TITLE: A Marcinkiewicz approach
QUESTION [6 upvotes]: The problem was to prove the following that the operator
$$Tf(x)=\int_{\mathbb{R}^N}\frac{f(y)}{|x-y|^\alpha}dy$$
Is continuous from $$L^1 \to \ L_\mathrm{Weak}^{p}$$ where $0<\alpha<N$ and $p=(N-\alpha)^{-1}$. 
I tried to use the Lorentz Space $$M^{q,\nu}(R^N)=L_\mathrm{Weak}^{\frac{p}{1-\nu}}(R^N)$$ but it didn't helped much.

REPLY [5 votes]: Consider $E$ a measurable set of finite measure then suppose WLOG that $f\geq0$ then by Tonelli's theorem we have
$$\int_{E}\int_{\mathbb{R}^N}\frac{f(y)}{|x-y|^\alpha}dydx=\int_{\mathbb{R}^N}f(y)\int_{E}\frac{1}{|x-y|^\alpha}dxdy.$$
Let us estimate the interior integral.
Nevertheless 
Consider around the point $y$ a ball $B=B(y,r)$ so we have
$$\int_{E}\frac{1}{|x-y|^\alpha}dx\leq\int_{B}\frac{1}{|x-y|^\alpha}dx+\int_{E\setminus B }\frac{1}{|x-y|^\alpha}dx\leq N\omega_N\frac{r^{N-\alpha}}{N-\alpha}+r^{-\alpha}|E|$$
Minimizing the last term in $r$ we get 
$$r=\left(\frac{\alpha |E|}{N\omega_N}\right)^{\frac{1}{N}}$$
So we have
$$\int_{E}\frac{1}{|x-y|^\alpha}dx\leq C(N,\alpha)|E|^{1-\frac{\alpha}{N}}$$
It shows that $Tf$ is in $M^{1, 1-\frac{\alpha}{N}}=L^\frac{N}
{\alpha}_w$. So try this method an adequate $p>1 $ and an intelligent use of Jensen's inequality.