Professional Documents
Culture Documents
521, 2002
Original Russian Text Copyright c _ 2002 Astashkin S. V.
EXACT K -MONOTONICITY OF ONE CLASS OF BANACH PAIRS
S. V. Astashkin UDC 517.982.27
1. Preliminaries and Denitions
Given a Banach pair (X
0
, X
1
), x X
0
+X
1
, and t > 0, dene the Peetre K -functional
K (t, x; X
0
, X
1
) = inf|x
0
|
X
0
+t|x
1
|
X
1
: x = x
0
+x
1
, x
i
X
i
.
The pair (X
0
, X
1
) is called K -monotone (or a CalderonMityagin pair) if for some C > 0 and all
x, y X
0
+X
1
the inequality
K (t, y; X
0
, X
1
) K (t, x; X
0
, X
1
) (t > 0) (1)
implies the existence of a linear operator T : X
0
+X
1
X
0
+X
1
such that max
i=0,1
|T|
X
i
X
i
C and
y = Tx. If this inequality holds for C = 1 then (X
0
, X
1
) is called an exact K -monotone pair. If a pair
is K -monotone then all interpolation spaces with respect to this pair are described as the spaces of the
real K -method [1].
In the mid 1960s, A. P. Calderon [2] and B. S. Mityagin [3] independently demonstrated that the
pair (L
1
, L
i=1
v
i
x
i
,
where (x
i
) is the nondecreasing rearrangement of the absolute values of the coordinates of the vector x =
(x
i
)
n
i=1
. If v = (v
i
)
i=1
is a nonincreasing sequence of nonnegative numbers then the coordinate Lorentz
space consists of all x = (x
i
)
i=1
such that
|x|
v
=
i=1
v
i
x
i
< .
In particular, if v = (1, 0, . . . , 0) (v = (1, 0, . . . )) then we obtain the space l
n
(l
_
0
x
= ess sup
t>0
[x(t)[.
The above-mentioned example of a nonexact K -monotone pair is the pair
_
3
v
, l
3
_
with v
1
= v
2
= 1
and v
3
= 0 [4]. In this connection, A. A. Sedaev posed the question of (exact) K -monotonicity of pairs
like (
n
v
, l
n
), (
v
, l
), and ((), L
i=1
or the
function ) under which the pair (
n
v
, l
n
) ((
v
, l
) or ((), L
n
v
, l
n
_
Suppose that n N and v
1
v
2
v
n
0. Denote the K -orbit of a vector x = (x
i
)
n
i=1
R
n
(x
1
x
2
x
n
0) in the pair
_
n
v
, l
n
_
by V
x
. This is the set of all y = (y
i
)
n
i=1
R
n
such that (1)
holds for X
0
=
n
v
and X
1
= l
n
.
Given z = (z
i
)
n
i=1
, the function K (t, z) = K
_
t, z;
n
v
, l
n
_
is piecewise linear and has fracture points at
t = t
k
=
k
i=1
v
i
(k = 0, 1, . . . , n, t
0
= 0). Moreover, as is easy to see, K (0, z) = 0, K (t
k
, z) =
k
i=1
v
i
z
i
(k = 1, 2, . . . , n), and K (t, z) = K (t
n
, z) (t t
n
). Therefore, in this case (1) amounts to the system of
inequalities
k
i=1
v
i
y
i
k
i=1
v
i
x
i
(k = 1, 2, . . . , n). (2)
Henceforth we consider intervals of natural numbers. For example, if a, b N and a b then
[a, b] = k N : a k b. Denote by [[ the number of elements in the interval and let e
i
(i = 1, 2, . . . , n) be the standard basis for R
n
.
A collection T = t
k
m
k=1
, 1 = t
1
< t
2
< < t
m
= n + 1, of natural numbers is v-admissible with
respect to the interval [1, n] if for every k = 1, 2, . . . , m 1 either t
k+1
= t
k
+ 1 and v
t
k
> 0 or there is
i [t
k
, t
k+1
1) such that v
i
> v
i+1
.
Suppose that x R
n
, T = t
k
m
k=1
is a v-admissible collection with respect to the interval [1, n], and
k
= [t
k
, t
k+1
1]. Denote by E
T
= E
T
(x) the set of all vectors y = (y
i
)
n
i=1
R
n
such that for every
k = 1, 2, . . . , m
y
i
=
k
(x) if i
k
,
where
k
(x) =
j
k
v
j
x
j
j
k
v
j
. (3)
Let K be a subset of some vector space E. Recall that a point x
0
K is an extreme point of K if
x
0
is not an interior point of any straight line segment whose endpoints belong to K and dier from x
0
.
In other words, the representation
x
0
= tx
1
+ (1 t)x
2
, x
1
K, x
2
K, 0 < t < 1,
implies that x
0
= x
1
= x
2
. We denote the set of extreme points of K by ext K.
Theorem 1. The equality ext V
x
=
T
E
T
holds for every x R
n
, where the union is calculated
over all v-admissible collections with respect to the interval [1, n]. In particular, V
x
= conv(
T
E
T
).
Proof. We rst suppose that
v
1
v
2
v
n
> 0. (4)
6
Dene the set V
+
x
R
n
by the system of 2n inequalities
y
i
y
i+1
(i = 1, 2, . . . , n 1), y
n
0, (5)
and
k
j=1
v
j
y
j
k
j=1
v
j
x
j
(k = 1, 2, . . . , n). (6)
Since V
+
x
is a closed convex polyhedron in R
n
, we have y ext V
+
x
if and only if y V
+
x
and the n
inequalities of (5) and (6) become linearly independent equalities for y = y.
Suppose that y = ( y
i
)
n
i=1
V
+
x
and
j=1
v
j
y
j
=
i
j=1
v
j
x
j
(7)
for some i
j=1
v
j
y
j
>
i+1
j=1
v
j
x
j
(9)
which contradicts (6) again. Thus, x
i
= y
i
= . So
i1
j=1
v
j
y
j
=
i1
j=1
v
j
x
j
.
Arguing in a similar way, we conclude that (8) is valid for all j [a, i].
Furthermore, x
i+1
x
i
= . If we suppose that x
i+1
< then (7) implies (9). Therefore, x
i+1
= ,
i+1
j=1
v
j
y
j
=
i+1
j=1
v
j
x
j
,
and we thereby can conclude that (8) holds for all j .
Now, assume that y ext V
+
x
and y
n
> 0. Consider the system of all half-intervals
k
= [a
k
, b
k
)
(k = 1, 2, . . . , m) in the interval [1, n] possessing the following properties:
(a) a
k
< b
k
(k = 1, 2, . . . , m) and b
k
< a
k+1
(k = 1, 2, . . . , m1);
(b) y
i
= y
i+1
(i
k
, k = 1, 2, . . . , m);
(c) y
a
k
1
> y
a
k
and y
b
k
> y
b
k
+1
(k = 1, 2, . . . , m) (if a
1
= 1 then for k = 1 we require only the second
of these inequalities; if b
m
= n then for k = m we require only the rst of them);
(d) to each k = 1, 2, . . . , m, there is i
k
such that x
i+1
< x
i
.
It is easily seen that (a)(d) determine the system
m
k=1
uniquely. Moreover, by the above, for
all i
k
, k = 1, 2, . . . , m,
i
j=1
v
j
y
j
<
i
j=1
v
j
x
j
.
7
Therefore, if s ,
m
k=1
k
then
s
j=1
v
j
y
j
=
s
j=1
v
j
x
j
or, equivalently,
b
k
j=1
v
j
y
j
=
b
k
j=1
v
j
x
j
(k = 1, 2, . . . , m) (10)
and
y
s
= x
s
(11)
for s F, F = [1, n]
m
k=1
k
. So
b
k
j=a
k
v
j
y
j
=
b
k
j=a
k
v
j
x
j
(k = 1, 2, . . . , m);
whence by property (b) of the system
_
k
_
y
i
=
k
(x) (i
k
), (12)
where
k
(x) are dened by (3).
Enumerating the set F a
k
m
k=1
n+1 in increasing order, we obtain the collection T = t
k
p
k=1
,
1 = t
1
< t
2
< < t
p
= n + 1. In view of (12), y E
T
= E
T
(x). Let us show that, for every
k = 1, 2, . . . , m, there is i
k
such that v
i
> v
i+1
. By (4) the collection T will then be v-admissible.
For a contradiction, suppose that for some k = 1, 2, . . . , m
v
j
= v
a
k
(j
k
). (13)
By property (d) of the intervals
_
k
_
, there is i
k
such that
x
i
> x
i+1
. (14)
Dene the vectors z
j
=
_
z
j
s
_
n
s=1
, j = 1, 2, . . . , l, with l = [
k
[ = b
k
a
k
+ 1, as follows: z
j
s
= y
s
(s ,
k
) and z
j
s
= x
sa
k
+j1 (mod l)+a
k
(s
k
). In view of (14), the vectors z
j
are pairwise distinct.
Moreover, since the sequence (x
i
)
n
i=1
is monotone decreasing, it follows from (10) and (11) that
i
s=a
k
v
s
_
z
j
s
_
=
i
s=a
k
v
s
x
s
for arbitrary j = 1, 2, . . . , n and i
k
. Therefore, z
j
V
+
x
(j = 1, 2, . . . , l).
Finally, we demonstrate that the vector z = l
1
l
j=1
z
j
coincides with y. Indeed, if z = (z
s
)
n
s=1
then z
s
= y
s
for s ,
k
. If s
k
then, by (13) and (12),
z
s
= l
1
l
j=1
z
j
s
= l
1
j
k
x
j
=
_
j
k
v
j
_
1
_
j
k
v
j
x
j
_
=
k
(x) = y
s
.
Thus, y is a convex combination of dierent elements of V
+
x
, which is impossible, since y ext V
+
x
.
Now, suppose that y = ( y
i
)
n
i=1
ext V
+
x
and y
1
y
2
y
l
> y
l+1
= = y
n
= 0 for some
l < n. We show that in this case
x
i
= 0 (i > l). (15)
8
Indeed, if x
l+1
> 0 then, by the denition of V
+
x
and the inequality v
l+1
> 0, we have
k
i=1
v
i
y
i
<
k
i=1
v
i
x
i
(16)
for all k > l. Put h = e
l+1
, where 0 < < min( y
l
, x
l+1
). Then the vectors z
= y + h and z
= y h
dier and y =
1
2
(z
+ z
). Moreover, z
s
= z
s
= y
s
(s ,= l + 1), z
l+1
= , and z
l+1
= . By the choice
of , it then follows from (16) that z
, z
V
+
x
. This contradicts the fact that y is an extreme point
of V
+
x
. Thereby (15) is proven.
Thus, in the case under consideration system (5), (6) is equivalent to a similar system in R
l
if we
replace x with the vector x
= (x
i
)
l
i=1
. Moreover, the l inequalities of the system at the vector y
= ( y
i
)
l
i=1
become linearly independent equalities. Since y
l
> 0, we nd as before a v-admissible collection (with
respect to the interval [1, l]) T
= t
m
k=1
, 1 = t
1
< t
2
< < t
m
= l + 1, such that y
E
T
. Then
T = t
k
n+ml
k=1
, where t
k
= t
k
(k = 1, . . . , m) and t
k
= l + 1 + k m (k = m + 1, . . . , n + m l), is
a v-admissible collection with respect to the whole interval [1, n] and y E
T
.
Thus, ext V
+
x
T
E
T
, where the union is calculated over all v-admissible collections T with
respect to the interval [1, n].
We return to V
x
. This set is symmetric about the coordinate planes y
i
= 0 (i = 1, . . . , n) as well
as the planes y
i
= y
j
(1 i ,= j n). Therefore, if y = ( y
j
)
n
j=1
is an extreme point of V
x
then
y
= ( y
i
)
n
i=1
ext V
+
x
and hence there is a v-admissible collection T in the interval [1, n] such that
y E
T
.
Prove the converse: E
T
ext V
x
for every v-admissible collection T . Suppose that y = ( y
i
)
n
i=1
E
T
= E
T
(x). Note that system (2), determining V
x
, is equivalent to the system of all possible inequalities
of the form
j
i=1
j
i
v
i
y
j
(i)
j
i=1
v
i
x
i
(j = 1, 2, . . . , n), (17)
where
j
=
j
(i) are arbitrary permutations of the interval [1, n] and
j
=
_
j
i
_
are arbitrary collections
of signs (j = 1, 2, . . . , n). Let us show that y V
x
and the n inequalities of (17) for y = y become linearly
independent equalities. We start with one auxiliary assertion.
Let a
1
, a
2
, . . . , a
m
, b
1
, b
2
, . . . , b
k
, x, y be arbitrary reals. Consider the following determinant whose
rows are permutations of these numbers:
V =
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
a
1
a
2
a
3
. . . a
m1
a
m
x y b
1
. . . b
k1
b
k
a
1
a
2
a
3
. . . a
m1
a
m
y x b
1
. . . b
k1
b
k
a
1
a
2
a
3
. . . a
m1
y a
m
x b
1
. . . b
k1
b
k
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
1
y a
2
. . . a
m2
a
m1
a
m
x b
1
. . . b
k1
b
k
y a
1
a
2
. . . a
m2
a
m1
a
m
x b
1
. . . b
k1
b
k
y a
1
a
2
. . . a
m2
a
m1
a
m
b
1
x . . . b
k1
b
k
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
y a
1
a
2
. . . a
m2
a
m1
a
m
b
1
b
2
. . . x b
k
y a
1
a
2
. . . a
m2
a
m1
a
m
b
1
b
2
. . . b
k
x
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
.
Lemma 1. The following equality holds:
V = (1)
(m+1)(m+2)/2
_
m
i=1
a
i
+
k
j=1
b
j
+x +y
_
(y x)
m
i=1
(y a
i
)
k
j=1
(x b
j
).
9
In particular, if a
i
0 (i = 1, 2, . . . , m), b
j
0 (j = 1, 2, . . . , k), x 0, y 0, x ,= b
j
(j = 1, 2, . . . , k),
y ,= a
i
(i = 1, 2, . . . , m), and x ,= y then V ,= 0.
Proof. Summing the rst column of the determinant with the others and distinguishing the common
factor, we obtain
V =
_
m
i=1
a
i
+
k
j=1
b
j
+x +y
_
V,
(18)
where the determinant V
is obtained from V by replacing the rst column with the column of units.
Since, if we substitute the numbers a
1
, a
2
, . . . , a
m
and x for y in V
m
i=1
(y a
i
). The degree of V
as a polynomial in y equals m+ 1
and hence
V
= C(x)(y x)
m
i=1
(y a
i
).
Moreover,
C(x) = (1)
k
m
V
, (19)
where k
m
is the number of inversions in the permutation m+ 2, m+ 1, . . . , 2, 1 and
V
=
_
_
_
_
_
_
_
_
_
_
_
_
1 b
1
b
2
b
3
. . . b
k1
b
k
1 x b
2
b
3
. . . b
k1
b
k
1 b
2
x b
3
. . . b
k1
b
k
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
1 b
1
b
2
b
3
. . . x b
k
1 b
1
b
2
b
3
. . . b
k
x
_
_
_
_
_
_
_
_
_
_
_
_
.
Since b
1
, b
2
, . . . , b
k
are roots of the polynomial V
(x) =
k
j=1
(x b
j
). (20)
Moreover, k
m
= (m+ 1)(m+ 2)/2 and the sought equality follows from (18)(20). The last assertion of
the lemma is immediate from the hypotheses and the above-proven equality.
Remark 1. Similar assertions are valid for the determinants
V
1
=
_
_
_
_
_
_
_
_
_
_
x y b
1
. . . b
k
y x b
1
. . . b
k
y b
1
x . . . b
k
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
y b
1
b
2
. . . x
_
_
_
_
_
_
_
_
_
_
, V
2
=
_
_
_
_
_
_
_
_
_
_
a
1
. . . a
m
x y
a
1
. . . a
m
y x
a
1
. . . y a
m
x
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
y . . . a
m1
a
m
x
_
_
_
_
_
_
_
_
_
_
.
More precisely, we can demonstrate that
V
1
=
_
k
j=1
b
j
+x +y
_
(y x)
k
j=1
(x b
j
)
and
V
2
= (1)
(m+1)(m+2)/2
_
m
i=1
a
i
+x +y
_
(y x)
m
i=1
(y a
i
).
10
Therefore, if b
j
0, x 0, y 0, x ,= b
j
(j = 1, 2, . . . , k), and x ,= y then V
1
,= 0; and if a
i
0, x 0,
y 0, y ,= a
i
(i = 1, 2, . . . , m), and x ,= y then V
2
,= 0. In the case when the collection consists only of
two numbers x and y we have V
3
=
_
_
_
_
x y
y x
_
_
_
_
= x
2
y
2
,= 0 if x 0, y 0, and x ,= y.
We continue the proof of the theorem. Given a v-admissible collection T = t
k
p
k=1
, put
k
=
[t
k
, t
k+1
1], I
1
= k = 1, 2, . . . , p 1 : [
k
[ 2, and I
2
= 1, 2, . . . , p 1 I
1
. Also, put c
k
= maxi
k
: v
i
= v
t
k
. Since T is a v-admissible collection, c
k
< t
k+1
1 for k I
1
.
In the case of k I
1
, applying Lemma 1 to the collection of numbers
v
t
k
, v
t
k
+1
, . . . , v
c
k
1
, x = v
c
k
, y = v
c
k
+1
, . . . , v
t
k+1
1
,
we nd permutations
j
k
(j
k
) of
k
such that the determinant V
k
whose rows are composed of
appropriately rearranged numbers of this collection is nonzero. If k I
2
then
k
consists of a single
element t
k
and we put
k
t
k
(t
k
) = t
k
.
Given j = 1, 2, . . . , n, dene the permutation
j
as follows. Suppose that k
j
is such that j
k
j
.
Then
j
(i) = i if i ,
k
j
and
j
(i) =
j
k
j
(i) if i
k
j
.
Consider the system of equations
t
k+1
1
i=1
v
j
(i)
y
i
=
t
k+1
1
i=1
v
i
x
i
(j
k
, k = 1, 2, . . . , p 1) (21)
in the variables y
1
, y
2
, . . . , y
n
. Its determinant
kI
1
V
k
kI
2
v
k
diers from zero. Consequently, system
(21) has a unique solution.
If y = ( y
i
)
n
i=1
E
T
(x) for the v-admissible collection in question then y
i
=
k
(x) (i
k
, k =
1, 2, . . . , p 1), where
k
(x) is dened by (3). Therefore, since (x
i
)
n
i=1
decreases, for arbitrary k =
1, 2, . . . , p 1 and m
k
we have
m
i=1
v
i
y
i
=
jk1
i
j
v
i
y
i
+
m
i=t
k
v
i
y
i
=
jk1
i
j
v
i
x
i
+ y
t
k
m
i=t
k
v
i
=
t
k
1
i=1
v
i
x
i
+
_
m
i=t
k
v
i
__
i
k
v
i
_
1
_
i
k
v
i
x
i
_
t
k
1
i=1
v
i
x
i
+
m
i=t
k
v
i
x
i
=
m
i=1
v
i
x
i
and hence y V
x
.
Find a permutation of [1, n] and
i
= 1 such that y
i
=
i
y
(i)
(i = 1, 2, . . . , n). The system of the
equations
t
k+1
1
i=1
i
v
j
(i)
y
(i)
=
t
k+1
1
i=1
v
i
x
i
(j
k
, k = 1, 2, . . . , p 1)
or, which is the same,
t
k+1
1
i=1
j
i
v
i
y
j
(i)
=
t
k+1
1
i=1
v
i
x
i
(j
k
, k = 1, 2, . . . , p 1), (22)
where
j
= (
j
),
j
i
=
j
(i)
, and
j
=
j
1
, is equivalent to (21). We now show that the unique solution
of (22) is the vector y.
Since
j
(i)
s
for all s = 1, 2, . . . , p 1, j = 1, 2, . . . , n, and i
s
; we have
t
k+1
1
i=1
j
i
v
i
y
j
(i)
=
sk
i
s
v
i
j
(i)
y
(
j
(i))
=
sk
i
s
v
i
y
j
(i)
=
sk
y
t
s
i
s
v
i
=
sk
i
s
v
i
x
i
=
t
k+1
1
i=1
v
i
x
i
.
11
System (22) is derived from (17) and comprises n equations. Consequently, y ext V
x
.
We are left with settling the case in which for some l < n
v
1
v
2
v
l
> v
l+1
= = v
n
= 0. (23)
Note that, proving the inclusion E
T
(x) ext V
x
(T is a v-admissible collection), we did not use the
positivity of weights. Therefore, it suces to prove the converse: if y ext V
x
then y E
T
(x) for some
v-admissible collection T .
If y ext V
x
then y
ext V
+
x
, where V
+
x
is dened by (5) and (6). Arguing in a standard way
and using (23), we conclude that d = mink : y
k
= = y
n
l. If d = 1 then the collection t
k
2
k=1
,
t
1
= 1, t
2
= n + 1, is v-admissible and y E
T
. Assume that d > 1. Since y
ext V
+
x
; therefore, d 1
inequalities of a system similar to (5), (6) (with d 1 substituted for n) must turn at the vector ( y
i
)
d1
i=1
into linearly independent equalities. As in the beginning of the proof, we can consequently construct
a v-admissible collection T
= t
m
k=1
, t
1
= 1 < < t
m
= d, in [1, d 1] such that ( y
i
)
d1
i=1
E
T
.
Then the collection T = t
k
m+1
k=1
, t
k
= t
k
(k = 1, 2, . . . , m), t
m+1
= n + 1, is v-admissible on the whole
interval [1, n] and y E
T
.
The theorem is proven.
Remark 2. In the case of v
1
= v
2
= = v
n
> 0 the only v-admissible collection with respect to
the interval [1, n] is T = k
n+1
k=1
. As a consequence of Theorem 1 we obtain the well-known theorem of
A. S. Markus: if x = (x
i
)
n
i=1
R
n
(x
1
x
2
x
n
0) and V
x
is the set of all y = (y
i
)
n
i=1
R
n
satisfying the system of inequalities
k
i=1
y
i
k
i=1
x
i
(k = 1, 2, . . . , n),
then ext V
x
consists of all y = ( y
i
)
n
i=1
R
n
representable as y
i
=
i
x
(i)
, where
i
= 1 and is
a permutation of the interval [1, n] [911].
Remark 3. The dierence between the cases of equal and nonequal weights can be lucidly demon-
strated for n = 2. If v
1
= v
2
> 0 then the set V
x
, x = (x
1
, x
2
), x
1
> x
2
> 0, is a convex octagon whose
vertices (extreme points) have coordinates (x
1
, x
2
) and (x
2
, x
1
).
If v
1
> v
2
> 0 then we obtain a convex dodecagon. Besides the indicated vertices, it has four more
vertices on the bissectrices of the coordinate corners:
_
v
1
x
1
+v
2
x
2
v
1
+v
2
,
v
1
x
1
+v
2
x
2
v
1
+v
2
_
.
3. Finite-Dimensional Spaces
Theorem 2. The Banach pair
_
n
v
, l
n
_
(n N) is an exact K -monotone pair if and only if
v
k
= v
1
q
k1
(k = 2, 3, . . . , n), v
1
> 0, q [0, 1]. (24)
Proof. First, suppose that (24) is valid. If q = 0 then
n
v
= v
1
l
n
_
K
_
t, x;
n
v
, l
n
_
(25)
is equivalent to |y|
|x|
. Suppose that f
_
l
n
. Then the
operator Tz = (|x|
)
1
f(z)y satises the conditions |T|
l
n
l
n
l
n
, |A|
n
v
n
v
) 1. (26)
In view of Theorem 1, we can assume that y E
T
= E
T
(x
m
k=1
and
k
= [t
k
, t
k+1
1] (k = 1, 2, . . . , m1). Dene the operator B: R
n
R
n
,
Bz =
m1
k=1
b
k
(z)
j
k
e
j
, where b
k
(z) =
_
j
k
v
j
_
1
_
j
k
z
j
v
j
_
.
It is easy to verify that |B|
l
n
l
n
= 1. Moreover, if b
s
(z) = [b
k
s
(z)[ (s = 1, 2, . . . , m1) then
|Bz|
v
=
m1
s=1
[b
k
s
(z)[
i
s
i=i
s1
+1
v
i
, (27)
where i
0
= 0 and i
s
=
s
j=1
[
k
j
[ (s = 1, 2, . . . , m 1). In view of (24), for all s = 1, 2, . . . , m 1 we
have
[b
k
s
(z)[
_
i
k
s
q
i1
_
1
_
i
k
s
[z
i
[q
i1
_
=
_
i
s
i=i
s1
+1
q
i1
_
1
_
i
s
i=i
s1
+1
[z
ii
s1
+t
k
s
1
[q
i1
_
.
Therefore, it follows from (27) that
|Bz|
v
v
1
m1
s=1
i
s
i=i
s1
+1
[z
ii
s1
+t
k
s
1
[q
i1
v
1
n
i=1
z
i
q
i1
= |z|
v
;
whence |B|
n
v
n
v
1. Since y E
T
(x
), we moreover have Bx
= y
.
Denote by S
1
and S
2
operators that are generated by permutations of the interval [1, n] and coor-
dinatewise multiplication by 1 and are such that S
1
y
= y and S
2
x = x
) is not
an exact K -monotone pair if v
1
v
2
v
l
> v
l+1
= = v
n
= 0 for some l [2, n]. Therefore, we
consider only the case of v
i
> 0 (i = 1, 2, . . . , n).
Dene the operators Q
k
: R
n
R
n
,
Q
k
((z
i
)) =
i=k1,k
z
i
e
i
+
z
k1
v
k1
+z
k
v
k
v
k1
+v
k
(e
k1
+e
k
) (k = 2, 3, . . . , n),
and show that the exact K -monotonicity of the pair (
n
v
, l
n
n
v
n
v
1 (k = 2, 3, . . . , n). (28)
Take x = x
n
i=1
(n i + 1)e
i
. It is easy to see that the vector
y = y
=
k2
i=1
(n i + 1)e
i
+
n
i=k+1
(n i + 1)e
i
+
k
(e
k1
+e
k
),
13
where
k
=
(n k + 2)v
k1
+ (n k + 1)v
k
v
k1
+v
k
, (29)
belongs to V
x
. Therefore, by hypotheses there is a linear operator A : R
n
R
n
for which (26) is valid.
If the operator is given by a matrix (a
i,j
)
n
i,j=1
then from the denition of x and y and from (26) we
obtain the following system of equations:
_
_
na
1,1
+ (n 1)a
1,2
+ + (n k + 1)a
1,k
+ +a
1,n
= n
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
na
k2,1
+ (n 1)a
k2,2
+ + (n k + 1)a
k2,k
+ +a
k2,n
= n k + 3
na
k1,1
+ (n 1)a
k1,2
+ + (n k + 1)a
k1,k
+ +a
k1,n
=
k
na
k,1
+ (n 1)a
k,2
+ + (n k + 1)a
k,k
+ +a
k,n
=
k
na
k+1,1
+ (n 1)a
k+1,2
+ + (n k + 1)a
k+1,k
+ +a
k+1,n
= n k
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
na
n,1
+ (n 1)a
n,2
+ + (n k + 1)a
n,k
+ +a
n,n
= 1.
Since
|A|
l
n
l
n
= max
i=1,...,n
n
j=1
[a
i,j
[,
it follows from (26) that
n
j=1
[a
i,j
[ 1 (i = 1, 2, . . . , n). (30)
Therefore, from the rst equation of the system we derive a
1,1
= 1 and a
1,j
= 0 (j = 2, . . . , n). Now, Ae
1
=
(1, a
2,1
, . . . , a
n,1
) and max
i=2,...,n
[a
i,1
[ 1 by (30). Consequently, (Ae
1
)
= (1, u
2
, . . . , u
n
). Applying (26)
once again, we obtain
v
1
+v
2
u
2
+ +v
n
u
n
= |Ae
1
|
v
|e
1
|
v
= v
1
;
whence a
2,1
= = a
n,1
= 0. Arguing likewise, we arrive at the equalities a
i,i
= 1 (1 i k 2) and
a
i,j
= 0 if i ,= j and min(i, j) k 2.
Now, we rewrite the (k 1)th equation of the system:
(n k + 2)a
k1,k1
+ (n k + 1)a
k1,k
+ +a
k1,n
=
k
. (31)
If a
k1,k1
< v
k1
/(v
k1
+v
k
) then, by (30) and (29), the left-hand side of (31) does not exceed
(n k + 2)a
k1,k1
+ (n k + 1)
_
n
j=k
[a
k1,j
[
_
(n k + 2)a
k1,k1
+ (n k + 1)(1 [a
k1,k1
[) <
k
,
and (31) fails. Therefore,
a
k1,k1
v
k1
v
k1
+v
k
. (32)
Similarly, from the kth equation we deduce the inequality
a
k,k1
v
k1
v
k1
+v
k
. (33)
14
Now,
A
_
k1
i=1
e
i
_
=
k2
i=1
e
i
+
n
i=k1
a
i,k1
e
i
.
Hence, [a
k1,k1
[v
k1
+[a
k,k1
[v
k
+ +[a
n,k1
[v
n
v
k1
by (26). From here, (32), and (33) we obtain
a
k1,k1
= a
k,k1
=
v
k1
v
k1
+v
k
, a
j,k1
= 0 (j = k + 1, . . . , n).
The (k 1)th and kth equations of the system consequently imply that
a
k1,k
= a
k,k
=
v
k
v
k1
+v
k
and a
k1,j
= a
k,j
= 0 (j = k + 1, . . . , n). Thus,
A
_
k
i=1
e
i
_
=
k
i=1
e
i
+
n
i=k+1
a
i,k
e
i
;
whence, in view of (26), a
j,k
= 0 (j = k + 1, . . . , n).
Repeating the same arguments as for the rst (k 2) equations of the system, we see that a
i,i
= 1
(i = k + 1, . . . , n) and a
i,j
= 0 if i ,= j (i, j = k + 1, . . . , n). Thus, the operator A coincides with Q
k
,
and (28) is proven.
Let us show that the ratio v
k1
/v
k
is independent of k = 2, . . . , n.
Consider the vectors
a = 2e
1
+e
2
+ 3
k
i=3
e
i
, b = Q
1
a =
2v
1
+v
2
v
1
+v
2
(e
1
+e
2
) + 3
k
i=3
e
i
.
It follows from (28) that |b|
v
|a|
v
or
2v
1
+v
2
v
1
+v
2
(v
k1
+v
k
) 2v
k1
+v
k
;
whence
v
2
v
1
v
k
v
k1
. (34)
Now, take
c =
k2
i=1
e
i
+ 3e
k1
+ 2e
k
, d = Q
k
c =
k2
i=1
e
i
+
3v
k1
+ 2v
k
v
k1
+v
k
(e
k1
+e
k
).
Again by (28), |d|
v
|c|
v
which amounts to the inequality
v
2
v
1
v
k
v
k1
. (35)
Relations (34) and (35) mean that the theorem is proven.
15
4. Sequence Spaces
Let v = (v
k
)
k=1
be a nonincreasing sequence of nonnegative numbers. Recall that the coordinate
Lorentz space
v
consists of all sequences x = (x
k
)
k=1
such that
|x|
v
=
k=1
v
k
x
k
< .
As usual, l
k=1
with the norm |x|
= sup
k=1,2,...
[x
k
[.
Theorem 3. The Banach pair (
v
, l
). Suppose that x l
, y l
, and
K (t, y) K (t, x) (t > 0). (38)
Let us show that, for arbitrary m N and > 0, there is n = n(m) N such that
K (t, y
(m)
) (1 +)K (t, x
(n)
) (39)
for all t > 0
First of all, observe that the convergence in (37) is uniform over the interval [1, m]. Therefore, in
view of (38), inequality (39) is valid for some n N and all t [1, m]. Since the function K (t, y
(m)
) is
linear and K (0, y
(m)
) = K (0, x
(n)
) = 0 on [0, 1], (39) is also valid for t [0, 1]. Finally, (39) holds for
t > m, since here the function K (t, y
(m)
) is constant while K (t, x
(n)
) increases.
Assuming n m, observe that K (t, y
(m)
) and K (t, x
(n)
) coincide with the K -functionals of the
n-dimensional vectors y = (y
1
, y
2
, . . . , y
m
, 0, . . . , 0) and x = (x
1
, x
2
, . . . , x
n
) with respect to the pair
(
n
v(n)
, l
n
), where v
(n)
= (v
1
, v
2
, . . . , v
n
). Hence, by Theorem 2 there is a linear operator A
(m)
: R
n
R
n
such that
A
(m)
x =
1
1 +
y, max(|A
(m)
|
n
v(n)
n
v(n)
, |A
(m)
|
l
n
l
n
) 1.
Let S
(m)
: l
l
n
and I
(m)
: l
n
i=1
_
= (z
i
)
n
i=1
, I
(m)
_
(z
i
)
n
i=1
_
= (z
1
, z
2
, . . . , z
n
, 0, . . . ).
Then by the above the operator Q
(m)
= I
(m)
A
(m)
S
(m)
satises the conditions
Q
(m)
x =
1
1 +
y
(m)
, max(|Q
(m)
|
v
, |Q
(m)
|
l
) 1. (40)
Below we use the approach that was pursued by A. P. Calderon in a similar situation in [2].
Suppose that is a Banach limit, i.e., a bounded linear functional on l
such that
liminf
m+
a
m
(a) limsup
m+
a
m
(a = (a
m
)
m=1
l
). (41)
Dene the linear operator Q : l
as follows:
Qz = ((Qz)
k
)
k=1
, (Qz)
k
=
_
((Q
(m)
z)
k
)
m=1
_
.
16
In view of (40) and (41), |Q|
l
1. We prove that
|Q|
v
1 +. (42)
Find a sequence of pairwise distinct natural numbers (s
i
)
i=1
such that (Qz)
i
(1 + )[(Qz)
s
i
[
(i = 1, 2, . . . ). Then for every k = 1, 2, . . . it follows from (41) and (40) that
k
i=1
(Qz)
i
v
i
(1 +)
k
i=1
[(Qz)
s
i
[v
i
= (1 +)
k
i=1
((Q
(m)
z)
s
i
)v
i
= (1 +)
_
k
i=1
(Q
(m)
z)
s
i
v
i
_
(1 +) sup
m=1,2,...
k
i=1
[(Q
(m)
z)
s
i
[v
i
(1 +) sup
m=1,2,...
|Q
(m)
z|
v
(1 +) sup
m=1,2,...
|Q
(m)
|
v
|z|
v
(1 +)|z|
v
.
Passing to the limit as k , we come to (42). Moreover, from (41) and (40) we nd that
Qx = lim
m
Q
(m)
x =
1
1 +
y.
Therefore, if Q = (1 +)Q then
Qx = y, max(|Q|
v
, |Q|
l
) (1 +)
2
.
Thereby (
v
, l
n
v
, l
n
_
with an arbitrary n N, the necessity of (36) follows from Theorem 2.
5. Function Spaces
Let be a nonnegative increasing concave function on [0, ) such that (0) = 0. The function
Lorentz space () consists of all measurable functions x = x(t) on (0, ) such that
|x|
_
0
x
the space of all essentially bounded functions x = x(t) with the norm
|x|
= ess sup
t>0
[x(t)[.
Theorem 4. The Banach pair ((), L
k=1
x
k
[h(k1),hk)
(t), g(t) =
n
k=1
y
k
[h(k1),hk)
(t), (43)
where
e
is the characteristic function of a set e [0, ). If ((), L
) K (t, f; (), L
) (t > 0) (44)
implies the existence of a linear operator A such that
Af = g and max(|A|
()()
, |A|
L
) 1 +.
17
Since [13, pp. 164165]
K (t, h; (), L
) =
1
(t)
_
0
h
_
K
_
t, (x
k
)
n
k=1
;
n
v
, l
n
_
(t > 0),
where v = (v
k
)
n
k=1
and v
k
= (hk) (h(k 1)). The norm of the projection
Pu(t) =
1
h
N
k=1
hk
_
h(k1)
u(s) ds
[h(k1),hk)
(t)
in () and L
k=1
z
k
[h(k1),hk)
(t), S
_
n
k=1
z
k
[h(k1),hk)
(t)
_
= (z
k
)
n
k=1
(46)
then
|I|
n
v
()
= |I|
l
n
= |S|
()
n
v
= |S|
L
l
n
= 1
(the operator S is considered only on functions of the form (43)). Therefore, the operator
A = SPAI :
R
n
R
n
satises the conditions
A
_
(x
k
)
n
k=1
_
= (y
k
)
n
k=1
, max(|
A|
n
v
n
v
, |
A|
l
n
l
n
) 1 +.
Thus,
_
n
v
, l
n
_
is an exact K -monotone pair for every n N. Consequently, by Theorem 2
(hk) (h(k 1)) = (h)q
k1
h
(k = 2, 3, . . . ), (47)
where (h) > 0 and q
h
[0, 1]. If q
h
= 0 then (hk) = (h) for all natural k. Therefore, (t) = a (t > 0)
in view of the arbitrariness of h > 0.
The two remaining cases q
h
= 1 and q
h
(0, 1) are settled in the following lemmas:
Lemma 2. Suppose that a function (t) is nonnegative, concave on [0, ), and such that (0) = 0. If
(kh) = k(h) (48)
for some h > 0 and all k N then (t) = at (t 0) for some a > 0.
Proof. Since (t) is concave, (t)/t decreases. Therefore, for every k N
(kh)
kh
(t)
t
(h)
h
if t [h, kh].
Hence, in view of (48), (t) coincides with the linear function l(t) = (h)t/h for t h.
If 0 < t < h then (t) t(h)/h = l(t). Suppose that (t
0
) > l(t
0
) for some t
0
(0, h). Then
(h) (t
0
)
h t
0
l(h) l(t
0
)
h t
0
=
(2h t
0
) (h)
h t
0
which contradicts the concavity of (t). Consequently, (t) = l(t), and the lemma is proven.
18
Lemma 3. Let (t) be a positive continuous function for t > 0 such that (0) = 0. Suppose that,
for every h > 0, there is q
h
(0, 1) such that (47) holds for all k N. Then (t) = a(1 q
t
) for some
a > 0 and q (0, 1).
Proof. We start with showing that for h > 0 and m N
q
h/m
= q
1/m
h
. (49)
First of all
(2h) (h) = (h)q
h
. (50)
Furthermore,
((1 + 1/m)h) (h) = (h/m)q
m
h/m
,
((1 + 2/m)h) ((1 + 1/m)h) = (h/m)q
m+1
h/m
,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
(2h) ((2 1/m)h) = (h/m)q
2m1
h/m
.
Summing these equalities, we obtain
(2h) (h) = (h/m)
_
1 +q
h/m
+ +q
m1
h/m
_
q
m
h/m
. (51)
On the other hand, for every natural k
(2h/m) (h/m) = (h/m)q
h/m
,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
(kh/m) ((k 1)h/m) = (h/m)q
k1
h/m
;
whence
(kh/m) = (h/m)
_
1 +q
h/m
+ +q
k1
h/m
_
. (52)
Consequently, (49) follows from (50)(52) for k = m.
Putting h = 1 in (52) and setting q = q
1
, by (49) we now obtain
(k/m) = (1/m)
1 q
k/m
1 q
1/m
(53)
for all natural k and m. In particular, if k = m then
(1) = (1/m)
1 q
1 q
1/m
,
and we can rewrite (53) as (k/m) =
(1)
1q
(1 q
k/m
). Thus, (t) =
(1)
1q
(1 q
t
) for all rational t > 0.
Since (t) is continuous and (0) = 0, this equality holds for all t 0. The lemma is proven.
We now prove the converse.
Note that the pair ((), L
t
(t)
K ((t), x; (), L
) =
t
(t)
t
_
0
x
(s) d(s) 0 as t 0+
19
(the last condition is fullled in both cases lim
t0+
(t) = 0 and lim
t0+
(t) > 0). To prove exact
K -monotonicity of the pair ((), L
f), (54)
with K (t, z) = K (t, z; (), L
f(t) =
m
k=1
x
k
0,a
k
]
(t), g(t) =
m
k=1
y
k
0,b
k
]
(t)
(a
1
> a
2
> > a
m
> 0, b
1
> b
2
> > b
m
> 0, x
k
> 0, and y
k
> 0) implies the existence of a linear
operator T : () +L
() +L
such that
T
f = g, max(|T|
()()
, |T|
L
) 1 +. (55)
Construct a sequence of nonnegative decreasing functions f
s
(t) and g
s
(t) of the form (43) (cor-
responding to some sequence h
s
0) such that f
s
f and g
s
g. Then K (t, f
s
) K (t,
f) and
K (t, g
s
) K (t, g).
Since the function K (t,
n
v
n
v
, |B|
l
n
l
n
) 1,
where v = (v
k
)
n
k=1
and v
k
= (hk) (h(k 1)).
Put
M
1
z(t) =
f(t)
f(t)
z(t) if
f(t) ,= 0 and M
1
z(t) = 0 if
f(t) = 0
and
M
2
z(t) =
g(t)
g(t)
z(t) if g(t) ,= 0 and M
2
z(t) = 0 if g(t) = 0.
Since the norms of these operators in () and L
; if (t) = at then () = aL
1
. In the most interesting
case of (t) = a(1 q
t
), from the equalities
lim
t0+
(t)/t = a log(1/q), lim
t+
(t) = a
we obtain () = L
1
+L
_
0
x
(t)q
t
dt.
Remark 5. It is interesting to compare the conclusion of Theorem 4 with the fact that the pair
((), L
) for every
20
continuous increasing concave function (t) such that (0) = 0 and () = [15]. More precisely, the
following holds: If x () +L
and y L
1
+L
) K (t, x; (), L
) (56)
implies the existence of a linear operator T : () +L
L
1
+L
such that
y = Tx and max(|T|
()L
1
, |T|
L
) 1. (57)
A simple proof of this fact can be given by using one idea of [8, Theorem 2]. Let x be the nonin-
creasing rearrangement of x
(t) dt on R
+
= [0, ). Then
by [13, p. 108]
K (t, x; L
1
(d), L
(d)) =
t
_
0
x(s) ds =
1
(t)
_
0
x
).
Hence, by the CalderonMityagin theorem [2], there is a linear operator T
1
: L
1
(d)+L
(d) L
1
+L
such that
y = T
1
x
and max(|T
1
|
L
1
(d)L
1
, |T
1
|
L
(d)L
) 1.
Denote the identity operator by T
2
; i.e., T
2
z = z. Since [13, p. 94]
|T
2
z|
L
1
(d)
=
_
0
[z(s)[ d(s)
_
0
z
(d)
) = 1.
Finally, by the CalderonMityagin theorem [2]
x
= T
3
x and max(|T
3
|
L
1
L
1
, |T
3
|
L
) 1
for some linear operator T
3
: L
1
+L
L
1
+L
Univ., Yaroslavl