TAOCP 3.3.3 Exercise 22
Let $s(x)=\{ax+\theta\}, \qquad 0\le \theta<1,$ where $a$ is an integer and $x$ is uniformly distributed on $[0,1)$.
Section 3.3.3: Theoretical Tests
Exercise 22. [M22] Let $a$ be an integer, and let $0 \le \theta < 1$. If $x$ is a random real number, uniformly distributed between 0 and 1, and if $s(x) = {ax + \theta}$, what is the probability that $s(x) < x$? (This is the "real number" analog of Theorem P.)
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Solve time: 1m23s
Solution
Let
$s(x)={ax+\theta}, \qquad 0\le \theta<1,$
where $a$ is an integer and $x$ is uniformly distributed on $[0,1)$.
We seek the probability
$P=\Pr(s(x)<x).$
Since $a$ is an integer,
$$$$
Hence
$$$$
is equivalent to
$$$$
or
$$$$
Let
$$$$
For each integer $k$, the condition $\lfloor ax+\theta\rfloor=k$ holds precisely when
$$$$
On this interval, the inequality $\lfloor ax+\theta\rfloor>b x+\theta$ becomes
$$$$
Therefore the set of $x$ satisfying $s(x)<x$ is
$$ \left[\frac{k-\theta}{a},,\frac{k+1-\theta}{a}\right) \cap \left[0,\frac{k-\theta}{b}\right), $$
for those integers $k$ with $0\le k<a$.
Assume first that $a>1$. Since $b=a-1>0$, the interval contributes exactly when
$$$$
that is, when $k>\theta$. Because $0\le\theta<1$ and $k$ is integral, this means
$$$$
For $1\le k\le a-1$ the length of $E_k$ is
$$
\frac{k-\theta}{a(a-1)}. $$
Hence
$$
\sum_{k=1}^{a-1} \frac{k-\theta}{a(a-1)}
\frac{1}{a(a-1)} \left( \sum_{k=1}^{a-1}k-(a-1)\theta \right). $$
Using
$$ \sum_{k=1}^{a-1}k=\frac{a(a-1)}2, $$
we obtain
$$ P
\frac{1}{a(a-1)} \left( \frac{a(a-1)}2-(a-1)\theta \right)
\frac12-\frac{\theta}{a}. $$
Now consider $a=1$. Then
$$$$
If $0\le x<1-\theta$, then $s(x)=x+\theta>x$.
If $1-\theta\le x<1$, then $s(x)=x+\theta-1<x$.
Therefore
$$ P=\theta. $$
The formula obtained above for $a>1$ also gives
$$ P=\frac12-\frac{\theta}{a}. $$
Combining the two cases yields the real-number analog of Theorem P:
$$ \Pr\bigl({ax+\theta}<x\bigr)
\frac12-\frac{\theta}{a}, \qquad a>1. $$
Thus the required probability is
$$ \boxed{\frac12-\frac{\theta}{a}}. $$