Kronecker’s theorem

Jordan Bell
August 29, 2015

1 Equivalent statements of Kronecker’s theorem

We shall now give two statements of Kronecker’s theorem, and prove that they are equivalent before proving that they are true.

Theorem 1.

If θ1,…,θk,1 are real numbers that are linearly independent over Z, α1,…,αk are real numbers, and N and ϵ are positive real numbers, then there are integers n>N and p1,…,pk such that for m=1,…,k,

|n⁢θm-pm-αm|<ϵ.
Theorem 2.

If θ1,…,θk are real numbers that are linearly independent over Z, α1,…,αk are real numbers, and T and ϵ are positive real numbers, then there is a real number t>T and integers p1,…,pk such that for m=1,…,k,

|t⁢θm-pm-αm|<ϵ.

We now prove that the above two statements are equivalent.11 1 K. Chandrasekharan, Introduction to Analytic Number Theory, pp. 92–93, Chapter VIII, §5.

Lemma 3.

Theorem 1 is true if and only if Theorem 2 is true.

Proof.

Assume that Theorem 2 is true and let θ1′,…,θk′,1 be real numbers that are linearly independent over ℤ, let α1,…,αk be real numbers, let N>0 and let 0<ϵ<1. Let θm=θm′-qm with 0<θm≤1. Because θ1′,…,θk′,1 are linearly independent over ℤ, so are θ1,…,θk,1. Using Theorem 2 with k+1 instead of k, N+1 instead of T, 12⁢ϵ instead of ϵ, applied with

θ1,…,θk,1,α1,…,αk,0,

there is a real number t>N+1 and integers p1,…,pk,pk+1 such that for m=1,…,k,

|t⁢θm-pm-αm|<12⁢ϵ,

and

|t-pk+1|<12⁢ϵ.

Then pk+1>t-12⁢ϵ>t-12>N, and for m=1,…,k, because 0<θm≤1,

|pk+1⁢θm-pm-αm| =|pk+1⁢θm-pm+t⁢θm-t⁢θm-αm|
≤|t⁢θm-pm-αm|+|(pk+1-t)⁢θm|
≤|t⁢θm-pm-αm|+|pk+1-t|
<12⁢ϵ+12⁢ϵ.

Thus for n=pk+1, we have n>N, and for m=1,…,k,

|n⁢θm′-(n⁢qm+pm)-α|=|n⁢θm-pm-αm|<ϵ,

proving Theorem 1.

Assume that Theorem 1 is true. The claim of Theorem 2 is immediate when k=1. For k>1, let θ1′,…,θk′ be linearly independent over ℤ, let α1,…,αk be real numbers, and let T and ϵ be positive real numbers. Let θm=|θm′|>0, and because θ1′,…,θk′ are linearly independent over ℤ, so are θ1,…,θk, and then

θ1θk,θ2θk,…,θk-1θk,1

are linearly independent over ℤ. Applying Theorem 1 with N=T⁢θk and

θ1θk,θ2θk,…,θk-1θk,sgn⁢θ1′⋅α1,…,sgn⁢θk-1′⋅αk-1,

we get that there are integers n>T⁢θk and p1,…,pk-1 such that for m=1,…,k-1,

|n⁢θmθk-pm-sgn⁢θm′⋅αm|<12⁢ϵ.

Let t=nθk. Then t>T and for m=1,…,k-1,

|t⁢θm-pm-sgn⁢θm′⋅αm|=|n⁢θmθk-pm-sgn⁢θm′⋅αm|<12⁢ϵ,

and

|t⁢θk-n|=0<12⁢ϵ.

On the other hand, applying Theorem 1 with N=T and

θ1,…,θk,0,…,0,sgn⁢θk′⋅αk,

we get that there are integers ν>T and q1,…,qk such that for m=1,…,k-1,

|ν⁢θm-qm|<12⁢ϵ

and

|ν⁢θk-qk-sgn⁢θk′⋅αk|<12⁢ϵ.

For m=1,…,k-1,

|(t+ν)⁢θm-(pm+qm)-sgn⁢θm′⋅αm| ≤|t⁢θm-pm-sgn⁢θm′⋅αm|+|ν⁢θm-qm|
<12⁢ϵ+12⁢ϵ

and

|(t+ν)⁢θk-(pk+qk)-sgn⁢θk′⋅αk| ≤|t⁢θk-pk|+|ν⁢θk-qk-sgn⁢θk′⋅αk|
<12⁢ϵ+12.

Therefore for m=1,…,k,

|(t+ν)⁢θm′-sgn⁢θm′⋅(pm+qm)-αm|=|sgn⁢θm′⋅(t+ν)⁢θm-sgn⁢θm′⋅(pm+qm)-αm|=|(t+ν)⁢θm-(pm+qm)-sgn⁢θm′⋅αm|<ϵ,

which proves Theorem 2. ∎

2 Proof of Kronecker’s theorem

We now prove Theorem 2.22 2 K. Chandrasekharan, Introduction to Analytic Number Theory, pp. 93–96, Chapter VIII, §5.

Proof of Theorem 2.

Let θ1,…,θk be real numbers that are linearly independent over ℤ, let α1,…,αk be real numbers, and let T and ϵ be positive real numbers.

For real c and τ>0,

limτ→∞⁡1τ⁢∫0τei⁢c⁢t⁢𝑑t={0c≠01c=0.

For c1,…,cr∈ℝ with cm≠cn for m≠n, and for bν∈ℂ, let

χ⁢(t)=∑ν=1rbν⁢ei⁢cν⁢t.

Then for 1≤μ≤r,

limτ→∞⁡1τ⁢∫0τχ⁢(t)⁢e-i⁢cμ⁢t⁢𝑑t=∑ν=1rbν⁢limτ→∞⁡1τ⁢∫0τei⁢(cν-cμ)⁢t⁢𝑑t=bμ.

Let

F⁢(t)=1+∑m=1ke2⁢π⁢i⁢(t⁢θm-αm)=1+∑m=1ke-2⁢π⁢i⁢αm⁢e2⁢π⁢i⁢t⁢θm

and let

ϕ⁢(t)=|F⁢(t)|,

which satisfies 0≤ϕ⁢(t)≤k+1.

Define ϕ:ℝk→ℝ by

ψ⁢(x1,…,xk)=1+x1+⋯+xk

and let p be a positive integer. By the multinomial theorem,

ψp =(1+x1+⋯+xk)p
=∑ν0+ν1+⋯+νk=p(pν0,ν1,…,νk)⁢x1ν1⁢⋯⁢xkνk
=∑νaν1,…,νk⁢x1ν1⁢⋯⁢xkνk,

for which

∑νaν1,…,νk=(k+1)p

and the number of terms in the above sum is (p+kk). We can write F⁢(t) as

F⁢(t)=ψ⁢(e2⁢π⁢i⁢(t⁢θ1-α1),…,e2⁢π⁢i⁢(t⁢θk-αk)).

Then

F⁢(t)p=∑aν1,…,νk⁢exp⁡(∑m=1kνm⋅2⁢π⁢i⁢(t⁢θm-αm)).

Because θ1,…,θk are linearly independent over ℤ, for ν≠μ it is the case that 2⁢π⁢∑m=1kνm⁢θm≠2⁢π⁢∑m=1kμm⁢θm. Write cν=2⁢π⁢ν⋅θ and

bν=aν1,…,νk⁢exp⁡(-2⁢π⁢i⁢∑m=1kνm⁢αm),

with which

F⁢(t)p=∑bν⁢ei⁢cν⁢t.

Then for each multi-index μ,

limτ→∞⁡1τ⁢∫0τF⁢(t)p⁢e-i⁢cμ⁢t⁢𝑑t=bμ. (1)

Suppose by contradiction that

lim supt→∞⁡ϕ⁢(t)<k+1.

Then there is some λ<k+1 and some t0 such that when t≥t0,

|F⁢(t)|=ϕ⁢(t)≤λ.

Thus for p a positive integer,

lim supτ→∞⁡1τ⁢∫0τ|F⁢(t)|p⁢𝑑t ≤lim supτ→∞⁡1τ⁢∫0t0|F⁢(t)|p⁢𝑑t+lim supτ→∞⁡1τ⁢∫t0τ|F⁢(t)|p⁢𝑑t
=lim supτ→∞⁡1τ⁢∫t0τ|F⁢(t)|p⁢𝑑t
≤lim supτ→∞⁡1τ⁢λp⁢(τ-t0)
=λp.

But then by (1),

|bμ|≤lim supτ→∞⁡1τ⁢∫0τ|F⁢(t)|p⁢𝑑t≤λp,

and then

(k+1)p =∑νaν1,…,νk
=∑ν|bν|
≤∑νλp
≤λp⋅(p+kk).

Let r=λk+1, for which 0<r<1, and so for each positive integer p it holds that

1≤rp⋅(p+kk). (2)

Now,

(p+kk)=(p+kp)=pkΓ⁢(k+1)⁢(1+k⁢(k+1)2⁢p+O⁢(p-2)),p→∞.

In particular,

rp⋅(p+kk)=O⁢(rp⋅pk),p→∞,

and because 0<r<1, rp⋅pk→0 as p→∞, contradicting (2) being true for all positive integers p. This contradiction shows that in fact

lim supt→∞⁡ϕ⁢(t)≥k+1,

and because ϕ⁢(t)≤k+1,

lim supt→∞⁡ϕ⁢(t)=k+1. (3)

Now let 0<η<1. By (3) there is some t≥T for which ϕ⁢(t)≥k+1-η. For 1≤m≤k, write

zm=e2⁢π⁢i⁢(t⁢θm-αm)=xm+i⁢ym.

It is straightforward from the definition of ϕ⁢(t) that

k+1-η≤ϕ⁢(t)≤(k-1)+|1+e2⁢π⁢i⁢(t⁢θm-αm)|,

which yields

2≥|1+e2⁢π⁢i⁢(t⁢θm-αm)|≥2-η.

Because |zm|=1,

|1+zm|2=(1+xm)2+ym2=(1+xm)2+(1-xm2)=2+2⁢xm,

hence

2+2⁢xm≥(2-η)2=4-4⁢η+η2>4-4⁢η,

so

1-2⁢η<xm≤2.

Furthermore,

ym2=1-xm2=(1-xm)⁢(1+xm)≤2⁢(1-xm)<2⋅2⁢η=4⁢η.

Therefore

|zm-1|2=(xm-1)2+ym2<4⁢η2+4⁢η<8⁢η,

hence

2⁢|sin⁡π⁢(t⁢θm-αm)|=|e2⁢π⁢i⁢(t⁢θm-αm)-1|<81/2⁢η1/2<4⁢η1/2.

For x∈ℝ, denote by ∥x∥ the distance from x to the nearest integer. We check that

|sin⁡(π⁢x)|=sin⁡(π⁢∥x∥)≥2π⋅π⁢∥x∥=2⁢∥x∥.

Thus, for each m=1,…,k,

∥t⁢θm-αm∥<η1/2.

We have taken t≥T .Take η1/2=ϵ, i.e. η=ϵ2, and take pm to be the nearest integer to t⁢θm-αm, for which |t⁢θm-pm-αm|<ϵ, proving the claim. ∎

3 Uniform distribution modulo 1

For x∈ℝ let [x] be the greatest integer ≤x, and let {x}=x-[x], called the fractional part of x. For P=(x1,…,xd)∈ℝd let {P}=({x1},…,{xd}), which belongs to the set Q=[0,1)d. Let Pj=(xj,1,…,xj,d), j≥1, be a sequence in ℝd, and for A⊂Q let

ϕn⁢(A)={k:1≤k≤n,{Pj}∈A}.

We say that (Pj) is uniformly distributed modulo 1 if for each closed rectangle V contained in Q,

limn→∞⁡ϕn⁢(V)n=λ⁢(V),

where λ is Lebesgue measure on ℝd: for V=[a1,b1]×⋯⁢[ad,bd], λ⁢(V)=∏j=1d(bj-aj).

We have proved that if θ1,…,θk,1 are linearly independent over ℤ, then the sequence {n⁢θ}=({n⁢θ1},…,{n⁢θk}) is dense in Q.a It can in fact be proved that (n⁢θ) is uniformly distributed modulo 1.33 3 Giancarlo Travaglini, Number Theory, Fourier Analysis and Geometric Discrepancy, p. 108, Theorem 6.3.

4 Unique ergodicity

Let X be a compact metric space, let C⁢(X) be the Banach space of continuous functions X→ℝ, and let ℳ⁢(X) be the space of Borel probability measures on X, with the subspace topology inherited from C⁢(X)* with the weak-* topology.44 4 This is the same as the narrow topology on ℳ⁢(X). One proves that μ and ν in ℳ⁢(X) are equal if and only if ∫Xf⁢𝑑μ=∫Xf⁢𝑑ν for all f∈C⁢(X). ℳ⁢(X) is a closed set in C⁢(X)* that is contained in the closed unit ball, and by the Banach-Alaoglu theorem that closed unit ball is compact, so ℳ⁢(X) is itself compact. C⁢(X)*, with the weak-* topology, is not metrizable, but it is the case that ℳ⁢(X) with the subspace topology inherited from C⁢(X)* is metrizable.

For a continuous map T:X→X, define T*:ℳ⁢(X)→ℳ⁢(X) by

(T*⁢μ)⁢(A)=μ⁢(T-1⁢A)

for Borel sets A in X. For μn→μ in ℳ⁢(X) and f∈C⁢(X), by the change of variables theorem we have

∫Xf⁢d⁢(T*⁢μn)=∫Xf∘T⁢𝑑μn→∫Xf∘T⁢𝑑μ=∫Xf⁢d⁢(T*⁢μ),

which means that T*⁢μn→T*⁢μ, and therefore the map T* is continuous. We say that μ∈ℳ⁢(X) is T-invariant if T*⁢μ=μ. Equivalently, T:(X,ℬX,μ)→(X,ℬX,μ) is measure-preserving. We denote by ℳT⁢(X) the set of T-invariant μ∈ℳ⁢(X). The Kryloff-Bogoliouboff theorem states that ℳT⁢(X) is nonempty. It is immediate that ℳT⁢(X) is a convex subset of C⁢(X)*. Let μn∈ℳT⁢(X) converge to some μ∈ℳ⁢(X). For f∈C⁢(X) we have, because T* is continuous,

∫Xf⁢d⁢(T*⁢μ)=limn→∞⁡∫Xf⁢d⁢(T*⁢μn)=limn→∞⁡∫Xf⁢𝑑μn=∫Xf⁢𝑑μ,

which shows that μ is T-invariant. Therefore ℳT⁢(X) is a closed set in ℳ⁢(X), and we have thus established that ℳT⁢(X) is a nonempty compact convex set.

A measure μ∈ℳT⁢(X) is called ergodic if for any A∈ℬX with T-1⁢A=A it holds that μ⁢(A)=0 or μ⁢(A)=1. It is proved that μ∈ℳT⁢(X) is ergodic if and only if μ is an extreme point of ℳT⁢(X).55 5 Manfred Einsiedler and Thomas Ward, Ergodic Theory with a view towards Number Theory, p. 99, Theorem 4.4. The Krein-Milman theorem states that if S is a nonempty compact convex set in a locally convex space, then S is equal to the closed convex hull of the set of extreme points of S.66 6 Walter Rudin, Functional Analysis, second ed., p. 75, Theorem 3.23. In particular this shows us that there exist extreme points of S. Let ℰT⁢(X) be the set of extreme points of ℳT⁢(X), and applying the Krein-Milman theorem with ℳT⁢(X), which is a nonempty compact convex set in the locally convex space C⁢(X)*, we have that ℳT⁢(X) is equal to the closed convex hull ℰT. That is, ℳT⁢(X) is equal to the closed convex hull of the set of ergodic μ∈ℳT⁢(X).

Choquet’s theorem77 7 Manfred Einsiedler and Thomas Ward, Ergodic Theory with a view towards Number Theory, p. 103, Theorem 4.8. tells us that for each μ∈ℳT⁢(X) there is a unique Borel probability measure λ on the compact metrizable space ℳT⁢(X) such that

λ⁢(ℰT⁢(X))=1

and for all f∈C⁢(X),

∫Xf⁢𝑑μ=∫ℰT⁢(X)(∫Xf⁢𝑑ν)⁢𝑑λ⁢(ν).

We have established that ℳT⁢(X) contains at least one element. T is called uniquely ergodic if ℳT⁢(X) is a singleton. If ℳT⁢(X)={μ0} then μ0 is an extreme point of ℳT⁢(X), hence is ergodic. If ℰT⁢(X)={μ0}, then for μ∈ℳT⁢(X), by Choquet’s theorem there is a unique Borel probability measure λ on ℳT⁢(X) satisfying λ=δμ0 and

∫Xf⁢𝑑μ=∫{μ0}(∫Xf⁢𝑑ν)⁢𝑑λ⁢(ν),

i.e.

∫Xf⁢𝑑μ=∫Xf⁢𝑑μ0,

which means that μ=μ0. Therefore, T is uniquely ergodic if and only if ℰT⁢(X) is a singleton. It can be proved that T is uniquely ergodic if and only if for each f∈C⁢(X) there is some Cf such that

1N⁢∑n=0N-1f⁢(Tn⁢x)→Cf

uniformly on X.88 8 Manfred Einsiedler and Thomas Ward, Ergodic Theory with a view towards Number Theory, p. 105, Theorem 4.10. This constant Cf is equal to ∫Xf⁢𝑑μ, where ℳT⁢(X)={μ}.

For a topological group X and for g∈X, define Rg⁢(x)=g⁢x, which is continuous X→X. For a compact metrizable group, there is a unique Borel probability measure mX on X that is Rg-invariant for every g∈X, called the Haar measure on X. Thus for each g∈X, the Haar measure mX belongs to ℳRg⁢(X), and for Rg to be uniquely ergodic means that mX is the only element of ℳRg⁢(X). For a locally compact abelian group X, let X^ be its Pontryagin dual. The following theorem gives a condition that is equivalent to a translation being uniquely ergodic.99 9 Manfred Einsiedler and Thomas Ward, Ergodic Theory with a view towards Number Theory, p. 108, Theorem 4.14.

Theorem 4.

Let X be a compact metrizable group and let g∈X. Rg is uniquely ergodic if and only if X is abelian and χ⁢(g)≠1 for all nontrivial χ∈X^.

Let 𝕋=ℝ/ℤ, let X=𝕋d=ℝd/ℤd, which is a compact abelian group, and let g=(α1,…,αd)∈ℝd. For χ∈X^=ℤd, χ=(k1,…,kd),

χ⁢(g)=exp⁡(2⁢π⁢i⁢∑j=1dkj⁢αj).

χ⁢(g)=1 if and only if ∑j=1dkj⁢αj∈ℤ if and only if there is some kd+1∈ℤ such that k1⁢α1+⋯+kd⁢αd+kd+1=0. Therefore for α1,…,αd∈ℝ, the set {α1,…,αd,1} is linearly independent over ℤ if and only if for g=(α1,…,αd), the map Rg⁢(x)=x+g, 𝕋d→𝕋d, is uniquely ergodic.