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MATH. SCAND. 26 (1970), 177-199 INTERPOLATION OF QUASI-NORMED SPACES TORD HOLMSTEDT Introduction. The study of interpolation spaces has hitherto mainly been restricted to Banach spaces (e.g. normed and complete spaces). Krée [5] was the first to realize that large parts of the theory could be carried over to quasi-normed spaces which need not even be complete. We will here continue Krée’s work. Most of our results, however, are new even for Banach spaces. Let Ay and A, be a couple of quasi-normed spaces continuously em- bedded into a topological vector space «/. For every a Ay +A, let us put K(t,a) = infeysay-all@allagttlitalla,» %€ Ay 4= 0,1, where 0B, T: 4,>B,, it follows that T: A+B. Here we let the symbol 7’: A + B denote that the restriction to A of the linear operator 7’ is continuous. We shall in the sequel mainly be occupied with couples (49,4) of quasi-normed spaces. Most frequent in the applications are couples of Banach spaces, but our theorems for quasi-normed spaces are also true for normed spaces. A quasi-norm ||-|| on a vector space A is a functional defined on A such that ([6, p. 162]) |e] > 0 if x40, ||Aa|| = || le], where A is a real or complex number , le+yll S K(leil+iyl), #21. INTERPOLATION OF QUASI-NORMED SPACES 179 In all the following sections except section 5 we shall restrict ourselves to one very important interpolation method introduced by Peetre [14]. (An interpolation method is a method of constructing interpolation spaces from a given couple of spaces.) Let (Ap, Ay) be a couple of quasi-normed spaces with A;By, TT: A,>B,, with the quasi-norms M, and M, respectively, then T: (Ag Ardo,p > (Bor Bide,» is also continuous, and for its quasi-norm we have the so called conveaity inequality (1.3) Ms M)-uy. Proor. From the definition of K(t,a) it is obvious that (1.4) K(t,Ta; By, B,) $ MyK(Myt/Mo.a; Ao,Ax) and from this inequality the theorem follows at once. In the sequel we often write A,,, instead of (49, Ay)s,- 180 TORD HOLMSTEDT 2. An estimate of K(é,a). Noration: f(t)~g(t) <> Of(t) Sglt) SC-f(), C>0. Taeorem 2.1, Let (Ag,A,) be a couple of quasi-normed spaces and put Ey = (Av Arena = Aga i= 01. Then (2.1) K(t,a; By, By) a ds\ "1% Cy ds\ Un . ( ficrxeeiacain) “+¢(fieateransir’) ’ in if 1 =01— 09, 0<09< 0, <1 and 00. We now define a,’ and a,’ by (2.11) a/() =a(0"), i= 0,1. Then ag’ +a,'=a and (2.12) K(8,49'(8) S lao’ lls = llao(t™)IL4g S 2K) , (2.13) K(s,a,'(t)) $ silly’ (Olla, = slat )\l4, S 2st" KO") - By the quasi-triangle inequality it follows that (2.14) K(8,a9'(t)) $ k(K(s,a) + K(s,ay'(t))) . (2.15) K(s,a4'()) $ W{K(s,a) + K(s,y'(t))) - But a’ +a,’ =a is a special partition of a. Therefore (2.16) K(t,a; Bo, Ey) s (i (8- K (s,a9/(t)))® <) 2 +t (j (s- K (s,a,'(t)))™ *) wn gn s (first t) "+ an +( er ° Vn Jor k@aroym 3) + ( f (ee R(ayo))™ *) = K,+K,+K3+K,. i ( Ksasioype) ; hin iin Introducing Ly and L, from (2.2) we now get, in the same way as before (cf. (2.9)), (2.17) K(s,a) < Lys(qo(1—09))"® if s < BM, (2.18) K(s,a) < t7L,8%(q,0,)"" ifs = On, From (2.14), (2.13) and (2.17) we get INTERPOLATION OF QUASI-NORMED SPACES 183 pun en 1/90 go (2.19) kK, < ( f "Kis aids) + ( f omK(a.a(0yMas) a ° S Ly + 2K (0,4)! (qg(1 —05))-" S 3Ly~ From (2.15), (2.12) and (2.18) we get 4 Vn - Van (2.20) kK, < i( fever xieyras) + i{ fer “(.a5(0)a) ii WA Dy + 2K (8, a) 8-1" (g,0,)-" < BL,. From (2.12), (2.13), (2.17) and (2.18) we get (2.21) kK, © 2K(t,a)t-" (qo)! < CLy (2.22) kAK, < 2K (8%, a)e-(q,(1 — 4) < CL, where C=O(1) as 7 > 0. Thus we finally have (2.23) K(t,a; By By) < CH(t,a) . Remark 2.1, With exactly the same technique we can estimate K(t,a; Hy,B,) in the two extreme cases K(t,a; Ag Ayg,) and K(t,4; Agyg:A1). The result in these two cases is 2 va (2.24) K(ta; Ag, Ang) ~ ( f (s“K (s,a))@ 3) : 1/8 e 185) wt (2.25) Kt; Aggy As) ~ ( | (rK(mn) : a 3. Interpolation theorems. ‘Tunorem 3.1. If (Ag,A,) is a couple of quasi-normed spaces and (By, Ey) is a couple of interpolation spaces, where Ey, = (Ap Arojap 9<9:<1, O90, 0 q where C is independent of 4. 2°. If q (Aen) foro de a ST a = K(sr, a) s-P"(p(1 — 89) + that is, (3.9) K(st,a) < BYP 3" (p(1—0,))!”. But 1 a9 A= (fer xteneponrm xiorayro) , so with the estimate (3.9) we get . lao As ( o¥P1 Kor, a)? ax) (BOrPle(p(1 — 6,) PrP pee = Blpli— 0) « If we use the inequality (3.8) in formula (3.4), we get (3.10) sc ([ferreexie ape say" ; aN _ o( j ao “) Uap = C2Y alto 186 TORD HOLMSTEDT 4°, If q,2p, we get in the same way (3.11) Ts C(1-4)? Hallo « From (3.6), (3.7), (3.10) and (3.11) we now get (3.12) [lellaz,rpjp S CAMP MI (1 — AME UP ND Hallas avg,» With exactly the same methods one can then show that min(lip; (8.13) ltlazazipyy = CAMB (1-2 1 Hlltgtvop * If p<1 the same principles for estimating will work, the constants C however will be worse depending on the fact that L,,, 00, we get from (3.14) and from that part of theorem (3.1) which is already proven (3.15) Ul toyay-tora pa = "Also, eddgag—ay = UAlldo.ney with 0" = (1-(1—2))0, + (1—)0) = Remark 3.2. Remark 2.1 shows that theorem 3.1 is true even in the two extreme cases, i.e., (3.16) (4p,By),p = (4oAid,p with 0=20, and 6)=0, (3.17) (EpAyay = (Aor) with 6=(1-2)0)+2 and 0,=1. Remark 3.3. The constants of theorem 3.1 are the best possible with respect to their dependence on 4 and 1—4, for if Aj=, and Ay=Le, it is well known (see also section 4) that every increasing, concave fune- tion f(t) with f(0)=0, is a K(t,a). Let therefore a,,a,¢L1 +L be such that " K(ta,;L,,Lx) = for 0StS1, mele fore ct and K(t,dg; Ly,Lo.) = t for 0StS1, =t for 1st. INTERPOLATION OF QUASLNORMED SPACES 187 Rather simple computations now show that Utah ada (Ualksasaie)! = O(UP = 2)-™) , Utara yp (alten)? = OCA" (L— Aya) , as 4>0 and 4>1. Turorem 3.2. If (49,4,) and (By, B,) ave two couples of quasi-normed spaces and T a linear operator such that T: (Ags Aner > (Bor Brdog.gg with the norm My, LP: (Ay Ang: > (Bo Bran with the norm M, , nip and if 1=(1—Angt Any, = (1—2)0)+20,, 0 (By Brlog with the norm M , np where : M < OM MpI(1-2)" and = min(1/q; 1/q,)—max(1/p; 1/p,) + 1/p— 1/4, Proor. If pSq, then (3.18) UAlhedty og S Cll@llity. asp LOC — O)VP-¥. For K(t,a) is increasing so that (3.19) lal, = fe 0-1 K (t,a)? dt 2 [ow-K(e,a) as a t 2 K(t,a)rt-r (Op), and K(t,a)t-1 is decreasing so that t ‘ (3.20) fall, = fsK(e,a)rds > K(thayoe-r [stot ds a : = K(ayrt-(1-0)-4p", thus (3.21) K(ba) < Clap, (1-0). If qzp, then (3.22) lll = [eK eayPe-o- K (aye? dt o 188 TORD HOLMSTEDT S |lalf,,C2- |lal|g? 0-7 (1 — ya-vvn , and (3.18) is proved. By theorem 3.1 we get (3.23) |!Tallas,009 S C Aminatastad (y — Ay UTA 5, n and from (3.18) (3.24) [PallateayBoyaQng S CRP A(1—A)V?V4|alla, gy Boa ao * Further the interpolation theorem 1.1 yields (3.25) Wal oeeyDepaQap & MoM ly yn, o)ap and finally form theorem 3.1 we get (3.26) < CAMP Ue) (| — gyms 7 Itletnoetnodar © YP Hada ade * Combining (3.23), (3.24), (3.25) and (3.26) we get the convexity inequality of the theorem. 4. Concrete examples. 4,1, Lebesgue and Lorentz spaces. Let (X,u) be a measure space. The Lebesgue space Ly=L,(X,), 0< poo, is the space of all -meas- urable functions such that (4.1) lle, = ([ lacey? au) Ly, with the norm My, i and if \[p=(1—A)/po+AlPy, 1Ja=(1—A)qo+A)qy, O Ly with the norm M , where M q. Proor or THEOREM 4.4, By theorem 4.3, (3.18), theorem 1.1 and finally theorem 4.3 again we get (412) [Pang S CUP Alrg ty yg EMO (1 — ayn , (413) [Pall tg dng S CUA gag! 2 — APU, (4.14) UA tap S Mot? BM lly pap» (4.15) Wally thay & Cll, A MRMP= HO (1 — Ay MARP: Mo) , We now combine (4.12)-(4.15) to (4.16) ||Pallz, S OME M,Aalz, 2% Y¢mI000,9-L- Vo ( __ ZymiaoN-H-g He IMO.—--D y but go? —974= Ago" 1), 4-1 1 = (1— A)(Q-1 = got) and analogously for p so that the constant in the right member of (4.16) is O(1) as 2 > 0 and 41. The above proof will only work if py+p, and q+. The cases when py=P, OF ¢o=q; follow from the fact that Nall, = PAL—A)|Idllcp tpi © THEOREM 4.5. (Marcinkiewicz’s interpolation theorem [9].) T' is a li- near operator such that P: Ly >L, oo With the norm My, i= 0,1, 192 TORD HOLMSTEDT then, if dota» Up=(1—A)/[PotAlPr, 1g=(1—A)qot+ Alta, O Ly with the norm M , where Ms CMj- My a), Proor. In the same way as in the preceding theorem we get (4.17) \Pallz, < CMM, lal, 2 Vermin ele) (1 = Ay MaeminO.p-ipy) where 72? and (1—A)!?-¥Pt are O(1) as 4+ 0 and A +1. Remark 4.3, The dependence on 4 and (1—2) in the “convexity in- equalities” of theorem 4.4 and 4.5 is the best possible. See Zygmund (17, chap. XII]. TuoreM 4.6. (Calderon’s interpolation theorem [1]). 7 is a linear operator such that T: Loa > Lai with the norm M;, i = 0,1, then, if Po¥Pr, GotN» Wp=(1-A/PotAlPr, Wqg=(1—-AlgotAla. 0 Lay with the norm M , where M s CMS*AMpar-Vs-1(] — gyur-ws—t, This theorem is proven exactly in the same way as the theorems 4.4 and 4.5. 4.2, Lip spaces. As another application of theorem 3.2 we will prove a theorem by O‘Neil [13] about interpolation of Lip spaces. THEOREM 4.7. If 7 is a linear operator such that 7: Lipa, > Lip, with the norm M,, i = 0,1, then, if OSapSayS1, 0SPyfiS1, O Lip with the norm M , where Ms CM)>M;. INTERPOLATION OF QUASI-NORMED SPACES 193 Proor. It is well known in the theory of interpolation spaces (see [14]) that (4.18) Lipa = (Co,C1)a,c0 + where C, is the space of continuous functions and C; is the space of con- tinuously differentiable functions. The constant in the equivalence of the norms of the spaces Lipa and (Cy,C}),,« is independent of «, 80 the theorem follows at once from theorem 3.2. 5. The equivalence between (49,41)o,y9,p, 294 (4r41)e,p- For any couple (49,4,) of quasi-normed spaces we define the space (Ao, Ar)opo.n, (See [8], [15]) to consist of all a € Ag+ Ay for which (5.1) [l¢lh45.400,p0.01 2 atv 72 an\ier = inf max [erties ) ; (Jeeta 7) ] CD aoran=a t 3 t where a;(t)€ A;, i=0,1, 0<0<1 and 0 (feronrs)” 196 TORD HOLMSTEDT Proor. Making a change of variables by putting =v-1(s) we get (5.17) f (rey = J v-¥g)-P1 4 d(v-(3)) , a 3 which after an integration by parts yields . au 5 (6.8) f (#0) = [po toto) mary + 0 | vemos 3 a If J&(t-%v(t))dt[t-

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