Showing posts with label Real Analysis. Show all posts
Showing posts with label Real Analysis. Show all posts

Friday, May 4, 2012

Additive subgroups of the reals and irrational rotation

We present a useful characterization of the additive subgroups of $\mathbb{R}$.

Theorem. Let $G$ be a subgroup of $(\mathbb{R}, +)$. Then precisely one of the following holds:
(i) $G = d\mathbb{Z}$ for some $d \in \mathbb{R}$;
(ii) $G$ is dense in $\mathbb{R}$.

Proof: If $G = \{0\}$, then $G = 0\mathbb{Z}$. Assume $G$ is nontrivial. Let \[ d = \inf\{g: 0 < g \in G\}.\] Note that $d \geq 0$ since for every nonzero $y \in G$, $ky \in G$ and $ky > 0$ for some $k \in \mathbb{Z}$.
Case 1: $d > 0$. We claim that $d \in G$. If not, then for every $\epsilon > 0$ there exists $g \in G$ with $g \in (d, d + \epsilon)$. It follows that for every $\epsilon > 0$ there are $g, h \in G$ such that $0 < g - h < \epsilon$, thus there exists $x \in G$ with $0 < x < \epsilon$ (let $x = g - h$). This contradicts to $d > 0$. We also have $d = \min\{|g|: 0 \neq g \in G\}$. Now fix any $0< g \in G$ and consider $S = \{g - nd: n = 0, 1, 2, \ldots\}$. The set $S$ is discrete, we can find $n \geq 0$ such that $g - nd \geq 0$ and $g - (n + 1)d < 0$. Since $g - nd, g - (n +1)d \in G$, $g - (n + 1)d \leq -d$, so $g - nd \leq 0$ and $g = nd$. Therefore $G = d\mathbb{Z}$.
Case 2: $d = 0$. Arguing as in the beginning of case 1, we find that 0 is a cluster point of $G \cap \mathbb{R}_+$. Let $(a, b)$ be any nonempty bounded open interval of $\mathbb{R}$. Take $\epsilon = b - a$ and pick some $g \in G \cap (0, \epsilon)$. For sufficiently large $n$, $ng \geq a$, and we take the smallest such $n$. Then $ng - g < a$, i.e. $ng \in (a - g, a]$, thus $ng + g \in (a, a + g] \subseteq (a, b)$. Therefore $G \cap (a, b) \neq \emptyset$. It follows that $G$ is dense in $\mathbb{R}$.

The above result can be used to prove the density of the orbit of an irrational rotation in the unit circle.

Corollary. (i) For an irrational $t$, $\mathbb{Z} + t\mathbb{Z}$ is dense in $\mathbb{R}$.
(ii) For an irrational $t$, $\{e^{2\pi int}: n \in \mathbb{Z}\}$ is dense in the unit circle.

Proof: (i) Note that $\mathbb{Z} + t\mathbb{Z}$ is a subgroup of $(\mathbb{R}, +)$. If $\mathbb{Z} + t\mathbb{Z} = a\mathbb{Z}$ for some $a \in \mathbb{R}$, then $1 = an$ for some $n \in \mathbb{Z}$, so $a \in \mathbb{Q}$. But $t = am$ for some $m \in \mathbb{Z}$, so $t \in \mathbb{Q}$, contradiction. By Theorem, $\mathbb{Z} + t\mathbb{Z}$ must be dense in $\mathbb{R}$.
(ii)  Let $e^{2\pi i x}$ be a point on the unit circle. By (i), there exist sequences $m_k, n_k$ of integers such that $|m_k + n_k t - x| \rightarrow 0$. Then $|e^{2 \pi i n_k t} - e^{2 \pi i x}| = |e^{2\pi i x}||e^{2 \pi i (n_k t - x)} - 1| = |e^{2\pi i (m_k + n_k t - x)} - 1| = O(|m_k + n_k t - x|) \rightarrow 0$. Hence $\{e^{2\pi int}\}_{n \in \mathbb{Z}}$ is dense in the unit circle.

Tuesday, May 1, 2012

Some results in measure theory

Proposition. Let $\mu$ be a positive Borel measure on $\mathbb{R}$ and $\epsilon > 0$. Then for almost every $x$, we have \[ \int_\mathbb{R} \frac{d\mu(t)}{|x - t|^{1 + \epsilon}} = +\infty. \]
Proof: For each positive integer $N$, define $E_N = \{x \in \mathbb{R}: \int_\mathbb{R} d\mu(t) / |x - t|^{1 + \epsilon} \leq N\}$. Let $I$ be any bounded closed interval with $E_N \cap I$ nonempty. Pick $x \in E_N \cap I$ and write $I = [x - \delta_1, x + \delta_2]$. We have \[ N \geq \int_\mathbb{R} \frac{d\mu(t)}{|x - t|^{1 + \epsilon}} \geq \int_I \frac{d\mu(t)}{|x - t|^{1 + \epsilon}} \geq \frac{\mu(I)}{\max\{\delta_1, \delta_2\}^{1 + \epsilon}} \geq \frac{\mu(E_N \cap I)}{(\delta_1 + \delta_2)^{1 + \epsilon}}, \] i.e. $\mu(E_N \cap I) \leq Nm(I)^{1 + \epsilon}$ where $m(I)$ is the length of the interval $I$. Now let $[a, b] \subseteq \mathbb{R}$ and $n \in \mathbb{N}$. Decompose $[a, b]$ into a union of $n$ closed subintervals of length $(b - a)/n$, then \[ \mu(E_N \cap [a, b]) \leq nN\left(\frac{b - a}{n}\right)^{1 + \epsilon} \rightarrow 0 \] as $n \rightarrow \infty$. Hence $\mu(E_N \cap [a, b]) = 0$. It follows that $\mu(E_N) = 0$ for all $N \in \mathbb{N}$ and our result follows.

(To be continued)

Saturday, April 28, 2012

Some results in real analysis

Proposition. Let $f: [a, b] \rightarrow \mathbb{R}$ be a function such that left-hand limit $f(x-)$ and right-hand limit $f(x+)$ of $f$ exist at every $x \in [a, b]$. Then the number of discontinuities of $f$ is at most countable.

Proof: Define a real-valued function $g$ on $[a, b]$ by $g(x) = \max\{|f(x) - f(x+)|, |f(x) - f(x-)|\}$. Then $f$ is continuous at $x$ iff $g(x) = 0$. Let $D_n = \{x \in [a, b]: g(x) \geq 1/n\}$. The points of discontinuity of $f$ is exactly $\bigcup_{n = 1}^\infty D_n$. We prove that each $D_n$ is finite.
Suppose on the contrary that $D_n$ is infinite. Then there is a sequence $\{x_n\}$ of distinct points in $D_n$ which converges to $x \in [a, b]$. Since $f(x+), f(x-)$ exist, we can choose some $\delta > 0$ such that $|f(y) - f(x+)| < 1/4n$ whenever $0 < y - x < \delta$ and $|f(y) - f(x-)| < 1/4n$ whenever $0 < x - y < \delta$. Therefore $|f(y) - f(z)| < 1/2n$ whenever $y, z \in (x - \delta, x)$ or $y, z \in (x, x + \delta)$. We can find some $k$ such that $0 < |x_k - x| < \delta$. If $x_k > x$, then $|f(y) - f(x_k)| < 1/2n$ whenever $y \in (x, x + \delta)$, let $y \rightarrow x_k$ from both left and right we get $|f(x_k+) - f(x_k)| \leq 1/2n$ and $|f(x_k-) - f(x_k)| \leq 1/2n$, so $g(x) \leq 1/2n < 1/n \leq g(x)$, contradiction. If $x_k < x$ then similarly we also obtain a contradiction. Hence $D_n$ must be finite. QED.

Proposition. Let $f_n: U \rightarrow \mathbb{R}$ be a sequence of continuous functions on $U \subseteq \mathbb{R}^d$ such that $f_1 \leq f_2 \leq \cdots$ and $\{f_n\}$ converges pointwise to a continuous function $f$ on $U$. Then $f_n \rightarrow f$ uniformly on compact subsets.

Proof: Note that $f_1 \leq \cdots \leq f_n \leq \cdots \leq f$. Let $K \subseteq U$ be compact and $\epsilon > 0$. For any $x \in K$, since $f_n(x) \rightarrow f(x)$, there is $N_x \in \mathbb{N}$ such that $f(x) - f_n(x) < \epsilon/3$ whenever $n \geq N_x$. For any $n \in \mathbb{N}$, by uniform continuity of $f$ and $f_n$ on $K$, there is $\delta_n > 0$ such that for any $x, y \in K$, $|f(x) - f(y)| < \epsilon/3$ and $|f_n(x) - f_n(y)| < \epsilon/3$ whenever $|x - y| < \delta_n$. For every $x \in K$, if $y \in B(x, \delta_{N_x})$, then
$\begin{align*}
&f(y) - f_n(y) \leq f(y) - f_{N_x}(y) \\ &= [f(y) - f(x)] + [f(x) - f_{N_x}(x)] + [f_{N_x}(x) - f_{N_x}(y)] \\ &< \epsilon/3 + \epsilon/3 + \epsilon/3 = \epsilon
\end{align*}$
whenever $n \geq N_x$. Since $\{B(x, \delta_{N_x}): x \in K\}$ is an open cover of $K$, then there are $x_1, \ldots, x_k \in K$ such that $K = \bigcup_{j = 1}^k B(x_j, \delta_{N_{x_j}})$. Take $N = \max\{N_{x_1}, \ldots, N_{x_k}\}$. For $n \geq N$, if $x \in K$, then $x \in B(x_j, \delta_{N_{x_j}})$ for some $1 \leq j \leq k$, so $f(x) - f_n(x) < \epsilon$. Hence $f_n \rightarrow f$ uniformly on $K$. QED.


(To be continued)