Denjoy–Koksma inequality explained

In mathematics, the Denjoy–Koksma inequality, introduced by as a combination of work of Arnaud Denjoy and the Koksma–Hlawka inequality of Jurjen Ferdinand Koksma, is a bound for Weyl sums

m-1
\sum
k=0

f(x+k\omega)

of functions f of bounded variation.

Statement

Suppose that a map f from the circle T to itself has irrational rotation number α, and p/q is a rational approximation to α with p and q coprime, |α – p/q| < 1/q2. Suppose that φ is a function of bounded variation, and μ a probability measure on the circle invariant under f. Then

q-1
\left|\sum
i=0

\phi\circfi(x)-q\intT\phid\mu\right|\leqslant\operatorname{Var}(\phi)