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Brownian motion and harnack inequality for ... - Math.caltech.edu

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234 M. AIZENMAN AND B. SIMON<br />

which tends to zero as f&O, by Lemma 4.4. On the other h<strong>and</strong>,<br />

Since If(z)l S (const) g(z) in the<br />

where f is the integral kernel of (- +A + I)-'.<br />

region )zI 5 i (a restriction needed if Y = 2), this term goes to zero as a&O. These<br />

two estimates imply (4.4).<br />

For Y = I , let V E K,,<br />

Moreover,<br />

which vanishes as tL0.<br />

To prove the converse, let P,T(x - y) be the integral kernel of exp{ - sH,} <strong>and</strong><br />

suppose that Y 2 3. We claim that <strong>for</strong> Ix -yI 5 tl12 we have<br />

Postponing the proof of (4.5), we note that it implies that, <strong>for</strong> a sufficiently small,<br />

thus (4.4) implies V E K,,.<br />

Since P,,(x -y) = (2ns)-"/2exp( -(x -yI2/2s), we see that<br />

if Ix - yJ 5 f'12. This proves the required result (4.5).

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