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The Calderón–Zygmund theorem

Statement

If a convolution operator TT is bounded on L2(Rn)L^2(\mathbb{R}^n) and its kernel satisfies the Calderón–Zygmund conditions ∣K(x)∣≤C∣x∣n,∣∇K(x)∣≤C∣x∣n+1|K(x)| \le \dfrac{C}{|x|^n}, \qquad |\nabla K(x)| \le \dfrac{C}{|x|^{n+1}}, then TT is of weak type (1,1), ∣{x:∣Tf(x)∣>λ}∣≤Cλ∥f∥L1\big|\{x : |Tf(x)| > \lambda\}\big| \le \dfrac{C}{\lambda}\|f\|_{L^1}, and consequently (by the Marcinkiewicz interpolation theorem, plus duality) TT is bounded on Lp(Rn)L^p(\mathbb{R}^n) for every 1<p<∞1<p<\infty.

Why is it true?

This single theorem explains why singular integrals — despite their kernels not being absolutely integrable — behave like ordinary bounded operators on almost every LpL^p space: the only casualty is the endpoint p=1p=1, where boundedness weakens from strong to merely weak type.

Proof sketch

Step 1 (Calderón–Zygmund decomposition). Fix f∈L1f \in L^1 and λ>0\lambda>0. Using a stopping-time argument on dyadic cubes (equivalently, the Hardy–Littlewood maximal function MfMf), split f=g+bf = g + b where the 'good' part satisfies ∥g∥∞≤Cλ\|g\|_\infty \le C\lambda and ∥g∥1≤∥f∥1\|g\|_1 \le \|f\|_1, and the 'bad' part b=∑jbjb = \sum_j b_j is a sum of pieces supported on pairwise disjoint dyadic cubes QjQ_j with mean zero, ∫Qjbj=0\int_{Q_j} b_j = 0, and total measure ∑j∣Qj∣≤Cλ∥f∥1\sum_j |Q_j| \le \frac{C}{\lambda}\|f\|_1 (this is exactly the weak-(1,1) bound for MM applied to the stopping cubes).

Step 2 (the good part). Since TT is bounded on L2L^2 and ∥g∥22≤∥g∥∞∥g∥1≤Cλ∥f∥1\|g\|_2^2 \le \|g\|_\infty \|g\|_1 \le C\lambda\|f\|_1, Chebyshev's inequality gives ∣{∣Tg∣>λ/2}∣≤4λ2∥Tg∥22≤Cλ∥f∥1|\{|Tg| > \lambda/2\}| \le \frac{4}{\lambda^2}\|Tg\|_2^2 \le \frac{C}{\lambda}\|f\|_1: the good part alone already satisfies the weak-(1,1) bound.

Step 3 (the bad part, off the doubled cubes). Let Qj∗Q_j^* be the cube with the same center as QjQ_j and twice the side length; the union ⋃jQj∗\bigcup_j Q_j^* has measure at most Cλ∥f∥1\frac{C}{\lambda}\|f\|_1 as well. Away from Qj∗Q_j^*, the mean-zero condition on bjb_j lets one subtract a constant from the kernel: Tbj(x)=∫Qj(K(x−y)−K(x−cj))bj(y) dyTb_j(x) = \int_{Q_j} \big(K(x-y)-K(x-c_j)\big) b_j(y)\,dy for the center cjc_j of QjQ_j, and the Hörmander smoothness bound ∣K(x)∣≤C∣x∣n,∣∇K(x)∣≤C∣x∣n+1|K(x)| \le \dfrac{C}{|x|^n}, \qquad |\nabla K(x)| \le \dfrac{C}{|x|^{n+1}} shows this difference is small enough that ∫(Qj∗)c∣Tbj(x)∣ dx≤C∥bj∥1\int_{(Q_j^*)^c} |Tb_j(x)|\,dx \le C\|b_j\|_1.

Step 4 (combine). Summing Step 3 over jj and applying Chebyshev off the doubled cubes gives ∣{x∉⋃jQj∗:∣Tb(x)∣>λ/2}∣≤Cλ∑j∥bj∥1≤Cλ∥f∥1\big|\{x \notin \bigcup_j Q_j^* : |Tb(x)|>\lambda/2\}\big| \le \frac{C}{\lambda}\sum_j \|b_j\|_1 \le \frac{C}{\lambda}\|f\|_1. Adding the measure of ⋃jQj∗\bigcup_j Q_j^* from Step 1, the bad part contributes O(∥f∥1/λ)O(\|f\|_1/\lambda) to the level set as well, and combining with Step 2 for the good part gives the full estimate ∣{x:∣Tf(x)∣>λ}∣≤Cλ∥f∥L1\big|\{x : |Tf(x)| > \lambda\}\big| \le \dfrac{C}{\lambda}\|f\|_{L^1}.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Tuomas P. Hytönen (2012). The sharp weighted bound for general Calderón–Zygmund operators · arXiv:1007.4330
  2. Elias M. Stein (1970). Singular Integrals and Differentiability Properties of Functions