Weighted inequalities involving Hardy and Copson operators

We characterize a four-weight inequality involving the Hardy operator and the Copson operator. More precisely, given $p_1, p_2, q_1, q_2 \in (0, \infty)$, we find necessary and sufficient conditions on nonnegative measurable functions $u_1, u_2, v_1, v_2$ on $(0,\infty)$ for which there exists a positive constant $c$ such that the inequality \begin{align*} &\bigg(\int_0^{\infty} \bigg(\int_0^t f(s)^{p_2} v_2(s)^{p_2} ds \bigg)^{\frac{q_2}{p_2}} u_2(t)^{q_2} dt \bigg)^{\frac{1}{q_2}} \notag \\ & \hspace{3cm} \leq c \bigg(\int_0^{\infty} \bigg(\int_t^{\infty} f(s)^{p_1} v_1(s)^{p_1} ds \bigg)^{\frac{q_1}{p_1}} u_1(t)^{q_1} dt \bigg)^{\frac{1}{q_1}} \end{align*} holds for every non-negative measurable function $f$ on $(0, \infty)$. The proof is based on discretizing and antidiscretizing techniques. The principal innovation consists in development of a new method which carefully avoids duality techniques and therefore enables us to obtain the characterization in previously unavailable situations, solving thereby a long-standing open problem. We then apply the characterization of the inequality to the establishing of criteria for embeddings between weighted Copson spaces $\operatorname{Cop}_{p_1,q_1} (u_1, v_1)$ and weighted Ces\`{a}ro spaces $\operatorname{Ces}_{p_2, q_2} (u_2, v_2)$, and also between spaces $S^q(w)$ equipped with the norm $\|f\|_{S^q(w)}= \bigg(\int_0^\infty [f^{**}(t)-f^*(t)]^q w(t)\,dt\bigg)^{{1}/{q}}$ and classical Lorentz spaces of type $\Lambda$.