Basic functional properties of certain scale of rearrangement‐invariant spaces

We define a new scale of function spaces governed by a norm‐like functional based on a combination of a rearrangement‐invariant norm, the elementary maximal function, and powers. A particular instance of such spaces surfaced recently in connection with optimality of target function spaces in general Sobolev embeddings involving upper Ahlfors regular measures; however, a thorough analysis of these structures has not been carried out. We present a variety of results on these spaces including their basic functional properties, their relations to customary function spaces and mutual embeddings, and, in a particular situation, a characterization of their associate structures. We discover a new one‐parameter path of function spaces leading from a Lebesgue space to a Zygmund class and we compare it to the classical one.