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Functions of Generalized
Bounded Variation
Martin Lind
Faculty of Health, Science and Technology
Mathematics
DISSERTATION | Karlstad University Studies | 2013:11
Bounded Variation
Martin Lind

Functions of Generalized Bounded Variation
Martin Lind
DISSERTATION
Karlstad University Studies | 2013:11
ISSN 1403-8099
ISBN 978-91-7063-486-4
©
The author
Distribution:
Karlstad University
Faculty of Health, Science and Technology
Department of Mathematics and Computer Science
SE-651 88 Karlstad, Sweden
+46 54 700 10 00
Print: Universitetstryckeriet, Karlstad 2013
WWW.KAU.SE
ii
Abstract
This thesis is devoted to the study of different generalizations of the
classical conception of a function of bounded variation.
First, we study the functions of bounded p-variation introduced by Wiener
in 1924. We obtain estimates of the total p-variation (1 < p < ∞) and other
related functionals for a periodic function f ∈ Lp ([0, 1]) in terms of its Lp -
modulus of continuity ω(f ; δ)p . These estimates are sharp for any rate of
decay of ω(f ; δ)p . Moreover, the constant coefficients in them depend on
parameters in an optimal way.
Inspired by these results, we consider the relationship between the Riesz
type generalized variation vp,α (f ) (1 < p < ∞, 0 ≤ α ≤ 1 − 1/p) and
the modulus of p-continuity ω1−1/p (f ; δ). These functionals generate scales
of spaces that connect the space of functions of bounded p-variation and
the Sobolev space Wp1 . We prove sharp estimates of vp,α (f ) in terms of
ω1−1/p (f ; δ).
In the same direction, we study relations between moduli of p-continuity
and q-continuity for 1 < p < q < ∞. We prove an inequality that estimates
ω1−1/p (f ; δ) in terms of ω1−1/q (f ; δ). The inequality is sharp for any order of
decay of ω1−1/q (f ; δ).
Next, we study another generalization of bounded variation: the so-called
bounded Λ-variation, introduced by Waterman in 1972. We investigate re-
lations between the space ΛBV of functions of bounded Λ-variation, and
classes of functions defined via integral smoothness properties. In particular,
we obtain the necessary and sufficient condition for the embedding of the
class Lip(α; p) into ΛBV . This solves a problem of Wang (2009).
We consider also functions of two variables. Applying our one-dimensional
result, we obtain sharp estimates of the Hardy-Vitali type p-variation of a
bivariate function in terms of its mixed modulus of continuity in Lp ([0, 1]2 ).
(2)
Further, we investigate Fubini-type properties of the space Hp of functions
of bounded Hardy-Vitali p-variation. This leads us to consider the symmetric
mixed norm space Vp [ Vp ]sym of functions of bounded iterated p-variation.
(2) (2)
For p > 1, we prove that Hp 6⊂ Vp [ Vp ]sym and Vp [ Vp ]sym 6⊂ Hp . In
other words, Fubini-type properties completely fail in the class of functions
of bounded Hardy-Vitali type p-variation for p > 1.
iii
Basis of the thesis

This thesis is mainly based on the following works.
Published/accepted papers
[1] M. Lind, Functions of bounded Λ-variation and integral smoothness,

to appear in Forum Math., 15 pages.
[2] M. Lind, Estimates of the total p-variation of bivariate functions, J.

Math. Anal. Appl. 401(2013), no. 1, 218–231.
[3] M. Lind, On fractional smoothness of functions related to p-variation,

Math. Inequal. Appl. 16(2013), no. 1, 21–39.
[4] V.I. Kolyada and M. Lind, On moduli of p-continuity, Acta Math.

Hungar. 137 (2012), no. 3, 191–213.
[5] V.I. Kolyada and M. Lind, On functions of bounded p-variation, J.

Math. Anal. Appl. 356 (2009), no. 2, 582–604.
Submitted papers
[6] M. Lind, Fubini-type properties of bivariate functions of bounded p-

variation, 8 pages.
iv
Acknowledgements
I am deeply grateful to my supervisor Professor Viktor Kolyada for his

guidance and encouragement. Throughout my studies, Viktor has always
been willing to take time to discuss mathematics with me, generously sharing
his ideas and deep knowledge of the subject. His ability to explain difficult
topics in a clear way is remarkable, and I have benefited greatly from working
with him.
Moreover, I thank Professor Alexander Bobylev for his crucial support
when I wanted to begin my doctoral studies. Further, I thank Martin Brundin
for encouraging me to study mathematics in the first place.
Thanks also to past and present colleagues at the Department of Math-
ematics, Karlstad University, especially Ilie Barza, Sorina Barza, Martin
Křepela and Åsa Windfäll.
The support of the Graduate School of Mathematics and Computing

(FMB) is gratefully acknowledged.
Contents
1 Introduction 1
2 Auxiliary statements 13
2.1 Lp -moduli of continuity . . . . . . . . . . . . . . . . . . . . . . 13
2.2 Properties related to p-variation . . . . . . . . . . . . . . . . . 16
2.2.1 Local p-variation . . . . . . . . . . . . . . . . . . . . . 16
2.2.2 The modulus of p-continuity . . . . . . . . . . . . . . . 19
2.3 On γ-moduli of continuity . . . . . . . . . . . . . . . . . . . . 22
3 Integral smoothness and p-variation 25

3.1 Auxiliary results . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.2 Estimates of L∞ -norm and p-variation . . . . . . . . . . . . . 31
3.3 Estimates of the modulus of p-continuity . . . . . . . . . . . . 38
3.4 The classes Vpα . . . . . . . . . . . . . . . . . . . . . . . . . . 46
3.5 On classes Up . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
4 Fractional smoothness via p-variation 55

4.1 Approximation with Steklov averages . . . . . . . . . . . . . . 55
4.2 Limiting relations . . . . . . . . . . . . . . . . . . . . . . . . . 58
4.3 Estimates of the Riesz-type variation . . . . . . . . . . . . . . 64
5 Embeddings within the scale Vp 71

5.1 Some known results and statement of problem . . . . . . . . . 71
5.3 Embeddings of the space Vqω . . . . . . . . . . . . . . . . . . . 80
5.4 Sharpness of the main estimate . . . . . . . . . . . . . . . . . 84
v
vi Contents
6 On functions of bounded Λ-variation 91

6.2 Embedding of Lipschitz classes . . . . . . . . . . . . . . . . . 94
6.3 A Perlman-type theorem . . . . . . . . . . . . . . . . . . . . . 101
7 Multidimensional results 105

7.2 Estimates of the L∞ -norm . . . . . . . . . . . . . . . . . . . . 109
7.3 Estimates of the Vitali type p-variation . . . . . . . . . . . . . 112
(2)
7.4 Fubini-type properties of Hp . . . . . . . . . . . . . . . . . . 122
Chapter 1
Introduction
General description of the area
The notion of total variation of a function was introduced by Jordan in 1881

in connection with his investigation of convergence of Fourier series. As is
well-known, bounded variation is a very important concept with many appli-
cations, for example in the study Stieltjes integration and rectifiable curves.
Subsequently, several extensions of Jordan’s notion of bounded variation were
considered. Two well-known generalizations are the functions of bounded p-
variation and the functions of bounded Φ-variation, due to Wiener [82] and
L.C. Young [84] respectively. These notions of generalized bounded variation
have attracted much interest, e.g., [83, 45, 19, 20, 50, 23, 24, 25]. For a more
extensive list of works related to generalized bounded variation, see [15, Part
IV].
In [83], L.C. Young obtained an estimate of the Lp -modulus of continuity
of a function in terms of its total p-variation. Conversely, sharp estimates of
the total p-variation of a function in terms of the Lp -modulus of continuity
were first obtained by Terehin [71].
Soon after Jordan’s work, many mathematicians began to study notions
of bounded variation for functions of several variables. In the multivariate
case, there is no unique concept of bounded variation. One of the most
known approaches is based on ideas of Tonelli (it can be expressed in a
different but equivalent form in terms of partial moduli of continuity in L1 ).
Another definition, due to Vitali, is based on mixed differences. This is more
similar to the original definition of Jordan. Later, Hardy restricted Vitali’s
class by adding certain conditions on the sections of the functions. For a
1
2 Chapter 1. Introduction
survey of classical notions of multivariate functions of bounded variation, see

[1]. Further, Golubov [26] introduced the total p-variation for multivariate
functions that for p = 1 corresponds to the Hardy-Vitali type total variation.
In the seventies, Waterman [79, 80] considered a completely different ex-
tension of bounded variation for univariate functions, the so-called functions
of bounded Λ-variation. These classes have been studied by many authors,
see, e.g., the surveys [67, 81]. There are also extensions to multivariate func-
tions, see [16] and the references given there.
Functions of generalized bounded variation are important in several dif-
ferent areas of mathematics, such as Fourier analysis (e.g, [53, 79, 16, 43, 44])
and operator theory (e.g., [15, 9, 10]). In [15, Part IV], many works related
to applications of the concept of p-variation in probability are listed (we
mention also [68], which will be considered below). Further, [55] surveys the
relevance of Vitali-type variation in certain areas of numerical analysis.
Main objectives and methods

1. The main objective of this thesis is to study various properties of
functions of generalized bounded variation. In particular, we consider the
following:
• sharp relations between spaces of generalized bounded variation and
spaces of functions defined by integral smoothness conditions (e.g.,
Sobolev and Besov spaces);
• optimal properties of certain scales of function spaces of fractional
smoothness generated by functionals of variational type;
• sharp embeddings within the scale of spaces of functions of bounded
p-variation;
• bivariate functions of bounded p-variation, in particular sharp estimates
of total variation in terms of the mixed Lp -modulus of continuity, and
Fubini-type properties.
2. Two central methods in our work are approximations with Steklov

averages and a decomposition technique for moduli of continuity. We also
develop a scheme for constructing relevant counterexamples that is based on
a sort of accumulation of piecewise linear functions. Such constructions are
used to prove the sharpness of our results.
3
Summary
We shall give a summary of the thesis and some antecedent results.
Chapter 2 contains general results and definitions, in particular related
to p-variation and moduli of continuity. It is convenient to introduce these
notions right now.
Let f be a 1-periodic function on the real line R and let 1 ≤ p < ∞. Any
set Π = {x0 , x1 , ..., xn } of points
x0 < x1 < ... < xn , where xn = x0 + 1,
will be called a partition of a period (or simply a partition). We also denote
kΠk = maxk (xk+1 − xk ). For any partition Π, set
n−1
!1/p
X
p
vp (f ; Π) = |f (xk+1 ) − f (xk )| .
k=0
We say that f is a function of bounded p-variation (written f ∈ Vp ) if

vp (f ) = sup vp (f ; Π) < ∞, (1.0.1)
Π
where the supremum is taken over all partitions Π. For 1 < p < ∞, we also
consider the function
ω1−1/p (f ; δ) = sup vp (f ; Π) (0 ≤ δ ≤ 1), (1.0.2)
kΠk≤δ
where the supremum is taken over all partitions Π with kΠk ≤ δ. As it was
mentioned above, for p = 1, the definiton (1.0.1) was given by Jordan, and
for p > 1, both (1.0.1) and (1.0.2) are due to Wiener [82]. Following Terehin
[70], we call the function (1.0.2) the modulus of p-continuity of f . For p > 1,
there are non-constant functions f such that
lim ω1−1/p (f ; δ) = 0.
δ→0+
Such functions are called p-continuous, and the class of all p-continuous func-
tions is denoted by Cp .
For f ∈ Lp ([0, 1]) (1 ≤ p < ∞), the Lp -modulus of continuity of f is given
by
Z 1 1/p
p
ω(f ; δ)p = sup |f (x + h) − f (x)| dx (0 ≤ δ ≤ 1). (1.0.3)
0≤|h|≤δ 0
In Chapter 3, we study relations between bounded p-variation and in-

tegral smoothness of univariate functions.
Terehin [71] obtained sharp estimates of the total p-variation of a function
in terms of its second order modulus of continuity (see (3.2.19) below). The
same result was obtained by Peetre [57] with the use of interpolation methods.
In particular, the following was proved in [71]: if
Z 1
dt
Jp (f ) = t−1/p ω(f ; t)p < ∞ (1 < p < ∞), (1.0.4)
0 t
then f is equivalent1 to a continuous 1-periodic function f¯ ∈ Vp , and
vp (f¯) ≤ AJp (f ). (1.0.5)
The first part of this statement was proved in 1958 by Geronimus [21]. More
exactly, it was shown in [21] that any function f ∈ Lp ([0, 1]) satisfying (1.0.4)
is equivalent a continuous 1-periodic function, and
kf k∞ ≤ A(kf kp + Jp (f )), (1.0.6)
where A is an absolute constant. However, it can easily be shown that the

constant coefficients of (1.0.5) and (1.0.6) should depend on p.
We prove that the following stronger versions of (1.0.5) and (1.0.6) hold:

1
kf k∞ ≤ A kf kp + 0 Jp (f ) , (1.0.7)
pp
and
1
vp (f¯) ≤ A ω(f ; 1)p + 0 Jp (f ) , (1.0.8)
pp
where A is an absolute constant (as usual, p0 = p/(p − 1)).
We show that the asymptotic behaviour of the constant A/(pp0 ) in (1.0.7)
and (1.0.8) is optimal in a sense.
It was shown in [83, 71] that for 1 < p < ∞,
ω(f ; δ)p ≤ δ 1/p ω1−1/p (f ; δ) (0 ≤ δ ≤ 1). (1.0.9)

1
Two functions are said to be equivalent if they coincide almost everywhere.
5
Reverse estimates were obtained in [71]. There it was shown that if (1.0.4)
holds and the function f is modified on a set of measure zero so as to become
continuous, then we have the following inequality
Z δ
dt
ω1−1/p (f ; δ) ≤ A pδ −1/p ω(f ; δ)p + t−1/p ω(f ; t)p , (1.0.10)
0 t
where A is an absolute constant.

Applying (1.0.8), we obtain that the constant coefficients in (1.0.10) can
be improved. Namely, we show that the following estimate holds.
For 1 < p < ∞, we have
Z δ
1 dt
ω1−1/p (f ; δ) ≤ A δ −1/p ω(f ; δ)p + 0 t−1/p ω(f ; t)p (1.0.11)
pp 0 t
for any δ ∈ (0, 1], where A is an absolute constant.

Our main result here is the sharpness of the estimate (1.0.11). More
exactly, we construct a function with an arbitrary prescribed order of the
modulus of continuity in Lp ([0, 1]), for which the opposite inequality holds
for all δ ∈ [0, 1].
Assume that 1 < p < ∞ and α ≥ 0. Let f be an 1-periodic function and
let Π = {x0 , x1 , ..., xn } be a partition. Set
n−1
!1/p
X |f (xk+1 ) − f (xk )|p
vp,α (f ; Π) = . (1.0.12)
k=0
(xk+1 − xk )αp
We denote by Vpα the class of all 1-periodic functions f such that
vp,α (f ) = sup vp,α (f ; Π) < ∞, (1.0.13)

Π
where Π runs over all partitions of a period (see [57], p. 114). Obviously,
Vp0 = Vp and Vpβ ⊂ Vpα if 0 ≤ α < β.
Denote by Wp1 the class of all 1-periodic, absolutely continuous functions
f with f 0 ∈ Lp ([0, 1]). By a theorem of F. Riesz (see Theorem 2.2 below), we
1/p0
have Vp = Wp1 for any 1 1/p0 , then any function f ∈ Vpα
is constant.
We obtain the following sharp estimate of the Riesz-type variation vp,α (f )
in terms of ω(f ; δ)p .
If 1 < p < ∞, 0 < α < 1/p0 , and

Z 1 1/p
dt
Kp,α (f ) = t−αp−1 ω(f ; t)pp < ∞, (1.0.14)
0 t
then f is equivalent to a continuous function f¯ ∈ Vpα , and

0
vp,α (f¯) ≤ Aα−1/p (1/p0 − α)1/p Kp,α (f ), (1.0.15)

Further, we show that the condition (1.0.14) is sharp for any rate of the
decay of the modulus of continuity, and the order of the constant in (1.0.15)
is optimal as α → 0 or α → 1/p0 .
In Chapter 4, we continue our study of the modulus of p-continuity
(1.0.2) and Riesz-type variation (1.0.13). One of the main results of the
chapter is the following sharp estimate of the Riesz-type variation vp,α (f ) in
terms of ω1−1/p (f ; δ) (similar to (1.0.15)).
If 1 < p < ∞, 0 < α < 1/p0 and
Z 1 1/p
dt
Ip,α (f ) = [t−α ω1−1/p (f ; t)]p < ∞, (1.0.16)
0 t
then f ∈ Vpα and

0

vp,α (f ) ≤ A vp (f ) + p0 α1/p (1/p0 − α)1/p Ip,α (f ) , (1.0.17)

We prove that the constant coefficient of (1.0.17) has optimal order as
α → 0 or α → 1/p0 . Observe that an estimate of the type (1.0.17) follows
immediately from (1.0.15) and (1.0.9). However, the constant obtained in
this way is not optimal. We also show that the condition (1.0.16) is sharp
for any rate of decay of the modulus of p-continuity.
Further, we obtain several limiting relations for the functionals ω1−1/p (f ; δ)
and vp,α (f ). In particular, we prove the following.
If f ∈ Vp (1 < p < ∞) and
Z 1
0 dt
sup (1/p − s) [t−s ω1−1/p (f ; t)]p < ∞,
0<s<1/p0 0 t
7
then f ∈ Wp1 , and

Z 1
dt
lim0 (1/p0 − s) [t−s ω1−1/p (f ; t)]p = p−1 kf 0 kpp .
s→1/p − 0 t
This result is similar to limiting relations for Besov spaces, first studied by
Bourgain, Brézis and Mironescu [11, 12, 13] (for further results, see [46, 33,
49]).
In Chapter 5 we study intrinsic embeddings in the scale of functions
of bounded p-variation. Let 1 < p < q < ∞ and let f ∈ Vq . By Jensen’s
inequality, we have that
ω1−1/q (f ; δ) ≤ ω1−1/p (f ; δ) (0 ≤ δ ≤ 1).
We obtain the following sharp reverse inequality.
Let 1 < p < q < ∞, then
Z δ 1/q
−θ q dt
ω1−1/p (f ; δ) ≤ 4 (t ω1−1/q (f ; t)) (0 ≤ δ ≤ 1), (1.0.18)
0 t
where 1 < p < q < ∞ and θ = 1/p − 1/q.
For 1 < q < ∞, denote
Vqω = {f ∈ Vq : ω1−1/q (f ; δ) = O(ω(δ))}, (1.0.19)
where ω ∈ Ω1/q0 (see Definition 2.10) is an arbitrary majorant of the modulus
of q-continuity. We prove the following embedding theorem.
Z 1
dt
Vqω ⊂ Vp ⇐⇒ (t−θ ω(t))q < ∞, (1.0.20)
0 t
whatever be 1 < p < q < ∞ and ω ∈ Ω1/q0 .
Let 1 < q < ∞ and let ω ∈ Ω1/q0 . Set
ω
V q = {f ∈ Vq : ω1−1/q (f ; δ) ≤ ω(δ), δ ∈ [0, 1]}, (1.0.21)
The main result of Chapter 5 is that the estimate (1.0.18) is sharp in the
following strong sense.
Let 1 < p < q, there exists a constant c = c(p, q) such that for any
ω
ω ∈ Ω1/q0 , there exists a function f ∈ V q for which the inequality
Z δ 1/q
dt
ω1−1/p (f ; δ) ≥ c (t−θ ω(t))q = cρp,q,ω (δ),
0 t
holds for all δ > 0.

The previous result can also be formulated in the following way.
Let 1 < p < q < ∞ and ω ∈ Ω1/q0 , then
ω1−1/p (f ; δ) ω1−1/p (f ; δ)
c(p, q) ≤ sup inf ≤ sup sup ≤ 4, (1.0.22)
f ∈V
ω
q
0<δ≤1 ρp,q,ω (δ) ω 0<δ≤1
f ∈V q ρp,q,ω (δ)
where c(p, q) only depends on p and q.

The estimate (1.0.18) and the embedding theorem (1.0.20) are analogous
to results for Lp -moduli of continuity studied by Ul’yanov [74] – [76] (see
also Chapter 5.1 below). However, the analogy fails to be complete, since no
result of the type (1.0.22) holds for Lp -moduli of continuity.
In Chapter 6 we study some properties of the so-called functions of
bounded Λ-variation, introduced by Waterman [79, 80].
Let Λ = {λn } be any nondecreasing sequence of positive numbers such
that λn → ∞ and
∞
X 1
= ∞.
n=1 n
λ
A 1-periodic function f on the real line is said to be of bounded Λ-variation
if ∞
X |f (bn ) − f (an )|
vΛ (f ) = sup < ∞,
n=1
λn
where the supremum is taken over all sequences {[an , bn ]}∞n=1 of nonover-
lapping intervals contained in a period. The class of functions of bounded
Λ-variation is denoted ΛBV .
Let 1 ≤ p < ∞ and 0 < α ≤ 1, we recall the notation
Lip(α; p) = {f ∈ Lp ([0, 1]) : ω(f ; δ)p = O(δ α )}.
Relations between integral smoothness properties of functions and ΛBV have

attracted some interest in recent years, see, e.g. [69, 78, 38, 22, 29, 77]. In
particular, H. Wang [77] observed that a necessary condition for the embed-
ding
Lip(α; p) ⊂ ΛBV (1 1/p in (1.0.23) is essential; for α ≤ 1/p,
the class Lip(α; p) contains unbounded functions and (1.0.23) cannot hold.
The main result of Chapter 6 is the following.
Let 1 < p < ∞ and 1/p < α < 1, and set
1 1
r= and r0 = .
α − 1/p 1 + 1/p − α
Then the embedding (1.0.23) holds if and only if
∞ n+1
2X p0 !r0 /p0
X 1
< ∞.
n=0 k=2n
k α−1/p λk
It follows that the conjecture of Wang is not true.

In Chapter 7, we study problems related to p-variation of functions of
several variables. A set N = {(xi , yj ) : 0 ≤ i ≤ m, 0 ≤ j ≤ n} of points in
R2 such that
x0 < x1 < ... < xm = x0 + 1, y0 < y1 < ... < yn = y0 + 1,
will be called a net. Let 1 ≤ p < ∞ and let the function f (x, y) be 1-periodic
in both variables. For a fixed net N , we denote
∆f (xi , yj ) = f (xi+1 , yj+1 ) − f (xi+1 , yj ) − f (xi , yj+1 ) + f (xi , yj ),
for 0 ≤ i ≤ m − 1, 0 ≤ j ≤ n − 1, and
m−1 n−1
!1/p
XX
vp(2) (f ; N ) = |∆f (xi , yj )| p
.
i=0 j=0
(2)
The space Vp consists of all functions that satisfy
vp(2) (f ) = sup vp(2) (f ; N ) < ∞, (1.0.25)

N
where the supremum is taken over all nets N .

If f (x, y) is 1-periodic in both variables and x ∈ R is fixed, then the
x-section of f is the 1-periodic function fx defined by
fx (y) = f (x, y), y ∈ R. (1.0.26)

The y-sections of f are defined analogously.

(2) (2)
The space Hp ⊂ Vp consists of all functions that, in addition to
(1.0.25), also satisfy the following conditions on their sections: for any x, y ∈
(2)
R, we have fx , fy ∈ Vp . Observe that the class Hp contains only bounded
(2)
functions, while a function in Vp may be unbounded.
For p = 1, the definition (1.0.25) was given by Vitali, and Hardy was the
(2) (2)
first who considered the class H1 (see, e.g., [1]). For p > 1, the classes Vp
(2)
and Hp were first defined and studied by Golubov [26].
Let s, t ∈ R and set
∆(s, t)f (x, y) =

f (x + s, y + t) − f (x + s, y) − f (x, y + t) + f (x, y). (1.0.27)
For 1 ≤ p < ∞ and f ∈ Lp ([0, 1]2 ), the mixed Lp -modulus of continuity is

defined by
ω(f ; u, v)p = sup k∆(s, t)f kp .
0≤s≤u, 0≤t≤v
(2)
It was proved by Golubov [26] that if f ∈ Vp (1 ≤ p < ∞), then
ω(f ; u, v)p ≤ vp(2) (f )u1/p v 1/p . (1.0.28)
We obtain sharp estimates of the total Vitali-type p-variation (1.0.25)

of a bivariate function in terms of its mixed Lp -modulus of continuity for
1 ≤ p < ∞. For p = 1, we have the following converse of (1.0.28).
Let f ∈ L1 ([0, 1]2 ) and assume that
ω(f ; u, v)1 = O(uv).

(2)
Then there exists a function f¯ ∈ V1 such that f¯ = f a.e., and
(2) ω(f ; u, v)1

v1 (f¯) = sup .
u,v>0 uv
This is a two-dimensional analogue of a classical result of Hardy and Little-
wood (see Theorem 2.1 below).
For p > 1, we have the following result.
Let 1 < p < ∞ and f ∈ Lp ([0, 1]2 ) and assume that
ZZ
du dv
(uv)−1/p ω(f ; u, v)p < ∞. (1.0.29)
[0,1]2 u v
11
(2)
Then there exists a function f¯ ∈ Vp such that f = f¯ a.e. and
Z 1
1 dt
vp(2) (f¯) ≤ A ω(f ; 1, 1)p + 0 t−1/p [ω(f ; 1, t)p + ω(f ; t, 1)p ]
pp 0 t
ZZ
1 du dv
+ (uv)−1/p ω(f ; u, v)p , (1.0.30)
(pp0 )2 [0,1]2 u v

None of the terms at the right-hand side of (1.0.30) can be omitted, and
the constants 1/pp0 and 1/(pp0 )2 have optimal asymptotic behaviour as p → 1
and p → ∞. This is a two-dimensional analogue of (1.0.8).
Let X, Y be spaces of functions defined on the real line, with norms k · kX
and k · kY . A function f (x, y) is said to belong to the symmetric mixed norm
space X [ Y ]sym if the functions
x 7→ kfx kY and y 7→ kfy kY
both belong to the space X (fx , fy denotes the sections of f , see (1.0.26)).
The importance of mixed norm spaces that are invariant under permutations
of variables was first demonstrated by Fournier [18].
Recall that by the Fubini-Tonelli theorem, we have
Lp ([0, 1]) [ Lp ([0, 1]) ]sym = Lp ([0, 1]2 ) (0 < p ≤ ∞).
Fubini-type properties for the scale of Lorentz spaces were studied in [36].
(2)
In Chapter 7, we also investigate Fubini-type properties of the class Hp
for p ≥ 1. For this, we consider the symmetric mixed norm space Vp [ Vp ]sym of
functions of bounded iterated p-variation. That is, if f is a bivariate functions
and we denote
ϕ(x) = vp (fx ) and ψ(y) = vp (fy ),
then f ∈ Vp [ Vp ]sym if and only if ϕ, ψ ∈ Vp .
(2)
For p = 1, it was proved in [1] that H1 ⊂ V1 [ V1 ]sym . This is a Fubini-
(2)
type property of H1 (in one direction). We prove that Fubini-type properties
(2)
completely fail for Hp when p > 1. In other words, the following holds.
For p > 1,
Hp(2) 6⊂ Vp [ Vp ]sym and Vp [ Vp ]sym 6⊂ Hp(2) .

Chapter 2
Auxiliary statements
In this chapter we collect some general results which are used throughout
this thesis.
2.1 Lp-moduli of continuity

Let Lp ([0, 1]n ) denote the set of all measurable functions on Rn that are
1-periodic in each variable and satisfy
Z 1/p
kf kp = |f (x)|p dx < ∞,
[0,1]n
if p < ∞, and kf k∞ = ess supx∈[0,1]n |f (x)| < ∞ for p = ∞.

Let f be a function on Rn that is 1-periodic in each variable. For h ∈ Rn ,
we denote
∆(h)f (x) = f (x + h) − f (x). (2.1.1)
Recall that for f ∈ Lp ([0, 1]n ) (1 ≤ p < ∞), the Lp -modulus of continuity is
defined by
ω(f ; δ)p = sup k∆(h)f kp (0 < δ ≤ 1).
0≤|h|≤δ
A modulus of continuity is a continuous functions ω defined on the interval

[0, 1] such that ω(0) = 0 and ω is nonincreasing and subadditive. Denote by
Ω the class of all moduli of continuity. For any ω ∈ Ω, we have
ω(2δ) ≤ 2ω(δ) (0 ≤ δ ≤ 1/2),
13
14 Chapter 2. Auxiliary statements
and it follows that

ω(µ) 2ω(h)
≤ for 0 < h < µ ≤ 1. (2.1.2)
µ h
Whence, if ω is not identically 0, then for all δ ∈ [0, 1], we have
ω(δ) ≥ cω δ (cω = ω(1)/2).
Thus, the best order of decay for any modulus of continuity is ω(δ) = O(δ).
Clearly, if f ∈ Lp ([0, 1]n ), then ω(f ; ·)p ∈ Ω. It follows from Lebesgue’s
differentiation theorem that ω(f ; ·)p is identically 0 if and only if f is equiv-
alent to a constant.
For the rest of this chapter, we shall only consider the case n = 1. Recall
that Wp1 (1 ≤ p < ∞) denotes the class of all 1-periodic absolutely continuous
functions f with f 0 ∈ Lp ([0, 1]). If f ∈ Wp1 (1 ≤ p < ∞), then
ω(f ; δ)p ≤ kf 0 kp δ (0 ≤ δ ≤ 1). (2.1.3)
Moreover, we have the following theorem of Hardy and Littlewood [27].
Theorem 2.1. Let f ∈ Lp ([0, 1]) (1 ≤ p < ∞). The following statements
are true.
(i) For 1 0 δ
(ii) For p = 1, we have ω(f ; δ)1 = O(δ) if and only if f is equivalent to a

function g ∈ V1 . Also,
ω(f ; δ)1
v1 (g) = sup .
δ>0 δ
For 1 < p < ∞, we also have the following variational characterization of

Wp1 , due to F. Riesz (see, e.g., [51]).
2.1. Lp -moduli of continuity 15
Theorem 2.2. Let 1 < p < ∞, then f ∈ Wp1 if and only if
n−1
!1/p
X |f (xk+1 ) − f (xk )|p
sup < ∞,
Π
k=0
(xk+1 − xk )p−1
where the supremum is taken over all partitions Π. In other words,

0
Wp1 = Vp1/p (1 < p < ∞).
The next lemma is well-known (see, e.g., [7]). For the sake of complete-
ness, we give the proof.
Lemma 2.3. Let f ∈ Lp ([0, 1]) (1 ≤ p < ∞), then

Z δ
3
ω(f ; δ)p ≤ k∆(t)f kp dt, δ ∈ (0, 1], (2.1.4)
δ 0
where ∆(t)f is given by (2.1.1).
Proof. Fix δ > 0 and let h ∈ (0, δ]. Clearly, for any t ∈ (0, δ], we have
k∆(h)f kp ≤ k∆(h − t)f kp + k∆(t)f kp .
Integrating the previous inequality with respect to t in [0, δ] and using the
fact that k∆(u)f kp = k∆(−u)f kp , we get
Z δ
δk∆(h)f kp ≤ 3 k∆(t)f kp dt,
0
and (2.3) follows.
One consequence of (2.1.4) that we shall use below is the following esti-
mate: Z 1 Z 1
dt dt
t−1/p ω(f ; t)p ≤ 3 t−1/p k∆(t)f kp . (2.1.5)
0 t 0 t
For any function f ∈ Lp ([0, 1]) (1 ≤ p < ∞), set
Z 1 Z 1 1/p
Ωp (f ) = |f (x) − f (y)|p dxdy
0 0
We have
Ωp (f ) ≤ ω(f ; 1)p ≤ 2Ωp (f ). (2.1.6)
Indeed, since f is 1-periodic,
Z 1 Z 1 1/p
Ωp (f ) = dh |f (x) − f (x + h)|p dx
0 0
Z 1 1/p
≤ ω(f ; h)pp dh ≤ ω(f ; 1)p
0
R1
On the other hand, denoting I = 0
f (y)dy, we obtain
ω(f ; 1)p = ω(f − I; 1)p ≤ 2kf − Ikp

Z 1 Z 1 p 1/p

=2 f (x) − f (y)dy dx ≤ 2Ωp (f ).

0 0
1
Let f ∈ L ([0, 1]). For any 0 < h ≤ 1, let
1 h
Z
fh (x) = f (x + t)dt (2.1.7)
h 0
be the Steklov average of the function f.
Lemma 2.4. If f ∈ Lp ([0, 1]), 1 ≤ p < ∞, then
kf − fh kp ≤ ω(f ; h)p (2.1.8)
and
kfh0 kp ≤ ω(f ; h)p /h. (2.1.9)
These inequalities are well-known and their proofs are immediate.
2.2 Properties related to p-variation

2.2.1 Local p-variation
Let f be a 1-periodic function on the real line and let [a, b] ⊂ R be any
interval. A partition of the interval [a, b] is a finite set of points Πa,b =
{x0 , x1 , ..., xn } such that
a = x0 < x1 < ... < xn = b.
2.2. Properties related to p-variation 17
For 1 ≤ p < ∞, the p-variation of f on [a, b] is defined as

n−1
!1/p
X
p
vp (f ; [a, b]) = sup |f (xk+1 ) − f (xk )| ,
Πa,b
k=0
where the supremum is taken over all partitions Πa,b of [a, b]. Observe that
for vp (f ) defined by (1.0.1), we have
vp (f ) = sup vp (f ; [a, a + 1]).

a∈R
Let 1 ≤ p < ∞ and assume that f is monotone on the interval [a, b].
Then
vp (f ; [a, b]) = |f (b) − f (a)|, (2.2.1)
the proof of this is trivial.
The next lemma is well-known (see, e.g., [45]).
Lemma 2.5. Let f be a 1-periodic function on the real line, let 1 ≤ p < ∞
and [a, b] ⊂ R. For any c ∈ (a, b), there holds
vp (f ; [a, c])p + vp (f ; [c, b])p ≤ vp (f ; [a, b])p , (2.2.2)
and
vp (f ; [a, c]) + vp (f ; [c, b]) ≤ vp (f ; [a, b]). (2.2.3)
Moreover, if f attains global extremum at c ∈ (a, b), then
vp (f ; [a, b])p = vp (f ; [a, c])p + vp (f ; [c, b])p . (2.2.4)
Proof. The inequality (2.2.2) is obvious. To prove (2.2.3), we define the

functions
g(x) = [f (x) − f (c)]χ[a,c] (x) and h(x) = [f (x) − f (c)]χ[c,b] (x).
Then f (x) = g(x) + h(x) + f (c) on [a, b], and
vp (f ; [a, b]) = vp (g + h; [a, b]) ≤ vp (g; [a, b]) + vp (h; [a, b]).
On the other hand, since g(x) = 0 for x ∈ [c, b], and g(x) = f (x) − f (c) for
x ∈ [a, c], we have
vp (g; [a, b]) = vp (g; [a, c]) = vp (f ; [a, c]).

In the same way, vp (h; [a, b]) = vp (f ; [c, b]), and (2.2.3) follows. Finally, we
prove (2.2.4). By (2.2.2), it is enough to show that the right-hand side of
(2.2.4) is not smaller than the left-hand side. Let Πa,b = {x0 , x1 , ..., xn } be
any partition of [a, b] and assume that c ∈ (xi , xi+1 ) for some i. Clearly,
|f (xi+1 ) − f (xi )|p ≤ max{|f (xi+1 ) − f (c)|p , |f (c) − f (xi )|p },
and thus,
n−1
X X
|f (xk+1 ) − f (xk )|p ≤ |f (xk+1 ) − f (xk )|p +
k=0 k6=i
+ |f (xi+1 ) − f (c)|p + |f (c) − f (xi )|p
≤ vp (f ; [a, c])p + vp (f ; [c, b])p ,
and (2.2.4) follows.
The next lemma is a consequence of (2.2.4).
Lemma 2.6. Let 1 ≤ p < ∞ and assume that {fn } is a sequence of nonneg-
ative 1-periodic functions such that
• (supp fn ) ∩ [0, 1] = [an , bn ] (n ∈ N);
• the intervals [an , bn ] (n ∈ N) are nonoverlapping;
• fn (an ) = fn (bn ) = 0 (n ∈ N).
Set ∞
X
f (x) = fn (x), x ∈ R,
n=1
then !1/p
∞
X
p
vp (f ) = vp (fn ) . (2.2.5)
n=1
Proof. Since fn ≥ 0 (n ∈ N), it follows that x = 0, 1 and x = an , bn (n ∈ N)

are points of global minimum of f . Then, by (2.2.4), we have
∞
!1/p
X
p
vp (f ) = vp (f ; [0, 1]) = vp (f ; [an , bn ]) .
n=1
On the other hand, vp (f ; [an , bn ]) = vp (fn ; [an , bn ]) = vp (fn ).

2.2.2 The modulus of p-continuity

Recall the moduli of p-continuity (1.0.2). For 1 < p < ∞ and I ⊂ R, we can
define the local modulus of p-continuity ω1−1/p (f, I; δ) in the obvious way.
Clearly, analogues of (2.2.2)-(2.2.4) hold. In particular, if f attains global
extremum at c ∈ (a, b), then
ω1−1/p (f, [a, b]; δ)p = ω1−1/p (f, [a, c]; δ)p + ω1−1/p (f, [c, b]; δ)p , (2.2.6)
for any δ ∈ (0, 1].

It was proved in [70] that for 1 < p < ∞ and any n ∈ N
0
ω1−1/p (f ; nδ) ≤ n1/p ω1−1/p (f ; δ) (0 ≤ δ ≤ 1/n),
where p0 = p/(p − 1). Thus,

ω1−1/p (f ; µ) 0 ω1−1/p (f ; h)
0 ≤ 21/p for 0 < h < µ ≤ 1. (2.2.7)
µ 1/p h1/p0
It follows that if f is not a constant function, then
0 0
ω1−1/p (f ; δ) ≥ cδ 1/p (c = vp (f )/21/p ).
0
Moreover, the best order of decay ω1−1/p (f ; δ) = O(δ 1/p ) is attained if f ∈
Wp1 . Indeed, assume that f ∈ Wp1 (1 < p < ∞) and let Π = {x0 , x1 , ..., xn }
be any partition with kΠk ≤ δ. Applying Hölder’s inequality, we have
n−1 Z xk+1
p !1/p
X
0

vp (f ; Π) =
f (t)dt
k=0 xk
n−1 Z
!1/p
xk+1
0 0
X
≤ δ 1/p |f 0 (t)|p dt = δ 1/p ||f 0 ||p ..
k=0 xk
Thus,
0
ω1−1/p (f ; δ) ≤ δ 1/p kf 0 kp , 0 ≤ δ ≤ 1. (2.2.8)
1/p0
In [70] the converse was proved. That is, if ω1−1/p (f ; δ) = O(δ ), then
f ∈ Wp1 (1 < p < ∞).
The next result is due to Terehin [71] for periodic functions (the easier
non-periodic case was proved in [83]). The argument presented in [71] is not
sufficiently clear, therefore we give a complete proof.
Proposition 2.7. Let 1 < p < ∞ and let f ∈ Vp . Then
ω(f ; δ)p ≤ δ 1/p ω1−1/p (f ; δ), 0 ≤ δ ≤ 1. (2.2.9)
Proof. We shall first prove (2.2.9) for functions in Vp that attain global max-
imum. Let f ∈ Vp and suppose that f attains a global maximum at some
point c. We may assume that c = 0, since both ω(f ; δ)p and ω1−1/p (f ; δ) are
invariant with respect to translation.
Fix δ ∈ (0, 1] and let k/m ∈ (0, δ] be a rational number. By the period-
icity of f , we have
Z k
kk∆(k/m)f kp = |f (x + k/m) − f (x)|p dx
0
m−1
X Z (j+1)k/m
= |f (u + k/m) − f (u)|p du
j=0 jk/m
Z k/m m−1
X
= |f (u + (j + 1)k/m) − f (u + jk/m)|p du
0 j=0
Z δ
≤ ω1−1/p (f, [u, u + k]; δ)p du. (2.2.10)
0
Since k ∈ N, it is a point of global maximum of f . By (2.2.6), we have for

any u ∈ [0, δ]
ω1−1/p (f, [u, u + k]; δ)p = ω1−1/p (f, [u, k]; δ)p + ω1−1/p (f, [k, u + k]; δ)p .
Further, since f is 1-periodic,
ω1−1/p (f, [k, k + u]; δ) = ω1−1/p (f, [0, u]; δ).
Whence, by the two previous equations and (2.2.2),
ω1−1/p (f, [u, u + k]; δ)p = ω1−1/p (f, [u, k]; δ)p + ω1−1/p (f, [0, u]; δ)p
≤ ω1−1/p (f, [0, k]; δ)p .
Applying (2.2.6) repetedly and using that f is 1-periodic, we have
ω1−1/p (f, [0, k]; δ)p = kω1−1/p (f, [0, 1]; δ)p ≤ kω1−1/p (f ; δ)p .
Whence,
ω1−1/p (f, [u, u + k]; δ)p ≤ kω1−1/p (f ; δ)p
for any u ∈ [0, δ]. By the previous inequality and (2.2.10), we have
Z δ
kk∆(k/m)f kpp ≤ k ω1−1/p (f ; δ)p du ≤ kδω1−1/p (f ; δ)p ,
0
and it follows that ω(f ; δ)p ≤ δ 1/p ω1−1/p (f ; δ) for all functions f ∈ Vp that
attains global maximum.
Let now f be an arbitrary function in Vp and set M = sup f (x). Given
any ε > 0, there is a point c such that f (c) > M − ε. As above, we may
suppose that c = 0. Define the 1-periodic function fε by setting fε (x) = f (x)
for x ∈
/ Z and fε (x) = M for x ∈ Z. Then fε attains global maximum and
thus (2.2.9) holds for fε . On the other hand, since f = fε almost everywhere,
we get ω(fε ; δ)p = ω(f ; δ)p . Further, it is clear that vp (f − fε ) ≤ 2ε, and
therefore
ω1−1/p (fε ; δ) ≤ ω1−1/p (f ; δ) + 2ε (0 ≤ δ ≤ 1).
Then
ω(f ; δ)p = ω(fε ; δ)p ≤ δ 1/p ω1−1/p (fε ; δ) ≤ δ 1/p ω1−1/p (f ; δ) + 2δ 1/p ε,
and since ε > 0 was arbitrary, the inequality follows.
Remark 2.8. One can give a simple proof of the inequality (2.2.9) with a
worse constant. Indeed, for any δ > 0 let 0 < h ≤ δ and take n ∈ N such
that nh < 1 ≤ (n + 1)h. Then
Z n−1
hX
k∆(h)f kpp = |f (x + (j + 1)h) − f (x + jh)|p dx +
0 j=0
Z 1
+ |f (x + h) − f (x)|p dx
nh
≤ 2δω1−1/p (f ; δ)p .
Thus,
ω(f ; δ)p ≤ 21/p δ 1/p ω1−1/p (f ; δ).
Recall that fh denotes the Steklov average function (2.1.7).

Lemma 2.9. Let f ∈ Vp , 1 < p < ∞, then
ω1−1/p (fh , δ) ≤ ω1−1/p (f ; δ) (0 ≤ δ ≤ 1), (2.2.11)
and
0
kfh0 kp ≤ h−1/p ω1−1/p (f ; h). (2.2.12)
The inequality (2.2.11) is immediate and (2.2.12) follows from (2.1.9) and
(2.2.9).
Recall that Cp (1 < p < ∞) denotes the class of p-continuous functions,
that is, functions such that
lim ω1−1/p (f ; δ) = 0.
δ→0+
It is easy to see that if f ∈ Cp , then f ∈ Vp and f is continuous.

Love [45] considered the following property of functions: for any ε > 0,
there exist δ > 0 such that if {(ak , bk )} is any finite collection of nonoverlap-
ping intervals with
!1/p !1/p
X X
p p
(bk − ak ) < δ, then |f (bk ) − f (ak )| < ε.
k k
For p = 1, the previous condition is just the definition of absolute continuity.

For 1 < p < ∞, it is equivalent to f ∈ Cp . Thus, for 1 < p < ∞, we can
view p-continuity as an intermediate property of functions, between absolute
continuity and continuity. Let W be van der Waerden’s function, i.e.,
∞
X
W (x) = 2−n φ(2n x), where φ(x) = inf |x − k|, x ∈ R.
k∈Z
n=1
Then W is nowhere differentiable and thus not absolutely continuous. At the

same time, W ∈ Lip(α) for any 0 < α < 1, whence it follows that W ∈ Cp
for all p > 1.
2.3 On γ-moduli of continuity

We shall use the following scale of functions.
2.3. On γ-moduli of continuity 23
Definition 2.10. Let 0 < γ ≤ 1. We let Ωγ denote the class of all continuous
functions ω defined on [0, 1] such that ω(0) = 0, ω(t) is nondecreasing and
ω(t)/tγ is nonincreasing.
For historical remarks and some new information concerning conditions

of this type (including the close relation to index numbers), we refer to the
paper [61] and the references given there.
For γ = 1, the class Ω1 is “almost” the same as the class of moduli
of continuity (see, e.g., [14, p.41]), in the sense that for any modulus of
continuity η, there is ω ∈ Ω1 such that ω(t) ≤ η(t) ≤ 2ω(t), t ∈ [0, 1].
Similarly, Terehin [72] proved that for γ = 1/p0 , the class Ω1/p0 “almost
coincides” with the class of all moduli of p-continuity for functions in Cp .
Indeed, let f ∈ Cp and set
0 ω1−1/p (f ; u)
ω ∗ (t) = t1/p inf . (2.3.1)
0<u≤t u1/p0
Then clearly ω ∗ ∈ Ω1/p0 and by (2.2.7)
0
ω ∗ (t) ≤ ω1−1/p (f ; t) ≤ 21/p ω ∗ (t), 0 ≤ t ≤ 1. (2.3.2)
Conversely, for any ω ∈ Ω1/p0 , in [72] there was constructed a function f ∈ Cp

such that
ω(t) ≤ ω1−1/p (f ; t) ≤ 9ω(t), 0 ≤ t ≤ 1.
For this reason, we shall call a function ω ∈ Ω1/p0 a modulus of p-continuity.
Throughout this thesis, we will use the following construction. For any
ω ∈ Ωγ , we denote
ωn = ω(2−n ) and ω n = 2nγ ω(2−n ) (n ∈ N). (2.3.3)
Since ω(t) is nondecreasing and ω(t)/tγ is nonincreasing, we have
ωn+1 ≤ ωn ≤ 2γ ωn+1 (2.3.4)
and
ω n ≤ ω n+1 ≤ 2γ ω n (n ∈ N). (2.3.5)
Let ω ∈ Ωγ and assume that
lim ω(t)/tγ = ∞. (2.3.6)

t→0+
Then we define the sequence of natural numbers nk ≡ nk (ω, γ) as follows.

Set n0 = 0 and

ωn ω nk 1
nk+1 = min n : max , ≤ (k = 0, 1, ...). (2.3.7)
ωnk ω n 4
Thus,
4ωnk+1 ≤ ωnk , 4ω nk ≤ ω nk+1 (k = 0, 1, ...), (2.3.8)
and for each k = 0, 1, ... at least one of the inequalities
4ωnk+1 −1 > ωnk or ω nk+1 −1 < 4ω nk
holds. By (2.3.4) and (2.3.5), this implies that for each k = 0, 1, ... we have
at least one of the inequalities
ωnk < 8ωnk+1 (2.3.9)
or
ω nk+1 < 8ω nk . (2.3.10)
Partitions (2.3.7) for moduli of continuity have been used for a long time,
beginning from the works [3, 52, 75].
Chapter 3
Integral smoothness and

p-variation
In this chapter, we study relations between variational properties of functions

and integral smoothness.
Recall that by Hardy-Littlewood’s theorem (Theorem 2.1 above), f ∈
L1 ([0, 1]) coincides a.e. with a function g ∈ V1 if and only if ω(f ; δ)1 = O(δ).
For p > 1, the class Vp does not admit any similar characterization in terms
of Lp -modulus of continuity. It was shown in [83], [70] that
ω(f ; δ)p ≤ vp (f )δ 1/p (0 ≤ δ ≤ 1). (3.0.1)
1/p
However, for p > 1, the condition ω(f ; δ)p = O(δ ) does not even imply
that f ∈ L∞ ([0, 1]) (take e.g. f (x) = log(1/|x|), |x| ∈ (0, 1/2]).
As mentioned in the Introduction, Terehin [71] proved that if
Z 1
dt
Jp (f ) = t−1/p ω(f ; t)p < ∞,
0 t
then f is equivalent to a continuous function f¯ ∈ Vp , and
vp (f¯) ≤ AJp (f ). (3.0.2)
Simple arguments show that the constant coefficient in (3.0.2) should de-
pend on p and vanish as p → 1 or p → ∞. For example, for any continuously
differentiable function f the left-hand side in (3.0.2) is bounded whilst the
right-hand side tends to infinity as p → 1 (if f is not a constant). Further-
more, if p → ∞, then the right-hand side of (3.0.2) tends to the Dini integral,
whilst the left-hand side tend to the oscillation of f¯.
25
26 Chapter 3. Integral smoothness and p-variation
The outline of this chapter is as follows. First, we determine the optimal

asymptotics of the constant coefficient A = A(p) in (3.0.2) as p → 1 and
p → ∞. Using this version of (3.0.2) with improved constant, we obtain the
estimate (1.0.11), which strengthens Terehin’s inequality (1.0.10). We also
show that (1.0.11) is sharp in a strong sense (see Theorem 3.12 below).
Next, we prove sharp estimates of the Riesz type variation (1.0.13) in
terms of Lp -moduli of continuity.
Finally, we give some remarks on certain spaces of functions defined in
terms of local oscillations.
3.1 Auxiliary results

We will use the next lemma at several places in this work.
Lemma 3.1. Let 0 < γ ≤ 1 and let ω ∈ Ωγ satisfy (2.3.6). Let 1 ≤ q < ∞
and 0 < β < qγ be given numbers. Then
∞ Z 1
X 2qγ+2 dt
2nk β ωnq k ≤ 2ω0q + β(qγ − β) t−β ω(t)q .
k=0
qγ 0 t
Proof. By the first inequality of (2.3.8), we have

nk+1 −1
X q
2nβ (ωnq − ωn+1 ) ≥ 2nk β (ωnq k − ωnq k+1 ) ≥ 2nk β−1 ωnq k ,
n=nk
for any k ≥ 0. This implies that

∞
X ∞
X q
2nk β ωnq k ≤ 2 2nβ (ωnq − ωn+1 ). (3.1.1)
k=0 n=0
Further, applying the second inequality of (2.3.8), we obtain

nk
X
2n(β−qγ) (ω qn − ω qn−1 ) ≥ 2nk (β−qγ) (ω qnk − ω qnk−1 )
n=nk−1 +1
≥ 2nk (β−qγ)−1 ω qnk ,

for any k ≥ 1. Thus,
∞
X ∞
X
2nk β ωnq k ≤ 2 2n(β−qγ) (ω qn − ω qn−1 ). (3.1.2)
k=1 n=1
3.1. Auxiliary results 27
Since
∞
X ∞
X
q
2nβ (ωnq − ωn+1 ) = ω0q + (2β − 1) 2(n−1)β ωnq ,
n=0 n=1
and Z 2−n+1
dt
(2β − 1)2(n−1)β ωnq ≤ β t−β ω(t)q .
2−n t
Whence,
∞ Z 1
X q dt
2nβ (ωnq − ωn+1 ) ≤ ω0q + β t−β ω(t)q . (3.1.3)
n=0 0 t
Further,
∞
X ∞
X
2n(β−qγ) (ω qn − ω qn−1 ) = (1 − 2β−qγ ) 2n(β−qγ) (ω qn − ω q0 ),
n=1 n=1
and by (2.3.5),
Z 2−n q Z 2−n
dt ωn
t−β ω(t)q ≥ t−β+qγ−1 dt
2−n−1 t 2γ 2−n−1
β−qγ
1−2
= 2−qγ ω qn 2n(β−qγ) .
qγ − β
Hence,
∞ Z 1
X dt
2n(β−qγ) (ω qn − ω qn−1 ) ≤ 2qγ (qγ − β) t−β ω(t)q . (3.1.4)
n=1 0 t
Denote
∞ Z 1
X dt
S= 2nk β ωnq k and J = t−β ω(t)q .
k=0 0 t
Then (3.1.1) and (3.1.3) imply that S ≤ 2(ω0q

+ βJ). By (3.1.2) and (3.1.4),
we have also that S ≤ ω0q + 2qγ+1 (qγ − β)J. Thus, we get
qγS ≤ 2qγω0q + 2qγ+2 β(qγ − β)J.

Lemma 3.2. Let f ∈ Lp ([0, 1]) (1 ≤ p < ∞) and let
ψh,µ (x) = fh (x) − fµ (x) (h, µ ∈ (0, 1]).
Then
1−1/p 1 1
kψh,µ k∞ ≤ h ω(f ; µ)p + (3.1.5)
h µ
and
1 1
vp (ψh,µ ) ≤ 5h1−1/p ω(f ; µ)p + . (3.1.6)
h µ
Proof. For any x we have
1 x+h
Z
|ψh,µ (x)| ≤ |f (t) − fµ (x)|dt
h x
Z x+h
1 x+h
Z
1
≤ |f (t) − fµ (t)|dt + |fµ (t) − fµ (x)|dt.
h x h x
Further, for any t ∈ [x, x + h]
Z x+h
|fµ (t) − fµ (x)| ≤ |fµ0 (u)|du.
x
Applying Hölder’s inequality, we obtain

Z x+h 1/p
|ψh,µ (x)| ≤ h−1/p |f (u) − fµ (u)|p du
x
Z x+h 1/p
+ h1−1/p |fµ0 (u)|p du . (3.1.7)
x
It follows that kψh,µ k∞ ≤ h1−1/p kfµ0 kp + h−1/p kf − fµ kp . Applying Lemma

2.4, we obtain (3.1.5).
We shall now prove (3.1.6). Let Π = {x0 , x1 , ..., xn } be an arbitrary
partition and let K 0 , K 00 be defined by (4.1.2).
If j ∈ K 0 , then, applying Hölder’s inequality, we have
|ψh,µ (xj+1 ) − ψh,µ (xj )| ≤ |fh (xj+1 ) − fh (xj )| + |fµ (xj+1 ) − fµ (xj )|
Z xj+1 Z xj+1 !1/p
0 0 1−1/p 0 0 p
≤ (|fh (x)| + |fµ (x)|)dx ≤ h (|fh (x)| + |fµ (x)|) dx .
xj xj
Thus,
!1/p
X
0 p
V ≡ |ψh,µ (xj+1 ) − ψh,µ (xj )|
j∈K 0
≤ h1−1/p (kfh0 kp + kfµ0 kp ). (3.1.8)

00
Further, let j ∈ K . We have
|ψh,µ (xj+1 ) − ψh,µ (xj )| ≤ |ψh,µ (xj )| + |ψh,µ (xj+1 )|.
Using (3.1.7), we get

!1/p
X
00 p
V ≡ |ψh,µ (xj+1 ) − ψh,µ (xj )|
j∈K 00
!1/p
XZ xj +h
−1/p p
≤h |f (t) − fµ (t)| dt
j∈K 00 xj
!1/p
XZ xj+1 +h
−1/p p
+h |f (t) − fµ (t)| dt
j∈K 00 xj+1
!1/p
XZ xj +h
+h 1−1/p
|fµ0 (t)|p dt
j∈K 00 xj
!1/p
XZ xj+1 +h
+h 1−1/p
|fµ0 (t)|p dt .
j∈K 00 xj+1
Observe that [xj , xj + h] ⊂ [xj , xj+1 ) for any j ∈ K 00 . Thus, if i < j and
i, j ∈ K 00 , then [xi , xi + h] ∩ [xj , xj + h] = ∅ and
[
[xj , xj + h] ⊂ [x0 , xn ] (xn = x0 + 1).
j∈K 00
Further, if i < j and i, j ∈ K 00 , then xi+1 + h ≤ xj + h < xj+1 . Thus,

[xi+1 , xi+1 + h] ∩ [xj+1 , xj+1 + h] = ∅ and
[
[xj+1 , xj+1 + h] ⊂ [x0 + h, xn + h].
j∈K 00
Taking into account these observations, we obtain
V 00 ≤ 2h−1/p (kf − fµ kp + hkfµ0 kp ). (3.1.9)
Using (3.1.8), (3.1.9), and Lemma 2.4, we have
vp (ψh,µ ) ≤ h−1/p hkfh0 kp + 3hkfµ0 kp + 2kf − fµ kp

ω(f ; h)p 2 3
≤ h1−1/p + ω(f ; µ)p + .
h h µ
Applying (2.1.2), we obtain (3.1.6).
The following result is well known (see, e.g., [2], [5, p. 346]).
Lemma 3.3. Let 1 ≤ p < q < ∞. Then for any function f ∈ Lp ([0, 1]) and
any δ ∈ [0, 1]
Z δ
dt
ω(f, δ)q ≤ A t1/q−1/p ω(f ; t)p , (3.1.10)
0 t
Corollary 3.4. If Jp (f ) < ∞ for some 1 < p < ∞, then for any p < q < ∞
Jq (f ) ≤ AqJp (f ), (3.1.11)
We shall use the following Hardy type inequality (see [39]).
Lemma 3.5. Let {λk }∞ ∞

k=0 and {αk }k=0 be non-negative sequences.
Assume that
λk+1 ≥ dλk (k = 0, 1, ...), where d > 1.
Let 1 ≤ p < ∞. Set λ−1 = 0. Then
∞ ∞
!p !1/p 1/p0 ∞
!1/p
X X d X
(λk − λk−1 ) αj ≤p λk αkp .
k=0 j=k
d−1 k=0
3.2. Estimates of L∞ -norm and p-variation 31
3.2 Estimates of L∞-norm and p-variation

Theorem 3.6. Let f ∈ Lp ([0, 1]), 1 < p < ∞. Assume that
Z 1
dt
Jp (f ) = t−1/p ω(f ; t)p < ∞. (3.2.1)
0 t
Then f is equivalent to a continuous function f¯ ∈ Vp . Moreover,

1
kf k∞ ≤ A kf kp + 0 Jp (f ) (3.2.2)
pp
and
1
vp (f¯) ≤ A Ωp (f ) + 0 Jp (f ) , (3.2.3)
pp
Proof. Let ω ∈ Ω1 be an arbitrary modulus of continuity such that
ω(f ; t)p ≤ ω(t), t ∈ [0, 1], (3.2.4)
lim ω(t)/t = ∞, (3.2.5)

t→0+
and Z 1
t−1/p−1 ω(t)dt < ∞. (3.2.6)
0
Let nk = nk (ω, 1) be defined by (2.3.7). Set
Z x+2−nk
ϕk (x) = 2nk f (t)dt, k = 0, 1, .... (3.2.7)
x
R1
Since n0 = 0, we have ϕ0 (x) = 0 f (t)dt = I. By Lebesgue’s differentiation
theorem, for almost all x ∈ [0, 1]
∞
X
f (x) = I + (ϕk+1 (x) − ϕk (x)). (3.2.8)
k=0
Set ψk = ϕk+1 − ϕk . Fix k ≥ 0. Assume that (2.3.9) holds. Applying Lemma

3.2 with h = 2−nk+1 and µ = 2−nk , we obtain
kψk k∞ ≤ 2nk+1 /p+1 ω(f ; 2−nk )p

and
vp (ψk ) ≤ 2nk+1 /p+4 ω(f ; 2−nk )p .
Thus, by (3.2.4) and (2.3.9),
kψk k∞ ≤ 2nk+1 /p+4 ωnk+1 (3.2.9)
and
vp (ψk ) ≤ 2nk+1 /p+7 ωnk+1 . (3.2.10)
Now we assume that (2.3.10) is true. Then, applying Lemma 3.2 with h =
2−nk and µ = 2−nk+1 , we obtain
kψk k∞ ≤ 2nk (1/p−1)+1 2nk+1 ω(f ; 2−nk+1 )p
and
vp (ψk ) ≤ 2nk (1/p−1)+4 2nk+1 ω(f ; 2−nk+1 )p .
Using (3.2.4) and (2.3.10), we have
kψk k∞ ≤ 2nk /p+4 ωnk (3.2.11)
and
vp (ψk ) ≤ 2nk /p+7 ωnk . (3.2.12)
It follows from (3.2.9), (3.2.11), and (3.2.6), that the series (3.2.8) converges
uniformly on [0, 1]. Thus, f is equivalent to a continuous 1-periodic function.
Moreover,
X∞
kf k∞ ≤ |I| + 32 2nk /p ωnk . (3.2.13)
k=0
We may assume that f is continuous. Then by (3.2.8)

∞
X
vp (f ) ≤ vp (ψk ).
k=0
Applying (3.2.10) and (3.2.12), we get

∞
X
vp (f ) ≤ 256 2nk /p ωnk . (3.2.14)
k=0
By Lemma 3.1 with q = 1, β = 1/p, γ = 1,

∞ Z 1
X 8
2nk /p ωnk ≤ 2ω0 + t−1/p−1 ω(t)dt. (3.2.15)
k=0
pp0 0
Using (3.2.13), (3.2.14), and (3.2.15), we obtain

1
kf k∞ ≤ |I| + A ω(1) + 0 Dp,ω (3.2.16)
pp
and
1
vp (f ) ≤ A ω(1) + 0 Dp,ω , (3.2.17)
pp
where Z 1
Dp,ω = t−1/p−1 ω(t)dt
0
and A is an absolute constant. Here ω is any modulus of continuity satisfying
(3.2.4) – (3.2.6). If ω(f ; t)p satisfies (3.2.5), then we take ω(t) = ω(f ; t)p .
Otherwise, we take ω(t) = ω(f ; t)p + εtγ , where 1/p < γ < 1 and ε is an
arbitrary positive number. Clearly, (3.2.4) – (3.2.6) are satisfied. Let ε → 0.
Then (3.2.16), (3.2.17), and (2.1.6) imply (3.2.2) and (3.2.3).
Remark 3.7. The condition (3.2.1) can not be improved. Moreover, it was
shown by Ul’yanov [74] that if ω ∈ Ω, 1 < p < ∞, and
Z 1
dt
t−1/p ω(t) = ∞,
0 t
then there exists an essentially unbounded function f ∈ Lp ([0, 1]) such that
ω(f ; t)p ≤ ω(t) (see also Theorem 3.12 and Theorem 3.18 below).
Remark 3.8. The term Ωp (f ) on the right-hand side of (3.2.3) can not be
omitted. Indeed, let f (x) = sin(2πx). Then for all p ≥ 1 we have ω(f ; t)p ≤
2πt (t ∈ [0, 1]), and
Z 1
1 dt 2π
0
t−1/p ω(f ; t)p ≤ .
pp 0 t p
Thus, the second term on the right-hand side of (3.2.3) tends to 0 as p → ∞.
On the other hand, vp (f ) ≥ 21/p (p ≥ 1).
Set for f ∈ Lp ([0, 1]) and δ ∈ [0, 1]

Z 1 1/p
(2) p
ω (f ; δ)p = sup |f (x + h) − 2f (x) + f (x − h)| dx .
0≤h≤δ 0
Terehin [71] proved that if f ∈ Lp ([0, 1]), 1 ≤ p < ∞, and

Z 1
dt
Jp(2) (f ) = t−1/p ω (2) (f ; t)p < ∞, (3.2.18)
0 t
then f is equivalent to a continuous 1-periodic function f¯ ∈ Vp and
vp (f¯) ≤ AJp(2) (f ), (3.2.19)
where A is an absolute constant. We have the following improvement of the
previous estimate.
Corollary 3.9. Let f ∈ Lp ([0, 1]), 1 < p < ∞ and assume that (3.2.18)
holds. Then f is equivalent to a continuous 1-periodic function f¯ ∈ Vp and

¯ 1 (2)
vp (f ) ≤ A Ωp (f ) + Jp (f ) . (3.2.20)
p
Proof. By Marchaud’s inequality ([14], p. 47)
Z 1 (2)
ω (f ; u)p
ω(f ; t)p ≤ ct du + Ωp (f ) (3.2.21)
t u2
for all 0 < t ≤ 1, where c is an absolute constant. Applying (3.2.21) and
Fubini’s theorem, we get
Z 1 Z 1 (2)
0 −1/p ω (f ; u)p
Jp (f ) ≤ c p Ωp (f ) + t dudt
0 t u2
Z 1
du
= cp0 Ωp (f ) + u−1/p ω (2) (f ; u)p .
0 u
This estimate and (3.2.3) imply (3.2.20).
As above (see Remark 3.8), the term Ωp (f ) on the right-hand side of
(3.2.20) can not be omitted. However, we have that
Z 1
dt
Ωp (f ) ≤ ω (2) (f ; 1/2)p ≤ 2 t−1/p ω (2) (f ; t)p . (3.2.22)
1/2 t
Indeed, by the periodicity of f ,

Z 1
Z 1 p 1/p

Ωp (f ) ≤ 2 f (x) −
f (t)dt dx
0 0
Z 1 Z 1/2 p !1/p

=2 f (x) − [f (x + u) + f (x − u)]du dx

0 0
!1/p
Z 1/2
Z 1
≤ 21/p du |f (x + u) + f (x − u) − 2f (x)|p dx
0 0
Z 1
dt
≤ ω (2) (f ; 1/2)p ≤ 2 t−1/p ω (2) (f ; t)p .
1/2 t
Inequality (3.2.19) follows from (3.2.20) and (3.2.22). We emphasize that,

in comparison with (3.2.19), the right-hand side of (3.2.20) contains the factor
1/p. This factor may play an essential role.
We shall consider trigonometric polynomials
n
a0 X
Tn (x) = + (ak cos 2πkx + bk sin 2πkx). (3.2.23)
2 k=1
Terehin [71] observed that (3.2.19) yields that for every trigonometric poly-
nomial Tn of degree n and any 1 ≤ p < ∞
vp (Tn ) ≤ Apn1/p kTn kp , (3.2.24)
where A is an absolute constant. Oskolkov [53, 54] proved that the coeffi-
cient p on the right-hand side of (3.2.24) can be omitted. That is, for any
trigonometric polynomial of degree n and any 1 ≤ p < ∞
vp (Tn ) ≤ An1/p kTn kp , (3.2.25)
where A is an absolute constant. Oskolkov’s proof was based on the use of

interpolation methods. We note that (3.2.25) can be obtained from (3.2.20)
or, more directly, from (3.2.3). Indeed, we have
ω(Tn ; t)p ≤ min(tkTn0 kp , 2kTn kp ), t ∈ [0, 1].

Thus,
Z 1 Z 1/n
dt
Jp (Tn ) = t−1/p ω(Tn ; t)p ≤ kTn0 kp t−1/p dt
0 t 0
Z 1
+ 2kTn kp t−1/p−1 dt ≤ p0 kTn0 kp n1/p−1 + 2pn1/p kTn kp .
1/n
By the Bernstein inequality [14, p. 97], kTn0 kp ≤ 2πnkTn kp , and we obtain

Jp (Tn ) ≤ 2πpp0 n1/p kTn kp . We have also Ωp (Tn ) ≤ 2kTn kp . Applying these
estimates and (3.2.3), we obtain (3.2.25).
We give one more observation concerning the behaviour of the right-hand
side of (3.2.3) as p → ∞.
It is easy to see that if f ∈ Vq for some q ≥ 1, then
lim vp (f ) = osc(f ) (3.2.26)

p→∞
where osc(f ) is the oscillation of f on [0, 1].

The essential oscillation ess osc(f ) of a measurable 1-periodic function f
is defined as the difference
ess sup f (x) − ess inf f (x).

x∈[0,1] x∈[0,1]
Proposition 3.10. Let f be a 1-periodic measurable function. Assume that

Jp0 (f ) < ∞ for some 1 < p0 < ∞. Then
Jp (f )
lim ≤ ess osc(f ). (3.2.27)
p→∞ p
Proof. Set ω0 = ess osc(f ). Let p > p0 . Then ω(f ; t)p ≤ ω0 and for any
0 < h < 1 we have
1 1 −1/p ω0 1 −1/p−1
Z Z
dt
t ω(f ; t)p ≤ t dt ≤ ω0 h−1/p .
p h t p h
Further, applying Lemma 3.3 and Fubini’s theorem, we obtain
1 h −1/p A h −1/p t 1/p−1/p0

Z Z Z
dt du dt
t ω(f ; t)p ≤ t u ω(f ; t)p0
p 0 t p 0 0 u t
Z h
du
≤A u−1/p0 ω(f ; u)p0 .
0 u
Let ε > 0. Then there exists h > 0 such that

Z h
du
A u−1/p0 ω(f ; u)p0 < ε.
0 u
Thus, we have
1
Jp (f ) < ω0 h−1/p + ε
p
and therefore
1
lim Jp (f ) ≤ ω0 + ε.
p→∞ p
This implies (3.2.27).
Applying (3.2.26) and (3.2.27), we see that the behaviour of the right-
hand side of (3.2.3) as p → ∞ agrees with that of the left-hand side. Namely,
the left-hand side of (3.2.3) tends to ω0 = ess osc(f ) and the upper limit of
the right-hand side does not exceed Aω0 . Note that the right-hand side of
(1.0.5) may tend to infinity as p → ∞.
The results given above show that the constant factor A/(pp0 ) in (3.2.3)
has an optimal order as p → ∞. We observe now that its order is optimal as
p → 1, too.
Indeed, assume that f ∈ Wq1 for some q > 1. Then, by (2.1.3),
Z 1
Jp (f ) ≤ ||f 0 ||p t−1/p dt = p0 ||f 0 ||p for any 1 < p ≤ q.
0
Thus,
Jp (f )
lim ≤ ||f 0 ||1 = v(f ).
p→1 p0
Further, for the first term on the right-hand side of (3.2.3) we have
lim Ωp (f ) ≤ ω(f ; 1)1

p→1
and for the left-hand side
lim vp (f ) = v(f ).
p→1
It follows that the factor A/(pp0 ) in (3.2.3) can not be replaced by any factor
α(p) such that limp→1 p0 α(p) = 0. Indeed, otherwise the inequality v(f ) ≤
Aω(f ; 1)1 would be true for any f ∈ Wq1 .
3.3 Estimates of the modulus of p-continuity

Let C denote the class of all continuous 1-periodic functions on R. The
modulus of continuity of a function f ∈ C is defined by
ω(f ; δ) = sup |f (x) − f (y)|, 0 ≤ δ ≤ 1.

|x−y|≤δ
Let f ∈ Lp ([0, 1]) (1 < p < ∞) and let

Z 1
dt
Jp (f ) = t−1/p ω(f ; t)p < ∞. (3.3.1)
0 t
Then we may assume that f ∈ C. Moreover,

Z δ
dt
ω(f ; δ) ≤ A t−1/p ω(f ; t)p , (3.3.2)
0 t
where A is an absolute constant (see [2],[56]). It was proved in [2] that (3.3.2)
is sharp for any order of the modulus of continuity ω(f ; t)p .
Let ω ∈ Ω be a modulus of continuity and let 1 ≤ p < ∞. Denote by Hpω
the class of all functions f ∈ Lp ([0, 1]) such that
ω(f ; t)p ≤ ω(t), t ∈ [0, 1]. (3.3.3)
The result obtained in [2] can be formulated in the following equivalent

way. Let 1 < p < ∞. Then there exist positive constants c and c0 such that
for any modulus of continuity ω and any δ ∈ (0, 1]
c0 ξp,ω (δ) ≤ sup ω(f ; δ) ≤ cξp,ω (δ),

f ∈Hpω
where Z δ
dt
ξp,ω (δ) = t−1/p ω(t) .
0 t
Thus, for each separate value of δ it is impossible to strengthen (3.3.2).
Namely, for any δ ∈ (0, 1] there exists a function fδ ∈ Hpω such that
ω(fδ ; δ) ≥ c0 ξp,ω (δ).

3.3. Estimates of the modulus of p-continuity 39
However, a function f ∈ Hpω fitting all values δ may not exist. Moreover, it
was proved in [31] that the following refinement of (3.3.2) is true:
Z 1 1/p Z δ
dt
t−p ω(f ; t)p dt ≤ cδ 1/p−1 t−1/p ω(f ; t)p (3.3.4)
δ 0 t
for any δ ∈ (0, 1]. In particular, if ω(t) = t and f ∈ Hpω , then by (3.3.4)
Z 1
t−p ω(f ; t)p dt < ∞.
0
At the same time, ξp,ω (δ) = p0 δ 1−1/p , and the latter integral would diverge if
the inequality ω(f ; δ) ≥ c0 ξp,ω (δ) was true for all δ ∈ [0, 1].
In this section we study estimates of the modulus of p-continuity (1 < p <
∞). As we have already mentioned above, such estimates were first obtained
by Terehin (see (1.0.10)). First we shall show that the constant coefficients
in (1.0.10) can be improved.
Theorem 3.11. Let f ∈ Lp ([0, 1]) (1 < p < ∞) and assume that Jp (f ) < ∞.
Then f can be modified on a set of measure zero so as to become continuous
and
Z δ
1 dt
ω1−1/p (f ; δ) ≤ A δ −1/p ω(f ; δ)p + 0 t−1/p ω(f ; t)p , (3.3.5)
pp 0 t
for any δ ∈ (0, 1], where A is an absolute constant.
Proof. By Theorem 3.6, we may assume that f is continuous. Let 0 < δ ≤ 1.

We have (see (2.1.7))
ω1−1/p (f ; δ) ≤ ω1−1/p (fδ ; δ) + vp (f − fδ ). (3.3.6)
By (2.2.8) and (2.1.9),
ω1−1/p (fδ ; δ) ≤ δ 1−1/p ||fδ0 ||p ≤ δ −1/p ω(f ; δ)p . (3.3.7)
Further, by Theorem 3.6,

1
vp (f − fδ ) ≤ A Ωp (f − fδ ) + 0 Jp (f − fδ ) . (3.3.8)
pp
First, by (2.1.8)
Ωp (f − fδ ) ≤ 2||f − fδ ||p ≤ 2ω(f ; δ)p (3.3.9)
and
ω(f − fδ ; t)p ≤ 2||f − fδ ||p ≤ 2ω(f ; δ)p (0 < t ≤ 1). (3.3.10)
Besides, we have ω(f − fδ ; t)p ≤ ω(f ; t)p + ω(fδ ; t)p . It is easy to see that
ω(fδ ; δ)p ≤ ω(f ; t)p . Thus,
ω(f − fδ ; t)p ≤ 2ω(f ; t)p . (0 < t ≤ 1). (3.3.11)
Using estimates (3.3.10) and (3.3.11), we get

Z δ
dt
Jp (f − fδ ) ≤ 2 pδ −1/p ω(f ; δ)p + t−1/p ω(f ; t)p . (3.3.12)
0 t
Applying (3.3.6) – (3.3.9) and (3.3.12), we obtain (3.3.5).
It is clear that ω(f ; δ) ≤ ω1−1/p (f ; δ) for any 1 < p < ∞. As we have
observed, the estimate (3.3.2) for ω(f ; δ) can be strengthened (see (3.3.4)).
Now we shall show that, in contrast to (3.3.2), the estimate (3.3.5) is sharp
in the following strong sense.
Theorem 3.12. There exists a constant A > 0 such that for any 1 < p < ∞
and any ω ∈ Ω satisfying the condition
Z 1
dt
t−1/p ω(t) < ∞, (3.3.13)
0 t
there is a continuous function f ∈ Hpω for which the inequality
Z δ
1 dt
ω1−1/p (f ; δ) ≥ A δ −1/p ω(δ) + 0 t−1/p ω(t) (3.3.14)
pp 0 t
holds for all δ ∈ (0, 1].
Proof. First we assume that (2.3.6) holds. Let nk = nk (ω) (see (2.3.7)). We
set εn = ωnk if n = nk for some k ∈ N and εn = 0 otherwise (n ∈ N). Then
∞
X ν
X
εn ≤ 2ων and 2n εn ≤ 2ν+1 ων (3.3.15)
n=ν n=1
for any ν ∈ N. Indeed, let j be the least natural number such that nj ≥ ν.
Then by the first inequality in (2.3.8)
∞
X ∞
X
εn = ωnk ≤ 2ωnj ≤ 2ων .
n=ν k=j
Similarly, denoting by s the greatest natural number such that ns ≤ ν and

applying the second inequality in (2.3.8), we get
ν
X s
X
2n εn = 2nk ωnk ≤ 2ns +1 ωns ≤ 2ν+1 ων .
n=1 k=1
Let ε(t) = εn for t ∈ (2−n−1 , 2−n ] (n ∈ N, n ≥ 2), and ε(t) = 0 for

1/4 < t ≤ 1. Set
Z 1/2
f (x) = ε(t)t−1−1/p dt (3.3.16)
|x|
if |x| ≤ 1/2, and extend f to the real line with period 1 (this construction
was used before in [31, 32]).
We first estimate ω(f ; δ)p . Since f is 1-periodic, even and monotonically
decreasing on [0, 1/2], we easily get that for any 0 < h ≤ 1/4,
Z 1 Z 1/2
|f (x) − f (x + h)|p dx ≤ 4 |f (x) − f (x + h)|p dx
0 0
X∞ Z 2−n Z x+h p X∞
=4 ε(t)t−1−1/p dt dx ≡ 4 Jn (h).
n=2 2−n−1 x n=2
−ν−1 −ν
Let 2 <h≤2 (ν ∈ N, ν ≥ 2). If 2 ≤ n ≤ ν, then
Jn (h) ≤ 2(n+1)p hp (εn + εn−1 )p .
Thus, by the second inequality in (3.3.15) and (2.1.2),
ν ν
!p
X X
3p p n
Jn (h) ≤ 2 h 2 εn ≤ 25p ω(h)p . (3.3.17)
n=2 n=1
Let now n ≥ ν + 1. Then

Z 2−ν+1 !p n
!p
X
−n−1 −1−1/p
Jn (h) ≤ 2 ε(t)t dt ≤ 2−n k/p
εk 2 .
2−n−1 k=ν−1
n
!p n ∞
!p−1
X X X
k/p k
εk 2 ≤ 2 εk εk .
k=ν−1 k=ν−1 k=ν−1
Thus, by the first inequality in (3.3.15) and (2.1.2),
∞ ∞
!p−1 ∞ n
X X X X
Jn (h) ≤ εk 2−n 2k εk
n=ν+1 k=ν−1 n=ν−1 k=ν−1
∞
!p
X p
=2 εk ≤ 2p+1 ων−1 ≤ 23p+1 ω(h)p .
k=ν−1
Using this estimate and (3.3.17), we obtain
ω(f ; h)p ≤ 64ω(h), 0 ≤ h ≤ 1/4. (3.3.18)
Now we estimate ω1−1/p (f ; δ) from below. Let s ≥ 3 and nν−1 < s ≤

nν (ν = ν(s) ≥ 1). Set xj = 2−s j (j = 0, 1, ..., 2s−2 ) and
2s−2
!1/p
X−1
p
Vs = |f (xj+1 ) − f (xj )| .
j=0
First, we have
Z 2−s ∞
X Z 2−n
−1−1/p
|f (x1 ) − f (x0 )| = t ε(t)dt = εn t−1−1/p dt
0 n=s 2−n−1
∞ ∞
1X 1 X nk /p
≥ εn 2n/p = 2 ωnk .
2 n=s 2 k=ν
Further,
2s−2
X−1
m+1
s−3 2 X−1
X
|f (xj+1 ) − f (xj )|p = |f (xj+1 ) − f (xj )|p
j=1 m=0 j=2m
s−3 2m+1
!p
X X−1 Z (j+1)2−s
−1−1/p
= t ε(t)dt
m=0 j=2m j2−s
2m+1
!p
s−3
X X−1 Z (j+1)2−s
= εps−m−1 t−1−1/p
dt
m=0 j=2m j2−s
s−3
X s−1
X
≥ 2s−1−p εps−m−1 2−mp = 2s(1−p)−1 εpn 2np
m=0 n=2
s(1−p)−1 nν−1 p
≥2 2 ωnp ν−1 .
Thus, we obtain
1
Vs ≥ Ds for nν−1 < s ≤ nν , (3.3.19)
2
where ∞
X
Ds = 2nk /p ωnk + 2s(1/p−1) 2nν−1 ωnν−1 .
k=ν
Denote Z δ
1 dt
ξ(δ) = δ −1/p ω(δ) + t−1/p ω(t) .
pp0 0 t
We shall show that there exists an absolute constant c such that
ξ(δ) ≤ cDs for 2−s ≤ δ < 2−s+1 . (3.3.20)
Set Z δ
1 dt
ξ1 (δ) = δ −1/p ω(δ) + t−1/p ω(t) .
pp0 2−nν t
We have at least one of the inequalities
ωnν−1 ≤ 8ωnν or ω nν ≤ 8ω nν−1 (3.3.21)
(see Chapter 2). If the first inequality holds, then
δ −1/p ω(δ) ≤ δ −1/p ωnν−1 ≤ 8δ −1/p ωnν ≤ 2nν /p+3 ωnν

and Z δ Z δ
1 dt 8 dt
t−1/p ω(t) ≤ ωnν t−1/p ≤ 2nν /p+3 ωnν .
p 2−nν t p 2−nν t
Thus, ξ1 (δ) ≤ 8Ds . Let now the second inequality in (3.3.21) hold. Then
(see (2.1.2)) for 2−nν ≤ t ≤ 2−nν−1 we have ω(t)/t ≤ 2ω nν ≤ 16ω nν−1 . Hence,
1 δ −1/p
Z
ξ1 (δ) ≤ 16ω nν−1 δ 1−1/p + 0 t dt
p 0
= 32δ 1−1/p ω nν−1 ≤ 2s(1/p−1)+6 ω nν−1 ≤ 64Ds .
Further, let
2−nν ∞ Z −n
1 X 2 k −1/p
Z
1 −1/p dt dt
ξ2 (δ) = 0 t ω(t) = 0 t ω(t) .
pp 0 t pp k=ν 2−nk+1 t
Fix k ≥ ν. If (2.3.9) holds, then

Z 2−nk
1 dt
t−1/p ω(t) ≤ 8ωnk+1 2nk+1 /p .
p 2−nk+1 t
If (2.3.10) holds, then
Z 2−nk Z 2−nk
1 dt 2
t−1/p ω(t) ≤ 0 ω nk+1 t−1/p dt
p0 2−nk+1 t p 0
≤ 16ω nk 2nk (1/p−1) = 16ωnk 2nk /p .
Thus,
∞
X
ξ2 (δ) ≤ 16 2nk /p ωnk ≤ 16Ds .
k=ν
We have proved (3.3.20). It follows from (3.3.19) and (3.3.20) that
ω1−1/p (f ; δ) ≥ Aξ(δ)
for all 0 < δ ≤ 1/4, where A = 2−7 . It remains to observe that for 1/4 < δ ≤
1 we have ξ(δ) ≤ 8ξ(1/4).
Our theorem is proved if ω satisfies (2.3.6). Let now ω(t) = O(t). As in the
proof of Theorem 3.6, take 1/p < γ < 1 and set ω̃n (t) = ω(t)+tγ /n (n ∈ N).
Clearly, ω̃n satisfies (2.3.6) and (3.3.13). As we have proved, there exists a
constant A > 0 and a sequence of continuous 1-periodic functions {fn } such

that kfn k∞ ≤ Jp (ω̃1 ),
ω(fn ; t)p ≤ ω̃n (t) ≤ ω(t) + tγ (0 ≤ t ≤ 1), (3.3.22)
and for 2−s ≤ δ < 2−s+1

Z δ
−1/p 1 −1/p dt
vp (fn ; Πs ) ≥ A δ ω(δ) + 0 t ω(t) , (3.3.23)
pp 0 t
where Πs is the partition of [0, 1] by points 2−s j, (j = 0, 1, ..., 2s ). The

functions fn are equibounded and equicontinuous (see (3.3.22) and (3.3.2)).
Thus, by the Ascoli–Arzelà theorem, there exists a subsequence {fnk } that
converges uniformly to some function f ∈ C. It follows from (3.3.22) that
f ∈ Hpω . Furthermore, (3.3.23) implies (3.3.14) for all δ ∈ [0, 1].
s
Remark 3.13. For 1 ≤ p, q < ∞ and 0 < s < 1, the Besov space Bp,q
p
consists of all functions f ∈ L ([0, 1]) such that
Z 1 1/q
dt
kf kbsp,q = (t−s ω(f ; t)p )q < ∞.
0 t
For 1 ≤ p < ∞, the dyadic p-variation of a 1-periodic function f is given by

 1/p
k −1
2X
vp,k (f ) =  |f ((j + 1)2−k ) − f (j2−k )|p  (k ≥ 0).
j=0
It was shown in [68] that for 1 < p, q < ∞ and 1/p < s < 1, there are
constants c0 , c00 > 0 such that for any function f ∈ Bp,q
s
, there holds
∞
!1/q
X
0
c kf kbsp,q ≤ k(s−1/p)q
2 vp,k (f ) q
≤ c00 kf kbsp,q . (3.3.24)
k=0
The result (3.3.24) has applications in probability.

The left inequality of (3.3.24) follows easily from an alternative descrip-
tion of Besov spaces due to Ciesielski et al. (see [68] for references). The
proof of the right inequality given in [68] is more complicated. We observe
that the right inequality can be obtained directly from (3.3.5). Indeed, since
vp,k (f ) ≤ ω1−1/p (f ; 2−k ), we have
∞
X ∞
X
2k(s−1/p)q vp,k (f )q ≤ (2k(s−1/p) ω1−1/p (f ; 2−k ))q
k=0 k=0
∞ ∞
!q
X X
k(s−1/p)q j/p −j
≤ A 2 2 ω(f ; 2 )p .
k=0 j=k
By the previous estimates and Hardy’s inequality (see, e.g., [39]) we have
∞
X ∞
X
2k(s−1/p)q vp,k (f )q ≤ cp,q,s 2ksq ω(f ; 2−k )qp ≤ cp,q,s kf kqbsp,q .
k=0 k=0
3.4 The classes Vpα

In this section we obtain sharp estimates of vp,α (f ) (see (1.0.12)) in terms of
the modulus of continuity ω(f ; δ)p .
Theorem 3.14. Let 1 < p < ∞ and 0 < α < 1/p0 . Let f ∈ Lp ([0, 1]) and
assume that Z 1 1/p
dt
Kp,α (f ) = t−αp−1 ω(f ; t)pp < ∞. (3.4.1)
0 t
Then f is equivalent to a continuous function f¯ ∈ Vpα and
vp,α (f¯) ≤ cp,α Kp,α (f ), (3.4.2)
where
0
cp,α = Aα−1/p (1/p0 − α)1/p (3.4.3)
and A is an absolute constant.
Proof. By Theorem 3.6, we may assume that f is continuous (indeed, (3.4.1)

implies (3.2.1)). Set ω(δ) = ω(f ; δ)p . As in the proof of Theorem 3.6, we
may suppose that ω satisfies (2.3.6). Let {nk } be defined by (2.3.7). Fix a
partition Π = {x0 , x1 , ..., xn } (xn = x0 + 1). Let
σk = {j : 2−nk+1 < xj+1 − xj ≤ 2−nk } (k = 0, 1, ...).

3.4. The classes Vpα 47
For any function ϕ, set

!1/p
X |ϕ(xj+1 ) − ϕ(xj )|p
Rk (ϕ) =
j∈σ
(xj+1 − xj )αp
k
and !1/p
X
p
Sk (ϕ) = |ϕ(xj+1 ) − ϕ(xj )| .
j∈σk
For an integer k ≥ 0 we set µ(k) = k if (2.3.9) holds and µ(k) = k + 1 if

(2.3.9) does not hold (in the latter case, (2.3.10) holds). Let
−nµ(k)
Z 2
gk (x) = 2nµ(k) f (x + t) dt.
0

Z p
|gk (xj+1 ) − gk (xj )|p xj+1
−αp 0
= (x − x ) g (t)dt

j+1 j k
(xj+1 − xj )αp

xj
Z xj+1
≤ (xj+1 − xj )p−1−αp |gk0 (t)|p dt
xj
Z xj+1
≤ 2−nk (p−1−αp) |gk0 (t)|p dt
xj
for any j ∈ σk . Thus, by (2.1.9),

0 0
Rk (gk ) ≤ 2−nk (1/p −α) ||gk0 ||p ≤ 2−nk (1/p −α) 2nµ(k) ωnµ(k) .
If (2.3.9) holds, then µ(k) = k and
Rk (gk ) ≤ 2nk (α+1/p) ωnk .
If (2.3.9) does not hold, then (2.3.10) holds. In this case µ(k) = k + 1 and
by (2.3.10)
Rk (gk ) ≤ 2nk (α+1/p)+3 ωnk .
We have also
Rk (f − gk ) ≤ 2nk+1 α Sk (f − gk ).
Using these estimates and denoting γk = Sk (f − gk ), we obtain

∞
!1/p ∞
!1/p
X X
p p
vp,α (f ; Π) ≤ Rν (gν ) + Rν (f − gν )
ν=0 ν=0
∞
!1/p ∞
!1/p
X X
nν (αp+1)
≤ 8 2 ωnp ν + 2nν+1 αp γνp . (3.4.4)
ν=0 ν=0
We estimate the latter sum. Applying Abel’s transform, we have

∞
X ∞
X ∞
X ∞
X
2nν+1 αp γνp = γkp + (2nν+1 αp − 2nν αp ) γkp . (3.4.5)
ν=0 k=0 ν=0 k=ν
Further, reasoning as in Theorem 3.6 (see (3.2.10) and (3.2.12)), we obtain

∞
X
γk ≤ vp (f − gk ) ≤ A 2nj /p ωnj .
j=µ(k)
If (2.3.9) holds, then µ(k) = k and ωnk ≤ 8ωnk+1 . If (2.3.9) does not hold,
then µ(k) = k + 1. Thus,
∞
X
γk ≤ 8A 2nj /p ωnj (k = 0, 1, ...). (3.4.6)
j=k+1
On the other hand, γk ≤ Sk (f ) + Sk (gk ). By (2.2.8) and (2.1.9),

0 0
Sk (gk ) ≤ 2−nk /p kgk0 kp ≤ 2−nk /p ω nµ(k) ,
and we obtain, as above
Sk (gk ) ≤ 2nk /p+3 ωnk . (3.4.7)
Further, applying (3.3.5), we have

∞
X X
Sk (f )p = |f (xj+1 ) − f (xj )|p ≤ ω1−1/p (f ; 2−nm )p
j∈ ∞
S
k=m k=m σk
" #p
Z 2−nm
p nm /p 1 −1/p dt
≤A 2 ωnm + 0 t ω(t) .
pp 0 t
Considering cases (2.3.9) and (2.3.10), we obtain that

Z 2−nk
1 dt
0
t−1/p ω(t) ≤ 2nk /p+3 ωnk + 2nk+1 /p+3 ωnk+1 .
pp 2 k+1
−n t
Thus, !p
∞
X ∞
X
p nk /p
Sk (f ) ≤ A 2 ωnk (m = 0, 1, ...).
k=m k=m
Using this inequality, (3.4.6), and (3.4.7), we obtain
∞ ∞ ∞
!
X X X
γkp ≤ γνp +2 p
Sk (gk ) + p
Sk (f ) p
k=ν k=ν+1 k=ν+1

∞
!p
X
0 nk /p
≤ A 2 ωnk .
k=ν+1
Thus, applying (3.4.5), we get

∞
" ∞
!p
X X
2nν+1 αp γνp ≤A p
2 nk /p
ωnk +
ν=0 k=0
∞ ∞
!p #
X X
nν αp nν−1 αp nk /p
+ (2 −2 ) 2 ωnk . (3.4.8)
ν=1 k=ν
First we assume that αp < 4. Set λk = 2nk αp . Then λk+1 ≥ 2αp λk . Applying
Lemma 3.5 to the right-hand side of (3.4.8), we get
∞
!1/p ∞
!1/p
X X
nν+1 αp p nν (αp+1) p
2 γν ≤ Ap,α 2 ωnν ,
ν=0 ν=0
where
1/p0
2αp

0 0 0
Ap,α = Ap ≤ A1 p(αp)−1/p = A1 p1/p α−1/p ≤ 2A1 α−1/p
2αp − 1
(A1 is an absolute constant). Let now αp ≥ 4. Then, by Hölder’s inequality
∞
!p ∞ ∞
!p−1
−nk αp0 /2
X X X
nk /p nk (1+αp/2) p
2 ωnk ≤ 2 ωnk 2
k=ν k=ν k=ν
p−1 ∞
8 X
≤ 2−nν αp/2 2nk (1+αp/2) ωnp k
α k=ν
(we have used the condition αp0 < 1). Thus, applying (3.4.8), changing the
order of summations, and taking into account that αp ≥ 4, we obtain
∞
!1/p ∞ ∞
!1/p
X
nν+1 αp p A X
nν αp/2
X
nk (1+αp/2) p
2 γν ≤ 1/p0 2 2 ωnk
ν=0
α ν=0 k=ν
∞
!1/p
A1 X
nν (αp+1) p
≤ 1/p0 2 ωnν .
α ν=0
These estimates and (3.4.4) yield that

∞
!1/p
A X
nν (αp+1)
vp,α (f ; Π) ≤ 1/p0 2 ωnp ν . (3.4.9)
α ν=0
Applying Lemma 3.1 with q = p, β = αp + 1 and γ = 1, we have

∞
!1/p
X
2nν (αp+1) p
ωnν ≤ 8[ω(1) + (αp + 1)1/p (1/p0 − α)1/p Kp,α (f )].
ν=0
Further, (αp + 1)1/p ≤ p1/p ≤ 2, and by (2.1.2)

Z 1
ω(1)p (1/p0 − α) 1 p(1−α)−2 ω(1)p
Z
dt
(1/p0 − α) t−αp−1 ω(t)p ≥ p
t dt = .
0 t 2 0 p2p
Thus,
∞
!1/p
X
nν (αp+1)
2 ωnp ν ≤ 48(1/p0 − α)1/p Kp,α (f ).
ν=0
From here and (3.4.9) it follows that
0
vp,α (f ; Π) ≤ Aα−1/p (1/p0 − α)1/p Kp,α (f ),
Remark 3.15. Assume that f ∈ Wp1 (1 < p < ∞). It was proved in [11]
(see also [13]) that in this case
Z 1 1/p 1/p
dt 1
lim (1 − s)1/p [t−s ω(f ; t)p ]p = kf 0 kp .
s→1− 0 t p
Thus, if α → 1/p0 , the right hand side of (3.4.2) tends to cp kf 0 kp . This
agrees with Theorem 2.2 of F. Riesz. Besides, it shows that the order of the
constant cp,α in (3.4.2) as α → 1/p0 is optimal.
Remark 3.16. We observe that the order of the constant (3.4.3) as α → 0

also is optimal. Indeed, let 1 < p < ∞, 0 < α < 1/(2p0 ). Set f (x) =
| sin πx|2α . Then vp,α (f ) ≥ vp (f ) ≥ 1. Further, it is easy to see that
ω(f ; δ)p ≤ cp αδ 2α+1/p . Thus
Z 1 1/p
0
α−1/p Kp,α (f ) ≤ cp α1/p tαp−1 dt ≤ cp .
0
This implies that the constant cp,α in (3.4.2) can not replaced by c̃p,α such
0
that limα→0 c̃p,α α1/p = 0.
Now we shall show that for 0 < α < 1/p0 the condition (3.4.1) is sharp.
Theorem 3.17. Let 1 < p < ∞ and 0 < α < 1/p0 . Assume that ω ∈ Ω is a
modulus of continuity such that
Z 1
dt
t−αp−1 ω(t)p = ∞. (3.4.10)
0 t
Then there exists a function f ∈ Hpω which is not equivalent to a function in
Vpα .
Proof. The condition (3.4.10) implies (2.3.6). We define the function f as in
Theorem 3.12 (see (3.3.16)). Then we have the estimate (3.3.18).
Let n ∈ N and ξk = 2−n+k−1 (k = 0, 1, ..., n). Then
n−1 n−1 Z 2−n+k !p
X |f (ξk+1 ) − f (ξk )|p X
(n+1−k)αp p −1−1/p
= 2 εn−k t dt
k=0
(ξk+1 − ξk )αp k=0 2−n+k−1
n
X
≥ 2−p 2j(αp+1) εpj .
j=1
This implies that

∞
X ∞
X
vp,α (f ) ≥ 2−p 2j(αp+1) εpj = 2−p 2nk (αp+1) ωnp k .
j=1 k=1
It remains to show that the series at the right-hand side diverges.

Z 2−nk
dt 8p
t−(αp+1) ω(t)p ≤ 2nk+1 (αp+1) ωnp k+1 .
2 −nk+1 t αp + 1

2−nk
8p
Z
dt
t−(αp+1) ω(t)p ≤ 2nk (αp+1) ωnp k .
2−nk+1 t p(1 − α) − 1

∞
X
2nk (αp+1) ωnp k = ∞.
k=1
3.5 On classes Up
It was recently shown in [10, 9] that the classes Vp play an important role in
problems of boundedness of superposition operators. In [10, 9, 8] there were
also studied classes Up defined in terms of local oscillations. We consider one
counterexample concerning these classes.
For any 1-periodic measurable and almost everywhere finite function f we
denote by ω(f ; x, δ) the essential oscillation of f on the interval (x − δ, x + δ),
that is
ω(f ; x, δ) = ess sup f (y) − ess inf f (y), 0 < δ ≤ 1. (3.5.1)

|y−x|<δ |y−x|<δ
It is easy to see that ω(f ; x, δ) is a measurable function of x for any fixed

0 < δ ≤ 1.
For 1 ≤ p < ∞ we let Up denote the class of all measurable a.e. finite
1-periodic functions f such that
Z 1 1/p
1
sup ω(f ; x, δ)p dx < ∞. (3.5.2)
δ>0 δ 0
This class was introduced in a slightly different but equivalent way in [8].
Clearly, Up ⊂ L∞ ([0, 1]) (since if ω(f ; x0 , δ) = ∞ for some x0 and some
δ ∈ (0, 1/2], then ω(f ; x, 2δ) = ∞ for any x ∈ (x0 − δ, x0 + δ)). It was shown
in [9] that
Vp ⊂ Up (1 ≤ p < ∞) (3.5.3)
3.5. On classes Up 53
and for any 1 < p < ∞ there exists a function f ∈ Up which can not be
modified on a set of measure 0 so as to belong Vp .
Denote by Lip(1/p; p) the class of all measurable 1-periodic functions
f ∈ Lp ([0, 1]) (1 ≤ p < ∞) such that ω(f ; δ)p = O(δ 1/p ). It follows from the
definitions that
Up ⊂ Lip(1/p; p) (1 ≤ p < ∞). (3.5.4)
By (3.5.3), Hardy-Littlewood’s Theorem 2.1, and (3.5.4), U1 = Lip(1; 1).
For p > 1 the inclusion (3.5.4) is strict. Indeed, if f0 is the 1-periodic
extension of log(1/|t|), |t| ∈ (0, 1/2], to the real line, then f0 ∈ Lip(1/p; p)
for any p > 1; however, f0 ∈ / Up since f0 is unbounded. With the use of
wavelet decompositions of Besov spaces, it was shown in [9] that there exists
a bounded function in Lip(1/p; p) \ Up .
We observe that the latter result can be obtained from the following
theorem proved by direct methods in [30].
Theorem 3.18. Let 1 0.
Since (3.5.5) holds with ω(t) = t1/p , there is a bounded function f ∈

Lip(1/p; p) such that ω(f ; x, δ) ≥ 1 for any x ∈ R and any δ > 0. Clearly,
f∈/ Up .
Chapter 4
Fractional smoothness of
functions via p-variation
Let 1 < p < ∞, recall the definition (1.0.13) of the class Vpα (0 ≤ α ≤ 1/p0 ).
1/p0
For α = 1/p0 , Theorem 2.2 states that a function f ∈ Vp if and only if
f ∈ Wp1 . For α = 0, we clearly have Vp0 = Vp . Thus, Vpα (0 < α < 1/p0 )
form a scale of spaces of fractional smoothness between Vp and Wp1 .
Another characterization of Wp1 is given by moduli of p-continuity. In-
0
deed, f ∈ Wp1 if and only if ω1−1/p (f ; δ) = O(δ 1/p ) (see Chapter 2).
Obviously, if f ∈ Vpα (0 < α ≤ 1/p0 ), then
ω1−1/p (f ; δ) = O(δ α ). (4.0.1)
However, for 0 < α < 1/p0 , the condition (4.0.1) does not imply that f ∈ Vpα .
On the other hand, it is in general impossible to improve (4.0.1). The main
objectives of this chapter are twofold:
(i) to obtain sharp relations between vp,α (f ) and moduli of p-continuity;
(ii) to study limits in the scales generated by vp,α (f ) and ω1−1/p (f ; δ).
4.1 Approximation with Steklov averages

We shall prove that the modulus of p-continuity “controls” the error of ap-
proximation by Steklov averages in Vp .
55
56 Chapter 4. Fractional smoothness via p-variation
Lemma 4.1. Let 1 < p < ∞ and f ∈ Vp . Then
vp (f − fh ) ≤ 6ω1−1/p (f ; h). (4.1.1)
Proof. Let Π = {x0 , x1 , ..., xn } be any partition and set
K 0 = {j : xj+1 − xj ≤ h}, K 00 = {0, 1, ..., n − 1} \ K 0 (4.1.2)
Set also gh = f − fh and

!1/p
X
0 p
V = |gh (xj+1 ) − gh (xj )|
j∈K 0
and !1/p
X
00 p
V = |gh (xj+1 ) − gh (xj )| .
j∈K 00
Then vp (gh ; Π) ≤ V 0 + V 00 . By Minkowski’s inequality

!1/p !1/p
X X
0 p p
V ≤ |f (xj+1 ) − f (xj )| + |fh (xj+1 ) − fh (xj )|
j∈K 0 j∈K 0
≤ ω1−1/p (f ; h) + ω1−1/p (fh ; h).
Using (2.2.11), we get

V 0 ≤ 2ω1−1/p (f ; h). (4.1.3)
00
We now estimate V . We have
p
X Z h

00 p −p

(V ) = h [f (xj+1 ) − f (xj+1 + t) − f (xj ) + f (xj + t)]dt .

j∈K 00 0
Applying the trivial inequality |a+b|p ≤ 2p (|a|p +|b|p ) and Hölder’s inequality,
we obtain
Z h"X
00 p p −1
(V ) ≤ 2 h |f (xj+1 + t) − f (xj+1 )|p +
0 j∈K 00
#
X
p
+ |f (xj + t) − f (xj )| dt.
j∈K 00
4.1. Approximation with Steklov averages 57
For t ∈ [0, h] and j ∈ K 00 we have [xj , xj + t] ⊂ [xj , xj+1 ), and hence [xj , xj +
t] ∩ [xi , xi + t] = ∅ for i, j ∈ K 00 , i 6= j. Moreover, since j ≤ n − 1 and j ∈ K 00 ,
we have that xj + t ≤ xj+1 ≤ xn . Thus,
[
[xj , xj + t] ⊂ [x0 , xn ],
j∈K 00
and X
|f (xj + t) − f (xj )|p ≤ ω1−1/p (f ; h)p
j∈K 00
for each t ∈ [0, h]. Furthermore, if i, j ∈ K 00 and i < j, then xi+1 + t ≤

xj + t ≤ xj+1 . Whence, [xi+1 , xi+1 + t] ∩ [xj+1 , xj+1 + t] = ∅, i < j, and
[
[xj+1 , xj+1 + t] ⊂ [x0 + t, xn + t].
j∈K 00
Thus, X
|f (xj+1 + t) − f (xj+1 )|p ≤ ω1−1/p (f ; h)p
j∈K 00
for each t ∈ [0, h]. It follows that
V 00 ≤ 21+1/p ω1−1/p (f ; h). (4.1.4)

By (4.1.3) and (4.1.4) we obtain
vp (f − fh ) ≤ 6ω1−1/p (f ; h).
This completes the proof.
Remark 4.2. Applying Lemma 4.1, we can show that the Peetre K-functional
0
K(f, t; Vp , Wp1 ) is equivalent to ω1−1/p (f ; tp ).
Set kf kVp = |f (0)| + vp (f ) for f ∈ Vp . It is simple to show that k · kVp is
a norm on Vp and that Vp is a Banach space with respect to this norm.
As in [14, p.172], we define the K-functional for the pair (Vp , Wp1 ) by the
equality
K(f, t; Vp , Wp1 ) = inf 1 (kf − gkVp + tkg 0 kp ).
g∈Wp
We emphasize that the second term on the right-hand side is only a seminorm
on Wp1 . We shall now prove that
0 0
ω1−1/p (f ; tp ) ≤ K(f, t; Vp , Wp1 ) ≤ 8ω1−1/p (f ; tp ). (4.1.5)
0
Fix an arbitrary t ∈ (0, 1] and set h = tp . Let g = fh be the Steklov average
(2.1.7), then g ∈ Wp1 . By (2.2.12) and (4.1.1), we have that
0
|f (0) − g(0)| + vp (f − g) + h1/p kg 0 kp ≤ 8ω1−1/p (f ; h).
0
Substituting h = tp above yields
0
kf − gkVp + tkg 0 kp ≤ 8ω1−1/p (f ; tp ),
and therefore,
0
K(f, t; Vp , Wp1 ) ≤ 8ω1−1/p (f ; tp ).
On the other hand, for any g ∈ Wp1 , we have by (2.2.8) that
0 0 0
ω1−1/p (f ; tp ) ≤ ω1−1/p (f − g; tp ) + ω1−1/p (g; tp )
≤ vp (f − g) + tkg 0 kp .
Taking infimum over all g ∈ Wp1 , we obtain that

0
ω1−1/p (f ; tp ) ≤ K(f, t; Vp , Wp1 ).
Thus, (4.1.5) is proved.
4.2 Limiting relations

Let f ∈ Lp ([0, 1]) (1 < p < ∞). It was proved in [11] that if
Z 1
dt
sup (1 − s) (t−s ω(f ; t)p )p < ∞,
0<s<1 0 t
then f ∈ Wp1 and

Z 1 1/p 1/p
−s p dt 1
lim (1 − s) 1/p
(t ω(f ; t)p ) = kf 0 kp .
s→1− 0 t p
We shall consider a similar limiting relation involving the modulus of p-

continuity instead of Lp -modulus of continuity. We begin with the following
proposition.
4.2. Limiting relations 59
Proposition 4.3. Let f ∈ Wp1 (1 < p < ∞). Then
ω1−1/p (f ; h)
lim = kf 0 kp . (4.2.1)
h→0+ h1/p0
Proof. It is a direct consequence of (2.2.8) that
ω1−1/p (f ; h)
lim ≤ kf 0 kp .
h→0+ h1/p0
For h ∈ (0, 1], denote ∆h f (x) = f (x + h) − f (x) and set
µ(h) = kf 0 − (∆h f )/hkp .
Then
k∆h f kp ω(f ; h)p
kf 0 kp ≤ µ(h) + ≤ µ(h) + .
h h
From here and (2.2.9), we obtain that
ω1−1/p (f ; h)
kf 0 kp ≤ µ(h) + , (4.2.2)
h1/p0
for any 0 < h ≤ 1. Further,
Z h
∆h f (x) = f 0 (x + t)dt.
0
Thus, applying Hölder’s inequality and Fubini’s theorem, we have

Z 1 Z h p !1/p
0
f (x) − 1 0

µ(h) = f (x + t)dt dx
0
h 0
Z h Z 1 1/p
1
≤ |f 0 (x) − f 0 (x + t)|p dx dt ≤ ω(f 0 ; h)p .
h 0 0
Since f 0 ∈ Lp ([0, 1]), ω(f 0 ; h)p → 0 as h → 0. Thus, µ(h) → 0 as h → 0 and

we get from (4.2.2) that
ω1−1/p (f ; h)
lim ≥ kf 0 kp .
h→0+ h1/p0
This completes the proof.

Theorem 4.4. Let f be an 1-periodic function. Then the following state-

ments hold:
(i) if f ∈ Wp1 (1 < p < ∞), then
Z 1 1/p
0 1/p −s p dt
lim (1/p − s) [t ω1−1/p (f ; t)]
s→1/p0 − 0 t
1/p
1
= kf 0 kp ; (4.2.3)
p
(ii) if f ∈ Cp (1 < p < ∞) and

Z 1
dt
lim0 (1/p0 − s) [t−s ω1−1/p (f ; t)]p < ∞,
s→1/p − 0 t
then f ∈ Wp1 .
Proof. We first prove the statement (i). Let f ∈ Wp1 and s ∈ (0, 1/p0 ). Set
Z h
dt
J(s, h) = p(1/p0 − s) [t−s ω1−1/p (f ; t)]p , 0 ≤ h ≤ 1,
0 t
then we shall prove that
lim J(s, 1) = kf 0 kpp .

s→1/p0 −
By (4.2.1) we have that for any ε > 0, there is a number δ = δ(ε) > 0 such
that for 0 < t < δ
ω1−1/p (f ; t)p
kf 0 kpp − ε < < kf 0 kpp + ε. (4.2.4)
tp−1
Multiplying (4.2.4) by tp−2−sp , integrating over [0, δ] and taking into account
that p − 1 − sp = p(1/p0 − s) yield the inequalities
δ p−1−sp (kf 0 kpp − ε) ≤ J(s, δ) ≤ δ p−1−sp (kf 0 kpp + ε).
It follows that
(1 − δ p−1−sp )kf 0 kpp − εδ p−1−sp ≤ kf 0 kpp − J(s, δ) ≤

≤ (1 − δ p−1−sp )kf 0 kpp + εδ p−1−sp .
Furthermore, since f ∈ Wp1 , we also have f ∈ Vp and

Z 1
dt
p(1/p0 − s) [t−s ω1−1/p (f ; t)]p ≤ p(1/p0 − s)δ −sp−1 vp (f )p .
δ t
Therefore,
J(s, 1) − kf 0 kpp ≤ (1 − δ p−1−sp )kf 0 kp + εδ p−1−sp

+ p(1/p0 − s)δ −sp−1 vp (f )p .
As s → 1/p0 −, the limit of the right hand side of this inequality is equal to
ε. Since ε > 0 is arbitrary, the proof of (i) is complete.
Let now f ∈ Cp . For any 0 < h < 1, let fh be the Steklov average of
f given by (2.1.7). Then fh ∈ Wp1 and fh0 (x) = [f (x + h) − f (x)]/h a.e.
Applying (4.2.3) to the function fh and using (2.2.11), we have
Z 1
1 0 p dt
kfh kp = lim0 (1/p0 − s) [t−s ω1−1/p (fh ; t)]p
p s→1/p − 0 t
Z 1
dt
≤ lim (1/p0 − s) [t−s ω1−1/p (f ; t)]p = C < ∞.
s→1/p0 − 0 t
On the other hand,
Z 1
kfh0 kpp = h−p |f (x + h) − f (x)|p dx.
0
Thus,
Z 1 1/p
|f (x + h) − f (x)|p dx ≤ Ch, h ∈ (0, 1].
0
Since f is continuous, Theorem 2.1 implies that f ∈ Wp1 .
Remark 4.5. Milman [49] studied continuity properties of interpolation

scales at the endpoints. In particular, it follows from his results that for
any f ∈ Wp1 ,
Z 1 1/p 1/p
−s dt 1
lim (1 − s) 1/p
(t K(f, t; Vp , Wp1 ))p = kf 0 kp
s→1− 0 t p
Together with (4.1.5), this provides another look on (4.2.3).

We shall also give some limiting relations for the functionals vp,α (f ) de-
fined by (1.0.13).
Theorem 4.6. Let f be an 1-periodic function and let 1 0, then
lim vp,α (f ) = vp (f ). (4.2.6)

α→0+
Proof. To prove (i), we first observe that
vp,α (f ) ≤ vp,1/p0 (f ), 0 < α < 1/p0 .
Further, let Π = {x0 , x1 , ..., xn } be any partition. Then, since
n−1
!1/p
X |f (xk+1 ) − f (xk )|p
vp,α (f ) ≥ ,
k=0
(xk+1 − xk )αp
we get
n−1
!1/p
X |f (xk+1 ) − f (xk )|p
lim vp,α (f ) ≥ .
α→1/p0 − k=0
(xk+1 − xk )p−1
Taking supremum over all partitions, we obtain
lim vp,α (f ) ≥ vp,1/p0 (f ).

α→1/p0 −
Thus, (4.2.5) holds.

We proceed to prove (ii). Since
vp (f ) ≤ vp,α (f )
for any α > 0, it is sufficient to show that
lim vp,α (f ) ≤ vp (f ).
α→0+
For any partition Π = {x0 , x1 , ..., xn }, we set

σk = {j : 2−k−1 < xj+1 − xj ≤ 2−k },
and !1/p
X
p
Sk (f ) = |f (xj+1 ) − f (xj )| .
j∈σk
Then !1/p
∞
X
α kαp p
vp,α (f ; Π) ≤ 2 2 Sk (f ) . (4.2.7)
k=0
Furthermore, by applying the Abel transform we have
∞ ∞
"∞ ∞
#
X X X X
kαp p kαp p p
2 Sk (f ) = 2 Sj (f ) − Sj (f )
k=0 k=0 j=k j=k+1
∞
X X∞ ∞
X
= Sk (f )p + (1 − 2−αp ) 2kαp Sj (f )p .
k=0 k=1 j=k
It is easy to see that

∞
X
Sj (f )p ≤ vp,α0 (f )p 2−kα0 p .
j=k
Whence, for 0 < α < α0

∞
X ∞
X
2kαp Sk (f )p ≤ vp (f )p + vp,α0 (f )p αp 2−k(α0 −α)p .
k=0 k=1
Thus, by (4.2.7)
1/p !
α 1/p p
vp,α (f ) ≤ 2 vp (f ) + α vp,α0 (f )
2(α0 −α)p − 1
and it follows that
lim vp,α (f ) ≤ vp (f ),
α→0+
which concludes the proof.
Remark 4.7. The condition that f ∈ Vpα0 for some α0 > 0 in (ii) cannot be
omitted. Indeed, if f ∈ Vp has a discontinuity at some point, then vp,α (f ) =
∞ for all α > 0 whence lim vp,α (f ) = ∞, while vp (f ) < ∞.
4.3 Estimates of the Riesz-type variation

In this section we obtain a sharp estimate of vp,α (f ) (see (1.0.13)) in terms
of the modulus of p-continuity ω1−1/p (f ; δ).
Theorem 4.8. Let 1 < p < ∞ and let 0 < α < 1/p0 . Assume that f ∈ Vp
and that Z 1 1/p
−α p dt
Ip,α (f ) = [t ω1−1/p (f ; t)] < ∞. (4.3.1)
0 t
Then f ∈ Vpα and
vp,α (f ) ≤ A[vp (f ) + cp,α Ip,α (f )], (4.3.2)
where A is an absolute constant and
cp,α = p0 α1/p (1/p0 − α)1/p . (4.3.3)
Proof. The condition (4.3.1) implies that f ∈ Cp . Let ω ∗ (t) be given by

(2.3.1) and take ω ∈ Ω1/p0 such that
ω ∗ (t) ≤ ω(t), t ∈ [0, 1] (4.3.4)
and
0
lim ω(t)/t1/p = ∞. (4.3.5)
t→0+
We specify later how such ω can be obtained. As before, set ωn = ω(2−n )

0
and ω n = 2n/p ωn . Let the natural numbers nk ≡ nk (ω, 1/p0 ), k = 0, 1, ..., be
defined by (2.3.7). Set µ(k) = k if (2.3.9) holds and µ(k) = k + 1 if (2.3.10)
holds, and define
−nµ(k)
Z 2
nµ(k)
gk (x) = 2 f (x + t)dt.
0
Fix a partition Π = {x0 , x1 , ..., xn } and set
σk = {j : 2−nk+1 < xj+1 − xj ≤ 2−nk }.
For any function ϕ we define

!1/p
X |ϕ(xj+1 ) − ϕ(xj )|p
Rk (ϕ) =
j∈σ
(xj+1 − xj )αp
k
4.3. Estimates of the Riesz-type variation 65
and !1/p
X
p
Sk (ϕ) = |ϕ(xj+1 ) − ϕ(xj )| .
j∈σk
By Hölder’s inequality we have for j ∈ σk

Z p
|gk (xj+1 ) − gk (xj )|p 1 xj+1
0
= gk (t)dt

(xj+1 − xj )αp (xj+1 − xj )αp

xj
Z xj+1
≤ (xj+1 − xj )p−1−αp |gk0 (t)|p dt
xj
Z xj+1
≤ 2−nk (p−1−αp) |gk0 (t)|p dt.
xj
Thus, by (2.2.12) and (4.3.4),

0
Rk (gk ) ≤ 2−nk (1/p −α) kgk0 kp
0 0
≤ 2−nk (1/p −α) 2nµ(k) /p ω1−1/p (f ; 2−nµ(k) )
0 0
≤ 2−nk (1/p −α) 2nµ(k) /p ωnµ(k) .
If µ(k) = k, then Rk (gk ) ≤ 2nk α ωnk . If µ(k) = k + 1, then ω nk+1 < 8ω nk

and
0
Rk (gk ) ≤ 2−nk (1/p −α) ω nk+1 ≤ 2nk α+3 ωnk . (4.3.6)
Thus, (4.3.6) holds for each k ∈ N. Further,
Rk (f − gk ) ≤ 2nk+1 α Sk (f − gk ). (4.3.7)
∞
!1/p ∞
!1/p
X X
p p
vp,α (f ; Π) ≤ Rk (gk ) + Rk (f − gk )
k=0 k=0
∞
!1/p ∞
!1/p
X X
nk αp
≤8 2 ωnp k + 2 nk+1 αp
Sk (f − gk ) p
. (4.3.8)
k=0 k=0
We estimate the latter sum. Clearly, Sk (f − gk ) ≤ vp (f − gk ). Applying

(4.1.1), we obtain
Sk (f − gk ) ≤ 6ωnµ(k) .
If µ(k) = k, then ωnk < 8ωnk+1 and

2nk+1 α Sk (f − gk ) ≤ 2nk+1 α+3 ωnk ≤ 2nk+1 α+6 ωnk+1 .
If µ(k) = k + 1, then
2nk+1 α Sk (f − gk ) ≤ 2nk+1 α+3 ωnk+1 .
Thus !1/p !1/p
∞
X ∞
X
nk+1 αp p nk αp
2 Sk (f − gk ) ≤ 64 2 ωnp k .
k=0 k=0
It follows from the previous estimate and (4.3.8) that

∞
!1/p
X
nk αp p
vp,α (f ; Π) ≤ 72 2 ωnk .
k=0
0
Applying Lemma 3.1 with γ = 1/p , q = p and β = αp yields
Z 1 1/p
p p 0 0 −αp p dt
vp,α (f ) ≤ 72 2ω0 + 2 pp α(1/p − α) t ω(t) .
0 t
Set 1/p
Z 1
dt
Dp,α (ω) = t−αp ω(t)p .
0 t
Since p1/p ≤ 2 and (p0 )1/p ≤ p0 , we obtain
vp,α (f ) ≤ 300 ω0 + p0 α1/p (1/p0 − α)1/p Dp,α (ω) .

(4.3.9)
If there holds
ω ∗ (t)
lim = ∞, (4.3.10)
t1/p0
t→0+
then we take ω(t) = ω ∗ (t). In this case

Dp,α (ω) ≤ Ip,α (f )
and ω0 ≤ vp (f ), by (2.3.2). Thus, (4.3.2) is proved in this case.
If (4.3.10) does not hold, we take ωε (t) = ω ∗ (t) + εtγ where α < γ <
1/p0 . Then ωε ∈ Ω1/p0 for each ε > 0 and ωε satisfies (4.3.4) and (4.3.5).
Furthermore, by (2.3.2) and a simple calculation we have
Dp,α (ωε ) ≤ Ip,α (f ) + ε(p(γ − α))1/p
and ωε (1) ≤ vp (f ) + ε. Thus, we get from (4.3.9) that
vp,α (f ) ≤ 300(vp (f ) + ε + p0 α1/p (1/p0 − α)1/p [Ip,α (f ) + ε(p(γ − α))1/p ]).
Letting ε → 0 yields (4.3.2).

Remark 4.9. Assume that f ∈ Wp1 (1 < p < ∞). By Theorem 4.4
lim (1/p0 − α)1/p Ip,α (f ) = p−1/p kf 0 kp .

α→1/p0 −
Further, vp (f ) ≤ kf 0 kp for f ∈ Wp1 . Thus, the upper limit as α → 1/p0 − of

the right-hand side of (4.3.2) does not exceed Akf 0 kp (where A is an absolute
constant). On the other hand, by Proposition 4.6, the left-hand side of (4.3.2)
tends to vp,1/p0 (f ) as α → 1/p0 −. Thus,
vp,1/p0 (f ) ≤ Akf 0 kp .
This agrees with Theorem 2.2, and shows that the order of the constant
(4.3.3) is optimal as α → 1/p0 −.
Remark 4.10. Assume that Ip,α0 (f ) < ∞ for some 0 < α0 < 1/p0 . Since
Ip,α (f ) ≤ Ip,α0 (f ) for 0 < α ≤ α0 , we get that
lim α1/p Ip,α (f ) ≤ lim α1/p Ip,α0 (f ) = 0.

α→0+ α→0+
Thus, as α → 0+, the limit of the right-hand side of (4.3.2) does not exceed
Avp (f ) (where A is an absolute constant). On the other hand, if Ip,α0 (f ) <
∞, then f ∈ Vpa0 by Theorem 4.8. By (4.2.6), vp,α (f ) → vp (f ) as α → 0+.
Thus, the behaviour of the left-hand side of (4.3.2) agrees with the behaviour
of the right-hand side as α → 0+.
Remark 4.11. We shall study the relationship between Theorem 4.8 and
Theorem 3.14. In particular, we compare the estimates (3.4.2) and (4.3.2).
For 1 < p < ∞, 0 < α < 1/p0 and f ∈ Vp , we have
C
Kp,α (f ) ≤ Ip,α (f ) ≤ Kp,α (f ), (4.3.11)
α
where C is an absolute constant. Indeed, the left inequality is an immediate
consequence of (2.2.9), while the right inequality follows from the estimate
of Theorem 3.11 combined with Hardy’s inequality (see [37, p.7]).
By (3.4.2) and the left inequality of (4.3.11), we have

vp,α (f ) ≤ Ac0p,α Ip,α (f ),
0
where A is an absolute constant and c0p,α = α−1/p (1/p0 − α)1/p . Observe
that for small α > 0, the constant c0p,α is much larger than the constant cp,α
given by (4.3.3). Indeed, c0p,α → ∞ as α → 0+, while cp,α → 0 as α → 0+.
Thus, (4.3.2) with the sharp constant (4.3.3) cannot be obtained from (3.4.2).
However, as was observed, the order of the constant in (3.4.2) as α → 0+ is
optimal.
Now we show that for 0 < α < 1/p0 the condition (4.3.1) is sharp.
Theorem 4.12. Let 1 < p < ∞ and 0 < α < 1/p0 . Assume that ω ∈ Ω1/p0
is any modulus of p-continuity such that
Z 1
dt
(t−α ω(t))p = ∞. (4.3.12)
0 t
/ Vpα .
Then there is a function f ∈ Vp such that ω1−1/p (f ; δ) ≤ ω(δ) but f ∈
Proof. Define ωn , ω n by (2.3.3) with γ = 1/p0 . The condition (4.3.12) implies
0
that ω(δ) 6= O(δ 1/p ), thus we may construct {nk }∞ k=0 by (2.3.7).
For k = 1, 2, ..., set ξk = 2−nk , δk = 2−nk −2 and Ik = [ξk − δk , ξk + δk ].
Then Ik ⊂ (0, 1). Further, since nk+1 ≥ nk + 1, we have ξk+1 + δk+1 < ξk − δk
and thus the intervals {Ik }k∈N are pairwise disjoint and ordered from the
right to the left.
For k ∈ N, define ϕk as a continuous 1-periodic function such that ϕk (x) =
0 for x ∈ [0, 1]\Ik , ϕk (ξk ) = ωnk , and ϕk is linear on [ξk −δk , ξk ] and [ξk , ξk +δk ].
Set ∞
X
f (x) = ϕk (x).
k=1
−s
We shall estimate ω1−1/p (f ; 2 ) for s ∈ N. Assume that nm ≤ s < nm+1 for
some m ≥ 1. Clearly, there holds
∞
X
ω1−1/p (f ; 2−s ) ≤ ω1−1/p (ϕk ; 2−s ).
k=1
For each k ≥ m + 1 we have the trivial estimate

ω1−1/p (ϕk ; 2−s ) ≤ v1 (ϕk ) = 2ωnk .
Fix 1 ≤ k ≤ m. Observe that
|ϕ0k (x)| = 2nk +2 ωnk , x ∈ (ξk − δk , ξk ) ∪ (ξk , ξk + δk ),
and
ϕ0k (x) = 0, x ∈ [0, 1] \ Ik .
By (2.2.8), we have
Z 1/p
0 0
ω1−1/p (ϕk ; 2−s ) ≤ 2−s/p kϕ0k kp = 2−s/p 2(nk +2)p ωnp k dx
Ik
0
= 2−s/p +2−1/p ω nk .
By (2.3.8),
" m ∞
#
−s/p0
X X
−s
ω1−1/p (f ; 2 ) ≤ 4 2 ω nk + ωnk
k=1 k=m+1
0
≤ 8(2−s/p ω nm + ωnm+1 ).
0
Further, since nm ≤ s < nm+1 , we have ω nm ≤ ω s = 2s/p ωs , and ωnm+1 ≤ ωs .
Thus, ω1−1/p (f ; 2−s ) ≤ 16ωs . This implies that
ω1−1/p (f ; δ) ≤ 32ω(δ) for 0 ≤ δ ≤ 1.
/ Vpα . For any N ∈ N, consider the points

We shall prove that f ∈
0 < ξN − δN < ξN < ξN −1 − δN −1 < .... < ξ1 − δ1 < ξ1 < 1.
Clearly
N
!1/p N
!1/p
X |f (ξk ) − f (ξk − δk )|p α
X
nk αp
vp,α (f ) ≥ =4 2 ωnp k .
k=1
δkαp k=1
Thus,
∞
!1/p
X
α nk αp
vp,α (f ) ≥ 4 2 ωnp k .
k=1
It remains to show that the series at the right-hand side diverges.


2−nk
8p nk+1 αp p
Z
dt
(t−α ω(t))p ≤ 2 ωnk+1 .
2−nk+1 t αp

2−nk
8p
Z
dt
(t−α ω(t))p ≤ 2nk αp ωnp k .
2−nk+1 t p − 1 − αp

∞
X
2nk αp ωnp k = ∞.
k=1
Chapter 5
Embeddings within the scale Vp
Let 1 < p < q < ∞ and let f ∈ Vq . By Jensen’s inequality, we have that
ω1−1/q (f ; δ) ≤ ω1−1/p (f ; δ) (0 ≤ δ ≤ 1).
The main objective of this chapter is to obtain sharp reverse inequalities,

that is, estimates of ω1−1/p (f ; δ) in terms of ω1−1/q (f ; δ). Such problems for
different scales of function spaces of fractional smoothness have been stud-
ied for a long time. We shall first discuss some previous results concerning
Lr −moduli of continuity.
5.1 Some known results and statement of prob-

lem
One of the origins of embedding theory is the classical Hardy-Littlewood
theorem on Lipschitz classes [28]. This theorem states that if
ω(f ; δ)r = O(δ α ) (1 ≤ r < ∞, 0 < α ≤ 1),
r < s < ∞, and θ = 1/r − 1/s < α, then ω(f ; δ)s = O(δ α−θ ). Problems on
general relations between moduli of continuity in different norms and their
sharpness were first posed and studied in the works by Ul’yanov [74] – [76].
Therein, the conception of sharpness was formulated in terms of necessary
and sufficient conditions for embeddings of classes of functions
Hrω = {f ∈ Lr ([0, 1]) : ω(f ; δ)r = O(ω(δ))},
71
72 Chapter 5. Embeddings within the scale Vp
where ω is a given majorant (ω ∈ Ω1 ) (see Definiton 2.10).

Ul’yanov [75] proved that
Z 1
dt
Hrω ⊂ Ls ⇐⇒ (t−θ ω(t))s < ∞, (5.1.1)
0 t
where 1 ≤ r < s < ∞, θ = 1/r − 1/s, ω ∈ Ω1 . Furthermore, he obtained a
general estimate
Z δ 1/s
−θ s dt
ω(f ; δ)s ≤ c (t ω(f ; t)r ) (0 ≤ δ ≤ 1), (5.1.2)
0 t
where 1 ≤ r < s < ∞ and θ = 1/r − 1/s (see also [56] and references in [31]).
Andrienko [3] proved that this estimate is sharp in the following sense
Z δ 1/s
ω η −θ s dt
Hr ⊂ Hs ⇐⇒ µr,s,ω (δ) ≡ (t ω(t)) = O(η(δ)), (5.1.3)
0 t
whatever be ω, η ∈ Ω1 and 1 ≤ r < s < ∞. We observe that this result can
be expressed in an alternative form. Set
ω
H r = {f ∈ Lr ([0, 1]) : ω(f ; δ)r ≤ ω(δ)}.
It is easy to see that (5.1.3) is equivalent to the following statement: there is
ω
a constant c > 0 such that for every δ ∈ [0, 1] there exists a function fδ ∈ H r
for which Z δ 1/s
dt
ω(fδ ; δ)s ≥ c (t−θ ω(t))s . (5.1.4)
0 t
We stress that for different values of δ we get different functions fδ . If r > 1,
it may not exist a single function f fitting all δ ∈ (0, 1] (see [31]). Moreover,
it was proved in [31] that inequality (5.1.2) can be strengthened in a sense.
One of the questions that we consider in this chapter can be formulated
in the following way: if 1 < p < q < ∞ and f ∈ Vq , what is the necessary
and sufficient condition on the rate of decay of ω1−1/q (f ; δ) in order to have
f ∈ Vp ? Of course, this is related to the problem of finding estimates of
ω1−1/p (f ; δ) in terms of ω1−1/q (f ; δ). We shall show that the answers to these
questions are given by results that are formally analogous to (5.1.1) and
(5.1.2). However, the analogy fails to be complete. We show that in contrast
to (5.1.2), the corresponding inequality for moduli of p-continuity is sharp
in a stronger sense. Namely, the extremal function (similar to the one in
(5.1.4)) can be chosen independently of δ.

We shall use the following construction.
Definition 5.1. Let I = [a, b] ⊂ [0, 1] be an interval and N ∈ N. Set
h = (b − a)/N , and let ξj = a + jh for j = 0, 1, ..., N , and ξj∗ = a + (j + 1/2)h
for j = 0, 1, ..., N − 1.
The function F (I, N, H; x) is defined to be the continuous 1-periodic func-
tion such that F (x) = 0 for x ∈ [0, 1] \ I, F (ξj ) = 0 (j = 0, 1, ..., N ),
F (ξj∗ ) = H (j = 0, 1, ..., N − 1), and F is linear on each of the intervals
[ξj , ξj∗ ] and [ξj∗ , ξj+1 ] (j = 0, 1, ..., N − 1).
Thus, the graph of F consists of N congruent isosceles triangles with
height H and base h. Using (2.2.1) and Lemma 2.6, we have
vr (F ) = (2N )1/r H (1 ≤ r < ∞), (5.2.1)
and
0
kF 0 kr = 2h−1/r N 1/r H (1 ≤ r < ∞). (5.2.2)
Lemma 5.2. Let 1 < p < q < ∞ and θ = 1/p − 1/q. Suppose that ω ∈ Ω1/q0
satisfies (2.3.6) and let nk = nk (ω) (k ∈ N) be defined by (2.3.7). Fix natural
numbers ν < µ and a number γ ∈ (0, 1]. Let
µ−1
!1/q
X
nk θq q
σ= 2 ωnk .
k=ν
Then there exists a nonnegative continuous 1-periodic function f such that:

(i) (supp f ) ∩ [0, 1] = [0, α], where
µ−1
!
1 X
α≤ γ+ 2−nk ; (5.2.3)
8 k=ν
(ii) for any 0 < h ≤ 1,

µ−1
X
ω1−1/q (f ; h) ≤ 16 min(1, (2nk h)1−1/q )ωnk (5.2.4)
k=ν
and
ω1−1/p (f ; h) ≤ 16 min(σ, h1−1/p ω nµ−1 ); (5.2.5)
(iii) the following estimates from below hold:
ω1−1/p (f ; 2−nν ) ≥ 21/q γ θ σ, (5.2.6)
and
q/p
2nµ−1 θ ωnµ−1

ω1−1/p (f ; 2−nµ−1 ) ≥ 21/q γ θ σ . (5.2.7)
σ
Proof. Set1
Nk = [2nk q/p ωnq k σ −q γ] + 1 (k = ν, ..., µ − 1),
m−1
X
αν = 0, αm = Nk 2−nk −3 (m = ν + 1, ..., µ),
k=ν
Ik = [αk , αk+1 ] for k = ν, ..., µ − 1.

−1/q
Further, for each ν ≤ k ≤ µ − 1, let Hk = ωnk Nk and set Fk (x) =
F (Ik , Nk , Hk ; x), and
µ−1
X
f (x) = Fk (x).
k=ν
Clearly, (supp f ) ∩ [0, 1] = [0, αµ ] and

µ−1 µ−1
! µ−1
!
1 −q
X
nk (q/p−1)
X
−nk 1 X
−nk
αµ ≤ σ γ 2 ωnq k + 2 = γ+ 2 .
8 k=ν k=ν
8 k=ν
This implies (i).

Let now 0 < h ≤ 1. We have (see (5.2.1))
ω1−1/q (Fk ; h) ≤ vq (Fk ) = 21/q ωnk ,
and by (2.2.8)
ω1−1/q (Fk ; h) ≤ h1−1/q kFk0 kq ≤ 16h1−1/q 2nk (1−1/q) ωnk .
These estimates imply (5.2.4).

1
[x] denotes the integral part of a number x.
Further, each Fk is nonnegative and equals to 0 at the endpoints of the

interval Ik = supp Fk . Moreover, the intervals Ik have disjoint interiors.
Thus, taking into account Lemma 2.6 and (5.2.1), we get
µ−1 µ−1 µ−1
X X X 1−p/q
vp (f )p = vp (Fk )p = 2 Hkp Nk = 2 ωnp k Nk .
k=ν k=ν k=ν
Since Nk ≤ 2nk q/p ωnq k σ −q + 1, we have, by applying the first inequality in

(2.3.8)
µ−1 µ−1
!
X X
vp (f )p ≤ 2 σ p−q 2nk θq ωnq k + ωnp k ≤ 2(σ p + 2ωnp ν ) ≤ 6σ p .
k=ν k=ν
Thus,
ω1−1/p (f ; h) ≤ vp (f ) ≤ 61/p σ, 0 < h ≤ 1. (5.2.8)
Further, by (5.2.2)
µ−1 µ−1
X X
kf 0 kpp = kFk0 kpp = (Hk 2nk +4 )p Nk 2−nk −3
k=ν k=ν
µ−1
X 1−p/q nk (p−1)
= 24p−3 Nk 2 ωnp k ≤ 24p−3 (A + B),
k=ν
where
µ−1
X
A= 2nk (p−1) ωnp k
k=ν
and
µ−1
X
B = σ p−q 2nk p(1−1/q) ωnp k (2nk θq ωnq k )1−p/q .
k=ν
By the second inequality in (2.3.8), we have that
µ−1 µ−1
X X
A≤ 2−nk (1−p/q) ω pnk ≤ ω pnk ≤ 2ω pnµ−1 .
k=ν k=ν
Further, applying Hölder’s inequality and (2.3.8), we obtain

µ−1
!p/q µ−1 !1−p/q
X X
p−q q nk θq q
B≤σ ω nk 2 ωnk ≤ 2p/q ω pnµ−1 .
k=ν k=ν
Thus, kf 0 kp ≤ 16ω nµ−1 , and by (2.2.8) we have that
ω1−1/p (f ; h) ≤ 16h1−1/p ω nµ−1 , 0 < h ≤ 1. (5.2.9)
Estimates (5.2.8) and (5.2.9) imply (5.2.5).

All extremal points of the functions Fk (k = ν, ..., µ − 1) subdivide [0, αµ ]
into intervals with lengths smaller than 2−nν . This implies that
µ−1 µ−1
X X 1−p/q
ω1−1/p (f ; 2−nν )p ≥ 2 Nk Hkp = 2 Nk ωnp k .
k=ν k=ν
Since Nk ≥ 2nk q/p−1 ωnq k σ −q γ, we have
µ−1
X
ω1−1/p (f ; 2−nν )p ≥ 2p/q σ p−q γ 1−p/q 2nk θq ωnq k = 2p/q γ 1−p/q σ p .
k=ν
This proves (5.2.6). Finally, subdividing [0, αµ ] into intervals of the length
2−nµ−1 −4 , we take only the terms related to the interval [αµ−1 , αµ ]. Thus, we
obtain
p
ω1−1/p (f ; 2−nµ−1 )p ≥ 2Nµ−1 Hµ−1 ≥ 2p/q γ 1−p/q σ p−q 2nµ−1 θq ωnq µ−1 .
We shall also use van der Waerden type functions to prove the following
statement.
Lemma 5.3. Let 1 ≤ p < q < ∞ and θ = 1/p − 1/q. Suppose that ω ∈
Ω1/q0 satisfies (2.3.6). Then there exists a nonnegative continuous 1-periodic
function ψ such that
(supp ψ) ∩ [0, 1] = [0, 1/2], (5.2.10)
ω1−1/q (ψ; δ) ≤ ω(δ), 0 ≤ δ ≤ 1, (5.2.11)

and
ω1−1/p (ψ; δ) ≥ Aδ −θ ω(δ), 0 < δ ≤ 1, (5.2.12)
Proof. Let nk = nk (ω) (see (2.3.7)). Denote
I = [0, 1/2], Nk = 2nk , Hk = ωnk 2−nk /q .
Further, applying Definition 5.1, we set
gk (x) = F (I, Nk , Hk ; x) (k ∈ N)
and
∞
X
g(x) = gk (x).
k=1
Then g is a nonnegative, continuous and 1-periodic function satisfying (5.2.10).

By (5.2.1), we have
ω1−1/q (gk ; h) ≤ vq (gk ) = 21/q ωnk (5.2.13)
for any 0 < h ≤ 1. Besides,
|gk0 (x)| = 2nk +2 Hk = 4ω nk (k ∈ N) (5.2.14)
for almost all x ∈ I (gk0 (x) = 0 for x ∈ (0, 1) \ I). By (2.2.8), it follows that
ω1−1/q (gk ; h) ≤ 4h1−1/q ω nk , 0 < h ≤ 1. (5.2.15)
Let 2−nj+1 < h ≤ 2−nj (j ∈ N). Then, by (5.2.13), (5.2.15), and (2.3.8),
∞ j
!
X X
1−1/q
ω1−1/q (g; h) ≤ 4 ωnk + h ω nk
k=j+1 k=1
≤ 8(ωnj+1 + h1−1/q ω nj ) ≤ 16ω(h). (5.2.16)
Now we estimate ω1−1/p (g; 2−m ) from below. We shall use the inequality
ω1−1/p (gk ; h) ≤ 22−1/p h1−1/p ω nk (0 < h ≤ 1), (5.2.17)
which follows directly from (2.2.8) and (5.2.14). Fix an integer m ≥ 0. Let
nµ ≤ m < nµ+1 . First we assume that
ω nµ+1 < 8ω nµ . (5.2.18)

Set hm = 2−m−2 and let Π be the partition of [0, 1] by the points xi = ihm (i =
0, 1, ..., 2m+2 ). Then gk (xi ) = 0 (i = 0, 1, ..., 2m+2 ) for all k ≥ µ + 1. Further,
if µ ≥ 2, then by (5.2.17) and (2.3.8),
µ−1 µ−1
X X
vp (gk ; Π) ≤ 22−1/p hm
1−1/p
ω nk ≤ 23−1/p h1−1/p
m ω nµ−1
k=1 k=1
0
≤ 21/p h1−1/p
m ω nµ .
On the other hand, the function gµ is linear on each of the intervals [xi , xi+1 ].
Thus, by (5.2.14),
0
vp (gµ ; Π) = 4ω nµ hm 2(m+1)/p = 21+1/p h1−1/p
m ω nµ .
Applying these estimates and (5.2.18), we obtain

0 0 0
vp (g; Π) ≥ 21/p hm
1−1/p
ω nµ ≥ 21/p −3 h1−1/p
m ω m = 2−1/p −3 2mθ ωm .
This implies that

ω1−1/p (g; 2−m ) ≥ 2mθ−4 ωm (5.2.19)
for nµ ≤ m < nµ+1 , provided that (5.2.18) holds.
If (5.2.18) does not hold, then
8ω nµ ≤ ω nµ+1 (5.2.20)
and thus (see (2.3.9), (2.3.10) above)
8ωnµ+1 > ωnµ . (5.2.21)
Set tµ = 2−nµ+1 −2 and let Π0 be the partition of [0, 1] by points xi = itµ (i =

0, 1, ..., 2nµ+1 +2 ). Then gj (xi ) = 0 for all j ≥ µ + 2. Further, by (5.2.17) and
(5.2.20), we have
µ µ
X X
vp (gk ; Π0 ) ≤ 22−1/p t1−1/p
µ ω nk ≤ 23−1/p t1−1/p
µ ω nµ
k=1 k=1
≤ 2−1/p t1−1/p
µ ω nµ+1 = 2−2+1/p 2nµ+1 θ ωnµ+1 .
On the other hand,
vp (gµ+1 ; Π0 ) = 2nµ+1 θ+1/p ωnµ+1 .

Applying (5.2.21), we obtain

0 0
vp (g; Π0 ) ≥ 2−1/p 2nµ+1 θ ωnµ+1 ≥ 2−1/p −3 2nµ+1 θ ωm ≥ 2mθ−4 ωm .
Thus, (5.2.19) is true for nµ ≤ m < nµ+1 also in the case when (5.2.18)
does not hold. Now, the statement of the lemma follows from (5.2.16) and
(5.2.19).
Lemma 5.4. Let 1 < p < q < ∞ and θ = 1/p − 1/q. Assume that ω ∈ Ω1/q0
satisfies (2.3.7) and let nk = nk (ω) (k ∈ N). Then:
(i) the series

∞
X
2mθq ωm
q
(5.2.22)
m=1
converges if and only if the series

∞
X
2nk θq ωnq k (5.2.23)
k=1
converges;
(ii) if
∞
!1/q
X
mθq q
rn = 2 ωm (n = 0, 1, ...)
m=n
and !1/q
∞
X
nk θq
ρ(ν) = 2 ωnq k (ν ∈ N),
k=ν
then
rn ≤ c(2nθ ωn + ρ(ν + 1)) for nν ≤ n < nν+1 (ν ∈ N), (5.2.24)
where c = c(p, q) depends only on p and q.
Proof. Denote
nk+1 −1
X
Sk = 2mθq ωm
q
.
m=nk
Assume that (2.3.9) holds. Then
nk+1 −1
X
Sk ≤ 8q ωnq k+1 2mθq ≤ c2nk+1 θq ωnq k+1 . (5.2.25)
m=nk
If (2.3.9) does not hold, then (2.3.10) holds. In this case
nk+1 −1 ∞
0 0
X X
Sk = 2−mq/p ω qm ≤ 8q ω qnk 2−mq/p
m=nk m=nk
0
= cω qnk 2−nk q/p = c2nk θq ωnq k . (5.2.26)
Estimates (5.2.25) and (5.2.26) yield the statement (i). Similarly, we have
nν+1 −1
X
2mθq ωm
q
≤ c max(2nθq ωnq , 2nν+1 θq ωnq ν+1 ). (5.2.27)
m=n
Since
nν+1 −1 ∞
X X
rnq = 2mθq ωm
q
+ Sk ,
m=n k=ν+1
estimates (5.2.25) – (5.2.27) imply (5.2.24).
5.3 Embeddings of the space Vqω

Theorem 5.5. Let 1 < p < q < ∞ and θ = 1/p − 1/q. Assume that f ∈ Vq
and that Z 1
dt
(t−θ ω1−1/q (f ; t))q < ∞. (5.3.1)
0 t
Then f ∈ Vp and
Z δ 1/q
−θ q dt
ω1−1/p (f ; δ) ≤ 4 (t ω1−1/q (f ; t)) (5.3.2)
0 t
for all δ ∈ [0, 1].

5.3. Embeddings of the space Vqω 81
Proof. Let Π = {x0 , x1 , ..., xn } be any partition of a period. Applying

Hölder’s inequality with exponents q/p and (q/p)0 = 1/(pθ), we obtain
n−1
!1/p
X − f (xj )|p
pθ |f (xj+1 )
vp (f ; Π) = (xj+1 − xj )
j=0
(xj+1 − xj )pθ
n−1
!1/q
X |f (xj+1 ) − f (xj )|q
≤ . (5.3.3)
j=0
(xj+1 − xj )qθ
Denote
σk (Π) = {j : 2−k−1 < xj+1 − xj ≤ 2−k } (k = 0, 1, ...).
Set also  1/q

X
q
Sk (Π) =  |f (xj+1 ) − f (xj )|
j∈σk (Π)
if σk (Π) 6= ∅ and Sk (Π) = 0 otherwise. Then, by (5.3.3) we have that

 
X∞ X |f (xj+1 ) − f (xj )|q
vp (f ; Π) ≤  
k=0 j∈σk (Π)
(xj+1 − xj )qθ
∞
!1/q
X
(k+1)θq q
≤ 2 Sk (Π) . (5.3.4)
k=0
Clearly,
Sk (Π) ≤ ω1−1/q (f ; 2−k ), (5.3.5)
for any partition Π. Using (5.3.4), (5.3.5), and (2.2.7), we obtain
∞
!1/q
X
(k+1)θq −k q
vp (f ) ≤ 2 ω1−1/q (f ; 2 )
k=0
Z 1 1/q
−θ q dt
≤ 4 (t ω1−1/q (f ; t)) .
0 t
Thus, f ∈ Vp . Further, let 2−ν < δ ≤ 2−ν+1 , ν ∈ N. Let Π be any partition

with kΠk ≤ δ. Then σk (Π) = ∅ and Sk (Π) = 0 for k < ν. Thus, from (5.3.4)
and (5.3.5)
∞
!1/q
X
(k+1)θq −k q
vp (f ; Π) ≤ 2 ω1−1/q (f ; 2 )
k=ν
Z δ 1/q
dt
≤ 4 (t−θ ω1−1/q (f ; t))q .
0 t
Now, we obtain the following embedding theorem for the classes Vqω .
Theorem 5.6. Let 1 < p < q < ∞, θ = 1/p − 1/q, and ω ∈ Ω1/q0 . Then the
embedding
Vqω ⊂ Vp (5.3.6)
holds if and only if
Z 1
dt
(t−θ ω(t))q < ∞. (5.3.7)
0 t
Proof. The sufficiency of (5.3.7) for embedding (5.3.6) follows immediately
from Theorem 5.5. To prove the necessity, we assume that the integral on the
left-hand side of (5.3.7) diverges. Then ω satisfies (2.3.6). Let the sequence
nk = nk (ω) be defined by (2.3.7). By Lemma 5.4(i),
∞
X
2nk θq ωnq k = ∞.
k=1
Thus, there exists a strictly increasing sequence of natural numbers {νj } such
that ν1 = 1 and
 1/q
νj+1 −1
X
σj ≡  2 k ωnk  > 2j
n θq q
(5.3.8)
k=νj
for all j ∈ N. For each j ∈ N, we apply Lemma 5.2 with ν = νj , µ = νj+1 ,

and γ = 2−j . Then we have σ = σj ; we will write αj∗ instead of αµ (µ = νj+1 ).
By (5.2.3), !
∞ ∞ ∞
X
∗ 1 X −j X −nk 1
αj ≤ 2 + 2 ≤ . (5.3.9)
j=1
8 j=1 k=1
2
5.3. Embeddings of the space Vqω 83
By fj we denote the function f defined in Lemma 5.2. Set

j−1
X
∗
β1 = 0, βj = αm for j ≥ 2,
m=1
and define the functions
ϕj (x) = fj (x + βj ) (j ∈ N),
and ∞
X
ϕ(x) = ϕj (x).
j=1
Observe that by (5.3.9), (supp ϕj )∩[0, 1] = [βj , βj+1 ] ⊂ [0, 1/2], and supp ϕj (j ∈
N) have disjoint interiors.
Assume that h ∈ (0, 1] and estimate ω1−1/q (ϕ; h). By (5.2.4), we have
∞
X
ω1−1/q (ϕ; h) ≤ ω1−1/q (ϕj ; h)
j=1
X−1
∞ νj+1
X
≤ 16 min(1, (2nk h)1−1/q )ωnk
j=1 k=νj
∞
X
= 16 min(1, (2nk h)1−1/q )ωnk .
k=1
Let k(h) be the greatest natural number k such that 2nk h ≤ 1. Then h >
2−nk(h)+1 . Applying (2.3.8), we have
 
k(h) ∞
X X
1−1/q
ω1−1/q (ϕ; h) ≤ 16 h ω nk + ωnk 
k=1 k=k(h)+1
1−1/q
≤ 32(h ω nk(h) + ωnk(h)+1 ) ≤ 64ω(h).
Thus, ϕ ∈ Vqω . On the other hand, by (5.2.6) and (5.3.8), we have that
vp (ϕ) ≥ vp (ϕj ) > 2j(1−θ) for any j ∈ N.
Thus, ϕ ∈
/ Vp .
Remark 5.7. Let p = 1 and 1 < q < ∞. Then the integral on the left-hand
side of (5.3.7) diverges for any non-trivial ω ∈ Ω1/q0 . It is easy to show that
embedding
Vqω ⊂ V1 ≡ V (5.3.10)
holds if and only if
ω(t) = O(t1−1/q ). (5.3.11)
Indeed, if (5.3.11) is true, then ⊂ Vqω Wq1
(see Chapter 2) and thus we have
(5.3.10). On the other hand, if (5.3.11) does not hold, then the function ψ
defined in Lemma 5.3 (for p = 1) belongs to Vqω , but does not belong to V.
5.4 Sharpness of the main estimate

In this section we complete the proof of the main result of this chapter.
Theorem 5.8. Let 1 < p < q < ∞, θ = 1/p − 1/q. There exists a positive
constant c(p, q) such that for any ω ∈ Ω1/q0 there is a function f for which
ω1−1/q (f ; δ) ≤ ω(δ), δ ∈ [0, 1], (5.4.1)
and
Z δ 1/q
−θ q dt
ω1−1/p (f ; δ) ≥ c(p, q) (t ω(t)) , δ ∈ [0, 1]. (5.4.2)
0 t
Proof. If the integral on the left-hand side of (5.3.7) diverges, then the state-
ment follows from Theorem 5.6. We suppose that (5.3.7) holds. First we
assume that ω satisfies condition (2.3.6). Let nk = nk (ω) (see (2.3.7)). As
above, we set
∞
!1/q
X
nk θq q
ρ(ν) = 2 ωnk (ν ∈ N).
k=ν
Let ν1 = 1 and
νj+1 = min{ν ∈ N : ρ(ν) ≤ α0 ρ(νj )} (j ∈ N),
where α0 = 2−6 . Then

ρ(νj+1 ) ≤ α0 ρ(νj ) (5.4.3)
5.4. Sharpness of the main estimate 85
and
ρ(νj+1 − 1) > α0 ρ(νj ) (j ∈ N). (5.4.4)
For each j ∈ N we apply Lemma 5.2 with ν = νj , µ = νj+1 , and γ = 1. We
denote by fj the function f defined in this lemma. Further, by (5.4.3), we
have
 1/q
νj+1 −1
X
σ ≡ σj =  2nk θq ωnq k  = [ρ(νj )q − ρ(νj+1 )q ]1/q ≥ (1 − α0q )1/q ρ(νj ).
k=νj
Thus,
σj ≤ ρ(νj ) ≤ 21/q σj . (5.4.5)
Observe also that by (5.2.3), (supp fj ) ∩ [0, 1] ⊂ [0, 1/2]. Set
∞
X
ϕ(x) = fj (x).
j=1
Then
(supp ϕ) ∩ [0, 1] ⊂ [0, 1/2]. (5.4.6)
Let h ∈ (0, 1]. By (5.2.4),
∞
X
ω1−1/q (ϕ; h) ≤ ω1−1/q (fj ; h)
j=1
X−1
∞ νj+1
X
≤ 16 min(1, (2nk h)1−1/q )ωnk
j=1 k=νj
∞
X
= 16 min(1, (2nk h)1−1/q )ωnk .
k=1
Estimating the last sum exactly as in the proof of Theorem 5.6, we obtain
ω1−1/q (ϕ; h) ≤ 64ω(h). (5.4.7)
Now we estimate the modulus of p-continuity of the function ϕ from

below. We shall denote
nk = lj if k = νj and nk = lj∗ if k = νj+1 − 1. (5.4.8)

By (5.2.5),
ω1−1/p (fj ; h) ≤ 16 min(σj , h1−1/p ω lj∗ ) (5.4.9)
for all h ∈ (0, 1] and any j ∈ N. Besides, by (5.2.6), (5.2.7), and (5.4.5), we
have
ω1−1/p (fj ; 2−lj ) ≥ ρ(νj ), (5.4.10)
and !q/p
∗
−lj∗
2lj θ ωlj∗
ω1−1/p (fj ; 2 ) ≥ ρ(νj ) (5.4.11)
ρ(νj )
for any j ∈ N. Let h ∈ (0, 1]. By (5.4.9), (5.4.5), and (5.4.3),
∞
X ∞
X
ω1−1/p (fj ; h) ≤ 16 ρ(νj ) ≤ 32ρ(νm+1 ) (5.4.12)
j=m+1 j=m+1
for any m ∈ N. Also, by (5.4.9) and (2.3.8),

m−1
X m−1
X
ω1−1/p (fj ; h) ≤ 16h1−1/p ω lj∗
j=1 j=1
≤ 32h1−1/p ω lm−1
∗ ≤ 8h1−1/p ω lm (5.4.13)
for any m ≥ 2.
Fix now s ∈ N, s ≥ 2. First we assume that
ρ(νs ) ≥ β0 ρ(νs − 1) (β0 = 2−12q ). (5.4.14)
By (5.4.12) and (5.4.13), for any h ∈ (0, 1]

X
ω1−1/p (ϕ; h) ≥ ω1−1/p (fs ; h) − ω1−1/p (fj ; h)
j6=s
≥ ω1−1/p (fs ; h) − 32ρ(νs+1 ) − 8h1−1/p ω ls .
Taking here h = 2−ls and applying (5.4.10) and (5.4.3), we obtain

1
ω1−1/p (ϕ; 2−ls ) ≥ ρ(νs ) − 2ls θ+3 ωls . (5.4.15)
2
By (5.4.14) and (5.4.4), for any νs−1 ≤ k < νs ,
ρ(νs ) ≥ β0 ρ(νs − 1) ≥ α0 β0 ρ(νs−1 ) ≥ α0 β0 ρ(k). (5.4.16)

In what follows, we denote
λ(k) = 2nk θ ωnk . (5.4.17)
ω1−1/p (ϕ; 2−nk ) ≥ c1 ρ(k) − 8λ(νs ) (c1 > 0) (5.4.18)
for any νs−1 ≤ k < νs , provided that (5.4.14) holds.

Now we assume that
ρ(νs ) < β0 ρ(νs − 1). (5.4.19)
Then (see notation (5.4.17))

1
λ(νs − 1) ≥ ρ(νs − 1) − ρ(νs ) ≥ (1 − β0 )ρ(νs − 1) ≥ ρ(νs − 1).
2
By (5.4.4), ρ(νs − 1) > α0 ρ(νs−1 ). Whence, we obtain
α0
λ(νs − 1) ≥ ρ(νs−1 ). (5.4.20)
2
∗
Set hs = 2−ls−1 . We have ls−1 ∗
= nνs −1 (see (5.4.8)). Thus, it follows from
(5.4.11) and (5.4.20) that
q/p
λ(νs − 1) α0 q/p
ω1−1/p (fs−1 ; hs ) ≥ ρ(νs−1 ) ≥ ρ(νs−1 ). (5.4.21)
ρ(νs−1 ) 2
We observe also that by (5.4.19)
ρ(νs ) < β0 ρ(νs−1 ). (5.4.22)
Now we apply (5.4.21), (5.4.12) and (5.4.13) (in the case s ≥ 3) for m = s−1.
We obtain
X
ω1−1/p (ϕ; hs ) ≥ ω1−1/p (fs−1 ; hs ) − ω1−1/p (fj ; hs )
j6=s−1
α q/p
0
≥ ρ(νs−1 ) − 32ρ(νs ) − 8h1−1/p
s ω ls−1 .
2
Taking into account (5.4.22), we have
ω1−1/p (ϕ; hs ) ≥ c2 ρ(νs−1 ) − 8h1−1/p

s ω ls−1 ,
where c2 = 2−7q/p − 25−12q > 0. Let νs−1 ≤ k < νs . Then hs ≤ 2−nk and
ω ls−1 ≤ ω nk . Thus,
ω1−1/p (ϕ; 2−nk ) ≥ c2 ρ(k) − 8λ(k) (5.4.23)
for νs−1 ≤ k < νs , provided that (5.4.19) holds.

Let now ψ be the function defined by Lemma 5.3. Set
F (x) = ϕ(x) + ψ(x + 1/2).
By (5.4.7) and (5.2.11),
ω1−1/q (F ; δ) ≤ cω(δ), 0 ≤ δ ≤ 1. (5.4.24)
On the other hand, taking into account (5.4.6) and (5.2.10), and applying
(2.2.6), we have that
ω1−1/p (F ; δ)p = ω1−1/p (ϕ; δ)p + ω1−1/p (ψ; δ)p . (5.4.25)
Let νs−1 ≤ k < νs . Then, by (5.2.12)
ω1−1/p (ψ; 2−nk ) ≥ cλ(k),
and
ω1−1/p (ψ; 2−nk ) ≥ ω1−1/p (ψ; 2−nνs ) ≥ cλ(νs )
(c > 0). Moreover, at least one of the inequalities (5.4.18) or (5.4.23) is true.
Thus, taking into account (5.4.25), we obtain that
ω1−1/p (F ; 2−nk ) ≥ cρ(k), (5.4.26)
for any k ∈ N. Finally, let nk ≤ n < nk+1 . By (5.4.25) and (5.2.12),
ω1−1/p (F ; 2−n ) ≥ ω1−1/p (ψ; 2−n ) ≥ c2nθ ωn .
On the other hand, by (5.4.26),
ω1−1/p (F ; 2−n ) ≥ ω1−1/p (F ; 2−nk+1 ) ≥ cρ(k + 1).
Thus,
ω1−1/p (F ; 2−n ) ≥ c(ρ(k + 1) + 2nθ ωn ) (c > 0).
Applying Lemma 5.4, we have that

∞
!1/q
X
−n 0
ω1−1/p (F ; 2 )≥c 2 mθq q
ωm (c0 > 0)
m=n
for any integer n ≥ 0. This estimate and (5.4.24) yield that the theorem is
true provided that (2.3.6) holds.
Now we assume that (2.3.6) does not hold. Then ω(t) = O(t1−1/q ). Take
1 − 1/p < γ < 1 − 1/q and set ωn (t) = ω(t) + tγ /n (n ∈ N). Clearly, ωn
satisfies (2.3.6) and (5.3.7). As we have proved, there exists a constant c > 0
and a sequence of continuous 1-periodic functions {fn } such that fn (0) = 0,
ω1−1/q (fn ; δ) ≤ ωn (δ) ≤ ω1 (δ) for all δ ∈ [0, 1], n ∈ N, (5.4.27)
and 1/q
Z δ
dt
ω1−1/p (fn ; δ) ≥ c (t−θ ω(t))q (5.4.28)
0 t
for all δ ∈ [0, 1], n ∈ N. By (5.4.27) and Theorem 5.5,
Z δ 1/q
−θ q dt
ω1−1/p (fn ; δ) ≤ 4 (t ω1 (t)) , δ ∈ [0, 1], (5.4.29)
0 t
for all n ∈ N. By the compactness criterion in Cp (see [24]), there exist a
subsequence {fnk } and a function f ∈ Vp such that f (0) = 0 and
vp (f − fnk ) → 0 as k → ∞. (5.4.30)
Since f (0) = fnk (0) = 0, it follows that {fnk } converges uniformly to f .

Thus, by (5.4.27),
ω1−1/q (f ; δ) ≤ lim ω1−1/q (fn ; δ) ≤ ω(δ), δ ∈ [0, 1].

n→∞
Thus, f satisfies (5.4.1). Besides, (5.4.28) and (5.4.30) imply that f satisfies
(5.4.2).
Remark 5.9. Recall that for 1 < p < q < ∞ and ω ∈ Ω1/q0 , we denote
Z δ 1/q
dt
ρp,q,ω (δ) = (t−θ ω(t))q , θ = 1/p − 1/q.
0 t
It follows from Theorems 5.5 and 5.8 that we have

ω1−1/p (f ; δ) ω1−1/p (f ; δ)
c(p, q) ≤ sup inf ≤ sup sup ≤ 4, (5.4.31)
f ∈V
ω
q
0<δ≤1 ρp,q,ω (δ) ω
f ∈V q 0<δ≤1 ρp,q,ω (δ)
where c(p, q) > 0 depends only on p and q.

ω
At the same time, for the classes H r the term corresponding to the first
of the inequalities (5.4.31) is weaker; that is, we only have that
ω(f ; δ)s
inf sup ≥ c(r, s) > 0
0<δ≤1 ω
f ∈H r µr,s,ω (δ)
(see (5.1.3)), where infimum and supremum cannot be interchanged.

Chapter 6
On functions of bounded
Λ-variation
In this chapter, we study some properties of the functions of bounded Λ-

variation. We shall first recall the definition of this class of functions.
Let f be a 1-periodic function on the real line. For any interval I = [a, b],
we set f (I) = f (b) − f (a). Denote by S the collection of all positive and
nondecreasing sequences Λ = {λn } such that λn → ∞ and
∞
X 1
= ∞.
λ
n=1 n
Let Λ = {λn } ∈ S, a function f is said to be of bounded Λ-variation if

∞
X |f (In )|
vΛ (f ) = sup < ∞,
I n=1
λn
where the supremum is taken over all sequences I = {In } of nonoverlapping

intervals contained in a period. The class of functions of bounded Λ-variation
is denoted ΛBV .
Recall also that for 1 ≤ p < ∞ and 0 < α ≤ 1, we denote
Lip(α; p) = {f ∈ Lp ([0, 1]) : ω(f ; δ)p = O(δ α )}.
The main objective of this chapter is to obtain the necessary and sufficient
condition for the embedding
Lip(α; p) ⊂ ΛBV (1 1/p in (6.0.1) is essential; for α ≤ 1/p, the
class Lip(α; p) contains unbounded functions and (6.0.1) cannot hold.
We also show that Vp (p ≥ 1) can be expressed in terms of spaces ΛBV .
For p = 1, this result is due to Perlman [58].

For f ∈ Lip(α; p) (1 ≤ p < ∞, 0 < α ≤ 1), we denote
ω(f ; δ)p
kf kLip(α;p) = sup . (6.1.1)
δ>0 δα
Let 1 0 such that for the modified function f¯,
ω1−1/p (f¯; δ) ω1−1/p (f¯; δ)
cp,α sup ≤ kf k Lip(α;p) ≤ sup . (6.1.2)
δ>0 δ α−1/p δ>0 δ α−1/p
These statements follow from (2.2.9) and (1.0.10). Thus, if p > 1, 1/p < α ≤
1 and f is a continuous 1-periodic function, then
ω(f ; δ)p = O(δ α ) if and only if ω1−1/p (f ; δ) = O(δ α−1/p ). (6.1.3)
The following is a slight generalization of the construction given by Defi-

nition 5.1.
Definition 6.1. Let I = [a, b] ⊂ [0, 1] be an interval, N ∈ N and H =
(H0 , H1 , ..., HN −1 ) ∈ RN be a vector with Hj ≥ 0 for 0 ≤ j ≤ N − 1. Set
h = (b − a)/N , ξj = a + jh (j = 0, 1, ..., N ) and ξj∗ = a + (j + 1/2)h (j =
0, 1, ..., N − 1). The function F (x) = F (I, N, H; x) is defined to be the
continuous 1-periodic function such that F (x) = 0 for x ∈ [0, 1] \ I, F (ξj ) =
0 (j = 0, 1, ..., N ), F (ξj∗ ) = Hj (j = 0, 1, ..., N − 1), and F is linear on each
of the intervals [ξj , ξj∗ ] and [ξj∗ , ξj+1 ] (j = 0, 1, ..., N − 1).
Thus, the graph of F consists of N isosceles triangles of heights Hj (j =
0, ..., N − 1) and bases h. Using (2.2.1) and Lemma 2.6, we have
N −1
!1/p
X p
1/p
vp (F ) = 2 Hj (1 ≤ p < ∞). (6.1.4)
j=0
It is also easy to see that

N −1
!1/p
−1/p0
X
kF 0 kp = 2h Hjp (1 ≤ p < ∞). (6.1.5)
j=0
The next lemma is of a known type (cf. [60]). In particular, it can be

proved in the same way as Lemma 2.4 in [35].
Lemma 6.2. Let {αk } ∈ l1 be a sequence of non-negative numbers and let
θ > 1 and γ > 0. There exists a sequence {βk } of positive numbers such that
αk ≤ βk , k ∈ N,
∞ ∞
X θ1+γ X
βk ≤ γ
αk ,
k=1
(θ − 1)(θ − 1) k=1
and
βk+1
θ−γ ≤ ≤ θ, k ∈ N.
βk
We shall also use the following Hardy-type inequality (see [39]).
Lemma 6.3. Let β > 0 and 1 < r < ∞ be fixed. Let {ak } be a sequence of
nonnegative real numbers, and {νn } an increasing sequence of positive real
numbers with ν0 = 1. Then there exists a constant cβ,r > 0 such that
!1/r  1/r
∞
X X ∞
X X
2−nβ ak ≤ cβ,r 2−nβ  ak  . (6.1.6)
n=0 1≤k≤νn n=1 νn−1 ≤k≤νn
Finally, we formulate the next well-known result (see, e.g., [17, Ch.6]).
Lemma 6.4. Let 1 < p < ∞. Then {xn } ∈ lp if and only if
∞
X
αn xn < ∞,
n=1
0
for all {αn } ∈ lp . Moreover,
∞
X
sup αn xn = k{xn }kp .
k{αn }kp0 ≤1 n=1
6.2 Embedding of Lipschitz classes

We shall now prove the main results of this chapter. Recall that kf kLip(α;p)
is given by (6.1.1).
Theorem 6.5. Let Λ ∈ S be given and 1 0 depending only on α and p such that for any
f ∈ Lip(α; p),
1/r0
p0 !r0 /p0

∞ n+1
2X
X 1
vΛ (f ) ≤ cp,α kf kLip(α;p)   . (6.2.2)
n=0 k=2n
k α−1/p λk
Proof. In light of (6.1.2), we may without loss of generality assume that
ω1−1/p (f ; δ)
sup = 1. (6.2.3)
δ>0 δ α−1/p
Take an arbitrary sequence I = {Ij } of nonoverlapping intervals contained

in a period. Denote
σk (I) = {j : 2−k−1 < |Ij | ≤ 2−k } (k ≥ 0).
Then we have
∞ ∞
X |f (Ij )| X X |f (Ij )|
V = = .
j=1
λj k=0
λj
j∈σk (I)
We shall estimate V . By Hölder’s inequality, we have

 1/p  1/p0
∞
X X X 1 p0
V ≤  |f (Ij )|p   
k=0
λ j
j∈σk (I) j∈σk (I)
 0
p0 1/p

∞
X X 1
≤ ω1−1/p (f ; 2−k )   . (6.2.4)
k=0
λj
j∈σk (I)
6.2. Embedding of Lipschitz classes 95
Thus, by (6.2.3) and (6.2.4)

 1/p0
∞
X X 1 p0
V ≤ 2−k(α−1/p)   . (6.2.5)
k=0
λ j
j∈σk (I)
Let the sequence {δn } be defined by

n
!
[
card σk (I) = 2n δn ,
k=0
where, card(A) denotes the number of elements of the finite set A. Set also
δ−1 = 0. There exists an n0 ≥ 0 such that δn > 0 for all n ≥ n0 , and we may
assume n0 = 0. We observe that k{δn }kl1 ≤ 4. Indeed, first note that
∞
X ∞
X
2−k card(σk (I)) ≤ 2 |Ij | ≤ 2.
k=0 j=0
On the other hand, for n ≥ 0, we have

2−n card(σn (I)) = δn − δn−1 /2.
Whence, for any N ∈ N, we have
N +1 N N
X 1X 1X
(δn − δn−1 /2) = δN +1 + δn ≥ δn ,
n=0
2 n=0 2 n=0
and consequently, k{δn }kl1 ≤ 4.

Applying Lemma 6.2 with θ = 2 and γ = 1/2 to {δk } yields a sequence
{βk } such that δk ≤ βk ,
βk+1
2−1/2 ≤ ≤ 2 (k ∈ N) and k{βk }kl1 ≤ 64. (6.2.6)
βk
Set νk = 2k βk . By the first relation of (6.2.6), we have
2νk ≤ νk+2 ≤ 16νk (k ∈ N). (6.2.7)
Since card(σk (I)) ≤ 2k δk = νk , and {λj } is increasing, we have by (6.2.5)
!1/p0
X ∞ X 1 p0
−k(α−1/p)
V ≤ 2 .
k=0 1≤j≤ν
λj
k
Applying (6.1.6) to the right-hand side of the previous inequality, we get

 1/p0
X∞ X 1 p0
V ≤ cp,α 2−k(α−1/p)   ,
k=1 ν ≤j≤ν
λj
k−1 k
for some constant cp,α > 0. Since 2−k = βk /νk , we have

 0
p0 1/p

∞ α−1/p
X βk X 1
V ≤ cp,α   . (6.2.8)
k=1
νk ν ≤j≤ν
λ j
k−1 k
By using Hölder’s inequality with exponents r and r0 , and the second in-
equality of (6.2.6), we estimate the right-hand side of (6.2.8)
  0 0 1/r0
p0 r /p

∞
1/r
X −r0 (α−1/p) 
X 1
V ≤ cp,α k{βk }klr  νk
  
λ

ν ≤j≤ν j
k=1 k−1 k
  0 0 1/r0
p0 r /p

∞
X  X 1
≤ 64cp,α   . (6.2.9)
 
k=1 νk−1 ≤j≤νk
j α−1/p λj
By collecting the terms of the sum at the right-hand side of (6.2.9) in pairs,
and using that aq + bq ≤ 2(a + b)q for any q ≥ 0 and a, b ≥ 0, we get
  r0 /p0 1/r0
∞ p 0
X  X 1
V ≤ 128cp,α   . (6.2.10)
 
j α−1/p λ
ν ≤j≤ν j
k=0 2k 2k+2
For k ≥ 0, we define mk ≥ 0 as the greatest integer m such that
2m < ν2k .
By (6.2.7), we have 2ν2k ≤ ν2k+2 , and thus,
2mk +1 < ν2k+2 .
Consequently,
mk+1 ≥ mk + 1 (k ≥ 0). (6.2.11)
Further, by (6.2.7), we have ν2k+2 ≤ 16ν2k . Therefore, for all k ≥ 0,

[ν2k , ν2k+2 ] ⊂ [2mk , 2mk +5 ].
Whence,
p0 mk +5
2X p0
X 1 1
≤ .
ν2k ≤j≤ν2k+2
j α−1/p λj j=2mk
j α−1/p λj
Since the terms of the previous sum decrease, it follows that
mk +5
2X p0 mk +1
2X p0
1 1
≤ 40 ,
j=2mk
j α−1/p λj j=2mk
j α−1/p λj
Consequently, by the previous inequality and (6.2.10),

  r0 /p0 1/r0
∞ 2 mk +1 0
p
X  X 1
V ≤ c0p,α   ,
 
j α−1/p λ
m j
k=0 j=2 k
for some c0p,α > 0. By (6.2.11), for each k ≥ 0, the intersection of [2mk , 2mk +1 ]
and [2mk+1 , 2mk+1 +1 ] consists of at most one point. Hence,
 0
p0 !r0 /p0 1/r

∞ n+1
2X
X 1
V ≤ c0p,α   .
n=0 j=2n
j α−1/p λj
This proves (6.2.2).

The estimate (6.2.2) is sharp in a sense. Namely, we have the following
result.
Theorem 6.6. Let Λ ∈ S be given, 1 0
depending only on α and p such that
ω1−1/p (g; δ) ≤ c0p,α δ α−1/p (0 < δ ≤ 1), (6.2.12)
and 1/r0
p0 !r0 /p0

∞ n+1
2X
X 1
vΛ (g) ≥ c00p,α   . (6.2.13)
n=1 k=2n
k α−1/p λk
Proof. Let {δn } ∈ l1 be a fixed but arbitrary positive sequence with k{δn }kl1 ≤
1. Applying Lemma 6.2 with γ = 1 and θ = 3/2 (the value of γ does not
matter, it is only important that 1 < θ < 2) to the sequence {δn }, we obtain
a positive sequence {βn } such that δn ≤ βn (n ∈ N),
2 βn+1 3
< ≤ (n ∈ N) and L = k{βn }kl1 ≤ 9. (6.2.14)
3 βn 2
Subdivide the interval [0, 1] into non-overlapping intervals Jn (n ∈ N) with
|Jn | = βn /L. For n ∈ N, denote
2n+1
X−1 p0 !1/p0
1
Sn = ,
k=2n
λk
and
(n) −1/(p−1) 0
Hk = (2−n βn )α−1/p λk Sn−p /p for 2n ≤ k ≤ 2n+1 − 1.
(n) (n) (n) n
Let also Hn = (H2n , H2n +1 , ..., H2n+1 −1 ) ∈ R2 . Put Fn (x) = F (Jn , 2n , Hn ; x)
(see Definition 6.1), and
X∞
g(x) = Fn (x).
n=1
It is clear that
∞ 2X−1n+1
(n)
X H k
vΛ (g) ≥ 2 . (6.2.15)
n=1 k=2n
λk
On the other hand,
2n+1
X−1 (n)
Hk
= (2−n βn )α−1/p Sn .
k=2n
λk
Thus, since δk ≤ βk for k ∈ N, we have
∞ 2Xn+1
−1 (n) ∞ 2n+1
X−1 p0 !1/p0
X H X
−np0 (α−1/p) 1
k
= βnα−1/p 2
n=1 k=2n
λk n=1 k=2n
λk
∞ 2n+1
X−1 p0 !1/p0
−1/p+α
X 1
≥ 2 δnα−1/p .
n=1 k=2n
k α−1/p λk
By the previous inequality and (6.2.15),
∞ n+1
2X p0 !1/p0
X 1
vΛ (g) ≥ 2−1/p+α δnα−1/p . (6.2.16)
n=1 k=2n
k α−1/p λk
We proceed to estimate ω1−1/p (g; δ). By the first relation of (6.2.14), we

have
1 2−n−1 βn+1 3
≤ ≤ < 1.
3 2−n βn 4
In particular, the sequence {2−n βn } is strictly decreasing and 2−n βn → 0 as
n → ∞. Fix 0 < δ ≤ 1. If δ > 2−1 β1 , then we set m = 0. Otherwise, define
m ∈ N to be the unique natural number such that
2−m−1 βm+1 < δ ≤ 2−m βm .
By (2.2.8), we have
m ∞
0
X X
ω1−1/p (g; δ) ≤ δ 1/p kFn0 kp + vp (Fn ). (6.2.17)
n=1 n=m+1
(The first sum is taken as zero if m = 0). We shall estimate the terms at the
(n)
right-hand side of (6.2.17). It follows from (6.1.4) and the definition of Hk
that
2n+1
!1/p
X−1 (n)
vp (Fn ) = 2 1/p
(Hk ) p
= 21/p (2−n βn )α−1/p . (6.2.18)
k=2n
Further, by (6.1.5),
−1/p0 2n+1
!1/p

βn /L X−1 (n)
kFn0 kp = 2 (Hk )p
2n k=2n
0
= 2L1/p (2−n βn )α−1 . (6.2.19)
By the estimate L ≤ 9, (6.2.17), (6.2.18) and (6.2.19),
ω1−1/p (g; δ) ≤
m ∞
0
X X
≤ 18δ 1/p (2−n βn )α−1 + 21/p (2−n βn )α−1/p . (6.2.20)
n=1 n=m+1
Since
α−1 α−1 1−α 1−α
2−n+1 βn−1

2βn−1 βn 3
= = ≤ < 1,
2−n βn βn 2βn−1 4
we get
m ∞ n(1−α)
X X 3
(2−n βn )α−1 ≤ (2−m βm )α−1 = cα (2−m βm )α−1
n=1 n=0
4
≤ cα δ α−1 . (6.2.21)
Similarly,
∞ ∞ n(α−1/p)
X
−n α−1/p −m−1 α−1/p
X 3
(2 βn ) ≤ (2 βm+1 )
n=m+1 n=0
4
≤ cp,α δ α−1/p . (6.2.22)
Thus, by (6.2.17), (6.2.21) and (6.2.22),
ω1−1/p (g; δ) ≤ c0p,α δ α−1/p (0 < δ ≤ 1). (6.2.23)
Denote
n+1
2X p0 !1/p0
1
Ln = .
k=2n
k α−1/p λk
α−1/p
Clearly, {δn } ∈ l1 is equivalent to {δn } ∈ lr . By Lemma 6.4, we can
choose {δn } ∈ l1 such that
∞ ∞
!1/r0
X 1 X
r0
δnα−1/p Ln ≥ Ln . (6.2.24)
n=1
2 n=1
0
/ lr , then we must interpret (6.2.24) in the sense that we may choose
If {Ln } ∈
{δn } ∈ l1 such that the left-hand side of (6.2.24) is infinite. In any case, the
function g constructed above with this choice of {δn } satisfies (6.2.12) and
(6.2.13), by (6.2.23), (6.2.16) and (6.2.24).
Remark 6.7. As was mentioned in the Introduction, Wang observed that
the condition
∞ 1/(1−α)
X 1
< ∞. (6.2.25)
n=1
λn
6.3. A Perlman-type theorem 101
is necessary for the embedding (6.0.1) to hold, and he then conjectured that
(6.2.25) is also sufficient. However, by combining Theorems 6.5 and 6.6, we
obtain that the necessary and sufficient condition for (6.0.1)) is
∞ n+1
2X p0 !r0 /p0
X 1
< ∞,
n=0 k=2n
k α−1/p λk
where r, r0 are given by (6.2.1). Clearly, this disproves Wang’s conjecture.
Remark 6.8. For 1 ≤ p < ∞, α = 1, we have Lip(1; p) = Wp1 . It is easy

to show that the embedding Wp1 ⊂ ΛBV holds for all sequences Λ ∈ S.
Remark 6.9. Recall that for 1 ≤ p < ∞ and ω ∈ Ω1 , we denote
Hpω = {f ∈ Lp ([0, 1]) : ω(f ; δ)p = O(ω(δ))},
and
H ω = {f ∈ C : ω(f ; δ)C = O(ω(δ))},
where ω(f ; δ)C is the modulus of continuity in C.
The problem of finding the necessary and sufficient condition for the em-
bedding Hpω ⊂ ΛBV with general ω ∈ Ω1 and 1 ≤ p < ∞ is still open.
On the other hand, the necessary and sufficient condition for the embedding
H ω ⊂ ΛBV was obtained independently by Belov [4] and Medvedeva [47, 48].
Later, Leindler [40, 41] generalized these results.
6.3 A Perlman-type theorem

Perlman [58] showed that \
V1 = ΛBV.
Λ∈S
We shall prove a similar result for Vp . Let 1 < p < ∞, denote by Sp0 the
class of all sequences Λ = {λn } ∈ S such that
∞ p0
X 1
< ∞.
n=1
λn
Then we have the following theorem.

Theorem 6.10. Let 1 < p < ∞. Then

\
Vp = ΛBV.
Λ∈Sp0
Proof. Let f be a given function and {In } an arbitrary sequence of nonover-

lapping intervals contained in a period. Applying Hölder’s inequality, we
have
∞ ∞ p0 !1/p0
X |f (In )| X 1
≤ vp (f ) .
n=1
λn n=1
λn
Thus, if Λ ∈ Sp0 , then Vp ⊂ ΛBV . Whence,
\
Vp ⊂ ΛBV.
Λ∈Sp0
Let now f be a bounded function with f ∈ / Vp . Then there exists a sequence

{Jn } of nonoverlapping intervals contained in a period such that
∞
X
|f (Jn )|p = ∞.
n=1
0
/ lp , there exists {αn } ∈ lp such that
Since {|f (Jn )|} ∈
∞
X
αn |f (Jn )| = ∞,
n=1
by Lemma 6.4. We may assume that αn > 0 for all n ∈ N and that {|f (Jn )|}
is ordered nonincreasingly. Let {αn∗ } be the nonincreasing rearrangement of
{αn }, set λn = 1/αn∗ and Λ = {λn }. Since {|f (Jn )|} is nonincreasing, we
have ∞ ∞ ∞
X |f (Jn )| X ∗ X
= αn |f (Jn )| ≥ αn |f (Jn )| = ∞, (6.3.1)
n=1
λn n=1 n=1
whence f ∈ / ΛBV . It remains to show that Λ ∈ Sp0 . Clearly Λ is a positive

and nondecreasing sequence. Moreover, |f (I)| ≤ 2kf k∞ for any interval.
Therefore,
∞
X 1 1 X |f (Jn )|
≥ = ∞,
λ
n=1 n
2kf k∞ n=1 λn
6.3. A Perlman-type theorem 103
0
by (6.3.1). Whence, Λ ∈ S. Furthermore, since {αn } ∈ lp ,
∞ p0 X ∞ ∞
X 1 0
X 0
= (αn∗ )p = αnp < ∞.
n=1
λ n n=1 n=1
Thus, {λn } ∈ Sp0 .

In connection to Theorem 6.10, we mention that embeddings between
ΛBV and other spaces of functions of generalized bounded variation were
previously studied in, e.g., [4, 6, 59, 62].
Remark 6.11. A result similar to Theorem 6.10 can also be proved for
classes VΦ of functions of bounded Φ-variation.
Remark 6.12. We can apply Theorem 6.10 to prove that there is a sequence
Λ ∈ S that satisfies (6.2.25) but still Lip(α; p) 6⊂ ΛBV (thus disproving
Wang’s conjecture mentioned above).
Note first that 1 < 1/α < p < ∞. By Theorem 5.6, there exists a function
f such that ω1−1/p (f ; δ) = O(δ α−1/p ), and at the same time f ∈
/ V1/α . In light
of (6.1.3), this means exactly that there is a function f ∈ Lip(α; p) such that
f∈ / V1/a . Theorem 6.10 states that
\
V1/α = ΛBV. (6.3.2)
Λ∈S1/(1−α)
Observe that S1/(1−α) is the collection of all sequences in S that satisfies

(6.2.25). Since f ∈ / V1/α , (6.3.2) implies that for some Λ ∈ S1/(1−α) , we have
f∈/ ΛBV . But since f ∈ Lip(α; p), we have shown that there exists a Λ that
satisfies (6.2.25) while the embedding (6.0.1) does not hold.
Chapter 7
Multidimensional results
The main objectives of this chapter is to study some problems related to

(2) (2)
bounded p-variation of bivariate functions (i.e., the classes Vp , Hp defined
in the Introduction). In particular, we shall investigate the following:
• sharp estimates of the Hardy-Vitali type p-variation and L∞ -norm of
a function in terms of its mixed Lp -modulus of continuity;
(2)
• Fubini-type properties of the class Hp (p ≥ 1).

Recall that Ω denotes the class of all moduli of continuity (see Chapter 2).
Let f ∈ Lp ([0, 1]2 ), as we remarked before, ω(f ; ·)p ∈ Ω. Further, it is
easy to show that for any fixed v ∈ [0, 1], the function ω(f ; ·, v)p ∈ Ω. Thus,
by (2.1.2),
ω(f ; u1 , v)p ω(f ; u2 , v)p
≤2 , 0 < u2 ≤ u1 ≤ 1. (7.1.1)
u1 u2
Similar relations hold with respect to the second variable v for a fixed u ∈
[0, 1].
Let h ∈ R, we shall use the following notations.
∆1 (h)f (x, y) = f (x + h, y) − f (x, y) (7.1.2)
and
∆2 (h)f (x, y) = f (x, y + h) − f (x, y). (7.1.3)
105
106 Chapter 7. Multidimensional results
The mixed difference (1.0.27) can be written as an iterated difference
∆(s, t)f (x, y) = ∆1 (s)∆2 (t)f (x, y) = ∆1 (s)∆2 (t)f (x, y).
From here,
k∆(s, t)(∆1 (h)f )kp = k∆1 (s)∆1 (h)∆2 (t)f kp .
Applying the triangle inequality, we obtain the second estimate of the next
lemma (the first inequality is proved similarly).
Lemma 7.1. Let f ∈ Lp ([0, 1]2 ) (1 ≤ p < ∞) and h ∈ R. Then
ω(∆1 (h)f ; δ)p ≤ 2 min{ω(f ; δ)p , ω(f ; h)p }, (7.1.4)
and
ω(∆1 (h)f ; u, v)p ≤ 2 min{ω(f ; u, v)p , ω(f ; h, v)p }. (7.1.5)
Similar estimates also hold if we consider ∆2 (h)f .
Let f ∈ Lp ([0, 1]2 ) (1 < p < ∞). We shall use the following notations
Z 1
dt
Jp (f ) = t−1/p ω(f ; t)p , (7.1.6)
0 t
Z 1
dt
Kp (f ) = t−1/p [ω(f ; t, 1)p + ω(f ; 1, t)p ] , (7.1.7)
0 t
and Z 1 Z 1
du dv
Ip (f ) = (uv)−1/p ω(f ; u, v)p . (7.1.8)
0 0 u v
Let f ∈ Lp ([0, 1]2 ) (1 < p < ∞), then we have
4
Kp (f ) ≤ Ip (f ). (7.1.9)
p0
Indeed, by (7.1.1)
Z 1 Z 1
−1/p−1 −1/p ω(f ; u, v)p
Ip (f ) = u v dv du
0 0 v
Z 1 Z 1
1
≥ u−1/p−1 ω(f ; u, 1)p du v −1/p dv.
2 0 0
Thus, Z 1
dt 2
t−1/p ω(f ; t, 1)p ≤ 0 Ip (f ).
0 t p
Similarly, one shows
Z 1
dt 2
t−1/p ω(f ; 1, t)p ≤ 0 Ip (f ),
0 t p
and (7.1.9) follows. In the same way, one demonstrates that
4
ω(f ; 1, 1)p ≤ Ip (f ). (7.1.10)
(p0 )2
Denote by Lp0 ([0, 1]2 ) the subspace of Lp ([0, 1]2 ) that consists of functions
f such that Z 1 Z 1
f (x, t)dt = f (t, y)dt = 0
0 0
for a.e. x, y ∈ R. Observe that every function f ∈ Lp ([0, 1]2 ) can be written
as
f (x, y) = f¯(x, y) + φ1 (x) + φ2 (y), a.e. (x, y) ∈ R2 , (7.1.11)
¯ p 2
where f ∈ L ([0, 1] ). Indeed, let
0
Z 1
φ1 (x) = f (x, t)dt, (7.1.12)
0
Z 1 ZZ
φ2 (y) = f (t, y)dt − f (s, t)dsdt. (7.1.13)
0 [0,1]2
Then the function
f¯(x, y) = f (x, y) − φ1 (x) − φ2 (y)
belongs to Lp0 ([0, 1]2 ).

It was proved in [65] that if f ∈ Lp0 ([0, 1]2 ), then
ω(f ; δ)p ≤ 3[ω(f ; δ, 1)p + ω(f ; 1, δ)p ], 0 ≤ δ ≤ 1.
Whence, it follows that if f ∈ Lp0 ([0, 1]2 ) (1 < p < ∞), then
Jp (f ) ≤ 3Kp (f ). (7.1.14)
If f (x, y) = g(x)h(y), then for all p ≥ 1, there holds
vp(2) (f ) = vp (g)vp (h), (7.1.15)
and
ω(f ; u, v)p = ω(g; u)p ω(h; v)p , u, v ∈ [0, 1]. (7.1.16)
(2)
Recall that when defining the class Hp
(see the Introduction), we require
in addition to (1.0.25) also that the sections fx , fy ∈ Vp for all x, y ∈ R. In
fact, it is sufficient to assume that there exists at least two values x0 , y0 ∈ R
such that f (x0 , ·), f (·, y0 ) ∈ Vp . Indeed, assume that f (x0 , ·) ∈ Vp for some
x0 ∈ R and let x ∈ R be fixed but arbitrary. Take any partition Π =
{y0 , y1 , ..., yn } and set
∆f (x0 , yj ) = f (x, yj+1 ) − f (x, yj ) − f (x0 , yj+1 ) + f (x0 , yj ),
for 0 ≤ j ≤ n − 1. By the Minkowski inequality, we have

n−1
!1/p
X
p
vp (fx ; Π) = |f (x, yj+1 ) − f (x, yj )|
j=0
n−1
!1/p
X
p
≤ |∆f (x0 , yj )| + vp (fx0 ).
j=0
Whence,
vp (fx ) ≤ vp(2) (f ) + vp (fx0 ).
A similar inequality holds for vp (fy ).
The next result is due to Golubov [26].
Lemma 7.2. Assume that f ∈ L10 ([0, 1]2 ) and let
Z xZ y
F (x, y) = f (s, t)dsdt.
0 0
Then Z 1 Z 1
(2)
v1 (F ) = |f (x, y)|dxdy. (7.1.17)
0 0
Remark 7.3. The condition f ∈ L10 ([0, 1]2 ) is imposed to assure that F is
1-periodic in both variables.
7.2. Estimates of the L∞ -norm 109
We shall also need the following lemma, which is a special case of a Helly-
type principle proved in [42].
(2)
Lemma 7.4. Let {fn } be a sequence of functions in H1 . Assume that there
exist x0 , y0 ∈ R and M > 0 such that the estimate
(2)
v1 (fn ) + v1 (fn (·, y0 )) + v1 (fn (x0 , ·)) + |fn (x0 , y0 )| ≤ M
holds uniformly in n. Then there exists a subsequence {fnj } that converges

(2)
at every point to a function f ∈ H1 .
7.2 Estimates of the L∞-norm

Recall the notations (7.1.6) and (7.1.8). Potapov [63, 64, 65] obtained es-
timates of the L∞ -norm of a function in terms of its mixed Lp -modulus of
continuity (see also [66]). However, the behaviour of the constant coeffi-
cients in these estimates were not investigated. In this section, we study this
problem.
Observe first that for f ∈ Lp ([0, 1]2 ) (1 < p < ∞), the condition Ip (f ) <
∞ alone is not sufficient to ensure that f ∈ L∞ ([0, 1]2 ). Indeed, if f (x, y) =
g(x, y)+φ(x), then Ip (f ) = Ip (g), but φ is an arbitrary function (in particular,
φ can be unbounded).
Theorem 7.5. Let f ∈ Lp ([0, 1]2 ) (1 < p < ∞) and suppose that
Jp (f ) < ∞ and Ip (f ) < ∞. (7.2.1)
Then f is equal a.e. to a continuous function and

" 2 #
1 1
kf k∞ ≤ A kf kp + 0 Jp (f ) + Ip (f ) , (7.2.2)
pp pp0

Proof. Assume that (7.2.1) holds, we shall first prove the estimate (7.2.2).
For each x ∈ [0, 1], we apply (3.2.2) to the x-section fx . Using also (2.1.5),
we have
Z 1
1
kfx k∞ ≤ A kfx kp + 0 v −1/p−1 k∆(v)fx kp dv , (7.2.3)
pp 0
where ∆(v)fx (y) = f (x, y + v) − f (x, y). Put

α(x) = kfx kp , βv (x) = k∆(v)fx kp , (7.2.4)
and Z 1
1
Φ(x) = α(x) + 0 v −1/p−1 βv (x)dv. (7.2.5)
pp 0
By (7.2.3)
kf k∞ = ess sup kfx k∞ ≤ A ess sup Φ(x). (7.2.6)
0≤x≤1 0≤x≤1
We shall estimate kΦk∞ . By (3.2.2) and (2.1.5), we have

Z 1
1
kΦk∞ ≤ A kΦkp + 0 u−1/p−1 k∆(u)Φkp du , (7.2.7)
pp 0
where ∆(u)Φ(x) = Φ(x + u) − Φ(x). It follows easily from the definitions
(7.2.4) that
kαkp = kf kp , k∆(u)αkp ≤ ω(f ; u)p , (7.2.8)
and
kβv kp ≤ ω(f ; v)p , k∆(u)βv kp ≤ ω(f ; u, v)p . (7.2.9)
We estimate both terms of (7.2.7), starting with kΦkp . By Minkowski’s
inequality and the left inequalities of (7.2.8) and (7.2.9), we get
Z 1 Z 1 p 1/p
1 −1/p−1
kΦkp ≤ kf kp + 0 v βv (x)dv dx
pp 0 0
Z 1 Z 1 1/p
1 −1/p−1 p
≤ kf kp + 0 v βv (x) dx dv
pp 0 0
1
≤ kf kp + 0 Jp (f ). (7.2.10)
pp
We proceed to estimate k∆(u)Φkp . Put
Z 1
I(x) = v −1/p−1 βv (x)dv.
0
Then, by Minkowski’s inequality and the right inequality of (7.2.8)

1
k∆(u)Φkp ≤ k∆(u)αkp + k∆(u)Ikp
pp0
1
≤ ω(f ; u)p + 0 k∆(u)Ikp . (7.2.11)
pp
7.2. Estimates of the L∞ -norm 111
Further, since
Z 1
|I(x + u) − I(x)| ≤ v −1/p−1 |βv (x + u) − βv (x)|dv,
0
we get after applying Minkowski’s inequality that

Z 1 Z 1 p 1/p
k∆(u)Ikp ≤ v −1/p−1 |∆(u)βv (x)|dv dx
0 0
Z 1
≤ v −1/p−1 k∆(u)βv kp dv. (7.2.12)
0
By (7.2.11), (7.2.12) and the right inequality of (7.2.9), we have

Z 1
1
k∆(u)Φkp ≤ ω(f ; u)p + 0 v −1/p−1 ω(f ; u, v)p dv. (7.2.13)
pp 0
Now, (7.2.2) follows from (7.2.6), (7.2.7), (7.2.10) and (7.2.13).
We now prove that f agrees a.e. with a continuous function. To do this,
it is sufficient to show that ω(f ; δ)∞ → 0 as δ → 0. Fix δ ∈ (0, 1], then
ω(f ; δ)∞ ≤ sup k∆1 (h)f k∞ + sup k∆2 (h)f k∞ ,

0≤h≤δ 0≤h≤δ
where ∆1 (h)f, ∆2 (h)f are defined by (7.1.2) and (7.1.3) respectively. For
h ∈ (0, δ], we have by (7.2.2) that
" 2 #
1 1
k∆1 (h)f k∞ ≤ A k∆1 (h)f kp + 0 Jp (∆1 (h)f ) + Ip (∆1 (h)f ) .
pp pp0
By using Lemma 7.1, (2.1.2) and (7.1.1), we get for any 0 < h ≤ δ
Z δ
dt
Jp (∆1 (h)f ) ≤ c t−1/p ω(f ; t)p ,
0 t
and Z δZ 1
dv du
Ip (∆1 (h)f ) ≤ c (uv)−1/p ω(f ; u, v)p
,
0 0 v u
for some constant c that is independent of δ. It follows that
lim( sup k∆1 (h)f k∞ ) = 0.

δ→0 0≤h≤δ
In exactly the same way, we can show that
lim( sup k∆2 (h)f k∞ ) = 0.

δ→0 0≤h≤δ
Hence, limδ→0 ω(f ; δ)∞ = 0. This concludes the proof.

Corollary 7.6. Let f ∈ Lp ([0, 1]2 ) (1 < p < ∞) and assume that Ip (f ) <
∞. Then there exist a continuous function g ∈ Lp0 ([0, 1]2 ) and univariate
functions φ1 , φ2 such that
f (x, y) = g(x, y) + φ1 (x) + φ2 (y),
for a.e. (x, y) ∈ R2 .

Proof. By (7.1.11), we have
f (x, y) = f¯(x, y) + φ1 (x) + φ2 (y)
for a.e. (x, y) ∈ R2 , where f¯ ∈ Lp ([0, 1]2 ). We shall prove that f¯ is equal
a.e. to a continuous function g. Clearly Ip (f¯) = Ip (f ) < ∞, and since
f¯ ∈ Lp0 ([0, 1]2 ), we also have Jp (f¯) < ∞, by (7.1.14) and (7.1.9). The result
now follows from Theorem 7.5.
7.3 Estimates of the Vitali type p-variation

In this section we shall consider the relationship between mixed integral
smoothness and the Vitali type p-variation.
In the case p = 1, we have the following theorem.
Theorem 7.7. Assume that f ∈ L1 ([0, 1]2 ) and that
ω(f ; u, v)1 = O(uv).

(2)
Then there exist a function g ∈ H1 and univariate functions φ1 , φ2 such
that for a.e. (x, y) ∈ R2 ,
f (x, y) = g(x, y) + φ1 (x) + φ2 (y).
Moreover,
(2) ω(f ; u, v)1
v1 (g) = sup . (7.3.1)
u,v>0 uv
7.3. Estimates of the Vitali type p-variation 113
Proof. We may without loss of generality assume that f ∈ L10 ([0, 1]2 ). For
n ∈ N, denote
Z 1/n Z 1/n
fn (x, y) = n2 f (x + s, y + t)dsdt.
0 0
We shall first prove that

(2) ω(f ; u, v)1
v1 (fn ) ≤ sup . (7.3.2)
u,v>0 uv
Observe that
Z x Z y
fn (x, y) = D1 D2 fn (s, t)dsdt − fn (x, 0) − fn (0, y) + fn (0, 0)
0 0
= Fn (x, y) − fn (x, 0) − fn (0, y) + fn (0, 0).
Moreover, D1 D2 fn (s, t) = n2 ∆(1/n, 1/n)f (s, t). Thus, by (7.1.17),
Z 1Z 1
(2) (2)
v1 (fn ) = v1 (Fn ) = n2 |∆(1/n, 1/n)f (x, y)|dxdy
0 0
ω(f ; u, v)1
≤ sup .
u,v>0 uv
This proves (7.3.2).
Let E be the set of Lebesgue points of f . Since R2 \ E has Lebesgue
measure 0, there exist (x0 , y0 ) ∈ E such that the sections
E(x0 ) = {y ∈ R : (x0 , y) ∈ E} and E(y0 ) = {x ∈ R : (x, y0 ) ∈ E},
have full measure. That is,
mes1 (R \ E(x0 )) = mes1 (R \ E(y0 )) = 0, (7.3.3)
where mes1 denotes linear Lebesgue measure. For n ∈ N, define now
gn (x, y) = fn (x, y) − fn (x, y0 ) − fn (x0 , y) + fn (x0 , y0 ).
For each n ∈ N, we have gn (x, y0 ) = gn (x0 , y) = 0 for all x, y ∈ R. Thus, by
(7.3.2),
(2)
v1 (gn ) + v1 (gn (·, y0 )) + v1 (gn (x0 , ·)) + |gn (x0 , y0 )| =
(2) (2) ω(f ; u, v)1
= v1 (gn ) = v1 (fn ) ≤ sup . (7.3.4)
u,v>0 uv
By Lemma 7.4, there is a subsequence gnj that converges at all points to a

(2)
function g ∈ H1 . On the other hand, by (7.3.3) and Lebesgue’s differentia-
tion theorem, for a.e. (x, y) ∈ R2 there holds
g(x, y) = f (x, y) − f (x, y0 ) − f (x0 , y) + f (x0 , y0 ).
Take φ1 (x) = f (x, y0 ) and φ2 (y) = f (x0 , y) − f (x0 , y0 ), then f (x, y) =

g(x, y) + φ1 (x) + φ2 (y) for a.e. (x, y) ∈ R2 .
We now prove (7.3.1). Since gnj converges to g at all points, it follows
from (7.3.4) that for any net N ,
(2) (2) ω(f ; u, v)1

v1 (g; N ) = lim v1 (gnj ; N ) ≤ sup .
j u,v>0 uv
(2)
Thus, v1 (g) ≤ sup ω(f ; u, v)/uv. On the other hand, since f = g a.e., we
have for any u, v ∈ [0, 1]
(2)
ω(f ; u, v)1 = ω(g; u, v)1 ≤ v1 (g)uv,
(2)
by (1.0.28). Whence, sup ω(f ; u, v)1 /uv ≤ v1 (g). This proves (7.3.1).
Recall the notations (7.1.7) and (7.1.8).
Theorem 7.8. Let f ∈ Lp ([0, 1]2 ) (1 < p < ∞) and assume that Ip (f ) < ∞.
(2)
Then there exists a continuous function g ∈ Hp and univariate functions
φ1 , φ2 such that for a.e. (x, y) ∈ R2 , we have
f (x, y) = g(x, y) + φ1 (x) + φ2 (y). (7.3.5)
Moreover,
" 2 #
1 1
vp(2) (g) ≤ A ω(f ; 1, 1)p + 0 Kp (f ) + Ip (f ) , (7.3.6)
pp pp0
where A is an absolute constant. If f ∈ Lp0 ([0, 1]2 ), then we may take φ1 =

φ2 = 0 in (7.3.5).
Proof. By Corollary 7.6, there is a continuous function g ∈ Lp0 ([0, 1]2 ) such
that
f (x, y) = g(x, y) + φ1 (x) + φ2 (y)
for a.e. (x, y) ∈ R2 (if f ∈ Lp0 ([0, 1]2 ), then φ1 = φ2 = 0). We shall prove
(2)
that g ∈ Hp .
Take any net
N = {(xi , yj ) : 0 ≤ i ≤ m, 0 ≤ j ≤ n},
and set
gi (y) = g(xi+1 , y) − g(xi , y), 0 ≤ i ≤ m − 1.
Clearly,
m−1 n−1
!1/p
XX
vp(2) (g; N ) = |∆g(xi , yj )| p
i=0 j=0
m−1 n−1
!1/p
XX
p
= |gi (yj+1 ) − gi (yj )|
i=0 j=0
m−1
!1/p
X
p
≤ vp (gi ) . (7.3.7)
i=0
By (3.2.3) and (2.1.5), we have for 0 ≤ i ≤ m − 1

Z 1
1
vp (gi ) ≤ A Ωp (gi ) + 0 v −1/p−1 k∆(v)gi kp dv , (7.3.8)
pp 0
where ∆(v)gi (y) = gi (y + v) − gi (y). Set

Z 1
Ii = v −1/p−1 k∆(v)gi kp dv.
0
By (7.3.8),
!1/p  !1/p !1/p 
m−1 m−1 m−1
X X 1 X
vp (gi )p ≤ A Ωp (gi )p + 0 Iip . (7.3.9)
i=0 i=0
pp i=0
Denote gy,v (x) = g(x, y + v) − g(x, y). Since

Z 1Z 1
Ωp (gi )p = |gi (y + v) − gi (y)|p dydv,
0 0
we have
m−1
X Z 1 Z 1 m−1
X
p
Ωp (gi ) = |gi (y + v) − gi (y)|p dydv
i=0 0 0 i=0
Z 1 Z 1 m−1
X
= |gy,v (xi+1 ) − gy,v (xi )|p dydv
0 0 i=0
Z 1 Z 1
≤ vp (gy,v )p dydv.
0 0
Further, by (3.2.3) and (2.1.5), we have

Z 1 p
p p 1 −1/p−1
vp (gy,v ) ≤ A Ωp (gy,v ) + t k∆(t)gy,v kp dt .
pp0 0
Thus,
m−1
!1/p "Z 1/p
X 1 Z 1
p
Ωp (gi ) ≤A Ωp (gy,v )p dydv +
i=0 0 0
Z 1 Z 1 Z 1 p 1/p #
1 −1/p−1
+ 0 t k∆(t)gy,v kp dt dydv .
pp 0 0 0
Observe that Z 1 Z 1
Ωp (gy,v )p = |∆(h, v)g(x, y)|p dxdh, (7.3.10)
0 0
thus 1/p
Z 1 Z 1
Ωp (gy,v )p dydv ≤ ω(g; 1, 1)p .
0 0
Next, by Minkowski’s inequality,
Z 1 Z 1 "Z 1 Z 1 1/p #p !1/p
−1/p−1 p
t |gy,v (x + t) − gy,v (x)| dx dt dydv
0 0 0 0
Z 1 Z 1 Z 1 Z 1 1/p
≤ t−1/p−1 |gy,v (x + t) − gy,v (x)|p dxdydv dt
0 0 0 0
Z 1 Z 1 1/p Z 1
≤ t−1/p−1 ω(g; t, v)pp dv dt ≤ t−1/p−1 ω(g; t, 1)p dt
0 0 0
Thus, we have
m−1
!1/p
X
p 1
Ωp (gi ) ≤ A ω(g; 1, 1)p + 0 Kp (g) . (7.3.11)
i=0
pp
Now we estimate the second term of (7.3.9). Applying Minkowski’s in-

equality, we obtain
m−1
!1/p m−1
!1/p
X Z 1 X
Iip ≤ v −1/p−1
k∆(v)gi kpp dv. (7.3.12)
i=0 0 i=0
Furthermore,
m−1 m−1
!
X Z 1 X
k∆(v)gi kpp = |gi (y + v) − gi (y)| p
dy
i=0 0 i=0
Z 1
≡ Sv (y)dy. (7.3.13)
0
On the other hand,

m−1
X
Sv (y) = |g(xi+1 , y + v) − g(xi , y + v) − g(xi+1 , y) + g(xi , y)|p
i=0
m−1
X
= |gy,v (xi+1 ) − gy,v (xi )|p ,
i=0
where gy,v (x) = g(x, y + v) − g(x, y). Thus, by (3.2.3) and (2.1.5), for a fixed
y ∈ [0, 1], we have the following estimate
Z 1 p
1
Sv (y) ≤ A Ωp (gy,v ) + 0 u−1/p−1 k∆(u)gy,v kp du
pp 0
Z 1 p
1 −1/p−1
≤ 2p A Ωp (gy,v )p + u k∆(u)gy,v kp du . (7.3.14)
pp0 0
Further, by (7.3.10),
Z 1
Ωp (gy,v )p dy ≤ ω(g; 1, v)pp .
0
This inequality, (7.3.14) and Minkowski’s inequality yield

Z 1 1/p "
0
Sv (y)dy ≤ A ω(g; 1, v)p +
0
1/p #
Z 1 Z 1
1 −1/p−1
+ 0 u k∆(u)gy,v kpp dy du . (7.3.15)
pp 0 0
Since Z 1
k∆(u)gy,v kpp = |∆(u, v)g(x, y)|p dx,
0
we obtain from (7.3.13) and (7.3.15)
m−1
!1/p
X
p
k∆(v)gi kp ≤
i=0
Z 1
0 1 −1/p−1
≤ A ω(g; 1, v)p + 0 u ω(g; u, v)p du .
pp 0
Integrating this inequality with respect to v and taking into account (7.3.12),
we have !1/p
m−1
X p 1
Ii ≤ A0 Kp (g) + 0 Ip (g) .
i=0
pp
The above inequality together with (7.3.9) and (7.3.11) yield
m−1
!1/p
X
p
vp (gi ) ≤
i=0
" 2 #
0 1 1
≤ A ω(g; 1, 1)p + 0 Kp (g) + Ip (g) . (7.3.16)
pp pp0
The estimate (7.3.6) follows now from (7.3.7), (7.3.16), and the fact that
ω(g; u, v)p = ω(f ; u, v)p .
(2)
To show that g ∈ Hp , we also need to demonstrate that there exist
x, y ∈ R such that gx , gy ∈ Vp . By applying (3.2.3) and (2.1.5) to an arbitrary
x-section gx , we get
Z 1
1
vp (gx ) ≤ A kgx kp + 0 v −1/p−1 k∆(v)gx kp dv = AΦ(x).
pp 0
It was shown in the proof of Theorem 7.5 that if Jp (g) and Ip (g) are finite,
then Φ ∈ L∞ ([0, 1]). Now, since g ∈ Lp0 ([0, 1]2 ), we have Jp (g) ≤ 12Ip (g)/p0 ,
by (7.1.14) and (7.1.9). Thus, for a.e. x ∈ R,
vp (gx ) ≤ AkΦk∞ < ∞.
In the same way, we have gy ∈ Vp for a.e. y ∈ R. This concludes the

proof.
Below we shall demonstrate that the estimate (7.3.6) is sharp in a sense.
For this, we use the following results. Let
tn (x) = sin 2πnx,
for n ∈ N. It is easy to show that we have
n1/p ≤ vp (tn ) ≤ 2πn1/p (7.3.17)
and
ω(tn ; δ)p ≤ 2π min(1, nδ). (7.3.18)
Remark 7.9. Let 1 < p ≤ 2, by (7.1.9) and (7.1.10), we have
1 8
ω(f ; 1, 1)p + 0
Kp (f ) ≤ 0 2 Ip (f )
p (p )
Whence, for 1 < p ≤ 2, the estimate (7.3.6) assumes the form
A
vp(2) (f ) ≤ Ip (f ). (7.3.19)
(p0 )2
The constant 1/(p0 )2 has the optimal order as p → 1. Indeed, let f (x, y) =
(2)
t1 (x)t1 (y), then f ∈ Hp for all p ≥ 1. By (7.3.17) and (7.1.15), we have
(2)
vp (f ) ≥ 1 for all p ≥ 1. On the other hand, by (7.3.18) and (7.1.16), we
easily get that Ip (f ) ≤ 4π 2 (p0 )2 for p > 1. This shows that the constant
coefficient 1/(p0 )2 at the right-hand side of (7.3.19) cannot be replaced with
some cp such that limp→1 (p0 )2 cp = 0.
Remark 7.10. Let p > 2, then 1 < p0 < 2 and the estimate (7.3.6) takes
the form.

1 1
vp(2) (f ) ≤ A ω(f ; 1, 1)p + Kp (f ) + 2 Ip (f ) . (7.3.20)
p p
We shall prove that the first term at the right-hand side of (7.3.20) cannot
be omitted, and that the constant coefficients of the other two terms have
the optimal asymptotic behaviour as p → ∞.
(2)
Take first f (x, y) = t1 (x)t1 (y). As above, vp (f ) ≥ 1 for all p > 1 and
(2)
thus limp→∞ vp (f ) ≥ 1. On the other hand, by (7.3.18) and (7.1.16), we
have for all p > 2 the inequalities
1 16π 2 1 16π 2
Kp (f ) ≤ and 2
Ip (f ) ≤ 2 ,
p p p p
This shows that the term ω(f ; 1, 1)p of (7.3.20) cannot be omitted.
We proceed to show the sharpness of the constant coefficients. For fixed
but arbitrary 1 < p < ∞, let αp , βp be any coefficients such that
vp(2) (f ) ≤ A [ω(f ; 1, 1)p + αp Kp (f ) + βp Ip (f )] , (7.3.21)
holds for some absolute constant A and all (continuous) functions f ∈ Lp ([0, 1]2 )
with Ip (f ) < ∞. In light of Theorem 7.8, we may assume that αp ≤ 1/p
and βp ≤ 1/p2 . We shall prove that these decay rates are optimal, i.e., that
limp→∞ pαp > 0 and limp→∞ p2 βp > 0.
Let f (x, y) = tn (x)t1 (y), where n ∈ N is fixed but arbitrary. By (7.3.18)
and (7.1.16), we have
ω(f ; u, v)p ≤ 4π 2 v min(nu, 1).
Simple calculations shows that there exists an absolute constant A > 0 such
that Kp (f ) ≤ Apn1/p and Ip (f ) ≤ Apn1/p . On the other hand, by (7.3.17)
(2)
and (7.1.15), we have vp (f ) ≥ n1/p . Putting these estimates into (7.3.21)
and taking into consideration that βp ≤ 1/p2 yield that for all p > 2 and all
n ∈ N, we have
1
n1/p ≤ A 1 + pαp + n1/p ,
p
where A is an absolute constant. Assume that limp→∞ pαp = 0. Then, given
any ε > 0, we may choose r = r(ε) such that for all n ∈ N, there holds
n1/r ≤ A(1 + εn1/r ).
In particular, take ε = 1/(2A) and choose subsequently n ∈ N large enough
to have n1/r > 2A. This gives the contradiction
n1/r

n1/r ≤ A 1 + < n1/r .
2A
Whence, limp→∞ pαp > 0. To show that limp→∞ p2 βp > 0, take f (x, y) =
tn (x)tn (y), where n ∈ N is fixed but arbitrary. As above, we have
ω(f ; u, v)p ≤ 4π 2 min(nv, 1) min(nu, 1).
Then there exists an absolute constant A > 0 such that Kp (f ) ≤ Apn1/p and
(2)
Ip (f ) ≤ Ap2 n2/p . On the other hand, vp (f ) ≥ n2/p . Putting these estimates
into (7.3.21) yields that for all n ∈ N and p > 2,
n2/p ≤ A[1 + pαp n1/p + p2 βp n2/p ]
where A > 0 is an absolute constant. Dividing by n1/p and taking into

consideration that pαp ≤ 1, we see that
n1/p ≤ A[2 + p2 βp n1/p ],
for all p > 2 and all n ∈ N. From here, we can give a proof by contradiction
of the inequality limp→∞ p2 βp > 0, as above.
Remark 7.11. We shall consider trigonometric polynomials of two variables
and degree (n, m):
n X
X m
Tn,m (x, y) = [aj,k cos 2πjx cos 2πky + bj,k cos 2πjx sin 2πky
j=0 k=0
+ cj,k sin 2πjx cos 2πky + dj,k sin 2πjx cos 2πky]. (7.3.22)
Oskolkov [54] proved that for any trigonometric polynomial (7.3.22) of degree
(n, m) and any 1 ≤ p < ∞, there holds
vp(2) (Tn,m ) ≤ A(nm)1/p kTn,m kp , (7.3.23)
where A is an absolute constant. We can obtain (7.3.23) directly from (7.3.6).

Indeed, take any trigonometric polynomial T of degree (n, m). The estimate
ω(T ; u, v)p ≤ min(uvkD1 D2 T kp , 4kT kp ), u, v ∈ [0, 1], (7.3.24)
is immediate. By using (7.3.24), we get

Z 1/nm Z 1
−1/p
Kp (T ) ≤ 2kD1 D2 T kp t dt + 4kT kp t−1/p−1 dt
0 1/nm
≤ 2p0 (nm)1/p−1 kD1 D2 T kp + 4p(nm)1/p kT kp . (7.3.25)

It is a simple consequence of Bernstein’s inequality (see [14, p. 97]) that
kD1 D2 T kp ≤ 4π 2 nmkT kp . (7.3.26)
By (7.3.25) and (7.3.26), we get
Kp (T ) ≤ 12π 2 pp0 (nm)1/p kT kp . (7.3.27)
Similarly, by (7.3.24),
Z 1/n Z 1/m
Ip (T ) ≤ kD1 D2 T kp u1/p v 1/p dvdu
0 0
Z 1 Z 1
+ 4kT kp (uv)−1/p−1 dvdu
1/n 1/m
≤ (p0 )2 (nm)1/p−1 kD1 D2 T kp + 4p2 (nm)1/p kT kp .
By the above estimate and (7.3.26), we have
Ip (T ) ≤ 8π 2 (pp0 )2 (nm)1/p kT kp . (7.3.28)
Now, (7.3.23) is derived from (7.3.6), the estimate ω(T ; 1, 1)p ≤ 4kT kp ,
(7.3.27) and (7.3.28).
(2)
7.4 Fubini-type properties of Hp
Recall that for p ≥ 1, the set Vp [ Vp ]sym of functions of bounded iterated
p-variation consists of all functions f such that if
ϕ(x) = vp (fx ) and ψ(y) = vp (fy ),
then ϕ, ψ ∈ Vp . We observe first that Vp [ Vp ]sym is not a vector space.
Proposition 7.12. There are two functions f and g such that for any 1 ≤
p < ∞, we have f, g ∈ Vp [ Vp ]sym but (f + g) ∈
/ Vp [ Vp ]sym .
Proof. Let f, g be functions that are 1-periodic in each variable, and defined
as follows on [0, 1]2 . Let f (x, y) = 1 if y = x and f (x, y) = 0 otherwise.
Set g(x, y) = 1 if y = x and x ∈ / Q, g(x, y) = −1 if y = x and x ∈ Q and
(2)
7.4. Fubini-type properties of Hp 123
g(x, y) = 0 otherwise. Then it is easy to see that for any x, y ∈ [0, 1], we
have
vp (fx ) = 21/p , vp (fy ) = 21/p .
Since vp (fx ), vp (fy ) are constant functions, they are of bounded p-variation,
that is, f ∈ Vp [ Vp ]sym . In the same way, we have g ∈ Vp [ Vp ]sym . On the
other hand, 
 2 if y = x and x ∈ / Q,
(f + g)(x, y) = 0 if y = x and x ∈ Q,
0 otherwise.

Then vp ([f + g]x ) = 21+1/p if x ∈/ Q and vp ([f + g]x ) = 0 for x ∈ Q. Clearly,

the function x 7→ vp ([f + g]x ) ∈
/ Vp .
As was mentioned before, it was shown in [1] that
(2)
H1 ⊂ V1 [ V1 ]sym . (7.4.1)
The inclusion (7.4.1) is strict. In fact, we have the following result.
Proposition 7.13. Let 1 ≤ p < ∞, then there is a function f ∈ Vp [ Vp ]sym

(2)
such that f ∈
/ Hp .
Proof. Define f on (0, 1]2

1 if 0 < x ≤ y ≤ 1
f (x, y) =
0 if 0 < y < x ≤ 1,
and extend to the whole plane by periodicity. It is clear that vp (fx ) =

vp (fy ) = 21/p for all x, y. Thus, f ∈ Vp [ Vp ]sym for 1 ≤ p < ∞.
On the other hand, fix n ∈ N and let Nn = {(xi , yj )}, where
i j + 1/2
xi = and yj = , 0 ≤ i, j ≤ n.
n n
Then
|∆f (xi , yi )|p = 1
(2) (2)
for 0 ≤ i ≤ n − 1, whence, vp (f ; Nn ) ≥ n1/p . Thus, f ∈
/ Hp .
(2)
We will now proceed to consider the embedding Hp ⊂ Vp [ Vp ]sym for
p > 1.
We will use the following function
φ(x) = inf |x − k|, x ∈ R. (7.4.2)
k∈Z
For each n ∈ N, denote φn (x) = φ(nx). It is easy to see that

vp (φn ) = 21/p−1 n1/p . (7.4.3)
Define
gn (x) = φ(2n x − 1)χ[0,1] (2n x − 1) for x ∈ [0, 1]. (7.4.4)
and extend gn to a 1-periodic function. Restricted to [0, 1], gn is supported
on [2−n , 2−n+1 ] and the graph of gn is an isosceles triangle with height 1/2.
Lemma 7.14. Let {αn } be any sequence of real numbers, and define
∞
X
g(x) = αn gn (x),
n=1
where the functions gn are given by (7.4.4). Then, for 1 ≤ p < ∞, we have
∞
!1/p
X
1/p p
vp (g) ≤ 2 |αn | . (7.4.5)
n=1
Proof. For n ∈ N, set fn (x) = αn gn (x). Clearly, the functions fn have

pairwise disjoint supports. Moreover, it is easy to see that
vp (fn ) = 21/p−1 |αn | (n ∈ N). (7.4.6)
Assume first that all αn are nonnegative. Then the functions fn are nonneg-
ative, and by Lemma 2.6 and (7.4.6), we have
∞
!1/p
X
vp (g) = 21/p−1 αnp . (7.4.7)
n=1
When {αn } changes sign, we set αn0 = max(αn , 0) and αn00 = − min(αn , 0).
Then αn0 , αn00 ≥ 0 for all n ∈ N, and
∞
X ∞
X
g(x) = αn0 gn (x) − αn00 gn (x) = h1 (x) − h2 (x).
n=1 n=1
(2)
Applying (7.4.7) to h1 , h2 , we obtain

 !1/p !1/p 
∞
X ∞
X
vp (g) ≤ vp (h1 ) + vp (h2 ) = 21/p−1  (αn0 )p + (αn00 )p .
n=1 n=1
Since αn0 , αn00 ≤ |αn |, (7.4.5) follows.

Theorem 7.15. For p > 1, we have
Hp(2) 6⊂ Vp [ Vp ]sym .
Proof. Let 1 < p < ∞ and set

∞
X
f (x, y) = 2−k/p gk (x)φ(2k y), (7.4.8)
k=1
where φ is given by (7.4.2) and gk (k ∈ N) by (7.4.4). We shall prove that

(2)
the function f defined by (7.4.8) belongs to Hp \ Vp [ Vp ]sym .
(2)
First, we show that f ∈ Vp . Fix any net
N = {(xi , yj ) : 0 ≤ i ≤ m, 0 ≤ j ≤ n}.
For each j ∈ {0, 1, ..., n − 1}, denote
fj (x) = f (x, yj+1 ) − f (x, yj ).
Since
∆f (xi , yj ) = fj (xi+1 ) − fj (xi ),
we get
m−1
X m−1
X
|∆f (xi , yj )|p = |fj (xi+1 ) − fj (xi )|p ≤ vp (fj )p .
i=0 i=0
Thus,
n−1
X
vp(2) (f ; N )p ≤ vp (fj )p . (7.4.9)
j=0
On the other hand, we note that

∞
X
fj (x) = 2−k/p [φ(2k yj+1 ) − φ(2k yj )]gk (x).
k=1
By Lemma 7.14, we have

∞
X
vp (fj )p ≤ 2 2−k |φ(2k yj+1 ) − φ(2k yj )|p . (7.4.10)
k=1
Thus, by (7.4.9) and (7.4.10),

∞
n−1 X
X
vp(2) (f ; N )p ≤ 2 2−k |φ(2k yj+1 ) − φ(2k yj )|p . (7.4.11)
j=0 k=1
Set σl = {j : 2−l−1 < yj+1 − yj ≤ 2−l } for integers l ≥ 0. Subdividing the

sum at the right-hand side of (7.4.11), we have
∞ XX
X ∞
vp(2) (f ; N )p ≤ 2 2−k |φ(2k yj+1 ) − φ(2k yj )|p . (7.4.12)
l=0 j∈σl k=1
We shall estimate the right-hand side of (7.4.12). Observe that
|φ(2k yj+1 ) − φ(2k yj )| ≤ min(1, 2k (yj+1 − yj )). (7.4.13)
Indeed, since φ is a nonnegative function, we have
|φ(2k yj+1 ) − φ(2k yj )| ≤ kφk∞ = 1/2,
and, at the same time,
|φ(2k yj+1 ) − φ(2k yj )| ≤ 2k (yj+1 − yj )kφ0 k∞ = 2k (yj+1 − yj ).
Fix l ≥ 0 and let j ∈ σl . Then, yj+1 − yj ≤ 2−l , and by (7.4.13), we have

∞
X ∞
X
2−k |φ(2k yj+1 ) − φ(2k yj )|p ≤ 2−k min(1, 2k−l )p
k=1 k=1
l
X ∞
X
= 2−lp 2k(p−1) + 2−k .
k=1 k=l+1
Since p > 1, it follows that there is a constant cp > 0 such that

∞
X
2−k |φ(2k yj+1 ) − φ(2k yj )|p ≤ cp 2−l ,
k=1
(2)
for all j ∈ σl . Consequently, for l ≥ 0, there holds

XX ∞
2−k |φ(2k yj+1 ) − φ(2k yj )|p ≤ cp 2−l card(σl ), (7.4.14)
j∈σl k=1
where card(σl ) denotes the cardinality of the finite set σl . To sum up, by
(7.4.12) and (7.4.14), we have
∞
X
vp(2) (f ; N )p ≤ cp 2−l card(σl )
l=0
X∞ X
≤ 2cp (yj+1 − yj ) = 2cp .
l=0 j∈σl
(2) (2)
Thus, f ∈ Vp . To prove that f ∈ Hp , it suffices to show the existence of
x0 , y0 ∈ R such that fx0 , fy0 ∈ Vp . For all x ∈ R we have f (x, 0) = 0 and
thus f (·, 0) ∈ Vp . Similarly, f (1, y) = 0 for all y ∈ R, so f (1, ·) ∈ Vp . Thus,
(2)
f ∈ Hp .
Now we demonstrate that f ∈ / Vp [ Vp ]sym . First, we observe that gn (2−k ) =
0 (n, k ∈ N). Thus, vp (fx ) = 0 for x = 2−k (k ∈ N). On the other hand, if
x = (2−k+1 + 2−k )/2 (k ∈ N), then
fx (y) = 2−k/p−1 φ(2k y),
and by (7.4.3), we have
vp (fx ) = 2−k/p−1 vp (φ2k ) = 21/p−2 .
Clearly, the function x 7→ vp (fx ) does not belong to Vp . Thus, f ∈
/ Vp [ Vp ]sym .
It follows from Proposition 7.13 and Theorem 7.15 that Fubini-type prop-
(2)
erties fail in Hp for p > 1.
Remark 7.16. It is easy to see that for any p ≥ 1, we have
Hp(2) ⊂ L∞ [ Vp ]sym . (7.4.15)
Moreover, the function constructed to prove Theorem 7.15 shows that for
p > 1, the exterior L∞ -norm of (7.4.15) cannot be replaced by a stronger
Vq -norm. That is,
Hp(2) 6⊂ Vq [ Vp ]sym , for p > 1 and q ≥ 1.
However, for p = 1 we have (7.4.1), which is much stronger than (7.4.15).
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Bounded Variation
The classical concept of the total variation of a function has been extended in
several directions. Such extensions find many applications in different areas of
mathematics. Consequently, the study of notions of generalized bounded varia-
tion forms an important direction in the field of mathematical analysis.
This thesis is devoted to the investigation of various properties of functions of

generalized bounded variation. In particular, we obtain the following results:
• sharp relations between spaces of generalized bounded variation and spaces

of functions defined by integral smoothness conditions (e.g., Sobolev and
Besov spaces);
• optimal properties of certain scales of function spaces of fractional smooth-

ness generated by functionals of variational type;
• sharp embeddings within the scale of spaces of functions of bounded p-variation;
• results concerning bivariate functions of bounded p-variation, in particular

p
sharp estimates of total variation in terms of the mixed L -modulus of conti-
nuity, and Fubini-type properties.
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Functions of Generalized

Faculty of Health, Science and Technology

DISSERTATION | Karlstad University Studies | 2013:11

Print: Universitetstryckeriet, Karlstad 2013

Basis of the thesis

[1] M. Lind, Functions of bounded Λ-variation and integral smoothness,

[2] M. Lind, Estimates of the total p-variation of bivariate functions, J.

[3] M. Lind, On fractional smoothness of functions related to p-variation,

[4] V.I. Kolyada and M. Lind, On moduli of p-continuity, Acta Math.

[5] V.I. Kolyada and M. Lind, On functions of bounded p-variation, J.

[6] M. Lind, Fubini-type properties of bivariate functions of bounded p-

I am deeply grateful to my supervisor Professor Viktor Kolyada for his

The support of the Graduate School of Mathematics and Computing

3 Integral smoothness and p-variation 25

4 Fractional smoothness via p-variation 55

5 Embeddings within the scale Vp 71

6 On functions of bounded Λ-variation 91

7 Multidimensional results 105

General description of the area

The notion of total variation of a function was introduced by Jordan in 1881

survey of classical notions of multivariate functions of bounded variation, see

Main objectives and methods

2. Two central methods in our work are approximations with Steklov

We say that f is a function of bounded p-variation (written f ∈ Vp ) if

In Chapter 3, we study relations between bounded p-variation and in-

then f is equivalent1 to a continuous 1-periodic function f¯ ∈ Vp , and

vp (f¯) ≤ AJp (f ). (1.0.5)

kf k∞ ≤ A(kf kp + Jp (f )), (1.0.6)

where A is an absolute constant. However, it can easily be shown that the

ω(f ; δ)p ≤ δ 1/p ω1−1/p (f ; δ) (0 ≤ δ ≤ 1). (1.0.9)

where A is an absolute constant.

for any δ ∈ (0, 1], where A is an absolute constant.

We denote by Vpα the class of all 1-periodic functions f such that

vp,α (f ) = sup vp,α (f ; Π) < ∞, (1.0.13)

If 1 < p < ∞, 0 < α < 1/p0 , and

then f is equivalent to a continuous function f¯ ∈ Vpα , and

where A is an absolute constant.

then f ∈ Vpα and

where A is an absolute constant.

then f ∈ Wp1 , and

holds for all δ > 0.

where c(p, q) only depends on p and q.

Lip(α; p) = {f ∈ Lp ([0, 1]) : ω(f ; δ)p = O(δ α )}.

Relations between integral smoothness properties of functions and ΛBV have

It follows that the conjecture of Wang is not true.

x0 < x1 < ... < xm = x0 + 1, y0 < y1 < ... < yn = y0 + 1,

∆f (xi , yj ) = f (xi+1 , yj+1 ) − f (xi+1 , yj ) − f (xi , yj+1 ) + f (xi , yj ),

vp(2) (f ) = sup vp(2) (f ; N ) < ∞, (1.0.25)

where the supremum is taken over all nets N .

fx (y) = f (x, y), y ∈ R. (1.0.26)

The y-sections of f are defined analogously.

∆(s, t)f (x, y) =

For 1 ≤ p < ∞ and f ∈ Lp ([0, 1]2 ), the mixed Lp -modulus of continuity is

ω(f ; u, v)p ≤ vp(2) (f )u1/p v 1/p . (1.0.28)

We obtain sharp estimates of the total Vitali-type p-variation (1.0.25)

ω(f ; u, v)1 = O(uv).

(2) ω(f ; u, v)1

where A is an absolute constant.

x 7→ kfx kY and y 7→ kfy kY

Lp ([0, 1]) [ Lp ([0, 1]) ]sym = Lp ([0, 1]2 ) (0 < p ≤ ∞).

Hp(2) 6⊂ Vp [ Vp ]sym and Vp [ Vp ]sym 6⊂ Hp(2) .

2.1 Lp-moduli of continuity

if p < ∞, and kf k∞ = ess supx∈[0,1]n |f (x)| < ∞ for p = ∞.