Here is a theorem from Kuipers-Neiderreiter:
If $\{ x_n \}$ is a sequence uniformly distributed mod 1, then $\overline{\lim} n |x_{n+1} - x_n| = \infty$
I'm not 100% sure what this means so let's put an equidistibuted sequence $\{ n^2 \sqrt{2}\}$ (or any irrational number, $\sqrt{7}$ etc) the theorem says: $$ \limsup \hspace{0.0625in}n\; \Big| \;\{ (n+1)^2 \sqrt{2}\} - \{ n^2 \sqrt{2}\}\;\Big| = \infty $$
The proof would proceed by contradiction. If the limsup were finite...
- $ | e^{2 \sqrt{2}\pi i \, (n+1)^2} - e^{2 \sqrt{2}\pi i \, n^2} | \leq 2\pi \Big| \;\{ (n+1)^2 \sqrt{2}\} - \{ n^2 \sqrt{2}\}\;\Big| = O(\frac{1}{N}) $
Weyl's equidistribution has that the average is zero:
- $\displaystyle \frac{1}{N} \sum_{n=0}^{N-1} e^{2\pi i \, n^2\sqrt{2} } \to 0$
And by the Littlewood Tauberian Theorem $e^{2\pi i \, n^2 \sqrt{2}}\to 0$ but these numbers all have magnitude $1$.
Littlewood Theorem If $\sum a_n x^n \to s$ as $x \to 1$ and $a_n = O(\frac{1}{n})$ then $\sum a_n \to s$
This argument
- is a proof by contradiction
- uses a Tauberian theorem
- does not use any features of the sequence $\{ n^2 \sqrt{2}\}$
is there an alternative proof that is more direct? That is not by contradiction or does not use Tauberian theory?
A plot of $n \, \big( \{(n+1)^2 \sqrt{2}\} - \{ n^2 \sqrt{2}\} \big) $ for $0 < n < 10^6$.

Let $x_n$ be a sequence and call $d_1(n)$ the number of times $\{x_k\}$ is in $I_1 = [0;\frac 14]$ when $k \in \{1 \ldots n\}$, and $d_2(n)$ the number of times they are in $I_2 = [\frac 12 ; \frac 34]$.
Let $\epsilon \in (0 ; \frac 18)$.
If $(x_n)$ is uniformly distributed mod $1$ then $d_1(n)/n$ and $d_2(n)/n$ converge to $\frac 14$ as $n$ gets larger, so there is an integer $m$ such that $|d_i(n)/n - \frac 14| < \epsilon$ for $n \ge m$.
Then, $d_i(m) < (\frac 14+\epsilon)m < d_i(\frac{1+4\epsilon}{1-4\epsilon}m)$.
and so there must be for both $i$ at least one index $n_i$ between $m$ and $m' =\frac{1+4\epsilon}{1-4\epsilon}m$ such that $\{x_{n_i}\} \in I_i$.
Then, letting $A = \max_{m < n \le m'} \{n|x_n-x_{n-1}|\}$, and supposing $n_1 < n_2$ for convenience,
$\frac 14 \le |x_{n_1} - x_{n_2}| \le A(\frac 1{n_1+1} + \ldots \frac 1{n_2}) \le A \log(\frac{n_2}{n_1}) \le A \log(\frac {m'}m) = A \log (\frac {1+4\epsilon}{1-4\epsilon}) \le 8A\epsilon\log 3$
(the last inequality comes from $\epsilon < \frac 18$ and a bit of analysis )
This proves that $A \ge C/\epsilon$, where $C = 1/(32\log 3) > 0$.
By taking smaller and smaller values for $\epsilon$ this shows that $(n|x_n-x_{n-1}|)$ must have larger and larger values, and so it must be unbounded.