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Rademacher functions on the unit interval

Definition

Assume Countable Choice (The Axiom of Countable Choice (ACω)) for the Lebesgue-measure facts below. Let I:=[0,1) and let λ be Lebesgue measure restricted to the Borel subsets of I (Lebesgue measurable sets, the family L(Rn), and the restricted set function λn). For integers k≥1 let bk(t):=⌊2kt⌋−2⌊2k−1t⌋∈{0,1} be the k-th binary digit, with ⌊⋅⌋ the integer part (Integer part: for every real x there is exactly one integer m with m≤x<m+1); the inclusion bk(t)∈{0,1} follows from ⌊2u⌋∈{2⌊u⌋,2⌊u⌋+1} for u=2k−1t. For integers j≥0 define the j-th Rademacher function εj:I→{±1} by εj(t):=1−2bj+1(t).

Then:

  1. Each εj is Borel measurable (Borel measurable and Lebesgue measurable functions on Rn) and ∣εj∣≡1; indeed bk is the parity of ⌊2kt⌋, so εj is constant on the 2j+1 half-open dyadic intervals of generation j+1, which are measurable (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included), and the arithmetic of Arithmetic and lattice operations preserve measurability whenever they are defined preserves measurability.
  2. ε0=1 on [0,1/2) and −1 on [1/2,1); more generally, for every j≥0 the function εj is constant, with alternating signs, on each half-open dyadic interval [k2−(j+1),(k+1)2−(j+1)), k=0,…,2j+1−1, where it equals (−1)k: on such an interval 2j+1t∈[k,k+1), so ⌊2j+1t⌋=k and 2jt∈[k/2,(k+1)/2) gives ⌊2jt⌋=⌊k/2⌋, hence εj(t)=1−2(k−2⌊k/2⌋)=(−1)k.
  3. Consequently, since each half-open dyadic interval of generation j+1 has Lebesgue measure 2−(j+1) (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included) and the intervals partition I, ∫01εj(t) dt=∑k=02j+1−1(−1)k2−(j+1)=0(j≥0), with the finite sum evaluated by pairing consecutive terms. Indeed, εj+ and εj− are the indicators of the unions of the even and odd indexed intervals respectively, each of measure 1/2. Their nonnegative integrals equal 1/2 (The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions), so εj is integrable and its signed integral is their difference (Integrable real and complex functions, and their integrals). The displayed identity is the m=1 case of the equidistribution proved by the finite-block lemma below.

All integrals of functions of finitely many Rademacher functions on this page are integrals over (I,λ) and are written ∫01. The exponent 2j+1 is an integer power in the sense of Integer powers am. No choice principle is used to construct the binary digits or sign functions; the measure and integral assertions inherit Countable Choice from the cited Lebesgue-measure suppliers.

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