Two weight norm inequalities for the $g$ function

Abstract

Given two weights $\sigma, w$ on $\mathbb R ^{n}$, the classical $g$-function satisfies the norm inequality $\lVert g (f\sigma)\rVert_{L ^2 (w)} \lesssim \lVert f\rVert_{L ^2 (\sigma)}$ if and only if the two weight Muckenhoupt $A_2$ condition holds, and a family of testing conditions holds, namely \begin{equation*} \iint_{Q (I)} (\nabla P_t (\sigma \mathbf 1_I)(x, t))^2 \; dw \, t dt \lesssim \sigma (I) \end{equation*} uniformly over all cubes $I \subset \mathbb R ^{n}$, and $Q (I)$ is the Carleson box over $I$. A corresponding characterization for the intrinsic square function of Wilson also holds.