Georgian Mathematical Journal

Volume 7 (2000), Number 1, 33-42

NEW PROOFS OF TWO-WEIGHT NORM INEQUALITIES

FOR THE MAXIMAL OPERATOR

D. CRUZ-URIBE, SFO

Abstract. We give a new and simpler proof of Sawyer’s theorem charac-

terizing the weights governing the two-weight, strong-type norm inequality
for the Hardy-Littlewood maximal operator and the fractional maximal op-
erator. As a further application of our techniques, we give new proofs of two
sufficient conditions for such weights due to Wheeden and Sawyer.

§ 1. Introduction
Define the family of maximal operators
Z
1
Mα f (x) = sup |f | dy, 0 ≤ α < n,
Q3x |Q|1−α/n
Q

where the supremum is taken over all cubes whose sides are parallel to the
coordinate axes. When α = 0 this is the Hardy-Littlewood maximal operator;
when α > 0 this is the fractional maximal operator of Marcinkiewicz.
In [1] Sawyer proved the following result that characterizes the weights gov-
erning the two-weight, strong-type norm inequality for Mα .

Theorem 1.1. Given p and q, 1 < p ≤ q < ∞, α, 0 ≤ α < n, and a pair of

weights (u, v), the following are equivalent:
0
(1) If σ = v 1−p , then for every cube Q,
  Z !1/q   Z !1/p
q
Mα (σχQ ) u dx ≤C σ dx < ∞; (1.1)
Q Q

(2) For every f ∈ Lp (v),

  Z !1/q   Z !1/p
q p
(Mα f ) u dx ≤C |f | v dx . (1.2)
R
n R n

2000 Mathematics Subject Classification. 42B25.

Key words and phrases. Weights, strong-type inequalities, Hardy–Littlewood maximal ope-
rator, fractional maximal operator.

c Heldermann Verlag www.heldermann.de

ISSN 1072-947X / $8.00 / 
34 D. CRUZ-URIBE, SFO

The original proof of Theorem 1.1 required two steps: first, prove the analo-
gous result for the dyadic maximal operator Mαd (defined as the supremum over
all dyadic cubes containing x), and second, pass to the non-dyadic operator via
an averaging argument due to C. Fefferman and Stein in [2]. Later proofs by
Jawerth in [3], Treil and Volberg in [4] and Verbitsky in [5] also required the
same approach. More recently, Gogatishvili and Kokilashvili (see [6]), working
in the more general setting of homogeneous spaces, gave a proof which did not
involve the dyadic maximal operator. However, even in Euclidean space their
proof is complicated and depends on subtle covering arguments.
Our main result in this paper is a proof of Theorem 1.1 which is a refinement of
the original proof but which avoids the dyadic maximal operator, and is simpler
than that of Gogatishvili and Kokilashvili. Our proof, which is in Section 2,
instead carefully exploits the properties of dyadic cubes and depends ultimately
on an idea of Calderón and Zygmund from [7]. (Also see the book [8] by Garcı́a-
Cuerva and Rubio de Francia.) We found our proof after carefully considering
the special case of one dimension, where dyadic cubes can be avoided entirely
by using the covering lemmas special to the real line. (Cf. [9] and [10].) Also,
at a key step we use an idea from the proof of Gogatishvili and Kokilashvili:
when taking the weighted average of a function f on a cube Q, we divide by
the (weighted) volume of 3Q instead of Q. (See (2.2).) Surprisingly, this simple
idea lets us avoid doubling conditions.
Our techniques can also be used to simplify the proofs of other weighted
norm inequalities. We consider two. The first arose from the fact that in light
of both Theorem 1.1 and the Ap -type conditions for the one-weight inequality
for the maximal operator (see the results of Muckenhoupt and Wheeden in [11]
and [12]), a natural problem was to find conditions for (1.2) to hold which do
not involve the operator. A significant result in this direction was proved by
Wheeden in [13], who showed that if p < q and 0 < α < n then (1.2) holds if
and only if for any cube Q with center cQ ,
  Z !1/q   Z !1/p0
u
dx σ dx ≤ C < ∞. (1.3)
1/n
(|Q| + |x − cQ |)(n−α)q
Rn Q

This condition was first introduced by Muckenhoupt and Wheeden in [14]. They
showed that when p = q, n = 1 and α = 0 this condition is necessary, and they
conjectured that it was sufficient. However, Sawyer [1] gave a counter-example.
Later, in [15] Gabidzashvili and Kokilashvili showed that (1.3) was equivalent
to the weighted, weak (p, q) inequality for the fractional integral operator Iα .
In [1] Sawyer and Wheeden showed that (1.3) is equivalent to
  Z !1/q   Z !1/p0
α/n−1
|Q| u dx σ dx ≤ C < ∞, (1.4)
Q Q

1−p0
provided σ = v satisfies a reverse doubling condition: for any , 0 <  <
1, there exists δ, 0 < δ < 1, such that for any cube Q, σ(Q) ≤ δσ(Q).
 TWO-WEIGHT NORM INEQUALITIES 35

Wheeden [13], working in the general setting of homogeneous spaces, gave a

direct proof that (1.4) implies (1.2), provided that σ satisfies a stronger doubling
condition. In [6] Gogatishvili and Kokilashvili gave another direct proof (again
in homogeneous spaces) which replaced doubling by reverse doubling.
In Section 3 we give an elementary direct proof of this result. Further, we
extend it to the Hardy-Littlewood maximal operator (i.e. the case α = 0).

Theorem 1.2. Given p and q, 1 < p < q < ∞, α, 0 ≤ α < n, suppose a pair
0
of weights (u, v) is such that σ = v 1−p satisfies the reverse doubling condition.
Then the weighted norm inequality (1.2) holds for every f ∈ Lp (v) if and only
if (1.4) holds for every cube Q.

Remark 1.3. The proof of Theorem 1.2 only uses the reverse doubling condi-
tion with  = 2/3. However, by a Whitney-type covering argument (cf. Sawyer
in [17]) it can be shown that if the reverse doubling condition holds for one
value of , then it holds for all possible values.

Remark 1.4. In Theorems 1.1 and 1.2 we may assume that 1/q ≥ 1/p − α/n,
since if the reverse inequality holds then u must equal 0 almost everywhere.
This was first observed by Sawyer in [17].

Remark 1.5. For p ≤ q and 0 ≤ α < n, Pérez [18] has given another sufficient,
Ap -type condition in the scale of Orlicz spaces which does not require that σ
satisfy the reverse doubling condition. In [19] Rakotondratsimba has shown
that (1.4) implies (1.1) if σ satisfies an A∞ -type condition which implies reverse
doubling.

Remark 1.6. The problem of finding an Ap -type condition (or more generally,
a condition which does not involve the operator) which characterizes (1.2) when
α = 0 remains open.
Finally, in Section 4 we give an elementary proof of a result by Sawyer in
[20] (also see the proof by D. Adams in [21]) which is a generalization of an
inequality proved by C. Fefferman and Stein in [2].

Theorem 1.7. Given α, 0 ≤ α < n, and p, 1 < p < n/α, then for any
non-negative, locally integrable function u,
Z Z
(Mα f )p u dx ≤ C |f |p Mαp u dx. (1.5)
Rn Rn
Remark 1.8. In [18] Pérez has extended this result to maximal operators
associated with more general, potential-type operators.

Remark 1.9. We do not know if our techniques can be used to simplify the
proof of the result of Verbitsky in [5] which characterizes the weights governing
inequality (1.2) when q < p.
36 D. CRUZ-URIBE, SFO

Throughout this paper all notation is standard or will be defined as needed.

All cubes are assumed to have their sides parallel to the coordinate axes. Given
a cube Q, l(Q) will denote the length of its sides and for any r > 0, rQ will
denote the cube with the same center as Q and such that l(rQ) = rl(Q). By
weights we will always mean non-negative, locally integrable functions which are
positive on a set of positive measure. Given a Lebesgue measurable setR E and
a weight w, |E| will denote the Lebesgue measure of E and w(E) = E w dx.
Given 1 < p < ∞, p0 = p/(p − 1) will denote the conjugate exponent of p.
Finally, C will denote a positive constant whose value may change at each
appearance.

§ 2. Proof of Theorem 1.1

In this section we prove Theorem 1.1. We need the following lemma; it is
proved in the book [8, p. 137] by Garcı́a-Cuerva and Rubio de Francia when
α = 0, and as we indicated in the Introduction, it is based on an idea of Calderón
and Zygmund. For the convenience of the reader we give its short proof.

Lemma 2.1. Given a non-negative, locally integrable function f and α, 0 ≤

α < n, suppose that for some cube Q and t > 0,
Z
1
f dy > t.
|Q|1−α/n
Q

Then there exists a dyadic cube P such that Q ⊂ 3P and a positive constant
Cα,n , depending only on α and n, such that
Z
1
f dy > Cα,n t. (2.1)
|P |1−α/n
P

Proof. Fix k ∈ Z such that 2k−1 < l(Q) ≤ 2k . Then there exist dyadic cubes
P1 , . . . , PN , 1 ≤ N ≤ 2n , which intersect the interior of Q and such that for all
j, l(Pj ) = 2k . Since |Q| ≤ |Pj |, Q ⊂ 3Pj . Furthermore, for at least one of these
cubes, which we denote by P ,
Z
t|Q|1−α/n
f dy > ;
2n
P

for if not, then

Z N Z N
X X t|Q|1−α/n
f dy ≤ f dy ≤ n
≤ |Q|1−α/n .
j=1P j=1 2
Q j

But then, since 2n |Q| > |P |, inequality (2.1) follows with Cα,n = 2α−2n .
Proof of Theorem 1.1. The necessity of inequality (1.1) follows at once if we
substitute the test function f = σχQ into inequality (1.2).
 TWO-WEIGHT NORM INEQUALITIES 37

To show that inequality (1.1) is sufficient, fix a function f ∈ Lp (v), f ≥ 0.

By a standard argument, we may assume without loss of generality that f is
bounded and has compact support. For each k ∈ Z define the set
Ωk = {x ∈ Rn : 2k < Mα f (x) ≤ 2k+1 }.
For each x ∈ Ωk , there exists a cube Qkx containing x such that
Z
1
f dy > 2k .
|Qxk |1−α/n k
Qx

By Lemma 2.1, there exists a dyadic cube Pxk such that Qxk ⊂ 3Pxk and
Z
1
f dy > Cα,n 2k .
|Pxk |1−α/n k
Px

Since the Pxk ’s are dyadic and bounded in size (since f has compact support)
we can pass to a maximal disjoint subcollection {Pjk } such that for each x,
S
Qkx ⊂ 3Pjk for some j. Hence Ωk ⊂ j 3Pjk .
Now define the sets {Ejk } by induction: E1k = 3P1k ∩Ωk , E2k = (3P2k \3P1k )∩Ωk ,
E3 = (3P3k \ (3P1k ∪ 3P2k )) ∩ Ωk , . . . . Then
k

∞
[
Ωk = Ejk ,
j=1

and since the Ωk ’s are disjoint, the Ejk ’s are pairwise disjoint for all j and k.
We now estimate as follows:
Z XZ X
(Mα f )q u dx = (Mα f )q u dx ≤ C u(Ejk )2kq
Rn k Ω
k
j,k
  Z !q
X 1
≤C u(Ejk ) k 1−α/n
f dx
j,k
|Pj |
Pjk
  Z !q  R !q
X 1 Pjkf /σ · σ dx
=C u(Ejk ) k 1−α/n
σ dx R
j,k |3Pj | 3Pjk σ dx
3Pjk
Z
= T (f /σ)q dω,
X

where X = N × Z, the measure ω on X is given by

  Z !q
1
ω(j, k) = u(Ejk ) k 1−α/n
σ dx ,
|3Pj |
3Pjk

and for a non-negative, measurable function h, the operator T is defined by

R
Pjk hσ dx
T h(j, k) = R . (2.2)
3Pjk σ dx
38 D. CRUZ-URIBE, SFO

If T : Lp (Rn , σ) → Lq (X, ω) were a bounded operator then

Z   Z !q/p   Z !q/p
T (f /σ)q dω ≤ C |f /σ|p σ dx =C f p v dx ,
X R
n Rn

which implies inequality (1.2).

It remains, therefore, to show that T is bounded. Since T is bounded on
∞
L , by Marcinkiewicz interpolation it will suffice to show that T is weak-type
(1, q/p).
Fix h bounded and with compact support, fix λ > 0 and let Fλ = {(j, k) ∈
X : T h(j, k) > λ}. Since Ejk ⊂ 3Pjk ,
  Z !q
X 1 X Z
ω(Fλ ) = u(Ejk ) k 1−α/n
σ dx ≤ Mα (σχ3Pjk )q u dx.
(j,k)∈Fλ
|3Pj | k (j,k)∈Fλ k
3Pj Ej

Let {Pi } be the maximal disjoint subcollection of {Pjk : (j, k) ∈ Fλ }. Then,

since the Ejk ’s are pairwise disjoint,

X X Z XZ
≤ Mα (σχ3Pjk )q u dx ≤ Mα (σχ3Pi )q u dx.
i P k ⊂Pi k i 3P
j E j
i

By inequality (1.1),
  Z !q/p
X
≤C σ dx .
i 3Pi

For each i, there exists (j, k) ∈ Fλ such that Pi = Pjk . Hence, by the definition
of Fλ , and since the Pi ’s are disjoint and q/p ≥ 1,
  Z !q/p   !q/p
X 1 1Z
≤C hσ dx ≤C hσ dx .
λ λ n
i Pi R
Therefore, T is weak (1, q/p) and our proof is complete.

§ 3. Proof of Theorem 1.2

In this section we prove Theorem 1.2. The necessity of (1.4) follows by a
standard argument if we substitute f = σχQ into (1.2).
The proof that (1.4) is sufficient is identical to the proof of Theorem 1.1 up to
the point where we show that T is weak (1, q/p). Then, using the same notation
 TWO-WEIGHT NORM INEQUALITIES 39

as before, by inequality (1.4),

 
Z !q
X 1
ω(Fλ ) ≤ u(3Pjk ) σ dx
(j,k)∈Fλ
|3Pjk |1−α/n k
3Pj
  Z !q/p   Z !q/p
X X X
≤C σ dx =C σ dx
(j,k)∈Fλ i P k ⊂Pi
3Pjk j 3Pjk

∞
  Z !q/p−1   Z !
XX X 1
=C σ dx hσ dx .
i m=0 Pjk ⊂Pi
λ
3Pjk Pjk
l(Pj )=2−m l(Pi )
k

Recall that q/p > 1. Now if Q and Q̃ are a dyadic cubes such that Q ⊂ Q̃ and
l(Q̃) = 2l(Q) then 3Q ⊂ 2Q̃ = 23 (3Q̃). Therefore, since σ satisfies the reverse
doubling condition, there exists δ, 0 < δ < 1, such that
  Z !q/p−1   !
∞
XX X
m 1Z
≤C δ σ dx hσ dx
i m=0 Pjk ⊂Pi
λ k
3Pi Pj
l(Pjk )=2−m l(Pi )
  Z !q/p−1   !
X 1Z X∞
≤C σ dx hσ dx δ m(q/p−1)
i λ m=0
3Pi Pi
  Z !q/p  
!q/p
X 1 1Z
≤C hσ dx ≤C hσ dx .
λ λ n
i Pi R
Thus we have again shown that T is weak (1, q/p) and our proof is complete.
§ 4. Proof of Theorem 1.7
In this section we prove Theorem 1.7. The proof depends on the following
weighted interpolation theorem.
Lemma 4.1. Let 0 < p0 < p1 < ∞ and suppose T is a sublinear operator
such that, for pairs of weights (u, vi ), i = 0, 1,
Ci Z
u({x : |T f (x)| > t}) ≤ |f |pi vi dx, i = 0, 1,
tpi n
R
for every t > 0. Fix p, p0 < p < p1 , let θ be such that
1 1−θ θ
= + , (4.1)
p p0 p1
(1−θ)p/p0 θp/p1
and let vθ = v0 v1 . Then
Z Z
|T f |p u dx ≤ C01−θ C1θ |f |p vθ dx.
Rn Rn
40 D. CRUZ-URIBE, SFO

Proof. Lemma 4.1 follows at once from the real method of interpolation, since
we have the identity
(Lp0 (v0 ), Lp1 (v1 ))θ,p = Lp (vθ ).
For further details see the book [22] by Bergh and Löfström. (Also see the result
by Stein and Weiss in [23].)
Proof of Theorem 1.7. Fix a weight u and a function f ; we first assume that
f ≥ 0 and that both f and u are bounded and have compact support. We will
first prove that f satisfies the weak (p, p) inequality
Cp Z p
u({x ∈ Rn : Mα f (x) > t}) ≤ f Mαp u dy, 1 ≤ p < ∞. (4.2)
tp n
R
n
Fix t > 0 and let Et = {x ∈ R : Mα f (x) > t}. Then for each x ∈ Et there
exists a cube Qx containing x such that
Z
1
f dy > t.
|Qx |1−α/n
Qx

Let Px be the dyadic cube associated with Qx by Lemma 2.1, and let {Pi }
S
be the maximal disjoint subcollection of the Px ’s. Clearly, Et ⊂ i 3Pi , so by
Hölder’s inequality,
  Z !p
X CX 1
u(Et ) ≤ u(3Pi ) ≤ p u(3Pi ) f dy
i t i |Pi |1−α/n
Pi
Z Z
Cp X 1
≤ u dy f p dy
tp i |3Pi |1−αp/n
3Pi Pi
Cp X Z p Cp Z p
≤ p f Mαp u dy ≤ p f Mαp u dy.
t i t n
Pi R
p
Note that Cp = 3n−αp Cα,n varies continuously in p.
To prove the strong-type inequality we will interpolate using Lemma 4.1.
Note that if α = 0 then the pair of weights (u, M u) is independent of p and
inequality 1.5 follows at once from the Marcinkiewicz interpolation theorem.
Fix p > 1 and fix two sequences {pi } and {qi } such that pi % p, qi & p and
such that
1 1/2 1/2
= + ,
p pi qi
Let P be a large cube (|P | > 1) containing the support of f and u. Then for
x ∈ P and any i ≥ 0,
Z Z
1 1
Mαqi u(x) = sup u dy ≤ |P |α(qi −pi )/n sup u dy
Q3x |Q|1−αqi /n Q3x |Q|1−αpi /n
Q⊂P Q Q⊂P Q

≤ |P |α(qi −pi )/n Mαpi u(x).

 TWO-WEIGHT NORM INEQUALITIES 41

Apply Lemma 4.1 to interpolate between the weak (pi , pi ) and (qi , qi ) inequal-
ities. Then Z Z
(Mα f )p u dy ≤ Cpθii Cq1−θ
i
i
f p vi dy,
Rn P
where for x ∈ P ,
vi (x) = Mαpi u(x)p/2pi Mαqi (x)p/2qi ≤ |P |α(1−pi /p)/n Mαpi u(x).
Again since supp(u) ⊂ P , for x ∈ P , Mαpi u(x) → Mαp u(x) as i → ∞. Further-
more, arguing as we did before we can show that
Mαpi (x) ≤ |P |αp/n M u(x) ∈ L1 (P ),
so by the dominated convergence theorem we may take the limit as i tends
to infinity to get inequality (1.5). The constant is independent of P , so by
standard arguments it holds for all u and f .

Acknowledgements
This research was supported by a Ford Foundation postdoctoral fellowship
during the 98-99 academic year.
I would also like the thank the referee for his insightful observations.

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(Received 19.07.1999)

Author’s address:
Department of Mathematics
Trinity College
Hartford, CT 06106-3100
U.S.A.
E-mail: david.cruzuribe@mail.trincoll.edu