EN
We establish the following sharp local estimate for the family ${R_{j}}_{j=1}^{d}$ of Riesz transforms on $ℝ^{d}$. For any Borel subset A of $ℝ^{d}$ and any function $f: ℝ^{d} → ℝ$,
$∫_{A} |R_{j}f(x)|dx ≤ C_{p}||f||_{L^{p}(ℝ^{d})}|A|^{1/q}$, 1 < p < ∞.
Here q = p/(p-1) is the harmonic conjugate to p,
$C_{p} = [2^{q+2}Γ(q+1)/π^{q+1} ∑_{k=0}^{∞} (-1)^{k}/(2k+1)^{q+1}]^{1/q}$, 1 < p < 2,
and
$C_{p}= [4Γ(q+1)/π^{q} ∑_{k=0}^{∞} 1/(2k+1)^{q}]^{1/q}$, 2 ≤ p < ∞.
This enables us to determine the precise values of the weak-type constants for Riesz transforms for 1 < p < ∞. The proof rests on appropriate martingale inequalities, which are of independent interest.