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# 1 Introduction

## 1 Introduction

If the Higgs mechanism is realized in nature, a complete determination of its properties is among the central tasks for future colliders. In particular, determining the $`𝒞𝒫`$ properties of the Higgs boson is one of the important goals of a future $`e^+e^{}`$ linear collider operating at a center-of-mass energy between $`350`$$``$$`1000`$ GeV . Different models, such as the Standard Model ($`𝒮`$) , the general Two Higgs Doublet Models (2$`𝒟`$), the Minimal Supersymmetric Standard Model ($`𝒮𝒮`$), and others predict different properties for the details of the Higgs boson signature. It is of great importance to verify that, whatever scenario is realized in nature, the scientific program of a linear collider will be able to distinguish among these models.

Several methods have been proposed to distinguish between a scalar ($`𝒥^{𝒫𝒞}=0^{++}`$) and a pseudoscalar ($`𝒥^{𝒫𝒞}=0^+`$) spin zero Higgs particle . In this study we investigate the case of a Higgs boson which is light enough that the $`W^+W^{}`$ decay channel remains closed. Then the most promising decay channel for the model independent parity determination is $`H/A\tau ^+\tau ^{}`$. It was previously proposed  that the best $`\tau `$ decay channel for parity determination would be $`\tau ^\pm \pi ^\pm \nu `$. The weakness of this method is that the Higgs boson rest frame needs to be precisely reconstructed.

To address resolution issues it is necessary to perform Monte Carlo studies where the significant details of theoretical effects and detector conditions can be included. In Ref.  we have extended the algorithm of Refs.  for generating Higgs decay (independently from its production mechanism) to the pair of $`\tau `$-leptons including the complete spin correlation matrix used in the subsequent decay of the $`\tau `$ leptons. The reaction chain $`e^+e^{}Z(H/A)`$, $`H/A\tau ^+\tau ^{}`$; $`\tau ^\pm \pi ^\pm \overline{\nu }_\tau (\nu _\tau )`$ was studied. It was found that even small effects of smearing seriously deteriorate the measurement resolution. An independent study , using the PANDORA Monte Carlo generator of Ref.  confirms that result. This leaves no doubt that if we want to use the Higgs boson $`\tau `$ decay channel for the measurement of the Higgs parity, a better technique is required.

In this paper we continue to investigate Higgs decay into a $`\tau ^+\tau ^{}`$ pair. We extend our study to the $`H\tau ^+\tau ^{}`$ decay with $`\tau ^\pm \rho ^\pm \overline{\nu }_\tau (\nu _\tau )`$ (i.e. the channel with the largest branching ratio) and then $`\rho ^\pm \pi ^\pm \pi ^0`$. Spin correlations are distributed over three levels of the decay chain. Complicated geometrical distributions need to be defined. We have found the Monte Carlo method particularly useful already at the level of defining the observables. All of the main results are cross-checked using two independent analyses based on an extension of universal interface (Ref. ) for TAUOLA, and with the PANDORA Monte Carlo generator  which is interfaced to PYTHIA 6.1  for fragmentation and decay processes.

The rest of the paper is organized as follows. The theoretical considerations which are used to understand the decay chain of the Higgs particle are explained in section 2 where we also give some details of the TAUOLA Monte Carlo simulation. In section 3 we define the observable we use to distinguish between the scalar and pseudoscalar Higgs boson. In section 4 we list our assumptions on smearing and we discuss imposed cuts, detector effects and necessary adaptations introduced into our observables. Main numerical results are also given in this section. Section 5, a summary, closes the paper.

## 2 Determination of the $`𝒞𝒫`$ quantum numbers of the Higgs boson

The $`H/A`$ parity information must be extracted from the correlations between $`\tau ^+`$ and $`\tau ^{}`$ spin components which are further reflected in correlations between the $`\tau `$ decay products in the plane transverse to the $`\tau ^+\tau ^{}`$ axes. This is because the decay probability, see ,

$$\mathrm{\Gamma }(H/A\tau ^+\tau ^{})1s_{}^{\tau ^+}s_{}^\tau ^{}\pm s_{}^{\tau ^+}s_{}^\tau ^{}$$
(1)
is sensitive to the $`\tau ^\pm `$ polarization vectors $`s^\tau ^{}`$ and $`s^{\tau ^+}`$ (defined in their respective rest frames). The symbols $``$/$``$ denote components parallel/transverse to the Higgs boson momentum as seen from the respective $`\tau ^\pm `$ rest frames. This suggests that the experimentally clean $`\tau ^+\tau ^{}`$ final state may be the proper instrument to study the parity of the Higgs boson.

The spin of the $`\tau `$ lepton is not directly observable but it manifests itself in the distributions of its decay products. Depending on the decay channel, the polarimetric strength is different. The first Monte Carlo program for $`e^+e^{}`$ colliders where the density matrix of the $`\tau `$ lepton pair was used was KORALB . Let us recall some basic properties of that solution, which we have adopted to the case of the Higgs boson decay in Ref. . The algorithm is organized in two steps. In the first step, the $`\tau `$ lepton pair is generated and the $`\tau `$ leptons are decayed in their respective rest frames as if there were no spin effects at all. In the second step, the spin weight is calculated and rejection is performed. If the event is rejected, only the generation of the $`\tau `$ lepton decays is repeated. The spin weight is given by the following formula

$$wt=\frac{1}{4}\left(1+\underset{i,j=1,3}{}R_{i,j}h^ih^j\right)$$
(2)
where, as a consequence of formula (1), the components $`R_{3,3}=1`$, $`R_{1,1}=\pm 1`$, $`R_{2,2}=\pm 1`$ (respectively for scalar and pseudoscalar) and all other components are zero111 See Ref.  for detailed definition of the quantization frames used for the spins of the $`\tau ^+`$ and $`\tau ^{}`$..

In the following, we focus on the $`\tau ^\pm \rho ^\pm \nu `$ decay channel. It is interesting because it has, by far, the largest branching ratio (25%). However, in comparison to $`\tau ^\pm \pi ^\pm \nu `$ decay, its polarimetric force is more than a factor of 2 smaller. It was found, see e.g. , that in many cases this can be improved if information on the $`\rho `$ decay products, i.e. on details of the decay $`\tau ^\pm \pi ^\pm \pi ^0\nu `$, are used. This is of no surprise because the polarimetric vector is given by the formula

$$h^i=𝒩\left(2(qN)q^iq^2N^i\right)$$
(3)
where $`𝒩`$ is a normalization function, $`q`$ is the difference of the $`\pi ^\pm `$ and $`\pi ^0`$ four-momenta and $`N`$ is the four-momentum of the $`\tau `$ neutrino (all defined in the $`\tau `$ rest frame) see, e.g. . Obviously, any control on the vector $`q`$ can be advantageous. It is of interest to note that in the $`\tau `$ lepton rest frame, when $`m_{\pi ^\pm }=m_{\pi ^0}`$ is assumed, the term

$$qN=(E_{\pi ^\pm }E_{\pi ^0})m_\tau .$$
(4)
Thus, to exploit this part of the polarimetric vector, we need to have some handle on the difference of the $`\pi ^\pm `$ and $`\pi ^0`$ energies in their respective $`\tau `$ leptons rest frames. Otherwise, the effect of this part of the polarimetric vector cancels out and one is left with the part proportional to the $`\rho `$ (equivalently $`\nu `$) momentum. Without using the energy difference we would arrive at a case nearly identical to the one where the $`\tau `$ decays to a single $`\pi `$ except with the disadvantage that the coefficient diminishes the spin effects by more than a factor of 2.

Already from this preliminary discussion we realize that the appropriate observable must rely on a distribution constructed out of at least 4 four-vectors. The Monte Carlo method is already essential at the level of designing the observable. Our search for improvements of the results obtained in  began with a study of acollinearity distributions defined in the Higgs boson rest frame, when instead of the $`\tau \pi \nu `$ decay mode the mode $`\tau \rho \nu `$ was used. The difference between the scalar and pseudoscalar Higgs particle which was still visible for $`\tau \pi \nu `$ turned out to be practically invisible in the case of $`\tau \rho \nu `$ once detector smearings were introduced. We found these results rather discouraging, and we have turned our attention to another possibility. As inspiration we have used two methods, one used at LEP 1 for the measurement of the $`\tau `$ polarization and another one, proposed for low energy $`e^+e^{}`$ colliders, see e.g. .

### 2.1 The Monte Carlo

For the following discussion all the Monte Carlo samples have been generated with the TAUOLA library . The PHOTOS  Monte Carlo program could be used for generating radiative corrections in the decays of the Higgs boson and $`\tau `$ leptons, but it was switched off. For the production of the $`\tau `$ lepton pairs the Monte Carlo program PYTHIA 6.1  is used.222 It was shown that the interface can work as well in the same manner with the HERWIG  generator. The production process $`e^+e^{}ZH\mu ^+\mu ^{}(q\overline{q})H`$ has been chosen with a Higgs boson mass of $`120`$ $`GeV`$ and a center-of-mass energy of $`500`$ $`GeV`$. The effects of initial state bremsstrahlung were included in the PYTHIA generation.

For the $`\tau `$ lepton pair decay with full spin effects included in the $`H\tau ^+\tau ^{}`$, $`\tau ^\pm \rho ^\pm \overline{\nu }_\tau (\nu _\tau )`$, $`\rho ^\pm \pi ^\pm \pi ^0`$ chain, the interface explained in Ref.  was used. It is an extended version of the standard universal interface of Refs. . For the sake of confidence we have confirmed all numerical results presented in this paper with the second simulation using the PANDORA Monte Carlo generator .

## 3 The acoplanarity of the $`\rho ^+`$ and $`\rho ^{}`$ decay products

In this section we advocate a new observable where we ignore the part of the polarimetric vector proportional to the $`\rho `$ (equivalently $`\nu `$) momentum in the $`\tau `$ rest frame. We rely only on the part of the vector due to the differences of the $`\pi ^\pm `$ and $`\pi ^0`$ momenta, which manifests the spin state of the $`\rho ^\pm `$.

In the Higgs rest frame the $`\rho `$ momentum represents a larger fraction of the Higgs’s energy than the neutrino. Therefore, we abandon the reconstruction of the Higgs rest frame and instead we use the $`\rho ^+\rho ^{}`$ rest frame which has the advantage that it is built only from directly visible decay products of the $`\rho ^+`$ and $`\rho ^{}`$.333The use of correlation angles to measure the Higgs parity have already been proposed, see, e.g.  or , but their definitions depended on the $`\tau `$ and Higgs (or $`Z/\gamma `$) rest frames which are difficult to measure. In our approach, these frames are replaced by others which are easily measured and yet retain significant sensitivity to the Higgs parity. In some special cases our approach may open the way to studying the Higgs parity at hadron machines such as the Tevatron or the LHC.

We take for both $`\rho `$’s the $`\pi ^\pm \pi ^0`$ decay channel. In the rest frame of the $`\rho ^+\rho ^{}`$ system we define the acoplanarity angle, $`\phi ^{}`$, between the two planes spanned by the immediate decay products (the $`\pi ^\pm `$ and $`\pi ^0`$) of the two $`\rho `$’s.

### 3.1 Defining an optimal variable

The variable $`\phi ^{}`$ alone does not distinguish the scalar and psuedoscalar Higgs. To do this we must go further. The $`\tau \pi ^\pm \pi ^0\nu `$ spin sensitivity is proportional to the energy difference of the charged and neutral pion (in the $`\tau `$ rest frame), see formula (4). We have to separate events into two zones, $`𝒞`$ and $`𝒟`$,

$$𝒞:y_1y_2>0$$

$$𝒟:y_1y_2<0$$

where,

$$y_1=\frac{E_{\pi ^+}E_{\pi ^0}}{E_{\pi ^+}+E_{\pi ^0}};y_2=\frac{E_\pi ^{}E_{\pi ^0}}{E_\pi ^{}+E_{\pi ^0}}.$$
(5)
$`E_{\pi ^\pm }`$ and $`E_{\pi ^0}`$ are the $`\pi ^\pm ,\pi ^0`$ energies in the respective $`\tau ^\pm `$ rest frames. If the cuts are applied using the four-momenta from the generation level boosted to the $`\tau `$ rest frame without any smearing then we call them respectively $`𝒞_{bare}`$ and $`𝒟_{bare}`$. If the cuts are applied using the smeared four-momenta boosted to the replacement $`\tau ^\pm `$ rest frames (defined below), then they are called $`𝒞_{reco}`$ and $`𝒟_{reco}`$.

In Fig. 1 we plot the distribution of $`\phi ^{}`$, where the left hand plot contains the events where the energy difference between the $`\pi ^+`$ and $`\pi ^0`$ defined in the $`\tau ^+`$ rest frame is of the same sign as the energy difference of $`\pi ^{}`$ and $`\pi ^0`$ defined in $`\tau ^{}`$ rest frame (selection $`𝒞_{bare}`$ and formula 5). The right hand plot contains the events with the opposite signs for the two energy differences (selection $`𝒟_{bare}`$). It can be seen that the differences between the scalar and pseudoscalar Higgs boson are large. If the energy difference cut was not applied, we would have completely lost sensitivity to the Higgs boson parity.

Unfortunately, since the $`\tau `$-lepton is not measurable, such a selection cut cannot be used directly. We now go on to define our choice for detection parameters. Then we will define realizable methods for making the energy cuts, $`𝒞_{reco}`$ and $`𝒟_{reco}`$, and we will discuss phenomenologically sound results.

## 4 Detector Effects

To test the feasibility of the measurement, some assumptions about the detector effects have to be made. We include, as the most critical for our discussion, effects due to inaccuracies in the measurements of the $`\pi `$ momenta. We assume Gaussian spreads of the ‘measured’ quantities with respect to the generated ones, and we use the following algorithm to reconstruct the energies of $`\pi `$’s in a measurable substitute for their respective $`\tau ^\pm `$ rest frames.

1. Charged pion momentum: We assume a 0.1% spread on its energy and direction.
2. Neutral pion momentum: We assume an energy spread of $`\frac{5\%}{\sqrt{E[GeV]}}`$. For the $`\theta `$ and $`\varphi `$ angular spread we assume $`\frac{1}{3}\frac{2\pi }{1800}`$. (These neutral pion resolutions can be achieved with a 15% energy error and a 2$`\pi `$/1800 direction error in the gammas resulting from the $`\pi ^0`$ decays.) 444 We have studied a W/Si sampling EMCal with 1.25 m inner radius and projective towers with 1800 segments in both $`\theta `$ and $`\varphi `$ in a 5 Tesla field. The direction of reconstructed photons can be defined by the center of energy of the hit cells in a cluster defined by contiguous hit cells. The combination of the small Moliere radius of tungsten, the fine segmentation and using detailed hit information yields a direction resolution of about 1/6 2$`\pi `$/1800 which is well below the resolution assumed above, see e.g.  and references therein for details.
3. The replacement $`\tau `$ lepton rest frames and the $`\pi ^\pm `$ and $`\pi ^0`$ energy differences: To make the measurement we replace the difficult to measure Higgs rest frame with the $`\rho ^+\rho ^{}`$ rest frame. Define replacement four-monenta, $`p_\pm `$, in the $`\rho ^+\rho ^{}`$ rest frame for the unmeasurable $`\tau ^\pm `$ four-momenta:

a) Define $`p_+^0=p_{}^0=m_H/2`$.

b) Define the direction of the $`p_+`$ and $`p_{}`$ three-momenta to be the direction of the $`\rho _+`$ and $`\rho _{}`$ three-momenta in the $`\rho ^+\rho ^{}`$ rest frame, respectively.

c) Define the magnitude of the $`p_\pm `$ three-momenta so that $`p_+^2=p_{}^2=m_\tau ^2`$.

Boost the $`\pi ^+,\pi ^0,\pi ^{},\pi ^0`$ momenta to the respective rest frames, $`p_+`$ and $`p_{}`$, of their replacement $`\tau ^+`$ and $`\tau ^{}`$. The $`\pi `$ energies defined this way are used in the $`𝒞_{reco}`$ and $`𝒟_{reco}`$ energy difference cuts.

When we compare predictions for scalar and pseudoscalar, we should consider not only properties of its decay, but we should take care of the possible differences in the production mechanisms as well. To avoid multitude of options we have excluded this point from our study. We use Higgsstrahlung production mechanism both for the scalar and pseudoscalar Higgs boson. Except for the size of the cross section, our analysis and its conclusions do not depend on the choice. We have checked that it is indeed the case by varying beam energies and choosing other production mechanisms 555 Note that large Higgsstrahlung cross-section arise only if Higgs boson has a sizable scalar component. In such a case our method could measure its pseudoscalar admixture. .

### 4.1 The results of detector smearing

If we use the true, generator level, $`\tau `$ rest frame to define the energy differences between the $`\rho `$ decay products but smear the momenta of the pions when used in the calculation of the acoplanarity angle, $`\phi ^{}`$, the resulting distributions (not shown) are very similar to the unsmeared case of Fig. 1. When we use the selection cuts $`𝒞_{reco}`$ and $`𝒟_{reco}`$ (and thereby use the replacement $`\tau `$ rest frames as well as smearing the $`\pi `$ momenta) we obtain the results shown in Fig. 2. We see that the effects to be measured diminish but remain clearly visible 666 We have studied several options for the definition of the separation cuts $`𝒞_{reco}`$ and $`𝒟_{reco}`$. In one case we have directly used the smeared laboratory frame energies. In another, we have used all the information available from the reconstruction of the Higgs boson rest frame. All of these choices lead to practically identical versions of Fig. 2. .

### 4.2 The potential measurement resolution

To determine the Higgs parity at an operating linear collider, a set of events will be collected over a period of time. An event selection will be made from the data set to isolate Higgsstrahlung events where the process $`H/A\tau ^+\tau ^{}\rho ^+\overline{\nu }_\tau \rho ^{}\nu _\tau \pi ^+\pi ^0\overline{\nu }_\tau \pi ^{}\pi ^0\nu _\tau `$ occurred. This sample will be reconstructed and the distribution of the measured variable, $`\phi ^{}`$, defined in sections 3 and 5, will be compared with simulated reconstructed distributions for a scalar and a pseudoscalar Higgs such as those shown in Fig. 2. A goodness of fit test such as an unbinned maximum likelihood will be performed for both hypotheses. One hypothesis will be favored over the other and statistical techniques will be applied to estimate the confidence level of the conclusion.

For present purposes, it is important to note that the level of certainty obtained will depend upon the specific sample collected. Another run under the same conditions with the same integrated luminosity would, in general, result in a sample of a different size and with different fit results due to the random sampling effects inherent in all measurements. Thus, we cannot a priori predict the level of certainty that will be achieved when the measurement is eventually made. However, we can simulate a large set of possible data samples that might be collected and gather some insight into the range of certainties possible.

We have applied a binned maximum likelihood technique to a set of approximately 1300 simulated data samples where half the samples were derived from a $`𝒞𝒫`$ even Higgs and half from a $`𝒞𝒫`$ odd Higgs. The Higgs mass was taken to be 120 GeV, the beam energy was 250 GeV per beam. The $`\rho ^\pm `$ were reconstructed from their gammas and $`\pi ^\pm `$ decay products. The $`\pi ^\pm `$ were smeared 0.1$`\%`$ in energy and direction, the gamma energy was smeared 15% and their direction by 2$`\pi `$/1800, a typical calorimeter cell size. We assumed an integrated luminosity of 500 $`fb^1`$. Beamsstrahlung and ISR effects are included. To account for detector acceptance effects, event selection efficiency and impurity we assumed an overall efficiency of 60%. Studies  have shown these are realistic estimates of event selection efficiencies and purities.

Based on these assumptions, using a binned likelihood fit and comparing each data sample with the distributions for a $`𝒞𝒫`$ even and a $`𝒞𝒫`$ odd Higgs and comparing the resulting fits, we find that every data sample will identify the correct parent distribution with a confidence level of at least 95$`\%`$ and 86$`\%`$ of all samples will make the correct identification above the 3$`\sigma `$ confidence level. Thus, we see that we have an excellent chance of correctly determining the $`𝒞𝒫`$ of the Higgs with this technique.

The technique is quite robust relative to the measurement resolutions of the charged pions and the gammas (from the neutral pions). For example, decreasing the direction resolution of the gammas even by a factor up to six has a negligible effect on the overall measurement resolutions cited above. The $`\phi ^{}`$ plots show that the odd and even states have on average large angular differences, thus small errors in particle resolutions will not change $`\phi ^{}`$ of an event enough, to make a significant impact on the overall distribution.

## 5 Summary

We have studied the possibility of distinguishing a scalar from a pseudoscalar couplings of light Higgs to fermions using its decay to a pair of $`\tau `$ leptons and their subsequent decays to $`\tau ^\pm \nu _\tau \rho ^\pm `$ and $`\rho ^\pm \pi ^\pm \pi ^0`$.

We have discussed an observable which is very promising. Using reasonable assumptions about the $`𝒮`$ production cross section and about the measurement resolutions we find that with 500 $`fb^1`$ of luminosity at a 500 GeV $`e^+e^{}`$ linear collider the $`𝒞𝒫`$ of a 120 GeV Higgs can be measured to a confidence level greater than 95%. To confirm the method we have used two distinct Monte Carlo programs  and  and the observables were coded independently. We emphasize that the technique is both model independent and independent of the Higgs production mechanism and depends only on good measurements of the Higgs decay products. Thus, this method may be applicable to other production modes including those available at proton colliders as well as at electron colliders.

Finally we note that several improvements are still possible. If, instead of unweighted events in our distributions as given in Fig. 2 we use events weighted with $`weight=|y_1y_2|`$ (see formula 5) the statistical significance will increase777Instead of the weighted events we can fit 3 dimensional distributions spanned by the variables $`\phi ^{}`$, $`y_1`$, $`y_2`$. by a factor of about 1.5. Other multi-meson final states such as $`\tau \pi ^+\pi ^+\pi ^{}\nu `$ can be used to increase the statistical samples. As argued in  they should lead to additional data of spin significance comparable to our $`\tau \rho \nu `$ channel (if the appropriate observables are found). Finally, we may expect that a measurement of the $`\tau `$ flight direction may turn out to be helpful, similarly as it was the case for the $`\tau `$ polarization measurement at LEP 1 . For each new production mode that can be analyzed using this technique the sample size increases accordingly. We may expect the final statistical significance for the parity measurement to be at least factor of 2-3 times better than in our conclusions. Such improvements will lead to more complex observables with many special cases and require good control of the systematic errors. We leave them to future studies but we think that, because of such possibilities, our estimation of the parity resolution will turn out to be largely conservative.

### Acknowledgements

Discussions over the years with the experimental/phenomenological community analyzing $`\tau `$ lepton data were essential for creating the necessary background to start this work and we acknowledge the work of people involved in the TAUOLA project, in particular P. Golonka, S. Jadach, J. Kühn and E. Richter-Wa̧s. M. Peskin has played an essential role in this project and we also thank D. Muller for helpful discussions.


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# Harnack Inequality for a class of degenerate elliptic operators

## 1. Introduction

Perhaps inspired by David and Semmes’ work , Franchi, Gutierrez and Wheeden proved in  a very deep generalization of the classical Sobolev-Poincaré inequality, unifying several other previous results. The importance of Sobolev-Poincaré-type inequalities to the study of elliptic equations has been well known for decades . In particular, the so-called Moser iteration technique  still is the basis upon which are built more recent proofs of Harnack-type inequalities for non-negative solutions of degenerate elliptic equations .

The main result in  thus paved the way for the proof of a more general Harnack inequality. Indeed, in , Theorem II, the same authors stated a result which has as particular cases the Harnack inequalities proven in  and . As they pointed out, that new version would apply to solutions of the equation

(1)
$$\frac{}{x}\left[(|x|^{\sigma +1}+|y|)^{\frac{\kappa }{\sigma +1}}\frac{f}{x}\right]+\frac{}{y}\left[(|x|^{\sigma +1}+|y|)^{\frac{\kappa }{\sigma +1}}|x|^\sigma \frac{f}{y}\right]=0$$

in an open set $`\mathrm{\Omega }^2`$ containing the origin, with $`\kappa `$ and $`\sigma `$ arbitrary positive numbers. None of the other available results includes this example.

The proof of Theorem II in , however, is not complete. It depends on the (not proven) existence of certain cut-off functions fitting the metric balls defined by the operator. It is easy to construct (see our Proposition 14, below) cutoffs which are identical to one or nonzero not on metric balls, but on certain “rectangles” which are products of Euclidean balls with variable ratio of the radii. If one insists in using balls contained or containing those rectangles, there remains a gap between the two balls which provokes an explosion of the constants that appear in the iteration process.

In this paper, we prove Theorem II of  without using cutoffs addapted to balls, applying instead a covering technique, based on a theorem in , already used in the study of degenerate parabolic equations by the first author . The building block of the Moser iteration used here turns out to be not exactly a Sobolev-Poincaré inequality, but rather its consequence stated in Theorem 2; which is a Sobolev-Poincaré inequality for rectangles, with the one on the right $`ϵ`$ times larger than the one on the left and with a negative power of $`ϵ`$ on the right. The main point of Section 4 is to show that a sequence $`ϵ_k`$ can be chosen in such a way that the iteration converges. We show that the Moser-type iteration designed by Chanillo and Wheeden in  also works in this context. Propositions which are straighforward addaptions of results in  are stated here without proof.

We will assume as a hypothesis that the Sobolev-Poincaré inequality we need is true, without explicitly stating Franchi, Gutierrez and Wheeden’s Theorem I of , which is nonetheless our main motivation (since it provides the main example). One important aspect of that theorem is that it allows the presence of two (possibly non-comparable and non-Muckenhoupt) weights in the ellipticity condition.

The existence of cutoffs suitable to the study of regularity properties of weak solutions of degenerate elliptic equations has been independently proven by Franchi, Serapioni and Serra Cassano , and by Garofalo and Nhieu . Their results would apply in our context, however, only if we required that the function $`\lambda `$, defined in our Section 2, be Lipschitz continuous (for the operator in (1), the natural choice of $`\lambda `$ would be $`\lambda (x)=|x|^\sigma `$, $`\sigma >0`$). Under this additional assumption, Theorem 1.3 in , or Proposition 2.9 in  (together with, for example, the composition argument in the proof of Theorem 1.5 in ), would imply the existence of the test functions needed for the proof of Theorem II in  to work.

A different approach was taken by Biroli and Mosco . Within a very general framework, they proved the existence of cutoffs which satisfy, instead of a pointwise estimate (as in , Theorem 1.5, for example), a weaker requirement, in integral form (, Proposition 3.3). That also suffices for the proof of Harnack-type inequalities (Theorem 1.1 in ; Theorem 1 in ). Working directly with the bilinear form defined by the elliptic operator, they did not have to to deal with the regularity of the vector fields usually used to define the metric.

## 2. Preliminaries and statement of the main result

The operators considered in this paper are of type

(2)
$$Lf=\underset{i,j=1}{\overset{N}{}}\frac{}{z_i}\left(a_{ij}(z)\frac{f}{z_j}\right),$$

where $`z=(z_1,\mathrm{},z_N)=(x_1,\mathrm{},x_n,y_1,\mathrm{},y_m)^N=^n\times ^m,`$ the matrix $`A=((a_{ij}))`$ is symmetric and the functions $`a_{ij}`$ are real, measurable and satisfy the (degenerate) ellipticity condition

(3)
$$v(z)(|\xi |^2+\lambda (x)^2|\eta |^2)\underset{i,j=1}{\overset{N}{}}a_{ij}(z)\zeta _i\zeta _ju(z)(|\xi |^2+\lambda (x)^2|\eta |^2),$$

for all $`\zeta =(\xi ,\eta )^n\times ^m,`$ with the functions $`\lambda ,`$ $`u`$ and $`v`$ non-negative and satisfying several hypotheses which are especified in what follows.

Throughout this paper, $`aB`$ will denote, for $`a>0`$ and $`B`$ a ball in some metric space, another ball with the same center and $`a`$-times the radius as $`B.`$

We require that the function $`\lambda ,`$ defined on $`^n,`$ satisfy:

It is non-negative, continuous, and vanishes possibly only on a set of isolated points.

It is doubling with respect to the Euclidean metric and the Lebesgue measure, with doubling constant $`C_1`$; i.e.,

$$_{2B_e}\lambda (x)𝑑xC_1_{B_e}\lambda (x)𝑑x,$$

for every Euclidean ball $`B_e^n.`$

There exists a constant $`C_2`$ such that

$$\underset{xB_e}{sup}\lambda (x)C_2\frac{1}{|B_e|}_{B_e}\lambda (x)𝑑x,$$

for every Euclidean ball $`B_e^n,`$ with $`||`$ denoting the Lebesgue measure.

###### Definition 1.

Given $`z_{}=(x_{},y_{})^n\times ^m=^N`$ and $`r>0,`$ we define

$$\mathrm{\Lambda }(z_{},r)=\underset{\{x;|xx_{}|<r\}}{sup}\lambda (x)$$

and denote

$$Q(z_{},r)=\{(x,y)^n\times ^m;|xx_{}|<r,|yy_{}|<r\mathrm{\Lambda }(z_{},r)\}.$$

If $`Q=Q(z_{},r)`$ and $`t>0,`$ $`tQ`$ will denote $`Q(z_{},tr).`$

###### Remark 2.

If follows from (H2) and (H3) that

(4)
$$\mathrm{\Lambda }(z_{},2r)\frac{C_1C_2}{2^n}\mathrm{\Lambda }(z_{},r)$$

for all $`z_{}^N`$ and all $`r>0;`$ and, hence, $`C_1C_22^n`$ must hold.

###### Lemma 3.

If $`zQ(z_{},r)`$ and $`wQ(z,s),`$ then $`wQ(z_{},r+s).`$

###### Definition 4.

An absolutely continuous curve in $`^N`$ is subunit if, for every $`\zeta =(\xi ,\eta )^N`$ and for almost every $`t`$ in its domain, we have

$$\gamma ^{}(t),\zeta ^2|\xi |^2+\lambda (\gamma (t))^2|\eta |^2,$$

with $`,`$ denoting the usual inner-product of $`^N.`$ Given $`z`$ and $`w`$ in $`^N,`$ let $`\rho (z,w)`$ denote the infimum of all $`T0`$ such that there is a subunit curve joining the two points with domain $`[0,T].`$

The function $`\rho `$ corresponds to the metric on $`^N`$ associated to the Grushin-type vector fields $`\frac{}{x_1},\mathrm{},\frac{}{x_n},\lambda (x)\frac{}{y_1},\mathrm{},\lambda (x)\frac{}{y_m}`$ in a way which has by now become standard . If $`\lambda `$ is smooth and does not vanish, one can see that $`\rho `$ is equal to the geodesic distance associated to the Riemannian metric $`ds^2=_{i=1}^ndx_i^2+\lambda (x)^2_{j=1}^mdy_j^2.`$

An elementary proof of the following proposition can be given. For a somewhat different but closely related result, we refer to .

###### Proposition 5.

The function $`\rho `$ above defines a metric on $`^N`$ and there exists a constant $`b,`$ depending only on $`n`$ and $`m,`$ such that the double inclusion

(5)
$$Q(z_{},r/b)B(z_{},r)Q(z_{},br)$$

holds for every $`z_{}^N`$ and $`r>0,`$ where $`B(z_{},r)`$ denotes the ball with respect to this new metric with center $`z_{}`$ and radius $`r.`$

###### Remark 6.

Only (H1) is required for the proof of Proposition 5. As shown in Proposition 2.1.1 of , one may take $`b=\mathrm{max}\{3,\sqrt{m},\sqrt{n}\}.`$ Proposition 5 and (H1) imply that the metric $`\rho `$ induces in $`^N`$ its usual topology.

We require that $`u`$ and $`v`$ be weights on $`^N,`$ (non-negative non-trivial locally integrable functions), which are doubling with respect to the $`\rho `$-metric and the Lebesgue measure, i.e., such that there are positive constants $`C_3`$ and $`C_4,`$ with

(6)
$$_{2B}u(z)𝑑zC_3_Bu(z)𝑑z\text{and}_{2B}v(z)𝑑zC_4_Bv(z)𝑑z,$$

holding for all $`\rho `$-balls $`B.`$ For every measurable $`E^N,`$ we will denote by $`u(E)`$ and $`v(E)`$ the integrals over $`E`$ of $`u`$ and $`v,`$ respectively. Notice that (6) and Proposition 5 imply that $`u(E)`$ and $`v(E)`$ are positive if $`E`$ has non-empty interior.

For every locally integrable function $`g,`$ we will denote by $`m_E(g)`$ the $`u`$-average $`u(E)^1_Egu.`$

Last we state the strongest hypothesis we impose on $`u,`$ $`v`$ and $`\lambda `$: that the following Sobolev-Poincaré inequality holds. For sufficient conditions for its validity see, for example, the papers  and their references.

There exist $`q>2`$ and $`C_5>0,`$ constants depending only on $`u,`$ $`v,`$ $`\lambda ,`$ $`n`$ and $`m,`$ such that the inequality

$$\left[\frac{1}{u(B)}_B|g(z)m_B(g)|^qu(z)𝑑z\right]^{\frac{1}{q}}C_5r\left[\frac{1}{v(B)}_B|_\lambda g(z)|^2v(z)𝑑z\right]^{\frac{1}{2}}$$

holds for every Lipschitz continuous function $`g`$ and every ball $`B`$ with respect to the metric $`\rho `$ induced by $`\lambda ,`$ with $`r`$ denoting the radius of $`B,`$ and $`_\lambda g`$ denoting the vector field

$$_\lambda g(z)=(\frac{g}{x_1}(z),\mathrm{},\frac{g}{x_n}(z),\lambda (x)\frac{g}{y_1}(z),\mathrm{},\lambda (x)\frac{g}{y_m}(z)).$$

Weak solutions of $`Lf=0`$ in a bounded open set $`\mathrm{\Omega }^N`$ are defined (as in ) in $`H(\mathrm{\Omega }),`$ the completion of the space $`\text{Lip}(\overline{\mathrm{\Omega }})`$ of the Lipschitz continuous functions on $`\overline{\mathrm{\Omega }},`$ the closure of $`\mathrm{\Omega },`$ with respect to the norm

(7)
$$f_H^2=\underset{i,j=1}{\overset{N}{}}_\mathrm{\Omega }a_{ij}(z)\frac{f}{z_i}(z)\frac{f}{z_j}(z)𝑑z+_\mathrm{\Omega }f(z)^2u(z)𝑑z.$$

Using (3) and (6), one can show, similarly as in , that the equation above indeed defines a norm. Moreover, if we denote by $`H_{}(\mathrm{\Omega })`$ the closure in $`H(\mathrm{\Omega })`$ of the space $`\text{Lip}_{}(\mathrm{\Omega })`$ of the Lipschitz continuous functions of compact support in $`\mathrm{\Omega },`$ it can be proven, and for that (SP) is required, that the bilinear form $`a_{}`$ on $`\text{Lip}_{}(\mathrm{\Omega }),`$

$$a_{}(f,g)=\underset{i,j=1}{\overset{N}{}}_\mathrm{\Omega }a_{ij}(z)\frac{f}{z_i}(z)\frac{g}{z_j}(z)𝑑z,$$

induces on $`H_{}(\mathrm{\Omega })`$ an inner-product whose corresponding norm is equivalent to $`||||_H.`$

###### Definition 7.

An element $`fH(\mathrm{\Omega })`$ is a weak solution of $`Lf=0`$ if $`a_{}(f,\theta )=0`$ for all $`\theta H_{}(\mathrm{\Omega }).`$

Applying Lax-Milgram’s Theorem, existence and uniqueness of a suitably defined weak version of the Dirichlet problem on $`\mathrm{\Omega }`$ can be proven, in exactly the same way as in .

We still need two more definitions. The inequality $`_\mathrm{\Omega }f(x)^2u(x)𝑑xf_H^2`$ follows from (3) and the definition of $`||||_H.`$ A natural mapping $`H(\mathrm{\Omega })L^2(\mathrm{\Omega },u(z)dz),`$ $`f\stackrel{~}{f},`$ is then defined. We stress we are not claiming that this is an injection, even though that could be proven under additional hypotheses. Finally, we will call an $`fH(\mathrm{\Omega })`$ non-negative, and denote this by $`f0,`$ if there is a sequence of non-negative functions $`f_k\text{Lip}(\overline{\mathrm{\Omega }})`$ converging to $`f`$ in $`H(\mathrm{\Omega }).`$

###### Remark 8.

If $`U\mathrm{\Omega }`$ is open and $`fH(\mathrm{\Omega })`$ is a weak solution of $`Lf=0`$ in $`\mathrm{\Omega },`$ the restriction $`f_UH(U)`$ is then a weak solution of $`Lf=0`$ in $`U.`$ We also have $`\stackrel{~}{f}_U=\stackrel{~}{f_U}.`$

We are ready to state our main result.

###### Theorem 1.

Suppose that $`\lambda `$ satisfies (H1), (H2) and (H3), $`u`$ and $`v`$ are doubling weights and also that (SP) holds. Then there is a constant $`K,`$ depending only on $`C_1,`$ $`C_2`$$`C_3,`$ $`C_4,`$ $`C_5,`$ $`q,`$ $`m`$ and $`n,`$ such that, if $`\mathrm{\Omega }`$ is a bounded open subset of $`^N`$ and $`fH(\mathrm{\Omega })`$ is a non-negative weak solution of $`Lf=0,`$ with $`L`$ satisfying (2) and (3), then

(8)
$$\text{ess\hspace{0.17em}sup}_B\stackrel{~}{f}e^{K\mu }\text{ess\hspace{0.17em}inf}_B\stackrel{~}{f},$$

for every $`\rho `$-ball $`B`$ such that $`2b^4B\mathrm{\Omega },`$ where $`\mu =u(B)^{\frac{1}{2}}v(B)^{\frac{1}{2}}.`$

## 3. Application of a covering technique

All hypotheses of Theorem 1 are assumed to be true for the rest of the paper, even if not explicitly. By a “constant” we will always mean a positive number which may depend only on the constants that arise in the hypotheses of Theorem 1: $`C_1,`$ $`C_2`$$`C_3,`$ $`C_4,`$ $`C_5,`$ $`q,`$ $`m`$ and $`n.`$ We start with a Sobolev-Poincaré inequality for the rectangles $`Q`$ of Definition 1.

###### Proposition 9.

There exists a constant $`C_6`$ such that

$$\left[\frac{1}{u(Q)}_Q|g(z)|^qu(z)𝑑z\right]^{\frac{1}{q}}C_6r\left[\frac{1}{v(Q)}_{b^2Q}|_\lambda g(z)|^2v(z)𝑑z\right]^{\frac{1}{2}}$$

(9)
$$+\left[\frac{1}{u(Q)}_{b^2Q}g(z)^2u(z)𝑑z\right]^{\frac{1}{2}}$$

holds for every Lipschitz function $`g`$ and every $`Q=Q(z,r),`$ where $`q>2`$ is the constant provided by (SP).

Proof: Using (5), we see that

$$\left[\frac{1}{u(Q)}_Q|g(z)m_{bB}(g)|^qu(z)𝑑z\right]^{\frac{1}{q}}$$

is bounded by

$$\left[\frac{u(bB)}{u(\frac{1}{b}B)}\frac{1}{u(bB)}_{bB}|g(z)m_{bB}(g)|^qu(z)𝑑z\right]^{\frac{1}{q}}.$$

Using that $`u`$ is doubling and the inequality (SP) for the ball $`bB,`$ we get:

(10)
$$\left[\frac{1}{u(Q)}_Q|gm_{bB}(g)|^qu\right]^{\frac{1}{q}}C_6r\left[\frac{1}{v(Q)}_{b^2Q}|_\lambda g|^2v\right]^{\frac{1}{2}},$$

with $`C_6=bC_3^{\frac{l}{q}}C_5,`$ where $`l`$ is an integer such that $`b^2<2^l.`$

To prove (9), we start by applying to $`g=[gm_{bB}(g)]+m_{bB}(g)`$ the triangle inequality in $`L^p(Q,u(z)dz),`$ followed by (10), then by the Cauchy-Schwarz inequality for $`L^2(Q,u(z)dz)`$ and finally (5). $`\mathrm{}`$

We will call a metric space homogeneous if it can be equipped with a Borel measure $`\nu `$ such that $`\nu (2B)D\nu (B)`$ for every ball $`B,`$ for some doubling-factor $`D.`$ The following proposition is a particular case of Theorem 1.2 of .

###### Proposition 10.

If $`\{B(x,r)\}`$ is a family of balls of constant radius covering a subset $`E`$ of a homogeneous metric space X, then there is a finite sub-family $`\{B(x_i,r);`$ $`i=1,\mathrm{},m\}`$ of disjoint balls such that $`\{B(x_i,4r);i=1,\mathrm{},m\}`$ still covers $`E.`$

###### Proposition 11.

The metric space $`(^N,\rho )`$ is homogeneous.

Proof: Let $`z_{}=(x_{},y_{})^n\times ^m`$ and $`r>0`$ be given. By (4), we have

(11)
$$\mathrm{\Lambda }(z_{},t)C_7^l\mathrm{\Lambda }(z_{},\frac{t}{2^l})$$

for every non-negative integer $`l`$ and every $`t>0,`$ with $`C_7=2^nC_1C_2.`$ Using Proposition 5, we then get

$$|B(z_{},2r)|\omega _n\omega _m(2br)^N\mathrm{\Lambda }(z_{},2br)^mC_7^{ml}(2b^2)^N|Q(z_{},r/b)|,$$

if $`l`$ is chosen so that $`2b^22^l,`$ with $`\omega _k`$ denoting the volume of the unit ball in $`^r.`$ Since $`Q(z_{},r/b)B(z_{},r),`$ this shows that the Lebesgue measure is doubling with doubling-factor $`C_7^{ml}(2b^2)^N.`$ $`\mathrm{}`$

###### Proposition 12.

Given $`z^N`$ and $`0<r<s,`$ there exist $`z_1,\mathrm{},z_p`$ in $`Q(z,s),`$ such that the family $`\{Q(z_1,r),\mathrm{},Q(z_p,r)\}`$ covers $`Q(z,s),`$ with $`Q(z_j,\frac{r}{4b^2})`$ and $`Q(z_k,\frac{r}{4b^2})`$ disjoint when $`jk.`$ Moreover, there are constants $`\beta `$ and $`C_8`$ such that

(12)
$$pC_8\left(\frac{s}{r}\right)^\beta .$$

Proof: The first statement of this proposition follows straightforwardly from Proposition 5, Proposition 10 (with $`\frac{r}{4b}`$ replacing $`r`$) and Proposition 11. In order to prove (12), let us first remark that there is a constant $`\beta `$ such that the inequality

(13)
$$|Q(w,\theta t)|C_7^m\theta ^\beta |Q(w,t)|$$

holds for all $`0<\theta <1,`$ $`t>0`$ and $`w^N.`$ Indeed, let $`\beta `$ be defined by $`\beta =N+m\mathrm{log}C_7/\mathrm{log}2.`$ Using $`|Q(w,t)|=\omega _n\omega _mt^N\mathrm{\Lambda }(w,t)^m,`$ we get (13) by applying (11) to the integer $`l`$ such that $`\theta /2<2^l\theta .`$ It follows from Remark 2 that $`C_71`$ and thus $`\beta `$ is positive.

By Lemma 3, and since $`s+\frac{r}{4b^2}<(b^2+1)s,`$ each $`Q_j=Q(z_j,\frac{r}{4b^2})`$ is contained in $`Q(z,(b^2+1)s).`$ Since the $`Q_j`$’s are mutually disjoint, we have:

(14)
$$|Q(z,(b^2+1)s)|\underset{j=1}{\overset{p}{}}|Q(z_j,\frac{r}{4b^2})|.$$

Now let us apply (13) to $`w=z_j,`$ $`t=(2b^2+1)s`$ and $`\theta =r/(8b^4s+4b^2s).`$ We get:

(15)
$$|Q(z_j,\frac{r}{4b^2})|\left(\frac{r}{s}\right)^\beta \frac{|Q(z_j,(2b^2+1)s)|}{C_7^m(8b^4+4b^2)^\beta }$$

By (5), $`z`$ is in $`Q(z_j,b^2s).`$ Now Lemma 3 implies: $`Q(z_j,(2b^2+1)s)Q(z,(b^2+1)s).`$ This, (14) and (15) together imply:

$$|Q(z,(b^2+1)s)|p\left(\frac{r}{s}\right)^\beta \frac{|Q(z,(b^2+1)s)|}{C_7^m(8b^4+4b^2)^\beta }.$$

This proves (12) with $`C_8=C_7^m(8b^4+4b^2)^\beta .`$ $`\mathrm{}`$

###### Lemma 13.

There are constants $`C_9,`$ and $`\gamma `$ such that

(16)
$$\frac{u(sQ)}{u(rQ)}C_9\left(\frac{s}{r}\right)^\gamma \text{and}\frac{v(sQ)}{v(rQ)}C_9\left(\frac{s}{r}\right)^\gamma $$

for every “rectangle” $`Q`$ and for every $`0<r<s.`$

Proof: It follows from (5) and (6) that, if $`l`$ is an integer such that $`b^2<2^l,`$ then $`u(2Q)C_3^{l+1}u(Q)`$ and $`v(2Q)C_4^{l+1}v(Q)`$ for all $`Q.`$ Arguing similarly as for the proof of (13), we can get (16) with $`C_9=\mathrm{max}\{C_3^{l+1},C_4^{l+1}\},`$ and $`\gamma =\mathrm{log}C_9/\mathrm{log}2.`$ $`\mathrm{}`$

The following theorem plays here the role of Theorem D in . The explicit form of the constants in (17), valid for arbitrarily small $`ϵ,`$ is needed for an efficient control of the constants that show up in the iteration process.

###### Theorem 2.

Under the hypotheses of Theorem 1, there are constants $`\alpha `$ and $`C_{10}`$ such that the estimate

(17)
$$\frac{ϵ^\alpha }{C_{10}}\left[\frac{1}{u(Q)}_Q|g(z)|^qu(z)𝑑z\right]$$

$$\left[\left(\frac{s^2}{v(Q)}_{(1+ϵ)Q}|_\lambda g(z)|^2v(z)𝑑z\right)^{\frac{1}{2}}+\left(\frac{1}{u(Q)}_{(1+ϵ)Q}g(z)^2u(z)𝑑z\right)^{\frac{1}{2}}\right]^q$$

holds for every $`Q=Q(z,s),`$ for every $`0<ϵ<1,`$ and for every Lipschitz continuous function $`g,`$ where $`q>2`$ is the constant provided by (SP).

Proof: Let us apply Proposition 12 with $`r=ϵs/b^2`$ and let the $`Q`$’s then obtained be denoted by $`Q_j=Q(z_j,r),`$ $`j=1,\mathrm{},m.`$ By (9) we get:

$$_Q|g(z)|^qu(z)dz\underset{j=1}{\overset{p}{}}u(Q_j)[C_6r(\frac{1}{v(Q_j)}_{b^2Q_j}|_\lambda g(z)|^2v(z)dz)^{\frac{1}{2}}$$

(18)
$$+\left(\frac{1}{u(Q_j)}_{b^2Q_j}g(z)^2u(z)dz\right)^{\frac{1}{2}}]^q.$$

By Lemma 3, we have $`b^2Q_jQ(z,s+b^2r),`$ and hence the integrals on $`b^2Q_j`$ inside the brackets in (18) may be replaced by integrals on $`(1+ϵ)Q.`$ We then estimate $`u(Q)/u(Q_j)`$ and $`v(Q)/v(Q_j)`$ using (16) and $`Q(z,s)Q(z_j,(b^2+1)s)`$ (which follows from Lemma 3 and Proposition 5). This way we see that the expression between brackets in (18) is bounded by the expression between brackets in (17) times $`C_9^{\frac{1}{2}}\mathrm{max}\{C_6,1\}[(b^2+1)s/r]^{\frac{\gamma }{2}}.`$ Next we use that $`Q_j2Q`$ (which follows from Lemma 3), to get $`u(Q_j)C_9u(Q)`$ (by the proof of Lemma 13). After using (12), we finally get (17) with

$$C_{10}=C_8C_9^{\frac{2+q}{2}}\mathrm{max}\{C_6,1\}^q(b^4+b^2)^{\frac{q\gamma }{2}}b^{2\beta }$$

and $`\alpha =\beta +q\gamma /2.`$ $`\mathrm{}`$

## 4. Moser iteration and Harnack inequality

We start this section with the construction of the test functions addapted to rectangles mentioned in the Introduction.

###### Proposition 14.

Given any $`z_{}^N`$ and any $`0<r_1<r_2,`$ there is a smooth function $`\eta `$ equal to one everywhere on $`Q(z_{},r_1),`$ with support contained in $`Q(z_{},r_2),`$ and such that $`0\eta (z)1`$ and $`|_\lambda \eta (z)|C_{11}/(r_2r_1)`$ for all $`z^N,`$ with $`C_{11}`$ denoting the constant $`2\sqrt{N}.`$

Proof: Choose $`\psi `$ a smooth function on $``$ identical to one on $`(\mathrm{},0],`$ with support contained in $`(\mathrm{},1),`$ and such that $`0\psi (t)1`$ and $`|\psi ^{}(t)|2`$ for all $`t.`$ Given $`z_{}=(x_{},y_{})^n\times ^m`$ and $`0<r_1<r_2,`$ define

$$\eta (x,y)=\phi \left(\frac{|xx_{}|}{r_2}\right)\phi \left(\frac{|yy_{}|}{r_2\mathrm{\Lambda }(z_{},r_2)}\right),(x,y)^n\times ^m,$$

where $`\phi (t)=\psi (\frac{r_2tr_1}{r_2r_1}).`$ It is straightforward to check that this $`\eta `$ does it. $`\mathrm{}`$

###### Definition 15.

An element $`fH(\mathrm{\Omega })`$ is a weak subsolution of $`Lf=0`$ if $`a_{}(f,\theta )0`$ for all non-negative $`\theta `$ in $`H_{}(\mathrm{\Omega }).`$

###### Definition 16.

Given $`M>0`$ and $`d1,`$ let the function $`H_{_{M,d}}`$ (continuously differentiable with bounded derivative) be defined by $`H_{_{M,d}}(t)=t^d`$ if $`t[0,M],`$ and $`H_{_{M,d}}(t)=M^d+dM^{d1}(tM)`$ if $`t>M.`$

###### Proposition 17.

Let $`fH(Q),`$ $`Q=Q(z_{},h),`$ be a non-negative subsolution of $`Lf=0`$ and let $`f_k`$ be a sequence of non-negative Lipschitz continuous functions on $`\overline{Q}`$ converging to $`f`$ in $`H(Q).`$ Given $`\frac{1}{2}s<t1,`$ $`M>0`$ and $`\beta 1,`$ there are a subsequence $`f_{k_j}`$ of $`f_k`$ and a sequence $`\delta _j0`$, $`\delta _j0,`$ such that for all $`j`$ we have:

(19)
$$_{sQ}|_\lambda (H_{_{M,d}}f_{k_j})|^2v\delta _j+\frac{4C_{11}^2}{(ts)^2h^2}_{tQ}|f_{k_j}(H_{_{M,d}}^{}f_{k_j})|^2u.$$

Proposition 17 can be given a proof almost identical to the first part of the proof of Lemma (3.1) in  (pages 1117 to 1119). One only needs to replace their Euclidean ball $`B`$ by our rectangle $`Q,`$ and their ellipticity condition (1.1) by ours (3). When (3) is applied, our $`_\lambda `$ will show up, replacing their $`.`$ Also, one should take $`\eta `$ as the test function constructed in Proposition 14, with $`r_1=hs`$ and $`r_2=ht.`$ Since the support of the chosen $`\eta `$ is contained in the open set $`Q(z_{},ht),`$ we may allow $`t`$ to be equal to one (this fact is needed in our iteration).

An inequality to be derived from (17) and (19) will be iterated in the proof of the next proposition, which corresponds to a weaker version of Lemma (3.1) in .

###### Proposition 18.

If $`fH(Q),`$ $`Q=Q(z_{},h),`$ is a non-negative subsolution of $`Lf=0,`$ then the estimate

(20)
$$\left(\text{ess\hspace{0.17em}sup}_{aQ}\stackrel{~}{f}\right)^p\frac{C_{12}}{(1a)^\delta }[p\mu (Q)]^{\frac{2q}{q2}}\frac{1}{u(Q)}_Q\stackrel{~}{f}^pu$$

holds for every $`a[\frac{1}{2},1)`$ and every $`p2,`$ with $`\delta `$ and $`C_{12}`$ denoting constants explicitly defined below (at the end of the proof ), and $`\mu (Q)=u(Q)^{\frac{1}{2}}v(Q)^{\frac{1}{2}}.`$ (We recall that $`q`$ arises in (SP).)

Proof: Given $`\frac{1}{2}s<t1`$ and $`d1,`$ let us first use Proposition 17 to extract a subsequence $`f_{k_j}`$ of a sequence $`f_k`$ of non-negative Lipschitz continuous functions on $`\overline{Q}`$ converging to $`f`$ in $`H(Q)`$ for which (19) is true. Then, let us apply (17) to the rectangle $`sQ,`$ for some $`ϵ`$ satisfying $`(1+ϵ)s<t`$ and for $`g=H_{_{M,d}}f_{k_j}.`$ Then let us apply (19) with $`(1+ϵ)s`$ replacing $`s.`$ Next, we use (16) with $`t`$ and $`s`$ replacing $`s`$ and $`r,`$ respectively, and taking advantage of the fact that $`1<t/s2.`$ Finally, after using that $`H_{_{M,d}}(\phi )\phi H_{_{M,d}}^{}(\phi )`$ for all $`\phi ,`$ we get

(21)
$$[\frac{1}{u(sQ)}_{sQ}|H_{_{M,d}}f_{k_j}|^qu]^{\frac{1}{q}}\frac{C_{10}^{\frac{1}{q}}ϵ^{\frac{\alpha }{q}}sh}{v(sQ)^{\frac{1}{2}}}\delta _j^{\frac{1}{2}}+\mathrm{\hspace{0.17em}2}^{\frac{\gamma }{2}}C_9^{\frac{1}{2}}C_{10}^{\frac{1}{q}}ϵ^{\frac{\alpha }{q}}$$

$$\left[2C_{11}\mu (sQ)\frac{s}{t(1+ϵ)s}+1\right]\left[\frac{1}{u(tQ)}_{tQ}|f_{k_j}(H_{_{M,d}}^{}f_{k_j})|^2u\right]^{\frac{1}{2}}.$$

Now we want to let $`j`$ first, and then $`M,`$ go to infinity. We may suppose, passing to another subsequence if necessary, that $`f_{k_j}`$ converges to $`\stackrel{~}{f}`$ pointwise, almost everywhere with respect to the measure $`u(z)dz.`$ Using Fatou’s Lemma on the left-hand side and Lebesgue’s convergence theorem on the right (again, this is the same argument as Chanillo and Wheeden’s, on page 1120 of ), one can see that it is legitimate to replace $`f_{k_j}`$ by $`\stackrel{~}{f}`$ in (21), and then $`H_{_{M,d}}\stackrel{~}{f}`$ by $`\stackrel{~}{f}^d`$ and $`H_{_{M,d}}^{}\stackrel{~}{f}`$ by $`\stackrel{~}{f}^{d1}.`$

Since $`\frac{1}{2}s<(1+ϵ)s<t1,`$ then $`s/[t(1+ϵ)s]`$ is greater than one. By (3), it follows that $`\mu (sQ)1.`$ Hence, the “+1” inside the first pair of brackets at the right-hand side of the inequality (21) may be absorbed by the constant at its left, which will then be multiplied by two. Next we raise to the $`\frac{1}{d}`$-th power both sides of the inequality and change notation, writing $`r=2d`$ and $`q=2\sigma .`$ After all that is taken into account, we will have deduced from (21) the estimate

(22)
$$\left[\frac{1}{u(sQ)}_{sQ}\stackrel{~}{f}^{r\sigma }u\right]^{\frac{1}{r\sigma }}\left[\frac{C_{13}ϵ^A\mu (sQ)rs}{t(1+ϵ)s}\right]^{\frac{2}{r}}\left[\frac{1}{u(tQ)}_{tQ}\stackrel{~}{f}^ru\right]^{\frac{1}{r}},$$

for all $`r2,`$ with $`C_{13}=2^{\frac{2+\gamma }{2}}C_9^{\frac{1}{2}}C_{10}^{\frac{1}{q}}C_{11}`$ and $`A=\frac{\alpha }{q}.`$

Let $`a[\frac{1}{2},1)`$ and $`p2`$ be given and define $`a_j=a+(1a)/(j+1).`$ For each non-negative integer $`j,`$ let us apply (22) with $`t=a_j,`$ $`s=a_{j+1},`$ $`ϵ=ϵ_j=(a_{j+1}a_{j+2})/a_{j+1}`$ and $`r=\sigma ^jp.`$ Let us apply (22) again to the right-hand side of the inequality thus obtained, but with $`t=a_{j1},`$ $`s=a_j,`$ $`ϵ=ϵ_{j1}`$ and $`r=\sigma ^{j1}p.`$ By repeating this procedure, after $`j+1`$ steps we will get:

(23)
$$\left[\frac{1}{u(a_{j+1}Q)}_{a_{j+1}Q}\stackrel{~}{f}^{p\sigma ^{j+1}}u\right]^{\frac{1}{p\sigma ^{j+1}}}$$

$$\left\{\underset{k=0}{\overset{j}{}}\left[\frac{C_{13}ϵ_k^A\mu (a_{k+1}Q)p\sigma ^ka_{k+1}}{a_k(1+ϵ_k)a_{k+1}}\right]^{\frac{2}{p\sigma ^k}}\right\}\left[\frac{1}{u(Q)}_Q\stackrel{~}{f}^pu\right]^{\frac{1}{p}}.$$

Since $`a<a_{j+1}<2a`$ for all $`j,`$ it follows from Lemma 13 that the left-hand side of (23) is greater than or equal to

$$\left[\frac{2^\gamma C_9}{u(aQ)}_{aQ}\stackrel{~}{f}^{p\sigma ^{j+1}}u\right]^{\frac{1}{p\sigma ^{j+1}}},$$

which converges to $`\text{ess\hspace{0.17em}sup}_{aQ}\stackrel{~}{f}`$ as $`j`$ tends to infinity. On the right-hand side of (23) we may replace $`\mu (a_{j+1}Q)`$ by $`\sqrt{2^\gamma C_9}\mu (Q),`$ due to Lemma 13. Hence, all we need is to find a precise estimate for the product

(24)
$$\underset{k=0}{\overset{\mathrm{}}{}}\left[C_{13}\sqrt{2^\gamma C_9}\mu (Q)p\sigma ^k\right]^{\frac{2}{p\sigma ^k}}\underset{k=0}{\overset{\mathrm{}}{}}\left[\frac{ϵ_k^Aa_{k+1}}{a_k(1+ϵ_k)a_{k+1}}\right]^{\frac{2}{p\sigma ^k}}.$$

The first of these products equals $`[C_{13}\sqrt{2^\gamma C_9}\mu (Q)p\sigma ^{\frac{1}{\sigma 1}}]^{\frac{2\sigma }{p(\sigma 1)}}.`$ The second expression between brackets is equal to the left side of:

$$\frac{(k+1)(k+3)^{A+1}(ak+a+1)^{A+1}}{2(1a)^{A+1}}\frac{(k+3)^{2A+3}}{2(1a)^{A+1}}.$$

Hence, the second product in (24) is bounded by

$$2^{\frac{2\sigma }{p(\sigma 1)}}(1a)^{\frac{2(A+1)\sigma }{p(\sigma 1)}}\left[\mathrm{exp}\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathrm{log}(k+3)}{\sigma ^k}\right]^{\frac{4A+6}{p}}.$$

Defining $`\delta =\frac{2(A+1)\sigma }{\sigma 1}`$ and

$$C_{12}=\left[\sqrt{2^{\gamma 2}C_9}C_{13}\sigma ^{\frac{1}{\sigma 1}}\right]^{\frac{2\sigma }{\sigma 1}}\left[\mathrm{exp}\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathrm{log}(k+3)}{\sigma ^k}\right]^{4A+6}$$

finishes the proof. $`\mathrm{}`$

###### Proposition 19.

Let $`fH(Q),`$ $`Q=Q(z_{},h),`$ be a strictly positive ($`fϵ_{}>0`$) solution of $`Lf=0`$ and let $`f_k,`$ $`f_kϵ_{},`$ be a sequence in $`\text{Lip}(\overline{Q})`$ converging to $`f`$ in $`H(Q).`$ Given $`\frac{1}{2}s<t1`$ and $`\beta 1,`$ with $`1\beta 0,`$ there are a subsequence $`f_{k_j}`$ of $`f_k`$ and a sequence of non-negative reals $`\delta _j0`$ such that for all $`j`$ we have:

(25)
$$_{sQ}|_\lambda (f_{k_j}^{\frac{\beta +1}{2}})|^2v\delta _j+\frac{(\beta +1)^2}{\beta ^2}\frac{C_{11}^2}{(ts)^2h^2}_{tQ}f_{k_j}^{\beta +1}u.$$

A proof for Proposition 19 can be given following exactly the same steps as in the first half of the proof of Lemma (3.11) in , pages 1121 and 1122, making the addaptations already described after the statement of Proposition 17.

The proof of the following proposition follows the steps of Lemma (3.11) of , for $`p<0`$ or $`p2.`$ For $`0<p<2,`$ we use a technique of Hardy and Littlewood, as in Lemma (3.17) of .

###### Proposition 20.

If $`fH(Q),`$ $`Q=Q(z_{},h),`$ is a non-negative solution of $`Lf=0,`$ then the estimate

(26)
$$\left(\text{ess\hspace{0.17em}sup}_{aQ}\stackrel{~}{f}\right)^p\frac{C_{14}}{(1a)^\delta }[1+|p|\mu (Q)]^{\frac{2q}{q2}}\frac{1}{u(Q)}_Q\stackrel{~}{f}^pu$$

holds for every $`a[\frac{1}{2},1)`$ and every $`0p,`$ with $`\delta `$ and $`\mu (Q)`$ as defined in Proposition 18 and $`C_{14}`$ denoting the constant explicitly defined below, at the end of the proof.

Proof: We may suppose that $`fϵ_{}>0`$ and later let $`ϵ_{}`$ tend to zero, as long as we make sure that none of the constants depends on $`ϵ_{}.`$

Given $`\beta 1,`$ $`1\beta 0,`$ $`\frac{1}{2}s<t1`$ and $`ϵ>0`$ such that $`(1+ϵ)s<t,`$ we may combine (17) for $`g=f_{k_j}^{\frac{\beta +1}{2}}`$ and (25), and then let $`j`$ go to infinity. Similarly as just before (22), with $`r=\beta +1`$ and $`\sigma =q/2,`$ we get:

(27)
$$\left[\frac{1}{u(sQ)}_{sQ}\stackrel{~}{f}^{r\sigma }u\right]^{\frac{1}{|r|\sigma }}$$

$$\left(\frac{C_{13}ϵ^A}{2}\right)^{\frac{2}{|r|}}\left[\frac{|r|}{|r1|}\frac{s\mu (sQ)}{t(1+ϵ)s}+1\right]^{\frac{2}{|r|}}\left[\frac{1}{u(tQ)}_{tQ}\stackrel{~}{f}^ru\right]^{\frac{1}{|r|}}$$

for all $`r2,`$ $`0r1.`$

Now let $`a[\frac{1}{2},1)`$ and $`p<0`$ be given and let $`a_j`$ and $`ϵ_j`$ be defined as in the proof of Proposition 18. For each integer $`j,`$ let us then apply (27) with $`r=\sigma ^kp,`$ $`t=a_k,`$ $`s=a_{k+1}`$ and $`ϵ=ϵ_k,`$ for $`k=0,1,\mathrm{},j.`$ Iterating the $`j+1`$ inequalities just obtained and letting $`j`$ tend to infinity, similarly as before, we get:

(28)
$$\text{ess\hspace{0.17em}sup}_{aQ}\stackrel{~}{f}^1K_0\left[\frac{1}{u(Q)}_Q\stackrel{~}{f}^pu\right]^{\frac{1}{|p|}},$$

with

$$K_0=\underset{k=0}{\overset{\mathrm{}}{}}\left[\frac{C_{13}ϵ_k^A}{2}\left(\frac{\sigma ^k|p|\mu (a_{k+1}Q)a_{k+1}}{|\sigma ^kp1|[a_k(1+ϵ_k)a_{k+1}]}+1\right)\right]^{\frac{2}{|p|\sigma ^k}}.$$

Since at this point we are assuming $`p<0,`$ we have $`|\sigma ^kp1|1`$ for all $`k0.`$ Taking into account also that $`1\sigma ^k,`$ that $`1a_{k+1}/[a_k(1+ϵ_k)a_{k+1}],`$ that $`\mu (a_{k+1}Q)\sqrt{2^\gamma C_9}\mu (Q)`$ and that $`1\sqrt{2^\gamma C_9},`$ the infinite product above is seen to be bounded by:

$$K_0\underset{k=0}{\overset{\mathrm{}}{}}\left[\frac{C_{13}\sqrt{2^\gamma C_9}}{2}(1+|p|\mu (Q))\sigma ^k\frac{ϵ_k^Aa_{k+1}}{a_k(1+ϵ_k)a_{k+1}}\right]^{\frac{2}{|p|\sigma ^k}}.$$

We may here use the estimates obtained at the end of the proof of Proposition 18 to conclude that (26) holds, if there we replace $`C_{14}`$ by $`C_{12}.`$ It follows from Proposition 18 that the same is true for $`p2.`$

In case $`0<p<2,`$ we have $`\sigma ^jp`$ tending to infinity, but smaller than two for some values of $`j.`$ Let us first suppose that $`\sigma ^kp1,`$ for every integer $`k0.`$ Let then $`l`$ be the integer such that $`\sigma ^lp<2\sigma ^{l+1}p.`$ We may iterate as before, but using (27) at the first $`l+1`$ steps of the iteration and (22) after that. We get:

$$\text{ess\hspace{0.17em}sup}_{aQ}\stackrel{~}{f}K_1\left[\frac{1}{u(Q)}_Q\stackrel{~}{f}^pu\right]^{\frac{1}{p}},$$

with

$$K_1=\underset{k=0}{\overset{l}{}}\left[\frac{C_{13}ϵ_k^A}{2}(\frac{\sigma ^kp\mu (a_{k+1}Q)a_{k+1}}{|\sigma ^kp1|[a_k(1+ϵ_k)a_{k+1}]}+1)\right]^{\frac{2}{p\sigma ^k}}$$

$$\underset{k=l+1}{\overset{\mathrm{}}{}}\left[\frac{C_{13}ϵ_k^A\sigma ^kp\mu (a_{k+1}Q)a_{k+1}}{a_k(1+ϵ_k)a_{k+1}}\right]^{\frac{2}{p\sigma ^k}}.$$

In order to get a good estimate for $`K_1,`$ let us further suppose that $`p=\sigma ^j(\sigma +1)/2,`$ for some $`j.`$ Then it will hold that $`|\sigma ^kp1|(\sigma 1)/(2\sigma ),`$ for every integer $`k0.`$ We may proceed as we did for the other infinite products, using in adition that $`1<2\sigma /(\sigma 1),`$ and prove that (26) holds for these values of $`p,`$ with $`C_{14}`$ replaced by $`C_{15}=C_{12}(\frac{2\sigma }{\sigma 1})^{\frac{2\sigma }{\sigma 1}}.`$

By Remark 8, we may apply the result we have just obtained with $`\alpha Q`$ replacing $`Q,`$ for any $`\alpha (0,1).`$ Given $`\frac{1}{2}\alpha ^{}<\alpha 1`$ and $`\overline{p}`$ belonging $`X=\{\sigma ^j(\sigma +1)/2;j\},`$ we get:

(29)
$$\left(\text{ess\hspace{0.17em}sup}_{\alpha ^{}Q}\stackrel{~}{f}\right)^{\overline{p}}\frac{C_{15}(2^\gamma C_9)^{\frac{q}{q2}}}{(\alpha \alpha ^{})^\delta }[1+\overline{p}\mu (Q)]^{\frac{2q}{q2}}\frac{1}{u(\alpha Q)}_{\alpha Q}\stackrel{~}{f}^{\overline{p}}u,$$

where we have used Lemma 13 and $`1C_9`$ in order to replace $`\mu (\alpha Q)`$ by $`\mu (Q)`$ inside the brackets.

Let us define

$$I_p=\frac{[1+p\mu (Q)]^{\frac{2q}{2q2}}}{u(Q)}_Q\stackrel{~}{f}^pu,p(0,2),$$

and $`E(\alpha )=\text{ess\hspace{0.17em}sup}_{\alpha Q}\stackrel{~}{f}.`$ Given any $`p(0,2)X,`$ let $`\overline{p}X`$ be such that $`\frac{\overline{p}}{\sigma }<p<\overline{p}.`$ By Lemma 13 and (29), we get

(30)
$$E(\alpha ^{})^{\overline{p}}\frac{C_{16}}{(\alpha \alpha ^{})^\delta }E(\alpha )^{\overline{p}p}I_p,$$

with $`C_{16}=C_{15}(2^\gamma C_9)^{\frac{2q2}{q2}}\sigma ^{\frac{2q}{q2}}.`$

Given $`a[\frac{1}{2},1),`$ let $`\alpha _k`$ be a strictly increasing sequence such that $`\alpha _0=a,`$ and $`lim\alpha _k<1.`$ Let us take the logarithm of (30) and iterate, with $`\alpha ^{}=\alpha _k`$ and $`\alpha =\alpha _{k+1},`$ $`k=0,1,\mathrm{}`$. With $`\theta =(\overline{p}p)/\overline{p},`$ we get

$$\mathrm{log}E(a)\frac{1}{\overline{p}}\underset{k=0}{\overset{\mathrm{}}{}}\theta ^k\mathrm{log}\frac{C_{16}}{(\alpha _{k+1}\alpha _k)^\delta }$$

(31)
$$+\underset{k\mathrm{}}{lim\; sup}\theta ^{k+1}\mathrm{log}E(\alpha _{k+1})+\frac{1}{\overline{p}(1\theta )}\mathrm{log}I_p;$$

noting that, since $`C_{16}>1`$ and $`\alpha _{k+1}\alpha _k<1/2,`$ the terms of the series in the above inequality are positive.

It follows from Proposition 18 for $`p=2`$ that $`E(lim\alpha _k)`$ is finite. Since $`\theta <1,`$ we then get $`lim\; sup_k\mathrm{}\theta ^{k+1}\mathrm{log}E(\alpha _{k+1})=0.`$ To estimate the sum in (31), we need to make a precise choice of $`\alpha _k.`$ If we let

$$\alpha _k=a+(1a)\frac{_{j=1}^kj^2}{2_{j=1}^{\mathrm{}}j^2},k1,$$

we get $`\alpha _{k+1}\alpha _k(1a)/[4(k+1)^2].`$ Since $`\overline{p}(1\theta )=p,`$ we get:

$$p\mathrm{log}E(a)\mathrm{log}\frac{C_{16}4^\delta }{(1a)^\delta }+\underset{k=0}{\overset{\mathrm{}}{}}\theta ^k\mathrm{log}(k+1)^{2\delta }+\mathrm{log}I_p.$$

Exponentiating both sides of this inequality and defining

$$C_{14}=\mathrm{max}\{C_{12},C_{15},\mathrm{\hspace{0.17em}4}^\delta C_{16}\mathrm{exp}\left[\underset{k=0}{\overset{\mathrm{}}{}}\theta ^k\mathrm{log}(k+1)^{2\delta }\right]\}$$

finishes the proof. $`\mathrm{}`$

###### Proposition 21.

Let $`\mathrm{\Omega }`$ be a bounded open set of $`^N,`$ and let $`fH(\mathrm{\Omega })`$ be a positive weak solution of $`Lf=0,`$ bounded below by a positive number. Let $`z_0\mathrm{\Omega }`$ and $`h>0`$ be such that $`bB\mathrm{\Omega },`$ where $`B=B(z_0,h).`$ For each $`\alpha [\frac{1}{2},1),`$ define $`k(\alpha ,f)`$ by $`\mathrm{log}k(\alpha ,f)=m_{\alpha bB}(\mathrm{log}\stackrel{~}{f}).`$ (See page 6)Then there is a constant $`C_{17}`$ such that, if $`z_0`$ and $`h`$ are such that $`b^2Q\mathrm{\Omega },`$ where $`Q=Q(z_0,h),`$ then the inequality

(32)
$$u(\{x\alpha Q;|\mathrm{log}\frac{\stackrel{~}{f}(x)}{k(\alpha ,f)}|>t\})\frac{C_{17}\mu (Q)u(\alpha Q)}{(1\alpha )t}$$

holds for every $`t>0`$ and every $`\alpha [\frac{1}{2},1).`$

Proof: This proposition can be given a proof very similar to that of Lemma (3.13) of . We are going to highlight a few points, refering to Chanillo and Wheeden’s article for more details.

Let $`f_k`$ denote a sequence of positive Lipschitz continuous functions, uniformly bounded away from zero, converging to $`f`$ in $`H(\mathrm{\Omega }).`$ With the aid of the test function $`\eta `$ (built in Proposition 14 – here we take $`r_1=\alpha h`$ and $`r_2=h`$), we can extract from $`f_k`$ a subsequence, which we will still denote by $`f_k,`$ such that

(33)
$$_{\alpha Q}|_\lambda (\mathrm{log}f_k)|^2v\frac{4C_{11}^2u(Q)}{(1\alpha )^2h^2}+\delta _k,$$

for some $`\delta _k0.`$

With $`g=\mathrm{log}f_k,`$ let us apply (10) with $`q`$ replaced by 2 (this is allowed by Hölder’s inequality) and $`Q`$ replaced by $`\alpha Q`$. Next, let us apply (33) with $`Q`$ replaced by $`b^2Q.`$ Using also Lemma 13, we get:

(34)
$$_{\alpha Q}|\mathrm{log}(f_k)m_{\alpha bB}(\mathrm{log}f_k)|^2u\frac{C_{17}^2}{(1\alpha )^2}\mu (Q)^2u(\alpha Q)+\delta _k^{},$$

with $`C_{17}=2C_6C_9^{\frac{1}{2}}C_{11}b^{\gamma 2}`$ and $`\delta _k^{}0.`$ Using that $`f_k`$ is uniformly bounded away from zero, one can see that the $`lim_k`$ of the left-hand side of (34) is equal to $`_{\alpha Q}|\mathrm{log}\stackrel{~}{f}\mathrm{log}k(\alpha ,f)|^2u.`$ The Proposition now follows from Chebyshev’s and Cauchy-Schwartz’s inequalities. $`\mathrm{}`$

The following lemma for $`w1`$ is essentially Lemma 3 of , whose proof also works for the case of an arbitrary weight $`w.`$

###### Lemma 22.

(Bombieri-Moser) Let $`w`$ be a (non-negative) weight on $`^N,`$ and let $`f`$ be a bounded non-negative measurable function defined on a bounded measurable set $`E`$. Suppose there is a family $`E_t,`$ $`t(0,1],`$ of measurable sets with $`w(E_t)>0`$ for all $`t,`$ $`E_1=E`$ and $`E_sE_t`$ if $`s<t.`$ Assume there are $`\mu ,c,d>0,`$ such that

(35)
$$\text{ess\hspace{0.17em}sup}_{E_s}f^p\frac{c}{(ts)^d}\frac{1}{w(E_1)}_{E_t}f^pw,$$

for all $`p,`$ $`s,`$ and $`t`$ such that $`0<p<\mu ^1`$ and $`\frac{1}{2}s<t1;`$ and

(36)
$$w(\{xE_1;\mathrm{log}f(x)>\tau \})\frac{c\mu }{\tau }w(E_1),$$

for all $`\tau >0.`$ Then there exists $`C>0,`$ depending only on $`c`$, such that

(37)
$$\text{ess\hspace{0.17em}sup}_{E_\alpha }f\mathrm{exp}\left[\frac{C\mu }{(1\alpha )^{2d}}\right],$$

for all $`\alpha [\frac{1}{2},1).`$

Proof of Theorem 1: We may suppose that $`\stackrel{~}{f}`$ is bounded away from zero, otherwise we could add an $`ϵ>0`$ and later let $`ϵ0.`$

Let $`B=B(z_0,h)`$ be such that $`2b^3B\mathrm{\Omega }`$ and let $`Q=Q(z_0,h).`$ With $`w=u`$ and $`E_t=\frac{3t}{2}Q,`$ we are going to apply Lemma 22 to the functions $`\stackrel{~}{f}/k`$ and $`k/\stackrel{~}{f},`$ where $`k=\mathrm{exp}[m_{\frac{3}{2}bB}(\mathrm{log}\stackrel{~}{f})]`$. Notice that $`\stackrel{~}{f}`$ is bounded on $`E_1,`$ since the closure of $`E_1`$ is contained in $`\mathrm{\Omega },`$ and we may then apply Proposition 18 with $`p=2`$ for a rectangle slightly larger than $`E_1.`$ Choosing, for example,

$$c=\mathrm{max}\{4C_{17}\sqrt{2^\gamma C_9},2^\gamma C_9C_{14}(2^{\frac{\gamma }{2}+1}C_9)^{\frac{2q}{q2}}\},$$

we can check that (35) and (36) with $`d=\delta `$ and $`\mu =\mu (Q)`$ hold for both $`\stackrel{~}{f}/k`$ and $`k/\stackrel{~}{f},`$ by Proposition 20 and Proposition 21, and by also using that $`u`$ is doubling (Lemma 13). We remark that $`2b^3B\mathrm{\Omega }`$ implies that $`2b^2Q\mathrm{\Omega },`$ and we may apply (32) with $`2Q`$ replacing $`Q`$ and $`\alpha =\frac{3}{4}.`$ Choosing $`\alpha =\frac{2}{3}`$ in (37) for $`\stackrel{~}{f}/k`$ and $`k/\stackrel{~}{f},`$ we see that $`\text{ess\hspace{0.17em}sup}_Q(\stackrel{~}{f}/k)`$ and $`\text{ess\hspace{0.17em}sup}_Q(k/\stackrel{~}{f})=[\text{ess\hspace{0.17em}inf}_Q(\stackrel{~}{f}/k)]^1`$ are both bounded by $`\mathrm{exp}(3^{2d}C\mu ).`$ Taking the product of these two inequalities, we get:

(38)
$$\text{ess\hspace{0.17em}sup}_Q\stackrel{~}{f}\mathrm{exp}(2C3^{2d}\mu )\text{ess\hspace{0.17em}inf}_Q\stackrel{~}{f}.$$

Now let $`B=B(z_0,h)`$ be such that $`2b^4\mathrm{\Omega }.`$ We may apply (38) for the rectangle $`bQ.`$ By (5) we thus have

$$\text{ess\hspace{0.17em}sup}_B\stackrel{~}{f}\text{ess\hspace{0.17em}sup}_{bQ}\stackrel{~}{f}$$

$$\mathrm{exp}[2C3^{2d}\mu (bQ)]\text{ess\hspace{0.17em}inf}_{bQ}\stackrel{~}{f}\mathrm{exp}[2C3^{2d}\mu (bQ)]\text{ess\hspace{0.17em}inf}_B\stackrel{~}{f}.$$

This proves (8) with $`K=2C3^{2d}`$ but with $`\mu =\mu (bQ)`$ instead of $`\mu =u(B)^{\frac{1}{2}}v(B)^{\frac{1}{2}}.`$ Since $`u`$ and $`v`$ are doubling, those two quantities are comparable. $`\mathrm{}`$

## Acknowledgements

We thank Richard Wheeden for suggesting the problem. The three authors were partially supported by Brazilian agency CNPq.

2000 Mathematics Subject Classification: 35J70.

Instituto de Matemática e Estatística

Universidade de São Paulo

Caixa Postal 66281, 05311-970 São Paulo SP, Brazil.

diniz@ime.usp.br

Facultad de Ingenieria

Universidad de la República

Julio Herrera y Reissig 567, Montevidéo, C.P. 11300, Uruguay.

jorgeg@fing.edu.uy

Instituto de Matemática e Estatística

Universidade de São Paulo

Caixa Postal 66281, 05311-970 São Paulo SP, Brazil.

melo@ime.usp.br