Abstract limit J -spaces

We investigate the limit J-spaces corresponding to the general real method. These interpolation spaces are defined by Banach sequence lattices and include those spaces that arise by the choice θ = 0 in the definition of the real method. We pay especial attention to spaces generated by rearrangement-invariant sequence spaces. We establish necessary and sufficient conditions for compactness of interpolated operators between limit J-spaces. We also study the relationships between J- and K-spaces and we derive some interpolation formulae for notable couples of function spaces, couples of spaces of operators and also couples of sequence spaces.