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This is chapter $4$ exercise $25.b$ of Walter Rudin's Principles of Mathematical Analysis, this problem has occupied my mind for a long time, and I haven't been able to solve it, I would like to see an answer to this question.

Thanks.

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    You can use Dirichlet approximation theorem, which essentially follows from the pigeonhole principle, to prove that fact.2013-09-05

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Hint: Let $a_n$ be the fractional part of $n\alpha$. This is $n\alpha-\lfloor n\alpha\rfloor$.

Note that because $\alpha$ is irrational, the $a_n$ are all distinct.

Therefore for any $\epsilon\gt 0$, there exist distinct $m$ and $n$ such that $|a_m-a_n|\lt \epsilon$. (There is still some work to do.)

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    @Camilo This is a very good hint; perhaps what you are missing is the last part? The first two lines show you that there are infinitely many distinct numbers in $\alpha\Bbb{Z}+\Bbb{Z}$ that are within $(0,1)$. So surely some two such numbers are _very_ close together. Once that is established, their difference is in the set too... And after that, all integer multiples of this difference...2012-12-19
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Here's one relatively straightforward approach to it: By a simplified version of Hurwitz's theorem, there's are infinitely many rationals $m/n$ with $\left|\alpha-\dfrac{m}{n}\right|\leq \dfrac{1}{n^2}$; multiplying by $n$ we have $\left|n\alpha-m\right|\leq \dfrac{1}{n}$ - or, defining $\beta\equiv\left|n\alpha-m\right|$, $\beta\leq\dfrac{1}{n}$. Letting $q=\left\lfloor\dfrac{1}{\beta}\right\rfloor$, the $q$ numbers $\beta, 2\beta, \ldots, q\beta$ - each of which is of the form $a\alpha+b$ for some $a, b\in\mathbb{Z}$ - then provide a cover of $(0..1)$ to 'resolution' $\frac{1}{n}$; by translation we then get the density in $\mathbb{Z}$.