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,

|nθm-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,

|tθm-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 , let α1,,αk be real numbers, let N>0 and let 0<ϵ<1. Let θm=θm-qm with 0<θm1. Because θ1,,θk,1 are linearly independent over , so are θ1,,θk,1. Using Theorem 2 with k+1 instead of k, N+1 instead of T, 12ϵ 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,

|tθm-pm-αm|<12ϵ,

and

|t-pk+1|<12ϵ.

Then pk+1>t-12ϵ>t-12>N, and for m=1,,k, because 0<θm1,

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

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

|nθm-(nqm+pm)-α|=|nθm-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 , 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 , so are θ1,,θk, and then

θ1θk,θ2θk,,θk-1θk,1

are linearly independent over . Applying Theorem 1 with N=Tθk and

θ1θk,θ2θk,,θk-1θk,sgnθ1α1,,sgnθk-1αk-1,

we get that there are integers n>Tθk and p1,,pk-1 such that for m=1,,k-1,

|nθmθk-pm-sgnθmαm|<12ϵ.

Let t=nθk. Then t>T and for m=1,,k-1,

|tθm-pm-sgnθmαm|=|nθmθk-pm-sgnθmαm|<12ϵ,

and

|tθk-n|=0<12ϵ.

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

θ1,,θk,0,,0,sgnθkαk,

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

|νθm-qm|<12ϵ

and

|νθk-qk-sgnθkαk|<12ϵ.

For m=1,,k-1,

|(t+ν)θm-(pm+qm)-sgnθmαm| |tθm-pm-sgnθmαm|+|νθm-qm|
<12ϵ+12ϵ

and

|(t+ν)θk-(pk+qk)-sgnθkαk| |tθk-pk|+|νθk-qk-sgnθkαk|
<12ϵ+12.

Therefore for m=1,,k,

|(t+ν)θm-sgnθm(pm+qm)-αm|=|sgnθm(t+ν)θm-sgnθm(pm+qm)-αm|=|(t+ν)θm-(pm+qm)-sgnθmαm|<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 , let α1,,αk be real numbers, and let T and ϵ be positive real numbers.

For real c and τ>0,

limτ1τ0τeict𝑑t={0c01c=0.

For c1,,cr with cmcn for mn, and for bν, let

χ(t)=ν=1rbνeicνt.

Then for 1μr,

limτ1τ0τχ(t)e-icμt𝑑t=ν=1rbνlimτ1τ0τei(cν-cμ)t𝑑t=bμ.

Let

F(t)=1+m=1ke2πi(tθm-αm)=1+m=1ke-2πiαme2πitθm

and let

ϕ(t)=|F(t)|,

which satisfies 0ϕ(t)k+1.

Define ϕ:k 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)x1ν1xkνk
=νaν1,,νkx1ν1xkνk,

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(e2πi(tθ1-α1),,e2πi(tθk-αk)).

Then

F(t)p=aν1,,νkexp(m=1kνm2πi(tθm-αm)).

Because θ1,,θk are linearly independent over , for νμ it is the case that 2πm=1kνmθm2πm=1kμmθm. Write cν=2πνθ and

bν=aν1,,νkexp(-2πim=1kνmαm),

with which

F(t)p=bνeicνt.

Then for each multi-index μ,

limτ1τ0τF(t)pe-icμt𝑑t=bμ. (1)

Suppose by contradiction that

lim suptϕ(t)<k+1.

Then there is some λ<k+1 and some t0 such that when tt0,

|F(t)|=ϕ(t)λ.

Thus for p a positive integer,

lim supτ1τ0τ|F(t)|p𝑑t lim supτ1τ0t0|F(t)|p𝑑t+lim supτ1τt0τ|F(t)|p𝑑t
=lim supτ1τt0τ|F(t)|p𝑑t
lim supτ1τλp(τ-t0)
=λp.

But then by (1),

|bμ|lim supτ1τ0τ|F(t)|p𝑑tλp,

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

1rp(p+kk). (2)

Now,

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

In particular,

rp(p+kk)=O(rppk),p,

and because 0<r<1, rppk0 as p, contradicting (2) being true for all positive integers p. This contradiction shows that in fact

lim suptϕ(t)k+1,

and because ϕ(t)k+1,

lim suptϕ(t)=k+1. (3)

Now let 0<η<1. By (3) there is some tT for which ϕ(t)k+1-η. For 1mk, write

zm=e2πi(tθm-αm)=xm+iym.

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

k+1-ηϕ(t)(k-1)+|1+e2πi(tθm-αm)|,

which yields

2|1+e2πi(tθm-αm)|2-η.

Because |zm|=1,

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

hence

2+2xm(2-η)2=4-4η+η2>4-4η,

so

1-2η<xm2.

Furthermore,

ym2=1-xm2=(1-xm)(1+xm)2(1-xm)<22η=4η.

Therefore

|zm-1|2=(xm-1)2+ym2<4η2+4η<8η,

hence

2|sinπ(tθm-αm)|=|e2πi(tθm-αm)-1|<81/2η1/2<4η1/2.

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

|sin(πx)|=sin(πx)2ππx=2x.

Thus, for each m=1,,k,

tθm-αm<η1/2.

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

3 Uniform distribution modulo 1

For x let [x] be the greatest integer x, and let {x}=x-[x], called the fractional part of x. For P=(x1,,xd)d let {P}=({x1},,{xd}), which belongs to the set Q=[0,1)d. Let Pj=(xj,1,,xj,d), j1, be a sequence in d, and for AQ let

ϕn(A)={k:1kn,{Pj}A}.

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

limnϕn(V)n=λ(V),

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

We have proved that if θ1,,θk,1 are linearly independent over , then the sequence {nθ}=({nθ1},,{nθk}) is dense in Q.a It can in fact be proved that (nθ) 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, and let (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 (X). One proves that μ and ν in (X) are equal if and only if Xf𝑑μ=Xf𝑑ν for all fC(X). (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 (X) is itself compact. C(X)*, with the weak-* topology, is not metrizable, but it is the case that (X) with the subspace topology inherited from C(X)* is metrizable.

For a continuous map T:XX, define T*:(X)(X) by

(T*μ)(A)=μ(T-1A)

for Borel sets A in X. For μnμ in (X) and fC(X), by the change of variables theorem we have

Xfd(T*μn)=XfT𝑑μnXfT𝑑μ=Xfd(T*μ),

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

Xfd(T*μ)=limnXfd(T*μn)=limnXf𝑑μn=Xf𝑑μ,

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

A measure μT(X) is called ergodic if for any AX with T-1A=A it holds that μ(A)=0 or μ(A)=1. It is proved that μT(X) is ergodic if and only if μ is an extreme point of T(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 T(X) be the set of extreme points of T(X), and applying the Krein-Milman theorem with T(X), which is a nonempty compact convex set in the locally convex space C(X)*, we have that T(X) is equal to the closed convex hull T. That is, T(X) is equal to the closed convex hull of the set of ergodic μT(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 μT(X) there is a unique Borel probability measure λ on the compact metrizable space T(X) such that

λ(T(X))=1

and for all fC(X),

Xf𝑑μ=T(X)(Xf𝑑ν)𝑑λ(ν).

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

Xf𝑑μ={μ0}(Xf𝑑ν)𝑑λ(ν),

i.e.

Xf𝑑μ=Xf𝑑μ0,

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

1Nn=0N-1f(Tnx)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 Xf𝑑μ, where T(X)={μ}.

For a topological group X and for gX, define Rg(x)=gx, which is continuous XX. For a compact metrizable group, there is a unique Borel probability measure mX on X that is Rg-invariant for every gX, called the Haar measure on X. Thus for each gX, the Haar measure mX belongs to Rg(X), and for Rg to be uniquely ergodic means that mX is the only element of Rg(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 gX. Rg is uniquely ergodic if and only if X is abelian and χ(g)1 for all nontrivial χX^.

Let 𝕋=/, let X=𝕋d=d/d, which is a compact abelian group, and let g=(α1,,αd)d. For χX^=d, χ=(k1,,kd),

χ(g)=exp(2πij=1dkjαj).

χ(g)=1 if and only if j=1dkjαj if and only if there is some kd+1 such that k1α1++kdαd+kd+1=0. Therefore for α1,,αd, the set {α1,,αd,1} is linearly independent over if and only if for g=(α1,,αd), the map Rg(x)=x+g, 𝕋d𝕋d, is uniquely ergodic.