396 8. APPLICATIONS OF THE REDUCED DISTANCE
PROOF. We justify the differentiation under the integral sign in equality
(8.17). Consider the difference quotient for the reduced volume integrand:
( T + h)-n/2e-£(q,r+h) dμg(r+h)(q) _ T-n/2e-£(q,r)
<I>( h)::::::: dμg(r)(q)
q,T,. h
Note that
(8.29) ddV ( T) = ( 4n)-n/^2. lim r <I>( q, T, h)dμg(r) ( q)'
T h~~.
so that the time-derivative of V ( T) exists if the limit on the RHS exists. At
any point (q, T) where f, is differentiable (e.g., for each T, a.e. on M), we
have
lim <I>(q, T, h) = T-n/^2 exp [-f (q, T)] (:_!!.__ - ~e + R).
h-+0 2T UT
Recall by Lebesgue's dominated convergence theorem that if we can show
there exists a function ]! ( q, T) such that for T > 0 there exists Er > 0 where
(8.30) J<I>(q, T, h)J .:::; \]! (q, T) on M
for h E (-En Er), and JM]! (q, T) dμg(r) (q) < oo, then
lim r <l>(q, T, h)dμg(r) (q) = r lim <l>(q, T, h)dμg(r) (q).
h-+0 JM JM h-+0
Thus, provided we have (8.30),
d
d V (T) = (4n)-n/^2 r lim <l>(q, T, h)dμg(r) (q)
T JM h-+O
= (4n)-n/^2 r T-n/^2 exp [-f (q, T)] (-!!.__ - {)f, + .R) dμ (r) (q)
JM 2T 8T g
.:::; o,
where the last inequality follows from (7.151). This is the reduced volume
monotonicity formula.
To see (8.30), we first observe that
is a locally Lipschitz function of h near h = 0, for T > 0 fixed. (Note that
1(q, T, 0) = 0.) Hence 1(q, T, h) is an absolutely continuous function of