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In mathematics, the '''Erdős–Turán inequality''' bounds the distance between a [[Probability distribution|probability measure]] on the circle and the [[Lebesgue measure]], in terms of [[Fourier coefficient]]s. It was proved by [[Paul Erdős]] and [[Paul Turán]] in 1948.<ref>{{cite journal|mr=0027895|last=Erdős|first=P.|last2=Turán|first2=P.|title=On a problem in the theory of uniform distribution. I.|journal=Nederl. Akad. Wetensch.|volume=51|year=1948|pages=1146–1154|zbl=0031.25402}}</ref><ref>{{cite journal|mr=0027895|last=Erdős|first=P.|last2=Turán|first2=P.|title=On a problem in the theory of uniform distribution. II.|journal=Nederl. Akad. Wetensch.|volume=51|year=1948|pages=1262–1269|zbl=0032.01601}}</ref>


Let ''μ'' be a probability measure on the unit circle '''R'''/'''Z'''. The Erdős–Turán inequality states that, for any natural number ''n'',


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:<math> \sup_A \left| \mu(A) - \mathrm{mes}\, A \right|
    \leq C \left( \frac{1}{n} + \sum_{k=1}^n |\hat{\mu}(k)| \right),
</math>
 
where the supremum is over all [[Arc (geometry)|arcs]] ''A'' ⊂ '''R'''/'''Z''' of the unit circle, ''mes'' stands for the Lebesgue measure,
 
:<math> \hat{\mu}(k) = \int \exp(2 \pi i k \theta) \, d\mu(\theta) </math>
 
are the [[Fourier coefficients]] of μ, and ''C''&nbsp;>&nbsp;0 is a numerical constant.
 
==Application to discrepancy==
 
Let ''s''<sub>1</sub>, ''s''<sub>2</sub>, ''s''<sub>3</sub> ... ∈ '''R''' be a sequence. The Erdős–Turán inequality applied to the measure
 
:<math> \mu_m(S) = \frac{1}{m} \# \{ 1 \leq j \leq m \, | \, s_j \, \mathrm{mod} \, 1 \in S \}, \quad S \subset [0, 1), </math>
 
yields the following bound for the [[Discrepancy_of_a_sequence#Discrepancy|discrepancy]]:
 
:<math>
\begin{align}
D(m) & \left( = \sup_{0 \leq a \leq b \leq 1} \Big| m^{-1} \# \{ 1 \leq j \leq m \, | \, a \leq s_j \, \mathrm{mod} \, 1 \leq b  \} - (b-a) \Big| \right) \\[8pt]
&  \leq C \left( \frac{1}{n} + \frac{1}{m} \sum_{k=1}^n \left| \sum_{j=1}^m e^{2 \pi i s_j k} \right|\right).  
\end{align} \qquad (1)
</math>
 
This inequality holds for arbitrary natural numbers ''m,n'', and gives a quantitative form of [[Weyl's criterion]] for [[equidistribution]].
 
A multi-dimensional variant of (1) is known as the [[Low-discrepancy_sequence#The_Erd.C5.91s.E2.80.93Turan.E2.80.93Koksma_inequality|Erdős–Turán–Koksma inequality]].
 
==References==
{{Reflist}}
* {{cite book | last=Harman | first=Glyn | author-link= | title=Metric number theory | series=London Mathematical Society Monographs. New Series | volume=18 | location=Oxford | publisher=[[Clarendon Press]] | year=1998 | isbn=0-19-850083-1 | zbl=1081.11057 }}
 
{{DEFAULTSORT:Erdos-Turan inequality}}
[[Category:Inequalities]]
[[Category:Paul Erdős]]
[[Category:Theorems in approximation theory]]

Revision as of 01:06, 17 May 2013

In mathematics, the Erdős–Turán inequality bounds the distance between a probability measure on the circle and the Lebesgue measure, in terms of Fourier coefficients. It was proved by Paul Erdős and Paul Turán in 1948.[1][2]

Let μ be a probability measure on the unit circle R/Z. The Erdős–Turán inequality states that, for any natural number n,

supA|μ(A)mesA|C(1n+k=1n|μ^(k)|),

where the supremum is over all arcs AR/Z of the unit circle, mes stands for the Lebesgue measure,

μ^(k)=exp(2πikθ)dμ(θ)

are the Fourier coefficients of μ, and C > 0 is a numerical constant.

Application to discrepancy

Let s1, s2, s3 ... ∈ R be a sequence. The Erdős–Turán inequality applied to the measure

μm(S)=1m#{1jm|sjmod1S},S[0,1),

yields the following bound for the discrepancy:

D(m)(=sup0ab1|m1#{1jm|asjmod1b}(ba)|)C(1n+1mk=1n|j=1me2πisjk|).(1)

This inequality holds for arbitrary natural numbers m,n, and gives a quantitative form of Weyl's criterion for equidistribution.

A multi-dimensional variant of (1) is known as the Erdős–Turán–Koksma inequality.

References

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