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Let $g$ be a bounded function with $P_{f}g=0$. A bounded density tilt realizes this direction:These are nonnegative probability density functions, since $\int f_t=1+t{P}_{f}g=1$. The uniform Taylor expansion of the square root givesThe squared L2 norm of this remainder is $O(t^4{P}_f{g}^4)=o(t^2)$, since $g$ is bounded. Thus the statistical path is differentiable in quadratic mean with score function $g$.

Conversely every score function is centered by the mean-zero score identity under quadratic-mean differentiability. Choosing all these bounded density tilts therefore gives the statistical tangent setThis is a valid choice of statistical tangent set; it does not assert that every possible score function in the unrestricted density model is bounded.

Consider any differentiable-in-quadratic-mean path with score function $g$. Put ${\delta }_t=\sqrt{f_t}-\sqrt{f}=(t/2)g\sqrt{f}+r_t$, where $\Vert r_t{\Vert }_2=o(|t|)$. The quadratic-mean to L1 density derivative follows fromBy the Cauchy-Schwarz inequality,Since $a$ is a bounded function, multiplying this L1 norm bound by $\Vert a{\Vert }_{\infty }$ provesThe last equality uses $P_{f}g=0$. The derivative is a bounded linear functional of $g\in L^2(P_f)$, so the required pathwise differentiability of a statistical functional holds, in particular relative to the statistical tangent set from part (b). Its derivative isFor the explicit bounded density tilts in part (b), this derivative is also obtained by direct integration, with no remainder term.

A standard form of the Kakutani solution of the Dirichlet problem uses a bounded domain $D\subset {\mathbb{R}}^d$, continuous Dirichlet boundary data $f\in C(\partial D)$, and regularity of every boundary point for the Dirichlet problem. The boundedness of $D$ makes $\partial D$ a compact set, so $f$ is a bounded function and a uniformly continuous function. A bounded domain with $C^2$ boundary is a sufficient geometric case; one must not omit boundary regularity for an arbitrary bounded domain.

One standard analytic characterization of a regular boundary point on a bounded domain is the existence of a positive harmonic barrier: for each $\xi \in \partial D$ there is a harmonic function $h_{\xi }\in C(\overline{D})$ with $h_{\xi }(\xi )=0$ and $h_{\xi }(x)>0$ for $x\in \overline{D}\setminus \{\xi \}$. This is the harmonic form of a barrier for the Dirichlet problem; the barrier characterization of regularity is a standard fact of potential theory.

Let $B$ be $d$-dimensional Brownian motion started at $x\in D$ and let ${\tau }_D=\inf \{t\ge 0:B_t\notin D\}$ be its Brownian exit time. Then the unique solution in $C(\overline{D})\cap C^2(D)$ isEquivalently, $u(x)={\int }_{\partial D}f(\xi ){\omega }_D(x,d\xi )$, where ${\omega }_D$ is harmonic measure, the exit probability distribution of Brownian motion. The harmonic function equation is $\Delta u=0$, with the Laplace operator convention $\Delta ={\sum }_j{\partial }_j^2$.

For a bounded function, the lower and upper integrals are the supremum of lower Darboux sums and infimum of upper Darboux sums. It is Riemann integrable when these agree.

Here $u(x)=1/x-\lfloor 1/x\rfloor$ for $x>0$, so $0\le u<1$. On $[\delta ,1]$ it has only finitely many discontinuities and is piecewise continuous, hence integrable. On $[0,\delta ]$ its upper-minus-lower contribution is at most $\delta$. Taking $\delta \downarrow 0$ proves integrability on $[0,1]$.

For a partitionputThe upper and lower Darboux sums areThe upper and lower Darboux integrals areThe bounded function is Riemann integrable when these two numbers agree; their common value is its integral.

The Darboux–Riemann criterion says that a bounded function on $[a,b]$ is Riemann integrable exactly when, for every $\epsilon >0$, some partition $P$ satisfies $U(f,P)-L(f,P)<\epsilon$. Indeed, every lower sum is at most every upper sum. Taking the supremum of lower sums and infimum of upper sums, the criterion makes their difference smaller than every positive $\epsilon$, so they are equal; this common value is the Riemann integral.

Uniform continuity means that for every $\epsilon >0$ there is a single $\delta >0$ such that $d(x,y)<\delta$ implies $|f(x)-f(y)|<\epsilon$ for all $x,y$. A $d^{\prime }$-Cauchy sequence converges uniformly pointwise to a bounded function; passing a uniform-continuity estimate through a sufficiently close member proves that the limit is uniformly continuous. Thus $C_{b,u}(X)$ is complete.

If $f\in C_0({\mathbb{R}}^n)$, decay at infinity and compactness of a ball make it bounded. Uniform continuity on a sufficiently large compact ball, together with small values outside it, proves global uniform continuity. Hence $C_0\subset C_{b,u}$.

A uniform limit of functions vanishing at infinity also vanishes at infinity, so $C_0$ is closed. It is not compact: translate a fixed compactly supported bump of height one so that the supports are disjoint. The resulting sequence has pairwise sup distance one and no convergent subsequence.

A Schwartz function is an element of the Schwartz space: it is a smooth function and every derivative decreases faster than every inverse polynomial. Equivalently, $x^{\alpha }{D}^{\beta }f(x)$ defines a bounded function for every pair of multi-indices $\alpha ,\beta$.