Annals of Mathematics

Maximal Inequalities of Weak Type Author(s): S. Sawyer Source: Annals of Mathematics, Second Series, Vol. 84, No. 2 (Sep., 1966), pp. 157-174 Published by: Annals of Mathematics Stable URL: http://www.jstor.org/stable/1970516 . Accessed: 19/04/2013 01:07
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of weak type* Maximalinequalities

By S. SAWYER 1. Introduction

generalhypotheses, The mainpurposeof this paperis to showthat,under the inequality (1) Tnf(x) I ? >-] ? 02/)' m[{x: supl?n<,ol If(x) IJdx

of f(x) and X) followsdirectlyfromthe almostevery(here& is independent whereexistenceof the limits (2) . lim +OoTnf(x) to where the forf(x) e LV(X). Applications are given, and a generalization domainof {T.} is an F-space. areas in analysis. Indeed, the Inequality (1) occurs in many different on proof;the two conditions proofof (1) is oftena key step in a convergence one can In particular, Corollary 1.2). in (see many cases equivalent are {TJ} of somelimit(2) by calculating divergence oftenprovethe almosteverywhere (1) to be false. By a recenttheoremof E. M. Stein [19], (1) followsfromthe almost from Fourieranalysis. For of (2) in manysituations convergence everywhere linear operatorson example,let {TJ} be a sequence of translation-invariant space and 1 ? p < 2. groupor its homogeneous LP(G), whereG is a compact for all f(x) e LD(G), and each Then,if the limit(2) exists almosteverywhere' of L"(G), Steinprovestheexistenceof a constant in thenorm Tnis continuous SI such that (1) holdsforall X > 0 and f(x) e LD(G). Anotherexample of a in [4]. of this typeis contained theorem As an example,let
E
(a,

cos kx +

bk

sin kx)

be the Fourierseriesoff(x) e L1(O,2w),and define (3) Tnf(x)

7rk(ak

sin kx -

bk cos kx),

r = 1-1/n

* This paper is based on a doctoral dissertation written under A. Garsia at the California Institute of Technology. Continuedwork was done at the Courant Institute of Mathematical Sciences, New York University,under Grant NSF-GP-3465. I Or, more generally, if lim supn.,. I Tnf(x)I < co almost everywherefor each f(x) in Lr(G).

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S. SAWYER

Then, by a result of Privaloff [22, p. 252, I], the limit (2) exists almost everywhere. The limit function f(x), called the conjugate function of f(x), is in general not integrable, but by a result of Kolmogorov [12] there exists a constant K such that

(4)

m[{y:if(y)i

}]?K/

I f(x) I dx

for all f(x) e L'(O, 2w) and X > 0. Since this would be a corollary of
I f(x) I dx _ K

I f(x) I dx

if it were true, inequality (4) is called an inequality of weak type. In general, if S is any operator on LP(X), it is said to be of weak type (p, p) if there exists a uniformconstant f such that

(5)

m[{y: I Sf(y) I > }1?] &_ /XPl |I f(x) IPdx

for all f(x) e LP(X) and x > 0. Actually, the proof of Kolmogorov yields the maximal inequality (1) for p = 1, 2 = K; both this result and (4) follow from Stein's theorem. The Hardy-Littlewood inequalities [22, p. 29, I], in conjunction with the Lebesgue theorem, would be another example. These inequalities also arise in probability, in situations where there is no compact group structure. For example, let {Jx}be a sequence of independent and identically distributed random variables on a probability space (X, 2, P). Assume {Jx} have been normalized to have mean zero and variance one, and let {an} be a numerical sequence with E a2 < Ao. Then, by a result of Kolmogorov [13, p. 236], the series E anxo converges almost surely, and also P(sup, I E for all X > 0. If we set
(6)

aX, I ?)

? 2/ X

an
i

Tn(f) = E

XkE(fXk)

the maximal operator T * (f) = sup, I Tn(f) I is then of weak type (2, 2). As another example, let w(x) be a mapping of a finite measure space transforma(X, 2, m) into itself. Then, w(x) is called a measure-preserving tion if forany set A e 2 and B = w-1(A), the set B E 2 and satisfiesm(B) = m(A). If w(x) has the additional propertythat m[(A - B) U (B - A)] = 0 can only occur if either m(A) = m(B) = 0 or m(A) = m(B) = m(X), then w(x) is called theorem [8, p. 18], [13, p. 410] for an ergodie transformation. The Birkhoff ergodic transformationsstates that if

( 7)

T f(x)

f(x) + f [w(x)] + n

+ f[wn-1()]

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MAXIMAL INEQUALITIES

159

thenlim T,,f(x) foranyf(x) in L'(X). The fdx/m(X)almosteverywhere key step in the proofsof this fact is the maximal ergodictheorem, which implies(1) forn = 2 and 1 < p < cA. (See ? 5 forotherexamples.) It is instructive to look at example(6) in greaterdetail. By the consistencyprinciple [13, p. 93], we can assume X to be the infinite product space ]I R for real line R, 2 the Borelfieldof X, and that {Jx}are the coordinate functions of X. Then,if w(a) is the unilateralshifton X, forf(a) e L2(x) and
g(a) = f-w(a)),
Tf(w (a)) =
-

, (w X((a))

E(fx,)

(8)

1 Xk+?(a)| f(w(a))xk(w(a))dP T,+lg(a)

sinceE(gx1)= E(g)E(x1) -- 0. Hencethelinearoperators {Tj} inboththisexample and in (7) commute, or nearlycommute, with some ergodictransformation of themeasurespaceX. This class wouldalso includetranslation-invariant linear operators on the unitcircle,since translation byan irrational (mod2w)defines an ergodictransformation. But manycompact groups,forexampleany nonabelian one, admitno ergodictransformations of thisform. However,a commonhomogeneity principle is involved, whichwe will now describe. To be precise,let (X, 2, m) be a fixedmeasure space with m(X) = 1. of LP(x) intomeasurable Now, let {T.} be a sequenceof lineartransformations functions on X, suchthateach T. is continuousin measure;thatis, suchthat II - f IIP 0 in LP(X) implies Tnfm(x) T.f(x) in measure for each n. DefineT *f(x) = T*(x, f) = sup, I T.f(x) I for f(x) in LP(X), and let w(x) be a measure-preserving transformation on X. Then,thesequence{T.} shallhere be said to commute with w(x) if T*(w(x), f) < T*(x, g) almosteverywhere foreach f(x) e LP(X) and g(x) = f(w(x)). Note that in (8), the sequence{TJ} commutes withthe unilateralshift, althoughnoneof the individual operators do. Tn on X, transformations Now, let 2 be a collectionof measure-preserving is closedundercomposition.Then, X will be called an whichforconvenience a set A E 2 is fixed(i.e., A = Aw = w`(A) ergodicfamily2 on X if whenever modulonull sets) by every w(x) e X, then either m(A) = 0 or m(A) = 1. If on X, the sequence{T.} commutes of someergodicfamily witheverymember it will be called distributive on X. Examples of distributive sequences would be any sequenceof operators on X, or a sequence of with a given ergodic transformation commuting
-

See also Kakutani [11], and the remarks after Lemma 1 in ?2.

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160

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on a compactgroupor its homogeneous linearoperators translation-invariant one) byrationalson theunitinterval (modulo space.3 As theset oftranslations noreven need containno ergodictransformations indicates, an ergodicfamily theorem The contains Stein's, infinite following transformations of order. any result,appliesin the examplesof (6) and (7), and will be provenin ? 3. on LP(X), where each TV is continuous in measure, and maps LP(X) into measurable functions on X. Then, if 1 < p <2, and if T *f(x) = for each f(x) in LP(X), there exists sup, I Tnf(x) I < oo almosteverywhere a uniformconstant&2such that (9)
< ? m[{x; sup. I Tnf(x) >x-}] 2/vXP If(x) IPdx THEOREM1. Let {Tj} be a distributive sequence of linear operators

for all f(x) e LP(X) and X > 0. that any translation1 (withTo = T) wouldimply In particular, Theorem an inequality linearoperator on LP(O,2w)(where1 < p ? 2) satisfying invariant of the form Tf 1?,_IIf lip 11 of the form mustalso satisfyinequalities Tf 11 _C, lf I, all s >

of such T.) (See [10, Th. 3], and [19, Th. 9] fora characterization ous linear transformations on LP(X), where1 ? p < 2. Then, either T* is almost everywhere for every f(x) in of weak type (p, p), or T *f(x) =0 LP(X), with the possible exceptionof a set in LP(X) of the first (Baire) category. [1], [6, p. 332], Corollary 1.1 withthe Banach theorem Indeed,combining
we obtain COROLLARY 1.2. Let {Tj} be as in Corollary 1.1, with the additional
limn-+00

sequenceof continuCOROLLARY 1.1. (See ? 4). Let {Tj} be a distributive

assumptionthat
(10)

Tnf(x)

exists almost everywhere for each f(x) in a dense subsetof LP(X). Then, the operator T* is of weak type(p, p) if and only if the limit (10) exists almosteverywhere for everyf (x) in LP(X). 3 For, assume AO= A modulo null sets for every g e G and some set A e 2. Thus
tion of A, and
XAg(X) = XA(X) = XA =

almost everywhereon X x G, where XA is the characteristicfuncXA(xg) const. almost everywhereby Fubini's theorem.

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MAXIMAL INEQUALITIES

161

Remark. If {T,} is as in Theorem1, the inequalities

(11)

T*f(X)rdx _<&2rIAf(x)

Irdx ,

p< r<

2,

1 and interpolation [22, p. 111, II], sinceeach To is also followfromTheorem in measure In the {T,} must be uniformly r. particular, continuous foreach boundedin operator normforeach r, p < r < 2. While inequality(11) does notextendin generalto p = r, if p < 2 we have that (12) m[{x: T *f(x) > -}] - a(l/?) as X forany individual f(x) e LP(X). [Proof.Since T * is also of weak type(2, 2), (12) occursfora densesubsetof LP(X).] Examples of (11) and (12) wouldbe the resultof Titchmarsh f(x) of anyf(x) e [21] that the conjugate function L1(O,2wr) satisfies mj{y: If(y) I > =] (/X) as well as the Riesz inequalitiesII f I IP ? sp IIf IIpfor1 < p < Oo. In Theorem1 the condition1 ? p ? 2 is essential; Stein gives counterexamplesfor all p > 2. However, if the individualoperators{T"} are nonimplies Tnf(x) _ 0 negative,i.e., if foreach n, f(x) _ 0 almost everywhere can be removed,and we even get a result almosteverywhere, this condition but not in forp =c . Note that the operators {Tj} in (7) are non-negative (3) or (6), whileinequality(13) is in generalfalse for{Tj} as in (3) or (6). sequenceof continuous-in-measure THEOREM2. Let {To} bea distributive linear transformations of L"(X) intomeasurablefunctionson non-negative almosteverywhere X, where1 _ p < a. Assumefurtherthat T*f(x) < e for each f(x) LP(X). Then, if p < XD, T* is of weak type (p, p), and in any eventthereexists a constantD2such that (13) for all f(x) e L-(X).
1 |

T *if Iloo_~ 21 1f Iloo

(This will be provenin ? 3.)

of Theorem morestrongly, we can get a formulation Using distributivity 1 foran arbitrary F-space.4 Let {T,} be a sequence of continuous-in-measure on a unit lineartransformations functions of an F-space E into measurable on X. transformation measurespace X, and let w(x) be a measure-preserving The sequence{Tj} will now be said to commutewith w(x) if foreveryf C E, thereexists someg e E whichsatisfies
An F-space is any complete metric linear topological space with a metric of the 4. form p(f, g) = (f- g) = IIf-g I 1, where IIf II is the norm of E. See e.g. [2, Ch. III] or [6, Ch. II].

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162

S. SAWYER

and T*(w(x), f) ? T*(x, g) almosteverywhere, g 11 f1H (14) 11 = 11 on X whereIIf II is the normof E. As before,{Tj} will be called distributive if it commutes withthe members of an ergodicfamily on X; then
THEOREM 3. Let {Tj} bea distributive sequenceofcontinuous-in-measure linear transformations of an F-space E into measurable functionson X, such that T *f(x) < almosteverywhere f e E. Then,thereexists for every a constant 52such that

(15)

m[{x: T *f(x) > -4] ? 211 1/X f II

for everyX > 0 and f C E, whereI f II is the normof E.5 a condition This is a muchstronger resultthan wouldbe possiblewithout 1 for p = 1, and gives like distributivity. For example,it containsTheorem the analogous result for E- LP(X) and 0 < p < 1. (Due to the weakerdeTheorem 3 is even stronger finition of distributivity, here.) In the range 1 < the set of all is similarto (9) but weaker. Alternately, p < 2, the conclusion measurable functions on X is itselfan F-space, with almosteverywhere finite respectto the norm
1 If(x) I dx . IIfKl 8X I + If(x)I

is the same as in its topology This F-space we will call L0(X); convergence in measure. Inequality(15) now takes the form convergence
f(x) I - dx . ~+jIf(x)jI Example. Assume(X, 2, m) is non-atomic. Then,forany ergodictrans0 < Rn i , thereexists formation w(x) on X, and any sequence of constants If no f(x) e L0(X) such that foralmosteveryx E X, f(wn(X)) # O(Rn). [Proof: satisfiesinequality(16) forsome suchf(x) exists,then Tnf(x) f(Wn(X))/Rn fixed constant&2,by Theorem3 and ? 4. In particular,m(T*f(x) > 0) ? < f I > 0) for every f(x) in L0(X), and f(x) = XA(X) impliesm(UAWn) &2m(I nm(A) foreveryA e 2. Hence w(x) is notergodic.] As anotherexampleof Theorem 3, using (16) with Tn = T, we can show linear operator THEOREM7. (See S 5.5.) If T is a translation-invariant such that into on measurable of L1(0,2w) functions (0, 2w), f,(x) -f(x) almost everywhere always implies Tf,(x) Tf(x) in measure, then T is a finite linear combination of translations;i.e., (16) m[{x: sup, I Tnf(x) I > -}] _ S

Tf(x) =

1 akf(x +

xk)

5 This contains a similar result in [19], which applies to certain translation-invariant Banach spaces contained in L1(G).

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MAXIMAL INEQUALITIES

163

for every f(x) in L'(0, 2w) and fixedconstantsa,, a2, * , aN, x1, x2, * * *, XN Similarly,Theorem8 in ? 5.5 characterizesthe continuoustranslationinvariant linearoperators on LP(O,2w)for0 < p < 1. Furtherexampleswill be given in ? 5. The proofs of Theorems 1-3 take of ergodicfamiliesthat are derivedin ? 2. up ? 3, and draw uponproperties In thefollowing, set equalitiesand inequalitieswillusuallybe in thesense of modulonull sets. Some of the above results, i.e., a weaker versionof Theorem 1 and its have been previously corollaries, in [17]. announced
2. Ergodic families, and another lemma

Let T be a collectionof measure-preserving transformations on a unit measurespace (X, ?, m), whichwe assume is closed under composition. We recall that T was defined to be an ergodic on X if foreveryA C 2 with family 0 < m(A) < 1, there exists w(x) E T such that m(A n Aw) < m(A), where Aw - w-'(A) ={x: w(x) e A}.
LEMMA1. Assume Y is an ergodicfamily. Then, for any two sets A, B e 2 and 0 > 1, one can choosew(x) e 1F such that (21) m(B n AW) ? Om(A)m(B) .

GivenA, B and 0, assume no such w(x) exists; in particular A and B have positivemeasure. If nowf(x) =XA(W(X)) forsome w(x) in 2, whereX4is the function characteristic of the set A, we have (a) |f(x)dx E (b) |f(x)dx B
?

m(A) Om(A)m(B).

Now, define Q as the closedconvexhull in L"(X) ofthe set ofall funettios of in the formXA(W(X)) forw(x) T. Everyfunction f(x) in Q also satisfies (a) and (b), and if g(x) = f(w(x)) forw C 2, then g(x) also belongsto Q (T was closed undercomposition). Now, Q is a closed convex subset of the Hilbert space as such a uniqueelement it contains q(x) ofsmallestnorm[20, p. 2431. LI(X); But if r(x)- q(w(x)) forsomew E XF, r(x) is also in Q, and has the same norm as q(x). Thus, r(x) = q(x) almosteverywhere, and forany real number y and we conclude w(x) C TY,
E-

= {x: q(x) > yj}

{x: q(w(x)) > y} - (E2)W

Hence m(E,) - 0 or 1 forall y, and q(x) is essentially constant. By (a), q(x) is essentially a contradiction. the constant m(A), and (b) provides of Lemma 1 with0 = 1 is false. Remark. (1) In general, the statement

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164

S. SAWYER

However,if 2 is the set of righttranslations on a compact groupor its homogeneousspace, compactness allows us to push a to 1. The resultingtheorem is due to Calderon[22, p. 165, II], and can be obtainedby integrating (21) and applying Fubini's theorem. overthe groupconcerned (2) If i is the set of iteratesof a single ergodictransformation w(x) on X, a moreconstructive of Lemma1 can be found. For, givenany funcproof tionf(x) in L2(X),
f(x) + f(w(x))
+

f(wn-Ix))

fdx i5 f

in L2(x) by the mean ergodictheorem [8, p. 15]. In particular,

1/NEv m(B n AwU) m(B)m(A)

of Lemma forany sets A and B, and Lemma1 follows. Conversely, the proof 1 can be used to obtain a generalizedmean ergodictheorem, forby simple we show arguments
COROLLARY. Choose f(x) in LP(X) for 1 ? p <
&o.

Then, if 2 is an

ergodicfamily on X, the closed convexhull in LP(X) of theset {f(w(x)): w E '} contains theconstantfunctionq(x) = fdx. we also have a constructive (3) If T is countable6, proofof Lemma1, or equivalently ofthecorollary.Write2F {Wk}, and choosea sequenceofpositive constants {an} such that E al 1. Then, if we define
Af (x) = 1 'an f (w. (x))

forf(x) in L'(X), it follows a theorem from of Hopf[9] that,foreveryf(x) in

LP(X), 1 _ p < Io,
f(x)

+ Af(x) + A2f(x)+ *** + An-lf(X)

n

'

fd x

almost everywhere and in LP(X). Similarly,if we choose transformations {Wkn} at random out of T, with probability an of choosingwe at any choice, it follows a theorem from of Kakutani[11], (see also [15], [8]) that withprobabilityone,
f(x)
+ f(wkl(X)) + f(wkjwk2(X))

nfd

4+ f(wk1

...

Wk _1(X))

fdx

and in LP(X). In particular, it would followthat for almost everywhere almosteverychoiceof sequence {Wk,}, liminflw om(B n AWklwk2 ...Wkn)
?

m(A)m(B)

6 Or, indeed, as soon as X is separable, since an ergodicfamilyon a separable measure space must contain a countable ergodic family.

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MAXIMAL INEQUALITIES

165

whereA and B are as in Lemma1. is a sequence LEMMA 2. Assume T is an ergodicfamily. Then, if {An} of measurablesets such thatE m(An)= 0, thereexists a sequenceof transformations{wl} - 2 such that
(22)

- 1 m(U` Awn)

all N.

That is, such that w,(x) E Aninfinitelyoftenfor almosteveryx in X. Let {An}c 2 be any sequenceof sets. Then, by Lemma1 and induction, we can choosetransformations {w4} ' F such that forall N,
m(Aw1fnA2W2n

where{Ok} is anysequenceofconstants withOk > 1. Thus,if fI m(Ak) 0 and O is a null set. By complementation, Ok converges, f Awnthen,given any sequenceof sets {An}withE m(An)= o, we can choose{Wnj} C 2 such that UAwn has full measure. We then choose integersNk and transformations n f such that
m(UNk+'Awn) >

AnNN) ? fl.

0102

NllNm(Ak),

1/k2

1, 2,

from which(22) follows. The following lemmawill be neededin ? 5.

LEMMA 3. Let {fn(x)}bea sequenceofnon-negative integrable functions on X, havingthesame distribution functionF(X) = m [{x: fn(x)> X}]. Then, for any p > 1,

(23) If gn(x) However,

|

El

f(x

<

almost everywhere.

max {ng if and onlyif E gn(x)"/n" < o. f(x,)}, then(23) is finite

1

gg(X)P

dx - ? 1 + p
_

1/np
00

XPdF(X) - nPF(n))
Y+1

1i/p
@

xP-'F(X) dx
dy dx

up+ p

Xp_1F(X)\

<

If {fn(x)} is a sequence of identically distributed functions in LO(X), where 0 < a < 1, then
COROLLARY.

lim lin n-?o

fl(X)

f2(X)

+ I/a

fn(X) +-1--

almost everywhere .

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166

S. SAWYER

3. Proofs of Theorems 1-3

3. We beginwiththe proofof Theorem

PROOF OF THEOREM3 The key idea here is the use of Rademacher func-

tions as in [19]; the proofis similarand is repeatedforcompleteness.We (for (see e.g. [22, p. 212, I]) are defined functions recall that the Rademacher ..--is binary the almost every 0) by rn(O) 2sn-1, where a *l expansionof 0. For fixed 0, then, the sequence {rj(O)} could representa sequenceof random choiceof signs; indeed,it can be shownthat an arbitrary will convergealmost everywhere if and partialsums of the seriesE anrn(O) 3 dependson the following lemma, onlyif L a < o. The proofof Theorem result [22, Lemma8.3, p. 213]. (See which followsdirectlyfroma standard also [4].) LEMMA 4. Let {an} be an infinite matrix of real numbers, where
. 2

supmIn a..n
00

0,

for each m,

but an*= sup, I an I < I

E

for every n. Then, if Zna',"n <

SUPm

amnrn(O)I

almosteverywhere.

of Theorem 3. Then, if no Now, assume {TJ} satisfiesthe hypotheses &2exists such that (15) is valid forevery f and X,theremust uniform constant such that exist elements{f -} E and positiveconstants {JX}
(3.1)

T*fn(x)> Xj}] > n3 1 /X fin mn[{x: I

X, = n. Thus, Since f., X. enter(31) onlyin the ratioI/X.f., we can presume ? n I/n l f I by the triangleinequality, m(T*f(x) > n) ? n2I fnI since I f _ for all n. In particular E IfnII < and, by repeatingelementsin the sequence {f.}, we createa new sequence {f.} such that
00

(3.2)

m[{x: T*f.(x) > Rn}] =0 E

II fn || <
0

and it commutes withthe members whereR. o-* C Now,since{TJ}is distributive, of an ergodicfamilyY on X, and by Lemma2 and (32) thereexists {we}? 'Y > R_ infinitely oftenforalmosteveryx E X. Hence, if such that T*fn(wn(x)) c E satisfies commutation condition (14) withrespectto {f.} and {wn}, the {gn}
(3.3) sup, T*g,(x) = oo
gin 1
<
0.

almost everywhere

and
El1

in E. Thus, foreach m and 0, By (33), E g. and all of its subseriesconverge

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MAXIMAL INEQUALITIES

167

in measureon X. Hence it converges in the series E rj(O)Tmgn(x)converges = Nk = 1), and there exist integers space M X x (0, measureon the product
Nk(m) I such that Tmgn(x) rn(O) CXD convergesalmost everywherein M. Now, by (33), supm,n I Tng.(x) T*gn(x) = SUpm I Tmngn(x) whileby hypothesis almosteverywhere, I < &o almost of convergence everywhere for each n. Finally, by the almost everywhere series,we have E Tngn(x)2< statedresulton Rademacher (34) and a previously foreverym. Hence by Lemma4, almosteverywhere (3.4) sup. I A Tgns(x)rn(O)I
0

Nk

almost everywhere in M,

-o almosteverywhere on X foralmostevery0, which and T*[ rn(O)gn](x)= Thus, inequality(15) must have been satisfiedfor some is a contradiction. uniform constant Si.

3 to obtainTheorem1. The key step is the inequality of Theorem

I

as in [19],we can modify the proof PROOF OF THEOREM1. By proceeding

anrn(?)

IX

an
00.

< p < 2

PROOF OF THEOREM

2. Assume p <

Then, if T* is not of weak type

(p, p), as in the proofof Theorem3, we choose {gj(x)} ' and gn(x) > 0 almosteverywhere
supNT*gn(x) =0

P(X) such that

almosteverywhere,
00

(3.5)

Z7t

gnZ(x)P dx <

- g) (x) ? 0 almost Define g(x) = (a g(x)P)1IP. Then g(x) E LP(x), and Twn(g almosteverywhere, all forall m, n. Hence 0 _ Tngn(x)_ Tmng(x) everywhere

m, n, and T*g(x) =0 type(p, p).

Now, if
-

almost everywhere by (35). Thus T* was of weak

M ? g(x) ? M for some g(x) E L-(X) and some constant M, by we have - MTn1(x) ? Tng(x)< MTn1(x) forall n and 1(x)= non-negativity < MT*1(x), and T*g(x) < 11 ? M I Tn1(x) ? gI 1. Thus I Tng(x) < l.T*1(x) almost

foreveryg in L-(X). It onlyremainsto provethat the function everywhere constant Si. But, if {T"} equal to a (finite) h(x) = T*1(x) is almosteverywhere transformation commutes withthe measure-preserving w(x) on X, it follows and every that h(w(x)) = T*(w(x), 1) < T*(x, 1) = h(x) almost everywhere, set of the form A ={x: h(x) > X} is fixed by w(x). Since {Tj} is distributive, almost everywhere by hyh(x) is essentiallyconstant,and h(x) = i < pothesis.
00

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168

S. SAWYER

4. An alternative

lineartransformations Let {To} be a sequence of continuous-in-measure measure space X, e.g., as on a unit of an F-space E intomeasurablefunctions for all fa E, the in Theorem 3. Then, if T*f(x) < o almost everywhere and we obtain in measure, impliesthat T* itselfis continuous Banach theorem 1.2. In general,ofcourse,we will nothave T*f(x) < resultslike Corollary of X. but we do get a partition almosteverywhere,
00

THEOREM4. Assume {To} is as above. Then,thereexistsa decomposition X= X0 U X1 of the measure space X, dependingonly on the sequence {T.},
00 00

such that on X0for every almosteverywhere fG E, (i) T*f(x) < on X1for everyf E E, with theposalmost everywhere (ii) T*f(x) category. the E a set (Baire) first in of of exception sible forall f in a Remarks. (1) Thus, if lim Tnf(x) existsalmosteverywhere in Xo forall f E E, but in almosteverywhere densesubsetof E, it converges of the x E X1. This form foralmosteverywhere generaldivergesunboundedly is due to Saks 116]. theorem transformation with a measure-preserving (2) Assume {T,} commutes w(x) on X. Then,foreveryf E E thereexists g E E such that T*[w(x), f ] ? and w(x) mustfixbothX0 and X1. In particular, T*(x, g) almosteverywhere, on X, either m(Xo)= 0 or m(X1) 0, which is the if {T,} is distributive of Corollary 1.1. content
almost everyPROOF OF THEOREM 4. First, we claim that, if T*f(x) on almost whereon A forsomef E E and A E 2, then T*g(x) =0 everywhere
00

in E. For all N > category of a set of the first A forall g in the complement 1, define
KN

{f

+T*f(x)

dx ? (1- 1/N)m(A)},

) = 1 and assume m(A) > 0. By Fatou's lemma, each set KN is closed. Since U KN is preciselythe set of all f E E such that where we interpret00/(1 +
00

on a set of positivemeasurein A, it only remainsto show that T*f(x) < dense;i.e., excludesa dense set. However,if T*f1(x) each set KN is nowhere in particular, the expression almost everywhere on A, and T*fi(xo) =0
00

T*(f + af1) (x0) = sup. I Tnf(xo) + aTnfj(x0) I

forat mostonevalue ofa, 0 < a ? 1. Hence by Fubini's theorem can be finite on A for almost every value of a, almost everywhere T*(f + af1)(x) =0 on A} is at least dense almosteverywhere 0 < a < 1, and Q = If: T*f(x) =

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MAXIMAL INEQUALITIES

169

in E. Hence it is a residual set in E. Finally,let 2S be the collectionof all measurablesets A C X such that in A forsomef E E. Since a countable almosteverywhere interT*f(x) = sectionof residualsets is a residual set, 20 is closed under countableunion. Thus, if q = sup m(A), A E 20, exists X1E 20 suchthat m(X) = q. The sets X - X - X1 and X1 then -there providethe requireddecomposition. almosteverywhere Remark. If T*f(x) < f in a densesubsetof E, the category in E, also showsthat, exceptfora set of the first above argument (4.1) sup, Tnf(x)
=0

inf Tnf(x)

=-

in X1 foreveryf E E. almosteverywhere
5. Example

on a unit measure space 5.1. Let w(x) be an ergodic transformation

(X, 2, m), and for an infinitematrix {Unk} define (5.1) TJf(x) = unof(x) + un1f(w(x)) +
*.

+ unnf(wn(x))

almosteverywhere for all f(x) in a set of Then, if limsupnr.I Tnf(x) I < in L'(X), the operator T* is of weak type(p, p) for 1 < the secondcategory p ? 2. Inequalitiessuch as (5.2) T*f(x)Pdx ? Q p

f(x) lPdx, f I log' If I dx + 22

< p < 2,

< T*f(x)dx ?2i1j

follow by interpolation.In particular,if Tf(x) = lim Tf(x) exists almost these infor all f(x) in L'(X), the limit operatoralso satisfies everywhere equalities. if unk = 1/(n + 1), thenlimTf(x) For example, fdx almosteverywhere that every concould imply theorem;the above information by the Birkhoff of this natureis the result of a maximalergodictheorem. vergencetheorem

and [18]) provideotherexamples. Remark. (1) If T* is of weak type(1, 1), where{TJ} is as in (5.1), and arguments transformation, thenbyapproximation ergodic w(x) is an invertible t8, p. 77] the same weak-typeinequalityholds for any measure-preserving the weak type constantA, as in (1), is transformation w(x). In particular, the inequalities(5.2) holdfor all w(x) on of w(x), and (similarly) independent

the variousweighted-mean theorems ergodic (see e.g. [3], [5], [7], Similary,

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170 X with the same constants {i2r}.

S. SAWYER

sequence of complex 5.2. Multipliers. Let {JX} be a two-wayinfinite G we ? co. Then, say {Xn} M,,q if for everyf(x) in numbers,and 1 _ p, q a Xneinx is the Fourier L~(0, 2w) with Fourier series inx the series f (x)e {Xn} M, (,ifforevery g(x) E Lq(O,27w).Similarly, seriesofsomefunction in measure converges series E anXneinx inx L(O, 27w),the transformed E ane (thus Mp,q < Mpofor all q, see e.g. [22, p. 267, I]). Finally, {Xn}G Mpq- if for belongsto Lq-1(O, 27w) E anXneinx g(x) and each limitfunction {IX}G MP,0

everys > 0. sequencessuch as the above have been studiedformanyyears Multiplier linear translation-invariant the continuous (see e.g. [101);theyare essentially everywhere almost on LP(O,27w). We also remark[14] thatanyfinite operators (and as the almost everywhere can be represented function and measurable in series; thus the convergence hencein measure)limitof sometrigonometric measureof a single series E anXneinximpliesnothingin general about the g(x). In contrast limitfunction M2,2.
cM, MpO=M,2 THEOREM5. For 1 < p _ 2,M MP, = Mp,_. For 2 < p _
PROOF.

If {JX}e Mp each operatorT~f(x) =LNaflXneinx is evidently in in measure on LP(O,27w),and each series E anXneinx converges continuous in measure Tf(x) = E anXneinx is continuous measure. Hence thelimitoperator = = and MNI0 M2,2 MS,2 forp > [6, p. 54, 3291. In particular, {JX}is bounded, 1, and 2. For 1 ? p < 2, the operatorT is of weak type (p, p) by Theorem 5 is best possible,in several respects. For example, Remark. Theorem = the sequence Mn i sgn n (thus Tf = f; see (3)) impliesthat the equality and foranyp > 2 thereexists Xn + 1 such cannotbe improved, M10 = M1,1_ ( forany s > 0. that {Xn}G MP,2 but {an} Mp,2+? whose functions I] 5.3. It is known [22,p. 310, thatthereexistsintegrable (or evenbe bounded)at a singlepoint. It then Fourierseriesfails to converge
follows from Theorem 4 (with TJf(x) being the

GMPa_ {xn}

with divergesalmosteverywhere, Fourierseriesof everyintegrablefunction the exceptionof a set of the firstcategory in L'(0, 27r). Similarly,if the is in L2(0,27r) in a set of the second category Fourierseriesof everyfunction measure, eitheraboveorbelow(see (41)) on a set ofpositive from evenbounded, for convergence the almosteverywhere of M. Luzin predicting the conjecture wouldfollow. everyL2-function on a unit measure space 5.4. Let w(x) be an ergodic transformation

nth

partial sum) that the

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MAXIMAL INEQUALITIES

171

(X, A, m). Then, for any non-negative measurablefunction f (x) on X with

fdx = DOa,
limnCO

f(x) + f (w(x)) +
O

*.

f (w n-(x))

-=

almosteverywhere

Hence the usual Birkhoff theoremabout the convergence of these averages does not hold in the spaces LO(X), 0 < a < 1. However, according to the corollary to Lemmain ? 2, we do have
lim*. f (x) + f (w(x)) +
limn-o

... n1/a

+ f (wn(x))

0 ?

almost everywhere

foreveryf (x) E Lo(x).7 As the next theoremindicates,this is the best that we can do.
THEOREM6. Let w(x) be an ergodic transformation on a non-atomic unit measure space (X, 2, m), and let {JX} be a sequence of non-negative

constantssuch that supX = oo. Then, if a satisfies0 < a < 1, thereexists non-negative f(x) E LO(X) such that (5.3) lim (w(x)) + +... Px vf -1W
y l supxn)+; @ f(53) (w-Coxn-o

almost everywhere.

E-1 Let T f(x) = Xnn-l1a thus {TJ} is distributive on >f(Wk(X)); X. If there exists g(x) E La(X) such that T*g(x) = o almost everywhere, thenf (x) = I g(x) I satisfies (5.3); but if no such g(x) exists,thenby Theorems &i such that 3 and 4 thereexists a constant

PROOF.

(5.4)

m[{x: T*f(x) ? X}] ?

2/Xa

5i f (x) ladx

foreveryf (x) in Lc(X) and X > 0. Now, sincew(x) is ergodic, foranyinteger n thereexists a set A E 2 of positivemeasuresuch that family {A, AW, ***, Awn}is pairwise disjoint.8 Thus, f(x) -XA (X) implies T*f(x) > Xnn-llaXB(X)=
Tnf (x), where B

=Un-' Aw', and by inequality (5.4)

n m(A)
-

with X -(1/2) Xnn-1a,

m(B) ? 2a02n/Mm(A).

Hence Xn< 2Mla.

7

But

could vanish excepton a very Note that bothin (5.3) and below,the {JX}
the inequality This also follows of coursefrom
1/nl/a En| f(Wk(X))

is unbounded; thus (5.3) must occur. {Mn}

I-

(1/n yEl f(wk(x)) Ia)la

and the Banachtheorem. 8 Assume0 < m(B) < 1/nand let A B- U nBWk. If n(A)= 0, thenB C U nBWk 0 < m(C)< 1, C-t= C. Thus m(A)> 0, = Cw and C C U Bwn'', UnBtk implies UoBWk but also Awli Bw- - Bwi C X -- Aw' for 0 < X < j < n.

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172

S. SAWYER

sparsesubsetof the integers. Also, as above, 6.1. If {an} is a distinctsequenceof elements froma compact group G and {JX}, a are as before,there exists non-negative f(x) e La(G) such that
COROLLARY

lim SUPn o-n f (xal) + f (xa,) +

f(xan)

almost everywhere.

It is a well-known fact that lim O.f (wn(x))/n = 0 almosteverywhere for anyf (x) E L'(X) and measure-preserving transformation w(x). Conversely,
COROLLARY

Then,

6.2. Assume w(x) and Xare as in Theorem 6, and 0 < R, I.

f((x))

SUP

almost everywhere

for everyf(x) in L1(X) if and onlyif n = O(Rn). COROLLARY 6.3. For {an} as in Corollary6.1 and 0 < p < A, thereexists f(x) E LP(G) such thatfor almost everyx in G, f(xan) # O(n11P/log n). 5.5. THEOREM 7. Let T be a translation-invariant linear operator from into such on that measurable L1(0, 27w) functions (0, 27w), fj(x) f(x) almost
-

Tf(x) in measure. Then, T is a finite linear combinationof translations; i.e., T = E akTXk for Txf(y) = f(y + x) and constants{ah, Xm1} everywhere implies Tfn(x)
-

of Theorem PROOF. First, we remark that by the hypotheses 7, fn(x) continuous a f(x) in measureimpliesTfn(x) Tf(x) in measure. Hence T has extension to the F-space L0(O,27r)of all finitealmost everywhere measurable 1 and 3 that T is functions on (0, 27r).In particular, it followsfrom Theorems ofweak types(p, p) for0 < p ? 2, and theinequalityII Tf I? follows f I11 1 C If by interpolation 122,p. 111,II]. A standardresult122,p. 176,I] nowpredicts the existenceof a function of bounded variation such that C(O) on (0, 27r)

(5.5)

Tf(x)

2,1

f(x-

0) dpa(0)

forall f (x) in L1(O,27r). In particular, f (x) = x(,)(x) gives Tf (x) = p(x) -I), where pa(x) has been extendedin the obvious manner. Applying -c(x in L0(O,27r), 3 directly we deduceinequality(16) and a posteriori Theorem
(5.6) such that I ,(x)
-

mI{x: I C(x) (x-

,c(x - ')

> 0}] ?< At

Now, if C(x) has a jump of value j0 at x =x,

there exists a constant'2 > 0

It then follows

from (5.6) that C(x) has at most& jumpson (0, 27r). Thus the continuous part

'-) I > (1/2) ljo I for x0< x < x0+ '.

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MAXIMAL INEQUALITIES

173

(5.6), and it only remainsto prove that inequality(5.6) of C(x) also satisfies implies fora continuous pa(x)impliesthatpa(x)is constant. But if I x - y e () I (x) (,i
2 7r

pc(x) - p(x -a

I dx < -c m[Ix: I pt(x) -, p(x- r) ((x)dx

ah

j(x) dx - 1/ |

1/U

. I > 0}] < snlly

and

_s2 (p(x) - p(x - r2))dx ?

t(A) - C(O) I < 2e +

for all A and s. Hence C(x) is constant.

8. Assume0 < a < 1. Then, in orderthat T bea translationTHEOREM invariant linear operatorof L1[O, 27r]into measurablefunctionson [0, 27r], with the property that Ifn - f adx, 0 implies Tfn(x) Tf(x) in measure, it is necessaryand sufficient that T be of theform
-

Tf(x)- E7j
where ji = 0(1/ni/a)and
{an} C [O

f(x + a.)

27w].

from Lemma3 and the Banach-Steinhaus follows PROOF. The sufficiency (5.5), theorem we again obtaintherepresentation [6, p. 54]. For the necessity,
and let {jJ} be the jumps of 4a(x), arranged in order of decreasing amplitude. a y} ? An inequality of weak type (a, a) for T now implies card {n: i jn 2/y y ofTheorem and hencen ? &2/1 jn 1a. Thusj = 0(1/ml/a), and by thesufficiency ? s for all x, if 4a(x n) < 8, we can assume 4a(x) is continuous. But i 4(x)

then
2r

-(x (x) -I
0

n)

dx

m[{y:I (y) - a(y

=

n) i
1-a

x}jdx

< f~n |

~~~~~0dx

as in Theorem and a(x)is constant 7.

COURANT INSTITUTE, NEW YORK UNIVERSITY REFERENCES

1. S. 2. 3. 4. 5.

6. N. DUNFORD and J. SCHWARZ, Linear Operators, Part 1, Interscience, New York, 1958.

lineaires, Bull. Sci. Math. Sur la convergence presquepartoutdefonctionelles (2), 50 (1926),27-32 and 36-43. , Theorie des Operations Lin6aires, Chelsea, New York, 1955. withweighted averages,J. Math. Mech., 13 (1964),481theorem G. E. BAXTER, An ergodic 488. for almosteverywhere D. L. BURKHOLDER, Maximal inequalitiesas necessaryconditions Z. Wahrschein.,3 (1964),75-88. convergence, means,Bull. Amer. Math. Soc., 70 (1964), R. V. CHACON, Ordinarymeansimplyrecurrent 796-797.
BANACH, GARSIA

7. A.

and S.

SAWYER,

means, (to appear). with weighted On an ergodictheorem

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22. A.

fonctions, Fund. Math., 10 (1927), 186-196. 17. S. SAWYER, On inequalitiesof weak type,Bull. Amer. Math. Soc., 70 (1964), 637-641. 18. , Random weighted ergodic theorems, to appear. 19. E. M. STEIN, On limits of sequencesof operators, Ann. of Math., 74 (1961), 140-170. 20. A. E. TAYLOR, Introduction to Functional Analysis, Wiley, New York, 1958. 21. E. C. TITCHMARSH,On conjugatefunctions,Proc. London Math. Soc., 29 (1929),49-80.
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MENSHOW, Sur la representation des fonctions measurablespar des series trigonometrique,Math. Sbornik 9 (51) N. 3 (1941),667-692. 15. C. RYLL-NARDZEWSKI, On the ergodic theorems(III) (the random ergodic theorem), Studia Math., 14 (1954) 298-301. 16. S. SAKS, Sur les fonctionelles de M. Banach et leur application aux development des

11. S. KAKUTANI,Random ergodic theorems and Markoff processes with stable distribution, See. Berkeley Sym., 1950, 247-257. 12. A. KOLMOGOROV, Sur les fonctions harmoniques et les series de Fourier, Fund. Math., 7 (1925), 24-29. 13. M. LOEVE, Probability Theory, van Nostrand, Princeton,N. J., 1960.

8. P. R. HALMOS, Lectures on Ergodic Theory,Chelsea, New York, 1956. 9. E. HOPF, The general temporally discreteMarkoff process,J. Rat. Mech. Anal., 3 (1954), 13-45. 10. S. KACZMARZ,On some classes of Fourier series, J. London Math. Soc., 8 (1933),39-46.

14. D. E.

Trigonometric Series, 2nd ed. (in two volumes),CambridgeUniv. Press, Cambridge, 1959. (Received September 29, 1965)

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