Hardy-Littlewood maximal function ($Mf$)

The centered Hardy-Littlewood maximal function on the real line is

The uncentered maximal function takes the supremum over all open Euclidean balls containing $x$, not only balls centred at $x$. It is an extended nonnegative lower semicontinuous function: each strict superlevel set is the union of the balls whose average density exceeds that level. For finite positive measures it satisfies the uncentered maximal weak-type inequality.

For a finite positive measure on Euclidean space, cover a compact subset of the maximal superlevel set by finitely many high-density balls. Wiener covering lemma selects disjoint balls whose triples cover it. Their total measure mass is at most the mass of the original measure. Inner regularity of Lebesgue measure yields the displayed bound. Applied to approximation errors, it proves the Lebesgue differentiation theorem.

The maximal averaging operator has weak type $(1,1)$, controlling the measure of points where local averages are large.

For $1<p\le \infty$, the Hardy-Littlewood maximal function is bounded on $L^p({\mathbb{R}}^n)$. A direct proof for finite $p$ applies the weak $(1,1)$ estimate to $f{1}_{\{|f|>s/2\}}$, integrates the resulting distribution-function bound against $p{s}^{p-1}$, and uses Tonelli theorem.