text:
# 𝐿^𝑝 bounds for a maximal dyadic sum operator

## 1. The Carleson-Hunt theorem

A celebrated theorem of Carleson  states that the Fourier series of a square-integrable function on the circle converges almost everywhere to the function. Hunt  extended this theorem to $`L^p`$ functions for $`1<p<\mathrm{}`$. Alternative proofs of Carleson’s theorem were provided by C. Fefferman  and by Lacey and Thiele . The last authors proved the theorem on the line, i.e. they showed that for $`f`$ in $`L^2(𝐑)`$ the sequence of functions

$$S_N(f)(x)=_{|\xi |N}\widehat{f}(\xi )e^{2\pi ix\xi }𝑑\xi $$

converges to $`f(x)`$ for almost all $`x𝐑`$ as $`N\mathrm{}`$. This result was obtained as a consequence of the boundedness of the maximal operator

$$𝒞(f)=\underset{N>0}{sup}|S_N(f)|$$

from $`L^2(𝐑)`$ into $`L^{2,\mathrm{}}(𝐑)`$. In view of the transference theorem of Kenig and Tomas  the above result is equivalent to the analogous theorem for Fourier series on the circle. Lacey and Thiele  have also obtained a proof of Hunt’s theorem by adapting the techniques in  to the $`L^p`$ case but this proof is rather complicated compared with the relatively short and elegant proof they gave for $`p=2`$.

Investigating higher dimensional analogues, Pramanik and Terwilleger  recently adapted the proof of Carleson’s theorem by Lacey and Thiele  to prove weak type $`(2,2)`$ bounds for a discrete maximal operator on $`𝐑^n`$ similar to the one which arises in the aforementioned proof. After a certain averaging procedure, this result provides an alternative proof of Sjölin’s  theorem on the weak $`L^2`$ boundedness of maximally modulated Calderón-Zygmund operators on $`𝐑^n`$. The purpose of this note is to extend the result of Pramanik and Terwilleger  to the range $`1<p<\mathrm{}`$ via a variation of the $`L^2L^{2,\mathrm{}}`$ case. Particularly in dimension $`1`$, the theorem below yields a new proof of Hunt’s theorem (i.e. the $`L^p`$ boundedness of $`𝒞`$ for $`1<p<\mathrm{}`$) using a variation of the proof of Lacey and Thiele .

## 2. Reduction to two estimates

We use the notation introduced in  and expanded in . A tile in $`𝐑^n\times 𝐑^n`$ is a product of dyadic cubes of the form

$$\underset{j=1}{\overset{n}{}}I^j=\underset{j=1}{\overset{n}{}}[m_j2^k,(m_j+1)2^k),$$

where $`k`$ and $`m_j`$ are integers for all $`j=1,2,\mathrm{},n`$. We denote a tile by $`s=I_s\times \omega _s`$, where $`|I_s||\omega _s|=1`$. The cube $`I_s`$ will be called the time projection of $`s`$ and $`\omega _s`$ the frequency projection of $`s`$. For a tile $`s`$ with $`\omega _s=\omega _s^1\times \omega _s^2\times \mathrm{}\times \omega _s^n`$, we can divide each dyadic interval $`\omega _s^j`$ into two intervals of the form

$$\omega _s^j=(\omega _s^j(\mathrm{},c(\omega _s^j))(\omega _s^j[c(\omega _s^j),\mathrm{}))$$

for $`j=1,2,\mathrm{},n`$. Then $`\omega _s`$ can be decomposed into $`2^n`$ subcubes formed from all combinations of cross products of these half intervals. We number these subcubes using the lexicographical order on the centers and denote the subcubes by $`\omega _{s(i)}`$ for $`i=1,2,\mathrm{},2^n`$. A tile $`s`$ is then the union of $`2^n`$ semi-tiles given by $`s(i)=I_s\times \omega _{s(i)}`$ for $`i=1,2,\mathrm{},2^n`$.

We let $`\varphi `$ be a Schwartz function such that $`\widehat{\varphi }`$ is real, nonnegative, and supported in the cube $`[1/10,1/10]^n`$. Define

$$\varphi _s(x)=|I_s|^{\frac{1}{2}}\varphi \left(\frac{xc(I_s)}{|I_s|^{\frac{1}{n}}}\right)e^{2\pi ic(\omega _{s(1)})x},$$

where $`c(J)`$ is the center of a cube $`J`$. As in  and , we will consider the dyadic sum operator

$$𝒟_r(f)=\underset{sD}{}f,\varphi _s(\chi _{\omega _{s(r)}}N)\varphi _s,$$

where $`2r2^n`$ is a fixed integer, $`N:𝐑^n𝐑^n`$ is a fixed measurable function, $`D`$ is a set of tiles, and $`f,g`$ is the complex inner product $`_𝐑f(x)\overline{g(x)}𝑑x`$.

The following theorem is the main result of this article.

###### Theorem 1.

Let $`1<p<\mathrm{}`$. Then there is a constant $`C_{n,p}`$ independent of the measurable function $`N`$, of the set $`D`$, and of $`r`$ such that for all $`fL^p(𝐑^n)`$ we have

(1)
$$𝒟_r(f)_{L^p(𝐑^n)}C_{n,p}f_{L^p(𝐑^n)}.$$

In one-dimension, using the averaging procedure introduced in , it follows that the norm estimate (1) implies

$$𝒞(f)_{L^p}C_pf_{L^p},$$

which is the Carleson-Hunt theorem. Using the Marcinkiewicz interpolation theorem  and the restricted weak type reduction of Stein and Weiss , estimate (1) will be a consequence of the restricted weak type estimate

(2)
$$𝒟_r(\chi _F)_{L^{p,\mathrm{}}(𝐑^n)}C_{n,p}|F|^{\frac{1}{p}},1<p<\mathrm{}$$

which is supposed to hold for all $`n`$-dimensional sets $`F`$ of finite measure. But to show that a function $`g`$ lies in $`L^{p,\mathrm{}}`$, it suffices to show that for every measurable set $`E`$ of finite measure, there is a subset $`E^{}`$ of $`E`$ which satisfies $`|E^{}|\frac{1}{2}|E|`$ and also

$$\left|_E^{}g(x)𝑑x\right|A|E|^{\frac{p1}{p}};$$

this implies that $`g_{L^{p,\mathrm{}}(𝐑^n)}c_pA`$, where $`c_p`$ is a constant that depends only on $`p`$.

Let $`C(n,q)`$ be the weak type $`(q,q)`$ operator norm for the Hardy-Littlewood maximal operator. Given a set $`E`$ of finite measure we set

$$\mathrm{\Omega }=\left\{M(\chi _F)>\left(2\frac{|F|}{|E|}\right)^{\frac{1}{q}}C(n,q)\right\},$$

where we choose $`q`$ so that $`p<q\mathrm{}`$ if $`|F|>|E|`$ and $`1q<p`$ if $`|F||E|`$. Note that in the first case the set $`\mathrm{\Omega }`$ is empty. Using the $`L^q`$ to $`L^{q,\mathrm{}}`$ boundedness of the Hardy-Littlewood maximal operator, we have $`|\mathrm{\Omega }|\frac{1}{2}|E|`$ and hence $`|E^{}|\frac{1}{2}|E|`$. Thus estimate (2) will follow from

(3)
$$\left|_E^{}𝒟_r(\chi _F)(x)𝑑x\right|C_{n,p}|E|^{\frac{p1}{p}}|F|^{\frac{1}{p}},$$

where $`C_{n,p}`$ depends only on $`p`$ and dimension $`n`$. The required estimate (3) will then be a consequence of the following two estimates:

(4)
$$\left|_E^{}\underset{\begin{array}{c}sD\\ I_s\mathrm{\Omega }\end{array}}{}\chi _F,\varphi _s(\chi _{\omega _{s(r)}}N)\varphi _s(x)dx\right|C_{n,p,q}|E|^{\frac{p1}{p}}|F|^{\frac{1}{p}},$$

and

(5)
$$\underset{\begin{array}{c}sD\\ I_s\mathrm{\Omega }\end{array}}{}|\chi _F,\varphi _s||\chi _{E^{}N^1[\omega _{s(r)}]},\varphi _s|C_{n,p,q}|E|^{\frac{p1}{p}}|F|^{\frac{1}{p}}.$$

## 3. The proof of estimate (4)

Following , we denote by $`I(D)`$ the dyadic grid which consists of all the time projections of tiles in $`D`$. For each dyadic cube $`J`$ in $`I(D)`$ we define

$$D_J:=\{sD:I_s=J\}$$

and a function

$$\psi _J(x):=|J|^{\frac{1}{2}}\left(1+\frac{|xc(J)|}{|J|^{\frac{1}{n}}}\right)^\gamma ,$$

where $`\gamma `$ is a large integer to be chosen shortly. For each $`k=0,1,2,\mathrm{}`$ we introduce families

$$_k=\{JI(D):\mathrm{\hspace{0.17em}\hspace{0.17em}2}^kJ\mathrm{\Omega },\mathrm{\hspace{0.17em}\hspace{0.17em}2}^{k+1}J\mathrm{\Omega }\}.$$

We may assume $`|F||E|`$, otherwise the set $`\mathrm{\Omega }`$ is empty and (4) is trivial.

We begin by controlling the left hand side of (4) by

(6) $`\begin{array}{cc}& {\displaystyle \underset{\begin{array}{c}JI(D)\\ J\mathrm{\Omega }\end{array}}{}}\left|{\displaystyle \underset{\begin{array}{c}sD(J)\end{array}}{}}{\displaystyle _E^{}}\chi _F|\varphi _s\chi _{\omega _{s(2)}}(N(x))\varphi _s(x)𝑑x\right|\hfill \\ \hfill & {\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\begin{array}{c}JI(D)\\ J_k\end{array}}{}}\left|{\displaystyle _E^{}}{\displaystyle \underset{sD(J)}{}}\chi _F|\varphi _s\chi _{\omega _{s(r)}}(N(x))\varphi _s(x)dx\right|\hfill \end{array}`$
Using the fact that the function $`M(\chi _F)^{\frac{1}{2}}`$ is an $`A_1`$ weight with $`A_1`$-constant bounded above by a quantity independent of $`F`$, it is easy to find a constant $`C_0<\mathrm{}`$ such that for each $`k=0,1,\mathrm{}`$ and $`J_k`$ we have

(7)
$$\chi _F,\psi _J|J|^{\frac{1}{2}}\underset{J}{inf}M(\chi _F)|J|^{\frac{1}{2}}C_0^k\underset{2^{k+1}J}{inf}M(\chi _F)C(n,q)2^{\frac{1}{q}}C_0^k|J|^{\frac{1}{2}}\left(\frac{|F|}{|E|}\right)^{\frac{1}{q}}$$

since $`2^{k+1}J`$ meets the complement of $`\mathrm{\Omega }`$. For $`J_k`$ one also has that $`E^{}2^kJ=\mathrm{}`$ and hence

(8)
$$_E^{}\psi _J(y)𝑑y_{(2^kJ)^c}\psi _J(y)𝑑y|J|^{\frac{1}{2}}C_\gamma 2^{k\gamma }.$$

Next we note that for each $`JI(D)`$ and $`x𝐑^n`$ there is at most one $`s=s_xD_J`$ such that $`N(x)\omega _{s_x(r)}`$. Using this observation along with (7) and (8) we can therefore estimate the expression on the right in (LABEL:10.6.erin1) as follows

$``$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\begin{array}{c}JI(D)\\ J_k\end{array}}{}}\left|{\displaystyle _E^{}}\chi _F|\varphi _{s_x}\chi _{\omega _{s_x(r)}}(N(x))\varphi _{s_x}(x)𝑑x\right|`$
$``$ $`C{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\begin{array}{c}JI(D)\\ J_k\end{array}}{}}{\displaystyle _E^{}}\chi _F,\psi _J\psi _J(xt)𝑑x`$
$``$ $`C\left({\displaystyle \frac{|F|}{|E|}}\right)^{\frac{1}{q}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}C_0^k{\displaystyle \underset{J_k}{}}|J|^{\frac{1}{2}}{\displaystyle _E^{}}\psi _J(x)𝑑x`$
(9) $``$ $`C\left({\displaystyle \frac{|F|}{|E|}}\right)^{\frac{1}{q}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(C_02^\gamma )^k{\displaystyle \underset{J_k}{}}|J|`$
and at this point we pick $`\gamma `$ so that $`C_02^\gamma <1`$. It remains to control $`_{J_k}|J|`$ for each nonnegative integer $`k`$. In doing this we let $`_k^{}`$ be all elements of $`_k`$ which are maximal under inclusion. Then we observe that if $`J_k^{}`$ and $`J^{}_k`$ satisfy $`J^{}J`$ then $`\text{dist }(J^{},J^c)=0`$ (otherwise $`2J^{}`$ would be contained in $`J`$ and thus $`2^{k+1}J^{}2^kJ\mathrm{\Omega }`$.) But for any fixed $`J`$ in $`_k^{}`$ and any scale $`m`$, all the cubes $`J^{}`$ in $`J^{}_k`$ of sidelength $`2^m`$ that touch $`J`$ are concentrated near the boundary of $`J`$ and have total measure at most $`2^m2^n(|J|^{\frac{1}{n}})^{n1}`$. Summing over all integers $`m`$ with $`2^m|J|^{\frac{1}{n}}`$, we obtain a bound which is at most a multiple of $`|J|`$. We conclude that

$$\underset{J_k}{}|J|=\underset{J_k^{}}{}\underset{\begin{array}{c}J^{}_k\\ J^{}J\end{array}}{}|J^{}|\underset{J_k^{}}{}c_n|J|c_n|\mathrm{\Omega }|$$

since elements of $`_k^{}`$ are disjoint and contained in $`\mathrm{\Omega }`$. Inserting this estimate in (9) and using that the Hardy-Littlewood maximal operator is of weak type $`(1,1)`$, we obtain the required bound

$$C\left(\frac{|F|}{|E|}\right)^{\frac{1}{q}}|\mathrm{\Omega }|C^{}|F|C^{}|E|^{\frac{p1}{p}}|F|^{\frac{1}{p}}$$

for the expression on the right in (LABEL:10.6.erin1) and hence for the expression on the left in (4).

## 4. The proof of estimate (5)

In proving estimate (5) we may assume that $`\frac{1}{2}|E|1`$ by a simple scaling argument. (The scaling changes the sets $`D`$, $`\mathrm{\Omega }`$, and the measurable function $`N`$ but note that the final constants are independent of these quantities.) In addition all constants in the sequel are allowed to depend on $`n`$ and $`p`$ as described above. We may also assume that the set $`D`$ is finite. Note that under the normalization of the set $`E`$, our choice of $`q`$ is as follows: $`1q<p`$ if $`|F|c_0`$ and $`p<q\mathrm{}`$ when $`|F|>c_0`$ where $`c_0`$ is a fixed number in the interval $`(\frac{1}{2},1)`$, (in fact $`c_0=|E|`$)

We recall that a finite set of tiles $`T`$ is called a tree if there exists a tile $`tT`$ such that all $`sT`$ satisfy $`s<t`$ (which means $`I_sI_t`$ and $`\omega _t\omega _s`$.) In this case we call $`t`$ the top of $`T`$ and we denote it by $`t=t(T)`$. A tree $`T`$ is called an $`r`$-tree if

$$\omega _{t(T)(r)}\omega _{s(r)}$$

for all $`sT`$. For a finite set of tiles $`Q`$ we define the energy of a nonzero function $`f`$ with respect to $`Q`$ by

$$(f;Q)=\frac{1}{f_{L^2(𝐑^n)}}\underset{T}{sup}\left(\frac{1}{|I_{t(T)}|}\underset{sT}{}|f,\varphi _s|^2\right)^{\frac{1}{2}},$$

where the supremum is taken over all $`r`$-trees $`T`$ contained in $`Q`$. We also define the mass of a set of tiles $`Q`$ by

$$(Q)=\underset{sQ}{sup}\underset{\begin{array}{c}uQ\\ s<u\end{array}}{sup}\underset{E^{}N^1[\omega _{u(r)}]}{}\frac{|I_u|^1}{\left(1+\frac{|xc(I_u)|}{|I_u|^{1/n}}\right)^\gamma }𝑑x.$$

We now fix a set of tiles $`D`$ and sets $`E`$ and $`F`$ with finite measure (recall $`\frac{1}{2}|E|1`$). We define $`P`$ to be the set of all tiles in $`D`$ with the property $`I_s\mathrm{\Omega }`$. Given a finite set of tiles $`P`$, find a very large integer $`m_0`$ one can construct a sequence of pairwise disjoint sets $`P_{m_0}`$, $`P_{m_01}`$, $`P_{m_02}`$, $`P_{m_03}`$, … such that

$$P=\underset{j=\mathrm{}}{\overset{m_0}{}}P_j$$

and such that the following properties are satisfied

1. $`(\chi _F;P_j)2^{(j+1)n}`$ for all $`jm_0`$.
2. $`(P_j)2^{(2j+2)n}`$ for all $`jm_0`$.
3. $`(\chi _F;P(P_{m_0}\mathrm{}P_j))2^{jn}`$ for all $`jm_0`$.
4. $`\left(P(P_{m_0}\mathrm{}P_j)\right)2^{2jn}`$ for all $`jm_0`$.
5. $`P_j`$ is a union of trees $`T_{jk}`$ such that $`_k|I_{t(T_{jk})}|C_02^{2jn}`$ for all $`jm_0`$.

This can be done by induction, see , , and is based on an energy and a mass lemma shown in .

The following lemma is the main ingredient of the proof and will be proved in the next section.

###### Lemma 1.

There is a constant $`C`$ such that for all measurable sets $`F`$ and all finite set of tiles $`P`$ which satisfy $`I_s\mathrm{\Omega }`$ for all $`sP`$, we have

$$(\chi _F;P)C|F|^{\frac{1}{q}\frac{1}{2}}$$

Note that this gives us decay no matter if $`|F|`$ is large or small due to the choice of $`q`$ (the reader is reminded that if $`|F|c_0`$ then $`q[1,p)`$ while if $`|F|c_0`$ then $`q(p,\mathrm{}]`$.) We also recall the estimate below from .

###### Lemma 2.

There is a finite constant $`C_1`$ such that for all trees $`T`$, all $`fL^2(𝐑^n)`$, and all measurable sets $`E^{}`$ with $`|E^{}|1`$ we have

(10)
$$\underset{sT}{}\left|f,\varphi _s\chi _{E^{}N^1[\omega _{s(r)}]},\varphi _s\right|C_1|I_{t(T)}|(f;T)(T)f_{L^2(𝐑^n)}.$$

Given the sequence of sets $`P_j`$ as above, we use (a), (b), (e), the observation that the mass is always bounded by $`1`$, and Lemmata 1 and 2 to obtain

$`{\displaystyle \underset{sP}{}}\left|\chi _F,\varphi _s\chi _{E^{}N^1[\omega _{s(r)}]},\varphi _s\right|`$
$`=`$ $`{\displaystyle \underset{j}{}}{\displaystyle \underset{sP_j}{}}\left|\chi _F,\varphi _s\chi _{E^{}N^1[\omega _{s(r)}]},\varphi _s\right|`$
$``$ $`{\displaystyle \underset{j}{}}{\displaystyle \underset{k}{}}{\displaystyle \underset{sT_{jk}}{}}\left|\chi _F,\varphi _s\chi _{E^{}N^1[\omega _{s(r)}]},\varphi _s\right|`$
$``$ $`C_1{\displaystyle \underset{j}{}}{\displaystyle \underset{k}{}}|I_{t(T_{jk})}|(T_{jk})(T_{jk})|F|^{\frac{1}{2}}`$
$``$ $`C_1|F|^{\frac{1}{2}}{\displaystyle \underset{j}{}}{\displaystyle \underset{k}{}}|I_{t(T_{jk})}|\mathrm{min}(2^{(j+1)n},C|F|^{\frac{1}{q}\frac{1}{2}})\mathrm{min}(1,2^{(2j+2)n})`$
$``$ $`C^{}|F|^{\frac{1}{2}}{\displaystyle \underset{j}{}}2^{2jn}\mathrm{min}(2^{jn},|F|^{\frac{1}{q}\frac{1}{2}})\mathrm{min}(1,2^{2jn})`$
$``$ $`C^{\prime \prime }|F|^{\frac{1}{q}}\left(1+\left|\mathrm{log}|F|^{\frac{1}{2}\frac{1}{q}}\right|\right)`$
$``$ $`C^{\prime \prime \prime }\mathrm{min}(1,|F|)\left(1+\left|\mathrm{log}|F|\right|\right)`$
$``$ $`C_p|F|^{\frac{1}{p}}`$
for all $`1<p<\mathrm{}`$. We observe that the choice of $`q`$ was made to deal with the logarithmic presence in the estimate above. Had we taken $`q=p`$ throughout, we would have obtained the sought estimates with the extra factor of $`1+\left|\mathrm{log}|F|\right|`$.

Looking at the penultimate inequality above, we note that we have actually obtained a stronger estimate than the one claimed in (3). Rescaling the set $`E`$ and taking $`q`$ to be either $`1`$ or $`\mathrm{}`$, we have actually proved that for every measurable set $`E`$ of finite measure, there is a subset $`E^{}`$ of $`E`$ such that for all measurable sets $`F`$ of finite measure we have

$$\left|_E^{}𝒟_r(\chi _F)𝑑x\right|C|E|\mathrm{min}(1,\frac{|F|}{|E|})\left(1+\left|\mathrm{log}\frac{|F|}{|E|}\right|\right).$$

This will be of use to us in section 6.

## 5. The proof of Lemma 1

It remains to prove Lemma 1. Because of our normalization of the set $`E`$ we may assume that $`\mathrm{\Omega }=\{M(\chi _F)>c|F|^{\frac{1}{q}}\}`$ for some $`c>0`$. Fix an $`r`$-tree $`T`$ contained in $`P`$ and let $`I_t=I_{t(T)}`$ be the time projection of its top.

We write the function $`\chi _F`$ as $`\chi _{F3I_t}+\chi _{F(3I_t)^c}`$. We begin by observing that for $`s`$ in $`P`$ one has

$$|\chi _{F(3I_t)^c},\varphi _s|\frac{C_\gamma |I_s|^{\frac{1}{2}}\underset{I_s}{inf}M(\chi _F)}{\left(1+{\displaystyle \frac{\text{dist}((3I_t)^c,c(I_s)}{|I_s|^{\frac{1}{n}}}}\right)^\gamma }C_\gamma |I_s|^{\frac{1}{2}}|F|^{\frac{1}{q}}\left(\frac{|I_s|}{|I_t|}\right)^{\frac{\gamma }{n}}$$

since $`I_s`$ meets the complement of $`\mathrm{\Omega }`$ for every $`sP`$. Square this inequality and sum over all $`s`$ in $`T`$ to obtain

$$\underset{sT}{}|\chi _{F(3I_t)^c},\varphi _s|^2C|I_t||F|^{\frac{2}{q}},$$

where the last estimate follows by placing the $`I_s`$ ’s into groups $`𝒢_m`$ of cardinality at most $`2^{mn}`$ so that each element of $`𝒢_m`$ has size $`2^{mn}|I_t|`$.

We now turn to the corresponding estimate for the function $`\chi _{F3I_t}`$. At this point it will be convenient to distinguish the case $`|F|>c_0`$ from the case $`|F|c_0`$. In the case $`|F|>c_0`$ the set $`\mathrm{\Omega }`$ is empty and therefore

$$\underset{sT}{}|\chi _{F3I_t},\varphi _s|^2C\chi _{F3I_t}_{L^2}^2C|I_t|C|I_t||F|^{\frac{2}{q}},$$

where the first estimate follows follows from the Bessel inequality (13) which holds on any $`r`$-tree $`T`$; the reader may consult  or prove it directly.

We therefore concentrate on the case $`|F|c_0`$. In proving Lemma 1 we may assume that there exists a point $`x_0I_t`$ such that $`M(\chi _F)(x_0)c|F|^{\frac{1}{q}}`$, otherwise there is nothing to prove. We may also assume that the center of $`\omega _{t(T)}`$ is zero, i.e. $`c(\omega _{t(T)})=0`$, otherwise we may work with a suitable modulation of the function $`\chi _{F3I_t}`$ in the Calderón-Zygmund decomposition below.

We write the set $`\mathrm{\Omega }=\{M(\chi _F)>c|F|^{\frac{1}{q}}\}`$ as a disjoint union of dyadic cubes $`J_{\mathrm{}}^{}`$ such that the dyadic parent $`\stackrel{~}{J_{\mathrm{}}^{}}`$ of $`J_{\mathrm{}}^{}`$ is not contained in $`\mathrm{\Omega }`$ and therefore

$$|FJ_{\mathrm{}}^{}||F\stackrel{~}{J_{\mathrm{}}^{}}|2c|F|^{\frac{1}{q}}|J_{\mathrm{}}^{}|.$$

Now some of these dyadic cubes may have size larger than or equal to $`|I_t|`$. Let $`J_{\mathrm{}}^{}`$ be such a cube. Then we split $`J_{\mathrm{}}^{}`$ in $`\frac{|J_{\mathrm{}}^{}|}{|I_t|}`$ cubes $`J_{\mathrm{},m}^{}`$ each of size exactly $`|I_t|`$. Since there is an $`x_0I_t`$ with $`M(\chi _F)(x_0)c|F|^{\frac{1}{q}}`$, it follows that

(11)
$$|FJ_{\mathrm{},m}^{}|2c|F|^{\frac{1}{q}}|I_t|\left(1+\frac{\text{dist}(I_t,J_{\mathrm{},m}^{})}{|I_t|^{\frac{1}{n}}}\right)^n.$$

We now have a new collection of dyadic cubes $`\{J_k\}_k`$ contained in $`\mathrm{\Omega }`$ consisting of all the previous $`J_{\mathrm{}}^{}`$ when $`|J_{\mathrm{}}^{}|<|I_t|`$ and the $`J_{\mathrm{},m}^{}`$’s when $`|J_{\mathrm{},m}^{}||I_t|`$. In view of the construction we have

(12)
$$|FJ_k|\{\begin{array}{cc}2c|F|^{\frac{1}{q}}|J_k|\hfill & \text{when }|J_k|<|I_t|\hfill \\ 2c|F|^{\frac{1}{q}}|J_k|\left(1+\frac{\text{dist}(I_t,J_k)}{|I_t|}\right)^n\hfill & \text{when }|J_k|=|I_t|\hfill \end{array}$$

for all $`k`$. We now define the “bad functions”

$$b_k=\chi _{J_k3I_tF}\frac{|J_k3I_tF|}{|J_k|}\chi _{J_k}$$

which are supported in $`J_k`$, have mean value zero, and they satisfy

$$b_k_{L^1(𝐑^n)}2c|F|^{\frac{1}{q}}|J_k|\left(1+\frac{\text{dist}(I_t,J_k)}{|I_t|}\right)^n.$$

We also set

$$g=\chi _{F3I_t}\underset{k}{}b_k$$

the “good function” of the above Calderón-Zygmund decomposition. We check that that $`g_{L^{\mathrm{}}(𝐑^n)}C|F|^{\frac{1}{q}}`$. Indeed, for $`x`$ in $`J_k`$ we have

$$g(x)=\frac{|F3I_tJ_k|}{|J_k|}\{\begin{array}{cc}\frac{|FJ_k|}{|J_k|}\hfill & \text{when }|J_k|<|I_t|\hfill \\ & \\ \frac{|F3I_t|}{|I_t|}\hfill & \text{when }|J_k|=|I_t|\hfill \end{array}$$

and both of the above are at most a multiple of $`|F|^{\frac{1}{q}}`$; the latter is because there is an $`x_0I_t`$ with $`M(\chi _F)(x_0)c|F|^{\frac{1}{q}}`$. Also for $`x(_kJ_k)^c=\mathrm{\Omega }^c`$, $`g(x)=\chi _{F3I_t}(x)`$ which is at most $`M(\chi _F)(x)c|F|^{\frac{1}{q}}`$. We conclude that $`g_{L^{\mathrm{}}(𝐑^n)}C|F|^{\frac{1}{q}}`$. Moreover

$$g_{L^1(𝐑^n)}\underset{k}{}_{J_k}\frac{|F3I_tJ_k|}{|J_k|}𝑑x+\chi _{F3I_t}_{L^1(𝐑^n)}C|F3I_t|C|F|^{\frac{1}{q}}|I_t|$$

since the $`J_k`$ are disjoint. It follows that

$$g_{L^2(𝐑^n)}C|F|^{\frac{1}{2q}}|F|^{\frac{1}{2q}}|I_t|^{\frac{1}{2}}=C|F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}.$$

Using the simple Bessel inequality

(13)
$$\underset{sT}{}|g,\varphi _s|^2Cg_{L^2(𝐑^n)}^2$$

we obtain the required conclusion for the function $`g`$.

For a fixed $`sP`$ and $`J_k`$ we will denote by

$$d(k,s)=\text{dist }(J_k,I_s).$$

Then we have the following estimate for all $`s`$ and $`k`$:

(14)
$$|b_k,\varphi _s|C_\gamma |F|^{\frac{1}{q}}|J_k|\left(1+\frac{d(k,t)}{|I_t|^{\frac{1}{n}}}\right)^n\frac{|J_k||I_s|^{\frac{3}{2}}}{(1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}})^{\gamma +n}}\frac{C_\gamma |F|^{\frac{1}{q}}|J_k|^2|I_s|^{\frac{3}{2}}}{(1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}})^\gamma }$$

since $`1+\frac{d(k,t)}{|I_t|^{\frac{1}{n}}}1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}}`$.

We also have the estimate

(15)
$$|b_k,\varphi _s|\frac{C_\gamma |F|^{\frac{1}{q}}|I_s|^{\frac{1}{2}}}{(1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}})^\gamma }.$$

To prove (14) we use the fact that the center of $`\omega _{t(T)}=0`$ (which implies that $`\varphi _s^{}`$ obeys size estimates similar to $`|I_s|^1|\varphi _s|`$) and the mean value property of $`b_k`$ to obtain

$$\left|b_k,\varphi _s\right|=\left|_{J_k}b_k(y)\left(\varphi _s(y)\varphi _s(c(J_k))\right)𝑑y\right|b_k_{L^1}|J_k|\underset{\xi J_k}{sup}\frac{C_\gamma |I_s|^{\frac{3}{2}}}{(1+\frac{|\xi c(I_s)|}{|I_s|^{\frac{1}{n}}})^\gamma }.$$

To prove estimate (15) we note that

$$|b_k,\varphi _s|C_\gamma |I_s|^{\frac{1}{2}}\left(\underset{I_s}{inf}M(b_k)\right)\frac{1}{(1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}})^\gamma }$$

and that

$$M(b_k)M(\chi _F)+\frac{|F3I_tJ_k|}{|J_k|}M(\chi _{J_k})$$

and since $`I_s\mathrm{\Omega }`$ we have $`inf_{I_s}M(\chi _F)c|F|^{\frac{1}{q}}`$ while the second term in the sum above was observed earlier to be at most $`C|F|^{\frac{1}{q}}`$.

Finally we have the estimate

(16)
$$|b_k,\varphi _s|\frac{C_\gamma |F|^{\frac{1}{q}}|J_k||I_s|^{\frac{1}{2}}}{(1+\frac{d(k,s)}{|I_s|^{\frac{1}{n}}})^\gamma }$$

which follows by taking the geometric mean of (14) and (15).

Now for a fixed $`sP`$ we may have either $`J_kI_s`$ or $`J_kI_s=\mathrm{}`$ (since $`I_s`$ is not contained in $`\mathrm{\Omega }`$.) Therefore for fixed $`sP`$ there are only three possibilities for $`J_k`$:
(a) $`J_k3I_s`$
(b) $`J_k3I_s=\mathrm{}`$
(c) $`J_kI_s=\mathrm{}`$, $`J_k3I_s\mathrm{}`$, and $`J_k3I_s`$.
Observe that case (c) is equivalent to the following statement:
(c) $`J_kI_s=\mathrm{}`$, $`d(k,s)=0`$, and $`|J_k|2^n|I_s|`$.

Let us start with case (c). Note that for each $`I_s`$ there exists at most $`2^n1`$ choices of $`J_k`$ with the above properties. Thus for each $`s`$ in the sum below we can pick one $`J_{k(s)}`$ at a cost of $`2^n1`$, which is harmless. Also note that since $`d(k,s)=0`$ and $`|J_k|2^n|I_s|`$, we must have that $`I_s2J_k`$. But $`I_sI_t`$ and $`|J_k||I_t|`$ implies that $`J_k3I_t`$. Now for a given $`J_k`$ and a fixed scale $`m1`$, there are at most $`2^m\times (\mathrm{\#}\text{ of sides})+2^n`$ possibilities of $`I_s`$ such that $`2^{mn}|J_k|=|I_s|`$ and $`d(k,s)=0`$. Using (15) we obtain

$`{\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{k:J_k\text{ as in (c)}}{}}b_k,\varphi _s\right|^2`$ $`(2^n1)^2{\displaystyle \underset{sT}{}}\left|b_{k_(s)},\varphi _s\right|^2`$
$``$ $`C_n|F|^{\frac{2}{q}}{\displaystyle \underset{\begin{array}{c}sT\text{ for which}\\ J_k\text{ as in (c)}\end{array}}{}}|I_s|`$
$``$ $`C_n|F|^{\frac{2}{q}}{\displaystyle \underset{m1}{}}{\displaystyle \underset{\begin{array}{c}sT\\ 2^{mn}|J_{k(s)}|=|I_s|\end{array}}{}}2^{mn}|J_{k(s)}|`$
$``$ $`C_n|F|^{\frac{2}{q}}{\displaystyle \underset{m1}{}}(2^m\times (\mathrm{\#}\text{ of sides})+2^n)2^{mn}{\displaystyle \underset{k}{}}|J_k|`$
$``$ $`C_n|F|^{\frac{2}{q}}|I_t|,`$
where we have used the disjointness of the $`J_k`$’s. This finishes case (c).

We now consider case (a). Using (14) we can write

$$\left(\underset{sT}{}\left|\underset{k:J_k\text{ as in (a)}}{}b_k,\varphi _s\right|^2\right)^{\frac{1}{2}}C_\gamma |F|^{\frac{1}{q}}\left(\underset{sT}{}\left|\underset{k:J_k3I_s}{}|J_k|^{\frac{3}{2}}\frac{|J_k|^{\frac{1}{2}}}{|I_s|^{\frac{3}{2}}}\right|^2\right)^{\frac{1}{2}}$$

and we control the expression inside the parenthesis above by

$$\underset{sT}{}\left(\underset{k:J_k3I_s}{}|J_k|^3\right)\left(\underset{k:J_k3I_s}{}\frac{|J_k|}{|I_s|^3}\right)\underset{k:J_k3I_t}{}|J_k|^3\underset{\begin{array}{c}sT\\ J_k3I_s\end{array}}{}\frac{1}{|I_s|^2}$$

in view of the Cauchy-Schwarz inequality and of the fact that the dyadic cubes $`J_k`$ are disjoint and contained in $`3I_s`$. Finally note that the last sum above adds up to at most $`C_n|J_k|^2`$ since for every dyadic cube $`J_k`$ there exist at most $`2^n+1+(\mathrm{\#}\text{ of sides})`$ dyadic cubes of a given size whose triples contain it. The required estimate $`C_{n,\gamma }|F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}`$ now follows.

Finally we deal with case (b) which is the most difficult case. We split the set of $`k`$ into two subsets, those for which $`J_k3I_t`$ and those for which $`J_k3I_t`$, (recall $`|J_k||I_t|`$.) Whenever $`J_k3I_t`$ we have $`d(k,s)d(k,t)`$. In this case we use Minkowski’s inequality below and estimate (16) with $`\gamma >n`$ to obtain the estimate

$`\left({\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{k:J_k3I_t}{}}b_k,\varphi _s\right|^2\right)^{\frac{1}{2}}`$ $`{\displaystyle \underset{k:J_k3I_t}{}}\left({\displaystyle \underset{sT}{}}|b_k,\varphi _s|^2\right)^{\frac{1}{2}}`$
$`C_\gamma |F|^{\frac{1}{q}}{\displaystyle \underset{k:J_k3I_t}{}}|J_k|\left({\displaystyle \underset{sT}{}}{\displaystyle \frac{|I_s|^{\frac{2\gamma }{n}1}}{d(k,s)^{2\gamma }}}\right)^{\frac{1}{2}}`$
$`C_\gamma |F|^{\frac{1}{q}}{\displaystyle \underset{k:J_k3I_t}{}}{\displaystyle \frac{|J_k|}{d(k,t)^\gamma }}\left({\displaystyle \underset{sT}{}}|I_s|^{\frac{2\gamma }{n}1}\right)^{\frac{1}{2}}`$
$`C_\gamma |F|^{\frac{1}{q}}|I_t|^{\frac{\gamma }{n}\frac{1}{2}}{\displaystyle \underset{k:J_k3I_t}{}}{\displaystyle \frac{|J_k|}{d(k,t)^\gamma }}`$
$`C_\gamma |F|^{\frac{1}{q}}|I_t|^{\frac{\gamma }{n}\frac{1}{2}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k:d(k,t)2^l|I_t|^{\frac{1}{n}}}{}}{\displaystyle \frac{|J_k|}{(2^l|I_t|^{\frac{1}{n}})^\gamma }}.`$
But note that all the $`J_k`$ with $`d(k,t)2^l|I_t|^{\frac{1}{n}}`$ are contained in $`2^{l+2}I_t`$ and since they are disjoint we can estimate the last sum above by $`C2^{lm}|I_t|(2^l|I_t|^{\frac{1}{n}})^\gamma `$. The required estimate $`C_\gamma |F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}`$ now follows.

Next we consider the sum below in which we use estimate (14)

$`\left({\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}b_k,\varphi _s\right|^2\right)^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}|J_k|^2|I_s|^{\frac{3}{2}}\left({\displaystyle \frac{|I_s|^{\frac{1}{n}}}{d(k,s)}}\right)^\gamma \right|^2\right)^{\frac{1}{2}}`$
(17) $``$ $`C_\gamma |F|^{\frac{1}{q}}\left\{{\displaystyle \underset{sT}{}}\left[{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}{\displaystyle \frac{|J_k|^3}{|I_s|^2}}\left({\displaystyle \frac{|I_s|^{\frac{1}{n}}}{d(k,s)}}\right)^\gamma \right]\left[{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}{\displaystyle \frac{|J_k|}{|I_s|}}\left({\displaystyle \frac{d(k,s)}{|I_s|^{\frac{1}{n}}}}\right)^\gamma \right]\right\}^{\frac{1}{2}}.`$
The second sum above can be estimated by

$$\underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}_{J_k}\left(\frac{|xc(I_s)|}{|I_s|^{\frac{1}{n}}}\right)^\gamma \frac{dx}{|I_s|}_{(3I_s)^c}\left(\frac{|xc(I_s)|}{|I_s|^{\frac{1}{n}}}\right)^\gamma \frac{dx}{|I_s|}C_\gamma .$$

Putting this estimate into (17), we have

$``$ $`C_\gamma |F|^{\frac{1}{q}}\left\{{\displaystyle \underset{sT}{}}{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}|J_k|^3|I_s|^2\left({\displaystyle \frac{|I_s|^{\frac{1}{n}}}{d(k,s)}}\right)^\gamma \right\}^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left\{{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}|J_k|^3{\displaystyle \underset{m\frac{\mathrm{log}|J_k|}{n}}{}}2^{2mn}{\displaystyle \underset{\begin{array}{c}sT\\ |I_s|=2^{mn}\end{array}}{}}\left({\displaystyle \frac{d(k,s)}{2^m}}\right)^\gamma \right\}^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left\{{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}|J_k|^3{\displaystyle \underset{m\frac{\mathrm{log}|J_k|}{n}}{}}2^{2mn}\right\}^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left\{{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k||I_s|\end{array}}{}}|J_k|^3|J_k|^2\right\}^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}.`$
There is also the subcase of case (b) in which $`|J_k||I_s|`$. Here we have the two special subcases: $`I_s3J_k=\mathrm{}`$ and $`I_s3J_k=\mathrm{}`$. We begin with the first of these special subcases in which we use estimate (15). We have

(18) $`\left({\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}}b_k,\varphi _s\right|^2\right)^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{sT}{}}\left|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}}|I_s|^{\frac{1}{2}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right|^2\right)^{\frac{1}{2}}`$
(19) $``$ $`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{sT}{}}\left[{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}}{\displaystyle \frac{|I_s|^2}{|J_k|}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right]\left[{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}}{\displaystyle \frac{|J_k|}{|I_s|}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right]\right)^{\frac{1}{2}}.`$
Since $`I_s3J_k=\mathrm{}`$ we have that $`d(k,s)|xc(I_s)|`$ for every $`xJ_k`$. Therefore the second term inside square brackets above satisfies

$$\underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}\frac{|J_k|}{|I_s|}\frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }\underset{k}{}_{J_k}\left(\frac{|xc(I_s)|}{|I_s|^{\frac{1}{n}}}\right)^\gamma \frac{dx}{|I_s|}C_\gamma .$$

Putting this estimate into (19), we obtain

$`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{sT}{}}{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k=\mathrm{}\end{array}}{}}{\displaystyle \frac{|I_s|^2}{|J_k|}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right)^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{sT}{}}|I_s|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k\end{array}}{}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right)^{\frac{1}{2}}`$
$``$ $`C_\gamma |F|^{\frac{1}{q}}\left({\displaystyle \underset{k:J_k3I_t}{}}|J_k|{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}2^{mn}{\displaystyle \underset{\begin{array}{c}s:I_s3J_k\\ J_k3I_s=\mathrm{}\\ |I_s|=2^{mn}|J_k|\end{array}}{}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right)^{\frac{1}{2}}.`$
Since the last sum above is at most a constant (18) satisfies the estimate $`C_\gamma |F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}`$.

Finally there is the subcase of case (b) in which $`|J_k||I_s|`$ and $`I_s3J_k=\mathrm{}`$. Here again we use estimate (15). We have

(20)
$$\left(\underset{sT}{}\left|\underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k\end{array}}{}b_k,\varphi _s\right|^2\right)^{\frac{1}{2}}C_\gamma |F|^{\frac{1}{q}}\left(\underset{sT}{}|I_s|\left|\underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k\end{array}}{}\frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }\right|^2\right)^{\frac{1}{2}}.$$

Let us make some observations. For a fixed $`s`$ there exists at most finitely many $`J_k`$’s contained in $`3I_t`$ with size at least $`|I_s|`$. Consider the following sets for $`\alpha \{0,1,2,\mathrm{}\}`$,

$$𝒥^\alpha :=\{J_k\text{ as in the sum above}:2^\alpha |I_s|^{\frac{1}{n}}d(k,s)<2^{\alpha +1}|I_s|^{\frac{1}{n}}\}.$$

We would like to know that for all $`\alpha `$ the cardinality of $`𝒥^\alpha `$ is bounded by a fixed constant depending only on dimension. This would allow us to work with a single cube $`J^\alpha (s)`$ from each set at the cost of a constant in the sum below. Fix $`\alpha \{0,1,2,\mathrm{}\}`$ and note that $`I_s3J_k`$ and $`d(k,s)>2^\alpha |I_s|^{\frac{1}{n}}`$ implies that $`|J_k|>2^{\alpha n}|I_s|`$. It is clear that the cardinality of $`𝒥^\alpha `$ would be largest if we had $`|J_k|=2^{\alpha +1}|I_s|`$ for all $`J_k𝒥^\alpha `$. Then the cube of size $`7^n2^{\alpha n}|I_s|`$ centered at $`I_s`$ would contain all elements of $`𝒥_k`$. This bounds the number of such elements by $`\left(\frac{7}{2}\right)^n`$.

Then using the Cauchy-Schwarz inequality we obtain

$`\left|{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k\end{array}}{}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}\right|^2`$ $`\left({\displaystyle \frac{7}{2}}\right)^{2n}\left|{\displaystyle \underset{\alpha =1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{2n}}}{\text{dist}(J^\alpha (s),I_s)^{\frac{\gamma }{2}}}}{\displaystyle \frac{1}{2^{\frac{\alpha \gamma }{2}}}}\right|^2`$
$``$ $`C_n{\displaystyle \underset{\alpha =1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{\text{dist}(J^\alpha (s),I_s)^\gamma }}`$
$``$ $`C_n{\displaystyle \underset{\begin{array}{c}k:J_k3I_t\\ J_k3I_s=\mathrm{}\\ |J_k|>|I_s|\\ I_s3J_k\end{array}}{}}{\displaystyle \frac{|I_s|^{\frac{\gamma }{n}}}{d(k,s)^\gamma }}`$
Putting this estimate into the right hand side of (20), the estimate $`C_{n,\gamma }|F|^{\frac{1}{q}}|I_t|^{\frac{1}{2}}`$ now follows as in the previous case. This concludes the proof of Lemma 1.

## 6. applications

We conclude by discussing some applications. We show how one can strengthen the results of the previous sections to obtain distributional estimates for the function $`𝒟_r(\chi _F)`$ similar to those in the paper of Sjölin .

We showed in section 4 that for any measurable set $`E`$ there is a set $`E^{}`$ of at least half the measure of $`E`$ such that

(21)
$$\left|_E^{}𝒟_r(\chi _F)𝑑x\right|C\mathrm{min}(|E|,|F|)\left(1+\left|\mathrm{log}\frac{|F|}{|E|}\right|\right)$$

for some constant $`C`$ depending only on the dimension. For $`\lambda >0`$ we define

$$E_\lambda =\left\{|𝒟_r(\chi _F)|>\lambda \right\}$$

and also

$`E_\lambda ^1=`$ $`\left\{\text{Re }𝒟_r(\chi _F)>\lambda \right\}`$ $`E_\lambda ^2=\left\{\text{Re }𝒟_r(\chi _F)<\lambda \right\}`$
$`E_\lambda ^3=`$ $`\left\{\text{Im }𝒟_r(\chi _F)>\lambda \right\}`$ $`E_\lambda ^4=\left\{\text{Im }𝒟_r(\chi _F)<\lambda \right\}.`$
We apply (21) to each set $`E_\lambda ^j`$ to obtain

$$\lambda |E_\lambda ^j|\mathrm{min}(|E_\lambda ^j|,|F|)\left(1+\left|\mathrm{log}\frac{|F|}{|E_\lambda ^j|}\right|\right).$$

Using this fact in combination with the easy observation that for $`a>1`$

$$\frac{a}{\mathrm{log}a}\frac{1}{\lambda }a\frac{10}{\lambda }\mathrm{log}(\frac{1}{\lambda }),$$

to obtain that

$$|E_\lambda ^j|C^{}|F|\{\begin{array}{cc}\frac{1}{\lambda }\mathrm{log}(\frac{1}{\lambda })\hfill & \text{when }\lambda <\frac{1}{2}\hfill \\ e^{c\lambda }\hfill & \text{when }\lambda \frac{1}{2}\text{.}\hfill \end{array}$$

Since $`|E_{2\sqrt{2}\lambda }|_{j=1}^4|E_\lambda ^j|`$ we conclude a similar estimate for $`E_\lambda `$.

Next we obtain similar distributional estimates for maximally modulated singular integrals $``$ such as the maximally modulated Hilbert transform (i.e. Carleson’s operator) or the maximally modulated Riesz transforms

$$(f)(x)=\underset{\xi 𝐑^n}{sup}\left|_{𝐑^n}\frac{x_jy_j}{|xy|^{n+1}}e^{2\pi i\xi y}f(y)𝑑y\right|.$$

To achieve this in the one dimensional setting, one applies an averaging argument similar to that in  to both terms of estimate (21) to recover a similar estimate with the Carleson operator. For more general homogeneous singular integrals with sufficiently smooth kernels, one applies the averaging argument to suitable modifications of the operators $`𝒟_r`$ as in . Then one obtains a version of estimate (21) in which $`𝒟_r(\chi _F)`$ is replaced by $`(\chi _F)`$. The same procedure as above then yields the distributional estimate

$$\left|\left\{|(\chi _F)|>\lambda \right\}\right|C_n^{}|F|\{\begin{array}{cc}\frac{1}{\lambda }\mathrm{log}(\frac{1}{\lambda })\hfill & \text{when }\lambda <\frac{1}{2}\hfill \\ e^{c\lambda }\hfill & \text{when }\lambda \frac{1}{2}\text{.}\hfill \end{array}$$

which recovers Lemma 1.2 in . It should be noted that the corresponding estimate

(22)
$$\left|\left\{|𝒟_r(\chi _F)|>\lambda \right\}\right|C_n|F|\{\begin{array}{cc}\frac{1}{\lambda }\mathrm{log}(\frac{1}{\lambda })\hfill & \text{when }\lambda <\frac{1}{2}\hfill \\ e^{c\lambda }\hfill & \text{when }\lambda \frac{1}{2}\text{.}\hfill \end{array}$$

obtained here for $`𝒟_r`$ is stronger as it concerns an “unaveraged version” of all the aforementioned maximally modulated singular integrals $``$.

Using the idea employed in Sjölin  we can obtain the following result as a consequence of (22). Let $`B`$ be a ball in $`𝐑^n`$.

###### Proposition 1.

(i) If $`_B|f(x)|\mathrm{log}^+|f(x)|\mathrm{log}^+\mathrm{log}^+|f(x)|dx<\mathrm{}`$, then $`𝒟_r(f)`$ is finite a.e. on $`B`$.
(ii) If $`_B|f(x)|(\mathrm{log}^+|f(x)|)^2𝑑x<\mathrm{}`$, then $`𝒟_r(f)`$ is integrable over $`B`$.
(iii) For all $`\lambda >0`$ we have

$$\left|\{x𝐑^n:|𝒟_r(f)(x)|>\lambda \}\right|Ce^{c\lambda /f_L^{\mathrm{}}}$$

where $`C,c`$ only depend on the dimension (in particular they are independent of the measurable function $`N:𝐑^n𝐑^n`$.)