1 Uniform Distribution 449
Theorem 1A real sequence(ξn)is uniformly distributed mod 1 if and only if, for
every function f:I→Cwhich is Riemann integrable,
N−^1
∑N
n= 1
f({ξn})→
∫
I
f(t)dt as N→∞. (1)
Proof For anyα,β∈ Iwithα<β,letχα,βdenote theindicator functionof the
interval [α,β),i.e.
χα,β(t)=1forα≤t<β,
=0otherwise.
Since
∫
I
χα,β(t)dt=β−α,
the definition of uniform distribution can be rephrased by saying that the sequence(ξn)
is uniformly distributed mod 1 if and only if, for all choices ofαandβ,
N−^1
∑N
n= 1
χα,β({ξn})→
∫
I
χα,β(t)dt asN→∞.
Thus the sequence(ξn)is certainly uniformly distributed mod 1 if (1) holds for every
Riemann integrable functionf.
Suppose now that the sequence(ξn)is uniformly distributed mod 1. Then (1) holds
not only for every functionf =χα,β, but also for every finite linear combination
of such functions, i.e. for everystep-function f. But, for any real-valued Riemann
integrable functionfand anyε>0, there exist step-functionsf 1 ,f 2 such that
f 1 (t)≤f(t)≤f 2 (t) for everyt∈I
and
∫
I
(f 2 (t)−f 1 (t))dt<ε.
Hence
N−^1
∑N
n= 1
f({ξn})−
∫
I
f(t)dt≤N−^1
∑N
n= 1
f 2 ({ξn})−
∫
I
f 2 (t)dt+ε
< 2 ε for all largeN,
and similarly
N−^1
∑N
n= 1
f({ξn})−
∫
I
f(t)dt>− 2 ε for all largeN.
Thus (1) holds when the Riemann integrable functionf is real-valued and also, by
linearity, when it is complex-valued.