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Volume 2007, Article ID 92354,13pages doi:10.1155/2007/92354

Research Article

Estimates for the Multiplicative Square Function of Solutions to Nondivergence Elliptic Equations

Jorge Rivera-Noriega

Received 26 June 2006; Accepted 18 December 2006 Recommended by Vesa Mustonen

We prove distributional inequalities that imply the comparability of the Lp norms of the multiplicative square function ofuand the nontangential maximal function of logu, whereuis a positive solution of a nondivergence elliptic equation. We also give criteria for singularity and mutual absolute continuity with respect to harmonic measure of any Borel measure defined on a Lipschitz domain based on these distributional inequalities.

This extends recent work of M. Gonz´alez and A. Nicolau where the term multiplicative square functions is introduced and where the case whenuis a harmonic function is con- sidered.

Copyright © 2007 Jorge Rivera-Noriega. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Preliminaries and notations

An open setDRn is a star-like Lipschitz domain centered at the origin with charac- terM if, lettingSn1= {xRn:|x| =1}, there is a functionϕ:Sn1Rwith|ϕ(t) ϕ(s)| ≤M|ts|andϕ(t)δ >0, and such that in polar coordinatesD= {(ρ,s) : 0ρ ϕ(s),sSn1}. The surface measure of∂Dis denoted byσ. ForN >0 setND= {(ρ,s) : 0ρNϕ(s)}, forQ∂D,Q=ϕ(s0), we letNQNDbe the pointNQ=(Nϕ(s0),s0), and forr >0, defineAr(Q)=(ϕ(s0)r,s0).

The surface cubes are defined byΔr(Q)=Br(Q)∂D, where the Euclidian balls in Rnare denoted byBr(Q)= {XRn:|QX|< r}. The Carleson regions are defined as Ψr(Q)= {(ρ,s)D:sΔr(Q),ϕ(s)r < ρ < ϕ(s)}.

LetLbe the operator defined as Lu=

i,j

ai,j(X) 2u

∂xixj (1.1)

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in a Lipschitz domainDRn. The matrixA=(ai,j) of coefficients is assumed to satisfy the ellipticity condition

|ξ|2 λ

i,j

ai,j(X)ξiξjλ|ξ|2 (1.2) for everyξ=1,. . .,ξn)Rnand everyXRn and the coefficients are assumed to be smooth, although the estimates depend at most onλ,n, the Lipschitz character and the diameter ofD. It is also assumed thatAcoincides with the identity matrix for|X|suffi- ciently large. When all of these conditions hold we writeLᏱ.

WhenLhas smooth coefficients, it is well known that for each continuous function f :∂DRthere exists a unique functionuf smooth inDand continuous inD, and such that

Luf =0 onD,

uf|∂D=f . (1.3)

This implies the existence of the elliptic measure associated toLᏱ. This is the unique probability Borel measureω(X;·) defined on∂Dthat represents the solutionuf in (1.3) in the following sense:

uf(X)=

∂Df(Y)dω(X,Y), (1.4)

by Riesz representation theorem and the maximum principle. We denote by ω(·) the measureω(0,·), which by Harnack’s inequality are mutually absolutely continuous.

Letg(X,Y) denote the Green’s function forLonD(see, e.g., [1]), andG(Y)G(X0,Y) the Green’s function forLon 20D, withX0∂10D. Finally, letg(X,Y )=g(X,Y)/G(Y).

To shorten the notation we often write G(E)=

EG(Y)dY for any Borel set ERn. ForXDwe letd(X)=inf{|XQ|:Q∂D}, andB(X)=Bd(X)(X). Alsod(X,Y)=

|XY|denotes the distance fromXtoY. The connection between elliptic measure and Green’s function is given by the following identity:

v(X)=

∂Dv(Y)dω(X,Y)

Dg(X,Y)Lv(Y)dY, (1.5) which holds for everyXD, and everyvsufficiently smooth inD.

Given two Borel measuresμ1andμ2defined on∂D, we say thatμ1belongs to the class A2) if there exist constantsC,θ >0 such that for everyΔ∂Dand any Borel setEΔ we have

μ1(E) μ1(Δ)C

μ2(E) μ2(Δ)

θ

. (1.6)

Define for a positive solution toLu=0 the measure u(X)=u(X)2

u(X)2 dX. (1.7)

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Using an idea from [2] combined with the definition in [3], we define for P∂D the multiplicative square function ofuas

αu(P)=

Γα(P)

d(X)2

G B(X)G(X)dμu(X) 1/2

. (1.8)

Similarly, the nontangential maximal function of loguis Nαlogu(P)= sup

XΓα(P)

|logu|. (1.9)

The nontangential approach regionΓα(P) is the cone with vertex atP, apertureα >0, with principal axis in the radial direction and truncated at the origin. We denote byΓrα(P)= Γα(P)∩ {XD:|XP|< rthe truncated cone at heightr >0}. The superscript will be added to eitherᏹorNwhen we substitute cones by truncated cones.

The motivation for using the logarithm ofu, as well as the explanation of the term multiplicative square function, can be found in [2], where the analogues of our main the- orems are proved for harmonic functions. In turn, the definition in [2] follows the idea of the area function for subharmonic functions (see, e.g., [4] and references therein).

For many basic facts about solutions and adjoint solutions associated toLwe refer the reader to [5] and references therein. More recent works include [3,6,7] and we will use and quote results from those works.

For easy reference though, we quote a substitute of a well-known comparison theorem, to point out the inclusion of an adjoint solution (in this case G(Y)) as a weight that appears in this and related estimates.

Proposition 1.1 (comparison between Green’s functions and the elliptic measures [3, Lemma 2]). There existsr0 depending on the Lipschitz character ofD, such that for everyQ∂D,r < r0andY∂Br(Q)Γ1(Q) andXΨ4r(Q) we have

g(X,Y)G B(Y)

d(Y)2 ω X,Δr(Q), (1.10)

wheneverΔ2r(Q)∂D.

In the next section we will focus on the results related to estimates for the multiplica- tive square function (Theorems2.1,2.4) that may have an independent interest. On the other hand, it is of special interest the problem of describing operatorsLᏱfor which ωA(σ), and to our knowledge there are no complete characterizations. InSection 3, we will state and prove the results related to the singularity and mutual absolute conti- nuity for harmonic measure and Borel measures defined in∂D(Theorems3.1and3.2), which represent steps towards a better understanding of this problem, and which are ap- plications of the results inSection 2.

2. Distributional inequalities

Our first distributional inequality is based on techniques of [4], as developed in [3]. We observe that the exponential decay in the right-hand side of (2.1) is in certain way sharp, as observed for instance in [8] for harmonic functions.

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Theorem 2.1. SupposeμA(dσ). If 0< α < β <, then there exist constantsC1,C2>0 such that for allλ >0 andγC1,

μ Q∂D:ᏹαu(Q)> γλ,Nβlogu(Q)λe2λ2μ Q∂D:ᏹu > λ. (2.1) Fix 0< α < β <and letube any strictly positive solution toLu=0. We describe the proof, where we assumeλ=1. Define

Eu=

Q∂D:Nβlogu(Q)1, ΓuΓα Eu

=

QEu

Γα(Q). (2.2) For a Borel setFDwe define

νu(F)=

ΓuFg(0,Y)u(Y)2

u(Y)2 dY. (2.3)

Lemma 2.2. The measureνuis a Carleson measure with respect toω, that is, sup

Q∂D r>0

νu Ψr(Q)

ω Δr(Q) <. (2.4)

Proof. The proof of [3, Lemma 5] can be easily adapted. Accordingly, if we defineDε= {XD:d(X)> ε}, it suffices to prove thatνur(Q)Dε)ω(Δr(Q)) independent of ε. One observes first that by Harnack’s principle and Caccioppoli’s inequality

νu Ψr(Q)Dε

W0

d2(X)g(0,X)dX, (2.5) whereW0Dis exactly the same set of [3, page 282]. The proof in that paper can now

be followed verbatim.

Once we have proved this proposition, setting

᏷(X,Q)=ϕ(X)ψ

|XQ| d(X)

d(X)2 G B(X)

1

g(0,X) (2.6)

forXDandQ∂D, it is proved in [3, Lemma 7] that

᏷ν(Q)=

D᏷(X,Q)dν(Q) (2.7)

is in BMO(dσ) with BMO norm controlled by the Carleson norm of ν. To finish the proof we observe that forγ1, by Harnack’s inequality, Caccioppoli’s inequality, and the argument in [3, page 285],

Q∂D:ᏹαu > γ,Nβlogu1

Q∂D:αu >γ

2,Nβlogu1

, (2.8)

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where

αu=

Γα(P)

d(X)2

G B(X)G(X)ϕ(X)dμu(X) 1/2

, (2.9)

and whereϕ(X)C0 withϕ1 onD\Dr0/10 andϕ0 onDr0/5. This already suffices to conclude the proof ofTheorem 2.1(see details in [3, page 285]).

The second main result is again a distributional inequality. As stated below the decay of the constant in the right-hand side of (2.15) is far from being sharp. However, in the next section we will describe how one can obtain a better decay as in (2.1).

The proof follows the lines of well-known techniques (see, e.g., [9]), and that is the reason why in the statement we stated only local estimates on balls arising from certain Whitney decompositions, and use local operators. For its proof we also have a use for the following Poincar´e-type inequality for logu.

Proposition 2.3. Letube a positive solution ofLu=0 onB2rB2r(X0)D. Then sup

XBr(X0)

logu(X)logu X0 r2 G B2r X0

B2r(X0)

u(X)2

u(X)2 G(X)dX. (2.10) Proof. By (1.5) applied tov(X)=logu(X)logu(X0) withX=X0we have

∂B2r

logu(Q)logu X0

2r X0,Q=

B2r

g2r X0,YL logu(Y)dY, (2.11) whereg2randω2r denote the Green’s function and the elliptic measure forLinB2r. On the other hand, ifXBr(X0) and again by (1.5),

logu(X)logu X0

=

∂B2r

logu(Q)logu X0

2r(X,Q)

B2r

g2r X0,YL logu(Y)dY.

(2.12)

Therefore, since|L(logu(Y))||∇u(Y)|2/|u(Y)|2 and2r(X0,·)/dω2r(X,·) is essen- tially bounded by 1,

logu(X)logu X0

B2r

g2r X0,Yu(Y)2

u(Y)2 dY. (2.13) Applying Harnack’s inequality tou, and using an integral estimate in [3, page 286] we obtain

logu(X)logu X0 1 infB2ru(Y)2

B2r

g2r X0,Yu(Y)2dY

1

supB2ru(Y)2 r2 G B2r

B2r

u(Y)2G(Y)dY

r2

G B2r X0

B2r(X0)

u(Y)2

u(Y)2 G(Y)dY. (2.14)

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Theorem 2.4. Supposeuis a positive solution toLu=0 inD,ΔΔr(P0) is a surface ball in∂D, 0< α < β,μA(ω). Assume that for someλ >0,Nαlogu(P1)< λfor someP1S withd(P1;Δ)r. Then givenγ >1 there exist>0 and 0< δ <1/2 (depending only on the Aproperty ofμ, the Lipschitz character ofD, the ellipticity ofL,α,β, andn) such that

μPΔ:Nαrlogu(P)> γλ,βru(P)2λ,Mμ χGλδθμ(Δ), (2.15) whereGλ= {PΔ: [ᏹrβu(P)]2> λ}, and whereCis a constant depending onγand theA property ofμ.

Proof ofTheorem 2.4. Let E be the set in the left-hand side of (2.15) and let W= Γ+β)/2(E)D, denote its sawtooth region. It is well known that there is a pointX0W with the property thatd(X0,∂W)r. Define for,QE,

logu(Q)= sup

XΓrα(Q)W

logu(X)logu X0. (2.16)

Observe thatᏺloguCNαloguon∂D. In particular, satisfies the well-known weak- (1, 1) boundedness property, by Hardy-Littlewood’s maximal theorem.

The following lemma follows from the doubling property of ω, as in the “Main

Lemma” of [9] (see also [3, page 282]).

Lemma 2.5. Letνbe the harmonic measure ofWwith pole atX0, and letFΔ2r(P0) a Borel set. Define

ν(F)=ν(EF) +

j

ω FIj

ω IjSν Ij(∂WD), (2.17) where{Ij}is a Whitney decomposition of 2Δ\E, andIjis the projection ofIj onW. Then there existsθ,C >0 such that

ω(F) ω(Δ)C

ν(F) ν(Δ)

θ

, (2.18)

whereΔΔany surface ball.

The projection used above is a function mapping any pointPDto the pointP W in the radial direction ofP. Observe that in particular one hasd(Ij;Ij)d(Ij;E) diamIjrj. The “Main Lemma” mentioned above states that, with the notation of the previous lemma, we actually have

ω(F) ω(Δ)

θ

Cν(F). (2.19)

On the other hand, using that [ᏹrβlogu(P1)]2<λand (2.10) one may proceed as in [9, page 104], to obtainE⊂ {P:ᏺlogu(P)γλ}.

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To prove (2.15), sinceμA(ω), it suffices to prove that ifξ=γλ, then, for some θ >0,

ω QΔ:ᏺlogu(Q)> ξθω(Δ). (2.20) Proof of (2.20). LetHξ= {QΔ:ᏺlogu(Q)> ξ}. By (2.19), it will be enough to prove

ν Hξ

θ (2.21)

forξ1. We give the proof (2.21) in three steps. Observe first that by Chebyshev’s in- equality

ν Hξ

1 ξ

E(ᏺlog u)dν+

j

ω HξIj

ω IjS ν Ij(∂WD). (2.22) Step 1. We prove first thatω(HξIj)ω(IjS).

ForQHξIj one hasd(Q,E)diamIj; also, ifPEsatisfiesd(Q;P)diamIj, then there exists XΓα(Q)Γ(α+β)/2(P) with d(X;∂D)diamIj, and such that

|logu(X)logu(X0)|> ξ. So one may chooseβas a large multiple ofα, and for a con- stantρone hasᏺlog u > ξon the setΔρdiamIj(Q). The doubling property ofωimplies the first claim.

Step 2. Next we prove that

ν HξξC

Wg0 X0,Yu(Y)2

u(Y)2 dY, (2.23)

whereg0is the Green’s function ofLinW.

ForZIj(∂WD), by (2.10) and the choice of X,

logu(Z)logu(X)αu(P)2<λ. (2.24) Hence, for>0 small,|logu(Z)logu(X0)|> C. Therefore,

ν Hξ ξC

E(ᏺlog u)dν+

j

Ij

logu(Q)logu X0

. (2.25)

Since there is only a finite overlapping, we may use weak (1,1) estimates theorem to obtain with a different constantC,

ν HξξC

∂W

logu(Q)logu X0dν. (2.26)

By (1.5) applied to logu(X)logu(X0) with respect toν, ν Hξ

ξ

Wg0 X0,YLlogu(Y)dY

Wg0 X0,Yu(Y)2

u(Y)2 dY. (2.27)

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Step 3. We finally prove that

Wg0 X0,Yu(Y)2

u(Y)2 dYC. (2.28)

SetWr= {XW:d(X;∂D)τr}so that we can split the integral overWin the part away from the boundary and the one close to the boundary. Observe that by Harnack’s inequality

W\Wrg0 X0,Yu(Y)2

u(Y)2 dY 1 infW\Wru2

W\Wrg0 X0,Yu(Y)2dY. (2.29) Observe now that, applying (1.5),

W\Wrg0 X0,Y|∇u|2dY

W\Wrg0 X0,YAu,udY

W\Wrg0 X0,YLu2(Y)dY sup

XW\Wr/2

u(X)2.

(2.30)

By Harnack’s inequality again

W\Wrg0 X0,Yu(Y)2

u(Y)2 dYC. (2.31)

To handle the part close to the boundary observe that C

∂D\Gλ

rβu(Q)2dω(Q)

W

u(Y)2

u(Y)2 G(Y) d(Y)2

G B(Y)ψ(Y)dY, (2.32) whereψ(Y)=ω(X0;{P∂D\Gελ:Y Γrβ(P)}), and Gελis as in the statement of the theorem.

Observe also that forYWrthere existsYE∂D\Gελsuch thatYYd(Y) andYΓβ(Y). Hence, settingΔΔγd(Y)(Y) we haveΔ∂D\Gελ⊂ {P∂D\Gελ:Y Γrβ(P)}and consequently, by (1.10) and Harnack’s inequality,

ψ(Y)ω X0∂D\Gελ

=ω X0∂D\Gελ

ω X0 ω X0

ω Δ∂D\Gελ

ω(Δ) ω X0ω Δ∂D\Gελ ω(Δ)

g X0,YG B(Y) d2(Y)

.

(2.33)

By the definition ofE, sinceYE, thenμ(Δ∂D\Gελ)/μ(Δ) > ελ, and by theAprop- erty ofμ,

ψ(Y)g X0,YG B(Y)

d2(Y) . (2.34)

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Thus by (2.32)

Wrg0 X0,Yu(Y)2 u(Y)2 dY

Wg X0,Yu(Y)2

u(Y)2 dYC, (2.35)

which completes the proof of (2.21).

3. Applications to harmonic measure

The operatorsLᏱfor which their harmonic measures are inA(dσ) are not well char- acterized. The preservation of theA property under small perturbations of the main coefficients ofLwas proved in [10], and more recently in [11] a class of operators for which the harmonic measure is inA(dσ) is described. To have some criteria to deter- mine absolute continuity or singularity with respect to harmonic measure may therefore be of interest, and the results in this section go in this direction.

Given a Borel measureνdefined on∂D, we define u(X)=

∂DK(X,Q)dν(Q), (3.1)

whereK(X,Q)=(dωX/dω)(Q) is the kernel function associated toL(see [12]).

Theorem 3.1. Fixα >0 and for a positive Borel measureνletube the solution given by (3.1). Thenνis singular with respect toωif and only ifαu(Q)= ∞forω-almost everyQ.

The proof is a direct application of Theorems2.1and2.4, by proving that the sets A=

P∂D: lim

XP XΓ(P)

u(X)>0

, B=

P∂D:ᏹαu(P)<

(3.2) only differ in a set of nullωmeasure. However, there is an alternative proof based on sawtooth region techniques, independent from the arguments to prove Theorems2.1and 2.4. This was observed originally in [2] for the case of harmonic functions, and the proof that we include for its simplicity and for completeness is based in that original argument.

Proof. We divide the proof in two claims.

Claim 1. ω-almost every point ofAis inB.

Divide∂Dinto surface balls of finite overlappingΔiΔri(Pi) withri=r0/2, wherer0

is the constant of (1.10). LetEΔiAbe a closed set andε >0 such that 1

ε > lim

XP,XΓ(P)u(X)> ε (3.3) for everyPE. LetΓ(E)=

PEΓα(P) and recall that there existsX0Γ(E) whose dis- tance to∂Γ(E) is proportional tori. We denote byωΓthe harmonic measure ofΓ(E) with pole atX0.

Using (2.19) we can conclude thatωΓ(F)=0 impliesω(F)=0 wheneverFΔi, and so we will prove thatωΓ-almost every element inAis also inB. By Harnack’s inequality,

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renormalizingu, we may assume that for everyPE, inf

XΓ(P)

u(X)> ε, sup

XΓ(P)

u(X)<1

ε, (3.4)

whereΓ(P) has a slightly bigger aperture thanΓ(P). Thus we have ε < u(X)<1/ε for XΓ(E).

By Fubini’s theorem

Eαu(P)dωΓ(P)

E

Γ(P)

u(X)2 u(X)2

d2(X)

G B(X)G(X)dX dωΓ(P)

Γ(E)Ψ(X)u(X)2 u(X)2

d2(X)

G B(X)G(X)dX,

(3.5)

whereΨ(X)=ωΓαd(X)(X)) and Xis the radial projection ofX ontoΓ(E). By (1.10) the last quantity is controlled by

Γ(E)

u(X)2

u(X)2 gΓ X0,XdX <1 ε

Γ(E)

u(X)2gΓ X0,XdX, (3.6)

wheregΓ denotes the Green’s function for LonΓ(E). Since for any constantkone has L[(uk)2]=2Au,u, we conclude by Green’s identity (1.5) and Harnack’s inequal- ity that

Eαu(P)dωΓ(P)1 ε

sup

X∂Γ(E)\E

u(X)u(X0)2

<1/ε2

ε . (3.7)

This impliesᏹαu(P)<forωΓ-almost everyPE, which as observed above yields the claim.

Claim 2. ω-almost every point ofBis inA

Once again divide∂Dinto the surface ballsΔiΔri(Pi) as above, and letEΔibe a closed set of B, where u is nontangentially bounded and where ᏹαu(P)1 and limXPu(X)=0 nontangentially. We defineΓα(E)=

PEΓα(P) and use the same no- tation used in the previous claim.

The proof is by contradiction, and so we assume thatωΓ(E)>0. Applying once again (1.5)

logu(0) +

Γ(E)gΓ X0,YLlogu(Y)dY=

∂Γ(E)logu(P)dωΓ(P). (3.8) The proof will finish if we prove that the second term in the left is finite, since the right- hand side is unbounded, by the assumptionωΓ(E)>0. The contradiction will prove the claim.

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Note that|Llogu||∇u|2/u2and so we estimate that term as follows:

Γ(E)gΓ X0,YLlogu(Y)dY

Γα(E)

u(X)2

u2(X) gΓ X0,XdX

Γα(E)

u(X)2

u2(X) ωΓ Δαd(X)(X) d2(X)

G B(X)G(X)dX

Eαu(P)dωΓ(P)<,

(3.9) where in the second to last estimate we used (1.10), and in the last one Fubini’s theorem

is applied.

The proof of the next theorem is also based on the argument given originally for har- monic functions in [2, page 700]. We first record a consequence of the proof ofTheorem 2.4that we will explicitly use in the proof of the theorem, and that it was actually ob- served in [3] for solutions toLu=0. Notice that (2.15) impliesNαloguLq(dω)1 for someq >0 (see [3, page 291]). This, along with the argument in [3, page 288], implies NαloguBMO with BMO norm1, which suffices to prove the following improvement of the decay in the right-hand side of (2.15): with the notations ofTheorem 2.4, there are constantsc1,c2such that forγ > c1andλ >0 one has

μP∂D:Nαlogu(P)> γλ,βu(P)2λ

c1exp c2γλμP∂D:Nαlogu(P)> λ.

(3.10)

Theorem 3.2. With the notation introduced above, there exists a constantC=C(n,λ)>0 such that exp(C2αu)L1(∂D,dω) implies thatωandνare mutually absolutely continu- ous.

Proof. Define

M(P)=sup ν(Δ)

ω(Δ), ν(Δ)

ω(Δ) 1

, N(P)=suplogν(Δ) ω(Δ)

, (3.11)

where in both cases the supremum is taken over dyadic surface ballsΔcontainingP∂D.

It suffices then to prove thatML1(∂D,dω), and sinceeN=M, we can just prove that eNL1(∂D,dω). Now observe that by [12, Theorem I.2.5], ifP∂DandΔis a surface ball containingP, then

ν(Δ)

ω(Δ)u PΔNu(P), (3.12)

whereu(X) is as in (3.1), andPΔis a point inDwhose distance toPand to∂Dare both proportional to the radius ofΔ; in factPΔcan be chosen so thatPΔΓα(P). This implies

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Nαu(P)N(P) and so we can conclude

∂D eN1dω(P)=γ

0 eγλω P∂D:N(P)> γλ

γ

0 eγλω P∂D:Nα(P)> γλdλ.

(3.13)

Then by (3.10), and with>0 to be chosen,

∂D eN1dω(P)γ

0 eγλω P∂D:Nαlogu(P)> γλ,αu(X)2λ +γ

0 eγλω P∂D:αu(P)2>λ

γc1

0 eγλec2γλ/ω P∂D:Nαlogu(P)>λ +

∂D exp

γᏹ2(P)

1

! dω(P)

γc1

∂DNαlogu(P)dω(P) +

∂D exp

γ2(P)

1

! dω(P),

(3.14) wherehas been chosen sufficiently small so that 1c2/0. Now we bound the first term in the right-hand side by∂Dαu(P)dω(P) and in conclusion,

∂DeNdω(P)

∂Dexp

γ2(P)

dω(P)< (3.15)

and thus choosingC=γ/will prove the theorem.

Acknowledgment

Part of this work was presented in the 1016th Sectional Meeting of the American Math- ematical Society, and the author gratefully acknowledges the support from a PROMEP- Mexico Grant to attend this meeting.

References

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296, 1993.

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Jorge Rivera-Noriega: Facultad de Ciencias, Universidad Aut ´onoma del Estado de Morelos, Av. Universidad 1001, Col Chamilpa, 62209 Cuernavaca Mor CP, Mexico

Email address:[email protected]

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