Let , , and be a locally finite nonnegative Borel measure on . We prove that, for any , \begin{align*} |I_αf|{L^{\frac{n}{n-α},1}(μ)} \le C{n,α} \int_{^n} |Rf(x)|[Mμ(x)]^{1-\fracα{n}},dx, \end{align*} where is the Riesz potential, is the Riesz transform, is the Hardy–Littlewood maximal function of , and is a positive constant depending only on and . This answers a question posed by Bortz, Moen, Olivo, Pérez, and Rela, with the case already known, and extends Spector’s optimal unweighted Lorentz inequality to general measures. As applications, we obtain a Lorentz estimate for curl-free vector fields, Sobolev–Lorentz and Hardy inequalities with respect to general measures, and an -weighted Lorentz estimate with a sharp exponent of the characteristic.

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