Equidistributed sequence

In mathematics, a sequence ("s"1, "s"2, "s"3, ...) of real numbers is said to be equidistributed, or uniformly distributed, if the proportion of terms falling in a subinterval is proportional to the length of that subinterval. Such sequences are studied in Diophantine approximation theory and have applications to Monte Carlo integration.
Definition.
A sequence ("s"1, "s"2, "s"3, ...) of real numbers is said to be "equidistributed" on a non-degenerate interval ["a", "b"] if for any subinterval ["c", "d"] of ["a", "b"] we have
For example, if a sequence is equidistributed in [0, 2], since the interval [0.5, 0.9] occupies 1/5 of the length of the interval [0, 2], as "n" becomes large, the proportion of the first "n" members of the sequence which fall between 0.5 and 0.9 must approach 1/5. Loosely speaking, one could say that each member of the sequence is equally likely to fall anywhere in its range. However, this is not to say that ("s""n") is a sequence of random variables; rather, it is a determinate sequence of real numbers.
Discrepancy.
We define the discrepancy "D""N" for a sequence ("s"1, "s"2, "s"3, ...) with respect to the interval ["a", "b"] as
A sequence is thus equidistributed if the discrepancy "D""N" tends to zero as "N" tends to infinity.
Equidistribution is a rather weak criterion to express the fact that a sequence fills the segment leaving no gaps. For example, the drawings of a random variable uniform over a segment will be equidistributed in the segment, but there will be large gaps compared to a sequence which first enumerates multiples of ε in the segment, for some small ε, in an appropriately chosen way, and then continues to do this for smaller and smaller values of ε. For stronger criteria and for constructions of sequences that are more evenly distributed, see low-discrepancy sequence.
Riemann integral criterion for equidistribution.
Recall that if "f" is a function having a Riemann integral in the interval ["a", "b"], then its integral is the limit of Riemann sums taken by sampling the function "f" in a set of points chosen from a fine partition of the interval. Therefore, if some sequence is equidistributed in ["a", "b"], it is expected that this sequence can be used to calculate the integral of a Riemann-integrable function. This leads to the following criterion for an equidistributed sequence:
Suppose ("s"1, "s"2, "s"3, ...) is a sequence contained in the interval ["a", "b"]. Then the following conditions are equivalent:
This criterion leads to the idea of Monte-Carlo integration, where integrals are computed by sampling the function over a sequence of random variables equidistributed in the interval.
It is not possible to generalize the integral criterion to a class of functions bigger than just the Riemann-integrable ones. For example, if the Lebesgue integral is considered and "f" is taken to be in "L"1, then this criterion fails. As a counterexample, take "f" to be the indicator function of some equidistributed sequence. Then in the criterion, the left hand side is always 1, whereas the right hand side is zero, because the sequence is countable, so "f" is zero almost everywhere.
In fact, the de Bruijn–Post Theorem states the converse of the above criterion: If "f" is a function such that the criterion above holds for any equidistributed sequence in ["a", "b"], then "f" is Riemann-integrable in ["a", "b"].
Equidistribution modulo 1.
A sequence ("a"1, "a"2, "a"3, ...) of real numbers is said to be equidistributed modulo 1 or uniformly distributed modulo 1 if the sequence of the fractional parts of "a""n", denoted by ("a""n") or by "a""n" − ⌊"a""n"⌋, is equidistributed in the interval [0, 1].
Examples.
This was proven by Weyl and is an application of van der Corput's difference theorem.
Weyl's criterion.
Weyl's criterion states that the sequence "a""n" is equidistributed modulo 1 if and only if for all non-zero integers ℓ,
The criterion is named after, and was first formulated by, Hermann Weyl. It allows equidistribution questions to be reduced to bounds on exponential sums, a fundamental and general method.
Generalizations.
The sequence "v""n" of vectors in R"k" is equidistributed modulo 1 if and only if for any non-zero vector ℓ ∈ Z"k",
Example of usage.
Weyl's criterion can be used to easily prove the equidistribution theorem, stating that the sequence of multiples 0, "α", 2"α", 3"α", ... of some real number "α" is equidistributed modulo 1 if and only if "α" is irrational.
Suppose "α" is irrational and denote our sequence by "a""j" = "jα" (where "j" starts from 0, to simplify the formula later). Let "ℓ" ≠ 0 be an integer. Since "α" is irrational, "ℓα" can never be an integer, so formula_6 can never be 1. Using the formula for the sum of a finite geometric series,
a finite bound that does not depend on "n". Therefore, after dividing by "n" and letting "n" tend to infinity, the left hand side tends to zero, and Weyl's criterion is satisfied.
Conversely, notice that if "α" is rational then this sequence is not equidistributed modulo 1, because there are only a finite number of options for the fractional part of "a""j" = "jα".
Complete uniform distribution.
A sequence formula_8 of real numbers is said to be "k-uniformly distributed mod 1" if not only the sequence of fractional parts formula_9 is uniformly distributed in formula_10 but also the sequence formula_11, where formula_12 is defined as formula_13, is uniformly distributed in formula_14. 
A sequence formula_8 of real numbers is said to be "completely uniformly distributed mod 1" it is formula_16-uniformly distributed for each natural number formula_17. 
For example, the sequence formula_18 is uniformly distributed mod 1 (or 1-uniformly distributed) for any irrational number formula_19, but is never even 2-uniformly distributed. In contrast, the sequence formula_20 is completely uniformly distributed for almost all formula_21 (i.e., for all formula_19 except for a set of measure 0). 
van der Corput's difference theorem.
A theorem of Johannes van der Corput states that if for each "h" the sequence "s""n"+"h" − "s""n" is uniformly distributed modulo 1, then so is "s""n".
A van der Corput set is a set "H" of integers such that if for each "h" in "H" the sequence "s""n"+"h" − "s""n" is uniformly distributed modulo 1, then so is s"n".
Metric theorems.
Metric theorems describe the behaviour of a parametrised sequence for almost all values of some parameter "α": that is, for values of "α" not lying in some exceptional set of Lebesgue measure zero.
It is not known whether the sequences ("e""n") or ("n") are equidistributed mod 1. However it is known that the sequence ("α""n") is "not" equidistributed mod 1 if "α" is a PV number.
Well-distributed sequence.
A sequence ("s"1, "s"2, "s"3, ...) of real numbers is said to be well-distributed on ["a", "b"] if for any subinterval ["c", "d"] of ["a", "b"] we have
"uniformly" in "k". Clearly every well-distributed sequence is uniformly distributed, but the converse does not hold. The definition of well-distributed modulo 1 is analogous.
Sequences equidistributed with respect to an arbitrary measure.
For an arbitrary probability measure space formula_24, a sequence of points formula_25 is said to be equidistributed with respect to formula_26 if the mean of point measures converges weakly to formula_26:
In any Borel probability measure on a separable, metrizable space, there exists an equidistributed sequence with respect to the measure; indeed, this follows immediately from the fact that such a space is standard. 
The general phenomenon of equidistribution comes up a lot for dynamical systems associated with Lie groups, for example in Margulis' solution to the Oppenheim conjecture.