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Borel's normal number theorem
Statement
Assume the Axiom of Countable Choice. Lebesgue-almost every is normal in every integer base .
Facts & Assumptions
Given: Countable choice and Lebesgue probability on .
For every , is strongly mixing, hence ergodic, and preserves Lebesgue probability (Every integer-base circle map is strongly mixing, Mixing implies weak mixing, which implies ergodicity).
Birkhoff gives an integrable, invariant almost-everywhere limit for the averages of each observable (Birkhoff pointwise ergodic theorem), and in an ergodic probability system every finite invariant measurable function is constant almost everywhere (Equivalent invariant-set and invariant-function criteria for ergodicity).
Integrals are unchanged by a measure-preserving map (Integral invariance under measure-preserving maps), and dominated convergence passes the integral through an almost-everywhere bounded limit (Dominated convergence).
A half-open interval has Lebesgue measure equal to its length (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included).
Word occurrences agree with visits to their half-open orbit cylinder away from a countable null endpoint set (Base-b digit cylinders are orbit cylinders).
A countable union of null measurable sets is null (Finite and countable subadditivity of measures).
Proof
Fix , , and . Put , , and . Then and .
By [F1] and [F2], converges almost everywhere to an invariant function , and almost everywhere for some constant . Because , [F3] and invariance of the integral give
For , [F5] identifies with . Thus outside the union of and the exceptional set from step 2.1, the word has limiting frequency .
The triples form a countable family: and range over integers and, for each pair, there are only words. By [F6], the union of their null exceptional sets and the countable endpoint sets is null. Every point outside that union satisfies step 3.1 for every base and word, hence is normal. Countable choice is inherited from [F1], [F4], and [F5]; the indexing and cylinders are explicit.
Depends on
- Base-b digit cylinders are orbit cylinders
- Birkhoff pointwise ergodic theorem
- Equivalent invariant-set and invariant-function criteria for ergodicity
- Dominated convergence
- Integral invariance under measure-preserving maps
- Every integer-base circle map is strongly mixing
- Mixing implies weak mixing, which implies ergodicity
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- Finite and countable subadditivity of measures
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Dependency tree · two levels
58 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Charles Walkden, Ergodic Theory lecture notes (standard reference, not scraped)