Two weight \(L^{p}\) estimates for paraproducts in non-homogeneous settings (Q1753384)

Starting with a \(\sigma\)-finite measure space with filtration, a countable collection \(\mathcal{L}\) such that \(\mathcal{L}_n\) consists of disjoint sets with \(\mathcal{L}_n\subset\mathcal{L}_{n+1}\), for \(I\in\mathcal{L}\) one defines its martingale \(\text{ch}(I,n)=\{I'\in\mathcal{L}_{n+1}:I'\subset I\}\). Define \(\langle f\rangle_{I,\nu}=\nu(I)^{-1}\int_I f\), \(\mathbb{E}_I^\nu=\langle f\rangle_{I,\nu}\, {\mathbf{1}}_I\) and martingale difference operator \(\Delta^\nu_{(I,n)}=\sum_{I'\in\text{ch}(I,n)} \mathbb{E}_{I'}^\nu -\mathbb{E}_I^\nu\). For locally finite measures \(\mu,\nu\), one defines the two-weight paraproduct \[ \pi(f)=\pi_b^{\mu,\nu}(f)=\sum_{n\in\mathbb{Z}}\sum_{I\in\mathcal{L}_n} (\mathbb{E}^\mu_I f) (\Delta^\nu_{(I,n)} b) \] (one writes \(\Delta^\nu_{I}\) when \(n\) is implied). The main theorems are as follows. First, if \(p\in (1,2]\), the estimate \[ \|\pi^{\mu,\nu}_b(f)\|_{L^p(\nu)}\leq A\|f\|_{L^p(\mu)} \] holds with \(A\) independent of \(f\) if and only if for all \(J\in \mathcal{L}\), the testing condition \[ \int_J \Bigl|\sum_{I\in\mathcal{L}(J)}\Delta^\nu_I b\Bigr|^p\, d\nu\leq B^p\mu(J) \] is satisfied where \(\mathcal{L}(J)=\{I\in \mathcal{L}: I\subset J\}\). The best possible constants satisfy \(c(p)B\leq A\leq C(p)B\) where \(c(p),\, C(p)\) depend only on \(p\). For \(p\in (2,\infty)\) the \(L^p(\mu)\to L^p(\nu)\) bound on \(\pi\) holds if and only if, in addition to the martingale difference bound testing condition above, one also has the dual testing condition \[ \int_J \Biggl[\sum_{I\in\mathcal{L}(J)} \frac{\nu(I)}{\mu(I)}\mathbb{E}^\nu_I(|\Delta^\nu_I b|^2) \Biggr]^{r'} d\mu \leq B_\ast^{r'}\nu(J),\quad r=p/2 \] for all \(J\in\mathcal{L}\). A similar condition holds on best constants. The one-weight case was established by \textit{S. Treil} [Rev. Mat. Iberoam. 29, No. 4, 1325--1372 (2013; Zbl 1290.42052)] where the two testing conditions were shown to be equivalent for \(p\in (1,\infty)\). The results are established by proving a broader estimate for an extension of the paraproduct to Triebel-Lizorkin spaces under an analogue of the dual testing condition. A counterexample is provided to show that the case \(p\in (2,\infty)\) breaks down without the dual testing condition. Illuminating comments are made in the introduction. In the homogeneous (unweighted) setting, \(L^p\)-boundedness of the paraproduct for all \(p>1\) is the same as \(L^2\)-boundedness. In the inhomogeneous case, the testing condition depends fundamentally on \(p\). It is also emphasized that the dual testing condition is not the same as a testing condition on an adjoint of the paraproduct.