Hardy-Littlewood maximal function $f^*$ is greater than $f$ for measurable $f$











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Suppose $f$ is a Lebesgue measurable function on $mathbb R$, and $forall xin mathbb R$, define the Hardy-Littlewood maximal function $f^*(x)=sup_{t>0}$$1over{2t}$$int_{x-t}^{x+t} |f|$



My question is how to show $|f(x)|le f^*(x)$ for almost every $x$?



For the case $f$ is integrable, this can be proved using Lebesgue's Differentiation Theorem. But I do not know how to extend this argument to general measurable functions.










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  • if $f$ is not integrable, then $f^*$ is infinite
    – mathworker21
    yesterday










  • @mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
    – David C. Ullrich
    yesterday










  • @DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
    – mathworker21
    yesterday










  • What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
    – John Dawkins
    yesterday






  • 2




    The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
    – Hayk
    yesterday















up vote
0
down vote

favorite












Suppose $f$ is a Lebesgue measurable function on $mathbb R$, and $forall xin mathbb R$, define the Hardy-Littlewood maximal function $f^*(x)=sup_{t>0}$$1over{2t}$$int_{x-t}^{x+t} |f|$



My question is how to show $|f(x)|le f^*(x)$ for almost every $x$?



For the case $f$ is integrable, this can be proved using Lebesgue's Differentiation Theorem. But I do not know how to extend this argument to general measurable functions.










share|cite|improve this question






















  • if $f$ is not integrable, then $f^*$ is infinite
    – mathworker21
    yesterday










  • @mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
    – David C. Ullrich
    yesterday










  • @DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
    – mathworker21
    yesterday










  • What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
    – John Dawkins
    yesterday






  • 2




    The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
    – Hayk
    yesterday













up vote
0
down vote

favorite









up vote
0
down vote

favorite











Suppose $f$ is a Lebesgue measurable function on $mathbb R$, and $forall xin mathbb R$, define the Hardy-Littlewood maximal function $f^*(x)=sup_{t>0}$$1over{2t}$$int_{x-t}^{x+t} |f|$



My question is how to show $|f(x)|le f^*(x)$ for almost every $x$?



For the case $f$ is integrable, this can be proved using Lebesgue's Differentiation Theorem. But I do not know how to extend this argument to general measurable functions.










share|cite|improve this question













Suppose $f$ is a Lebesgue measurable function on $mathbb R$, and $forall xin mathbb R$, define the Hardy-Littlewood maximal function $f^*(x)=sup_{t>0}$$1over{2t}$$int_{x-t}^{x+t} |f|$



My question is how to show $|f(x)|le f^*(x)$ for almost every $x$?



For the case $f$ is integrable, this can be proved using Lebesgue's Differentiation Theorem. But I do not know how to extend this argument to general measurable functions.







real-analysis measure-theory lebesgue-measure






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asked yesterday









RunningMeatball

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435












  • if $f$ is not integrable, then $f^*$ is infinite
    – mathworker21
    yesterday










  • @mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
    – David C. Ullrich
    yesterday










  • @DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
    – mathworker21
    yesterday










  • What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
    – John Dawkins
    yesterday






  • 2




    The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
    – Hayk
    yesterday


















  • if $f$ is not integrable, then $f^*$ is infinite
    – mathworker21
    yesterday










  • @mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
    – David C. Ullrich
    yesterday










  • @DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
    – mathworker21
    yesterday










  • What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
    – John Dawkins
    yesterday






  • 2




    The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
    – Hayk
    yesterday
















if $f$ is not integrable, then $f^*$ is infinite
– mathworker21
yesterday




if $f$ is not integrable, then $f^*$ is infinite
– mathworker21
yesterday












@mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
– David C. Ullrich
yesterday




@mathworker21 I don't think it's quite that simple. For example if $f(t)=1/(1+|t|^{1/2})$ then $f$ is not integrable but it seem to me that $f^*$ is finite almost everywhere. What's true is that if $f$ is not integrable in some neighborhood of $x$ then $f^*(x)$ is infinite.
– David C. Ullrich
yesterday












@DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
– mathworker21
yesterday




@DavidC.Ullrich yea, I thought that's what he meant by integrable. It's very well known that you just need $f$ locally integrable for Lebesgue's differentiation theorem
– mathworker21
yesterday












What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
– John Dawkins
yesterday




What if you apply the (locally) integrable-case result to $f_n(x):=f(x)cdot 1_{{|f|le n}}$, and then let $ntoinfty$?
– John Dawkins
yesterday




2




2




The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
– Hayk
yesterday




The desired inequality holds at all points $x$ where $f^*(x) = infty$. Otherwise, if $f^*(x) < infty$, then $f$ is integrable in the neighbourhood of $x$, and hence in that neighborhood you can apply Lebesgue's differentiation theorem.
– Hayk
yesterday










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Case 1: $f^*(x) = infty$ $forall x$. The inequality holds.



Case 2: $f^*(x) < infty$ for some $ x$.



We have $frac{1}{2t}int_{x-t}^{x+t} |f|<infty$ and thus $int_{x-t}^{x+t} |f|<infty$ $forall t>0$. For any compact $K subset mathbb R$, there exists $t$ such that $Ksubset (x-t,x+t)$, hence $$int_K |f| leint_{x-t}^{x+t} |f|<infty$$This shows $f$ is locally integrable. By Lebesgue's Differentiation Theorem, $$|f(x)|=lim_{tto 0}frac{1}{2t}int_{x-t}^{x+t}|f|lesup_{t>0}frac{1}{2t}int_{x-t}^{x+t}|f|=f^*(x)$$ for almost every $xin mathbb R$.






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    Case 1: $f^*(x) = infty$ $forall x$. The inequality holds.



    Case 2: $f^*(x) < infty$ for some $ x$.



    We have $frac{1}{2t}int_{x-t}^{x+t} |f|<infty$ and thus $int_{x-t}^{x+t} |f|<infty$ $forall t>0$. For any compact $K subset mathbb R$, there exists $t$ such that $Ksubset (x-t,x+t)$, hence $$int_K |f| leint_{x-t}^{x+t} |f|<infty$$This shows $f$ is locally integrable. By Lebesgue's Differentiation Theorem, $$|f(x)|=lim_{tto 0}frac{1}{2t}int_{x-t}^{x+t}|f|lesup_{t>0}frac{1}{2t}int_{x-t}^{x+t}|f|=f^*(x)$$ for almost every $xin mathbb R$.






    share|cite|improve this answer

























      up vote
      0
      down vote













      Case 1: $f^*(x) = infty$ $forall x$. The inequality holds.



      Case 2: $f^*(x) < infty$ for some $ x$.



      We have $frac{1}{2t}int_{x-t}^{x+t} |f|<infty$ and thus $int_{x-t}^{x+t} |f|<infty$ $forall t>0$. For any compact $K subset mathbb R$, there exists $t$ such that $Ksubset (x-t,x+t)$, hence $$int_K |f| leint_{x-t}^{x+t} |f|<infty$$This shows $f$ is locally integrable. By Lebesgue's Differentiation Theorem, $$|f(x)|=lim_{tto 0}frac{1}{2t}int_{x-t}^{x+t}|f|lesup_{t>0}frac{1}{2t}int_{x-t}^{x+t}|f|=f^*(x)$$ for almost every $xin mathbb R$.






      share|cite|improve this answer























        up vote
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        up vote
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        down vote









        Case 1: $f^*(x) = infty$ $forall x$. The inequality holds.



        Case 2: $f^*(x) < infty$ for some $ x$.



        We have $frac{1}{2t}int_{x-t}^{x+t} |f|<infty$ and thus $int_{x-t}^{x+t} |f|<infty$ $forall t>0$. For any compact $K subset mathbb R$, there exists $t$ such that $Ksubset (x-t,x+t)$, hence $$int_K |f| leint_{x-t}^{x+t} |f|<infty$$This shows $f$ is locally integrable. By Lebesgue's Differentiation Theorem, $$|f(x)|=lim_{tto 0}frac{1}{2t}int_{x-t}^{x+t}|f|lesup_{t>0}frac{1}{2t}int_{x-t}^{x+t}|f|=f^*(x)$$ for almost every $xin mathbb R$.






        share|cite|improve this answer












        Case 1: $f^*(x) = infty$ $forall x$. The inequality holds.



        Case 2: $f^*(x) < infty$ for some $ x$.



        We have $frac{1}{2t}int_{x-t}^{x+t} |f|<infty$ and thus $int_{x-t}^{x+t} |f|<infty$ $forall t>0$. For any compact $K subset mathbb R$, there exists $t$ such that $Ksubset (x-t,x+t)$, hence $$int_K |f| leint_{x-t}^{x+t} |f|<infty$$This shows $f$ is locally integrable. By Lebesgue's Differentiation Theorem, $$|f(x)|=lim_{tto 0}frac{1}{2t}int_{x-t}^{x+t}|f|lesup_{t>0}frac{1}{2t}int_{x-t}^{x+t}|f|=f^*(x)$$ for almost every $xin mathbb R$.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered 20 hours ago









        RunningMeatball

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