Lorentz space

The Lorentz space on a measure space ${\displaystyle (X,\mu )}$ is the space of complex-valued measurable functions ${\displaystyle f}$ on X such that the following quasinorm is finite

${\displaystyle \|f\|_{L^{p,q}(X,\mu )}=p^{\frac {1}{q}}\left\|t\mu \{|f|\geq t\}^{\frac {1}{p}}\right\|_{L^{q}\left(\mathbf {R} ^{+},{\frac {dt}{t}}\right)}}$

where ${\displaystyle 0<p<\infty }$ and ${\displaystyle 0<q\leq \infty }$. Thus, when ${\displaystyle q<\infty }$,

${\displaystyle \|f\|_{L^{p,q}(X,\mu )}=p^{\frac {1}{q}}\left(\int _{0}^{\infty }t^{q}\mu \left\{x:|f(x)|\geq t\right\}^{\frac {q}{p}}\,{\frac {dt}{t}}\right)^{\frac {1}{q}}=\left(\int _{0}^{\infty }{\bigl (}\tau \mu \left\{x:|f(x)|^{p}\geq \tau \right\}{\bigr )}^{\frac {q}{p}}\,{\frac {d\tau }{\tau }}\right)^{\frac {1}{q}}.}$

and, when ${\displaystyle q=\infty }$,

${\displaystyle \|f\|_{L^{p,\infty }(X,\mu )}^{p}=\sup _{t>0}\left(t^{p}\mu \left\{x:|f(x)|>t\right\}\right).}$

It is also conventional to set ${\displaystyle L^{\infty ,\infty }(X,\mu )=L^{\infty }(X,\mu )}$.

The quasinorm is invariant under rearranging the values of the function ${\displaystyle f}$, essentially by definition. In particular, given a complex-valued measurable function ${\displaystyle f}$ defined on a measure space, ${\displaystyle (X,\mu )}$, its decreasing rearrangement function, ${\displaystyle f^{\ast }:[0,\infty )\to [0,\infty ]}$ can be defined as

${\displaystyle f^{\ast }(t)=\inf\{\alpha \in \mathbf {R} ^{+}:d_{f}(\alpha )\leq t\}}$

where ${\displaystyle d_{f}}$ is the so-called distribution function of ${\displaystyle f}$, given by

${\displaystyle d_{f}(\alpha )=\mu (\{x\in X:|f(x)|>\alpha \}).}$

Here, for notational convenience, ${\displaystyle \inf \varnothing }$ is defined to be ${\displaystyle \infty }$.

The two functions ${\displaystyle |f|}$ and ${\displaystyle f^{\ast }}$ are equimeasurable, meaning that

${\displaystyle \mu {\bigl (}\{x\in X:|f(x)|>\alpha \}{\bigr )}=\lambda {\bigl (}\{t>0:f^{\ast }(t)>\alpha \}{\bigr )},\quad \alpha >0,}$

where ${\displaystyle \lambda }$ is the Lebesgue measure on the real line. The related symmetric decreasing rearrangement function, which is also equimeasurable with ${\displaystyle f}$, would be defined on the real line by

${\displaystyle \mathbf {R} \ni t\mapsto {\tfrac {1}{2}}f^{\ast }(|t|).}$

Given these definitions, for ${\displaystyle 0<p<\infty }$ and ${\displaystyle 0<q\leq \infty }$, the Lorentz quasinorms are given by

${\displaystyle \|f\|_{L^{p,q}}={\begin{cases}\left(\displaystyle \int _{0}^{\infty }\left(t^{\frac {1}{p}}f^{\ast }(t)\right)^{q}\,{\frac {dt}{t}}\right)^{\frac {1}{q}}&q\in (0,\infty ),\\\sup \limits _{t>0}\,t^{\frac {1}{p}}f^{\ast }(t)&q=\infty .\end{cases}}}$

When ${\displaystyle (X,\mu )=(\mathbb {N} ,\#)}$ (the counting measure on ${\displaystyle \mathbb {N} }$), the resulting Lorentz space is a sequence space. However, in this case it is convenient to use different notation.

The Lorentz spaces are genuinely generalisations of the ${\displaystyle L^{p}}$ spaces in the sense that, for any ${\displaystyle p}$, ${\displaystyle L^{p,p}=L^{p}}$, which follows from Cavalieri's principle. Further, ${\displaystyle L^{p,\infty }}$ coincides with weak ${\displaystyle L^{p}}$. They are quasi-Banach spaces (that is, quasi-normed spaces which are also complete) and are normable for ${\displaystyle 1<p<\infty }$ and ${\displaystyle 1\leq q\leq \infty }$. When ${\displaystyle p=1}$, ${\displaystyle L^{1,1}=L^{1}}$ is equipped with a norm, but it is not possible to define a norm equivalent to the quasinorm of ${\displaystyle L^{1,\infty }}$, the weak ${\displaystyle L^{1}}$ space. As a concrete example that the triangle inequality fails in ${\displaystyle L^{1,\infty }}$, consider

${\displaystyle f(x)={\tfrac {1}{x}}\chi _{(0,1)}(x)\quad {\text{and}}\quad g(x)={\tfrac {1}{1-x}}\chi _{(0,1)}(x),}$

whose ${\displaystyle L^{1,\infty }}$ quasi-norm equals one, whereas the quasi-norm of their sum ${\displaystyle f+g}$ equals four.

The space ${\displaystyle L^{p,q}}$ is contained in ${\displaystyle L^{p,r}}$ whenever ${\displaystyle q<r}$. The Lorentz spaces are real interpolation spaces between ${\displaystyle L^{1}}$ and ${\displaystyle L^{\infty }}$.

• Interpolation space
• Hardy–Littlewood inequality

• Grafakos, Loukas (2008), Classical Fourier analysis, Graduate Texts in Mathematics, 249 (2nd ed.), Berlin, New York: Springer-Verlag, doi:10.1007/978-0-387-09432-8, ISBN 978-0-387-09431-1, MR 2445437.