Part 1
A number $t_n\in[0,1]$ with finite binary expansion can be written as
\begin{align}
t_n&=0.\phi_1\phi_2\phi_3\cdots\phi_n=\frac{\phi_1}{2^1}+\frac{\phi_2}{2^2}+\frac{\phi_3}{2^3}+\cdots+\frac{\phi_n}{2^n}\\
&=\frac{1}{2}\Bigg[\phi_1+\Bigg(\frac{\phi_2}{2^1}+\frac{\phi_3}{2^2}+\frac{\phi_4}{2^3}+\cdots+\frac{\phi_n}{2^{n-1}}\Bigg)\Bigg]\\
&=\frac{1}{2}\Bigg[\phi_1+\frac{1}{2}\Bigg(\phi_2+\frac{\phi_3}{2^1}+\frac{\phi_4}{2^2}+\frac{\phi_5}{2^3}+\cdots+\frac{\phi_n}{2^{n-2}}\Bigg)\Bigg]\\
&=\frac{1}{2}\Bigg[\phi_1+\frac{1}{2}\Bigg(\phi_2+\frac{1}{2}\bigg(\phi_3+\frac{\phi_4}{2^1}+\frac{\phi_5}{2^2}+\frac{\phi_6}{2^3}+\cdots+\frac{\phi_n}{2^{n-3}}\bigg)\Bigg)\Bigg]\\
&=\frac{1}{2}\Bigg[\phi_1+\frac{1}{2}\Bigg(\phi_2+\frac{1}{2}\bigg(\phi_3+\cdots\phi_{n-3}+\Big(\frac{1}{2}\big(\phi_{n-2}+\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})\big)\Big)\bigg)\Bigg)\bigg]\\
\end{align}
where $\phi_1,\phi_2,\phi_3,\cdots,\phi_n\in\{0,1\}$
Looking at the inner most term, $\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})$ in which $\phi_{n-1}=0$ or $1$ and $\phi_n/2=0$ or $1/2$, ie., $\phi_{n-1},\phi_n/2\in I$, and therefore $\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})\in I$. In the next term $\frac{1}{2}\big(\phi_{n-2}+\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})\big)$ has $\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})\in I$ (as shown in the last step) and $\phi_{n-2}\in I$, and therefore $\frac{1}{2}\big(\phi_{n-2}+\frac{1}{2}(\phi_{n-1}+\frac{\phi_n}{2^1})\big)\in I$. Continuing this way we can prove that any number $t_n=0.\phi_1\phi_2\phi_3\cdots\phi_n=\frac{\phi_1}{2^1}+\frac{\phi_2}{2^2}+\frac{\phi_3}{2^3}+\cdots+\frac{\phi_n}{2^n}=\frac{k}{2^n}$ with finite binary expansion (dyadic rationals) is a member of I.
Definition: Let $A\subset\mathbb{R}$ be a set that is bounded above. Then a number $\alpha\in\mathbb{R}$ is called the supremum (least upper bound) of A, and is denoted by $\sup A$ iff:
- $x\le\alpha$ for all $x\in A$
- if $y$ is a upper bound for $A$, then $y\ge \alpha$
The Completeness Axiom: Every nonempty subset $A$ of $\mathbb{R}$ that is bounded above has a least upper bound. That is, $\sup A$ exists and is a real number.
Definition: Let $A\subset\mathbb{R}$ be a set that is bounded below. Then a number $\beta\in\mathbb{R}$ is called the infimum (greatest lower bound) of A, and is denoted by $\inf A$ iff:
- $x\ge\beta$ for all $x\in A$
- if $y$ is a lower bound for $A$, then $y\le \beta$
The Archimedean property states that for any $x\in\mathbb{R}$ there exists $n\in\mathbb{N}$ such that $n>x$.
Equivalently, for any $x\in\mathbb{R}$ with $x>0$ there exists $n\in\mathbb{N}$ such that $1/n<x$.
Proof:
Let $x\in\mathbb{R}$. Suppose the converse is true, ie., there doesn't exists $n\in\mathbb{N}$ such that $n>x$. That means, $n\le x$ for all $n\in\mathbb{N}$.
\begin{align}
&\implies \mathbb{N}\subset\mathbb{R}\text{ is bounded above by }x\\
&\implies \mathbb{N}\text{ has a least upper bound}, \alpha=\sup(\mathbb{N})\in\mathbb{R} \text{ (by the Completeness Axiom)}\\
&\implies \alpha-1<\alpha,\text{ therefore } \alpha-1\text{ is not an upper bound for }\mathbb{N}\\
&\implies \text{There exists }m\in\mathbb{N}\text{ such that } \alpha-1<m\le\alpha\\
&\implies \alpha<m+1\in\mathbb{N}
\end{align}
which contradicts the fact that $\alpha$ is an upper bound of $\mathbb{N}$.
Lemma 1: For $\delta>0$ there exists $n\in\mathbb{N}$ such that $\frac{1}{2^n}<\delta$
Proof:
Substitute $x=\delta$ in the Archimedean Property, obtains $\frac{1}{2^n}<\frac{1}{n}<\delta$
Part 2
$X\subset Y$ is dense in $Y$ if for any $\delta>0$ and $y\in Y$, there is some $x\in X$ such that $|y-x|<\delta$.
We have to prove that the set $\{\frac{k}{2^n}:k\in\mathbb{W},n\in\mathbb{N},0\le k\le 2^n\}$ of dyadic rationals, ie., numbers with binary expansion in $[0,1]$, are dense in $[0,1]$.
Let's take any $\delta>0$ then from lemma 1 there exists $n\in\mathbb{N}$ such that $\frac{1}{2^n}<\delta$. Let $x\in[0,1]$ and $k=\lfloor x.2^n\rfloor$ correspond to the greatest integer less than or equal to $x.2^n$ such that $0<k\le 2^n$.
\begin{align}
&k=\lfloor x.2^n\rfloor\le x.2^n\le k+1=\lfloor x.2^n\rfloor+1\\
&\implies \frac{k}{2^n}\le x\le \frac{k+1}{2^n}\\
&\implies 0\le x-\frac{k}{2^n}\le \frac{1}{2^n}<\delta \quad\Big(\text{Lemma 1}\Big)
\end{align}
$\therefore$ for any $\delta>0$ and $x\in[0,1]$ there is some $\frac{k}{2^n}\in\{\frac{k}{2^n}:k\in\mathbb{W},n\in\mathbb{N},0\le k\le 2^n\}$ such that $|x-\frac{k}{2^n}|<\delta$
$\implies$ The set $\{\frac{k}{2^n}:k\in\mathbb{W},n\in\mathbb{N},0\le k\le 2^n\}$ is dense in $[0,1]$
$\implies$ $I$ is dense in $[0,1]$
Part 1 proves that dyadic rationals are members of $I$, and in part 2 we have proven that the dyadic rationals are dense in $[0,1]$, ie., we can approach any $t\in[0,1]$ by a sequence in our already established $I$ which contains the dyadic rationals. Therefore, the validity of the equations for $t\in[0,1]$ is proven.
The detail is then to pick a $x\in I$ without finite binary expansion and the density tells you that there is a sequence $x_i\to x$, with $x_i\in I.$ So essentially, you are approximating $R_j^{x}$ with $R_j^{x_i}$, which gives you an $\epsilon$-relaxed version of your inequality and then you pass to the limit to get the desired result.
– dezdichado Mar 29 '23 at 02:45