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\begin{document}
\begin{article}
\begin{opening}
\title{
Compactness of Commutators Arising in the  Fredholm Theory of
Singular Integral Operators with Shifts}
%\thanks{Footnote to the title with the `thanks' command.}}
\author{Alexei \surname{Karlovich}\email{akarlov@math.ist.utl.pt}}
\institute{Instituto Superior T\'ecnico, Portugal}
\author{Yuri   \surname{Karlovich}\email{karlovich@buzon.uaem.mx}}
\institute{Universidad Aut\'onoma del Estado de Morelos, M\'exico}
\runningauthor{Alexei Karlovich and Yuri Karlovich}
\runningtitle{Compactness of Commutators}
\date{April 8, 2002}
\dedication{To Professor G.~S.~Litvinchuk on the occasion of his 70th birthday}
\begin{ao}\\
A.~Karlovich\\
Departamento de Matem\'atica\\
Instituto Superior T\'ecnico\\
Av. Rovisco Pais 1\\
1049-001 Lisboa, Portugal
\end{ao}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{abstract}
The paper is devoted to the compactness of the commutators
$aS_\Gamma-S_\Gamma aI$ and $W_\alpha S_\Gamma-S_\Gamma W_\alpha$,
where $S_\Gamma$ is the Cauchy singular integral operator, $a$ is
a bounded measurable function, $W_\alpha$ is the shift
operator given by $W_\alpha f=f\circ\alpha$, and $\alpha$
is a bi-Lipschitz homeomorphism (shift). The cases of the unit
circle and the unit interval are considered. We prove that these
commutators are compact on rearrangement-invariant spaces  with
nontrivial Boyd indices if and only if the function $a$ or, respectively, 
the derivative of the shift $\alpha$ has vanishing mean oscillation.
\end{abstract}
\keywords{Cauchy singular integral operator, shift operator, 
commutator, compact operator, rearrangement-invariant space, 
Boyd indices, interpolation of compactness}
\end{opening}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\section{Introduction}
Let $\Gamma$ be the unit interval $\mathbb{I}:=(0,1)$, or an arc on
the unit circle $\T$, or the unit circle $\T$. For a function
$f\in L^1(\Gamma)$, the Cauchy singular integral of $f$ is given by
\[
(S_\Gamma f)(t):=\frac{1}{\pi i}\:
v.p.\int_\Gamma\frac{f(\tau)}{\tau-t}\,d\tau, \quad t\in\Gamma.
\]
Let $\alpha$ be a homeomorphism ({\it shift}) of $\overline{\Gamma}$ 
onto itself which preserves the orientation on $\overline{\Gamma}$. 
Consider the shift operator $W_\alpha$ given by
%%%
\begin{equation}\label{eq:shift}
(W_\alpha f)(t):=f[\alpha(t)],
\quad t\in\Gamma.
\end{equation}
%%%
Under appropriate assumptions, guaranteeing the boundedness of
operators $S_\Gamma, W_\alpha$, and the operator $aI$ of
multiplication by a measurable function $a:\Gamma\to\C$, we study
the compactness of the commutators
%%%
\begin{equation}\label{eq:commutators}
aS_\Gamma-S_\Gamma aI,
\quad
W_\alpha S_\Gamma-S_\Gamma W_\alpha
\end{equation}
%%%
on rearrangement-invariant spaces $X(\Gamma)$. These commutators
arise naturally in the Fredholm theory of singular integral
operators with shifts \cite{KS01,KL94,L77,L00}. Moreover,
Fredholm criteria for singular integral operators with shifts
depend essentially on whether the commutators
(\ref{eq:commutators}) are compact or not.

Commutators of multiplication operators and singular integral
operators are closely connected with operators of Hankel type.
The compactness of both these types of operators on Lebesgue spaces was
studied by many authors. We mention here \cite{H58,J78,U78} and
also a survey \cite{P80}. Sufficient conditions for the
compactness of commutators of multiplication operators and
singular integral operators with kernels of Calder\'on-Zygmund
type on $L^p(X)$, where $X$ is a space of homogeneous type, are
obtained in \cite[Part II, Theorem~1.1]{KL01}, see also the
references therein.

The compactness of the commutator of the Cauchy singular integral
operator $S_\Gamma$ and the shift operator $W_\alpha$ was studied
on $L^p(\Gamma)$ by D.~Kveselava under assumptions that $\Gamma$
is a Lyapunov curve and $\alpha'$ is a H\"older continuous
function (see \cite[Ch.~1, Theorem~3.1]{L77}). That theorem was
extended to the case of smooth curves and $C^1$-diffeomorphisms in
\cite{GD77}, its detailed proof is in \cite{G80}. All mentioned
results give only sufficient conditions for the compactness of
$W_\alpha S_\Gamma-S_\Gamma W_\alpha$. A compactness criterion for
$W_\alpha S_\T-S_\T W_\alpha$ on $L^p(\T), 1<p<\infty$, where
$\alpha:\T\to\T$ is an orientation-preserving bi-Lipschitz
homeomorphism, was obtained in \cite{MX95}.

In this paper we extend the known compactness criteria for the
commutators (\ref{eq:commutators}) to the case of arbitrary
rearrangement-invariant spaces $X(\T)$ on the unit circle $\T$.
Further, we prove compactness criteria for the commutators
(\ref{eq:commutators}) on arbitrary rearrangement-invariant spaces
$X(\mathbb{I})$ on the unit interval $\mathbb{I}$. Note that these
criteria are new even in the case of Lebesgue spaces
$L^p(\mathbb{I}),1<p<\infty$, on the unit interval $\mathbb{I}$.

The paper is organized as follows. In Section 2 we give necessary
definitions of rearrangement-invariant spaces and their interpolation
characteristics (the Boyd indices). Further we formulate two interpolation
theorems for compact operators which allow us to reduce the problem
to the simplest case of the Lebesgue space $L^2(\Gamma)$.
We conclude this section with boundedness conditions for
the operators $aI, W_\alpha$, and $S_\Gamma$
on rearrangement-invariant spaces $X(\Gamma)$.

Section 3 is the heart of this paper. Here we study the
compactness of the commutators (\ref{eq:commutators}) on the
Lebesgue space $L^2(\Gamma)$. First we formulate the known results
in the case of the unit circle. Further we ``cut'' the unit
circle and study the compactness of the commutator
$aS_{\T_+}-S_{\T_+}aI$ where $\T_+$ is the upper half-circle of
the unit circle $\T$. The necessity of compactness for this
commutator is a difficult part. Its proof is based on the fact
saying that the compactness of  $aS_{\T_+}-S_{\T_+}aI$ implies the
compactness of  $aN_{\T_+}-N_{\T_+}aI$ where $N_{\T_+}$ is a
singular integral operator with two fixed singularities at $-1$
and $1$. This allows us to reduce studying the compactness of
$aS_{\T_+}-S_{\T_+}aI$ to studying the compactness of $bS_\T-S_\T
bI$. After that we prove a compactness criterion for the
commutator $aS_{\mathbb{I}}-S_{\mathbb{I}}aI$. Arguing similarly,
we reduce studying the compactness of $W_\alpha
S_\mathbb{I}-S_\mathbb{I}W_\alpha$ on the unit interval to the
same problem but on the unit circle. As a result, we obtain a
compactness criterion for the commutator $W_\alpha
S_\mathbb{I}-S_\mathbb{I}W_\alpha$ on the Lebesgue space
$L^2(\mathbb{I})$.

In Section 4 we state the main results of this paper: compactness
criteria for the commutators (\ref{eq:commutators})
on rearrangement-invariant spaces $X(\Gamma)$ with nontrivial Boyd
indices, where $\Gamma$ is either the unit circle or the unit interval.

In Section 5 we obtain some corollaries concerning the commutators
(\ref{eq:commutators}) with slowly oscillating data and concerning
the commutator of the Cauchy singular integral operator and the
isometric shift operator on Lebesgue spaces.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\section{Preliminaries}
\subsection{Rearrangement-invariant spaces}
For a general discussion of rearrangement-invariant spaces, see
\cite{BeSh,kps,LT}. In this subsection we collect
necessary facts in the abstract setting of (finite) measure spaces.

Let $(\cR,\mu)$ be a nonatomic finite measure space. Denote by 
$\cM=\cM(\cR,\mu)$ the set of all $\mu$-measurable complex-valued 
functions on $\cR$, and let $\cM^+$ be the subset of functions in 
$\cM$ whose values lie in $[0,\infty]$. The characteristic function 
of a $\mu$-measurable set $E\subset\cR$ will be denoted by $\chi_E$. 
A mapping $\rho:\cM^+\to [0,\infty]$ is called a {\it function norm} 
if for all functions $f,g,f_n \in \cM^+ \ (n\in\N)$, for all constants 
$a\ge 0$, and for all $\mu$-measurable subsets $E$ of $\cR$, the 
following properties hold:
%%%%
\begin{eqnarray*}
{\rm (a)} & &\rho(f)=0  \Leftrightarrow  f=0\ \mu\mbox{-a.e.},
\ \rho(af)=a\rho(f), \ \rho(f+g) \le \rho(f)+\rho(g),\\
{\rm (b)} & &0\le g \le f \ \mu\mbox{-a.e.} \ \Rightarrow \ \rho(g) \le \rho(f)
\quad\mbox{(the lattice property)},\\
{\rm (c)} & &0\le f_n \uparrow f \ \mu\mbox{-a.e.} \ \Rightarrow \
       \rho(f_n) \uparrow \rho(f)\quad\mbox{(the Fatou property)},\\
{\rm (d)} & &\rho(\chi_E) <\infty,\quad \int_E f\,d\mu \le C_E\rho(f)
\end{eqnarray*}
%%%%
with $C_E \in (0,\infty)$ depending on $E$ and $\rho$ but independent of $f$.
The collection $X(\cR,\mu)$ of all functions $f\in\cM$
for which $\rho(|f|)<\infty$ is called a Banach function space. For each
$f \in X$, the norm of $f$ is defined by
\[
\|f\|_X :=\rho(|f|).
\]

If $\rho$ is a function norm, its associate norm $\rho'$ is
defined on $\cM^+$ by
\[
\rho'(g):=\sup\left\{
\int_\cR fg\,d\mu \ : \ f\in \cM^+, \ \rho(f) \le 1
\right\}, \quad g\in \cM^+.
\]
The Banach function space $X'(\cR,\mu)$ determined by the function norm
$\rho'$ is called the associate space of $X(\cR,\mu)$.
The associate space $X'(\cR,\mu)$ is a subspace of the dual space $X^*(\cR,\mu)$.

Let $\cM_0$ and $\cM_0^+$ be the classes of $\mu$-a.e. finite
functions in $\cM$ and $\cM^+$, respectively. Two functions
$f,g\in\cM_0$ are said to be equimeasurable if
$\mu\{x\in\cR:|f(x)|>\lambda\}=\mu\{x\in\cR:|g(x)|>\lambda\}$
for all $\lambda\ge 0$.

A function norm $\rho:\cM^+ \to [0,\infty]$ is called
rearrangement-invariant if $\rho(f)=\rho(g)$ for every pair of
equimeasurable functions $f,g \in \cM^+_0$. In that case, the
Banach function space $X(\cR,\mu)$ generated by $\rho$ is said to
be a {\it rearrangement-invariant space}. The Lebesgue space
$L^p(\cR,\mu)$, $1\le p\le\infty$, is the simplest example of
a rearrangement-invariant space. Orlicz and Lorentz spaces are
other important classical examples of rearrangement-invariant
spaces.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Interpolation of compact operators on
rearrangement-invariant spaces}
%%%
In this subsection we state two interpolation theorems for compact
operators which allow us to reduce studying the compactness on
rearrange\-ment-invariant spaces to studying the compactness on
the Lebesgue space $L^2(\cR,\mu)$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:Berezhnoi}
Let $X(\cR,\mu)$ be a rearrangement-invariant space and
$X'(\cR,\mu)$ its associate space. Suppose a linear operator $A$
is bounded and compact on $X(\cR,\mu)$ and is bounded on
$X'(\cR,\mu)$. Then $A$ is bounded and compact on the Lebesgue
space $L^2(\cR,\mu)$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

This result follows from Berezhnoi's interpolation theorem for
compact operators on Calder\'on-Lozanovskii spaces
$\varphi(X_0,X_1)$ \cite{Ber80} and Lozanovskii's result saying
that $L^2(\cR,\mu)$ is isometrically isomorphic to the
Calder\'on-Lozanovskii space $\varphi(X(\cR,\mu),X'(\cR,\mu))$
with $\varphi(t)=\sqrt{t},\, t\in\R_+:=(0,\infty)$ \cite[Theorem~5]{Loz1969}, see
also \cite{Cald1964}. One can find more information on
Calde\-r\'on-Lozanovskii spaces in \cite{BK91} and \cite[Ch.
15]{Mal89}.

We need a notion of the Boyd indices of rearrangement-invariant spaces
to state the second interpolation theorem.
By the Luxemburg representation theorem \cite[Ch.~2, Theorem~4.10]{BeSh},
there is a unique rearrangement-invariant function norm
$\overline{\rho}$ over $[0,\mu(\cR)]$ with the Lebesgue measure $m$ such that
$\rho(f) = \overline{\rho}(f^*)$ for all $f\in \cM_0^+$,
where $f^*$ is the non-increasing rearrangement of $f$
(see, e.g., \cite[p.~39]{BeSh}). The rearrangement-invariant space over
$([0,\mu(\cR)],m)$ generated by $\overline{\rho}$ is called the Luxemburg
representation of $X(\cR,\mu)$ and is denoted by $\overline{X}$. For each
$s\in\R_+$, let $E_s$ denote the dilation operator defined on
$\cM_0([0,\mu(\cR)],m)$ by
\[
(E_s f)(t):=
\left\{
\begin{array}{ll}
f(st), & st\in[0,\mu(\cR)]\\
0,     & st\not\in[0,\mu(\cR)]
\end{array}
\right.
, \quad t\in [0,\mu(\cR)].
\]
For every $s\in\R_+$, the operator $E_{1/s}$ is bounded on $\overline{X}$
\cite[p.~165]{BeSh}, its norm is denoted by $h_X(s)$. The function $h_X:\R_+\to\R_+$
is submultiplicative and non-decreasing. From  \cite[Ch.~2, Theorem~1.3]{kps}
it follows that the limits
\[
\underline{\sigma}_X:=\lim_{s\to 0}\frac{\log h_X(s)}{\log s},
\quad
\overline{\sigma}_X:=\lim_{s\to \infty}\frac{\log h_X(s)}{\log s}
\]
exist and $\underline{\sigma}_X\le\overline{\sigma}_X$. The numbers
$\underline{\sigma}_X$ and $\overline{\sigma}_X$ are called the
{\it lower and upper Boyd indices} of the rearrangement-invariant
space $X(\cR,\mu)$, respectively. For an arbitrary
rearrangement-invariant space, its Boyd indices belong to $[0,1]$.
The Boyd indices of the rearrangement-invariant spaces $X(\cR,\mu)$ and
$X'(\cR,\mu)$ are connected via the following identity:
%%%
\begin{equation}\label{eq:duality}
\underline{\sigma}_X+\overline{\sigma}_{X'}=
\underline{\sigma}_{X'}+\overline{\sigma}_X=1.
\end{equation}
%%%
One can find the proofs of these and other properties of the Boyd indices
in \cite{BeSh,LT,Mal85}.

For the Lebesgue spaces $L^p(\cR,\mu), 1\le p\le\infty$, the Boyd indices
coincide and equal $1/p$.
We will say that the Boyd indices are nontrivial if $\underline{\sigma}_X,
\overline{\sigma}_X\in(0,1)$.
In the case of Orlicz spaces the latter condition is equivalent to
the reflexivity of the space (see, e.g., \cite{Mal85}). An example of
Young functions which generate reflexive Orlicz spaces whose Boyd
indices do not coincide is given, for instance, in \cite[p.~93]{Mal89}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:Sharpley}
Let $1<q<p<\infty$. If a linear operator $A$ is bounded on the
Lebesgue spaces $L^p(\cR,\mu)$ and $L^q(\cR,\mu)$, then it is
bounded on every rearrangement-invariant space $X(\cR,\mu)$ whose
Boyd indices satisfy
%%%
\begin{equation}\label{eq:Sharpley}
1/p<\underline{\sigma}_X \le \overline{\sigma}_X< 1/q.
\end{equation}
%%%
Moreover, if in addition $A$ is compact on $L^p(\cR,\mu)$ or on $L^q(\cR,\mu)$,
then $A$ is compact on $X(\cR,\mu)$.
\end{theorem}

The boundedness part was proved in \cite{Boyd69}
(see also \cite[Ch.~3, Theorem~5.16]{BeSh},
\cite[Theorem~2.b.11]{LT}).
The compactness part follows from \cite{Kr60} and \cite[Corollary~1]{Sharp73}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{corollary}\label{co:interpolation}
Suppose a linear operator $A$ is bounded on the Lebesgue space $L^p(\cR,\mu)$
for every $p\in(1,\infty)$. Then $A$ is compact on a rearrangement-invariant
space $X(\cR,\mu)$ with nontrivial Boyd indices
$\underline{\sigma}_X,\overline{\sigma}_X$
if and only if it is compact on the Lebesgue space $L^{p_0}(\cR,\mu)$ for some
fixed $p_0\in (1,\infty)$.
\end{corollary}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
In view of \cite{Kr60},
since $A$ is bounded on $L^p(\cR,\mu)$ for every $p\in(1,\infty)$,
the operator $A$ is compact on $L^{p_0}(\cR,\mu)$ if and only if 
$A$ is compact on  $L^p(\cR,\mu)$ for every $p\in(1,\infty)$.

{\it Necessity}. From the boundedness part of
Theorem~\ref{th:Sharpley} and (\ref{eq:duality}) it follows that
the operator $A$ is bounded on the rearrangement-invariant spaces
$X(\cR,\mu)$ and $X'(\cR,\mu)$. Since $A$ is compact on
$X(\cR,\mu)$, it is compact on the Lebesgue space $L^2(\cR,\mu)$,
by Theorem~\ref{th:Berezhnoi}. Therefore, $A$ is compact on every
$L^p(\cR,\mu)$ and, hence, on $L^{p_0}(\cR,\mu)$.

{\it Sufficiency}. If $A$ is compact on the Lebesgue space
$L^{p_0}(\cR,\mu)$, then it is compact on the Lebesgue spaces
$L^p(\cR,\mu)$ and $L^q(\cR,\mu)$, where $p$ and $q$ satisfy
(\ref{eq:Sharpley}) (such numbers $p$ and $q$ exist because the
Boyd indices $\underline{\sigma}_X$ and $\overline{\sigma}_X$ are
nontrivial). By the compactness part of Theorem~\ref{th:Sharpley},
$A$ is compact on the rearrangement-invariant space $X(\cR,\mu)$.
Corollary is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Boundedness of the multiplication operator, the shift operator, and
the Cauchy singular integral operator}
Let $\Gamma$ be the unit interval $\mathbb{I}$, or an arc on the unit circle
$\T$, or the unit circle $\T$, equipped with the Lebesgue length measure $|d\tau|$.
In the following we will consider all rearrangement-invariant spaces over
$(\Gamma,|d\tau|)$. For the brevity we will omit $|d\tau|$, so we will use
the notation $X(\Gamma)$ for rearrangement-invariant spaces on $\Gamma$.

Let $I$ be the identity operator on $X(\Gamma)$ and let $a:\Gamma\to\C$
be a measurable function. The  operator $aI$ of multiplication by $a$ is
bounded on a rearrangement-invariant space $X(\Gamma)$ if and only if
$a\in L^\infty(\Gamma)$ \cite[Theorem~1]{MP89}.

Let $\alpha$ be a homeomorphism of $\overline{\Gamma}$ onto
itself and let $\alpha_{-1}$ be its inverse. Assume that $\alpha$ is
a bi-Lipschitz homeomorphism, that is, both $\alpha$ and
$\alpha_{-1}$ satisfy the Lipschitz condition. As is well known
(see, e.g., \cite[Ch. 9]{N74}), a function 
$f:\overline{\Gamma}\to\C$ is Lipschitz if and only if
$f$ is absolutely continuous and  $f'\in L^\infty(\Gamma)$. 
Therefore, if $\alpha$ is a bi-Lipschitz
homeomorphism, then $\alpha'\in\cG L^\infty(\Gamma)$, where $\cG
L^\infty(\Gamma)$ denotes the class of functions $f\in
L^\infty(\Gamma)$ for which 
${\rm ess\,inf}\{|f(t)|: {t\in\Gamma}\}>0$. For such $\alpha$, 
the shift operator $W_\alpha$ given by
(\ref{eq:shift}) is bounded and continuously invertible on every
Lebesgue space $L^p(\Gamma), 1\le p\le\infty$. Its inverse equals
$W_\alpha^{-1}=W_{\alpha_{-1}}$. Therefore, by the
Calder\'on-Mitjagin interpolation theorem (see, e.g.,
\cite[Theorem~2.a.10]{LT}), the
operator $W_\alpha$ is bounded and continuously invertible on an
arbitrary rearrangement-invariant space $X(\Gamma)$ whenever
$\alpha$ and $\alpha_{-1}$ are absolutely continuous and 
$\alpha'\in\cG L^\infty(\Gamma)$.

The following theorem gives a criterion for the boundedness of the
Cauchy singular integral operator on rearrangement invariant
spaces.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:boundedness-S}
Let $\Gamma$ be the unit circle $\T$ or the unit interval $\mathbb{I}$.
The Cauchy singular integral operator $S_\Gamma$ is bounded on a
rearrangement-invariant space $X(\Gamma)$ if and only if $X(\Gamma)$
has nontrivial Boyd indices.
\end{theorem}

The idea of the proof of Theorem~\ref{th:boundedness-S} goes back
to D.~Boyd, who considered the case of the real line (for the
proof, see, e.g., \cite[Ch.~3, Theorem~5.18]{BeSh}). 
The proofs for the unit interval
and for the unit circle are contained in
\cite[Ch.~2, Section~8.6]{kps}.

Finally, if $a\in L^\infty(\Gamma)$, $\alpha$ is a bi-Lipschitz homeomorphism
of $\overline{\Gamma}$ onto itself, and the Boyd indices of $X(\Gamma)$ are
nontrivial, then the commutators (\ref{eq:commutators}) are
bounded on $X(\Gamma)$. In particular, they are bounded on every
Lebesgue space $L^p(\Gamma)$ for $p\in(1,\infty)$. Thus, we
can apply Corollary~\ref{co:interpolation} to study the
compactness of the commutators (\ref{eq:commutators}).
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Vanishing mean oscillation}
In this subsection we mainly follow \cite{S77}.

The length of an interval $I\subset\R$ will be denoted by $|I|$.
For $f$ in $L^1(I)$, the average of $f$ over $I$ will be denoted
by $I(f)$:
\[
I(f):=\frac{1}{|I|}\int_I f(t)dt.
\]
Considering all subintervals $J$ of $I$, one can introduce the quantity
\[
M(f,I):=\lim_{s\to 0+}\sup_{J\subset I,\, |J|\le s}\frac{1}{|J|}\int_J|f(t)-J(f)|dt.
\]
The space $VMO(I)$ is defined to be the class of functions
$f$ in $L^1(I)$ that satisfy $M(f,I)=0$ ($VMO$ means
{\it ``vanishing mean oscillation''}).

For $f$ an integrable function defined in an open interval
containing the point $\lambda$ of $\R$, the integral gap of $f$ is
given by
\[
\gamma_\lambda(f):=\limsup_{\delta\to 0}
\left|\frac{1}{\delta}\int_\lambda^{\lambda+\delta}f(t)dt
-\frac{1}{\delta}\int_{\lambda-\delta}^{\lambda}f(t)dt\right|.
\]
An elementary estimate shows that if $f\in VMO(I)$, then
$\gamma_\lambda(f)=0$ for each interior point $\lambda$ of $I$.

Analogous definitions can obviously be made for functions given on
an arc of the unit circle $\T$ or on the whole unit circle $\T$.
We suppose that the unit circle is counter-clockwise oriented.
For $t_1,t_2\in\T$ we denote by $(t_1,t_2)$ the arc of $\T$
with the starting point $t_1$ and the terminating point $t_2$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:glying}
Let $t_1,t_2\in\T$ and $t_1\ne t_2$. Suppose a function
$f:\T\to\C$ satisfies the properties $f|_{(t_1,t_2)}\in
VMO(t_1,t_2), f|_{(t_2,t_1)}\in VMO(t_2,t_1)$ and
$\gamma_{t_j}(f)=0$ for $j\in\{1,2\}$. Then $f\in VMO(\T)$.
\end{lemma}

This statement is proved by the repetition of the proof of
\cite[Lemma~2]{S77} with minor modifications.

We remark that
%%%
\begin{equation}\label{eq:QC-1}
QC(\T):=(C(\T)+H^\infty)\cap(C(\T)+\overline{H^\infty})
=
L^\infty(\T)\cap VMO(\T)
\end{equation}
%%%
is a nonseparable $C^*$-subalgebra of $L^\infty(\T)$ properly
containing the\\ $C^*$-algebra $C(\T)$ of all continuous
functions on $\T$
(see \cite[Section~4]{S75}). We refer to \cite{BS90},
\cite{N86}, and \cite{S78}
for these and other properties of the algebra $QC(\T)$
of quasicontinuous functions on $\T$.

The following statement is probably known (cf. \cite[Ch.~VIII,
Problem~6.13]{Tor86}, where a BMO-analogue was stated).  For 
convenience of the readers we give its proof.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:Lerner}
Suppose $I$ is a finite interval of $\R$, or an arc of $\T$, or $\T$.
If $f\in VMO(I)$, then $|f|^\alpha$ belongs to $VMO(I)$ for every
$\alpha\in(0,1]$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
Assume for definiteness that $I$ is a finite interval of $\R$.
Other cases are considered analogously.

By \cite[Ch.~VIII, Corollary~1.2]{Tor86},
for any $F\in L^1(I)$ and every $J\subset I$,
%%%
\begin{equation}\label{eq:Lerner-1}
\frac{1}{|J|}\int_J|F(t)-J(F)|dt\le
2\inf_{c\in\C}\frac{1}{|J|}\int_J|F(t)-c|dt.
\end{equation}
%%%
Applying (\ref{eq:Lerner-1}), the well-known inequality
\[
||a|^\alpha-|b|^\alpha|\le |a-b|^\alpha,
\quad\alpha\in(0,1],\quad a,b\in\C,
\]
and H\"older's inequality,
%to the function $|f-c|^\alpha$, 
we get
%%%
\begin{eqnarray*}
&&
\frac{1}{|J|}\int_J||f(t)|^\alpha-J(|f|^\alpha)|dt
\le
2\inf_{c\in\C}\frac{1}{|J|}\int_J||f(t)|^\alpha-|c|^\alpha|dt
\\
&&
\le
2\inf_{c\in\C}\frac{1}{|J|}\int_J|f(t)-c|^\alpha dt
\le
2\left(\inf_{c\in\C}\frac{1}{|J|}\int_J|f(t)-c|dt\right)^\alpha
\\
&&
\le
2\left(\frac{1}{|J|}\int_J|f(t)-J(f)|dt\right)^\alpha.
\label{eq:Lerner-2}
\end{eqnarray*}
%%%
So, $M(|f|^\alpha,I)\le 2(M(f,I))^\alpha$, which implies 
the required statement.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\section{Compactness of commutators on $L^2$}
\subsection{Case of the unit circle}
For a Banach space $X$, let $\fB(X)$ be the Banach algebra
of all bounded linear operators on $X$ and $\cK(X)$ the
ideal of all compact operators on $X$. For $C,D\in\fB(X)$, put
$[C,D]:=CD-DC$.

Combining the compactness criteria from \cite{H58} and Sarason's
representations of quasicontinuous functions
(\ref{eq:QC-1}) immediately gives the following
criterion (see also \cite[Section~2]{P80}).

\begin{theorem}\label{th:T-aS-Sa}
Suppose $a\in L^\infty(\T)$. The operator $aS_\T-S_\T aI$
is compact on $L^2(\T)$ if and only if $a\in VMO(\T)$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

The next statement follows from
\cite[Theorem 4.1 and Proposition 4.5]{MX95}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:T-WS-SW}
Suppose $\alpha$ is an orientation-preserving bi-Lipschitz
homeomorphism of\ $\T$ onto itself. The operator $W_\alpha
S_\T-S_\T W_\alpha$ is compact on $L^2(\T)$ if and only if
$\alpha'\in VMO(\T)$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Operators with fixed singularities on the
upper half-circle}
Let $\T_+:=\{\tau\in\T:\ \arg\tau\in(0,\pi)\}$ be the upper
half-circle of the unit circle $\T$. Using standard methods we
prove in this subsection that the operator
\[
(N_{\T_+}f)(t):=\frac{1}{\pi i}\int_{\T_+} 
\frac{f(\tau)}{1-\tau t}\,d\tau, \quad t\in\T_+,
\]
having fixed singularities at $-1$ and $1$, belongs to 
$\alg(I,S_{\T_+})$, the smallest Banach subalgebra of 
$\fB(L^2(\T_+))$ which contains the operators $I$ and 
$S_{\T_+}$.
\newpage

Consider a M\"obius transformation of $\overline{\T_+}$ onto
$\overline{\R_+}$ which sends the points $1$ and $-1$ to
$0$ and $+\infty$, respectively. Namely, let
\[
\psi:\overline{\T_+}\to\overline{\R_+},
\quad
\psi(t)=i\frac{1-t}{1+t}.
\]
Obviously, its inverse is
\[
\xi:\overline{\R_+}\to\overline{\T_+},
\quad
\xi(x)=\frac{i-x}{i+x}.
\]
The map $B$ given by
%%%
\begin{equation}\label{eq:B}
(Bf)(x)
=
\frac{\sqrt{2}}{i+x}\,f(\xi(x)), \quad x\in\R_+,
\end{equation}
%%%
is an isometric isomorphism of $L^2(\T_+)$ onto $L^2(\R_+)$ with
the inverse
%%%
\begin{equation}\label{eq:B-inverse}
(B^{-1}\varphi)(t)
=
\frac{i\sqrt{2}}{1+t}\,\varphi(\psi(t)) ,\quad t\in\T_+.
\end{equation}
%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}
The operator $N_{\T_+}$ belongs to the algebra
$\alg(I,S_{\T_+})$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
For $f\in L^2(\R_+)$, put
\[
(N_{\R_+}f)(x):=\frac{1}{\pi i}\int_{\R_+}\frac{f(y)}{x+y}\,dy,
\quad x\in\R_+.
\]
It is well known (see, e.g., \cite[Theorem~2.3]{KN75} or
\cite[Proposition~2.4]{RS90}), that this operator belongs to
$\alg(I,S_{\R_+})\subset\fB(L^2(\R_+))$. Using (\ref{eq:B}) and
(\ref{eq:B-inverse}), one can straightforwardly check that
$BS_{\T_+}B^{-1}=S_{\R_+}$ and $BN_{\T_+}B^{-1}=-N_{\R_+}$.
Thus, $N_{\T_+}$ is bounded on $L^2(\T_+)$ and, moreover,
it belongs to $\alg(I,S_{\T_+})$.
\end{pf}

This lemma immediately implies the following.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{corollary}\label{co:fixed-sing}
Suppose $a\in L^\infty(\T_+)$.
If $aS_{\T_+}-S_{\T_+}aI$ is compact on $L^2(\T_+)$,
then $aN_{\T_+}-N_{\T_+}aI$ is compact on $L^2(\T_+)$ too.
\end{corollary}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Compactness of commutators with multiplication operators.
Case of the upper half-circle}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Let $\T_-:=\{\tau\in\T:\ \arg\tau\in(\pi,2\pi)\}$ be the lower
half-circle of the unit circle $\T$.
For a function $a\in L^\infty(\T_+)$, we consider
the function
%%%
\begin{equation}\label{eq:A}
A(\tau):=
\left\{
\begin{array}{cc}
a(\tau), &\tau\in\T_+,\\
a(\overline{\tau}), &\tau\in\T_-
\end{array}
\right.
\end{equation}
%%%
given on the whole circle $\T$. The functions $a$ and $A$ have
an analogous behavior in the neighborhoods of $\pm 1$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:sewing}
A function $a$ belongs to $L^\infty(\T_+)\cap VMO(\T_+)$
if and only if the function $A$ given by {\rm (\ref{eq:A})}
belongs to $L^\infty(\T)\cap VMO(\T)$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
{\it Sufficiency} is obvious because $A|_{\T_+}=a$.

{\it Necessity.}
Since $a\in L^\infty(\T_+)$, we have $A|_{\T_\pm}\in L^\infty(\T_\pm)$.
Therefore, $A\in L^\infty(\T)$. On the other hand,
$A|_{\T_+}=a\in VMO(\T_+)$ if and only if $A|_{\T_-}\in VMO(\T_-)$.

For $\delta\in(0,\pi)$, we set
%%%
\begin{eqnarray*}
\T_+(1,\delta) &:=& \Big\{ \tau\in\T\::\ \arg\tau\in(0,\pi),\
|(1,\tau)|<\delta \Big\},\\ \T_-(1,\delta) &:=& \Big\{
\tau\in\T\::\ \arg\tau\in(\pi,2\pi),\ |(\tau,1)|<\delta \Big\},\\
\T_+(-1,\delta) &:=& \Big\{ \tau\in\T\::\ \arg\tau\in(0,\pi),\
|(\tau,-1)|<\delta \Big\},\\ \T_-(-1,\delta) &:=& \Big\{
\tau\in\T\::\ \arg\tau\in(\pi,2\pi),\ |(-1,\tau)|<\delta \Big\},
\end{eqnarray*}
%%%
where $|J|$ denotes the length of an interval $J\subset \T$. Then
for $t\in\{-1,1\}$ we get
%%%
\begin{eqnarray*}
&&
\frac{1}{\delta}\int_{\T_+(t,\delta)}A(\tau)|d\tau|
=
\frac{1}{\delta}\int_{\T_+(t,\delta)}a(\tau)|d\tau|
\\
&&=
\frac{1}{\delta}\int_{\T_-(t,\delta)}a(\overline{\tau})|d\tau|
=
\frac{1}{\delta}\int_{\T_-(t,\delta)}A(\tau)|d\tau|.
\end{eqnarray*}
%%%
Hence, $\gamma_t(A)=0$ for $t\in\{-1,1\}$. Thus,
$A\in VMO(\T)$ due to Lemma~\ref{le:glying}.
Lemma is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%5

Consider the Hilbert space $L_2^2(\T_+)$ of vector functions
$\varphi=\{\varphi_j\}_{j=1}^2$ with the entries $\varphi_j\in
L^2(\T_+)$ which is equipped with the norm
\[
\|\varphi\|_{L_2^2(\T_+)}=
\left(
\|\varphi_1\|^2_{L^2(\T_+)}+\|\varphi_2\|^2_{L^2(\T_+)}
\right)^{1/2}.
\]
It is easy to see that the operator 
$\sigma:L^2(\T)\to L_2^2(\T_+)$ defined by
%%%
\begin{equation}\label{eq:sigma}
(\sigma\varphi)(\tau):=
\left\{
\begin{array}{c}\varphi(\tau)\\ \overline{\tau}\,\varphi(\overline{\tau})
\end{array}
\right\},
\quad\tau\in\T_+,
\end{equation}
%%%
is bounded and continuously invertible, and its inverse
is given by
%%%
\begin{equation}\label{eq:sigma-inverse}
\left(
\sigma^{-1}%{\tiny
\left\{
%\!\!\!
\begin{array}{c}\varphi_1\\ \varphi_2\end{array}
%\!\!\!
\right\}%}
\right)
(\tau)=
\left\{
\begin{array}{cc}
\varphi_1(\tau), &\tau\in\T_+,\\
\overline{\tau}\,\varphi_2(\overline{\tau}), & \tau\in\T_-.
\end{array}
\right.
\end{equation}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:cutting}
Suppose $a\in L^\infty(\T_+)$ and $A$ is given by {\rm
(\ref{eq:A})}. Then
%%%
\[
\sigma (AI)\sigma^{-1}
=
\left(
\begin{array}{cc}
aI & 0\\
0 & aI
\end{array}
\right),
\quad
\sigma S_\T\sigma^{-1}
=
\left(
\begin{array}{cc}
S_{\T_+}    & N_{\T_+}\\ -N_{\T_+}  & -S_{\T_+}
\end{array}
\right).
\]
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
The first equality is obvious. Let us prove the second one.
Assume that $\varphi_1,\varphi_2\in L^2(\T_+)$ and $t\in\T$.
Then from (\ref{eq:sigma-inverse}) we get
\[
\left(S_\T\sigma^{-1}
\left\{
\begin{array}{c} \varphi_1\\\varphi_2\end{array}
\right\}\right)(t)= 
\frac{1}{\pi i}\int_{\T_+}\frac{\varphi_1(\tau)}{\tau-t}\,d\tau 
+ 
\frac{1}{\pi i}\int_{\T_-}\frac{\overline{\tau}\,\varphi_2(\overline{\tau})}{\tau-t}\,d\tau.
\]
Changing variables in the second integral, we infer in view of
$\overline{\tau}=1/\tau$ that
%%%
\begin{equation}\label{eq:cutting-1}
\left(S_\T\sigma^{-1}
\left\{
\begin{array}{c} \varphi_1\\\varphi_2\end{array}
\right\}
\right)(t)=
(S_{\T_+}\varphi_1)(t)+(N_{\T_+}\varphi_2)(t), \quad t\in\T.
\end{equation}
Again taking into account that $\overline{t}=1/t$, we obtain for
$t\in\T_+$,
%%%
\begin{equation}\label{eq:cutting-2}
\overline{t}\,(S_{\T_+}\varphi_1)(\overline{t})
=
-(N_{\T_+}\varphi_1)(t),
\quad
\overline{t}\,(N_{\T_+}\varphi_2)(\overline{t})
=
-(S_{\T_+}\varphi_2)(t).
\end{equation}
%%%
 From (\ref{eq:sigma}) and
(\ref{eq:cutting-1})--(\ref{eq:cutting-2}) we get the second
equality. Lemma is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:T_+aS-Sa}
Suppose $a\in L^\infty(\T_+)$. The operator  $aS_{\T_+}-S_{\T_+}aI$
is compact on $L^2(\T_+)$ if and only if $a\in VMO(\T_+)$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
Suppose $a\in L^\infty(\T_+)$ and $A$ is given by (\ref{eq:A}).
 From Lemma~\ref{le:cutting} we deduce that
%%%
\begin{equation}\label{eq:T+aS-Sa}
\sigma [AI, S_\T] \sigma^{-1}
=
\left(
\begin{array}{cc}
[ aI, S_{\T_+} ] & [ aI, N_{\T_+} ]\\[1ex] 
[ N_{\T_+}, aI ] & [ S_{\T_+}, aI ]
\end{array}
\right).
\end{equation}
%%%

{\it Necessity.} If $[aI,S_{\T_+}]\in\cK(L^2(\T_+))$, then, due to
Corollary~\ref{co:fixed-sing}, $[aI,N_{\T_+}]\in\cK(L^2(\T_+))$.
Hence, (\ref{eq:T+aS-Sa}) implies that $[AI,S_\T]\in\cK(L^2(\T))$.
By Theorem~\ref{th:T-aS-Sa}, $A\in VMO(\T)$. Thus, $a=A|_{\T_+}\in
VMO(\T_+)$.

{\it Sufficiency.}
If $a\in VMO(\T_+)$, then, in view of Lemma~\ref{le:sewing},
the function $A$ defined by (\ref{eq:A}) belongs to
$L^\infty(\T)\cap VMO(\T)$. Hence, by Theorem~\ref{th:T-aS-Sa},
$[AI,S_\T]\in\cK(L^2(\T))$. Taking into account
(\ref{eq:T+aS-Sa}), we infer that
$[aI,S_{\T_+}]\in\cK(L^2(\T_+))$.
Theorem is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Compactness of commutators with multiplication operators.
Case of the unit interval}
%%%
In this subsection we ``transplant'' the commutator
$aS_\mathbb{I}-S_\mathbb{I} aI$ from $\mathbb{I}$ to $\T_+$ using
the $C^\infty$-diffeomorphism
\[
\theta:\mathbb{I}\to\T_+,
\quad
\theta(x):=e^{\pi i x},\quad x\in\mathbb{I}.
\]
This transformation preserves the compactness of operators and the
class of coefficients. This allows us to apply
Theorem~\ref{th:T_+aS-Sa}.

The inverse for $\theta$ is given by
\[
\theta_{-1}:\T_+\to\mathbb{I},
\quad
\theta_{-1}(\tau)=\frac{\log\tau}{\pi i}
=
\frac{\arg\tau}{\pi},
\quad
\tau\in\T_+.
\]
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:VMO-transpl}
A function $f$ belongs to $L^\infty(\mathbb{I})\cap
VMO(\mathbb{I})$ if and only if the function
$f\circ\theta_{-1}$ belongs to
$L^\infty(\T_+)\cap VMO(\T_+)$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

Lemma~\ref{le:VMO-transpl} is proved by analogy with
\cite[Proposition~2.5]{BKS94}.

Clearly, the bounded linear operator $G:L^2(\T_+)\to
L^2(\mathbb{I})$ given by
\[
(G\varphi)(x):=\varphi(\theta(x)),
\quad x\in\mathbb{I},
\]
is continuously invertible and its inverse is given by
\[
(G^{-1}f)(\tau)=f(\theta_{-1}(\tau)),
\quad\tau\in\T_+.
\]
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:transpl-compact}
The operator $GS_{\T_+}G^{-1}-S_\mathbb{I}$ is compact on
$L^2(\mathbb{I})$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

This statement is proved by analogy with
\cite[Ch.~1, Theorem~3.1]{L77} using that the kernel of the
integral operator $GS_{\T_+}G^{-1}-S_\mathbb{I}$ has weak
singularities on $\mathbb{I}$. But this is not the case if to take
arbitrary smooth curves instead of the Lyapunov curves $\mathbb{I}$
and $\T_+$. Generalizations of Lemma~\ref{le:transpl-compact} to
the case of arbitrary smooth curves can be found in \cite{G80} and
in \cite{KR02}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:I-aS-Sa}
Suppose $a\in L^\infty(\mathbb{I})$.
The operator $aS_\mathbb{I}-S_\mathbb{I} aI$ is compact
on $L^2(\mathbb{I})$ if and only if $a\in VMO(\mathbb{I})$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
Let $a\in L^\infty(\mathbb{I})$. From the obvious
equality $aI=G(a\circ\theta_{-1})G^{-1}$ and
Lemma~\ref{le:transpl-compact} we get
%%%
\begin{equation}\label{eq:I-aS-Sa}
[aI,S_\mathbb{I}]-G[(a\circ\theta_{-1})I,S_{\T_+}]G^{-1}
=
[aI,S_{\mathbb{I}}-GS_{\T_+}G^{-1}]
\in\cK(L^2(\mathbb{I})).
\end{equation}

{\it Necessity}.
If $[aI,S_\mathbb{I}]\in\cK(L^2(\mathbb{I}))$, then from
(\ref{eq:I-aS-Sa}) we deduce that
$[(a\circ\theta_{-1})I,S_{\T_+}]\in\cK(L^2(\T_+))$.
By Theorem~\ref{th:T_+aS-Sa}, $a\circ\theta_{-1}\in VMO(\T_+)$.
Then, in view of Lemma~\ref{le:VMO-transpl},
$a\in VMO(\mathbb{I})$. Necessity is proved.

{\it Sufficiency}.
If $a\in VMO(\mathbb{I})$, then  $a\circ\theta_{-1}\in VMO(\T_+)$,
due to Lemma~\ref{le:VMO-transpl}. Therefore, by
Theorem~\ref{th:T_+aS-Sa},
$[(a\circ\theta_{-1})I,S_{\T_+}]\in\cK(L^2(\T_+))$.
Hence, taking into account (\ref{eq:I-aS-Sa}), we get
$[aI,S_\mathbb{I}]\in\cK(L^2(\mathbb{I}))$.
Theorem is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Compactness of commutators with the shift operator}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
In this subsection we prove a compactness criterion for the
commutator $W_\alpha S_\mathbb{I}-S_\mathbb{I} W_\alpha$, where
$\alpha$ is a bi-Lipschitz homeomorphism of $[0,1]$ onto itself. 
The main step of the proof is constructing a shift 
$\beta:\T\to\T$ with such behavior in neighborhoods of $1$ 
and $-1$ as $\alpha$ has in neighborhoods of $0$ 
and $1$, respectively.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:VMO-shift-transpl}
Let $\alpha$ be an orientation-preserving bi-Lipschitz homeomorphism
of $[0,1]$ onto itself such that $\alpha(0)=0$ and $\alpha(1)=1$.
Then
%%%
\begin{equation}\label{eq:VMO-shift-transpl-0}
\beta(\tau):=\left\{
\begin{array}{ll}
(\theta\circ\alpha\circ\theta_{-1})(\tau), &\tau\in\T_+,
\\[1ex]
\overline{(\theta\circ\alpha\circ\theta_{-1})(\overline{\tau})},
&\tau\in\T_-,
\\[1ex]
\tau, &\tau\in\{-1,1\},
\end{array}
\right.
\end{equation}
%%%
is an orientation-preserving bi-Lipschitz homeomorphism of $\T$ onto
itself. Moreover, 
$\alpha'\in VMO(\mathbb{I})$ if and only if $\beta'\in VMO(\T)$.
\end{lemma}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
Obviously, $\beta$ is a homeomorphism of $\T$ onto itself which
preserves the orientation on $\T$. Since $\theta$ is a 
$C^\infty$-diffeomorphism, $\theta$ and $\theta_{-1}$ are Lipschitz 
functions. Therefore $\alpha:\mathbb{I}\to\mathbb{I}$ and 
$\beta:\T\to\T$ are bi-Lipschitz homeomorphisms only simultaneously. 
Hence $\alpha'\in \cG L^\infty(\mathbb{I})$ and 
$\beta'\in \cG L^\infty(\T)$.

Since $\theta'(x)=\pi ie^{\pi ix}$ whenever $x\in\mathbb{I}$, 
for $\tau\in\T_+$ we obtain
%%%
\begin{eqnarray}
\beta'(\tau)
&=&
\frac{\theta'[(\alpha\circ\theta_{-1})(\tau)]}
{\theta'[\theta_{-1}(\tau)]}
\alpha'[\theta_{-1}(\tau)]
\nonumber\\
&=&
e^{\pi i[(\alpha\circ\theta_{-1})(\tau)-\theta_{-1}(\tau)]}
\alpha'[\theta_{-1}(\tau)].
\label{eq:VMO-shift-transpl-1}
\end{eqnarray}
%%%
If $\tau\in\T_-$, then in view of
$\beta'(\tau)=\overline{\beta'(\overline{\tau})}$ and
(\ref{eq:VMO-shift-transpl-1}), we get
%%%
\begin{equation}\label{eq:VMO-shift-transpl-2}
\beta'(\tau)=e^{-\pi i[
(\alpha\circ\theta_{-1})(\overline{\tau})
-\theta_{-1}(\overline{\tau})]}
\alpha'[\theta_{-1}(\overline{\tau})].
\end{equation}
%%%
 From (\ref{eq:VMO-shift-transpl-1}) and
(\ref{eq:VMO-shift-transpl-2}) we see that
%%%
\begin{equation}\label{eq:VMO-shift-transpl-3}
\beta'(\tau)=\varphi_\alpha(\tau)\psi_\alpha(\tau),
\quad\tau\in\T,
\end{equation}
%%%
where
%%%
\begin{eqnarray*}
\varphi_\alpha(\tau) &:=&
\left\{
\begin{array}{ll}
e^{\pi i[(\alpha\circ\theta_{-1})(\tau)-\theta_{-1}(\tau)]},&
\tau\in\T_+,
\\[1ex]
e^{-\pi i[(\alpha\circ\theta_{-1})(\overline{\tau})-
\theta_{-1}(\overline{\tau})]},&
\tau\in\T_-,
\\[1ex]
1, &\tau\in\{-1,1\}
\end{array}
\right.
\\
&=&
\left\{
\begin{array}{ll}
e^{\pi i\left[
\alpha\left(\frac{\arg\tau}{\pi}\right)-\frac{\arg\tau}{\pi}
\right]},&
\tau\in\T_+,
\\[1ex]
e^{\pi i
\left[\frac{2\pi-\arg\tau}{\pi}-
\alpha\left(\frac{2\pi-\arg\tau}{\pi}\right)
\right]},&
\tau\in\T_-,
\\[1ex]
1, &\tau\in\{-1,1\}
\end{array}
\right.
\end{eqnarray*}
%%%
and
\[
\psi_\alpha(\tau):=
\left\{
\begin{array}{ll}
\alpha'[\theta_{-1}(\tau)], &\tau\in\T_+,\\[1ex]
\alpha'[\theta_{-1}(\overline{\tau})], &\tau\in\T_-.
\end{array}
\right.
\]

Clearly, $\varphi_\alpha$ is a continuous function on $\T$, which
satisfies $|\varphi_\alpha(\tau)|=1$. Thus,
%%%
\begin{equation}\label{eq:VMO-shift-transpl-4}
\varphi_\alpha,1/\varphi_\alpha\in C(\T)\subset QC(\T)
=L^\infty(\T)\cap VMO(\T).
\end{equation}
%%%
Taking into account that $QC(\T)$ is an algebra, we infer from
(\ref{eq:VMO-shift-transpl-3}) and (\ref{eq:VMO-shift-transpl-4})
that $\beta'\in QC(\T)$ if and only if $\psi_\alpha\in QC(\T)$.
By Lemma~\ref{le:sewing}, $\psi_\alpha\in QC(\T)$
if and only if $\alpha'\circ\theta_{-1}\in L^\infty(\T_+)\cap VMO(\T_+)$.
On the other hand, the latter inclusion is equivalent to
$\alpha'\in L^\infty(\mathbb{I})\cap VMO(\mathbb{I})$,
in view of Lemma~\ref{le:VMO-transpl}.
Thus, $\beta'\in \cG L^\infty(\T)\cap VMO(\T)$ if and only if
$\alpha'\in \cG L^\infty(\mathbb{I})\cap VMO(\mathbb{I})$.
Lemma is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:I-WS-SW}
Let $\alpha:[0,1]\to[0,1]$ be an orientation-preserving 
bi-Lipschitz homeomorphism such that $\alpha(0)=0$ and
$\alpha(1)=1$. The operator 
$W_\alpha S_\mathbb{I}-S_\mathbb{I} W_\alpha$ is
compact on $L^2(\mathbb{I})$ if and only if  
$\alpha'\in VMO(\mathbb{I})$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf} Since $\alpha$ is an orientation-preserving bi-Lipschitz
homeomorphism, $\alpha'$ belongs to $\cG L^\infty
(\mathbb{I})$.

{\it Necessity}. The idea of the proof of necessity part is
borrowed from \cite[Proposition~4.5]{MX95}. Since
$W_\alpha^{-1}=W_{\alpha_{-1}}$, we conclude that
$[W_\alpha,S_\mathbb{I}]\in\cK(L^2(\mathbb{I}))$ if and only if
\[
W_{\alpha_{-1}}[W_\alpha,S_\mathbb{I}]W_{\alpha_{-1}}
=
[S_\mathbb{I},W_{\alpha_{-1}}] \in\cK(L^2(\mathbb{I})). 
\]
On the other hand, since $S_\mathbb{I}$ is self-adjoint 
(see, e.g., \cite[Ch.~1, Theorem~7.1]{GK92} or
\cite[Ch.~1, Corollary~4]{KL94}) and since
$(W_{\alpha_{-1}})^*=\alpha'W_\alpha$, we have
\[
[\alpha' W_\alpha,S_\mathbb{I}] 
=
([S_\mathbb{I},W_{\alpha_{-1}}])^*
\in\cK(L^2(\mathbb{I})).
\] 
Taking into account that, by assumption, $W_\alpha$ and $S_\mathbb{I}$ 
commute modulo compact operators, we infer that
\[
[\alpha' I,S_\mathbb{I}]W_\alpha 
= 
[\alpha' W_\alpha,S_\mathbb{I}] - \alpha' [W_\alpha, S_\mathbb{I}]
\in\cK(L^2(\mathbb{I})).
\]
Thus,
$[\alpha'I,S_\mathbb{I}]\in\cK(L^2(\mathbb{I}))$. Finally, by
Theorem~\ref{th:I-aS-Sa}, $\alpha'\in VMO(\mathbb{I})$. Necessity
is proved.

{\it Sufficiency}. Sufficiency is proved by analogy with
Theorem~\ref{th:I-aS-Sa}.

If $\alpha$ is a bi-Lipschitz homeomorphism and $\alpha'\in
VMO(\mathbb{I})$, then, in view of
Lemma~\ref{le:VMO-shift-transpl}, the function $\beta$ defined by
(\ref{eq:VMO-shift-transpl-0}) is an orientation-preserving
bi-Lipschitz homeomorphism of $\T$ onto itself such that $\beta'\in
VMO(\T)$. Hence, by Theorem~\ref{th:T-WS-SW}, $[W_\beta,
S_\T]\in\cK(L^2(\T))$. Therefore,
$\chi_{\T_+}[W_\beta,S_\T]\chi_{\T_+}I\in\cK(L^2(\T))$. Since
$\beta(\pm 1)=\pm 1$ and
$\beta|_{\T_+}=\theta\circ\alpha\circ\theta_{-1}$ maps $\T_+$ onto
itself, the latter inclusion is equivalent to
%%%
\begin{equation}\label{eq:I-WS-SW-1}
W_{\theta\circ\alpha\circ\theta_{-1}}
S_{\T_+}
-
S_{\T_+}
W_{\theta\circ\alpha\circ\theta_{-1}}
\in\cK(L^2(\T_+)).
\end{equation}
%%%
Taking into account the obvious equality
$G^{-1}W_\alpha G=W_{\theta\circ\alpha\circ\theta_{-1}}$, from
(\ref{eq:I-WS-SW-1}) we get
\begin{equation}\label{eq:I-WS-SW-2}
[GW_{\theta\circ\alpha\circ\theta_{-1}} G^{-1},GS_{\T_+}G^{-1}]
=
[W_\alpha,GS_{\T_+}G^{-1}]\in\cK(L^2(\mathbb{I})).
\end{equation}
%%%
 From (\ref{eq:I-WS-SW-2}) and Lemma~\ref{le:transpl-compact} we get
$W_\alpha S_\mathbb{I}-S_\mathbb{I} W_\alpha\in\cK(L^2(\mathbb{I}))$.
Theorem is proved.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\newpage
\section{Compactness of commutators on \\rearrangement-invariant spaces}
\subsection{Case of the unit circle}
Let $X(\T)$ be a rearrangement-invariant space with nontrivial Boyd 
indices over the unit circle $\T$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:T-aS-Sa-X}
Suppose $a\in L^\infty(\T)$. The operator $aS_\T-S_\T aI$
is compact on $X(\T)$ if and only if $a\in VMO(\T)$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:T-WS-SW-X}
Suppose $\alpha$ is an orientation-preserving bi-Lipschitz
homeomorphism of $\T$ onto itself.
Then the operator $W_\alpha S_\T-S_\T W_\alpha$ is compact on
$X(\T)$ if and only if $\alpha'\in VMO(\T)$.
\end{theorem}

These theorems follow from Corollary~\ref{co:interpolation} with 
$p_0=2$ and
Theorems~\ref{th:T-aS-Sa}, \ref{th:T-WS-SW}, respectively. Note
that the corresponding results for Lebesgue spaces $L^p(\T)$,
$1<p<\infty$, were obtained in \cite[Theorems 3.2 and 4.1]{MX95}
by using some modification of the interpolation theorem from
\cite{Kr60}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Case of the unit interval}
Let $\mathbb{I}=(0,1)$ and let $X(\mathbb{I})$ be a rearrangement-invariant
space with nontrivial Boyd indices.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:aS-Sa-X}
Suppose $a\in L^\infty(\mathbb{I})$.
The operator $aS_\mathbb{I}-S_\mathbb{I} aI$ is compact
on $X(\mathbb{I})$ if and only if $a\in VMO(\mathbb{I})$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:WS-SW-X}
Let $\alpha:[0,1]\to[0,1]$ be an orientation-preserving bi-Lipschitz
homeomorphism such that $\alpha(0)=0$ and $\alpha(1)=1$.
The operator $W_\alpha S_\mathbb{I}-S_\mathbb{I} W_\alpha$ is
compact on $X(\mathbb{I})$ if and only if  $\alpha'\in
VMO(\mathbb{I})$.
\end{theorem}

These theorems follow from Corollary~\ref{co:interpolation}
and Theorems~\ref{th:I-aS-Sa}, \ref{th:I-WS-SW}, respectively.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\section{Some corollaries}
\subsection{Commutators having slowly oscillating data}
In this subsection we formulate corollaries on the compactness of
commutators having slowly oscillating data. Note that singular
integral operators and functional operators with shifts which have
slowly oscillating data are intensively studied during the last
time (see, e.g., \cite{BKR00}, \cite{KLe01}, \cite{KKL02}, and the
references therein).

For a function defined on an open open interval
$J:=(u,v)\subset\R$, we let $\omega(f,J)$ denote the oscillation
of $f$ over $J$:
\[
\omega(f,J):=\sup_{s,t\in J}|f(s)-f(t)|.
\]
Following \cite{S77},
we say that the function $f$ on $J$ slowly oscillates at $u$
if $f$ is bounded and continuous on $J$ and if, for each
$\eta\in(0,1)$,
\[
\lim_{\delta\to 0+}\omega(f,[u+\eta\delta,u+\delta])=0.
\]
The notion of a slowly oscillating function at $v$
is defined analogously. If a function $f$  slowly oscillates at both
endpoints $u$ and $v$, then we will write $f\in SO(J)$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{lemma}\label{le:SO-in-VMO}
We have $SO(J)\subset L^\infty(J)\cap VMO(J)$.
\end{lemma}

This lemma was obtained in \cite[Lemma~3]{S77}, see also
\cite[Lemma~A4, p.~80]{P82}.

Suppose $X(\mathbb{I})$ is a rearrangement-invariant space
with nontrivial Boyd indices over $\mathbb{I}$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{corollary}\label{co:aS-Sa-X}
If $a\in SO(\mathbb{I})$, then the operator
$aS_\mathbb{I}-S_\mathbb{I} aI$
is compact on $X(\mathbb{I})$.
\end{corollary}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{corollary}\label{co:WS-SW-X}
Suppose $\alpha$ is an orientation-preserving homeomorphism of $[0,1]$
onto itself such that $\alpha(0)=0$ and $\alpha(1)=1$.
Suppose $\alpha'\in \cG L^\infty(\mathbb{I})\cap SO(\mathbb{I})$.
Then the operator $W_\alpha S_\mathbb{I}-S_\mathbb{I} W_\alpha$
is compact on $X(\mathbb{I})$.
\end{corollary}

Corollaries~\ref{co:aS-Sa-X} and \ref{co:WS-SW-X} immediately
follow from Lemma~\ref{le:SO-in-VMO} and
Theorems~\ref{th:aS-Sa-X},~\ref{th:WS-SW-X}, respectively, because
$\alpha$ is a bi-Lipschitz homeomorphism if $\alpha'\in \cG
L^\infty(\mathbb{I})\cap SO(\mathbb{I})$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Commutators with isometric shift operators on Lebesgue spaces}
Suppose $1<p<\infty$ and consider the isometric shift operator on Lebesgue
spaces $L^p(\Gamma)$ which is given by
\[
(U_\alpha f)(t):=|\alpha'(t)|^{1/p}f[\alpha(t)],
\quad t\in\Gamma,
\]
where $\Gamma$ is either the unit circle $\T$ or
the unit interval $\mathbb{I}$.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:T-US-SU}
Suppose $\alpha$ is an orientation-preserving bi-Lipschitz
homeomorphism of $\T$ onto itself. If $\alpha'\in
VMO(\T)$, then the operator $U_\alpha S_\T-S_\T
U_\alpha$ is compact on $L^p(\T),1<p<\infty$.
\end{theorem}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{pf}
Clearly,
%%%
\begin{equation}\label{eq:T-US-SU}
U_\alpha S_\T-S_\T U_\alpha
=
M_\alpha(W_\alpha S_\T-S_\T W_\alpha)
+
(M_\alpha S_\T-S_\T M_\alpha)W_\alpha,
\end{equation}
%%%
where $(M_\alpha f)(t):=|\alpha'(t)|^{1/p}f(t)$ for $t\in\T$. 
In view of Lemma~\ref{le:Lerner}, $\alpha'\in VMO(\T)$ implies 
$|\alpha'|^{1/p}\in VMO(\T)$ for every $p\in(1,\infty)$.
Since $\alpha$ is bi-Lipschitz, $|\alpha'|^{1/p}\in L^\infty(\T)$.
Hence, the operator $M_\alpha S_\T-S_\T M_\alpha$ is compact on 
$L^p(\T)$, due to Theorem~\ref{th:T-aS-Sa-X}. On the other hand, 
$W_\alpha S_\T-S_\T W_\alpha$ is compact on $L^p(\T)$, in view of 
Theorem~\ref{th:T-WS-SW-X}.
Thus, taking into account (\ref{eq:T-US-SU}), we deduce that
$U_\alpha S_\T-S_\T U_\alpha$ is also compact on $L^p(\T)$.
\end{pf}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{theorem}\label{th:I-US-SU}
Suppose $\alpha$ is an orientation-preserving bi-Lipschitz
homeomorphism of $[0,1]$ onto itself such that 
$\alpha(0)=0$, $\alpha(1)=1$, and 
$\alpha'\in
%\cG L^\infty(\mathbb{I})\cap
VMO(\mathbb{I})$. Then the operator $U_\alpha
S_\mathbb{I}-S_\mathbb{I} U_\alpha$ is compact on
$L^p(\mathbb{I}),1<p<\infty$.
\end{theorem}

This theorem is proved by analogy with Theorem~\ref{th:T-US-SU}.
Here we have to use Theorems~\ref{th:aS-Sa-X} and~\ref{th:WS-SW-X}
instead of Theorems~\ref{th:T-aS-Sa-X} and~\ref{th:T-WS-SW-X},
respectively.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\begin{corollary}
Suppose $\alpha$ is an orientation-preserving homeomorphism of $[0,1]$
onto itself such that $\alpha(0)=0$ and $\alpha(1)=1$.
Suppose $\alpha'\in \cG L^\infty(\mathbb{I})\cap SO(\mathbb{I})$.
Then the operator $U_\alpha S_\mathbb{I}-S_\mathbb{I} U_\alpha$
is compact on $L^p(\mathbb{I}),1<p<\infty$.
\end{corollary}

This statement is an immediate consequence of Lemma~\ref{le:SO-in-VMO}
and Theorem~\ref{th:I-US-SU}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\acknowledgements
The authors are partially supported by F.C.T. (Portugal)
grant POCTI 34222/MAT/2000. The first author is also  
supported by F.C.T. (Portugal) grant PRAXIS XXI/BPD/22006/99.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\end{document}
