— 1. The Hilbert transform —
In this set of notes we begin the theory of singular integral operators – operators which are almost integral operators, except that their kernel
just barely fails to be integrable near the diagonal
. (This is in contrast to, say, fractional integral operators such as
, whose kernels go to infinity at the diagonal but remain locally integrable.) These operators arise naturally in complex analysis, Fourier analysis, and also in PDE (in particular, they include the zeroth order pseudodifferential operators as a special case, about which more will be said later). It is here for the first time that we must make essential use of cancellation: cruder tools such as Schur’s test which do not take advantage of the sign of the kernel will not be effective here.
Before we turn to the general theory, let us study one of the simplest non-trivial singular integral operators, the Hilbert transform

It is not immediately obvious that

is well-defined even for nice functions

. But if

is

and compactly supported, then we can restrict the integral to a compact interval
![{t \in [-R,R]}](https://s0.wp.com/latex.php?latex=%7Bt+%5Cin+%5B-R%2CR%5D%7D&bg=ffffff&fg=000000&s=0&c=20201002)
for some large

(depending on

and

), and use symmetry to write

The mean-value theorem then shows that

is uniformly bounded on the interval
![{t \in [-R,R]}](https://s0.wp.com/latex.php?latex=%7Bt+%5Cin+%5B-R%2CR%5D%7D&bg=ffffff&fg=000000&s=0&c=20201002)
for fixed

, and so the limit actually exists from the dominated convergence theorem. A variant of this argument shows that

is also well-defined for

in the Schwartz class, though it does not map the Schwartz class to itself. Indeed it is not hard to see that we have the asymptotic

for such functions, and so if

has non-zero mean then

only decays like

at infinity. In particular, we already see that

is not bounded on

. However, we do see that

at least maps the Schwartz class to

.
Let us first make comment on some algebraic properties of the Hilbert transform. It commutes with translations

and

-normalized dilations


In fact, it is essentially the only such operator:
Exercise 1 Let
be a continuous linear operator which maps Schwartz functions to bounded continuous functions, and which commutes with translations and dilations as in (2). Show that
is a linear multiple of the Hilbert transform and the identity. (Hint: first establish the existence of a distribution
such that
for all
, and such that
is homogeneous of degree
. Restrict the action of
to Schwartz functions on
or
and show that
is a constant multiple of
on these functions.) (The claim is also true if we relax
to
, the space of distributions, but this is a little trickier to prove.)
It is also formally skew-adjoint:
Exercise 2 If
are compactly supported, show that 
The Hilbert transform is connected to complex analysis (and in particular to Cauchy integrals) by the Plemelj formulae.
Proposition 3 (Plemelj formulae) Let
obey a qualitative decay bound
(say – these conditions are needed just to make
well-defined). Then for any

Proof: By translation invariance we can take
. By taking complex conjugates we may assume that the
sign is
. Our task is then to show that

Multiplying by

and making the change of variables

, we reduce to showing

Direct computation shows that the expression in parentheses is absolutely integrable and

So we reduce to showing that

The claim then follows from dominated convergence.
Now suppose that
not only obeys the hypotheses of the Plemelj formulae, but also extends holomorphically to the upper half-plane
and obeys the decay bound
in this region. Then Cauchy’s theorem gives

and

and thus by either of the Plemelj formulae we see that

in this case. In particular, comparing real and imaginary parts we conclude that

and

. Thus for reasonably decaying holomorphic functions on the upper half-plane, the real and imaginary parts of the boundary value are connected via the Hilbert transform. In particular this shows that such functions are uniquely determined by just the real part of the boundary value.
The above discussion also strongly suggests the identity
. This can be made more manifest by the following Fourier representation of the Hilbert transform.
Proposition 4 If
, then 
for (almost every)
. (Recall that
lies in
and so its Fourier transform is defined via density by Plancherel’s theorem.)
Proof: Let us first give a non-rigorous proof of this identity. Morally speaking we have

and so since Fourier transforms ought to interchange convolution and product

On the other hand we have

so on integrating this (using the relationship between differentiation and multiplication) we get

and the claim follows.
Now we turn to the rigorous proof. As the Hilbert transform is odd, a symmetry argument allows one to reduce to the case
. It then suffices to show that
has vanishing Fourier transform in this half-line. Define the Cauchy integral operator

The Plemelj formulae show that these converge pointwise to

as

; since

is Schwartz, it is also not hard to show via dominated convergence that they also converge in

. Thus by the

boundedness of the Fourier transform it suffices to show that each of the

also have vanishing Fourier transform on the half-line.
This is part of a more general phenomenon, that functions which extend holomorphically to the upper half-space in a controlled manner tend to have vanishing Fourier transform on
, while those which extend to the lower half-space have vanishing Fourier transform on
. Thus there is a close relationship between holomorphic extension and distribution of the Fourier transform.
Fix
(we could rescale
to be, say,
, but we will not have need of this normalization). We can truncate and define

more dominated convergence shows that

converges to

in

as

and so it will suffice to show that the Fourier coefficients of

converge pointwise to zero as

on the half-line

. From Fubini’s theorem we easily compute

but then by shifting the contour to the lower semicircle of radius

and then letting

we obtain the claim.
From this proposition and Plancherel’s theorem we conclude that
is an isometry:

Because of this,

has a unique dense extension to

, and (by another application of Plancherel’s theorem to justify taking the limit) the formula
(3) is valid for all

. There is still the question of whether the original definition is valid for

, or in other words whether the sequence of functions

(note that Cauchy–Schwarz ensures that the integrand is absolutely integrable) converges as

to

for

, and in what sense this convergence holds. It turns out that the convergence is true both pointwise almost everywhere and in the

metric sense, and in fact it follows from variants of the Calderón–Zygmund theory presented in this notes, but we shall not do so here (as it may be covered in the participating student seminar).
From (3) we also see that we do indeed have the identity
on
, and that
is indeed skew-adjoint on
(
); in particular,
is unitary.
Let us briefly mention why the Hilbert transform is also connected to the theory of partial Fourier integrals, via the modulation operators

Proposition 5 Let
and
. Then 
Proof: By limiting arguments (and because everything is continuous on
) it suffices to verify this identity for
in the Schwartz class. But then the claim follows by taking the Fourier transform of both sides and using (3).
It is thus clear that in order to address the question of the extent to which the partial Fourier integrals
actually converges back to
, we will need to understand the properties of the Hilbert transform, and in particular its boundedness properties.
The formula (3) suggests that
behaves “like” multiplication by
in some sense; informally,
behaves like
for positive frequency functions and
for negative frequency functions. Now multiplication by
is a fairly harmless operation – it is bounded on every normed vector space – so one might expect
to similarly be bounded on more normed spaces than just
; in particular, it might be bounded on
. This is indeed the case for
, and we now turn to the theory which will generate such bounds.
Exercise 6 Demonstrate by example that the Hilbert transform is not bounded on
or
.
— 2. Calderón–Zygmund theory —
In the Hilbert transform, we have an operator which is bounded on
, and we wish to extend this boundedness to other
spaces as well. This is of course not automatic – the “enemy” is that the operator might map a broad shallow function into a tall narrow function of comparable
norm (which will increase the
norms markedly for all
), or conversely map a tall narrow function down to a broad shallow function of comparable
norm (which will increase the
norms markedly for
). It turns out that these two phenomena are more or less dual to each other, and so when working with an operator which is “comparable” to its adjoint (which is for instance the case with the skew-adjoint Hilbert transform,
) eliminating one of these enemies will automatically remove the other.
For operators such as the Hilbert transform, there are at least two approaches to exclude these scenarios. One is to exploit the phenomenon that if
is not too large locally, then
also doesn’t fluctuate too much locally; this prevents the “broad shallow to tall narrow” enemy which blocks boundedness for large
. The dual approach is to show that if
is localized and fluctuating, then
is also localized; this prevents the “tall narrow to broad shallow” enemy which blocks boundedness for small
. (There are also more algebraic methods, relying on explicit formulae for things like the
norm of
, or of the size of level sets of
for various sets
, but we will not discuss those here as they do not extend well to the more general class of singular kernels considered here.)
We shall first discuss the latter approach, which is the traditional approach to the subject, and return to the former approach later. We shall generalize from the Hilbert transform to a useful wider class of operators, which are integral operators “away from the diagonal”. To motivate this concept, observe that if
is compactly supported and
lies outside of the support of
, then

the point being that the integral is now absolutely convergent, Thus while

is not, strictly speaking, an integral operator of the type studied in preceding sections, it can be described as such as long as one avoids the diagonal

.
Definition 7 (Singular kernels) A singular kernel is a function
(defined away from the diagonal
) which obeys the decay estimate 
for
and the Hölder-type regularity estimates 
and 
for some Hölder exponent
.
Example 8 In one dimension,
and
are both singular kernels. In higher dimensions, the kernel
is a singular kernel whenever
is a Hölder-continuous function.
The regularity estimates may seem strange at first sight, although the fundamental theorem of calculus shows that these estimates would follow (with
) from the estimates

given that the gradient of

is

, these estimates are then consistent with
(4) but of course do not follow from it. In most applications one can take

(in which case the Hölder type conditions become Lipschitz type conditions). It is more desirable
(5),
(6) for large

than for small

(note in particular that the

version of the estimate already follows from
(4)). It is possible to weaken the Hölder type conditions further, but there are few applications that require such a weakening and so we shall stay with the Hölder condition. The factor

is not significant; it is not hard to show that the regularity conditions are equivalent to the condition in which

is replaced by any other constant strictly between zero and one.
Definition 9 (Calderón–Zygmund operators) A Calderón–Zygmund operator (CZO) is a linear operator
which is bounded on
, 
and such that there exists a singular kernel
for which 
whenever
is compactly supported, and
lies outside of the support of
.
It is not hard to see that
uniquely determines
. However the converse is not true; for instance, given any bounded function
, the physical space multiplier
is a CZO with kernel
. However, this is the only source of ambiguity; see Exercise 18. A CZO is an example of a singular integral operator; the kernel
just barely fails to be locally integrable (Schur’s test, for instance, encounters a logarithmic divergence), and so there is a singularity in the integration which must be understood in order to analyze
correctly. In particular, not all singular kernels
lead to an CZO, due to possible failure of
boundedness. We will return to the question of working out which kernels do give CZOs later.
Remark 10 As with the theory of the Hardy–Littlewood maximal function, one can define CZOs on more general homogeneous spaces than
, but we will not do so here for sake of concreteness.
By convention, we allow all implied constants in what follows to depend on the Hölder exponent
and on the implied constants in (4), (5), (6) and the operator norm bound on
. (One could try to formalize things by imposing a norm on CZOs with a given exponent
, but this gets a bit confusing and is largely unnecessary since one mostly deals with just a single CZO at a time.)
The Hilbert transform is thus a CZO, with kernel
. We will discuss other examples of CZOs, such as the Riesz transforms, Hörmander–Mikhlin multipliers, and pseudodifferential operators of order zero, later on.
The Hilbert transform was skew-adjoint, translation-invariant, and scale-invariant. In general, CZOs are neither. However, the class of CZOs is self-adjoint (and skew-adjoint), translation-invariant, and scale-invariant; if
is a CZO then so is
, and the translates
and dilates
of
are also CZOs uniformly in
and
. (What happens to the kernels
in each case?)
Now we formalize the key phenomenon alluded to earlier, that CZOs map fluctuating localized functions to nearly localized functions.
Lemma 11 Let
be a ball in
, let
be a CZO, and let
have mean zero, thus
. Then we have the pointwise bound 
In particular, we have 
Proof: We remark that we could use the translation and scaling symmetries of CZOs to normalize
, but we shall not do so here. For
we can use the mean zero hypothesis to obtain
![\displaystyle Tf(y) = \int_B K(x,y) f(x)\ dx = \int_B [ K(x,y) - K(x_0,y) ] f(x)\ dx,](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle++Tf%28y%29+%3D+%5Cint_B+K%28x%2Cy%29+f%28x%29%5C+dx+%3D+%5Cint_B+%5B+K%28x%2Cy%29+-+K%28x_0%2Cy%29+%5D+f%28x%29%5C+dx%2C&bg=ffffff&fg=000000&s=0&c=20201002)
and the first claim then follows from
(5) and the triangle inequality. The second claim of course follows from the first (recall we allow our implied constants to depend on

and

).
Remark 12 Observe that the argument also gives the slightly more general estimate 
when the mean zero condition
is dropped.
This lemma asserts that
is sort of bounded on
– but only when the input function is localized and mean zero, and as long as one doesn’t look too closely at the region near the support of the function. This extremely conditional
boundedness is a far cry from true
boundedness; indeed, it is not hard to show that
boundedness can fail. However, Lemma 11, combined with the Calderón–Zygmund decomposition from the previous section (which decomposes any function into a bounded part and a lot of localized, fluctuating parts) is strong enough to obtain the weak-type boundedness instead.
Corollary 13 All CZOs are of weak type
, with an operator norm of
.
Proof: Let
(the
condition ensuring that
is well-defined), let
be a CZO, and let
. Our task is to show that

We spend scaling and homogeneity symmetries to normalize

and

to both be

; this avoids a certain amount of book-keeping regarding these factors later. Applying the Calderón–Zygmund decomposition, we can split

, where the “good” function

obeys the bounds

each

is supported on

, has mean zero, and has the

bound

and

Now since

, we can split

For the first term, we exploit the

boundedness of

via Chebyshev’s inequality and log-convexity of Hölder norms:

For the second term, we cannot rely on

bounds because the

have no reason to be bounded in

. But the mean zero condition, combined with Lemma
11, shows that each

has

bounds outside of a dilate

of

(for some fixed constant

depending only on

);

(Actually one could take

arbitrarily close to

by iterating
(5),
(6) to obtain a variant of Lemma
11, but we will not do so here.).
Restricting to the common domain
and summing in
using the triangle inequality we obtain

and hence by Chebyshev

This still leaves the question of what happens in the exceptional set

. But here is the great advantage of weak-type estimates: we can tolerate arbitrarily bad behavior as long as it is localized to small sets. Indeed we have

Putting it all together, we obtain

as desired.
Combining this with Marcinkiewicz interpolation and the
boundedness hypothesis gives that all CZOs are of strong-type
for
. The self-adjointness of the CZOs as a class then gives the same statement for
, thus we have proven
Corollary 14 CZOs are of strong type
for all
, with an operator norm of
.
Remark 15 We thus see that the localizing properties of the singular kernel
allow one to automatically leverage
boundedness into
boundedness for
. In fact there is nothing particularly special about
here (Exercise 19). But in practice
boundedness is easier to obtain than other types of boundedness.
In particular, we see that the Hilbert transform is bounded on
for
(or more precisely, it is bounded on a dense subclass, and thus has a unique bounded extension). This does not by itself directly settle the question of whether the formula (1) makes sense for
functions in a norm or pointwise convergence sense (for that, one needs bounds on the truncated Hilbert transforms and the maximal truncated maximal Hilbert transforms), though it does lend confidence that this is the case. However, we can now easily conclude an analogous claim for the inversion formula.
Theorem 16 Let
, and for every
let
be the Dirichlet summation operator, defined on Schwartz functions
by 
Then
extends uniquely to a bounded operator on
, and
converges in
norm to
as
for all
.
Proof: From Proposition 5 we obtain the identity

and so the

are uniformly bounded on

as desired. (Note however that the

are not CZOs, since modulation does not preserve the CZO class.) Since

converges in

norm to

for Schwartz functions (by dominated convergence), the claim then follows by the usual limiting arguments.
Remark 17 The corresponding question about pointwise almost-everywhere convergence is the Carleson–Hunt theorem, which is quite difficult. When
an example of Kolmogorov shows that both norm convergence and almost-everywhere convergence can fail. In higher dimensions, the norm convergence for
is true by Plancherel’s theorem, but a surprising result of Fefferman shows that it fails for
. The almost everywhere convergence problem remains open (and is considered very difficult) in higher dimensions.
Exercise 18 Let
and
be two CZOs with the same kernel
. Show that there exists a bounded function
such that
for all
. (Hint: by subtraction we can assume
and
. Now observe that
is an absolutely continuous measure, and use the Radon–Nikodym theorem.)
Exercise 19 Show that if we redefine the notion of a CZO by weakening the hypothesis of
boundedness, to merely being of restricted weak-type
for some
, then Corollary 14 remains unchanged (but with an operator norm of
instead of
. In particular this apparent expansion of the notion of a CZO does not in fact increase the class of CZOs (up to changes in the implied constants).
— 3. Bounded mean oscillation —
Let us now study what a CZO
does on the endpoint space
. At first glance things are rather bad; not only is
unbounded on
in general,
is not even known yet to be defined on a dense subset of
. Nevertheless, a closer inspection of things will show that
actually does have a fairly reasonable definition on
, up to constants.
Let us try to define
for
directly. A naive implementation of the kernel formula

runs into problems both for

near

, and

near infinity, since the decay
(4) is not strong enough to give absolute integrability in either case. Localizing

to be supported away from

helps with the first problem, but not the second. But suppose we instead looked at the difference

between

at two values. Then we formally have

Now
(5) implies that for fixed

, the expression

decays like

as

, and so the integral will be absolutely integrable as long as

vanishes near

and

. At the other extreme, if

is compactly supported, then it lies in

and there is no difficulty defining

(up to the usual measure zero ambiguities).
Motivated by this, let us make the following definitions. We say that two functions
are equivalent modulo a constant if there exists a complex number
such that
for almost every
; this is of course an equivalence relation. Given
, we define
to be the equivalence class associated to the function

where

is any ball which contains both

and

; it is not hard to see that the right-hand side is well-defined (in particular, the integral is absolutely convergent) and is independent (modulo a constant) of the choice of

, and that

remains linear. One can also check that this definition is consistent (modulo a constant) with the existing definition of

on

(or on

) on the common domain of definition (i.e.

or

).
Because
is only defined modulo a constant, we cannot meaningfully control it in standard norms such as
. However, there is a norm which is suitable for this type of function.
Definition 20 (Bounded mean oscillation) Let
be a function defined modulo a constant. The
(or Bounded Mean Oscillation) norm of
is defined as 
where
ranges over all balls. Note that if one shifts
by a constant, the
norm is unchanged, so this norm is well-defined for functions defined modulo constants. We denote by
the space of all functions with finite
norm, modulo constants.
It is not hard to verify that this is indeed a norm (but note that one has to quotient out by constants before this is the case!), and that
is a Banach space. One can also easily check using the triangle inequality that

where

ranges over constants; thus the statement

is equivalent (up to changes in the implied constant) to the assertion that for any ball

there exists a constant

such that

, thus

deviates from

by at most

on the average.
It is not hard to see that
contains
, and that
. But it also contains unbounded functions:
Exercise 21 Verify that the function
is in
.
The primary significance of
for Calderón–Zygmund theory is that it can serve as a substitute for
, on which CZOs are often ill-behaved. Consider for instance the Hilbert transform applied (formally) to the signum function
. The resulting function is not bounded, but lies in
:
Exercise 22 Verify that using the previous definitions,
modulo constants.
This phenomenon applies more generally to all CZOs:
Proposition 23 (CZOs map
to
) Let
be a CZO and
. Then
and 
Proof: We can normalize
. By definition of the
norm, it suffices to show that for every ball
there exists a constant
such that

By translation and dilation symmetry we may take
. We split
. Since
is bounded on
, we have

and hence by Hölder (or Cauchy–Schwarz)

This deals with the “local” part of

. For the “global” part, observe that for

we have

for some arbitrary constant

. But by
(6) we have

; since

is bounded by

, we thus see that

, and so

Adding the two facts, we obtain the claim.
In order to exploit this proposition, we need to understand to what extent BMO bounds on a function control its size. The basic insight here is that BMO bounds are “almost as good as”
control for many purposes, despite the logarithmically unbounded members of BMO such as
.
Let us first work informally. Let
be a real-valued BMO function, normalized so that
, thus

for all balls

. By Markov’s inequality, this means that

for any

. Note that this bound is only non-trivial for

, otherwise the trivial bound of

is superior. It asserts, for instance, that

only exceeds its average by (say)

on at most

of any given ball.
It turns out that one can iterate the above fact to give far better estimates in the limit
that (8) initially suggests. This is because of a basic principle in harmonic analysis: bad behavior on a small exceptional set (such as
of any given ball) can often be iterated away if we know that the exceptional sets are small at every scale. Roughly speaking, this principle allows us to say that
only exceeds its average by
on at most
of
of a given ball (i.e. on at most
of the ball),
exceeds its average by
on at most
, and so forth, leading to a bound of the form (8) which tails off exponentially in
rather than polynomially. More precisely, we have
Proposition 24 (John–Nirenberg inequality) Let
. Then for any ball
we have 
for all
and some constant
depending only on
.
Proof: We can normalize
. For each
let
denote the best constant for which we have

whenever

is a ball and

is a real-valued function with BMO norm

. From
(8) and the trivial bound of

we have the bounds

and our task is to somehow iterate this to obtain the improved estimate

We shall do this by a variant of the Calderón–Zygmund decomposition. We’ll need a moderately large quantity
to be chosen later, and assume that
. Let
be any ball, and let
. Then we have

We consider the set

. Let

be small, and let

be any compact set in

such that

Applying the Vitali type covering lemma as in the proof of the Hardy–Littlewood maximal inequality (one can also use the Whitney decomposition or Calderón–Zygmund decomposition here) we can cover

where

are a finite collection of balls intersecting

such that

and

Note that as

we conclude that

Since

intersects

, which is contained in

, we can conclude that

if we choose

large enough.
Observe that
is pointwise bounded almost everywhere by
(by the Lebesgue differentiation theorem), and so

On the other hand, on each

we see that

, and hence

and so by definition of

Summing this we conclude

Since

is arbitrary we can remove it. Taking suprema over all

and

we conclude the recursive inequality

Taking

sufficiently large depending on

, and iterating starting from the trivial bound

, we obtain the claim.
Using the distributional characterization of the
norms, we conclude
Corollary 25 (Alternate characterization of BMO norm) For any
and all locally integrable
we have 
Exercise 26 Prove this corollary.
Exercise 27 Show that Corollary 25 is in fact true for all
.
One consequence of this corollary, when combined with the Calderón–Zygmund decomposition, is that the
norm serves as a substitute for the
norm as far as log-convexity of Hölder norms is concerned:
Lemma 28 Let
and
. Then
and 
Proof: By rescaling one can normalize
. Let us understand the size of the distribution function
. From the
bound we already have

We can get a better bound for large
as follows. Applying the
version of the Calderón–Zygmund decomposition at level
, we can find a collection of disjoint dyadic cubes
with
, such that
almost everywhere outside of
, and such that
on each cube
. If we let
be a ball containing
of comparable diameter, we then easily verify that
also, and thus
. From the John–Nirenberg inequality we thus see that

for

large enough; summing over

we conclude that

for large

. Combining this with the

bound for small

and using the distributional formula for the

norm we obtain the claim.
Because of this, we can also use
as a substitute for
for real interpolation purposes. For instance, let
be a CZO and
. It is now easy to check that
is restricted type
. Indeed, for any sub-step function
of height
and width
, the boundedness on
gives

and Proposition
23 gives

and so Lemma
28 gives

for

, which is the restricted type. Further interpolation then gives strong type. (Note that these arguments are essentially the dual of those which establish weak-type

for

; in particular, note how the Calderón–Zygmund decomposition continues to make an appearance.)
Exercise 29 (Lacunary exponential sums lie in BMO) Let
be a sequence of non-zero frequencies in
which are lacunary in the sense that
for all
. Let
be a sequence of complex numbers which obeys the
bound
. To avoid issues of convergence let us assume that only finitely many of the
are non-zero. Let
be the exponential sum 
If
is an interval in
, and
is a bump function adapted to
, establish the local
estimate 
for some constant
. (Hints: split the
summation into the high frequencies where
, and the low frequencies where
. For the high frequencies, forget about
and expand out the sum, using some good estimate on the Fourier transform of
. For the low frequencies, choose
in order to obtain some cancellation and then use the triangle inequality.) Conclude that 
Exercise 30 (Dyadic BMO) Given any
and any locally integrable
, define the dyadic BMO norm
of
as 
where
ranges over all dyadic cubes inside
. Show that we have the John–Nirenberg inequality 
for all
and all
, and in particular 
for all
. (As in Exercise 27, this extends to
as well.)
Exercise 31 (BMO and dyadic BMO) For any locally integrable
in
, show that 
but that the converse inequality is not true. On the other hand, if we let
be the shifted dyadic meshes from the previous week’s notes, and set
to be the associated shifted dyadic BMO norms, show that 
Exercise 32 (John–Nirenberg via Bellman functions) Let
be the function
. Use a Bellman function approach to establish the John–Nirenberg type inequality 
for some absolute constants
, all intervals
, and all functions
with
.
Exercise 33 (Sharp function, I) For any locally integrable function
, define the function
as 
where the supremum ranges over all balls containing
. In particular we see that 
Show that we have the pointwise bound 
Exercise 34 (Sharp function, II) Let
be locally integrable, let
, and let
be any ball on which
for at least one
, and such that
for at least one
. Use the Hardy–Littlewood maximal inequality to show that for any sufficiently large
, that 
From this and a Vitali covering lemma or Calderón–Zygmund decomposition argument, conclude the good
inequality 
and then (by taking
large, and
very small) show that 
for all
and
. Use this to give an alternate proof of Lemma 28.
— 4. Multiplier theory —
An important subclass of CZOs are given by certain types of Fourier multipliers. (We also have spatial multipliers
, but their behavior is much more elementary to analyze thanks to Hölder’s inequality; for instance, a spatial multiplier
is bounded on
if and only if the symbol
is in
, and indeed the operator norm of the former is the sup norm of the latter.)
Definition 35 If
is a tempered distribution we define the Fourier multiplier
on Schwartz functions
by the formula 
We refer to the function
as the symbol of the multiplier
.
Note that if
is Schwartz, then so is
, and that is enough to make
a tempered distribution, and so
is well-defined as a tempered distribution. If
is bounded, we observe from Plancherel’s identity that

and hence the Fourier multiplier extends continuously to all of

in this case. Indeed it is not hard to show that in fact

The partial derivative operator
is a Fourier multiplier with symbol
. More generally, any constant-coefficient differential operator
, where
is a polynomial, has symbol
; thus one can formally view
in
as representing the vector-valued operator
. The translation operator
is a Fourier multiplier with symbol
, thus we formally have
. A convolution operator
, with
a distribution, is a Fourier multiplier with symbol
; conversely, every Fourier multiplier is a convolution operator with the distribution
. The Hilbert transform is a Fourier multiplier with symbol
, thus
.
Let
. We say that
is an
multiplier if
extends to a bounded linear operator on
, and in that case denote
to be the
operator norm of
on
. Thus for instance the
norm is the same as the
norm. At first glance, it seems one can say quite a lot about these quantities; for instance, since the adjoint of
is easily seen to be
, which has the same
operator norm as
, we see that

and thus by Riesz–Thorin interpolation

and so all

multipliers are bounded (though the converse turns out to be false, as we shall see later). The space

of

multipliers turns out to be a Banach algebra, thus the

norm is a Banach space norm and furthermore

One can also show (from the symmetries of the Fourier transform) that the

norm is invariant under translations, modulations, and

dilations:

The dilation invariance can be generalized: given any invertible linear transformation

we can check that

Because of the translation invariance, the same is true if

is an affine transformation rather than a linear one.
Thus for instance, by modulating the Hilbert transform we see that

for

, which by Riemann–Stieltjes integration and Minkowski’s inequality shows that

when

has bounded variation, where

Exercise 36 Show that if
is a bounded linear operator on
which commutes with translations, then it is a Fourier multiplier operator with bounded symbol.
Exercise 37 Let
and
be
multipliers. Show that the tensor product
is also an
multiplier with 
(Hint: it may help to first establish the cases when
or
.)
For
or
, it is also not hard to show that

whenever the inverse Fourier transform of

is absolutely integrable; with a little more work one can also show that

is unbounded on

and

when

does not lie in

, although this is a little tricky. Thus for

we have (by Riesz–Thorin again)

One consequence of this is that if
is a bump function adapted to
for some fixed bounded domain
and some arbitrary affine linear transformation
, then
is an
multiplier with
for all
.
Suppose a multiplier
on
does not depend on the final coordinate
, thus

for some

. Then the

-dimensional Fourier multiplier

and the

-dimensional Fourier multiplier

are related by the identity
![\displaystyle [m(D) f]_{x_d} = \tilde m(D) [f_{x_d}]](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle++%5Bm%28D%29+f%5D_%7Bx_d%7D+%3D+%5Ctilde+m%28D%29+%5Bf_%7Bx_d%7D%5D&bg=ffffff&fg=000000&s=0&c=20201002)
for all

and Schwartz

, where

is the slice

From this and Fubini’s theorem one easily verifies that if

is in

, then

is in

with

Of course, most multipliers
on
do depend on the final coordinate
. Nevertheless we can obtain a partial generalization of (11) for these more general multipliers:
Theorem 38 (De Leeuw’s theorem) If
is continuous, then
for any
.
Proof: By translation invariance we can take
. For any
, let
be the linear transformation

then by
(10) we have

Now we send

. We observe from the hypothesis that

is continuous that

pointwise, where

is the (non-invertible) projection

On the other hand, from
(11) we have

So to conclude the theorem it suffices to show that

This can be achieved by a weak convergence argument. (As usual, weak convergence preserves upper bounds, but does not necessarily preserve lower bounds (cf. Fatou’s lemma).) If

are Schwartz functions, we see from Hölder’s inequality that

Taking limit superior as

and using Plancherel and dominated convergence on the left-hand side (using the pointwise convergence, as well as the boundedness of

) we conclude

Using the converse to Hölder’s inequality we obtain the claim.
One consequence of de Leeuw’s theorem is that we expect multiplier theory on higher dimensions to be harder than multiplier theory for lower dimensions.
One can view de Leeuw’s theorem as a transference theorem, transferring a bound on one space (
) to another (
), basically by exploiting the fact that there was a projection from
to
. For a result of similar flavor, see Exercise 39.
Exercise 39 (Transference theorem for
) If
is bounded, define the multiplier
on
by the formula 
where we use the Fourier transform on the torus
, 
We then define
to be the
operator norm of
.
Let
be continuous and an
multiplier for some
. Show that
. (Hint: take functions
, extend them periodically to
, multiply them by some cutoff to
(such as
), apply
on
, and use some appropriate limiting argument (and possibly a Poisson summation formula) to get down to
.)
Despite these encouraging initial results, it appears very difficult to decide in general whether any given multiplier
lies in
or not for any
other than
. For instance, the question of determining the precise values of
and
for which the multiplier
is an
multiplier is not fully resolved in three and higher dimensions; this problem is known as the Bochner–Riesz conjecture, which we will not discuss in detail here. Broadly speaking, the difficulty with the Bochner–Riesz conjecture is that the symbol
is singular on a large, curved set (in this case, the sphere), which necessarily leads to some delicate and still incompletely understood geometric issues (most notably the Kakeya conjecture, which we will also not discuss here).
However, one can do a lot better if the multiplier has no singularities, or is only singular at one point (such as the origin). For instance, if
is Schwartz, then
is definitely in
, and so
lies in
for all
. Note from (9) that any dilate, translate, and/or modulation of a Schwartz function is then also in
uniformly in the dilation, translation, and modulation parameters.
Now we address multipliers which only have singularities at the origin.
Theorem 40 (Hörmander–Mikhlin multiplier theorem) Let
obey the homogeneous symbol estimates of order

for all
and
. (In particular
.) Then
is a CZO, and we have
for all
.
Remark 41 It is possible to use less regularity than
derivatives here, but in practice this type of control is sufficient for many applications. The conditions (12) are essentially asserting that
is smooth and does not oscillate on each annulus
, although it essentially allows different annuli to behave independently. For instance, if
is a bump function adapted to the annulus
, and
are arbitrary signs, then
obeys the homogeneous symbol estimates of order
uniformly in the choice of
.
Proof: The multiplier
is already bounded on
. Formally, we know that
is a convolution operator:
, but we run into the formal difficulty that
need not be locally integrable. To compute things rigorously it is convenient to use the Littlewood–Paley decomposition. Let
be a fixed bump function which equals one on the ball
and is supported on the ball
, and write

for

. Then we have the partition of unity

for almost every

, and hence we have the pointwise convergent sum

where

. Using Plancherel and dominated convergence we conclude that

for all

, where the sum is conditionally convergent in the

sense. In particular for any

we have

where the sum is at least conditionally convergent (indeed by Parseval one can show that it is absolutely convergent). Now let us assume that

are also bounded and compactly supported with disjoint supports. We can write

where

One can justify these formulae via the Fourier inversion formula and Fubini’s theorem using the fact that

are bounded with compact support; we omit the details. Now observe that

is supported on the annulus

, and multiple applications of the Leibnitz rule give us the bounds

for

. From the

case of this bound and the triangle inequality we obtain the bound

on the other hand, by integrating by parts

times (using the identity

) we obtain the bound

for

, and hence

Also, we can compute gradients

The additional

factor essentially just contributes an extra factor of

to the analysis, and we end up with

These estimates are enough to show that away from a neighborhood of

, the series

is convergent in

to a kernel

obeying the bounds

and by Fubini’s theorem we have

when

are bounded with disjoint support. By a monotone convergence argument (noting that

is bounded on

) the same is true when

are

with compact support.
The bounds (13) (and the fundamental theorem of calculus) ensure that
is a singular kernel, and (14) shows that
is a CZO with kernel
. Thus, by Corollary 14,
is of strong-type
with an operator norm of
for all
, and the claim follows.
Note that the Hörmander–Mikhlin multiplier theorem includes the
boundedness of the Hilbert transform for
as a special case, since the multiplier
certainly obeys the symbol estimates. Another useful instance of the theorem is to conclude that the homogeneous fractional derivative operators
, with symbol
and
real, are also bounded on
, with an operator norm of
(in particular, it grows at most polynomially in
). This fact turns out to be very useful when one wishes to use Stein interpolation involving fractional differentiation operators
. A similar argument also applies to the inhomogeneous fractional derivative operators
with symbol
. (The factor of
is of course irrelevant here and the same results hold if this factor is dropped. Indeed, in PDE it is customary to drop the
from the definition of the Fourier transform so as not to see these factors then arise from differential operators.)
Another example of multipliers covered by this theorem are the Riesz transforms
for
, with symbol
. These symbols are easily verified to obey the homogeneous symbol estimates and are thus in
with norm
for all
. The significance of the Riesz transforms is that they connect general second order derivatives to the Laplacian; indeed from Fourier analysis we quickly see that

for all

and Schwartz

. In particular, since

is bounded on

, we obtain the
elliptic regularity estimate 
for all Schwartz

and all

. In a similar vein, we can show that

for any

, Schwartz

, and

, where

is the Fourier multiplier with symbol

.
More generally, any multiplier which is homogeneous of degree zero (thus
for all
), and smooth on the sphere
, obeys the homogeneous symbol estimates and is thus in
for all
.
The Fourier multipliers covered by the Hörmander–Mikhlin multiplier theorem are essentially special cases of the pseudodifferential operators of order
, which we shall discuss in later notes.
— 5. Vector-valued analogues —
In the above discussion we considered only scalar-valued (complex-valued) functions, and scalar-valued operators with scalar kernels
. However, it is possible to generalize basically all of the above discussion to vector-valued cases, in which the functions take values in a Hilbert space, and the kernel takes values in the bounded linear operators from one Hilbert space to another. We rapidly present these generalizations here; as it turns out only some notational changes need to be made. We will then give an important application of this generalization, namely the Littlewood–Paley inequality.
Let
be a Hilbert space. For
, we let
be the space of measurable functions
such that

where of course we identify functions which agree almost everywhere as before. We also define

in the usual manner. One can (rather laboriously) rederive most of the scalar

theory to this vector-valued case (mostly by replacing absolute values with

norms, and any scalar form

with the inner product

). For instance, one can verify the duality relationship

whenever

and

. Also, the real interpolation theory continues to be valid in this setting (the basic reason being that the layer-cake decompositions, which depend only on the magnitude of the underlying function, continue to be valid).
Observe that if
is absolutely integrable on some set
, thus
, then one can define the vector-valued integral
in several ways, for instance by using duality

In particular, for locally integrable vector-valued functions

, we can compute averages

for balls or cubes

.
Let
denote the bounded linear operators of
to
, with the usual operator norm.
Definition 42 (Vector-valued singular kernels) Let
be Hilbert spaces. A singular kernel from
to
is a function
(defined away from the diagonal
) which obeys the decay estimate 
for
and the Hölder-type regularity estimates 
and 
for some Hölder exponent
.
Definition 43 (Vector-valued Calderón–Zygmund operators) A Calderón–Zygmund operator (CZO) from
to
is a linear operator
which is bounded, 
and such that there exists a singular kernel
from
to
for which 
whenever
is compactly supported, and
lies outside of the support of
. Note that the integral here is an absolutely convergent Hilbert space-valued integral.
One can then repeat the derivation of Corollary 14 more or less verbatim to show that vector-valued Calderón–Zygmund operators continue to be bounded from
to
with bound
. Note that the constants never depend on the dimension of
and
, and indeed this dimension may be infinite.
An important application of vector-valued Calderón–Zygmund theory is the Littlewood–Paley inequality.
Proposition 44 (Upper Littlewood–Paley inequality) For each integer
, let
be a bump function adapted to an annulus
. Then for any
and
we have 
and for any
for
we have 
where the sum in the left is conditionally convergent in
.
Proof: By monotone convergence it suffices to prove the claim assuming that only finitely many of the
are non-zero. (This step is not strictly necessary, but it lets us avoid unnecessary technicalities in what follows.) It suffices to prove the first claim, as the second follows from a standard duality argument.
We consider the vector-valued operator
defined by

thus

Since

, we quickly see from Plancherel’s theorem that

is strong-type

with operator norm

. Next, we observe that

has a vector-valued kernel

where we identify such vectors with operators from

to

in the obvious manner. But as in the proof of the Hörmander–Mikhlin multiplier theorem we have

and

from which we easily verify
(15),
(16),
(17). The claim then follows from the vector-valued analogue of Corollary
14.
Corollary 45 (Two-sided Littlewood–Paley inequality) For each integer
, let
be a bump function adapted to an annulus
. Suppose also that
. Then for any
and
we have 
Proof: By density (and the preceding proposition) it suffices to prove this when
is Schwartz.
From the preceding proposition we already have the upper bound; the task is to establish the lower bound. Let
be bump functions adapted to a slightly wider annulus than
, which equal
on the support of
. Writing

we verify that

is also adapted to the same annulus as

, and that we have the partition of unity

. This leads to the identity

when

is Schwartz, and hence by
(18) we obtain

as desired.
The quantity
is known as a Littlewood–Paley square function of
. One can view
as the component of
whose frequencies have magnitude
. The point of the inequality is that even though each component
may individually oscillate, no cancellation occurs between the components in the square function. This makes the square function more amenable than the original function
when it comes to analyze operators (such as differential or pseudodifferential operators) which treat each frequency component in a different way.
Exercise 46 (Continuous Littlewood–Paley inequality) For every
, let
be a function obeying the estimates 
for all
, all
, and some
(independent of
). Conclude that 
for
. If we also have the pointwise bound
, improve this bound to 
— 5.1. An alternate approach via Khintchine’s inequality —
One can avoid dealing with vector-valued CZOs by instead using randomized signs as a substitute. The key tool is the following inequality, which roughly speaking asserts that a random walk with steps
is extremely likely to have magnitude about
, and can be viewed as a variant of the law of large numbers:
Lemma 47 (Khintchine’s inequality for scalars) Let
be complex numbers, and let
be independent random signs, drawn from
with the uniform distribution. Then for any

Proof: By the triangle inequality it suffices to prove this when the
are real. When
we observe that

since

has expectation

when

and

when

. This proves the claim for

. By Hölder’s inequality this gives the upper bound for

and the lower bound for

. Hölder also shows us that the lower bound for

will follow from the upper bound for

, so it remains to prove the upper bound for

.
We will use the “exponential moment method”. We normalize
. Now consider the expression

A comparison of Taylor series reveals the inequality

and hence

By Markov’s inequality we conclude

and hence (by the symmetry of the

)

The claim then follows from the distributional representation of the

norm.
Remark 48 It is instructive to prove Khintchine’s inequality directly for even exponents such as
.
Corollary 49 (Khintchine’s inequality for functions) Let
for some
, and let
be independent random signs, drawn from
with the uniform distribution. Then for any

Proof: Apply the above inequality to the sequence
for each
and then take
norms of both sides.
This gives the following alternate proof of Proposition 44. Once again we may restrict to only finitely many of the
being non-zero. Observe that for arbitrary choices of signs
, that the sum
obeys the homogeneous symbol estimates of order
. Thus by the Hörmander–Mikhlin theorem we have

for

. Taking expectations and using Khintchine’s inequality we obtain the claim.
Exercise 50 (Chernoff’s inequality) If
are complex numbers of magnitude at most one, establish the inequality 
for all
. (Hint: look at
for a real parameter
.)
Exercise 51 (Marcinkiewicz–Zygmund vector extension) Let
be a linear operator on
with operator norm
. Show that for any functions
we have 
(Hint: reduce to finite summation and use Khintchine’s inequality.)
Exercise 52 (BMO Littlewood–Paley inequality) For each integer
, let
; assume that all but finitely many of the
are non-zero. Let
be as in Proposition 44. Show that 
(It is possible to remove the hypothesis that finitely many of the
are non-zero, but then some care must be taken to define
; in particular it will only be defined modulo a constant.)
Exercise 53 (Zygmund’s inequality) For each positive integer
, let
be an integer with
, and let
be a complex number with
finite. Show that 
and in particular that 
for all
. Dually, for any
, show that 
and in particular that 
for all
.