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Real and Complex Analysis (Rudin)

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HARMONIC FUNCTIONS 241<br />

The regions nIX exp<strong>and</strong> when IX increases. Their union is U, their intersection<br />

is the radius [0, 1).<br />

Rotated copies of n", with vertex at elf, will be denoted by eitn".<br />

11.19 Maximal Functions If 0 < IX < 1 <strong>and</strong> u is any complex function with<br />

domain U, its nontangential maximal function N" u is defined on T by<br />

Similarly, the radial maximal function of u is<br />

(N"u)(eit) = sup {I u(z) I : Z E eitn,,}. (1)<br />

(Mrad u)(ei~ = sup {I u(rei~ I: 0 :::;; r < I}. (2)<br />

If u is continuous <strong>and</strong> A. is ~ positive number, then the set where either of<br />

these maximal functions is :::;; A. is a closed subset of T. Consequently, N" u <strong>and</strong><br />

Mradu are lower semicontinuous on T; in particular, they are measurable.<br />

Clearly, Mradu:::;; N"u, <strong>and</strong> the latter increases with IX. Ifu = P[dJ.L], Theorem<br />

11.20 will show that the size of N" u is, in turn, controlled by the maximal function<br />

MJ.L that was defined in Sec. 7.2 (taking k = 1). However, it will simplify the<br />

notation if we replace ordinary Lebesgue measure m on T by u = m/2n. Then u is<br />

a rotation-invariant positive Borel measure on T, so normalized that u(T) = 1.<br />

Accordingly, MJ.L is now defined by<br />

The supremum is taken over all open arcs leT whose centers are at ei9, including<br />

T itself (even though T is of course not an arc).<br />

Similarly, the derivative DJ.L of a measure J.L on T is now<br />

ill\ 1· J.L(I)<br />

(DJ.L)(e J = 1m u(I) , (4)<br />

as the open arcs leT shrink to their center ei9, <strong>and</strong> ei9 is a Lebesgue point of<br />

f E IJ(T) if<br />

lim U;I) i I f - f(ei~ I du = 0, (5)<br />

where {I} is as in (4).<br />

If dJ.L = f du + dJ.L. is the Lebesgue decomposition of a complex Borel<br />

measure J.L on T, where f E Ll(T) <strong>and</strong> J.L. 1. u, Theorems 7.4, 7.7, <strong>and</strong> 7.14 assert<br />

that<br />

that almost every point of T is a Lebesgue point of J, <strong>and</strong> that DJ.L = J, DJ.L. = 0<br />

a.e. [u].<br />

(3)<br />

(6)

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