The behaviour of square functions from ergodic theory in 𝐿^{∞}

Abstract: In this paper, we analyze carefully the behaviour in

L^{i} n f t y (m a t h b b R)

of the square functions

S

and

S_{m} a t h c a l I

's, originating from ergodic theory. Firstly, we show that we can find some function

f i n L^{i} n f t y (m a t h b b R)

, such that

S f

equals infinity on a nonzero measure set. Secondly, we can find compact supported function

f i n L^{i} n f t y (m a t h b b R)

and

m a t h c a l I

such that

S_{m} a t h c a l I f

does not belong to

B M O

space. Finally, we show that

S

is bounded from

L_{c}^{i n f t y}

to

B M O

space. As a consequence, we solve an open question posed by Jones, Kaufman, Rosenblatt and Wierdl in cite{JKRW98}. That is,

S_{m} a t h c a l I

are uniformly bounded in

L^{p} (m a t h b b R)

with respect to

m a t h c a l I

for

2 < p < i n f t y

.

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