Two-weight $L^p\to L^q$ bounds for positive dyadic operators in the case $0<q< 1 \le p<\infty$

Abstract: Let $\sigma$, $\omega$ be measures on $\mathbb{R}^d$, and let ${\lambda_Q}{Q\in\mathcal{D}}$ be a family of non-negative reals indexed by the collection $\mathcal{D}$ of dyadic cubes in $\mathbb{R}^d$. We characterize the two-weight norm inequality, \begin{equation*} \lVert T\lambda(f\sigma)\rVert_{L^q(\omega)}\le C \, \lVert f \rVert_{L^p(\sigma)}\quad \text{for every $f\in L^p(\sigma)$,} \end{equation*} for the positive dyadic operator \begin{equation*} T_\lambda(f\sigma):= \sum_{Q\in \mathcal{D}} \lambda_Q \, \Big(\frac{1}{\sigma(Q)} \int_Q f\mathrm{d}\sigma\Big) \, 1_Q \end{equation*} in the difficult range $0<q<1 \le p<\infty$ of integrability exponents. This range of the exponents $p, q$ appeared recently in applications to nonlinear PDE, which was one of the motivations for our study. Furthermore, we introduce a scale of discrete Wolff potential conditions that depends monotonically on an integrability parameter, and prove that such conditions are necessary (but not sufficient) for small parameters, and sufficient (but not necessary) for large parameters. Our characterization applies to Riesz potentials $I_\alpha (f \sigma) = (-\Delta)^{-\frac{\alpha}{2}} (f\sigma) $ ($0<\alpha<d$), since it is known that they can be controlled by model dyadic operators. The weighted norm inequality for Riesz potentials in this range of $p, q$ has been characterized previously only in the special case where $\sigma$ is Lebesgue measure.