Vector-Valued Maximal Function
For f \in L ^1 _\loc (\Rn), we can define
\begin{align*} \mm f (x) := \sup _{r > 0} \fint _{B _x (r)} |f (y)| \d y. \end{align*}
\newcommand{\vf}{\boldsymbol f} \newcommand{\vg}{\boldsymbol g} \newcommand{\vb}{\boldsymbol b} \newcommand{\vM}{\boldsymbol{\mathcal M}}
Consider the space of function sequence \vf = \set{f _j} \cnt j1\infty \in \pth{L^p (\Rn)} _\tensor, define
\begin{align*} | \vf (x) | = \pth{ \SUM j1i |f _j (x)| ^2 } ^\half = \nor{\set{f _j (x)} \cnt j1\infty} _{\ell^2} \end{align*}
We say \vf \in L ^p if \abs{\vf} \in L ^p (\Rn), or \nor{\vf} _{L ^p} = \nor{f _j (x)} _{L ^p _x \ell ^2 _j}.
Vector-valued maximal operator \vM is defined by
\begin{align*} \vM \vf (x) = \pth{ \SUM j1\infty |\mm f _j (x)| ^2 } ^\half = \nor{\set{\mm f _j (x)} \cnt j1\infty} _{\ell^2} . \end{align*}
Then:
Theorem. Let 1 \le p < \infty, assume \vf \in L ^p. Then
- \vM \vf is finite a.e.
- \vM is weak-type (1, 1).
- \vM is strong-type (p, p), 1 < p < \infty.
Remark. The case p = \infty is wrong. Think f _j = \ind{(2 ^{j}, 2 ^{j + 1})}.
We will prove this theorem first for p = 2, then for p = 1, then for p \in (1, 2), then for p \in (2, \infty).
Proof for p = 2
Case p = 2 is natural, because \mm is bounded on L^2, and L ^2 _x \ell ^2 _j = L ^2_{x, j}.
Proof for p = 1
When p = 1, we want to prove for all \alpha > 0,
\begin{align*} \abset{ \vM \vf > \alpha } \le \frac A\alpha \nmL1\vf. \end{align*}
Assume \vf \ge 0. We have Calder'on-Zygmund decomposition, that is, we have a collection \set{Q _k} disjoint cubes, \vf = \vg + \vb = \vg + \sum _k \vb _k, such that
- \abs{\vg} = \abs{\vf} \le \alpha in \Rn \setminus \bigcup _k Q _k, and \vg = 0 in Q _k.
- \vb _k is supported in Q _k, and \fint _{Q _k} \abs{\vb _k} \le A \alpha.
- \sum _k \abs{Q _k} \le \frac A\alpha \nor\vf _{L ^1}.
Because \abs{\vg} \le \min \set{\alpha, \abs{\vf}},
\begin{align*} \abset{ \vM \vg > \frac\alpha2 } \le \frac4{\alpha ^2} \nmL2{\vM \vg} ^2 \le \frac A{\alpha ^2} \nmL2\vg ^2 \le \frac A\alpha \nmL1\vf. \end{align*}
it suffices to show
\begin{align*} \abset{ \vM \vb > \frac\alpha2 } \le \frac A\alpha \nmL1\vf. \end{align*}
Denote \bar \vb _k = \fint _{Q _k} \vb _k \le A\alpha, and \bar \vb = \sum _k \bar \vb _k \ind{Q _k}. Then
\begin{align*} \abset{ \vM \bar \vb > \frac\alpha2 } \le \frac4{\alpha ^2} \nmL2{\vM \bar \vb} ^2 \le \frac A{\alpha ^2} \nmL2{\bar \vb} ^2 \le A ^3 \sum _k |Q _k| \le \frac A\alpha \nmL1\vf. \end{align*}
Similarly
\begin{align*} \abset{ c \vM \bar \vb > \frac\alpha2 } \le \frac A\alpha \nmL1\vf. \end{align*}
We want to show that
\begin{align*} \vM \vb (x) \le c \vM \bar \vb (x) \qquad x \notin \bigcup _k Q _k ^* \end{align*}
where Q _k ^* = 2 Q _k. This would end the proof because
\begin{align*} \abset{ \vM \vb (x) > \frac\alpha2 } &\le \abset{ c \vM \bar \vb > \frac\alpha2 } + \abset{ \vM \vb (x) > c \vM \bar \vb } \\&\le \frac A\alpha \nmL1\vf + \sum _k |Q _k ^*| \\&\le \frac A\alpha \nmL1\vf. \end{align*}
To see why c \vM \bar \vb bound \vM \vb away from Q _k ^*, it suffices to prove for each coordinate,
\begin{align*} \mm b _j (x) \le c \mm \bar b _j (x) \qquad x \notin \bigcup _k Q _k ^* \end{align*}
then the \ell ^2 norm are controlled. Let B = B (x, r), and consider
\begin{align*} \fint _B b _j (x) \d x = \frac1{|B|} \sum _k \int _{B \cap Q _k} b _j (x) \d x. \end{align*}
If x \notin Q _k ^*, B \cap Q _k \neq \varnothing, then Q _k \subset 3 B, so
\begin{align*} \fint _B b _j \d x \le \frac1{|B|} \int _{3B} b _j \d x = \frac1{|B|} \int _{3B} \bar b _j \d x \le 3 ^n M \bar b _j (x). \end{align*}
Proof for 1 < p < 2
By Marcinkiewicz interpolation, we have all the strong type bound for 1 < p \le 2.
Proof for 2 < p < \infty
First we introduce the weighted maximal inequality.
Proposition. Let \mu < < \mathcal L ^n be absolute continuous with respect to the Lebesgue measure, that is \d \mu = \omega (x) \d x for some \omega \in L^1_{\loc}. Then \begin{align*} \mu \ptset{ \mm f (x) > \alpha } \le \frac A\alpha \nor{f} _{L^1(\mm \omega \d x)} \end{align*} and \begin{align*} \nor{\mm f} _{L ^q(\omega \d x)} \le A _q \nor f_{L ^q (\mm \omega \d x)}. \end{align*} Here A and A _q are independent from \omega.
Proof.
The case q = \infty is trivial, and the case 1 < q < \infty is by Marcinkiewicz interpolation.
For x \in \set{\mm f (x) > \alpha}, there exists B _x such that
\begin{align*} |B _x| < \frac1\alpha \int _{B _x} |f (y)| \d y. \end{align*}
Then \begin{align*} \mu (5 B _x) = \int _{5 B _x} \omega \d x &\le A |B _x| \mm \omega (y), \qquad \forall y \in B _x \\& \le \frac A\alpha \int _{B _x} |f (y)| \mm \omega (y) \d y. \end{align*}
Fincally, we choose a disjoint subselection of B _{x _k} such that 5 B _{x _k} is a covering of \set{\mm f (x) > \alpha}.
Back to the case \vf = \set{f _j} \cnt j1i, by proposition case q = 2 we have
\begin{align*} \nor{\mm f _j} _{L ^2(\omega \d x)} \le A _2 \nor{f _j} _{L ^2 (\mm \omega \d x)}. \end{align*}
Take \ell ^2 norm,
\begin{align*} \nor{\vM \vf} _{L ^2(\omega \dx)} \le A _2 \nor{\vf} _{L ^2 (\mm \omega \d x)}, \end{align*}
that is
\begin{align*} \int (\vM \vf) ^2 \omega \d x \le A \int |\vf| ^2 (\mm \omega) \d x. \end{align*}
Then by duality, set q = \pthf p2 ^*,
\begin{align*} \nmL p{\vM \vf} &= \nmL{\frac p2}{(\vM \vf) ^2} \\&= \sup _{\nmL q{\omega} = 1} \int (\vM \vf) ^2 \omega \d x \\& \le \sup _{\nmL q{\omega} = 1} A \int |\vf| ^2 (\mm \omega) \d x \\& \le A \nmL{\frac p2}{\vf ^2} \sup _{\nmL q{\omega} = 1} \nmL{q}{\mm \omega} \\& \le A \nmL p \vf. \end{align*}
Remark. We can replace \ell ^2 by \ell ^q for 1 < q \le \infty, by setting \vM _q \vf (x) = \nor{M f _j (x)}_{\ell ^q}. For q < \infty, one start the proof for p = q, then interpolate (1, q), then bootstrap to (q, \infty). For q = \infty, \vM _\infty \vf \le M (|\vf| _\infty). However q = 1 doesn't work.
Remark. If \mm \omega is comparible to \omega, then the two weights in the proposition are the same. This is called A _1 condition.