-differential operator of order 1 whose symbol
r(x, ) belongs to the Hormander class Sf a.
Let A be the operator of pointwise multiplication by a(x), where a =
cad
T (a). The function a belongs to C"-'

art
10..E Continuity of T on homogeneous Holder spaces 117
We observe (and can prove) the following curious phenomenon: the

commutator [T, A] maps Cr continuously to Cr when 0 < r < s - 1,
Rio
but, if r > s -1, the same commutator only maps Cr into C8-1 and we
cannot do better.
On the other hand, R = [T, A] - A is a continuous mapping of Cr into
Cr when 0 < r < s and, again, when r > s, R maps Cr to Cs.
However, in this case, R is not compact or regularizing. Correcting
the commutator [T, A] by subtracting A is not the correction which the
pseudo-differential calculus requires.
Why is this? We choose T = (I - 0)1/2, and
a(x) = e""x, for some a E H". Then the commutator [T, A] is defined
by the symbol {(l + it +a12)1/2 - (1 + The classical way
to deal with this is to consider the asymptotic expansion
)2)
+ + 112 -Ca
This means that the correction required by the standard pseudo-differen-
tial calculus is defined by the symbol aThe corresponding
operator is not A but A Ei a j R., where the Rj are the Riesz trans-
am,
forms (whose symbols are 1/IQ and A is still the operator of pointwise
multiplication by a(x).
The example we have just given can also be interpreted by remarking
that, if L is an operator defined by a symbol A(x. t) in LO° (R n x R71), and
if the operator L satisfies conditions (2.1) and (2.2), then the continuity
of L on the homogeneous Holder space C8, 0 < s < 1, is given by
L(1) = 0. modulo the constant functions, that is, by A(x,0) = c, a
constant independent of x.
To correct an operator which does not yet satisfy this condition is to
subtract the operator of pointwise multiplication by the fimction A(x. 0).
On the other hand, the standard procedure of pseudo-differential calcu-
his is to expand the symbol about the point at infinity, and not about
the origin ...
4 Continuity of T on homogeneous Holder spaces

Let us begin by showing that, if T E G., and if T(xa) = 0, for jal < a
(the integer part of s < 7), then T is continuous on the homogeneous
Holder space 08.
We start with f E C8. To show that T (f) belongs to the selfsame
space, it is enough to prove that I (T(f),'ia)I < C2-j("/2+s), where ljia,
A E A, forms an orthonormal basis of wavelets which are sufficiently
regular. Now (T(f ), ox) = (f, 'T(-Ox)) and ga = 'T(-O,\) satisfies the
coo
following three conditions:
(a) g,, is a continuous linear form on the space Co of C8 functions with
compact support;
vas
(b) ga(x) = O(IxI-n-'Y, as HHH -' oo;

(c) all the moments f xaga(x) dx vanish for Jo4 < a.
Then we know that g,, defines a continuous linear functional on the ho-
3.0
mogeneous Holder space C8 (Wavelets and Operators, Chapter 6, The-

orem 6).
We have seen that the expression (T(f). 1a) is well defined. That
fop
we get the estimate (T (f ), a1) I < C2-i(n/2+e) is a consequence of the
hypotheses on T under the action of the affine group. We shall not
pursue this any further, because the details are the same as those already
given when finding bounds for the entries of matrices corresponding
'S0
to Calderon-Zygmund operators in an orthonormal basis (Chapter 8,
".r
.ti
section 3).
To complete the proof of Theorem 1, we establish that the conditions
that T(x`=) = 0, for Jal < a, and that T is weakly continuous, are
necessary for the continuity of T on C8.
The polynomials of degree not greater than a are formally equivalent
to 0 in Cs, which is a quotient space. So, when Jal < or, T must satisfy
the condition T(x') = 0, modulo the polynomials of degree not greater
0'O
than a, in order to be extensible as a continuous operator on C8.

This argument is simple because we have tacitly supposed that T has
already been extended to C8. If that is not the case, that is, if T is only
coo
defined on D(Rn), with values in D'(R"), we argue as follows. D(R") is

dense in C8 with the a(C", Bi 8'1) topology (defined by treating Cs as
O4.
the dual of the Besov space Bi The functions 0 E D(IR") satisfying

ors
f x"-O(x) dx = 0, for Jal < s, form a dense subset of Bi It is now

°»,
Fn'
easy to see that, if T : D(R) D' (R") is continuous when D(lR') has
the C8 norm and if the hypotheses of Theorem 1 are satisfied, then T
CAD
".r
can be extended to the whole of Cs. We have reduced the problem to

any
the situation where T is defined on C8.

Let us show that the weak continuity on L2 is equally necessary. In-
deed, let B be an arbitrary ball in R' with centre xo and radius R > 0.
Let u be a C8 function, adjusted for B, whose support lies in B. Then
we know that f = T (u) belongs to the homogeneous space Cs. This is
Fn'
not enough to find a uniform bound for f on B, because f is only defined

up to a polynomial of degree not greater than a. It remains to find this
"floating polynomial", that is, to find a concrete representation of f . We
coo
obtain this by letting x1 E ' denote a point such that 1xl - xol = 2R
10.5 Continuity on homogeneous Sobolev spaces 119
and calculating the derivatives O" f (xi) explicitly, for lal _< o. We can
then apply the lifting formulas for functions in the homogeneous space
Cs (Wavelets and Operators, Chapter 6, section 4). The details raise no
difficulties and are left to the reader-
5 Continuity of operators in C.y on

homogeneous Sobolev spaces
To begin with, we suppose that 0 < s < -y< 1. We give two proofs of
the continuity.
The first uses a weakened form, described in the following lemma, of
the continuity of T E Gy on a homogeneous Holder space.
Lemma 1. Let T : D(R') --' D'(187") he an operator belonging toL.y
and satisfying the hypotheses of Theorem 1. Suppose that u E C8 is a
function with support in the unit ball. For all x E R" and t > 0, put
u(.,t) (y) = u((y - x)/t). Then
(5.1) IITt(z,t) IIoo < Cllulle. .
Indeed, we know that the norm of u(2,t) in the homogeneous space C8
is t-811u11e,.. Since T is bounded on C8, we can hound the C8 norm of
Tu(x,t) by Ct-8. To conclude, we let xl denote a point of R" such that
Ixi - xl = 2t and then successively estimate Tu(,,,t)(xl), using the size
of the kernel of T, followed by Tu(x,t)(y), where Ix - yl < 4t, using the
definition of the 68 norm.
Equipped with this lemma, continuity on B8 may be established as
follows. We let C E D(W') be a radial function, such that (u) = 1, if
Jul < 2, and put 1 = (u) + q(u)-
Then, if f E D(RT) and g = T(f),
9(y) - 9(x) = 91(x,y) + 92(X, Y) + 93(x, y) + 94(x, y),
where, for y # x, and taking account of the condition( T(1) =10,
`N.
III
III
91 (x, y) = J(K(iJ,u) - K(x, u))(f (u) - f (x)) r!

\Iy- xl) du,
92(x,Y) = - f K(x,u)(f(u) -
f -xl)du,
and, lastly,
[11
94 (x, y)=(f(y)-f(x)) f xl)du.

All these terms are estimated by brute force, without appealing any
further to the "cancellations of the kernel", which were fully exploited
in the proof of the lemma.
For the first, we choose an exponent a, satisfying s < a < y, and
ear
write
I91(x,y)I <
C1 Ix-ylrylu-xl-n-IIf(u)-f(x)Idu
u-xI>21y-xl
=CIx-yi'r f Iu-xl-n12- +,Iu,-xl-n/2 aif(u)-f(x)I du.

f lu-xl>21&-xl
ego
The Cauchy-Schwarz inequality then gives

<-C'Iy-xiI Iu-xI- 2aif(u)- f(x)I2du
I91(x,y)I2
Ju-xI>21y-xI
We conclude the estimate of f f I y1(.r, y) I2Ix - yI -n-2s dx dy by integrat-
ing with respect to y, u and, finally, x to give
C," JJf(u) - f(x)121u - xI_28 dudx = C"N(f).
'-'
The case of 92 is similar. We suppose that the support of is contained

in Jul < 10 and get
I92(x,y)I 5 C fu-x15101Y-x1 Ix - uI-nIf(u) - f(x)I du.
I
We then introduce an exponent f3, such that 0 < Q < Q, and write
Ix - ui-n = Ix - uI-n/2+0Ix - uI-n/2-13. After applying the Cauchy-
Schwarz inequality, we conclude as above.
193(x,Y)I <-Cf Iy-uI-nIf(u)-f(y)Idu

lu-yl<111x-yI
and we need only interchange the roles of x and y in the treatment of

g2 (x, y) to conclude.
Lastly,
194(x,y)I <- CIf(y) - f(x)I
by the lemma.
Thus, T is continuous on B8, because
1/2
C
(JJii (y) - f (X) 12IX _ yI -n-2a d dy)
is an upper bound for
(JJ(Y) - 9(x)I2Ix _ yl-n-2s dx dy)

To deal with the case 1 < s < y, we use a different proof, which also
10.5 Continuity on homogeneous Sobolev spaces 121
applies when 0 < s < y < 1. Let tia, A E A. denote an orthonormal

coo
basis of wavelets with compact support and regularity Cq, where q >
y. We shall find upper bounds for the moduli of the matrix entries
T(,\,,\') _ As usual, we put A = 2-3k + 2-j-'e and
A' = 2-j'k' + 2-j'-1E', where j, j' E Z, k, k' E Z' and E, E' E E _
{0,1}'" \ 1(0,. . _, 0)}.
If j' > j, we get a bound for IT(A, A')I in exactly-the same way as in
the proof of the T(1) theorem. This gives
IT(A, A')J S C2-v -j)(n/2+y) (2-5 + 10-j

_
- } n+7
(5.2)
7S'
k'2-j' j
If j' < j, we use the regularity of the function ga = T(b) and the
rate of decrease at infinity of the derivatives of g,,. Indeed, ga E Cs, if
0 < s < y, and then I&'ga(x)j = O(IxI'1''), for Iai < y. It is easy to
get explicit values for the implied constants in these properties.
Let C2-' denote the diameter of the support of v/ia. Then, for the
case Ik2-? - k'2-i'I > 2C2-j', we can integrate
J(x)9(x) dx
by parts to get
$'o
2
-, retry
(5.3) IT(A, J1')I < C2-(?--t')n/2

2-j' + Ik2-j - k'2-j'
If Ik2-5 - k'2-i'I < 2C2-3', we use the estimate of Iga(x)I and the
fact that we are integrating over the compact support of via,. We get
(5.4) IT(A, A') I S C(1 + If - jJ)2-(j -.i')n/2 .
Having done this, let us return to the continuity of T on the homoge-
neous Sobolev space h5: it is equivalent to the continuity of the matrix
T8 on l2(A), where the entries of T8 are given by
= 2 8(J-7')T(A. A')
for (A, A') E A x A. This is because is in B8 if and only if
EaEA4'YIa(A)I2 <00.
If 0 < y' < y - s and 0 < y' < s, we can immediately verify that Te
belongs to the algebra M.,,, with the consequence that T. is bounded
on 12(A).
We have completed the proof of Theorem 1.
The above proof that T is continuous on B3 = B22, for 0 < s < y,
extends to all the homogeneous Besov spaces Bp,4, for which 0 <,s < y
1-a
and 1 < p, q < oo. This can be seen by repeating the proof of Theorem 4
in Chapter 8 word for word.
We can go even further and establish that T is continuous on the

"'r
homogeneous Sobolev spaces CP,e, 1 < p < oc, as long as 0 < s < y.
To do this, we construct an isomorphism A. : CA' --a L' (I87) by
choosing A8(iPa) = 218a and referring to Proposition 1 of Chapter 6 of
Wavelets and Operators. A. imitates (-A)8/2.
Since the matrix T8 belongs to Op M.,, for 0 < y' < y - s, it follows
that T = As'CA., where C is an operator in OpM.y,. In particular, C
4-;
^.a
is a CalderGn-Zygmund operator. C is thus bounded on Lp(R") and the
ti'
same holds for T as an operator on L", for 0 < s < y.

In the next section, we shall see that, if K(x, y) and its derivatives
with respect to x are required to decrease fast enough at infinity, then
our operator T is also bounded on the inhomogeneous Sobolev spaces
LL.
coo
WP,8,1<p<oo,when 0<s<y.
Observe that the direct proof of the continuity of T on B8 (due to
P.G. Lemarie [1641) gives another proof of the T(1) theorem. Indeed, if
T is weakly continuous on L2, if T(1) = 0 and tT(1) = 0, it follows that
.`r
T and its adjoint T* are continuous on B8, for 0 < s < 'y. Since the
'`]
to.
dual, in the sense of distributions. of b" is b-', the continuity of T* on

B8 is equivalent to that of T on i3-'. As T is continuous on b' and
b-9, we deduce that T is continuous on L2(lin), by interpolation.
6 Continuity on ordinary Sobolev spaces

Let us begin by seeing that the operators described by Theorem 1 are
not, in general, continuous on ordinary (inhomogeneous) Sobolev spaces.
coo
Here is a counter-example in dimension 1. We start with a function

E S(R") on which we impose the following conditions: the Fourier
transform ci, of is real; is even; is zero outside 2/3 4/3; and is
C3.
equal to 1 at 1.
We then form the symbol
cc
v(x,) _ V e-42-'
and define T = a(x, D) to be the corresponding operator.

coo
The kernel K(x, y) of T is K(x. y) = F,00 e2'2 -3 (2-3 (x - y)),

"se
which clearly satisfies the Caldere n-Zygmund estimates. The singularity

is moved to infinity.
p''
The symbol o(x, t) vanishes if It l > 1, so if the operator Q(x, D) were

coo
vii
continuous on H8(R), s > 0, it would be continuous on L2(R) and vice

versa. But tT(1) = Er(e-Z2-'x - 1) and this function does not belong
E-,
to BMO. On the other hand, T(1) = 0 modulo the constants and, for
-ti
10.6 Continuity on ordinary Sobolev spaces 123
that matter, T(xk) = 0 modulo polynomials of degree not exceeding k,

for allkEN.
'`3
The selfsame operator T cannot be continuous on the inhomogeneous
Holder spaces C3. Indeed, let 0 E D(R) be a function which is 1 on
[-1,1]. For any f E L°O(IR), define g by g(1=) = 0()f(). Then g is in
C" for all s > 0. If T were continuous on C8 then T would be continuous
on L°°, because T(f) = T(g). But the continuity of T on LO" would
imply its continuity on L2 (Chapter 8, Proposition 9).
'L7
In this example, we see that the behaviour of the kernel of T as l y -xl
tends to infinity appears to be bound up with the continuity of T on in-
homogeneous spaces. The following result gives the precise relationship.
Theorem 2. Let T be an operator in 4, -y > 0. Suppose, further, that
°,y
the kernel K(x, y) of T satisfies the following estimates for l x - yl > 1.

(6.1) IoK(x,y)l <_ CNIx - yI-N
forlal <yandN>1;
- xirlx - yl-N
(6.2) l&.K(x':y)- bl. K(x:y)l <CNIXI
where m E N and r are defined by y = m + r with 0 < r < 1 and where

lal = m and Ix'- xl lx - yl/2.
If T is weakly continuous on L2 (R,) and if T(x') = m., (x) belongs
to the inhomogeneous Holder space C'''(R"), for lal _< m, then T can be
extended as a continuous linear operator on the inhomogeneous spaces
C" and H8,far 0<s<y.
We first remark that, because of the assumptions about the decrease
at infinity of the kernel of T, the mathematical objects T(x`'), lal < m,
have their usual meaning.
An immediate result of the theorem is that the pseudo-differential op-
erators T E Op S10, (whose symbols satisfy C(a,/3)(1 +
10I0I-I-I) are continuous on the inhomogeneous Holder spaces C8 and
the Sobolev spaces H8, when s > 0. We may observe that these opera-
tors are not, in general, continuous on L2(R").
We prove Theorem 2 by combining Theorem 1 with Poincard's in-
equality, which is given by the following lemma.
For s > 0, put N8(f) = (21r)-"V2(fl f(e)I2Ie128 d)1/2.
Lemma 2. There is a constant C(s, n), s > 0, n _> 1, such that, for
every R > 0 and every function f in the Sobolev space H8 whose support
is contained in lxl < R,
11f112 <- C(s,n)R8N8(f).
In order to apply this result., we start from an observation used in
Wavelets and Operators, Chapter 2, Lemma 6. If 0(x) belongs to D(R')

and if EkEZ^ I8(x - k)I >- 1, then, for every s > 0, (EkeZ IIf0kIIHa)1/2
and 11f 11H. are equivalent norms on H", where we have written Ok(x) _
0(x-k).
i^3
Armed with Poincare's inequality and the possibility of localizing the

calculation of the H" norm, we split the distribution kernel K of T into
K1 + K2, where Ki (x, y) = 77(x - y)K(x,y), 77 E D(R 2) being 1 on
the unit ball. Correspondingly, we write T = Ti + T2. It is clear that
T2 is bounded on all the H" spaces and the whole of the problem is
concentrated on T1. The functions T1(xQ) = m,,(x) - T2(xa) obviously
belong to Cry. We first consider the case where T1(xa) = 0, for 0 .,5 IaI <
M.
Let 0 E D(R") be a function such that E 0(x - k) = 1. If f E H",
we write f = > Ok f and T1(f) = E T1(8k f ). The support of TI (8k f) is
contained in the ball Ix - kI < R and the observations above lead to
IITi(f)IIH= 5 C(> IITi(0kf)II .)1/2 < C'(> IITi(0kf)IIBa)1/2
5C"(EIlekfIIB$)1/2
We still have to reduce the general case to that in which T1(xa) = 0
for IaI < m. We do it in the manner of the T(1) theorem, correcting T1
by an operator which we know to be bounded on C" and H".
..q
So we start with a function w(x) E D(R't) whose mean is 1, but which

is such that f xaw(x) dx = 0, if 1 < at < M.
Let L1 be the operator with kernel 'w(x - y).
Clearly L1(xa) = ma(t), for IaI < m. On the other hand, L1 is bounded
on the inhomogeneous spaces C" and H", because these spaces are invari-
ant under pointwise multiplication by C'' functions. Lastly, T1 = Ti -L1
satisfies the hypotheses of Theorem 2 and T1(xa) = 0, for IaI < rn.
This proof also extends to the case of the inhomogeneous Sobolev
spaces WP-', where 1 0 and all p c (1, oo).
We return to the homogeneous Sobolev space B" = B2'2 and suppose
that 0 < s < 1. Let ry > s and suppose that T is an operator in G.y.
We could ask under what conditions T extends to a continuous linear
operator on B". By Theorem 1, this happens if T(1) = 0, modulo the
constant functions. But this condition is not necessary. Following Ste-
genga ([2161), we introduce the Banach space E. of functions,, modulo
10.7 Additional remarks 125
the constant functions, such that the pseudo-product rr(,l, f) satisfies

II ir(p, f) II E' < CIIf IIB. If s = 0, E, coincides with 13MO. We then
tea.
Eon
show ([191]) that the necessary and sufficient condition for T E Lry to
extend continuously to b' is that T has to be weakly continuous on
L2(R") and that T(1) must belong to E,.
lip
Here is a condensed proof of this result. If T E L., and if T is weakly
continuous on L2, it is easy to show that ,6 = T(1) belongs to #0",'.
Then the operator R0(f) = 7r(/3, f) also is an element of Ly (for each
y > 0) and is weakly continuous. The difference So = T - R0 satisfies
Sp(1) = 0 and is weakly continuous. Because of this, SR is continuous
on B8 (Theorem 1). Thus T is continuous if and only R0 is, which is
.p°
what we wanted to establish.
Let us consider the special case where T is the operator of pointwise
coo
multiplication by a function rn(x). The kernel K(x, y) corresponding to
T vanishes and T is in Ly. T is continuous on B8 if and only if T is
!`,
weakly continuous and T(1) E E,. But the weak continuity means that
m(x) is in L. The pointwise multipliers of the homogeneous Sobolev
space k are thus the functions m(x) E L°° fl E,. This is the statement
of Stegenga's theorem ([216]). We should remark that E, reduces to {0}
if s > n/2. Here we have only dealt with the case 0 < s < 1. The case
s > 1 remains open.
11
The T(b) theorem
1 Introduction
We have already mentioned that David and Jour n's remarkable T(1)
theorem has a drawback. It cannot be used to show that. the Cauchy
kernel on a Lipschitz curve is L2 continuous. The criterion does not work
for the following reason: if z(x) = x+ia(x) and -M < a'(x) < M, then
the integral PV ff'.,,(z(x) - z(y))-1 dy is not a BMO(R) function that
8E-
we already know. This is because, in complex analysis, it is natural to

integrate with respect to the measure dz(y) and not the measure dy.
Indeed f ° (z(x) - z(y))`' dz(y) = 0, modulo the constant. functions.
This extremely simple remark leads to the following conjecture. Let
b(x) E L°°(Rn) be a function with lReb(x) > 1 almost everywhere.
Let K(x, y) be an antisymmetric kernel such that I K(x, y)1 < CO Ix -
yI n and J(8/8xj)K(x,y)J < C1Ix - yj-n-1, for 1 < j < n. Suppose
VII
Via.
further that f K(x, y)b(y) dy is in BMO(Rn). Then PV K(x, y) defines

an operator which is continuous on L2(lR' ).
This would mean that the continuity of a singular integral operator-
could be established by just one function b, as long as We b > 1.
To avoid the circular argument of assuming that the operator under
't7
consideration is defined on arbitrary functions b E L°°, when we do not

even know whether the operator is a Calderon Zygmund operator, we
restrict our attention to kernels K(x, y) which satisfy the extra, quali-
tative condition (1 + Ix - yl)n+1K(x, y) E L°°(Rn x ll$n).
In 1984, G. David, J.L. Journe and S. Semmes proved this conjecture,
11.2 Statement of the fundamental geometric theorem 127
which was the first formulation of the T(b) theorem. P. Tchamitchian

later found another, much more geometrical, version in terms of wavelets
adapted to the measure b(x) dx. The T(b) theorem then arises as a
corollary of the existence of the wavelet basis and this approach runs
parallel to the argument we used to prove the T(1) theorem.
2 Statement of the fundamental geometric theorem

Let Vj, j E Z, be a multiresolution approximation of L2(lR") which is
r-regular, for some r > 1. We say that V1 is real if the function 0 and
the wavelets,k corresponding to the multiresolution approximation
are real-valued.
Even though it is not strictly necessary, we shall suppose that there
is an exponent -y > 0 and that there is a constant C > 0 such that.
(2.1) I8a-0(x)I S Ce-'rl=I if jal < r.
It follows that, for Ial < r, we also have
(2.2) Ia" VG;k(x)I <
C'2"h/22uIaIe-7'I2s=-kl
for some exponent y' > 0 and a constant C' > 0.

These hypotheses are satisfied in many examples. (2.1) and (2.2) could
be replaced by the usual hypotheses of fast decrease at infinity, but then
the proofs below would become unnecessarily complicated.
We fix a function b(x) E L-(WL), with We b(x) > 1. and define the
symmetric bilinear form B : L2(1Rn) x L2(W') -* C, by
(2.3) B(f,g) = f(x)g(x)b(x) dx.
J]fin
We further define f3(f, g) = B(f, g).
The bilinear form B has the following important property:
(2.4) WJ2eB(f,f)? 11f112
21
which has been studied systematically by T. Kato in [151].
This property replaces the usual (strict) positivity properties of the
'L1
sesquilinear form defining a Hilbert structure.

(OD
We let W J C V1+j denote the linear subspace defined by '3(f, g) = 0

for all g E V;. If b(x) = 1, this reduces to the subspace Wj which we
used in Chapter 2 of Wavelets and Operators.
128 11 The T(b) theorem
Theorem 1. L2 (III") is the direct sum of the linear subspaces W1,
w''
j E Z. This means, firstly, that there are constants C2 > Cl > 0, such
mow;
Ins
that, for every sequence f y E W j satisfying F "Q00 f II2 < oo,
(2.s)
°vlJ C,
0 1/2 ao(t11f 1/2
1:11f 12 _<IIEf;112<C2 ;112

_C00
Further, e v e r y f E L2(R't) has a unique expansion f = j 00 f3, where

-0cIIf1II2<ocand fjEWj.
If b(x) = 1, this result is routine and we have L2(III") ° Wj.
This identity is the starting point for the wavelet construction. In the
r.,
same way, Theorem 1 allows us to construct a Riesz basis zj'a, A E A, of

L2(R ), with the following properties: localization and regularity are the
same as in the classical case, while cancellation is defined by /.\ E W 1,
O.,
for A E Aj.
Once we have constructed this basis, we get the L2 continuity of the
singular integral operators for which T(b) = 0 and 'T(b) = 0 (without
forgetting the weak continuity) by verifying that the matrix of T, with
respect to the basis a, A E A, belongs to .My, for a certain -y > 0.
3 Operators and accretive forms (in the abstract situation)

.4"
We have decided to assemble some results in this section which are as

.r.
simple as they are general. For the convenience of the reader, we shall
.m.
give the proofs.

Q9.
Let H be a complex Hilbert space and let be the sesquilinear

form which defines the Hilbert structure of the space. A continuous
linear operator T : H H is accretive if, for every x E H, we have
We (T(x), x) > 0. T is b-ac_cretive, for b > 0, if We (T(x), x) > blIx112
This is the same as writing T + T* > bI (where I denotes the identity
operator) in the sense of self-adjoint operators.
'°C
A b-accretive operator is an isomorphism of H. Indeed

`'"
o1,
6lIxII2 < ate (T(x),x) < IIRe (T(x),x)I < IIT(x)1IIIx1I .

So bIIxll < IIT(x)II and, similarly, bUIxDI < IIT*(x)II. It follows that T is
an isomorphism.
-a'
Let Q : H x H -> C be a bicontinuous sesquilinear form. This means:

that 1 /(x, y)I < CIIxII IIyII; that, for each yo, [3(x, yo) is a continuous
linear form on H; and that, for each xo. 13(xo, y) is a continuous linear
form on H.
We say that 13 is b-accretive if Re ,8(x. x) > blIxII2 for every x E H. If
"'9
:°..
.,,
11.3 Operators and accretive forms 129
,Q is 6-accretive, there exists an operator T : H - H which is 6-accretive

and such that ,O(x, y) = (T(x), y) for all x, y E H.
This remark gives us the following lemma.
Lemma 1. For each continuous linear form l : H -> C, there exists a
unique element a E H such that 1(x) = 3(x, a).
Indeed, by the Riesz representation theorem 1(x) _ (x, b) = (T(x), a),
where T*(a) = b. This equation has a solution, since T* is an isomor-
phism.
The following result helps with Theorem 1.
Proposition 1. Let H be a Hilbert space, let /3 : H x H -> C be a 6-
accretive sesquilinear form (b > 0) and let V be a closed linear subspace
of H. Define W by
(3.1) W={xEH:/3(x,y)=0 for ally E V}.
Then H is the direct sum of V and W.
Moreover, the operator norm of the oblique projection of H on V par-
allel to W depends only on 6 and the constant involved in the continuity
of/3.
We shall check that every c E H can be written uniquely as c = a + b,
where a E V and b E W. Then /3(c, v) = (i(a, v) for every v E V. To find
a E V, we apply Lemma 1 to the linear form 0(c, v) = 1(v), defined on
V. (We have to replace H by V and restrict /3 to V x V. The restricted
sesquilinear form is still 6-accretive.) Lemma 1 gives us a unique a E V
such that 1(v) = /3(a, v). This concludes the proof of Proposition 1.
Returning to Theorem 1, we thus get V.7+1 = V? + Wj and the norms
of the oblique projections Pj : Vj+1 -> Vj, parallel to Wj, are uniformly
bounded.
We proceed to a group of remarks about the symbolic calculus of
accretive operators. Following T. Kato ([151]), we have
Proposition 2. Let T : H -' H be a 6-accretive operator. There
exists a unique accretive operator S such that S2 = T. We denote this
operator by T1/2. It is 6'-accretive for a certain 6' > 0, which depends
only on 6 and IITII. Finally, the inverse T-1/2 of T1/2 is given by
(3.2) T-1/2 = (A + T)-1.\-1/2 dA .
x Jo
Indeed, the spectrum u(T) of T is contained in the compact subset of
the complex plane defined by Wez > 6, IzI IITII. The function z-1/2
is holomorphic in a neighbourhood of the spectrum. It follows that the
right-hand side of (3.2) defines an operator whose square is T-1.
To show that T1/2 is b'-accretive, for a certain S' > 0, we use the
following lemma, whose very simple proof is left to the reader.
Lemma 2. Let T : H H be a b-accretive operator. Then T-1 is
6IITII-2 accretive.
From the right-hand side of (3.2), we get
We (T-1/2x, x) > #!f f A + b A-1/2 dA =
clIxII2.
(A IIT'II)2
Thus T-1/2 is c-accretive and, applying the lemma, so is T'/2.
A different method of calculating T-1/2, which avoids the functional
calculus, uses the following observation
Lemma 3. If T is b-accretive and if A > (26)-1 IITII2, then
(3.3) IIT - All < A.
Indeed,
IIT -All = II(T* - A)(T - A)II1/2

and
(T*-A)(T-A)=T*T-A(T*+T)+A2 <IITII2-2Ab+A2 <A2.
where the inequalities are to be taken in the sense of the order relation
on self-adjoint operators. Thus IIT - All < A.
Returning to the calculation of T-1/2, we write T = A - (A - T) _
A(I-A-1(A-T)) and we take A > (2b)-'IITII2. We put R = A-1(A-T),
so IIRII < 1. With this notation,
Oc
T-1/2 = A-1/2(1- R)-1/2 = E ckRk where ck = O(k-1/2).

0
For the uniqueness of S, we refer the reader to T. Kato's well-known
book ([1511)-
4 Construction of bases adapted to a bilinear form

at H be a Hilbert space. A Riesz basis ej, j E J, of H is a total
subset of H for which there are constants C2 > C1 > 0 such that, for
any choice of coefficients a3,
1/2 1/2
(4.1) C1 (laI2) G F_ ajej <C2 Iajl2
jEJ jEJ ,7EJ
A matrix M = (m(j, k))(j,k)EJxJ is called b-accretive if, for every

11.4 Construction of bases adapted to a bilinear form 131
complex sequence 11 E l2 (J),

(4.2) ct
We >2> m(3, k)SjSk r
6,E IS1I2
i k i
Let H be a complex Hilbert space. Let B : H x H - C be a jointly
continuous bilinear symmetric form: B(x, y) = B(y, x) for all x, y E H.
Let e3, j E J, be a Riesz basis of H. We consider the matrix B whose
coefficients are B(e3, ek), j, k E J. This matrix is bounded on 12(J).
Indeed, if £, E l2(J) and yi E 12(J), we have
i E C171kB(ej, ek) = B(x, y),
where x = .i ei and y = F- Ilk ek. Thus
12)1/2.
I CIIxIIIIyfl s C'(> I(7 I2)112(1: 171k
We shall make systematic use of the following result.
Proposition 3. Let H be a Hilbert space over the complex field and
let B : H x H -, C he a jointly continuous, symmetric, bilinear form.
Suppose that ei, j E J, is a Riesz basis of H such that the matrix
(B(ej,ek))(j,k)EJxJ is b-accretive, for some S > 0. Then there exists
C'"
a Riesz basis fj, j E J, such that B(fj, fk) = 0 or 1, depending on

whether j 0 k or j = k.
If, moreover, J = Z' and if, for a certain exponent a > 0 and some
constant C > 0, we have
Ce-"j-kl,
(4.3) IB(e2,ek)I <
then there exist an exponent (3 > 0 and a constant C' > 0 such that
(4.4) fi = 1: y(j) k) ek ,
where
C'e-13U-kl.
(4.5) Iy(j, k) I <
In the proof of the proposition, we let B also denote the matrix
(B(e9, ek))j.kEJ and we write -y(j, k) for the entries of the accretive ma-
trix B-1/2. Since B-1/2 is an isomorphism of 12(J), the vectors fl,
defined by (4.4), form a Riesz basis of H.
We show now that B(fl, fk) = b1k. Firstly, note that tB = B, because
B is symmetric. Hence, applying (3.2), B-1/2 = tB-1/2 Thus y(j, k) _
y(k, j). This gives
-M-M
t
B(f i, fk) _ >2 > y(j, l)y(k, m) B(el, cm)
t
_ y(j, l)B(el, em.).y(m, k).

1 M
These are just the entries of the matrix B-1/2BB-1/2 = 1 and this
establishes the first statement of Proposition 3.
To prove the second, fix A > IIBII2I2b. By Lemma 3, B = A(1 - R),

where IIRII < 1, which gives B-1/2 = > 0 ckRk, with Ck = 0(k- 1/2).
The entries of the matrix R, denoted by r(j, k), satisfy (4.3). The entries
rk(j, j') of the matrix Rk are calculated using the identity
(4.6) rk(j,j') r(j,ju)r(ju,j2)...r(jk-1,Y)
.?1 7k-l
To estimate Irk (j, j') I, we split a into ,Q + v, where f3 is chosen arbi-
:nom
trarily, subject to 0 < 03 < a. Using the triangle inequality on Z' we

then replace by e-PI7-7'1.
c0.
This leaves us the task of dealing with

e-"17-7l1... e-1/17k-.-.i'1 .
We replace the last term by 1 and sum successively over jl, ... , jk-1
using the obvious inequality
e "Ikl <C(v).
In the end, this gives
Irk(./, j')I
Ck(C(v))ke-1317-7'I
On the other hand, if we let r denote the operator norm of R, we have

0:5 r < 1 and Irk(j,j')I _< rk .
As a result of these estimates, by using logarithmic convexity, we may
assert that, for k E N and j, j' E Z',
(4.7) Wke-('17-7'I ,
where 0 < W < 1 and a' depend only on r. C, C(v) and ,B.
Now we have got this far, we may stun the estimates and get the
advertised upper bound for the moduli of the entries of the matrix B-1/2.
It can be shown that, if the exponential decrease of IB(e7,ek)I, as
Ij - kI tends to infinity, is replaced by rapid decrease, then the matrix
entries y(j, k) also decrease rapidly as Ij - kI tends to infinity.
5 Tchamitchian's construction
Vile come back to the multiresolution approximation V7 of L2(]R").
010",''
c0+
Recall that the functions 0 and 0 k are assumed to be real-valued and r-

regular, where r > 1. We suppose, further, that these functions decrease
exponentially, together with their derivatives of order less than or equal
to r.
We now put ¢7k(x) = 2n7/2c&(27x - k), j E Z, k E Z'1, and let B7
denote the matrix (B(i0jk,0jl))(k,t)Eznxz'°. We first remark that the
11.5 Tchamitchian's construction 133
matrices Bj are uniformly bounded on 12(V') and uniformly b-accretive,

with b = 1. Indeed, if k and 771 are square-summable sequences,
E E B(Oik, B(f, 9)
k I
where f = F Gcbik and g = > 9714'jI Now

IB(f,9)I < C'IV112119II2 where C = IIbII.,
and, thus,
I E E B(Ojk, Oil)S01 1 < C(E Iekl2)1/2(E I97kl2)1/2
-ti
k I
Also,
Re B(Ojk, W-B(f, f) ? IIf II2 -

k
.SG
(Here, f = E&Ojk, because the functions 'O3k are real-valued.)
,-.
Using Proposition 3, we get a new sequence ik, k E Zn. which is a
Riesz basis of V3. In fact
(5.1) C(J: II E kk4jkII2 < C'( IkkI2)1/2,
where C and C' are independent of j,
(5.2) -Ojl) = bkl
and, finally,
(5-3)
<C'2n2/222 e -Y'I2'2-kl for IaI <r,
where Y > 0 and C > 0 depend only on n, C, and the exponent -y of
(2.1).
Let W3 denote the orthogonal complement of Vj in V .,+,. Now
is the subspace defined by B(fu) = 0, for all u E V. We observe
'i7
immediately that, if u E Vj, then the same is true for the conjugate
a.>
function u. So we can apply Proposition 1 to get Vj+l = Vj e W.

®'a
Let P3 : Vj+1 Vj denote the non-orthogonal projection with kernel

W.7. It is given by
Pj = E B(f, cjk)cjk .
k
We next write T. : W, - Wj for the inverse of the orthogonal pro-
jection of W j on Wj. Then, Tj = 1 - P j and Tj is an isomorphism of
W, onto T j . Moreover, for a constant C independent of 3, we get, for
allfEWj,
(5.4) 111112 < IIT,(f)II2 < CIIf 112
For the time being, we shall assume the following result.
Proposition 4. The operator T whose restriction to each Wj coincides

with T1 is continuous on L2(R').
In the next section we shall see that this is a very easy consequence
z-5
E''
of the T(1) theorem.
Now consider the "usual" wavelets -0jk, e E E, obtained by the
algorithm of Wavelets and Operators, Chapter 3. For the functions
hjk=T1(t'k),weget
Lemma 4. For every j E Z, the matrix B(hjk, hgk,) is S-accretive.
Following Lemarie's method, we prove this lemma by noting that.
B(hek, h;k,) = This identity holds, because -iP;k, E V
and B(f, u) = 0, when f E W j and u E V1. The wavelets 0,k are real-
valued, so, k, - E V1 (since also V; = Vj). So we arrive at the
identity B(hhk, hhk,) = B(hjk, hhk,) and the matrix on the right-hand
side is S-accretive, because the hhk form a Riesz basis of W3.
boa
We now apply Proposition 3, once more, to get another Riesz basis
t--
that, forA.A'EA1,we have B(,,,,-a)=0, if

A,-EA',and 1, ifA=a'.
l33
But., by our construction, we also have 0, if A E A1,

A' E A1, and j # j'. Indeed, by symmetry, we need only consider the
case j > j', when zjia E W;, whereas (),' E Vj. We conclude by applying
the definition of W1.
We now have a collection of functions A E A, at our disposal,
satisfying
1/2
N-1
C la(A)12
.-.
(5.5) .
)1EA aEA
(5.6) B 4,v
and
if IaI < r
.-.
(5.7) I ff 1'A(x)I : C2n7/22jI«Ie til2'r-kl ,

(where ry > 0 is no longer the ry we started with).
Inequality (5.5) follows from the continuity of the operator T. In fact,
f= a(A) A(x) = 1: 1: fj,
aEA j aEA jEZ
where f j E W3. Thus fj = Tj (gj ), where gy E 14',, and f = T (g), with
9=F' 9j Then
IIf1I2 <_ CII9II2 = C( 1191122 )1/2 - < C'( 2
IIfJI2)1,2'
because of (5.4). We conclude by observing that the zfia, A E Aj, form a

chi
Riesz basis of W j and that the constants are uniform in j.

11.5 Tchamitchian's construction 135
By duality, inequalities (5.5) and (5.6) imply the converse of inequality

(5.5). Indeed, consider an arbitrary finite form g(x) _ EAEA p(a)zJia
such that E Ip(A)I2 < 1. Then 119112 < C and, for every sum f (x) _
1x(a)zJ,a(x), we have B(f,g) However IB(f, g)I
Ill 11211911211b1I0 < C'II f II2, which can be sununarized as
(5.8) C IIfII2
as long as I IM(A)I2 < 1.
We get (E I(),(a)I2)1/2 _< C'II f II2, as claimed, by taking the supremum
of the left-hand side of (5.8),
The functions a are wavelets which are adapted to b(x). For each
`'t
fixed j, they form a Riesz basis of W; as A runs through Aj. To show
that the whole collection is a Riesz basis of L2(R'), we must show that
the (algebraic) sum of the W3 is dense in L2(R' ).
Since the union of the V,,, is dense in L2(Rn), it will be enough to
C/]
...
know how to approximate f E V,,, by a sequence f, belonging to the
gyp'
algebraic sum referred to above.
u`3
Now, Vn, = V._1 + W._1 and thus f = fl + gl, where f1 E V,,,-1.

We iterate this decomposition to get f = fm + rN, where IN E vin-N
IVY
and rN belongs to the algebraic sum of the W _j, for j > m - N.
We shall show that IIfN112 --+ 0 as N - oc. To begin with, we observe
that the inclusion Vj C Vj+1 implies that B(u, v) = 0 if u E W., v E Vj,
and j' < j. In particular, B(rN, v) = 0 if v E V,,,_N.
Thus,
.fN = E B(p1 N,
B(p
k k
The kernel KN(x, y) of this last operator satisfies
IK,v(x, y)I C2(m-N)n(1 + 2m-NIx - yI)-n-1'
by (5.3). Hence IIfN112 - 0 as N -+ oo. The algebraic direct sum of the

boo
W j is thus dense in L2 (IR"), which proves Theorem 1.

So the wavelets z'A, A E A, form a Riesz basis of L2(Rn).
We have, in fact, established the following theorem.
Theorem 2. Let Vj, j E Z, be a multiresolution approximation of
L2(Rn) satisfying properties (2.1) and (2.2). Then there exist a constant
C, an exponent 17 > 0, and a family of functions a, A E A, with the
following properties:
(5.9) zfia E Vj+1i when A E Aj;
(5.10) Ia° ,(x)I < C21(Ial+n/2)e-7112'x-kj,
for IaI < r;
(5.11) J(x)(x)b(x) dx = bxx, ?-
(5.12) the collection a, A E A, is a Riesz basis of L2(Rn).
Corollary 1. Every function f E L2 (1R") can be written uniquely

as f (x) = EAEA with EAEA la(A)I2 < oc, where a(A) _
f f (x)ba(x)b(x) dx, and where, for constants C2 > C, > 0,
1/2
(5.13) C1Ill112 < Ia(A)I2 < C2IIf II2 -
J1EA
Corollary 2. For all A E A,

J?b(x)b(x) dx = 0.
Indeed, let g(x) E VO be a function which is 1 at 0. Put gm(x) _

g(2-7IIx) E V-,,,.. Then, orthogonality gives f 7a (x)b(x)g76 (x) dx = 0,
for m sufficiently large. It is then enough to let tri tend to infinity and
apply the Lebesgue dominated convergence theorem.
CAD
We still have to prove that the operator T is continuous, a result which

is the cornerstone of the construction above.
6 Continuity of T
To prove that the operator T is continuous, we apply David and
Journe's T(1) theorem. As above, we let Ojk denote the usual basis
of orthonormal wavelets (e E E, j E Z, and k E Z"). Let Dr be the
orthogonal projection of L2(1R")) onto W;. This is given by
Dj(f) = L: to
L: (f, Pjk)7b k .
k eEE
Then
T= ET;Dj
00 = I(1-
00 Pj)D; = 1 - R,
-00 -00
where R = E00 P j D; . The kernel R; (x, y) of P31), is

r^l
L L L B(jk r
eEE k
(x)?k(y)
l
This can be seen by taking the composition of the kernels of P; and D., .
any
Now, the coefficients B(Vjk, cjl) satisfy

(6.1) IB(7?k, ji)I <_ Ce
where q > 0 and C > 0 are constants.
U:'
As an immediate consequence,
(6.2) JR..(x,y)I
<C2"j(1+21Ix-yl)"-i
and
IV.Rj(x,y)I + IV9R,(x,y)I C2(7'+i)'(1 +2'Ix - yI)"-z

11.6 Continuity of T 137
Further, f Rj (x, y) dy = 0 because the wavelets Ojk are of mean 0.

These properties lead to the usual estimates for the kernel R(x, y) of
R, as well as the weak continuity of R.
Indeed, to show that R is weakly continuous, we have to find an
upper bound for I 00 f f Rj (x, y)u(y)v(x) dy dxl , when u(x) and v(y)
are regular functions with supports in the same ball B of radius S.
If 2-i > S, we need only a rough estimate, which we get by using the
inequality IRj (x, y) I < C2nj. On the other hand. if 2-j < S, we observe
that f Rj(x, y)u(y) dy = f Rj(.r, y) (u(y) - u(x))) dy. Then
CT'
JR3(x. y)(n(y) - u(x)) dyl IIVvII= J IRj(x,y)IIx-yI dy
< C2-3IIVuII.
It is now obvious how to conclude.
We get R(1) = 0, again because f R3 (x, y) dy = 0. All that remains
to do is to calculate tR(1) = 00 tRj (1).
Let E(j, l) = f l jj(x) dx, put Tnj(x) = r! E(j, l)lpjj, set
Sjk(x) = ' 'Yjk(x)m'j(x)
and, finally, write
QE(j,k) = B('VjEk,7/63) = JSjk(X)b(X)dX.

With this notation, t R3 (1) = Ek & f3c (j, k)V)jk. To conclude the proof,
we need to show that the coefficients 0'(j, k) satisfy the necessary and
sufficient condition given by Theorem 4 of Wavelets and Operators,
Chapter 5.
This will follow immediately from the next lemma.
Lemma 5. The functions Sjk, E E E, j E 7G, and k c Z", are vapielets
.52
(in the sense of Chapter 8, Definition 3).

If we assume this lemma, the fl (j. k) are the coefficients of b c L°° C
BMO, with respect to the vaguelets and thus satisfy Carleson's quadratic
estimate (Theorem 4 of Wavelets and Operators, Chapter 5 and the
remark following the proof of the theorem).
Returning to Lemma 5, we have IE(j,1)1 < C2-nj/2 (because of the
properties of 3l). As a result, 11m j (x) II, < C' and II Vm3 (x) III < C'23.
Now mj (x) lies in V3 (or, more accurately, V. (oo), using the notation of
Wavelets and Operators, Chapter 2, section 5). Since ,jk is in Wj (and
Lu (R-)), we get f ipjk(x)mj(x) dx = 0 (because l-Vj is orthogonal to Vj).
The functions Sjk satisfy the same properties of regularity, localization
and cancellation as the wavelets: they are thus vaguelets.
Before leaving Theorem 2, we shall deduce a noteworthy generalization
of inequality (5.5).
We define vaguelets associated with b(x) to be any collection w,,(x),

A E A, of L2(Rn) functions such that, for exponents 6 > a > 0 and
some constant C,
(6.3) Iwa(x)I < C2n512(1 + I23x - kl)-'
.52
,
(6.4) (W,\a(x') - wa(x)I C2(n/2+«)j Ix' - xla

and
(6.5) Jw(x)b(x) dx = 0.
If b(x) = 1. this is the same as the vaguelets of Chapter 8, section 5.
An apparently stronger formulation of Theorem 2, which is actually
equivalent to the original version, is the following statement.
Proposition 5. With the hypotheses (6.3), (6.4) and (6.5), there: exists
a constant C such that, for every sequence of coefficients a(A) E 12(A),
(6.6) II E a(A)w\(x)II < C(I: Ia(A)I2)112.
AEA AEA
This, entirely general, estimate implies, in particular, inequality (5.5),
on which the proof of Theorem 2 is based.
To prove (6.6), it is enough to compute the matrix of the (wa)AEA,
mfl
with respect to the basis given by the ?fix (as in Theorem 2) and to verify
that the matrix defines a continuous operator on 12(A).
Now the entries w(A, A') are given by w(A, A') = f wA(x)z .\, (x)b(x) dx
(Corollary 1 of Theorem 2). What we have to do is to verify that, for
some exponent ry > 0 and some constant C > 0.
n+
2-.i+
2-i'
C2-I3'-u1(n12+7)
(6.7) Iw(A, A')I <
2-3 + 2-j'+ I k2-J - k12-j' j
The continuity of the matrix will then be a consequence of Schur's
lemma. Now (6.7) may he obtained by a "simple" integration by parts:
if f > j, then w,,(x) acts as a "flat" function, whilst the product.
b(x)zf','(x) is "oscillating and highly localized". We leave the details
to the reader, as they are the same as those in the case b(x) = 1.
7 A special case of the T(b) theorem

We now deal with a special case of the T(b) theorem, a case which is
sufficient to give the continuity of the Cauchy kernel on any Lipschitz
curve.
Suppose that (1 + Ix - yI )n+1K(x, y) belongs to L°°(Rn x R'), a
qualitative hypothesis that we shall refrain from using in a quantitative
form.
11.7 A special case 139
Next, suppose that K(y, x) = -K(x, y) and that

yI-"-1.
(7.1)
h-,
IV.K(x,y)I Colx -
Let b E L°° (R'6) be a function such that Re b(x) > 1 almost every-
where.
Theorem 3. Suppose that, besides the antisymmetry and (7.1), we
assume that fK(x, y)b(y) dy = 0 identically, in x; then the operator T,
defined by the kernel K, is bounded on L2(lRn) and the norm IITII of
T : L2 -> L2 satisfies
(7.2) IITII <_ C(Co, n, IIbII.).
The above estimate is a uniform bound, that is, it is independent of
the L' norm of (1 + Ix - yI )n+'K(x, y).
To prove Theorem 3, we follow the proof of the T(1) theorem step by
step. coo
Consider the kernel L(x, y) = K(x, y)b(y) and the corresponding op-
erator L. Let jia, A E A, be the wavelets of Theorem 2. We prove
that L is continuous, by estimating the size of the entries of the matrix
(w(A, A'))(a,a')EAxA of L with respect to the basis a, A E A.
This is how we find the matrix. If we expand f E L2 as f =
then L(f) = E /3(A) ,\, where
Q(A) = JC(f)(x)(x)b(x) dx = a(,\') JC(w)(x)A(x)b(x) dx
a'EA
a'EA
So we get
(7.3) .'(A, A') = JJK(x, (y)b(x)s,\ (x) dy d.r.

All that remains to do is to show that Iw(A, is bounded by
2-j+.2-j' nFry
C2 -U'-jl(n/2+-y)
2-j + 2-f + I k2-j - k'2-j' I
so that we can apply Schur's lemma.
Since the problem is entirely symmetric in A and A', we may suppose
that j' < j. We shall deal with the case j' = j at the end of the proof so,
for now, we assume that j' < j. Writing w(A, A') = f z ,\, (y)ha(y) dy, we
begin by projecting ha orthogonally on Vj, which, in its turn, contains
W j, by the geometry of the construction of the wavelets
This orthogonal projection g,\ is Et O2(k, 1¢1, where
(7.4) O j (k, 1) = JJK(x, y)b(y)Oji (x) dy dx .
140 11 The T (b) theorem
We intend to show that

-1I)-n-1.
(7.5) 10;(k, l)I < C(1 + Ik
We shall then be able to write the condition T(b) = 0 in the form
Ea 9 (k, 1) = 0, and w(A, A') can be regarded as the integral of a "flat"
function a, multiplied by a highly localized, oscillating function ga. We
can then apply Lemma 3 and conclude.
To prove (7.5), we model the situation by a double integral of the form
I = Jf K(x, y)b(y)u(y)b(x)v(x) dy dx
where u and v are C' functions whose supports are contained, respec-
'L7
tively, in Ix-xoI _< 1 and ly - yol < 1, which are such that IIVuII= < 1,
IIVvIIo < 1 and finally, f v(x)b(x) dx = 0.
We shall show that
(7.6) III - C(1+Ixo-yoI) ' 1.
If Ixo - yol < 3, we can use the regularity of the functions u, v, and
the antisyrnmetry of the kernel K(x, y)b(x)b(y) to write
I = 2 JJK(x, y)b(x)b(y)(u(y)v(x) - u(x)ee(y)) dx dy,
and to get the required inequality.
If Ixo - yo I > 3, we can integrate by parts, because the kernel is regular
in x and the integral of by is zero.
The model is not accurate for two reasons. The scale is 2-3 and not 1
(the scale is defined by the functions Oat and z1',) and, more importantly,
(51i and 1' decrease rapidly at infinity rather than having compact sup-
ports.
To reduce to the case j = 0, we use a change of scale which does not
alter the hypotheses about K(x, y) and b(x) in the slightest.
To reduce to the case of functions of compact support, it is enough to
make the following observation.
Lemma 6. For every integer n, there exists R(n) > 0 such that the
following property holds. For each y > 0, there is a constant C'(y, n)
such that, if f (x) satisfies
e-71x1, and Jf(x)b(x) dx = 0,
If(x)I < e-71x1, IVf(x)l <
then f can be expanded as a series EkEZ" yk fk(x), where the support
of each fk is contained in Ix - kI < R(n), IIfkII,, < 1, Ilofkll < 1,
f fkb(x) dx = 0, and the coefficients yk satisfy Iykl < C'(y, n)e--YIk1
To simplify the notation, we restrict the proof to the case n = I.
We start from a C' function 0 > 0 with support in [-1,1] such that
11.8 The L2 continuity of the Cauchy kernel 141
E' 9(x - k) = 1. We then expand f the "wrong way" as f (x) -

f (x)6(x - k) _ 00 mk(x). Putting Ik = f mk(x)b(x) dx, we get
IIkI < Ce'7#kl and j -00 IA; = 0. This enables us to write Ik = Jk+l -
ay,
Jk, with IJkI < C'e-,,Ikl. Then we put wk = fO(x - k)b(x) dx, giving
ate wk > 1. We now can correct mk by replacing it by ryk fk (x) = mk (x) -
(rk+1(x)-rk(x)), rk(x) = Jkwk 10(x-k). This gives f rk(x)b(x) dx = Jk
and thus f fk(x)b(x) dx = 0, as claimed. The other properties required
of fk are obviously satisfied.
Lemma 6, together with (7.6), gives (7.5), which deals with the esti-
mate of Iw(A, A') I when j' 0 j.
The case j' = j is even simpler. We go back to w(A, A'), defined by
(7.3), and must verify that Iw(A, A') I < C(1+Ik-k'I)_n-ry. This is done
by exactly the same method as we used for estimating I0j (k,1) I.
Now, to finish the proof of Theorem 3, it is enough to apply Lemma 3
of Chapter 8 and then Schur's lemma. This last part of the proof is
identical to that used for the T(1) theorem and is thus not repeated
here.
8 Application to the L2 continuity of the Cauchy kernel

cad
We come back to dimension 1 and start from a real-valued Lipschitz

function a(x). In this case, the function b(x) is 1 + ia'(x) and we have
IIb1Ioo < (1 + M2)1/2 for -M < a(x) < M as well as Re b(x) = 1.
For each e > 0, we consider the truncated kernel
CE(x, y) -
1 - 1
z(x) - z(y) + ie z(x) - z(y) + ie 1 '

where z(x) = x + ia(x). By the geometry of the graph r of a(x), we
have CE(x, y) = O((x - y)-2) as Ix - yI - no. Moreover, CE(x, y) is
bounded (but both estimates depend on e > 0).
By Cauchy's formula, f CE(x, y)z'(y) dy = 0. The only problem with
CE (x, y) is that it is not antisymmetric. For that reason, we consider
rE (x, y) = CE (x, y) - CE (y, x), to which we can apply Theorem 2. It is
not difficult to show that, if u(x) is a C1 function of compact support,
(8 1) io 1
z(x) - z(y) + iE
1
z(x) --Z(Y) - is
) Z(y)u(y) dy
1
= 21im (x ) - z'(y)u(y) dy.
CIO l&-xl>E z z (y)
All that we need do to prove this identity is to integrate by parts. The
final factor to take into account is that the Cauchy kernel is bounded on
L2(T), for each Lipschitz curve r.
We shall discuss these matters in more detail, in our next chapter.
9 The general case of the T(b) theorem

Let K(x, y) be a function such that (1 + Ix - yl )n+1K(x, y) belongs
to L°°(R" x 1R"). This is a qualitative hypothesis which avoids the
thorny problem of how to define an operator T : V -' D' on functions
b(x) E L°O(lRn).
We suppose that there exist an exponent -y E (0, 11 and a constant Co
such that
(9.1) IK(x,y)I Colx-yl-",
(9.2) IK(x',y)-K(x,y)I Co(x'-xlylx-yl-'-ry,
for Ix'- xI < Ix - yI/2, and
(9.3) IK(x,y')-K(x,y)I <Coly'-ylylx-yl-"-y
if ly'- yl< I.-yI/2.
The second group of hypotheses involves a function b(x) E LOO(1R'"),

satisfying Re b(x) > 1 almost. everywhere.
We require the existence of a constant C1, such that, for each ball
BC1Rn,
(9.4) dx<C1IBI
1.1I
as well as
(9.5) (x, y)b(x) dxI dy < C1IBI .

J B IJB K
Theorem 4. With hypotheses (9.1) to (9.5), the norm of the operator
T defined by the kernel K(x, y), is not greater than a constant C2 =
tea'
C2(C'o, C1, IIbII0, n)

The proof of Theorem 4 is a variant of that of the T(1) theorem, the
principal change being that standard wavelets are replaced by wavelets
adapted to the function b.
First of all, we check that conditions (9.4) and (9.5) are equivalent to
'y.
the familiar conditions T(b) E BMO and =T(b) E BMO, together with
q4.
the property of weak cancellation, which we may write as follows:

(9.6) IIJBXBK(x,y)b(x)b(y)u(x)v(y)dxdyI
< CIBI(IIuII.IIvDI. +r2IIVuII,IIVvII.),

whenever B is a ball of volume IBI, radius r, and where u, v are C'
functions with supports in B.
11.9 The general case 143
We start by verifying that the constant C1 of (9.4) lets us control the

BMO norm of T(b).
To do this, we let B denote an arbitrary ball (centre TO, radius r > 0)
and we split b into b1 + b2 + b3i where b1 is the product of b by the
characteristic function of B, b2 is the product of b by the characteristic
function of the annulus A defined by r < Ix - xol < 2r, and b3 is the
product of b by the characteristic function of Ix - x0I > 2r.
Now, as we have often observed, if Ix - xoI < r, then
ITb3(x)-Tb3(xo)I <- CIx-xoI ' f Iy_xoI--ryIb(y)I dy < C'IIbII.
j1-yl>2r
We then find a bound for fB ITb2(x) I dx by remarking that
IT - yI ' dxdy < C(n)r'.
Lastly, we get a bound for fB ITb1(x)I dx from (9.4).
To establish (9.6), we write
T(bv)(x) = f K(x, y)b(y)(v(y) - v(x)x(y)) dy + v(x) f K(x, y)x(y) dy,
where x is the characteristic function of B. The first integral is bounded
above by Gil VvII,,,, fx-yI <2r IT - yl -"+1 dy < C' Il VvII, and the second
is covered by (9.4).
X58
In the opposite direction, suppose that (9.6) is satisfied and that T(b)
is in BMO(l8"). To prove (9.4) it would be enough to apply the definition
of the space BMO, as long as we knew that the "floating constant"
coo
involved in the definition of BMO could be zero.

To evaluate the "floating constant", we let 2B (respectively 4B) de-
note B "doubled" (respectively "quadrupled") and let v E D(R") be
a function which equals I on 2B, equals 0 outside 4B and satisfies
0 < v(x) < 1 and IIVvlioo < C/r, where r is the radius of B. We
let w = 1 - v and get, as above,
IT(wb)(x) - T(wb)(xo)l < CiibII.,
where TO is the common centre of the balls B, 2B and 4B. Since T(b) is
in BMO, there exists a constant (the "floating constant") 'pB, such that
T(vb)(x) = ryB + rb(x) where /B IrB(x)I dx < CBI
We now let u(x) denote a positive C' function with support in B
which satisfies IIVuII= < Cr-"-1 and has mean 1. These conditions
imply, in particular, that lIuII,,, < Cr-".
Property (9.6) now becomes
Ju(x)b(x)T(vb)(x) dxl <_ C',
where we have used 4B instead of B. Taking account of the iden-

tity T(vb)(x) = ryB + rB(x), we get IryB f u(x)b(x) dxj < C". But
Re f u(x)b(x) dx > 1, so we get I'YB I < C"
After these variations on the statement of Theorem 4, we come to the
ifs
proof. It follows that of the T(1) theorem word for word except for the
standard wavelets being replaced by the wavelets 4GA whose cancellation
is adapted to the function b.
We begin with the construction of the pseudo-products. They are
adapted to the function b E L°C(Rn) non-linearly. Starting from 0 E
per
BMO(Rn), we intend to construct a continuous linear operator T on

'N.
L2(IIRn), whose kernel, restricted to x 0 y, satisfies the usual estimates
and which, moreover, is such that T(b) _ 0 and tT(b) = 0.
'lb construct T, we mimic the usual pseudo-product construction.
.Vi
Firstly, we put 9A(x) = 2niO(2?x - k), where 9 E D(Rn), f O(x) dx = 1,

where A = 2-3 (k + e/2), e E E. If we set w(A) = (f b(x)OA(x) dx)-1,
then Re f b(x)9A(x) dx > 1, so that Iw(A)I < 1.
'19
The wavelets A adapted to b(x) are those that we constructed earlier.

We now define
ir(Q, f) = w(A) (.f, 9A) (fl. bA)b, ,
AEA
where (u, v) = f u(x)v(x) dx.
We first of all check that the kernel of the operator T (f) = 7r(,8, f)
satisfies the standard estimates. The integral f dx vanishes
II'
and we have O(IxI-n-1) at infinity. This is the same as

saying that b(x)4'A(x) is a molecule of the Stein and Weiss space Hl.
Note that A(x) itself is not a molecule and does not even belong to H'.
30i
Lastly, I ((3, W , \ )1 < C2-n''2II0IIBMo The rest is easy and the kernel
K(x. y) = E w(A)7(A)2"!9(23y -
AEA
satisfies the usual estimates when I-y(A)I < C2-" /2.

We move to the L2(lR') continuity. Taking Theorem 2 into account.
we must show that
(9.7) I(f,9A)IZI(,o,r ,A)IZ <
AEA
The proof of (9.7) reduces to verifying the inequality
(9.8) 1((3. bA)12 < CIQI ,
Q(A)cQ
for each dyadic cube Q. Once (9.8) has been established, Carleson's
inequality gives (9.7).
X00
To get (9.8), we refer to the proof of Theorem 4 in Wavelets and Oper-

11.10 The space Hb 145
ators, Chapter 5. The estimate (9.8) is a consequence of the "Plancherel
can
formula"
(9.9) \)12,
112
211
I(f,bw,
11f112 =
AEA
given by Theorem 2, together with the localization of the wavelets

and, lastly, the condition f b(x)z A(x) dx = 0, which enables us to elim-
inate the floating constants which arise in the definition of the space
BMO.
We have T(b) = 3, because ?r(/3, b) = IaEA(16, s A)z A =13 (from the
III
Corollary of Theorem 2). Also, 'T (b) = 0, because f via (x)b(x) dx = 0.
vii
The proof of the T (b) theorem then repeats that of the T (l) theorem
word for word. Using pseudo-products to correct T, we reduce to an
operator R which satisfies conditions (9.1), (9.2), (9.3) and (9.6) and is
ear
such that R(b) = 'R(b) = 0. The L2 continuity of such an operator is

`,r
obtained by calculating the matrix coefficients T(J1, a') _ bay)

and showing that
I 2j + 2 j ntry
-+2
I
(9.10) IT(a, a' )I < C2-Ij-j1(n/+7)

`--i
'-'
2-3 + 2-j'+ 1 k2-j - k12-j'

Once (9.10) has been established, the L2 continuity of R follows from
coo
Schur's lemma.
To prove (9.10), we re-use the method employed for the antisymmetric
coo
case. The details are left to the reader.
10 The space Hb
As before, we assume that b E L°° (R") and that We b(x) _> 1 almost
everywhere. The space Hb which we are now going to define is just a
simple copy of the usual Hardy space and, similarly, its dual BMOb is a
copy of BMO. However, these spaces have the advantage of a cancella-
tion adapted to the "complex measure" b(x) dx and will thus be closely
related to the T(b) theorem.
We write f E Hb if the product bf is in the Hardy space HI (R'') (in
the real version of Stein and Weiss.) In other words, the functions f in
Hb have an atomic decomposition f (x) = >2 aja3(x), where > jaj I < 00
ono
and the functions aj (x) are atoms in the following sense: there exists
a ball B3 corresponding to aj(x), such that the support of a3(x) is
ti.
contained in Bj, the volume jB11 of B3 satisfies IIajll= < jBjI-1 and
f a3 (x)b(x) dx = 0.
The following result is much less obvious.
Proposition 6. The wavelets A adapted to b(x) form an unconditional

basis of H11,
We shall prove a more precise result. For every A = (k+e/2)2-1 E A,
y°w
E E {0,1}' \ {(0, 0, ... , 0)}, we let Q(a) be the dyadic cube defined by
2'x - k E [0,1)". Then the two following properties are equivalent:
I0,(A)I2IQ(a)r-1)1/2
(10.1) ( E L'(dx);
Q(A)3x
(10.2) E Hb .
AEA
Indeed, let A E A, denote the usual orthonormal wavelet basis
(corresponding to b = 1 and with regularity r > 1). We consider the
operator J, defined by J(vyA) = A. The distribution-kernel of J is thus
iAEAA(x)0A(y) and the restriction of this distribution-kernel to x 0 y
satisfies the estimates which define the Calderon-Zygmund operators.
ti' r'7
cab
The L2 continuity of J comes from the fact that ipA and 1GA, A E A,
are unconditional bases of L2(R ). Hence .I is a Calder6n-Zygmund
operator. We let B denote the operator given by pointwise multiplication
tab
by b(x) and we consider the operator T = BJ. Then tT(1) = 0 and

Theorem 3 of Chapter 7 implies that T is continuous on the usual H1
C+7
space. This means that J is continuous as an operator from H' to Hb .

f/1
We now show that J(H') = Hb , by verifying that J-' (Ha) C Hl.

The distribution-kernel of J-' is EAEAr',,(x) .\(y)b(y). Thus .7-' _
LB, where L is a Calderon-Zygmund operator such that 'L(l) = 0. It
is enough, once again, to apply Theorem 3 of Chapter 7.
chi
Our operator J is thus an isomorphism of H1 with Hb and the equiv-

alence of (10.1) and (10.2) follows from Theorem 1 of Wavelets and
...
Operators, Chapter 5.
In the natural duality between distributions and test functions, the
dual of Hb is BMO&. A function f is in BMOb if and only if f = bu,
5a0
where u E BMO. An alternative characterization is that the sequence

(f, V)A), A E A, satisfies the usual Carleson condition.
The space Hb is related, in a natural way, to the Hardy spaces arising
out of complex analysis. Let r c C be the graph of a Lipschitz function
a(x) of a real variable x. Let 522 be the open set "below" r and let
52, be the open set "above" t (defined by y > a(x)). The Hardy space
H'(921) consists of the functions F(z) which are holomorphic in 11, and
such that
supJ IF(z+ir)I ds < oo.
z>o r
The Hardy space H' (112) is defined similarly. If F E H'(01), then
11.10 The space Hb 147
limTpj F(z + i-r) = F(z) exists in L' (I') norm and almost everywhere.
Further, for any zo E fZl,
1
J2-7rz
z-zo dz,
so the boundary values completely determine the function F E H' (521).
All that is left to do is to describe the Banach space consisting of these
boundary values.
To do this, we use the parametrization of I' by the abscissa x (where
z = x + ia(x), -oo < x < oo) and, with b(x) = 1 + id(x), we get
F E H'(f21) if and only if
(10.3) F(z(x)) = f (x) E Hb (IR)
and, for each z2 E %,
f00
III
(10-4) f (x) z(x) dx = 0.

Z(X) - z2
In other words, we may identify H' (fl,) with a closed subspace of Hb .
:L1
The same applies to H'(fl2).

Note that Hb is the direct sum of the two closed subspaces H' (521) and
(r;
H' (112). Indeed, the decomposition f = fl - f2 of an arbitrary function

f E Hb, as the difference of f, E H' (521) and f2 E H' (SZ2), may be
obtained by applying the Cauchy operator (27ri)-' fr (C - z)-' f (t;) dS to
f and then taking boundary values (respectively from above and from
below). The continuity of this operator on Hb is a result of its continuity
on L2(IR)) and of Theorem 3 in Chapter 7. Indeed, the kernel K(.c, y) =
z'(x)(z(x) - z(y))`' has the necessary regularity with respect to y and
satisfies fK(x, y) dx = 0, modulo the constant functions. To pass from
these formal considerations to a precise statement, it is enough, once
more, to approximate the kernel K by regular kernels Ke,T, defined by
Ke,7 (x, y) =
z'(x) - z'(x)
z(x) - z(y) ± ie z(x) - z(y) ± iT
A noteworthy subspace of Hb is the space generated by the special
atoms, which we denote by b"'. This space consists of those functions
f E Hb of the form a(a)a, where EXEA la()r)I2-y/2 < oo and the
sum of the series gives the norm of f in Bl°'. If we let S(zo) denote the
distance from r of a point zo and we consider the case where b(x) =
z'(x) = 1 + ia'(x), with -M < a(x) < M, then the function 6(zo)(z -
za)-2, restricted to r, belongs to B°'1 and the norm of b(zo)(z - xo)-2
in B?'1 does not exceed C(M). These "special atoms" form a total set
in B°". More precisely, each function f E Bo" is of the form

Oc
) zk
f (.x)=E where zk v r and E IakI <oo.
(10-5) 00
0
- zk '
(z(x)2 0
The proof of this atomic decomposition is a straightforward adaptation
of the proof for the case a(x) = 0, which the reader will find in [731-
Conversely, any series as in (10.5) converges to a function in B°'1
4-,
Using (10.5) we can, finally, decompose B°'1 into two Bergman spaces
.-.
B1(111) and B1(c22), where fj E B1(Il) if and only if fy is holomorphic

in Qj and f f0, I f1 (z) I dx dy < cc, for j = 1, 2. To get the decomposition,
it is enough to define f, (x) by grouping together all the terms in (10.5)
for which zk E 122.
ìi
Let B'(%) denote the Bloch space consisting of the functions which
.Z'
are holomorphic on 121 and such that supzEf2, b(z)jf'(z)I is finite.

.u.
Consider the bilinear form B(f, g) = ffr f (z)g(z) dz defined on the

ambient Hilbert space L2(I',ds). This form corresponds to the special
coo
case b(x) = 1+ia'(x) of the general definition in section 4 of this chapter.

`-'
Then the dual of the Hardy space H2 (121) is precisely H2 (112 ), under the
duality given by the bilinear form B. Indeed, H2(111) is a closed linear
'FS
subspace of L2(I' ds) and, for an element ), of the dual space, the Hahn-
4.''
Banach theorem gives the representation A(f) = fr f (z)h(s) ds, where
.-N
h E L2(r,ds). We now put h(s)/z'(s) = g1 +g2, where 91 E H2(11,)

and g2 E H2(512). We can decompose h(s)/z'(s) in this way because of
.:J
the L2(I') continuity of the operator defined by the Cauchy kernel. But
7-,
f (z) and g1 (z) are in H2(121), so fr f (z)g1(z) dz = 0. We are left with

,t3
A(f) = f1, f (z)g2(z) dz, as claimed. The converse is obvious.

A similar argument would show that the dual of H1"(111) was H"(112),
where 1/p + 1/q = 1, when 1 < p < no.
'-'
Finally, the dual of H'(111) is BMO(112) while B°°(112) is the dual

.:7
of B1(111), the duality still being defined by f1. f g dz. The verification
of the latter assertion is amusing. The special atoms b(w)(z(x) - m)-2,
w E 522, generate B1(1l) and, to check that a holomorphic function
9 : 112 -> C belongs to the dual of B' (111), it is enough to be sure that
g(z) dzl < C.
p''
(10.6) b(w) I
(z - w)2
But . fc.4(z)(z - w)-2 dz = -2irig'(w). so sup,irEf22 b(w)19'(w)1 <
!Z'
C/2-1r'
by (10.6). The fact that we can restrict our considerations to functions

which are holomorphic in 122 is a consequence of the duality of H2 (1l )
and H2(112).
It is as if the functions (z-w)-2, w E 512. were wavelets in H2(111) and
'C7
""L
thus, by duality with H2(112) and other spaces of holomorphic functions

!e+
11.11 The general statement 149
on 12i led to an analysis of those spaces, classifying them by simple

conditions. Of course, the roles of 52I and S22 are symmetric. At the
same time, these same functions (z - w)-2, to E 12i are the "atoms",
by the approriate linear combinations of which we can represent those
holomorphic functions on 521.
To end this chain of ideas, B>°° is the natural dual of B°'1. A dis-
tribution S belongs to B°o°° if and only if I(S, Jia)I < C2-J/2, A E A,,
j E Z. In fact, BO,- is defined modulo the function b(x). Then, when
b(x) = 1 +ia'(x), every distribution S E B0°° may be written uniquely
673
as S = bS1 + bS2, where S1 E B°°(521) and S2 E B°°(522).
11 The general statement of the T(b) theorem

Let T : D(R") D'(R") be a continuous linear operator. We sup-
pose, firstly, that T is weakly continuous, which is a necessary condition
for L2 continuity. We suppose, further, that the restriction to x 34 y
of the distribution-kernel S(x, y) of T is a function L(x, y), satisfying
IL(x,y)I -< CoIx - yI-n.
Then T has a natural extension to the space of Holder functions of
exponent 17 > 0 and compact support. If f and g are two such functions,
then (T (f ), g) is well-defined.
Next, we make use of the function b to state the extra conditions
which will be necessary and sufficient for T to be continuous on L2. We
assume that b E L°°(1R') and 2e b(x) > 1. We suppose, moreover, that
L(x, y) = b(x)K(x, y)b(y), where K(x. y) satisfies (9.1). (9.2), and (9.3).
We can then state a necessary and sufficient condition for the L2
continuity of T. This condition involves, once again. T(1) and tT(1).
'-'
We must define these as mathematical objects. Letting A, A E A,

denote the collection of the wavelets of Theorem 2 (of regularity r > 1),
we want. to make sense of the expression
To do this, we start with the most academic case of (T(1), u), where u
H,,
is a Lipschitz function of compact support, satisfying fu(x)b(x) dx = 0.

Then 'T(u) = a is a distribution, but, outside the support of u, we have
U(X0) = f b(x)K(x, xo)b(xo)u(x) dx = O(Ixol)
since we can use the kernel's regularity with respect to x and the fact
that f u(x)b(x) dx = 0. As a result, the integral (a, 1) converges.
To pass from the special case (compact support) to the general (Lips-
t''
chitz functions u of exponential decrease and such that f u(x)b(x) dx =

0) we use Lemma 6.
The wavelet coefficients Q(a) = (T(1), a) are thus well-defined and, if

these coefficients satisfy Carleson's condition EQ(A)CQ lQ(a)12 < C1jQj,
we write T(1) E BMOb_ The same remark holds for the coefficients
('T(1), Ia).
We have arrived at the statement of the T(b) theorem.
Theorem 5. With the above notation, a necessary and sufficient con-
dition for T to extend as a continuous linear operator on L2(R') is that
T is weakly continuous, T(1) E BMOb and tT(1) E BMOb.
The proof of Theorem 5 is a simple variant of that of Theorem 4 and
we shall not detain the reader with the details.
12 An application to complex analysis

As an application of Theorem 5, let us return to the example of the
Cauchy kernel operating on the space L2(F, ds), where r is a Lipschitz
curve. It is no longer necessary to approximate by integrable kernels.
Instead, we proceed as follows.
As above, we let a(x) denote a real-valued Lipschitz function of a real
Ink
variable x. We then have -M < a'(x) < M. We then form the kernel
K(x, y) = z'(x)z'(y)/(z(x) - z(y)). There exists a constant Co such that
IK(x,,y)I < CoI.c-yl-1 and, because the kernel K is also antisymmetric,
we can define the distribution S = PV K. This distribution belongs to
S'(1R2) and is the distribution-kernel of a continuous linear operator
yr.)
T : D(R) -+ D'(IR). To establish that T is continuous on L2(R), it is

enough to verify that T(1) = 0, modulo z'.
This identity depends, essentially, on Cauchy's formula. We know
that T(1) E In other words, T(1) is a continuous linear functional
on B°'1 which we can evaluate by calculating (T(1), a), where a(x) _
°,'
b(zo)(z(x) - zo)-2, zo v F. Such evaluations are enough, because the

total subset of B°". Finally,
set of such atoms is aAwe
(T(1), a) = lim (z - zo)-2(z - ww)-1 dzdw = 0,
CIO z-newl>e
as can be seen by integrating first with respect to z and then with respect
to w.
13 Algebras of operators associated with the T(b) theorem

We suppose, once more, that b c L°°(WI) and that We > 1. Let
T be an operator which satisfies the hypotheses of Theorem 5. Can
11.13 Algebras of operators
c+9
'''
151
T be extended as a continuous linear operator on Hb ? The expected

response is that this will be the case if T is continuous on L2(R") and
if tT(1) = 0. But these two conditions lead to a continuous linear
.a:
operator with domain H6 and range in H' (the standard space of Stein
and Weiss). To get the conclusion we want, we transform the problem.
E''
We set T = BL, where B is the operator of pointwise multiplication by

b(x).
The distribution-kernel of the operator L, restricted to x , y, is thus
of the form K(x, y)b(y), where K(x, y), as usual, satisfies (9.1), (9.2),
and (9.3).
From the continuity of the operator T on the space L2(l8') and from
the condition 'L(b) = 0 (modulo the function b), it follows that L is
continuous on the space Hb . This can be shown by writing T = MB
and applying Theorem 3 of Chapter 7 to M.
bye
This same operator L is continuous on the usual BMO space if L(1) _

Can
0, modulo the constant functions, as is shown by the corollary to Theo-

rem 3 of Chapter 7.
Let G be the collection of operators L of the above type which are
continuous on Hb and BMO. We shall verify that G is a subalgebra
of C(L2, L'). To verify this, we make use of the method of Chapter 7.
We let (T(a, denote the matrix of L with respect to the
wavelet basis 1/ia, a E A, of Theorem 2. If 0 < Q < -y (y specifies the
regularity with respect to x and y of the kernel K(x, y) corresponding to
..a
L), then 7-(,\,,\') belongs to the algebra M0. Conversely, if this matrix
belongs to MO, then the distribution-kernel S(x, y) of L is
1: 1: (y)b(y)
X a1
and it is easy (by repeating calculations for the case b = 1, word for word)
to see that L E C (and that K(x, y) T(\, )r')z ,\, satisfies (9.1),
(9.2), and (9.3) with fl = y).
Just as in the case b = 1, we can introduce the Banach algebras A(b, y),
0 < -y < 1, consisting of the operators L whose matrices with respect to
the basis z/ia, )r E A, belong to M.y. The definition does not depend on
the choice of basis. However, in the general case, the algebras A(b, y)
(fl
are not self-adjoint. This is what prevents us using Cotlar's lemma in

the proof of Theorem 5. In fact, if T E A(b, y), then T is continuous
on Hb and BMO. As a result, the transpose of T is continuous on
H1 and BMOb. This makes it necessary to conjugate the transpose by
the operator B defined by pointwise multiplication by b(x), in order to
return to an operator belonging to A(b, y).
The algebra C can equally well be interpreted by the use of vaguelets.
Indeed, L E G if and only if, for every family wA A E A, satisfying (6.3),

(6.4), and (6.5), the functions w,, = L(wa) satisfy the same estimates
(with, possibly, different values of the exponents a and /3). This way of
looking at things has the advantage of showing that the L2 continuity of
the operators L E G follows from Proposition 5. Indeed, we take f E L2
and decompose it as EaEA o(a)f,,, with (EAEA la(,\)12)1"2 < CIIf112;
then L(f) = EAEA a(A)w.\, where wa = L(z'),). To conclude, it is
enough to apply Proposition 5.
14 Extensions to the case of vector-valued functions

We shall need the Hilbert space analogue of Theorem 4 when we study
Hardy spaces corresponding to a Lipschitz graph (Theorem 5 of Chap-
ter 12).
For this, we have to introduce the space BMO(W, H), where H is
a Hilbert space. A function f : R' -+ H belongs to BMO(R', H) if
IIf (x) II H is locally square-integrable and if there is a constant C, such
that, for each ball B C R", there exists a vector -y(B) E H with
1/2
CIBI f IIf(x)-y(B)IIHdx)
<C.
If f (x) belongs to BMO(R", H) and if A, A E A, are the wavelets of
Theorem 2, then the wavelet coefficients a(A) = f f (x)b(x)y a(x) dx are
in H and satisfy Carleson's condition
(14.1) IIo(A)IIH < CIQI
Q(a)cQ
Armed with this remark, we repeat the proof of Theorem 4 and obtaan
mop
the theorem in its vector-valued version, which we now describe.

We start with a Hilbert space H and a kernel K : R" x lib" - H such
that (1 + Ix - yl)"+1K(x. y) E L°°(R' x lR", H). We suppose that, for
a certain exponent y E (0,1] and for a certain constant CO, we have
IIK(x,y)IIH <Colx-yl-",
IIK(x,y) - K(x,y)IIH <- Colx' -xIrylx - yI-"-ry,
for J x' - x l< Ix - y l /2, and, similarly,
Coly'-yl"Ix-yl-"-y,
IIK(x,y')-K(x,y)IIH <_
for ty'-yI<Ix -yII2.

We then suppose that there is a constant C1 such that, for every ball
BCRn,
(14.2) JIILjx,v)1)(y)1yL dx < C1IBI
11.15 A Clifford algebra 153
as well as
r
(14. 3) K(x, y)b(x) dxdy C11BI
JB ilL
Then the operator J, defined by T f (x) = f K(x, y) f (y) dy, where the
scalar-valued function f(x) is in L2(llr), is a continuous operator from
L2 (]R') to L2 (R-, H) and
(14.4) 1ITh C2 = C2(Co, Cl, n, hIbhlm)
The proof is just a rewrite of the scalar case.
15 Replacing the complex field by a Clifford algebra

Let a : I(t" --> Rn he a Lipschitz function. We consider the kernel
CIA
a(x) - a(y) - (xi - yl)"(y) -
.-.
(.rn - yn) ay. (y)
K(x, y) _ [ix - y12 + (a(x) - a(y))21(n+l)/2
The question that Calderdn asked was whether there existed a con-
tinuous linear operator T : L2(Rl,dx) -p L2(Rn,dx) which could be
^,^
defined by T(f) = PV fK(x, y) f (y) dy, for f E L2(Rn).
The case n = 2 is given directly by Theorem 2, since, in this case,
i-3
K(x, y) is the imaginary part of the Cauchy kernel (z(x) - z(y))-1 dz(y)
associated with the Lipschitz curve z(x) = x + ia(x).
By the results of Chapter 9, we know that T is. indeed, continuous
on L2(l$n). We shall see in a moment that PV f K(x, y) f (y) dy exists
tea.
almost everywhere, for f E L2(Rn).

What we intend to do is to describe a generalization of the T(b) theo-
rem which applies directly to the double-layer potential without involv-
ing the method of rotations.
First of all, let us recall the definition of the Clifford Algebra A,,,,. This
algebra is a vector space of dimension 2'm over R. A basis of A,,, is con-
sists of vectors es, where S is an arbitrary subset of the set {1, 2,..., m}.
rn'
For the time being, this is just a notation which lets us assign a subscript
to 2'm vectors. We now show how multiplication is defined on this basis.
c"'
If S = 0, es is the unit element of A,,,. We want A,,, to be an

associative algebra generated by where we have writen el
instead of a{l}, etc. The relations in A,,, are generated by ee = -1, 1 <
j < m, and e,ek = -eke3, if j # k. This leads to the rule eseT = feR,
where R is the symmetric difference of the arbitrary subsets S and T of
{ 1, ... , m}. It is easy to determine the choice of sign.
We embed the vector space lW m+l in A, by (xo, xl, ... , x,,,) ' -+ x =
xo + x1el + + x,,,e,n. Such elements are called Clifford numbers. We
thenputx=xo -xlel -
As a consequence, each non-zero Clifford number is invertible in the
Clifford algebra and its inverse is also a Clifford number.
To apply this to the theory of singular integrals, we take a function
b E LA (lR' ), whose values are Clifford numbers of A = A,,,,. Then
b(x) = bo(x) + bl (x)el + + b,,,(x)e,,,,. We suppose that bo(x) > 1. If
m = 1, then Al is just the field of complex numbers and the condition
reduces to We b(x) > 1.
The operators which we consider are defined by A-valued distribution-
kernels S(x, y). They act on A-valued functions in L,24(Rn). This action
arises from the asymmetry of the product S(x, y) f (y) calculated in the
sense of the multiplication on A.
The norm of x = Esases is IxI = (iS IasI2)i/2. We suppose that
S(x, y), restricted to x # y, satisfies
S(x, y) = b(x)K(x, y)b(y)
where
(15.1) I K(x, y) I A < Co lx - Y1_'

(15.2) JK(x', y) - K(x, y)I A < C1Ix' - xI I x - yl-9L-ry ,
for J x' - xI < Ix - y[/2, and, similarly,
(15.3) IK(x,y')-K(x,y)IA
<C1[y'-y[7Ix-y
ly' - yI < Ix - y1/2-
The L2 continuity of an operator T whose distribution-kernel S(x, y)
satisfies the above conditions is equivalent to the following set of condi-
tions:
T is weakly continuous on L24 (RI);
r-1
ICJ
(15.4)
(15.5) T(1) E BMOb;
r-I
(15.6) tT(1) E BMOb

r-1
The proof of this theorem may be obtained, as P. Auscher obtains it

in [3], by adapting the construction of the wavelets a to the case of the
Clifford algebras. We then get two unconditional bases vpa and zfi-* of
LA (R''). The first satisfies v .x E Vp+i and f i),(x) f (x)b(x) dx = 0, for
A E A, and f E V3 (all the functions are A-valued). The second satisfies
the transposed condition f b(x) f (x)VI X (x) dx = 0, for A E A; and f e V3
(still A-valued.) Finally. f ), (x)b(x) * (x) dx = 0, whenever A A'
and 1, when A = X. Once these bases have been constructed, the proof
of the scalar case can be adapted without difficulty.
To apply these considerations to the problem of the double-layer po-
11.16 Further remarks 155
tential, we consider the kernel L(x, y) which is defined on l1 x R" when

x#yby
(xi - yi )ei + - .. + (xn - yn)en - (a(x) - a(y))
L(x, y) [Ix - y12 + (a(x) - a(y))2](n+1)/2
where a : l[Sn - R is a Lipschitz function and L(x, y) takes its values in
the vector space of Clifford numbers of A",.
We consider the function
as Oa
b(x) = 1 - ax el - ax en
1
and form the antisymmetric kernel

K(x, y) = b(x)L(x, y)b(y).
This kernel defines a distribution PV K(x, y) E S'(R" x 1[tn) hav-

ing values in the algebra An and we let T denote the operator whose
distribution-kernel is PV K(x, y). Property (15.4) is clearly satisfied and
the L2 continuity of T will be a consequence of the identity T(1) = 0,
which we shall now establish.
To do this, we use the following identity (which we shall need in
Chapter r15):
PVJ L(.c, y)b(y)f (y) dy
(15.7)
+n y9-xyeA(a(y)-a(x))}ILeidy
\
where A is the odd function whose derivative is (1 +
1
_ -f { (n 1 1) [Ix - y12 + (a(x) - a(y) )2](n-l)/2
ye
Identity (15.7) is an immediate consequence of Green's formula and

t2)-("+1)/2.
may be written in the more condensed form

T = A + Rlel + - - - + R,:en)(elal + + en8n)
where the R1 are locally integrable kernels. More precisely, I R9 (x, y) I <
CIx-yl-"+1, I (OfOxk)Rj (x, y)I s CIx-yl-n, I (Olayk)R; (x, y)I s CIx-
yl-", and I (82/bxkayl)RR (x, y)I < CIx - yI -"-1. It follows that T(1) =
0.
16 Further remarks
After they established the T(b) theorem, David..lourne, and Semmes
looked for the most general possible condition on a function b E L°O(PJ)
which would lead to the L2 continuity of all the singular integral oper-
ators satisfying the conditions of the T(b) theorem.
First of all, they showed that the condition Re b(x) > 6 > 0 could
be weakened to infQ IQI-1I fQ b(x) dx[ > 6 > 0, the lower bound being
taken over all cubes Q in R. This new sufficient condition has the
advantage of applying to the study of the Cauchy kernel on a Lavrentiev
curve whose parametric representation by arc length is denoted by z(t),
-oo < t < oo. Then Q = [s,t] and we do have (t - s)-11z(t) - z(s)I >
coo
6 > 0 with b(t) = z'(t).
Finally, David, Journe, and Senunes discovered the necessary and
sufficient condition on the function b(x) E L°°(R') for the L2 continuity
of all the singular integral operators satisfying the hypotheses of the T(b)
theorem. This condition is that there exist constants -y > 0 and 6 > 0
such that each cube Q C lRn has a subcube Ql of volume IQ,I ? yIQI
for which the inequality IQ1I-' I fQ, b(x) dx[ > 6 holds ([97], [98]).
Tchamitchian's construction has been the starting point for very ac-
tive lines of research, for the most part as yet unpublished. R. Coif-
'L7
man, P. Jones, and S. Semmes modify the Haar system h1, I E .1,
``'
in the simplest and naivest possible way, to construct h# (x) satisfying

'L7
fh#(x)b(x) dx = 0. They decide to put h#(x) = n'1 on the left half

of I and h#(x) _ /31 on the right half. The support of h* is I. By a
judicious choice of these constants, h*, I E J, is a Riesz basis of L2(R)
and can replace Tchamitchian's basis in the proof of the T(b) theorem
([64])
12
Generalized Hardy spaces
1 Introduction
Let I' be a rectifiable Jordan curve in the complex plane, passing
through the point at infinity. Let z(s) denote the arc-length paramet-
rization of r. Then Iz(s) = oo. We shall, in fact, suppose
that, whenever zo lies off F, then, for any 1 < p < oo, we have fr, Iz(s) -
zzl-P ds < oo. It will be convenient to suppose that F is oriented. The
Jordan curve theorem tells us that the complement of IF in C splits into
two connected components 1l and 522.
What we shall study is the generalized Hardy space HP(521), which
consists of the functions F(z) which are holomorphic in ill and have,
in a very precise sense, a trace 6(F) on F which belongs to LP(r, ds).
The space HP(521) can be identified with a closed subspace of LP(Sll),
which we shall also, by abuse of language, call HP(5l1). We recover the
holomorphic function F : fl -4C from its trace f = 0(F) by Cauchy's
formula
(1.1) F(z) = 1 f (C)
27ri rS-z '
when ft1. is the domain "to the left of' the oriented curve r.
In fact, matters are not quite as simple as we have suggested and there
are three possible definitions of HP(521). The definitions coincide when
SZl is a Smirnov domain; it is known that this condition does not depend
on the exponent p E (1, oo).
Calderon's problem is to know whether, for 1 < p < oo, the space
158 12 Generalized Hairly spaces
LP(r) is the direct sum of the spaces HP(SZ1) and HP(12), when these
cps
spaces are realized as subspaces of L"(I') by means of their respective
trace operators 01 and 02.
Thanks to a theorem of David ([931), we now can characterize the
NN.
curves 1' for which Calderon's problem has a positive response. The
^"'
curves in question are those which are regular in the sense of Ahlfors:
they are rectifiable curves such that, for a certain constant C > 1, for
all z0 E C, and for all R > 0, the measure of the set F(zo, R) of those
cwt
s E l1 for which Jz(s) - zol < R is not greater than CR. This condition
requires I' not to have "too many zigzags" and is violated, for example,
by the rectifiable graph IxI" sin(1/.r), when 1 < a < 2.
The object of this chapter is to prove David's theorem. There are now
two ways to achieve this. One uses the resources of real analysis and has
already been alluded to in Chapter 9. The other is based on complex
analysis and gives the simplest proof of the continuity of the Cauchy
kernel on Lipschitz curves.
David's proof is a geometric variant of the methods introduced by
C7'
D. Burkholder and R. Gundy under the name of "good ) inequalities".
coo
This proof needs a starting point: the continuity of the Cauchy kernel
on Lipschitz curves.
G',
We shall therefore start with the special case of Hardy spaces corre-
con
sponding to a Lipschitz domain. Calderon's theorem, either in the form
of the identity L2(r) = H2(1i) + H2(112), or as the continuity of the
projection of L2(t) onto H2(111), will get three different proofs (among
them the so-called "shortest proof' of P. Jones and S. Semmes). We
"'?
shall then follow David and prove his theorem by real-variable meth-
ods. On the way. we shall show how the algebras of operators defined
by the T(b) theorem are related to algebras associated with singular
holomorphic kernels K(z,w) acting on L2(r).
2 The Lipschitz case

Once and for all, t C C is the graph of a Lipschitz function a : IR --+ R.
dx and, if -M < a'(x) < M, it follows that
(1+a'2(x))112
We have ds =
dx < ds < (1 + M2)1/2 dx. The space L2(F, ds) may thus be identified
with L2(lil, dx).
We let S21 denote the open set given by y > a(.r) and let !12 be that
E.`
given by y < a(x)-

The definition of the Hardy spaces relies on the idea of parallel curves.
,+'
We observe that, for every T > 0, 1' + iT lies in !l1, which allows us to
make the following definition.
.°m
12.2 The Lipschitz case 159
Definition 1. Let F(z) be a function which is holomorphic on 121. We

say that F(z) E HP(1l1), for some 0 o \ r+ar
IF(z)Ipds I
/
= oo.
We could equally well have written supr>O(f1. IF(z+ir)IPds)1/P < o0

For the time being, we shall restrict attention to the case 1 0,
converge, almost everywhere and in LP norm, to a function, which we
denote by 0(F) and call the trace of F on F.
The trace operator 0: HP(1l1) -, LP(F) is an isomorphism of HP(S21)
with a closed subspace of LP(I'), which, by abuse of notation, we again
denote by HP(SZi).
For each function f E LP(1', ds) the following conditions are equiva-
lent:
(2.1) there exists a sequence R3 (z), j > 1, of rational functions which
vanish at infinity, are holomorphic in a neighbourhood of 521i and
converge to f in LP(I', ds) norm;
(2.2)
f() d(=0 forallzES2z;
rC-z
(2.3) f E HP(11)
Finally, if the equivalent properties (2.1), (2.2), or (2.3) are satisfied,
we have, for all z E Ili,
(2.4) F(z) = 1 j f2--zdo where f = 0(F).
The meaning of the equivalence of (2.1) and (2.2) is that 121 is a

Smirnov domain. It is not true that (2.2) implies (2.1) when r is an
arbitrary rectifiable Jordan curve, as Lavrentiev has shown ([155]).
...
The deep meaning of Theorem 1 is that it is a form of the "maximum

principle" for functions F(z) E HP(121). What happens is as follows.
If we know, a priori, that F(z) belongs to HP(11), without being in
a position to calculate the HP(111) norm of F(z), then we may use the
estimate given by (fr If (z) IP ds)1/P. If, on the other hand, we lack that
a priori information (namely, that F E HP(1t1)), this procedure may
not work. The classical counter-example is 121 = {x + iy : y > 0} with
F(z) = (z + i)-'e ", whose boundary values are in L2(R) but which
does not belong to H2(12, ).
160 12 Generalized Hardy spares
Much of the line of argument we take in this section is due to the

above difficulty.
The proof of Theorem 1 relies on an approximate version of (2.4),
given by the following lemma. (We shall write 1 for stl and I'r, for
r + iT, to simplify the notation.)
Lemma 1. Let F(z) be in Hp(f2). Then, for each r > 0 and every
zo=xo+ia(xo)+ivE&1,
( 2. 5) F( zo ) = 1 . F(() d(
27rz Jrr ( - zo
if v > T
and
r
( 2 . 6) 0 =27ri1 (
d if v < T .
Jrr S - zo
To establish these two identities, we reduce to the standard Cauchy
formula, replacing rT by the oriented boundary of the rectangle given
by -R < r < R and a(x) + r < y < a(x) + r'. Then we let R and r'
tend to infinity.
The integral along the top boundary can he bounded directly by
.-.
i-r') Il ds < (/ I
Ir Iz +( ir'
where, for 1/p + 1/q = 1,
E(T')=
if Iz+ir' - zoI-Qdsl 1/Q
which tends to 0 as r' tends to infinity.

The integrals on the vertical boundaries are dealt with by a technique
described in Titchmarsh's treatise ([229]), which we now describe. We
make the vertical boundaries "vibrate", by letting R run through the
interval [M, M + 1]. We then take the means of the Cauchy formulas we
have used. This lets us replace the integrals by double integrals which
are bounded above, when we take the definition of HP(cl) into account.
The reader is referred to [229].
The proof of (2.6) is identical and is left to the reader.
The second ingredient, which we shall use systematically, is the fol-
lowing observation.
Lemma 2. Let KT (z, w), with z, w E r, be a function satisfying
IKT(z,w)I <C Iz-w12+T2
T
and
K7(z, w) dw = 1.
Jr
12.2 The Lipschitz case 161
Then, for every f E LP(r),

(2.7) l fKT(z,w)f(w)dwl <C'f*(z),
where f *(z) is the Hardy/-Littlewood maximal function of f . Further,
(2.8) iim
Jr KT (z, w)f (w) dw = f (z) ,
both in LP(r) and almost everywhere on r.
The proof is similar to that of Lemma 5 in Chapter 7.
This lemma will be applied to the kernel
1 ( 1 - 1
x - w - i-r z- w+iT
27ri
It is easy to see that this kernel satisfies the conditions of the lemma.
We return to our examination of the Hardy spaces.
We consider the sequence F(z + i/m), where m > 1 and z E F. Since
this sequence is bounded in LP(r), we can extract a subsequence which
converges to f E LP(r) in the a(LP, LQ) topology, where 1/p + 1/q = 1.
We put T = mj- 1 in (2.5) and (2.6). Since (( - zo)-1 lies in LQ(r),
when zo v r, we can pass to the limit to get
F(z0)= 1 / d(, when zUE1,
21rz r ( - zo
and
(() when zo
0 21 r(f f- zo d(, Sl.
We then put zo = xo + ia(xo) ± iT, with T > 0, and subtract the second
identity from the first to get
(2.9) F(z + ir) = K,r(z, w) f (w) dw, z E IF
Jr
(where z = xo + ia(xo), and we have written w instead of (). It is now
enough to apply Lemma 2 to get the existence of the trace operator
0: HP(Sl) -, LP(S2). We thus have f = 0(F).
Identity (2.9), together with the Hardy-Littlewood theorem on the
maximal function, gives the estimate
(2.10) II sup IF(z + iT) I II LP(r) s C(M, p) IIO(F) II LP(r) ,
o
for all F E HP(Sh).
A fortiori, the norm of F in HP(Sh) is equivalent to the LP norm of the
trace 0(F). In other words, HP(1) is equivalent to a closed subspace of
LP(r).
Before continuing, we have a natural break, in the form of the next
lemma.
162 12 Generalized Hardy spaces
Lemma 3. If F E HP(S2) and G E HQ([l), when' 1/p + 1/q = 1 and

1 < p < oo, then
(2.11) jF(z)G(z)dz = 0.
By abuse of language we have written, and shall continue to write, F
instead of 0(F), when it is clear that the corresponding integral is taken
on P.
To prove (2.11), we calculate the integral as a limit of the corre-
sponding integrals on PT, for T > 0. So it is enough to show that
f r, F(z)G(z) dz = 0. To do this, we use the same change of contour as
in Lemma l to show that the value of this integral is independent of r.
Finally, we note that limr.«,(f rr IF(z)lv ds)'/T = 0, indeed, if z e r,
IF(z + ir)l < C.F*(z) E LP(P), which allows us to apply Lebesgue's
dominated convergence theorem.
Thus limT-a frr F(z)G(z) = 0, which concludes the proof of the
lemma.
We return to the proof of Theorem 1, letting R(S2) denote the algebra
of the restrictions to 11 of rational functions which vanish at infinity and
whose poles lie outside P.
To characterize the closure of R(Q) in LP(P), we use the Hahn-Banach
theorem. Let g E LQ(F) be a function such that jr g(z) f (z) ds = 0, for
every f E R(S2). Since dz = z'(s) ds and lz'(s)l = 1. we may replace
g(z) by h(z) = g(z)/z'(s). Then fi. h(z) f (z) dz = 0, for f E R(Sl).
E3.
In particular, frr h(z)(z - xe)-1 dz r= 0, when zp . We then put

H(z) =21ri1 h(w) dw =
i W- Z
1 r W- Z -
27ri I
1 1
W - z*
h(w)dw,
where z = u + ia(u) + iv E S2 and z* = u + ia(u) - iv . Lemma 2
applies again and
sup{IH(z)l : Wez =u,z c 121 <Ch*(u + ia(u)) E LQ(P).
A fortiori, h(z) lies in HQ(S2).
We have not finished the proof yet, because we still must show that
fl, h(z) f (z) dz = 0, for f E HP(i). But that is done by Lemma 3. Our
proof has also furnished the required characterization of HP([l).
It would be pleasant to be able to know that a function belongs to
HP(S2) as a result of conditions couched purely in terms of the trace of
the function on the boundary of 12.
A well-known counter-example is given by F(z) = e_8z/(z + i), when
r = R. This function is holomorphic on 3°m, z > 0, continuous on
Qrrn z > 0, and has a trace (in the obvious sense) on the real axis. What
is more, the trace is the limit of the functions F(x + iE), for e > 0. But
12.3 Hardy spaces and conformal representations 163
F(z) does not lie in H2(sl), because F(x+ir) = eTe-ix/(x+iT+i): the

+ 1), which tends to infinity with T.
n o r m of this function is % / i - r e
However, we have the following result.
Lemma 4. Let F(z) be a function which is holomorphic and bounded
row
cps
on IL Then F has a trace on r = tIZ: limT,o F(z + iT) exists for almost
!''
all z E t. If the trace belongs to LP(r), then F(z) lies in HP(1Z).

4''
To see this, we first replace F(z) by FE(z) = F(z)/(1 - iez), which

does lie in HP(1l), since F is bounded on Q. Hence the trace of FE(z)
N..
exists, which gives the first part of the lemma.
Theorem 1 gives
\ /r ` r
IF(z)Ids "<C(
F(z)Ids)'Ip
(2.12) (jIFe(z)I' d sn/CI

z ) `Jr JJJ r
We ju st have to let e tend to 0 to obtain the desired conclusion.
For our final definition of the HP spaces, we shall use a conformal
coo
representation. This definition has the advantage of generalizing to the

case of domains with rectifiable boundary.
3 Hardy spaces and conformal representations

S].
Let Q be a bounded, open, connected, and simply-connected subset

of the complex plane. Then there exists a conformal representation
4) : D -+ 11, where D is the open unit disk. Furthermore, if 11 is a
Jordan domain (that is, Il is the bounded connected component of the
comlement of a closed Jordan curve r), then OD extends to a homeomor-
phism of D onto fl. If Izo) = 1 and zl E r. we can impose the condition
-t(ze) = zi on the choice of (D.
We can take the composition of 4) with two bilinear transforma-
tions to get a conformal representation of the open upper half-plane
P = {z E C : n z > 0} onto an open set I whose boundary is an
oriented Jordan curve r passing through the point at infinity. We shall
also use 4) to denote this conformal representation, which extends to a
homeomorphism of R onto r. This homeomorphism is increasing if Il
lies "to the left" of the oriented curve F.
Let a : IR -' IR be a Lipschitz function (so I1a'L1(.. < M < oo). Let r
be the graph of a, oriented from left to right. Il = {(x, y) : y > a(x)} is
the open set "above" I' (that is, to the left of the oriented curve r).
Let E be the sector of the complex plane defined by x > 0 and Jyj <
..j
Mx.
The next theorem, due to Calderon and improved by C. Kenig, tells
us that, for each y > 0, the curves 4)(x + iy), x E R, are graphs of
+(++
Lipschitz functions of slope not greater than M.
More precisely and keeping the notation above, we have the following
result.
Theorem 2. We can choose a branch of log 4)' (z) such that
I9'm log4''(z)I < On = tan-1 M
for all z E P.
To prove Theorem 2, we start with the case where I' is a polygonal
line ending with two half-lines whose slopes do not exceed M. Then
the conformal representation 4) is provided by the Schwarz-Christoffel
formulas ([211]). We can find N real numbers cl < c2 < ... < cN (N
is the number of vertices of 1'), a real number -y, and N real exponents
ryj, 1 < j < N, such that 4)'(z) = e47 fN(z - cj)' U. We choose z7 so
that is holomorphic in P with P = 1. The "angles" y and 'yj are then
related to the slopes of the polygonal line r: indeed, if cj < x < cj+1, we
have arg 4)'(x) = y + 7r(yj+1 + - - - + ryv); if x < cl, we have arg 4)'(x) _
y-!
y + 7r(y1 + +'yrr); and if x > cN, we have arg 4)'(x) = -y. Thus
I'y1 <200/7r =r < 1.
As a consequence, I4)'(z)I = O(IzIT) at infinity and. if z = u + iv,
v>0,wehave
CC
V
(3.1) V(z) 4'(x) dx .
oo (x - u)2 + v2
The complex numbers 4)'(x) lie in the sector E (by construction).
Since E is a convex sector and 4)'(z) is a convex linear combination of
the 4)'(x), the number 4)'(z) also lies in E.
We arrive at the conclusion of Theorem 2 by composing log (defined
on a conical neighbourhood (excluding 0) of E) with 4)'(z).
We can pass to the general case by approximating r by a sequence
I'j of polygonal lines such that the open sets f above rj increase to fl.
To achieve this, it is enough that the rj are graphs of piecewise affine
functions aj(x) which decrease to a(.a).
To construct the a j (x), we consider the subdivision formed by the
points x = k2-j, where k E Z and Iki _< j2j. We put y(k,3) _
.32
a(k2-3) + 2M2-3 and we let rj denote the polygonal line whose nodes
are (k2-9, y(k, j)) and whose ends are formed by half-lines of slope M
and -M, respectively.
It follows immediately that the functions aj (x) form a sequence which
-'o
decreases, uniformly on each compact set, to a(x).

We then establish that the conformal representations 4) j converge to
fem."
4. by returning to the case where P is replaced by the open unit disk

D and Il becomes a bounded open set. We use the following remark
(which is a consequence of Schwarz's lemma).
Lemma 5. Let D be the open unit disk, let 1z be a bounded open
simply-connected set and let l l be an increasing set of simply-connected
open sets such that SZ = U; >o Sk
Fix zo E SZo and let 4)j : D -+ Ii, be the conformal representation
normalized by 43 (0) = zo and 4 (0) > 0.
Then the sequence -!D? (0) is increasing and the functions con-
verge uniformly on each compact subset of D to the conformal represen-
tation 4 : D -+ Q, normalized by zo and -1)'(0) > 0.
Coming back to the case of P and an unbounded 12, we have 4)? (z) E
E, so V(z) E E and the theorem has been proved.
Theorem 2 gives log $'(z) = u(z) + iv(z), where supzcp I v(z)I < 0o <
7r/2. The function v(z) is harmonic on P and v(i(1 - z)/(1 + z)) is
harmonic on the unit disk IzI < 1. We now use the following lemma.
Lemma 6. Let f (z) = u(z) + iv(z) be a function which is holomorphic
on IzI < 1. Suppose that sup,Z,<, Iv(z)I < oo. Then
i +z
f (z) C,
f2,'
where C is a real constant.
The proof is simple. We know that a bounded harmonic function is
the Poisson integral of its boundary values. So we get
v(z) = 1 f27, e IzI 2 v(eze)
dO.
21r Ie zI
We then put
i j2r +z v(e) dOBy
g(z)
the construction, mg(z) = v(z). On the other hand, g(z) is clearly
holomorphic in IzI < 1. The function g(z) - f (z) is holomorphic in
IzI < 1 and real-valued. It is therefore constant.
In the case of the half-plane, v(x) exists. satisfies IIvIIL-(a) < Oo < ir/2
and, for z = x + iy,
(3.2) v(z)
Finally, the lemma gives

7r f r00
(x - t)2 + v(t) dt.
(3.3) log V(z) = f ( t z t2 +

1) v(t) dt + C,
1
where C is a real constant.

Conversely, let us begin with a real-valued function v E L°° (R), sat-
isfying IIvIIoo < r/2, and form
1 / 1 t
F(z) = v(t) dt..
(__
J a t z tz + 1
The problem is to know whether we can obtain a conformal representa-
tion c : P - 11, by defining by V(z) = eF'(r), and whether Q is the
open set above a Lipschitz graph r. To deal with this problem, we use
Rouche's theorem, in the following form. Suppose that a function U(z)
is holomorphic in the open disk Izl < 1 and that U(e"'), 0 < 0 < 27r, is
a parametric representation of a closed Jordan curve F. Then U(z) is a
conformal representation of D on the interior i of r.
Rouche's theorem can obviously he generalized to the case where D
is replaced by the upper half-plane P. There we have to make the
following assumptions: 10(x), -oo < x < oo, must be the parametric
representation of a Jordan curve r and we must have I4o(z)I =
o0.
Returning to our problem, we shall take the limit of a sequence of
compactly supported step functions vl, j E N, which tend to v and
satisfy IIVA= Hull=.
We start with the case of the zV?, omitting the index j, but making
sure that our estimates are uniform in j.
On each interval [ak,ak+i) on which v(t) = 0k, I0k] < 7r/2, we also
have log (t) = 71(t)+i0k, and the curve r, of which 0(t) is a paramet-
ric representation, is a Lipschitz graph in the form of a polygonal line
(OD
with a finite number of sides and beginning and ending with a half-line.
Rouche's theorem applies and 0 is the conformal representation given
by the Schwarz-Christoffel formulas ([211]). In particular,
00
(3.4) 1'(z) _ f y
(x - t)2 + y2
'(t) dt.
Since the sector E is convex,
(3.5) V(z)EE for allz6P.
Following Calderon's argument ([38]), we shall show that ;(t)
I0'(t)l satisfies Muckenhoupt's A2 condition, with constants indepen-
dent of j.
We first observe that G(z) = 1/0'(z) satisfies
foc
y
(3.6) G(z) = 1 G(t) dt.
7r (x - t)2 + y2
In fact, the change from 0' to 1/0' corresponds to that of v to -v in
(3.3). Thus G(z) E E and

°O y
IV(t) I dt/ ir I-i dt
(Ir oc (x - t)2 + y2 oo (x - t)2 + y2
< (1 + M2) to jb'(z) Re (1/4'(z))
< (1 + M2)2It'(z)IIp'(z)I-1
,e,
= (1 + M2)2 .
We then consider the interval I = [x - y, x + y] and observe that
y/((x-t)2+y1) > (2y)-1 on I. As a result, we deduce that the product of
the means of I$'I and IVI-1 on I is uniformly bounded. So W(t) = I4P'(t)l
./'
belongs to Muckenhoupt's class A2 (Chapter 7, section 8): the constant

which appears in the definition of the class only depends on M. In other
words
(3.7) sup (FI I w(t) dt) (j_) < C(M) < oo .
ti,
As a consequence (Chapter 7, section 8), there exist an exponent

b = 6(M) > 0, 6 < 1, and a constant C'(M) such that
6
w(E)
< C' \IEI
w(I) III
rye
(where w(E) = fE w(t) dt etc.).

Writing (3.8) with w replaced by 1/w and taking account of the con-
dition
dt) dt 1 > IEI2 ,
(L w(t) UE w
we get
coo
w(E) > C,, (J1)

(3.9)
-
Applying (3.8) and (3.9), with E = [0, 1], I = [0, t] (where t > 1), or
E = [-1, 0], I = It, o] (where t < -1), we get
(3.10) G1(M)Itl8 <
s C2(M)ItI2-6
if t(o) = 0.
Similarly, if 0 < h < 1,
(3.11) I41(t + h) - t(t)I > C3(M)h2-6(1 + lti)-2-F26,
where C1(M) > 0, C2(M) > 0, and C3(M) > 0 depend only on M.
Finally, if 0 < h < 1, we get
(3.12) I'(t + h) - t(t)I < C4(M)h5(1 + ItI)2-26.
To arrive at these estimates, we need

jb
b V(t) dt >! e' '(t) dt >_ + M2 j l'(t)I dt
Ja a
and, having made this remark, the inequalities follow immediately.

We are now equipped to pass to the limit. We begin with a real,
measurable function v(t) such that lIvjI,, = eo < it/2. With it, we
{,a
fly
associate a sequence v, of step functions with compact supports, such
that 11v,11. < 00 and v, (t) v(t) almost everywhere. We then construct
-t1 : P -+ C, by requiring
,Q,
00
C; E R, z E P,
0.'
log ,D3 (z) = - J vi (t) dt + C3 ,
t z
We log-tj' (i) = 0, and 4,(0) = 0.
The functions -t, are univalent in P and they satisfy the estimates
(3.10), (3.11), and (3.12), uniformly in j.
To conclude, we apply the following lemma (after two appropriate
'3'
bilinear transformations).
Lemma 7. Let F1, j E N, be a sequence of univalent functions on
'zI < 1, which are continuous on Izl < 1 and converge uniformly on
IzI _< 1 to F. We suppose that F,(ea°) and F(ea0), 0 < 0 < 23r, are
'4l
closed Jordan curves, which we denote by F1 and r. Then F is univalent
and F(D) is the inside of F.
'vim
This lemma is a variant of Rouche's theorem. t%]
To use it, we first consider the auxiliary functions Since

F3 = -'D, (l18) is a polygonal line through 0, with slope not exceeding M,
IA..
we have Ii + 41(t)i > c(M)(1 + 14)j(t)l) > c'(M)(1 + jti)' and, thus,
._.
HIV
I(i + 43(t))-'j < (c'(M))-1(1 + Iti)-a. Moreover, the functions $1(t)

are equicontinuous: by passing to a subsequence, if necessary, we may
suppose that the functions converge uniformly on every compact
coo
set. As a consequence. the converge uniformly on the whole

real line. The maximum modulus principle now shows that the functions
(i + 4'1(z))-' converge uniformly on P. To get to the situation in the
....
lemma, it is enough to put z = i(1 - ()/(1 + (), S E D.

,L"
We have proved the following theorem.

l".
Theorem 3. If v(t) E L°°(R) is a real-valued function with norm

IIvii= = 80 < 3r/2, then the h/rolomorphic function $, defined by
+.a
III
t iz 1+t2)v(t)dt,
gives a conformal representation of the half-plane P onto the open set

(.L
11 above a Lipschitz graph r whose slope nowhere exceeds tan 00.

On the way, we have established the following properties. The bound-
ary values log 4'(t), -oo < t < oo, exist almost everywhere and I4'(t)I is
a weight function belonging to Muckenhoupt's class A2. The Lipschitz
+N'
graph t is represented parametrically by z = $(t), t E R, and we thus
have ds = IV(t)I dt. The mapping t s is an increasing homeomor-
phism which preserves sets of measure zero.
Let us return to the Hardy spaces associated with Lipschitz open
fir'
o-7'
sets. We suppose that a(x) is a real-valued Lipschitz function of one
real variable. We have IIa'IID < M < oo and let H denote the open set
v0.
above the graph r of a(x). Let iP : P - 1 be a conformal representation
which extends to an increasing homeomorphism of JR onto F.
Let F(z) = P(z)/Q(z) be a rational function, vanishing at infinity,
whose poles do not lie in Ti. Then G = (Fo f )' "/' belongs to the Hardy
space HP(P). To see this, we must compute su f
00
IG(x+zy)Ir dx.
We use the change of variable z(t) = 4(t + iy), which leads to the
notation F, C Il for the curve defined by this parametric representation.
'.4
We know that I'y is a graph whose slope is nowhere greater than M. As

a consequence, fry I P(z) I pI Q(z) I _p ds is bounded above by a constant,
independent of y.
Once we have verified this, we calculate the Hr norm of G by
( f IG(t)Ipdt)1/P= (f IF(z)Ipds1/p
0o r l
The mapping taking F to G is isometric and thus extends to an isometry
between HP(C) and HP(P).
To show that this closed subspace is the whole of HP(P), we use
.-.
duality. We let g(x) E LQ(R, dx) denote a function such that

00
(3.13) f°' o 4 V1/rg(x) dx = 0, F E H"(1) .
We now change this integral into an integral along r and (3.13) be-
comes fl, F(z)h(z) dz = 0, where (h o 4')i' = ciii"Irg(x), which gives
"C3
(h o $)V1/a = g(x). Theorem 1 now tells us that h(z) is in HQ(1). By

the direct part of our argument, g(x) belongs to HQ(P), and hence the
functions (F o d))4V1/1' are dense in Hr(P).
We have established the following result.
Theorem 4. Let 1 < p < oo. If 4 : P 1 is a conformal represen-
Tom
tation of the tipper half-plane onto the open set Il above a Lipschitz
graph t, normalized as above, then F - (F o $)c'l/P is an isometric
isomorphism of HP(1Z) (considered as a closed subspace of LP(F)) with
HP(P).
We shall get a more complete statement by also considering the ex-
treme cases p = 1 and p = oo.
When p = 1, the arguments we used to prove Theorem 1 no longer

work.
Recall that F E H' (fl) if F is holomorphic in fl and there exists a
constant C such that sups>U fr I F(z + iy) I ds < C.
VIA
If F E H1(C ), we form F,,,,(z) = F(z + i/m), m > 1. and these
`-'
functions F,,, are in HI(Il). Furthermore, they have an obvious trace on
r and satisfy
Fm(z) =2irz1 J F- () dc,

r-i/2m (- Z
if z E i U r. This can be established by following the proof we gave
for the corresponding assertion of Theorem 1. From this relationship,
we can deduce that F,,, E H°'([), but the L°° norms of the functions
s].
coo
Fm are clearly not bounded. We then set f,,, _ (Fm o f)V, which is
holomorphic on P, and, for each e > 0, we put
0.,
..f
f.,. (Z) _ f. (Z) (1 + EV(z))-I(1 - iez)-2
Since V(z) E E, we have IV(z)(1 + EV(z))-II < C/E and it follows

that I fr,e(Z)I < C(r71,E)I1 - iEZI-2. Thus f,,,,, (z) E HI (P), which is a
closed subspace of L'(]R).
But (F.,, o 0)V belongs to LI(]R) and I(1 + Ec')-1(1 - iez)-21 < 1.
"r1
Lebesgue's dominated convergence theorem shows that (F. o 0)0' E

HI(P).
Having got this far. we use a classical result ([239], Theorem (7.22)
gyp
of Chapter 7), namely, the factorization of a function in HI (P) into the

product of two functions in H2(P). This gives (F,,,, o 4')O' = g,,,h,,,.,
"ti
where g,,,, hm E H2(P), and where IIg..=112 = 111 4"112 = II (Fm o') 'III =
CSI
fr IF'.(z)I ds.
We then define G,,, and H,,, by (G,,, ,)$11/2 = g,0 and (H,,, o
.t).t11/2 = h,,,. We thus have F,,, = G,,,H,,, and both Gr, and H,
"I'
belong to H2(Q). Further,

r r
r r
f IG'm(z)I2ds= f IHrn(Z)I2ds= j IF=(z)I ds.
Inequality (2.10) shows us that, if G,,(z) = sup,>a IG,,,(z+iT)I, z E t,
r
e+y din;
then IIGm.IIL2(r) <_ CIIGmIIL2(r). This gives IIF,,IILI(r) S CII&IILI(r)

coo .:'
On the one hand, IIFmIIrl(r) < IIFIIxI(n). On the other, F,,(z) =

SHPT>I/m IF(z+ir)I increases to F*(z) = sup,>0IF(z+ir)I. Hence, by
alb
simply taking the limit, IIF*IILI(r) < CIIFIILI(r). From this point, all
the conclusions of Theorem 1 extend without difficulty to p = 1.
The case p = oc has no interesting features, because the mapping tak-
'ft
ing F E H' (Q) to F o 0 E H°°(P) is clearly an isometric isomorphism.

12.4 The operators associated with complex analysis 171
4 The operators associated with complex analysis

We again let F denote a Lipschitz graph and let h i be the open set
above F. In what follows, we can always replace 01 by the open set h22
underneath r, as long as we make the obvious alterations.
Let r be the graph of the Lipschitz fimction a. We let M = Ila'll00
and let S be the sector y > M'Ixl, where M' > M. Let K(z, w) be a
function of the two complex variables z and w, which is holomorphic in
the open set W C C2 defined by w - z V S, and which satisfies
(4.1) IK(z,w)l <Iz-wl-1
forw - zVS.
Theorem 5. With the above hypotheses, for each f E L2(F, ds), the
function F : hl - C defined by F(z) = fr K(z, w) f (w) dw belongs to
H2(%).
Calder6n's operator belongs to the more general class of operators
r7,
coo
fpm
described by Theorem 5, so Theorem 5 implies Calder6n's theorem.

We shall use the T(b)-theorem to prove Theorem 5.
The function F(z) is defined and holomorphic in h i because of the
geometric hypotheses and the Cauchy-Schwarz inequality. Now, if F(z)
is holomorphic in the open set defined by y < MI xI and satisfies I F(z) I <
C'IzI-1 on y < M'IxI, whenever M' < M, then the derivative F(z)
similarly satisfies IF'(x)I < C"IxI-2, for ,y < M'Ixl and M' < M. We
can see this by applying Cauchy's formula to a circle, centre z, and
radius half the distance from z to the cone y = MIxI.
Returning to K(z, w), we thus get
(4.2) <C"Iz-wi-2,
I VZ &W I
if w - z S", where S" is the sector y > M" I xl and M < M" < M'.
Naturally, we shall identify M' with M" and can thus suppose that
(4.1) and (4.2) are satisfied for w - z V S.
To prove the theorem, we need to establish that the functions F,,
defined on I', for r > 0, by
r
(4.3) FT (z) = J K(z + iT, w) f (w) dw,
r
satisfy
11/2 /r \ 1/2
(4.4) CJ IF,(z)I2 ds 1 < C l / If (z)I2 ds)
r J r
uniformly in r > 0. The upper bound of the left-hand side of (4.4) is, in
fact, the norm of F in H2(h1).
To get (4.4), we just apply the T(b) theorem to the kernel K, (z, w) _
K(z + ir. w). For this, we need to show that there is a constant C such
that, for each interval I C r,
(4.5)
and
jJ KT(zw) dwds < CIt
(4.6) jjKi(zw)dz
I ds < C III
Figure 1
In terms of the kernel K(z, w), inequality (4.5) means that
K(z+ir,w)dwI ds <CIII.
J1L1,
We get this inequality by changing the contour, as in Figure 1, that is,
by replacing I (defined by z(x) = x +ia(x), xo < x < xi) by the union
J = I2UI3UI4i where I2 is defined by z = xo+iy, a(xo)-l < y< a(xo),
l = xi - xo; 13 is defined by z(x) = x + i(a(x) - 1), xo < x < xi; and,
lastly, 14 is given by z(x) = xi +iy, a(xi) - l < y:5 a(xi).
Clearly,
jKr(zw)dw=jKi.(zw)dw+jKr(zw)dw+jKr(zw)dw.
q
It then suffices to use the estimate I Kr(z, w)I < CIz - wI-1 and the
obvious remark that f, fr Iz - wI-1 dwds < CIII, for j = 2, 3 and 4.
a'.
+°i
To get (4.6), we proceed symmetrically, using a contour lying entirely
above IF. Theorem 5 is thus established. Calder6n's theorem now follows
as a particular case.
We are going to use Theorem 5 to deduce the existence of a com-
mutative algebra of operators T : L2(F) - L2(F) for which we have
E''
a symbolic calculus. The symbols, denoted by m(t;), are holomorphic

Marcinkiewicz symbols. That is, they are defined on R \ {O} and satisfy
(47)
(8)k( Cakk!II, k
where C > 0 and a> 1 are constants. This implies that each such
vii
m(l;) is the restriction to R \ {0} of a function m(C) which is bounded
'G"
'"'
and holomorphic on the open sector I77I < where C = + irl and
0 < 0 < (a2 - 1)-1/2. Conversely, if 0 > (a2 - 1)-1/2 and if m(C) is
holomorphic and bounded on IqI < /3I1;'I, then (4.7) is satisfied.
In our application to the theory of operators, we must suppose that
(a2 - 1)-1/2 > M = IIa'II0 (recall that the Lipschitz curve r is the
graph of the Lipschitz function a(x)). This will enable us to choose 13
...
C".
so that (a2 - 1)-1/2 > a > M. The algebra of symbols we consider is

gyp'
the union, over all a satisfying 1 < a < (1 + M2)1/2/M, of the classes
defined by (4.7). This union can also be regarded as the algebra of the
functions which are holomorphic and bounded on a sector G, defined by
too
1']I < LICI, where 1#1 > M. We denote this algebra of symbols by SM.
With each symbol m E SAf we associate a distribution S which is the
inverse Fourier-Laplace transform of m. Computing S is simplified by
the approximation technique which we now describe.
For each a > 0 and each m c SM, we put mE(e) = e-E!£!m(l:). For
coy
the holomorphic extension m(C) of if we write S = + i77, then

e-E<m(C) when C > 0, whereas mE(C) = eECm(C) when t; < 0.
It follows immediately that the mE(Ij), a > 0, form a bounded subset of
fit"
SM.
If M E SM, we now define S.,(x) by S.,(x) = (21r)-1 f
The symbols converge to m(e) in the sense of tempered distribu-

tions and the SE tend to S, the inverse Fourier transform of m.
We shall characterize the distributions S, obtained in this way, as the
boundary values of certain holomorphic functions.
For y > 0, we define H,y and H7 as follows: F E H,Y if F(z) is

holomorphic in y > ylxl and satisfies IF(z)I <_ CIz1-', for a certain
constant C; the space H7 is similarly composed of the functions which
are holomorphic in y < ylxl and satisfy the same growth condition.
The characterization of the distributions S is based on the following
'+'
proposition.
Proposition 1. Let m E SM be a .symbol supported by [0, oo). Then its
ti'
inverse Fourier transform S belongs to H. for some y > M. Conversely,
e'"
if S E H7 , for some y > M, then the functions S(x.+ie), e > 0, converge,
in the sense of tempered distributions, to a distribution S(x) which is
the inverse Fourier transform of a symbol m E SM.
To verify the first statement, we put S(x) = (2ir)-' fo dl;
For this we have to require that m E L'(0, oo), but we can reduce to
.ti
this case by the approximation procedure described above. Now, S(x)

is the restriction to the real axis of S(z) = fo e.'4m(t;) dl:, defined for
9m z > 0. Fixing z for the moment, we change the contour of integration
[0, oc) into the half-line C = (1 + ip)t, t > 0. We can do this as long as
C1'
y + px > 0 (z = x + iy) and IpI < 8: if x > 0, we can make an arbitrary

choice of p E [0, f3) and when x < 0, p is an arbitrary number in (-13, 0].
Once this choice of contour has been made. S(z) can automatically be
coo
continued analytically to the union of open half-planes y + px > 0,

IpI < /3. This union is precisely the open set given by y > -13IxI.
The inequality IS(z)I < CIz1-' is a consequence of the following
Sao'
004
lemma.
Lemma 8. Let m(l;) E L°"(IR) be such that Im(l;)I < Co. Further,
.-.
r,,
suppose that m(l;) is of class C2 on IR \ {0}, with second derivative

satisfying Im"(l;)I < Cil;-2. Then the inverse Fourier transform S of m
is continuous on IR \ {0} and satisfies I S(x)I < CIx1-I.
The proof, which is elementary, consists of integrating the oscillatory
Ins coo
integral f m(l;)e"4 dd twice, by parts. This poses some problems at

infinity, but the details are left to the reader.
The lemma admits a converse in which we start with a distribution
S E D'(IR) with the following properties:
(4.8) the product xS(x) is locally integrable;
(4.9) there is a constant Co such that I f T S(x) dxI < Co, for each
T>0;
(4.10) S(x) is of class C' on IR \ {0}, vanishes at infinity, and satisfies
I S'(x)I < Cix-2.
Then the Fourier transform of S is in L°°(IR).
U-)
This converse leads to the second part of Proposition 1. We leave the

details to the reader.
F7.
Now we have all the tools needed to construct a commutative algebra
C1.
AM of operators T : L2(F) -> L2(r). The algebra will be isomorphic to
the algebra of symbols SM.
W-[
Let m E SM be a symbol with support in [0, oo). The distribution

S, which is the inverse Fourier transform of m, can be extended as a
'.J'
holomorphic function on y > -13IxI, for some ,6 > M. We then form the
who
.1r"
O.'
kernel K(z, w) = S(z - w). It satisfies the conditions of Theorem 5 and
.,ti
^C1
defines a bounded operator on L2(I'). We let T,,, denote this operator.
r-,
Let mi and 7% be two symbols in SM with supports in [0, no). We
.7u
['r
denote the corresponding operators by Tl and T2 and their kernels
(D.
by Si (z - w) and S2 (z - w), respectively. To compute the operator
`_"
T3 = T2T1, we first of all replace ml and m2 by ml (t; )e-E£ and
lot
((D
This amounts to replacing Sl(z - w) by Sl(z + ie - w),

ACT
and similarly for S2. Then T2T1 is defined by the kernel K3(z, w) _
(DC
fr Sl (z + ie - ()S2 (C + ie - w) d(, z, w E F. We may write

K3(z,w)=J Sl(z+2ie-C)S2(( -w)dC=S3(z+2ie-w)
r+ie
and a simple deformation of the contour of integration allows us to verify
yob
.'7
CAD
that the Fburier transform of S3(x) is the product rnl(l;)m2(a).

'C1
This shows that T3 is the operator corresponding to the product of

symbols M3 (l;) = ml (l;)m2().
The other cases are similar and we get the claimed isomorphism be-
}y"
CS.
tween the algebra of operators AM and the algebra of symbols SM.

'0'
The oblique projection operator of L2(r, ds), with kernel H2(S12), onto
't3
ear
the Hardy space H2(111) has as symbol the characteristic function of the
k7'
half-line [0, oo). Similarly, the oblique projection operator of L2(I', ds)
onto H2(f12), with kernel H2(S21), has as symbol the characteristic func-
tion of (-oo, 0]. If we let x+ and X_ denote these characteristic func-
tions, then the symbol e > 0, corresponds to the operator
which takes f = F+ + F_ (where F+ E H2(111) and F_ E H2(112)) to
"C1
-{`
F+ (z + ie) which we consider as a function in L2 (1, ds).

.`!
(J7
A further application of the T(b) theorem gives the following theorem

nom
of C. Kenig ([157]).
Theorem 6. Let S21 be the open set above the graph r of a Lip-
schitz function a : R -' R. Then the norms (fr IF(z) 12 ds) 1/2 arid
:Z"
(f ffl IF'(z)I2(y - a(x)) dx dy) 1/2 are equivalent on H2(S11).

We first check that there exists a constant C = C(M), M =
such that
(4.11) (f in IF'(z)I2(y - a(x)) dxdy)112 < C(M)(f IF(z)12 ds) 112,
sI r
for F E H2(!11).
We shall then show that a strong version of this inequality automati-
cally implies the converse inequality.
To establish (4.11), we consider the kernel taking values in H =
L2(0, oo), which is defined by IK(z, w) = K(z, w, t) = t1/2(z + it - w)-2,
z, w E r. Then, if f belongs to H2(fll),
K(z,w,t)f(w)dw = -2trit1/2f'(z+it).
Jr
The inequality (4.11) thus follows from a stronger property, namely, the
continuity of the operator T : L2(1') --+ L2 (1'), whose kernel is IK(z, w).
To avoid using singular integrals, it is convenient to replace T by a
sequence of truncated operators defined by the kernels KN (z, w, t) _
K(z, w, t), when N-1 < t < N, and Kn,(z, w, t) = 0. otherwise.
The continuity of T is then an immediate consequence of the Hilbert
space version of the T(b) theorem. The verification of conditions (14.2)
and (14.3) of Chapter 11 is done by the sane deformation of contour as
was used earlier in this section and illustrated by figure 1. The details
are left to the reader.
Once the continuity has been established, we prove the converse to
inequality (4.11) by using the following remarkable identity.
t,.
2i °°f F'(w + it)

(4.12) F(z) =
u f it
r (Z+ it- u1)2
dw dt,
for F E H2(f21).
Let us first prove (4.12). We write z + it - w = z + 2it - (w + it),
which gives
f /' r
F(+()
Jr (F+ it± wit))2 dw - Jr+zt d( = 27riF"(z + Zit)
z (-
Then we get
G".
00
tF"(z + 2it) dt = -4 F(z)
"C3
,,,
i
by integrating by parts.
As for the proof of the converse inequality, the continuity of the opera-
tor T : L2(r) --+ L2 (r), gives us, via the adjoint operator, the following
result: for every function f (w, t) E L2(f21), W E r, t > 0,
h'.
"y1
g(z) = jj t1 12(w + it - z)2 f (w, t) dw dt

is in L2(F) and
(4.13) 1191IL2(r) 5 CIIf IIL2(1 ) ,
where C depends only on M = IIa'Iloo-
Naturally, the same result holds for 522i the open set underneath F.
This amounts to changing i into -i in the definition of g and putting
h( z)=C(f)(z)=
fj tl/2(w-it-z)2f(w,t)dwdt.
We now return to (4.12) and write f (w, t) = t1/2F'(w+it). This gives
F = 2ilr ' C(f) and
1/2
IIFIIL2(r) 5 (cff tIF '(z+it)12dxdy)
as required.
Before leaving Kenig's theorem, we reformulate it in the language of
wavelets. For each ( V r, we consider the function OS E L2(I'.ds), de-
fined by i1 (z) = (dist((, r))1/2(S - z)-2. This function has the regular-
ity and localization properties that we have come to expect of wavelets.
But the cancellation of s (z) is expressed by jr, 0( (z) dz = 0. Moreover,
the functions ibb (z) are not normalized in the usual way: it would be
necessary to replace (dist(C,r))1/2 by (dist((,r))3/2 to achieve a nor-
malization such that cl < II1CIIL2(r) < c2-
Our wavelets are indexed by C E C and we consider (continuous) linear
combinations of wavelets of the form
(4.14) 9(z) = ff e
(z)a(() df drl ,
where the coefficients a(() satisfy
(4.15) ffi )J2 dth h < oo.
We then have our reformulation of Kenig's theorem.
cad
Theorem 7. With the above notation, there is a constant C = C(M),

M = IIa'II,,, such that II9IIL2(r) < C(f f Ia(S)I2d dr7)1/2. Further, the
continuous linear operator C : L2(1R2) -+ L2(r), which takes a to g, is
surjective.
Before proving this theorem, we remark that it provides a particularly
simple way of decomposing an arbitrary function g E L2 (r) into a sum
91 +g2, where gl E H2(521) and g2 E H2(112).
Indeed, g = C(a) and it is enough to split a into al + a2, where a,
has support in 521 and a2 has support in 522. We then put gl = C(al)
and g2 = C(a2).
Let us proceed to the proof of Theorem 7.
The continuity of C is an immediate consequence of (4.13). It thus

follows from Theorem 6, together with the identity L2(r) = H2(Slt) +
112(112). The fact that L is surjective uses the same ingredients. We
first decompose g into 9.1 + 92, where gt E H2(111) and g2 E H2(112).
The identity (4.12) then lets us expand gt and 92 as wavelets.
Kenig's theorem and Caldenin's theorem thus imply Theorem 7.
The approach of this section has been to use the T(b) theorem to prove
everything- But the T(b)-theorem was proved only in 1985, some time
after both Calderon's and Kenig's theorems were known. The following
diagram summarizes the relationships between the theorems.
T(b)-theorem Theorem 5
[1985]
4 4
Kenig's theorem Calderbn's theorem
[1977] [1981]
Theorem 7
5 The "shortest" proof

We now want to give another proof of Calderc n's theorem. In the
Spring of 1987, P. Jones and S. Semmes ([64]) discovered that it was
possible to prove Calderon's theorem very simply, using only Theorem 6.
Kenig discovered Theorem 6 in 1977 (it was published a year later). So,
in a sense, Calderdn's theorem lay unnoticed in Kenig's Ph.D. disserta-
tion. Let us state when the theorems were discovered:-
I Calderon's theorem (1977),
II Kenig's theorem (1977),
III Coifman, McIntosh, and Meyer (1981): Calderon's theorem in its
strongest form,
IV the T(b)-theorem (1985).
Diagramatically,
Calderon (1977)
.4. [G David]
Kenig (1977) full Calderon theorem.
After either Calderon's 1977 theorem, or Kenig's theorem of the same

year, the obstacles in the way of a proof of the full form of Calderon's
12.5 The shortest proof 179
theorem were mainly of a psychological nature. We were amazed by this

fact, which is why we are giving an account of all the approaches to
Calderon's theorem.
To appreciate the "shortest" proof of Jones and Semmes, we must
make the proof of Kenig's theorem independent of the T(b) theorem,
since Calderon's theorem is also an immediate corollary of the T(b) the-
orem.
But there have "always" been several direct proofs of Kenig's theorem.
The first is due to B. Dahlberg ([81] and [82]). Another can be found
in Kenig's thesis. Using either of these methods, a simple proof of the
L2 continuity of the Cauchy kernel on Lipschitz curves can be obtained.
We shall describe that proof now.
To start with, we establish the continuity of the operator C of The-
orem 7, without using Calderon's theorem, namely, the decomposition
L2(I') = H2(121) + H2(522). That is, we begin with a function f (z, t) E
L2(121), where z E IF, t > 0, and where (z, t) E IF x (0, oo) is identified
with z + it E 521. We next form
ao tl/2
(5.1) 9f (w)=IL (z-wfit)2f(z,t)dzdt
and claim that

(5.2) II9±IIL2(r) <- CIIfIIL2(O,) -
We shall deal only with the case of the kernel t'/2(z-w+it)-2, writing
g(w) for g+(w): since the other case is similar, we shall leave it to the
reader. Now g(w) is holomorphic in 522 and, to apply Theorem 6, we
need to know, a priori, that 9(w) belongs to H2(112). But it is sufficient,
for that purpose, to suppose that f (z, t) is a function of compact support
contained in 521. The general case is given by simply passing to the limit.
We therefore calculate f,, Ig(w)I2 ds using Kenig's theorem, that is, by
estimating f fn2 dist(w, q Ig' (w) I2 du dv, where we have put w = u + iv.
We write Ig'(w)I2 = g'(w)g'(w), which leads to finding an upper bound
for the six-fold integral
(a;st(x, r))1/2(dist(S, r))1/2
I-J A., f f. 2
Iz-wI3IS-w13
x I f(z)II f(()I dist(w,r)dxdydf drtdudv,

where, with a slight change of notation, z = x+iy E S21i i _ +iy E 91
w
andw=u+ivEf12.
Clearly, z E 521 and w E 122 lead to
Iz - wI > Iz - wI/2 + dist(, F)/2.
Putting a A b = inf (a, b), we observe that, for z, ( E f and w E 512,

dist(w, r) < Iw - zI A Iw - (I.
Lastly, for every a > 0, there is a constant C(a) such that, for a, b E C,
r > 0, and R> 0,
t Iw-alAlw-bI dzbdu
(53)
R)-n
(r A
C(a) (lb
- al + R + r)3-«
We are left with estimating
IL s11R(z)If(z)IIf)I
R(z () _ (dist(z, r))'/2(dist((, r))1i2(dist(z, r) A dirt((,

r))-a
r))3-«
(Iz - (I + dist(z, r) + disc((,
To do this, it is enough to apply Schur's lemma, that is. to verify
that there exists a constant C, such that f f R(z, () dx dy < C. The
symmetry of the kernel R(z. () will then let us deduce the L2 continuity
which we require. The verification is simple, because it is enough to use
x and t = y - a(x) as variables to reduce the expression to
J00 J00
dxdt
00 (I x - (I + t+r)3-'
and it is immediate that this is bounded above.
We have just verified that, if
9t (w) = I 1o"0 (z -tw+it)2f(z,t)dxdt,
then
1/2
If(z,t)I2dsdt)
via
(5.4) II9±IIL2(r) <-C (./

r .lo
In fact, the L2 continuity of the operator defined by the Cauchy kernel
is a dual form of (5.4), as the following argument shows
We start with an arbitrary function h E L2 (IF. ds) and evaluate J =
fr g±(w)h(w) dw. By (5.4), for each f E L2(121),
I.TI < CIIhIIL2(r) IIf IIL2(a,)
Taking the least upper bound as f runs through the unit ball of L2(ill)
and writing F±(z, t) = t1/2 fr(z - m f it)-2h(w) dw, we get
(5.5) IIF±IILa(n,) < CIIhlIL2(r)
We now interpret F. using Cauchy's formula. We put
1 h(1u)
(5.6) H+(() = dw, E ill ,
21ri fr w - (
12.6 Statement of David's theorem 181
so that
F+ (z, t) = 21rit1/2H+(z + it), z E I', t > 0 .
Inequality (5.5), together 'with Theorem 6, provides
1/2
(5.7) IIH+11L2(r) < C Jr JOF tI H+1 (Z + it)I2 ds dt) < C'IIhflL-(r) .
The continuity of the Cauchy operator has thus been established.
In conclusion, it would be interesting to find two discrete subsets S1 C
121 and S2 C 122 such that the two collections zpc, S E Si and C E S2,
v°,
once normalized in L2 norm, form a Riesz basis of L2(I', ds). This would
make it possible to construct new operators on L2(r. ds), by imitating
!'7
what we have done for orthonormal wavelets. These operators would
leave the Hardy spaces H2 (121) and H2 (122) invariant.
6 Statement of David's theorem

We devote the rest of this chapter to the statement and proof of
"J'
David's theorem, which, in one sense, brings the problem of the con-
tinuity of the Cauchy kernel to a close.
bin
Let us start by a geometric approach, based on generalized Hardy

fl-
spaces. Let D be a domain (that is, a connected, bounded, open set)

coo
in the complex plane, whose boundary is a rectifiable Jordan curve T.

"°"
We shall assume, for convenience, that the total length of r is 1, and we

shall write z(s), 0 < s s_
< 1, for the parametric representation of r, with
!-y
respect to arc-length
For 1 < p < oo, we put LP(I') = LP(I', ds), which is isometrically
isomorphic to LP[0,1].
Following Keldysh, Lavrentiev, and Smirnov, we let HP(D) C LP(1')
ear
denote the closure in L"(I') of the polynomial.; in z. We shall use fy(P)

to denote the, possibly larger, space formed of functions in L"(r) such
that fr zk f (z) dz = 0, for all k E N.
C7+ k-+
If f is in ?-IP(I'), then the function F : D - C, defined by F(z) _

a>'
(21ri)-1 f1, f (()(( - z)-'d(, is holomorphic in D and f is the trace of F

on r, in the sense that, for almost all zj E F. f (zo) is the non-tangential
limit of F(z) as z -' z0.
To verify this property, we let z* denote the reflection of z in z0, and
note that
(6.1) fidc=0
Cz*
because g(z) z*)-1
is in H9(D) and .fr f (()g(C) dS = 0 if f E
HP (D) and g E H9 (D).
We now replace the Cauchy kernel (27ri)-1(S - z) by
II,
1
K(z, () = I
2-7ri
( S 1- z - z*
)
We suppose that zo = z(so) is a point such that z'(so) exists. Then, if
is - sol < e, z(s) is in a sector defined by S = zc + tz'(so)e'O, where
101 < q5(e), t E R, and cb(e) --4 0 as a - 0. It is then easy to verify that,
if z belongs to a sector S(zo) contained in D, whose boundary does not
tie
contain the tangent to I' at zo, then K(z, () satisfies (for ( sufficiently
close to zo) the same estimates that we used in the proof of Theorem 1.
Suppose now that 0 E D and let us write Q for the complement of
D in the complex plane. We define HP(i) as the closure in LP(r) of
the polynomials in z-1 which vanish at infinity and, similarly, RP(r) as
the set of functions f E LP (F) such that f1. f (z)z-k dz = 0, for k > 1,
kEN.
We can, moreover, do this directly on the Riemann sphere. We let IF
17i
be a rectifiable Jordan curve traced on the sphere and separating the two
connected components D1 and D2 of its complement. We define HP(D1)
as the closure in LP(r) of the rational functions P(z)/Q(z) whose poles
lie in D2 and vice versa for HP(D2). To avoid the constant functions
belonging to both HP(D1) and HP(D2), we normalize the functions in
.-.
HP(D2) by requiring then to vanish at some fixed point zo E D2.

Let us return to the case of the complex plane. Then every ratio-
pp??
nal function P(z)/Q(z), whose poles do not lie on r, can be written,

,Q'
uniquely, as
P(z) PI (Z) P2(z)
(6.2)
Q(z) Q1(z) + Q2(z) '
where P1/Q1 is holomorphic on D (and continuous on D) and P2/Q2 is
'ti
holomorphic on 11, continuous on St, and zero at infinity. We let C1 and

C2 denote the operators defined by C1(P/Q) = P1/Q1 and C2(P/Q) _
P2/Q2
The Hartogs-Rosenthal theorem tells us that, if K C C is a compact
set of measure zero (for Lebesgue measure dxdy on R2) in the complex
4c+
.'7
plane, then the rational functions P(z)/Q(z), whose poles do not belong
to K, are dense in the continuous functions on K.
r''
°u3
To prove this, we apply the Hahn-Banach theorem, arguing by contra-

coo
G1.
diction that there is a bounded, regular, Borel measure p, supported by

K and orthogonal to the rational functions in question. Replacing p by
'S7
`<'
µ, this condition can be written as p*z-1 = 0 on the complement of K.

But p is a compactly supported measure and z-1 is locally integrable
in R2. As a consequence, p * z-1 is in L1'0C(R2). It is also zero almost
12.6 Statement of David's theorem 183
I
everywhere in 1R2 and thus zero as an element of L (R2). To conclude,
we see that p * z-1 = 0 in the sense of distributions and, on applying
the operator a/az, we get p = 0.
'°d
Our rectifiable curve r is a compact set of measure zero in the complex

plane, so it follows from the Hartogs-Rosenthal theorem that the rational
functions f (z) = P(z)/Q(z), which are continuous on r, are dense in
LP(r), for 1 < p < oo. We shall use R(r) C LP(r) to denote this dense
subspace.
For almost all zo E IF and f = P/Q E R(F). we have
(6.3) PI(zo) -
P2(zo) = 1 PV f(z) dz
Ql (zo) Q2zo) W? Ir z _Z0
and the principal value exists at every point zo = z(so) where z(so)
e..
exists. This can be established by an elementary calculation, left to the

reader.
Thus
I-]
PI(zo) = 1 PV r f(z)
1
z - zo dz.
Qr (zo) 2 f(zo) + 2-7ri r
Our problem is to find out whether the operators Cu and C2 extend as
continuous linear operators on L2(r). The Hartogs-R senthal theorem
has shown us that the question makes sense.
We can now state David's theorem ([93]).
Theorem 8. Let r be a rectifiable Jordan curve of total length 1. With
the above notation, the following five properties of r are equivalent:
(6.4) there exists a constant C > 2 such that, for every r > 0 and every
zo E r, we have I{s E [0,1] : jz(s) - zoo < r}I < Cr;
(6.5) L2(r) = H2(D) + H2(1), a direct sum which is only orthogonal
when r is a circle;
(6.6) LP(r) = HP(D) + HP(f2), for some 1 < p < oo;
(6.7) LP(r) = HP(D) + HP(1), for all I < p < oo;
(6.8) LP(r) = HP(D) + HP(Il), for all 1 < p < oo, furthermore
HP (D) = 7-1'(D) and HP (0) = 7-lP(St) .
Condition (6.4) was introduced by Ahlfors ([1]) and, for that reason,
such curves are called Ahlfors regular curves. Ahlfors' condition means
that, for each disk in the complex plane, the part of the curve r which
lies inside the disk has total length not greater than a fixed constant C
times the diameter of the disk.
Clearly, there is a version of the theorem in which r passes through
the point at infinity. We then suppose that ft-, Iz(s) - zoI -Pds < oo, for
zo v r and for all p > 1. This condition guarantees that the rational
functions which vanish at infinity, and are continuous on r, still belong
to LP(r). We let H1 and Sl2 denote the two connected open sets whose
common boundary is F. Then the generalized Hardy spaces HP(1l1) and
HP (%) are defined as the closures in LP(r,ds) of the rational functions
f1 and f2, respectively, which are holomorphic in Ili or %, respectively,
continuous on r, and vanishing at infinity. The problem we want to
resolve is whether LP(r) is the direct sum of HP(111) and HP(1l ), for a
particular p, or for all p (1 < p < oo).
In this case, once again, the problem does not depend on p and is
equivalent to condition (6.4) where, this time, 0 < r < oc and large
values of r play a part.
An example of an Ahlfors regular curve is a Lavrentiev curve. This is a
rectifiable Jordan curve z(s), -oo < s < oo, for which there is a constant
C> 1 such that, for every sEIRandallt>s,wehave t-s<Clz(t)-
z(s)1. In the case of Lavrentiev curves, the Cauchy kernel PV(z(s) -
z(t))-1 conveniently satisfies the Calderon-Zygmund estimates. One of
the difficulties we shall encounter in the proof of David's theorem is that
the Cauchy kernel no longer satisfies these estimates: the singularity of
(z(s) - z(t))-1 may be significantly stronger than that of the Calderon-
Zygmuind kernels.
In this section we shall just show that (6.4) is necessary for the con-
tinuity of the operators C1 and C2 on any LP(r) space.
We consider a disk A, centre zo E F, radius r > 0, and we let E be
the set {s E IIt : z(s) E Al. Then we let z1 = z(s1) be a point of r such
that Izo - z1I = 10r. Such an s1 can be found, since Iz(s) - zoo takes all
the values between 0 and oc when s runs through the real line. Having
done this, we consider an interval I, centre s1: such that, for s E I, we
have jz(s) - z(s1)l < r/2. Let a be the argument of zo - z1. Then, if
z E r fl A and (= z(s), s E I, the modulus of z - { lies between 8r and
12r, while the argument of z - C is in [a - 7r/4, a + lr/41. This implies
that, for every function f (s) > 0 with support in E and for every t E I,
Z(sf
C
(6.9) dsl
IJ (s) (t) JE f (s) ds,
where C > 0 is a constant which is easy to calculate.
We apply this remark to the characteristic function f of E and apply
the hypothesis that
g(t) = J z(s) z(t)

ds
12.7 Transference 185
restricted to r has an LP norm dominated by that off . These inequalities

give r-1+1IPIEI < C'IEI1/P, or AEI < C"r, as required.
The rest of this chapter is devoted to the converse, that is, the proof
that (6.4) = (6.8).
Here is the outline of the proof.
The geometric definition of Ahlfors regular curves implies that, at ev-
ery scale, a regular curve I' has good Lipschitz copies. More precisely,
when (6.4) is satisfied, there exists a constant M such that. for every
interval r C IR, we can find an orthonormal co-ordinate system RI and
a Lipschitz function al, satisfying 11a' 11., < M and such that the para-
metric representation of the graph r1 of al in the co-ordinate system
RI, denoted by zr(s), satisfies z1(s) = z(s), for s E E C 1, with
(6.10) f EI > yIII,
-y > 0, like M, being a constant which depends only on the constant
C > 2 which appears in (6.4).
The second notable point of the proof is the possibility of transferring
the estimates which apply in the case of Lipschitz curves onto the general
curves described by Theorem 8. This "transference" method depends
on techniques of real analysis, invented by Calderon and Zygmund and
then developed by Burkholder and Gundy. These methods are similar
to those described in Chapter 7. The next section is about this line of
attack.
7 Transference
Let C* denote C\ {0} and let K be a function defined on C* which is
CS.
homogeneous of degree -1 and odd. We also suppose that K is infinitely

differentiable on V.
Let µ be a positive, regular, Borel measure on the complex plane. For
spy
every e > 0, we form the truncated operator TE defined by

(7.1) TE f (z) = K(z - w) f (w) dp(w),
when f is a continuous function of compact support.

We define the maximal operator T* by
(7.2) T. If (z) = sup IT. If (z)
e>O
The problem of characterizing the measures p such that, for every
..Q
kernel K satisfying the hypotheses above, the operator T* is bounded

on L2(dp), is still open.
We intend to show that the operator is bounded when p is the arc-

length measure on an Ahlfors regular curve r.
We know that this is the case when r is a Lipschitz graph. Further-
more, the hypotheses on K and the inequality we intend to establish are
invariant under rotation and translation.
We can therefore allow arbitrary displacements on Lipschitz graphs.
The corresponding arc-length measures dp will uniformly be "good mea-
sures" for which II T* f II2 < Gill I12. The constant C depends only on the
Lipschitz norm we use.
We shall restrict our attention to a collection E of positive, regular,
Borel measures p. To say that p E E will mean there are constants Cl
and C2 such that, for each disk D of radius r in the complex plane, we
coo
`-'
have p(D) < C2r with, further, p(D) > Cir, when the centre zo of D
lies in the support of p.
Proposition 2. Let It and or be measures in E. Suppose that, for every
I+1
..+
pip
1 L"(dp) are both continuous.
The proof of the proposition depends on a series of lemmas very similar
to those used in Chapter 7.
If p E E and f E Ll (dp), we define the maximal function Mµ (f) by
coo
(7-3) M(f)(z) = sup 1 If (w)I dp

r>0 r z-wl<r
J
This definition has the following property: on the support of p, the
-r,
maximal function MI J dominates If I pointwise (up to a multiplicative

(D~'
constant). But, outside the the support of it, there is no relationship

any
are
at all between Mµ f and If I. The next lemma can be understood in

the light of this remark. Indeed, if pl and p2 are measures in E with
disjoint supports, it is impossible to get IIfILp(dµ2) S CIIlllLP(dµ,) for
every f E LP(dpi). But, since it is not true that MI,, f _> If I everywhere,
G'"
we can hope to get the inequality

4`'
II M,., f II LP(d,.2) :5 Of IILr(dµ,), 1 < P:5 00 .

Lemma 9. Let pl and p2 be measures in E. Then, for every p > 1,
a.7
there exists a constant C = C(pl, p2, p) such that, for every function
'C3
f E L"(dpi ),
`_a
(7.4) IIM 1fI1LD(d,.2) <CIIfIIL-(d,,)

The proof of this lemma is a variant of the proof of the Hardy-
,,,
coo
Littlewood theorem. For the convenience of the reader, we shall give

it here.
12.7 Transference 187
We first observe that the sub-linear operator Mµ, : L°° (dµ1) -
coo
L°°(dp2) is continuous, because p, E. E. If we can show that Mµ, is
continuous from L1(dµ1) to weak-L1(dµ2), then the Marcinkiewicz in-
terpolation theorem will give the result we want.
To obtain the weak-type estimate, we suppose that f if I dpi = 1 and
GCS
we let )r > 0 be a threshold value for testing the weak continuity.
Let m > 1 be an integer (which will be an index of truncation, tending
In'
to infinity) and 52,,,. = {z : jz) < m and 141µ,f (z) > Al.
because 14iµ, is lower semi-continuous.
that, for every z E

r(z) > 0, such that v1(Dz) > )r(z).
is open,
Putting v, = if Idyl, the definition of the maximal function shows

there exists a compact disk D. centre z, radius
From Besicovitch's theorem ([126], p. 2), we get a (possibly finite)

sequence Dk = Dzk of disks DZ such that 52,,,, is contained in the union
cad
of the disks Dk and such that each point belongs to at most Co of these
disks.
Since ji E E, we get
1: 112(DA) < C 1: rk < CA-1 1: v, (Dk) Esc
µ2(n.R.)
k>O
< CCoa-1v1(1) = CCoa-1.
To conclude, it is enough to let m tend to infinity.

>'a
Lemma 10. If IL E E, then there exists a constant C = C(p) such that,

for every zo E C and each r > 0,
(7.5) r If (z)l_ dµ(z) < CM,, f (zo)
.
Iz-zol?r 1z - zoll
The proof is immediate. It is enough to decompose Iz - zoo ? r into
dyadic annuli 2'r < Iz - zoo < 2a+1r and to apply the definition of Mµ f
to each of these.
The significance of the next lemma is that it is enough to know the
maximal operator T,, on the support of µ to be able to evaluate it
coo
everywhere. This confirms our intuition, because it is on the support of

p that the situation is at its worst.
coo
Lemma 11. Let p E E. There exist constants C, and C2 (depending

coo
on µ and K) such that, for every z E C and every continuous function

f of compact support,
(7.6) T* f (z) < C1141µ(T* f) (z) + C2M, f (z) .
To establish (7.6), we first replace z by zo and the left-hand side of
(7.6) by T,' (zo). We now want to find an estimate, uniform in e > 0, of
II'E f(zo)I
Let D(e) be the open disk Iz - zoI < c and let D(e/2) be the disk of
half the radius. We write f = f1 + f2, where fn (z) = f (z), on D(e), and
fu (z) = 0, otherwise. Then
/
TE f (zo) = T°f2(zo) = JK(zo - w)f2(w) d##(w)
We then observe that, for every z E D(e/2),
(7.7) ITS f2(z) - T1'f2(zo)I < CMµf (zo)
(we could even replace the right-hand side by CM," f (zl ), where zi E
D(e/2), a remark that we shall use later).
The above inequality follows immediately from Lemma 10 and the
fact that
IK(zo - w) - K(z - w)I <CIz-zoIIz-wI-2,
if z c D(E12) and w f D(e).
The inequality (7.7) leads to
T'f2(zo) = T'12(z) + 0((Mvf)(zo)) = TE f (z) + 0((Mµf)(zo))
and then to
(7.8) IT. f(zo)I :! T,,f(z)+CMµf(zo),
for z E D(e/2).
We shall compare a with the distance d from zo to the support E of
A.
If e > 4d, we take the mean of the inequalities (7.8) with respect to
the restriction of p to D(e/2). By the definition of E, p(D(e/2)) and e
are of the same order of magnitude and we get
Ilrf (zo) I < CMJ. f (zo) + C'Mo f (zo) .
If d/2 < e < 4d, we observe that ITE f (zo) - T4d f (zo) I < CMS, f (zo),
and we are back to the preceding case.
Finally, if 0 < e < d/2, we necessarily have TJ = T4d, which brings
us back, once again, to the first case.
We have proved Lemma 11.
We now return to the proof of Proposition 2. We suppose that, for
1 < p < oo, T,, : LP(dp) -+ LP(dI) is continuous. Then (7.6) and
Lemma 9 give the continuity of 7;` : LP(dp) -+ LP(dv).
In some sense, the continuity of T. : LP(dv) -, LP(dp) is the dual of
the preceding result. The truncated operators TE : LP(dp) --+ LP(dv)
are uniformly bounded, because the maximal operator Ti" is continuous
as an operator from LP(dIL) to LP(do)_ By duality, it follows that the
truncated operators 7E : L4 (do,) -+ Ly(dji) are also uniformly bounded
(1/p + 1/q = 1). We still have to pass to the maximal operator 7°, for
which we again need some "real-variable" techniques.
12.8 Calderdn-Zygmund decomposition of Ahlfors regular curves 189
Let ej be a sequence such that 7 converges weakly to an operator

that we shall denote by T°. So, for f E LQ(da) and g E LP(dp),
(7'°f, g) = 7lim (TE f, g)
We intend to verify that the pointwise inequality
(7.9) Ta f (zo) < CM'.' (T°f)(zo) + Cr(.A'I°I f Ir(zo))1/r
is satisfied, for 1 < r < oo and for all zo in the support of p. This
inequality, for 1 < r < p < oc, together with Lemma 9, will give the
continuity of LP(da) -' LP(dlL).
To establish (7.9), we again use the decomposition f = f1 + f2 of
Lemma 11, together with the associated notation. For z E D(e/2),
77f (zo) = 7° f2(z) + R1(z) = T°f (z) - T°f1(z) + R1(z),
where
IR1(z)I < CM°f(zo)
So
(7.10) ITE f(zo)I < 17°f(z)I +IT°h(z)I+CM°f(zo)
and we compute the mean of the right-hand side of (7.10) with respect
to the restriction of p to D(e/2).
Since zo is in the support of p, ,p(D(e/2)) and a are of the same order
of magnitude. We thus get
(7.11)
where
ITE f(zo)I < CM,,(7°f)(zo) +CM°f(zo) + RE(zo),
RE(zo) =
<
p(D(c/2))
1
1
JD(E/2)
poi
IT°f1(z)I dp(z)
IT°f1(z)Irdll(z)
1/r
p(D(e/2)) D(E/2)
< li(M°Iflr(z0))1/r.
The last inequality comes from the continuity of 7° : Lr(da) -+ Lr(dp).
8 Calderdn-Zygmund decomposition of Ahlfors regular curves

fro
We recall that IF is an oriented, rectifiable Jordan curve in the complex

6j,
plane, passing through the point at infinity. The arc-length measure on

r, denoted by da, is defined by f f du = f f (z(s)) ds, where z(s) is,
of course, the arc-length parametric representation of F.
We suppose, once and for all, that there exists a constant C > 2 such
G.'
that, for every disk D in the complex plane, of radius r,

(8.1) a(D) < Cr.
The measure o thus belongs to the class E defined in the previous

section.
The object of the present section is to show that every Ahlfors regular
curve has good Lipschitz copies, of uniform quality, at all scales.
Proposition 3. There exist constants M and v > 0, depending only
on the constant C of (8.1), such that the following property is satisfied:
for every interval I C R, of length III, there exist a compact subset
E C I, a Lipschitz function al(x) and an orthonorrnal co-ordinate sys-
tem RI such that, if we let IF, denote the graph of ar(x) in Rr and let
z1(s) denote the arc-length parametric representation of r1,
(8.2) IIa4IIx << N1,
(8.3) IEI >- 'III,
and, for all s E E,
(8.4) zI(s) = z(s).
The proof of this proposition depends on a version of the rising sun

lemma (Chapter 9, Lemma 7).
Lemma 12. Let I = [a, b] C R be an interval of length III and let
f : I -, lR be a continuous function such that f (b) - f (a) =1 > 0. Then
there is a compact subset E C I such that. for x. z' E E.
(8.5) x (-(x' - x)
AT) 2! 211
and
(8.6) If(E)I > 2
Lemma 12 means that, if the fluctuations of f have a total outcome
1 which is positive, then f mast be increasing, with a slope of at least
1/(2111), on an appreciable subset of 1, whose size is measured by (8.6).
In our application of the lemma, the function f (x) will also be Lip-
schitz and satisfy 11 f'II= < 1. Then (8.6) will give IEI > If (E)1 > 1/2.
In what. follows, we shall extend the restriction of f to E as a function
g, defined on the whole real line and constrained to be linear on the
contiguous intervals of E (and to be of the form (1/2111)x + con each of
the remaining half-lines). In this case, we clearly get
(8.7) x' > x = g(x') - g(x) > 2III(x - x),
for all x', x E R, and

(8.8) g(x) = f(x) for x E E.
We return to Proposition 3.
12.9 The proof of David's theorem 191
'..
Let r = [a, b] and let K C F be the arc of r between z(a) and z(b).
We denote the diameter of the compact set K by dK. Since F is an
ego
Ahlfors regular curve, iIl < CdK. Let a1 and b1 be two points of r such
that jz(bi)-z(al)I = dK. Since jz(bl)-z(al)I : b1 -al, it follows that
I°'
bl - a1 > c(b - a) for c = C-1 > 0. We now forget about the interval
I, replacing it with [al, b1], and look for the set E in [al, b1]. We can
further simplify the notation and omit the subscripts, putting a = al
pp'
and b = bl. We may suppose, from now on, that there is a constant
c'>0such that (z(b)-z(a)I>c'(b-a).
con
A translation followed by a rotation now lets us assume that z(a) = 0

andz(b)=l>c'(b-a)>0.
°..
We finally write z(s) = x(s) + iy(s), in order to apply Lemma 12 to

the function x(s)-
So we have an increasing function a(s) and a constant c" > 0 such
that (s') - k(s) > c"(s' - s) whenever s', s E R satisfy s' > s. Further,
c(s) = x(s) for s E E, where JEJ > vIfl, with v > 0 being a constant. We
put Cr(s) = c(s) + iy(s), where z(s) = x(s) + ill(s). It is no longer true
fin'
that s is the arc-length of the curve represented parametrically by (,(s).

But the curve r,, given by {I(s), is the graph of a Lipschitz function
C5.
and (I(s) = z(s) when s E E. By the construction of a(s), we have

Leo
c"(s' - s) (s') - c(s) < s' - s, so that the arc-length t of the curve
rI and the parameter s are related by c1(s' - s) < t' - t c2(s' - s),
where c2 > e1 > 0 are constants.
All that is left to do is to modify rI at the points s E so that,
for each complementary interval (s9, s ), the arc-lengths of rI and of r
between z3 = z(sj) and zj' = z(s,) are the same. These arc-lengths are
both of the same order of magnitude as sil - s or x,' - x3 (where, again,
xj = x(s3) and x,' = x(s,)).
The modification is very simple. It consists of replacing I'r, for x9
x < x,, by a polygonal line z_,wwz9, where wl = u9+ivf, uj = (xJ+xj)/2,
Fly
and where v9 is chosen appropriately. Doing this does not alter the Lip-
a°'
ewe
schitz character of FI, and we have completely proved the proposition.

f3.
9 The proof of David's theorem

Let r be an Ahlfors regular curve. We let K(z) denote a homogeneous
kernel on C*, of degree -1, odd, and infinitely differentiable. We know
that, if a : R -- R is a Lipschitz function satisfying iia'",,,, < M, then
the kernel
K(a, s, t) = K(s + ia(s) - t - ia(t)) , s, t E R,
192 1 2 Generalized Hardy spaces
defines a continuous linear operator on LP(R), for 1 < p < no, and that
the norm of this operator depends on the function a only to the extent
that M does. If we put z(s) = s + ia(s), for s E R, we see that the same
conclusion holds for K(a(z(s) - z(t))), when IA = 1, because K(z) and
K(Az) satisfy the same hypotheses.
By the general theory of Calderon-Zygmund operators of Chapter 7,
the maximal operator corresponding to K(a, s, t) is also hounded on
L)(R). This maximal operator is not the operator we considered in the
earlier sections of this chapter, but Lemma 11 enables us to pass from
one to the other.
Lastly, if u is the arc-length measure along a Lipschitz curve, the
operator T,, : LP(dli) LP(du) is bounded and the operator norm
depends only on M (and K).
Applying Proposition 2, we can transfer this estimate. Let IF be an
Ahlfors regular curve and o, the arc-lengthF measure on r. Then
(9.1) IIT* (f)IILP(dc) S CII J IILP(dl+)
and
(9.2) IIT* (f)IILP(d,.) <-CIIflILP(do),
where C=C(K,p,M,1').
We want to deduce that
(9.3) IIT* (f)II Lv(do) <- CIIfIILF(do
To do this, we first recall Burkholder and Gundy's leummma. albeit in a
slightly different form from. that used in Chapter 7.
Lemma 13. Let p be an exponent. with 1 R, belongs to LP;
(9.5) there exist e > 0, -y(c) > 0, and 0, with 0 < 0 < 1. such that
,l3 < (1 + e) -P, and, for every A > 0.
I{x E l : u(x) > A +eA and v(x) : y(e)a}l :5131l.c E R: u(x) > A}I.
Then u E LP(R) and
(9.6) IIuIIP < ((1 + e)-P - fl)- /P(y(e))-m llvllp
The proof is identical to that given in Chapter 7. even though the

hypotheses are stated in a slightly different way.
fir'
In our case, f is a function of compact support (in the complex plane),

...
u(s) = (T, f)(z(s)) and v(s) = (Mol f IT(z(s)))m/'', where 1 < r < p. The
12.9 The proof of David's theorem 193
measure a is, as we have said, the arc-length measure along the Ahlfors
regular curve with are length parametric representation z(s).
If we manage to verify (9.5), then David's theorem will follow from
(9.6).
By construction, u(s) is lower semi-continuous and vanishes at infinity.
The set Q. defined by 1 = {s : u(s) > A}, is thus a bounded open set
and hence the union of disjoint open intervals (a., b,).
As usual, we let E3 be the set of s E (a.,,bj) such that u(s) > A + eA,
n''
where E > 0 will be chosen below. We may restrict to the case where
there exists e E (a3, bj) such that v(e) < rya and we then intend to show
that I Ej I < 8(b3 - a. ). Summing the inequalities then gives (9.5).
As ever, we write f = fl+f2, where f, (z) = f(z), if Iz-z(a3)I < 213,
.-.
where 13 = bj - aj, and fl(z) = 0, otherwise. Then, on repeating the
proof of (7.6), we get
(9.7) T'f2(z) <T* f(z(aj))+CMQf(z'),
if Iz-z(aj)I<l,and Iz'-z(aj)I<lj-
Now T* f(z(a3)) _< A, by the definition of 1?, and if we choose z' _
z(f), we get, for z = z(s) with aj < s < bj,
(9.8) T,k f2(z) < A + CyyA .
We are left with estimating T,° fl (z), which we shall do by replacing
the regular curve r by a "Lipschitz approximation" A. More precisely,
there exist a compact subset K3 C [aj,b,], such that IKjI > vij, and
.FS
a Lipschitz curve Aj, with arc length parametrization Sj(s), such that
(j (s) = z(s), for s E Kj.
Let ds be arc-length measure on A;. By (9.2),
(9.9) j:(fIjsTds C If1Ir du .
VIA
J
We get an upper bound for the right-hand side of (9.9) by observing
that, if Dj is the disk Iz - z(aj)I < 2lj and if Iz' - z(aj)I < l3, then the
definition of the operator M. gives
f If, I' a=
ID,
If Irdu <C'1MIfI'(z')-
We again take z' = and (9.9) gives
(9.10) <
1K,
We choose ry = -Y(E) sufficiently small so that Cey < e/2 and C"-y' :5
v/2(e/2)r. By these choices and (9.10), the measure of the set R3 C K3
of the s such that 7 fl(z(s)) > ae/2 is not greater than vlj/2.
The set A, = Kj \ R. satisfies IA.I > W., /2 and, if s E 03, we have
T; fi(z(s)) < Ae/2 and T* f2(z(s)) < A + AE/2, giving I."f(z(s)) <
A+ea.
The number f3 E (0,1) is thus 1 - v/2 and, taking 0 < e < f3 - 1.
(9.5) is proved as, indeed, is David's theorem.
10 Further results
David and Semmes are in the process of extending David's theorem
on rectifiable curves to livpersiirfaces in R"+1
Here is a result due to Semmes ([212]).
We consider an orientable surface S C R'+' which separates R
into two open connected components 121 and Sl2 and such that there is
Ô'
a constant K > 1 so that, for all x E S and for all R > 0, we have
(10.1) K-'R" <a{y: Iy - xj < R} <KR".
where a is the surface measure on S.
The second hypothesis is a property of accessibility from outside. We
CAD
suppose that there is a constant b > 0 such that, for all x E S and
every R > 0, we can find y E S2, and Z E Q2 satisfying Ix - yI < R and
Ix - zj < R, but such that. the balls of centre y and z and of radius hR
lie entirely within f2l and Sl2i respectively.
Then, if P(x) is an odd. homogeneous polynomial of degree l and if
k(x) = P(x)lxl-n-l, then the operator defined by
(10.2) Tf(x) = PVJ k(x - y)f(y) da(y)
s
is bounded on L2(da).
Unlike the one-dimensional case, this result is not optimal and it. is
unlikely that we can obtain necessary and sufficient conditions for the
continuity of all operators of the form (10.2) in terms of the geometry
of the surface S.
13
Multilinear operators
1 Introduction
This chapter is devoted to the analysis and construction of multilin-
ear operators. These are given by algorithms which, starting with k + 1
functions al (x), ... , ak (x), f (x), all defined on R', give rise to a new
function g(x), also defined on R'. The operators which claim our atten-
tion resemble pointwise multiplication g(x) = al(x) . . ak(x) f (x) and
we shall require them to satisfy Holder's inequality
IIgII,r < Cllal IIp, - - Ilakllpk IIfIIQ ,
where 1 < r < no, 1 < p 1 , . . . , Pk <_ no, and 1 < q < no are exponents
satisfying 1/r = 1/pl + - - - + 1/Pk + 1/q. Further, we shall require
that the algorithm which derives g from the sequence (al,... , ak, f )
should, just like the usual product, be compatible with translations and
positive dilations performed simultaneously on al, ... , ak and f. If these
conditions (that is, Holder's inequality and the commutativity rules)
are satisfied, then the algorithm is completely defined by a multilinear
symbol r(ml, e) E LOO (R- x lRnk), where q = (7I1, ,71k) E Rnk, ( E Rn,
and
l(1-1) g(x) = (2)(k+l)
1 fJe
where &(71) = &1(711) ... &k(71k), d71 = d711 ... d77k and = 771 + ... +77k-
If r(77, ) = 1, we get the usual product.
The necessary condition r E L°O(RTk x Rn) is not sufficient for (1.1) to
''`
196 1 3 Multilinear operators
define a multilinear operator with the same continuity properties as the
.+.
'F'
usual product (that is, satisfying the Holder inequality with constant,
as given above.)
Multilinear operators arise when we study holomorphic functionals,
which themselves appear, for example, in the analysis of inverse prob-
lems. These are problems where the unknown function a(x) (for exam-
ple the resistance inside the earth) arises as a coefficient of a partial
differential equation. We suppose that, by some means or other, we
are equipped with the operator T (a) [ f ] = 9 which enables us to solve
the differential equation in some appropriate space. The inverse prob-
lem consists of finding out what a(x) is from knowledge of the operator
T(a) E £(H, H), where H is a Hilbert space. In many cases, the de-
0-4
pendence of T(a) on a is holomorphic and it is tempting to apply the
implicit function theorem. A holomorphic functional T(a) is one that
a''
may be written (for example, in a neighbourhood of 0) as

(1.2) T(a)
where To E L(H, H) is independent of a, Tl (a) is linear in a with values
in L(H, H), and, in general, the Tk are "homogeneous polynomials of
ova
Q,,
degree k", that is, restrictions to the diagonal of multzlinear operators

Tk(al,.... ak), with values in L(H, H).
In order to use the implicit function theorem, it is necessary to have
a Banach space B at our disposal, in which the norm of a is equivalent
to the operator norm of T, (a) : H -, H. In the examples which follow,
the mapping which makes Ti(a) E L(H. H) correspond to a cannot be
r14
.=.
surjective as a mapping from B to L(H. H). Indeed, the collection of

operators T(a) is a closed manifold V in the Banach space L(H, H)
''3
and the inverse problem is the study of the function a, regarded as a

holomorphic functional on the manifold V.
As the reader will already perceive, it is a question of finding which
Banach space B enables the inverse problem to be solved (in the sense
we have described), when, as in the majority of cases. the functional
T(a) is only defined on a subspace A C B. The fact that it is a proper
subspace corresponds to having to make superfluous h} potheses about
regularity to start with, in order to give a meaning to the formalism of
(1.2).
We thus have estimates IITk(al,... ak)II C(H.H) < CkIIalIIA . - IIakIIA-
These estimates express the fact that T(a) is holomorphic in a neigh-
'r7
bourhood of 0 in the Banach space A. But, if A 0 B, it is clear that

these estimates are not optimal.
13.2 The general theory of multilinear operators 197
The optimal estimates are

(1.3) IITk(a1,...,ak)IIc(H,H) _< C'IIa1IIB..IIakIIB-
Ink
We cannot do better, because CIIaIIB < IIT1(a)II c(H,H) S C'IIaIIB We
then say that B is the holomorphy space associated with the holomor-
phic functional T(a). As we have shown, we cannot attack the inverse
...
problem without knowing the holomorphy space which will parametrize
ACC
the manifold V of operators T(a)-

If H = L2 (IR" ), if B = L'O (R") and if the problem has a geometri-
cal significance, then all the algorithms commute with translations and
w°°
changes of scale. In this case, the multilinear operators

7'k(ai,...ak)[A = g, ai,---,ak E L°°(IR"), f,4 E L2(R")
which we are trying to construct, will he given by (1.1). Or, more exactly,
they will be given by (1.1), subject to supplementary hypotheses on the
a,, 1 < j < k. These hypotheses are that the aj belong to the Wiener
algebra A(R') consisting of the Fourier transforms of the functions in
L'(IR"). Passing from A(]R") to L°`(R") remains a major difficulty,
because we still have only partial results: sufficient conditions on the
>-,
multilinear symbol which enable us to establish the Milder inequalities.

To show that these conditions are, indeed, sufficient, we apply David
and Journe's T(1) theorem.
The same approach will be used in Chapter 14, to deal with Kato's
problem about the domain of the square root of an accretive, differential
operator, written in a divergent form.
2 The general theory of multilinear operators

Let us begin by recalling the definition and properties of the Wiener
algebra A(IR" ). It consists of those functions f which are the Fourier
transforms of functions f E L'(IR") and, by definition, the norm off in
A(IR") is the norm off in Lu(l "). Thus A(lR) is a (dense) subalgebra
of C0(IR"), the algebra of all continuous functions on R" which vanish
at infinity. Furthermore, the norm of g E A(Rn) is invariant under
translation and dilation.
The Wiener algebra A(Rn) is the natural space to start from, for the
theory of multilinear operators which commute with translations and
dilation.
Indeed, let R : A(R") - A(R") be the operation of translation
by x, that is, R. f (y) = f (y - x). Similarly, for S > 0, we define
moo'
Db : A(Rn) -, A(Rn) by Dbf(y) = f(b-1y). In the next proposition,

we write A for A(IR") and L2 for L2(IR"). Also, in what follows, for
a E A it will be convenient to write a E Ll (It") for the function whose

(inverse) Fourier transform is a.
Proposition 1. Let 7r : Ak x L2 - L2 be a (k + 1)-linear operator
which is continuous and satisfies
(2.1) ir(Rxa1,... , Rak, Rf) = Rxir(al, .. , ak. f) ,
for all x E R", a1,.., at E A, and f E L2. Then there exists a function
T E L°° (R'"(k+l) ), called the symbol of rr, such that
(2.2) ir(a1,... , ak, f) = (27r)n(k+l) fJei(r(n,e)a(r)J(e) dr7 4
where 77 = (rri, ....77k), f1 = 771 + ... + rlk and 6(r7) = al (rll) ... dk(77k).
If, moreover, 7r commutes with dilations, in the sense that
(2.3) 7r(Dba1i...,Dsak,Dsf) = Dsir(a1,...,ak, f),
for all 6 > 0, then T is homogeneous of degree 0:
(2.4) T(b77, b f) = -r (?7, ) for all 6 > 0.
Conversely, if T E L°° (IRn(k+1) ), then (2.2) defines a multilinear oper-
ator which commutes with translations (in the sense of (2.1)) and
(2.5) IIir(al,.--,ak,f)112 _< IITII.IIa1IIA...IIakIIAIIfII2-
This means, in particular, that the multilinear theory is trivial if we
coo
replace Co(1R") by A(1R'"). The serious problem is to extend (2.5), re-
placing the right-hand side by IITIIEIIa1II,,,, - IIakII°ollf I12, where IITIIE
-
is an appropriate norm (necessarily more precise than the L°° norm.) It

is, moreover, easy to verify that IITIIE cannot be the L3O norm of T.
To establish (2.2), we use the following heuristic approach. We replace
al(x) by e'°' x,....ak(x) by r"Ok-x, where al,.-.,ak E R", and we
consider the operator T(«1,--,ak) : L2(R") -' L2(R") defined by
e-s(a,
(2.6) T(011 ... C%k) (f) = e'nA x, f)
This is not really defined, because the functions a", a E R', do not
belong to A(R'"). But, for all 6 > 0, the functions e°'xe-61x12 do belong
to A(lR") and their norm is 1. So what is forbidden appears as a limiting
rya
case of what is permitted.

Let us continue to dream. By (2.1), the operators T(a1i.-_,ak) : L2
L2 commute with translations and are thus defined, via the Fourier
transform, by a multiplier T(al,... , ak, c) E L°°(lR"(k+l)). If we pretend
that f (x) = is in L2(R"), and if we write X?(x) = e'%-x, we get
(2.7) ir(XI, ... , Xk, f) = TX1 ... Xkf
(where the right-hand side of (2.7) is the usual product of the k + 2
functions T, X1, ... , Xk, and f). We then obtain (2.2) from (2.7) "by
linearity-.
13.2 The general theory of mvltilinear operators 199
We now give a proper proof of (2.2). Returning to reality, we have

a1, ... , ak E A(Rn), f E L2(R') and we analyse 7r by introducing the
multilinear form J : (L1(R7'))k x (L2(R'i))2 C, defined by
J(bl,...,bk4,9)=J7r(bl,...,bk,f)9dx.
'CT
(2.8)
where bj(= a3) is the Fourier transform of b3, 1 < j C k.

We thus have
(2.9) IJ(bl,.-.,bk,f,9)I < CfIb1ll1 ... IIbkIIlIIfll2II9II2
and translation-invariance gives
(2.10) J(Xbl, .... Xbk, xf, x9) = J(bl.... , bk. f, g) ,
where X(x) = e'"', w E R'.
To get any further, we restrict J to (S(R'i))k+2 and use the analysis
of multilinear forms given by Schwartz's kernel theorem. This tells us
that there exists a distribution S belonging to S'(1g2 (I+2)) such that, if
b 1 . . . . . bk. f, and g are in S(R''). then
..o
(2.11) (S,b1 ®... ®bk ® f ®g).
We use (2.10) toget S = XS, where X(xl, . . , xk, xk+1 xk+2) = X(xl+
' " + xk + xk+1 - Xk+2), for x1..... xk+2 E li1". The distribution S is
thus necessarily supported by the set where X = 1. whatever the choice
of w involved in X. As a consequence, S is a single-layered distribution,
supported by Xk+2 = Xl + - - + xk+1.
-
Finally, there exists a distribution a in the variables x1i... , xk+1 of

which S is the image, under the mapping which takes (x1, ... , xk+1) to
(xl,...,xk+l,xl +... +xk+1).
We have shown that tile identity
J(bl,...,bk,f,9)=J ...J bl(.Cl)b2(x2)...bk(xk)
xf(xk+1)9(X1 +...+xk+l)da(xl,...,xk+l)
holds where, by abuse of notation, we have extended the standard form
o8'
for writing an integral to the case of a distribution.

o'+
We shall get at the continuity of J by considering a parameter h > 0

(whose role will be to tend to 0) and the particular choices given by the
Gaussian functions
e-IxI_X,12/62 e-IXk-xkl2/b2
bk(xk) =
bn
IX.+, _Xk+l
f (xk+1) = 57n/2
where x1, xi,... , xk+l, xk+1 E R", and, lastly, putting Xk+2 = xl +" ' +
xk+l and xk+2 = x1 + ... + xk+1v

e-lXk+2-sk+212 fb2
9(xk+2) = /5n/2
Then
b1 (x1) ... bk(xk)f (xk+1)9(x1 + ... + xk+l) = b-n(k+1)e Q(x-x )/a2
where Q(x) is the quadratic form lx112+ +ITk+l J2+lxl+---+xk+lF,

x = (x1, ... , Xk+1), and x' = (x' , ... , xk+1)
So, for this choice of functions, we see that J(b1i... , bk, f, g) is the
convolution product of the distribution a E S'(IR"(k+1)) and an approxi-
mate identity Gb (up to a constant depending only on n and k). We can
a.,
thus write the inequality expressing the continuity of J as JJa*Gblk < C
and, passing to the limit, we get a E L°° (lR"(k+1) ). We have established
(2.2): the symbol z is none other than a.
It is now easy to verify that (2.4) follows from (2.3).
Conversely, starting with (2.2), to establish the continuity of the op-
erator defined by that equation, we again look at f rr(a1, ... , ak, f )g dx,
for g E L2 (R71), which is
ff
On integrating with respect to c, using the Cauchy-Schwarz inequality,
C!1
and then integrating with respect to m , ... , rlk, we establish the conti-
w>'
nuity. It is a trivial matter to verify (2.1).

Before attempting the difficult case, where we try to replace the
Wiener algebra A(IRT) by the algebra C0(IRn) of continuous functions
on IR" which vanish at infinity, we show how to replace A(R") by the
algebra B(IRn) of Fourier-Stieltjes transforms of complex, bounded, reg-
ular, Borel measures p E M(Rn). We follow a line similar to that used
tr.
in passing from C0(IRn) to L°°(IR").

'LS
Coq
Let p be a bounded, regular, Borel measure. We say that a sequence

p9, j E N, of bounded, regular, Borel measures tends strictly to p if,
for every continuous, bounded function b(x), liras .c,. fb(x) dpj (x) =
fb(x) dp(x). It comes to the same thing to require this just for every
aye
continuous function b(x) which vanishes at infinity, as long as we add

the condition
J.1>T dJpiJ <eff),

where r(T) - 0 as T -, oo, uniformly in j.
F.3
We extend the multilinear operator rr : Ak X L2 -' L2 to (B(IRn))k X

L2(IR) by continuity. Now, the algebra A is a closed linear subspace (in
fact, an ideal) of B = B(IRn). But A becomes dense in B, when we use
13.2 The general theory of mnultilinear operators 201
the notion of strict convergence. We say that a sequence a,,,, 7n E N, of

functions in A converges strictly to b E B if the sequence of measures
am dd converges strictly to p, where am is the Fourier transform of am
and b is the Fourier-Stieltjes transform of the measure p.
The extra condition that we require of the symbol is that, if r1.7,,,, -
777 E R', as m -' oo, then T(r11,7,,., - , r)k,m, e - r)l,m - ... - 7)k,m)
T(7)1, ... 7 ?7k, e - 771 - . - ?7k), for almost all C. This is satisfied, for
example, when T(r7, ) is continuous on lll;"k x IRn \ {(0, 0)}.
Let us show that, if this continuity property is satisfied, then
(2.12) lim IIrr(b, f) - 7r(am, f)112 = 0,
M-00
when f E L2, am E Ak, b E Bk, and whenever a,,, tends strictly to b.
When we have done this, (2.12) will serve as the definition of xr(b. f).
Returning to (2.2), we let Xn denote the operation of pointwise mul-
tiplication by ein', where 7 1 = (711, 77k) and ) = 771 + . + r)k. We
let Al, be the convolution operator which, after applying the Fourier
transform, becomes multiplication by T(7), - i7). Then
rr(a, f) _ )nk J 111,rXn(f)a(r1) d).

(2
Now, by the continuity hypotheses on the symbol r, the L2(Rn)-valued
function of 77 E R" given by M,7X,r(f) is continuous and bounded. Fol-
lowing on from this remark, (2.12) is just a consequence of the definition
ear
of strict convergence, a definition which applies just as well to bounded,

continuous functions with values in a separable Hilbert space.
Before concluding this section, we describe some easy results about
the collections rk, k E N, of operators 7r(al,... , ak), where a1, .... ak
--.,
are elements of A or B and where the operators are applied to f E L2.

Then, if T E rk. the same is true for its transpose IT. Indeed, if
2s+
f, g E L2(R" ),
f T (f )g dx = (2ir)1(k+1) ff g(- -'7)f (e)a(7))T (7), C) d71 dl;

.Q.
ff
J11
(27r)n(k+1)
1 (-e - )a(77)r(77, - -,1) d77dd .
The symbol a(77, C) of IT is thus r(r7,

:.A
We observe, similarly, that, if T1 E rk and T2 E IF,, then T3 = T1 o T2

belongs to rk+1 In f a c t the symbol T3(C, n1, ... , nk, /31, ... , Nl) of T3 is
given by the product (xk)T2(1,/31i....131). The
N^)
verification is immediate and is left to the reader

202 13 Mtdtilinear operators
3 A criterion for the continuity of multilinear operators

We are going to investigate the fundamental problem of extending the
0'q
(L2-valued) multilinear operators (by continuity) to (Co(R"))k x L2(R")

from where they were defined in the first place, that is on Ak X L2.
pip
Because Ilall. < IlallA, for all a E A(R" ), the condition T(r7, C) E
LO°(R"k x R) is necessary for the continuity of rr from (C0)k x L2
to L2. But this condition is not sufficient. Here is an example where
n = k = 1, that is, where the dimension is 1 and the operator is bilinear.
We put rr(a, f) = (Ha) f , where H is the Hilbert transform. In this
case, -r(27, 1;) = -irr sgn r7, but rr(a. f) has not got the required continuity
`-'
ti'
J11
(D'
III
property, because H is not bounded as an operator from Co into L°C.

On modifying this example (H being replaced by other convolution
operators), we see that we must suppose that a is in the Wiener algebra,
if we want to make all the bilinear operators rr(a, f) continuous, given
ear
only that their symbols belong to L°°.

A sufficient condition for continuity on (C0(R'))k x L2(R') is given
by the following theorem.
Theorem 1. Suppose that the symbol T(27, £) E LOC(1R" (+r)) also sat-
isfies the condition
(3.1) I0 C(Ifl + I27I)-i_i ,
where y = (y1 , yk,'Yk+1), for y1...... Yk, ryk+1 E N", and

Iyl = ly1I + + Iykl + 1yk+11 < IV = n(k + 1) + 1.
Then the corresponding multilinear operator given by (2 2) satisfies
(3.2)
It follows, from this result, that rr(al, ... , ak, f) extends by continuity
to the case where a1, ... , ak E Co and f E L2.
But we need to extend the operation 7r(a1, ... , ak, f) to the case where
a1, .... ak E L°° and f E L°°.
If k = 1 and we assume that (3.2) holds, then the extension problem
Sap,
2i'
a`"
has an immediate solution. We know that Co is dense in L°° for the

topology o-(LO°, L'). Now, this topology may be defined by the following
'a3
equivalent condition: a sequence a,,,, E L°° converges weakly to b E L°°

if and only if the operators A,,, : L2 -+ L2 of pointwise multiplication
'3'
by a,,, (x) converge weakly to the operator B of pointwise multiplication

by b(x), that is, if and only if
lim (A. f, g) = (Bf, g)
m-M
for all f,gEL2.
The theorem is then completed by the following proposition.
13.3 A criterion for the continuity of multilinear operators 203
Proposition 2. If k = 1 and the functions am E Co converge weakly

to b E L°°, in the sense of the topology a(L°O, L1), then the operators
Tm.: L2 -> L2, defined by Tm(f) = 7r(am, f ), converge weakly to an
operator T, which we denote by 7r(b, f ).
Here is the proof of the above remark.

We consider the trilinear form
J(a, f. g) = Jir(a, f)gdx = fadP(f,s),
where the existence of the bounded regular Borel measure dp(f,g) follows
from the estimate JJ(a, f,g)l < CIIall.11fJ1211gII2, for a E Co and f,g E
L2.
We intend to verify that dµ(f,9) lies in L1(Rn) by approximating gen-
eral functions f and g in L2(R) by appropriate simple functions. We
shall use functions in S(R") whose Fourier transforms have compact
support away from 0. In that case, dp(f,g) = h(x) dx, where
h(x) = (27r)2n
JJc'( -11 - )f()r(rl, t)d,1dl:.
Integrating at first with respect to 1;, we obtain a function of 77, of
compact support and whose regularity is enough for h(x) to he continu-
ous and O(IxI-n-1) at infinity. By density and continuity. we conclude
that dµ(f,9) belongs to L1(IR'), when f and g belong to L2(R"). This
gives the required conclusion.
This method, which works if k = 1, is no longer applicable if k > 2,
Al"'
when typically non-linear features appear. An obvious example is the

usual product ir(a1, a2, f) = a1a2 f. If n =1 and
a1 m(x) = eimx(1 + x2)-1/2 and a2,m. = e-amx(1 + x2)-1/2 ,
then both a1,m and a2,m tend weakly to 0, but a1,ma2,m f does nothing
"[u
of the kind.
We shall therefore abandon this weak topology (for functions or oper-
ators) in favour of an idea of convergence (for Lx functions) which leads
to convergence in the strong operator topology. Recall that a sequence
of bounded linear operators T,.,, : L2 -> L2, m E N, converges strongly
to T : L2 -r L2 if and only if, for all f E L2, the sequence Tm (f) con-
verges to T (f) in norm. At the level of functions, we say that a sequence
am(x) of L°°(R') functions converges strictly to b(x) if and only if the
operators Am(x) of pointwise multiplication by am(x) converge strongly
to the operator B of pointwise multiplication by b(x). By the Banach-
tee'..
Steinhaus theorem, this implies that the sequence 11a=II... is bounded

and that, for every T> 0, (f T Ib(x) - am(x)I2 dx) 1/2 tends to 0.
204 13 Multilinear operators
This condition is clearly sufficient, and the following proposition serves

as the completion of Theorem 1 for general k.
Proposition 3. Suppose that, for 1 < j < k, the functions a-,,,, (x) be-
long to Co(R") and converge strictly to functions a3 E L°°(R"). Then,
for every function f E L2(R"), the functions ir(al,,,,... , ak,,,,, f ) con-
verge in L2 norm to a limit, denoted by -7r(al, ... , ak, f) and independent
of the choice of sequences al.m,... , ak.,,,, used in the approximation. Fur-
ther, the multilinear operator, thus extended to (L°°)k X L2, is itself con-
tinuous, in the sense that the strict convergence of the functions a3,,n E
L°O(lRn) to as E L°°(1R") gives L2 convergence of 7r(al,m .... ak,m, f) to
dry .i2
zr(al, ..., ak, f), for every f E L2(R").

We first go back to Theorem 1. Suppose that f E S(IR") and that.
al, ... , ak E A(W'). We can then compute g = 7r(a1 i ... , ak, f) as the
9e(x) = (2.)n(k+1) 1 JJcdq]d.

limit, as E > 0 tends to 0, of
Lebesgue's dominated convergence theorem gives g(x) = limEio 9,(x). If

we know how to establish (3.2) for g, with a constant C independent
of e, then Fatou's lemma will allow us to pan to the limit. We can even
truncate T in a neighbourhood of 0 and from now on we shall discuss
such a truncated symbol and also omit the subscript E.
o+°
We let K(ul,... , uk, x) denote the inverse Fourier transform of T. On
the one hand, K is continuous on w'(k+l) and is O(ImilI + + IukI +
IxI)-N) at infinity (but the constants are not uniform with respect to
e> 0).
On the other hand, I K(u, x)I < Co(jul + lxl)-n(k+1) and
lau I+I I
<C1(lul+lxl)-"(k+1)-1.
A straightforward calculation gives

(3.3) 7r(b, f )x = Jk(bxv)f(Y) dy,
where
K(b, x, y) - 1 ... IK(x-ul,.
x-Uk, Z-y)bl(U1) ... bk(Uk) dtl,1 - - duk.
Then it is easy to verify that

(3.4) J1 (b.x,y)I CoIIb,11.-..ljbkIkkIx-yl-n,
IOK(b,x,y)I
(3.5) <Cilibl11oc...jjbkIIxIx -yI-n-1,
8x3
13.9 A criterion for the continuity of multilinear operators 205
and
ax(b, x, y)
(3.6) Ci llbl ll. . pbkll.lx - yl-n-1
ayj
for1<j<n.
This is an invitation to use David and Journe's T(1) theorem to es-
tablish the continuity of the linear operator T(k) defined by T(k)(f)
-7r(bl, ... , bk, f)-
We proceed by induction on k. We have T(k) (1) = L(bl, ... , bk-1) [bk],
where the symbol of L is T(771,..., r7k, 0). This symbol satisfies the condi-
tion (3.1) and, thus, defines a Calderon-Zygmund operator T(k-1) which
is continuous on L2(R'), by the induction hypothesis.
As a consequence, the operator T(k-1) is continuous from L°° to BMO
and we have T(k)(1) E BMO. In fact, we are never dealing with singular
integrals, because T has been replaced by Tf and the qualitative results
pe`r
should really be written as quantitative estimates. We have not done

c^p
so, in order to keep this section within reasonable bounds.

As far as 'T(k) is concerned, the argument is the same, once we have
worked out the symbol of the adjoint, which we did at the end of Sec-
tion 2.
To prove the weak continuity, we may apply Proposition 6 of Chap-
ter 8. Let X,,, denote the function ex E R. We shall show that
there exists a constant C such that IIT(k)IIaMo < C, for all w E R".
This will verify the weak continuity property.
Now, T(k)(X.) = (27r)-/"k f... ...?7k-1,rjk -w,w)
x 6101)...6k-1(7lk-1)bk(nk - w)dni ... d?1k = L,,,(bl,...,bk-1)[Xwbk],
where the symbol of L,,, is T(77i, ,')k-1,T1k - w, w). These symbols

satisfy condition (3.1), uniformly in w, and, once again, the induction
Z;'
hypothesis allows us to conclude.

fan
We now turn to Proposition 3, which we again prove by induction on k.

We let T,,, = Tk,,,, denote the operators defined, on L2(IR"), by Tm(f) _
-7r(al,m, .. , ak,m, f) We know that the norms of the operators Tm
L2 L2 form a bounded sequence. To establish the strong convergence
of the sequence T,,,, it is thus enough to verify that T,,, (f) converges
Fib
in L2 (III") for a dense linear subspace of L2 (R"). The subspace V we

use is defined by the following conditions: f E S(R") and the Fourier
transform f of f has compact support which does not include 0.
We begin by expanding r(77,1;) f as a series E°O pj (1; )qj (r7), which
will be absolutely convergent with respect to all the norms we use. We
'ti
get the series by letting T > 0 be a sufficiently large number for the
CD'
support of f (l:) to be contained in SCI < T/3. Then we extend the

206 13 Multxlinear operators
function of t; given by r(r1, ) f (l;) by periodicity, of period T, in each

co-ordinate Sl, ... , c,. e compute the Fourier coefficients
T-- Jr(? , S)f(S)e-2'r k/Td =gk(17)
of this function and arrive at
r(i , ) f E
kEZ'
where x(t;) is a "cut-off" function, whose role is to separate the main
term r(rl, C)f() from the parasitic terms obtained through periodifica-
tion. A simple change of notation gives the expansion we want.
We now work term by term, forgetting the index j, so we reduce to
the case where r(rl. C) f (C) has become p(C)q(i7) with
(3.7) sup 11(1 + oc.
O<Ial<N
Then
1-3
7r(al,m,... , ak.m, f) _ w(x)Q(a1,m, .... ak,,,) ,
where
Q(al,m) ... , ak,m)
... le J'q(71,...,rlk)al.m(g1)...ak.m(rlk)dr11...llrlk
and w(x) is continuous and O(Ixl -") at infinity. The required conclusion
will follow, if we can show that the functions.qm(x) = Q(al.m,. . , ak.,.)
converge to goo(x) = Q(al,...,ak) in L2(Rn, (1 + lxt)_2' dx) norm.
To establish that convergence, consider the operators Lm : L2(R")
L2(R") defined by Lm(f) = Q(a1.m:... , ak-1,"',f). By Theorem 1.
these operators are uniformly continuous. Further, if the distribution
R E 5'(R k) is the inverse Fourier transform of the symbol q(rl), the
kernel Lm(x, y) of L,,, is given by
Lm(x. y)
_1 .. JR(x-ul,...,.E-uk-1,x_y)al.,n(u1)...ak-1.m(uk_1)dtL.
Since q(ri) is regular, R decreases sufficiently quickly at infinity for
ILm(x, y) I < CIx - yj -"-l to hold, where C is independent of m. More-
over, the strict convergence of aj,"' to aj implies that L,, (x. y) converges
simply to L(x, y), which convergence is defined by passing to the limit
under the integral sign.
By the induction hypothesis on the conclusion of Proposition 3,
(3.8) IILm(f) - L(f)112 - 0,
for f E L2 (R,). We also know that
yl-T,-1
(3.9) ILm(x, y)I <_ CIx -
13.4 Multilinear operators on k -fold BMO 207
as well as
L. (x, y) -> L(x. y) for x # y.
These three properties alone imply that Lm(bm) converges to L(b)
in L2(R'z, (1 + IxI)-2n dx) norm, whenever b,,,, converges strictly to b.
Indeed, if we decompose Lr into A,. + Bm, where Bm is defined by the
kernel Lm(x, y)X{fix-yj>1) (XE denoting the characteristic function of E),
then Bm(bm) converges uniformly to B00 (b) and II Bm(f)-B... (D I12 0,
for f E L2. This means that we can replace Lm by Am. It now is enough
to observe that the functions A,, (b,,,) converge to A,,,, (b) in Li ° and that
these functions satisfy the condition
1/2
(3.10) sup I Am(bm)I2 dy < 00.

xER^ Jla-yK,
This is enough to establish convergence in L2(Rn, (1 + IxI)-2' dx).
We conclude this section by another proof of the weak continuity
property of the operators Tk(f) = ir(al,m, ... ) ak,r,,, f) of Theorem 1.
We use Proposition 5 of Chapter 8. To check the weak continuity
of Tk, it is enough to show that IITk(VIA)II2 < C, when Via, A E A, is
an orthonormal wavelet basis. We observe that the conditions on the
multilinear symbol r are all dilation-invariant. This means that the
collection of all the operators Tk given by choices of T and al,...,at,
with Ila, III < 1, ... , IlakIIm < 1, is globally invariant under translation
and dilation. This remark lets us reduce the calculations to a mere 2'a -1
calculations involving the "mother" wavelet. We choose the Littlewood-
Paley wavelets, so that a has support in the dyadic shell
3 < sup(Igl I,..., KnI) <
3
Omitting the index \, we are left with considering
if C)476(C) d774
and verifying that this function belongs to L2(lR" ). It is enough to use
the expansion r(al,l;) = Eo pj(l)gj(rl) above to obtain IITk(&a)ll2 <_ C.
This proof has the advantage of working in the case where L°° is
replaced by BMO, a situation that we shall study in the next section.
4 Multilinear operators defined on (BMO)k,

We shall try to replace L°O by BMO wherever possible in Theorem 1.
This question gives rise to two problems. The first is about the possi-
bility of replacing the estimate
II7r(al, ... , ak, D112 < CIlal ll.... IIak IIm IIf II2
by a more precise estimate, namely

(4.1) IIir(a1, . , ak, f)112 S CIIa1 IIBMO ... IIakIIBMOIIf 112,
when a1i ... , ak are elements of the Wiener algebra A(R").
The second question consists of extending the multilinear operator
7(a1i ... , ak, f), well-defined when aj E A(R"), to the general case when
aj E BMO. This extension cannot be done naively, because A(1R71) is
not dense in BMO. Nor can we use the Q(BMO, H1) topology, which is
not fine enough for our purpose. We use a middle way, in which weak
convergence is reinforced and adapted to non-linear problems.
Definition 1. Let b,,,,, rn. E N, be a sequence of functions in BMO(lR ).
We say that b,,,, converges strictly to b if and only if the two following
conditions hold:
(4.2) IIbmIIBMO < C
and there exists a sequence c,,, of constants such that, for all R > 0,
(4.3) lim
m- oo Jx1<R
Ib(x)-bm(x)-Cml2dx=0.
Here is the reason for the definition. We consider the linear action of
BMO on L2 given by the paraproduct ir(/3, f) _ Ak(f3)Sk_1(f) of
Chapter 8, section 11. Then we have
Proposition 4. A sequence On, m E N, of BMO functions, converges
strictly to /3 E BMO if and only if the operators T,,, : L2 -- L2, defined
by T,,,(f) = -7r(/3,n, f ), converge strongly to the operator T, defined by
T(f)=Tr(/3,f)
lb verify this equivalence, we begin by observing that (4.2) is given by
the Banach-Steinhaus theorem. If a sequence T,,, : L2 -p L2 is strongly
convergent, then the norms of the operators are bounded. But these
norms are equivalent to the BMO norms of the functions 0,,,,.
The operators thus form a bounded sequence of Calderon-Zyg-
mund operators and, if T", converges strongly to T, then T,,, (1) converges
to T(1) in the a(BMO, H1) topology, as we showed in Lemma 3 of
Chapter 7. Thus /3m converges to 13 in the cr(BMO, H) topology and it
follows that Ak(Qm) converges uniformly to Ok(/3), for fixed k.
We test the strong convergence oil functions f E S(ll27) whose Fourier
transform is supported by 21-1 < ICI < 21+1, 1 E Z. This is sufficient,
because these functions form a total subset of L2(R"). Then Sk_1(f) =
0,ifk<l-1, andSk_1(f)= f,ifk>I+2. The two other values
of k cause no trouble, because we already know that Ak(fm) converges
uniformly to Ak(a)
13.4 Multilinear operators on k-fold BMO 209
We thus arrive at Ik>1+2 f (okam) = f (fl. - Sa+2(am)), which has

to converge to f (a - Sa+2(0)), in L2 norm.
Let 11 > 0. We can find a function f , with the above properties,
which does not vanish on IxI < R. Further, the weak convergence of
A. to 0 lets us replace Si+2([3m.) by So((3m) and then by the constant
'45
cm = So (0). The error terms, introduced in this way, can be written
as a scalar product of 3,,,. with an Hl function. We thus arrive at
condition (4.3).
Conversely, if (4.2) and (4.3) hold, then we easily replace (4.3) by the
convergence, in L2(WI, (1 + IxI)-n-1 dx), of the functions 0,,,. - So([m)
to the function J3-So(/3). We then conclude that the functions 7r([3,,,, f)
converge to 7r(,6, f) in L2, when f has the special properties as above.
CAD
We are now in a position to state the fundamental theorem.
Theorem 2. Suppose that, together with the notation and hypotheses
of Theorem 1, we have T (i1 i ... , qk,1;) = 0, whenever one of the qi = 0
C>3
(1 < j < k). Then the multilinear operator in : Ak X L2 - L2, defined

by (2.2), satisfies
.i7
(4.4) IIir(bl,...,bk,f)112
<_ CIIb1IIBMO...IIbkIIBMOIIf112
and extends, by continuity, as a rnultilinear operator rr : (BMO)k x L2 -
L2. This extension is obtained by approximating to general functions bj
in BMO by sequence bj,,,, of functions in the Wiener algebra A which
"ate
converge strictly to b2.

The proof follows that of Theorem 1, step by step. The new facet
is the estimate of the kernel of the operator T : L2 - L2, defined by
T(f) _ ir(bl,... , bk, f )./ The kernel is
(4.5) K(b,x,y) =
J ...J K(x - ul,...,x - uk,x - y)
X bl(ul)...bk(uk)dtl --- duk,
where the Fourier transform of K in the sense of distributions is r(q, ).
The expression (Ix2I + - - - + IxkI + I zI)nkK(ul, x2i - - . , Xk) z), where
z E Rn is non-zero, is a molecule, when considered as a function of
the variable ul, centred about 0, of width IX2I + - - + IxkI + IzI. The
cancellation condition is ensured b y r(0, 7 1 2 , . . ilk, t) = 0. We can thus
multiply this molecule by bl E BMO and integrate. We then argue
step by step, checking that at each stage we are integrating a molecule
multiplied by a BMO function. This calculation, of which we have given
only an outline, leads to
IK(b,x,y)I S CIIb1IIBMO...IIbkIIBMOIX -yl-n-
The estimates of the partial derivatives of IK(b, x, y) I with respect to
210 13 Mvltilinear operators
x and y are established similarly. The continuity expressed by (4.4) is

J..
arrived at by applying David and Journe's T(1) theorem. Of course,

we need to carry out a process of induction on k, with T(k) (1) being
given by T(k-')(bk), where T(k-1) is, by induction, a Caldercin Zygmund
operator. This operator takes BMO to itself, if and only if T(k-1) (1) = 0,
modulo the constant functions, and it is this condition which is ensured
by 7(7h,...,7)k-1,0,0 = 0.
The weak continuity property cannot be established by the first of the

proofs we gave, because the product of a BMO function by a character
X, does not, in general, belong to BMO. On the other hand, the second
proof extends very easily and we leave the reader the task of doing this.
Before finishing this section, let us observe that the conditions
T(0,772,...,7)k,S) = ... = T(T/1,...,7)k-1,0,5) = 0
are necessary for extending rnultilincar operators to (BMO)k. Indeed,
let us fix a1,..., ak _ 1 and f in the subspace V used above and replace
ak by the sequence ak-",. = 0(7n-1.r,), where the Fourier transform 0 of 0
is a function of compact support. We further suppose that 0 is positive
and 0(0) = 1. Then
7r(a.1i... , ak-1, ak,m, MX)
_ 1
(2,7r)"(k+1)
e Ex-(271+ - -)k+0 T(77
x Q'1(71l)...6
k-1(71k-1)fll,'6 d
1 /p
)-k
x d] (r71) - - - dk-1(rik-1)f d77dd
The convergence takes place in L2(IR"). But the sequence 0(m-1x) tends
to 0 strictly and we must therefore have T(7)1.... , 7)k-1, 0, ) = 0.
5 The general theory of holomorphic functionals

We now are going to relate the theory of multilinear operators of the
last few sections to the theory of a certain type of holomorphic function-
als. These functionaLs are holomorphic on the Banach space L°°(ll '),
taking values in the algebra A = C(L2(lR'),L2(IR")) of bounded linear
operators. We let Il C L°°(IR°) denote the open unit ball; the functions
of L°° (R") may take real or complex values.
Let G be the group of affine transformations g(x) = 6x + h, S > 0,
h E R". We define the unitary action U9 of G on L2(IR") by U9f (.r) =
13.5 The general theory of holomorphic functionals 211
6-" l2 f (6-1(x - h)). For the action of G on L°°(R?), it will be appro-

priate to use the operators V9b(x) = b(6-1(x - h)), 6 > 0, h E R".
We are interested in the holomorphic functionals
(5.1) F: S2 A
which obey the commutativity rule
(5.2) for every b E Il and g E G, F(Veb) = U9F(b)Uy 1
and the continuity rule
(5.3) if 0 < r < 1 and if the bj E S2 satisfy llb2 (lam < R and converge
strictly to b, then the operators F(bj) converge strongly to F(b).
^1'
We can express the latter condition more symmetrically by requiring
that, if the operators B, : L2 -. L2, given by pointwise multiplication
by the functions bj (x), converge strongly to the operator B (pointwise
ear
multiplication by b(x)), then F(bj) converges strongly to F(b).
ova
This condition means that, in a certain sense, F(b) resembles the
operation of pointwise multiplication by b(x). As in the multilinear
..,
case, the condition is indispensable if we want to start our analysis of

c}.
F(b) by restricting to the case where b is in the Wiener algebra A(R' ).

The holomorphic functionals we have just defined are analysed in the
following theorem. Synthesis, on the other hand, pasts difficult problems
which we shall describe later.
Theorem 3. A holomorphic functional F : S2 -- A, which satisfies (5.2)
and (5.3), has the form
(5.4) F(b)
where, for b1 i ... , bk in the Wiener algebra A(W').
(5.5) Tk(b1,....bk)(f)(x)
(27r)n(k+1) f e Tk1911, . . 77k,
X 61(771) ... ak (?lk )f (C) [1711 ... d71k <

The corresponding multilinear symbol Tk satisfies
(5.6) Tk E Loo(Rn(k+1)) ,
and, for all A > 0,
(5.7) T k (A71i , ... , ask, AC) = Tk (7h .... , Ilk, )
Further, there exists a constant C > 0 such that, for all k E N, every
choice of b1, ... , bk in L°°(Rn), and each f E L2(Rn),
(5.8) 1jTk(bii...,bk)(f)112 < Cklibill, ... IRbklloollfll2.
Finally, the operators Tk inherit the continuity property (5.3) from the
functional F.
212 1 3 Mvltilimear operators
Before proving Theorem 3, we must remind the reader that holomor-

phic functionals F on an infinite Banach space B may have the following
pathological behaviour. It is possible to find functionals which are entire
on the space LO° (R) but which are not bounded on a given ball centre 0.
Here is an example. We consider the linear forms
(x)e{dx,
Ak(f) _ jl f
for k E N and f E L°° (Ill;), and we put
x
F(f) _ 1:(ak(f))k
0
This functional is entire, because Ak (f) - 0 as k -i oo. But it is not
bounded on the ball IIf IIx :5 2. If it were, 2 e-`k°F(e'e f) dO would
also be hounded (u{j2
niformly in k). Thus
eOF(eief)
sup dOIIf II< 21
would be a hounded sequence. But this sequence is 27r2k.
We return to Theorem 3. A holomorphic functional F on the unit ball
IIbIIx < 1 is continuous at 0 and thus bounded on a neighbourhood of 0,
on some ball IIbIIx < b. But we have no control over the value of b > 0.
We put
j27r
Tk (b)
dO
when IIbIIx < b, and thus have IITk(b)IIA <_ C, a constant which is
independent of k. By homogeneity, for any b,
.fl
IITk(b)IIA < Cb-kIIbIIk

The Tk(b) are homogeneous polynomials in b of degree k and thus the
restrictions to b1 = .. = bk = b of symmetric inultilinear operators.
This gives (5.5), and (5.6).
From F, the Tk inherit the comrnutativity identities (5.2) and the
continuity property (5.3). It follows that the Tk can be analysed by
ELY
applying Proposition 1, thus completing the proof of Theorem 3.

This is as far as we can get. because we do not, at the moment, have
any workable continuity criteria to get the growth of operator norms re-
quired by (5.8) which depend only on the form of the multilinear symbols
Tk. Another difficulty arises when we try to add together the estimates
(5.8). It can happen, as we have already indicated, that F(b) is holo-
morphic in IIbIIx < 1, while the optimal constant C in (5.8) is 1010.
Then, we can only add the inequalities for IIbIIx < 10-10
Let us examine an example to illustrate the preceding considerations.
13.5 The general theory of holomorphic functionals 213
Let n = 1 and let b(t) E L°° (R) be a real- or complex-valued function

with IIbIi0 < 1. Let B(t) be a primitive of b(t) and put z(t) = t + B(t),
-oo < x < oo. Then z(t), -oo < t < oo, is a parametrization of a
Lipschitz graph r. Indeed, we write b = bi + ib2, where bl and b2 are
real-valued and jib, 11... < r < 1. We put x = t + B1(t), V = B2(t)
and observe that the mapping which takes t to x is bi-Lipschitz. Thus
f!]
y = A(x), where IIA'II,,. < IIbII... ). We consider the operator
IIb1I00/(1-
defined by the Cauchy kernel on r, acting on L2(P). Or, rather, we

adopt the equivalent realization given by K(x, y) = PV(z(x) - z(y))-'
acting on L2(R,dx). We let T(b) denote this last operator.
Theorem 4. With the above notation, T(b) is a holomorphic functional
0.»
on IIbIIo0 < 1, taking values in G(L2(R), L2(R)), and satisfying conditions
(5.2) and (5.3).
Before proving the theorem, let us remark that, when b(x) is real-
..+
'C^
valued, then T(b) = 7rMhUhHUh' Ma, where His the Hilbert transform,
h(x) = x + B(x), Uh is the isomorphism induced by the bi-Lipschitz
change of variable h, that is, Uh(f) = (f o h) h' (x). Lastly, Mh is the
operation of pointwise mutiplication by (h'(x))-'/2. When b(x) is real-
valued, T(b) is thus obviously bounded on L2(R). The Cauchy kernel
on a curve thus appears as the analytic continuation of the operators
which we get from the Hilbert transform by conjugation with bi-Lipschitz
changes of variable.
To establish Theorem 4, let KE,R(x, y) = (z(x) - z(y))-', when e <
off
Ix - yI < R (R > e > 0), and KE,R = 0 otherwise, be the tnmcated

kernels. Since T(b) is a Calderon-Zygmund operator, the truncated op-
3a.-
.-.
erators TE,R defined by KE,R are uniformly bounded on L2(I[l;) and con-
verge strongly to T(b). These truncated operators TE_R(b) are clearly
holomorphic on IIbII= < 1 and are uniformly bounded on IIbII0 S r < 1.
Since the truncated operators converge strongly to T(b), the latter is
{''
also holomorphic on IIbII< < 1.

We expand the operator T(b) as the series EO (-1)krk(b), where the
Fk(b) are defined by the kernels PV((B(x) - B(y) )k/(x - The y)k+i).
kernels of the corresponding miiltilinear operators are

PV (Bi(x) - B1(y)) ... (Bk(x) - Bk(y))
(x - Y) k+1
where Bi = bi E L°O(IR),... , Bk = bk E L°O(I18" ). The corresponding
multilinear symbol is
1 /
77k) _ I'
III
TOD,
M 77, ... 77k
where
O-M) = f(C + a) - f(0
This multilinear approach was the basis of all subsequent work on
Calderon's programme, but did not give the estimate (5.8), which Cal-
derbn had obtained in 1977 by complex variable methods ([38]).
In fact, we can even improve the estimate (5.8) if we have a bound for
the norm T(b) : L2 -* L2, when IIbii= < 1 and IIbii... is close to 1. Using
the results of Chapter 9. we get
IIT(b)II < C(1- Ilbll=)-5 .
Since
1 j27r
rk(b) e-4kOT(eaeb) d9,
2-7r
we t Ilrk(b)II S C(1- Ilbll00)-5, if IIbII0 < 1. We then bring the

homogeneity of rk into play and suppose that I1bI100 < 1- (k + 1)-1. In
this case, we get llrk(b)ll. < C(1 + k)5, and this estimate extends to
the case 11b1I00 < 1, since (1 - (k + 1)-1)-k < C.
This estimate is not optimal ([53]). We do not know what the best
estimate is.
On the other hand, the optimal estimate of IIT(b)II is known and is
given by C(1- I1b1I.)-112, as has been shown by David ([94]) and Murai
([194]).
We conclude the proof of Theorem 4 by verifying that. if the bj con-
verge strictly to b, and if Ilbj ll,,. < r < 1, then the corresponding opera-
tors T(bj) converge strongly to T(b).
We again write T(b) = Eo (-1)krk(b), where we have shown that
Ilrk(b)II < C(1 + k)511b11.
The series of operators which appear in T(b?) and T(b) are absolutely
convergent, uniforn ly in j. It is thus sufficient to verify that, for each
fixed k, the operators rk(bj) converge strongly to rk(b). Since we already
have uniform estimates for the norms of the operators involved, we only
need verify that, for each C' function f, of compact support, rk (bj) [ f ]
converges to rk(b)[f] in L2 norm.
Let [-T, T] be an interval containing the support of f . If Ix I > T + 1,
we can write
(Bj(x) - Bj(y))k f(y) dy
rk(bj)[.f](x) = f (x - Y) k+1
This gives
Irk(bj)[f](x)I <C(f)lxl-1
13.6 Application to Calderon's programme 215
and the functions rk (b?) V] ] converge simply to Fk (b) [ f ] . All this gives
L2 convergence on Ix I > T + 1.
To deal with the L2 convergence on [-T - 1. T + 1], we integrate by
parts, which gives the two terms
J(B3(s) - B(y))kf"(y)
y)k
rk-1(bs)[b, f] and dy
(x -
Th e first is dealt with by the induction hypothesis on k allied to the
:r'
following remark: if the operators T, : L2 - L2 converge strongly to
T and the functions u., E L2 converge to u in L2 norm, then T, (uj)
How
converges to T(u) in L2 norm.

yip
The second term is susceptible to Lebesgue's dominated convergence

theorem, because the kernel is no longer singular.
In the example that we have examined, L(IR) is the domain of holo-
morphy of the functional T(b), in the sense that we cannot extend the
holomorphic functional T(b) to an open subset of a larger Banach space.
To see this, it is enough to observe that Ilrl(b)II > rIIbII,,,, for every
b E L°°(IR). This inequality may be proved by means of the following
'C7
lemma.
Lemma 1. Let T : L2(11r) --> L2(R') be a bounded linear operator
with distribution-kernel K(x, y). For xo E R", and b > 0, write g(x) _
b-1 (x - xo). Then b'K(b.c + xo, by + x0), is the distribution-kernel of
T(x°.6) = UgTUU i, whose norm is the same as that of T.
In our application, K(x,y) = PV((B(x)-B(y))/(x-y)2), where B is
a primitive of b. We let b > 0 tend to 0: the weak limit of the operators
T(2°,s) is s-b(xo)H, where H is the Hilbert transform. This weak limit
exists at each xo for which b(xo) is the derivative of B(x). We thus get
ear
7rIlbllc < pr,(b)II, as claimed.
6 Application to Calderon's programme

The sharper form of Calder6n's symbolic calculus has the following
goal: to achieve precise results about the commutator of a classical
pseudo-differential operator (essentially a convolution operator) with an
operator of pointwise multiplication by a function with prescribed reg-
ularity.
We shall give examples where the optimal results can be obtained by
cat
the multilinear calculus developed in section 3.

Let us start with a one-dimensional example, in which the pseudo-
differential operator is the Hilbert transform H.
-i7
216 13 Multilincar operators
Theorem 5. Let b(x) be a locally integrable function of the real vari-

able x and let B be the operator of pointwise multiplication by b(x).
Then the commutator [H, B] is bounded on L2(R) if and only if b(x)
is in BMO. In that case, if the functions bj e BMO converge to b in
the a(BMO, H1) topology, then the corresponding commutators [H, B?]
converge to [H, B] in the weak operator topology.
Let us start by verifying the necessity of the condition b E BMO. Let
I = [a, b] be an interval of length I and let J be the interval [b+1, b+21].
We let K(x, y) be the kernel of T = [B, H], which we suppose to be
bounded on L2(IR). One way of testing the L2 continuity is to consider
the auxiliary function g(x) = f, K(x, y)(x - y) dy, x E I, and to verify
that II9II0(r) < C13'2. Indeed, if we write x - y = .c - xo + xo - y
and g(x) = 91(x) + 92(x), where gl(x) = (x - xo)T(xi) and 92 (X) =
T((xo --)kj), then the continuity of T on L2 gives the stated inequality.
In our situation,
r
"dam
9(x) = (b(x) - b(y)) dy = l(b(x) - cl)

J
and
ll9IILa(r) < C1312

is equivalent to the condition b E BMO.
We now show that the condition b c BIM is sufficient. We start. with
the special case where b is in the Wiener algebra A(R). The general case
then follows via the weak continuity property described in Theorem 5.
If f E L2 and iff brE A(R), then
c.0
[H, B]f = -7ri J J e"`(C+' (sgn(Q + r) - sgn dy d
= -7ri ff et "(+,l) (sgn(+ rl) - sgn.)b(r )9lo

t.7
f( ) dl d ,
\ /
where co E D(IR) equals 1 on [-1, 1]. The reason why this identity is
valid is that sgn(!; + rl) = sgnC if 19l < 111, and it is only in this case
that ¢o((/rl) # 1.
We let ir(b. f) = Tb(f) be the bilinear operator defined by the symbol
which is clearly homogeneous of degree 0 and infinitely differ-
entiable except at (0, 0). By Theorem 2, Tb is bounded on L2 (R), when b
is in BMO(R). Further, [H, B] = [H, Tb], by the bilinear identity above.
Thus
(6.1) II [H, B] II < CIIbIIBMO,
for b c A(IR).
13.6 Application to Calder6n's programme 217
To pass to the general case, we consider the trilinear form

J[H,B](f)gdx = JH(bf)gdx - JbH(f)gdc
_ -J bf H(9)dx-J bH(f)gdx
_ -Jbadx
where
h=9H(f)+fH(9)
If f,g E L2(R), then h lies in L'(R) and I fbhdxl 5 CIIbIIBMO, for
b E A(R). As a consequence, h belongs to the Hardy space H' (III) and
we have obtained the estimate
(6.2) 119H(f)+fH(9)IIHI <Cllfll2l19lI2
This estimate can be connected with the usual properties of the holo-
morphic Hardy space. Indeed, let us take f and g to be real-valued
(which is enough to establish the general case of (6.2)). Then f +iH(f) =
F is holomorphic in the upper half-plane and belongs to the (holomor-
phic) Hardy space H2. The same is true for g + iH(g) = G and thus
the imaginary part of the product FG is in the real Hardy space H1, of
Stein and Weiss.
We see here that the multilinear calculus, as developed in this chap-
ter, extends those algebraic manipulations which the subject's pioneers
effected in the context of classical Hardy spaces.
Now for a second example, wherein the Hilbert transform (an operator
of order 0 in dimension 1) is replaced by a convolution operator T whose
symbol r(1=), C E R't, is homogeneous, of degree m E N and infinitely
differentiable in R "\1 0 1 . Thus T is a classical pseudo-differential opera-
tor of order m (and the differential operators, with constant coefficients,
which are homogeneous of degree in, belong to this category.)
We let b(x) denote a function defined on R'h, whose regularity will
be prescribed below, and we let B denote the operator of pointwise
multiplication by b(x).
We then have the classical identity of the pseudo-differential calculus
(6.3) TB = B.T. + R.,
IaI<i,
where B,, is the operator of pointwise multiplication by (a!)-'&'b(x),
where Ta has symbol i-Ia18"r(1=), and where R,,,, is bounded on L2(IR),
when b(x) is sufficiently regular.
As we have already emphasized, the pseudo-differential approach does
not give the optimal results which we now present. In fact, that approach
ono
does not even get us as far as proving the continuity of R. under the
(non-optimal) hypothesis that b(x) is a Cm function.
The solution is given by the following statement.
Theorem 6. Let A denote (_A)1/2. With the preceding hypotheses
on T we have
oho
(6.4) IIRm(f)II2 <_ C(m,n,T)IIAmbjIsMoItffl2.

If m is odd and if T = A'", the norm of the operator R,,, : L2 -+ L2
'C7
and the BMO norm of A'"b are equivalent.

Before proving this result, we should throw a little light on it. We
may replace the condition Arab E BMO by more manageable conditions
when m is odd (when m is even, A' is a power of the Laplacian and
Fr'
the condition is obvious). If m is odd, A' is a pseudo-differential oper-

ator, acting on a general function b. Indeed, the BMO norm of A'b is
equivalent to the sum of the BMO norms of the functions (.$b, lad = in.
c..
This is due to the fact that the operators e'A-' are Calder6n-Zygmund
operators which are hounded on BMO (Chapter 7, section 4.)
The error term R,,, is identically zero if b(x) is a polynomial of degree
not exceeding m. In this case, the derivatives of order m of b(x) are
constants whose BMO norm is zero.
We come to the proof of (6.4).
As in the case of Theorem 5, we shall begin by dealing with the case
where b is sufficiently regular for all the calculations to make sense. In
fin'
fact, we shall take b E S(R"). The general case will then be obtained by
oho
the density argument used in the proof of Theorem 5.

We consider R,,,, (f) as a bilinear operator in b and f. The correspond-
i-+
ing bilinear symbol is
r( + rl) as r( )
and we need to write this in the form a,,,(rj,l;) _ Irj1"'rm(rj,C) and
coo
to show that the operator defined by the symbol r,,(rj, t;) satisfies the
$0.1
BMO x L2 -' L2 estimate. This prompts us to apply Theorem 2, but

we run up against the difficulty that 7,,,,(rj,l=) does not satisfy condition
(3.1). On the other hand, we do have r,,(0,1;) = 0, because of the regu-
.ti
larity of r. As for condition (3.1), everything works well for fr]l < ICJ/2,
CIA
but the estimates do not hold if, for example, IC+rjl is very much smaller
CO'
than iei (which tends to infinity).

To get round this difficulty, we let Bp and 91 denote even functions
in D(IR) such that Ba(t) + 91(1/t) = 1, for all t E lR, and 90(t) = 1 if
`-r
13.6 Application to Calderon's programme 219
0:5 t < 1/3, 00(t) = 0 if t > 1/2 (so that 61(t) = 0 if t > 3 and 61(t) = I
if0<t<2).
We form the symbols/
1)
/ t r
and Cm(Th)=Tm(91,)61(ICI/1911)
Then b,,,, (rl, ) satisfies the hypotheses of Theorem 2, as a straightforward
calculation shows. The corresponding bilinear operator is bounded as
an operator from BMO xL2 to L2.
As for c,,, (71, C), we separately examine each term
r(t I/IjI), !O
where 0 < lnl < m. We write
7(C+77)61
(tj T(C+91) IC+911-01 I 1 l71lm
1911 IC+911- 1911- `1711
and observe that T(n+t;)/It:+77Im is a symbol of order 0, corresponding
to a bounded operator on L2(R) which acts on the result of the applica-
tion of the bilinear operator with symbol IC + 71 m 1771) This
symbol satisfies the hypotheses of Theorem 2 precisely.

We write the other terms in the form
m-I.I
rfkk r(C)61(111' arT(C) ( ICI) n 61 (L" 11911m
1911 / = ICIm-Ial `1771 J Ir,I 1911 /
and we apply Theorem 2 to the bilinear symbol
To pass from the case where b(x) is in S(R) to the general case
where b(x) is in BMO(R' ), we use the same argument as in the proof of
Theorem 5. The details present no difficulty, so we omit them.
We now come to the last part of Theorem 6. The proof is by de-
termining the restriction to x # y of the kernel Rm(x,y) of R,,,. This
restriction is given by
(y
R,(x, y) = c(m. n)I.c - yl -n-m (b(y) - x)a ff'b(x))
IaI<m
We let B and B' be two balls, of radius r > 0, in R", with centres xe
s,.
and T', respectively. We suppose that Ixo - xoI = 3r. We shall make
the operator R,,, act on certain functions supported by B' and calculate
the L2 norm of the restriction to B of the function obtained thereby.
But, to simplify what follows, we shall replace R,,, by the kernel 5,,,
defined by
(Ix - y11
r J R. (x, y)
yln+m6
Sm(x, V) = Ix -
`\
where 6 is an even, regular function, of compact support, equal to 0 if
t<1/2ort>6andequal toIifI<t<5. SO,ifxEB'andyEB,

we have Sm.(x - y) = Ix - yln+"`R,,,,(x, y). Now,
=rn+,y((x-y)/r).
Ix-yln+m9(Ix-yl/r)
where ry c D(R"`). We then write
-y(r-1(x - y)) = J eur-'C-(x-v)y(S) d
and this identity lets us separate the variables x and y, since

eir-t£-xe-ir-1
eir-1{ (x-1!) = .
Multiplication by unimodular functions does not affect the operator

norms and, by convex combinations, the norm of S,, is not greater than
Crm+''IIRmII-
Tb finish, we consider a function g supported by the unit ball of
RI, which is positive, of mean 1 and of sufficient regularity. Then
f xfl&g(x) dx = 0, if 101 < Ial and a i0, while the integral is (-1)k'Ia!,
if ,0 = a. Encouraged by this remark, we let act on the function
(8g)(r-'(y - xc)) and test the result on the ball B. With 1131 = m,
all the terms. apart from 8°b(x) and the integral I(BS) = f U1g((y -
xO)/r)b(y) dy, vanish. We do not try to evaluate the integral. Finally,
the continuity of S7, : L2(B') -' L2(B) enables us to write
fB la-3b(x) - 1( '11) I2 dr < CI BI
for I/3I = m. This is what we had to prove.
If m is an even integer, A' is a differential operator and R. = 0. But
the interesting conclusion would consist of replacing T systematically by
A"°R1,... , Al?,,, where R3 = (0/dx3)A-', 1 < j < n.
7 McIntosh's theory of multilinear operators

Let ¢(x) E L1(I11) be a function of mean 1, let V'(x) E L' (R") be a
function of mean 0, and, for all t > 0, let Pt and Qt be the operators of
convolution with fit and Ot, respectively, where bt(x) = t-n¢(x/t) and
similarly for Pt. We let b1.....bk be functions in L°O(Rn) and we let
4..1
Bl,... , Bk denote the corresponding operators of pointwise multiplica-

tion by those functions. We intend to construct bounded operators on
two
L2(Rn) by McIntosh's formal calculus ([66]). That is, we begin with a

function m(t) E LO° (0, oo) and we aim to define the operators
°o
(7.1) Lk = f QtB1PtB2Pt - BkPtm(t) t
0
13.7 McIntosh's theory of multilinear operators 221
as the limit, in the strong operator topology, of

R dt
R = f QeBiPe ... BkPtm(t) ,
It is possible to show that this programme has no chance of success

unless we make more restrictive hypotheses on 0 and 0. However, the
following are sufficient conditions:
C C
(7.2) I0(x)I < (1 + lxl)n+1 and lofh(x)I (1 + Ixl)"+1 '
C
(7.3) (x)I (1 + Ixl)n+1'
Jb(x) dx=0, IV(x)I< n+1
(1 + cl)
I
Using the theory of Calderon-Zygmund operators and David and Jour-

ne's T(1) theorem, we shall establish the following theorem.
Theorem 7. Assuming (7.2) and (7.3), the operators converge
to Lk in the strong operator topology and Lk is a Calderon-Zygmund
'C7
operator.
We first of all remark that the "truncated operators" Lk6,R) are special
cases of the general operators Lk, because the truncation can be obtained
by replacing m(t) by 0 outside [e, R]. To simplify the notation, we shall
therefore work directly with Lk, but with the proviso that m(t) has
support in the interval [e, R]
The kernel Lk(x, Y) of Lk is given by
r
Lk(x, Y) = t(x - ul)bl(ul)5t(ul - u2)b2 (n2) ...
J0
dt
... bk(uk)bt(uk - y)T1z(t)
and we thus have
*141)(X-y)dt
ILk(x,y)I f 0oo
The estimate of I Lk (x, y) l finishes by remarking that the convolution
product of k copies of (1 + lxl)-n-1 is bounded above by C(k,n)(1 +
lxl)-n-' and then applying the inequality
1 1 dt C(n)
<
Jo to(1+t-'Ix -yl)"+1 t - Ix-ylI1
To estimate I Lk (x, y) - Lk (x', y) 1, we use the inequality
la 11711)7,+i
IV't(v)-,Or(a)l Clv
to Gn(i + t
for 0 < a < 1, and finish as above. This gives

ILk(x,y)-Lk(x',y)I <-Ck,alx'-xIa(Ix-yl-n-"+I. -yl-"-,Y
The same argument works for
I Lk (x, y') - Lk (x, y) I.
We have not yet used the hypothesis f tb(x) dx = 0. This comes
in when we use David and Journe's T(1) theorem and an induction
argument to prove the continuity of the operators Lk. We have Pt(1) = 1
and thus Lk(1) = Lk_1(bk) E BMO, since, by induction. Lk_1 is a
Calderon-Zyginund operator. On the other hand, 'Qt(1) = 0 and thus
tLk(1) = 0.
The weak continuity is established by showing that.
IILk(xw)IInMO < Ck,
where X;,,(x) = eu'''x. Here, again, Lk(x,,,) = Lk"il(bkX,,,). where m(t) is
replaced in L(-)1 by m(t)
The starting point for these induction arguments is the fact that L0 _
f Qtm(t)t-1 dt is bounded on L2(R). We show this by observing that
Lo is a convolution operator whose symbol fo dt belongs
to L°°(R"). Indeed, I i(Z;)I < C(a)II=I', for 0 < a < 1, because Ir,')(x)I <
<-J
C(1 + IxI)-r-1 and f a,b(x) dx = 0. For large values of It:I, we integrate
f e-"-£a/'(x) dx by parts and (if I >- 161 > - - - get
N1 dx
S1 3xl
whose modulus is bounded above by
Let us now show that L(kF.R) converges strongly to Lk, when e -, 0
andR ->oo.
We suppose that f lies in the linear subspace V of L' (lib") which
consists of those functions f E S(R) whose Fourier transforms vanish
in a neighbourhood of 0. By Plancherel's identity, we immediately see
that IIPtfII2 = O(t-1) as t -> oo and that IIP1 f - f 112 = O(ta), when
0<a<1andt--.0.
We split f°° Q, ... BkPtm(t)t-1 dt into f°° and do the same for
Lk6'Rl.In the first integral, we replace Ptf by f, which reduces the
problem to studying 1(bk f ). We then use the induction hypothesis.
i
The second integral and the error term introduced into the first are
absolutely convergent, so passing to the limit poses no problems.
We have established Theorem 7. Now for some variants. For 0 < j <
k, we consider the operators
(7.4) L.7.k = P,BI ... PtBj QtB1+1 Pt ... BkPPrn(t) dt
J
U t
where Lo,k is defined by (7.1) and Lk,k = f,00 PtBi ... PtBkQtm(t)t-1 dt.
13.7 McIntosh's theory of multilinear operators 223
c'q
With the hypotheses (7.2) and (7.3), all these operators are Calderon-
..a
Zygmund operators, bounded on L2(Rn).

We are going to compare the operators constructed in this way with
4..
those defined by Theorem 1. To simplify the discussion, we shall streng-
then the hypotheses in both cases. That is, we shall suppose that (3.1)
holds, whatever the integer N (but the constant C will depend on N).
We further suppose that, in Mclntosh's formal calculus, 0 and b belong
to the Schwartz Class S(lil;n) and that all the moments of -0 are zero.
Then we have
cad
Proposition 5. The operators L3,k, defined by (7.4), are special cases

.0,b
of the operators defined by Theorem 1, in which 7r(77, C) = 0, if rij+1 +

. + = 0 (and 7r(77, C) = 0 for C = 0, when j = k).
Conversely, every operator arising out of Theorem 1 whose multilinear
,j+
symbol satisfies this condition may be written as a convergent series of
operators L3,k constructed by means of different choices of the functions
0 and m.
Lastly, every operator defined by Theorem 1 may be written as a
convergent series composed of operators of the form L3,k (0 < j < k).
L60
The last assertion is a consequence of the first two. Indeed, let

3'o
Xo (n, C), ... , Xk (77, C) be k+ 1 functions which are homogeneous of degree

zero, infinitely differentiable except at (0, 0), and such that X3 (r7, l=) = 0
s+,
on a conical neighbourhood of r7 j+l + - - + 1)k + t; = 0, 0 < j < k, and

Xk(r7,C) = 0 on a conical neighbourhood of C = 0. The significance: of
these conditions and the fact of the existence of Xo,... , Xk become obvi-
o~'
ous if we restrict attention to the sphere 1,112 + Iel2 = 1. The intersection

of the compact sets C = 0, ilk + C = 0,..., 711 + Tlk + C = 0 on the sphere
is empty and the existence of the partition of unity is classical. We then
v,.
ten.
take a multilinear symbol 7r(q,i;:) which satisfies (3.1) and decompose

+ Xk (77, C)7r(77, C). We can apply the second
4{p
it as Xo (rj, C)ir(q, C) + -
paragraph of Proposition 5 to each term.
The first paragraph of Proposition 5 is obvious. For example, the
sky
multilinear symbol of Lk is
(7-5) r(17, C) =J oo G(t(?71 + ... +77k+C))(t(,+ ... +77k+)) ...
t
'y>
... 0(7)k + C))c(tC)m(t)

and (3.1) follows immediately. It is worth remarking that 7r(77, C) is
homogenous of degree 0 if m(t) is a constant function.
We obtain the second statement of Proposition 5 by a method of
cow
separation of variables which we have used before, in Section 3. We

224 13 Mudtidinear operators
shall use it now in a slightly sharper form, described in the following

lemma, for which we need to fix some preliminary notation.
We let D(RP X 1R) denote the Schwarz space of compactly supported,
infinitely differentiable functions. We give it the usual topology. A
bounded subset B of D(IRP x ]R9) is a set of functions f E V whose com-
pact supports are contained in a fixed compact set and whose successive
derivatives satisfy uniform bounds.
Lemma 2. For each bounded set B C D(RP x Rq), there exist two
sequences gj(x) and h,(y), 3 E N, belonging to bounded subset,,; BI and
B2, respectively, of D(RP) and D(lR) such that every function f E B
may be written in the form
CO
(7-6) f (x, y) = E w9 (f )g3 (x)h3 (y)

0
where w3 (f) is a rapidly decreasing sequence.
As we have already had occasion to remark, we get (7.6) by the fol-

lowing three operations. Firstly, we periodify f in each variable, using a
sufficiently large period T. Secondly, we expand the periodified function
as a Fourier series. Finally, we use a cut-off function to separate f (x, y)
from the parasitic terms accompanying the periodification.
The three steps are all linear, so, if f (0, y) = 0, for all y, then gj (0) _
0, for all j E N.
Let us now analyse the multilinear operators of Theorem 1, using
McIntosh's formal calculus. We let w(g,C) be a function in D(Rn(k+I))
taking positive or zero values, which we shall suppose to be radial. We
further require w(77, C) to vanish in a neighbourhood of 0, but not,
of course, to be identically zero outside that neighbourhood. Mul-
tiplying w by a positive constant, if necessary, we can assume that
fO° L,) (h7, tl;)t-1 dt = 1, for (17, t;) # (0, 0). We now write
""J
7r(?J, C) = ire(tr1, t) tt , where 7rt(r7, C) _ 7r(t-177, t-IC)w(r7, ) .

y,7
J0
Since (3.1) holds for all N > 1, the functions 7rt(1;, 77) form a bounded
1r'
subset of D(R7 (k+l)). We shall analyse these functions, using Lemma 2

k/'
and the new variables 771 + - . - + 71k + C, 712 + + 77k + 1;, ... ,17k + t;, t;.
More accurately, we shall use the obvious generalization of Lemma 2 in
which the two variables x and y are replaced by the k+ 1 variables which
we have just defined.
Looking at the case 7r(77, l;) = 0 when 27, + + 77k + C = 0, we get the
13.7 McIntosh'a theory of mnltilinear operators 225
expansion
(7.7) t(27, )_ co mi (t)ai>s (rJl + ... { k + ) ... ak,J (1lk + C)b; (C) ,
0
where
(7.8) II m.3 (t) II r,' (o,o >) decreases rapidly,
(7.9) a1,j(0) = 0, and all the derivatives of a1,1 vanish at 0, and
(7.10) the functions a3,1, ... , akj and bj run through a bounded subset
mar.
of D(R").
If we now put
j(t') = a13(t'), b3(C),
we obtain 7x(77, C) as a series of operators arising out of the McIntosh
formal calculus, except for needing k different functions ¢.
The cases where 7r(77, ) = 0 for 172 + - - - + = 0,. - -, = 0 follow by
the same method applied to the terms 7x(77. C)X' (77, 6), ..-,7r(27, C)xk (71, )-
This concludes the proof of Proposition 5.
It thus seems that Theorem 1 and McIntosh's approach are equivalent
routes to the same results. This is not quite the case. Going back
and forth between functions and Fourier transforms always requires too
many hypotheses: for example, one cannot get the correct estimates for
the Caldercin commutators in the formalism of Theorem 1, because the
corresponding multilinear symbols are not sufficiently regular.
On the other hand, the success of McIntosh's programme first became
apparent in the analysis of these commutators. During his visit to Paris
in 1980-91, McIntosh rsuggested studying them by using the identity
oo (73(x) -,8(y))k
(7.11) PV f(y) dy
J 00 (x - yr)
dt
= PV J 7. [(I + itD)-1B]k(I + itD)-1 f
t
where D = -i(d/dx), b(x) E L°°(IR), B is multiplication by b(x), and
/3(x) is a primitive of b(x).
This identity was the starting point for the first proof of the L2 con-
tinuity of the Cauchy kernel on an arbitrary Lipschitz curve ([65]).
In fact (I + itD)-1 = Pt - iQt, where Pt and Qt are defined, as
above, using O(x) = e-HxI/2 and 7/;(x) _ -sgnxe-1"I/2. The func-
tion,O does not, however, have the regularity that we imposed above.
Now, note that Pt is an even function of t, Qt is an odd function, and
PV f iQt)B]k(Pt - iQt)t-1 dt can thus be split into a sum of
terms each of which contains the operator Qt at least once.
226 13 Multzlinear operators
We recognize our old friends, the operators of Theorem 7. When the

original proof was written, we did not have the T(1) theorem and the
analysis of the operator on the right-hand side of (7.11) was carried out
by relating the operator, using certain tricks, to quadratic functionals of
the form (f °C JQt(BPt)k fl2t-1 (lt)1/2. These latter were estimated using
appropriate "Carleson measures". This means that all the recipes to get
the L2 continuity of the Cauchy kernel on Lipschitz curves use essentially
the same basic ingredients: the Carleson measures. If we go back to the
proof of the T(1) theorem, they appear in the proof of the continuity of
the pseudo-product of a BMO function with an L2 function.
8 Conclusion
Despite the results described in this chapter, we have only a rudimen-
tary understanding of the multilinear operators 7r : (LOO )k x L2 - L2
r--
which commute with translations and dilations.

To illustrate this, let us consider, for k = n = 1, the bilinear symbol
1i!
7r(77, C) = sgn(77-1;). We do not know whether the corresponding bilinear
operator is bounded, as an operator from LOO x L2 to L2. If we were to
restrict ourselves to functions 7r (7,1, l;), defined on R2 \ {0}, and homoge-
neous of degree zero, we might dream of finding a Banach space E of
27r-periodic functions such that the norm of lr(cos 0, sin 0) in the Banach
space E was equivalent to the norm of the operator it : L°° x L2 - L2
corresponding to the symbol.
Even using Theorem 1, we know only that E C LOO (R/2irZ) and that,
tea,
for sufficiently large regularity r > 0, Cr is a subspace of E.

Going back to the special case 7r(77,1;) = sgn(77-t;) and using a duality
argument (as we did in Theorem 5) we may reformulate this problem in
aid
the following way. If f and g are in S(R), we put

dt
h(x) = PV f f (x - t)g(x + t)
00 t
and try to see whether there is a constant C such that IIhJ11 < Cf l f II2119002-
We end by remarking that the multilinear operators whose symbols
satisfy the hypotheses of Theorem 1 have other noteworthy continuity
properties, namely
IIir(al,...
, ak,1)1 k <_ CElal llp.... IIakllpk 1111k
Where 1 < p1, p2, ... , pk, q, r < oc and 1/r = 1/pi + - - - + 1/pk + 1/q.
The proof of these inequalities is much easier than in the extreme case
pi = - - . = pk = oo, given above, and the reader is referred to [68].
14
Multilinear analysis of the square roots of

accretive differential operators
1 Introduction
In this chapter we shall give an application of the general methods
presented in the previous chapter. We consider a second order differen-
tial operator L = -Ei E' (a/ax;)(a;,k(x)a/axk), where the functions,
ai,k(x) are in L°°(R") and the matrix A(x) = (a3,k(x))I<i,k<, satisfies
the following condition: there exists a b > 0 such that, for all E Cn
and almost all x E R",
n n
(1.1) Re CC
aa,kC3 k b(ISI I2 +... + I6&I2) .
1 1
We can see how well-founded this condition is when we consider the

bilinear form J(f, g) = f(L f )g dx. This form is defined, for f and g be-
longing to the Sobolev space H', by J(f, g) = f(A(x)V f (x)) Vg(x) dx,
where A(x) = (aj,k(x))1 <3,k<n and V f = (a f /ax1, ... , a f /(9xn). We
can then write (1.1) in the equivalent form
(1.2) WeJ(f,f) > 51IVf1I2.
T. Kato suggested studying the accretive square root S of the operator
L. We shall define S in the following section. The problem (still open)
is to show that the domain of S is H'. This result is obvious if L is a
self-adjoint operator, that is, if the matrix A(x) is self-adjoint. Indeed,
S is then self-adjoint and positive and we can write
BS(f)I12 = (S(f), S(f)) = (L(f), f) >- bIIof l12
We shall establish Kato's conjecture in the special case in which
14 Square roots of accretive differential operators
ono
228
IIA(x) - III. < e(n), where e(n) > 0 depends only on the dimension.
To do this, we shall write the operator in a form using the resolvent
of L, together with a series of multilinear operators which, after some
work, can be analysed using David and Journ6's T(1) theorem ([96]).
Towards the end, we shall return to dimension 1, where a version of
Kato's conjecture gives precisely the operator defined by the Cauchy
kernel on a Lipschitz curve.
2 Square roots of operators

We start with the self-adjoint case. Let H be a Hilbert space, with
inner product ( , ). Let V C H be a dense linear subspace and T : V -+
H a linear operator. We say that T is symmetric if (T f, q) = (f, Tg),
Fr'
for all f, g E V. The operator T is self-adjoint. with domain V, if one of

the two following equivalent conditions is also satisfied:
(2.1) V is a complete normed space for the norm (IIT(f )II2 + 11
(2.2) T + iI : V -+ H is an isomorphism.
Suppose, further, that (T f, f) > 0 for all f E V. Then there exists a
too
unique, positive, self-adjoint operator S such that S2 = T. The domain

W of S is the completion of V for the norm defined by ((T f, f)+II f II2)1/2.
Lastly, in a sense that we shall clarify,

ra
(2.3) S= 1TJ (T + A1)-1 A-1/2 dA.
7 o
To make the me ring of (2.3) clear, we consider a much more general
situation, in which T is no longer self-adjoint and positive, but has the
following properties:
(2.4) T is defined on a dense linear subspace V C H and takes values
in H;
(2.5) for all A > 0, T +.I : V - His an isomorphism;
(2.6) there is a constant C > 1 such that, for all A > 0, we have
II(T+AI)-1II <CA-1 -
Under these conditions, there exists an open sector S1 C C of angle
^C7
2a < 7r and axis of symmetry (-oo, 0), such that, for all t E SZ, T - (I
V -+ H is an isomorphism and
II (T - (I)-' II < where (= + iq E S2 .
What is more, the function F({) = (T +(I)-' is holomorphic in n, and
takes values in the algebra £(H, H) of bounded linear operators on H.
14.2 Square roots of operators 229
The spectrum v(T) of T is then contained in the complement E of Ii.

given by 101 < 7r - a.
Our intention is to define the operator (T + eI)-1/2, for all e > 0, in
the sense of the holomorphic symbolic calculus.
Figure 2
We observe that the spectrum of T + eI is contained in a + E. We

define the holomorphic function z1/2 in C \ (-oo, 0] (the cut is indicated
in Figure 2) and we let IF be a contour contained in (St + e) \ (-cc, 01,
as suggested by Figure 2. Then, putting T.. = T + cI, we get
(2.7) (T + eI)-1/2
= 1
27ri
J((I - T)-1c-1/2 d(
The integral is absolutely convergent, with values in £(H, H). It does

not depend on the choice of contour r, because ((I - Ti)' -is holomor-
phic in 11 + E.
Let us verify that (T + aI)-1/2(T + aI)-1/2 = (T + eI)-1.
To do this, we use two distinct contours F1 and I'2i which are of the
same type as F and satisfy the condition I(1- > 6 > 0, as S1 describes
t, and (2 describes I'2.
We write down (2.7) for each of r1 and I'2 and multiply the right-hand
230 14 Square roots of accretive differential operators
sides together. This gives

(Ci7 - TE)-1((2I - Te)-'C1 1/2(2 1/2 d(1 d(2 -
1
41r JS jl
To compute this integral, we use the identity
((II -T£)-1((2I -Ti)-'
= ((2 -(1)-' [(C'I -Te)-' - ((21-Tf)-'] .
This leads to two integrals. If as we may suppose, r1 is contained in an
open convex region bounded by 12, we have
1
2Iri 1.
((2 - (1)-' 5212 d(2 = 0.
while
12 d(1 = -C2 1/2
2rri fl (Cz
- C1)-1(1
CzEd(.
So we are left with
1
2rri
j'(c21_T)-'2_T-'
z
_
Since T,-' : H ---+ V is an isomorphism, TE1/2 : H --> H is an injective

operator. Indeed, if T "2(x) = 0, then T£ 1(x) = TE 112 (T 112(x)) = 0.
sox=0.
To simplify the notation, we set A = T,-1/2 and B = TeTE-1/2 We
know that BA = I and from this we shall deduce that the domain of
the (unbounded) operator B coincides with the image of A. We already
know that. Im A C Dom B. Let y c DomB. We put By = z = (BA)z =
Bx, where x = Az. Thus B(y - .e) = 0. But TE and TE 1/2 are both
injective, so B is as well. Therefore y = x and Dom B C Im A.
Let us verify that the domain is independent of e > 0. We write
Be = TETE 1/2 and show that BE - B,, E £(H, H), when 0 < e < r, < oo.
To simplify the proof, we observe that, by an obvious deformation of
the contour, we can reduce (2.7) to
TE 1/2 = 1 fo (TE + AI)-1a''/2 dA

00,
(2.8)
Next, we note that the £(H, H) norms of the operators T(T + AI)
are uniformly bounded in A > 0. To see this, it is enough to write
T(T + AI)-1 = I - A(T + Al)-' and apply (2.6). From this, it follows
that T(TE1/2 _TT 1/2) E L(H,H), which implies Bf - B,, E C(H.H).
We have thus established the first part of the following lemma.
Lemma 1. The image W of (T + aI)-1/2 : H -- H is independent
of a > 0 and this image is the domain of (T + eI)(T + eI)-1/2 which.
from now on, we shall denote by (T + al)1/2. On V it is also true that
(T + 6i)1/2 = (T + eI)-1/2(T + eI).
14.2 Square roots of operators 231
To prove the second assertion of the lemma, we show that T1/2Te =

TE on V. Indeed, every p E V may be written as p = T-' (x), for some
mil
x c H. As a result,
1/2)(7 1/2T- 1/2)
TE'12T i12(y) = TE,2T1,2T (c) = 7e'2(Tf7'f
= T112(TTE ' )TE ''2 = TI/2T-1/2(X)
=TTE 112TE 1/2(x)=x
thus concluding the proof of the lemma.
We have already indicated that TE/2 - T,'2 is continuous on H, for
0 < e < q < oo. More exactly,
(2-9)
IITE,2
- T1/211 < C27,

where C is a constant. The proof, which we leave to the reader, depends
on (2.8).
From (2.9), we deduce that, if x liras in the common domain W of
the operators TE 12, then lime je TE12 (x) exists. The convergence is to be
understood as convergence in H and the limit is denoted by T'/2(x).
In what follows, we shall need an integral representation formula for
calculating T1/2 directly. This is given by the following proposition,
which also summarizes the preceding discussion.
Proposition 1. With the hypotheses (2.4), (2.5) and (2.6), we define

the operators T 112, fore > 0, by (2.8). The image W = TE 1/2(H) is
independent of e > 0 and contains V.
For all x E V, the integral fo T(T+AI)-' (x)A-'12 dA is an H-valued,
Bochner integral, equal to f °O(T + AI)-'T(x)A-1/2 dA. For .c E V, we
may define
(2.10) T'V2(x) _ ? T(T+AI)-1(x)A-1/2dA.

7r Jo
The operator T1/2 : V -+ H then extends to W as an operator, still
E-+
denoted by T1/2, whose square on V is T.
To show that the integral is a Bochner integral, we split f0O into

fo + ff O. To deal with the first integral, we observe that T(T +AI)-' _
1 - A(T + AI)-' which, by (2.6), gives IIT(T + AI)-'II < C. Thus the
integral fo T(T + AI)-1(x)A-'/2 dA converges for all x E H. As far as
the second integral is concerned, we observe that, for all x E V, we have
T(T+AI)-'(x) = (T+AI)-T(x), and thus IIT(T+AI)-'(x)II = O(c-').
This ensures the convergence at infinity.
To prove (2.10), we return to TE = T + cI, e > 0, .c E V, and to the
integral
(2.11) T112(x) = 1 TC(TE + 1\I)-1(x)A-1/2 d),.
7r Jo
We shall apply Lebesgue's dominated convergence theorem. We again
observe that, for 0 < \ < 1, IITE(TE + AI)-111 < C and, for A > 1,
11TE + AI)-111 < Ca-1, uniformly in e > 0. Also, in the second case, if
x E V, then 11TE(x)11 _< C, for 0 < e < 1. Thus the right-hand side of
(2.11) converges to that of (2.10).
To conclude these remarks, we should note that the set of x for which
the right-hand side of (2.10) is a Bochner integral is, in general, strictly
contained in the domain W of T'/2. That is, for an arbitrary element
x c W, the integral (2.10) is not necessarily a Bochner integral. This
difficulty will be apparent when T is an accretive differential operator.
3 Accretive square roots

In what follows, we shall restrict to the special case where T : V H
is what T. Kato ([151]) calls a maximal accretive operator. This means
that, for all x E V,
(3.1) RRe(T(x), x) > 0
and
(3.2) I +T : V ---> H is an isomorphism.
Let us begin by verifying that properties (2.5) and (2.6) of the pre-
ceding section hold. We shall establish a slightly more precise result.
Lemma 2. An operator T : V - H is maximal accretive if and only if.
for all A > 0, T+,\]': V - H is an isomorphism and II (T+AI)-111 < A-1.
So what distinguishes the maximal accretive operators from those

J"'
studied in the previous section is that the constant C of (2.6) is 1.

Suppose that (3.1) and (3.2) are satisfied: let us establish (2.5). For
that, it is enough to check that S = I - (1 - \)(I + T)-1 : H , H is
an isomorphism, because T + AI = S(I + T) and then T +,\I will be an
ELI
isomorphism.
Clearly, S : H -- H is continuous. To show that S is an isomorphism,
it is enough to show that there exists a constant 6 > 0 such that, for all
xEH,
(3.3) Re (S(x), x) ? 611x112 .
To establish (3.3), we use (3.2) to write x = (T + I)(y), for some
14.3 Accretzve square roots 233
y E V. This gives
Re (S(x), x) = Re ((T + AI)(y), (T + I)(y))
= '\11Y112 + (A + 1) Re (T(y), y) + IIT(y)112
> b(IIy112 + 2 Re (T(y), y) + IIT(y)112)
= blIxli2 ,
where b = min(A,1).
We now show that II(T Since T +,\I: V --' H
+,\I)-1x1111x11
is an isomorphism, we can put x = (T + AI) (y). We must show that

II(T + AI)(y)II > \11y11, for all A > 0. But
II(T + AI)(y)112 = IIT(y)112 + 2A to (T(y), y) + A211YI12
2A211yI12-
Conversely, suppose that II(T+AI)-111 < A-1, for allA > 0. Then, for
all x E H, IIT(x)112 + 2A Re (T(x), x) + A2IIxI12 >- A211x1I2 If Re (T(x), x)
were strictly negative, for some x c H, then the preceding inequality
would not hold, for some small enough value of A > 0.
Similarly, we can prove the following result.
Lemma 3. An operator T : V -> H is maximal accretive if and only
if I + T : V -, H is an isomorphism and S = (I - T)(I + T)-' is a
'~l
contraction.
An operator S is a contraction if IISII < 1. The salient point is to
show that (3.1) is equivalent to 11(1 - T)xII < 11(1 +T)xII, when (3.2)
holds. To do this, it is enough to square both sides of the inequality and
expand.
Part of the symbolic calculus on maximal, accretive operators is given
by a classical theorem of von Neumann, which we now recall.
Theorem 1. Let H be a Hilbert space, S : H H be a contraction.
and P(z) = c0 + c1z + + c,,,,zm be a polynomial. Then
11P(S)11 :s sup IPWI
Izj<1
The idea of an accretive operator plays an indirect part in the proof
of Theorem 1, via the following remark.
Lemma 4. If IISII < 1, then T = (I - S)-1 is accretive and, more
precisely, Re (T(x), x) > IIxI12/2, for all x E H.
Indeed, if we put y = Tx, then the lemma is a matter of verifying that
Re(y,(I- S)y) ? 2(y-Sy,y-Sy),
which is equivalent to IIS(y)II <_ Ilyll.
We now prove the theorem. Let 0 < IzI < 1. We define the sesquilinear
formBZ:H -, Hby
zk((S.)kx,
B.(x, y) _ (x, y) +>(zk(Skx, y) + y)) .
1
The series converges because IISII S 1 and IzI < 1. Putting y = x gives
00
BZ(x,x) = IIxII2+2 to zk(Skx,x) = Me((I-zS)-1x,x)-IIxII2 >_ 0,
by Lemma 4.
I'he proof of the Cauchy-Schwarz inequality now gives
IB.(x,y)I <_ BB(x,x) B (y,y)-
Putting z = re's, 0 < r < 1, and writing BB for B,, shows us that
(j2 IBe(xx)IdO)`(j21r
jIBo(x)IdO < IBo(yy)I do)
= 2irIIxjIIIyII
To finish the proof of von Neumann's theorem, we look at the integral
F+.
2a
I 27r J 0
Bo(x, y)P(e-'O) d= (P(rS)x, y) .
For supiz1<1 IP(z)I < 1, we get III S IIxIIIIyII, so that IIP(rS)II < 1 and
thus, on passing to the limit as r -' 1, IIP(S)II < 1, as required.
at us return to the symbolic calculus of accretive operators. We let A
denote the Banach algebra of functions which are holomorphic on We z >
0, continuous on ate z > 0, and tend to a limit as IzI - oo. An obvious
consequence of von Neumann's theorem is the following proposition.
Proposition 2. Let T : V - H be a maximal aecretive operator. Then
there exists a unique algebra homomorphism X : A - C(H, H) such that
X((A+z)-1) _ ()\I+T)-1, for all A > 0, and such that IIX(f)II S 111II=,
forfEA.
To see this, we use the transformation S = (I- T) (I +T)-1 to reduce
to the corresponding statement, in which A is the disk algebra and S is a
contraction. The proposition then follows from von Neumann's theorem
and the fact that the polynomials are dense in the disk algebra.
For certain applications, we have to enlarge the algebra A a little,
t^'
1..
replacing it by the algebra B of bounded holomorphic functions on

$2e z > 0 which are continuous on $2e z > 0. We no longer require a
limit at infinity.
If f E B, then
.."
f (z) belongs to A, for all e > 0.

As a consequence, the operators ff.(T) = X(ff) form a bounded family.
G].
14.3 Accretive square roots 235
Let us show that, for each x E H, fE (T) (x) converges to a limit which,
4.'
by definition, will be f (T)(x). We may restrict attention to x E V,
because V is dense in H. So we write x = (I + T)-' y, for some y E H.
Everything works out as if f (z) were replaced by g(z) = f (z)/(1 + z).
Since the functions g(z)/(1 + Ez) converge to g(z) in the uniform norm
on A, the operators fE (T) (I + T) -' converge to g(T) in operator norm.
off
The strong convergence of the f6(T) follows.

We leave the reader the task of verifying that the extension of X : A -i
£(H, H) to B is still an algebra homomorphism.
As an application of these ideas, consider the function f (z) = e-'Z,
for t > 0, and form St = f (T). We have constructed the semigroup of
'.J
contractions with infinitesimal generator -T. This sernigroup has the

property that St converges strongly to the identity as t --- 0. Conversely,
G.0
every strongly continuous semigroup of contractions is generated by a

gyp'
maximal accretive operator. The interested reader is referred to [151].

We return to the problem of square roots.
If T is maximal accretive, then T(T + XI)-' is itself accretive, for
..,
any A > 0. Indeed, we can write this operator as I - A(T + )I)-' and
A(T + AI)-' is a contraction.
Every linear combination with positive coefficients of the operators
C3.
T(T + AI)-' is still accretive and we thus have 3.e (T'/2x, x) > 0, for all
6V.
.e E V. By continuity, this property extends to W, the domain of T'12.

C++
But we still must show that T1/2 : W --- H is maximal accretive. In

other words, we must show that T1/2 + I : R'--+ H is an isomorphism.
Fn'
...
Recall that W is defined as the image of (T + I)-1/2. So it all comes

down to showing that (T'/2+I)(T+I)-'/2 : H --+ H is an isomorphism.
To do this, we compare (T'12+I)(T+I)-'12 with (TI/2+I)(T+I)-1h/2.
Now TE"2 : W --- H is an isomorphism, as we established in the
previous section. Further, T1/2 is accretive, as is TE 1/2. The operator
I + Te 1/2 : H - H is thus an isomorphism. This operator may also
..N
be written in the form (1 + TE /2) TE "2, so I + TE "2 : W -i H is an

`gym
isomorphism. Thus (TE/2 + I)(T + I)-'/2 is an isomorphism.

Fn'
We now show that there is a constant y > 0 such that, for 0 < E < 71,
where g > 0 is sufficiently small, and for all x E H,
U~'
(3.4) II(T''2 + I)(T + I)-'I/2xll ? yIIkII

Few
To establish (3.4), we first remark that II(TE/2 + I)yII2 > IIT 2yII2 +
IIyII2, for all y E W, since T1/2 is accretive. But we already know that
Imo
IIT1"2 - T1/211 < C f. Also, T'/2 and (T + I)1/2 differ by a bounded

.-.
c.;
operator on H. Lastly, IIxii + IIT'12xII and 11 (T + 1)112X11 are equivalent

norms on W. Putting these facts together gives (3.4).
'6b
II(Tf,2
Obviously, + I)(T + 1)-'/Ill < Co, if 0 < e < 1. Finally,
(T1/2 + I)(T + I)-1/2 is an isomorphism of H with itself, because the
norm of the difference between this operator and (T''2 + I)(T + I)-1/2
does not exceed Cl f, whereas Co and -y > 0 do not depend on e > 0.
We summarize the above:
Proposition 3. Let T : V --' H be a maximal accretive operator.
Then there is a maximal accretive operator, which we write as T1/2,
whose domain W contains V and whose square is T. In particular,
W = (I +T)-1/2H and
(3.5) I jT(T+AI)_lA_h/2dA.
!Z.
T1/2 =
As we have already remarked, the integral on the right-hand side is a
Bochner integral when applied to x E V.
Proposition 3 may be sharpened. In fact, there exists a unique max-
imal accretive operator L whose square is T. The reader is referred to
[1511, where this assertion is proved.
4 Accretive sesquilinear forms

We should not give applications without first constructing a maximal
accretive operator.
Throughout this section, we shall use Ho to denote the Hilbert space
that we have hitherto denoted by H. We shall write HI C Ho for a dense
linear subspace which is itself a Hilbert space for an inner-product ( , )
and norm . The inner product and norm on Ho will be denoted by
( , ) and
We suppose that the injection H1 y Ho is continuous: there is a
Ink
constant C such that lxI _< ClIxII, for allx E H1.

We have in mind an application in which Ho = L2(lR" ), H1 is the
III
Sobolev space H' (R), ), and (f, g) = f' f (x)g(x) dx + fR V f - Vg dx.

The Riesz representation theorem shows that, for every y E Ho, there
is an element z E H1 such that (x, y) _ (x, z), for all x E Hl. V6e
`..
put z = J(y) and it is a triviality to show that J : Ho --+ Hl is linear.

continuous and injective. We let H2 C H1 denote the image J(H0) and
we have
(4.1) (x, y) = (x, J-' (y)) , x E H1, y E H2 .
In the concrete example, J = (I - A)-' and H2 is the Sobolev space
H2(R,,).
Finally, we let T : H2 --- Ho be the operator J-1.
14.4 Accretive sesquilinear forms 237
All this has been done so that T is a self-adjoint positive operator.

This preliminary construction is a special case of what we shall now do.
We replace (x, y) by a sesquilinear form B : Hl x H1 - C, that is, a
form satisfying the following properties:
(4.2) B(ax + f3y, z) = aB(x, z) + $B(y, z)
and
(4.3) B(x, ay + /3z) = aB(x, y) +, B(x, z)
for x, y, z E HI and a,,8 E C.
We shall further suppose that there exist two constants C > 7 > 0
such that
(4.4) IB(x,y)I < CIIxIIIJyII
and
(4.5) 2eB(x,x) >'vIIx112.
Ignoring Ho for a moment, we see that there exists an isomorphism
S : H1 - H1 such that B(x, y) = (S(x), y), for all x, y E H1.
Using the isomorphism T : H2 -- Ho that we constructed above, we
put TB = TS. The domain of TB is the subspace V C H1 defined by
the condition S(x) E H2.
By our construction, S : V --+ H2 is an isomorphism (between these
two subspaces of H1) and TB : V -+ Ho is an isomorphism.
By (4. 1), for x E V and yE Hi,
(4.6) B(x, y) = (TBx, y)
and, for all x E V,
(4.7) 2e (TBx, x) > 'YIxI2.
It is worth remarking that TB and V depend non-linearly on B. The
operator TB is maximal accretive, with domain V.
We have established the following result.
Proposition 4. Let B : H1 x H1 - C be a sesquilinear form satisfying
(4.2) to (4.5). Then there exist a subspace V C Hl and a maximal
accretive operator TB : V -' Ho such that, for all x E V and y E Hi,
(4.8) B(x, y) = (TB W, Y)
Word of mouth attributes the following question to T. Kato ([1511).
Is it true that the domain W of the accretive square root TB'2 of the
operator TB, which we have just constructed, coincides with the space
Hl? In other words, is the domain of the square root the domain of the
form?
McIntosh constructed the first counter-examples and thus showed that
we could not expect a positive answer in complete generality. We there-

fore need to restrict ourselves to the special case of square roots of oper-
ators T = - div A(x)V, where A(x) satisfies the conditions given in the
introduction- It is this restricted problem which we call Kato's conjec-
ture and we shall describe it in detail.
5 Kato's conjecture
We start with an nx n matrix A(x), whose entries ajk(x), 1 < j, k < n,
are in L'(Rn). We shall suppose that there exists a constant b > 0 such
that, for each vector ((I, ... , (n) E C7,
(5.1)e n
1
n
1
ja-k(x)C7(k ? 6(1(112 + ... + I(nI2)
for almost all x e Rn.

We consider the sesquilinear form B, defined on H1(Rn) x H1(R"z) by
n "a
(5.2) B(f, 9) _ aik(x) GX, k de .

Jan
We then have
(5-3) IB(f,9)I c CIIVfII21IV9I12
and
(5.4) Re B(f, f) > III Vf II2 -
We are not in the situation of the preceding section, because II Vf II2

is not the norm of f in H'(W'). We right ourselves by considering the
form B(f, g) = B(f, g) + f'R f g dx. Using B(f, g), we construct the
maximal accretive operator TB, with domain V. This operator can be
written as TB = TB + I and we have
(5.5) B(f,g) = (TB(f ), 9) , f E V, g e H1.
The operator is maximal accretive and its domain is V. Returning
to the construction of a maximal accretive operator via an accretive
form, we immediately verify that the domain of TB is the vector space
V C H'(R") of those f for which div(A(x)Vf) is in L2(R"). We note
that A(x)Vf is a vector whose n co-ordinates belong to L2(Rn). Its
divergence must therefore be calculated in the sense of distributions.
This characterization of the domain of TB is compatible with the
general rules defining the domain of an operator obtained by the com-
position of unbounded operators: at each stage of the composition, all
the calculations must be well-defined. So we may write
TB (f) = - div(A(x)V f) .
14.6 The multilinear operators of Kato's conjecture 239
Kato's conjecture is that the domain of the accretive square root of TB
['h
is H'(JY").
We shall prove the following theorem.
Theorem 2. For each integer n > 1, there exists a constant e(n) > 0
such that, if III - A(x)II < e(n), the secretive square root T11' of TB
may be written in the form
(5.6) T'2 = ERj(A)D?, where D2 = -ixi ,

i
and where the operators R; (A) are functions of A(x), which are holomor-
phic on the open set III-A(x)II,,. < e(n) in (L°O(Rn))'2 and take values
in the algebra C(L2(lRn), L2(Rn)) of bounded operators an L2(IRn).
Further, the operators RI (I), ... , Rn(I) are the usual Riesz trans-
forms.
Finally, the operators R3 (A), 1 < j < n, extend as continuous op-
erators from U'(lRn) to LP(IRn), for 2 < p < oo, and from L°°(IRn) to
BMO(IRn).
The theorem evidently implies that H' (Rn) is contained in the domain
W of T a2. Let us show that the theorem, once we have established it
for the matrix A(x) and its adjoint A*(x), implies that W = HI(]Rn).
Let B* denote the adjoint of the form B. B* (f, g) = B(g, f) - Then
the adjoint of TB is TB. and the adjoint of TB112 is T'.2. To verify
do`
this statement, all we need do is go back to the integral representation
formula (2.10).
So B(f, 9) = (T'B f, g) = (T'B,2T /2f, g) = (T ,2f, T .2g), if j is in
the domain V of TB and g E HI (lRn). We can extend the identity
B(f,g) = (T(2f,T .2g) to H'(lR") x H'(lR").
E-+
Putting g = f, we get
(5.7) bllvf112 < cB(f, j) _ file (Tt2 f,T 2 f) <_
Since we are supposing that IIT'2fII2 < CIIVfII2, We get IIT ,2fII2
6C-I II Vf II2, and the domain W of T '2 is thus Hl (R").
6 The multiliinear operators of Kato's conjecture

Following the approach of Chapter 13, we intend to construct the
operators R. of Theorem 2 by expanding each of them as a series of
multilinear operators and then establishing the convergence of the series.
To simplify the notation, we shall write T instead of TB in all that
follows.The maximal accretive operator T corresponding to B was
defined in the preceding section and we intend to show that its accretive
square root may be written as
00 n
(6.1) T1"2 = E F Rjm(A)Dj,
m=O j=1
Where D1 = -i(a/axe) and the operators Rj,,,(A) are bounded on
L2(][tn). Moreover, we shall show that there is a constant C = C(n) > 0,
depending only on the dimension, such that the norms IIR?,,,,(A)II of the
operators Rjm(A) : L2(R") -- L2(Rn) satisfy
(6.2) IIRjm(A)II < CtII A(x) - III' for all m > 1.
The operators Rjo(A), 1 _< j < n, do not depend on A and are the usual
Riesz transforms.
Once we have established (6.2), it will follow immediately that
T1/2 : H' (lR') -+ L2 (]R") is continuous, for CIIA(x) - III ,, < 1.
The operators Rj,...(A) are multilinear in B = I - A-1 and will be
analysed by McIntosh's formal calculus (Chapter 13, section 7). The
analysis of their structure will enable us to deal with a more general
case than that needed for Kato's conjecture.
We return to identity (3.5). We substitute for the variable of integra-
tion A by putting \ = t-2, where t > 0. The reason for this change of
variable is that t has an important geometrical significance.
We shall obtain the multilinear expansion of T1/2, from the expansion
of the resolvent (I + t2 T)-I, by integrating with respect to t.
To compute this resolvent, we shall write t2T as the following compo-
sition of unbounded operators:
t2T = UAV.
",,
where
A is the operator of pointwise multiplication by the matrix A(x),

and
U = -tdiv : E -, L2(Rn), where E C L2(Rn) is the domain of
all
the divergence operator.

."y
A few obvious remarks will be useful in what follows. With the nota
'J'
tion we have introduced, I + UV = I - t2O, where L = a2/ax1 +___+

a2/ax22, and (I+ UV)-lU = Qt = -(I -t2O)-ltdiv. The operator Qt
'°O
is a convolution operator with symbol

-itS1 -itt"n
(1 +t2IÌ2'...' 1+t2ICI2
can
Similarly, the operator Zt = I - tVQt is a convolution operator. It is

a classical pseudo-differential operator of order 0 whose matrix symbol

is
C (k_ 1+t2fE ))k1

where bjk=O,if j34 k,and1,if j=k.
The symbol of the Riesz transform R, is tj/lfl. If we put Pt = (I -
t21)-1, we may write
Zt = ((bjkl - (I - Pt)RjRk))j k=1 .
rye
...
.'t1
Let us clarify the meaning of t. The operator Pt is the operation of con-
volution by 4t, where Ot(x) = t-"4(t-lx) and Qi E L1(R"). More pre-
cisely, if Ix' > 1, then l f (x)I+iV0(x)I < C,,,.Ixl -"", for all integers m > 1,
`-'
but if lxI < 1, then 10(x)l < CJxl-"+1 and IV4(x)l < Clxl-n. This
means that O(x) is essentially supported by the unit ball and that, in
Q.,
essence, the "radius of influence" of Pt is t. The same remark is valid for
fir'
Qt, apart from two things. Qt(f) = f *vpt, where 41t = t-",0(t-1x). This
-6-9
time, is vector-valued, belongs to L' (]R"), and satisfies f tb(x) dx = 0,

whereas before f 41(x) dx = 1. On the other hand, 0(x) has the same
properties of regularity and localization as 41(x).
The case of the operator Zt is similar, except that the singularity at the
origin is more pronounced. Indeed, there is a tempered distribution Z E
S'(]R") such that the distribution-kernel of Zt is given by t-"Z(t-1(x -
y)). The restriction of Z to IxI > 1 coincides with that of a function in
the Schwartz class S(R"), Z is infinitely differentiable on ]R" \ {0}, and
the radius of influence of Zt is t.
We shall use the fact that Zt = pt + irt, where the distribution-kernel
II.
of the singular part pt is supported by Ix - VI < t and where in is the

may'
operator of convolution with wt = t-"w(t-lx), where w(x) E S(]R").

We return to (I + t2 T)-1. Recall that A is the operation of multipli-
cation by the matrix A(x). We put A-1 (x) = I - B(x) and let B denote
the operation of multiplication by the matrix B(x). We shall expand
(I +t2T)-1 as a series of powers of the operator B, using the identity
'°C
(6.3) (I + UAV)-'UA = Q(I - BZ)-1,

where U, A, and V are now arbitrary elements of an associative algebra,
where Q = (I + UV)-'U, Z = I - VQ, and we suppose that all the
inverses we have written down actually exist.
The proof of (6.3) is an exercise in algebra which we leave to the
reader. The particular choices of the operators U, A, and V that we
need play no role in that proof.
In our situation, Z = Zt : (L2(IIt"))" -. (L2(P"))" is bounded and the
operator norm of Zt is independent of t. As a consequence, the norm of
BZ = BZt is strictly less than 1, if III-A(x)II, < e(n), where e(n) > 0
is sufficiently small. We can, therefore, expand the right-hand side of
(6.3) as a Neumann series >o Q(BZ)n`. Going back to (3.5), we get
(6.4) T1"2 = > Rj (A)Dj
where
(6.5) =UJ=Qt(I-BZt)-1;=-t
Nom'
Lm,
0 0
Rn(A)
with
dt
(6.6) Lm = f Qt (BZt )m
o t
We shall show that there exists a constant C = C(n) such that
IILmII <_ CtmIIB11"', for all 7n > 1. This will let us establish the con-
tinuity of the operators Rj (A) acting on L2 (Rn), on condition that
R''
CIIB(x)11.,, < 1, which will be the case if III,, - A(x)11,,, < e(n), where
c(n) is small enough. r--
Let us forget about part of this setup to explore the operators L,,, in
a form which is both simpler and more general.
For one thing, we shall consider only scalar operators, which will cor-
6F7
respond to the entries of the preceding matrix operators.

We start with two convolution operators. Let Pt and Qt be the
operators of convolution with 4t and V)t, respectively, where Ot(x) =
t-"4)(t-lx) and bt(x) = t-' (t-lx). The functions 0 and 0 satisfy
the same conditions as before: if lxI < 1, then 10(x)l < Clxl-n+l ,
IVO(x)I < CIxI-n, and similarly for zP, while, for IxI _> 1, 0, 0, and
their gradients decrease rapidly at infinity. Lastly f fi(x) dx = 1 and
f 1b(x) dx = 0.
Next, let 7n(t;) be a function which is infinitely differentiable on Rn
{0} and homogeneous of degree 0: nz(at;) = m(e) for all A > 0 and
o°"
0. In the special case of Kato's problem, m(l:) is one of the functions

fir'
cad
We let R : L2(Rn) -, L2(lR) denote the convolution operator

whose symbol (or multiplier) is m(l;). Then R is a Calderon-Zygmund
operator and thus bounded on LP(R'), for 1 < p < oo.
The final hypothesis is that we can decompose the operator Rt =
(I - Pt)R into Rt = pt + 7rt, where the distribution-kernel of pt has
support in Ix- yj < t and lrt is the operator of convolution with wt(x) _
t-"w(t-ix), where w(x) is in the Schwartz class S(RT).
We note that the operator pt is bounded on LP(Rn), for 1 1. We suppose that Ilb11100
1, ... , Il bm l l . < 1, so that Bl, ... , Bm axe contractions on L2 (Rn ).
With this notation and these hypotheses, the following result provides
a generalization of Theorem 2.
Theorem 3. There exists a constant C, depending only on the func-
tions 0, bi, and the operator R, such that, for all integers m > 1 and
every function µ(t) E L°° (0, oo), the integral
J °° QtB1R, ... B,,,,RtFt(t)dtt
0
converges strongly to an operator Lm: L2(Rn) _, L2(Rn) whose norm
does not exceed C'nllpll,,,,.
Fbrther, there exists a constant C' such that the restriction L,,,, (x, y) of
the distribution-kernel of Lm to the complement of the diagonal satisfies
(6.7) fIx-81>_21x'-=I
ILm.(x,y)-Lm(x',y)Idy<-C'mIIpII,.
The rest of this chapter will be devoted to the proof of Theorem 3.

To do this, we introduce two variants of the operator L,,,, namely
Lm= j
0.1
QtB1Rt ... Bm1RtB,,,Ptp(t)
Li22,l = f
0
00
Qt B1Rt B dt
t,
where Wt is the same as Pt, except that the function ¢ is replaced by
0.:,
the Gaussian 7r-n/2 e-IxI2.

The three operators L,,,, LW and L(,n) are related in the following
ways. Firstly, Lm = L,,,_1BmR - L,i,1)R, because Rt = (I - Pt)R. Thus
the continuity of L,,, on L2(llr) follows from that of L,,i_1 and Li,nl.
Secondly, Lm(1) - Li,nl is a continuous operator on L2(lR t). To see this, we
consider the more general operators of the form J = fo QtAtQtt-1 dt,
where Qt and Qt are defined in the same way as the operator Qt of
Theorem 3 and where the norm of the operator At : L2(Rn) _.-, L2(Rn)
is bounded uniformly in t. The operator J is bounded on L2(Rn), as
the next lemma shows.
Lemma 5. With the above notation, the integral ('° QtAtQtt-1 dt con-
verges strongly to a bounded operator on L2(llln).
To begin with, we shall suppose that At = 0 for 0 < t < e and
for t > R and we shall give a uniform estimate for the corresponding
operator J = f o'00 QtAtQtt-1 dt. From this we shall deduce the strong
convergence of the integral with respect to t.
To estimate IIJII, we evaluate (Jf,g), when IIf112 S 1 and 119112 :5 L
(Jf,9) = f0(AtQtf,Qt9)
and the Cauchy-Schwarz inequality gives
00
dt
1/2 (jOO 2
I(Jf,9)I < \ IIAttfII) IIQt9II2 t)

Because the operators At are continuous, we can replace IIAtQtf II2 by
C0IIQ1III2 The operators Qt, Qt, and Qt have the same structure, so
it is enough to show that
1/2
(6.8) d
II QtfII2 t C1IIfII2.
To verify (6.8), weuse Plancherel's formula and this leads to estimat-
ing the double integral
oo
(6.9) (C)I2 g
Jo J n
The conditions on O give IaG(C)I < C2ICI, when ICI < 1, and I4(C)I <
CsICI-s, when Iei > 1 and 6 E (0,1). As a consequence,
00
d
(6.10)
J tt < C3,
'S7
from which we reach the desired conclusion.

To establish the strong convergence of the integral defining J, we must
show, for fixed f E L2(R'i), that II fJ QtAtQtft-1 dtII2
- 0 as T --' oo
and as T' - 0. (We suppose, of course, that T' > T.) Proceeding as
before, we have to calculate the limit of fR fT I(q)I2I f (C)I2t-1 < dt
By (6.10), we can use Lebesgue's dominated convergence theorem to
conclude.
The study of the operators L,,, thus reduces to that of the operators
L,(2). J.L. Journe showed that the kernel Ll,nl (x, y) of Llnl satisfied the
conditions of a Calder6n Zygmund kernel. This led him to use the T(1)
theorem to establish the L2 continuity of Since Wt(1) = 1, we have
(6.11) L,nl(1) = Lm-1(bm)
This means that the induction argument we use must zigzag between
the operators Lm and LM( and will require (6.7). The proof of (6.7)
will be direct, making no appeal to induction. Now (6.7) gives us the
constant C'. Then the T(1) theorem, applied to will let us establish
14.7 Estimates of the kernels of the operators L2) 245
that
(6.12) IIL12)II CoIILm-iII +CIm-1

which will, in turn, lead to
<CoIILm-iII+C1"_1+C1.
(6.13) IILmII
The latter inequality gives the claimed growth of the operator norms of
the L,,,.
Before concluding this section, we explain how the induction starts
and how the other hypotheses of the T(1) theorem are verified.
The operator Lo is given by Lo = fo Qtp(t)t-1dt. This is a convo-
lution operator. The corresponding symbol is fo (tt;)p(t)t-1 dt and it
is not hard to see that this symbol is in L°°(R"), using the estimates of
that we used earlier.
To prove the weak continuity property, we use Proposition 6 of Chap-
ter 8. We put xt(x) = esx'C and try to estimate the norm of L,(,2,) (xt) in
the space BMO. We get
(6.14) L;2)(XC) = Lln 1(Xfbm)
where
L(C) 1= f
0
00
QtBiRt ... Bm-1Rte t1t12/4/1(t) dt .
The same argument will give L2ll(1) E BMO and Li,nl(X) E BMO, the
only change being that the function µ(t) differs in each case.
(fl
Finally 'L(2) (1) = 0, because f fi(x) dx = 0.

The next two sections will be devoted to proving our assertions about
the properties of the kernels of L41 and L2). Once this has been done,
Theorems 2 and 3 will have been established.
L(92)
7 Estimates of the kernels of the operators
We explain the calculations which follow by considering a special case.
Consider the operator
rr
(7.1) L= PtAtPt dt
J0
where Pt and Pt are the operators of convolution with functions Ot and
¢t, respectively. These are defined by Ot(x) = t-' (x/t) and t(x) _
t-n¢(x/t), where 4 and ¢, unlike the functions we shall have to consider
in a moment, are Cl functions with supports in the unit ball. We further
suppose that the operator At : L2(Rn) - L2(R") satisfies IIAtII < Co
and that the distribution kernel At(x, y) of At is identically zero on
Ix - yI > t. In the terminology we used earlier, the radius of influence

of At is not greater than t. We shall show that, under these conditions,
the distribution-kernel K(x, y) of our operator L satisfies the estimates
(7.2) IK(x, y)I < C, Ix - yI-n
and
(7.3)
IOK (x,y)I+I ?(x,y)I <CiIx-yI-%-
To simplify the calculation, we suppose that and are real-valued
even functions. W e write # (u) = Ot(u - x) a n d 4 (v) _ (v - y).
The kernel K(x, y) is then given by the triple integral
t(x - u)At(u,v)cbt(v - y) dudv
j jn jn
where At(u, v) is the distribution kernel of the operator At. In terms of
that operator,
(7.4) K(x, y) = j(At) t
To get an upper bound for IK(x, y)I, we use the following trivial re-
marks. On the one hand, I(At tvl,.0exl)I Ct-",
for all t > 0. On the other hand, 0, if Ix - yI > 3t, be-
cause the supports of O and Atct$ are then disjoint. So the integral
°
'r3
on the right-hand side of (7.4) may be written as f sJ/3 ... t-'dt and
the estimate follows immediately.
The verification of (7.3) is similar and is left to the reader.
The treatment of the kernel L2) (x, y) of the operatorL,n) follows the
lines we have just described. There are, however, two new difficulties.
The first is to do with the localization of the functions ct and fit and the
operators Rt which are involved. The localization is no longer exact, but
only approximate. The second problem is that the function '0, which
!r'
defines the operator Qt, does not lie in L2, but only in LP, where 1 <
p < n/(n - 1). Instead of using the continuity of At on L2, we shall
need to use its continuity on such an U. But, at the same time, the
second function , which we use, must lie in LQ, where 1/p+ 1/q = 1, so
that is well-defined. This is certainly not the case for the
operator LI,YV, because the functions z/' and q5, from which Qt and Pt are
constructed, have the same type of singularity. However, all works out
well for because 0 is then replaced by a Gaussian function which
belongs to all the Lq spaces.
It is time to get down to details. The following lemma is due to
J.L. Journe. We consider functions a(x) and b(x) in D(R" ), which are
14.7 Estimates of the kernels of the operators L(,n) 247
positive, radial, and such that c(x) = (a * b)(x) = 1 on the ball Ixi < 1.
If 1 < p, q < oo are conjugate exponents, we put a(x) = (a(x))P and
,(3(x) = (b(x))Q.
Lemma 6. Let T : LP(Rn) - L"(Rn) be a continuous linear operator
whose distribution-kernel has support in Ix - yI < r. Then, for all
f E LP(Rn) and g E Lq(Rn),
(7.5) I(Tf,9)l !5 IITII f .(IfIp*ar)1/p(Igjq*16r)l/qdx,
where ar(x) = r na(x/r) and Pr(x) = r-n1(x/r).

This inequality is an improvement of the obvious estimate I (T f, g) I
IITII II f IIpIIgIIq, given by the continuity of T. We note that applying
Holder's inequality to the right-hand side of (7.5) would take us back to
the obvious estimate. The inequality (7.5) is particularly interesting if,
on the scale given by r, If I is small where IgI is large, and vice versa.
To prove Lemma 6, we write
(Tf, g) =f f T (x, y)f(y)g(x) dy dx=f fT (x, y)c(x r !)f(y)9(x) dy &c -
Now
r x-y - u b u-x
C
r rn Ja(Y r )( r du.
which leads to
c(x
III
r y)f(y)9(x) = Jf(v)9(x)du,
where
MY) = T a(y u)f(y)
and similarly for gu(x). Finally, the continuity of T gives
(Tf,9)I = II(Tfu,g.) dul < IITII fllfuhlphi9uhidui
= IITII jn (If I p * ,.)11p(IgIq * 1r)1/q du.
Here is our first application of Lemma 6. We let pt(x) = t-np(x/t)

denote the Poisson kernel: p(x) = c,,,(1 + Ixl2)-(n+l)/2, Where C" > 0 is
S'(1)
chosen so that f p(x) dx = 1. Let and S,(2) be operators defined by
kernels St(') (x, y) and St2)(x, y), satisfying
ISSI)(x,y)I <CPt(x-y), ISt2)(x,y)I ! CPt(x-y),
and
(2)
851)
t 8St
+ (x, y) < Ct-,Pt(x - Y), 1 < j < n.
8x3 (x, y) 8y3
248 14 Square roots of aceretive differential operators
We consider the operator L = f °° Szl)A5St21t-1 dt, where At satisfies

the same hypotheses as in the special case at the start of this section.
Then the distribution-kernel K(x, y) of L, restricted to x 36 y, will satisfy
(7.2) and (7.3). To see this, we put
f(t,Y)(u) = St2)(u,y), 9(t,a)(u) = St"')(u,x),
followed by
Kt (x, y) = (At f(t,s) , 9(t,X)) ,

and we have
°° dt
C''
t0
Journe's lemma applies to Kt(x, y) and gives
l1.
IKt(x,y)I <- C'oJ (If(t,v)I2 *at)112(I9(t,x)I2 *13L)112 du.
R^
By our hypoth es,
(I.f(t,a)I2 * at) 112 < Ctpt(u - y)
and
(j9(t,.) I2 * $t )112 < Cl pt (u - X).
The calculation ends by observing that
f pt(u - y)pt(u - x) du = (pt *pt)(x - y) = p2t(x - y) : 2pt(x - y)

n
and that
pt(x - y) .
1000
The calculation of (818xj)K(x, y) and of (e/8y3)K(x, y) is similar
may
and is left to the reader.

Armed with Lemma 6, we are ready to describe the regularity of the
a7+
kernel Lvn2)(.c, y) of the operator L(,n). The hypotheses and the notation
gyp
are those of Theorem 3.

Proposition 5. The kernels L(n2) (x, y) of the operators L(.,2) satisfy the
estimates
(7.6) IL((2)(x,y)I Co Ix- yI-n,
', 1 <1 < n,
(7-7) 8L(m)
8y' -
(x, y) < C o I x - yI
and, if Ix' - xI < Ix - yI/2 and e E (0, 1),

-"-E
(7 8) IL((2) (x', y) - L(2)(x, y)I < Co C£ I - xIEIx - yI
We recall that L(.,) = fe QtB1Rt ... B,._1RtBmWttt(t)t-1 dt, where
Rt = Pt + 7rt, the singular part pt having a radius of influence not greater

14.7 Estimates of the kernels of the operators L;,21 249
than t (which allows us to apply Journe's lemma.) The regular part

lrt is the operator of convolution with a function wt(x) = t-"w(xlt),
with w in the Schwartz class S(]R"). For the purposes of the proof, the
operators rrt and Wt will be included in a more general class, whose
Cow
elements are denoted by St. An operator will be written as St if it
is defined by a kernel St (x, y) which behaves like the Poisson kernel
pt(__- y) = ct(t2+ Ix-yl2)-t"+11/2, in the sense that, for some constant
C,
FYI
(7.9) ISt(x. y)I < Cpt(x - y) and lay? (x, y) < Ct-' pt(x - y) .
We begin by replacing all the operators Rt which appear in L;,21 by

the operators pt. Put At = B1pLB2 - - - B.n-1ptB,,,. We study T,n =
f °O QtAtWtt-1 dt, or, more generally, Tm = f °° QtAtStt-1 dt.
The distribution-kernel At(u, v) of At vanishes when Iu-vi > (m- 1)t
and the distribution-kernel T,,, (x, y) of T,,, is given by
(7.10) T.(x,y) _ JJt(x - u)A1(u,v)S(v,y)dudv.
We shall use Journe's lemma to estimate this integral. To that end, we
fix p E (1, n/(n-1)) and let co denote the norm of pt : LP(R) --* LP (R'),
which is independent of t. Then the norm of At : LP -+ LP is not greater
than co -1, and Journe's lemma gives
(7.11) jT,n(x, y)j < Cco ' r 00t 11 * a,.) '11(u - x)
uen
x (Iptl'*Or)1/I(u- y)du,
where r = (m-1)t. The constant C comes from ISt(x, y)I < Cpt(x- y),
where pt is the Poisson kernel.
To evaluate I l t I P * a,., when 0 < t < r, it is useful to note that, up
to a constant factor which is irrelevant to our needs, t"(P-1)J?JitjP is an
approximation, scaled by t, to the Dirac measure at 0. Taking account
of the normalizations of ar and of the Poisson kernel pr, we thus have
(7.12) (t"(p-11lptlp * a,_) (U) < Cr"(p-1,(Pr(u))y,
for 0 < t < r. Since r = (m - 1)t, we get the simpler form

(7.13) ( tI, * a,.) 1/P < Cm"/apr
and, similarly,
(7.14) (IptIq*fr)1/q <Cm"/ppr.
Thus, to estimate the right-hand side of (7.11), we calculate
p, (u - x)pr (y - u) du = (pr * pr) (x - Y) = p2, (x - y)
J
< 2rrtpt(x - y) .
Finally, we observe that fo pt(x - y)t-1 dt = c,t,Ix - yl-", which proves

(7.6), in the case of the operators T,,,,.
The geometric growth appearing in the right-hand side of (7.6) thus
comes from the operator norm of pt : LP -+ LP, this operator being
applied m - 1 times.
The proof of (7.7) is virtually identical. The only difference comes
1ti
from St(x, y) being replaced by (a/c`tyy)St(x, y), which is bounded by

Ct-1pt(x - y).
We come to the regularity in x of the kernel Tm(x, y). We put d =
Ix' - xI and ft(u) = 1t(x - u) - Vit(x' - u), which leads to estimating
I I (x, x', y) 1, where
I(x,x',y) = j JJ ft(u)At(uv)St(v)dudv .
t
We split the outer integral into fo + f d = Il + 12-
To estimate II,I, we deal separately with the two terms of which ft(u)
is the difference and get, using the previous calculations,
2d
c /' dt
`''
dt
pt (x - y) t +cv J pt( - y) t < Cc. dJx - Y1-("+i)
because d = Ix' - xI < Ix - yj/2.
On the other hand, if t > 2d, we apply Lemma 6 to get an tipper bound
for I f f ft(u)At(u, v)St(v, y) dudvl. An explicit calculation, which we
leave to the reader, gives
e
(IMP * a2)"'(u) < C m"Igpr(u - x)

(7.15)
(t /
for E = n/p - (n - 1). This estimate replaces (7.13) and, together with
(7.14), gives (7.8).
To finish, we show how to pass from the operators Tm to L (m2). We
shall split LL into to operators, each with the same structure as Tm.
Here is how to do it.
fin'
By our first application of Lemma 6, we know that the kernel St (x, y)

of St = r'tBtpt . ptBm,Wt satisfies the estimate (7.9), for 1 < I < m.
So we start with a "word" QtBiRt . . . B.-,RtBmWt and decompose
it using the following algorithm. We start on the right and split the last
of the occurrences of Rt as pt + art. This gives two terms, of which that
containing 7rt is not split any further. The term containing pt is again
6`2
split into two by writing the (originally) penultimate occurrence of Rt

fir'
HER
in the form Rt = pt + 7rt, and so on.

This algorithm produces m terms. QtB1ptB2 ... B,,,-1ptBmWt is the
last and, after integration with respect to t, leads to the operator Tm.
The others are of the form QtB,Rt - - - Bt-1St, where l < in. They lead
.+,
14.8 The kernels of the operators 251
to operators with the same structure as L;,1, except that Wt is replaced

by St and rnby 1-1<m.
Finally, we are led to enlarge the collection of operators Lye) by re-
placing Wt by St and to conclude the proof by fusing induction on in.
Attention to the details shows that the growth of the constants is, in-
deed, geometric in m.
8 The kernels of the operators Lm

We start with a simpler situation, which serves as a model for what
we want to do. We consider an operator L = ff ° QtAtt-' dt, defined by
operators Qt and At with the following properties.
The kernel qt(x, y) of Qt satisfies the conditions Igt(x, y)I _< t-",
(a18x_,)gt(x, y)I <- t-n-1, for 1 < j:5 it, and qt(x, y) = 0, for Ix-yI > t.
As far as the operators At are concerned, we suppose that there is a
constant Co, such that the norm of the operator At : L2(IR") --, L2(IR")
does not exceed Co, and that At(x, y) = 0 if Ix - yI > t.
With these conditions, the distribution-kernel K(x, y) of L satisfies
...
(8.1)
J(z-y)>2K''-xy I K(--', y) - K(x, y)I dy 5 Ci -
Here's why.
We put d = Ix' - xI and let E3 denote the dyadic shell defined by
2-7d < Ix - yI 2?+ld. The distribution-kernel Kt(x, y) of QtAt is
(8.2) Kt (x, y) = Jqe(xu)At(u,Y)du.
We shall verify (8.1) by evaluating
(8.3)
JTL ,
I K t(x', y) - Kt(x, y)I dy
Since Kt (x, y) = 0, if Ix - yI > 2t, we get
f I Kt (x`, y) - Kt (x, y) j dy = 0
E
unless t > 23-1d. In the latter case,
IKt(x',y)-Kt(x,y)I dy 5 IEjI112(f IKt(x1,y)-Kt(x,y)I2dy)1/2.
IEj E
To evaluate the right-hand side, we linearize the problem, by considering
I3 = f [Kt(x , y) - Kt(x, y)] f3(y) dy, where f3 has support in E3 and
satisfies IIf3II2 51.
Now I3 = f.fit(u)At(u,y)f3(y)dydu, where At(u) = gt(x',u) -
qt(x,u). Returning to the operators, we get I7 = (At f j, fit) and we

can use the fact that the At are continuous. So
IIjI <- C0IIfj112QA fl2 < Ct-n/2-1d.
Then (8.3) is bounded above by a constant times
do/2+] [0 dt
00 2nj/2 r t-n/2-1 t = C] .
1
2'-'d
Having treated the simplified situation, we come to the case we really

want to deal with, in which the operators are no longer supported by
simple geometrical sets but, instead, decrease rapidly at infinity. This
introduces error terms. A further complication is that the function b,
which defines Qt, is singular at 0, so that we have to use LP norms rather
than L2 norms.
Despite these differences, the structure of the proof remains the same.
As in the previous section, we consider the distribution kernel (x, y)
of the simplified operator
`y1
(8.4) f 0
oo
QtB]pt ... B.pt p(t)
=J
r
QtAt
Keeping the notation of the beginning of the section, we intend to
show that there are an exponent e > 0 and a constant Co such that
(8.5) f IRm.(x, y) - R(x, y)I dy < Co 2-Ej .
E'
This estimate will follow from the inequality
1/p
(8.6) I R,,,,(x', y) - R(x, y) I ' dy Co (2'd)-n/q2-ej
(JEj
and Holder's inequality.
To establish (8.6), we again linearize the problem by considering the
integral
Ij = L(x', y) -R(x, y))fj (y) dy,

where the support of f j is contained in Ej and II fj IIq <_ 1.
Using the definition of R,,,, gives
oo
Ij = 0f JJ(It(x'_u) - 0t (x - u))A, (u, y)fj (y) du dy tt .
As in the case at the start of this section, we introduce a threshold

value into the range of integration with respect to t. Let y E (n/q, 1) be
an exponent and let Ij' and I," be the two integrals corresponding to the
ranges 0<t<2'yjdand2'rjd<t<oo.
14.8 The kernels of the operators L,,, 253
To estimate 1I711 we use only the continuity of pt : L" --+ LP and get
0'
1111 <co'"J IK t(x'-u)-TPt(x-u)IIPdtt
We again put e = n/p - (n - 1) and an explicit calculation gives
(8.7) IIt(x' - u) - IGt(x - U) 11P <- CdEt-1,
which gives II; I < Cdt(2'r1 d)-1 and
00 00
-M8
1:(21d)nlgII;'I < C 2'(n/q--v) < M.
To estimate III 1, we ignore the difference between'L,(x-u) and Vit(x'-

u) and consider the integral
.7
A,
= J0
110& - u)At(u, y)fi (y) du dy mfyr .
The integral B? (where x is replaced by x') is of the same type.

X91
Once again, we use Journe's lemma to evaluate the double integral

with respect to u and V. This leads to
(8.8) Co J(IbtlP*a,.)'/P(u-x)(If,I4*Qr)'/q(u)du.
Since r = (m -1)t, we have (IV)tJP * car)'/P(u) < Cm"/Qpr(u). Then,

putting g = (I f, I q * N,-)1/Q, we observe that, by convexity,
JPr(U - x)g(u) du < (Jru - x)gl(u)du)
We thus have
(8.9) [fJ?bt(x - u)At(u,y)f,(y) dudyl
< Co Cm"/Q(pr * 0, * I f1I4)1/4(x) .
We then remark that pr*I3r < Cp,. < Cmpt and it remains to estimate
Pt*lfllq(x) -
To do this, we must take account of the different geometric scales. On
the one hand, 0 < t < r?d, while, on the other, I f1IQ has support in
the spherical shell Ej. But Ej is very far from x on the scale given by
t. Thus
<C't(21d)-n-'
(lf,lq*pt)(x) = pt (x-y)lf,(y)lQdy
fE,
All we now have to do is remark that fa t1/4t-1dt = C(d273)'/9,
so that the series converges for ry < 1.
On one of his visits to Paris (1980-81), McIntosh drew our attention
to the multilinear aspect of Kato's problem and to the deep connections
between the multilinear operators arising from Kato's problem in dimen-
sion 1 and those coming from the Cauchy operator on Lipschitz curves.
At that time (autumn 1980) neither of those problems had been solved.
I-+
'CS
McIntosh suggested a new way of attacking the higher order Calderon
commutators (defined by the kernels PV((A(x) - A(y))'/(x - y)-+'),
with A' E L°°(R)) and that method proved much easier than those we
had followed until then. In collaboration with McIntosh, we obtained the
L2 continuity of the higher order commutators with an upper bound of
CIIA'11m(l+rn)4 for the operator norms, where A(x) is real- or complex-
.~i
valued. A renormalization technique, due to McIntosh, finally makes it

possible to prove that the operator defined by the Cauchy kernel is L2
...
continuous, for all Lipschitz curves ([65]). The same article contains the
full proof of the one-dimensional Kato conjecture.
We now have a better understanding of the connection between these
problems.
Keeping to the one-dimensional case, put D = -id/d.r. Let A and
B be the operators of pointwise multiplication by a(x) E L°°(R) and
b(x) E L°°(R). These functions are complex-valued and satisfy the fol- '.7
lowing accretive condition: there exists a constant 6 > 0 such that
We a(x) > 6 > 0 and We b(x) > 6 > 0. With these hypothe es, the
...
operator T = BDAD satisfies (2.6) and we can define T'/2 by applying

Proposition 1. In collaboration with C. Kenig ([160]), we showed that
T1/2 = J(A, B)D, where J(A, B) is an isomorphism of L2(R) with itself.
'+-
Now, if A = B, then J(A, B) is the Cauchy operator on the Lip-

schitz graph whose parametric representation is given by the primitive
of 1/a(t), t E R.
On the other hand, if B = I, T'/2 is the Kato operator.
The square roots of accretive differential operators and the Cauchy
operators on Lipschitz curves thus belong to the same family. In a
sense, this has been confirmed by the approach we have followed in
this chapter: J.L. Journe's method, which consists of relating Kato's
i.1
operator to a singular integral operator.

Finally, we draw the reader's attention to two other solutions of Kato's
...
problem ([62] and [105]), obtained under the same restrictions as Theo-
rem 2.
15
Potential theory in Lipschitz domains
1 Introduction
Calderdn's research programme was motivated by the study of ellip-
tic partial differential equations in domains with irregular boundary.
Calderon's method consists of replacing the partial differential equation
on the interior by a pseudo-differential equation on the boundary. But
if the boundary is only Lipschitz, the nature of this equation changes:
the operators which appear are no longer pseudo-differential, but are of
the new type discussed in Chapter 9.
When Calderdn inaugurated his programme, there were two difficul-
ties. The very existence of the operators, needed for the method, was
problematic. And, supposing that, in the fullness of time, such operators
could be constructed, it would be necessary to solve the equations on
the boundary that this process led to. For the solution, one would have
to invert some operator and so would need a symbolic calculus. The re-
grettable absence of such a symbolic calculus was signalled in Chapter 9,
and is the second problem of Calderdn's programme.
We shall illustrate these remarks by examining a classical problem,
which goes back to Poincare, Neumann, and Hilbert. This is the solu-
tion, by the double-layer potential method, of the Dirichiet and Neu-
mann problems for a domain ft, in R'+1.
When Il is a bounded, regular, open set, the operators of Calderon's
method are classical pseudo-differential operators; they are also singular
integral operators whose kernels are given by a "double-layer potential".
256 15 Potential theory in Lipschitz domains
After the reduction given by Calderdn's method, resolving a Dirichlet

orNeumann problem just amounts to inverting an operator of the form
1/2 + K acting on the boundary. The ambient Banach space will be
L2(812, do), where dR is the surface measure on the boundary 812 of 0.
When 11 is a bounded, regular, open set (of class C1+a, for some
c..
a > 0), the operator K : L2(81l, do,) - L2(812, do) is compact, so
Fredholm theory (which was invented for this purpose) allows us to
a.,
invert f/2 + K.
When 12 is just of class C', the principal difficulty is to prove that
K is continuous on the space L2(812, da). Once this continuity had
(fl
been established (Calderon, 1977), Fabes, Jodeit, and Riviere ([104])

(fl
observed that the operator K was still compact, so that the rest could
be done just as in the regular case. However, K no longer was a classical
pseudo-differential operator.
Finally, for 1i a bounded, Lipschitz, open set, the continuity of K was
established in 1981 in [65]. It follows from the results of Chapter 9.
However, the operator K is no longer compact. This essential difficulty
chi
was overcome by G. Verchota. He showed that 1/2 + K was invertible,

using the Jerison and Kenig energy inequalities ([136]).
After carefully stating Verchota's results, we shall examine only the
special case where 12 is the open set above a Lipschitz graph. We shall
give a complete proof for that case.
The modifications needed for the general case are ingenious, but do
not need any new ideas. The reader who is interested may consult
Verchota's thesis ([232]).
2 Statement of the results

In all that follows, Il C Rn+1 is a bounded, connected, open set. We
-;m
say that 12 is a Lipschitz open set, if the following conditions are satisfied.
Firstly, the boundary 812 of 12 has only a finite number of connected
components. Secondly, for each xo E 812, we can find an orthonormal
co-ordinate frame 7Z(xo), with origin xo, two numbers E, 97 > 0, and a
Lipschitz function 0 : R' -, R such that, if C = C(7Z(xo), E, rj) denotes
the solid cylinder given by xi + - - - + xn < e and -27 < xn+1 < 71,
then
(2-1) C l12 = {x = (x', xtz+1) : 1x'9 < E and !b(x') < xn+1 < 7j}
and
(2.2) C f, 812 = {x = (x', Ix'1< E and O(x')}.
Since 812 is a compact set, we need only a finite number N of cylinders

Cl, ... , CN of the above type, to get a cover of 81z by the corresponding
ego
04,
open cylinders.
To deal with local problems on the boundary 81l of 11, it therefore is
enough to work in the interior of one of these cylinders. We may then fix
the orthonormal frame R, ignore the limitation corresponding to a and
".3
suppose that Il is defined globally by xn,+1 > O(x'), x' E Rn, xn+1 E R
and that 0 is globally Lipschitz, that is, that IIVOII. < M, where M
s'3
is a (finite) constant. With this simplification, we fix another constant
.ti
M' > M and we attach a cone I'(x) of non-tangential approach to each
0
point x E M. The cone 1'(x), with the exception of the point x itself,
Cs'
a...
'ti
is contained entirely in 12 and is defined by yn+1 - xn+l ? M'Iy' - x9.

The geometric significance of this cone is that there is a constant 6 > 0
fn'
such that the distance from y E r(x) to 812 is not less than SIy - xj. Fn'
When y tends to x, while remaining in I'(x), y is "relatively far" from

the other points of the boundary.
RCS
Our simplification has created an unbounded Lipschitz open set. In

10'
chi
the case of a bounded Lipschitz open set, the approach cones have to be
QED
'L7
cut off. We still use r(x), x E 812, to denote them. They have a uniform
'z'
angle a > 0, a uniform height T > 0 and their geometric significance is

Fn'
the same as in the unbounded case.
The construction of these cut-off cones is very carefully described in
C7'
([232]), to which we refer the reader. The details do not have any part
to play in what follows.
We now look at the Dirichlet problem, which is to find a function u
which is harmonic in ft, with given boundary values. Recall that u is
.c7
harmonic if Du = 0, where A = 82/8x2 +... + 82/8xri 1.

We intend to resolve Dirichiet's problem with boundary values g(x)
...
in L2 (811, dv), where du is surface measure on the boundary. One might

think that this problem is not well-defined because, on the one hand, g(x)
is only defined up to a set of measure zero on 812 while, on the other, it
".3
is not sufficient to know the non-tangential limits, up to a set of measure

zero, of a function u which is harmonic in 12, in order to determine u.
Fr'
A counter-example is given in 11 = { (x', xn+i) E Rn+i : xn+> > 0} by

`-'
u(x) = u(x', xn,+i) = xn+i(Ix'I2 + x7+1) (n+1)/2 Then a is harmonic

r++
in 12 and u(x', 0) = 0 everywhere except when x' = 0.

`'C
To exclude such pathological solutions of Dirichlet's problem, it is

enough to introduce a condition like that of Lebesgue's dominated con-
vergence theorem. This consists of restricting attention to those func-
tions u which are harmonic in 12 and such that the maximal function
f'!
258 1 5 Potential theory in Lipschitz domains
u*(x), corresponding to non-tangential approach to the boundary, is in

L2(8f1, da). To do this, we make the following definition
Definition 1. Let u be a function which is harmonic in Q. We Write
u E 7-12p) if a*(x) E L2(812, do.), where
...
(2.3) u*(x) = sup Iu(y)I -
yer(x)
^F1
The space 7-12(11) is independent of the particular choice of truncated
elf
cones I'(x).
Now to describe the trace operator 0 : 712(11) --> L2(BSl,dv). It is
clearly defined as the usual restriction to 812 of u E 7-12(11) when the
harmonic function u extends to the boundary by continuity. In the
general ease, we say that u has a non-tangential limit at x E an if
limu(y) exists, as y -+ x with y c r(x). If u E 72(11), then, for all
x E aft, except for a set of da measure zero, u(y) has a non-tangential
limit, which we denote by u(x). The function defined in this way belongs
to L2 (811, du) and a different choice of non-tangential approach cones
iii
would give the same trace for almost all .c E an.
,.O
The trace operator 0 : 7-L2 (52) -' L2 (852, da) is, in fact, an isomorphism
between these two spaces. This theorem, due to B. Dahlherg, depends
on the equivalence of the harmonic measure to the surface measure on
as1 ([81] and [82]).
Dahlberg's theorem gives a theoretical solution of the Dirichlet prob-
lem, which consists of finding u E 7{2(11) which is a solution of the
equation 0(u) = g, for a given g E L2(812, dv).
We shall deal with this same Dirichlet problem by a different route,
which will give an algorithm for the solution.
To state the Neumann problem, we introduce the space 7L (11) of func-
E-+
tions u which are harmonic in 11 and such that v(x) = supyer(.) Nu(y)I
belongs to L2(852, dc). Then the non-tangential limit of the gradient
Vu(y) exists for almost all x E 852 (with respect to the surface measure
dv), as y E r(x) tends to x.
Solving Neumann's problem is to find, for a given g E L2(811, dv), a
function u E 7-l2 (St) such that au/8n = g, almost everywhere on 811
(with respect to da). Here, n(x), x E 811, denotes the vector at x which
tip,
~'"
is normal to 811. This vector exists for almost all x E 811 and we have
coo
put
(2.4)
An
(x)
y&mr(x) Vu(y) n(x)
.N.
To state the main results of this chapter, we must now introduce the
double-layer potential. It is constructed in the following way. We start
with the fundamental solution -w,; 1(n - 1)-1IxI-'°+1 of the Laplace

equation in R"+1 (w is the surface area of the unit sphere Sn C R"+1)
The fundamental solution enables us to calculate the potential generated
by a charge distribution. A double-layer distribution is a distribution S,
70,
with support in 881, defined on the test functions g E D(III"+1) by
X67
°~+
(S,9) = -J f(y)Lg(y)da(y),
where f (y) E Ll (OIZ, da) is a given density.
The potential at x E IZ created by the double-layer distribution of
density f on 8f1 is thus
(2.5) )C f (x) = 1
wnf
(Y - x)
ast I11- xI n()i f (y) da(y)
If u and v are functions which are harmonic on a bounded regular
open set Ii, and if a and v are C' in a neighbourhood of the closure Il of
f `
Il, then Green's theorem (whose use we shall justify in section 5) gives
au
"an -van da = 0.
1a
Applying this remark to v(y) _ -wn 1(n -1)-1 Ix - yI -"+1, excising a
f31
ball centre x, radius e, from SZ, and passing to the limit as a -+ 0 gives
(2.6) u(x) = Ku(x) + (n Ix - yI-n+1 a (y) da(y) .
-11)w. Jan
This identity means that /Cu(x) is a reasonable approximation to u. For
example, if u is identically 1, we get K (u) = 1.
`J'
By our construction, 1C f (x) is a harmonic function on IZ, when f lies

in Ll (Oil, da). From now on, we shall restrict attention to the case where
f e L2(BIZ, da), a choice which we shall justify after the event. It is not
at all obvious that K f (x) belongs to 7{2(11), when f lies in L2(BIZ, da).
It was to prove precisely this result that Calderon engaged on the closer
bop
investigation of operators defined by generalized singular integrals.

The following theorem describes the properties of the operator 1C.
Theorem 1. Let IZ be a Lipschitz domain. Then the operator 1C, de-
fined by the double-layer potential, is continuous, as an operator from
L2(ant, da) to 7.12(0). Moreover, for each function f E L2(Ofl, da), we
have, for almost all x E Oil (with respect to surface measure da),
(2.7) y- ire K f (y) _ (2I + K)f (x) ,
da) by
where K is defined on L2(Il,L_X>E
(2.8) K f (x) = n Elim (y x)
11) f () da(y) -
I y - xI
The operator K is thus continuous on L2(811, dc) and its definition is

obtained from a singular integral calculated entirely on M. The singular
integral exists almost everywhere on 81 (equipped, as always, with the
surface measure do).
The solution to the Dirichlet problem is then given by the following
statement.
Theorem 2. Let fl again be a Lipschitz domain. Then the "boundary"
operator
2I + K : L2(8f1, da) --, L2(8fl, dv)
is an isomorphism. If g lies in L2(8l, da), then the harmonic function
u = K(I/2 + K)-'g is the unique solution of the following Dirichlet
problem:
(2.9) Au = 0 in fZ when u* E L2(on.der)
and
(2.10) lim u(y) = g(x) for almost all x E 01.
v-x,yEr(z)
To deal with the Neumann problem, let K* : L2 (81l, da) -> L2 (851, dv)
denote the adjoint of the operator K. We write f(j for the unique function
in L2 (ell, da) satisfying
(2I-K*)fo=0 r fodQ=1,
and
L
and let L(011, dv) denote the subspace of functions of zero mean in
L2 (8f1, dc).
The single-layer operator S : L2(BSt, da) 7j2 (0) is defined by
(2.11) S f (x) = - (n -11)wJ Ix - yf -n+If (y) da(y),
for x E fl. With this notation, we can state Theorem 3.
Theorem 3. Let 11 be a Lipschitz domain. Then, for each function
f c L2(8fl, dc), u = S(f) lies, in ?{i(1).
Secondly, the operator 1/2 - K* : Lo (8f1, da) -. L2(8fl, dg) is an
isomorphism.
Lastly, for each g E L02(8fl, do), the function u = -S(I/2 - K*)-lg
.r,
is the unique solution of the following Neumann problem:

(2.12) Au = 0 in fl and IDul* E L2(8flj , da) ;
(2.13) an = g almost everywhere da and u fo da = 0.

sp
Some explanantions are called for. We already know that K(1) = 1.

As a consequence, for every f E L2(8il, dv), the function h = (1/2 -
15.3 Almost everywhere existence of the double-layer potential 261
K*)f necessarily has zero mean. Thus 1/2 - K* could not possibly be
an automorphism of L2(ffl, da), but could, at best, be an isomorphism
of Lo (?St, da) with itself.
In (2.13), au/8n = g, almost everywhere da, clearly means that g(x)
is, for almost all x E 8I, the non-tangential limit of Vu(y) - n(x), as
y E r(x) tends to x.
Next, the condition fan u fo da = 0 arises because u = S(h) with
fosl h da = 0. Indeed, S(fo) is a constant and, since S : L2(BSl, da) -
L2(852, da) is self-adjoint, f u fo da =fast S(h)fo du =fan hS(fo) da=
cfas1hda=O.
Finally, if u, v E 7-1 (S1), by Green's theorem, we have fan (u(Ov/8n) -

v(au/an)) da = 0. The details of passing to the limit, needed in the Lip-
coo
schitz case, will be given later. Taking v = 1, we do get fail (au/8n) da =

0, for u E 7{i(Sl). The condition g E L2()ft, da) is, of course. necessary
for the Neumann problem to have a solution.
3 Almost everywhere existence of the double-layer potential

We now turn our backs on the general case and study the situation
where Sl is defined globally by t > 0(x), t E R, x E 1R", and where
l`7
4(x) is a real-valued Lipschitz function on the whole of R", satisfying

11 VOID < M < oo. To ease the burden of notation, we denote the points
°+d
of W'+1 by X = (x, t) and Y = (y, s), where x, y E 1R" and s, t E R. We

shall also write V for the graph of 0 : lR" --. R.
Theorems 1, 2, and 3 will be proved in this setting. L'(V, da) has to
be replaced by L2(V, da) in Theorem 3, because the constant function I
is no longer square-integrable. Nor does the function fo exist any more.
a37
The changes necessary for the bounded case are ingenious, but of a
more technical nature. So it seems sensible to refer the interested reader
to [232].
The first remark is about the form of the double-layer potential. If
X, Y E V, then
(Y - X) - N(Y)
(3.1)
WnIY-Xjn+1 do (Y) = K(O; x, y) dy,
where
(3 . 2) K(A; x is ) _ 0(x) - 4(y) - (x - y) - VOW
-.O(y))2)1n+11/2
Wf1(I x - y12 + (0(x)
We have written N(Y) for the unit vector normal to V at Y, oriented
downwards, that is, away from S 1.
With this notation, the analogue of Theorem 1 is
Theorem 4. For each function f E L2(lR, dx),

(3.3) To(f) (x) = E.LO
lim f K(O; x, y)f (y) dy
Ix-yI>
exists almost everywhere and the operator To defined by (3.3) is bounded
on L2(R").
The operator Tm will be called the singular part of the double-layer
potential.
From Chapter 8, we know that, to prove such a result, it is sufficient
to establish the existence of the limit when f lies in the Schwartz class
S(Rn) and to show that there is a constant C such that, for
(3.4) 7 (f)(x) = supl f -g.
K(O; x, y) f (y) dyl ,
I7-vI>c
we have
(3.5) II(f)112 <_ CIlfli2
Let us start by establishing that the limit (3.3) exists, when f E
S(Rt). To do this, we use the following lemmas.
Lemma 1. A Lipschitz function F : RT - R is almost everywhere
differentiable, in the sense that, for almost all x E RT,
1m I yl-1(F(x + y) - F(x) - y VF(x)) = 0.
IVI-O
We shall recall the proof of this classical result in the appendix to this
chapter.
The second lemma justifies our use of integration by parts to dispose
of the singularity of K(O; x, y). Let .\(t), t E R, denote the odd primitive
of the function (1 + t2)-(7b+1)/2
Lemma 2. At every point x E IR' where the Lipschitz function 0 is

differentiable, and for every function f in the Schwartz class S(IR),
(3.6) limJ K((b; x, y)f (y) dy= f (x - y)'Vf (y) A(OW-0(y) ) dy.
Eje Ix-vl>E I x - yI n Ix - yI
The right-hand side of (3.6) is an absolutely convergent integral.
To prove (3.6), we fix x and apply the divergence theorem to
(x-y
.rte
- O(Y) )
Jx-yI?E div Ix - y1,,
A
IX-VI
f (y)) dy .
The divergence is taken with respect to the variable y. Now
X-Y
divlIx
Wn - n , , y)
15.3 Almost everywhere existence of the double-layer potential 263
The proof of (3.6) thus depends on the resulting surface integral's tend-
ing to 0 with E. Indeed, this surface integral is, up to sign,
0(x+ev)-41(x))der (v),
I{E)= f n f(x+EV)A(
where da(V) is the surface measure on the unit sphere Sn-1.

Since 0 is differentiable at x, the dominated convergence theorem
applies and
1£r I (E) = f (X) J n_ 1 \(v - V 4)(x)) da(v).
To conclude, we observe that A is odd. We pair up the antipodal
points and get limE1o I(e) = 0.
The estimate (3.5) of the maximal operator T,* basically comes from
the general theory of Calder6n-Zygmund operators. We must, however.
make some adjustments, because the kernel K(¢1; x, y) does not have the
regularity with respect to y that is part of the hypotheses of Chapter 7.
We start by splitting up the kernel K(41; x, y) as
n
Wn (Ko(x, y) - Kj (x, y) 11
a' t(y))
where
40) - 41(y)
Ko(x,y) = (y))2)(n+l)/2
/
x - yl2 + (41(x) -
and
xs - yj
Kj(x, y) = (,))2)(n+1)/2
.
(lx - yl2 + (41(x) -

Since the operators act on functions f E L2(Rn), we may absorb L°°
functions into such f, which lets us reduce to the operators To and T?,
defined by the kernels PV Ko and PV K; .
We can thus use the results of previous chapters. On the one hand,
Theorem 11 of Chapter 9 gives the basic L2 estimate. On the other, the
theory of Chapter 7 gives the continuity of the corresponding maximal
operators.
In order to deduce the results of Theorem 1, we must compare the
principal value with the limit defined by non-tangential convergence.
p'°
To do this, we use the following remark.

Lemma 3. With the notation above and for t # 41(x),
(3.7) t - 41(y) - (x - y) - V O(y)
t)2)( +1)/2 f (y) dy
JR_ Qy - xl2 + (41(y) -
(y - x) - V f (y) A(#(y) - t) dy.

= 2 sgn(t - O(x))f (x) - j
^ly - xln ly - xl
To prove this result, we repeat the method of Lemma 2. That is, we
can
start with the identity
x - y A( #(y) - t)) _ 4'(y) - t - (y - x) - VOW
`''
d iv
(Ix - yin Ix - yl (ly - x12 + (4(y) -
t)2)(n+1>/2
Regrouping the integrals of Lemma 3 gives

I(e)
x-y ¢(x)-t
div(Ix - yin A( lx - yl ))f (y) dy
Ix-yI?e
fin,
which becomes, by the divergence theorem,

(3.8) I(e) = s-n+l J f (y)A(o(Y) xlt) do(y)
y-xI_C
Once again, we use Lebesgue's dominated convergence theorem to
calculate limE--,o I(e). It is convenient to change the surface integral so
that it is taken over the unit sphere Sn-1. We observe that A(±oo) =
f fo (1 + t2)-(n+l)/2 dt, that Wn_1 fo (1 + t2)-(n+l)/2 dt = wn/2 and
that this gives hm£_.o I(e) = (wn/2) sgn(o(x) - t) f (x).
Let us go back to Theorem 1. We intend, for the first stage, to use
the definition of the operator K given by (3.3) and to prove (2.7). After
R,9049.
that, we shall indicate why the operator K may just as well be given
".7
by (2.8). We should observe that, in (2.8), ly - x1 > e has become

ly - xl2 + (O(y) - ¢(x))2 > e, because of our change of notation.
To establish (2.7), we follow our accustomed route. We verify that
off
this identity holds when f belongs to the Schwartz class S(R) and we
'+.
then prove an estimate for the corresponding maximal operator.

The non-tangential approach cone is given, via a parameter a > M >
IIV'II,, by r(xo) = {(x,t) : t - '(xo) >- alx - xoI}.
Let F(x, t) denote the left-hand side of (3.7). This satisfies F(x, t) _
fin'
-wnjC f (x, t). Let us calculate the limit of F(x, t) as (x, t) E r(xo) tends
to (xo,4'(xo)).
We make the change of variable y - x = u - xo in the integral on the
right-hand side of (3.7), which then becomes
(3.9) (u-xo)I Vf(uu x-xo)cb(u+ o)-t)du.
IRn ln 1U - oI
Since f E S(Rn) and we can restrict to the ball I x-xoI < 1, Lebesgue's
...
dominated convergence theorem applies when calculating the limit of

LS,
(3.9), as x -4 x0 and t - to = ¢(xo). The non tangential convergence

plays no part in this, and the limit is
fin'
"CS
(u - xo) Vf (u) A (u) - to du

Je" Iu - xoln (Iu - xol )
However, the geometry of non-tangential convergence is crucial in
proving the maximal estimate.
15.3 Almost everywhere existence of the double-layer potentzal 265
We Put F*(xo) = sup(x,t)Er(zo) IF(x,t)I and we intend to show that

there is a constant C such that, for all functions f E L2(V, de),
(3.10)dz`
1/2
Uot.IF(X)12 <CIIf112.
J
Define the truncated kernel KE(4); x, ,y) by KE(¢; x, y) = K(q); x, y)

if Ix - yi > e and by 0 otherwise. Then, if a -1(t - 4(xo)) = e and
(x, t) E I'(.eo), we can write
(3.11) t - O(y) - (x - y) - VOW

t)2)(n+l)/2 = KE(O; xo, y) + RE(xo, x, y),
(ly - x12 + (4(y) -
where, for a certain constant C = C(M. a), we have
JRE(xo, x, y) I < CC-', if I xo - yJ < e,
and
yJ-n-l
CeJxo -
JRE(xo, x, y)l if Jxo - yI >- e.
Getting the estimates for RE (xo, x, y) is a simple geometrical exercise,

using the fact that t - ci(xo) > aix - xol and that fr(y) - (6(xo)J
May - xol,with a >M>0.
Furthermore,
E f Ixo - yI-''If(y)ldy:5 Cnf*(xo),

where f* (xO) is the Hardy-Littlewood maximal function of f .
Thus
(3.12) F, (x) <K*f(x)+Cf*(x),
where
K*f (x) = sup if K. x, y)f (y) dy I

e>O
Inequality (3.12) is consistent with the results of Chapter 7.

To conclude, the operator defined by the kernel K(O; x, y) can be
split into n + 1 Calderdn-Zygmund operators preceded by n operators
of multiplication by L°°(Rn) functions. Thus K*f E L2 whenever f E
L2 (Chapter 7, Theorem 4). Finally F, the non-tangential maximal
function corresponding to the double-layer potential, also belongs to L2
when f does.
To finish the proof of Theorem 1, let us see how the principal-value
operator defined by (2.8) differs from that given by (3.3). We put X =
(x, O (x)), Y = (ry, 4S(y)), write N(Y) for n(y) in (2.8) and consider
(Y - X) N(Y)
AEf (x) - J IY - XI f (y) du(Y)
Ix-yI>E
Jx-vI?rwnK(4i x, y)f (y) dy

(Y - X) -
- JR(e) IY - N(Y) f (y) da(Y),
XI-+1
(Ix-yI2+(4(x)_¢l(y))2)1/2 > E.
where R(E) is defined by Ix-yI < E and

In particular,
M2)-1'2E,
Ix - yI > (1 +
if y E R(E), and J (Y - X) N(Y)IIY - XI-n-1 < CE'. The volume of
R(E) is exactly CE', and we deduce from this that IoE f (x)I < Cf"(x),
where f* (x) is the Hardy-Littlewood maximal function of f .
To show that lune10 DE f (x) = 0 almost everywhere, for f E L2(Rn),
it is enough to consider the case where f E S(l[i;'"). In the end. this
amounts to showing that
1 to JR00 (YIl, X). N(Y) da(Y) = 0.

I"+1
We start by observing that the function N(Y) = N(y, 0(y)) is in
L°°(lR' ). Thus, almost every point x E R" is a Lebesgue point for this
function. That is, E-n fx_,1<E IN(Y) - N(X) I dy tends to 0 with E.
Since E < IY - X I _< (1 + M2)1/2E on the shell R(E), we can replace
N(Y) by N(X), whenever y is a Lebesgue point of N(Y).
Now observe that
X) &(Y) = 0 ,
XI"+1
lio JR(C) If(Y-
for each point x where 0 is differentiable. This is because the function
YIYI-1-1 is odd and the range of integration R(E) is essentially sym-
metric in X, for such x (the volume of the symmetric difference of R(E)
and its symmetric hull is O(E")). The details are left to the reader.
We have finished the proof of Theorem 1.
4 The single-layer potential and its gradient

Before proving Theorem 2, we establish the analogue of Theorem 1
for the gradient of the single-layer potential. The methods used are the
same as those of the previous section and we use the same notation.
The points of lll;"+1 are denoted by X = (x, t), where x E lR' and
15.4 The single-layer potential and its gradient 267
t E R. The set V C Rn+1 is the graph of the global Lipschitz function

0 : R' - R, with IIo4'II. < M < oo. Finally, dQ denotes surface
measure on V.
If n > 3, the single-layer potential arising from f E L2 (V, dQ) is defined
in R-+1 \ V by
(4.1) Sf (X) _ (n -11)w" JV IX - YI-n+1 f (Y) da(Y) .
This is just the convolution of the function -(n-1)-lwn 1 fv IXI-n+1, a
E-4
fundamental solution of the Laplace operator, with the surface measure

f da, which is the single-layer distribution in question.
In dimension 3 (n = 2), this integral may diverge at infinity, for an
arbitrary f E L2(V,da). To make it converge, it is enough to fix a
point X0 off V and to replace the kernel IX - YI-"+1, throughout, by
IX - YI-"+1 - IXo - YI "+1. Indeed, the only things that matter are
the partial derivatives of S f : the choice of X0 is of no importance.
X30
If X = (x, t) lies off V, we calculate the gradient of Sf at X by

differentiating under the inteJ ral sign to get
`,,
(4.2) V S f (.r) =
n I X Yjn+r
f (Y) da(Y) .
What happens as X approaches V?
In the following theorem, we no longer choose the open set ] above V.
For each (xo, 4'(xo)) E V, we let r±(xo) denote the two cones defined,
respectively, by t - ¢(xo) > aix - xoI and t - c5(.co) < -aix - xoI (where
a > M is a fixed constant). We shall attempt to determine the limit of
V S f (X) as X tends to Xo = (xo, ci(xo)) while staying within T+(xo) or
r- (xo)
Theorem 5. If f E L2(V,de), then VSf(x) has a limit as X E r±(xo)
tends to Xo = (xo, 4'(xo)). The limit is given by
f1f(Xo)N(Xo)+
(4.3)
n PV
WO O
der(Y),
where N(Xo) is the unit normal vector at Xo, pointing downwards.

...
Further, the maximal operators sup,,Ert(,o) IVSf(X)I are bounded

on L2(V, do).
As in the previous section, we split the proof of Theorem 5 into two
parts. Firstly, we establish that the non-tangential limit and the princi-
pal value exist when f belongs to a suitable dense subspace E of L2(Rn).
To pass from the special functions f E E to general functions, we need,
secondly, to prove an L2 estimate for the maximal operator correspond-
ing to this problem. But the second stage is identical to that of the
previous section. We shall concentrate on the first part. Let us define

E.
As in the previous section, it is a matter of integrating by parts to
make the singularity of the kernel (X - Y) I X - YI -'x-1 disappear. But,
first of all, we must undertake certain transformations of the kernel.
We put w(x) = (1 + IV (x)I2)-1/2 and consider the tangent vectors
at X = (x, 4(x)) E V, defined by
T1(X) = (w(x), 0, 0, - . - , 0, w(x)OclOxi )
T2(X) = (0,w(x),0,---,0,w(x)O0/0x2),
(0,0,0..... w(x)' w(x)C9OlC9xn) ,

together with the unit normal vector N(X), given by
-)0 90
.... , w(x) w(x))
N(X) = (w(x) j_
Q.1
The lengths of these vectors he between (1 + M2)-1/2 and 1. The de-

terminant det(Ti,... ,T,,, N) has value -(w(x))'"-1. The absolute value
of the determinant is thus greater than (1 + M2)-(9"-1)/2, so the inverse
matrix of (T,,.. ., T, N) belongs to L°° (1[l:'°).
F..
Let (71 , ... , Tom, N) denote the dual basis of (T1, ... , T,,, N). Then
every vector Z E lR'+1 may be written
(4.4) Z = (Z-T)7i +(Z-N)N.
The vectors 71.... , 7n belong to L°° (R') .
We apply (4.4) to Z = (X - Y) IX - Y I -"-1 and then put
K(X, Y) IX YY+1 N(Y) and Kj (X, Y) = IX YY+1 .Tj(Y) ,
for 1 < j < n. This gives us the noteworthy decomposition
r-1
(4.5) IX
The action of the operators of pointwise multiplication by T*(Y) and

''C
N(Y) on L2(R'") may be ignored, because the vectors involved belong

to L°°(R'").
So the problems of convergence that we need to resolve reduce to the
corresponding questions about the kernels Kj (X, Y) and K(X, Y). But
Q'(
these kernels have a simpler structure than the kernel we started with.
Indeed,
a
du (Y) = 1 (IX - YI-"+1) dy
n-lc7ya
and
15.4 The single-layer potential and its gradient 269
Y) du(Y) _ t - 0(y) - (x - y) - V (y) dy.

((Ix- YI2 + (t - (,))2),n+1)/2
The question whether fv K(X, Y) f (Y) du(Y) converges non-tangen-
tially is thus resolved by Theorem 1.
It remains to deal with each fv Kj (X, Y) f (Y) da(Y). Since X V V,
we may integrate by parts when f is in the Schwartz class S(lRn). This
gives
(4.6) w,
JvKi(X,Y)f(Y)da(Y) = -n 1 1 L IX-YJ"-18f dy,
where Y (y, ¢(y)) E V and X V V.

As X = (x, t) tends to Xo = (x°, O(x°)), the limit of the right-hand
side of (4.6) may be calculated by applying Lebesgue's dominated con-
vergence theorem, after substituting y - x = u - xo. The non-tangential
convergence is irrelevant and the calculation is similar to that of the
previous section. We get
(4.7) -n-1
1
j n
(I xo - yI2 + 0(y))2)-(n-1),219f dy.
We then suppose that ¢ is differentiable at x° and proceed to an

ayi
integration by parts in the opposite direction, but replacing f R,, in (4.7)

by fl__ O-YI>E" This means that we can apply Green's theorem and, finally,
after a calculation similar to that in the previous section, arrive at
(4.8) PV r x°,i - yi +
(,))2),n+1)/2 (y) dy.
Ut^ (Ixo - y12 + (4(xo) -
This term is one of the principal-value distributions which appear in
Theorem 5.
The jump term which appears in (4.3) comes from K(X, Y), that
is, from the double-layer potential which we have already analysed in
Theorem 1.
We have proved Theorem 5. Here is a corollary.
Corollary. With the hypotheses and notation of Theorem 5, for every
function f E L2(V, da) and almost all X E V, we have
(4.9) ..lhn VS f(Y) - N(X) = f f(X) + K* f(X) ,
Y-X 2
where K* : L2(V, du) -+ L2(V, do,) is the adjoint of the operator K,
where the choice of sign + is the opposite of the sign oft - 0(y), for
Y = (y, t), and where n.t.lim means non-tangential limit.
To prove this corollary, we let T : (L2(V, da))'"+1 -. L2 (V, da) be the
vector-valued Calderon-Zygmund operator whose distribution-kernel is
PV((Y - X) / I Y - X I n+ 1) By Theorem 5, this operator exists. Let N :
270 15 Potential theory in Lipsehitz domains
'd'
L2(V,da) --, (L2(V,da))n+L be the operator of pointwise multiplication
by the vector N(Y). Then
,,may.
Kf (X) _ PV Iv IYY XI +1 N(Y)f (Y) da(Y) = T N f (X) .
Thus K = TN and, passing to the adjoints, K* = N*T*. But T* = -T
pH..
and it follows that

(4.10) K*f (X) = wI N(X) . PV f
v I YX X +1 f (Y) da(Y),
which lets us identify the second term on the right-hand side of (4.9).
We have proved the corollary. By abuse of notation, we shall write
(e/8N)VSf(X) for the left-hand side of (4.9). Again, it will he neces-
sary to state which side of V we are working from.
We can now draw some conclusions about the Dirichlet and Neumann
'"'
problems.
For the Dirichlet problem, let us take an arbitrary function f E
L2(V, da) and suppose that there exists a function g E L2(V, da) such
that (1/2 + K)g = f. Then Theorem I tells us that u = K(g) is the
y7'
solution of the Dirichlet problem.

Similiarly, if h E L2 (V, da) is a function such that (-1/2 + K *)h = f ,
then v = S(h) gives the solution of the Neumann problem, as (4.9)
shows, when we work from the open set Il above V.
It remains to show that the operators I/2+K : L2(V, da) -. L2(V, da)
and -1/2 + K* : L2(V, du) --+ L2(V, da) are isomorphisms. At present,
we do not have a symbolic calculus for generalized Calderon-Zygmund
operators, moreover, K is not compact. The only resource we have is,
following Verchota, to use the remarkable energy estimates of D. Jerison
and C. Kenig.
5 The Jerison and Kenig identities

We continue with the same notation. We suppose that f E L2(V, do),
we write u = S(f) for the single-layer potential generated by f , and we
study the gradient Vu of u. This gradient is defined in Rn+1 \ V and,
as it crosses V, suffers a discontinuity normal to V. Thus, for almost all
X E V, we can define the tangential gradient Vtu(X) by projecting the
non-tangential limit of Vu(Y), as Y -' X, onto the tangent plane at X.
The tangential gradient defined in this way does not depend on the side
from which the limit of V is taken
As before, we let N(X) denote the downwards-oriented unit vector
c5.
normal to V at X.
With this notation, we get
15.5 The Jerison and Kenig identities 271
Theorem 6. IfV is a Lipschitz graph, if f E L2(V, da), and if u = S(f ),

then
2
(5.1)
and
J IVtuJ2Nda = J (8N) Ndv+2Jv ( ) Vtudv
2
Ilu
f) Nda+ 21 (a + f)Btudv.
j VtuI2Nda =Jv(a +
(5.2) f
I
Let us begin by observing that (5.2) follows from the proof of (5.1)
by applying that proof to the open set SZ_ below V, whereas, to prove
(5.1) itself, we have to consider the open set St lying above V. When we
replace I by St_, N is replaced by -N. Then the normal derivative of
the single-layer potential changes sign, but also involves a discontinuity.
In keeping the same normal vector in (5.2) as in (5.1), the jump term in
(4.9) is responsible for the change from eu/8N to 8u/ON + f.
So it is enough to prove (5.1). We first cheat a little, by pretending
that Il is a bounded, regular, open set and that V = 852.
We now write Vtu = Vu - (49u/ON)N and (5.1) reduces to the vector
equation
(5.3) fanIVu12Nda=2 fan Vu- -do.
To establish (5.3), we first change it to a scalar identity by taking

scalar products with an arbitrary constant vector e E R"+1 It is enough
to check that
(5.4) Jao(t2N e- 2(Vu-e)(Vu-N))de=0.
We then apply the divergence theorem and see that it is enough to verify
that div(IVuI2e - 2(Vu e)Vu) = 0 on Q. But this divergence equals
-(Vu - e)Au, which is zero, since u is harmonic.
To apply these considerations, we approximate to our original si by an
increasing sequence IL of bounded, regular, open sets. The boundary
OIl,,, will be the union of two subsets V,,, and W,,,,. In addition, we
suppose that f is continuous, with compact support. We consider (5.3)
for the open sets 52,,,,, with u = S f being fixed and the operator S being
taken with respect to V (not V,,,.) Then we shall show that
(5.5) IV_ IVtd2N,nda= - J IVU12Nde,
On
(5.6) VU
ON,,,
du,,, - rVu ON
cu d.,
Iv,., Jv
and that the corresponding integrals over W,,, tend to 0.
From this point, we get (5.3) by a simple passage to the limit from the
corresponding identity for the harmonic function u, restricted to 11,,,.
We now describe the method of approximation and justify the limiting

process.
Let On be a sequence of real- or complex valued Lipschitz functions
defined on lit". We say that this sequence converges strictly to a Lip-
'.y
schitz function ¢, if there exists a constant C > 0 such that, for every
integer in E N, we have IIV4),,,,IIo < C and 04),,,(x) - V45(x), almost
everywhere. Under these conditions, there exist normalization constants
c,,,, such that the functions (x) + c,,, converge to 4)(x), uniformly on
compact sets.
So let us start with a Lipschitz function 0 and construct the 4,,, by
G".
convolving with m"g(mx), where g is an infinitely differentiable function
of compact support and mean 1. Then the functions 4,,, converge strictly
to 0. Changing the meaning of the subscript m, if necessary, and possibly
adding a constant en to each ¢,,,, we may suppose that ¢(x) < dim(x) <
4,(x) + 1/m, if JxJ < m + 1. We then join the graph V,,,, of 4),,, above
lxi < in to the base of the cylinder defined by lxJ = m+1.4,,,(x)+1/m <
t < c,,,,, and then to the disk Jxl _< in, t = c;,,. All the joins are to be
made so that the composite surface is the regular boundary t'%l,,, of a
regular bounded open set I,,,, to which we can apply the divergence
theorem. We also make sure that 'L C Cl, so that the function u, which
is harmonic in Cl, is harmonic in a neighbourhood of CL.
To prove (5.5), we first observe that Vu(x) is O(IXI-") at infinity,
because f has compact support. As a consequence, the integral corre-
3'j
sponding to J, but where V,,, is replaced by the graph

'°a
of 4),,, above lxi > m, has limit 0 when m -, oo.

Having made this remark, (5.5) reduces to
807n IVu(x,¢(x))I2'9
(5.7) lion I Vu(x,¢,x)12 aCj &T, = dx,
IYL-00 JRn J
M, .7
for I < j < n, and a similar statement with 00m/caxp and 194)/Ox; re-
417
C3.
placed by 1. To establish (5.7), we use the definition of strict convergence

and Lebesgue's dominated convergence theorem. Indeed,
w(x) = sup IVu(x, 4)",,(x)) I2 E L1(lit") ,
m> 1
as a consequence of Theorem 5.
The proof of (5.6) is identical.
The integrals over the outer boundaries of Cl,,, tend to 0, because their
E-'
bah
surface area is 0(m"-1) and the integrands are O(m 2n).

To conclude the proof of Theorem 6 and to pass to the general case,
,°y
in which f is an arbitrary function of L2(V, dc), we write Q1(f) and

...
Q2(f) for the two sides of the identity (5.1). These quadratic forms are
15.5 The Jerison and Kenig identities 273
continuous on L2(V, da), by Theorem 5, and coincide on a dense linear

subspace. They are thus equal throughout L2 (V, da).
Corollary 1. For f E L2 (V, da), the norms 11 (1/2 + K*) f 112, 11(1/2 -
K*)f112, and IIVtS(f)112 are equivalent.
Indeed, let e denote the vector (0, ... , 0, -1). The unit vector N(Y),
normal to V at Y and pointing downwards, has the property that the
scalar product N e lies in the interval [(1 + M2)-1/2,1], where M is
such that IIV#II,,,, < M.
.e,
Taking the scalar products of e with (5.1) and (5.2) and finding upper
bounds for the right-hand sides by the Cauchy-Schwarz inequality, we
get
2
(5.8)
Jv I
Vtu12 da < (1 + M2)1/2
(IV I AN I
da + 2 II
a II2 II VtuII2
and
(5.9) IVtu12 da
Iv
2
(1+M2)112 (IVIAN +f1 da+211' +f112IIVtull2
But an inequality of the form X2 < C(Y2 + 2XY) between two finite
positive numbers X and Y necessarily implies that X < C'Y, where
CO = C + + C. Thus, by Theorem 5, IIVtuII2 5 C IIau/8N112 and
IIVtu112 5 C'II Bu/t9N + f112, where the norms are all that of L2(V, da).
tar
Returning to (5.1), and taking the scalar product with e, once more,
we get
2
(5.10) (1 + M2)1/2 IV IVtu12 da > I I
a 1 -2 ll'iL IIVtull2,
which leads to IIBu/0N112 < C'IIVtuhh2. We similarly can use (5.2) to
show that II au/8N + f 112 < C'IIVtuIl2.
Corollary 2. The norms Il(I/2+K*)fll2, Il(I/2-K*)f112, and 11f 112 are

equivalent on L2(V, da). The constants involved in the equivalence` de-
pend only on the constant M such that IlV#II,,. <- M and not otherwise
vii
on the Lipschitz function 0 itself.

-@.
Indeed, the continuity of K* gives 11(I/2 ± K*) f 112 5 Cllf 112 Con-
+
versely, 11f 112 511(1/2 + K*) f 112 + 11(1/2 - K*) f 112 and we can now use
Corollary 1.
6 The rest of the proof of Theorems 2 and 3

Finishing the proof is a question of showing, in the unbounded case,
that the two operators 1/2 ± K* are isomorphisms on L2(V, da). The
same property will follow for their adjoints f/2±K and the modifications
mot'
to deal with the bounded case can be found in Verchota's thesis ([232]).
The following lemma is a rudimentary version of index theory
Lemma 4. Let H be a HiIbert space and let £(H) be the Banach
'-a
algebra of continuous linear operators T : H -+ H.

phi
Let T(A), 0 < A < 1, be a family of elements of ,C(H) with the
following three properties:
(6.1) there exists a constant b > 0 such that, for all A E [0, 11 and all
x E H, IIT(A)xII ? bflxfl;
(6.2) T(0) : H -> H is surjective;
(6.3) there exists s > 0 such that IIT(A') - T(A)II < b/2 when
.`q
Ink
0<A<A'<1and0<A'-A<s.
Then the operators T(A) are isornorphisms of H, for all A E [0,1].
a..
Let us start by remarking that, if Tl E ,C(H) is such that T1 is sur-

jective and there is a constant 6 > 0 such that IITT (x) II ? SIIxII, for all
x E H, and if T2 E £(H) satisfies IIT2 - T111 < 8, then it follows that T2
is also an isomorphism of H.
We then start from T(0), which is an isomorphism, and, step by step,
using (6.1) and (6.3), show that all the T(A), 0 < \ < 1 are isomor-
phisms.
In the application we have in mind, (6.3) comes from a much stronger
property, namely, the existence of a constant CO such that
IIdaT(A)II <Co.
To show that the operators 1/2 f K* : L2(V, dcr) -' L2(V, da) are
isomorphisms, we use Lemma 4. We take the graphs V), of the func-
tions AO(x), 0 < A < 1, and we consider the corresponding operators
1/2 ± K. These operators each act on different spaces L2 (V,\, daj\). To
apply Lemma 4, we identify each of these spaces with L2(Rn, dx), by
systematically using the variable x E IR" to parametrize the surfaces Va
by the equations t = XO(x).
After this transformation, the operators 1/2 ± K* become singular
integral operators T(A) defined by the distribution-kernels (8(x-y))/2f
PV K* (x, y), where
A b(y) - 4(x) - (y - x) - VOW
0(y))2](n+1)/2
W. [Iy - x12 + A2(4(x) -
15.7 Appendix 275
Clearly, T(0) = 1/2 is an isomorphism and Corollary 2 of Theorem 6

gives (6.1).
To finish, we therefore need to show that
(6.4) IIT(A') - T(A)II < C(M)(A' - A) ,
for 0 < A < A' < 1. To do this, we consider the truncated kernels Ka F
corresponding to Ka and the operators T(E) (A), corresponding to those
truncated kernels. By Theorem 5, we know that
IIT(A)(f) - f/2 - T(E)(A)(f)112 - 0,
as s j 0, for each f E L2(lRn). The estimate (6.3) will therefore follow
from
(6.5) IIT(E) (A') - T (e) (A) II < C(M) (A' - A) .
To prove (6.5), we shall verify that II (d/dA)T(e) (A) II <_ C(M). The
computation of this derivative is immediate, because we have eliminated
the kernel's singularity. The kernel of (d/dA)T(f)(A) may be written as
A(E) (x, y) + B(E) (x, y), the truncated kernels of
1 0(y) - Ox) - (y - x) . Vc(x)
'Jn [Iy - x12 + A2(O(x) - 0(y))2](n+i)/2
and
B(x, y) - n+1 2 IOW - O(y)]2[ (y) -.b(x) - (y - x) - V (x)]

am IIy -x12 +,\2(0(X) - .O(y))2](ra+3)/2
The L2 continuity of the operators defined by these kernels is given by
Theorem 11 of Chapter 9. The norms of the corresponding operators are
bounded above by constants, depending only on M, where IIV4Ik <
M. The uniform estimates on the truncated operators then follow from
Chapter 7.
7 Appendix
For the convenience of the reader, we give a proof of Lemma 1. The
proof follows the usual pattern. We show that
(7.1) bm f(x+y)-fl I)-y-Vf(x) =0,
for a dense linear subspace E of an appropriate Banach space B, and
we establish a maximal inequality corresponding to (7.1).
If we choose the Banach space B to be the space of Lipschitz functions
f : lRn - C, we come up against the difficulty that the C' functions are
not a dense linear subspace of B. This leads us to replace the Lipschitz
space by the Sobolev space LP'1(Rn) of LP(lR') functions whose gradients
(in the sense of distributions) also lie in LP(R').
So we intend to prove (7.1) for f E LP, a (R"), p > n, for almost all
x E Rn. Now, the Schwartz class S(Rn) is dense in L)"1, for n < p < oo.
It will therefore be enough to establish the maximal inequality
(7.2) lI Vf(x)IIILDn <C(p,n)IlVfII
If(x+y)-f)-y
Ilsup
V (R)
for n <p 00.
The term y V f (x) is trivial and we may forget it, so that we can
concentrate on IyI-1I f (x + y) - f (x)I. Putting r = 2IyI and letting B
denote the ball, centre x, of radius r, (7.2) will follow from the inequality
(7.3) C(p. ",

IyI n) I BI Iof Ir dy)
Then the right-hand side of (7.3) is bounded above by (IV fIP)*, which
belongs to L'(dx), when p < r < oo, by the Hardy-Littlewood theorem.
As a consequence, (7.3), with n p, which does not affect the result.

To establish (7.3), we may clearly suppose that x = 0. We have
If (y) - f(0)I < If (y) - f(rv)I + If(rv) - f(0)I. where r = 2IyI and
v E Si-1. Continuing, we take the mean over v E Sn-1, having written
(7.4) f(rv) - f(0) = v- rVf(tv)dt
J0
and
f
(7.5) f (rv) - f (y) = (v -7--1 y) r V f (tv + (1- t/r)y) dt
J0
This leads to two integrals of the form fsn_l fo ... dt dv(v) followed
.4i
by a change to Cartesian co-ordinates. The Jacobians involved are,

respectively, IxI-n+1 and Ix and we obtain
IVf(x)I(IxI-n+1 + Ix - yI-n}1)
(7.6) if (y) - f(0)1 <- C f dx.
B
This is where the condition n n.
The remaining details of the calculation are very easy and left to the
reader.
In [40], Calder6n uses an entirely different approach to prove Theo-
rems 2 and 3.
16
Paradifferential operators
1 Introduction
Paradifferential operators were invented by J.M. Bony ([16]) to con-
struct a calculus, similar to the pseudo-differential calculus, which would
admit operators of multiplication by C' functions (r > 0 is fixed from
now on). However, he also wanted to include the constant coefficient
differential operators. Naturally, these requirements were contradictory,
coo
because they immediately led to multiplying an arbitrary distribution

by a C' function. This was impossible, if the pointwise multiplication
operator was to keep its usual meaning.
Bony's solution was to replace pointwise multiplication by paramul-
tiplication 7r(a, f) of a with f. The paraproduct is defined when a
and f are tempered distributions. The algebra B,. (r > 0) of para-
coo
differential operators includes all classical pseudo-differential operators

o(x, D) E Op S°,0 and all the operators given by taking a paraproduct
't7
with C' functions.

This set-up gives results similar to those of the usual pseudo-differen-
tial calculus, the difference being that the "error terms" will be regular-
izing operators of order r, instead of smoothly regularizing operators.
The paradifferential calculus has a natural place in Calderon's pro-
gramme, for several reasons.
Firstly, in 1965, that is, more than ten years before the birth of the
paradifferential calculus, Calderon had specified a research programme
which had as one of its objectives the investigation of the regularity of
278 16 Paradifferential operators
the solutions of non-linear partial differential equations using a pseudo-

differential calculus which would include the operators of pointwise mul-
tiplication by C'' functions.
Secondly, if a(x) E L°O(lR"), the paramultiplication operator f i-
ir(a, f), for f E L2(R"), is a Calderon-Zygmund operator.
Lastly, Bony's linearization formula using the paraproduct coincides,
in the holomorphic case, with a famous identity of Calderdn's.
In this chapter we do not pretend to describe all the results arising
from the paradifferential calculus. We refer the reader to the proceedings
of the Seminar of the Ecole Polytechnique ([18]), where the work of Bony
and his co-workers is to be found.
2 A first example of linearization of a non-linear problem

We shall use .F : S' (lR") S' (R') to denote the Fourier transform
acting on tempered distributions. We shall also use f to mean F(f ).
We fix a radial function 0 in the Schwartz class D(]R") which satisfies
0(e) = 1 for lei < 1/2 and O(C) = 0, when lei > 1.
For each j E Z, the partial sum, or filtering, operator S) is defined by
Leo
.F[S9 (f )] (t;) = (2)f(). The "dyadic block" t(f) of f is defined

b y 1 (f) = S,+1 (f) - S, (f) or, equivalently, by
(2.1) F[O,(f)]() = ?P(2-')f() where 1(e) _ -0(e/2) - -0(e).
The support of the Fourier transform F(Aj(f )) is thus contained in
the "dyadic shell"
(2.2) r, {e E R" : 22-1 < Iei < 2j+11.
With this notation, the "Littlewood-Paley decomposition" of f is the
series
(2.3) f
which converges to f in S'(IR").
Of course, different choices of ¢ will lead to different decompositions.
A first example of linearization of a non-linear problem is given by the
use of the Littlewood-Paley decomposition in the proof of the following
classical theorem.
Theorem 1. Let F E C( R) be a function vanishing at 0. If 1 n/p, then, for all real valued f E LP'8(IR"), the function F(f)
is also in LP'"(IR"). Ifs = n/p and the derivative F' of F is bounded,
then we still have F(f) E LAIR") when f E LP's(IR").
We know that LP's is an algebra when s > n/p. Theorem 1 tells us
16.2 A first example of lineanzation of a non-linear problem 279
that the infinitely differentiable functions operate on this algebra, in the

sense of symbolic calculus. Since L1"5 is not an algebra any more when
s = n/p, the choice F(t) = t2 must be excluded in this case, which is
why we must suppose that F is sub-linear.
To prove the theorem for s > n/p, we put f j = Sj (f) and write
(2.4) F(f) = F(fo)+(F(f1)-F(fo))+...+(F(fj+i)-F(fj))+---
The series in (2.4) is a telescopic series which converges uniformly to

F(f)-
The term F(fo) presents no difficulties, because fo and all its deriva-
tives belong to Lr. It follows that F(f0) and all its derivatives belong
to LP, as long as F(0) = 0.
We then write
(2.5) F(fi+1) - F(fi) = m,°i(f)
where
(2.6) mj(x) = 10 F'(fj(x) + toj f(x)) dt.
0
The information we need about the functions f j is contained in the
following lemma.
Lemma 1. If f E L1''(R") and ifs > n/p, or ifs = n/p and F' E
LO° (IR"), then there exist constants Ce,, a E N", such that, for all j E N,
we have II& mjIj°o < Ca271a1.
We assume this result for the moment and continue with the proof of
the theorem.
Consider the linear operator L defined by
M
(2.7) ,Cu(x) _ m.7 (x)Oju(x) .
0
The operator L belongs to Cep S10,1. Indeed, Eo mj is the
symbol of ,c and the estimates defining an element of S° 1 are precisely
those given by Lemma 1. The operator L is thus bounded on all L1"7,
where r > 0, 1 n/p. Then IIfj II= < C, since f E L°O(R"). Bernstein's theorem
then gives II8' f j II, < C2(j+1) I"I . To show that F(f j + tE 1(f)) satisfies
inequalities of the same type, we apply the following lemma.
Lemma 2. If the functions gj satisfy Ilogj II. < C,01'4, where Ca
does not depend on j, then the functions F(gj) = hj satisfy Il8hj IIo <
Ca' 2j1-1.
280 16 Paradiferential operators
An amusing way to see this is to consider the auxiliary functions
v''
g'1(x) = g, (2-3x), which satisfy II&93Iloo < Ca. Then the functions
h3 = F(9?) satisfy Ilc h?II,,o < Ci,, as can be seen by applying the Faa
di Bruno formula for the derivative of the composition of functions. We
now recall that formula.
To compute a&F(g), where a = (al, ... , an), we let q denote an
integer with 1 < q< IaI and split the vector a E Nn into all the possible
'C7
vector sums 81 + . + /3q, where t1, ... , Qq E Nn. We then form all
the corresponding products F(9) (g)ad' g .. aNg. We then take the sum
over all the possible decompositions of a, keeping q fixed, and then take
the sum over all values of q E [1, IaI]. This gives a'F(g).
If s = n/p and F' E L'(W ), then, clearly, m., E L°°(l' ). We
obtain the bounds on the derivatives of m1 by observing that IIa'f3II.,, <
C,231 «1, when IaI > 1, even though it is not the case that II!3 II. CO-
C7'
3 A second linearization of the non-linear problem

The paraproduct 7r(a, f) of the tempered distributions a and f is
'ti
defined by
(3.1) 7r(a, f) _ Sa_2(a)03(f).

2
It is not at all obvious that the series converges in the topology of
S'(lRt), but we can verify that it converges, by applying the following
simple lemma.
Lemma 3. Let u3, j E N, be C°°(Rn) functions of polynomial growth
satisfying
(3.2) there exist constants /3 > a > 0 such that the support of the
Fourier transform of the distribution u3 lies in a23 < ICI < /323;
(3.3) there exist a constant C and an exponent m such that I%(x)1 <
C2-2 (1 + Ixl)t, for all j E N.
Then J:o u_,(x) converges to a tempered distribution in S'(R').
Conversely, if S is a tempered distribution, u3 = 01 (S) satisfies (3.3).
Under the given conditions, IS,_2(a)(x)I < C2p1(1 + Ixl)p, for some
integer p, and the support of the Fourier transform of S3_2(o) is con-
tained in the ball B1, centre 0 and radius 23-2. Similarly, I A3 (f) (x) I <
C292(1 + Ixi)q and the support of .T(.j(f)) is contained in the dyadic
shell F, defined by 23-1 < ICI < Thus, the support of the Fourier
23+1.
transform of the product S?_2(a)01(f) is contained in B, +F1, that

16.3 A second linearization of the non-linear problem 281
is, in the region a2j < f32j, where a = 1/4 and 6 = 9/4. The
tai
conditions of the lemma are satisfied.
In definition (3.1), the gap between the two subscripts plays an essen-
tial role: we may not replace Si _2(a)O, (f) by Sj (a)O j (f ). The support
of the Fourier transform of the latter product is contained in the ball
ICI < 3 2j and the resulting series would diverge. To understand the
difference between F_2 S j-2 (a )O j (f) and Eo S3(a)i(f) better, we
subtract one from the other. This gives E(0j-2(a) +Oj_i(a))fj(f).
Now, using the Littlewood-Paley decomposition to calculate the product
a f of our two distributions, we get, essentially,
E
l>o i'>o
Aj (a) A,, U
= E E A.i(a)O:i'(f) + Aj(a)Aj, (.f) + Aj(a)Ai'(f)

,j5j'-3 j'<j-3 Ij-j'1:52
=ir(a,f)+7r(f,a)+ EO.u-E(a)oj(f)
AEI<2
The two paraproducts are well-defined: the obstructions to taking the

product of two distributions are the defective series EOj_f(a)Oj(f
rat
< 2, to which Lemma 3 cannot be applied.

On the other hand, we may replace Sj_2(a) in (3.1) by Sj-2o(a). Such
a change would not affect the results to come (Theorems 2 and 3).
Let us return to the linearization of the non-linear operation which
changes f E LP,5 to F(f). We then have
Theorem 2. Let 1 0. Suppose that
f : lRn R belongs to LP-(R") and that F E C' (R) satisfies F(0) = 0.
Then
(3.4) F(f) _ ir(F'(f ), f) + g
where g E LP,'+'(lR").
The purpose of the paradifferential calculus is to localize, as precisely
as possible, the singularities of solutions of non-linear partial differen-
tial equations. But these singularities will be relative to a threshold of
regularity: everything which is more regular than the threshold is not
analysed and is considered as an error term. In (3.4), g is such an error
term.
It is worth describing a holomorphic variant of (3.4), because it in-
volves the bilinear operation which foreshadowed the paraproduct in
Calderon's work.
If f and g are holomorphic functions in the (open) upper half-plane
P and if f and g vanish at infinity, in a certain sense, Calderon defines
282 16 Paradiferiential operators
a function h, which is holomorphic in P and satisfies h'(z) = f (z)g'(z)

and h(ioo) = 0. We put II(f, g) = h.
Now, let f be a function which is holomorphic in P and which, to-
gether with its derivative f', belongs to the holomorphic Hardy space
H2 (p). We let K denote the closure of f(P) in C. Let F be a function
which vanishes at 0 and is holomorphic in a neighbourhood of K. Then
(3.5) F(f) = H(F'(f ), f) .
Indeed,
F(f)(ioo) = F(0) = 0 and d F(f) = F'(f (z)) f'(z) .
Theorem 2 generalizes, and slightly improves, Bony's theorem ([16]),
where p = 2 and s + r was replaced by s + r - e, for arbitrary e > 0.
The proof of (3.4) consists of comparing the operator G of (2.7) (which
arose in the first linearization) with the operator Ta, defined by TQ(f) _
rr(a, f).
We need the followimg lemma.
Lemma 4. Let f belong to LP's(R' ), where r = s - n/p > 0 and let c
be defined by (2.7). If a = F'(f ), then L -T,, belongs to the Hormander
class OpSj,i.
Assuming this, the proof of (3.4) is immediate. The first lineariza-
tion gave F(f) = F(S0(f )) + £(f), where F(S0(f )) may already be
considered as an error term, since it belongs to all the LP,' spaces, for
m > 0. So, if we put R(f) = £(f) - T. (f ), by the lenuna and section 6
of Chapter 10, R(f) E LP,'+r
To prove, as asserted by Lemma 4, that R belongs to Op Si i , we
compute its symbol p(x, ). It is given by
00
(2-3
p(x' ) _ 4j (4 ) + mo(x)1'( ) + mi
2
where
(3.6) 41(x) =f F'(Sj(f)+toj(f))dt-Sj-2(F'(f)).
We want to show that there exist constants C,,, a E N", such that, for
all j E N,
(3.7) II&'4j(x)Ij= < .
Ca2-j''23Ial
The terms and of lead to functions

which belong to all the Lp'm spaces, for m > 0, so we need take no
further notice of them.
We concentrate on (3.7). It will be enough to establish these in-
equalities for jal > r and for a = 0. The classical logarithmic con-
16.3 A second linearization of the non-lznear problem 283
vexity inequalities will take care of the cases in between, that is, when
1<lal<r.
If a = 0, we use the Sobolev embedding LP,' C C', where r = s - n/p
and where CT denotes the inhomogenous Holder space which we have
defined several times in the course of this work.
Thus II f - S(f)II . < C2`3 and it follows immediately that
II F'(f) - F'(Sj(f) +toj(f))II. < C2`3.
But F' (f) also belongs to Cr and, thus,
.I.
IIF'(f) - Sj-2(F'(f))II. < C2-'j

Finally, (3.7) follows, for a = 0, by applying the triangle inequality.
E_+
We still have to prove (3.7) when lal > r. We no longer use the fact
coo
that q1 (x) is the difference of two terms, but show separately that
(3.8) IIaSj-2(F'(f))II= < C.2-jT2j1(rI
and
(3.9) II Y'F'(Sj(f)+tA3(f))Iloo <Ca2-jT2jkr1.
The proof of (3.8) depends on the following lemma.
Lemma 5. If g E CT(R'), for r > 0, there exist constants Ca such
that, for all j E N and jai > r,
(3.10) Ild°Sj(9)II. < C,r2jll"I-T).
We start by writing Sj(g) = So(g) + Ao(g) + - - - + Aj(g). The term
So(g) is unproblematic, because II&So(g)II. < C,,, for all a E N'.
Next, IIAk(g)II= < C2-', so II0°Ok(9)II. < C21t1(k+1)2-k'', by Bern-
stein's inequality. Since Icsl > r, we have 1 +... + 2j(kr1-T) < C2j(I"l-T),
which concludes the proof of Lemma 5.
We move to the proof of (3.9). We shall change the notation a little by
putting f j = S j (f) +to j (f ). We shall keep only the following properties
.SC
of the fj:
(3.11) IIfj+1 - fj II. < C2-'T for j E N
and
(3.12) II
fjII.<C.2jII(rl-T)
for Jai>randjEN.
We then apply
Lemma 6. Let f j, j E N, be a sequence of infinitely differentiable func-
tions satisfying the estimates (3.11) and (3.12). Then, for any function
F E C- (R), F(fj) still satisfies (3.11) and (3.12), the constants C and
C,, being replaced by new constants C' and C.
The statement is obvious for (3.11) and we shall concentrate on (3.12).
The only difficulty is that the derivatives (?F(f,), IaI > r, involve
derivatives of the form aO fi, with IQI < r, to which (3.12) does not apply.
The remarks which follow are designed to get round this difficulty.
First of all, we observe that (3.11) and (3.12) give
(3.13) llO'(fi+1- fill. < CC271a12-r' for all a E IYn_
In our particular situation this gives no new information. However, with
the hypotheses of Lemma 6, (3.13) follows by convexity from the cases
a=0andlal>r.
Thus (and from now on we may ignore (3.11))
(3.14) llO f, U <_ C if IQI < r
and
(3-15) Il090fill0 <- C(1 + j) if IQI = r.
We then compute i0F(f3) using the Fan di Bruno identity. We must
find an upper bound for llY` fill,,. - - IIW fi lloo when,01 + . . +,f34 = a
and IaI > r. To do this, we summarize (3.14), (3.15) and (3.12) as
C2u1$1(1-r/IaI)
(3.16) 1iW3fi III < for 0:5 101:5 at, at >'r-
The identities (3.16) are less precise than (3.14), (3.15) and (3.12),
except when I,0l = lal, when (3.16) is the same as (3.12).
Since at = 1,011 + + I(3 1, we get, as promised,
lie, f i U ... III°fi ll, < C ' 2 ° 1 1 ' 1 ° ' ) = CI2-ir2ilaI .
We have now proved Theorem 2. In our intended applications, it will
be the multidimensional version of Theorem 2, rather than the theorem
itself, which will allow us to localize the zones of irregularity of solutions
of non-linear partial differential equations.
Let F : RN -> C be an infinitely differentiable function of N real
variables ui, ... , UN. We suppose that F(O) = 0 and let Fi denote the
N partial derivatives t5F/Sui, 1 < j < N.
Let r = s - n/p > 0, for some p with 1 < p < on, and let f =
(fl,..., fN) be an RN-valued function, belonging to LP,9(Rn). Then
F(f) = F(f1i... , fN) has the following expansion as a sum of para-
products.
Theorem 3. Under the above hypotheses,
N
F(f)rr(F'i(f),fi)+g,
r4.
(3.17)
where g E LP,s+r
The proof of Theorem 3 is the same as that of Theorem 2 and thus
left to the reader.
16.4 Paradiffereniial operators 285
Before finishing this section, we give a lemma which will be useful for
studying paradifferential operators.
Lemma 7. Let fj, j E N, be a sequence of functions in C°°(R") whose
behaviour as j oo is described by the following conditions:
(3.18) there exist r > 0 and a constant CO such that, for all j E N, we
have Ilfj Ilcr < Co;
(3.19) there exists a family of constants Cp such that, if 1,61 > r, then,
for all j E N, we have 118pfj11. < Cp20IPI-T).
Then we can decompose f, as
(3.20) fj = gj + hj ,
where
(3.21) the Fourier transform of gj has support contained in the ball
ICI < 2j-'o,
(3.22) IIg; Ilcr _< CO, for all 3 E N,
and
(3.23) IIOhj II0 <_ Cp2j(I'I-r), for all,Q E N'2 .
To see this, we perform a Littlewood-Paley decomposition on fj, writ-
ing
fj = Sj-1o(fj) + Aj-10(fj) +...
and putting
gj = Sj-'o(f,) and hj = E Al(fj)
l>j-10
The estimates (3.21) and (3.22) are now obvious. For (3.23), we use
(3.19); further, Ilol(fj)lL0 < Cm2(j-l)m2-jr for every integer m E N,
which, combined with Bernstein's ineqality, gives (3.23).
We may remark that, conversely, (3.22) and (3.23) imply (3.19).
4 Paradifferential operators
Let r be a strictly positive real number which we shall keep fixed.
Following Bony, we shall construct an algebra of operators, contained
in G. Bourdaud's algebra, and a symbolic calculus which will enable
us to invert the operators in our algebra, modulo operators which are
regularizing of order r, that is, operators whose symbols lie in the class
Si,i (IIY" x IIS"), which we used in the proof of Theorem 2. An operator
which is regularizing of order r is a continuous mapping from LP'e(R")
to LA9+''(R"), as long as s + r > 0, for 1 < p < oo (Chapter 10, Section

5), and there is a similar statement for Besov spaces.
pay
Bourdaud's algebra consists of operators T which, together with their
adjoints T*, belong to (gyp S1 1. This is described in Chapter 9, but has
the disadvantage of not having a reasonable symbolic calculus. In a
way, Bourdaud's algebra is too big and we are going to improve it by
incorporating additional regularity with respect to x into the symbols
we use. That regularity is measured by the fixed real number r > 0.
.7'
It is no extra effort to define symbols of order m, although the calcu-
lations we shall need to carry out involve only operators of order 0.
Lastly, in the definition which follows, C' will denote the inhomoge-
neous Holder space: the norm of f in C' includes the L°° norm. We
have written enough about these spaces in the preceding chapters for
the reader to need no further details.
Definition 1. Let r be a positive real number. A function a(x, )
belongs to the class A,"` of symbols if u(x, ) E C°° (R" x R") and the
two following conditions hold:
(4.1) there exist constants C(cr), cr E N", such that the hinctions of the
variable x defined by i3{ a(x, ) all belong to C'(R") and satisfy
),n-dal
10'0-(x, )IIC-(R-) < C(a) (1 + I
(4.2) there exist constants C(a, E3), a, 13 E N", such that, if IQI > r,
I0'a (x,O I < Qn,")(1 +
In other words, we get regularity with respect to x "for free", as long

as that regularity is not greater than r. After that, we have to pay.
If r = oo, we are back to the usual class S. Using a symbol of this
type, we define the operator a(x, D) by the usual formalism
(4.3) a(x, D)[e`x £] = a(x,
The next definition is closer to Bony's approach ([16]).
Definition 2. The set B consists of the symbols o-(x, ) E A;" which
satisfy the following condition: for each fixed ., the support of the (par-
tial) Fourier transform ofa(x, ), regarded as a function of x, is contained
in the ball IM < Ie /10.
We could just as well define B,'." without specifying that a(x, C) E A',
but requiring (4.1) to hold, as well as the last condition of Definition 2.
Condition (4.2) then follows automatically, as can be seen by rereading
the proof of Lemma 7.
16.4 Paradifferential operators 287
The reader is invited to check that, for all real m,

gin c mCS'n CAm+r.
1,0 r 1,1
Clearly A, C A', if s > r, and Br is contained in Am, as we have

already remarked.
If m = 0, we write Ar and Br, instead of A° and B.
As in the usual case, a(x, t;) belongs to A;." or B"`, if and only if
(1 + belongs to A,. or Br, which enables us to reduce
many problems to the case m = 0.
The following lemma clarifies the relationship of Ar to B.
Lemma 8. For a function a(x, t;) E C' (R' x R"), the two following
properties are equivalent:
(4.4) a(x, k) E Ar ;
(4.5) a(x, t; ) = -r(x, 0 + p(x,
wherer(x,t;) E Br and p(x,t;) E Sj,i.
As we have already remarked, ST is contained in Ar. It is then
clear that (4.5) implies (4.4). Conversely, we use the notation of the
Littlewood-Paley decomposition to write 1 = 46(x') + Eo ,0(2-1t) and
then
(4.6) a(x, ) = a(x, al (x,)
0
where o,(x,t;) = a(x,t),0(2-it).
We then use Lemma 7 to decompose each of the functions a,(x, t; )
with respect to x.
The importance of Ar lies in its being an algebra under ordinary
multiplication. More precisely, we have
Lemma 9. Let al (x, t), ... , UN (X, t;) be N real-valued symbols belong-
ing to Ar. For every function F E C°°(RN), F(ai (x, t), ... , aN(x, t))
lies in Ar.
There is no difficulty about the proof of (4.1), while the verification
of (4.2) is identical to the proof of Lemma 6, with 2i replaced by 1 + Jkl.
Corollary 1. Let al (x, t;) and a2 (x, t;) be two real- or complex valued
symbols in Ar. Suppose that there is a a constant 6 > 0 such that
ja2 (x, t;) I > 6 whenever a1(x, k) # 0. Let us define a3 (x, k) by putting
a3(x,t;) = 0, when ul(x,t;) = 0, and a3(x,k) = al(x,l;)/a2(x,t;) other-
wise. Then a3(x,t;) also belongs to Ar.
Indeed, let F(u, v) be an infinitely differentiable function of two real
variables it and v, which coincides with (u+iv)-1 when (u2+v2)1/2 > 6.
We let a2 (x, t;) denote the real part of a2 (x, e) and let 12 (x, ) denote
its imaginary part. We then form F(a2(x, t), /32(x, t)). The new sym-
bol belongs to A,., by Lemma 9, and the same is true for the product
al (x, t) F(a2 (x, t), l32 (x, )) = as (x, e)
Corollary 2. Let u(x, l;) be a symbol in Suppose that, for some
(4.7) lim inf Ia(xo, Ao)I > 0.

a-o0
Then there exist an infinitely differentiable function u(x), which is 1 at
xo, an infinitely differentiable function v(k), satisfying v(M) = for
-
It;I > 1, A > 1, and v(ato) = 1, if A > A0 > 0, and, lastly, a symbol
-r(x,t) E A, such that
(4.8) a(x,0T(x, ) = u(x)v()-
Indeed, let 26 be the liminf of (4.7). The regularity of
Ink
given
by (4.1), implies that Ia(x',k') - a(x,l;)I < e, if Ix' - xI < r7(e) and
Ie - I/ICI S 17(e)- In particular, 6 > 0 if Ix - xoI < ri,
We choose u E D(R) equal to 1 at xo and zero outside Ix - xoI --

Y7.Similarly, the function v(E) will be zero in a neighbourhood of 0
and outside a cone of revolution with vertex 0, generated by the ball
- xoI 27 with, further, v(A o) = 1, if A > A0 > 0.
It is then enough to apply Corollary 1 to the quotient u(x)v(l;)/a(x, ).
tea,
5 The symbolic calculus for paradifferential operators

The symbolic calculus for paradifferential operators follows from the
next result.
Theorem 4. Let r(x,1:) be a symbol in the Hormander class Sot 1 and
let a(x, k) be a symbol in Br, for some r > 0. Then
(5.1) 7(x, D) o a(x, D) = y(x, D) + p(x, D),
where
r)
(5 . 2) ` Y (x ,
InI<r
a T(x. )dz a(x, ) ,
and
p(x,t) E Sii
Naturally, the formula for computing ry(x, ) is the same as that en-
countered in the usual symbolic calculus. The only difference is that we
16.5 The symbolic calculus for paradifferential operators 289
stop at order r. The classical pseudo-differential calculus can, therefore,

be regarded as the limiting case of (5.1), as r tends to infinity.
To apply the theorem, we need to arrange the terms of (5.2) in a
hierarchy. We have i'T(x, t) E Sl,l01 and, similarly, if r belonged to B,
would have a,-,r(x, t) E B,-'-' . But this advantage is lost immediately by
the weakness of 8a(x, t), where the most we can say is that dxà(x, t) E
Ls'
B;.a', or B,._,aI. That is to say, in the best case (in which both a and r
rte
belong to Br) all the terms in the right-hand side of (5.2) have the same
order in A, and we cannot establish a hierarchy.
On the other hand, as soon as we put these terms into the classes Si 1,
order reigns. If r is not an integer, &4 7-(X, t)ilz a(x, t) E Si,l01, as long as
0 < lal < r, and the error term cannot be confused with any of the other
terms. If r is an integer and if IaI = r, we still have a(x, t) E S1.1 for
every e > 0, but not for r = 0 (because the Holder space C' has to be
defined in terms of the Zygmund class when r E N).
Let us pass to the proof of Theorem 4. It is convenient to use several
well-known properties of the Wiener algebra A(l1 ). It consists of con-
tinuous functions vanishing at infinity which are the Fourier transforms
f of functions f E L1(lR"). By definition, the norm of f in A(R) is
that off in L'(IR").
Lemma 10. If u(x) E A(R"), then, for all t > 0, u(tx) also belongs to
A(PJ') and has the same norm as u.
Lemma 11. The Sobolev space H8(R") is contained in A(]R") for s >
n/2.
To prove Theorem 4, we make the same calculations as in the case of
coo
the usual pseudo-differential operators. Only the estimates differ.

In particular, p(x, t) is given by a classical formula which we shall
recall. We let S(r7, t) denote the distribution which, for each fixed t, is
the Fourier transform of a(x, t) regarded as a function of the variable x.
This distribution has support in the ball Irtl < ItI/10, since a E Br. By
abuse of language, we shall write f ¢(77)S(77, t) d77 instead of (S(-, t), 0(.)).
Under these conditions,
(5.3) p(x,t)_ (27j {r(x,+)- aii T(x,t)}e`7-'S(rh,t)dr7.
We shall just establish that l p(x, t) I < C(1 + It I)-'', asking the reader
to check that the proof of the inequalities
Ip(x,01 <_ C(a,p)(1 +
is the same.
290 16 Paradiferemtial operators
To analyse p(x, ), we once again use a Littlewood-Paley decomposi-

0-3
g04
tion, in the form 1 = 0(77) + Eo Exactly as in the usual cal-
culation, ¢ is supported by Irjl < 1 and V) has support in 1/3 < 1771 < 1.
The products S(v7, are denoted by Si (v7, C) and we put
Ti(x,77,k) = {T(x,£+71) - o"Car(x, )} (2-'rl)
Having done this, we write

(5.4) Pi (x 0 = (27r)" jri Ti (x, V7, )e:,vxSi (vl, C) dv7 .
Finally, we set
J
(5.5) P(x, ) + E Pi(x,
0
where J is the smallest integer j such that 2i+1 > 3111/10 and where
Ax, t) is the analogue of po(x,t), with replaced by ¢(e).
Let m c N be the integer part of r, that is, m < r < m+ 1. We intend
to verify the estimate
(5.6) C221m+1-T)(1 + 1t1)--+1.
The same proof will work for p3(x, t) and summing the inequalities for
0 < j < J will give I p(x, t)I < C(1 + It1)-T.
In proving (5.6), we may forget about the variables x and , which
just play the roles of parameters. We concentrate on the variable 77 and
define Ai E L1(1R") and Bi E L°°(1R") by
Bi (v]) = e1" Si (rl, )
and
+7]) -
``r
A7(T7) = {T(x, T(x,S)10(2-)?7)
ICI<r
Since v(x, ) E CT. the characterization of the Holder spaces by the
Littlewood-Paley decomposition immediately gives IIBBII= < C2-jr.
Now
Pj (x, 0 = (27r)" f Ai (,i)B3 (i) dv7 = f Ai (u)Bi (-u) du ,

so IIA,II111B,II >.
It remains to evaluate IIAj II1. To do this, we first use Lemma 10 and

try to estimate the A norm of
91(y) _ {T(x, + 2-'y) - (2a )a OFT (x, 0} 0(y) .

ICI<
Recall that j E N has to satisfy the condition 2i < and there-
fore, we have Ik + 21111 > ICI - 22 > 7IfI/10 when v&(y) # 0. We then use
16.5 The symbolic calculus for paradiff erential operators 291
the regularity of the symbol r(x,1:) with respect to and get

'n-1
I9;(y)I : C2'("'+1)(1 + I I)
c7+
and, similarly,
ca(2'(1+IkD)_1)"i+m+1
I0'9;(y)I :5
The norm of g, (y) in H8(R') thus does not exceed
,I)-1)'n+1
(2'(1 +
which gives (5.6).
As we have indicated, the estimates on the derivatives of p(x, ) with
respect to x and are obtained similarly, giving p(x, l;) E S1, i .
Corollary. Let a(x,l) be a symbol in Br. Suppose that, for some
xe E R" and some & E R' \ {0}, we have lim infay... I a(xo, ACe) I > 0.
Then there exist a symbol r (x, 1;) in the algebra Ar, and two functions
u(x) and satisfying the conditions of Corollary 2 of Lemma 9, and
such that
(5.7) T(x, D) o a(x, D) = u(x)v(D) + p(x, D),
where p belongs to the Hormander class S,i S.
To prove (5.7), we follow the usual method and look for T(x, l;) of the
formT=Tp} - +T,,,, w h e r e T q E Si , i n A,., f o r 0 < q < m, where m is
again defined by m < r < m+1. If r = m, the condition T,,, E Si,i nAr
is replaced by r,,, c Si,i +£ nAr, for all e > 0.
We use Theorem 4 to compute Tq(x, D) o a(x, D) and get yq(x, D) +
pq (x, D), where
(0101
(5-8) yq(x, ) = Tq(x, e)a(x, e) + a°tTq(x, k) a(x, )
1<IcI<r-q
and p,, c S.
The terms on the right-hand side of (5.8) belong, respectively, to ST'
'12
Si l-1, and so on. When q = 0 and Ial = m = r, the last terms belong
to Si,i +£, for e > 0. Finally, when q = m, the right-hand side of (5.8)
involves only one term, namely r,.(x,e)a(x,1:).
We apply Corollary 2 of Lemma 9 to define TO(x,t), u(x) and v(e)
satisfying (4.8). After this, our strategy is to amend all the error terms
on the right-hand side of (5.8) by an appropriate choice of -r,+,. We
.a:
proceed in the simplest possible way by requiring
Tq+1(x,)a(x, + ..Tq(x, )a(x,) = 0 .

1<Icf!<r-q
To make sure this is possible, we observe that the supports of the
coo
symbols are contained in that of the product Since

W x4 I _> 6 > 0 on the support of u(x)v((), we may apply Corollary 1
boa
of Lemma 9.
6 Application to non-linear partial differential equations
.'!
We shall state and prove a theorem about the regularity of solutions of
non-linear partial differential equations. Since this result was obtained,
Bony and his co-workers have established many others: we refer the
reader to [18].
We start by relating the paraproduct operator ir(a, f), with o(x) E
Cr(Rn), to the class Ar of Definition 2.
The symbol of ir(a, f) is a(x,l;) = E2 Sj_2(a)&(2-7 ). Conditions
(4.1) and (4.2) are obviously satisfied.
As far as the class Br is concerned, the support of the partial Fourier
transform of a(x, ) is contained in the ball 1771 _< IkI/2, rather than
I71I _< We could obtain the coefficient 1/10 by replacing Sj_2(a)
by Sj_5(a). What would be the effect of such a modification? Nothing
changes in Theorems 2 and 3. Indeed, our modification leads to error
terms Es Oj_3(a)Aj(f),...,Is Aj_5(a)Aj(f), and these error terms
te-
obviously belong to LP,,,+r if f c and a E Cr.

Throughout this section, we shall therefore suppose that the paraprod-
uct is defined by Es Sj_5(a)Aj (f ).
We now consider a non-linear partial differential equation
O°.
'r,
(6.1) F(x, f (x), - .. , 8° i f (x), ...) = 0,

where IaI _< m, F E COO(RN), and f : Rn -' R.
The function F is given, m is the order of the equation. N - 1 is the
number of the a = (at,.. , an) E Nn of height IaI < in, and f is the
unknown function.
The non-linear character of this equation leads us to make a global
regularity hypothesis, which will let us avoid products of distributions
in (6.1). We use either f (x) E C-+' (R'). with s > 0, or f (x) E LP,9+"',
where s - n/p = r > 0. Then all the derivatives O'f (x), IaI < m,
appearing in (6.1), belong to Cr and the meaning of (6.1) is as simple
not
as possible.
Our intention is to show that f (x) is much more regular, on a micro-
local scale. The gain in regularity is equal to r.
The singular region is a closed set r in Rn x R'3\{0} and the conclusion
of Theorem 5 below is that f (x) is micro-locally Cr+e++n (or jp,s+m+r)
outside the singular region.
16.6 Application to non-linear partial differential equations 293
Let us be more precise. We begin by defining r. In fact, r = r(f )

depends on the solution f of (6.1), whose regularity we are investigating,
and is the set of (x,l;) E Rn x IRn \ {0} such that
(6.2) E (il;)aca(x) = 0,
Jal=»e
where
(6.3) C. (x) = aF (x, f (x), ... , 0'f (x), ...)
au"
We have used ua E R to denote the variables on which F depends:
ua is replaced by Of in (6.1).
Theorem 5. Every solution f of (6.1) which is globally in the class
LP'8, where s = m + n/p + r, r > 0, 1 0 (indeed, for all A E IR). We
then consider a point (xo,t=o) r, o # 0, and take functions u(x),
`H.
similar to those of Corollary 2 of Lemma 9. such that the support of

is disjoint from r. The conclusion of Theorem 5 means that
the operator u(x)v(D) transforms f into a function belonging to
To prove Theorem 5, we first use Theorem 3. For all f E L1"8, we get
the identity
(6.4) F(x, f (x), ... , aaf (x), ...) = E La (a" f) (x) + g(x) ,
Ial<m
where g E LP-'+r and La(f) _ ir(ca(x):f)
If f is the solution of (6.1), then
(6.5) L. (8a f)
We shall use Theorem 4. Put L = FJaI<m O(I - This A)-m/2.
operator is in (9p B,., because of the change we made to the definition

of the paraproduct. The symbol of L is
(6.6) A(x,C) _ (2-3
iai<m J>5
We suppose that (xo, o) v r, £o # 0, and show that
4.0
(67) liminf IA(xo,ko)I > 0.

t-,oo
Observe that
00
E V)(2-9t) = 1 - 0(2 -NO = 1 ifICI?2N-
N
Furthermore I Sj (ca (x)) - c. (x) l < C2--?', since ca (x) E C'. These
properties imply that, if # 0,
(6.8) ca(x)
el j>5
Finally, if 4 0,
Ca(x)('S)`YISI-m
eli
lcxl=m
and (6.7) is a consequence of the definition of F given by (6.2).
Having made these remarks, we return to (6.5), which we write as
L(h) = -g, where h = (I - A)"L/2 f. The corollary of Theorem 4 gives
u(x)v(D)h E LP,a+r-' and we get u(x)v(D) f E LP,B+', as claimed.
The same arguments give the analogue of Theorem 5, when the regu-
larity is measured in terms of Holder spaces.
7 Paraproducts and wavelets

Consider the linear operator T. which takes a function or distribution
f to the paraproduct 7r(a, f) and suppose that a E C' (R"), where 0 <
r < 1. We end this volume by rediscovering wavelets as eigenfunctions
of a realisation Ta of Ta, with Ta - Ta belonging to Op Sl,i S.
More precisely, let via, A E A, be the wavelets arising from a mul-
tiresolution approximation as in Chapter 3 of Wavelets and Operators.
We have A = U°°, A.?, where Aj = 2-j-'Z" \ 2-jZ'. In fact, we shall
only use j > 0, which means that we need to complete the orthonormal
system z/>>,, A E Aj, j > 0, by adding the sequence ¢k, k E 7L1, defined
by O(x - k). k E Z".
Let a(x) be a bounded, continuous function on R'_ We define the
operator Ta : L2(Rn) -+ L2(R') by
(7.1) Ta( AEAj, jEN,
and
(7.2) Ta((bk) = a(k)ctk
The collection of the operators Ta is a commutative, self-adjoint subal-
X08
gebra of L(L2(R"), L2(R")). The operator norm u1Tah1 is supAEA la(A)I =

supXE5 Ia(x)j = 11aIk. and it follows that the algebra consisting of all
the operators Ta is a Banach algebra.
Theorem 6. Ifa(x) E Cr(R") and if0 < r < 1, then Ta-T. E (gyp Sj,i.
The proof of Theorem 6 consists, to begin with, of comparing Ta with
the operator Ta defined by Ta(f) = F_o Ej (a) Dj (f ), where, following
16.7 Paraproducts and wavelets 295
r..
the notation of Chapter 2 of Wavelets and Operators, the operators E3
(1y
and D. come from the Littlewood-Paley multiresolution approximation.
M08
But, to do this, we must use yet another variant of the operator Ta.
f3.
We observe that T would be a martingale transform operator if, in-
stead of the Littlewood-Paley multiresolution approximation, we used
,,.
the multiresolution approximation for which the E; are the conditional
expectation operators associated with a dyadic martingale.
coo
This modification of the paraproduct operator does not require the
condition r < 1. This will be needed when we try to replace the function
E3(a) by its sampling on 2-'Z'.
Even before we compare Ta with T", we must snake a preliminary
a'.
alteration. We let u and v be functions in S(IR") whose Fourier trans-

forms fi(e) and v(t;) satisfy fi(e) = 1 in a neighbourhood of 0, and
.+,
fi(l;) = v(Z;) = 0, for sufficiently large 1t;1. We then put u3(x) = 2"3u(23x)
't7
and let U3 denote the operator of convolution with u3. We define v3 and
V3 similarly.
The first modification to the definition of the paraproduct consists of
.-. .°n
defining
(7.3) n(a,f)U3(a)(V3+i(f)-Vi(f
0
To compare irr(a, f) to the "genuine" paraproduct, we look at the
operator R. (f) = *r(a, f) - ir(a, f ). We shall show that
(7.4) RaE(?pSii ifaEC'.
Let p denote the difference v - 5. The Fourier transform of p has com-
pact support and vanishes in a neighbourhood of 0. Denoting the opera-
tor of convolution with 2"3p(23x) by R?, we see that >° 0?_3(a)Ri(f)
.0>'
is an error term. Indeed, its symbol is E3 and this

...
i.4
belongs to Sj. because < C2-3,.

Now put sri(a, f) = E2 Sj_2(a)(V3+i(f) - V3 (f)) and let us verify
`''
.r.
that, up to an operator whose symbol lies in Si i , sri and it coincide.

Their difference is exactly E2 S3 _2 (a) (R3+s (f) - R3 (f) ), a series to
which we apply the Abel transform. Modulo a trivial operator we get
the error term - E3 i3_3(a)R3(f ).
After this, the comparison of 7rl (a, f) with *r(a, f) is easier. Their
.t"
difference belongs to (gyp Si, i .

We return to the wavelets and to Proposition 9 of Wavelets and Op-
erators, Chapter 2. To simplify the notation a little, we restrict our
coo
attention to dimension 1. With the notation of that chapter, we have

`'J
(7.5) E3 = S3 + RR + RR
where Si is the operator of convolution with 218(21x), and

(q 1, on [-27r/3,27r/3] and = 0, if 4ir/3.
The operators R,+ and Ry are of the form M,N,, where N, is an
operator of convolution with 2'(2'x) or 21 C(21 x). Here i and r; belong
to S(R) and their Fourier transforms vanish in a neighbourhood of 0
and have compact supports. On the other hand, M, is the operator of
pointwise multiplication by et2ii2-x. With this notation, we have
Lemma 12. Ifa(x) is in C'(R), the paraproduct ir(a, f) may be defined
by Eo E1(a)D, (f ), modulo an operator belonging to Cep SI,i .
Here, again, we replace Ej (a) by the principal term of (7.5), namely
Sj(a). As for the error terms, we have IIRI (a)1k0 < C2-j', because
a(x) E C'.We get bounds for the derivatives of R; using Bernstein's
inequalities.
This leaves E°° S, (a)D, (f). We have
D1=E1+1-E1=S1+i-S3+R+1-Rt +R.7--+i-R; -
The principal term is >o Sj(a)(Sj+1 - S,)(f), that is, one of the forms
of *r (a, f). The two error terms are dealt with by Abel's transform.
We let 11 (a, f) denote the form of the paraproduct given by Lemma 12.
For this, we have
(7.6) 11(a,V),\) = E, (a)%ia , if ,\ E A,, j E N,
and
(7.7) II(a,4k)=0, forkEZ.
We write aj (x) = Ej (a) (x) and suppose, as before, that 0 < r < 1.
We then let k denote the diagonal operator with respect to the wavelet
basis, defined by
if AEA1, and II.(4k)=0, ifkEZ.
Then
H(a, Va) (a,(x) - a,(A+)),Ga(x) = g1,k(2jx)oa(x) .
Since a(x) E C', we have 191,k(u)I < C2-1'Ju - (k + 1/2)1' and, since
0 < r < 1, we get, for every integer l > 1,
(7.8) ` d) q_,.k(u) C12-'j.
The symbol of the difference rl(a, -) - I , is E°O ry1(2?x, 2-1"t) b(2-1 e),
where
00
k)e-'(u-k)v
7j(u, v) _ gj,k(u)V(u -
k=-oo
16.7 Paraproducts and wavelets 297
It is easy to see that

('0 yn
and it follows that ll(a, ) - I7a E OpSj,i.

The final modification is to replace a, (A) by a(A), which is immediate,
because Ila - all < C2-''-7. We have proved Theorem 6.
If m < r < in + 1, we would have to replace the operator Ta of
Theorem 6 by
nn) (a(A)'h ... + `x mf)ma(m)(A) f V x(X)
and a similar proof would give T. - Tare) E Op Si,i

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Index
A 66
Ay 68 Cauchy kernel 5, 30, 44, 98, 116,
Am 83 126, 141, 150, 157, 213
A,, 37 Calderon-Zygmund decomposition
Ap 39 3, 15
ATn 286 Calderon-Zygmund operator 8
B8 113 charge density 108
Bp,q (Wavelets and Operators 200), Clifford algebra 153
82,114 commutator 5, 29, 79, 89, 96, 216
B 66 Cotlar's inequality 26, 34
B'(0) 148
...
Bw 84, 286 David's theorem 183

B°O (d) 148
Br 286 sober
Dirichlet problem 258
distribution-kernel 8. 45
BMO (Wavelets and Operators double-layer potential 116, 259
151), 13, 19. 22, 50, 57, 73, 91,
126, 142, 145, 152, 207, 216, 218, fractional integration 111
239
BMOb 146 good A inequalities 37
C8 111
CZO 66 Hardy spaces (generalized) 157
Hl (Wavelets and Operators 141), Holder spaces 123, 286
13, 18, 22, 145
holomorphic functional 196, 210
H6 145
homogeneous Holder spaces 111
.My 67
homogeneous Sobolev spaces 112
OpM y 67
PV 4
Kato's conjecture 237
S°,i 84, 288
Kenig's theorem 175
S°,6 85
Si,l 282 Lavrentiev curve 110, 184
T,t 25 Leibniz's rule 90, 93
Lipschitz curve 5, 30, 44, 98, 115,
accretive operator 128, 227, 232 141, 150, 158, 213, 256
Ahlfors regular curve 183
atom of Hl 18 Marcinkiewicz symbol 173
maximal function 25
Besov spaces (Wavelets and method of rotations 105
Operators 200), 64, 70, 82, 114 Muckenhoupt weight 37, 39, 169
Bergman space 148 multilinear operator 195
Bloch space 148
Bourdaud's algebra 84, 286 Neumann problem 1, 258
314 Wavelets: Calder6n-Zygrnund and rnultilinear operators
rip
paradifferential operator 85, 277,
285
paraproduct 74, 208, 280
pseudo-differential operator 77, 89,
:r.
116
pseudo-product 44, 58, 73, 83, 144
regularizing operator 4, 92, 285

renormalization constants 6, 20, 49
Riesz transforms 1, 65, 88, 240
rising sun lemma 101
00j
Schur's lemma 54, 138

single-layer potential 267
"fn
singular integral 7, 24, 48, 30

Sobolev spaces 1, 122
;"`
special atom 64
strict convergence 203
symbol 77, 92
symbolic calculus 4, 66, 78, 86, 129,
215, 229, 285, 288
T(1) theorem 50
T(b) theorem 142
transference 185
vaguelets 56, 137

von Neumann's inequality 233
wavelets 7, 23, 47, 51, 65, 67, 78,

y90
82, 84, 87, 117, 121, 127, 132,

142, 177, 207, 294
weak Ll 14,35
weakly continuous operator 46
Wiener algebra 197
Cet ouvrage a ete acheve d'imprimer en fevrier 1997
Bans les ateliers de Normandie Roto Impression s.a.
61250 Lonrai
N° d'imprimeur : 970320
Depot legal : fevrier 1997
Imprirree en France
Now in paperback, this remains one of the classic expositions of the
theory of wa elets from two of the sub ect leading experts In thi
olume he theory of paradifere teal operators and the Cauchy kerael
on Lipschitz curves are discussed wi h the emphasis firmly on their
connection with wavelet bases Sparse matrix representations of these
operators can be given in terms of wavelet ba es which have important
applica ions in image processing and m raencal analysis. The metkod t,
now widel studied and ca-i be us d o tack) a wide variety of problems
ansing in science and engineering. Put s.aply tht is an essential
purchase for anyone researching the theory of wavel t
Cambridge Studies in Advanced Mathematics

EUIrOFS
B Bolloba r v r ity of 'M onpht
A. Katok Penn lrania Stat n er t
F Kim-an Uni l ers& r of Oxford
P Sarriak Princ ton Universi
W Fulton n t it f Chi ago
CAMBRIDGE
UNIVERSITY PRESS

(Yves Meyer, Ronald Coifman) Wavelets Calderón-Z

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CAMBRIDGE STUDIES IN

Translated by David Salinger

PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE

ISBN 0 521 42001 6 hardback

8 David and Journe's T(1) theorem

6 Pseudo-products and the rest of the proof of the

9 Examples of Calder6n-Zygmund operators

5 Higher order commutators 96

10 Operators corresponding to singular integrals:

their continuity on Holder and Sobolev spaces

11 The T(b) theorem

8 An application to the L2 continuity of the Cauchy kernel 141

11 The general statement of the T(b) theorem 149

13 Algebras of operators associated with the T(b) theorem 150

12 Generalized Hardy spaces

3 Hardy spaces and conformal representations 163

4 The operators associated with complex analysis

5 The "shortest" proof 178

7 McIntosh's theory of multilinear operators 220

14 Multilinear analysis of square roots of

9 Additional remarks 254

15 Potential theory in Lipschitz domains

References and Bibliography 298

ne laisse pas de le sonder et essaycr et, en retastant et petrissant cette

"Where someone failed, another has succeeded; what was unknown

This book is a translation of Ondelettes et Operateurs, Volume 11,

David Salinger, Leeds, June 1996.

2. For the Cauchy Integral on Lipschitz curves, Mark S. Melnikov and

astonishing because it makes no use of the BMO space or of Carleson

4. Can wavelets play a part in the study or the understanding of the

raised by Kato's conjecture. These authors have obtained remarkable

Yves Meyer, Paris, May 1996.

Confronted with an orthonormal basis ej, j E J, of the Hilbert space

uation that coherence beloved of scientists. Unfortunately, until now,

of interest. For example, in the trigonometric system, the diagonal op-

sequence; they are pathological unless, for example, Marcinkiewicz's con-

shall call Calderbn-Zygmund operators.

fact explains the success of wavelet series compared to other orthonor-

transformed into g(x) = T[f](x) and the remarkable properties of the

happens to f (x). Wavelet decompositions are thus robust, and their

of the relationship between Calderdn's programme and Kato's has been

a source of progress in recent years.

established using the earlier chapters of this volume. Wavelets make

For the greater convenience of the reader, the Introduction to Wave-

k = 0, 11, ±2, ... forms an orthonormal basis of the standard space

adjust their phases judiciously. It is thus impossible to predict the prop-

"wavelets" as an alternative to traditional Fourier analysis. This alter-

These separate investigations had such a "family resemblance" that

Lienard, Morlet and Rodet.

tribution, is the sum of a wavelet series and, contrary to what happens

So we have a new tool at our command, an instrument that lets us

perform, without thinking, the delicate constructions that could not

formerly he achieved without recourse to lacunary, or random, Fourier

become the everyday properties of generic sums of wavelet series.

series will, doubtless, play an important role in many different branches

of science and technology. Mathematicians, physicists, and engineers

tions or distributions. Such questions can often be answered by rather

of translation invariance, which follows immediately from the definition).

However, the bounded operators which can be diagonalized exactly

of bounded operators on L2 and the well known Calder6n-Zygmund

tained in the set C of operators whose study has been recommended by

standing classical problems in complex analysis and partial differential

field of application systematically, by weakening, as far as possible, the