In mathematics, the CalderónâÂÂZygmund lemma is a fundamental result in Fourier analysis, harmonic analysis, and singular integrals. It is named for the mathematicians Alberto Calderón and Antoni Zygmund.
Given an integrable function , where denotes Euclidean space and denotes the complex numbers, the lemma gives a precise way of partitioning into two sets: one where is essentially small; the other a countable collection of cubes where is essentially large, but where some control of the function is retained.
This leads to the associated CalderónâÂÂZygmund decomposition of , wherein is written as the sum of "good" and "bad" functions, using the above sets.
<blockquote>Let be integrable and be a positive constant. Then there exists an open set such that:
Here, denotes the measure of the set . </blockquote>
<blockquote>Given as above, we may write as the sum of a "good" function and a "bad" function , . To do this, we define
and let . Consequently we have that
for each cube .</blockquote>
The function is thus supported on a collection of cubes where is allowed to be "large", but has the beneficial property that its average value is zero on each of these cubes. Meanwhile, for almost every in , and on each cube in , is equal to the average value of over that cube, which by the covering chosen is not more than .