Ornstein-Uhlenbeck semigroup maximal operator on weighted $L^p$ space

Abstract

Let $(\mathcal{H}\_t)_{t \geq 0}$ denote the standard Ornstein-Uhlenbeck semigroup over ambient space $\mathbb R^d$ equipped with Gaussian measure $d\gamma(x) = e^{-|x|^2} dx$. Further let $\mathcal{H}^*(f)(x) = \sup_{t>0} \mathcal{H}_t(|f|)(x)$ denote the associated maximal operator. Since $(\mathcal{H}_t)_{t \geq 0}$ is a Markovian semigroup over $(\mathbb R^d,d\gamma(x))$, it is well known that $\mathcal{H}^*$ is bounded on $L^p(\mathbb R^d,d\gamma(x))$ for all $1<p \leq \infty$. We show that $\mathcal{H}^*$ is also bounded on the weighted space $L^p(\mathbb{R}^d,\omega(x)e^{-\frac{p}{2}|x|^2}dx)$ for $1<p<\infty$, for weights $\omega\,: \mathbb R^d \to (0,\infty)$ belonging to a certain Muckenhoupt type class $A^\alpha_p$, where $\alpha \in [0,1)$. Essentially, a weight $\omega$ belongs to $A^\alpha_p$ if and only if $\omega(Q) \omega^{-\frac{1}{p-1}}(Q)^{p-1} \leq C |Q|^p$ for all cubes $Q$ contained in any reference cube $N_\alpha(R_x) \subseteq \mathbb R^d$, where the well chosen family $(N_\alpha(R_x))_{x \in \mathbb R^d}$ covers $\mathbb R^d$, $N_\alpha(R_x)$ contains $x$ and the side length of $N_\alpha(R_x)$ is comparable to $1/\max(1,|x|)^\alpha$, with constants depending only on $d$. The class $A^\alpha_p$ contains the usual Muckenhoupt class. We also use the weight class $A_p^{loc}$ from \cite[Definition 2.2]{B} defined in a similar way as $A^\alpha_p$ but with dyadic subcubes contained in some $N(R)$ built over the Gaussian dyadic grid (see below), and we show that the local part $\sup_{t>0}\mathcal{H}_t(|f|\chi_{N(R_x)})(x)$ is bounded on $L^p(\mathbb{R}^d,\omega(x)e^{-\frac{p}{2}|x|^2}dx)$ if and only if $\omega \in A^{loc}_p$.