Local Integrability of a Maximal Function

In summary, local integrability for a maximal function refers to the property of a function where the integral over any compact set is finite, allowing us to study the behavior of a function on a small scale. It is important because it allows us to define and analyze functions that may not be integrable on a global scale. The Hardy-Littlewood maximal function is a specific example of a maximal function that generates the local integrability condition. Some examples of locally integrable maximal functions include the Hardy-Littlewood maximal function, the Hilbert transform, and the Riesz transform. Local integrability is also related to the dominated convergence theorem, which is often used to prove the local integrability of functions by allowing the interchange of integration and limit under certain
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Let ##f## be a measurable function supported on some ball ##B = B(x,\rho)\subset \mathbb{R}^n##. Show that if ##f \cdot \log(2 + |f|) ## is integrable over ##B##, then the same is true for the Hardy-Littlewood maximal function ##Mf : y \mapsto \sup_{0 < r < \infty}|B(y,r)|^{-1} \int_{B(y,r)} |f(z)|\, dz##.
 
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Note $$\int_B Mf\, dx = \int_{B\cap (Mf < 1)} Mf\, dx + \int_{B\cap (Mf \ge 1)} Mf\, dx \le |B| + \int_0^\infty |B\cap (Mf \ge \max\{1,\lambda\})|\, d\lambda$$ by layer-cake representation. By the weak type (1,1)-estimate of the maximal function, the last integral is controlled by $$|(Mf \ge 1)| + \int_1^\infty \frac{C}{\lambda}\int_{|f| > \lambda/2} |f(x)|\, dx\, d\lambda$$ where ##C## is a constant. By Fubini's theorem the latter expression may be rewritten $$|(Mf \ge 1)| + C\int_{\mathbf{R}^n}\int_1^{2|f|}\, |f|\, \frac{d\lambda}{\lambda}\, dx = |(Mf \ge 1)| + C\int_B |f|\log(2|f|)\, dx$$which, in turn, is dominated by $$|(Mf \ge 1)| + 2C\int_B |f|\log(2 + |f|)\, dx < \infty$$Hence, ##Mf\in L^1(B)##.
 
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1. What is the definition of "local integrability"?

Local integrability refers to the property of a function to be integrable on a small neighborhood around a point, rather than over the entire domain of the function.

2. How is local integrability related to the concept of a maximal function?

The maximal function is a tool used in analysis to measure the "size" of a function on a given set. Local integrability of a maximal function means that the function is integrable on a small neighborhood around a point, which allows for the study of the function's properties in a local setting.

3. Can a maximal function be locally integrable but not globally integrable?

Yes, it is possible for a maximal function to be locally integrable but not globally integrable. This means that the function may be integrable on a small neighborhood around a point, but not over the entire domain of the function.

4. What are some examples of functions that are locally integrable but not globally integrable?

One example is the Dirichlet function, which is defined as 1 on the rational numbers and 0 on the irrational numbers. This function is locally integrable on any interval, but not globally integrable over the entire real line. Another example is the Cauchy distribution, which is a probability distribution that is locally integrable but not globally integrable.

5. How is the concept of local integrability used in real-world applications?

Local integrability is a fundamental concept in the study of functions and their properties. It is used in a wide range of applications, such as signal processing, image analysis, and data compression. In these fields, local integrability allows for the analysis of functions in a local setting, which can provide valuable insights and aid in problem-solving.

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