Bourbaki

Exercise 12, § 1

Functions of a Real Variable, II, 81

One says that a sequence (xn)(x_n) of real numbers in the interval [0, 1][0,\ 1] is uniformly distributed in this interval if

lim⁡n→∞νn(α,β)n=β−α \lim_{n \to \infty} \frac{\nu_n(\alpha, \beta)}{n} = \beta - \alpha
for every pair of numbers α, β\alpha,\ \beta such that 0≤α≤β≤10 \leq \alpha \leq \beta \leq 1, where νn(α,β)\nu_n(\alpha, \beta) denotes the number of indices ii such that 1≤i≤n1 \leq i \leq n and α≤xi≤β\alpha \leq x_i \leq \beta.

Show that if the sequence (xn)(x_n) is uniformly distributed and if f\mathbf{f} is a regulated function on [0, 1][0,\ 1], one has

lim⁡n→∞1n∑i=1nf(xi)=∫01f(t) dt \lim_{n \to \infty} \frac{1}{n} \sum_{i=1}^n \mathbf{f}(x_i) = \int_0^1 \mathbf{f}(t)\,dt
(reduce to the case where f\mathbf{f} is a step function). Converse.

Show that for the sequence (xn)(x_n) to be uniformly distributed it is enough that the relation (2) should hold for every real function ff belonging to a dense set in the space of real continuous functions on [0, 1][0,\ 1] endowed with the topology of uniform convergence.

Solution

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Transcribed from the printed volume. Not translated.