Random Oper. Stoch. Equ.

2016; 24 (3):157–164

Research Article

Sghir Aissa*

Tightness in Besov–Orlicz spaces:

Characterizations and applications
DOI: 10.1515/rose-2016-0012
Received January 7, 2014; accepted June 10, 2016

Abstract: We establish a tightness criterion in a class of Besov–Orlicz spaces. Our result generalizes those
obtained in [1] in a class of standard Besov spaces and in [3] in a class of exponential Besov–Orlicz spaces.
As an application, we give a limit theorem for occupation times problem of local time of a class of stochastic
processes.

Keywords: Besov–Orlicz spaces, limit theorem, tightness, weak convergence

MSC 2010: 46E30, 60F17

||
Communicated by: Vyacheslav L. Girko

1 Introduction
Ciesielski, Kerkyacharian and Roynette [7] have showed by using the techniques of constructive approxima-
tion of functions that Besov spaces are isomorphic to spaces of real sequences. This characterization allowed
to obtain in this spaces a tightness criterion and some regularities theorems of random trajectories (see for
examples [1–3]).
Let {χ j,k , j ≥ 0, k = 1, . . . , 2j } be the Haar basis defined by
j
{
{ 22 in [ 2k−2 , 2k−1
[,
{ j 2j+1 2j+1
χ j,k := {−2 2 in [ 2k−1 , 2k
[,
{
{ 2j+1 2j+1

{0 else.

The functions system {χ j,k }j,k completed by χ0,0 = 1[0,1] forms an orthonormal basis in L2 ([0, 1]). The
Schauder basis are defined by
t

φ j,k (t) := ∫ χ j,k (s) ds for all t ∈ [0, 1], φ−1 (t) = 1[0,1] (t), φ0,0 (t) = t1[0,1] (t).
0

The decomposition and the coefficients of a continuous function f on [0, 1] in the Schauder basis are respec-
tively given as follows:
+∞ 2j
f(t) = f−1 φ−1 (t) + f0 φ0,0 (t) + ∑ ∑ f j,k φ j,k (t)
j=0 k=1

and
j 2k − 1 2k − 2 2k
f−1 = f(0), f0 = f(1) − f(0), f j,k = 2 2 [2f ( ) − f ( j+1 ) − f ( j+1 )].
2j+1 2 2

*Corresponding author: Sghir Aissa: Faculté des Sciences Meknès, Département de Mathématiques et Informatique,
BP, 11201, Zitoune, Morocco, e-mail: sghir.aissa@gmail.com

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158 | S. Aissa, Tightness in Besov–Orlicz spaces

In this paper, we establish a tightness criterion in a class of Besov–Orlicz spaces. Our result generalize those
obtained by Ait Ouahra, Boufoussi and Lakhel [1] in a class of standard Besov spaces and by Ait Ouahra,
Kissami and Sghir [3] in a class of exponential Besov–Orlicz spaces. As an application, we give a limit theorem
for occupation times problem of local time of a class of stochastic processes.
For a complete survey on local time, we refer to Geman and Horowitz [8] and the references therein.
Let X := {X t : t ≥ 0} be a real-valued separable random process with Borel sample functions. For any Borel
set B ⊂ ℝ+ , the occupation measure of X on B is defined as

μ B (A) = λ{s ∈ B : X s ∈ A} for all A ∈ B(ℝ),

where λ is the one-dimensional Lebesgue measure on ℝ+ . If μ B is absolutely continuous with respect to

Lebesgue measure on ℝ, we say that X has a local time on B and define its local time, L(B, ⋅ ), to be the
Radon–Nikodym derivative of μ B . Here, x is the so-called space variable and B is the time variable. By stan-
dard monotone class arguments, one can deduce that the local time have a measurable modification that sat-
isfies the occupation density formula: for every Borel set B ⊂ ℝ+ and every measurable function f : ℝ → ℝ+ ,

∫ f(X t ) dt = ∫ f(x)L(B, x) dx.

B ℝ

Sometimes, we write L(t, x) instead of L([0, t], x).

2 Besov–Orlicz spaces
In this section, we will present a brief survey of Besov–Orlicz spaces. For more details, we refer the reader to
Boufoussi [5] and Ciesielski, Kerkyacharian and Roynette [7].

Definition 2.1. Let (Ω, Σ, μ) be a σ-finite measure space. The Orlicz space denoted by LM(dμ) (Ω) and corre-
sponding to the Young function M is the Banach space of real-valued measurable functions f on Ω, endowed
with the norm
󵄨󵄨 f( ⋅ ) 󵄨󵄨
‖f‖M(dμ) = inf {∫ M(󵄨󵄨󵄨󵄨 󵄨󵄨) dμ( ⋅ ) < 1}.
󵄨
λ>0 󵄨 λ 󵄨󵄨
Ω

Remark 2.1. (i) The Orlicz norm is equivalent to the Luxemburg norm [11] given by

1
‖f‖M = inf {1 + ∫ M(|λf( ⋅ )|) dμ( ⋅ )}.
λ>0 λ
Ω

(ii) In case M(x) = |x|p , p ≥ 1, the Orlicz space is L p (Ω), the space of Lebesgue integrable real-valued
p

functions f on Ω with exponent p endowed with the norm

1
p
‖f‖p = (∫ |f( ⋅ )| dμ( ⋅ )) .
p

(iii) In case (Ω, Σ, P) is a probability space, the Orlicz norm becomes

󵄨󵄨 f 󵄨󵄨
‖f‖M(dP) = inf {𝔼(M(󵄨󵄨󵄨󵄨 󵄨󵄨󵄨󵄨)) < 1}.
λ>0 󵄨λ󵄨
Definition 2.2. The modulus of continuity of a Borel function f : [0, 1] → ℝ in Orlicz norm is defined by

ω M (f, t) = sup ‖∆ h f‖M ,

0≤h≤t

where
∆ h f(x) = 1[0,1−h] (x)[f(x + h) − f(x)].

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 S. Aissa, Tightness in Besov–Orlicz spaces | 159

ω μ,ν
Definition 2.3. The Besov–Orlicz space, denoted by BM,∞ , is a non-separable Banach space of real-valued
continuous functions f on [0, 1] endowed with the norm
ω μ,ν ω M (f, t)
‖f‖M,∞ = ‖f‖M + sup ,
0<t≤1 ω μ,ν (t)
where
1 ν
ω μ,ν (t) = t μ (1 + log( ))
t
for any 0 < μ < 1 and ν > 0.
ω μ,ν
Remark 2.2. (i) Endowed with the Orlicz norm, BM,∞ is a non-separable Banach space. However, it contains
a separable subspace defined by
ω μ,ν ,0 ω μ,ν
BM,∞ = {f ∈ BM,∞ : ω M (f, t) = o(ω μ,ν (t)) (t ↓ 0)}.
ω μ,ν
(ii) In case M(x) = |x|p , p ≥ 1, the Besov–Orlicz space, denoted by Bp,∞ , is called the standard Besov
p

space, endowed with the norm

ω μ,ν ω p (f, t)
‖f‖p,∞ = ‖f‖p + sup .
0<t≤1 ω μ,ν (t)
ω μ,ν
(iii) If p = +∞ and f ∈ C([0, 1]) the space of continuous functions, then B∞,∞ is the space of Hölder
continuous functions, denoted by Cω μ,ν and endowed with the norm
ω μ,ν |f(t) − f(s)|
‖f‖∞ = sup |f(t)| + sup .
0≤t≤1 0≤t=s≤1
̸ ω μ,ν (|t − s|)
ω μ,ν
(iv) In case M β (x) = e|x| − 1, β ≥ 1, the Besov–Orlicz space, denoted by BM β ,∞ , is called the exponential
β

Besov–Orlicz space. Moreover, for any β ≥ 1 and any function f ∈ LM β (dμ) , we have
‖f‖p
‖f‖M β (dμ) ∼ sup 1
.
p≥1 pβ
The following characterization theorem is due to Ciesielski, Kerkyacharian and Roynette [7].

Theorem 2.3. We have

ω μ,ν 2−j(1−μ)
‖f‖M,∞ ∼ max{|f−1 |, |f0 |, sup ‖f j,⋅ ‖[M] },
j≥0 (1 + j)ν
and
ω μ,ν ,0 2−j(1−μ)
f ∈ BM,∞ ⇐⇒ lim ‖f j,⋅ ‖[M] = 0,
j→+∞ (1 + j)ν

where
󵄩󵄩 2j 󵄩󵄩
󵄩 󵄩
‖f j,⋅ ‖[M] = 󵄩󵄩󵄩󵄩 ∑ f j,k χ j,k 󵄩󵄩󵄩󵄩 .
󵄩󵄩k=1 󵄩󵄩M

Remark 2.4. (i) In case of standard Besov spaces, we have

󵄩󵄩 2j 󵄩󵄩
󵄩 󵄩
‖f j,⋅ ‖[p] = 󵄩󵄩󵄩󵄩 ∑ f j,k χ j,k 󵄩󵄩󵄩󵄩 = 2 2 − p ‖f j,⋅ ‖p ,
j j

󵄩󵄩k=1 󵄩󵄩p

where 1
2j p
‖f j,⋅ ‖p = [ ∑ |f j,k | ] . p

k=1
Therefore
2−j( 2 −μ+ p )
1 1
ω μ,ν
‖f‖p,∞ ∼ max{|f−1 |, |f0 |, sup ‖f j,⋅ ‖p },
j≥0 (1 + j)ν
and
2−j( 2 −μ+ p )
1 1
ω μ,ν ,0
f ∈ Bp,∞ ⇐⇒ lim ‖f j,⋅ ‖p = 0.
j→+∞ (1 + j)ν

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160 | S. Aissa, Tightness in Besov–Orlicz spaces

(ii) In case of exponential Besov–Orlicz spaces, we have

2−j( 2 −μ+ p )
1 1
ω μ,ν
‖f‖M β ,∞ ∼ max{|f−1 |, |f0 |, sup sup 1
‖f j,⋅ ‖p },
j≥0 p≥1 p β (1 + j)ν
and
2−j( 2 −μ+ p )
1 1
ω μ,ν ,0
f ∈ BM β ,∞ ⇐⇒ lim 1
‖f j,⋅ ‖p = 0.
j→+∞
p β (1 + j)ν
Moreover, Ait Ouahra, Kissami and Sghir [3] have given the following characterization of exponential Besov–
Orlicz space:
2−j( 2 −μ)
1
ω μ,ν
‖f‖M β ,∞ ∼ max{|f−1 |, |f0 |, sup ‖f j,⋅ ‖M β (dθ) },
j≥0 (1 + j)
ν

and
2−j( 2 −μ)
1
ω μ,ν ,0
f ∈ BM β ,∞ ⇐⇒ lim ‖f j,⋅ ‖M β (dθ) = 0,
j→+∞ (1 + j)ν

where θ is the uniform discrete distribution in T = {1, . . . , 2j }.

3 Tightness in Besov–Orlicz spaces

We will establish a tightness criterion in a class of Besov–Orlicz space. Our technique is similar to that given
by Ait Ouahra, Boufoussi and Lakhel [1] in a class of standard Besov space and by Ait Ouahra, Kissami and
Sghir [3] in a class of exponential Besov–Orlicz space. As a consequence of a famous Prohorov theorem (see
ω μ,ν ,0
Billingsly [4, Theorems 6.1 and 6.2]), the study of weak convergence of random elements of BM,∞ is reduced
to the following result.
ω μ,ν ,0
Proposition 3.1. The weak convergence of a sequence of stochastic processes in the Besov–Orlicz space BM,∞
ω μ,ν ,0
is equivalent to the tightness and the convergence of the finite-dimensional distributions in BM,∞ .
ω μ,ν ,0 ω μ,ν ,0 ω μ,ν
Remark 3.2. Since BM,∞ is separable, and the injection from BM,∞ to BM,∞ is continuous, it follows that
ω μ,ν ,0 ω μ,ν
the weak convergence in the subspace BM,∞ implies the weak convergence in BM,∞ .

The proof of our main result is consequence of the following series of lemmas and theorems.

Lemma 3.3. Let ε > 0, 0 < μ < 1 and ν > 0. We denote by

ω M (f, t)
H ε (f, μ, ν, M) = sup .
0<t≤ε ω μ,ν (t)

Let A the space of measurable functions f : [0, 1] → ℝ such that

ω μ,ν
sup ‖f‖M,∞ < ∞, (3.1)
f ∈A

and
lim sup sup H ε (f, μ, ν, M) = 0. (3.2)
ε→0 f ∈A
ω μ,ν ,0
Then A is relatively compact in BM,∞ .

We need the following theorem (see Krasnösel’skii and Rutickii [10, Theorem 11.4, p. 100]). This theorem is
an extension, in Orlicz space, of the well-known Kolmogorov-Riesz theorem, (see for instance Yosida [13]). It
was also generalized by Goes and Welland [9] in Khöte spaces.

Theorem 3.4. We denote by EM ([0, 1]) the closure in LM ([0, 1]) of the space of bounded functions. Let A be
a bounded subset in EM ([0, 1]) satisfying: For any ε > 0, there exists δ > 0 such that for any function f ∈ A,
|h| < δ implies that ‖f(x + h) − f(x)‖M < ε. Then A is compact in EM ([0, 1]).

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 S. Aissa, Tightness in Besov–Orlicz spaces | 161

Now, we are ready to prove Lemma 3.3.

Proof. By virtue of Theorem 3.4, conditions (3.1) and (3.2) imply that A is relatively compact in EM ([0, 1]).
Hence, for any sequence (f n )n of A, there exists a subsequence (also denoted by (f n )n ), converging to some
f ∈ EM ([0, 1]). To complete the proof it suffices to show the following two assertions:
ω μ,ν ,0
f ∈ BM,∞ (3.3)

and
ω μ,ν ,0
(f n )n is a Cauchy sequence in BM,∞ . (3.4)
Proof of (3.3): Since (f n )n converges in EM ([0, 1]) to f , it follows that (f n )n converges to f in Luxemburg
norm (see Luxemburg [11]) and (f n )n converges in measure to f . Therefore, we can choose a subsequence
denoted by (f n )n , converging to f almost everywhere. Using the Fatou lemma, we get

‖f(. + h) − f( ⋅ )‖M ≤ lim inf ‖f n ( ⋅ + h) − f n ( ⋅ )‖M ≤ sup ‖f n ( ⋅ + h) − f n ( ⋅ )‖M .

n→∞ n≥1

Then, for any t ∈ ]0, 1], we have

ω M (f, t) ≤ sup ω M (f n , t),
n≥1

and by (3.1), we obtain

ω M (f, t) ω M (f n , t)
sup ≤ sup sup < ∞.
0<t≤1 ω μ,ν (t) n≥1 0<t≤1 ω μ,ν (t)

In addition, (3.2) implies that for any ε > 0, there exists ε0 > 0 such that for any n ≥ 1, we have

ω M (f n , t)
sup < ε.
0<t<ε0 ω μ,ν (t)

Therefore, ω M (f, t) = o(ω μ,ν (t)), as t → 0. This complete the proof of (3.3).
Proof of (3.4): Let n, m ≥ 0; we have
ω μ,ν ω M (f n − f m , t)
‖f n − f m ‖M,∞ = ‖f n − f m ‖M + sup .
0<t≤1 ω μ,ν (t)

Since ‖f n − f m ‖M → 0, as n, m → +∞, it follows that, for any ε0 > 0 small enough,

ω M ((f n − f m ), t) ω M ((f n − f m ), t) ω M ((f n − f m ), t)

sup ≤ sup + sup
0<t≤1 ω μ,ν (t) 0<t≤ε0 ω μ,ν (t) ε0 ≤t≤1 ω μ,ν (t)
2‖f n − f m ‖M
≤ H ε0 (f n − f m , μ, ν, M) +
minε0 ≤t≤1 ω μ,ν (t)
≤ H ε0 (f n , μ, ν, M) + H ε0 (f m , μ, ν, M) + C(μ, ν, ε0 )‖f n − f m ‖M
≤ 3ε.

The proof of the lemma is thus concluded.

ω μ,ν ω μ,ν󸀠 ,0
Lemma 3.5. Let 0 < μ < 1 and 0 < ν < ν󸀠 . Then BM,∞ is compactly embedded in BM,∞ .

Proof. This lemma is an immediate consequence of conditions (3.1) and (3.2) of Lemma 3.3. Let A a bounded
ω μ,ν ω μ,ν󸀠 ω μ,ν
subset of BM,∞ . It is clear that if 0 < ν < ν󸀠 , then ‖f‖M,∞ ≤ ‖f‖M,∞ which gives (3.1). For (3.2), we have

ω M (f, t)
H ε (f, μ, ν󸀠 , M) = sup
0<t≤ε ω μ,ν󸀠 (t)
ω M (f, t)
≤ sup ω0,ν−ν󸀠 (t)
0<t≤ε ω μ,ν (t)

≤ H ε (f, μ, ν, M)ω0,ν−ν󸀠 (t)

ω μ,ν
≤ ‖f‖M,∞ ω0,ν−ν󸀠 (t),

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162 | S. Aissa, Tightness in Besov–Orlicz spaces

which shows that

H ε (f, μ, ν󸀠 , M) → 0 as ε → 0
ω μ,ν󸀠 ,0
because ν󸀠 − ν > 0 and Lemma 3.3 implies that A is relatively compact in BM,∞ .

Theorem 3.6. Let (X tn : t ∈ [0, 1])n≥1 be a sequence of stochastic processes defined on (Ω, Σ, P) and satisfying
(1) X0n = 0, for any n ≥ 1,
(2) the coefficients of t → X tn satisfy
𝔼‖X j,⋅
n
‖[M] ≤ C2j(1−μ) . (3.5)
ω μ,ν ,0
Then the family of law of (X tn : t ∈ [0, 1]) is tight in BM,∞ for all 0 < μ < 1 and ν > 1.

Proof. We are going to prove that for any ν > 1 there exists a constant 0 < C < ∞ such that for all n ≥ 1, λ > 0
and any 1 < ν󸀠 < ν, we have
ω μ,ν󸀠 C
P{‖X⋅n ‖M,∞ > λ} ≤ .
λ
The last inequality implies that for any ε > 0 there exists λ0 large enough such that
ω μ,ν󸀠
P{‖X⋅n ‖M,∞ > λ0 } ≤ ε for all n ≥ 1.

By virtue of the characterization of Theorem 2.3, it suffices to prove that

2−j(1−μ) n C
I = P{sup ‖X j,⋅ ‖[M] > λ} ≤ for all n ≥ 1,
(1 + j)ν
󸀠
j≥0 λ

with
j
n
X j,k = 2 2 [2X n2k−1 − X n2k−2 − X n2k ].
2j+1 2j+1 2j+1

Applying the Tchebychev inequality, we get

1 2−j(1−μ)
I≤ ∑ 𝔼‖X j,⋅
n
‖[M] ,
λ j≥0 (1 + j)ν󸀠

and by virtue of (3.5), we obtain

1 1 C
I≤ ∑ ≤ for all ν󸀠 > 1.
λ j≥0 (1 + j)ν󸀠 λ

This completes the proof of the theorem.

Remark 3.7. (i) In case of exponential Besov–Orlicz spaces, Ait Ouahra, Kissami and Sghir [3] have proved
that condition (3.5) is an immediate consequence of the condition

‖X tn − X sn ‖M β (dP) ≤ C|t − s|μ for all t, s ∈ [0, 1].

(ii) In case of standards Besov spaces, Ait Ouahra, Boufoussi and Lakhel [1] have proved that the condi-
tion
𝔼|X tn − X sn |p ≤ C|t − s|pμ for all t, s ∈ [0, 1],
implies
p
𝔼‖X j,⋅
n
‖[p] ≤ C2jp(1−μ) .

The following result characterizes the regularity of random trajectories in a class of Besov–Orlicz space. Its
proof is similar to the proof of Theorem 3.6.

Theorem 3.8. If {X t : t ∈ [0, 1]} is a centered process satisfying condition (3.5), then it trajectory t → X t
ω μ,ν ,0
belongs almost surely to the Besov–Orlicz space BM,∞ for any ν > 1.

We end this section by the following result. It concerns a limit theorem for occupation times problem of a class
of stochastic processes.

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 S. Aissa, Tightness in Besov–Orlicz spaces | 163

Theorem 3.9. Let X = {X t : t ≥ 0} be a τ-self-similar process starting from 0 and let {L(t, x) : t ≥ 0, x ∈ ℝ} be
its local time. Let f : ℝ → ℝ be a bounded Borel function with compact support. If the coefficients of t 󳨃→ L(t, x)
satisfy condition (3.5) for μ = 1 − τ, then the sequence of processes
nt
1
{ ∫ f(X s ) ds} ,
n1−τ t≥0
0

converges in law, as n → +∞, to the process

{∫ f(x) dx L(t, 0)} ,

ℝ t≥0

ω1−τ,ν ,0
in the Besov–Orlicz space BM,∞ , for any ν > 1.

Proof. We set
nt
1
A nt = ∫ f(X s ) ds.
n1−τ
0
The convergence of the finite-dimensional distribution is an easy consequence of the occupation density
formula and the scaling property
d
{L(λt, xλ τ )}t≥0 = {λ1−τ L(t, x)}t≥0 for all λ > 0.
Indeed, we have the equality in law
d x
A nt = ∫ f(x)L(t, ) dx.
nτ
ℝ
For the tightness, it suffices to show that the coefficients of t → A nt satisfy condition (3.5).
We put
j 2k − 1 x 2k − 2 x 2k x
L nj,k = 2 2 [2L( j+1 , τ ) − L( j+1 , τ ) − L( j+1 , τ )].
2 n 2 n 2 n
It is easy to see that
𝔼‖A nj,⋅ ‖[M] ≤ ∫ 𝔼‖L nj,⋅ ‖[M] |f(x)| dx,
K
where K is the support of f .
Therefore, there exists a constant 0 < C < ∞ such that 𝔼‖A nj,⋅ ‖[M] ≤ C2jτ . This completes the proof of
Theorem 3.8.

Remark 3.10. Marcus and Rosen [12] have proved that the local time of the symmetric stable process of index
1 ≤ α < 2 satisfy
α−1
𝔼|L(t, x) − L(s, x)|p ≤ C|t − s|p α .
Then Remark 3.7 implies the result of Boufoussi and Dozzi [6] in case of standard Besov space. The case of
exponential Besov–Orlicz space is given in [3].

Acknowledgment: The author would like to thank the anonymous referee for her/his careful reading of the
manuscript and useful comments.

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the occupation time problem in Besov space, Probab. Math. Statist. 24 (2004), no. 2, 63–279.
[3] M. Ait Ouahra, A. Kissami and A. Sghir, Un critère de tension dans les espaces de Besov–Orlicz et applications au
problème du temps d’occupations, Ann. Math. Blaise Pascal 18 (2011), no. 2, 237–257.

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[4] P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.

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