Dyadic harmonic analysis beyond doubling measures

We characterize the Borel measures $\mu$ on $\mathbb{R}$ for which the associated dyadic Hilbert transform, or its adjoint, is of weak-type $(1,1)$ and/or strong-type $(p,p)$ with respect to $\mu$. Surprisingly, the class of such measures is strictly bigger than the traditional class of dyadically doubling measures and strictly smaller than the whole Borel class. In higher dimensions, we provide a complete characterization of the weak-type $(1,1)$ for arbitrary Haar shift operators, cancellative or not, written in terms of two generalized Haar systems and these include the dyadic paraproducts. Our main tool is a new Calder\'on-Zygmund decomposition valid for arbitrary Borel measures which is of independent interest.