Math 138 Functional Analysis Notes PDF

LECTURE 01:
PROTOTYPICAL BANACH SPACES: Lp , p ≥ 1
Remark. Point: Functional Analysis deals with the study

of (topological) vector spaces; can be considered “infinite-
dimensional linear algebra.” Structure of such spaces; the
behavior of operators on such spaces; etc.
1. Review
Remark. Statements taken from H. Royden, Real Analysis.
Uniformly bounded
Theorem 1.1 (Bounded Convergence Theorem). Let {fn } and pointwise con-
vergent implies in-
be a sequence of measurable functions on a set E of finite tegration and limit
measure, and suppose there exists a real number M such commute.
that |fn (x)| ≤ M for all n and all x. If f (x) = lim fn (x)
for each x ∈ E, then
Z Z
f = lim fn .
E E
Something that
Theorem 1.2 (Fatou’s Lemma). Let {fn } be a sequence of works as long as
nonnegative measurable functions. If lim fn (x) = f (x) a.e. the functions are
nonnegative.
on a set E, then
Z Z
f ≤ lim inf fn .
E E
Theorem 1.3 (Monotone Convergence Theorem). Let {fn }

be an increasing sequence of nonnegative measurable func-
tions. If f (x) = lim fn (x) a.e., then Increasing and non-
Z Z negative
f = lim fn .
Theorem 1.4 (Dominated Convergence Theorem). Let {fn }

be a sequence of measurable functions on E. Suppose there
exists an integrable function g on E such that |fn | ≤ g on The rule of the
1 lemon
2 PROTOTYPICAL BANACH SPACES: LP , P ≥ 1
E. Then if f (x) = lim fn (x) a.e. on E, we have

Z Z
f = lim fn .
E E
Theorem 1.5 (Generalized Dominated Convergence Theo-

rem). Let {fn } be a sequence of measurable functions. Sup-
pose there exists a sequence of integrable functions gn that
R |fn | ≤ gn .
converge to an integrable functionR g, and that
As long as commu- Then if f (x) = lim fn (x) a.e. and g = lim gn , we have
tation holds for the Z Z
lemon functions...
f = lim fn .
E E
Definition 1.6. Let (X, F ) be a measurable space, and

absolutely continu- µ, ν be two measures defined on (X, F ). If, whenever
ous w.r.t. another µ(A) = 0, one has ν(A) = 0, then we say ν is absolutely
measure
continuous with respect to µ.
Theorem 1.7 (Radon-Nikodym). Let (X, F , µ be a σ-
σ-finite: X can be finite measure space. Suppose ν is a measure on F . If
written as a count- ν is absolutely continuous w.r.t. µ, then there exists a non-
able union of sets of
finite measure. negative measurable function f (called the Radon-Nikodym
absolutely continu- derivative of ν w.r.t µ) such that for all E ∈ F ,
ous implies the ex- Z
istence of a density
function
ν(E) = f dµ.
E
2. Basic notions
2.1. Banach spaces.
Definition 2.1 (Let V denote a (possibly infinite-dimen-
sional) vector space over a field F (either C or R).). If
normed vector space || · || : V → R+ satisfies
i. ||v|| = 0 ⇐⇒ v = 0
ii. ||αv|| = |α| ||v|| for all α ∈ F and v ∈ V
iii. ||v + w|| ≤ ||v|| + ||w|| for all v, w ∈ V .
then we call || · || a norm and (V, || · ||) a normed vector
space.
PROTOTYPICAL BANACH SPACES: Lp , p ≥ 1 3
induced metric Remark. Given a norm, it is an easy verification that d(u, v) :=

||u − v|| defines a metric on V .
Definition 2.2. If the normed space (V, || · ||) is complete
with respect to the metric induced by the norm (i.e., each Banach space
Cauchy sequence {vn } converges to some point in V ) then
we call V a Banach space.
2.2. Standard examples: Lp spaces.
Let (X, F , µ) denote a σ-finite measure space; i.e., X the
underlying space, F the σ-algebra of measurable sets, and σ-algebra: closed
under complements
µ the measure. and countable
unions and intersec-
Definition 2.3. The Lp space (0 < p < ∞), notated tions
Lp (X, µ), denotes the space of measurable functions f :
X → C such that the Lp norm Lp norm, Lp space
Z 1/p
p
||f ||Lp (X,F ,µ) := |f (x)| dµ(x)
X
is finite.
Note: we will define
L∞ shortly.
2.2.1. Cases.
i. (Standard Lp spaces) X = Rd , µ Lebesgue measure.
ii. (Discrete Lp spaces.) Let X = N, and µ be counting
measure. Then Lp (X, µ) consists of sequences such that
∞
!1/p
X
|an |p <∞
n=1
Things we know are
Remark. It’s actually incorrect to call || · ||p a norm if 0 < wrong but we do
p < 1 because, as you will see in the homework, the “norm” anyway:
then doesn’t satisfy the triangle inequality. (But we often

do anyway.)
Remark. It’s also incorrect to call Lp a normed vector space
because ||f ||p = 0 does not imply that f = 0 but only that
f = 0 a.e. with respect to µ. Properly one considers the
set of equivalence classes of functions that differ on sets of

measure 0. However, one often ignores this subtlety.
Question. In fact, do we even know || · ||p (for p ≥ 1) is a
norm at all? .
The answer is no. To show that it satisfies the triangle
inequality we shall need the following fundamental inequal-
ities
2.3. Key Inequalities.
We’d like to be able to show the triangle inequality for
|| · ||p , i.e.,
||f + g||p ≤ ||f ||p + ||g||p .

To do so we’ll need to pass through another even more
A useful notion and fundamental inequality: Hölder’s.
notation:
conjugate exponents Definition 2.4. Let 1 ≤ p ≤ ∞. We define the conjugate
p
exponent p0 := p−1 , i.e., the solution of
1 1
+ = 1.
p p0
Note that in the case p = 1, we define p0 = ∞ and vice-
versa. Of course, (p0 )0 = p; so p and p0 are conjugate expo-
Note that the text nents of each other.
uses p and q and
0
calles them dual ex- Theorem 2.5. Let 1 < p < ∞. If f ∈ Lp and g ∈ Lp then
ponents.
f g ∈ L1 ; in fact
Hölder’s inequality
||f g||1 ≤ ||f ||p ||g||p0 .
Remark. Once we define L∞ the statement will also hold
trivially for 1 ≤ p ≤ ∞.
Generalized
arithmetic- Lemma 2.6. If A, B ≥ 0 and θ ∈ [0, 1] then
geometric mean
inequality (take Aθ B 1−θ ≤ θA + (1 − θ)B.
θ = 21 )
PROTOTYPICAL BANACH SPACES: Lp , p ≥ 1 5
Proof of lemma. WLOG assume B 6= 0, and note that it

reduction of problem suffices to show that
Aθ ≤ θA + (1 − θ) for any A ≥ 0,
A
for then (applying the above to B) one sees
(AB −1 )θ ≤ θAB −1 + (1 − θ),
that is, the inequality we desire. The reduced prob-
To show the simplified inequality, we show the function lem is solved using
Calculus I
f (x) := xθ −θx+(1−θ) is negative using calculus (it attains
a maximum at x = 1, where f (1) = 0).
Remark. Thus, for example, if we take θ = 1

p (so 1 − θ = p0 )
the lemma says
1 1 1 1
A p B p0 ≤ A + 0 B,
p p
or, more cleanly,
1 1 0
AB ≤ Ap + 0 B p ,
p p
Much of analysis is
Now we can get the a skillful amassing of
small observations.
Proof of Hölder’s Inequality. As usual we reduce the prob-
lem: WLOG we may assume ||f ||p and ||g||q are both non-
zero, and, then replacing f and g by f /||f ||p and g/||g||q
respectively, we see it STS that For if that is true,
we can always nor-
||f g||1 ≤ 1 for all ||f ||p = 1, ||g||q = 1. malize the (nonzero
norm) functions and
apply this statement
Using the case of the lemma pointed out above, we have to them.
the following pointwise inequality (letting θ = 1/p):
1 1
|f (x)| |g(x)| ≤ |f (x)|p + |g(x)|q .
p q
Thus Z Z
1 1
|f (x)| |g(x)| dx ≤ |f (x)|p + |g(x)|q dx
p q
1 1
≤ + = 1,
p q
as desired.
LECTURE 02: Lp IS BANACH; DUAL SPACES
1. Lp norm (p > 1) is a norm

Recall Hölder’s inequality:
Hölder’s inequality
0
Theorem 1.1. Let 1 < p < ∞. If f ∈ Lp and g ∈ Lp then
f g ∈ L1 ; in fact
||f g||1 ≤ ||f ||p ||g||p0 .
Remark. Once we define L∞ the statement will also hold
trivially for 1 ≤ p ≤ ∞.
Now we can get to
the Triangle Inequal-
Theorem 1.2. (1 ≤ p < ∞) If f, g ∈ Lp , then ||f + g||p ≤ ity
||f ||p + ||g||p (in particular, f + g ∈ Lp ). Minkowski’s inequal-
ity: triangle inequal-
Proof. Case p = 1 follows by integrating the standard (point- ity for Lp norm
wise) triangle inequality. Getting an integral

In the case p > 1, we first use the simple observation that inequality by inte-
grating a pointwise
inequality
one has to be larger
|A + B|p ≤ max{(2|A|)p , (2|B|)p }
≤ 2p (|A|p + |B|p )
to see that Lp is closed under addition. Another “proof by
numerology”
Now we use the triangle inequality (again) to get the
By the pointwise tri- following pointwise bounds:
angle inequality
|f (x) + g(x)|p ≤ [|f (x)| + |g(x)|] |f (x) + g(x)|p−1
= |f (x)| |f (x) + g(x)|p−1 + |g(x)| |f (x) + g(x)|p−1 .
Integrating both sides (i.e., obtaining the L1 norms) and
applying Hölder’s inequality to each of the norms on the
Note that (f + g)p−1 right, we get
is in Lq since Lp
is closed under addi- || |f + g|p ||1 ≤ ||f ||p ||(f + g)p−1 ||q + ||g||p ||(f + g)p−1 ||q ,
tion. 1
2 LP SPACES AND BANACH SPACES
that is (since (p − 1)q = p),

||f + g||pp ≤ ||f ||p ||(f + g)p−1 ||p/q
p + ||g||p ||(f + g)
p−1 p/q
||p ,
Since p − p/q = 1, we get, dividing both sides by the com-
mon factor, The power of nu-
merology!
||f + g||p−p/q
p ≤ ||f ||p + ||g||p .

Remark. Thus the Lp spaces for 1 ≤ p < ∞ are in fact
normed vector spaces.
2. The limiting case L∞
Definition 2.1. Let (X, F , µ) be as before a σ-finite mea-
sure space. Let f be a function for which there exists an
M > 0 such that |f (x)| < M a.e. We define the L∞ -norm
a.k.a. the essential of such functions by
supremum of f
||f ||∞ := inf{M : |f (x)| < M a.e.}.
and let L∞ (X, F , µ) denote the set of (equivalence classes)
of functions f for which ||f ||∞ < ∞.
Theorem 2.2. L∞ is a Banach space.
Proposition 2.3. Suppose f is supported on a set of finite
measure. If f ∈ L∞ , then f ∈ Lp for all p < ∞, and
lim ||f ||p = ||f ||∞ .
p→∞
Proof. Let E be the set of finite measure on which f is

Not a particularly supported (i.e., f = 0 on E c ). WLOG µ(E) > 0. Then
inspiring proof. Z 1/p
p
||f ||p := |f (x)| dµ
E
≤ ||f ||∞ µ(E)1/p .
Taking the lim sup of both sides, we see
lim sup ||f ||p ≤ ||f ||∞ .
p→∞
Lp SPACES AND BANACH SPACES 3
In the other direction, by the definition of ||f ||∞ , we know

that given any > 0, there exists a δ > 0 such that The set has to have
positive measure -
µ{x : |f (x)| > ||f ||∞ − } > δ. else that wasn’t the
essential supremum.
But then
Z 1/p
|f |p dµ > (||f ||∞ − ) δ 1/p ; so
X
lim inf ||f ||p ≥ ||f ||∞ − .
p→∞
for arbitrary > 0; that is, lim inf p→∞ ||f || ≥ ||f ||∞ .
3. The Lp spaces actually are Banach spaces

Theorem 3.1. Lp (X, F , µ) is complete in || · ||p .
Proof. Okay, we want to show that any Cauchy sequence in

Lp actually converges in Lp .
So, let {fn } be a Cauchy sequence in Lp . We can choose
a subsequence {fnk } of a specified rate of convergence:
1
||fnk+1 − fnk ||p ≤ for k ≤ 1.
2k
Then we define (what will turn out to be the limit in Lp ): define f using a tele-
scoping series that
∞
X takes advantage of
f (x) := fn1 (x) + [fnk+1 (x) − fnk (x)] the Cauchiness of
the sequence
k=1
To verify its convergence, we consider the following majo- (It’s not yet clear
rant: that f converges:
we’ll use g to show
∞
X it does.)
g(x) := |fn1 (x)| + |fnk+1 (x) − fnk (x)|,
k=1
and let SK (f ) and SK (g) denote, respectively, the partial

sums of the above series. Initial goal: show
that g ∈ Lp (and
thus f ∈ Lp ; so
the series conver-
gens a.e.).
In particular, the Lp norm of SK (g), by the triangle in-

equality, satisfies
K
X
||SK (g)||p ≤ ||fn1 ||p + ||fnk+1 − fnk ||p
k=1
K
X 1
≤ ||fn1 ||p + ≤ ||fn1 ||p + 1
2k
k=1
Lp norm of SK (g) is
bounded uniformly
of K
That is, there is some constant M such that, independent
of K,
Z
|SK (g)|p ≤ M.
By the Monotone Convergence Theorem,

Z Z
p
|g| = lim |SK (g)|p ≤ M < ∞
K→∞
f is in Lp That is, g ∈ Lp , and so (since |f | ≤ |g|) f ∈ Lp also.

In particular, the series defining f must converge a.e.. To
Claim: fnk → f in show that fnk → f in Lp , we notice that
Lp
|f (x) − SK (f )(x)|p ≤ (2g(x))p ;
so by the dominated convergence theorem,
Z Z
p
lim |f − SK (f )| = lim |f − SK (f )|p = 0.
K→∞ K→∞
To show that the original sequence {fn } converges to f ,

Trivial claim (if a we simply note that given any > 0, there exists an N
subsequence of a
Cauchy sequence
such that m, n > N implies ||fn − fm || < /2. Choose any
converges to a k0 such that nk ≤ N and ||fnk0 − f || < /2; then for all
limit, then the full n > N,
sequence converges
to the same limit):
fn → f in Lp
||fn − f ||p ≤ ||fn − fnk0 ||p + ||f − fnk0 ||p < .

4. Other important Banach spaces

i. X a compact set in a metric space; C(X) the vector
space of continuous functions on X. Given the sup-
norm ||f || = supx∈X |f (x)|, C(X) is a Banach space.
ii. One denotes by Λα (R) (0 < α ≤ 1) the space of bounded
functions on R that satisfy a Hölder (also called Lips-
chitz) condition of exponent α: i.e.,
|f (x) − f (y)|
sup < ∞.
x6=y |x − y|α
Or, more cleanly: one defines the following C α norm:
|f (x) − f (y)|
||f ||Λα (Rd ) := sup |f (x)| + sup
x∈Rd x6=y |x − y|α
and lets Λα (Rd ) be the functions f for which ||f ||Λα (Rd ) <
∞.
Remark. The following notion of symmetry will be impor-
tant.
5. Dual Banach Spaces
5.1. Linear functionals.
Let (B, || · ||) denote a Banach space over R.
Definitions. linear functional
i. Any linear mapping ` : B → R is called a linear func-
tional. Note such a con-
ii. If there exists an M > 0 such that struct could be in-
troduced for merely
|`(f )| ≤ M ||f || for all f ∈ B a vector space.
bounded
then we say f is bounded.
iii. Let f ∈ B. If, given any > 0, there exists a δ > 0
such that |`(f ) − `(g)| < for all g ∈ B such that
||f − g|| < δ, then we say ` is continuous at f .
Proposition 5.1. A linear functional ` : B → C is contin-
uous at 0 ∈ B ⇐⇒ ` is continuous at every f ∈ B.
` continuous at 0
Proof. Let f ∈ B, and > 0. We know there exists a δ− ⇐⇒ ` continuous at
every f ∈ B.
neighborhood of 0 in which ||`(0) − `(h)|| < ; so for any
g ∈ B such that ||f − g|| < δ, using linearity, we have
|`(f − g)| = |`(f ) − `(g)| < .
Of course the con-
verse is true.
0
LECTURE 03: DUAL SPACES; (Lp )∗ = Lp
1. Other important Banach spaces

i. Sobolev spaces.
multi-index notation: given α = (α1 , . . . , αd ) ∈
First recall theP
d
N , with |α| := αi , we notate multi-index notation
α1 αd
∂ ∂
∂xα = ··· .
∂x1 ∂xd
weak derivatives in
Lp
Definition 1.1. Let f ∈ Lp (Rd ), and k ∈ N. If, for
every multi-index α such that |α| ≤ k, there exists
some gα ∈ Lp such that Note that having
Z Z a true derivative
gα φ = (−1)|α| f ∂xα φ ∂xα f would imply
Rd Rd this equality via
∞ integration by parts.
for all φ ∈ Cc (Rd ), then we say f has weak derivatives
p
in L up to order k (and call g the weak derivative,
writing ∂xα f = gα ).
Definition 1.2. The Sobolev space Lpk (Rd ) is defined Also commonly de-
noted W k,p (Rd ).
to be the space of functions in Lp (Rd ) that have weak
derivatives in Lp up to order k. Given the norm Sobolev space and
X norm
||f ||Lpk (Rd ) := ||∂xα f ||pL (Rd ),
|α|≤k
p
one can see that Lk (Rd ) becomes a Banach space.
ii. L2k (Rd ) for k > 0
It is possible to see that (using the above definition)
if ∈ L2k (Rd ) if and only if (1 + |ξ|2 )k/2 fˆ(ξ) ∈ L2 , and
that ||(1+|ξ|2 )k/2 fˆ(ξ)||2 is a Hilbert space norm equiva-
lent to ||f ||L2k (Rd ) . So one generalizes the Sobolev spaces
to fractional k > 0 in this way.
1
The following symmetry will be important.

2. Dual Banach Spaces
2.1. Linear functionals.
Let (B, || · ||) denote a Banach space over R.
linear functional Definitions.
i. Any linear mapping ` : B → R is called a linear func-
Note such a con- tional.
struct could be in-
troduced for merely
ii. If there exists an M > 0 such that
a vector space. |`(f )| ≤ M ||f || for all f ∈ B
bounded linear func-
tionals then we say f is bounded.
iii. Let f ∈ B. If, given any > 0, there exists a δ > 0
such that |`(f ) − `(g)| < for all g ∈ B such that
continuity at a point ||f − g|| < δ, then we say ` is continuous at f .
Definition 2.1. The set of bounded linear functionals is
dual space called the dual space (denoted B ∗ ) of the vector space B.
For B a Banach space, one makes B ∗ into a Banach space
by inducing the following norm:
dual norm Definition 2.2. Let ` ∈ B ∗ . We define the norm of ` by
||`|| := sup |`(f )|.
{f ∈B:||f ||≤1
I.e., the supremum
of the (absolute
value) of the outputs Remark. By linearity, it is easy to see that
on the unit ball.
|`(f )|
||`|| = sup |`(f )| = sup
||f ||=1 f 6=0 ||f ||
Slight changes in That is, for every f ∈ B, we have

viewpoint
|`(f )| ≤ ||`||||f ||,
and ||`|| is the infimum of all such bounds.
Remark. It is an easy exercise to see that || · || actually is a
norm.
With respect to this

norm, B ∗ becomes a An observation: boundedness is equivalent to continu-
Banach space.
ity is equivalent to.....
Theorem 2.3. Let ` : B → C be a linear functional on a
Banach space B. Then the following are equivalent: Continuity at a sin-
gle point is equiva-
a. ` is bounded lent to...
b. ` is continuous at every f ∈ B
c. ` is continuous at a single point of B.
Proof. If ` is bounded, then ||`(f − g)|| ≤ ||`|| ||f − g||, so
of course (a) implies (b). (b) implies (c) is trivial.
Now, suppose ` is continuous at f0 . That is, given any
> 0, there corresponds a δ > 0 such that ||f − f0 || < δ
implies ||`(f ) − `(f0 )|| < . That is, for any small ||g|| < δ
we have
||`(f0 + g) − `(f0 )|| < .
But that says that for any ||g|| < δ,
||`(g)|| < ;
so for any ||f || < 1,
||`(δf )|| < ; i.e.,

||`(f )|| < .
δ
which is to say, ` is bounded.
Remark. One only needs Λ : X → Y to be a linear transfor-
mation between normed vector spaces (i.e., we never used
that X was complete).
Theorem 2.4. B ∗ is a Banach space.
Proof. Let {`n } denote a Cauchy sequence in B ∗ . We want
to show there exists an ` ∈ B ∗ (i.e., a bounded, linear
functional on B to which `n converges in the dual norm.
Question. Well, what should ` be?
Step I: {`n (f )} is
Since {`n } is Cauchy, given any > 0, there exists an M Cauchy. (obvious)
such that n, m > M implies
||`n − `m || < ;
thus for each f ∈ B, n, m > M implies
|`n (f ) − `m (f )| < ||f ||.
Creating the limit So for each f , the sequence of numbers {`n (f )} is itself in
turn a Cauchy sequence in C and thus converges to some
value: we denote this value by `(f ).
Notice that ` is linear, i.e., `(αf + βg) = α`(f ) + β`(g).
It is (obviously) a So ` is a linear functional.
linear functional.
Question. Is ` bounded? And does `n → `?
We want to show
that |`(f )| is bounded Well, we know that pointwise (i.e., for each f ), |`n (f ) −
for all ||f || = 1.
`(f )| → 0; and we know that {`n } is Cauchy (and thus
It is bounded.
(OBVIOUS: we bounded in the dual norm by some M ). Thus for any ||f || =
use the pointwise 1, we know
convergence plus
Cauchyness) |`(f )| ≤ |`(f ) − `n (f )| + |`n (f )|
≤ |`(f ) − `n (f )| + M.
Last part: showing Letting n → ∞, we see ||`|| ≤ M .
`n → ` in B ∗ Given > 0, we want to show that there exists N such
that n > N implies ||` − `n || < , that is....
Well, suppose ||f || = 1. We know that there exists N
such that n, m > N implies ||`n − `m || < 2 . Then for all
n > N and all m > N , we have
|(` − `n )(f )| ≤ |`(f ) − `m (f )| + |`m (f ) − `n (f )|

≤ |`(f ) − `m (f )| + .
2
Again, we use the Choosing an m large enough that (for this f ) |`(f ) −
pointwise conver-
gence.
`m (f )| ≤ 2 shows that |(`n − `n )(f )| < ; in other words,
||` − `n || < for all n > N .
0
LECTURE 03: DUAL SPACES; (Lp )∗ = Lp
1. (Lp )∗
0
Observe: let p ∈ [1, ∞] and let g ∈ Lp . By Hölder’s
inequality, we can create a linear functional `g : Lp → C as
0
follows: Every g ∈ Lp gives
rise to some ` ∈
Z (Lp )∗ .
`g (f ) := f (x)g(x) dµ(x). for all f ∈ Lp
X
(`g is obviously linear, and by Hölder’s inequality, Q: How do we
know this is
|`g (f )| ≤ ||f g||1 ≤ ||g||p0 ||f ||p , bounded?
that is, ||`g || ≤ ||g||p0 , so it’s bounded).

In fact, we shall see that all bounded linear functionals
on Lp (for 1 ≤ p < ∞) arise in this manner:
Theorem 1.1. Let 1 ≤ p < ∞. Then given any ` ∈ (Lp )∗ ,
0
there exists a g ∈ Lp such that `(f ) = `g (f ) (using the
above notation) for all f ∈ Lp . Further, ||`||(Lp )∗ = ||g||p0 .
That is, we have an isometry (in fact an isometric isomor-
0
phism) between (Lp )∗ and Lp .
The proof will hinge upon the following lemma.
Lemma 1.2. Let 1 ≤ p ≤ ∞.
0
i. If g ∈ Lp , then the norm of `g as an element of (Lp )∗
equals ||g||p0 , i.e.,
Z

||g||p0 = sup f g
||f ||p ≤1
= sup |`g (f )| = ||`g ||
||f ||p ≤1
1
ii. If g is integrable on all sets of finite measure, and

Z

sup f g = M < ∞,

{f simple, ||f ||p ≤1}
0
then g ∈ Lp and ||g||p0 = M.
Proof of Part i.
By Hölder’s inequality,
Z

||`g || := sup f g
||f ||p ≤1
≤ ||f ||p ||g||p0 ≤ ||g||p0 .
To show the reverse inequality, we will show that the
supremum actually attains the value ||g||p0 via appropriate
choice of f .
We’ll show this for the case 1 < p < ∞ (only). Let
0
|g(x)|p −1 sgn g(x)
f (x) = 0 .
||g||pp0 −1
Remark. This is not just pulled out of a hat. Using
our understanding of Hölder’s inequality, we choose an ap-
propriate f , and we normalize it by the proper factor so
that it is of norm 1.
Recall: we need
0
Note that
a|f |p = b|g|p a.e. 0
p |g(x)|p(p −1) 1 0
to ensure equal- |f (x)| = p(p0 −1)
= p0
|g(x)|p ;
ity is attained in
||g||p0 ||g||p0
Hölder’s inequal-
ity. (Homework
problem)
Because we normal- so then Z
ize by the proper fac-
tor ||f ||pp = |f (x)|p dµ(x)
Z
1 p0
= 0 |g(x)| dµ(x) = 1.
||g||pp0
Hölder’s equality is Further,
attained: this actu-
ally makes complete
sense
0
|g(x)|p
Z Z
f (x)g(x) dµ(x) = 0 dµ(x) = ||g||p0 .
||g||pp0 −1
That is, |`g (f )| = ||g||p0 for this f of norm ||f ||p = 1; so the
supremum is actually attained.
Proof of Part ii.
Recall: we want to show that if g is integrable on all sets
of finite measure, and
Z

sup f g = M < ∞,

{f simple, ||f ||p ≤1}
0
then g ∈ Lp and ||g||p0 = M. That is, for such
g, if its behavior
Well, for any such g, (FACT) there is a sequence {gn } of on simple functions
simple functions such that is bounded, then g
0
a. |gn (x)| ≤ |g(x)| must be in Lp .
b. gn (x) → g(x) for all x.

Again, we take Note the typo in the
0 text.
|gn (x)|p −1 sgn gn (x)
fn (x) = 0 ;
||gn ||pp0 −1
notice again that ||fn ||p = 1. Again, we create
the fn for which
Now, |`gn (fn )| = ||gn ||p0 is
Z Z
1 p0 actually attained.
fn g = 0 |gn (x)| = ||gn ||p0 ;
||gn ||pp0 −1
by hypothesis (i.e., boundedness for f simple) this is dom-
inated by M .
By Fatou’s lemma, we see that
Z
0 0
|g|p ≤ M p .
0
g ∈ Lp , and ||g||p0 ≤ M .
Finally, we observe that by Hölder’s inequality,
Z

f g ≤ ||f ||p ||g||p0 .

Taking the supremum over simple functions f of ||f ||p ≤ 1,

we get the opposite inequality.

Remark. We skipped the cases p = 1, ∞ (read yourselves).
0
Now we prove the duality of Lp and Lp .
Proof of Theorem. Suppose X is of finite measure. Let `
We create a measure be in a bounded linear functional on Lp (X, F , µ).
ν that is abso-
lutely continuous
We create a set function ν by
w.r.t. µ.
Radon-Nikodym
Then
ν(E) := `(χE ) for all E ∈ F ;
shows....
note that χE ∈ Lp (X) since µ(X) < ∞ so this is fine.
We’ll show that ν is a measure on F that is absolutely
continuous w.r.t. µ.
Since ` is bounded,
|ν(E)| = |`(χE )| ≤ ||`|| ||χE ||p = ||`|| [µ(E)]1/p .
so |µ(E)| = 0 forces |ν(E)| = 0.
ν is finitely additive, since ` is linear. Let’s show that ν
is countably additive. Given a countable collection {En } of
disjoint measurable sets, let E = ∪∞ n=1 En and
EN∗ = ∪∞
n=N +1 En .
Then, of course,
N
X
χE = χEN∗ + χEn ,
n=1
and so
N
X
ν(E) = ν(EN∗ ) + ν(En ).
n=1
Letting N → ∞ shows that ν is countably additive (and

thus a measure).
By the Radon-Nikodym theorem, there exists a function

g such that
Z
ν(E) = g dµ for all E ∈ F .
E
Thus Z Z
`(χE ) =: ν(E) = g dµ = χE g dµ.
E
R
By linearity, the relation `(f ) = f g dµ remains valid for
linear combinations of characterstic functions (i.e., simple
functions). And since ` is continuous and the simple func-
tions are dense in Lp (X, F , µ), the relation is true for all
of Lp .
By part ii of the lemma, we have that since (again, using
the density of simple functions)
Z

sup f g = sup |`(f )| = ||`|| < ∞,

f simple, ||f ||p ≤1
0
g ∈ Lp , with ||g||p0 = ||`||.
One uses the above to extend to the case of general X
(i.e., not X of finite measure) by using σ-finiteness.
LECTURE 05: HAHN-BANACH AND APPLICATIONS
1. Hahn-Banach Theorem
Our next main goal is the so-called Hahn-Banach theo-
rem: Q. What is the
Hahn-Banach
Theorem 1.1. Let V be a real vector space, and that there theorem; what’s
the strategy of the
exists a real-valued function p : V → R such that p is proof?
sublinear, i.e., E.g., p a norm would
a. p(αv) = αp(v) for all a ≥ 0, v ∈ V do.
b. p(v1 + v2 ) ≤ p(v1 ) + p(v2 ) for all v1 , v2 ∈ V . Can extend the lin-

Let V0 ⊂ V be a subspace of V . Given any linear functional ear functional to the
entire space in a con-
`0 on V0 satisfying `0 (v) ≤ p0 (v) for all v ∈ V0 , there exists sistent way.
a linear functional ` on V agreeing with `0 and satisfying
the relation `(v) ≤ p(v) for all v ∈ V .
Remark. The proof of this involves the well-ordering prin-
ciple (equivalent to the Axiom of Choice), i.e., that it is
possible to introduce a strict ordering on any set (so that
every subset has a “least element” under that order).
Proof. Let v1 ∈ V \V0 ; let V1 = Span{V0 , v1 }. We create
a linear functional `1 that extends `0 to V1 in the obvious
way: The obvious exten-
sion to the next di-
`1 (αv1 + w) := α`1 (v1 ) + `0 (w) for all w ∈ V0 , α ∈ R. mension
Of course we have to define `1 (v1 ) properly, i.e., so that
`1 (v) ≤ p(v)
for all v ∈ V1 .
It turns out (FACT) that it suffices to choose `1 (v1 ) to READ the part
be any value such that involving the
Minkowski gauge
−p(−v1 + w0 ) + `0 (w0 ) ≤ `1 (v1 ) ≤ p(v1 + w) − `0 (w) function, please.
1
for all w, w0 ∈ V0 . Linearity of `0 and sublinearity of p show

that appropriate values do exist:
`0 (w) + `0 (w0 ) = `0 (w + w0 ) ≤ p(w + w0 )
= p(w + v1 − v1 + w0 ) ≤ p(w + v1 ) + p(−v1 + w0 ).
Now: given V0 , well-order the set of vectors in V \V0 by
some well-ordering <. Let v1 denote the smallest vector
for which there is not an extension of `0 to the subspace
Well-ordering theo- spanned by V0 and all vectors smaller than or equal to v.
rem gives the exten- Then `0 has an extension to the subspace V1 spanned by
sion to the whole
space V0 and all vectors strictly smaller than v, and the previous
construction gives an extension to Span{V1 , v1 }. Contra-
diction.
An application of

the H-B theorem 1.1. Application of H-B: Dual linear transformations.
Definition 1.2. Let T : B1 → B2 be a bounded linear
transformation between Banach spaces. We define the dual
dual linear transfor- transformation T ∗ : B2∗ → B1∗ as follows. Let `2 ∈ B2∗ ; we
mation define T ∗ (`2 ) ∈ B1∗ by
(1) T ∗ (`2 )(f1 ) := `2 (T (f1 )).
I.e., we define a lin-
ear functional on B1
by taking the com- Theorem 1.3. T ∗ is a bounded linear transformation, and
position `2 ◦ T .
||T ∗ || = ||T ||.
(Write out in functor
format; also write
down the commuta-
Lemma 1.4. Let B be a Banach space, and f0 ∈ B. Then
tive diagram) there exists a ` ∈ B ∗ such that
i. ||`||B ∗ = 1
ii. `(f0 ) = ||f0 ||
Proof of lemma.
Create a bounded linear functional `0 on {αf0 }α∈R by
`0 (αf0 ) := α||f0 ||.
Then of course It’s easy to see that (with p(f ) := ||f ||) `0 satisfies the
`0 (f0 ) = ||f0 ||.
conditions of the Hahn-Banach theorem; so there exists

` : B → R extending `0 to all of B with the property that Notice `(f0 ) = ||f0 ||,
as desired.
`(f ) ≤ ||f ||.

Since `(−f ) ≤ || − f || = ||f ||, we get |`(f )| ≤ ||f ||, i.e.,
||`|| ≤ 1. ||`|| ≥ 1 follows from noting that `(f0 ) = ||f0 ||.

Proof. One direction is trivial, namely ||T ∗ || ≤ ||T ||:
We want to control the norm of ||T ∗ ||, that is to show
that First let’s show
||T ∗ || ≤ ||T ||:
||T ∗ (`2 )||
(2) sup ≤ ||T ||.
∗
`2 ∈B2 :||`2 ||6=0 ||` 2 ||
That is, for f1 ∈ B1 of norm 1, we want to show that
(3) |T ∗ (`2 )(f1 )| ≤ ||`2 || ||T ||.
But this is obvious, since T ∗ (`2 )(f1 ) = `2 (T (f1 )).
Now let’s show ||T ∗ || ≥ ||T || by showing that given any The reverse direc-
> 0, tion
(4) ||T ∗ || ≥ ||T || − .

I.e., we WTS that there exists an `2 ∈ B2∗ of norm 1 and For any , A ≥ B −;
so B ≥ A.
an f1 ∈ B1 of norm 1 such that
(5) |T ∗ (`2 )(f1 )| ≥ ||T || − ,
i.e., such that
(6) |`2 (T (f1 ))| ≥ ||T || − .
Well. By definition of ||T ||, we know there exists f1 ∈ B1
of norm 1 such that
(7) ||T (f1 )|| ≥ ||T || − .
Let f2 = T (f1 ) ∈ B2 . Here we use the H-B
By the corollary, we know we can create a linear func- theorem
tional `2 ∈ B2∗ of norm 1 that returns the norm of f2 at

that point; i.e., such that So the other direc-
tion is....
(8) `2 (f2 ) = ||f2 || = ||T (f1 )|| ≥ ||T || − .

But then
(9) |T ∗ (`2 )(f1 )| = ||`2 (T (f1 ))|| ≥ ||T || − ,
Another application
as desired.
of H-B:
2. Second application: L1 ( (L∞ )∗
Please read the
following applica- Given any g ∈ L1 (R), as usual one creates a linear func-
tion of H-B on
your own.
tional `g : L∞ → R via
Z
(10) `(f ) := f g dx;
of course, if ||g||∞ = 1, we get |`(f )| ≤ ||f ||1 and can take

g(x) = sgn(x) to see ||`|| = ||g||∞ .
However, not all elements of (L∞ )∗ arise in this way. We
can define the ‘evaluation functional’ on the continuous
bounded functions on R by
(11) `0 (f ) := f (0).
that is, integration against the Dirac delta function. The
Creating the evalu- extension theorem, with p(f ) = ||f ||∞ shows that `0 can
ation functional on
L∞ .
be extended to ` ∈ (L∞ )∗ such that |`(f )| ≤ ||f ||∞ for all
f ∈ L∞ .
Could this arise as `g for some g ∈ L∞ ? If so
Z
(12) f g dx = f (0) = 0
for all bounded continuous functions f for which f (0) = 0.

In particular (using a limiting argument)
Z
(13) g dx = 0
I
over all intervals excluding the origin (and thus over all
intervals). But then for every y ∈ R,
Z y
(14) G(y) = g(x) dx = 0;
0
so G0 (y) = g(y) = 0 almost everywhere (differentiation

theorem), so `g is the zero functional. Contradiction.
LECTURE 06: RIESZ INTERPOLATION THEOREM
1. Motivation
We’ll be introducting an important method: interpola-
tion.
Definition 1.1. Given a function f ∈ L2 ([0, 2π]) we define
the Fourier coefficients of f as Fourier coefficients
Z 2π
1
an := f (θ)e−inθ dθ
2π 0
for n ∈ Z; one writes
X
f (θ) ∼ an einθ
n∈Z
and calls the latter the Fourier series associated with f . Fourier series
Let the norm on L2 ([0, 2π]) be defined as L2 and `2 norms

Z 2π 1/2
1
||f ||L2 ([0,2π]) := |f |2
2π 0
and the `2 norm of a sequence as
!1/2
X
||{an }||`2 = |an |2
n∈Z
one has Parseval’s theorem: that Parseval’s theorem -
write in the re-
verse order!
||{an }||`2 = ||f ||L2 ([0,2π]) .
It is also possible to prove that Hausdorff-Young In-
equality
||{an }||`∞ ≤ ||f ||L1 ([0,2π])
||f ||L∞ ([0,2π]) ≤ ||{an }||`1 .
The question then is: can one interpolate to get Getting the interme-
1 diate spaces
2 LP SPACES IN HARMONIC ANALYSIS
||{an }||`p0 ≤ ||f ||Lp ([0,2π])

||f ||Lp0 ([0,2π]) ≤ ||{an }||`p .
in the range 1 < p < 2? The (remarkable?) answer is: yes.
2. Slight digression:
connection with complex analysis
Definition 2.1. Given f ∈ L2 ([0, 2π]), recall the Fourier
series n∈Z an einθ . We define the conjugate function f˜ by
P
conjugate function
X sgn(n)
f˜(θ) ∼ an einθ .
i
n∈Z
(Phrase as a mul-
tiplier operator.)
Remark. Notice that by Parseval’s theorem,
Relation between L2
norms of f and f˜. !1/2  1/2
X X
||f ||2L2 ([0,2π]) = |an |2 = |a0 |2 +  |an |2 
n∈Z n∈Z;n6=0
= |a0 |2 + ||f˜||2L2 ([0,2π])

Alternate instance of Remark (Connection with complex analysis).
the conjugate func- One can define the Cauchy integral F of f on {|z| < 1}
tion via the Cauchy
integral of f by
Z 2π
1 f (θ) iθ
F (z) := iθ
ie dθ;
2πi 0 e − z
this turns out to be an analytic function on the unit disc.
The connection: the Cauchy integral on the boundary
values of the disc turns out to be the analytic portion of
Boundary values of the Fourier series:
the Cauchy integral ∞
X 1
are related to the
conjugate function
iθ
F (e ) = an einθ ∼ [f (θ) + a0 + if˜(θ)]
n=0
2
Further: if f is real-valued (i.e., an = a−n ), then f˜ is also;
so f and f˜ are the real and imaginary parts of the boundary
values of the analytic function 2F .
Lp SPACES IN HARMONIC ANALYSIS 3
That is, if one begins with a real-valued function f ∈

2
L ([0, 2π]), one can construct an analytic function ((twice
the) Cauchy integral) on the unit disc for which the real
part of the boundary values is f , and the imaginary part is
f˜. (This will soon be-
come even more in-
3. Riesz interpolation teresting and rele-
vant, once we hit the
Definition 3.1. Let Lp0 +Lp1 denote the space of functions Hilbert transform.)
f that can be written as f0 + f1 where fi ∈ Lpi .
Theorem 3.2 (Riesz interpolation). Let T be a linear map-
ping from Lp0 + Lp1 to Lq0 + Lq1 (where pi and qi are con-
jugate exponents). Statement of Riesz
If T is bounded (Lp0 , Lq0 ) and bounded (Lp1 , Lq1 ) (with interpolation
bounds M0 , M1 respectively), then T is bounded (Lp , Lq ) for

any pair (p, q) such that Note that p, q are
conjugate, since the
1 1−t t 1 1−t t other pairs are.
= + and = + for some t ∈ [0, 1].
p p0 p1 q q0 q1
Further, M ≤ M01−t M1t .
Application: Hausdorff-Young inequality.
Let T : L2 ([0, 2π)] → `2 (Z) be given by T (f ) = {an }, i.e.,
the map from function to its Fourier coefficients. Parseval’s
theorem shows that From two easy end-
point bounds, we
(1) ||T (f )||`2 = ||f ||L2 get the intermediate
bounds!
and it is obvious that
(2) ||T (f )||`∞ ≤ ||f ||L1
since
Z 2π
1
(3) |an | ≤ |f (θ)e−inθ | dθ.
2π 0
Then Riesz interpolation says that for all 1 < p < 2, Well, for p1 = 1+t 2 ,
1 1−t
= for all t ∈
(4) ||T (f )||`p0 (Z) ≤ ||f ||Lp ([0,2π]) . q 2
[0, 1], which is the
same thing.
Lemma 3.3 (The key (“three lines”) lemma). Let Φ(z) be

a holomorphic function on S := {z ∈ C : 0 < <(z) < 1},
s.t. Φ is continuous and bounded on S. Let M0 denote the
supremum of |Φ| on the left-hand boundary, and M1 the
supremum on the right-hand boundary. Then
sup |Φ(t + iy)| ≤ M01−t M1t
y∈R
for all t ∈ [0, 1].

Remark. Proof involves the maximum modulus principle.
Proof of theorem. We first establish the inequality, i.e., that
||T f ||q ≤ M ||f ||p ,
The key: Lemma for f simple. WLOG assume that ||f ||p = 1.
4.2b Recall that it suffices to show that (assuming that
T f is integrable on all sets of finite measure)
Z

sup g(T f ) ≤ M ||f ||p ,

||g||Lq0 =1:g simple
for then T f ∈ Lq , and ||T f ||Lq = M ||f ||p by Lemma

4.2b.
Case: p < ∞, q > 1: Take f ∈ Lp , simple and of norm 1;
0
Creating the holo- and let g ∈ Lq be any simple function of norm 1.
morphic function to We define intermediary functions fz , gz for z ∈ S as fol-
which the three lines
lemma will apply lows. First, let

1−z z
γ(z) := p +
p0 p1

1 − z z
δ(z) := q 0 + 0
q00 q1
then define
f g
fz := |f |γ(z) ; gz := |g|δ(z) .
|f | |g|
Here’s the function. Now, define
Z
Φ(z) = (T fz )gz dν.
Using the three lines lemma on Φ will yield our desired
bounds.
Observations:
1. ft = f (since p1 = 1−t t
p0 + p1 ) and gt = g. Recall that for a ∈
R, aiθ = eiθ ln a
2. ||fz ||p0 = 1 when <(z) = 0 (since then z = ib is pure which has norm 1
imaginary for some b ∈ R)
3. ||fz ||p1 = 1 when <(z) = 1 (since then 1 − z = 1 − (1 +
ib) = −ib is pure imaginary).
4. Similarly ||gz ||q00 = 1 if <(z) = 0; ||gz ||q10 = 1 if <(z) = 1.
Thus when <(z) = 0 (using first Hölder’s inequality and
then the boundedness of T from Lp0 to Lq0 )
|Φ(z)| ≤ ||T fz ||q0 ||gz ||q00
≤ M0 ||fz ||p0 = M0 .
Similarly, when <(z) = 1, we see |Φ(z)| ≤ 1. Using the
three lines lemma, we find that
|Φ(z)| ≤ M01−t M1t whenever <(z) = t
and thus, in particular, that
Z
(T f )g dν = |Φ(t)| ≤ M 1−t M1t .

0
Remark. We will need to extend this to the case of non-

simple functions (next time).

LECTURE 06: RIESZ INTERPOLATION THEOREM
1. FInishing the Riesz interpolation theorem

ping from Lp0 + Lp1 to Lq0 + Lq1 (where pi and qi are con-
jugate exponents). Statement of Riesz
If T is bounded (Lp0 , Lq0 ) and bounded (Lp1 , Lq1 ) (with interpolation

any pair (p, q) such that Note that p, q are
conjugate, since the
1 1−t t 1 1−t t
= + and = + for some t ∈ [0, 1]. other pairs are.
p p0 p1 q q0 q1
Remark. Recall: we had obtained the theorem in the case of
(p < ∞, q > 1) f ∈ Lp , simple. To complete the theorem,
we need to extend to the case of general f ∈ Lp .
Extending to the
Proof. Let f ∈ Lp . We want to show that ||T f ||q ≤ M ||f ||p . case of general Lp
functions by limiting
It is possible to find a sequence of simple Lp functions fn process
converging to f in Lp , i.e., such that
||fn − f ||p → 0
Since the fn are simple, we have Can find a Cauchy
sequence of simple
||T fn ||q ≤ M ||fn ||p ; functions converging
to f
thus {T fn } is a Cauchy sequence in Lq . It suffices to show STS that T f is the
that limn→∞ T (fn ) = T (f ) a.e.; then T f is the limit in Lq , pointwise a.e. limit
i.e., T fn → T f in Lq , and taking limits on both sides, we of T fn , for then it is
the Lq limit.
get Not a matter
of dominated
||T f ||q ≤ M ||f ||p . convergence.
So STS that
lim T (fn ) = T (f ) a.e.
n→∞
1
The idea: (assuming p0 < p1 ). We have pointwise con-

vergence for Lp0 and Lp1 functions. SO we separate f into
f U + f L (upper and lower) in Lp0 + Lp1 , and similarly for
fn . Convergence of T fnU and T fnL to T f U and T f L , respec-
tively, yield (using linearity) pointwise convergence of T fn
to T f .
Here we go. Let
f U (x) := χ|f (x)|≥1 (x)f (x);
I.e., f U recovers f let f L (x) = f (x) − f U (x) (i.e., f whenever |f | < 1). Define
only when |f | ≥ 1
fnU + fnL = fn similarly.
Now, since p0 1, and |f (x)|p1 < |f |p whenever |f (x)| < 1. That
is, for all x,
|f U (x)|p0 ≤ |f (x)|p and |f L (x)|p1 ≤ |f (x)|p ;
so f U ∈ Lp0 and f L ∈ Lp1 . Similarly for fnU , fnL .
Since fnU , fnL converge to f U and f L in Lp0 and Lp1 , re-
spectively (exercise), the boundedness of T implies
T (fnU ) → T (f U ) and T (fnL ) → T (f L )
in Lp0 and Lp1 (and thus pointwise a.e.) respectively. Thus
T (fn ) = T (fnU ) + T (fnL ) → T (f U ) + T (f L ) = T (f )
pointwise a.e., as desired.

2. Returning to Riesz interpolation
2.1. Extending the Fourier transform!
One could (conceivably) first define the Fourier transform
on simple functions by
Z
F (f )(ξ) := f (x)e−2πix·ξ dx.
Rd
We immediately have
||F (f )||∞ ≤ ||f ||L1 ,
which can be extended uniquely to all of L1 (since the sim-

ple functions are dense in L1 ).
As is noted below, it is possible to extend F to L2 (Rd )
in a unitary manner; so
||F (f )||2 ≤ ||f ||2
for simple functions (in particular).
Then Riesz interpolation yields the following:
Corollary 2.1. Let 1 ≤ p ≤ 2. Then F has a unique
0
extension to a bounded map from Lp to Lp , with
||F (f )||p0 ≤ ||f ||p
3. Review of some important concepts
3.1. Schwartz class.
Definition 3.1. We call a function rapidly decreasing if for
every k ≥ 0, we have Rapidly decreasing
function
sup |x|k |f (x)| < ∞,
x∈R
i.e., the function shrinks faster than the reciprocal of any
polynomial function.
Definition 3.2. Let f be an infinitely differentiable (C ∞ )
function. If f and all of its derivatives are rapidly decreas- S(R)
ing, we call f a Schwartz class function and write f ∈ S(R).
Remark. Observe that S(R) is a vector space (over C) and
is closed under both differentiation and multiplication by
polynomials.
Principle: decay of
the Fourier trans-
3.2. Fourier transform on S(R). form corresponds to
the smoothness of f
Definition 3.3. For f ∈ S(R) we define the Fourier trans- (connects with 2.4 in
form of f by chapter II).
Z ∞
fˆ(ξ) = f (x)e−2πixξ dx
−∞
Proposition 3.4. Let f ∈ S(R), h ∈ R, and δ > 0. Then

(the Fourier transform maps the following):
i. f (x + h) −→ fˆ(ξ)e2πihξ (translation becomes modula-
tion)
ii. f (x)e−2πixh −→ fˆ(ξ + h)
iii. f (δx) −→ δ −1 fˆ(δ −1 ξ) (dilation)
iv. f 0 (x) −→ 2πiξ fˆ(ξ) (differentiation becomes polynomial
multiplication)
v. −2πixf (x) −→ dξd fˆ(ξ)
Convolution of S(R)
functions
Definition 3.5. Given f, g ∈ S(R), we define the convolu-
tion f ∗ g by
Z ∞
(f ∗ g)(x) := f (x − t)g(t) dt.
−∞
3.3. Fourier inversion formula.

Proposition 3.6 (“Multiplication formula”). Let f, g ∈
S(R). Then
Z ∞ Z ∞
f (x)ĝ(x) dx = fˆ(y)g(y) dy
−∞ −∞
Multiplication
formula: forerunner
to Plancherel’s Theorem 3.7 (Fourier inversion). Let f ∈ S(R). Then
theorem Z ∞
f (x) = fˆ(ξ)e2πixξ dξ.
−∞
Definition 3.8. Given g ∈ S(R), we define the inverse

Inverse Fourier Fourier transform ǧ of g by
transform Z ∞
∗
F (g)(x) = ǧ(x) := g(ξ) e2πixξ dξ
−∞
Note that F(f )(y) =
F ∗ (f )(−y). Thus the Fourier inversion theorem can be written: for
f ∈ S(R),
ˇ
f (x) = fˆ(x).
It is easy to see that for g ∈ S(R), ǧˆ(ξ) = g(ξ) (i.e., F ◦F ∗ =

F ∗ ◦ F = I) and thus the Fourier transform is bijective on
S(R).
Convolutions of
3.4. Plancherel’s Theorem. S(R) functions;
plus the Fourier
transform
Proposition 3.9 (Fourier transform and convolutions).
Let f, g ∈ S(R). Then
i. f ∗ g ∈ S(R)
ii. f ∗ g = g ∗ f .
\
iii. (f ∗ g)(ξ) = fˆ(ξ)ĝ(ξ)
These properties, plus the inversion formula, can be used
to give us the following useful theorem:
Theorem 3.10 (Plancherel’s theorem). For any f ∈ S(R),
we have ||fˆ||L2 (R) = ||f ||L2 (R) .
4. Extending the Fourier transform to L1 (Rd ).

Remark. Recall:
Definition 4.1. For f ∈ S(Rd ) we define the Fourier trans-
form of f by
Z
fˆ(ξ) = f (x)e−2πix·ξ dx
Rd
However, one notices that as long as f ∈ L1 (Rd ), the above

integral makes sense.
One has the following relevant results (Book III, p.87 ff)
Theorem 4.2 (Inversion Formula). For f ∈ L1 (Rd ), if
fˆ ∈ L1 (Rd ) also, then
Z
f (x) = fˆ(ξ)e2πix·ξ dξ
Rd
holds a.e.
Lemma 4.3 (Multiplication formula). If f and g are both

in L1 (Rd ), then
Z Z
fˆ(ξ)g(ξ) dξ = f (y)ĝ(y) dy
Rd Rd
5. Extending the Fourier transform to L2 (Rd )

Theorem 5.1. The Fourier transform has a unique exten-
sion to a unitary mapping of L2 (Rd ) to itself (in particular,
||fˆ||L2 (Rd ) = ||f ||L2 (Rd ) for all f ∈ L2 (Rd ).
Lemma 5.2. S(Rd ) is dense in L2 (Rd ).
This important
lemma is on p. 209
of Book III. Definition 5.3. We define the Fourier transform of f ∈
L2 (Rd ) by taking any sequence {fn } in S(Rd ) that con-
verges to f and defining it as the L2 limit
fˆ = lim fˆn .
n→∞
Remark. In particular, we can define, for f ∈ L2 (Rd ), its

Fourier transform as the following L2 limit:
Z
fˆ(ξ) := lim f (x) e−2πix·ξ dx
R→∞ |x|≤R
“
Remark (Book III, p. 212). It can be seen that for f ∈
L1 (Rd ) ∩ L2 (Rd ), the two definitions of fˆ agree a.e.; one ap-
proximates f by {fn } ⊂ S(Rd ) that converges to f in both
norms. Then, using the L2 definition, fˆn converges to the
L2 Fourier transform F (f ) in L2 and thus a subsequence
converges pointwise a.e.. Further, the L1 Fourier trans-
forms fˆn converge to fˆ everywhere, so the Fourier trans-
forms agree a.e..
LECTURE 08: THE HILBERT TRANSFORM IS A
SINGULAR INTEGRAL
1. Poisson kernel and integral

Lemma 1.1 (Elementary integration formulae (Book III,
p. 217)). Elementary integra-
tion formulae
i. Z ∞
1
e2πiξz dξ = −
0 2πiz
for =(z) > 0.
ii. Z
1 y
e−2π|ξ|y e2πiξx dξ =
R π y 2 + x2
Proof. For the first formula, we simply take the limit of
Z N
1
e2πiξz dξ = [e2πiN z − 1].
0 2πiz
For the second, we write
Z Z ∞ Z ∞
−2π|ξ|y 2πiξx −2πξy 2πiξx
e e dξ = e e dξ + e−2πξy e−2πiξx dξ
R Z0 ∞ Z ∞0
= e2πiξ(x+iy) dξ + e2πiξ(−x+iy) dξ
0 0
i 1 1 1 y
= + =
2π x + iy −x + iy π y 2 + x2

Definition 1.2. We define the Poisson kernel and the con-
jugate Poisson kernel by Poisson kernel and
y x conjugate Poisson
Py (x) := 2 2
and Qy (x) := , kernel
π(x + y ) π(x + y 2 )
2
respectively.
1
Poisson integral rep-

Proposition 1.3 (Poisson integral representation). Given resentation
Analogue of the (x, y) ∈ R2+ , and f ∈ L2 (R),
identity for the Z
circle
(f ∗ Py )(x) = fˆ(ξ)e−2π|ξ|y e2πixξ dξ.
R
One also has the conjugate Poisson integral representa-
tion Z
sgn ξ
(f ∗ Qy )(x) = fˆ(ξ)e2πixξ e−2πy|ξ| dξ
R i
Proof. We first establish the representation when f ∈ S(R).
is an immediate con- Define for (t, ξ) ∈ R2 ,
sequence of Fubini’s
theorem Φ(t, ξ) := f (t)e−2πiξt e−2π|ξ|y e2πiξx
|Φ(t, ξ)| = |f (t)|e−2π|ξ|y , so Φ is integrable over R2 ; by Fu-
bini’s theorem
Z Z Z
−2πiξt −2π|ξ|y 2πiξx −2πiξt −2π|ξ|y 2πiξx
f (t)e e e dξ dt = f (t)e e e dt dξ.
R R R
The first integral is R f (t)Py (x−t) dt; the second is R fˆ(ξ)e−2π|ξ|y e2πixξ dξ.
R R
To extend to f ∈ L2 (R), let {fn } be in S(R) such that

fn → f in L2 . By Cauchy-Schwarz,
Z Z 1/2
[fˆ(ξ) − fˆn (ξ)]e −2π|ξ|y 2πixξ
dξ ≤ ||fˆ − fˆn ||2 −4π|ξ|y

e e dξ
R R
and
Z Z 1/2
2

[f (x − t) − fn (x − t)]Py (t) dt ≤ ||f − fn ||2 |Py (t)| dt .

R R
2
Taking the limit yields the formula for our f ∈ L (R). The
conjugate formula is similar.
Remarks. Okay, so now we have
Z
(f ∗ Py )(x) = fˆ(ξ)e2πixξ e−2π|ξ|y dξ.
R
Z
sgn ξ
(f ∗ Qy )(x) = fˆ(ξ)e2πixξ e−2π|ξ|y dξ
R i
(1) Obviously (with z = x + iy) Connection with
the (defined below)
Corollary 1.4. Thus for f ∈ L2 (R), we have Cauchy integral of f
Z ∞
1
fˆ(ξ)e2πizξ dξ = [(f ∗ Py )(x) + i(f ∗ Qy )(x)]
0 2
(2) Recognizing the right-hand sides as inverse Fourier
transforms and then taking the Fourier transforms of
both sides, we see (dividing both sides by fˆ(ξ)), Fourier transforms
of the Poisson
Pby (ξ) = e−2π|ξ|y kernel and conjugate
Poisson kernel.
and
by (ξ) = e−2πy|ξ| sgn ξ
Q
i
2. Connection with Cauchy Integral
Definition 2.1. Let f ∈ L2 (R). We define the Cauchy Note that this is one-
dimensional.
integral of f on the upper half plane U : {z ∈ C : =(z) > 0}
by Cauchy integral
Z ∞
1 f (t)
F (z) := dt.
2πi −∞ t − z
Remark. F is holomorphic in the upper half-plane.
Lemma 2.2. For z in the upper half-plane, Fourier transform
Z ∞ representation of the
F (z) = fˆ(ξ)e2πizξ dξ. Cauchy integral
0
Proof. Proof follows that of the Poisson integral represen-

tation, but using the fact that
Z ∞
1
e2πiξ dξ = − .
0 2πiz

Remark. Thus we have, from the earlier remarks,

1
F (z) = [(f ∗ Py )(x) + i(f ∗ Qy )(x)]
2
for z in the upper half-plane.
3. The Hilbert Transform
Definition 3.1. Given f ∈ L2 (R), we define the Hilbert
Hilbert transform transform H by
Z ∞
sgn(ξ) 2πixξ
H(f )(x) := fˆ(ξ) e dξ
−∞ i
Orthogonal projec- Definition 3.2. We define the orthogonal projection P on
tion
L2 (R) to the subspace of f for which fˆ(ξ) = 0 for ξ < 0
Defining it as a mul- a.e. by
tiplier operator: kill Z ∞
off the Fourier coef-
ficients for ξ < 0. P (f )(x) := fˆ(ξ)χ(0,∞) (ξ)e2πixξ dξ
−∞
Remarks.
i. Using Plancherel’s theorem, one sees that limy→0 F (x+
iy) = P (f )(x) in the L2 norm (easy).
ii. Clearly P = 21 (I + iH).
iii. H is unitary on L2 and H ◦ H =: H 2 = −I.
3.1. The Hilbert transform is a singular integral.
The main result of today:
Proposition 3.3. For f ∈ L2 (R), let
Z
1 dt
H (f )(x) := f (x − t) .
π |t|≥ t
Then H ∈ L2 (R) for all > 0 and
Z
1 dt
H(f )(x) = lim f (x − t)
→0 π |t|≥ t
Be sure you under- as an L2 limit.
stand what this is
saying. It’s not a
pointwise statement,
but an L2 statement.
Proof. First note that since

Z
sgn ξ 2πixξ
(f ∗ Qy )(x) = fˆ(ξ)e−2π|ξ|y e dξ,
R i
and Both are inverse
Z Fourier transform
sgn(ξ) 2πixξ
H(f )(x) := fˆ(ξ) e dξ statements.
R i
we have (using Plancherel’s theorem) that
||H(f ) − (f ∗ Qy )||L2 (R) = ||fˆ(ξ)(e−2πi|ξ|y − 1)||L2 (dξ)

and thus dominated conver-
gence
lim f ∗ Q = H(f )
→0
in the L2 norm.
Consider the following difference, which we notate as We want to show
this difference goes
f ∗ ∆ (x) := H (f )(x) − (f ∗ Q )(x) to zero.
Z
1 dt
:= f (x − t) − (f ∗ Q )(x)
π |t|≥ t
i.e.,
1

πx− Q (x) for |x| ≥
∆ (x) =
−Q (x) for |x| <
It suffices to show that
lim f ∗ ∆ = 0
→0
in the L2 norm (for then H (f ) → H(f ) in the L2 norm). Some observations

Observe first that for each , Q (x) is odd in x, as is x1 , about ∆ :
tion,
dila-
cancellation,
of course. Thus ∆ is Ran odd function, i.e,. satisfies the integrability
cancellation condition R ∆ = 0.
Also notice that
1 x
∆ (x) = ∆1

and that
1 1 x
|∆1 (x)| = −
π x x2 + 12

1 1 1 1
≤ ≤
π |x|(x2 + 1) π x2 + 1
for |x| > 1. That is, ∆1 ∈ L1 (R) (as are all the ∆ ).
We use the cancella- Now, using the above cancellation,
tion to slip in a term Z
that takes advantage (f ∗ ∆ )(x) := f (x − t)∆ (t) dt
of the continuity.
Z
= [f (x − t) − f (x)]∆ (t) dt
Z
= [f (x − t) − f (x)]∆1 (t) dt.
Thus, by Minkowski’s inequality,
Z
||f ∗ ∆ ||L2 (dx) ≤ ||f (x − t) − f (x)||L2 (dx) |∆1 (t)| dt
By dominated convergence (since ||f (x − t) − f (x)||2 ≤
2||f ||2 and ||f (x − t) − f (x)||2 → 0) the right hand side
converges to 0, and thus we are done.

LECTURE 09: Lp BOUNDEDNESS OF THE
HILBERT TRANSFORM.
1. Error
Remark. There was an error in the earlier lecture:
ping from Lp0 + Lp1 to Lq0 + Lq1 (where pi and qi need not
be conjugate exponents). Correction: the ex-
If T is bounded (Lp0 , Lq0 ) and bounded (Lp1 , Lq1 ) (with ponents need not be
dual.
any pair (p, q) such that
1 1−t t 1 1−t t
= + and = + for some t ∈ [0, 1].
p p0 p1 q q0 q1
2. Boundedness of the Hilbert transform Statement of theo-
p rem
Theorem 2.1. The Hilbert transform is bounded on L ;
1 < p < ∞.
Remark. As mentioned before, the proof given here is based
on complex analysis.
Recall the Cauchy
Recall the Cauchy integral of a function f ∈ L2 (R) is integral. Its holo-
morphicity and
given by connection with the
Z ∞
1 f (t) Hilbert transform
F (z) := dt. will be exploited.
2πi −∞ t − z
We wil need the following lemma: Facts about the
Cauchy integral
Lemma 2.2. If f ∈ C0∞ (R), then (calculations)
(1) F extends to a continuous, bounded function on the

upper half-plane
M
(2) (Decay) |F (z)| ≤ 1+|z| for =(z) ≥ 0.
1
Proof. Exercise, using the fact that fˆ is rapidly decreasing

(f ∈ C0∞ (R) ⊂ S(R); so fˆ ∈ S(R)).
2.1. The Cauchy integral and the Hilbert transform.
Connection of Recall that for z = x + yi in the upper half-plane,

Cauchy integral
1
with Poisson (and F (z) = [(f ∗ Py )(x) + i(f ∗ Qy )(x)],
conjugate Poisson) 2
kernels and thus, using the above continuous extension,
pointwise true
2F (x) = 2 lim F (x + yi)
y→0
= lim[(f ∗ Py )(x) + i(f ∗ Qy )(x)]
y→0
= f (x) + iH(f )(x).
...give the connec- (Note that the first statement is a continuity statement
tion with the Hilbert - i.e., true pointwise. The second is true pointwise for
transform.
f ∈ S(R) (recall we established the result pointwise us-
ing Fubini’s theorem for f ∈ S(R) and then extended it).
The third we actually haven’t established: we showed the
latter part true in the L2 sense, but did not prove it point-
wise true for f ∈ S(R) (though it is true). Finally, the
Poisson kernel is an approximate identity, we see the first
part is also true.)
Proof of the Lp boundedness of H.
The proof
First assume that f ∈ C0∞ (R), and that f is real-valued.
2.2. Boundedness
R∞ for p = 2`, ` ≥ 1 an integer.
k
Claim: −∞ [F (x)] dx = 0 for all k ∈ Z, k ≥ 2.
We use Cauchy’s Proof: Cauchy’s theorem states that integrating the holo-
theorem. morphic function F k over the rectangle with vertices R+i,
R + iR, −R + iR, −R + i yields 0. Taking the limit as
→ 0 and R → ∞ and using the continuity of F at x = 0
and its decay as |z| → ∞ yields the claim.
Using the fact that F (x) = f (x)+iH(f
2
)(x)
, the above implies
The main trick that
Z
[f (x) + iH(f )(x)]k dx = 0
R
Now suppose, for example, that k = 4. Then, taking the Getting bound-
real part of the above equality, we see edness for even
Z Z Z exponents. Case:
k=4
f − 6 f (Hf ) + (Hf )4 = 0
4 2 2
and thus (since f 4 > 0)

Z Z
(Hf )4 ≤ 6 f 2 (Hf )2
Z 1/2 Z 1/2
≤6 f4 (Hf )4
and thus ||Hf ||4 ≤ 61/2 ||f ||4 .

In general, taking k = 2`...(please read this part your-
selves).
Remark. Extending to the case of f ∈ L2 ∩ Lp that are
simple is straightforward, using the fact that it is possible
to find a sequence {fn } in C0∞ that converges to f in L2
and Lp simultaneously (exercise).
2.3. Riesz Interpolation to get 2 ≤ p < ∞.
At this point we have H bounded on Lp for p ≥ 2, p even.
We extend H to complex-valued functions by defining for
f1 , f2 real-valued functions
H(f1 + if2 ) := H(f1 ) + iH(f2 );
then H is bounded on Lp . Then Riesz interpolation (be-
tween p0 = q0 = 2, p1 = q1 = 2` yields boundedness of H
on Lp for all p such that
1 1−t t
(1) = +
p 2 2`
for t ∈ [0, 1]. That is, we obtain the bounds for p ranging
over 2 ≤ p ≤ 2`.
2.4. Duality to get 1 < p ≤ 2.

A useful and com- Claim: For f, g ∈ L2 (R), we have
mon trick Z Z
(Hf )g = − f (Hg).
R R
Proof: By Plancherel’s identity, we have
Z
(Hf )g =: hHf, gi = hHf
d, ĝi
R Z
sgn(ξ) ˆ
= f (ξ)ĝ(ξ) dξ
i
Z
sgn(ξ)
= fˆ(ξ)(−1) ĝ(ξ) dξ
iZ
= −hfˆ, Hgi
c = − f Hg.
Using the duality
trick to get bounds Now, we know (by Lemma 4.2 again), if we assume f, g
for 1 < p ≤ 2. simple, then we can estimate the Lp norm as follows.
Z

||H(f )||Lp = sup H(f )g

g simple, ||g||p0 ≤1
0
Then, using the duality and boundedness of H on Lp , we
see Z Z

sup H(f )g =
sup f Hg

g simple, ||g||p0 ≤1 g simple, ||g||p0 ≤1
≤ sup ||f ||p ||Hg||p0

g
≤ sup ||f ||p ||H||p0 ||g||p0
g
One extends to the case of general f ∈ L2 ∩ Lp (and then

to all of Lp ) by standard limiting argument.
LECTURE 10: Lp BOUNDEDNESS OF THE
HARDY-LITTLEWOOD MAXIMAL FUNCTION.
1. Weak-type inequalities for the

Hardy-Littlewood maximal function
Definition 1.1. Given f a locally integrable function, we
define the maximal function f ∗ (or M f ) by The Hardy-
Z Littlewood maximal
1 function.
M f (x) := sup |f (y)| dy.
x∈B m(B) B
Remark. The operator M and its variants prove to be cen-

tral in analysis (in particular, in the control of singular
integrals).
First observe: Observations
(1) M is not linear, but sub-additive: M (f + g) ≤ M f +
M g.
(2) M is obviously bounded on L∞ ; however, it fails to
be bounded on L1 (consider f = χ[0,1] )
However, though M is not bounded on L1 , it does satisfy
the following weaker property. Statement of weak-
type boundedness
Theorem 1.2. Let f ∈ L1 (Rd ). M satisfies the following
weak-type inequality: for all α > 0, there exists a bound A
independent of f such that
A
m({x : M f (x) > α}) ≤ ||f ||L1 (Rd )
α
Remark. Notice that if M were bounded on L1 , then ||M f ||L1 ≤
A||f ||L1 would imply the weak-type inequality, since
αm({x : M f (x) > α}) ≤ ||M f ||L1 ≤ A||f ||L1 (Rd ) .
Strong implies weak.
1
The proof (like many) hinges on a relevant covering lemma.

Vitali covering
lemma
Lemma 1.3 (Vitali covering lemma). Given a finite col-
lection of open balls {B1 , . . . , BN } in Rd . Then there exists
a disjoint sub-collection such that
N
! k
[ X
d
m B` ≤ 3 m(Bij ).
`=1 j=1
I.e., they take up
more than a fixed
percentage of the Proof. Order the balls in order of decreasing radius and
original set.
choose in a “greedy” manner. I.e., choose the biggest ball;
then choose the next largest ball which is disjoint from all
chosen balls. Observe that if a ball is not chosen, then it
intersects a larger ball which was; thus it is covered by the
3-fold concentric expansion of the larger chosen ball. Call
the chosen balls {Bij : j = 1, . . . , k}.
In other words,
N
! k
! k k
[ [ X X
d
m B` ≤ m B̃ij ≤ m(B̃ij ) = 3 m(Bij )
`=1 j=1 j=1 j=1

Proof of weak-type
boundedness via Proof of weak-type boundedness of M . Let
covering lemma
Eα := {x ∈ Rd : M f (x) > α}
Given any compact subset K ⊂ E, we see that we can cover
K with balls B such that Z
1
|f | ≥ α
m(B) B
that is,
Z
1
|f | ≥ m(B)
α B
for all balls. By compactness, we can choose a finite sub-
cover {B` }N `=1 of K. Use the Vitali covering lemma to
choose a disjoint subcollection {Bij }kj=1 that covers more

than 3−d of the original cover. Then
N
! k
[ X
d
m(K) ≤ m B` ≤ 3 m(Bij )
`=1 j=1
k
3d
Z
X 1d
≤3 |f | ≤ ||f ||L1 (Rd ) ,
j=1
α B α
as desired.
2. Lp boundedness of M distribution function
Definition 2.1. Let f be a non-negative measurable func-
tion. We define the distribution function λ = λF of F by
λ(α) := m({x : f (x) > α}); α > 0.
Lemma 2.2. For 0 α > 0}.
We see that integrating first in α yields
Z Z F (x) !
dα dx.
Rd 0
whereas integrating first in x yields

Z ∞
m({x : F (x) > α) dα.
0

Remark. We also note that Z Tchebychev’s
1 inequality
λ(α) ≤ F (x) dx,
α Rd
1
R
known as Tchebychev’s inequality. (λ(α) ≤ αp F p also
holds.)
Theorem 2.3. Let f ∈ Lp (Rd ) for some 1 1
f1 (x) =
0 otherwise
and f∞ = f − f1 (i.e., equals f when |f (x)| ≤ 1. Then

M f (x) ≤ M f1 + M f∞ ≤ M f1 + 1, and since f1 ∈ L1 , we
see via the weak-type inequality that M f1 is finite a.e..
To show the Lp bound, we split the function f = f1 + f∞ ,
Step II: Lp bounded- with
ness
f (x) if |f (x)| > α2

f1 (x) =
0 otherwise
and again f∞ = f − f1 .
We observe:
α
M f (x) ≤ M f1 (x) + M f∞ (x) ≤ M f1 (x) + ;
2
The key (cf. so
Marcinkiewicz
interpolation):
n αo
incorporating the
{x : M f (x) > α} ⊂ x : M f1 (x) >
2
L∞ boundedness
into the weak- and thus
type inequality to
strengthen it
n αo
m{x : M f (x) > α} ≤ m x : M f1 (x) >
Z 2
2A
≤ |f | dx.
α {|f (x)|> α2 }
Then, using the lemma about the distribution function,

we see that (using Chebyshev’s inequality)
Z Z ∞
p
[M f (x)] dx = λ(α1/p ) dα
Rd 0 !
Z ∞ Z
1
≤A 1/p
|f | dx dα
0 α α1/p
|f |> 2
Z Z |2f (x)|p !
1
=A |f (x)| dα dx
Rd 0 α1/p
Z
p p−1
=A 2 |f (x)| |f (x)|p−1 dx = App ||f ||pp .
p−1 Rd
3. The Atomic Decomposition of

the Hardy space Hr1
Remark. Lp inequalities for the objects of interest (singular
integrals, maximal functions) tend to break down at p = 1
(as evinced by the Hilbert transform and Hardy-Littlewood
maximal function). There is a natural replacement for L1
called H 1 , the Hardy space. It has multiple equivalent con-
structions, but the easiest to consider is the so-called atomic
decomposition, as follows.
Definition 3.1. Let a be a bounded measurable function

on Rd , and B ⊂ Rd be a ball. H 1 atoms
i. supp(a) ⊂ B
1
ii. (Size) ||a||∞ ≤ m(B)
R
iii. (Cancellation) Rd a = 0
then we call a an atom associated with B.
Definition of Hardy
space
Definition 3.2. Let f ∈ L1 (Rd ). If f can be represented

as (in the sense of L1 )
∞
X
f= λk ak
k=11
where the ak are atoms and the λk satisfy
X∞
|λk | < ∞
k=1
then we say that f ∈ Hr1 (Rd ), and
P we define the Hr norm
1
of f , ||f ||Hr1 , as the infimum of |λk | over all such decom-

positions of f .
Several useful facts (homework):
i. Hr1 is complete.
ii. f ∈ Hr1 then f = 0
R
iii. ||f ||L1 (Rd ) ≤ ||f ||Hr1
Proposition 3.3. Let f ∈ Lp (Rd ) for some p > 1. If f
has bounded support, then
Z
f ∈ Hr1 (Rd ) ⇐⇒ f = 0
LECTURE 11: CHARACTERIZATION OF Lp
FUNCTIONS OF BOUNDED SUPPORT IN H 1
1. Recall: definition of Hardy space

Definition 1.1. Let a be a bounded measurable function
on Rd , and B ⊂ Rd be a ball. H 1 atoms
i. supp(a) ⊂ B
1
ii. (Size) ||a||∞ ≤ m(B)
R
iii. (Cancellation) Rd a = 0
then we call a an atom associated with B.
Definition of Hardy
1 d space (via the atomic
Definition 1.2. Let f ∈ L (R ). If f can be represented decomposition)
as (in the sense of L1 )
∞
X
f= λk ak
k=1
where the ak are atoms and the λk satisfy

∞
X
|λk | < ∞
k=1
then we say that f ∈ Hr1 (Rd ), and 1

P we define the Hr norm
of f , ||f ||Hr1 , as the infimum of |λk | over all such decom-
positions of f .
Several useful facts (homework):

i. Hr1 is complete.
ii. f ∈ Hr1 then f = 0
R
iii. ||f ||L1 (Rd ) ≤ ||f ||Hr1
The main result of today is the following characterization.
1
2. Main result
Proposition 2.1. Let f ∈ Lp (Rd ) for some p > 1. If f
has bounded support, then
Z
f ∈ Hr1 (Rd ) ⇐⇒ f = 0
Proof. Assume WLOG that f is supported in a ball of unit

radius and that ||f ||1 ≤ 1.
truncated maximal We define the “truncated” maximal function f † by
function Z
† 1
f (x) := sup |f |
B3x m(B) B
where the supremum is taken over balls of radius less than
or equal to 1.
Notice first that for f ∈ Lp (Rd ), f † ∈ L1 (Rd ), for (letting
(Remark that f † is B3 denote the concentric triple of B1 ):
supported in B3 .) Z Z Z 1/p
† † 1/p0 † p
f = f ≤ m(B3 ) (f )
Rd B3 B3
which is finite, since f † ≤ f ∗ , the original (uncentered)
Note that Stein uses maximal function, which is in Lp (Rd ).
the uncentered max-
imal function 2.1. Now comes the C-Z decomposition.
Calderon-Zygmund Fix α ≥ 1, and let
decomposition
Eα = {x : f † (x) > α}.
For now, let’s suppose d = 1. Eα is an open set, so can be
decomposed
S into a union of disjoint open intervals Eα =
Ij .
We will decompose the function f as
f = g + b;
we define the good and bad portions as follows. For each
bj interval Ij , let
bj := (f − mj )χIj ,
Thus each bj is sup- where mj is the average value of f over Ij . We then let
ported onRIj and sat-
isfies the Ij bj = 0.
b
X
b= bj ;
j
b is supported on Eα and has mean 0.

We then let g = f − b, that is, g
X
g = f χEαc + mj χIj .
j
Observe that on Eαc , we have f † (x) ≤ α which implies

|g(x)| = |f (x)| ≤ α a.e. (by differentiationStheorem). Fur-
ther, we observe that for each Ij in Eα = Ij , we have
Z
1
|f | ≤ α
m(Ij ) Ij
For when m(Ij ) ≥ 1, we have
Z
1
|f | ≤ ||f ||1 ≤ 1 ≤ α
m(Ij ) Ij
since we assumed ||f ||1 ≤ 1 and are taking α ≥ 1. And when m(Ij ) ≤ 1,
say Ij = (x1 , x2 ), we have x1 ∈ Eαc ; that is, f † (x1 ) ≤ α. So
Z
† 1
α ≥ f (x1 ) ≥ |f |.
m(Ij ) Ij
Thus |mj | ≤ α, so all together we have ||g||∞ ≤ α
|g(x)| ≤ α a.e.
2.2. Constructing the atomic decomposition via Calderon-
Zygmund decomposition at all scales.
Take the decomposition at scales α = 2k for k = 0, 1, 2, . . . ;
i.e., we decompose f into
f = g k + bk
where
i. E2k = j Ijk (where the Ijk are disjoint open intervals)
S
ii. |g k | ≤P2k R
iii. bk = j bkj , where supp(bkj ) ⊂ Ijk and I k bkj = 0.
j
Now observe:
f = g k + bk
and supp(bk ) ⊂ Ijk ⊂ E2k . Further,
c
||f ||pp
m(E2k ) ≤ m{x : M f (x) > α} ≤
p
α
by the L boundedness of M ; so m(supp(bk )) → 0; that is,
p
f (x) = lim g k (x) a.e.

k→∞
and thus we have the following pointwise a.e. equality:
∞
X
0
f =g + (g k+1 − g k )
k=0
X∞
= g0 + [bk − bk+1 ]
k=0
∞
" #
X X X
= g0 + bkj − bk+1
i
k=0 j i
Now observe: E2k ⊃ E2k+1 , that is,
[ [
Ijk ⊃ Iik+1 ;
j i
further, each Iik+1 is contained in a single Ijk . So we can

rewrite  
X X X X X
bkj − bk+1
i =  bk
j − b k+1 
i  =: Akj
j i j i:Iik+1 ⊂Ijk j
We make the following observations:

(1) supp(Akj ) ⊂ Ijk ; i.e., the Akj are supported on disjoint
intervals P
(2) g k+1 − g k = j Akj and for each x, only a single Akj (x)
will be nonzero; so
|Akj (x)| = |g k+1 (x) − g k (x)| ≤ 2k+1 + 2k = 3 · 2k
R
(3) Ijk Akj = 0
2.3. Finally: the atomic decomposition.

Let
1
akj := k k
Akj ,
m(Ij )3 · 2
and λkj := m(Ijk )3 · 2k
As we noted above, |Akj (x)| ≤ 3 · 2k and satisfies the

cancellation condition, so akj satisfies the cancellation and
L∞ conditions for atoms (note that it is supported on Ijk ).
So we need only check the coefficient condition, i.e., that
||λkj ||`1 < ∞.
Well,
! !
X X X X X
λkj = λkj =3 2k m(Ijk )
k,j k j k j
X
=3 2k m({f † (x) > 2k })
k
Now, m{f † (x) > α} is a decreasing function in α, so

m({f † (x) > 2k }) ≤ m({f † (x) > α} for all α < 2k .
Thus Taking the average
value over [2k−1 , 2k ]
Z 2k
1
2k m({f † (x) > 2k }) ≤ 2k m({f † (x) > α} dα
2k−1 2k−1
k
Z 2
=2 m({f † (x) > α} dα
2k−1
Thus
X X
λkj = 3 2k m({f † (x) > 2k })
k,j k
XZ 2k
≤3·2 m({f † (x) > α} dα
k 2k−1
Z ∞ Z
†
= m({f (x) > α} dα = f † (x) dx < ∞.
0 R
Only one thing isRleft: g is bounded (by 20 ) and sup-
0
ported in B3 , and g 0 = 0 because of the cancellation

Here is where we properties of f and Akj ; so g 0 is some multiple of an atom,
need the cancella-
tion of f !
and thus f ∈ Hr1 (R).
LECTURE 12: EXTENSION TO d ≥ 2;
BOUNDEDNESS OF H ON Hr1
Recall: last time we showed that Lp functionR of bounded

support were in Hr1 if and only if they satisfied f = 0. We
did this in the case of R. Now we make two observations
about the proof.
1. Observation: Can extend the proof to higher

dimensions
To extend the proof of the characterization of Hr1 (Rd ) to
d ≥ 2, we need the notion of dyadic cubes. The relevant Explain dyadic
cubes.
generalization is called the “Whitney decomposition.” Recall: in the one-
dimensional case,
Lemma 1.1. Let Ω ⊂ Rd be open. Then Ω can be expressed we needed, for each
as a union S
of disjoint dyadic cubes (i.e., with disjoint inte- open interval in the
decomposiion of Eα ,
riors) Ω = Qj with to be “near” to the
diam(Qj ) ≤ d(Qj , Ωc ) ≤ 4diam(Qj ). complement in order
to control the aver-
age of f over those
Proof. We cover Ω with cubes satisfying the above condi- intervals. What
tion, then select only the maximal cubes in that collection. do we need in the
higher-dimensional
By maximality, the subcollection will consist of disjoint case?
cubes.
The proof is straightfoward. For each x ∈ Ω, consider the straightforward
proof
sequence of dyadic √ cubes which contain it; their diameters
−k
are of the form { d2 }; k ∈ Z. Choose the one (and call We know the ball
Bδ (x) ⊂ Ω, so
it Qx ) whose diameter satisfies (let δ = d(x, Ωc )) the cube Qx of the
δ δ appropriate size (in
≤ diam(Qx ) ≤ particular, of diame-
4 2 ter less than δ/2) lies
Now the distance of Qx to the boundary is at most δ (since inside Ω.
x ∈ Qx ); so
d(Qx , Ωc ) ≤ δ ≤ 4 diam(Qx ).
1
Further,
δ
d(Qx , Ωc ) ≥ δ − diam(Qx ) ≥ ≥ diam(Qx ),
2
so Qx satisfies the conditions desired.

Then, in the case of d ≥ 2, we have a Calderon-Zygmund
decomposition:
f =g+b
where
X
g = f χEαc + mj χQj
X
b= bj , with |bj = (f − mj )χQj .
As before, we see that |mj | ≤ cα. For choose a ball B
such that B ⊃ Qj and B intersects Eαc in some point x (a
ball of radius equalling 5 diam(Qj ) will do). If the ball is
of radius ≤ 1, then
|B|
Z Z Z
1 1
|f | ≤ |f | ≤ |f |
|Qj | Qj |Qj | B |Qj | |B| B
|B| †
≤ f (x) ≤ cα.
|Qj |
Point: we have And if the ball is of radius ≥ 1, then |mj | ≤ cα auto-
control over the
ratio |B|/|Q|; one
matically as before. We can proceed basically as before to
never has a tiny obtain the proof in the case of d ≥ 2.
cube far away from
the boundary.
2. Observation 2: We can use p-atoms
Definition 2.1 (p > 1). Given a measurable function a
Interlude on p-atoms supported on a ball B, if
−1+1/p
i. ||a||
R p ≤ m(B)
ii. a = 0
then we call a a p-atom.
Note every ∞−atom
is a p-atom.
Corollary 2.2 (p > 1). Any p-atom is in Hr1 . Further,

there exists a bound cp independent of the atom, such that
||a||Hr1 ≤ cp
Proof. First observe that if a is a p-atom on a ball B, then
if we define the dilation to the 1r scale of a as
ar (x) := rd a(rx)
we see that ar is supported on x ∈ 1r B. Further, The point: if we
have an atomic de-
||ar ||p = rd−d/p ||a||p ≤ rd−d/p m(B)−1+1/p composition of the
−1+1/p −1+1/p first guy, then scale
1 1 everything; we get
= d m(B) = m B an atomic decompo-
r r sition of the scaled
so ar is still a p-atom. Further, we see that it has the same guy with identical
constants
Hr1 norm as a, for if a has an atomic decomposition, then
scaling that decomposition yields an atomic decomposition
for ar .
Thus, WLOG we may assume B is of unit radius; but
then (by Hölder’s inequality, using the fact that m(B) = 1)
||a||1 ≤ ||a||p ≤ 1
which (using the previous theorem) implies that a ∈ Hr1 .
Further, what is shown in that proof is that for such f
(and thus, in particular, for a),
Z Z Z 1/p
0
||f ||Hr1 ≤ f † ≤= f † ≤ m(B3 )1/p (f † )p
R B3 B3
0
≤ m(B3 )1/p Cp ||f ||p
where Cp is the Lp bound of the maximal operator f ∗ . It
1
is noted earlier that Cp = O( p−1 ) as p → 1. Thus we have
||a||Hr1 ≤ cp for all atoms a.
Remark.
P What’s the point? If we have a decomposition The point: one can
f = λj ak where the ak are p-atoms, then in fact use p-atoms if desir-
X able.
||f ||Hr1 ≤ cp |λk |;
further, whenever f ∈ Hr1 , we have a decomposition of f

in terms of p-atoms (since the ∞-atoms are also p-atoms).
That is, one could define Hr1 using p-atoms if desired.
3. Application to the Hilbert transform

Theorem 3.1. Let f ∈ Hr1 (R); then H (f ) ∈ L1 (R) for
every > 0. Further, H (f ) converges in L1 as → 0 to a
limit, (defined as) H(f ) such that
||H(f )||1 ≤ A||f ||Hr1 (R) .
That is, in this sense, the Hilbert transform is bounded from

Hr1 (R) to L1 (R).
Proof. Let a be an atom. We shall see that
||H (a)||L1 (R) ≤ A.
First, by translation-invariance and scale-invariance of the

Hilbert transform, we may assume a is supported on |x| ≤
If we can show it for 1/2.
these atoms, then
the bound still holds
We estimate the L1 norm of H (a) in two parts, using the
for translated atoms L2 boundedness of H on the “local” part, and the interac-
(since translating tion between cancellation and smoothness on the “global”
the atom results
in translating the part, as follows.
Hilbert transform)
and for dilated
atoms (H(ar )(x) = Z Z 1/2
[H(a)]r (x))
|H (a)| ≤ 21/2 |H (a)|2
Local calculation
|x|≤1 |x|≤1
≤ 21/2 ||H (a)||2 ≤ c||a||2 = c.
The L2 norm of an
∞-atom is 1.
Global calculation
Now, for |x| > 1, we have (via change of variable, and
Note that we need then using cancellation of a)
R < 1/2 so that
|x−t|≥
a = 0; that
is, so that {t : |x −
t| ≥ } ⊃ supp(a).
Z
1 dt
H (a)(x) := a(x − t)
π |t|≥ t
Z
1 dt
= a(t)
π |x−t|≥ x−t
Z
1 1 1
= a(t) − dt.
π |x−t|≥ x−t x
Notice that for |x| ≥ 1 and |t| ≤ 12 , we have Note t must be in the
support of a
1 1 1
x − t x ≤ x2 ,
−

so (using the fact that ||a||∞ ≤ 1), |x − t| > 12 x for |t| ≤

1
c 2
|H (a)(x)| ≤ 2
x
for |x| > 1. Thus
Z
|H (a)| ≤ 2c
|x|≥1
and we have ||H (a)||L1 ≤ A for all atoms a. Thus ends the claim
(To be continued) in the case of atoms
LECTURE 13: BOUNDEDNESS OF H ON Hr1 ;
MAXIMAL FUNCTIONS AND HARDY SPACE;
H 1 − BM O DUALITY
1. Boundedness of the Hilbert transform on Hr1

Recall: We were in the midst of showing that the Hilbert
transform is bounded from Hr1 (R) to L1 (R), i.e., that
||H(f )||1 ≤ A||f ||Hr1 (R) .
Hr1 (R) to L1 (R).
Proof (continued).
We had shown, using the L2 boundedness for the local
part, and the interaction between the smoothness of the
kernel with the cancellation of the atom for the global, that
for any atom a,
||H (a)||L1 (R) ≤ A.
Finishing the first
step: H (a) con- Now, observe that for any atom a, H (a) converges in
verges for a an atom L norm. (We know that it converges in the L2 norm (to
1
H(a)), and further, the H (a) all satisfy the aforementioned

decay (≤ xc2 ). We can truncate the integral without signif-
icant loss of material; then use Cauchy-Schwarz.)
Case of a general Hr1
1
PNow, let f ∈ Hr (R) with atomic decomposition f =
function
λk ak . Then
X X
||H (f )||L1 ≤ |λk | ||H (ak )||1 ≤ A |λk |;
taking the infimum over all atomic decompositions of f
Uniform bounded- yields
ness of the H on 1
Hr1
||H (f )||L1 ≤ A||f ||Hr1 .

To finish, we need to show that H (f ) converges in L1
norm as → 0. Well, let fN := N
P
k=1 λk ak (so f = fN +
(f −fN )). Since fN is a multiple of an atom, we know (from
above) that H (fN ) converges in L1 as → 0. Now, using
the uniform boundedness of the H on Hr1 , we see
||H1 (f ) − H2 (f )||L1 ≤
≤ ||H1 (fN ) − H2 (fN )||L1 + ||H1 (f − fN )||L1 + ||H2 (f − fN )||L1
≤ ||H1 (fN ) − H2 (fN )||L1 + 2A||f − fN ||Hr1
Now, the term on the right goes to 0 as N → ∞, and
since H (fN ) converges in L1 as → 0, we see that we can
make the entire right hand side as small as we desire. Thus
H (f ) converges in L1 to something we define to be H(f ),
and which satisfies
||H(f )||L1 ≤ ||f ||Hr1 .

2. Hardy space and maximal functions
“The study of a function f defined on Rn can be closely
connected with related properties of a corresponding func-
tion F defined on the open upper half-space Rn+1
+ , with F
constructed from f by some averaging process.” (New Tes-
tament, p. 56)
Recall the notion of an approximation of the identity:
R let
Φ be a bounded, compactly-supported function with Φ =
1, and let
1 x
Φ (x) := n Φ ;

notice that Φ = 1. Then for f ∈ L1 ,
R
(f ∗ Φ )(x) → f (x) a.e. x.

Definition 2.1. Given a (nonnegative) bounded function

Φ of compact support, we define the maximal function as-
sociated with Φ by
MΦ (f )(x) := sup |(f ∗ Φ )(x)|.
>0
Absolute values on
1 d
Observe that for f ∈ L (R ), one has the outside of the av-
erage allow detection
|f (x)| ≤ MΦ (f )(x) ≤ cf ∗ (x) a.e.. of cancellation.
Relation between the
Why? Suppose Φ = N
P
maximal functions
j=1 aj χBj . Then

X X
|f ∗ Φ(x)| = aj (f ∗ χBj )(x) ≤ aj |f ∗ χBi |

j j
X Z
∗ ∗
≤ aj |Bj |f (x) = f (x) · Φ
j
General Φ can be approximated by such finite sums.

Theorem 2.2. Let Φ ∈ Cc1 (Rd ). Then M is bounded from
Hr1 (Rd ) into L1 (Rd ), with
||MΦ (f )||L1 (Rd ) ≤ A||f ||Hr1 (Rd )
Remark: in fact a
reverse inequality
Proof. Given the atomic decomposition of Hr1 (Rd ), if we is possible; that
is, one can define
prove ||MΦ (a)||L1 ≤ c, then we are done (by the same sort Hr1 (Rd ) as the
of argument as before: take the infimum, etc.). Further, collection of L1 (Rd )
functions for which
MΦ commutes with dilations and translations, so we may MΦ (f ) ∈ L1 (Rd ),
assume a is supported on the unit ball centered at the ori- with norm given
gin. as the L1 norm of
MΦ (f ).
First, observe that MΦ is bounded on L∞ : As before: use
MΦ (f )(x) = sup |f ∗ Φ (x)| ≤ ||f ||∞ ||Φ||L1 boundedness (in
>0 this case, on L∞ )
to control the local
Since ||a||∞ ≤ 1, we can control the integral of MΦ (a) over part.
any finite interval, e.g., |x| ≤ 2.
When |x| > 2, we use cancellation: Cancellation

x−y
Z
1
(a ∗ Φ )(x) := d a(y) Φ dy

x
x−y
Z
1
= d a(y) Φ −Φ dy

Now observe:
Using the smooth- i. Φ ∈ C 1 and has compact support, so
ness of Φ x
x − t ≤ c |y| ≤ c
Φ − Φ

ii. As in the previous calculation, |x| ≥ 2 and |y| ≤ 1
implies |x − y| ≥ |x|
2
(a ∗ Φ )(x) vanishes iii. Φ has compact support, so
when is too small.
x − y
≤ A,

|x| |x|
thus (from ii.) ≤ A, i.e., ≥ .
2 2A
Thus we have
c0
x
1 x−t 1c
Φ −Φ ≤ ≤ d+1
d d |x|
R
and so |x|≥2 M (a) ≤ c and we are done.
3. BMO
Definition 3.1. Let f ∈ L1loc (Rd ), and let fB denote the
mean value of f over a ball B. If
Z
1
sup |f − fB | < ∞
m(B) B
then we say f is of bounded mean oscillation and write
||f ||BM O for that supremum.
Remark. In fact, it is possible to see that for every q < ∞,
John-Nirenberg there exists a bq such that
inequalities
Z
1
(1) sup |f − fB |q ≤ bqq ||f ||q∗ .
B m(B) B
(This is a version of the famed John-Nirenberg inequalities.)
Thus we see f is locally in Lq for every q.
Some observations: Observations
i. Constant functions have zero norm.
ii. If the supremum were bounded (by A, say) for some
arbitrarily-chosen constants cB , the condition would
still imply that f was in BM O, for then
Z
1
|fB − cB | ≤ |f − cB | ≤ A
m(B) B
Z
1
and thus |f − fB | ≤ 2A.
m(B) B
iii. Canonical example of a BMO function: log(|x|).
iv. If f ∈ BM O, then |f | ∈ BM O.
v. If f, g ∈ BM O, then min(f, g) and max(f, g) ∈ BM O.
vi. f ∈ BM O then truncated functions f (k) ∈ BM O with
||f (k) ||∗ ≤ ||f ||∗ .
4. (Hr1 )∗ = BM O
Remark: originally
We want to show that given any continuous linear func- proved by C. Fef-
ferman (according to
tional ` : Hr1 → C, it can be realized as integration against Stein, though the re-
some function g ∈ BM O; i.e., sult was first pub-
Z lished in their joint
`(f ) = f g for all f ∈ Hr1 . 1972 paper)
Definition 4.1. Let H01 denote the (dense subspace) of

Hr1 consisting of finite linear combinations of atoms (i.e.,
bounded functions of compact support).
Theorem 4.2.
i. Given any g ∈ BM O, then `g (initially defined on H01 )
has a unique extension to Hr1 for which
||`g ||(Hr1 )∗ ≤ c||g||BM O .
ii. Given any ` ∈ (Hr1 )∗ , there exists g ∈ BM O such that

` = `g , and further,
c||g||BM O ≤ ||`||(Hr1 )∗ .
LECTURE 13: BOUNDEDNESS OF H ON Hr1 ;
MAXIMAL FUNCTIONS AND HARDY SPACE;
H 1 − BM O DUALITY
1. Boundedness of the Hilbert transform on Hr1

Recall: We were in the midst of showing that the Hilbert
transform is bounded from Hr1 (R) to L1 (R), i.e., that
||H(f )||1 ≤ A||f ||Hr1 (R) .
Hr1 (R) to L1 (R).
Proof (continued).
We had shown, using the L2 boundedness for the local
part, and the interaction between the smoothness of the
kernel with the cancellation of the atom for the global, that
for any atom a,
||H (a)||L1 (R) ≤ A.
Finishing the first
step: H (a) con- Now, observe that for any atom a, H (a) converges in
verges for a an atom L norm. (We know that it converges in the L2 norm (to
1
H(a)), and further, the H (a) all satisfy the aforementioned

decay (≤ xc2 ). We can truncate the integral without signif-
icant loss of material; then use Cauchy-Schwarz.)
Case of a general Hr1
1
PNow, let f ∈ Hr (R) with atomic decomposition f =
function
DOES THAT λk ak . Then
WORK? We have X X
convergence in ||H (f )||L1 ≤ |λk | ||H (ak )||1 ≤ A |λk |;
L1 of the atomic
decomposition to taking the infimum over all atomic decompositions of f
f ; we also know yields
Uniform bounded- 1
ness of the H on
Hr1
||H (f )||L1 ≤ A||f ||Hr1 .

To finish, we need to show that H (f ) converges in L1
norm as → 0. Well, let fN := N
P
k=1 λk ak (so f = fN +
(f −fN )). Since fN is a multiple of an atom, we know (from
above) that H (fN ) converges in L1 as → 0. Now, using
the uniform boundedness of the H on Hr1 , we see
||H1 (f ) − H2 (f )||L1 ≤
≤ ||H1 (fN ) − H2 (fN )||L1 + ||H1 (f − fN )||L1 + ||H2 (f − fN )||L1
≤ ||H1 (fN ) − H2 (fN )||L1 + 2A||f − fN ||Hr1
How do we know
Now, the term on the right goes to 0 as N → ∞, and that ||f − fN || → 0?
since H (fN ) converges in L1 as → 0, we see that we can
make the entire right hand side as small as we desire. Thus
H (f ) converges in L1 to something we define to be H(f ),
and which satisfies
||H(f )||L1 ≤ ||f ||Hr1 .

2. Hardy space and maximal functions
“The study of a function f defined on Rn can be closely
connected with related properties of a corresponding func-
tion F defined on the open upper half-space Rn+1
+ , with F
constructed from f by some averaging process.” (New Tes-
tament, p. 56)
Recall the notion of an approximation of the identity:
R let
Φ be a bounded, compactly-supported function with Φ =
1, and let
1 x
Φ (x) := n Φ ;

notice that Φ = 1. Then for f ∈ L1 ,
R
(f ∗ Φ )(x) → f (x) a.e. x.

Definition 2.1. Given a (nonnegative) bounded function

Φ of compact support, we define the maximal function as-
sociated with Φ by
MΦ (f )(x) := sup |(f ∗ Φ )(x)|.
>0
Absolute values on
1 d
Observe that for f ∈ L (R ), one has the outside of the av-
erage allow detection
|f (x)| ≤ MΦ (f )(x) ≤ cf ∗ (x) a.e.. of cancellation.
Relation between the
Why? Suppose Φ = N
P
maximal functions
j=1 aj χBj . Then

X X
|f ∗ Φ(x)| = aj (f ∗ χBj )(x) ≤ aj |f ∗ χBi |

j j
X Z
∗ ∗
≤ aj |Bj |f (x) = f (x) · Φ
j
General Φ can be approximated by such finite sums.

Theorem 2.2. Let Φ ∈ Cc1 (Rd ). Then M is bounded from
Hr1 (Rd ) into L1 (Rd ), with
||MΦ (f )||L1 (Rd ) ≤ A||f ||Hr1 (Rd )
Remark: in fact a
reverse inequality
Proof. Given the atomic decomposition of Hr1 (Rd ), if we is possible; that
is, one can define
prove ||MΦ (a)||L1 ≤ c, then we are done (by the same sort Hr1 (Rd ) as the
of argument as before: take the infimum, etc.). Further, collection of L1 (Rd )
functions for which
MΦ commutes with dilations and translations, so we may MΦ (f ) ∈ L1 (Rd ),
assume a is supported on the unit ball centered at the ori- with norm given
gin. as the L1 norm of
MΦ (f ).
First, observe that MΦ is bounded on L∞ : As before: use
MΦ (f )(x) = sup |f ∗ Φ (x)| ≤ ||f ||∞ ||Φ||L1 boundedness (in
>0 this case, on L∞ )
to control the local
Since ||a||∞ ≤ 1, we can control the integral of MΦ (a) over part.
any finite interval, e.g., |x| ≤ 2.
When |x| > 2, we use cancellation: Cancellation

x−y
Z
1
(a ∗ Φ )(x) := d a(y) Φ dy

x
x−y
Z
1
= d a(y) Φ −Φ dy

Now observe:
Using the smooth- i. Φ ∈ C 1 and has compact support, so
ness of Φ x
x − t ≤ c |y| ≤ c
Φ − Φ

ii. As in the previous calculation, |x| ≥ 2 and |y| ≤ 1
implies |x − y| ≥ |x|
2
(a ∗ Φ )(x) vanishes iii. Φ has compact support, so
when is too small.
x − y
≤ A,

|x| |x|
thus (from ii.) ≤ A, i.e., ≥ .
2 2A
Thus we have
c0
x
1 x−t 1c
Φ −Φ ≤ ≤ d+1
d d |x|
R
and so |x|≥2 M (a) ≤ c and we are done.
3. BMO
Definition 3.1. Let f ∈ L1loc (Rd ), and let fB denote the
mean value of f over a ball B. If
Z
1
sup |f − fB | < ∞
m(B) B
then we say f is of bounded mean oscillation and write
||f ||BM O for that supremum.
Remark. In fact, it is possible to see that for every q < ∞,
John-Nirenberg there exists a bq such that
inequalities
Z
1
(1) sup |f − fB |q ≤ bqq ||f ||q∗ .
B m(B) B
(This is a version of the famed John-Nirenberg inequalities.)
Thus we see f is locally in Lq for every q.
Some observations: Observations
i. Constant functions have zero norm.
ii. If the supremum were bounded (by A, say) for some
arbitrarily-chosen constants cB , the condition would
still imply that f was in BM O, for then
Z
1
|fB − cB | ≤ |f − cB | ≤ A
m(B) B
Z
1
and thus |f − fB | ≤ 2A.
m(B) B
iii. Canonical example of a BMO function: log(|x|).
iv. If f ∈ BM O, then |f | ∈ BM O.
v. If f, g ∈ BM O, then min(f, g) and max(f, g) ∈ BM O.
vi. f ∈ BM O then truncated functions f (k) ∈ BM O with
||f (k) ||∗ ≤ ||f ||∗ .
4. (Hr1 )∗ = BM O
Remark: originally
We want to show that given any continuous linear func- proved by C. Fef-
tional ` : Hr1 → C, it can be realized as integration against Stein, though the re-
some function g ∈ BM O; i.e., sult was first pub-
Z lished in their joint
`(f ) = f g for all f ∈ Hr1 . 1972 paper)
Definition 4.1. Let H01 denote the (dense subspace) of

Hr1 consisting of finite linear combinations of atoms (i.e.,
bounded functions of compact support).
Theorem 4.2.
||`g ||(Hr1 )∗ ≤ c||g||BM O .

c||g||BM O ≤ ||`||(Hr1 )∗ .
LECTURE 14: H 1 − BM O DUALITY
1. (Hr1 )∗ = BM O
Remark: originally
proved by C. Fef- We want to show that given any continuous linear func-
Stein, though the re-
tional ` : Hr1 → C, it can be realized as integration against
sult was first pub- some function g ∈ BM O; i.e.,
lished in their joint Z
1972 paper) `(f ) = f g for all f ∈ Hr1 .
Definition 1.1. Let H01 denote the (dense subspace) of Hr1

consisting of finite linear combinations of atoms.
H01 : finite combina-
tions of atoms R
Remark. It is not true that f g always converges for f ∈
H 1 and g ∈ BM O. However, if f ∈ H01 , then the integral
will converge.
Fefferman-Stein du- Theorem 1.2.
ality
||`g ||(Hr1 )∗ ≤ c||g||BM O .
c||g||BM O ≤ ||`||(Hr1 )∗ .
Proof. ⇒) To show `g is defined and bounded on Hr1 , it
suffices to obtain the inequality
Z

n ≤ c||g||BM O ||f ||H 1
f g

R
for g ∈ BM O and f ∈ H01 .
Case I: g ∈ L∞ .
1
λk ak be an atomic decomposition for f ∈ H 1

P
Let f =
1
and
P recall that the decomposition converges in L since
|λk | < ∞. Thus we have We
R want to estimate
Z | f g|.
X Z
fg = λk gak g ∈ L∞ , so we get
Rn Rn a continuous linear
k functional on L1
In the sense that the
Now, because of cancellation (and letting Bk be the ball on partial sums on the
which ak is supported) we can replace right converge in L1
Z Z to the integral on the
gak = [g − gBk ]ak . left. Note that we
need g ∈ L∞ for
Bk
the integrals to con-
1
Since ||a||∞ ≤ m(B k)
, we have by the Triangle inequality, verge.
Z
X |λk |
Z X

f g ≤ |g − gBk | ≤ |λk | · ||g||BM O
n
R m(Bk ) Bk
k
Taking the infimum over all atomic decompositions of g
yields the desired inequality.
Case II: General g ∈ BM O. Assume g is real-valued
and replace g by g (k) (f truncated at height k). One can
see that ||g (k) ||BM O ≤ c||g||BM O , so by case I, we have
Z
g (k) f ≤ c||g||BM O ||f ||H 1 .

Since g (k) → g a.e., and using the fact that f ∈ H01 (is
bounded and of compact support), dominated convergence
gives the desired inequality.
Proof of converse: Let ` be a linear functional on Hr1 . We get a representa-
Fix a ball B ⊂ Rd ; let L2B denote square-integrable function of ` on each ball
B; i.e., a gB such
tions supported on B, with that....
Z 1/2
||g||L2 (B) := |g|2 ;
B
let L2B,0 denote the functions of integral 0. Notice that the

1
ball {f : ||f ||L2B,0 ≤ [m(B)]1/2 } is precisely the set of 2-atoms
associated to B. That is, given any f ∈ L2B,0 we see

1
f
[m(B)]1/2 ||f ||2
is a 2-atom in Hr1 and thus (by Corollary 5.3)
||f ||Hr1 ≤ c2 [m(B)]1/2 ||f ||2 .
Now, let ` be a linear functional on Hr1 and assume WLOG

that it has norm ≤ 1. If we consider its restriction to the
subspace L2B,0 ⊂ L2B , wee see that ` is again a bounded
With norm ||`|| ≤ linear functional:
c[m(B)]1/2 .
|`(f )| ≤ ||f ||Hr1 ≤ c[m(B)]1/2 ||f ||2
We’ll show that Thus, by Riesz representation theorem, there exists a g B ∈

` has the desired
representation
L2B,0 such that
R
`(f ) = f g for any Z
f in any L2B,0 .
`(f ) = f g B for all f ∈ L2B,0
and for which ||g B ||L2B ≤ c[m(B)]1/2 (*).

So for each ball B, we have a function g B . Now observe
that if B1 ⊂ B2 , then g B1 and g B2 give the same linear
functional on L2B1 ,0 and so
g B1 − g B2 is constant on B1 .
Replace each g B by
g̃ B := g B + cB
where cB is chosen so that the integral over the unit ball is
† Something seems 0. Then (†) whenever B1 ⊂ B2 we have
wrong here....
g̃ B1 = g̃ B2
and we can define g(x) = g̃ B (x) for any ball B 3 x.

Finally,
Z Z 1/2
1 1
|g − cB | ≤ |g − cB |2
m(B) B m(B) B
Z 1/2
1
= |g B |2 ≤c
m(B) B
and thus g ∈ BM O with norm ≤ c. Recall ||g B ||L2B,0 ≤
Thus the representation cm(B)1/2 . (* on pre-
Z vious page).
`(f ) = f (x)g(x) dx
holds for all f ∈ L2B,0 for some B and thus for all f ∈
H01 .
2. Distributions
...if we are to think of a function f as a distri-
bution F , we determine F by the quantities
Z
F (ϕ) = f (x) ϕ(x) dx
where the ϕ range over an appropriate space of
“test” functions.....[That is, we] think of f as
a linear functional on a suitable space of these
test functions.
Notation 2.1. Let Ω ⊂ Rd be an open set. Let D(Ω) =
C0∞ (Ω), i.e., the set of complex-valued, infinitely-differentiable
functions of compact support in Ω.
Definition 2.2. Given {φn }, φ ∈ D, if convergence in D
i. The supports of the φn are all contained in a common
compact set.
ii. For each multi-index α, ∂xα φn → ∂xα φ uniformly in x
then we say {φn } converges to φ in D.
Remark. You might hope that this notion of convergence
arises from some metric, but in fact the topology that gives
rise to this notion of convergence is non-metrizable (see

Rudin, p. 153 for details).
Definition 2.3. Let F : D(Ω) → C be a linear functional.
If F is continuous with respect to the above notion of con-
distribution vergence, that is,
φn → φ in D implies F (φn ) → F (φ),
then we say F is a distribution on Ω and write F ∈ D∗ (Ω).
Remark (Examples). For example, for f ∈ L1loc , if we define
Z
Ff (φ) = φf
Examples: func- then Ff is a distribution (called a “function”). Similarly, if
tions, measures µ is a Borel measureR on Ω that is finite on compact subsets
of Ω, then F (φ) := φ dµ is a distribution. (E.g., the Dirac
delta function δ(φ) = φ(0) is a distribution.)
3. Derivatives of distributions
Motivation: if f is smooth and φ ∈ D(Ω), then we have
Z Z
(∂xα f )φ = (−1)|α| f (∂xα φ).
Definition 3.1. Given a distribution F on Ω, we define

derivative of a distri- the derivative ∂xα F by
bution
(∂xα F )(φ) := (−1)|α| F (∂xα φ).
Remark (Examples). Let h denote the Heaviside function:
h(x) := χ(0,∞) (x). Then for all φ ∈ D(R),
Z Z ∞
dh d
(φ) = (−1) h(x) φ = − φ0 (x) dx = φ(0);
dx R dx 0
df
Cool example: de- that is, dx = δ, the Dirac delta function.
rivative of Heaviside
function is Dirac
delta function.
LECTURE 15: OPERATIONS ON DISTRIBUTIONS
D(Ω)
1. Review
Notation 1.1. Let Ω ⊂ Rd be an open set. Let D(Ω) =
C0∞ (Ω), i.e., the set of complex-valued, infinitely-differentiable
functions of compact support in Ω.
convergence in D(Ω) Definition 1.2. Given {ϕn }, ϕ ∈ D, if
i. The supports of the ϕn are all contained in a common
compact set.
ii. For each multi-index α, ∂xα ϕn → ∂xα ϕ uniformly in x
then we say {ϕn } converges to ϕ in D.
Definition 1.3. Let F : D(Ω) → C be a linear functional.
If F is continuous with respect to the above notion of con-
distribution: linear vergence, that is,
functional that is
continuous w.r.t. ϕn → ϕ in D implies F (ϕn ) → F (ϕ),
convergence in D
then we say F is a distribution on Ω and write F ∈ D∗ (Ω).
Example: integration
R against a locally integrable func-
(Continuous because tion: Ff (g) := f g. (We identify f and Ff .)
R n → ϕ inR D implies
ϕ
f ϕn → f ϕ) 2. Operations on distributions
Definition 2.1. Let F ∈ D∗ , ψ ∈ C ∞ . We define the
product ψ · F (of a function and a distribution) by, for all
Multiplication of a ϕ ∈ D,
function and a dis-
tribution (ψ · F )(ϕ) = F (ψϕ).
R
Fψ·f g = f ψg =
Ff (ψg)
Definition 2.2. Let τh be the translation operator, i.e.,
τh (f )(x) := f (x−h). We define, for F ∈ D∗ , the translation
F
R τh (f ) (g) = τh (F ) on ϕ ∈ D by
R f (x − h)g(x) dx = 1
f (x)g(x + h) dx =
Ff (τ−h (g))
τh (F )(ϕ) := F (τ−h (ϕ)).

Definition 2.3. Notate the dilation of f by fa (x) := f (ax);
a > 0. We define, for F ∈ D∗ , the dilation Fa on ϕ ∈ D by
Similarly, dilation.
1
Fa (ϕ) := F (ϕa−1 )
ad
(In general, for L an invertible linear transformation, one
1
defines FL (ϕ) := | det(L)| F (ϕL−1 ), where fL (x) := f (L(x)).)
3. Convolution of Distributions
Recall: the convolution f ∗ g is defined by Notice the RHS is
Z Z Ff (gx∼ ).
(f ∗ g)(x) := f (x − y)g(y) dy = f (y)g(x − y) dy
So there are two ways one could define convolution for
distributions:
i. First, one could, following the above, define the convo-
lution F ∗ ψ as a function of x via
(F ∗ ψ)(x) := F (ψx∼ )
where ψx∼ (y) := ψ(x − y). Notation:
ψ ∼ (y) := ψ(−y)
ii. Second, one could define F ∗ ψ as the distribution de- (reflection);
termined by ψx (y) := ψ(y − x)
(translation).
(F ∗ ψ)(ϕ) = F (ψ0∼ ∗ ϕ) They really mean
(ψ ∼ )x (y)
(Since if F is a function f , one thinks Ff ∗ ψ = Ff ∗ψ :
Z Z Z
(Ff ∗ ψ)(ϕ) = (f ∗ ψ)(y)ϕ(y) dy = f (t)ψ(y − t) dt ϕ(y) dy
Z Z Z
= f (t) ψ0 (t − y)ϕ(y) dy dt = f (t)(ψ0∼ ∗ ϕ)(t) dt
∼
= Ff (ψ0∼ ∗ ϕ)
and then extends this definition to general distribu-
tions.)
Proposition 3.1. If F ∈ D∗ , ψ ∈ D, then
i. The above definitions coincide

ii. F ∗ ψ is a C ∞ function.
Proof. ii) (Showing that F ∗ψ is continuous (differentiability
follows similarly), using the first definition (F ∗ ψ)(x) =
F (ψx∼ ).)
Notice that if xn → x0 , then (since ψ ∈ Cc∞ is Lipschitz
continuous)
ψx∼n (y) := ψ(xn − y) → ψ(x0 − y) =: ψx∼0 (y)
uniformly in y; further, all derivatives of ψ are Lipschitz,
so all derivatives converges uniformly. Thus we have con-
vergence in D of ψx∼n → ψx∼0 .
Since F ∈ D∗ , we know F (ψx∼n ) → F (ψx∼0 ), that is, F ∗ ψ
is a continuous function in x.
Proof of i) We want to show that
Z
F (ψ0 ∗ ϕ) = FF (ψx∼ ) (ψ) := F (ψx∼ )ϕ(x) dx.
∼
The definition as a
distribution equals
the definition as a
Well, approximate the convolution ψ ∼ ∗ ϕ as a Riemann
function. sum: Z
(ψ ∗ ϕ)(x) := ψ ∼ (x − y)ϕ(y) dy
∼
X
= lim d ψ ∼ (x − n)ϕ(n).
→0
n∈Zd
It’s not difficult to see that the convergence of the Rie-
mann sums to ψ ∼ ∗ ϕ is in D (i.e., happens uniformly for
all derivatives); so by continuity of F ,
!
X X
F lim d ψ ∼ (· − n)ϕ(n) = lim d F (ψ ∼ (· − n))ϕ(n)
→0 →0
n∈Zd n∈Zd
X
= lim d F ((ψ ∼ )n ϕ(n)
→0
n∈Zd
Z
= F (ψx∼ )ϕ(x) dx, as desired.

Definition 3.2. Let {Fn }, F ∈ D∗ be distributions. If for
every ϕ ∈ D, we have
Fn (ϕ) → F (ϕ),
then we say {Fn } converges to F in the weak sense (or in Convergence of dis-
the sense of distributions). tributions
Corollary 3.3. Given any F ∈ D∗ (Rd ), there exists a se-

quence of C ∞ functions {fn } such that fn → F in the sense
of distributions.
R
Proof. Let ψ ∈ D be such that ψ = 1; let ψn (x) :=
nd ψ(nx) (scale n1 ).
Given F , let Fn := F ∗ ψn ; by the previous result Fn ∈
∞
C . Also by the previous result, we have, for any ϕ ∈ D,
Fn (ϕ) = (F ∗ ψn )(ϕ) = F (ψn∼ ∗ ϕ)
It is easy to see (really) that ψn∼ ∗ ϕ → ϕ in D, so
lim Fn (ϕ) = lim F (ψn∼ ∗ ϕ) = F (ϕ)
n→∞ n→∞
so Fn → F in the sense of distributions, as desired.
4. Supports of distributions
Definition 4.1. Let f be a continuous function. The sup-
port of f is the closure of {x : f (x) 6= 0}. Support of a func-
tion
Definition 4.2. Let F be a distribution and E ⊂ Rd an
open set. If, for all ϕ ∈ D supported in E, we have F (ϕ) = distribution vanishes
0, then we say F vanishes on E. on a set
Definition 4.3. Let F be a distribution. The complement Support of a distri-

of the largest open set on which F vanishes is called the bution
support of F .
Remark. One needs to verify that if F vanishes S on open
set {Ei } then it vanishes on their union Ei , that is,
if F (ϕ) = 0 for all ϕ ∈ D supported on the {Ei } then
it.....(this requires the notion of a partition of unity). Check yourselves
Proposition 4.4 (Support of a convolution). Let F ∈ D∗ ,

ψ ∈ D. Then
supp(F ∗ ψ) ⊂ supp(F ) + supp(ψ).
Proof. Recall (F ∗ ψ)(x) = F (ψx∼ ). If x ∈ supp(F ∗ ψ), then
there exists a point y such that
y ∈ supp(F ) ∩ supp(ψx∼ ) = C1 ∩ (x − C2 ).
y ∈ x−C2 , so x−y ∈ But then x = y + x − y ∈ C1 + C2 , so we are done.
C2
Definition 4.5 (Convolution of a pair of distributions). If
F and F1 are distributions, and F1 has compact support,
we define the convolution F ∗ F1 as a distribution via the
action
(F ∗ F1 )(ϕ) = F (F1∼ ∗ ϕ)
where the distribution F1∼ is given by F1∼ (ϕ) := F1 (ϕ∼ ).
For then, if supp(F1 ) =: C, then −C is the support of F1∼
and
supp(F1∼ ∗ ϕ) ⊂ −C + supp(ϕ)
a sum of compact sets (which is then compact by the con-
(one needs to show tinuity of addition). Thus F1∼ ∗ ϕ ∈ Cc∞ .
this is continuous)
5. Tempered distributions
Definition 5.1. For ϕ ∈ C ∞ (Rd ). we define the norms
|| · ||N ; N ∈ N by
||ϕ||N := sup |xβ (∂xα ϕ)(x)|.
|α|,|β|≤N ;x∈Rd
Schwartz class We define the Schwartz class S to consist of all ϕ ∈ C ∞
such that ||ϕ||N is finite for all N ∈ N.
Definition 5.2. Let {ϕk }, ϕ ∈ S be Schwartz class func-
tions. If for each N ∈ N,
lim ||ϕk − ϕ||N = 0
k→∞
Convergence in the then we say that ϕk → ϕ in S.
Schwartz class
Definition 5.3. Let F be a linear functional on S. If for

every {ϕk }, ϕ ∈ S such that ϕk → ϕ in S we have tempered distribu-
tion
F (ϕk ) →, F (ϕ)
then we say F is a tempered distribution.
Remark. D = C0∞ (Rd ) ⊂ S(Rd ), and if φn → φ in D, then
φn → φ in S; so any linear functional that is continuous
w.r.t convergence in S will be continuous w.r.t. convergence
in D; that is, any tempered distribution is a distribution. Any tempered distri-
bution is a distribu-
tion.
LECTURE 16: TEMPERED DISTRIBUTIONS
1. Review: Tempered distributions

Definition 1.1. For ϕ ∈ C ∞ (Rd ). we define the norms
Recall the family || · ||N ; N ∈ N by
of norms: the L∞
norms of xβ ∂ α ϕ ||ϕ||N := sup |xβ (∂xα ϕ)(x)|.
|α|,|β|≤N ;x∈Rd
Defn: Schwartz We define the Schwartz class S to consist of all ϕ ∈ C ∞

class (function and such that ||ϕ||N is finite for all N ∈ N.
all derivatives are
rapidly decreasing)
Definition 1.2. Let {ϕk }, ϕ ∈ S be Schwartz class func-
Defn: Convergence tions. If for each N ∈ N,
in the Schwartz
class. In other lim ||ϕk − ϕ||N = 0
words, convergence k→∞
w.r.t. || · ||N for then we say that ϕk → ϕ in S.
every N .
Definition 1.3. Let F be a linear functional on S. If for
Defn: tempered dis- every {ϕk }, ϕ ∈ S such that ϕk → ϕ in S we have
tribution: continu-
ous w.r.t. the above F (ϕk ) →, F (ϕ)
convergence. I.e.,
if convergence occurs then we say F is a tempered distribution (and write F ∈ S ∗ ).
w.r.t. every norm || ·
||N , then F (ϕk ) → Remark. D = C0∞ (Rd ) ⊂ S(Rd ), and if ϕn → ϕ in D (i.e.,
F (ϕ). supported in a common compact set, uniform convergence
of all derivatives), then ϕn → ϕ in S; so any linear func-
tional that is continuous w.r.t convergence in S will be
continuous w.r.t. convergence in D; that is, any tempered
Any tempered distri- distribution is a distribution.
bution is a distribu-
tion. 2. Elementary properties
In contrast to the
of tempered distributions
above, in fact for any
fixed tempered dis-
Proposition 2.1. If F is a tempered distribution, then
tribution, there is a there exists a positive integer N0 and a constant c > 0 such
single norm || · ||N 1
such that if ϕk →
ϕ in that norm, the
F (ϕk ) → F (ϕ).
2 DISTRIBUTIONS
that for all ϕ ∈ S,

|F (ϕ)| ≤ c||ϕ||N0 .
Proof. Suppose not. Then for each n ∈ N, there exists One can create a se-
quence ϕn → in S
ψn ∈ S such that ||ψn ||n = 1 and for which F (ϕn ) →
|F (ψn )| ≥ n||ψ||n . ∞ as follows.
Let ϕn = √ψnn . Then

i. for each fixed N , if n ≥ N then
||ψn ||n 1
||ϕn ||N ≤ ||ϕn ||n ≤ √ =√
n n
so limn→∞ ||ϕn ||N = 0 for each N ; that is, ϕn → 0 in S.
1 n
ii. |F (ϕn )| = n1/2 |F (ψn )| ≥ n1/2 = n1/2
So ϕn converges to 0 in S, but F (ϕn ) → ∞; contradiction.

Proposition 2.2. Any compactly supported distribution F
on D(Rd ) has a (non-unique) extension to a tempered dis-
tribution.
Proof. Let K be the compact support of some F ∈ D∗ (Rd );
fix ψ ∈ Cc∞ (Rd ) such that ψ ≡ 1 in an open set containing
K, and let Constructing the ex-
tension
F̃ (ϕ) := F (ψϕ) for f ∈ S
F̃ = F on D, so it is an extension of F to S.
Now, if ϕn → 0 in S, then all ∂xα ϕn → 0 uniformly on Rd ; Checking continuity
so ∂xα (ψϕn ) → 0 uniformly in Rd (that is, ψϕn → 0 in D) Note all ψφn
are commonly
and so F̃ (ϕn ) = F (ψϕn ) → 0. supported on the
support of ψ, a
Proposition 2.3. Let g be a measurable function on Rd compact set
such that for some 1 ≤ p < ∞ and N > 0
g(x) p
Z
dx =: C < ∞
2
d (1 + |x| )
N
R
Then g is a tempered distribution (in particular, every g ∈
Lp (Rd ), 1 ≤ p ≤ ∞, polynomial, or measurable function
DISTRIBUTIONS 3
whose absolute value is majorized by a polynomial is a tem-

pered distribution).
Proof. Let Fg (ϕ) := ϕg as usual. Case p > 1; let q = p0 .
R
Choose M so large that
Z
(1 + |x|2 )(N −M )q dx = B
Rd
is finite. By Hölder’s inequality, for f ∈ S,
Z

|Fg (f )| = f g
1/p Z
g(x) p
Z 1/q
q
f (x)(1 + |x|2 )N dx

≤
2 N
dx
Rd (1 + |x| )
d
1/p 1/q
2 M
R
≤ C B sup (1 + |x| ) f (x)
x∈Rd
By the above inequality, if fn → 0 in S, we have Fg (fn ) →
0; thus Fg is continuous w.r.t. convergence in S, as desired.

Proposition 2.4. Let α be any multi-index; P be any poly-
nomial, and g ∈ S. If F is a tempered distribution, then
so are ∂xα F and P (x)F (x) and gF (defined by ∂ α F (ϕ) :=
F (∂ α ϕ), (P F )(ϕ) := F (P ϕ), etc.).
Proof. This follows from the fact that f → P f, f → gf, f →
∂xα f are all continuous linear mappings of S into S. E.g.,
if ϕn → ϕ in S, then so does gϕn → gϕn ; thus F (gϕn ) →
F (gϕ).
Definition 2.5. Let ψ ∈ C ∞ (Rd ). If, for each α, there
exists Nα ≥ 0 such that
∂xα ψ(x) = O(|x|Nα )
Each derivative is as |x| → ∞, then we say ψ is slowly increasing.
dominated by a
polynomial Proposition 2.6. f ψ is slowly increasing, and F a tem-
pered distribution, then ψF , defined by (ψF )(ϕ) := F (ψϕ)
is also a tempered distribution.
4 DISTRIBUTIONS
3. Recall: Fourier transform on S Recall Fourier

transform, inverse
Definition 3.1. Given ϕ ∈ S, we define its Fourier trans- Fourier transform,
form ϕ̂ by multiplication
formula
Z
ϕ̂(ξ) := ϕ(x)e−2πix·ξ dx Fourier transform of
Rd a S function
FACT: the Fourier transform is a continuous bijection of

S to S, with inverse given by the following transform.
Definition 3.2. Given ϕ ∈ S, we define its inverse Fourier
transform ϕ̌ by Inverse Fourier
Z transform
ϕ̌(ξ) := ϕ(x)e2πix·ξ dx.
Rd
Theorem 3.3. For ϕ, ψ ∈ S, one has the multiplication
identity multiplication iden-
Z Z tity
ψ̂ϕ = ψ ϕ̂
Rd Rd
The above motivates the following.
4. Fourier transform of
Tempered Distributions Fourier transform of
a tempered distribu-
Definition 4.1. Given a tempered distribution F , we de- tion
fine its Fourier transform F̂ by
F̂ (ϕ) := F (ϕ̂),
and its inverse Fourier transform F̌ by (F̌ )(ϕ) := F (ϕ̌).
For example, if δ denotes Dirac delta function (and 1 the
constant function of height 1), then
Z
δ̂(ϕ) = δ(ϕ̂) = ϕ̂(0) = ϕ = 1(ϕ);
similarly one can see that 1̂ = δ:

Z Z
1̂(ϕ) = 1(ϕ̂) = ϕ̂(ξ) dξ = ϕ̂(ξ)e2πi0·ξ dξ = ϕ(0) = δ(ϕ).
DISTRIBUTIONS 5
Definition 4.2. Let {Fn }, F be tempered distributions. If, Defn: convergence

for all ϕ ∈ S, one has of tempered distribu-
tions
Fn (ϕ) → F (ϕ),
then we say Fn converges to F in the sense of tempered
distributions (or “in the weak sense”).
Remark. The Fourier transform and inverse Fourier trans-
form are continuous with respect to convergence in the
That is, if Fn → F sense of tempered distributions. (Obviously.)
in the sense of tem-
pered distributions, FACT: The definition of the Fourier transform in the con-
then Fˆn → F̂ in
the sense of tem- text of tempered distributions is consistent with previous
pered distributions definitions. E.g., for f ∈ L2 (Rd ), Ff is a tempered distribu-
tion and as such has a Fourier transform F cf . On the other
hand, if one takes a sequence {fn } ∈ S that converges to
f in L2 , then the Fourier transform of f is the L2 limit of
the {fˆn }. It is possible to see that F
cf = F ˆ.
f
5. Standard properties of the Fourier

transform still hold
(∂xα F )b = (2πix)α Fb
Proof.
\ α α
(∂x F )(ϕ) := ∂x F (ϕ̂)
= (−1)|α| F (∂xα (ϕ̂))
\α ϕ)
= F ((2πix)
=: (2πix)α Fb(ϕ)

Similarly,
((−2πix)α F )b = ∂xα (Fb)
6 DISTRIBUTIONS
And thus, for example,

(1) ((−2πix)α )b= ∂xα δ
(2) (∂xα δ)b= (2πix)α
LECTURE 17: CONVOLUTION AND THE FOURIER
TRANSFORM; THE DISTRIBUTION p.v. x1

slowly increasing
1. Slowly Increasing Functions
functions
Definition 1.1. Let ψ ∈ C ∞ (Rd ). If, for each α, there
exists Nα ≥ 0 such that
∂xα ψ(x) = O(|x|Nα )
That is, ψ and all as |x| → ∞, then we say ψ is slowly increasing.
its derivatives have
at most polynomial Proposition 1.2. (Exercise) f ψ is slowly increasing, and
growth
F a tempered distribution, then ψF , defined by (ψF )(φ) :=
F (ψφ) is also a tempered distribution.
Proposition 1.3. Let F ∈ S ∗ , ψ ∈ S. Then F ∗ ψ (∈ C ∞ ,
as previously shown) is a slowly increasing function.
the second is imme- Proof. First note that given any ψ ∈ D,
diate, as ||∂ α ψ||N ≤
||ψ||N +|α| always. ||ψx∼ ||N ≤ c(1 + |x|)N ||ψ||N and
||∂xα ψx∼ ||N ≤ c(1 + |x|)N ||ψ||N +|α|
By the “controlled by a single norm” lemma, then, there
exists an N0 such that
|(F ∗ ψ)(x)| := |F (ψx∼ )| ≤ C(1 + |x|)N0 ||ψ||N0 and
|∂xα (F ∗ ψ)(x)| = |F (∂xα ψx∼ )| ≤ C(1 + |x|)N0 ||ψ||N0 +|α|
- in other words, F ∗ ψ is slowly increasing.

Remark. In the above, we used the following fact (See, for
example, Rudin, Functional Analysis, p. 195). :
Lemma 1.4. If ψ ∈ S and F ∈ S ∗ , then F ∗ ψ ∈ C ∞ (Rd )
and, for every multi-index α,
∂ α (F ∗ ψ) = (∂ α F ) ∗ ψ = F ∗ (∂ α ψ)
1
2 DISTRIBUTIONS
Fourier transform
and convolutions
Proposition 1.5. Let F ∈ S ∗ , ψ ∈ S. Then Recall we showed
previously that the
C ∞ function F (ψx∼ )
(F ∗ ψ)b= ψbFb, as distributions. and (F ∗ ψ)(φ) :=
F (ψ0∼ ∗ φ) were
Proof. As previously shown, (F ∗ ψ)(φ) = F (ψ ∼ ∗ φ); thus equivalent for-
mulations of the
b = F (ψ ∼ ∗ φ).
(F ∗ ψ)b(φ) := (F ∗ ψ)(φ) b convolution F ∗ ψ.
On the other hand,

(ψbFb)(φ) := Fb(ψφ)
b
= F (ψφ)
c
b
So it suffices to check
ψ ∼ ∗ φb = ψφ,
c
b
a calculation (ψφ
b = ψ̂ ∗ φ = ψ ∼ ∗ φ).
c b b b
Proposition 1.6. Let F be a distribution of compact sup-

port. Then Fb is a slowly increasing, C ∞ function.
Proof. Let η ∈ D be a function that equals 1 in a neigh-
borhood of the support of F , and create a Cc∞ function eξ
as
eξ (x) := η(x)e−2πix·ξ .
It is possible to see that the function ξ 7−→ F (eξ ) is C ∞ and
slowly increasing. We claim that in fact, the distribution
Fb corresponds to this function.
It suffices to see that for every φ ∈ D (and thus, since D
is dense in S, for al φ ∈ S) one has
Z
F (φ)
b = F (eξ )φ(ξ) dξ.
Well, let g(ξ) := F (eξ )φ(ξ), and let

X
S := d g(n)
n∈Zd
DISTRIBUTIONS 3
be the finite Riemann sum approximating the integral of

interest. If we notate
X
s := d en (x)φ(n),
n∈Zd
X
:= d
η(x)e−2πix·n φ(n)
n∈Zd
then of course S = F (s ).

Let || · ||N be a norm which controls the tempered distri-
bution F . Now, s converges (check) in each || · ||N to
Z
η(x) e2πix·ξ φ(ξ) dξ = η(x)φ̂(x)
Rd
Thus S = F (sR) → F (η φ̂) as numbers. Since F (η φ̂) =

F (φ̂), and S → F (eξ )φ(ξ) dξ, we are done.
2. Distributions with point supports

Theorem 2.1.PIf F is a distribution supported at the ori-
gin, then F = |α|≤N aα ∂ α δ; that is, for all φ ∈ D,
X
F (φ) = (−1)|α| aα (∂xα φ)(0)
|α|≤N
3. Important examples of distributions

Definition 3.1. We define p.v. x1 to be the (tempered)

the distribution distribution on S given by
1
p.v. x . Z
dx
φ 7→ lim φ(x) .
→0 |x|≥ x
Does this even make sense? Yes. Assume ≤ 1; we break

Z Z Z
dx φ(x) φ(x)
φ(x) = dx + dx
|x|≥ x |x|>1 x 1≥|x|≥ x
4 DISTRIBUTIONS
The first integral converges since φ ∈ S; the second can be

written, using the cancellation of x1 , as
φ(x) − φ(0)
Z Z
φ(x)
dx = dx
1≥|x|≥ x 1≥|x|≥ x
≤ c sup |φ0 (x)|
|x|≤1
with the constant independent of . ≤ ||φ||N with N = 1

Thus the second integral converges, and the distribution
is continuous with respect to || · ||N with N = 1 and thus is
controlled by the entire family of || · ||N ; i.e., is tempered.
Proposition 3.2. For f ∈ S, convolution against

1 1

π p.v. x yields H

1 1
H(f ) = p.v. ∗ f.
π x
(as functions in L2 ). What does H(f )

mean? We mean
f ∈ S ⊂ L2 .
Proof. As a distribution,
∼ the right side, evaluated at x, sig-
1 1
nifies π p.v. x (fx ), i.e.,
Z
1 1 1 dy
p.v. ∗ f (x) := lim f (x − y)
π x →0 π |y|≥ y
However as we saw in the previous chapter, the above limit (remember

is convergent in L2 to H(f ). That is, as L2 functions, the (f ∼ )x (y) = f (y −x))
sides are equal.
1

Theorem 3.3. The distribution p.v. x equals
d
i. dx (log |x|)
1 1 1

ii. 2 x−i0 + x+i0
DISTRIBUTIONS 5
Proof of i. As a distribution,
Z
d dφ
log |x| (φ) = − log |x| dx, for all φ ∈ S.
dx R Z dx
dφ
= − lim (log |x|) dx
→0 |x|≥ dx
Z
φ(x)
= lim dx + log()[φ() − φ(−)]
→0 |x|≥ x
Z
φ(x)
= lim dx ,
→0 |x|≥ x
L’Hopital’s rule: the last equality since |φ() − φ(−)| ≤ c
log() → 0 as ↓ 0
1
Proof of ii. For each > 0, the function x−i is bounded (by,
1 1
for example, 1+ + 2 ). As → 0, the functions converge in
1 1

the sense of distributions to a limit “ x−i0 ” = p.v. x + iπδ.
1
Similarly, for x+i ....
Recall the Poisson kernel and the conjugate Poisson ker-
nel:
y
Py (x) := ;
π(x2 + y 2 )
x
Qy (x) := .
π(x + y 2 )
2
The kernels satisfied the obvious relation

1
− = Py (x) + iQy (x).
iπ(x + iy)
which implies an equality (of functions, and thus of their
corresponding distributions):
1
= π[Q (x) + iP (x)].
x − i
Now, as distributions, P → δ as → 0. (Need to show
that for all φ ∈ D, P (φ) → δ(φ), but we already know
that P (φ∼ ∼
x ) → δ(φx ), since P is an approximation of the
identity....)
6 DISTRIBUTIONS
Thus at this point, we have, as distributions,

1
lim = lim πQ (x) + iπδ.
→0 x − i →0
Claim: Q (x) = π1 x2 +
x 1 1

2 → π p.v. x in the sense of distri-
butions.
Proof of claim: Recall: earlier, we let Q (x) = 1 x

π x2 +2
1
− Q (x) for |x| ≥
∆ (x) = πx .
−Q (x) for |x| <
We use this notation again: then, using the cancellation of
∆ in x,
Z
1 1
p.v. (φ) − (Q )(φ) = φ(x)∆ (x) dx
π x
ZR Z
= +
|x|≤1 |x|>1
Z Z
= [φ(x) − φ(0)]∆ (x) dx +
|x|≤1 |x|>1
Now, it is easy to see that |∆ (x)| ≤ A and |∆ (x)| ≤ A x2 .

Further, since φ ∈ D, we have |φ(x) − φ(0)| ≤ c|x|, and φ
is bounded. Thus the above is bounded in absolute value
by
Z Z Z
|φ(x) − φ(0)|∆ (x) dx + same + φ(x)∆ (x) dx
|x|≤ <|x|≤1 |x|>1
Z Z Z
A A A
≤ c|x| dx + c|x| 2 dx + C 2 dx
|x|≤ <|x|≤1 x |x|>1 x
2
0 1−
Z Z Z
c 1 1
= |x| dx + c dx + c 2
dx ≤ c + c + C.
|x|≤ <|x|≤1 x |x|>1 x 2
The RHS goes to 0 as → 0, so Q → π1 p.v. x1 in the

sense of distributions.
DISTRIBUTIONS 7
Thus we have
1 1
lim = p.v. + iπδ.
→0 x − i x
Taking complex conjugates, one obtains that

1 1
lim = p.v. − iπδ.
→0 x + i x
adding the two, and dividing by two yields the desired ex-
1
pression of p.v. x ;
LECTURE 18: HOMOGENEOUS DISTRIBUTIONS AND
THE FOURIER TRANSFORM; APPLICATIONS TO
PDES
1. Homogeneous distributions
Definition 1.1. For a > 0, and φ a function on Rd \{0},
we define
i. the dilation of φ by
φa (x) = φ(ax).
dilation of a function
ii. the dual dilation of φ by
x
a −d
φ (x) := a φ .
a
dual dilation
Remarks. Note that φa = a−d φa−1 . Also, by C.O.V., we

see that Z Z
(1) f ga = f a g.
This observation motivates the following definitions:
dilation of a distri- iii. the dilation Fa of a distribution F by
bution
Fa (φ) := F (φa )
dual dilation of a iv. the dual dilation F a of distribution F by
distribution
F a (φ) := F (φa ).
Note that F a =
a−d Fa−1
Definition 1.2. For a > 0, and φ a function on Rd \{0},
we say
i. φ is homogeneous of degree λ if φa = aλ φ, i.e.,
φ(ax) = aλ φ(x)
1
2 DISTRIBUTIONS
ii. a distribution F is homogeneous of degree λ if Fa = aλ F

i.e.,
F (φa ) = aλ F (φ)
for all a > 0.
Simple example: p.v. x1 is homogeneous of degree −1:

1

Example: p.v. x

1 1
p.v. (φ) := p.v. (φa )
x a x
Z x dx
−1
= a lim φ
→0 |x|≥ a x
Z
dx
= a−1 lim φ (x)
→0 |x|≥ x
a
1
= a−1 p.v. (φ)
x
Remark. Interaction between dual dilation and Fourier trans-
form (φ ∈ S ): Interaction between
dual dilation and
(φa )∧ = (φ̂)a Fourier transform
Equivalently,
(φa )∧ = (φ̂)a .
Fourier transform
Proposition 1.3 (Fourier transform and homogeneous dis- and homogeneous
tributions). Let F ∈ S(Rd )∗ . If F is homogeneous of degree distributions
λ, then F̂ is homogeneous of degree −d − λ.

Proof. Again, straightforward, using the above interaction:
(F̂ )a (φ) := F̂ (φa ) := F (φba )
= F ((φ̂)a ) =: F a (φ̂)
= a−d Fa−1 (φ̂)
= a−d−λ F (φ̂) (by homogeneity)
=: a−d−λ F̂ (φ).
DISTRIBUTIONS 3

Important example: Important example: the function |x|λ is homogeneous
|x|λ of degree λ, and locally integrable if λ > −d. Let Hλ be
the corresponding (tempered) distribution); then:
Theorem 1.4. If −d < λ < 0, then
(Hλ )∧ = cλ H −d−λ
where
d+λ

Γ 2 − d2 −λ
cλ = π .
− λ2

Γ
R∞
Proof. Recall that Γ(t) := 0 e−x xt−1 dx.
2
Recall that ψ(x) := e−π|x| , the Gaussian, is its own
Fourier transform. Now, as noted above, (ψa )∧ = (ψ ∧ )a ,
so Z Z
(ψa )∧ (x)φ(x) dx = (ψ ∧ )a (x)φ(x) dx
d
RZ ZRd
i.e., (ψa )(x)φ(x) b dx = (ψ)a (x)φ(x) dx.
Rd
√
Taking a = t, we get
Z Z
2
i.e., b dx = t−d/2 e−π|x|2 /t φ(x) dx
e−πt|x| φ(x)
Integrating both sides against t−λ/2−1 dt and changing the

order of integration, we get
Z Z ∞ Z Z ∞
2 2
t−λ/2−1 e−πt|x| dt φ(x)
b dx = t−d/2 e−π|x| /t t−λ/2−1 dt φ(x) dx.
Rd 0 Rd 0
Now, we invoke the following identity (derived via change

of variables from the definition of Γ):
Z ∞
e−tA t−λ/2−1 dt = Aλ/2 Γ(−λ/2)
0
4 DISTRIBUTIONS
taking A = π|x|2 , we get that the LHS of the above equals

Z Z ∞ Z
−λ/2−1 −πt|x|2
t e dt φ(x)
b dx = (π|x|2 )λ/2 Γ(−λ/2)φ̂(x) dx
Rd 0 Rd Z
= π λ/2 Γ(−λ/2) |x|λ φ̂(x) dx.
Rd
Similarly, one shows that the RHS of the same equals
Z
d λ
π −d/2−λ/2 Γ + |x|−d−λ φ(x) dx
2 2 Rd
as follows:
First, note that the RHS equals (with A = π|x|2 )
Z Z ∞
−d/2 −A/t −λ/2−1
t e t dt φ(x) dx;
Rd 0
the integral inside the brackets, via the change of variable
t → 1t , equals
Z ∞ Z ∞
−d/2 −A/t −λ/2−1
t e t dt = td/2+λ/2−1 e−At dt
0 0
d λ
= A−d/2−λ/2 Γ + .
2 2
Thus, we get that the RHS equals
Z
d λ
π −d/2−λ/2 Γ + |x|−d−λ φ(x) dx
2 2 Rd
and thus, all together,
Z Z
−d/2−λ/2 d λ
λ/2
π Γ(−λ/2) λ
|x| φ̂(x) dx = π Γ + |x|−d−λ φ(x) dx,
Rd 2 2 Rd
that is,

d λ
π λ/2 Γ(−λ/2)(Hλ )∧ (φ) = π −d/2−λ/2 Γ + H−d−λ (φ),
2 2
which is the desired equality.
DISTRIBUTIONS 5
2. Regular distributions
Definition 2.1. Let K be a distribution. If there exists a
regular distribution C ∞ (R\ {0}) function k such that
Z
(2) K(φ) = k(x)φ(x) dx
Rd
for all φ ∈ D with supports disjoint from the origin, then
we say K is a regular distribution.
Remark. For example, p.v. x1 is a regular distribution; as

are the Hλ .
Proposition 2.2. If K is regular and homogeneous, then
the associated function k is also homogeneous of the same
degree.
Proof. For let φ ∈ D be supported away from the origin.
Then, by homogeneity,
Z
λ λ
(3) Ka (φ) = a K(φ) = a k(x)φ(x) dx.
Further,
Z
a 1 x
(4) Ka (φ) := K(φ ) = k(x) d φ dx
Z a a
(5) = ka (x)φ(x) dx.
Rd
But then (aλ k(x) − ka (x)) φ(x) dx = 0 for all such φ; so
R
ka (x) = aλ k(x).
3. Two facts about regular
homogeneous distributions
Theorem 3.1. If K is a regular homogeneous distribution
of degree λ, then K̂ is a regular homogeneous distribution
of degree −d − λ, and conversely.
Theorem 3.2. Let k be a C ∞ function on Rd \{0}, homo-
geneous of degree λ. Then
6 DISTRIBUTIONS
i. If λ = −d − m for some non-negative integer m, then

there exists a unique distribution K, homogeneous of
degree λ, that agrees with k away from the origin if and
only if
Z
(6) xα k(x) dσ(x) = 0
|x|=1
for all |α| =
Pm. Further, any such distribution is of the
α
form K + |α|=m cα ∂x δ.
ii. If λ is not of the form −d − m for m a non-negative
integer, then there exists a unique distribution K, ho-
mogeneous of degree λ, that agrees with k away from
the origin.
4. Fundamental Solutions of PDEs
Notation 4.1. Let L be a partial differential operator: Application of distri-
X butions to PDEs
(7) L= aα ∂xα
|α|≤m
on Rd , aα ∈ C.
Definition 4.2. Given a partial differential operator L, if
F is a distribution that satisfies
(8) L(F ) = δ
then we call F a fundamental solution of L. fundamental
solution
Why is this desirable? Since (noted previously) Why is this desir-
able?
(9) ∂xα (F ∗ f ) = (∂xα F ) ∗ f = F ∗ (∂xα f )
for all α, we have
(10) L(F ∗ f ) = (LF ∗ f ) = F ∗ (Lf )
Since δ∗f = f , so (LF )∗f = f . But then L(F ∗f ) = f ; that
is, one can solve the PDE Lu = f by taking u = F ∗ f , i.e.,
by convolving the data against the fundamental solution.
So how do we find the fundamental solution? How do we find
the fundamental
solution
DISTRIBUTIONS 7
Definition 4.3.
P Given, αas above, the partial differential
characteristic operator L = |α|≤m aα ∂x , we call
polynomial X
(11) P (ξ) := aα (2πiξ)α
|α|≤m
the characteristic polynomial of L.

Now, for f ∈ S , we have
(12) (L(f ))∧ = P · f ∧ .
Since we desire F such that LF = δ (i.e., (LF )∧ ≡ 1), we’re
looking for a “function” such that P · fˆ ≡ 1; that is,
1
(13) Fb =
P
That is, we want F to be the inverse Fourier transform of
1
P , in some appropriate sense. This does not always work;
A case where it does however...
work....
Definition 4.4. Recall the Laplacian in Rd :
d
X ∂2
(14) ∆=
j=1
∂x2j
In this case, P 1(ξ) = −4π12 |ξ|2 , which is locally integrable for

d ≥ 3 (recall, |x|λ was homogeneous of degree λ and locally
integrable if λ > −d). Following the same theorem (2.3),
we obtain the following:
Theorem 4.5. For d ≥ 3, F (x) := cd |x|−d+2 is a funda-
Γ( d −1)
mental solution for the operator ∆, with cd = − 2 d .
2π 2
Proof. In the previous theorem, take λ = −d + 2. Then we

have
∧ π d/2−2
(15) (H−d+2 ) = d H−2 .
Γ( 2 − 1)
8 DISTRIBUTIONS
Dividing both sides by the constant on the right, and mul-

−1 1 ∧
tiplying by 4π 2 gives F̂ (ξ) = −4π 2 |ξ|2 . Thus (∆F ) = 1, i.e.,
∆F = δ.
LECTURE 19: FUNDAMENTAL SOLUTION OF THE
HEAT OPERATOR; FUNDAMENTAL SOLUTIONS OF
GENERAL OPERATORS
1. The heat kernel

The heat kernel Definition 1.1. Define the d-dimensional heat kernel by
Z
1 − |x|
2
−4π 2 t|ξ|2 2πix·ξ
Ht (x) := e 4t = e e dξ;
(4πt)d/2 R d
i.e., such that

2
|ξ|2 t
Ht∧ (ξ) = e−4π .
∂
Definition 1.2. let L = ∂t − ∆x on Rd+1 = {(x, t) ∈ Rd ×
The heat operator R}, with ∆x being the Laplacian in the x-variables.
Facts about the heat It can be shown that for f ∈ S , taking the convolution
kernel
u(x, t) = (Ht ∗ f )(x)
yields a C ∞ function in the upper-half plane (x ∈ Rd , t > 0)
such that Lu(x, t) = 0 for t > 0 and is continuous up to
the boundary t = 0, with u(x, 0) = f (x).
That is, convolution with the heat kernel solves the ho-
mogeneous initial value problem

L(u) = 0 for t > 0
(∗)
u(x, t)|t=0 = f (x) on Rd
Other facts about
the heat kernel We also note that
i. ∂H
∂t = ∆x Ht (x)
t
R
ii. RHt is an approximation of the identity (i.e.,
R Ht = 1,
|Ht | ≤ A independent of t, and limδ→0 |x|≥η |Hδ | = 0)
(See Book I, pp. 146ff, also p.209, for details.)
1
2 DISTRIBUTIONS
2. Fundamental Solution of the Heat Operator

Let F : Rd+1 → R be defined

Ht (x), if t > 0
F (x, t) =
0, if t ≤ 0
∂
Theorem 2.1. F is a fundamental solution of L = ∂t −∆x .
We have a funda-
mental solution of
Proof. Let L0 = − ∂t ∂
− ∆x . By definition of the derivative the heat operator
of a distribution, LF (φ) = F (L0 φ), so we need to consider
Z Z
0
F (L φ) := lim F (x, t)(L0 φ)(x, t) dx dt
→0 t≥ Rd
and show it equals δ(φ).
Integration by parts (in x) and, then, the observation
that ∂H
∂t = ∆x Ht (x) yield (in the first and second lines,
t
respectively)
Z Z Z Z
0 ∂φ
F (x, t)(L φ)(x, t) dx dt = − Ht (x) + (∆x Ht )φ dt dx
t≥ Rd Rd t≥ ∂t
Z Z
∂φ ∂Ht
=− Ht (x) + φ dt dx
d ∂t ∂t
ZR Zt≥
∂
=− (Ht · φ) dt dx
Rd t≥ ∂t
Z
= H (x)φ(x, ) dx
d
ZR
= H (x)(φ(x, 0) + O()) dx
R d
Z
= (H ∗1 φ)(0, 0) + H (x)O() dx
Rd
since |φ(x, ) − φ(x, 0)| ≤ O() uniformly in x (since φ ∈ In the last equality,
S ). Since H is an approximation
R of the identity, the first
notice that H (x) =
H (0 − x) since Ht is
term converges to φ(0, 0), and |H | ≤ A for some A > 0, even.
so the second term vanishes as → 0.
Thus LF (φ) = δ(φ), as desired.
DISTRIBUTIONS 3
3. Fundamental solution of general PDE with

constant coefficients
Formally speaking, we know that given any constant co-
Existence of a funda- efficient partial differential operator L with characteristic
mental solution for polynomial P , the fundamental solution F should be given
a general constant
coefficient operator: by (recall, we want (LF )∧ = P · F̂ = 1)
the rough idea Z
1 2πix·ξ
F = e dξ
Rd P (ξ)
i.e., for φ ∈ D = Cc∞ (Rd ),

Z Z
1 2πix·ξ
F (φ) = φ(x) e dξ dx
Rd Rd P (ξ)
Z
φ̂(−ξ)
= dξ.
Rd P (ξ)
The problem will be to make this work.
Lemma 3.1. (p. 229, Book III.) (Via a change of co-
ordinates (rotation + multiplication by a constant)) The
Rewriting the polynomial P can be assumed to be of the form
characteristic
m−1
polynomial X
0
P (ξ) = P (ξ1 , ξ ) = ξ1m + ξ1j Qj (ξ 0 )
j=0
where each Qj is a polynomial of degree ≤ m − j.

Now, for each fixed ξ 0 , consider the degree m polynomial
p(z) := P (z, ξ 0 );
it has m roots, α1 (ξ 0 ), . . . , αm (ξ 0 ), ordered lexicographically.
Lemma: avoiding Lemma 3.2. There exists an integer n(ξ 0 ) such that
the roots of P
(1) |n(ξ 0 )| ≤ m + 1 for all ξ 0
(2) If Im(ξ1 ) = n(ξ 0 ), then |ξ1 − αj (ξ 0 )| ≥ 1 for all j =
1, . . . , m.
(3) ξ 0 7−→ n(ξ 0 ) is measurable.
4 DISTRIBUTIONS
Proof of lemma. Consider the intervals [−m−1, −m+1], [−m+

1, −m + 3], . . . , [m − 1, m + 1] of length 2 which partition
the interval [−m − 1, m + 1] into m + 1 subintervals. For
each ξ 0 , the polynomial has m zeroes, so at least one of
these intervals does not contain the imaginary part of any
of the zeroes. Let n(ξ 0 ) be the (integer) mid-point of that
interval; then (1) and (2) are satisfied.
Complex analysis (Rouché’s theorem) implies part (iii)

Theorem 3.3. Every constant coefficient linear partial dif-
ferential equation L on Rd has a fundamental solution.
Proof. Define F by Constructing the
Z Z distribution in a
φ̂(−ξ) way that avoids the
F (φ) := dξ1 dξ 0 zeroes of P
Rd−1 {ξ1 | Im(ξ1 )=n(ξ 0 )} P (ξ)
ξ∈C
Lemma 3.4. F is well-defined as a distribution

Proof of lemma. φ̂ is an entire function, and has rapid de-
cay on each line parallel to the real axis (Paley-Wiener
theorem: see Rudin, Functional Analysis, p. 198). So it
suffices to show P uniformly bounded from below on the
line of integration ({ξ1 | Im(ξ1 ) = n(ξ 0 )}).
Fix any ξ on a line Im(ξ1 ) = n(ξ 0 ), and define
(1) q(z) = P (ξ1 + z, ξ 0 )
Then q is a polynomial of degree m with leading coefficeint
1; so
(2) q(z) = (z − λ1 ) · · · (z − λm )
where λ1 , . . . , λm are the roots of q(z).
Now, the λj are the numbers such that
(3) P (ξ1 + λj , ξ 0 ) = 0
DISTRIBUTIONS 5
i.e., such that ξ1 + λ is one of the αk (ξ 0 ). We know from

the above constructive lemma that
(4) |λj | = |ξ1 − (ξ1 + λj )| = |ξ1 − αk (ξ 0 )| ≥ 1;
thus
(5) |P (ξ)| = |q(0)| = |λ1 · · · λm | ≥ 1
Thus P is uniformly bounded from below on all lines of
integration.
Showing that the Completing P the proof of the P theorem.
“slid-over” version
can be slid back
α 0
For L = |α|≤m aα ∂ , let L = |α|≤m aα (−1)|α| ∂ α . Then
to obtain the (LF )(φ) = F (L0 φ), and the characteristic polynomial of L0
fundametal solution.
is P (−ξ) (and thus (L0 φ)∧ = P (−ξ)φ̂(ξ)). Then
(L0 φ)∧
Z Z
0
(LF )(φ) = F (L (φ)) = dξ1 dξ 0
Rd−1 Im(ξ1 )=n(ξ 0 ) P (ξ)
Z Z
P (ξ)φ̂(−ξ)
= dξ1 dξ 0
P (ξ)
ZR ZIm(ξ1 )=n(ξ )
d−1 0
= φ̂(−ξ) dξ1 dξ 0
Rd−1 Im(ξ1 )=n(ξ 0 )
Since φ has compact support, φ̂ is an analytic function; so

we can deform the contour of integration back to the real
line; thus
Z
(6) (LF )(φ) = φ̂(−ξ) dξ = φ(0),
Rd
namely, δ(φ).
LECTURE 20: ELLIPTIC OPERATORS AND
REGULAR PARAMETRICES
1. Regular homogeneous distributions

Theorem 1.1. The Fourier transform of a regular homoge-
neous distribution K of degree λ is a regular homogeneous
distribution of degree −d − λ, and conversely.
(We skipped the
proof of this fact,
but the strategy will Proof. We already proved the statement about the homo-
be used repeatedly
in the later material, geneity; it suffices to show that K ∧ is regular, i.e., agrees
so we return to it with a C ∞ function away from the origin. Let k denote the
now.)
C ∞ function that K agrees with away from the origin.
Choose a Cc∞ bump function η supported in |x| ≤ 1, such
Split the dis- that η ≡ 1 when |x| ≤ 21 . Let (as distributions)
tribution into
a compactly- (1) K0 = ηK
supported one, and
the difference (2) K1 = (1 − η)K
so that K = K0 + K1 . Then the distribution K1 agrees
with (1 − η)k, and, of course, K ∧ = K0∧ + K1∧ .
K0∧ is a (slowly increasing) C ∞ function, since K0 is com-
pactly supported. So we need (only) show that K1∧ is C ∞
Need only show away from the origin.
K1∧ is regular: Now, K1 = k when |x| ≥ 1; so there ∂xα (K1 ) is a bounded
the compactly-
supported part is homogeneous function of degree λ−|α| (easy exercise); thus
(we already know) a is O(|x|λ−|α| ).
smooth function.
the constant comes Thus
from the bound of k
on |x| = 1 (3) ∆N [xα K1 ] is O(|x|λ+|α|−2N )
and, for N large enough, in L1 (Rd ); thus its Fourier trans-
form is continuous.
1
2 DISTRIBUTIONS
Now, observe that (by the usual interaction of ∧ and

operations)
(4) (−4π 2 |ξ|2 )N ∂ξα (K1∧ ) = (∆N [(−2πix)α K1 ])∧
1
(5) so ∂ξα (K1∧ ) = 2 2 N
(∆N [(−2πix)α K1 ])∧ ,
(−4π |ξ| )
a product of functions that are continuous away from the
origin; so ∂ξα (K1∧ ) is, away from the origin, a continuous
function. This implies (exercise 2) that K1∧ is C ∞ away
from the origin.

2. Parametrices and elliptic equations

Definition 2.1. Let L be a differential operator with con-
stant coefficients. A distribution Q such that
(6) LQ = δ + r
for some r ∈ S is called a parametrix. Def ’n. parametrix
or approximate fun-
Definition 2.2. We say the parametrix Q is regular if it damental solution
agrees with a C ∞ function away from the origin.

redundant definition
Definition 2.3. Let L = |α|≤m aα ∂xα be a partial differ-

P
ential operator of order m. If there exists c > 0 such that
elliptic operators
(7) |P (ξ)| ≥ c|ξ|m

for all sufficiently large ξ, then we say L is an elliptic oper-
ator.
Remark. Being elliptic is equivalent to assuming that the
principal part of P , i.e., the part which is homogeneous of
degree m, vanishes only at ξ = 0.
Theorem 2.4. Every elliptic operator has a regular parametrix.
We will need the
lemma:
DISTRIBUTIONS 3
Lemma 2.5. Given any polynomial P , and multi-index α

such that |α| = k,
α
∂ 1 X q` (ξ)
(8) =
∂ξ P (ξ) P (ξ)`+1
0≤`≤|α|
where each q` is a polynomial of degree ≤ `m − k.

Proof. By induction on k.
Creating the Proof of theorem.
parametrix By hypothesis, L is elliptic, so |P (ξ)| ≥ c|ξ|m for all
|ξ| ≥ c1 , say. Let γ ∈ C ∞ be supported in |ξ| ≥ c1 such
that γ(ξ) ≡ 1 for all large ξ. Let Q be the (tempered)
1−γ is a bump func- distribution whose Fourier transform is Q∧ = Pγ .
tion. Then we claim that this Q is a parametrix for the oper-
γ
P is a tempered dis-
tribution; so is its ator: after all,
Fourier transform
γ(ξ)
(9) (LQ)∧ = P (ξ) = γ(ξ) = 1 + (γ(ξ) − 1).
P (ξ)
Note that the Then γ(ξ) − 1 is in D and thus equals r̂ for some r ∈ S ,
ellipticity condition
allows us to, as was
and we write
necessary earlier, (10) (LQ)∧ = 1 + r̂
avoid the zeroes of
P that is, LQ = δ + r.
We still need show that this Q is in fact a C ∞ function
Showing the away from the origin. As in the earlier proof, we observe:
parametrix is
regular h γ i
(11) ((−4π 2
|x|2 )N ∂xβ Q)∧ = ∆N
ξ
β
(2πiξ)
P
Now, the lemma implies (check this) that

α γ(ξ)
(12) ∂ξ ≤ Aα |ξ|−m−|α|
P (ξ)
thus the RHS of (10) is bounded by A0α |ξ|−m−2N +2|β| for
γ ≡ 0 in |ξ| ≤ c1 , so |ξ| ≥ 1 (and also bounded for |ξ| ≤ 1). (Note: in class
we avoid the zeroes I wrote −|β|, but that was wrong.) As before, for N
of P ; thus γ/P is
smooth, on the com-
pact set |ξ| ≤ 1.
4 DISTRIBUTIONS
sufficiently large, the RHS is integrable and thus its inverse

Fourier transform is continuous. Thus
(13) |x|2N ∂xβ Q
is continuous for every β, and so (by exercise 2 again) Q
agrees with a C ∞ function away from the origin.
Corollary 2.6. Let L be an operator with a regular parametrix
Q. Given any > 0, L has a regular parametrix Q with
support in {|x| < }.
Remark. Thus any elliptic operator has the above property.
Proof.
Let Q be a regular parametrix of the operator L (that
is, Q agrees with a C ∞ function away from the origin, and
LQ = δ + r for some r ∈ S ).
Let η be a Cc∞ cut-off function such that η is supported
on |x| ≤ and η(x) ≡ 1 on |x| ≤ /2. Let Q = η Q, and
consider the
(14) L(η Q) − η L(Q).
We create the com-
The difference involves no terms involving η (they are all pactly supported
parametrix Q by
canceled out), only derivatives of η (which all vanish near multiplying Q by
the origin), and so is a Cc∞ function (supported on |x| ≤ ), a simple cut-off
function.
call it f , say. Then
(15) L(η Q) − η L(Q) = f
(16) L(η Q) − η (δ + r) = f
(17) L(η Q) − δ + η r = f
(18) i.e., L(η Q) = δ + f − η r
Since f − η ∈ D ⊂ S , we are done.
3. Regularity Property for Elliptic Operators
Theorem 3.1. Let L be a partial differential operator, and
suppose that the distribution U , given in an open set Ω ⊂
DISTRIBUTIONS 5
Rd , solves the problem

(19) L(U ) = f, for some f ∈ C ∞ .
If L has a regular parametrix, then U is also a C ∞ function
on Ω.
Proof. Let B be a ball of radius ρ, such that B ⊂ Ω. We

will show that U is a C ∞ function on B.
Let B1 denote the concentric ball of radius ρ + , such
that B1 ⊂ Ω.
Note that η is com- Let η ∈ Cc∞ be a cut-off function such that η(x) ≡ 1 in
pactly supported
a neighborhood N of B1 and the (compact) support of η is
Draw a picture! in Ω.
Let U1 = ηU . Then both U1 and L(U1 ) are distributions
of compact support; further, L(U1 ) = F1 (actually f) in
that neighborhood N . Thus F1 agrees with a C ∞ function
f1 of compact support in a smaller neighborhood of B1 .
Now, by the previous corollary, there exists a parametrix
Using the compactly Q supported in {|x| ≤ }. Observe:
supported paramet-
rices guaranteed by (20) Q ∗ L(U1 ) = L(Q ) ∗ U1
the previous corol-
lary, we will show (21) = (δ + r ) ∗ U1
that U1 agrees with
a C ∞ function on B. (22) = U1 + r ∗ U1 .
The last term is a convolution of a S -class function against
a distribution of compact support, so is in C ∞ (Rd ).
Further,
(23) Q ∗ L(U1 ) = Q ∗ F1 = Q ∗ f1 + Q ∗ (F1 − f1 ).
As before, Q ∗ f1 is C ∞ ; further, the support of Q ∗
(F1 − f1 ) is contained in the sum of the supports of Q and
F1 − f1 : that is, in the -neighborhood of the support fo
F1 − f 1 .
F1 − f1 vanishes in a neighborhood of B1 ; so Q ∗ (F1 − f1 )
vanishes in B.
6 DISTRIBUTIONS
Combining (21) and (22), we see that

(24) U1 + r ∗ U1 = Q ∗ f1 + Q ∗ (F1 − f1 )
that is,
(25) U1 = (−r ∗ U1 ) + (Q ∗ f1 ) + (Q ∗ (F1 − f1 ));
If we consider U1 on B, we see that (on the RHS) the first
and second terms are in C ∞ (Rd ) and the last vanishes on
B. Thus U1 is C ∞ on B.
Since U1 = ηU (and η ≡ 1 on B) we see that U is C ∞ on
B, as desired.
LECTURE 21: CALDERÓN-ZYGMUND
DISTRIBUTIONS AND Lp BOUNDEDNESS OF
SINGULAR INTEGRALS
1. Calderon-Zygmund distributions
Definition 1.1. Let φ ∈ Cc∞ (Rd ) be supported in the unit
ball. If, for some n = 0, 1, 2, . . . ,
(1) sup |∂xα φ(x)| ≤ 1 for all |α| ≤ n,
x
C (n) -normalized then we call φ a C (n) normalized bump function.

bump functions
Remark. Of course the C (1) -normalized bump functions are
the weakest class.
Definition 1.2. Let K be a regular distribution, agreeing
Calderón-Zygmund with a function k ∈ C ∞ away from the origin. If K satisfies
distributions
i. the differential inequalities
(2) |∂xα k(x)| ≤ cα |x|−d−|α| for all α
and
ii. the cancellation condition that for some n ≥ 1, there
Note of course that exists an A such that
satisfying condition
(ii) for some n im-
(3)
plies that K satisfies sup |K(φr )| ≤ A for all C (n) -normalized bump functions φ
it for all m > n. r>0
(where as before φr (x) = φ(rx) for r > 0)
then we call K a Calderon-Zygmund distribution
Remark. Note that any Calderón-Zygmund distribution is
tempered, by the differential inequalities.
Reciprocity of condi- Proposition 1.3. TFAE
tions on kernel K
and multiplier m = i. K is a Calderón-Zygmund distribution
1
Kb
2 DISTRIBUTIONS
ii. K is a tempered distribution such that m := K ∧ is C ∞

away from the origin and satisfies
(4) |∂ξα m(ξ)| ≤ cα |ξ|−|α| for all α
This should be |α|
∧
iii. K is a regular distribution such that K is a bounded
function and k satisfies the Calderón-Zygmund differ-
ential inequalities.
Dilation invariance
Remark. First let us observe that if K is a Calderón-Zygmund of the class of
distribution, then K a (the dual dilation of K, given by Calderón-Zygmund
distributions
K a (φ) := K(φa )) is also, and with the same bounds. The differential in-
For if k denotes the function associated with K, then equalities
g(x) := a−d k(x/a) is the function associated with K a , and,
using the bounds for k, we see that g satisfies the same
bounds with the same constant:

x 1 |α|
(5) |∂xα g(x)| = a−d (∂xα k)

a a

x −d−|α| 1 |α|
(6) ≤ a−d cα

a a
(7) ≤ cα |x|−d−|α|
Further (obviously) K a (φr ) = K(φar ), so the cancellation
condition constant is also unchanged. Cancellation condi-
It is also an immediate calculation to see that (K a )∧ = tion
ma and thus the constant in the second condition is un-

changed under dilation: Consistent error:
|ξ|−α should be
(8) (∂ξα )(m(aξ)) ≤ c0α |aξ|−|α| a|α| = c0α |ξ|−α . |ξ|−|α|
Proof. (i) ⇒ (ii):

K a Calderón-Zygmund distribution implies K is tem-
pered; further, that m = K ∧ is C ∞ follows via standard
arguments (split K = K0 + K1 using a Cc∞ cut-off function
supported in the unit ball and identically 1 in the ball of
radius 1/2; etc.).
DISTRIBUTIONS 3
So it suffices to show that
(9) |∂ξα m(ξ)| ≤ cα |ξ|−α for all α.
Since the class of Calderón-Zygmund distributions is dilation-

invariant, it suffices to show that the inequality holds for
|ξ| = 1: for once that has been accomplished, given any
Reduction to |ζ| = a, we have that for ξ = a1 ζ,
|ξ| = 1 using
the dilation-
invariance of the (10) |∂ α (K a )∧ (ξ)| ≤ c0α
class of Calderón-
Zygmund distri-
butions: that is,
(11) |∂ α m(aξ)| = |(∂ α m)(aξ)|a|α| ≤ c0α .
But then, taking ξ such that ζ = aξ, we get
(12) |∂ α m(ζ)| |ζ||α| ≤ c0α

(13) i.e., |∂ α m(ζ)| ≤ c0α |ζ|−|α|
Proving the re-
duced problem So it suffices to prove the estimate for |ξ| = 1. Again,
split K ∧ = K0∧ + K1∧ . Since K0 is compactly supported, we
Estimate for K0 recall that (Proposition 1.6)
(14) K0∧ (ξ) = K0 (φ)
where φ(x) = η(x)e−2πix·ξ , where η ∈ D is a function that

equals 1 in a neighborhood of the support of K0 .
This φ is some multiple (the multiple independent of ξ)
of a C (n) bump function; thus
(15) |K0∧ (ξ)| ≤ A;
Estimate for K1 similarly, one can show that |∂ α K0∧ (ξ)| ≤ c0α (check).
4 DISTRIBUTIONS
First note that K1 = (1 − η)k is supported where |x| ≥

1/2. Then, as usual we have the estimate
(16) |ξ|2N |∂ξα K1∧ (ξ)| = c|(∆N (xα K1 ))∧ (ξ)|
Z
= c ∆N (xα K1 (x))e−2πiξ·x dx

(17)
Z
∆ (x K1 (x))e−2πiξ·x dx
N α
(18) ≤c
|x|≥ 1
Z 2
(19) ≤c |x||α|−d−2N dx
|x|≥ 21
using the Calderón-Zygmund differential inequalities satis-

fied by K. For sufficiently large N , this integral is finite;
so for |ξ| = 1 we get |∂ξα K1∧ (ξ)| ≤ c, as desired.
Remark. Read the (illuminating) comments at the bottom

of p. 138. In particular: If Q is a parametrix of an
elliptic operator of order m, then for all |α| ≤ m,
(20) ∂xα Q is a Calderón-Zygmund distribution.
2. The Lp theory of singular integrals
We will consider convolution operators of the form T f =
K ∗ f , where K is a Calderón-Zygmund distribution. On
the Fourier transform side, they are defined
(21) (T f )∧ (ξ) = m(ξ)fˆ(ξ)
where m = K ∧ is called the multiplier of the (multiplier)
operator T .
Theorem 2.1. Let K is a Calderón-Zygmund distribution,
and T be defined (initially on f ∈ S ) by
(22) T (f ) := K ∗ f.
Then T extends to a bounded operator on Lp (Rd ) for 1 <
p < ∞.
DISTRIBUTIONS 5
Proof. The L2 theory. Since f ∈ S and K is tempered,

we know that (Proposition 1.5, p. 109) T f := K ∗ f is
a slowly increasing C ∞ function (i.e., all derivatives are of
polynomial growth) and that, as a tempered distribution,
(23) (T f )∧ = f ∧ K ∧
Now, by Plancherel’s theorem,
(24) ||T f ||L2 = ||(T f )∧ ||L2
(25) ≤ ||fˆ||L2 ||K̂||∞ ≤ A||f ||L2
Note that fˆ ∈ S ,
and K ∧ is C ∞ away We will invoke a variant of the Calderón-Zygmund de-
from the origin and
bounded. composition to obtain a weak-type inequality (and then
Calderón-Zygmund interpolate):
decomposition
Lemma 2.2. Let f ∈ L1 Rd . Given any α > 0, there exists
an open set Eα and a decomposition f = g + b such that
i. m(Eα ) ≤ αc ||f ||1
ii. |g(x)| ≤ cα for all x S
iii. One can express Eα = Qk , wherePthe Qk are cubes
with disjoint interiors. Further, b = k bk with each bk
supportedR in Qk and
1
(a) m(Q |bk | ≤ cα
R k)
(b) Qk bk = 0.
Proof. Let Eα = x : f ∗ (x) > α, where f ∗ denotes the (un-

centered) Hardy-Littlewood maximal operator. By the
weak-type estimate for f ∗ , we know m(Eα ) ≤ αc ||f ||1 .
Whitney decomposi- Now, use the Whitney decomposition-type lemma on Eα
tion to decompose it into closed cubes with disjoint interiors,
with the distance of Qk from Eαc comparable to the diameter
of Qk .
As before, let mk denote the average of f over Qk , and
Defining g define g by
6 DISTRIBUTIONS
(26) / Eαc
g(x) = f (x) for x ∈
(27) g(x) = mk for x ∈ Qk ∈ Eα
Since f ∗ (x) ≤ α on Eαc , we know |g(x)| = |f (x)| ≤ α
there, and for the other points, we observe that |g(x)| ≤ cα
(28) |mk | ≤ cf ∗ (xk ) ≤ cα

where xk denotes a point of Eαc closest to Qk (the constant
is the (bounded, because of the Whitney decomposition)
ratio of the volume of the cube containing both Qk and xk
to the volume of Qk ). Then |g(x)| ≤ cα, as desired....(to be
completed next time).

LECTURE 22: Lp BOUNDEDNESS OF
SINGULAR INTEGRALS
Recall:
1. Calderon-Zygmund distributions
Definition 1.1. Let φ ∈ Cc∞ (Rd ) be supported in the unit ball. If, for some n =
0, 1, 2, . . . ,
(1) sup |∂xα φ(x)| ≤ 1 for all |α| ≤ n,
x
(n) (n)
C -normalized then we call φ a C normalized bump function.
bump functions
Remark. Of course the C (1) -normalized bump functions are the weakest class.
Definition 1.2. Let K be a regular distribution, agreeing with a function k ∈ C ∞ away
Calderón-Zygmund from the origin. If K satisfies
distributions i. the differential inequalities
(2) |∂xα k(x)| ≤ cα |x|−d−|α| for all α
and
Note of course that ii. the cancellation condition that for some n ≥ 1, there exists an A such that
satisfying condition
(3) sup |K(φr )| ≤ A for all C (n) -normalized bump functions φ
(ii) for some n im- r>0
plies that K satisfies (where as before φr (x) = φ(rx) for r > 0)
it for all m > n.
then we call K a Calderon-Zygmund distribution
Remark. Note that any Calderón-Zygmund distribution is tempered, by the differential
inequalities.
Reciprocity of condi- Proposition 1.3. TFAE
tions on kernel K i. K is a Calderón-Zygmund distribution
and multiplier m = ii. K is a tempered distribution such that m := K ∧ is C ∞ away from the origin and
Kb satisfies
(4) |∂ξα m(ξ)| ≤ cα |ξ|−|α| for all α
This should be |α|
iii. K is a regular distribution such that K ∧ is a bounded function and k satisfies the
Calderón-Zygmund differential inequalities.
2. The Lp theory of singular integrals

We will consider convolution operators of the form T f = K ∗ f , where K is a Calderón-
Zygmund distribution. On the Fourier transform side, they are defined
(5) (T f )∧ (ξ) = m(ξ)fˆ(ξ)
where m = K ∧ is called the multiplier of the (multiplier) operator T .

1
2 DISTRIBUTIONS
Theorem 2.1. Let K is a Calderón-Zygmund distribution, and T be defined (initially on

f ∈ S ) by
(6) T (f ) := K ∗ f.
Then T extends to a bounded operator on Lp (Rd ) for 1 < p < ∞.
3. The L2 theory
The L2 theory. Since f ∈ S and K is tempered, we know that (Proposition 1.5, p.
109) T f := K ∗ f is a slowly increasing C ∞ function (i.e., all derivatives are of polynomial
growth) and that, as a tempered distribution,
(7) (T f )∧ = f ∧ K ∧
Now, by Plancherel’s theorem,
(8) ||T f ||L2 = ||(T f )∧ ||L2
(9) ≤ ||fˆ||L2 ||K̂||∞ ≤ A||f ||L2
Note that fˆ ∈ S ,
and K ∧ is C ∞ away
4. The Calderón-Zygmund decomposition from the origin and
bounded.
We will invoke a variant of the Calderón-Zygmund decomposition to obtain a weak-type
inequality (and then interpolate): Calderón-Zygmund
1 d decomposition
Lemma 4.1. Let f ∈ L R . Given any α > 0, there exists an open set Eα and a
decomposition f = g + b such that
i. m(Eα ) ≤ αc ||f ||1
ii. |g(x)| ≤ cα for all x S
iii. OneP can express Eα = Qk , where the Qk are cubes with disjoint interiors. Further,
b = k bk withR each bk supported in Qk and
1
(a) m(Q )
|bk | ≤ cα
R k
(b) Q bk = 0.
k
Proof. Let Eα = x : f ∗ (x) > α, where f ∗ denotes the (uncentered) Hardy-Littlewood

maximal operator. By the weak-type estimate for f ∗ , we know m(Eα ) ≤ αc ||f ||1 .
Now, use the Whitney decomposition-type lemma on Eα to decompose it into closed Whitney decomposi-
cubes with disjoint interiors, with the distance of Qk from Eαc comparable to the diameter tion
of Qk .
As before, let mk denote the average of f over Qk , and define g by Defining g
(10) g(x) = f (x) for x ∈
/ Eαc
(11) g(x) = mk for x ∈ Qk ∈ Eα
Since f ∗ (x) ≤ α on Eαc , we know |g(x)| = |f (x)| ≤ α there, and for the other points,
we observe that |g(x)| ≤ cα
∗
(12) |mk | ≤ cf (xk ) ≤ cα
where xk denotes a point of Eαc
closest to Qk (the constant is the (bounded, because of
the Whitney decomposition) ratio of the volume of the cube containing both Qk and xk
to the volume of Qk ). Then |g(x)| ≤ cα, as desired....(to be completed next time).
P
Let b(x) = f (x) − g(x). Then b = bk where each bk is Getting control
supported in Qk , and equals f (x) − mk there. Obviously, on the averages
of the bk .
DISTRIBUTIONS 3
R
Qk bk
= 0, so the cancellation condition is satisfied. To
demonstrate the control on the averages, we observe that
(13) Z
Z Z
|bk | = |f (x) − mk | ≤ |f | + [|mk | · m(Qk )]
Qk Qk
We already showed that |mk | ≤ cα; so the second term of
the right is dominated by cαm(Qk ). In exactly the same
1
way, one observes that
R R
|Qk | Qk
|bk | ≤ cα
Z
(14) |f | ≤ cm(Qk )f ∗ (xk ) ≤ cαm(Qk ),
Qk
and so Z
(15) |bk | ≤ cαm(Qk ).
5. 1-atoms
Definition 5.1. Let a ∈ L2 (Rd ), and let B ⊂ Rd be a ball.
1-atom If
(1) supp(a)
R ⊂B
(2) R |a| ≤ 1
(3) a = 0
then we call a a 1-atom associated with the ball B
Proposition 5.2. Let K be a Calderón-Zygmund distribu-
Hörmander condition and k the associated function. Then for all r > 0,
tion
See remark be- Z
low: this holds for
any ball B. (16) |k(x − y) − k(x)| dx ≤ A whenever |y| ≤ r
|x|≥2r
Proof. First note that by the MVT,

(17) |k(x − y) − k(x)| ≤ |y| sup |∇k(z)|
z∈L
That is, L is de- where L is the line segment joining x to x − y.
scribed by (1 − θ)x +
θ(x−y) = x−θy; θ ∈
[0, 1].
4 DISTRIBUTIONS
Now, since |x| ≥ 2r and |y| ≤ r, we see that (θ ∈ [0, 1])

|x| |x|
(18) |z| = |x − θy| ≥ |x| −
=
2 2
for all z ∈ L. Using the Calderón-Zygmund differential
inequalities, we see that
(19) |∇k(z)| ≤ c1 |z|−d−1 ≤ c01 |x|−d−1
and thus
(20) |k(x − y) − k(x)| ≤ |y| sup |∇k(z)| ≤ c01 r|x|−d−1 .
z∈L
Thus Spherical integration
(21)
Z Z
|k(x − y) − k(x)| dx ≤ c01 r|x|−d−1 dx
|x|≥2r |x|≥2r
Z ∞
(22) = cr R−d−1 Rd−1 dR = A < ∞.
2r
Proposition 5.3. Let B ∗ denote the concentric double of

the ball B. There exists a bound A such that for all 1-atoms
a, Control on atoms
Z
(23) |T (a)| ≤ A
(B ∗ )c
Proof. Let f ∈ S be supported in B (a ball of radius r).

Then for x ∈/ B ∗ , |x − y| ≥ r > 0 for all y ∈ B, so Note small typo in
text: should be f (y),
Z not f (x).
(24) T (f )(x) = k(x − y)f (y) dy.

B
If f ∈ L2 (Rd ), the same identity holds (approximate f in

L2 with functions fn ∈ S ; take the limit).
DISTRIBUTIONS 5
Thus for supp(a) ⊂ B, a 1-atom associated with B, if

x∈/ B ∗ , we have, using the cancellation property of a,
Z
(25) T (a)(x) = k(x − y)a(y) dy
ZB
(26) = [k(x − y) − k(x)]a(y) dy

B
Thus, by Hörmander condition (see remark below)

(27)
Z Z Z
|T (a)| ≤ [k(x − y) − k(x)] dx |a(y)| dy
(B ∗ )c B (B ∗ )c
Z
(28) ≤A |a(y)| dy ≤ A0
B
Remark. Note that if a is supported on the ball Br (0) of

radius 0 centered at the origin, then ax0 := a(x − x0 ) is an
atom supported on Br (x0 ). Now,
Z Z
(29) |T (ax0 )(x)| dx = |(T a)x0 )(x)| dx
(Br (x0 )∗ )c (Br (x0 )∗ )c
Z
(30) = |(T a)(x)| dx ≤ A
(Br (0)∗ )c
by the previous lemma. That is, because the operator com-

mutes with translations, the result holds on any ball B (not
just those centered at the origin).
6. The weak-type estimate

Proposition
T 2 6.1. There exists an A > 0 such that for all
1
Weak-type estimate f ∈L L and α > 0,
A
(31) m({x : |T (f )(x)| > α}) ≤
α
6 DISTRIBUTIONS
Proof. Use the Calderón-Zygmund decomposition at height

α to obtain f = g + b. Observe that since T f = T g + T b,
(32) n αo n αo
m{|T (f )| > α} ≤ m |T (g)(x) > + m |T (b)(x)| > .
2 2
Now, by first Tchebychev’s inequality, and then the L2
boundedness of T ,
2
n αo 2 c
(33) m |T (g)(x) > ≤ ||T g||22 ≤ 2 ||g||22 .
2 α α
Now,
Z Z Z
(34) ||g||22 = |g|2 = +
Eαc Eα
We have |g(x)| ≤ cα, so
Z Z
2
(35) |g| ≤ cα |g| ≤ cα||f ||1 .
Eαc Eαc
Using the same bound on g, we control the other part:
Z
A
(36) |g|2 ≤ cα2 m(Eα ) = cα2 ||f ||1 = cα||f ||1 ,
Eα α
using the weak-type estimate for the Hardy-Littlewood max-
imal operator. Thus, by (30),
n αo c
(37) m |T (g)(x)| > ≤ ||f ||1 .
2 α
To be continued....

LECTURE 22: Lp BOUNDEDNESS OF
SINGULAR INTEGRALS;
BAIRE CATEGORY THEOREM
We are in the middle of....
1. The weak-type estimate

Proposition
T 2 1.1. There exists an A > 0 such that for all
1
Weak-type estimate f ∈L L and α > 0,
A
(1) m({x : |T (f )(x)| > α}) ≤
α
Proof. Use the Calderón-Zygmund decomposition at height
α to obtain f = g + b. Observe that since T f = T g + T b,
(2) n αo n αo
m{|T (f )| > α} ≤ m |T (g)(x)| > + m |T (b)(x)| > .
2 2
Now, by first Tchebychev’s inequality, and then the L2
boundedness of T ,
2
n αo 2 c
(3) m |T (g)(x) > ≤ ||T g||22 ≤ 2 ||g||22 .
2 α α
Controlling the
size of the set
where |T g| is large
Now,
Z Z Z
via L2 bound-
edness of T and (4) ||g||22 = 2
|g| = +
the weak-type Eαc Eα
estimate for M .
We have |g(x)| ≤ cα, so
Z Z
(5) |g|2 ≤ cα |g| ≤ cα||f ||1 .
Eαc Eαc
Using the same bound on g, we control the other part:
Z
A
(6) |g|2 ≤ cα2 m(Eα ) = cα2 ||f ||1 = cα||f ||1 ,
Eα α
1
2 DISTRIBUTIONS
using the weak-type estimate for the Hardy-Littlewood max-

imal operator. Thus, by (30),
n αo c
(7) m |T (g)(x)| > ≤ ||f ||1 .
2 α
We now deal with the other part:
α
(8) m{|T (b)(x)| > }.
P 2
Recall b = bk , where the bk are supported on cubes Qk .
Recall also that each bk satisfies a cancellation condition
and Z
1
(9) |bk | ≤ cα;
m(Qk ) Qk
that is, bk = cαm(Qk )a for some 1-atom ak supported on
Qk .
Let Bk denote the smallest ball containing Qk ; let Bk∗
denote the concentric double. Let Eα∗ := Bk∗ . We break
S
the construct of concern into two parts:
(10)
n αo n ∗ αo n ∗ c αo
|T (b)(x)| > = x ∈ Eα : |T (b)(x)| > ∪ x ∈ (Eα ) : |T (b)(x)| > .
2 2 2
Let us deal with the first of those parts. For any bounded
set S, we have
Z
α 2
(11) m({x ∈ S : |T (b)(x) > }) ≤ |T (b)|
2 α S Z
2X
(12) ≤ |T (bk )|
α S
k
Controlling the
Let S = (Eα∗ )c B, where B is a large ball. Let the points in Eαc
T
radius of B tend to infinity; then where |T b is large
using the bounds
(13) Z on atoms.
α 2 X
m({x ∈ / Eα∗ : |T (b)(x)| > ) ≤ |T (bk )(x)| dx
2 α ∗
(Bk )c
k
DISTRIBUTIONS 3
Now, we can control the RHS of the above as follows:

(14) Z Z
2X 2 X
|T (bk )(x)| dx ≤ cα m(Qk ) |T (ak )(x)| dx
α ∗
(Bk )c α ∗
(Bk ) c
k k
X c
(15) ≤c m(Qk ) = cm(Eα ) ≤ ||f ||1 .
α
k
We do not have such control on the set Eα∗ , nor do we
Again using the need it, since the size of the set itself is controlled:
weak (1,1) bounds
for M . (16)
X X c
m(Eα∗ ) ≤ m(Bk∗ ) = c m(Qk ) = cm(Eα ) ≤ ||f ||1
α
k

2. The Lp inequalities
Lemma 2.1. Let f ∈ L1 L2 . Then
T
The strength-
ened weak-type
inequality (17) Z
Z
1 1
m({x : |T (f )(x)| > α}) ≤ A |f | dx + 2 |f |2 dx
α |f |>α α |f |≤α
Proof. Fix α > 0. Split f = f1 + f2 , where f1 (x) =
f1 is the big part; f1 χ{|f (x)|>α} f (x) and f2 (x) := χ{|f (x)|≤α} f (x) Then, as usual,
the small.
(18) n αo n αo
m({|T (f )(x)| > α}) ≤ m |T (f1 )(x)| > + m |T (f2 )(x)| >
2 2
The weak-type estimate shows that
Z
n αo A A
(19) m |T (f1 )(x)| > ≤ ||f1 ||1 = |f |
2 α α |f |>α
Tchebychev’s inequality plus the L2 boundedness of T show
that
(20)
2 Z
n αo 2 A
m |T (f2 )(x)| > ≤ ||T (f2 )||22 ≤ 2 |f |2 dx.
2 α α |f |≤α
4 DISTRIBUTIONS

Now we can prove
Theorem 2.2. T is bounded on Lp for 1 α}) be
the distribution function of T f . We have the equality
Z Z ∞
(21) |T (f )(x)|p dx = λ(α1/p ) dα.
0
Using the strengthened weak-type estimate, we have the
following upper bound: Using the
strengthened
weak-type esti-
(22) mate to show
L
p
Z ∞ Z Z ∞ Z
boundedness.
−1/p −2/p 2
A α |f | dx dα + α |f | dx dα.
0 |f |>α1/p 0 |f |≤α1/p
Now,
(23) !
Z ∞ Z Z Z |f |p
α−1/p |f | dx dα = |f | α−1/p dα dx
0 |f |>α1/p 0
Z
(24) = ap |f |p dx
p
where ap = p−1 .
Similarly,
(25)
Z ∞ Z Z Z ∞
−2/p 2 2 −2/p
α |f | dx dα = |f | α dα dx
0 |f |≤α1/p |f |p
Z
(26) = bp |f |p dx
p
if p < 2, with bp = 2−p . Thus
(27) ||T (f )||p ≤ Ap ||fp

1 1
with Ap = Ap p−1 + 2−p .
DISTRIBUTIONS 5
Theorem 2.3. T is bounded on Lp for 2 < p < ∞.

Proof. Define T ∗ g = K ∗ ∗ g, where (K ∗ )∧ = m (recall m =
Using duality K ∧ ). For f, g ∈ S , Plancherel’s theorem gives us
to get the other Z Z Z
range of p. (28) T (f )g dx = m(ξ)fˆ(ξ)ĝ(ξ) dξ = f T ∗ (g) dx
Rd
∗
Since T is itself a singular integral operator, it is also
bounded on Lp for 1 2. Then
Z

(29) ||T (f )||p = sup T (f )g

g simple,||g||p0 ≤1
Z

(30) = sup f T ∗g

(31) = sup ||f ||p ||T ∗ (g)||p0

(32) ≤ Ap0 ||f ||Lp .

0
where Ap0 denotes the bound of T ∗ on Lp .
Thus T is bounded on Lp for 1 < p < ∞.
3. The Baire category theorem (and
applications to Functional Analysis)
Let X be a metric space with metric d, with the natural
topology induced by d.
interior, closure, We recall the following notions:
dense set, nowhere
dense set i. The interior E ◦ of a set E is the union of all open sets
contained in E.
ii. The closure E of a set E is the intersection of all closed
sets containing E.
Remark. Exercise: E ◦ is the largest open set contained
in E, and E the smallest closed set containing E.
iii. Let E ⊂ X. If E = X, we say E is dense in X.
6 DISTRIBUTIONS
iv. If (E)◦ = ∅, then we say E is nowhere dense.

Definition 3.1. Let E ⊂ X. If E is a countable union of
nowhere dense sets in X, we say E is of the first category
(or meager). Any set which is not of the first category is
called of the second category.
set of the first cate-
gory; of the second
Definition 3.2. Let E ⊂ X. If E is the complement of a category (i.e., not
of the first); generic
set of the first category (i.e., a meager set), then we say E (i.e., a complement
is generic of the first)
Main result:
Theorem 3.3. If X is a complete metric space, then X is
not meager.
Baire category the-
orem: a complete
Proof. Suppose X is meager. In that case, there exist a metric space must be
countable collection of nowhere dense sets {Fn } such that of the second cate-
gory.
[∞
(33) X= Fn .
n=1
WLOG we may assume all the Fn are closed (obviously: if
you are nowhere dense, your closure is also). Now, F1 is
closed and nowhere dense; so there exists a ball B1 ⊂ F1c
of radius r1 whose closure is also contained in F1c .
F2 is also closed and nowhere dense, so B1 ∩ F2c 6= ∅ (if
B1 were contained in F2 , then F2 ’s interior would not be
empty). Thus there exists a ball B2 of radius r2 whose
closure is contained in B1 and also in F2c . We may assume
that r2 < r21 .
Continuing, we obtain a sequence of balls {Bn } of radii
{rn } such that
i, rn → 0 as n → ∞.
ii, Bn+1 ⊂ Bn .
iii, Fn ∩ Bn = ∅
DISTRIBUTIONS 7
Choose a sequence of points {xn } such that xn ∈ Bn .

They form a Cauchy sequence, and so converge to some
limit x (namely, the single point in the intersection ∩Bn ).
Since x ∈SBn for each n, we see that x ∈/ Fn for all n. But
then x ∈/ Fn = X. ※.
Corollary 3.4. Let X be a complete metric space, and E ⊂
X. If E is generic, it is dense.
Proof. Suppose E ⊂ X is generic but not dense. Then
Corollary: any E 6= X; so we can find a ball B such that B ⊂ (E)c ⊂ E c .
generic subset of
a complete metric
Now, E is generic, so E c is meager, i.e., E c = ∪∞
n=1 Fn
space must be dense. where all Fn are nowhere dense. Thus
∞
[
(34) B= (Fn ∩ B).
n=1
Each Fn ∩B is nowhere dense; so the complete metric space
B is meager: ※.
LECTURE 24: APPLICATIONS OF THE BAIRE
CATEGORY THEOREM
Recall:
1. The Baire category theorem

Let X be a metric space with metric d, with the natural
topology induced by d.
interior, closure, We recall the following notions:
dense set, nowhere
dense set i. The interior E ◦ of a set E is the union of all open sets
contained in E.
ii. The closure E of a set E is the intersection of all closed
sets containing E.
Remark. Exercise: E ◦ is the largest open set contained
in E, and E the smallest closed set containing E.
iii. Let E ⊂ X. If E = X, we say E is dense in X.
iv. If (E)◦ = ∅, then we say E is nowhere dense.
Definition 1.1. Let E ⊂ X. If E is a countable union of
nowhere dense sets in X, we say E is of the first category
(or meager). Any set which is not of the first category is
called of the second category.
set of the first cate-
gory; of the second
category (i.e., not Definition 1.2. Let E ⊂ X. If E is the complement of a
of the first); generic
(i.e., a complement
set of the first category (i.e., a meager set), then we say E
of the first) is generic
Main result:
Theorem 1.3. If X is a complete metric space, then X is
not meager.
1
2 BAIRE CATEGORY THEOREM
2. Application: the points of continuity of a

limit of continuous functions
Theorem 2.1. Let X be a complete metric space, and let
{fn : X → C} be a sequence of continuous functions such
that limn→∞ fn (x) =: f (x) exists for all x ∈ X. Then the
set of points of discontinuity of f is meager.
Some introductory notions:
Define
(1) ω(f )(r, x) := sup |f (y) − f (z)|.
x,y∈Br (x)
and let oscillation over a

ball
(2) osc(f )(x) := lim ω(f )(r, x).
r→0
oscillation at a point
It is easy to see that Properties of oscilla-
tion
i osc(f )(x) = 0 if and only if f is continuous at x, and
ii {E := {x ∈ X : osc(f )(x) < } is open.
For, suppose that x ∈ E . Then there for some ball
centered at x,
(3) sup |f (y) − f (z)| <
y,z∈Br (x)
and certainly for any point x∗ ∈ Br/2 (x) we have x∗ ∈ E .

The following lemma will come in handy: Given any > 0,
there is a smaller
Lemma 2.2. Let X be a complete metric space, and let ball B0 on which f
is -approximated
{fn } be a sequence of continuous functions such that fn (x) → by one of the con-
f (x) exists for each x ∈ X. Let B be any open ball in X. tinuous fm .
Then given any > 0, there exists an open ball B0 ⊂ B
and an integer m ≥ 1 such that
(4) |fm (x) − f (x)| ≤ for all x ∈ B0 .
Proof of lemma. We’ll use the Baire category theorem. Let
Y ⊂ B be a closed ball (so Y is a complete metric space).
BAIRE CATEGORY THEOREM 3
Fix > 0 and let

(5) E` := {x ∈ Y : sup |fj (x) − fk (x)| ≤ }
j,k≥`
i.e., the points for
which the supremum At each x, the sequence fn (x) converges, so every point
of differences be-
tween functions with eventually lies in some E` ; that is
indices exceeding ` ∞
is less than
[
(6) E` = Y.
`=1
Now, each of the E` is closed (being an intersection of closed
sets), so since Y is not meager, at least one of the E` is not
nowhere dense. That is, there is some Em that contains an
open ball B0 .
Now, for all x ∈ B0
(7) sup |fj (x) − fk (x)| ≤ ;
j,k≥m
letting j = m and k → ∞ show that |fm (x) − f (x)| ≤ for

In fact there exists all x ∈ B0 .
a ball B0 and an m
such that for all j ≥ Proof of the theorem.
m, |fj (x) − f (x)| ≤
for all x ∈ B0 .
Let D denote the set of discontinuities of f . Let Fn be
the set of points where the oscillation exceeds 1/n, that is,
c
Fn = E1/n (and is thus closed):

1
(8) Fn := x ∈ X : osc(f )(x) ≥ .
n
Well, the oscillation Then D is the union of all the Fn :
has to be non-zero, [
so must exceed 1/n (9) D= Fn
for some n.
So it suffices to show that each of the Fn are nowhere dense.
The lemma will help Well, suppose one of Fn contains an open ball B.
us see that in that 1
case, there is a sub-
By the lemma, taking = 4n , there exists an m ≥ 1 and
ball on which the an open ball B0 ⊂ B such that
oscillation is smaller
than n1 : ※.
1
(10) |fm (x) − f (x)| ≤ for each x ∈ B0 .
4n
Since fm is continuous, we know there exists a ball B 0 ⊂ B0

such that
1
(11) |fm (y) − fm (z)| ≤ , for all y, z ∈ B 0
4n
0
Then, for all y, z ∈ B , we have
(12)
|f (y) − f (z)| ≤ |f (y) − fm (y)| + |fm (y) − fm (z)| + |fm (z) − f (z)|
(13)
1 1 1 1
≤ + + < .
4n 4n 4n n
Let x denote the center of B 0 ⊂ Fn ; then osc(f )(x0 ) < 1/n;
0
※.

3. Application II: Continuous, nowhere
differentiable functions are generic
Let X = C([0, 1]) with the sup-norm ||f || := supx∈[0,1] |f (x)|
and resultant metric d(f, g) := ||f − g||. X is a complete
normed metric space w.r.t. this metric.
Theorem 3.1. The set of nowhere differentiable functions
in C([0, 1]) is generic.
Proof. Let D ⊂ X denote the functions which are differen-
tiable at one point or more.
Let EN denote the set of f ∈ X such that there exists a
point x∗ ∈ [0, 1] such that That is, there is
some point and a
(14) |f (x) − f (x∗ )| ≤ N |x − x∗ | butterfly emanating
from the point such
Since for each f ∈ D, the above will hold for some x∗ that the function lies
(namely, a point of differentiability of f ) and some N , we on its wings.
have Another clever
∞ choice of exhausting
sets
[
(15) D= EN
N =1
Thus it suffices to show each EN is nowhere dense.

Claim: Each EN is closed.
Let {fn } ⊂ EN such that ||fn − f || → 0. We claim that
f ∈ EN , i.e., that EN is closed. That is, we want to show
there exists x∗ such that for the limit function f ,
(16) |f (x) − f (x∗ )| ≤ N |x − x∗ |.
Well, let x∗n denote the point which works for fn ; by
Bolzano-Weierstrass, there is a subsequence xnk that con-
verges to some point x∗ . Then
(17)
|f (x) − f (x∗ )| ≤ |f (x) − fnk (x)| + |fnk (x) − fnk (x∗ )| + |fnk (x∗ ) − f (x∗ )|
Obviously, we can control the first and last terms: given
any > 0, there exists a K > 0 such that if k > K, then
their sum is dominated by . For the middle term,
(18)
|fnk (x) − fnk (x∗ )| ≤ |fnk (x) − fnk (x∗nk )| + |fnk (x∗nk ) − fnk (x∗ )|
(19) ≤ N |x − x∗nk | + N |x∗nk − x∗ |
At this point, we have
(20) |f (x) − f (x∗ )| ≤ + N |x − x∗nk | + N |x∗nk − x∗ |
Letting k → ∞, we get
(21) |f (x) − f (x∗ )| ≤ + N |x − x∗ | + N |x∗ − x∗ |
and thus for all > 0,
(22) |f (x) − f (x∗ )| ≤ + N |x − x∗ |,
so f ∈ EN .
Claim: the interior of EN is empty.
Let P ⊂ C([0, 1]) denote the continuous, piecewise-linear
functions, and for each M > 0, let PM ⊂ P denote those
whose slopes are all ≥ M in absolute value. Note: when-
ever M > N , we have
(23) EN ∩ PM = ∅.
Now, it is easy to see that PM is dense in C([0, 1]) with

respect to the sup norm: P is dense in C([0, 1]), and PM
dense in P . This obvious fact implies that the interior of
each EN is empty: for take M > N ; then every ball in
C([0, 1]) contains elements of PM , which do not lie in EN
(by the note above). That is, no open ball can be fully
contained in EN . Use of Baire Cate-
gory Theorem hinges
4. Application III: The Banach-Steinhaus on clever choice of
sets which exhaust
Theorem (Uniform Boundedness Principle) the space
Theorem 4.1. Let B be a Banach space an L a collection
(countable or un-) of continuous linear functionals on B.
if for all f in some subset E of B of the second category
we have
(24) sup |`(f )| < ∞
`∈L
then
(25) sup ||`|| < ∞.
`∈L
That is, pointwise
boundedness on a
Proof. Let E ⊂ B be of the second category, and suppose generic subset en-
forces uniform oper-
sup`∈L |`(f )| < ∞ for all f ∈ E. ator boundedness.
(Let’s) Consider the set
(26) EM := {f ∈ B : sup |`(f )| ≤ M }.
`∈L
Of course,
[
(27) EM = E;
M ∈N
T
and since each EM = EM,` , where
(28) EM,` := {f ∈ B : |`(f )| ≤ M }
is a a closed set, we see each EM is also closed.
Since E is of the second category, at least one of the EM
must have a nonempty interior; i.e., contain some open ball.
That is, for some M0 , there is a ball Br0 (f0 ) ⊂ EM0 . Then
for any r < r0 , we have that whenever ||f − f0 || ≤ r,
(29) |`(f )| ≤ M0
for all ` ∈ L. But then, by linearity of `, for any g ∈ B
such that ||g|| ≤ r,
(30) |`(g)| = |`(g + f0 )| + |`(f0 )| ≤ 2M0 ,
In other words, and thus the set L is uniformly bounded.
||`|| ≤ 2M
r
0
LECTURE 25: MORE APPLICATIONS OF BAIRE
CATEGORY
First, an applica-
tion of the Banach-
Steinhaus theorem. 1. Recall: basic concepts in Fourier series
Let B = C([−π, π]) be the Banach space of continu-
ous, complex-valued functions with the sup-norm ||f || :=
Fourier coefficients supx∈[−π,π] |f (x)|. Recall, if f ∈ B, then
Z π
1
(1) fˆ(n) := f (x)e−inx dx
2π −π
denotes the n-th Fourier coefficient of f , and
∞
X
(2) fˆ(n)einx
n=−∞
Fourier series denotes the Fourier series associated with f . We use the
notation
XN
(3) SN (f )(x) := fˆ(n)einx
n=−N
N -th partial sum to denote the N -th partial sum of the Fourier series of f ,
and recall that one can show that
(4) SN (f )(x) = (f ∗ DN )(x)
where
N
X
inx sin([N + 21 ]x)
(5) DN (x) := e =
sin( x2 )
n=−N
Dirichlet kernel is the so-called Dirichlet kernel, and (f ∗ g)(x) denotes
convolution on the circle, i.e.,
(6) Z π Z π
1 1
(f ∗ g)(x) := f (y)g(x − y) dy = f (x − y)g(y) dy.
2π −π 2π −π
1
2. Continuous functions whose Fourier series

diverge on a dense set are generic
Theorem 2.1.
i. Given any x0 ∈ [−π, π], there is a continuous function
whose Fourier series diverges at x0 .
ii. The set of continuous functions whose Fourier series
diverge on a dense subset of [−π, π] is generic in B.
Proof of (i). By contradiction. WLOG take x0 = 0.
2.1. The strategy.
We create a linear functional `N : B → C:
Z π
1
(7) `N (f ) := SN (f )(0) = f (−y)DN (y) dy.
2π −π
We shall see that each `N is continuous, and that ||`N || →
∞ as N → ∞. Two claims: the
`N are all con-
If the statement is false, we then know that for all N ∈ N, tinuous, and their
(8) |`N (f )| < ∞ for each f ∈ B. norms tend to ∞.
in which case the uniform boundedness principle implies

(9) sup ||`N || < ∞,
N
a contradiction. Note that if
|`N (f )| < ∞ for all
2.2. Continuity of the `N . f in some set of sec-
ond category would
Lemma 2.2. The `N are continuous, with ||`N || = LN := suffice to create a
||DN ||L1 ([−π,π]) contradiction.
Continuity
Proof. ||`N || ≤ LN :
This direction is obvious:
Z π
1
(10) |`N (f )| = f (−y)DN (y) dy
2π −π
Z π
1
(11) ≤ |f (−y)| |DN (y)| dy
2π −π
Z π
1
(12) ≤ ||f || |DN (y)| dy = LN ||f ||.
2π −π
||`N || ≥ LN :
Let g(x) := sgn(DN (x)). Then (note that DN is even)
Z π Z π
1 1
(13) LN := |DN | = g(−y)DN (y) dy.
2π −π 2π −π
Let {fk } be a sequence of continuous functions that approx-
imate g in L1 such that ||fk || ≤ 1 for all k. Then (since for
each N , DN ∈ L∞ ),
Z π
1
(14)
2π [f k (−y) − g(−y)]D N (y) dy

−π
Z π
1
(15) ≤ ||DN ||∞ |fk (y) − g(y)| dy → 0,
2π −π
i.e.,
(16) `N (fk ) → LN as k → ∞,
so ||`N || ≥ LN .
Norms tend to infin-
ity 2.3. ||`N || → ∞ (i.e., are not uniformly bounded).
Lemma 2.3. There exists a c > 0 such that LN ≥ c log N .
Note that 1
sin( y2 ) ≥ Proof. We calculate LN :
1
c |y| for y ∈ [0, π]
π
| sin([N + 1/2]y)|
Z
(17) LN ≥ c dy
0 |y|
Z (N +1/2)π
| sin(x)|
(18) ≥c dx
0 x
N −1 Z (k+1)π
X | sin(x)|
(19) ≥c dx
kπ x
k=0
N −1 Z (k+1)π
X 1
(20) ≥c | sin(x)| dx
(k + 1)π kπ
k=0
N −1 Z π
X 1
(21) =c | sin(x)| dx = c log(N ).
(k + 1)π 0
k=0
PN −1
1
k=0 k+1 >
log(N + 1).
Thus (i) is proved.
2.4. (ii).
As we just showed, if
(22) |`N (f )| < ∞
for all f ∈ B in a set of the second category, the Banach-
Steinhaus theorem gives a contradiction. For suppose
Thus the set of f whose Fourier series converge at the supN |`N (f )| < ∞
for all f in a set
origin (a subset of the above set) is of the first category; of second category,
and thus the set of f whose Fourier series diverge at the i.e., |`N (f )| is
finite for all f in
origin must be generic. such a set. By
Given any collection of points {x1 , x2 , . . . }, the set of Banach-Steinhaus,
we would have ||`N ||
functions which converge at any points is a union of sets uniformly bounded,
of the first category, and thus is itself of the first category. as before; ※.
Thus the set of functions which diverge at all such points
is generic.

3. The Open Mapping Theorem
Let T : X → Y be a mapping between Banach spaces.
Definition 3.1. If, given any open set E ⊂ X, the set
T (E) is open in Y , then we say T is an open mapping.
It is an easy exercise
to note that T is con-
Theorem 3.2. Let T : X → Y be a continuous linear tinuous if and only
transformation. If T is surjective, then T is open. if given any open set
E ⊂ Y , the set
T −1 (E) ⊂ X is open
Proof. Let BX (x, r) denote the open ball of radius r around in X.
x ∈ X; similarly for BY (y, r). Let BX (r) := BX (0, r) de-
note the ball centered at the origin. Since T is linear, to
show T open, it suffices to show T (BX (1)) contains an open
ball centered at the origin. For then, given any
ball centered at a
Claim: T [BX (1)] contains an open ball centered at the point x, the image
origin. of the ball contains a
ball around T (x).
Proof. First note that since T is surjective,

[∞
(23) T (BX (n)) = T.
n=1
Now, the Baire category theorem implies that at least one
of the T (BX (n)) is not nowhere dense, i.e., that for some n,
the closure contains a ball. By linearity, since T (BX (n)) =
nT (BX (1), we may assume that
(24) T (BX (1)) ⊃ BY (y0 , )
for some y0 ∈ Y , and some > 0.
Since BY (y0 , ) ⊂ T (BX (1)), we know there exists a point
x1 ∈ BX (1) such that

(25) ||T (x1 ) − y0 || < .
2
Let y1 = T (x1 ).
−y1 = T (−x1 ) ∈ Take any y ∈ BY ( 2 ); then y − y1 ∈ T (BX (1)); so
BY (y0 , /2) and y ∈
BY (/2), so y − (26)
y1 ∈ BY (y0 , ) ⊂
T (BX (1)).
y = T (x1 ) + y − y1 ∈ T (BX (1)) + T (BX (1)) = T (BX (2))
and thus

(27) BY ⊂ T (BX (2)).
2
By linearity, BY ( 4 ) ⊂ T (BX (1)), and the (weakened) claim
is proven.
Rescaling for sim- Remark. For convenience, let us replace T by 4 T ; then
plicity of notation
(28) BY (1) ⊂ T (BX (1)).
and thus, by linearity,
(29) BY (2−k ) ⊂ T (BX (2−k ))
for all k.
(Stronger) Claim: T (BX (1)) ⊃ BY ( 21 ).
Proof. Let y ∈ BY (1/2). We shall see that y = T (x) for

some x ∈ BX (1).
By the above remark, there exists x1 ∈ BX (1/2) such
that
1
(30) ||y − T (x1 )|| < 2 .
2
that is, such that y − T (x1 ) ∈ BY ( 212 ). Iterating, there is
an x2 ∈ BX 212 such that

1
(31) ||(y − T (x1 )) − T (x2 )|| <
23
i.e., such that y − T (x1 ) − T (x2 ) ∈ BY ( 213 ). Continuing, we
obtain a sequence {x1 , x2 , . . . } such that

1
(32) xk ∈ BX ,
2k
Now, the sum ∞
P
k=1 xk converges to some x ∈ X such that
x ∈ BX (1), and

1
(33) y − T (x1 ) − · · · − T (xk ) ∈ BY ;
2k+1
thus we see, by the continuity of T , that T (x) = y, so
y ∈ T (BX (1), as desired.

4. Corollaries
Corollary 4.1. Let T : X → Y be a continuous linear
transformation between Banach spaces. If T is bijective,
then its inverse T −1 is also continuous. Thus there are
constants c, C > 0 such that
(34) c||f ||X ≤ ||T (f )||Y ≤ C||f ||X for all f ∈ X.
Proof. T −1 is continuous ⇐⇒ T is open.

Corollary 4.2. Suppose V is a vector space, complete with

respect to two norms, || · ||1 and || · ||2 . If
(35) ||v||1 ≤ C||v||2 for all v ∈ V ,
then the norms are equivalent (i.e., comparable).
Proof. By hypothesis, the identity mapping I : (V, ||·||2 ) →
(V, || · ||1 ) is continuous. It is of course bijective, so the
previous corollary applies to I, giving the desired result.

LECTURE 26: OPEN MAPPING THEOREM, CLOSED
GRAPH THEOREM, BESICOVITCH SETS
A corollary of a
1. The Decay of Fourier Coefficients
corollary of the Question. Is it true that, given any sequence {an }n∈Z of
Open Mapping
Theorem complex numbers such that |an | → 0 as n → ∞, that it
arises as {fˆ(n)} for some f ∈ L1 ([−π, π])?
That is: let B1 = L1 ([−π, π]), and let B2 be the collection
of all such decaying sequences {an }, with the sup-norm
||{an }||∞ := supn∈Z |an |. Is the map T from function to its
Exercise: the space Fourier coefficients, surjective?
of such sequences
with the sup-norm Theorem 1.1. T : B1 → B2 is linear, continuous, and
forms a Banach
space.
injective, but not surjective.
Proof. T is clearly linear and continuous:
(1) Z π
1
ˆ −inx

||T (f )||∞ = sup |f (n)| = sup
f (x)e dx ≤ ||f ||1 .
n n 2π −π
Further: it can be shown that if T (f ) = 0 (the zero se-
quence), then fˆ(n) = 0 for all n ∈ Z, which implies f = 0
T is injective (see in L1 .
Book III).
Now, if T were also surjective, then T −1 would be con-
tinuous (i.e., bounded): that is, there would exist a c < ∞
such that
(2) c||f ||L1 ≤ ||T (f )||∞ for all f ∈ B1
Recall DN (x) := Now, if f = DN , the Dirichlet kernel, then ||T (f )||∞ = 1;
however, ||DN ||L1 → ∞ as N → ∞; ※.
PN inx
n=−N e
2. Closed Graph Theorem
(Ask Anna for notes!)
1
3. Besicovitch sets are generic

Definition 3.1. A Besicovitch set in R2 is a compact set
with Lebesgue measure zero such that it contains a unit
line segment in every direction.
Besicovitch set
2
First we create a metric space of sets in R . Our initial
space will be the set of compact subsets of R2 , with the
following metric. Let P (R2 ) denote the “power set” of R2 ,
i.e., the set of all subsets of R2 . Power set of a space
Definition 3.2. Let A, B ∈ P (R2 ), x ∈ R2 , and δ > 0. We

define
i. The distance d(x, A) from x to A by Distance from a
point to a set
d(x, A) := inf |x − a|.
a∈A
ii. The δ-neighborhood Aδ of A by δ-neighborhood of a
set
Aδ := {x ∈ R2 : d(x, A) < δ.
iii. The Hausdorff distance between A and B by Hausdorff distance
between two sets:
dist(A, B) := inf{δ > 0 : B ⊂ Aδ and A ⊂ B δ } how far you have
to fatten both sets
individually so
that the fattening
contains the other.
LECTURE 27: BESICOVITCH SETS
1. Besicovitch sets are generic

Definition 1.1. A Besicovitch set in R2 is a compact set
with Lebesgue measure zero such that it contains a unit
line segment in every direction.
Besicovitch set
We shall see that such sets are in fact generic, within a
particular metric space. Our initial space will be the set
of compact subsets of R2 , with the following “Hausdorff”
metric. Let P (R2 ) denote the “power set” of R2 , i.e., the
Power set of a space set of all subsets of R2 .
Definition 1.2. Let A, B ∈ P (R2 ), x ∈ R2 , and δ > 0. We
define
Distance from a i. The distance d(x, A) from x to A by
point to a set
d(x, A) := inf |x − a|.
a∈A
δ-neighborhood of a ii. The δ-neighborhood Aδ of A by

set
Aδ := {x ∈ R2 : d(x, A) < δ}.
Hausdorff distance iii. The Hausdorff distance between A and B by
between two sets:
how far you have dist(A, B) := inf{δ > 0 : B ⊂ Aδ and A ⊂ B δ }
to fatten both sets
individually so Remark. It can be shown that with the above Hausdorff
that the fattening
contains the other.
metric, the set of all compact sets in R2 forms a complete
metric space. Further, it can be shown that the set K,
defined as follows, is a closed subset of that complete metric
It’s not clear to me space, and is thus a complete metric space itself.
where we use the
completeness of the Notation 1.3. We let K denote the collection of all sets
space. That is, this
is not an application K ∈ P (R2 ) such that
of the Baire category i. K ⊂ Q := [− 21 , 12 ] × [0, 1] is closed
theorem. 1
The complete
metric space K:
(and thus, compact)
ii. K is a union of line segments connecting the top of cube

Q to the bottom.
iii. For every angle θ ∈ [− π4 , π4 ] there exists a line segment
` ⊂ K making that angle with the y-axis.
Theorem 1.4. The set {K ⊂ K : m(K) = 0} is generic. m(K) denotes the
(two-dimensional)
Notation 1.5. Let y0 ∈ [0, 1] and > 0; let K ∈ K. If Lebesgue measure of
K.
there exists an η > 0, such that The key sets:
K(y0 , ).

1 1 η
(1) m1 x ∈ − , : (x, y) ∈ K < 10
2 2
for all y ∈ [y0 − , y0 + ] then we say that K ∈ K(y0 .).
Lemma 1.6. For each y0 ∈ [0, 1], > 0, K(y0 , ) ⊂ K is
open and dense in K.
Let’s prove the the-
orem, assuming the
Proof of the theorem. Fix M ∈ N; consider the set lemma.
M
\ m 1
(2) KM := K ,
m=1
M M
Each such set is of course open and dense.
Consider any K ∈ KM . Then any horizontal slice of K at
height y ∈ [0, 1] has (one-dimensional) Lebesgue measure
10
<M = O(1/M ). Note F is closed
Now suppose K ∈ ∞ and nowhere dense
T
M =1 KM ; then the horizontal slice has ⇐⇒ F c is open
Lebesgue measure zero; thus K itself has two-dimensional and dense. Thus
measure 0. However, this set E being open and
dense implies E
∞
\ is generic. By De
(3) K∗ = KM Morgan’s laws, if
the Ek are generic,
M =1 then (∩Ek )c = ∪Ekc ,
is a countable intersection of open dense (and thus generic) a union of sets
of first category;
sets and is thus itself a generic set. thus a countable
Thus {K ⊂ K : m(K) = 0} contains the generic set K∗ , intersection of
generic sets is still
and is thus itself generic. generic.
Proof of the lemma.

Step I: First, let’s show that K(y0 , ) is open. Let K ∈
K(y0 , ); then there exists an η such that for every y ∈
Showing the sets [y0 − , y0 + ],
are open is easy.
1 1
(4) m1 x ∈ − , : (x, y) ∈ K η < 10.
2 2
We’ll show that this For any K ∈ K such that dist(K, K 0 ) < η/2, we have
0
η/2-ball is also con-
tained in K(y0 , ). (5) K 0 ⊂ (K)η/2 and thus (K 0 )η/2 ⊂ K η .
Thus
(6)
m1 ({x : (x, y) ∈ (K 0 )η/2 }) ≤ m1 ({x : (x, y) ∈ K η }) < 10
for all y (in particular for y ∈ [y0 − , y+ ]), and so K 0 ∈
K(y0 , ).
Step II: Now let’s show density: i.e., that given any
K ∈ K and δ > 0, there exists K 0 ∈ K(y0 , ) such that
Showing they are dist(K, K 0 ) < δ.
dense is also not
difficult: patch- Notation 1.7.
work.
i. Let `(x, θ) denote the line joining L0 to L1 at angle θ
with the y-axis, and passing through (x, y0 ).
ii. Let
π nπ
(7) θn = − +
4 N2
for n = 0, 1, . . . , N.
iii. Let In = [θn , θn+1 ] for n = 0, 1, . . . , N − 1.
Choose a K ∈ K, and let δ > 0. We will create K 0 ∈
K(y0 , ) as K 0 = A ∪ A0 , as follows. First note that for each
θn , since K ∈ K, there exists a point xn ∈ [−1/2, 1/2] such
that `(xn , θn ) ∈ K.
For each n = 0, . . . , N − 1, let
[
(8) Sn := `(xn , φ).
φ∈In
Sn : union of a Let
bunch of “double-
triangles”, i.e.,
lines at angles
θ ∈ [θn , θn+1 ].
N
[ −1
(9) A= Sn
n=0
A: a union of the
Since `(xn , θn ) ∈ K, if we choose N ≥ c/δ, every point double triangles
in A will be within δ of a point in K; i.e., A ⊂ K δ . Fur-

ther, the Sn that are not entirely contained in Q can be
translated so that they are....(?)
We do not yet have that K ⊂ Aδ ; but that is easily
rectified. Recall that K = ∪` is a collection of lines; then Patching the con-
∪`δ is an open cover of the compact set K, and thus has a struction up.
finite subcover ∪M δ
m=1 `m .
Let
M
[
0
(10) A = `m ; and let K 0 = A ∪ A0 .
m=1
Then, of course, K 0 ⊂ K and further, (K 0 )δ ⊃ K (since

(A0 )δ ⊃ K). Since we already saw that K δ ⊃ A, we have
K δ ⊃ A ∪ A0 (since A0 ⊂ K); thus dist(K, K 0 ) ≤ δ, as
desired.
Step III: We still need to check that K 0 ∈ K(y0 , ). But
this is straightforward.
Let y ∈ [y0 − , y0 + ]. The set
(11) {x : (x, y) ∈ A}.
consists of N intervals, the intersections of the line at height
y with the N triangles with vertices at height y0 (and there,
angles of π/(2N )). The corresponding intervals of the fat-
tened subset Aη have lengths ≤ 8/N + 2η; and thus
(12) m1 ({x : (x, y) ∈ (A)η }) ≤ 8 + 2N η.
As for A0 , it consists of M line segments, so the intersec-
tion with the line at height y consists of M points; thus
(13) m1 ({x : (x, y) ∈ (A0 )η }) ≤ 2M η
and, all together,

(14) m1 ({x : (x, y) ∈ (K 0 )η }) ≤ 8 + 2(M + N )η.
Choosing η < /(M + N ) shows that K 0 ∈ K(y0 , ), and we
are done.

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LECTURE 01:

PROTOTYPICAL BANACH SPACES: Lp , p ≥ 1

Remark. Point: Functional Analysis deals with the study

Theorem 1.3 (Monotone Convergence Theorem). Let {fn }

Theorem 1.4 (Dominated Convergence Theorem). Let {fn }

E. Then if f (x) = lim fn (x) a.e. on E, we have

Theorem 1.5 (Generalized Dominated Convergence Theo-

Definition 1.6. Let (X, F ) be a measurable space, and

induced metric Remark. Given a norm, it is an easy verification that d(u, v) :=

then doesn’t satisfy the triangle inequality. (But we often

set of equivalence classes of functions that differ on sets of

||f + g||p ≤ ||f ||p + ||g||p .

Proof of lemma. WLOG assume B 6= 0, and note that it

Remark. Thus, for example, if we take θ = 1

1. Lp norm (p > 1) is a norm

wise) triangle inequality. Getting an integral

that is (since (p − 1)q = p),

Proof. Let E be the set of finite measure on which f is

In the other direction, by the definition of ||f ||∞ , we know

3. The Lp spaces actually are Banach spaces

Proof. Okay, we want to show that any Cauchy sequence in

and let SK (f ) and SK (g) denote, respectively, the partial

In particular, the Lp norm of SK (g), by the triangle in-

By the Monotone Convergence Theorem,

f is in Lp That is, g ∈ Lp , and so (since |f | ≤ |g|) f ∈ Lp also.

To show that the original sequence {fn } converges to f ,

4. Other important Banach spaces

1. Other important Banach spaces

The following symmetry will be important.

Slight changes in That is, for every f ∈ B, we have

With respect to this

that is, ||`g || ≤ ||g||p0 , so it’s bounded).

ii. If g is integrable on all sets of finite measure, and

a. |gn (x)| ≤ |g(x)| must be in Lp .

b. gn (x) → g(x) for all x.

Taking the supremum over simple functions f of ||f ||p ≤ 1,

Letting N → ∞ shows that ν is countably additive (and

By the Radon-Nikodym theorem, there exists a function

b. p(v1 + v2 ) ≤ p(v1 ) + p(v2 ) for all v1 , v2 ∈ V . Can extend the lin-

for all w, w0 ∈ V0 . Linearity of `0 and sublinearity of p show

conditions of the Hahn-Banach theorem; so there exists

`(f ) ≤ ||f ||.

(4) ||T ∗ || ≥ ||T || − .

tional `2 ∈ B2∗ of norm 1 that returns the norm of f2 at

(8) `2 (f2 ) = ||f2 || = ||T (f1 )|| ≥ ||T || − .

of course, if ||g||∞ = 1, we get |`(f )| ≤ ||f ||1 and can take

for all bounded continuous functions f for which f (0) = 0.

so G0 (y) = g(y) = 0 almost everywhere (differentiation

Let the norm on L2 ([0, 2π]) be defined as L2 and `2 norms

||{an }||`p0 ≤ ||f ||Lp ([0,2π])

= |a0 |2 + ||f˜||2L2 ([0,2π])

That is, if one begins with a real-valued function f ∈

bounds M0 , M1 respectively), then T is bounded (Lp , Lq ) for

Lemma 3.3 (The key (“three lines”) lemma). Let Φ(z) be

for all t ∈ [0, 1].

for then T f ∈ Lq , and ||T f ||Lq = M ||f ||p by Lemma

Remark. We will need to extend this to the case of non-

1. FInishing the Riesz interpolation theorem

bounds M0 , M1 respectively), then T is bounded (Lp , Lq ) for

The idea: (assuming p0 < p1 ). We have pointwise con-

which can be extended uniquely to all of L1 (since the sim-

Proposition 3.4. Let f ∈ S(R), h ∈ R, and δ > 0. Then

3.3. Fourier inversion formula.

(4) ||T ∗ || ≥ ||T || − .

(8) `2 (f2 ) = ||f2 || = ||T (f1 )|| ≥ ||T || − .

in the L2 norm (for then H (f ) → H(f ) in the L2 norm). Some observations

||H (a)||L1 (R) ≤ A.

H(a)), and further, the H (a) all satisfy the aforementioned

||H (f )||L1 ≤ A||f ||Hr1 .

(f ∗ Φ )(x) → f (x) a.e. x.