[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]