Let $\sigma > 0$ and $\theta \in S(\mathbb R^d)$ (Schwartz function) be fixed, where $\theta$ is such that its Fourier transform $\hat{\theta}$ is compactly supported, $0 \leq \hat{\theta} \leq 1$ and $\hat{\theta} = 1$ in a neighborhood of $0$.
Let $\dot B^{-\sigma}(\mathbb R^d)$ be the subspace of $S'(\mathbb R^d)$ (space of tempered distributions) defined as $$ \dot B^{-\sigma}(\mathbb R^d) = \{u \in S'(\mathbb R^d) \ \mid \ ||u||_{B^{-\sigma}} = \sup_{A > 0} A^{d - \sigma} ||\theta (A \cdot) * u||_{L^{\infty}} < + \infty \}$$
I can prove that $||u||_{B^{-\sigma}}$ is a norm, but I struggle to prove that this space is complete (and why the topology does not depend on the choice of $\theta$ )
If $(u_n)_{n=1}^{\infty} \subset \dot B^{-\sigma}$ is a Cauchy sequence, then $A^{d - \sigma} \theta (A \cdot) * u_n$ (which is in $C^{\infty} \cap L^{\infty}$) converges uniformly (both in $x$ and $A$) to some $f_A \in C^0 \cap L^{\infty}$.
In particular, we have convergence in $S'(\mathbb R^d)$. I think we should use the Fourier transform on $A^{d - \sigma} \theta (A \cdot) * u_n$ and then carry on with something, but I don't know what.