Today’s problem appeared as Problem 5 on the UCLA Fall 2023 Analysis Qual:
Problem 5. Let be a locally integrable function, and define the corresponding Borel measure
Let
be the Hardy-Littlewood maximal function, i.e.


Solution: Note that one has to somehow obtain an integrand of Since one has the freedom of choosing
it would make sense to set
But
might not be integrable over the entire real line, so one must also restrict
appropriately, i.e.
With such an
we attempt to use the given inequality. But so far, it is going in the wrong direction. One might then note that if we set
that the given inequality becomes









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