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## Random Martingales and localization of maximal inequalities

7 December, 2009 in math.CA, math.MG, paper | Tags: Assaf Naor, Hardy-Littlewood maximal inequality, padded trees, ultrametric spaces | by Terence Tao | 8 comments

Assaf Naor and I have just uploaded to the arXiv our paper “Random Martingales and localization of maximal inequalities“, to be submitted shortly. This paper investigates the best constant in generalisations of the classical Hardy-Littlewood maximal inequality

for any absolutely integrable ${f: {\mathbb R}^n \rightarrow {\mathbb R}}$, where ${B(x,r)}$ is the Euclidean ball of radius ${r}$ centred at ${x}$, and ${|E|}$ denotes the Lebesgue measure of a subset ${E}$ of ${{\mathbb R}^n}$. This inequality is fundamental to a large part of real-variable harmonic analysis, and in particular to Calderón-Zygmund theory. A similar inequality in fact holds with the Euclidean norm replaced by any other convex norm on ${{\mathbb R}^n}$.

The exact value of the constant ${C_n}$ is only known in ${n=1}$, with a remarkable result of Melas establishing that ${C_1 = \frac{11+\sqrt{61}}{12}}$. Classical covering lemma arguments give the exponential upper bound ${C_n \leq 2^n}$ when properly optimised (a direct application of the Vitali covering lemma gives ${C_n \leq 5^n}$, but one can reduce ${5}$ to ${2}$ by being careful). In an important paper of Stein and Strömberg, the improved bound ${C_n = O( n \log n )}$ was obtained for any convex norm by a more intricate covering norm argument, and the slight improvement ${C_n = O(n)}$ obtained in the Euclidean case by another argument more adapted to the Euclidean setting that relied on heat kernels. In the other direction, a recent result of Aldaz shows that ${C_n \rightarrow \infty}$ in the case of the ${\ell^\infty}$ norm, and in fact in an even more recent preprint of Aubrun, the lower bound ${C_n \gg_\epsilon \log^{1-\epsilon} n}$ for any ${\epsilon > 0}$ has been obtained in this case. However, these lower bounds do not apply in the Euclidean case, and one may still conjecture that ${C_n}$ is in fact uniformly bounded in this case.

Unfortunately, we do not make direct progress on these problems here. However, we do show that the Stein-Strömberg bound ${C_n = O(n \log n)}$ is extremely general, applying to a wide class of metric measure spaces obeying a certain “microdoubling condition at dimension ${n}$“; and conversely, in such level of generality, it is essentially the best estimate possible, even with additional metric measure hypotheses on the space. Thus, if one wants to improve this bound for a specific maximal inequality, one has to use specific properties of the geometry (such as the connections between Euclidean balls and heat kernels). Furthermore, in the general setting of metric measure spaces, one has a general localisation principle, which roughly speaking asserts that in order to prove a maximal inequality over all scales ${r \in (0,+\infty)}$, it suffices to prove such an inequality in a smaller range ${r \in [R, nR]}$ uniformly in ${R>0}$. It is this localisation which ultimately explains the significance of the ${n \log n}$ growth in the Stein-Strömberg result (there are ${O(n \log n)}$ essentially distinct scales in any range ${[R,nR]}$). It also shows that if one restricts the radii ${r}$ to a lacunary range (such as powers of ${2}$), the best constant improvees to ${O(\log n)}$; if one restricts the radii to an even sparser range such as powers of ${n}$, the best constant becomes ${O(1)}$.

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