First we investigate the contribution to 7.7 from the sum over u in 7.60, which is, by 7.43, 7.46 and Lemma 5.6,
X
~x
J
X
u ,v ,y
1
t
u
≤t
v
X
η
X
c
X
b
N +1
P
N
b
N +1
; ℓ
η
c, ℓu
p
b
N +1
P
N ′
b
N +1
, v ; c
| {z
}
≤ P
N +N ′+1
v ; ℓu
p
v ,y
1
τ~x
J \I
− y
1
× P {u −→ ~x
I
′
} ◦ {u −→ ~x
I \I
′
} .
7.61 Note that
|I| ≥ 2. By 5.79 and 5.89 and using P
y
1
p
v ,y
1
= O1 and t
v
t
J \I
, we can perform the sums over
~x
J
and y
1
to obtain 7.61
≤ ǫ O 1 + ¯t
J \I
|J\I|−1
1 + ¯t
I |I|−2
| {z
}
≤ 1+¯t
|J|−3
X
u ,v
t
u
≤t
v
t
J \I
, t
u
≤t
I
P
N +N ′+1
v
; ℓu
. 7.62
Then, by 1 + ¯t
−1
≤ 1 + t
−1
for |J| ≥ 2 and using 5.18, we obtain
7.62 ≤ ǫ
O ˆ β
T
N +N
′
1 + t 1 + ¯t
r −3
X
• s
′
t
J \I
ǫ O
β
T
1 + s
′ d
2
X
• s
≤s
′
∧t
I
ǫ 1 + s
≤ ǫ O ˆ
β
T
N +N
′
1 + t 1 + ¯t
r −3
X
• s
′
t
ǫ O
β
T
1 + s
′ d−42
+ X
• t
I
s
′
t
J \I
ǫ O
β
T
1 + t
I 2
1 + s
′ d
2
, 7.63
where the first sum is readily bounded by O ˆ β
T
∆
¯t
. The second sum is bounded as X
• t
I
s
′
t
J \I
ǫ O
β
T
1 + t
I 2
1 + s
′ d
2
≤ Oβ
T
1 + t
I 2
×
1 + t
I −d−22
d 2,
log1 + t
J \I
d = 2, 1 + t
J \I
2−d2
d 2,
7.64
which is further bounded by O ˆ β
T
∆
¯t
, using |I| ≥ 2 and t
I
≤ ¯t. Therefore, 7.63
≤ ǫ O ˆ
β
T
N +N
′
+1
∆
t
J \I
1 + t 1 + ¯t
r −3
. 7.65
Next we investigate the contribution to 7.7 from the sum over z in 7.60, which is, by 7.43, a version of 7.48 and 6.46,
X
~x
J
X
v ,z,y
1
t
z
t
v
X
η
X
c
X
b
N +1
P
N
b
N +1
; E
t
v
z, ℓ
η
c, ℓ~x
I
′
p
b
N +1
P
N ′
b
N +1
, v ; c
| {z
}
≤ Q
N +N ′+1
v ,z; ℓ~x
I ′
× p
v ,y
1
τ~x
J \I
− y
1
τ~x
I \I
′
− z. 7.66
881
By 5.79 and P
y
1
p
v ,y
1
= O1 and using the fact that t
v
t
z
≤ t
I \I
′
and t
v
t
J \I
, we can perform the sums over
~x
J \I
′
and y
1
to obtain 7.66
≤ O 1 + ¯t
J \I
|J\I|−1
1 + ¯t
I \I
′
|I\I
′
|−1
| {z
}
≤ 1+¯t
|J\I′|−2
X
~x
I ′
X
v ,z
t
v
t
z
≤t
I \I′
, t
v
t
J \I
Q
N +N ′+1
v , z;
ℓ~x
I
′
. 7.67
By repeatedly applying 5.18 to 6.20, we have X
v,z
Q
N +N ′+1
s,s
′
v, z; ℓ~t
I
′
≤ Oβ
T
2
O ˆ β
T
N +N
′
˜b
2
s,s
′
1 + s
′
∧ max
i ∈I
′
t
i
1 + ¯ s
′ ~t
I ′
|I
′
|−1
. 7.68
Since s
′
≤ t
I \I
′
, we have ¯ s
′ ~t
I ′
≤ ¯t. Therefore, by 7.56, 7.67
≤ O ˆ β
T
N +N
′
O 1 + ¯t
|J|−3
X
• s
t
J \I
s s
′
≤t
I \I′
1 + s
′
∧ max
i ∈I
′
t
i
˜b
2
s,s
′
β
2
T
≤ ǫ O ˆ
β
T
N +N
′
+2
∆
t
I \I′
1 + t 1 + ¯t
r −3
. 7.69
When d 4, the above ˆ
β
T
is replaced by β.
Summarising 7.60, 7.65 and 7.69, we now conclude that 7.7 for |I| ≥ 2 also holds. This
together with 7.57 completes the proof of 7.7. Proof of Lemma 7.3. As we have done so far,
β
T
and ˆ β
T
below are both replaced by β when d 4.
First we prove 7.54. By 1 + t
∨2−d2
≤ ∆
t
and t ≤ ¯t for |J| ≥ 2 and using 7.27, we obtain
X
• s
≤t
˜b
2
s,t
j
δ
s,t
j
β
T
≤ ǫ 1 + t
j ∨2−d2
log1 + t
j δ
d,2
1 + t
j d−22
δ
t ,t
j
β
T
= ǫ
1 + t
4 −d
2
∨3−d
log1 + t
δ
d,2
1 + t β
T
≤ ǫ 1 + t
∨2−d2
1 + t O ˆ
β
T
≤ ǫ ∆
¯t
1 + t O ˆ
β
T
. 7.70
For d 2, we use 1 + t
−d−22
≤ 1 + t
−1
1 + t
j ∨4−d2
and 7.27 if d ∈ 2, 4], so that
X
• s
≤t
˜b
2
s,t
j
β
2
T
≤ X
• s
≤t
ǫ
2 −δ
s,t j
1 + s
d−22
1 + t
j
− s
d−22
β
2
T
≤ ǫ 1 + t
j ∨4−d2
log1 + t
j δ
d,4
1 + t
d−22
O β
2
T
≤ ǫ 1 + t
j ∨4−d
log1 + t
j δ
d,4
1 + t O
β
2
T
≤ ǫ O ˆ
β
T
2
1 + t .
7.71
882
For d ≤ 2, on the other hand, we use 7.27 and 1 + t
j −1
≤ 1 + t
−1
to obtain X
• s
≤t
˜b
2
s,t
j
β
2
T
≤ 1 + t
j 2−d2
log1 + t
j δ
d,2
X
• s
≤t
ǫ
2 −δ
s,t j
1 + s
d−22
β
2
T
≤ ǫ O ˆ β
T
1 + t
j 2−d2
β
T
≤ ǫ O ˆ
β
T
1 + t 1 + t
j 4−d2
β
T
≤ ǫ O ˆ
β
T
2
1 + t .
7.72 Since ∆
¯t
≥ 1, this completes the proof of 7.54. To prove 7.55, we simply use 7.27 and t
≤ ¯t to obtain X
• s
≤t
˜b
2
s,s
β
T
≤ X
• s
≤t
ǫ
2 −δ
s,2 ǫ
1 + s
∨2−d2
log1 + s
δ
d,2
1 + s
d−22
β
T
≤ ǫ O ˆ β
T
1 + t
∨2−d2
≤ ǫ O ˆ β
T
∆
¯t
, 7.73
and use t ≤ t
I
≤ ¯t for |I| ≥ 2 and use 7.27 twice to obtain X
• s
≤t s
≤s
′
≤t
I
˜b
2
s,s
′
β
2
T
≤ ǫ O ˆ β
T
X
• s
≤t
ǫ
1 −δ
s,2 ǫ
1 + s
d−22
β
T
≤ ǫ O ˆ β
T
2
. 7.74
This completes the proof of 7.55. Finally we prove 7.56, for d
2 and d ≤ 2 separately the latter is easier. For brevity, we introduce the notation
T
I
′
= max
i ∈I
′
t
i
. 7.75
Note that t
I \I
′
∧ T
I
′
≤ ¯t since I
′
and I \ I
′
are both nonempty. Then, for d 2,
X
• s
≤t
J \I
s ≤s
′
≤t
I \I′
1 + s
′
∧ T
I
′
˜b
2
s,s
′
β
2
T
= X
• s
′
≤t
I \I′
1 + s
′
∧ T
I
′
X
• s
≤s
′
∧t
J \I
ǫ
3 −δ
s,s′
−δ
s,2 ǫ
δ
s′,2 ǫ
1 + s
d−22
1 + s
′
− s
d−22
β
2
T
≤ ǫ O ˆ β
T
X
• s
′
≤t
I \I′
ǫ
1 −δ
s′,2 ǫ
1 + s
′
∧ T
I
′
1 + s
′ d−22
β
T
≤ ǫ O ˆ β
T
X
• s
′
≤¯t
ǫ
1 −δ
s′,2 ǫ
β
T
1 + s
′ d−42
+ X
• T
I ′
≤s
′
≤t
I \I′
ǫ
1 −δ
s′,2 ǫ
1 + T
I
′
β
T
1 + s
′ d−22
, 7.76 where the second sum in the last line is interpreted as zero if T
I
′
t
I \I
′
. The first sum is readily bounded by O ˆ
β
T
∆
¯t
, whereas the second sum, if it is nonzero so that, in particular, T
I
′
≤ ¯t, is bounded by
X
• T
I ′
≤s
′
≤t
I \I′
ǫ
1 −δ
s′,2 ǫ
1 + T
I
′
β
T
1 + s
′ d−22
≤ Oβ
T
1 + T
I
′
×
1 + T
I
′
−d−42
d 4
log1 + t
I \I
′
d = 4 1 + t
I \I
′
4−d2
d 4
≤ O ˆ β
T
∆
¯t
. 7.77
883
Therefore, the right-hand side of 7.76 is bounded by ǫO ˆ
β
T
2
∆
¯t
, as required. For d
≤ 2, we use 7.27 twice and 1 + t
I \I
′
∧ T
I
′
≤ 1 + ¯t = ∆
¯t
to obtain X
• s
≤t
J \I
s ≤s
′
≤t
I \I′
1 + s
′
∧ T
I
′
˜b
2
s,s
′
β
2
T
≤ ǫ O ˆ β
T
∆
¯t
X
• s
′
≤t
I \I′
ǫ
1 −δ
s′,2 ǫ
β
T
1 + s
′ d−22
≤ ǫ O ˆ β
T
2
∆
¯t
. 7.78
This completes the proof of 7.56 and hence of Lemma 7.3.
7.4 Proof of 7.8