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§9.4 Hardy Spaces

9.4 Hardy Spaces

(The knowledge of measure spaces or measure theory will not be required for the understanding of this section, but rather for purely motivational purposes.)

The definition of a Lebesgue space or 𝐿𝑝 space (0<𝑝≤∞) in real analysis approximately defines the 𝐿𝑝(𝑆,𝜇) space for a given space (a measure space) (𝑆,Σ,𝜇) (for 1≤𝑝<∞), by

𝐿𝑝(𝑆,𝜇)={𝑓:𝑆→ℂmeasurable:‖𝑓‖𝐿𝑝(𝑆,𝜇)<∞},

where the 𝐿𝑝 norm of 𝑓 is given by

‖𝑓‖𝐿𝑝(𝑆,𝜇)=(∫𝑆|𝑓|𝑝d𝜇)1𝑝

Moreover,

‖𝑓‖𝐿∞(𝑆,𝜇)={ess. sup|𝑓|if𝜇(𝑆)=00otherwise

(where ess. sup is the essential supremum, or the infimum of supremums over subsets of 𝑆 omitting a set of measure 0). (There is also the notion of a normalized 𝐿𝑝 norm that has an additional factor 1𝜇(𝑆) in front of the integral. In the case where we have a probability space, where 𝜇(𝑆)=1, then the normalization gives the same as without.)

Note that usually we are usually concerned only with the case where 𝑝≥1, as strictly speaking, ‖𝑓‖𝐿𝑝 no longer satisfies the triangle inequality otherwise, although the same notation of a “norm” is still used for convenience.

In 𝔻, we provide the following (somewhat) analogous formulation:

Definition 9.4.1 (Hardy Space).

For a holomorphic function 𝑓:𝔻→ℂ, define the 𝐻𝑝 norm (for 0<𝑝<∞) to be

‖𝑓‖𝐻𝑝=sup𝑟∈(0,1)(12π∫02π|𝑓(𝑟ei𝜃)|𝑝d𝜃)1𝑝,

and

‖𝑓‖𝐻∞=sup𝑟∈(0,1)sup𝜃∈[0,2π]|𝑓(𝑟ei𝜃)|=sup𝑧∈𝔻|𝑓(𝑧)|.
Then the space 𝐻𝑝 is simply the set of such functions with a finite Hardy 𝑝-norm. Moreover 𝐻∞ class is simply the space of bounded holomorphic functions on 𝔻.

Immediately, we have

Theorem 9.4.2.

Any 𝑓∈𝐻∞ with 𝑓≢0 can be factorized by

𝑓(𝑧)=𝐹(𝑧)𝐵(𝑧),(9.4.1)
where 𝐵 is a Blaschke Product (Theorem 4.4.4.5Theorem 4.4.4.5Theorem 4.4.4.5 with an additional 𝑧𝑚 factor) constructed on the zeros of 𝑓; and 𝐹 is a bounded, non-vanishing holomorphic function on 𝔻 such that ‖𝑓‖𝐻∞=‖𝐹‖𝐻∞.
Proof.The assertions follow immediately from an application of Lemma 4.4.4.4Lemma 4.4.4.4Lemma 4.4.4.4 and Corollary 4.4.4.5.1Corollary 4.4.4.5.1Corollary 4.4.4.5.1. ⁠□

In a series of papers published by Godfrey H. Hardy and Frigyes Riesz, it was found that many of the properties of 𝐻∞ functions apply to the weaker (𝐻∞⊆𝐻𝑝) class of 𝐻𝑝 for finite 𝑝, including that of Theorem 9.4.2Theorem 9.4.2Theorem 9.4.2.

Proposition 9.4.3.

For 𝑝∈ℝ>0 and 𝑓∈𝐻𝑝, |𝑓|𝑝 is subharmonic.
Proof.

For each point 𝑧∈𝔻∖{𝑧∈𝔻:𝑓(𝑧)=0}, log|𝑓(𝑧)| is locally harmonic as it is the real part of a locally holomorphic function. Therefore, 𝑧↦exp[𝑝log|𝑓(𝑧)|], the composition between a non-decreasing convex function and a harmonic function, is subharmonic on 𝔻∖{𝑧∈𝔻:𝑓(𝑧)=0} by Theorem 7.3.8Theorem 7.3.8Theorem 7.3.8. Then at each point at which |𝑓|𝑝 does not vanish, |𝑓|𝑝 satisfies the local sub-mean-value property.

Since |𝑓|𝑝 vanishes at each point of {𝑧∈𝔻:𝑓(𝑧)=0}, it satisfies the local sub-mean-value property at such points (since |𝑓|𝑝≥0 everywhere).

By Theorem 7.3.5Theorem 7.3.5Theorem 7.3.5, |𝑓|𝑝 is subharmonic on 𝔻. ⁠□

Lemma 9.4.4 (Hardy).

For any 𝑓:𝔻→ℂ holomorphic and any 𝑝∈ℝ>0, for any two 0<𝑟1<𝑟2<1,

∫02π|𝑓(𝑟1ei𝜃)|𝑝d𝜃≤∫02π|𝑓(𝑟2ei𝜃)|𝑝d𝜃.
Proof.

By Theorem 7.4.2Theorem 7.4.2Theorem 7.4.2, ∃!𝑢∈𝐶(𝜕𝐷(0,𝑟2)) such that 𝑢 is harmonic in 𝐷(0,𝑟2) and that 𝑢≡|𝑓|𝑝 on 𝜕𝐷(0,𝑟2). By the subharmonicity of |𝑓|𝑝, 𝑢≥|𝑓|𝑝 on 𝐷(0,𝑟2)‾, and hence on 𝐷(0,𝑟1)‾.

Therefore,

∫02π|𝑓(𝑟2ei𝜃)|𝑝d𝜃=∫02π𝑢(𝑟2ei𝜃)d𝜃=2π𝑢(0)=∫02π𝑢(𝑟1ei𝜃)d𝜃(mean-value property)≥∫02π|𝑓(𝑟1ei𝜃)|𝑝d𝜃.□

Theorem 9.4.5.

For 0<𝑝1<𝑝2≤∞, 𝐻𝑝2 is a proper subclass of 𝐻𝑝1:

𝐻𝑝2⊊𝐻𝑝2.
Proof.

We aim to prove the existence of some function 𝑓 which lies in 𝐻𝑝1 but not 𝐻𝑝2. The function we concern ourselves with is

𝑓:𝑧↦(1−𝑧)−1𝑝=exp[−Log(1−𝑧)𝑝],

for 𝑧∈𝔻, where Log is the principal branch logarithm and 𝑝∈(𝑝1,𝑝2) is fixed. The use of the principal branch is justified, as 𝑧↦1−𝑧 maps 𝔻 to 𝐷(1,1)⊂ℂ∖𝑅≤0.

Since for any 𝑟∈(0,1),

∫02π|𝑓(𝑟ei𝜃)|𝑝1d𝜃=∫02π|1−𝑟ei𝜃|−𝑝1𝑝d𝜃≤∫02π|ℑ𝔪(1−𝑟ei𝜃)|−𝑝1𝑝d𝜃≤∫02π(𝑟|sin𝜃|)−𝑝1𝑝d𝜃=4𝑟−𝑝1𝑝∫0π2(sin𝜃)−𝑝1𝑝d𝜃,

and since sin𝜃≥2𝜃π for 𝜃∈[0,π2],

∫02π|𝑓(𝑟ei𝜃)|𝑝1d𝜃=4(2π)−𝑝1𝑝𝑟−𝑝1𝑝∫0π2𝜃−𝑝1𝑝d𝜃=4(2π)−𝑝1𝑝𝑟−𝑝1𝑝𝜃1−𝑝1𝑝|0π2=𝑐𝑟−𝑝1𝑝since1−𝑝1𝑝>0.

Moreover, since |𝑓| is bounded on 𝐷(0,12)‾ by some constant 𝑀,

|∫02π|𝑓(𝑟ei𝜃)|𝑝1d𝜃|≤max{2π𝑀𝑝1,sup𝑟∈(12,1)𝑐𝑟−𝑝1𝑝}≤max{2π𝑀𝑝1,𝑐2𝑝1𝑝}<∞,

we then have 𝑓∈𝐻𝑝1. Moreover, observe that for all 𝑟∈(0,1), if 𝑝2≠∞,

∫02π|𝑓(𝑟ei𝜃)|𝑝2d𝜃=∫02π|1−𝑟ei𝜃|−𝑝2𝑝d𝜃≥∫02π(|ℑ𝔪(1−𝑟ei𝜃)|+|ℜ𝔢(1−𝑟ei𝜃)|)−𝑝2𝑝d𝜃≥2∫0π[𝑟(sin𝜃−cos𝜃)+1]−𝑝2𝑝d𝜃=2∫0π[𝑟(sin𝜃−cos𝜃)+1]−𝑝2𝑝d𝜃.

Since for any 𝑟∈(0,1), 𝜃∈[0,π],

𝑟(sin𝜃−cos𝜃)+1≤1−𝑟+2𝜃,

it follows that

∫02π|𝑓(𝑟ei𝜃)|𝑝2d𝜃=2∫0π(1−𝑟+2𝜃)−𝑝2𝑝d𝜃=(1−𝑟+2𝜃)1−𝑝2𝑝1−𝑝2𝑝|0π=(1−𝑟+2π)1−𝑝2𝑝−(1−𝑟)1−𝑝2𝑝1−𝑝2𝑝.

Taking the limit superior as 𝑟→1−,

lim sup𝑟→1−∫02π|𝑓(𝑟ei𝜃)|𝑝2d𝜃≥(1−𝑟+2π)1−𝑝2𝑝−(1−𝑟)1−𝑝2𝑝1−𝑝2𝑝=∞

since 1−𝑝2𝑝<0 (if 𝑝2=∞ then this is trivial as 𝑓 is not bounded). Hence

(𝐻𝑝1∋)𝑓∉𝐻𝑝2.

It suffices to show 𝐻𝑝2⊊𝐻𝑝1 (the inclusion). This is already known for 𝑝2=∞, so assume 𝑝2≠∞.

Assume an arbitrary 𝑓∈𝐻𝑝2. Then there exists 𝑀>0 (independent of 𝑟) such that ∀𝑟∈(0,1),

∫02π|𝑓(𝑟ei𝜃)|𝑝2d𝜃≤𝑀.

Let 𝜙:ℝ≥0→ℝ be given by 𝑥↦𝑥𝑝2𝑝1. Let 𝑔(𝜃)=|𝑓(𝑟ei𝜃)|𝑝1.

Then by holomorphy, 𝑔∈𝐶([0,2π]) and 𝜙 is convex since 𝑝2𝑝1. Then

∫02π|𝑓(𝑟ei𝜃)|𝑝1d𝜃=2π[(12π∫02π|𝑓(𝑟ei𝜃)|𝑝1d𝜃)𝑝2𝑝1]𝑝1𝑝2=2π[𝜙∘(average of𝑔in[0,2π])]𝑝1𝑝2≤2π[average of𝜙∘𝑔in[0,2π]]𝑝1𝑝2=2π[12π∫02π|𝑓(𝑟ei𝜃)|𝑝2d𝜃]𝑝1𝑝2≤𝑀(2π)1−𝑝1𝑝2.

by application of Jensen’s Inequality (Theorem 7.3.7Theorem 7.3.7Theorem 7.3.7). This proves the inclusion. ⁠□

Theorem 9.4.6.

Fix 𝑝∈ℝ>0∪{∞}. For any 𝑓∈𝐻𝑝 such that {𝑎𝑛}𝑛∈ℕ⊂𝔻∗ are its zeros in order of increasing modulus, counting multiplicities (𝑓(0)≠0); 𝑓 satisfies the Blaschke condition (refer to Theorem 4.4.4.5Theorem 4.4.4.5Theorem 4.4.4.5).
Proof.

If 𝑓 has only finitely many nonzero zeros, the assertion is immediate. We may assume 𝑝≠∞ as we have already proved this case in Lemma 4.4.4.4Lemma 4.4.4.4Lemma 4.4.4.4.

By Jensen’s Formula (Theorem 4.4.4.2Theorem 4.4.4.2Theorem 4.4.4.2), for each 𝑘∈ℕ, for any 𝑟∈(|𝑎𝑘|,1), 𝑘≤𝑛(𝑟,0,𝑓), giving that

log|𝑓(0)|=12π∫02πlog|𝑓(𝑟ei𝜃)|d𝜃+∑𝑗=1𝑛(𝑟,0,𝑓)log|𝑎𝑗𝑟|≤12π∫02πlog|𝑓(𝑟ei𝜃)|d𝜃+∑𝑗=1𝑘log|𝑎𝑗𝑟|,(9.4.2)

where 𝑛(𝑟,0,𝑓) counts the zeros of 𝑓 in 𝐷(0,𝑟)‾. Since 1𝑡≤𝑡𝑝−1 for 𝑡≥1, integrating from 1 to 𝑥≥1, we have

∫1𝑥d𝑡𝑡≤∫1𝑥𝑡𝑝−1⟹log𝑥≤1𝑝𝑥𝑝−1𝑝<1𝑝𝑥𝑝.

For 𝑥∈(0,1), the inequality continues to hold as the left-hand side is negative. Therefore, applying this to (9.4.2)(9.4.2)(9.4.2), we have

log|𝑓(0)|≤lim𝑟→1−12π𝑝∫02π|𝑓(𝑟ei𝜃)|𝑝d𝜃+∑𝑗=1𝑘log|𝑎𝑗𝑟|≤1𝑝‖𝑓‖𝐻𝑝𝑝+∑𝑗=1𝑘log|𝑎𝑗|.

Since 𝑘 was arbitrary, taking 𝑘→∞,

∑𝑗=1∞log1|𝑎𝑗|≤1𝑝‖𝑓‖𝐻𝑝𝑝−log|𝑓(0)|.(9.4.3)

For 𝑡≥1, −1≤−1𝑡, therefore for 𝑥≥1

∫1𝑥−d𝑡≤∫1𝑥−d𝑡𝑡⟹1−𝑥≤log1𝑥.

Similarly, for 𝑥,𝑡<1, we have −1>−1𝑡. Thus,

∫𝑥1−d𝑡>∫𝑥1−d𝑡𝑡⟹𝑥−1>log𝑥⟹1−𝑥≤log1𝑥,

which holds everywhere in ℝ>0. Then (9.4.3)(9.4.3)(9.4.3) yields

∑𝑗=1∞(1−|𝑎𝑗|)≤1𝑝‖𝑓‖𝐻𝑝𝑝−log|𝑓(0)|<∞.□

Theorem 9.4.7.

Suppose 𝑝>0 or 𝑝=∞ and let 𝑓∈𝐻𝑝 such that 𝑓 is not identically 0. Then the Blaschke product 𝐵(𝑧) constructed on the zero set of 𝑓 (which may contain a 𝑧𝑚 term if 𝑓(0)=0) locally uniformly converges on 𝔻, and furthermore, 𝑓 can be factorized by

𝑓(𝑧)=𝐹(𝑧)𝐵(𝑧),
such that 𝐹∈𝐻𝑝 and does not vanish in 𝔻 and ‖𝐹‖𝐻𝑝=‖𝑓‖𝐻𝑝.
Proof.

Let {𝑎𝑛}𝑛∈ℕ be the zero set of 𝑓 in 𝔻∗ in order of increasing modulus, and let 𝑚≥0 be the multiplicity of the zero (𝑚=0 if there isn’t one) at 0. Let

𝐵(𝑧)=𝑧𝑚∏𝑛=1∞[−|𝑎𝑛|𝑎𝑛𝑧−𝑎𝑛1−𝑎𝑛‾𝑧],𝐹(𝑧)=𝑓(𝑧)𝐵(𝑧).

Then 𝐹 extends holomorphically to 𝔻 and does not vanish therein. It remains to show the final assertion. If 𝑝=∞, the assertion follows from Theorem 9.4.2Theorem 9.4.2Theorem 9.4.2, so assume 0<𝑝<∞.

If 𝑓 has only finitely many nonzero zeros, then 𝐵 is a finite Blaschke product, and the boundary argument below, applied directly to 𝐵 and 𝐹, proves the norm equality. Thus suppose {𝑎𝑛} is infinite.

The use of this infinite product is not actually of great utility as it is not necessarily continuous on 𝔻‾. Thus we use the partial products

𝐵𝑁(𝑧)=𝑧𝑚∏𝑛=1𝑁[−|𝑎𝑛|𝑎𝑛𝑧−𝑎𝑛1−𝑎𝑛‾𝑧],𝐹𝑁(𝑧)=𝑓(𝑧)𝐵𝑁(𝑧)

for 𝑁∈ℕ. Each 𝐹𝑁 extends holomorphically to 𝔻. Because 𝐵𝑁 is a finite product, |𝐵𝑁(𝑧)|≤1 on 𝔻 and |𝐵𝑁(ei𝜃)|=1. If

𝑚𝑁(𝑟)=min𝜃∈[0,2π]|𝐵𝑁(𝑟ei𝜃)|,

then 𝑚𝑁(𝑟)→1 as 𝑟→1−. For all 𝑟 sufficiently close to 1,

12π∫02π|𝑓(𝑟ei𝜃)|𝑝d𝜃≤12π∫02π|𝐹𝑁(𝑟ei𝜃)|𝑝d𝜃≤𝑚𝑁(𝑟)−𝑝12π∫02π|𝑓(𝑟ei𝜃)|𝑝d𝜃.

Taking 𝑟→1−, all inequalities become equalities, and using Lemma 9.4.4Lemma 9.4.4Lemma 9.4.4 gives

‖𝐹𝑁‖𝐻𝑝=‖𝑓‖𝐻𝑝.(9.4.4)

Moreover,

𝐹𝑁(𝑧)=𝐹(𝑧)𝐵(𝑧)𝐵𝑁(𝑧)=𝐹(𝑧)∏𝑛=𝑁+1∞[−|𝑎𝑛|𝑎𝑛𝑧−𝑎𝑛1−𝑎𝑛‾𝑧],

so 𝐹𝑁⇉𝐹 locally uniformly on 𝔻. Hence, for every 0<𝑟<1,

12π∫02π|𝐹(𝑟ei𝜃)|𝑝d𝜃=lim𝑁→∞12π∫02π|𝐹𝑁(𝑟ei𝜃)|𝑝d𝜃≤‖𝑓‖𝐻𝑝𝑝.(by(9.4.4)(9.4.4)(9.4.4))

Thus 𝐹∈𝐻𝑝 and ‖𝐹‖𝐻𝑝≤‖𝑓‖𝐻𝑝. The reverse inequality follows from 𝑓=𝐵𝐹 and |𝐵|≤1 on 𝔻, proving equality. ⁠□

Remark.

We would also like to state that two Hardy spaces 𝐻𝑝1,𝐻𝑝2 (which may be ∞) share their zero sets: the sets

𝑆1={{𝑧∈𝔻:𝑓(𝑧)=0}:𝑓∈𝐻𝑝1}

and

𝑆2={{𝑧∈𝔻:𝑓(𝑧)=0}:𝑓∈𝐻𝑝2}
are equal. Indeed, any 𝑓∈𝐻𝑝1 has a zero set satisfying the Blaschke condition by Theorem 9.4.6Theorem 9.4.6Theorem 9.4.6 (the negligence of multiplicities is not substantial, as the series consists solely of positive terms). Then a Blaschke product 𝐵 may be constructed on this set, which lies in 𝐻𝑝2. Similarly, a function in 𝐻𝑝1 may be constructed for any function in 𝐻𝑝2.