Heinonen J. - Geometric Embeddings of Metric Spaces-Draft (2003)
Heinonen J. - Geometric Embeddings of Metric Spaces-Draft (2003)
By Juha Heinonen
1 Basic Concepts.
2 Gromov-Hausdorff convergence.
3 Some fundamental embeddings.
4 Strong A∞ -deformations.
1
2
Preface
These notes form a slightly expanded version of the lectures that I
gave in the Finnish Graduate School of Mathematics at the University
of Jyväskylä in January 2003. The purpose of this mini-course was to
introduce beginning graduate students to some easily accessible ques-
tions of current interest in metric geometry. Besides additional remarks
and references, the only topics that were not discussed in the course,
but are included here, are the proof of the existence of a Urysohn uni-
versal metric space and the proof of Semmes’s theorem 4.5.
I thank Tero Kilpeläinen for inviting me to give these lectures, Pekka
Koskela for offering to publish the lecture notes in the Jyväskylä Math-
ematics Department Reports series, and Juha Inkeroinen for typing a
preliminary version of this mansucript from my hand written notes.
I am grateful to Bruce Hanson who carefully read the entire manu-
script and made useful suggestions. Finally, I thank the Mathematical
Sciences Research Institute and NSF (Grant DMS 9970427) for their
support.
Juha Heinonen
3
1. Basic Concepts
Let
X = (X, d) = (X, dX )
denote a metric space. Throughout these lectures, we will consider
quite general metric spaces. However, the reader should not think of
anything pathological here (like the discrete metric on some huge set).
We are motivated by problems in analysis and geometry.
For background reading, see [8], [33], [23], [37], [65].
1.1. Examples of metric spaces. (a) Any subset of Rn with the
inherited metric. Many, but by no means all, interesting metric spaces
belong to this group. We can also equip Rn with the p-norms, where
n p1
|x|p = |xi |p , 1 ≤ p < ∞,
i=1
and
|x|∞ = max |xi | ,
i=1,...,n
for x = (x1 , . . . , xn ) ∈ R . The corresponding distance or metric is
n
|x − y|p , 1 ≤ p ≤ ∞.
(b) Cones over metric spaces. Let Z be a metric space. The metric
cone C(Z) over Z is the completion of the product Z × (0, ∞) in the
metric that is defined by
d((z, r), (z , r )) := r2 + r2 − 2r · r cos(dZ (z, z )) ,
if dZ (z, z ) ≤ π, and by
d((z, r), (z , r )) := (r + r ) ,
if dZ (z, z ) ≥ π. If Z is a closed (=compact, without boundary) smooth
Riemannian manifold, then C(Z) is a smooth Riemannian manifold,
except perhaps at the tip (=the point added in the completion).
The cone Cρ over the circle of length ρ > 0 is flat outside the tip
in that it is locally isometric to a patch in R2 . The tip is a singular
(nonsmooth) point, except when ρ = 2π. The curvature on Cρ can
defined in a certain generalized sense; it is a Dirac measure at the tip
of total mass 2π − ρ.
Read more in [2], [14], [13], [9], [11].
is valid whenever a, b ≥ 0 and 0 < ε < 1. The name stems from the
fact that (R, |x − y|ε ), for 12 < ε < 1, admits a bi-Lipschitz embedding
in R2 , and the image resembles the boundary of a snowflake. (See 1.3
for the definition of a bi-Lipschitz embedding.)
More generally we say that a metric space (X, dε ) is a snowflake
version of (X, d) if 0 < ε < 1.
Read more in [5], [72], [23], [37], [65].
The Sierpinski carpet and gasket, although fractal objects, are qua-
siconvex. The snowflake space (R, |x − y|ε ), 0 < ε < 1, contains no
nonconstant rectifiable curves. In fact, no snowflake version of a met-
ric space can contain nonconstant rectifiable curves. The only non-
constant rectifiable curves in Rickman’s rug are those with constant
y-coordinate.
By the aid of rectifiable curves, some differential analysis in metric
spaces is possible via reduction to the one variable case.
Read more in [13], [38], [37], [60], [66].
Very little progress has been made on this problem. See Section 3
for further discussion.
Read more in [48], [63], [37], [49].
The proof for Proposition 1.9 requires some concepts that are useful
in other contexts as well. These are discussed next.
7
Set
ψi
ϕi = .
ψ
Then
0 ≤ ϕi ≤ 1 , ϕi |X\2Bi = 0 , and ϕi = 1 .
i
Then
fε : X → L∞ (Y )
is Lipschitz, because N is finite. Fix x ∈ X. Let Ix denote the set of
those indices i such that x ∈ 2Bi . We find
|fε (x) − f (x)| = | ϕi (x)(f (xi ) − f (x))|
i∈Ix
≤ max |f (xi ) − f (x)|
i∈Ix
≤ ω(2ε),
where ω is the modulus of continuity of the uniformly continuous map
f . Because ω(ε) → 0 as ε → 0, the proposition follows.
9
1.16. Assouad dimension. The infimal α > 0 such that the condition
in Proposition 1.15 holds is called the Assouad dimension of X. It is
always at least as large as the Hausdorff dimension of the space, and
can be strictly larger.
(b) Rn and all its subsets are doubling with constant C = C(n).
This is a special case of (a) and (c).
Read more on doubling spaces in [5], [77], [23], [51], [57], [37], [65],
[12], [50].
2. Gromov-Hausdorff convergence
Given X, Y ⊂ Z, we define the Hausdorff distance between X and Y
in Z by
dH (X, Y ) := dZH (X, Y ) := inf{ε > 0 : X ⊂ Y (ε) and Y ⊂ X(ε)} ,
where
A(ε) := {x ∈ Z : dist(z, A) < ε} = B(a, ε)
a∈A
Proof. Exercise.
where
∞
d∞ l
H := dH
is the Hausdorff distance in l∞ and where the infimum is taken over all
isometric embeddings ϕ : X → l∞ and ψ : Y → l∞ .
Obviously, if X and Y are isometric, then
dGH (X, Y ) = 0.
The converse is not true in general, and it is wise here to restrict to
isometry classes of compact spaces. (Note that compact spaces are
separable.)
13
Write
|a − b| := ||a − b||∞
for a, b ∈ l∞ . For each i = 1, . . . , k choose yi ∈ Y such that
|xi − yi | < ε2 ,
to obtain a map Fε : Nε → Y . We have
|Fε (xi ) − Fε (xj )| = |yi − yj |
≤ |yi − xi | + |xi − xj | + |xj − yj |
≤ 2ε2 + |xi − xj |
≤ (1 + 2ε)|xi − xj |.
Similarly,
|yi − yj | ≥ |xi − xj | − |xi − yi | − |xj − yj |
≥ |xi − xj | − 2ε2
≥ (1 − 2ε)|xi − xj |.
Moreover, if y ∈ Y , then there are x ∈ X, xi ∈ Nε such that
|y − yi | ≤ |y − x| + |x − xi | + |xi − yi | < ε2 + ε + ε2 < 2ε
for all small ε. It follows that, for ε small enough, the map Fε : Nε → Y
is a (1+10ε)-bi-Lipschitz embedding whose image is 2ε-dense in Y , i.e.,
the 2ε-neighborhood of the image contains Y . The standard proof of
the Arzela-Ascoli theorem then gives that Fε → F0 as ε → 0, where F0
is an isometry of a dense subset of X onto a dense subset of Y . (One
should use increasing nets Nε ⊂ Nε , ε < ε, here.) Such an isometry
has an extension X → Y . This completes the proof.
The following fundamental observation is due to Gromov [33].
14
Write
Yi,1 := (Y1 , δi ).
We have
δi : (Y1 × Y1 )\diagonal → [2−1 , C],
so we can find a subsequence of metrics (hence spaces) δi , such that
δi → e1 : (Y1 × Y1 )\diagonal → [2−1 , C] ,
where e1 is a metric on Y1 .
Next, by passing to a further subsequence, we may assume that
n2 := #Ni,2 ≤ N (2−2 )
for all i. Extend the bijections ψi to bijections
ψi : Y2 → Ni,2 ⊂ Xi ,
where Y2 = {1, 2, . . . , n1 , n1 + 1, . . . , n2 }. As above, get a convergent
sequence of metrics δi on Y2 that converges to a metric e2 on Y2 , with
e2 : (Y2 × Y2 )\diagonal → [2−2 , C].
Continuing in this manner, always passing to a subsequence when nec-
essary, we get metrics
ej : (Yj × Yj )\diagonal → [2−j , C],
where
Yj = {1, 2, . . . , nj } , nj := #Ni,j ,
for each i. In sum, the metric spaces
Zj := (Yj , ej )
have the following property: for each j, there exists Xj from the original
sequence, a 2−j -net Nj in Xj , #Nj = nj , and a bijection
ψj : Zj → Nj
satisfying
|dXj (ψj (p), ψj (q)) − ej (p, q)| < 10−j
for p, q ∈ Zj . (Instead of 10−j , one can choose, in advance, any positive
function of j here.) In particular,
1 dXj (ψj (p), ψj (q)) 1
1 ≤ ≤1+ .
1+ j
ej (p, q) j
The proof will be completed by two lemmas. It is easy to see that
without loss of generality we can assume nj → ∞.
2.6. Lemma. If X, Y are two bounded and separable metric spaces and
if Ψ : X → Y is a (1 + ε)-bi-Lipschitz bijection, then
dGH (X, Y ) ≤ ε max{diam(X) , diam(Y )}.
The proof of the following result (stated for simplicity for compact
spaces) is a straightforward exercise.
18
d∞
H (Ψi (Xi ), Z) → 0 , i → ∞,
B(x, R) = {y ∈ X : d(x, y) ≤ R}
Recall that
U = {Λ : X → R linear with |Λ(x)| ≤ ||x||X for all x ∈ X},
and that Λi → Λ in the weak∗ -topology if and only if Λi (x) → Λ(x) for
all x ∈ X.
Next, let
h:C→U
be a surjective continuous map guaranteed by Theorem 3.8. We define
the map
X → C(C) , x(t) = h(t), x for t ∈ C ,
where x is identified with its image, and a bracket notation Λ, x =
Λ(x) is used for the dual action. Indeed, because X ⊂ X ∗∗ , we have
h x
C−
→U −
→R
so that the map X → C(C) is simply x
→ x ◦ h.
We observe
|x(t) − x (t)| = |h(t), x − x | ≤ ||x − x ||X
for each t ∈ C. On the other hand, given x, x ∈ X, x = x , there
exists, by the Hahn-Banach theorem, an element Λ ∈ U such that
Λ, x − x = ||x − x ||X .
By surjectivity, Λ = h(t) for some t ∈ C, and we conclude that
||x − x ||C[0,1] = ||x − x ||X .
It follows that the embedding X → C(C) is isometric. By using the
linear extension in the complementary intervals of C, we further have
an isometric embedding
C(C) → C[0, 1] .
The proof is complete.
Proof of Theorem 3.8. Let X be a compact, and let
N1 = N (X, 2−1 ) = {x1 , x2 , . . . , xn1 }
be a maximal 2−1 -net in X. By repeating points, if necessary, we may
assume that
n1 = 2m1
for some integer m1 . Here and below we consider finite point sets on
X that are like maximal nets, but a point in the set may be counted
more than once; we call these sets nets as well.
Consider the m1 th stage in the Cantor construction. Thus, we have
n1 = 2m1 intervals of length 3−m1 ,
I11 , I21 , . . . , In11 .
Define
h1 : {I11 , I21 , . . . , In11 } → N1 , Ii1
→ xi .
24
where we think
ϕ : X → RnN × RnN = R2nN .
Obviously ϕ is smooth, and hence Lipschitz. We will show that ϕ is
bi-Lipschitz. To this end, an equivalent norm
2nN
|a| = |aj | , a = (a1 , a2 , . . . , a2nN ) ,
j=1
Proof. Fix x0 ∈ X, and write B(r) = B(x0 , r). We claim that there
exists a doubly infinite sequence of subsets
Qk,j ⊂ X , k ∈ Z , j ≥ 0 ,
satisfying the following:
(i) j≥0 Qk,j = X\B( 32 · 2−k ),
(ii) diam Qk,j ≤ 2 · 2−k ,
(iii) Given k ∈ Z and x ∈ X, B(x, 2−k−1 ) meets only finitely many
Qk,j .
Thus, the Qk,j ’s form a sort of locally finite tesselation of X\B( 32 · 2−k )
by sets with diameter not exeeding 2 · 2−k .
Assume, for a moment, the existence of the Qk,j ’s and define
ϕk,j (x) = max{12 · (2−k−1 − dist(x, Qk,j )) , 0) } .
Then
• ϕk,j is 12-Lipschitz.
• 0 ≤ ϕk,j ≤ 12 · 2−k−1 and ϕk,j |B(2−k−1 ) = 0.
• Given x ∈ X and ε > 0, then ϕk,j (x) > ε only for finitely many
k, j.
Now we index the standard basis of c0 by Z × {0, 1, 2, . . .}, to have
(ek,j ), and define
ϕ(x) := ϕk,j (x)ek,j , ϕ : X → c0 .
k,j
(b) Theorem 3.15 is sharp also in the sense that isometric embeddings
of doubling snowflake spaces in some Rn do not always exist. Consider,
for example, the space
1
X = ([0, 1], |t − s| 2 ).
Then there is an isometric embedding in a Hilbert space,
X → L2 [0, 1] , t
→ χ[0,t] ,
where χ· denotes the characteristic function of a set, but no such em-
bedding can be found in some Rn .
To see this, fix N ≥ 1. Consider N orthogonal vectors in X ⊂ L2 ,
f1 = χ[0, 1 ] , . . . , fi = χ[ i , i+1 ] , . . . , fN = χ[ N −1 ,1] .
N N N N
We observe that
√
1 2
||fi ||L2 = √ , ||fi − fj ||L2 = √ ,
N N
for i = j. If we now assume that the linear span of X inside L2 (after
an appropriate isometric embedding) has finite dimension n, then upon
rescaling the preceding norm expressions, we find points x1 , . . . , xN in
28
√
the unit sphere of Rn with pairwise distance at least 2. This is an
obvious contradiction for N n.
(c) Assouad [5] has shown that ([0, 1], |t − s|ε ), 0 < ε < 1, embeds
bi-Lipschitzly in
R[ ε ]+1 .
1
(d) One can embed every snowflaked Rn , (Rn , |x − y| ) with 0 < 5 <
1, in the Hilbert space l2 of square summable sequences. Indeed, by
setting √
x
→ fx , fx (t) := e −1x·t − 1 ,
we obtain an element fx of the Hilbert space L2 (Rn ; µ), where
dµ(t) := c(5, n) |t|−2−n dt , t ∈ Rn ,
and it is straightforward to check that
||fx − fy ||2L2 (Rn ;µ) = |x − y|2
under an appropriate choice for the constant c(5, n).
This fact was pointed out to me by Eero Saksman. It also follows
from more general, similar and rather elementary facts about positive
definite kernel functions on metric spaces given in [8, Chapter 8]. Defi-
nite functions on metric spaces were introduced long ago by Schoenberg
and von Neumann 3[58], [78], who studied isometric embeddability of
metric spaces in Hilbert spaces via Fourier analysis.
with
κ(a) = κ(b) if d(a, b) < 12 .
To see this, enumerate N0 = {a0 , a1 , . . .} and suppose that a map
κi : {a1 , . . . , ai } → {e1 , . . . eM }
has been defined so that the claim holds for κi . Because
#{a1 , . . . , ai } ∩ B(ai+1 , 12) ≤ M − 1 ,
we can assign a value κi+1 (ai+1 ) to extend κi so that the claim holds
for κi+1 .
We now define a map ϕ0 : X → RM ,
ϕ0 (x) = max{2 − d(x, ai ), 0} κ(ai ).
ai ∈N0
Moreover,
|ϕ(x) − ϕ(y)| ≥ | 2−εj (ϕj (x) − ϕj (y)) ⊗ ej |
−N +k<j≤N +k
− 2−εj |ϕj (x) − ϕj (y)|
j>N +k
− 2−εj |ϕj (x) − ϕj (y)|
j≤−N +k
4. Strong A∞ -deformations
In this section, we consider metric spaces that result when the stan-
dard Euclidean metric on Rn is deformed by a weight. For smooth
positive weights this procedure is called a conformal deformation; in
our case, the weight is allowed to have singularities in a controlled
manner. We follow David and Semmes [22], [59].
Then dµ satisfies all the axioms for a metric on Rn except perhaps the
triangle inequality. We call µ a metric doubling measure if there exists
a constant C ≥ 1 such that
N
dµ (x, y) ≤ C inf dµ (xi , xi+1 ) ,
i=0
We omit the proof. The idea behind this result goes back to Gehring’s
fundamental work [30].
A nonnegative locally integrable function w on Rn is called a weight.
A weight w is an A∞ weight if there exist a constant C ≥ 1 and a
positive number 5 > 0 such that
1 1/(1+) 1
1+
w dx ≤ C w dx
|B| B |B| B
for every ball B ⊂ Rn . Here and hereafter,
|E| := dx
E
(b) The metric space (Rn , δw ), and all its bi-Lipschitz images, pos-
sesses many good geometric properties, if w is a strong A∞ weight.
For example, it is easy to see that w determines an Ahlfors n-regular
measure on the space, which means by definition that
C −1 rn ≤ w(Bw (r)) ≤ Crn
for every metric ball Bw (r) of radius r > 0 in (Rn , δw ), for some con-
stant C ≥ 1. In particular, (Rn , δw ) has Hausdorff dimension n and
the n-dimensional Hausdorff measure satisfies an Ahlfors n-regularity
condition as well.
and define
j0 := inf{j : Ωj+1 = Rn } .
It may happen that j0 = −∞.
As in the proof of Assouad’s Theorem 3.15, the desired embedding
will be defined rather explicitely by using locally defined building blocks
that are maps to some Euclidean space. The A1 condition is used to
control the resulting infinite sum. For the building blocks, we employ
a Whitney decomposition in the open sets Ωj .
We divide each Ωj , j > j0 , into countably many pairwise essentially
disjoint cubes {Qj,k } such that
C −1 dist(Qj,k , Rn \ Ωj ) ≤ diam(Qj,k ) ≤ 5 dist(Qj,k , Rn \ Ωj ) ,
1
where 0 < 5 < 100 is a small constant to be chosen at a later stage.
Such a decomposition can be found by appropriately subdividing the
cubes in the standard Whitney decomposition (as constructed in [67,
p. 16], for example).
If j0 > −∞, then define
w(B) 1/n
M0 := inf ,
|B|
where the infimum is taken over all balls B such that
B ∩ (Rn \ Ωj0 +1 ) = ∅ .
Next, for j > j0 , set
w(Q ) 1/n
j,k
Mj,k := .
|Qj,k |
Note that Mj,k is roughly the distance distortion between the metric
δw and the Euclidean metric at the scale of the cube Qj,k .
Fix Lipschitz bump functions θj,k , with Lipschitz constant not ex-
ceeding 2(diam(Qj,k ))−1 , such that
0 ≤ θj,k ≤ 1 , θj,k |2Qj,k = 1 , θj,k |Rn \ 3Qj,k = 0 .
By setting
ϕj,k := θj,k ( θj,l )−1 ,
l
we obtain a Lipschitz partition of unity for Ωj ,
ϕj,k ≡ 1
k
and
f0 (x) := M0 ϕj0 +1,k (x) qj0 +1,k , if x ∈ Ωj0 +1 .
k
If j0 = −∞, then define f0 ≡ 0. For j > j0 , set
hj,k (x) := Mj,k (x − qj,k ) , if x ∈ 3Qj,k \ Ωj+1 ,
and
hj,k (x) := Mj,k ϕj+1,l (x) (qj+1,l − qj,k ) , if x ∈ 3Qj,k ∩ Ωj+1 ,
l
and then
fj,k := θj,k hj,k .
We understand that fj,k is everywhere defined; it vanishes outside 3Qj,k .
Next we record some estimates for the given functions. Define
dj (x) := dist(x, Rn \ Ωj ) .
In the proof of the ensuing proposition, we use the estimate
M0 ≤ Lj0+1 , if j0 > −∞ ,
which easily follows from the definitions.
4.8. Proposition.
(1) |f0 (x) − M0 x| ≤ C M0 5 dj0 +1 (x) , if j0 > −∞ ,
(2) |f0 (x) − f0 (y)| ≤ C Lj0 +1 |x − y| ,
(3) |fj,k (x)| ≤ C w(Qj,k )1/n ,
(4) |fj,k (x) − fj,k (y)| ≤ C Lj+2 |x − y|
for every x, y ∈ Rn and j, k.
Proof. To prove (1) and (2), we may assume that x ∈ Ωj0 +1 . Then
|f0 (x) − M0 x| = M0 | ϕj0 +1,k (x) (qj0 +1,k − x)|
k
≤ C M0 5 dj0 +1 (x) ,
and because only a fixed number of cubes 3Qj0 +1,k meet x, we easily
see that the last quantity is less than
C M0 |x − y| ,
provided
1
|x − y| ≤ dj +1 (x) .
10 0
Thus (2) follows in all cases.
Inequality (3) follows from the definitions and from the fact that
Mj,k ≤ C w(Qj,k )1/n (diam(Qj,k ))−1 .
and
gi := gj,k ,
{(j,k):κ(Qj,k )=i}
where
gj,k := Lj dist(x, Rn \ 2Qj,k ) .
We claim that
F := (f0 , f1 , . . . , fM , g1 , . . . , gM ) , F : (Rn , δw ) → R2M +1 ,
is a bi-Lipschitz embedding.
We first show that F is Lipschitz. By Proposition 4.8, estimate (2),
f0 is Lipschitz. To handle the remaining components, it is convenient to
consider a fixed pair (fi , gi ). Given an integer j1 > j0 , we use estimate
(4) in Proposition 4.8 and observe that each term in the sum
(|fj,k (x) − fj,k (y)| + |gj,k (x) − gj,k (y)|)
j0 <j≤j1 k
is bounded by
C Lj+2 |x − y| .
Because both fj,k and gj,k are supported in the cube 3Qj,k , we also find
that only a bounded number of terms are nonzero, for each given j.
This implies that the sum has a bound
C Lj1 +2 |x − y|
for large enough L.
Next, we infer from estimate (3) in Proposition 4.8, and from the
definitions, that the sum
(|fj,k (x)| + |gj,k (x)|)
j1 <j k
38
has a bound
C w(Qj,k )1/n ,
j1 <j
where Qj,k ⊂ Ωj is a cube such that x ∈ 3Qj,k . Now the definition for
Ωj implies that
dist(x, Rn \ Ωj+1 ) ≤ C L−1 dist(x, Rn \ Ωj ) ,
which in turn gives that
w(Qj+1,k ) ≤ C L−α w(Qj,k )
if x ∈ Qj+1,k ⊂ Qj,k , where α > 0 depends only on n and w. (This
latter claim follows from the doubling property of w.) Therefore,
(|fj,k (x)| + |gj,k (x)|) ≤ C w(Qj1 +1,k )1/n ,
j1 <j k
where
A = {(j, k) : (j, k) = (j1 , k1 ) , κ(Qj,k ) = i} .
To estimate the first term on the right hand side, we observe that
θj1 ,k1 (x) = θj1 ,k1 (y) = 1, which gives
|fj1 ,k1 (x) − fj1 ,k1 (y)| = |hj1 ,k1 (x) − hj1 ,k1 (y)|
≥ Mj1 ,k1 |x − y| − |hj1 ,k1 (x) − Mj1 ,k1 (x − qj1 ,k1 )|
− |hj1 ,k1 (y) − Mj1 ,k1 (y − qj1 ,k1 )|
≥ Mj1 ,k1 |x − y| − C 5 (dj1 +1 (x) + dj1 +1 (y))
1
≥
Mj ,k |x − y| .
2 1 1
It is again easy to see from the basic (doubling) properties of w, by
employing Lemma 4.9, that
Mj1 ,k1 |x − y| ≥ C −1 L−1 δw (x, y) ,
and it suffices to show that the sum
|fj,k (x) − fj,k (y)|
(j,k)∈A
is small compared to C −1 L−1 δw (x, y). To do so, observe first that the
indices of the type (j1 , k) do not contribute to the sum, which therefore
splits into two sums
:= |fj,k (x) − fj,k (y)|
1 m1 +j1 ≤j k
and
:= |fj,k (x) − fj,k (y)| .
2 j0 <j≤j1 −m1 k
40
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