Pacific Journal of

Mathematics

ABSTRACT RIEMANN SUM

PAUL C IVIN

Vol. 5, No. 6 1955

 ABSTRACT RIEMANN SUMS
PAUL CIVIN

1. Introduction, A theorem of B. Jessen [5] asserts that for f(x)

of period one and Lebesgue integrable on [0, 1]

(1) lim 2-" 2 Σ/(α + &2-n)==Γ f(t)dt almost everywhere .

w
^>oo k. = 0 JO

We show that the theorem of Jessen is a special case of a theorem

analogous to the Birkhoff ergodic theorem [1] but dealing with sums
of the form

(2) 2^Σ7(^/2V>.

In this form T is an operator on a ^-finite measure space such that

T1'2* exists as a one-to-one point transformation which is measure pre-
serving for 92=0, 1, ••• , and f(x) is integrable with f(x)=f(Tx). We
also obtain in § 3 the analogues for abstract Riemann sums of the
ergodic theorems of Hurewicz [4] and of Hopf [3].
We might remark that there is no use, due to the examples of
Marcinkiewicz and Zygmund [6] and Ursell [8], in considering sums of
the form

-Σ
n fc=

without further hypothesis on f(x). However we may replace 2n

throughout by m^m^ mn with πij integral and m3>!l without altering
any argument.
In § 4 necessary and sufficient conditions are obtained on a trans-
formation T in order that the sums (2) have a limit as n~>oo for
almost all x. These conditions are analogous to those of Ryll-Nardzew-
ski [7] in the ergodic case. We use the necessary conditions to establish
an analogue of a form of the Hurewicz ergodic theorem for two
operators [2].

2 Notation* Let (S, Γ2, //) be a fixed ^-finite measure space. We

consider throughout point transformations T which have measurable
square roots of all orders, that is,
(3.1) There exist one-to-one point transformations Tn so that
Received June 2, 1954.

861
862 PAUL CIVIN

To=T; Tl^Tn.λ rc=l, 2, . . . .

(3.2) If XeΩ, then TnXeΩ and Γ^IeΩ, rc=O, 1, ••• .

No requirement is made of the uniqueness of the sequence Tn . For

example in the theorem of Jessen, T is the identity transformation
while Tnx=x-\-2~n (mod 1). We also suppose throughout that T is
measure preserving

(3.3) μ(TX)=μ(X) for l e a

3. Limit theorems* Let Φ be a finite valued set function defined

on ί2 and absolutely continuous with respect to μ. Form the sums
iV
( 4)
and

Then 07i is absolutely continuous with respect to μn and there exists

an averaging sequence of point functions fn(x) so that

( 2) Φn{X)A fniΦΛdx), n = 0 , 1, .
U

THEOREM 1. Let T be a transformation such that (3.1), (3.2) and

(3.3) are satisfied. Let Φ be a finite valued set function defined on ί2,
absolutely continuous with respect to μ and such that Φ(TX)=Φ(X). Then
for almost all x[μ] the averaging sequence of point functions defined by
(4), (5) and (6) has a limit as n-+co. The limit function F(x) has the
following properties:

(i) F(Tnx)=F(x) almost everywhere [μ], n = 0 , 1 , •«« .

(ii) F(x) is integrable over S.
(iii) For any set X with TnX=X, n=0, 1, ••• and //(Z)<oo

F(x)μ(dx)=[ f(x)μ(dx).

Proof. Note first that since Φ(TX)=Φ(X),

(7)

Likewise
 ABSTRACT RIEMANN SUMS 868

(8) μn{TnX) = μn{X).

Therefore for all X

\ fn(Tnx)μΛ(dx) = \ fn(x)μn(dx) = \ fn{x)μn{dx)

Jx Jτnx Jx
and consequently

(9) fn(Tnx) = fn(x) almost everywhere [μn].

Relation (3.1) then implies

( limfn(Tix)=limfn(x)
(10) almost everywhere [//] i = l , ••• , 2 m —1
J
lim fn(T x)
m = lim /n(a?) ?w = 1, 2,

Let

(11)

It is asserted that

(12)

We define the following sets:

AN={x\ sup fn(x)^>0} i V = O , 1 , •••

j=0, ••• , N.

Now (9) together with (3.1) imply that TkPj=Pj for k<,j. Con-
sequently

T}CN,^CN,} and

Therefore

and

2 ^ ( C ^ , ,) = ( fj(xMdx)ϊ>0 , i=0, , Λτ.

JGV, j

Since the C^, ό are disjoint for i = 0 , ••• , N, we have (^(^4zV)>0 and by
a limiting process we obtain (12).
864 PAUL CIVIN

Likewise if

(13) B={x\iτιίfn(x)^O},

then

(14)

Inasmuch as the preceding argument made no use of the ίiniteness

of Φ, we may apply the result to the set function ψ = φ — cμ for any
real c. Since

we deduce that for

(15) A

we have

(16)

and for

we have

(18) Φ(A«)<dμ(A(l).

Let now for r^>s

(19) Lrt = {x\lϊmfn(x)>r and lim fn{x)<s] .

From (10) we obtain

(20) TiLrs=Ll i = 0 , 1, ••• , 2 m - l ; m = 0 , 1, ••• .

Since Lrs is invariant under each Tm we may consider it as a new

r
space. The sets A and As relative to the new space are now the full
space Lζ. Hence if we apply (16) and (18) we obtain

Φ{I/s)>.rμ{I/s) Φ{U)<sμ{Us) .
The finiteness of Φ together with the assumption r > s implies μ(Lrs) = ΰ.
Thus lim fn{x) exists almost everywhere [μ].
Property (i) of the limit function F{x) follows immediately from
(10). Utilizing (i) the proofs of (ii) and (iii) are now identical with
 ABSTRACT RIEMANN SUMS 865

the corresponding proofs by Hurewicz [4, p. 201] in the ergodic case.

The theorem for abstract Riemann sums analogous to the Hopf
ergodic theorem is now deducible as a corollary.

COROLLARY 1. Let T be a transformation such that (3.1) and (3.2)

are satisfied and in addition

(21) μ(TnX) = μ(X) n=0, I,-.-.

Then for any integrable f(x) with f(Tx) = f(x) and any g(x)y>0 with
g(Tx)=g(x)

Σ
fc
(22) lίm =°
n

exists for almost every x [μ]. The limit function h(x) is integrable,
satisfies h(Tnx)=h(x) for almost all x [μ], and for sets Y with
and TmY=Y, m=0, 1,

(23)

Proof. Introduce the measure

and the set function

The function F is absolutely continuous with respect to v and is finite

valued. Condition (21) implies that

and

Thus from the representation

866 PAUL CIVIN

we deduce that

Σ almost everywhere [>].

The corollary is then an immediate consequence of Theorem 1.

The theorem of Jessen now follows from the version of Corollary
1 with g(x)=l with the Tn as noted in §2.

4. Invariant measure and two operators. It is possible for the

conclusion of Corollary 1 to hold when g(x)=l but T does not satisfy
(21). If we introduce

(24) Rn(A, Y)=-2-^μ{YΓ\TnkA)

fc=0

we obtain the following theorem.

THEOREM 2. // T is a transformation such that (3.1) and (3.2) are

satisfied, then the following statements are equivalent :

(25.1) For every integrάble f(x) with f{Tx)=f(x),

lim 2 - n * 7
exists for almost every x [μ],
(25.2) For each Y with μ(Y)<co, lim J2n(A, Y)<Kμ{A).

(25.3) For each Y with μ(Y)<oo, timRn(A, Y)^Kμ(A).

W-»oo

(25.4) For an increasing sequence of sets Y5 with \J Yj=S,

(25.5) There exists a countably additive measure \- with the

(i) 0<u(X)^Kμ(X)

(ii) If A=TnA , n=l, 2, ••• , v(A)=μ(A)

(iii) v(A)=v(TnA), re=l, 2, . .

The proof is almost identical with that of Ryll-Nardzewski [7] in

 ABSTRACT RIEMANN SUMS 867

the ergodic case, and is omitted. The existence of an invariant measure

implies, as in the ergodic case [2], the following theorem with two
operators (or two sequences of roots of the same operator).

THEOREM 3. Let T and U each satisfy (3.1), (3.2), (3.3) and (25.1),
and let

Jfc-0

be absolutely continuous with respect to

=Σ
For any finite valued set function Φ absolutely continuous with respect
to μ and with Φ(TX) = Φ(X) form

Then in the representation

Φn{X) = \ fn(x)μn{dx),

the averaging sequence of point functions fn(x) tends to a limit as n~><^

for almost every x [μ].

As a consequence of Theorem 3 we obtain the following corollary

in the same fashion as Corollary 1 was derived from Theorem 1.

COROLLARY 2. Let T and U each satisfy (3.1) and (3,2), and in

addition

(26) μ(VnX) = μ(X) n = 0 , .••

for V=T and V=U. Then for any integrable f(x) with f(Tx)=f(x)
and any g(x)^>0 with g(Ux)=g(x)

Σf(
lim *=»
Σ g(U*X)
fcϋ

exists for almost all x [//].

868 PAUL CIVIN

REFERENCES

1. G.D. Birkhoff, Proof of the ergodic theorem, Proc. Nat. Acad. Sci., 17 (1932), 650.
2. P. Civin, Some ergodic theorems involving two operators, Pacific J. Math., 5 (1955),
869-876.
3. E. Hopf, Ergodentheorie, Berlin 1937.
4. W. Hurewicz, Ergodic theorem without invariant measure, Ann. Math., 45 (1944),
192-206.
5. B. Jessen, On the approximation of Lebesgue integrals by Riemann sums, Ann.
Math., 35 (1934), 248-251.
6. J. Marcinkiewicz and A. Zygmund, Mean values of trigonometric polynomials, Fund.
Math., 28 (1937), 131-166.
7. C. Ryll-Nardzewski, On ergodic theorems I, Studia Math., 12 (1951), 65-73.
8. H.D. Ursell, On the behavior of a certain sequence of functions derived from a
given one, J. London Math. S o c , 12 (1937), 229-232.

UNIVERSITY OF OREGON AND

T H E INSTITUTE FOR ADVANCED STUDY
../../../FrontMatter/paper.pdf
 Pacific Journal of Mathematics
Vol. 5, No. 6 , 1955

Nesmith Cornett Ankeny and Theodore Joseph Rivlin, On a theorem of S.

Bernstei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 849
Louis Auslander, The use of forms in variational calculation . . . . . . . . . . . . . . 853
Paul Civin, Abstract Riemann sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 861
Paul Civin, Some ergodic theorems involving two operator . . . . . . . . . . . . . . . . 869
Eckford Cohen, The number of solutions of certain cubic congruence . . . . . . 877
Richard M. Cohn, Specializations over difference field . . . . . . . . . . . . . . . . . . . . 887
Jean Dieudonné, Pseudo-discriminant and Dickson invarian . . . . . . . . . . . . . . 907
Ky Fan, A comparison theorem for eigenvalues of normal matrice . . . . . . . . . 911
Richard P. Gosselin, On the convergence behaviour of trigonometric
interpolating polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 915
Peter K. Henrici, On generating functions of the Jacobi polynomial . . . . . . . . 923
Meyer Jerison, An algebra associated with a compact grou. . . . . . . . . . . . . . . . 933
Wilhelm Magnus, Infinite determinants associated with Hill’s equatio . . . . . . 941
G. Power and D. L. Scott-Hutton, The slow steady motion of liquid past a
semi-elliptical bos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 953
Lyle E. Pursell, An algebraic characterization of fixed ideals in certain
function ring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 963
C. T. Rajagopal, Additional note on some Tauberian theorems of O. Szás . . . 971
Louis Baker Rall, Error bounds for iterative solutions of Fredholm integral
equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 977
Shigeo Sasaki and Kentaro Yano, Pseudo-analytic vectors on
pseudo-Kählerian manifold . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 987
Eugene Schenkman, On the tower theorem for finite group . . . . . . . . . . . . . . . . 995
P. Stein and John E. L. Peck, On the numerical solution of Poisson’s
equation over a rectangl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 999
Morgan Ward, The mappings of the positive integers into themselves which
preserve divisio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1013
Seth Warner, Weak locally multiplicatively-convex algebra . . . . . . . . . . . . . . . . 1025
Louis Weisner, Group-theoretic origin of certain generating function . . . . . . 1033