There are two ways to make this rigorous:
- We say $(x_n)$ has a limiting distribution if the limit $$D(f) = \lim_{N\to\infty} \frac{1}{N}\sum_{n=1}^N f(x_n)$$exists for every continuous function $f:\mathbf{T}\to\mathbf{C}$. In this case $D$ defines a linear functional on $C(\mathbf{T})$ such that $D(1)=1$ and $f\geq 0$ implies $D(f)\geq 0$, so Riesz's representation theorem implies that $D$ is represented by a probability measure $\mu$: $$D(f) = \int_\mathbf{T} f\, d\mu.$$
- There's another way of saying (pretty much) the same thing, in case you don't like Riesz. Namely, for each $N$ consider the atomic measure $\mu_N$ which gives a mass $1/N$ to each of $x_1, ..., x_N$, and then take a weak limit of some subsequence of $(\mu_N)$ (recall that the space of regular Borel measures on $\mathbf{T}$ is weakly compact). We say that $(x_n)$ has a limiting distribution if this weak limit is independent of subsequence, i.e. if $(\mu_N)$ weakly converges.
Next we say that $(x_n)$ is equidistributed if it has the uniform distribution as its limiting distribution. Now a probability measure on $\mathbf{T}$ is the uniform distribution iff all its nonzero Fourier coefficients vanish. But if $\mu$ is the limiting distribution of $(x_n)$ then $$\hat{\mu}(k) = \int_0^1 e^{-i2\pi k x} d\mu(x) = \lim_{N\to\infty} \frac{1}{N}\sum_{n=1}^N e^{-i2\pi k x_n},$$so this comes down to exactly Weyl's criterion.
Taking the weak limit point of view rather than Riesz's, we can additionally conclude the existence of the limiting distribution from Weyl's criterion: if you take the weak limit $\mu$ of some subsequence, Weyl's criterion implies that this $\mu$ is uniform. Since all convergent subsequences then converge to the same limit, the sequence is actually convergent.
In fact, now that I'm thinking about it, this reasoning gives a sort of generalized Weyl's criterion for the existence of a limiting distribution. Namely, the "Fourier coefficients" $$\lim_{N\to\infty}\frac{1}{N}\sum_{n=1}^N e^{-i2\pi k x_n}$$all exist (they need not be $0$) iff $(x_n)$ has a limiting distribution.
See
ReplyDeletehttp://www.echolalie.org/curves for an illustration.