Post Made Community Wiki by François G. Dorais
show/hide this revision's text 1

Hermann Weyl's delightful proof that for irrational $\alpha$ the sequence of values $k\alpha$ mod $1$, $k \in {\bf N}$, is uniformly distributed in $[0,1]$ deserves a mention. It's so simple I can summarize it here. First we check that for any nonzero $n \in {\bf Z}$ we have $$\frac{1 + e^{2\pi i n\alpha} + \cdots + e^{2\pi in(k-1)\alpha}}{k} \to 0$$ as $k \to \infty$. This is just a simple computation since the numerator is a geometric series. For $n = 0$ the displayed fraction reduces to $\frac{k}{k} = 1$. Since $\int_0^1 e^{2\pi i nx} dx = 1$ or $0$ depending on whether $n = 0$ or $n \neq 0$, it follows that $$\frac{1}{k}\sum_{j=0}^{k-1} e^{2\pi i nj\alpha} \to \int_0^1 e^{2\pi inx} dx$$ for all $n \in {\bf Z}$. Setting $x_j = j\alpha$ mod $1$ and taking linear combinations then yields $$\frac{1}{k}\sum_{j=0}^{k=1} f(x_j) \to \int_0^1 f(x) dx$$ for any trigonometric polynomial $f$, and by straightforward approximation arguments we get the same conclusion, first for any continuous function $f$ on $[0,1]$ and then for $f = \chi_{[a,b]}$. But with this $f$ the left side becomes the fraction of values $j\alpha$ mod $1$ for $0 \leq j \leq k-1$ which lie in $[a,b]$ and the right side becomes $b-a$, so this is just the statement of uniform distribution.