[proofplan]
The proof compares the second variation of radial geodesics in $M$ with the corresponding one-dimensional model Jacobi field in the space form of curvature $k$. Since $x$ is in the regular domain $\Omega_p$, the distance function is smooth at $x$, and the radial Jacobi field with endpoint value $X$ computes $\operatorname{Hess} r_p(X,X)$ through the index form. The hypothesis $\operatorname{sn}_k(s)>0$ on $(0,t]$ supplies the no-conjugate condition for the model. Under $K \ge k$, the [index lemma](/theorems/5349) and the explicit model variation give the upper bound; under $K \le k$, Rauch comparison for radial Jacobi tensors gives the lower bound for the radial shape operator.
[/proofplan]
[step:Reduce the Hessian to the index form of the radial Jacobi field]
Fix $X \in T_xM$ with $g(X,\nabla r_p(x))=0$. If $X=0$, both desired inequalities read $0 \le 0$ or $0 \ge 0$, so assume $X \ne 0$.
Let $\mathcal{L}^1$ denote one-dimensional [Lebesgue measure](/page/Lebesgue%20Measure) on $[0,t]$. The completeness of $(M,g)$ ensures, by the [Hopf-Rinow geodesic existence theorem](/page/Hopf-Rinow%20geodesic%20existence%20theorem), that the global distance function $r_p:M\to[0,\infty)$ is realized by minimizing geodesics from $p$. In this proof, the regular domain $\Omega_p$ denotes the complement of $p$ and its cut locus. Thus $x\in\Omega_p$ means that $x$ is reached by a unique minimizing radial geodesic and that no conjugate point to $p$ occurs before or at $x$. Define this unit-speed minimizing geodesic by
\begin{align*}
\gamma: [0,t] &\to M \\
s &\mapsto \gamma(s),
\end{align*}
with $\gamma(0)=p$, $\gamma(t)=x$, and $|\dot\gamma(s)|=1$ for every $s\in[0,t]$. We use the standard model functions $\operatorname{sn}_k:[0,\infty)\to\mathbb{R}$ and $\operatorname{ct}_k:(0,\infty)\to\mathbb{R}$ defined by
\begin{align*}
\operatorname{sn}_k''+k\operatorname{sn}_k=0,\qquad \operatorname{sn}_k(0)=0,\qquad \operatorname{sn}_k'(0)=1,
\end{align*}
and, where $\operatorname{sn}_k(s)>0$, by
\begin{align*}
\operatorname{ct}_k(s):=\frac{\operatorname{sn}_k'(s)}{\operatorname{sn}_k(s)}.
\end{align*}
Hence the radial Jacobi boundary problem has a unique solution
\begin{align*}
J: [0,t] &\to TM
\end{align*}
along $\gamma$ satisfying
\begin{align*}
J(0)=0, \qquad J(t)=X, \qquad J(s) \perp \dot{\gamma}(s) \quad \text{for all } s \in [0,t].
\end{align*}
Let $R$ denote the Riemann curvature tensor of the Riemannian manifold $(M,g)$, using the convention
\begin{align*}
R(U_1,U_2)U_3
:=
\nabla_{U_1}\nabla_{U_2}U_3
-
\nabla_{U_2}\nabla_{U_1}U_3
-
\nabla_{[U_1,U_2]}U_3
\end{align*}
for smooth vector fields $U_1,U_2,U_3 \in \mathfrak{X}(M)$. All comparison results cited below are used with this same curvature convention; in particular, for orthonormal vectors $U,V\in T_qM$, the sectional curvature of $\operatorname{span}\{U,V\}$ is $g(R(V,U)U,V)$. Define the index form along $\gamma$ on piecewise smooth vector fields $V,W$ along $\gamma$ with $V(s),W(s)\perp \dot{\gamma}(s)$ by
\begin{align*}
I(V,W)
:=
\int_0^t
\left(
g(\nabla_{\dot{\gamma}}V,\nabla_{\dot{\gamma}}W)
-
g(R(V,\dot{\gamma})\dot{\gamma},W)
\right)
\, d\mathcal{L}^1(s).
\end{align*}
By the [Hessian-index identity for the distance function](/page/Hessian-index%20identity%20for%20the%20distance%20function), applied on the cut-locus-free interval $[0,t]$,
\begin{align*}
\operatorname{Hess} r_p(X,X)=I(J,J).
\end{align*}
[/step]
[step:Compare with the model endpoint field under the lower curvature bound]
Assume first that every radial sectional curvature along $\gamma$ is at least $k$. Let
\begin{align*}
E: [0,t] &\to TM
\end{align*}
be the parallel vector field along $\gamma$ satisfying
\begin{align*}
E(t)=\frac{X}{|X|}.
\end{align*}
Then $E(s)\perp \dot{\gamma}(s)$ and $|E(s)|=1$ for every $s \in [0,t]$, because parallel transport preserves inner products and $E(t)\perp \dot{\gamma}(t)=\nabla r_p(x)$.
Define the scalar comparison function
\begin{align*}
a: [0,t] &\to \mathbb{R} \\
s &\mapsto \frac{\operatorname{sn}_k(s)}{\operatorname{sn}_k(t)}
\end{align*}
and define the model endpoint field
\begin{align*}
V: [0,t] &\to TM \\
s &\mapsto |X|\,a(s)\,E(s).
\end{align*}
Then $V(0)=0$ and $V(t)=X$. By the [Index Lemma for Jacobi Fields](/page/Index%20Lemma%20for%20Jacobi%20Fields), applied on an interval with no conjugate point to $p$ before or at $t$,
\begin{align*}
I(J,J) \le I(V,V).
\end{align*}
Since $\nabla_{\dot{\gamma}}E=0$, we have
\begin{align*}
\nabla_{\dot{\gamma}}V(s)=|X|\,a'(s)\,E(s).
\end{align*}
The radial curvature lower bound gives
\begin{align*}
g(R(E(s),\dot{\gamma}(s))\dot{\gamma}(s),E(s))
=
K(\operatorname{span}\{\dot{\gamma}(s),E(s)\})
\ge k.
\end{align*}
Therefore
\begin{align*}
I(V,V)
&=
|X|^2
\int_0^t
\left(
(a'(s))^2
-
a(s)^2 g(R(E(s),\dot{\gamma}(s))\dot{\gamma}(s),E(s))
\right)
\, d\mathcal{L}^1(s) \\
&\le
|X|^2
\int_0^t
\left(
(a'(s))^2-k a(s)^2
\right)
\, d\mathcal{L}^1(s).
\end{align*}
[guided]
The comparison field should have the same endpoints as the true Jacobi field, because the index lemma compares fields with fixed endpoint values. Since $X$ is orthogonal to the radial direction at $x$, we parallel transport the unit vector $X/|X|$ backward along $\gamma$. This gives a vector field
\begin{align*}
E: [0,t] &\to TM
\end{align*}
with $E(t)=X/|X|$, $\nabla_{\dot{\gamma}}E=0$, $|E(s)|=1$, and $E(s)\perp \dot{\gamma}(s)$ for every $s$. Orthogonality is preserved because
\begin{align*}
\frac{d}{ds}g(E(s),\dot{\gamma}(s))
=
g(\nabla_{\dot{\gamma}}E,\dot{\gamma})
+
g(E,\nabla_{\dot{\gamma}}\dot{\gamma})
=
0,
\end{align*}
where the first term vanishes by parallelness and the second because $\gamma$ is a geodesic.
The model scalar factor is chosen so that it vanishes at $s=0$ and equals $1$ at $s=t$:
\begin{align*}
a: [0,t] &\to \mathbb{R} \\
s &\mapsto \frac{\operatorname{sn}_k(s)}{\operatorname{sn}_k(t)}.
\end{align*}
This is well-defined because the theorem assumes $\operatorname{sn}_k(s)>0$ for every $s\in(0,t]$, and in particular $\operatorname{sn}_k(t)>0$. This same hypothesis records that the model radial Jacobi field has no zero before or at time $t$. The corresponding comparison field is
\begin{align*}
V: [0,t] &\to TM \\
s &\mapsto |X|\,a(s)\,E(s).
\end{align*}
It satisfies $V(0)=0$ because $\operatorname{sn}_k(0)=0$, and $V(t)=X$ because $a(t)=1$ and $E(t)=X/|X|$.
The actual field $J$ is the unique Jacobi field with the same endpoint values. Since $x$ is outside the cut locus of $p$, there is no conjugate point to $p$ along $\gamma|_{(0,t]}$. The index lemma for Jacobi fields applies to piecewise smooth perpendicular fields along a geodesic segment with fixed endpoint values when the initial endpoint has no conjugate point in the open terminal interval. Those hypotheses are satisfied here: $J$ is the Jacobi field with $J(0)=V(0)=0$, $J(t)=V(t)=X$, both fields are perpendicular to $\dot\gamma$, and the preceding no-conjugate condition holds. Hence
\begin{align*}
I(J,J) \le I(V,V).
\end{align*}
We now compute $I(V,V)$. Since $E$ is parallel,
\begin{align*}
\nabla_{\dot{\gamma}}V(s)=|X|\,a'(s)\,E(s),
\end{align*}
and therefore
\begin{align*}
g(\nabla_{\dot{\gamma}}V,\nabla_{\dot{\gamma}}V)=|X|^2(a'(s))^2.
\end{align*}
Also,
\begin{align*}
g(R(V,\dot{\gamma})\dot{\gamma},V)
=
|X|^2 a(s)^2
g(R(E,\dot{\gamma})\dot{\gamma},E).
\end{align*}
Because $E(s)$ is unit and orthogonal to $\dot{\gamma}(s)$, the last curvature term is exactly the radial sectional curvature of the plane $\operatorname{span}\{\dot{\gamma}(s),E(s)\}$. The hypothesis $K \ge k$ gives
\begin{align*}
g(R(E(s),\dot{\gamma}(s))\dot{\gamma}(s),E(s)) \ge k.
\end{align*}
Substituting this into the index form yields
\begin{align*}
I(V,V)
&=
|X|^2
\int_0^t
\left(
(a'(s))^2
-
a(s)^2 g(R(E(s),\dot{\gamma}(s))\dot{\gamma}(s),E(s))
\right)
\, d\mathcal{L}^1(s) \\
&\le
|X|^2
\int_0^t
\left(
(a'(s))^2-k a(s)^2
\right)
\, d\mathcal{L}^1(s).
\end{align*}
This is the precise point where the curvature lower bound is converted into an upper bound for the Hessian.
[/guided]
[/step]
[step:Evaluate the model index integral]
Since $\operatorname{sn}_k$ satisfies $\operatorname{sn}_k''+k\operatorname{sn}_k=0$, the function $a$ satisfies
\begin{align*}
a''+ka=0, \qquad a(0)=0, \qquad a(t)=1.
\end{align*}
Hence
\begin{align*}
\frac{d}{ds}\bigl(a(s)a'(s)\bigr)
=
(a'(s))^2+a(s)a''(s)
=
(a'(s))^2-k a(s)^2.
\end{align*}
Integrating with respect to one-dimensional Lebesgue measure gives
\begin{align*}
\int_0^t
\left(
(a'(s))^2-k a(s)^2
\right)
\, d\mathcal{L}^1(s)
=
a(t)a'(t)-a(0)a'(0)
=
a'(t).
\end{align*}
Since
\begin{align*}
a'(t)=\frac{\operatorname{sn}_k'(t)}{\operatorname{sn}_k(t)}
=
\operatorname{ct}_k(t),
\end{align*}
we obtain
\begin{align*}
\operatorname{Hess} r_p(X,X)
=
I(J,J)
\le
I(V,V)
\le
\operatorname{ct}_k(t)|X|^2.
\end{align*}
This proves the comparison estimate under the radial curvature lower bound.
[/step]
[step:Apply Rauch comparison in the opposite curvature direction]
Assume now that every radial sectional curvature along $\gamma$ is at most $k$. Let $P_s:T_xM\to T_{\gamma(s)}M$ denote parallel transport backward along $\gamma$ from time $t$ to time $s$, and let
\begin{align*}
A(s): \{Y\in T_xM:g(Y,\dot{\gamma}(t))=0\} &\to \{\dot{\gamma}(s)\}^{\perp}\subset T_{\gamma(s)}M
\end{align*}
be the radial Jacobi tensor determined by
\begin{align*}
A(0)=0, \qquad \nabla_{\dot{\gamma}}A(0)=P_0.
\end{align*}
Here $\nabla_{\dot{\gamma}}A(0)=P_0$ means that for every $Y\in T_xM$ with $g(Y,\dot{\gamma}(t))=0$, the vector field $s\mapsto A(s)Y$ satisfies
\begin{align*}
\left(\nabla_{\dot{\gamma}}(A(\cdot)Y)\right)(0)=P_0Y.
\end{align*}
Because $x\in \Omega_p$, the operator $A(t)$ is invertible on the orthogonal complement of $\dot{\gamma}(t)$.
Define the radial shape operator
\begin{align*}
S(t): \{\dot{\gamma}(t)\}^{\perp} &\to \{\dot{\gamma}(t)\}^{\perp}
\end{align*}
by
\begin{align*}
S(t)Y := \nabla_Y \nabla r_p.
\end{align*}
For $Y\perp \dot{\gamma}(t)$, the Jacobi tensor identity gives
\begin{align*}
g(S(t)Y,Y)=\operatorname{Hess}r_p(Y,Y).
\end{align*}
The [Rauch Comparison Theorem for Jacobi Tensors](/page/Rauch%20Comparison%20Theorem%20for%20Jacobi%20Tensors) in its radial Hessian form applies on $[0,t]$: with the curvature convention fixed above, if the manifold radial Jacobi tensor is nonsingular on $(0,t]$, the model radial Jacobi tensor of constant curvature $k$ is nonsingular on $(0,t]$, and the radial sectional curvatures satisfy $K \le k$, then the radial shape operator is bounded below by the model shape operator as a quadratic form. The nonsingularity hypotheses hold because $x\in\Omega_p$ for the manifold tensor and because the theorem assumes $\operatorname{sn}_k(s)>0$ for every $s\in(0,t]$ for the model tensor. Thus Rauch comparison gives
\begin{align*}
g(S(t)Y,Y) \ge \operatorname{ct}_k(t)|Y|^2
\end{align*}
for every $Y\in \{\dot{\gamma}(t)\}^{\perp}$. Taking $Y=X$ yields
\begin{align*}
\operatorname{Hess}r_p(X,X)\ge \operatorname{ct}_k(t)|X|^2.
\end{align*}
[guided]
For the reverse inequality, the index-minimizing argument alone is not enough: the index lemma always says that the true Jacobi field has no larger index than any competitor with the same endpoints. To obtain a lower bound for the Hessian, we use the stronger Rauch comparison theorem for radial Jacobi tensors.
The geometric object being compared is the radial shape operator. Let $P_s:T_xM\to T_{\gamma(s)}M$ be parallel transport backward along $\gamma$ from time $t$ to time $s$. Define the Jacobi tensor
\begin{align*}
A(s): \{Y\in T_xM:g(Y,\dot{\gamma}(t))=0\} &\to \{\dot{\gamma}(s)\}^{\perp}\subset T_{\gamma(s)}M
\end{align*}
by the initial conditions
\begin{align*}
A(0)=0, \qquad \nabla_{\dot{\gamma}}A(0)=P_0.
\end{align*}
For each endpoint vector $Y\perp \dot{\gamma}(t)$, the field $s\mapsto A(s)A(t)^{-1}Y$ is the unique perpendicular Jacobi field along $\gamma$ that vanishes at $s=0$ and equals $Y$ at $s=t$. The assumption $x\in\Omega_p$ ensures that no conjugate point occurs along $\gamma|_{(0,t]}$, so $A(t)$ is invertible on the orthogonal complement of $\dot{\gamma}(t)$.
The radial shape operator is the map
\begin{align*}
S(t): \{\dot{\gamma}(t)\}^{\perp} &\to \{\dot{\gamma}(t)\}^{\perp}
\end{align*}
defined by
\begin{align*}
S(t)Y := \nabla_Y\nabla r_p.
\end{align*}
Since $r_p$ is smooth at $x=\gamma(t)$, this operator is well-defined, and for every $Y\perp \dot{\gamma}(t)$ we have
\begin{align*}
g(S(t)Y,Y)=\operatorname{Hess}r_p(Y,Y).
\end{align*}
Rauch comparison for Jacobi tensors compares this operator with the corresponding model operator in the simply [connected space](/page/Connected%20Space) form of constant curvature $k$. The model radial Jacobi factor is $\operatorname{sn}_k(s)$, so the model shape operator at radius $t$ is multiplication by
\begin{align*}
\frac{\operatorname{sn}_k'(t)}{\operatorname{sn}_k(t)}
=
\operatorname{ct}_k(t).
\end{align*}
The hypotheses required for the comparison are exactly the ones in force: the manifold interval contains no conjugate point before or at $t$ because $x\in\Omega_p$, the model tensor is nonsingular throughout $(0,t]$ because the theorem assumes $\operatorname{sn}_k(s)>0$ for every $s\in(0,t]$, and the radial sectional curvatures satisfy $K\le k$. Therefore the [Rauch Comparison Theorem for Jacobi Tensors](/page/Rauch%20Comparison%20Theorem%20for%20Jacobi%20Tensors) gives
\begin{align*}
g(S(t)Y,Y)\ge \operatorname{ct}_k(t)|Y|^2
\end{align*}
for every $Y\perp \dot{\gamma}(t)$. Since $\dot{\gamma}(t)=\nabla r_p(x)$ and $X\perp\nabla r_p(x)$, we may take $Y=X$ and obtain
\begin{align*}
\operatorname{Hess}r_p(X,X)
=
g(S(t)X,X)
\ge
\operatorname{ct}_k(t)|X|^2.
\end{align*}
[/guided]
[/step]
[step:Combine the two curvature directions]
The first comparison proves the stated upper Hessian bound when all radial sectional curvatures along $\gamma$ are bounded below by $k$. The Rauch comparison step proves the stated lower Hessian bound when all radial sectional curvatures along $\gamma$ are bounded above by $k$. Together with the already handled case $X=0$, this proves both assertions for every $X\in T_xM$ satisfying $g(X,\nabla r_p(x))=0$.
[/step]