Each result cited below is universally quantified over the data appearing in its own statement, and is applied to the data named here. We write xiβ for the ith coordinate of xβRn and use throughout that β£xiββ£β€β₯xβ₯ (claim 4 of Elementary Properties of the Euclidean Norm on Rn), that dEβ(x,y)=β₯xβyβ₯ (claim 2 there), and that β₯xβ₯ is the unique nonnegative real whose square is βi=1nβxi2β (claim 1 there). We also use the following two facts about nonnegative reals a and b, which we record once here. First, aβ€b implies a2β€b2: claim 5 of Elementary Arithmetic in an Ordered Field, applied with the nonnegative multiplier a and then with the nonnegative multiplier b, gives aβ
aβ€aβ
b and aβ
bβ€bβ
b, and transitivity of β€ combines them. Second, a2β€b2 implies aβ€b: if instead b<a, then 0<a by mixed transitivity (claim 2 of Elementary Order Arithmetic in an Ordered Field) from 0β€b<a, so claim 5 of Elementary Arithmetic in an Ordered Field gives bβ
bβ€bβ
a and claim 10 of Elementary Order Arithmetic in an Ordered Field gives bβ
a<aβ
a, whence b2<a2 by claim 2 of Elementary Order Arithmetic in an Ordered Field, a contradiction.
Claim 1. The inclusions QΛββQβQβ hold because 0<t implies 0β€t and t<1 implies tβ€1, by the reading of the strict order fixed in clause 1.
The set QΛβ is open. Let xβQΛβ. The set {xiβ:iβ[n]}βͺ{1βxiβ:iβ[n]} is a finite set of positive reals; let r be its least element, which is positive, repeated use of claim 9 of Elementary Order Arithmetic in an Ordered Field producing a least element of a finite set of reals. If yβB(x,r) then for every iβ[n] we have β£yiββxiββ£β€β₯yβxβ₯<r, hence βr<yiββxiβ<r by claim 9 of Properties of the Absolute Value in an Ordered Field; since rβ€xiβ and rβ€1βxiβ this gives 0<yiβ and yiβ<1. Thus B(x,r)βQΛβ, and QΛβ is open.
The set Qβ is closed and compact. Let xβ/Qβ; then some iβ[n] has xiβ<0 or 1<xiβ. Put r=βxiβ in the first case and r=xiββ1 in the second; in both r is positive, and for yβB(x,r) the bound β£yiββxiββ£<r gives yiβ<0 in the first case and 1<yiβ in the second, so yβ/Qβ. Hence the complement of Qβ is open and Qβ is closed. For xβQβ we have 0β€xiββ€1, so xi2ββ€12=1 by the first of the two facts recorded above, whence β₯xβ₯2β€n=Οn2β by clause 3 and therefore β₯xβ₯β€Οnβ. So Qβ is bounded, and being closed and bounded it is compact by Heine-Borel Theorem in Rn.
Borel membership and measures. The sets QΛβ and Qβ are open and closed respectively, hence belong to B(Rn) by clause 4. Write Iβ={tβR:0<t<1}, I={tβR:0β€t<1} and IΛ={tβR:0β€tβ€1}. Each belongs to B(R): the set Iβ is open and the sets IΛ and {1} are closed, so claim 4 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets read with m=1 places Iβ, IΛ and {1} in B1β=B(R), and I is the intersection of IΛ with the complement of {1}, hence lies in B(R) as well. Now QΛβ, Q and Qβ are the Borel rectangles with all factors equal to Iβ, to I and to IΛ respectively, in the sense of Finite Products of Lebesgue Measure and Coordinate Integration on Rl; by claim 1 there every Borel rectangle lies in Bnβ, and Bnβ=B(Rn) by claim 5 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets, so all three sets lie in B(Rn). Each of Iβ, I, IΛ is an interval with endpoints 0β€1 and so has Lebesgue measure 1β0=1 by claim 4 of Existence of Lebesgue Measure on the Real Line. By the defining rectangle identity of Lebesgue Measure on Rn, each of Ξ»nβ(QΛβ), Ξ»nβ(Q), Ξ»nβ(Qβ) is therefore the product of n factors equal to 1, which is 1.
The interior of Q is QΛβ. The set QΛβ is open and contained in Q, hence contained in the interior of Q. Conversely let xβQ with xβ/QΛβ; then some iβ[n] has 0β€xiβ<1 while 0<xiβ fails, so xiβ=0. If x lay in the interior of Q there would be an open set O with xβOβQ and hence a positive r with B(x,r)βQ. Let y be the point with yiβ=xiββ2rβ and ylβ=xlβ for lξ =i. Then β₯yβxβ₯2=(2rβ)2, so β₯yβxβ₯=2rβ<r, while yiβ=β2rβ<0, so yβB(x,r) and yβ/Q, a contradiction. Hence the interior of Q is exactly QΛβ.
The closure of Q is Qβ. The set Qβ is closed and contains Q, hence contains the closure of Q. Conversely let xβQβ and, for kβN, let x(k) be the point with xi(k)β=xiβ when xiβ<1 and xi(k)β=1βk+11β when xiβ=1. Every coordinate of x(k) lies in I, so x(k)βQ, and β₯x(k)βxβ₯2β€n(k+11β)2, whence β₯x(k)βxβ₯β€k+1Οnββ. Given a positive real Ξ΅, The Archimedean Property of the Real Numbers provides k0ββN with Οnβ<k0βΞ΅, and then dEβ(x(k),x)β€k+1Οnββ<Ξ΅ for every kβ₯k0β. So x(k)βx in (Rn,dEβ) and x lies in the closure of Q by Sequential Characterization of the Closure in a Metric Space.
Claim 2. Existence. Let xβRn and put miβ=βxiββ for iβ[n], which by Existence and Uniqueness of the Integer Part of a Real Number is the unique integer with miββ€xiβ<miβ+1. Then m=(m1β,β¦,mnβ) lies in Zn and 0β€xiββmiβ<1 for every i, so xβmβQ. Uniqueness. If mβ²βZn also satisfies xβmβ²βQ, then miβ²ββ€xiβ<miβ²β+1 for every i, so miβ²β=βxiββ=miβ by the uniqueness assertion of Existence and Uniqueness of the Integer Part of a Real Number; hence mβ²=m. For the consequence, observe that xβQ+m holds exactly when xβmβQ. What has just been shown is therefore that every xβRn lies in Q+m for exactly one mβZn, which says both that the union of the sets Q+m is Rn and that no two of them meet.
Claim 3. The map Ο is well defined by claim 2, and Ο(x)=xβmβQ by construction. Since miβ=βxiββ in the notation of the proof of claim 2, the ith coordinate of Ο(x) is xiβββxiββ. If xβQ then m=0 satisfies xβmβQ, so by uniqueness Ο(x)=x; conversely Ο(x)=x forces m=0 and then x=xβmβQ. For kβZn the vector m+k lies in Zn by claim 2 of Arithmetic, Order and Discreteness of the Integers applied coordinatewise, and (x+k)β(m+k)=xβmβQ, so by the uniqueness in claim 2 the integer vector attached to x+k is m+k and Ο(x+k)=xβm=Ο(x).
For measurability it suffices, by claim 2 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets together with claim 5 there, that each map xβ¦xiβββxiββ be measurable with respect to B(Rn) and B(R). The coordinate projection xβ¦xiβ is measurable by claim 1 of that lemma. For the map xβ¦βxiββ and a real c we claim
{xβRn:c<βxiββ}={xβRn:βcβ+1β€xiβ}.
Indeed, if c<βxiββ then, βcββ€c giving βcβ<βxiββ for the two integers involved, claim 3 of Arithmetic, Order and Discreteness of the Integers yields βcβ+1β€βxiβββ€xiβ. Conversely suppose βcβ+1β€xiβ. If βxiββ<βcβ+1 then, both being integers, βxiββ+1β€βcβ+1β€xiβ by claim 3 there, contradicting xiβ<βxiββ+1; hence βcβ+1β€βxiββ, and c<βcβ+1 gives c<βxiββ. The set on the right is the preimage under the coordinate projection of the closed subset {tβR:βcβ+1β€t} of R, which lies in B(R) by claim 4 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets read with m=1; so the set lies in B(Rn), and the criterion recorded in clause 3 makes xβ¦βxiββ measurable. The difference xβ¦xiβββxiββ is then measurable by claim 1 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions.
Claim 4. First, Q+hβB(Rn) by claim 1 of Translation and Reflection Invariance of Lebesgue Measure on Rn. Next, for AβB(Rn) and measurable w:Rnβ[0,β] the product 1Aβw is measurable: for a real c<0 the set {x:c<1Aβ(x)w(x)} is Rn, since the product is nonnegative, while for 0β€c a point x satisfies c<1Aβ(x)w(x) exactly when xβA and c<w(x), because off A the product is 0β
w(x)=0 by the convention of clause 1; so the set is Aβ©{x:c<w(x)}βB(Rn), and the criterion of clause 3 applies. This covers 1Qβu and 1Q+hβu.
Let M={mβZn:(Q+h)β©(Q+m)ξ =β
}.
M is finite. Let mβM and pick zβ(Q+h)β©(Q+m). For each i we have 0β€ziββhiβ<1 and 0β€ziββmiβ<1, so miββhiβ=(ziββhiβ)β(ziββmiβ) satisfies β1<miββhiβ<1, that is hiββ1<miβ<hiβ+1. Since βhiβββ€hiβ<βhiββ+1, this gives βhiβββ1<miβ<βhiββ+2, and as miβ and βhiββ are integers, claim 3 of Arithmetic, Order and Discreteness of the Integers yields βhiβββ€miββ€βhiββ+1. Hence M is contained in the set of n-tuples whose ith entry lies in the two-element set {βhiββ,βhiββ+1}, which is finite by Finiteness of Cartesian Products, Tuple Sets, and Permutation Sets; and a subset of a finite set is finite by claim 3 of Basic Properties of Finite Sets. Fix an enumeration m(1),β¦,m(N) of M.
Two decompositions. For mβZn put Amβ=Qβ©(Q+hβm), so that Amβ+m=(Q+m)β©(Q+h) and Amβ is nonempty exactly when mβM. By claim 2 the sets Q+m, mβZn, are pairwise disjoint with union Rn; intersecting with Q+h shows that the sets (Q+m)β©(Q+h), mβM, are pairwise disjoint with union Q+h, so
1Q+hβ=l=1βNβ1Am(l)β+m(l)βpointwiseΒ onΒ Rn.
Likewise the sets Q+hβm, mβZn, are the sets (Q+h)+k with k=βm ranging over Zn, hence, again by claim 2 applied to the point xβh, are pairwise disjoint with union Rn; intersecting with Q shows that the sets Amβ, mβM, are pairwise disjoint with union Q, so
1Qβ=l=1βNβ1Am(l)ββpointwiseΒ onΒ Rn.
Matching the pieces. Fix mβM and write A=Amβ. The function f=1A+mβu is measurable and nonnegative, and for every x,
f(x+m)=1A+mβ(x+m)u(x+m)=1Aβ(x)u(x),
using that x+mβA+m exactly when xβA, and that u is Zn-periodic with mβZn. Claim 2 of Translation and Reflection Invariance of Lebesgue Measure on Rn, applied with a=m, therefore gives
β«Rnβ1AβudΞ»nβ=β«Rnβf(x+m)dΞ»nβ(x)=β«RnβfdΞ»nβ=β«Rnβ1A+mβudΞ»nβ.
Summing over lβ{1,β¦,N} and using the two decompositions together with the additivity of the integral of nonnegative measurable functions (claim 1 of Linearity and Monotonicity of the Lebesgue Integral, applied Nβ1 times) gives
β«Rnβ1QβudΞ»nβ=l=1βNββ«Rnβ1Am(l)ββudΞ»nβ=l=1βNββ«Rnβ1Am(l)β+m(l)βudΞ»nβ=β«Rnβ1Q+hβudΞ»nβ,
which is the assertion. (If M were empty, the first decomposition would make 1Q+hβ identically zero, that is Q+h=β
; but 0βQ, so hβQ+h. Hence Nβ₯1.)
Claim 5. Let u+ and uβ be the positive and negative parts of u, as in Integrable Function and the Lebesgue Integral; they are measurable, nonnegative, and Zn-periodic, the last because u is and because uΒ± are obtained from u by a pointwise operation. For any AβRn one has (1Aβu)+=1Aβu+ and (1Aβu)β=1Aβuβ. Since 1Qβu is integrable, both β«Rnβ1Qβu+dΞ»nβ and β«Rnβ1QβuβdΞ»nβ are finite. By claim 4 applied to u+ and to uβ,
β«Rnβ1Q+hβuΒ±dΞ»nβ=β«Rnβ1QβuΒ±dΞ»nβ<β,
so 1Q+hβu is integrable by Integrable Function and the Lebesgue Integral, and subtracting the two identities gives
β«Rnβ1Q+hβudΞ»nβ=β«Rnβ1QβudΞ»nβ
in R, as required.