Marcinkiewicz interpolation theorem
Marcinkiewicz' theorem is similar to the Riesz–Thorin theorem about linear operators, but also applies to non-linear operators.
Then f is called weak if there exists a constant C such that the distribution of f satisfies the following inequality for all t > 0:
The smallest constant C in the inequality above is called the weak norm and is usually denoted by ||f||1,w or ||f||1,∞. Similarly the space is usually denoted by L1,w or L1,∞.
(Note: This terminology is a bit misleading since the weak norm does not satisfy the triangle inequality as one can see by considering the sum of the functions on given by and , which has norm 4 not 2.)
Any function belongs to L1,w and in addition one has the inequality
This is nothing but Markov's inequality (aka Chebyshev's Inequality). The converse is not true. For example, the function 1/x belongs to L1,w but not to L1.
Similarly, one may define the weak space as the space of all functions f such that belong to L1,w, and the weak norm using
More directly, the Lp,w norm is defined as the best constant C in the inequality
for all t > 0.
Informally, Marcinkiewicz's theorem is
Theorem: Let T be a bounded linear operator from to and at the same time from to . Then T is also a bounded operator from to for any r between p and q.
In other words, even if you only require weak boundedness on the extremes p and q, you still get regular boundedness inside. To make this more formal, one has to explain that T is bounded only on a dense subset and can be completed. See Riesz-Thorin theorem for these details.
Where Marcinkiewicz's theorem is weaker than the Riesz-Thorin theorem is in the estimates of the norm. The theorem gives bounds for the norm of T but this bound increases to infinity as r converges to either p or q. Specifically (DiBenedetto 2002, Theorem VIII.9.2), suppose that
so that the operator norm of T from Lp to Lp,w is at most Np, and the operator norm of T from Lq to Lq,w is at most Nq. Then the following interpolation inequality holds for all r between p and q and all f ∈ Lr:
The constants δ and γ can also be given for q = ∞ by passing to the limit.
A version of the theorem also holds more generally if T is only assumed to be a quasilinear operator. That is, there exists a constant C > 0 such that T satisfies
for almost every x. The theorem holds precisely as stated, except with γ replaced by
An operator T (possibly quasilinear) satisfying an estimate of the form
is said to be of weak type (p,q). An operator is simply of type (p,q) if T is a bounded transformation from Lp to Lq:
A more general formulation of the interpolation theorem is as follows:
- If T is a quasilinear operator of weak type (p0, q0) and of weak type (p1, q1) where q0 ≠ q1, then for each θ ∈ (0,1), T is of type (p,q), for p and q with p ≤ q of the form
The latter formulation follows from the former through an application of Hölder's inequality and a duality argument.
Applications and examples
A famous application example is the Hilbert transform. Viewed as a multiplier, the Hilbert transform of a function f can be computed by first taking the Fourier transform of f, then multiplying by the sign function, and finally applying the inverse Fourier transform.
Hence Parseval's theorem easily shows that the Hilbert transform is bounded from to . A much less obvious fact is that it is bounded from to . Hence Marcinkiewicz's theorem shows that it is bounded from to for any 1 < p < 2. Duality arguments show that it is also bounded for 2 < p < ∞. In fact, the Hilbert transform is really unbounded for p equal to 1 or ∞.
Another famous example is the Hardy–Littlewood maximal function, which is only quasilinear rather than linear. While to bounds can be derived immediately from the to weak estimate by a clever change of variables, Marcinkiewicz interpolation is a more intuitive approach. Since the Hardy–Littlewood Maximal Function is trivially bounded from to , strong boundedness for all follows immediately from the weak (1,1) estimate and interpolation. The weak (1,1) estimate can be obtained from the Vitali covering lemma.
The theorem was first announced by Marcinkiewicz (1939), who showed this result to Antoni Zygmund shortly before he died in World War II. The theorem was almost forgotten by Zygmund, and was absent from his original works on the theory of singular integral operators. Later Zygmund (1956) realized that Marcinkiewicz's result could greatly simplify his work, at which time he published his former student's theorem together with a generalization of his own.
- DiBenedetto, Emmanuele (2002), Real analysis, Birkhäuser, ISBN 3-7643-4231-5.
- Gilbarg, David; Trudinger, Neil S. (2001), Elliptic partial differential equations of second order, Springer-Verlag, ISBN 3-540-41160-7.
- Marcinkiewicz, J. (1939), "Sur l'interpolation d'operations", C. R. Acad. des Sciences, Paris, 208: 1272–1273
- Stein, Elias; Weiss, Guido (1971), Introduction to Fourier analysis on Euclidean spaces, Princeton University Press, ISBN 0-691-08078-X.
- Zygmund, A. (1956), "On a theorem of Marcinkiewicz concerning interpolation of operations", Journal de Mathématiques Pures et Appliquées, Neuvième Série, 35: 223–248, ISSN 0021-7824, MR 0080887