Bounded mean oscillation

In harmonic analysis in mathematics, a function of bounded mean oscillation, also known as a BMO function, is a real-valued function whose mean oscillation is bounded (finite). The space of functions of bounded mean oscillation (BMO), is a function space that, in some precise sense, plays the same role in the theory of Hardy spaces H^p that the space L^∞ of essentially bounded functions plays in the theory of L^p-spaces: it is also called John–Nirenberg space, after Fritz John and Louis Nirenberg who introduced and studied it for the first time.

Historical note

According to Nirenberg (1985, p. 703 and p. 707),^[1] the space of functions of bounded mean oscillation was introduced by John (1961, pp. 410–411) in connection with his studies of mappings from a bounded set Ω belonging to Rⁿ into Rⁿ and the corresponding problems arising from elasticity theory, precisely from the concept of elastic strain: the basic notation was introduced in a closely following paper by John & Nirenberg (1961),^[2] where several properties of this function spaces were proved. The next important step in the development of the theory was the proof by Charles Fefferman^[3] of the duality between BMO and the Hardy space H¹, in the noted paper Fefferman & Stein 1972: a constructive proof of this result, introducing new methods and starting a further development of the theory, was given by Akihito Uchiyama.^[4]

Definition

Definition 1. The mean oscillation of a locally integrable function u over a hypercube^[5] Q in Rⁿ is defined as the value of the following integral:

$\frac{1}{|Q|}\int_{Q}|u(y)-u_Q|\,\mathrm{d}y$

where

• |Q| is the volume of Q, i.e. its Lebesgue measure
• u_Q is the average value of u on the cube Q, i.e.

$u_Q=\frac{1}{|Q|}\int_{Q} u(y)\,\mathrm{d}y$.

Definition 2. A BMO function is a locally integrable function u whose mean oscillation supremum, taken over the set of all cubes Q contained in Rⁿ, is finite.

Note 1. The supremum of the mean oscillation is called the BMO norm of u.^[6] and is denoted by ||u||_BMO (and in some instances it is also denoted ||u||_∗).

Note 2. The use of cubes Q in Rⁿ as the integration domains on which the mean oscillation is calculated, is not mandatory: Wiegerinck (2001) uses balls instead and, as remarked by Stein (1993, p. 140), in doing so a perfectly equivalent definition of functions of bounded mean oscillation arises.

Notation

• The universally adopted notation used for the set of BMO functions on a given domain Ω is BMO(Ω): when Ω = Rⁿ, BMO(Rⁿ) simply symbolized as BMO.
• The BMO norm of a given BMO function u is denoted by ||u||_BMO: in some instances, it is also denoted as ||u||_∗.

Basic properties

BMO functions are locally p–integrable

BMO functions are locally L^p if 0 < p < ∞, but need not be locally bounded.

BMO is a Banach space

Constant functions have zero mean oscillation, therefore functions differing for a constant c > 0 can share the same BMO norm value even if their difference is not zero almost everywhere. Therefore, the function ||u||_BMO is properly a norm on quotient space of BMO functions modulo the space of constant functions on the domain considered.

Averages of adjacent cubes are comparable

As the name suggests, the mean or average of a function in BMO does not oscillate very much when computing it over cubes close to each other in position and scale. Precisely, if Q and R are dyadic cubes such that their boundaries touch and the side length of Q is no less than one-half the side length of R (and vice versa), then

$|f_{R}-f_{Q}|\leq C||f||_{BMO}$

where C > 0 is some universal constant. This property is, in fact, equivalent to f being in BMO, that is, if f is a locally integrable function such that |f_R−f_Q| ≤ C for all dyadic cubes Q and R adjacent in the sense described above, then f is in BMO and its BMO norm is proportional to the constant C.

BMO is the dual vector space of H¹

Fefferman (1971) showed that the BMO space is dual to H¹, the Hardy space with p = 1.^[7] The pairing between f ∈ H¹ and g ∈ BMO is given by

$(f,g)=\int_{\mathbb{R}^n}f(x)g(x) \, \mathrm{d}x$

though some care is needed in defining this integral, as it does not in general converge absolutely.

The John–Nirenberg Inequality

The John–Nirenberg Inequality is an estimate that governs how far a function of bounded mean oscillation may deviate from its average by a certain amount.

Statement

There are constants c₁, c₂ > 0 such that whenever f ∈ BMO(Rⁿ), then for any cube Q in Rⁿ,

$\left | \left \{x\in Q: |f-f_{Q}|>\lambda \right \} \right |\leq c_{1}\exp \left (-c_{2}\frac{\lambda}{\|f\|_{BMO}} \right )|Q|.$

Conversely, if this inequality holds over all cubes with some constant C in place of ||f||_BMO, then f is in BMO with norm at most a constant times C.

A consequence: the distance in BMO to L^∞

The John-Nirenberg inequality can actually give more information than just the BMO norm of a function. For a locally integrable function f, let A(f) be the infimal A>0 for which

$\sup_{Q\subseteq\mathbf{R}^{n}}\frac{1}{|Q|}\int_{Q}e^{\frac{|f-f_{Q}|}{A}}\mathrm{d}x<\infty.$

The John–Nirenberg inequality implies that A(f) ≤ C||f||_BMO for some universal constant C. For an L^∞ function, however, the above inequality will hold for all A>0. In other words, A(f)=0 if f is in L^∞. Hence the constant A(f) gives us a way of measuring how far a function in BMO is from the subspace L^∞. This statement can be made more precise:^[8] there is a constant C, depending only on the dimension n, such that for any function f ∈ BMO(Rⁿ) the following two-sided inequality holds

$\frac{1}{C}A(f)\leq \inf_{g\in L^{\infty}}||f-g||_{BMO}\leq CA(f).$

Generalizations and extensions

The spaces BMOH and BMOA

When the dimension of the ambient space is 1, the space BMO can be seen as a linear subspace of harmonic functions on the unit disk and plays a major role in the theory of Hardy spaces: by using definition 2, it is possible to define the BMO(T) space on the unit circle as the space of functions f : T → R such that

$\frac{1}{|I|}\int_{I}|f(y)-f_I|\,\mathrm{d}y < C <+\infty$

i.e. such that its mean oscillation over every arc I of the unit circle^[9] is bounded. Here as before f_I is the mean value of f over the arc I.

Definition 3. An Analytic function on the unit disk is said to belong to the Harmonic BMO or in the BMOH space if and only if it is the Poisson integral of a BMO(T) function. Therefore, BMOH is the space of all functions u with the form:

$u(a)=\frac{1}{2\pi}\int_{\mathbf{T}}\frac{1-|a|^2}{|a-e^{i\theta}|^2}f(e^{i\theta})\,\mathrm{d}\theta$

equipped with the norm:

$\|u\|_{BMOH}=\sup _ {|a|<1}\left\{\frac{1}{2\pi}\int_{\mathbf{T}}\frac{1-|a|^2}{|a-e^{i\theta}|^2}|f(e^{i\theta})-u(a)|\,\mathrm{d}\theta\right\}$

The subspace of analytic functions belonging BMOH is called the Analytic BMO space or the BMOA space.

BMOA as the dual space of H¹(D)

Charles Fefferman in his original work proved that the real BMO space is dual to the real valued harmonic Hardy space on the upper half-space Rⁿ × (0, ∞].^[10] In the theory of Complex and Harmonic analysis on the unit disk, his result is stated as follows.^[11] Let H^p(D) be the Analytic Hardy space on the unit Disc. For p = 1 we identify (H¹)* with BMOA by pairing f ∈ H¹(D) and g ∈ BMOA using the anti-linear transformation T_g

$T_g(f)=\lim_{r \rightarrow 1}\int_{-\pi}^{\pi}\bar{g}(e^{i\theta})f(re^{i\theta}) \, \mathrm{d}\theta$

Notice that although the limit always exists for an H¹ function f and T_g is an element of the dual space (H¹)*, since the transformation is anti-linear, we don't have an isometric isomorphism between (H¹)* and BMOA. However one can obtain an isometry if they consider a kind of space of conjugate BMOA functions.

The space VMO

The space VMO of functions of vanishing mean oscillation is the closure in BMO of the continuous functions that vanish at infinity. It can also be defined as the space of functions whose "mean oscillations" on cubes Q are not only bounded, but also tend to zero uniformly as the radius of the cube Q tends to 0 or ∞. The space VMO is a sort of Hardy space analogue of the space of continuous functions vanishing at infinity, and in particular the real valued harmonic Hardy space H¹ is the dual of VMO.^[12]

Relation to the Hilbert transform

A locally integrable function f on R is BMO if and only if it can be written as

$f=f_1 + H f_2 + \alpha$

where f_i ∈ L^∞, α is a constant and H is the Hilbert transform.

The BMO norm is then equivalent to the infimum of $\|f_1\|_\infty + \|f_2\|_\infty$ over all such representations.

Similarly f is VMO if and only if it can be represented in the above form with f_i bounded uniformly continuous functions on R.^[13]

The Dyadic BMO space

Let Δ denote the set of dyadic cubes in Rⁿ. The space dyadic BMO, written BMO_d is the space of functions satisfying the same inequality as for BMO functions, only that the supremum is over all dyadic cubes. This supremum is sometimes denoted ||•||_BMOd.

This space properly contains BMO. In particular, the function log(x)χ_[0,∞) is a function that is in dyadic BMO but not in BMO. However, if a function f is such that ||f(•−x)||_BMOd ≤ C for all x in Rⁿ for some C > 0, then by the one-third trick f is also in BMO.

Although dyadic BMO is a much narrower class than BMO, many theorems that are true for BMO are much simpler to prove for dyadic BMO, and in some cases one can recover the original BMO theorems by proving them first in the special dyadic case.^[14]

Examples

Examples of BMO functions include the following:

• All bounded (measurable) functions. If f is in L^∞, then ||f||_BMO≤2||f||_∞:^[15] however, the converse is not true as the following example shows.
• The function log(|P|) for any polynomial P that is not identically zero: in particular, this is true also for |P(x)|=|x|.^[15]
• If w is an A_∞ weight, then log(w) is BMO. Conversely, if f is BMO, then e^δf is an A_∞ weight for δ>0 small enough: this fact is a consequence of the John-Nirenberg Inequality.^[16]

Notes

1. Aside with the collected papers of Fritz John, a general reference for the theory of functions of bounded mean oscillation, with also many (short) historical notes, is the noted book by Stein (1993, chapter IV).
2. The paper (John 1961) just precedes the paper (John & Nirenberg 1961) in volume 14 of the Communications on Pure and Applied Mathematics.
3. Elias Stein credits only Fefferman for the discovery of this fact: see (Stein 1993, p. 139).
4. See his proof in the paper Uchiyama 1982.
5. When n = 3 or n = 2, Q is respectively a cube or a square, while when n = 1 the domain on integration is a bounded closed interval.
6. Since, as shown in the "Basic properties" section, it is exactly a norm.
7. See the original paper by Fefferman & Stein (1972), or the paper by Uchiyama (1982) or the comprehensive monograph of Stein (1993, p. 142) for a proof.
8. See the paper Garnett & Jones 1978 for the details.
9. An arc in the unit circle T can be defined as the image of a finite interval on the real line R under a continuous function whose codomain is T itself: a simpler, somewhat naive definition can be found in the entry "Arc (geometry)".
10. See the section on Fefferman theorem of the present entry.
11. See for example Girela (, pp. 102–103).
12. See reference Stein 1993, p. 180.
13. Garnett 2007
14. See the reference paper by Garnett & Jones 1982 for a comprehensive development of these themes.
15. See reference Stein 1993, p. 140.
16. See reference Stein 1993, p. 197.

References

Historical references

• Antman, Stuart (1983), "The influence of elasticity in analysis: modern developments", Bulletin of the American Mathematical Society 9 (3): 267–291, doi:10.1090/S0273-0979-1983-15185-6, MR 714990, Zbl 0533.73001. A historical paper about the fruitful interaction of elasticity theory and mathematical analysis.
• Lennart, Carleson (1981), "BMO – 10 years' development", in Baslev, Erik, 18th Scandinavian Congress of Mathematicians. Proceedings, 1980, Progress in Mathematics 11, Boston–Basel–Stuttgart: Birkhäuser Verlag, pp. 3–21, ISBN 3-7643-3040-6, MR 0633348, Zbl 0495.46021.
• Nirenberg, Louis (1985), "Commentary on [various papers]", in Moser, Jürgen, Fritz John: Collected Papers Volume 2, Contemporary Mathematicians, Boston–Basel–Stuttgart: Birkhäuser Verlag, pp. 703–710, ISBN 0-8176-3265-4, Zbl 0584.01025

Scientific references

• Fefferman, C. (1971), "Characterizations of bounded mean oscillation", Bulletin of the American Mathematical Society 77 (4): 587–588, doi:10.1090/S0002-9904-1971-12763-5, MR 0280994, Zbl 0229.46051.
• Fefferman, C.; Stein, E. M. (1972), "H^p spaces of several variables", Acta Mathematica 129: 137–193, doi:10.1007/BF02392215, MR 0447953, Zbl 0257.46078.
• Folland, G.B. (2001), "Hardy spaces", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4.
• Garnett, John B. (2007) [1981], Bounded analytic functions, Graduate Texts in Mathematics 236 (Revised 1st ed.), Springer, pp. xiv+459, ISBN 978-0-387-33621-3, MR 2261424, Zbl 1106.30001.
• Garnett, John. B; Jones, Peter W. (September 1978), "The distance in BMO to L^∞", Annals of Mathematics, Second Series 108 (2): 373–393, doi:10.2307/1971171, JSTOR 1971171, MR 0506992, Zbl 0358.26010.
• Garnett, John. B; Jones, Peter W. (1982), "BMO from Dyadic BMO", Pacific Journal of Mathematics 99 (2): 351–371, doi:10.2140/pjm.1982.99.351, MR 0658065, Zbl 0516.46021.
• Girela, Daniel (2001), "Analytic functions of bounded mean oscillation", in Aulaskari, Rauno, Complex function spaces, Proceedings of the summer school, Mekrijärvi, Finland, August 30-September 3, 1999, Univ. Joensuu Dept. Math. Rep. Ser. 4, Joensuu: Joensuu University, Department of Mathematics, pp. 61–170, MR 1820090, Zbl 0981.30026.
• John, F. (1961), "Rotation and strain", Communications on Pure and Applied Mathematics 14 (3): 391–413, doi:10.1002/cpa.3160140316, MR 0138225, Zbl 0102.17404.
• John, F.; Nirenberg, L. (1961), "On functions of bounded mean oscillation", Communications on Pure and Applied Mathematics 14 (3): 415–426, doi:10.1002/cpa.3160140317, MR 131498, Zbl 0102.04302.
• Stein, Elias M. (1993), Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscillatory Integrals, Princeton Mathematical Series 43, Princeton, NJ,: Princeton University Press, pp. xiv+695, ISBN 0-691-03216-5, MR 1232192, OCLC 27108521, Zbl 0821.42001.
• Uchiyama, Akihito (1982), "A constructive proof of the Fefferman-Stein decomposition of BMO(Rⁿ)", Acta Mathematica 148: 215–241, doi:10.1007/BF02392729, MR 0666111, Zbl 0514.46018.
• Wiegerinck, J. (2001), "BMO space", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4.