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Let and . Recently, to characterize the weighted boundedness of maximal operator on Choquet integrals based on Hausdorff content , a class of Capacity Muckenhoupt weights is introduced, denoted by , and, for any fixed , this new class of weights is proved to satisfy the self-improving property with respect to the index . In this note, we show that, for every fixed , the class of capacity Muckenhoupt weights fails to satisfy the self-improving property with respect to the index .

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