HOMEWORK ASSIGNMENT 3 SOLUTIONS

Exercise 1. (Equivalence between the different notions of a maximal function)

Given f in L1loc (Rn ), we defined M f, M 0 f, M 00 f as follows:
Z
1
M f (x) := sup · |f (x − y)| dy
r>0 µ(Br ) Br
Z
1
M 0 f (x) := sup n
· |f (x − y)| dy
r>0 (2r) Qr
Z
1
M 00 f (x) := sup · |f (y)| dy.
Q3x µ(Q) Q
Q is a cube
Here Br = B(0, r), Qr = [−r, r] and µ is Lebesgue measure on Rn .
n

Show that:
M f ∼n M 0 f ∼n M 00 f.
Solution:

Let us first show that M f ∼n M 0 f .

2r
Let x ∈ Rn and r > 0 be given. We denote by Q1 (x, r) the cube centered at x of sidelength √
n
and let Q2 (x, r) denote the cube centered at x of side length 2r. Then:
(
Q1 (x, r) ⊆ B(x, r) ⊆ Q2 (x, r)




µ Q1 (x, r) ∼n µ B(x, r) ∼n µ Q2 (x, r) .
In particular: Z Z Z
− |f | .n − |f | .n − |f |.
Q1 (x,r) B(x,r) Q2 (x,r)
Taking suprema in r > 0, it follows that:
M 0 f .n M f .n M 0 f.
Hence:
M f ∼n M 0 f.
We now need to show that M 0 f ∼n M 00 f . Let us note that, by construction M 0 f ≤ M 00 f , so we
only need to show that M 00 f .n M 0 f . In order to do this, let x ∈ Rn be given and suppose that
x belongs to a cube Q, which is not necessarily centered at x. Let d denote the maximal distance
from x to a side of Q. Let Q
e denote the cube centered at x of sidelength 2d. Then:
(
e⊇Q
Q
e ≤ 2n µ(Q).
µ(Q)
It follows that:

2n 2n
Z Z Z Z Z
1
− |f | = |f | ≤ |f | ≤ |f | = 2n · − |f | ≤ 2n · M 0 f
µ(Q) µ(Q)
e µ(Q)
e
Q Q Q Q
e Q
e

Taking suprema over all cubes Q containing x, it follows that:

M 00 f ≤ 2n · M 0 f.
1
2 HOMEWORK ASSIGNMENT 3 SOLUTIONS

We can now deduce the claim. 

Exercise 2. (Lebesgue Differentiation Theorem)
Let f ∈ L1loc (Rn ) be given. Show the following:

a) For almost every x ∈ Rn ,

Z
1
(1) lim f (x − y) dy = f (x).
r→0+ µ(Br ) Br
n
Here, Br = B(0, r) is the Euclidean ball in R which is centered at the origin and µ is Lebsegue
measure on Rn .

b) Show moreover that, with notation as above, for almost every x ∈ A:

Z
1  
f (x − y) − f (x) dy = 0.
(2) lim
r→0+ µ(Br ) B
r

If (2) holds, we say that x is a Lebesgue point of f .

Solution:

a) Let us first consider f ∈ L1 (Rn ). Given r > 0, we define:

Z
1
Tr f (x) := f (x − y) dy.
µ(Br ) Br
Then Tr is a linear operator on L1 (Rn ). Let us consider the associated maximal operator:
T ∗ = sup |Tr |.
r>0
We note that, for all x ∈ Rn , it is the case that:
 1 Z  1
Z
T ∗ f (x) = sup  f (x − y) dy  ≤ sup |f (x − y)| dy ≤ M f (x).
 
r>0 µ(Br ) Br r>0 µ(Br ) Br

In particular, operator T ∗ is weak (1, 1). By a result proved in class, it follows that the set:
A := {f ∈ L1 (Rn ), Tr f → f a.e. as r → 0+}
is closed in L1 (Rn ). Let us note that C0 (Rn ) is contained in A. Since C0 (Rn ) is dense in L1 (Rn ),
it follows that A = L1 (Rn ). Hence (1) holds when f ∈ L1 (Rn ).

Let us now prove (1) for general f ∈ L1loc (Rn ). For m ∈ N, we consider fm := f · χB(0,m) .
Then, each fm ∈ L1loc . By the previous argument, there exists a set Nm ⊆ Rn with µ(Rn \ Nm ) = 0,
such that for all x ∈ Nm , it is the case that:
(3) lim Tr fm (x) = fm (x).
r→0+

Let us note that, on B(0, m):

(4) lim Tr fm = lim Tr f.
r→0+ r→0+
n
Let N := ∩m NM . Then, µ(R \ N ) = 0. From (3) and (4), it follows that:
lim Tr f (x) = f (x)
r→0+

for all x ∈ N . This proves (1) for general f ∈ L1loc (Rn ).

b) Let us note that it suffices to show that there exists A ⊆ Rn with µ(Rn \ A) = 0 such that,
for all x ∈ A and for all d ∈ C:
Z
1
(5) lim |f (x − y) − d| dy = |f (x) − d|.
r→0 µ(Br ) B
r
 HOMEWORK ASSIGNMENT 3 SOLUTIONS 3

Given α ∈ Q + iQ, we can apply part 1) to the function f − α ∈ L1loc (Rn ) and deduce that there
exists a set Aα ⊆ Rn with µ(Rn \ Aα ) = 0 such that, on Aα :
Z
1
lim |f (x − y) − α| dy = |f (x) − α|.
r→0 µ(Br ) B
r

Let us now take: \

A := Aα .
α∈Q+iQ
n
Since Q + iQ is countable, it follows that µ(R \ A) = 0. We will now show that (5) holds on A.

Let us fix x ∈ A. Suppose that d ∈ C is given. Given  > 0, by density, we can find c ∈ Q + iQ such
that |c − d| < . By the triangle inequality, it follows that, for all r > 0:
Z  1 Z Z
1 1 
|f (x − y) − d| dy ∈ |f (x − y) − c| dy − , |f (x − y) − c| dy +  .
µ(Br ) Br µ(Br ) Br µ(Br ) Br
For r sufficiently small, this interval is contained in:
   
|f (x) − c| − 2, |f (x) − c| + 2 ⊆ |f (x) − d| − 3, |f (x) − d| + 3 .
(5) now follows if we let  → 0. 
Exercise 3. (The Hardy-Littlewood-Sobolev inequality revisited)
Let p, q ∈ (1, ∞) with p < q and α ∈ (0, n) be given. Suppose that:
1 1 α
= −
q p n
We recall that the Hardy-Littlewood-Sobolev inequality states that:
1
f ∗ n−α q n ≤ Ckf kLp (Rn )

|x| L (R )

for some C = C(p, q, n) > 0. On homework assignment 2, we showed this inequality by use of
the Marcinkiewicz interpolation theorem. In this exercise, we will outline how to show it by using
maximal functions.
Solution:

Let p, q be as in the assumptions. Suppose that f ∈ Lp (Rn ) is given. We will first obtain a
pointwise bound in x of the quantity:
|f (y)|
Z
Iα |f |(x) := n−α
dy.
Rn |x − y|
Let us choose r > 0 which we will determine later. As in the previous assignment, we write
1 (1) (2)
kα (w) := |w|n−α as kα = kα + kα , where:

kα(1) := kα · χ|w|<r , kα(2) := kα · χ|w|≥r .

We can write:
Iα |f | = kα(1) ∗ |f | + kα(2) ∗ |f |.
For the second term, we recall the bound from Homework 2:
n
kα(2) ∗ |f | (x) . rα− p · kf kLp .


(6)
(1)
We will now show an upper bound for kα ∗ |f | involving the Hardy-Littlewood maximal function.
Namely:
∞
|f (y)| |f (y)|
Z X Z 
kα(1) ∗ |f | (x) =


dy = dy
|x−y|≤r |x − y|n−α 2−k−1 ·r<|x−y|≤2−k ·r |x − y|n−α
k=0
4 HOMEWORK ASSIGNMENT 3 SOLUTIONS

∞  Z
X

.α,n (2−k r)α · − |f (y)| dy ≤
k=0 |x−y|≤2−k ·r

∞
X
≤ 2−kα rα M f (x)
k=0

(7) .α rα M f (x).
We choose r > 0 such that:
n
rα M f (x) = rα− p · kf kLp .
In other words:
 kf k p  np
L
r= .
M f (x)
For this choice of r, we can combine (6) and (7) and deduce that:
αp αp
n −1+1 αp αp
Iα |f |(x) .α,n rα− p · kf kLp = kf kLnp · M f (x)(− n +1) = kf kLnp · M f (x)(1− n ) .
Putting everything together, it follows that:
|f (y)|
Z αp
(1− αp
n ).
(8) n−α
dy . α,n kf kL
n
p · M f (x)
R n |x − y|
αp
By assumption 1 − n = pq . Hence, we can rewrite (8) as:

|f (y)|
Z αp p

n−α
dy .α,n kf kLnp · M f (x) q .
Rn |x − y|

Taking q-th powers and integrating over Rn , since αp q−p

n = q , it follows that:
Z |f (y)| q Z
q−p
dy . kf k · [M f (x)]p dx.

n−α q n α,n Lp
|x − y|

R d L (R ) Rn

By the strong Lp boundedness of the Hardy-Littlewood maximal operator, this expression is:
.p kf kq−p p q
Lp · kf kLp = kf kLp .

Taking q-th roots, it follows that:

Z |f (y)|
dy q n .α,n,p kf kLp .

|x − y|n−α

Rd L (R )

In particular, by the triangle inequality:

Z f (y)
dy q n .α,n,p kf kLp

n−α
Rd |x − y|

L (R )

for all f ∈ Lp (Rn ). 

Remark: Estimate (8) is known as Hedberg’s inequality.
Exercise 4. (Maximal functions cannot locally oscillate too much)
Let f ∈ L1loc (Rn ) be given. Suppose that there exists a ball B ⊆ Rn and λ > 0 such that M f ≥ λ at
every point of B.
Show that
M f &n λ on 2B
where 2B is the ball with the same center as B of twice the radius.
 HOMEWORK ASSIGNMENT 3 SOLUTIONS 5

Solution:

λ
R
We write B = B(c, r). For every x ∈ B, we can find r(x) > 0 such that −
B(x,r(x))
|f | > 2.
By compactness of B, we can find finitely many x1 , x2 , . . . , xm ∈ B such that:
m
[
B⊆ B(xj , r(xj )).
j=1

For simplicity of notation, we let rj := r(xj ) and we let Bj := B(xj , r(xj )). We now consider two
cases.

Case 1: There exists j such that rj ≥ r.

Let y ∈ 2B. Then, by the triangle inequality, it follows that:

|y − xj | ≤ |y − c| + |c − xj | ≤ 2r + r = 3r ≤ 3rj .
Hence, by another application of the triangle inequality, it follows that:
B(xj , rj ) ⊆ B(y, 4rj ).
In particular:
Z Z Z Z
1 1 λ
M f (y) ≥ − |f | ∼n n · |f | ≥ n · |f | ∼n − |f | > .
rj rj 2
B(y,4rj ) B(y,4rj ) B(xj ,rj ) B(xj ,rj )

Case 2: rj < r for all j.

By Wiener’s Vitali Covering Lemma, we can find a subsequence Bi1 , Bi2 , . . . , BiN of B1 , B2 , . . . , Bm
such that the Bi` are disjoint and such that:
N
X m
[
µ(Bi` ) ≥ 3−n µ Bj ≥ 3−n µ(B).

`=1 j=1

Now, for all ` ∈ {1, 2, . . . , m}, we know that ri` < r and so by the triangle inequality Bi` ⊆ 2B.
Moreover, by construction:
Z Z
λ λ
− |f | > ⇒ |f | > · µ(Bi` ).
Bi 2 Bi 2
` `

So, recalling the fact that the Bi` are disjoint and contained in 2B, it follows that:
Z n Z N
X λ X
λ
|f | ≥ |f | > · µ(Bi` ) ≥ · 3−n · µ(B).
2B Bi 2 2
`=1 ` `=1
We can deduce that:
Z
(9) − |f | &n λ.
2B
We claim that (9) implies that M f &n λ on 2B. Namely, if y ∈ 2B, then B(y, 4r) ⊇ 2B by the
triangle inequality. Hence:
Z Z Z Z
1 1
M f (y) ≥ − |f | ∼n n · |f | ≥ n |f | ∼n − |f | &n λ.
r r
B(y,4r) B(y,4r) 2B 2B

The claim now follows.