Let µ be a positive Radon measure on R d which may be non doubling. The only condition that µ must satisfy is µ(B(x, r)) ≤ Cr n for all x ∈ R d , r > 0 and some fixed constants C > 0 and n ∈ (0, d]. In this paper, we introduce the Marcinkiewicz integral related to a such measure with kernel satisfying some Hörmander-type condition, and assume that it is bounded on L 2 (µ). We then establish its boundedness, respectively, from the Lebesgue space L 1 (µ) to the weak Lebesgue space L 1,∞ (µ), from the Hardy space H 1 (µ) to L 1 (µ) and from the Lebesgue space L ∞ (µ) to the space RBLO(µ). As a corollary, we obtain the boundedness of the Marcinkiewicz integral in the Lebesgue space L p (µ) with p ∈ (1, ∞). Moreover, we establish the boundedness of the commutator generated by the RBMO(µ) function and the Marcinkiewicz integral with kernel satisfying certain slightly stronger Hörmander-type condition, respectively, from L p (µ) with p ∈ (1, ∞) to itself, from the space L log L(µ) to L 1,∞ (µ) and from H 1 (µ) to L 1,∞ (µ). Some of the results are also new even for the classical Marcinkiewicz integral.
Mathematics Subject Classification (2000). Primary 42B25; Secondary 47B47, 42B20, 47A30.