 Solution

Write $R_j$ for the rectangles, $x_j$ for their centers and $e_j$ for their long-axis directions. For the finite exponent $p$ in the displayed estimate, take smooth rotated cap functions ${\psi }_j$, with $0\le {\psi }_j\le 1$, equal to one on angular distance at most $\delta /C$ from $e_j$ and supported within $2\delta /C$. Choose $C$ sufficiently large once and for all. The direction separation makes these cap supports disjoint, and $\int |{\psi }_j{|}^{p}d\sigma \lesssim \delta$.

DefineThe Fourier modulation and translation identity gives the second equality. Rotating the circle cap Fourier lower bound then gives $|h_j(x)|\gtrsim \delta$ on $R_j$. The half-side lengths of $R_j$ are no larger than the two frequency bounds used in part (b).

Let ${\epsilon }_j$ be independent Rademacher random variables. Because the input cap supports are disjoint, for every choice of signswhere $M=\#\mathcal{R}$. Apply the assumed Fourier extension estimate to the sum. Average over signs and use the Khintchine inequality pointwise, followed by the Tonelli theorem:There is no requirement that the spatial rectangles be disjoint; disjointness is used only for the input caps on the unit circle. Their spatial overlaps are precisely what the square function measures. The cap lower bounds now implySince each rectangle has area ${\delta }^{-3}$, the restriction-to-rectangle overlap principle givesThe constants are independent of $\delta$, the centers and the collection. The finite-$p$ interpretation is the one for which the printed power integral is defined. A single cap also shows that the assumed diagonal Fourier extension estimate can hold only for $p\ge 4$: its output contributes at least ${\delta }^{p-3}$ to the $p$th-power norm, whereas its input contributes at most a constant times $\delta$.