Prime Number Theorem And ...

3 Second approach

3.1 Residue calculus on rectangles

This files gathers definitions and basic properties about rectangles.

Definition 1
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A Rectangle has corners \(z\) and \(w \in \mathbb {C}\).

The border of a rectangle is the union of its four sides.

Definition 2 RectangleBorder
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A Rectangle’s border, given corners \(z\) and \(w\) is the union of the four sides.

Definition 3 RectangleIntegral
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A RectangleIntegral of a function \(f\) is one over a rectangle determined by \(z\) and \(w\) in \(\mathbb {C}\). We will sometimes denote it by \(\int _{z}^{w} f\). (There is also a primed version, which is \(1/(2\pi i)\) times the original.)

It is very convenient to define integrals along vertical lines in the complex plane, as follows.

Definition 4 VerticalIntegral
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Let \(f\) be a function from \(\mathbb {C}\) to \(\mathbb {C}\), and let \(\sigma \) be a real number. Then we define

\[ \int _{(\sigma )}f(s)ds = \int _{\sigma -i\infty }^{\sigma +i\infty }f(s)ds. \]

We also have a version with a factor of \(1/(2\pi i)\).

Theorem 3 existsDifferentiableOn_of_bddAbove
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If \(f\) is differentiable on a set \(s\) except at \(c\in s\), and \(f\) is bounded above on \(s\setminus \{ c\} \), then there exists a differentiable function \(g\) on \(s\) such that \(f\) and \(g\) agree on \(s\setminus \{ c\} \).

Proof

This is the Riemann Removable Singularity Theorem, slightly rephrased from what’s in Mathlib. (We don’t care what the function \(g\) is, just that it’s holomorphic.)

Theorem 4 HolomorphicOn.vanishesOnRectangle
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If \(f\) is holomorphic on a rectangle \(z\) and \(w\), then the integral of \(f\) over the rectangle with corners \(z\) and \(w\) is \(0\).

Proof

This is in a Mathlib PR.

The next lemma allows to zoom a big rectangle down to a small square, centered at a pole.

Lemma 10 RectanglePullToNhdOfPole
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If \(f\) is holomorphic on a rectangle \(z\) and \(w\) except at a point \(p\), then the integral of \(f\) over the rectangle with corners \(z\) and \(w\) is the same as the integral of \(f\) over a small square centered at \(p\).

Proof

Chop the big rectangle with two vertical cuts and two horizontal cuts into smaller rectangles, the middle one being the desired square. The integral over each of the outer rectangles vanishes, since \(f\) is holomorphic there. (The constant \(c\) being “small enough” here just means that the inner square is strictly contained in the big rectangle.)

Lemma 11 ResidueTheoremAtOrigin
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The rectangle (square) integral of \(f(s) = 1/s\) with corners \(-1-i\) and \(1+i\) is equal to \(2\pi i\).

Proof

This is a special case of the more general result above.

Lemma 12 ResidueTheoremOnRectangleWithSimplePole
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Suppose that \(f\) is a holomorphic function on a rectangle, except for a simple pole at \(p\). By the latter, we mean that there is a function \(g\) holomorphic on the rectangle such that, \(f = g + A/(s-p)\) for some \(A\in \mathbb {C}\). Then the integral of \(f\) over the rectangle is \(A\).

Proof

Replace \(f\) with \(g + A/(s-p)\) in the integral. The integral of \(g\) vanishes by Lemma 4. To evaluate the integral of \(1/(s-p)\), pull everything to a square about the origin using Lemma 10, and rescale by \(c\); what remains is handled by Lemma 11.

3.2 Perron Formula

In this section, we prove the Perron formula, which plays a key role in our proof of Mellin inversion.

The following is preparatory material used in the proof of the Perron formula, see Lemma 24.

TODO : Move to general section

Lemma 13 limitOfConstant
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Let \(a:\mathbb {R}\to \mathbb {C}\) be a function, and let \(\sigma {\gt}0\) be a real number. Suppose that, for all \(\sigma , \sigma '{\gt}0\), we have \(a(\sigma ')=a(\sigma )\), and that \(\lim _{\sigma \to \infty }a(\sigma )=0\). Then \(a(\sigma )=0\).

Proof
\begin{align*} \lim _{\sigma '\to \infty }a(\sigma ) & = \lim _{\sigma '\to \infty }a(\sigma ’) \\ & = 0 \end{align*}
Lemma 14 limitOfConstantLeft
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Let \(a:\mathbb {R}\to \mathbb {C}\) be a function, and let \(\sigma {\lt}-3/2\) be a real number. Suppose that, for all \(\sigma , \sigma '{\gt}0\), we have \(a(\sigma ')=a(\sigma )\), and that \(\lim _{\sigma \to -\infty }a(\sigma )=0\). Then \(a(\sigma )=0\).

Proof
\begin{align*} \lim _{\sigma '\to -\infty }a(\sigma ) & = \lim _{\sigma '\to -\infty }a(\sigma ’) \\ & = 0 \end{align*}
Lemma 15 tendsto_rpow_atTop_nhds_zero_of_norm_lt_one

Let \(x{\gt}0\) and \(x{\lt}1\). Then

\[ \lim _{\sigma \to \infty }x^\sigma =0. \]
Proof

Standard.

Lemma 16 tendsto_rpow_atTop_nhds_zero_of_norm_gt_one

Let \(x{\gt}1\). Then

\[ \lim _{\sigma \to -\infty }x^\sigma =0. \]
Proof

Standard.

Lemma 17 isHolomorphicOn
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Let \(x{\gt}0\). Then the function \(f(s) = x^s/(s(s+1))\) is holomorphic on the half-plane \(\{ s\in \mathbb {C}:\Re (s){\gt}0\} \).

Proof

Composition of differentiabilities.

Lemma 18 integralPosAux
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The integral

\[ \int _\mathbb {R}\frac{1}{|(1+t^2)(2+t^2)|^{1/2}}dt \]

is positive (and hence convergent - since a divergent integral is zero in Lean, by definition).

Proof

This integral is between \(\frac{1}{2}\) and \(1\) of the integral of \(\frac{1}{1+t^2}\), which is \(\pi \).

Lemma 19 vertIntBound
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Let \(x{\gt}0\) and \(\sigma {\gt}1\). Then

\[ \left| \int _{(\sigma )}\frac{x^s}{s(s+1)}ds\right| \leq x^\sigma \int _\mathbb {R}\frac{1}{|(1+t ^2)(2+t ^2)|^{1/2}}dt. \]
Proof

Triangle inequality and pointwise estimate.

Lemma 20 vertIntBoundLeft
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Let \(x{\gt}1\) and \(\sigma {\lt}-3/2\). Then

\[ \left| \int _{(\sigma )}\frac{x^s}{s(s+1)}ds\right| \leq x^\sigma \int _\mathbb {R}\frac{1}{|(1/4+t ^2)(2+t ^2)|^{1/2}}dt. \]
Proof

Triangle inequality and pointwise estimate.

Lemma 21 isIntegrable
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Let \(x{\gt}0\) and \(\sigma \in \mathbb {R}\). Then

\[ \int _{\mathbb {R}}\frac{x^{\sigma +it}}{(\sigma +it)(1+\sigma + it)}dt \]

is integrable.

Proof

By 17, \(f\) is continuous, so it is integrable on any interval.

Also, \(|f(x)| = \Theta (x^{-2})\) as \(x\to \infty \),

and \(|f(-x)| = \Theta (x^{-2})\) as \(x\to \infty \).

Since \(g(x) = x^{-2}\) is integrable on \([a,\infty )\) for any \(a{\gt}0\), we conclude.

Lemma 22 tendsto_zero_Lower
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Let \(x{\gt}0\) and \(\sigma ',\sigma ''\in \mathbb {R}\). Then

\[ \int _{\sigma '}^{\sigma ''}\frac{x^{\sigma +it}}{(\sigma +it)(1+\sigma + it)}d\sigma \]

goes to \(0\) as \(t\to -\infty \).

Proof

The numerator is bounded and the denominator tends to infinity.

Lemma 23 tendsto_zero_Upper
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Let \(x{\gt}0\) and \(\sigma ',\sigma ''\in \mathbb {R}\). Then

\[ \int _{\sigma '}^{\sigma ''}\frac{x^{\sigma +it}}{(\sigma +it)(1+\sigma + it)}d\sigma \]

goes to \(0\) as \(t\to \infty \).

Proof

The numerator is bounded and the denominator tends to infinity.

We are ready for the first case of the Perron formula, namely when \(x{\lt}1\):

Lemma 24 formulaLtOne
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For \(x{\gt}0\), \(\sigma {\gt}0\), and \(x{\lt}1\), we have

\[ \frac1{2\pi i} \int _{(\sigma )}\frac{x^s}{s(s+1)}ds =0. \]
Proof

Let \(f(s) = x^s/(s(s+1))\). Then \(f\) is holomorphic on the half-plane \(\{ s\in \mathbb {C}:\Re (s){\gt}0\} \). The rectangle integral of \(f\) with corners \(\sigma -iT\) and \(\sigma +iT\) is zero. The limit of this rectangle integral as \(T\to \infty \) is \(\int _{(\sigma ')}-\int _{(\sigma )}\). Therefore, \(\int _{(\sigma ')}=\int _{(\sigma )}\).

But we also have the bound \(\int _{(\sigma ')} \leq x^{\sigma '} * C\), where

\(C=\int _\mathbb {R}\frac{1}{|(1+t)(1+t+1)|}dt\).

Therefore \(\int _{(\sigma ')}\to 0\) as \(\sigma '\to \infty \).

The second case is when \(x{\gt}1\). Here are some auxiliary lemmata for the second case. TODO: Move to more general section

Lemma 25 keyIdentity
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Let \(x\in \mathbb {R}\) and \(s \ne 0, -1\). Then

\[ \frac{x^\sigma }{s(1+s)} = \frac{x^\sigma }{s} - \frac{x^\sigma }{1+s} \]
Proof

By ring.

Lemma 26 diffBddAtZero
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Let \(x{\gt}0\). Then for \(0 {\lt} c {\lt} 1 /2\), we have that the function

\[ s ↦ \frac{x^s}{s(s+1)} - \frac1s \]

is bounded above on the rectangle with corners at \(-c-i*c\) and \(c+i*c\) (except at \(s=0\)).

Proof

Applying Lemma 25, the function \(s ↦ x^s/s(s+1) - 1/s = x^s/s - x^0/s - x^s/(1+s)\). The last term is bounded for \(s\) away from \(-1\). The first two terms are the difference quotient of the function \(s ↦ x^s\) at \(0\); since it’s differentiable, the difference remains bounded as \(s\to 0\).

Lemma 27 diffBddAtNegOne
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Let \(x{\gt}0\). Then for \(0 {\lt} c {\lt} 1 /2\), we have that the function

\[ s ↦ \frac{x^s}{s(s+1)} - \frac{-x^{-1}}{s+1} \]

is bounded above on the rectangle with corners at \(-1-c-i*c\) and \(-1+c+i*c\) (except at \(s=-1\)).

Proof

Applying Lemma 25, the function \(s ↦ x^s/s(s+1) - x^{-1}/(s+1) = x^s/s - x^s/(s+1) - (-x^{-1})/(s+1)\). The first term is bounded for \(s\) away from \(0\). The last two terms are the difference quotient of the function \(s ↦ x^s\) at \(-1\); since it’s differentiable, the difference remains bounded as \(s\to -1\).

Lemma 28 residueAtZero
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Let \(x{\gt}0\). Then for all sufficiently small \(c{\gt}0\), we have that

\[ \frac1{2\pi i} \int _{-c-i*c}^{c+ i*c}\frac{x^s}{s(s+1)}ds = 1. \]
Proof

For \(c{\gt}0\) sufficiently small,

\(x^s/(s(s+1))\) is equal to \(1/s\) plus a function, \(g\), say, holomorphic in the whole rectangle (by Lemma 26).

Now apply Lemma 12.

Lemma 29 residuePull1
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For \(x{\gt}1\) (of course \(x{\gt}0\) would suffice) and \(\sigma {\gt}0\), we have

\[ \frac1{2\pi i} \int _{(\sigma )}\frac{x^s}{s(s+1)}ds =1 + \frac1{2\pi i} \int _{(-1/2)}\frac{x^s}{s(s+1)}ds. \]
Proof

We pull to a square with corners at \(-c-i*c\) and \(c+i*c\) for \(c{\gt}0\) sufficiently small. By Lemma 28, the integral over this square is equal to \(1\).

Lemma 30 residuePull2
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For \(x{\gt}1\), we have

\[ \frac1{2\pi i} \int _{(-1/2)}\frac{x^s}{s(s+1)}ds = -1/x + \frac1{2\pi i} \int _{(-3/2)}\frac{x^s}{s(s+1)}ds. \]
Proof

Pull contour from \((-1/2)\) to \((-3/2)\).

Lemma 31 contourPull3
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For \(x{\gt}1\) and \(\sigma {\lt}-3/2\), we have

\[ \frac1{2\pi i} \int _{(-3/2)}\frac{x^s}{s(s+1)}ds = \frac1{2\pi i} \int _{(\sigma )}\frac{x^s}{s(s+1)}ds. \]
Proof

Pull contour from \((-3/2)\) to \((\sigma )\).

Lemma 32 formulaGtOne
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For \(x{\gt}1\) and \(\sigma {\gt}0\), we have

\[ \frac1{2\pi i} \int _{(\sigma )}\frac{x^s}{s(s+1)}ds =1-1/x. \]
Proof

Let \(f(s) = x^s/(s(s+1))\). Then \(f\) is holomorphic on \(\mathbb {C}\setminus {0,-1}\).

First pull the contour from \((\sigma )\) to \((-1/2)\), picking up a residue \(1\) at \(s=0\).

Next pull the contour from \((-1/2)\) to \((-3/2)\), picking up a residue \(-1/x\) at \(s=-1\).

Then pull the contour all the way to \((\sigma ')\) with \(\sigma '{\lt}-3/2\).

For \(\sigma ' {\lt} -3/2\), the integral is bounded by \(x^{\sigma '}\int _\mathbb {R}\frac{1}{|(1+t ^2)(2+t ^2)|^{1/2}}dt\).

Therefore \(\int _{(\sigma ')}\to 0\) as \(\sigma '\to \infty \).

The two together give the Perron formula. (Which doesn’t need to be a separate lemma.)

For \(x{\gt}0\) and \(\sigma {\gt}0\), we have

\[ \frac1{2\pi i} \int _{(\sigma )}\frac{x^s}{s(s+1)}ds = \begin{cases} 1-\frac1x & \text{ if }x{\gt}1\\ 0 & \text{ if } x{\lt}1 \end{cases}. \]

3.3 Mellin transforms

Lemma 33 PartialIntegration
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Let \(f, g\) be once differentiable functions from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) so that \(fg'\) and \(f'g\) are both integrable, and \(f*g (x)\to 0\) as \(x\to 0^+,\infty \). Then

\[ \int _0^\infty f(x)g'(x) dx = -\int _0^\infty f'(x)g(x)dx. \]
Proof

Partial integration.

In this section, we define the Mellin transform (already in Mathlib, thanks to David Loeffler), prove its inversion formula, and derive a number of important properties of some special functions and bumpfunctions.

Def: (Already in Mathlib) Let \(f\) be a function from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\). We define the Mellin transform of \(f\) to be the function \(\mathcal{M}(f)\) from \(\mathbb {C}\) to \(\mathbb {C}\) defined by

\[ \mathcal{M}(f)(s) = \int _0^\infty f(x)x^{s-1}dx. \]

[Note: My preferred way to think about this is that we are integrating over the multiplicative group \(\mathbb {R}_{{\gt}0}\), multiplying by a (not necessarily unitary!) character \(|\cdot |^s\), and integrating with respect to the invariant Haar measure \(dx/x\). This is very useful in the kinds of calculations carried out below. But may be more difficult to formalize as things now stand. So we might have clunkier calculations, which “magically” turn out just right - of course they’re explained by the aforementioned structure...]

Definition 5 MellinTransform
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Let \(f\) be a function from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\). We define the Mellin transform of \(f\) to be the function \(\mathcal{M}(f)\) from \(\mathbb {C}\) to \(\mathbb {C}\) defined by

\[ \mathcal{M}(f)(s) = \int _0^\infty f(x)x^{s-1}dx. \]

[Note: already exists in Mathlib, with some good API.]

Definition 6 MellinInverseTransform
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Let \(F\) be a function from \(\mathbb {C}\) to \(\mathbb {C}\). We define the Mellin inverse transform of \(F\) to be the function \(\mathcal{M}^{-1}(F)\) from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) defined by

\[ \mathcal{M}^{-1}(F)(x) = \frac{1}{2\pi i}\int _{(\sigma )}F(s)x^{-s}ds, \]

where \(\sigma \) is sufficiently large (say \(\sigma {\gt}2\)).

Lemma 34 PerronInverseMellin_lt
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Let \(0 {\lt} t {\lt} x\) and \(\sigma {\gt}0\). Then the inverse Mellin transform of the Perron function

\[ F: s\mapsto t^s/s(s+1) \]

is equal to

\[ \frac{1}{2\pi i}\int _{(\sigma )}\frac{t^s}{s(s+1)}x^{-s}ds = 0. \]
Proof

This is a straightforward calculation.

Lemma 35 PerronInverseMellin_gt
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Let \(0 {\lt} x {\lt} t\) and \(\sigma {\gt}0\). Then the inverse Mellin transform of the Perron function is equal to

\[ \frac{1}{2\pi i}\int _{(\sigma )}\frac{t^s}{s(s+1)}x^{-s}ds = 1 - x / t. \]
Proof

This is a straightforward calculation.

Theorem 5 MellinInversion
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Let \(f\) be a twice differentiable function from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\), and let \(\sigma \) be sufficiently large. Then

\[ f(x) = \frac{1}{2\pi i}\int _{(\sigma )}\mathcal{M}(f)(s)x^{-s}ds. \]
Proof

The proof is from [Goldfeld-Kontorovich 2012]. Integrate by parts twice (assuming \(f\) is twice differentiable, and all occurring integrals converge absolutely, and boundary terms vanish).

\[ \mathcal{M}(f)(s) = \int _0^\infty f(x)x^{s-1}dx = - \int _0^\infty f'(x)x^s\frac{1}{s}dx = \int _0^\infty f''(x)x^{s+1}\frac{1}{s(s+1)}dx. \]

We now have at least quadratic decay in \(s\) of the Mellin transform. Inserting this formula into the inversion formula and Fubini-Tonelli (we now have absolute convergence!) gives:

\[ RHS = \frac{1}{2\pi i}\left(\int _{(\sigma )}\int _0^\infty f''(t)t^{s+1}\frac{1}{s(s+1)}dt\right) x^{-s}ds \]
\[ = \int _0^\infty f''(t) t \left( \frac{1}{2\pi i} \int _{(\sigma )}(t/x)^s\frac{1}{s(s+1)}ds\right) dt. \]

Apply the Perron formula to the inside:

\[ = \int _x^\infty f''(t) t \left(1-\frac{x}{t}\right)dt = -\int _x^\infty f'(t) dt = f(x), \]

where we integrated by parts (undoing the first partial integration), and finally applied the fundamental theorem of calculus (undoing the second).

Finally, we need Mellin Convolutions and properties thereof.

Definition 7 MellinConvolution
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Let \(f\) and \(g\) be functions from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\). Then we define the Mellin convolution of \(f\) and \(g\) to be the function \(f\ast g\) from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) defined by

\[ (f\ast g)(x) = \int _0^\infty f(y)g(x/y)\frac{dy}{y}. \]

Let us start with a simple property of the Mellin convolution.

Lemma 36 MellinConvolutionSymmetric
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Let \(f\) and \(g\) be functions from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {R}\) or \(\mathbb {C}\), for \(x\neq 0\),

\[ (f\ast g)(x)=(g\ast f)(x) . \]
Proof

By Definition 7,

\[ (f\ast g)(x) = \int _0^\infty f(y)g(x/y)\frac{dy}{y} \]

in which we change variables to \(z=x/y\):

\[ (f\ast g)(x) = \int _0^\infty f(x/z)g(z)\frac{dz}{z} =(g\ast f)(x) . \]

The Mellin transform of a convolution is the product of the Mellin transforms.

Theorem 6 MellinConvolutionTransform
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Let \(f\) and \(g\) be functions from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) such that

\begin{equation} (x,y)\mapsto f(y)\frac{g(x/y)}yx^{s-1} \label{eq:assm_integrable_Mconv} \end{equation}
3

is absolutely integrable on \([0,\infty )^2\). Then

\[ \mathcal{M}(f\ast g)(s) = \mathcal{M}(f)(s)\mathcal{M}(g)(s). \]
Proof

By Definitions 5 and 7

\[ \mathcal M(f\ast g)(s)= \int _0^\infty \int _0^\infty f(y)g(x/y)x^{s-1}\frac{dy}ydx \]

By (??) and Fubini’s theorem,

\[ \mathcal M(f\ast g)(s)= \int _0^\infty \int _0^\infty f(y)g(x/y)x^{s-1}dx\frac{dy}y \]

in which we change variables from \(x\) to \(z=x/y\):

\[ \mathcal M(f\ast g)(s)= \int _0^\infty \int _0^\infty f(y)g(z)y^{s-1}z^{s-1}dzdy \]

which, by Definition 5, is

\[ \mathcal M(f\ast g)(s)= \mathcal M(f)(s)\mathcal M(g)(s) . \]

Let \(\psi \) be a bumpfunction.

Theorem 7 SmoothExistence
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There exists a smooth (once differentiable would be enough), nonnegative “bumpfunction” \(\psi \), supported in \([1/2,2]\) with total mass one:

\[ \int _0^\infty \psi (x)\frac{dx}{x} = 1. \]
Proof

Same idea as Urysohn-type argument.

The \(\psi \) function has Mellin transform \(\mathcal{M}(\psi )(s)\) which is entire and decays (at least) like \(1/|s|\).

Theorem 8 MellinOfPsi
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The Mellin transform of \(\psi \) is

\[ \mathcal{M}(\psi )(s) = O\left(\frac{1}{|s|}\right), \]

as \(|s|\to \infty \) with \(\sigma _1 \le \Re (s) \le \sigma _2\).

[Of course it decays faster than any power of \(|s|\), but it turns out that we will just need one power.]

Proof

Integrate by parts:

\[ \left|\int _0^\infty \psi (x)x^s\frac{dx}{x}\right| = \left|-\int _0^\infty \psi '(x)\frac{x^{s}}{s}dx\right| \]
\[ \le \frac{1}{|s|} \int _{1/2}^2|\psi '(x)|x^{\Re (s)}dx. \]

Since \(\Re (s)\) is bounded, the right-hand side is bounded by a constant times \(1/|s|\).

We can make a delta spike out of this bumpfunction, as follows.

Definition 8 DeltaSpike
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Let \(\psi \) be a bumpfunction supported in \([1/2,2]\). Then for any \(\epsilon {\gt}0\), we define the delta spike \(\psi _\epsilon \) to be the function from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) defined by

\[ \psi _\epsilon (x) = \frac{1}{\epsilon }\psi \left(x^{\frac{1}{\epsilon }}\right). \]

This spike still has mass one:

Lemma 37 DeltaSpikeMass
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For any \(\epsilon {\gt}0\), we have

\[ \int _0^\infty \psi _\epsilon (x)\frac{dx}{x} = 1. \]
Proof

Substitute \(y=x^{1/\epsilon }\), and use the fact that \(\psi \) has mass one, and that \(dx/x\) is Haar measure.

The Mellin transform of the delta spike is easy to compute.

Theorem 9 MellinOfDeltaSpike
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For any \(\epsilon {\gt}0\), the Mellin transform of \(\psi _\epsilon \) is

\[ \mathcal{M}(\psi _\epsilon )(s) = \mathcal{M}(\psi )\left(\epsilon s\right). \]
Proof

Substitute \(y=x^{1/\epsilon }\), use Haar measure; direct calculation.

In particular, for \(s=1\), we have that the Mellin transform of \(\psi _\epsilon \) is \(1+O(\epsilon )\).

Corollary 7 MellinOfDeltaSpikeAt1
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For any \(\epsilon {\gt}0\), we have

\[ \mathcal{M}(\psi _\epsilon )(1) = \mathcal{M}(\psi )(\epsilon ). \]
Proof

This is immediate from the above theorem.

Lemma 38 MellinOfDeltaSpikeAt1_asymp
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As \(\epsilon \to 0\), we have

\[ \mathcal{M}(\psi _\epsilon )(1) = 1+O(\epsilon ). \]
Proof

By Lemma 7,

\[ \mathcal M(\psi _\epsilon )(1)=\mathcal M(\psi )(\epsilon ) \]

which by Definition 5 is

\[ \mathcal M(\psi )(\epsilon )=\int _0^\infty \psi (x)x^{\epsilon -1}dx . \]

Since \(\psi (x) x^{\epsilon -1}\) is integrable (because \(\psi \) is continuous and compactly supported),

\[ \mathcal M(\psi )(\epsilon )-\int _0^\infty \psi (x)\frac{dx}x=\int _0^\infty \psi (x)(x^{\epsilon -1}-x^{-1})dx . \]

By Taylor’s theorem,

\[ x^{\epsilon -1}-x^{-1}=O(\epsilon ) \]

so, since \(\psi \) is absolutely integrable,

\[ \mathcal M(\psi )(\epsilon )-\int _0^\infty \psi (x)\frac{dx}x=O(\epsilon ) . \]

We conclude the proof using Theorem 7.

Let \(1_{(0,1]}\) be the function from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) defined by

\[ 1_{(0,1]}(x) = \begin{cases} 1 & \text{ if }x\leq 1\\ 0 & \text{ if }x{\gt}1 \end{cases}. \]

This has Mellin transform

Theorem 10 MellinOf1
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The Mellin transform of \(1_{(0,1]}\) is

\[ \mathcal{M}(1_{(0,1]})(s) = \frac{1}{s}. \]

[Note: this already exists in mathlib]

Proof

This is a straightforward calculation.

What will be essential for us is properties of the smooth version of \(1_{(0,1]}\), obtained as the Mellin convolution of \(1_{(0,1]}\) with \(\psi _\epsilon \).

Definition 9 Smooth1
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Let \(\epsilon {\gt}0\). Then we define the smooth function \(\widetilde{1_{\epsilon }}\) from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) by

\[ \widetilde{1_{\epsilon }} = 1_{(0,1]}\ast \psi _\epsilon . \]
Lemma 39 Smooth1Properties_estimate
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For \(\epsilon {\gt}0\),

\[ \log 2{\gt}\frac{1-2^{-\epsilon }}\epsilon \]
Proof

Let \(c:=2^\epsilon {\gt} 1\), in terms of which we wish to prove

\[ -1 {\lt} c \log c - c . \]

Letting \(f(x):=x\log x - x\), we can rewrite this as \(f(1) {\lt} f(c)\). Since

\[ \frac{d}{dx}f(x) = \log x {\gt} 0 , \]

\(f\) is monotone increasing on [1, ∞), and we are done.

In particular, we have the following two properties.

Lemma 40 Smooth1Properties_below
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Fix \(\epsilon {\gt}0\). There is an absolute constant \(c{\gt}0\) so that: If \(0 {\lt} x \leq (1-c\epsilon )\), then

\[ \widetilde{1_{\epsilon }}(x) = 1. \]
Proof

Opening the definition, we have that the Mellin convolution of \(1_{(0,1]}\) with \(\psi _\epsilon \) is

\[ \int _0^\infty 1_{(0,1]}(y)\psi _\epsilon (x/y)\frac{dy}{y} = \int _0^1 \psi _\epsilon (x/y)\frac{dy}{y}. \]

The support of \(\psi _\epsilon \) is contained in \([1/2^\epsilon ,2^\epsilon ]\), so it suffices to consider \(y \in [1/2^\epsilon x,2^\epsilon x]\) for nonzero contributions. If \(x {\lt} 2^{-\epsilon }\), then the integral is the same as that over \((0,\infty )\):

\[ \int _0^1 \psi _\epsilon (x/y)\frac{dy}{y} = \int _0^\infty \psi _\epsilon (x/y)\frac{dy}{y}, \]

in which we change variables to \(z=x/y\) (using \(x{\gt}0\)):

\[ \int _0^\infty \psi _\epsilon (x/y)\frac{dy}{y} = \int _0^\infty \psi _\epsilon (z)\frac{dz}{z}, \]

which is equal to one by Lemma 37. We then choose

\[ c:=\log 2, \]

which satisfies

\[ c {\gt} \frac{1-2^{-\epsilon }}\epsilon \]

by Lemma 39, so

\[ 1-c\epsilon {\lt} 2^{-\epsilon }. \]
Lemma 41 Smooth1Properties_above
#

Fix \(0{\lt}\epsilon {\lt}1\). There is an absolute constant \(c{\gt}0\) so that: if \(x\geq (1+c\epsilon )\), then

\[ \widetilde{1_{\epsilon }}(x) = 0. \]
Proof

Again the Mellin convolution is

\[ \int _0^1 \psi _\epsilon (x/y)\frac{dy}{y}, \]

but now if \(x {\gt} 2^\epsilon \), then the support of \(\psi _\epsilon \) is disjoint from the region of integration, and hence the integral is zero. We choose

\[ c:=2\log 2 . \]

By Lemma 39,

\[ c {\gt} 2\frac{1-2^{-\epsilon }}\epsilon {\gt} 2^\epsilon \frac{1-2^{-\epsilon }}\epsilon = \frac{2^\epsilon -1}\epsilon , \]

so

\[ 1+c\epsilon {\gt} 2^\epsilon . \]
Lemma 42 Smooth1Nonneg
#

If \(\psi \) is nonnegative, then \(\widetilde{1_{\epsilon }}(x)\) is nonnegative.

Proof

By Definitions 9, 7 and 8

\[ \widetilde{1_\epsilon }(x)=\int _0^\infty 1_{(0,1]}(y)\frac1\epsilon \psi ((x/y)^{\frac1\epsilon }) \frac{dy}y \]

and all the factors in the integrand are nonnegative.

Lemma 43 Smooth1LeOne
#

If \(\psi \) is nonnegative and has mass one, then \(\widetilde{1_{\epsilon }}(x)\le 1\), \(\forall x{\gt}0\).

Proof

By Definitions 9, 7 and 8

\[ \widetilde{1_\epsilon }(x)=\int _0^\infty 1_{(0,1]}(y)\frac1\epsilon \psi ((x/y)^{\frac1\epsilon }) \frac{dy}y \]

and since \(1_{(0,1]}(y)\le 1\), and all the factors in the integrand are nonnegative,

\[ \widetilde{1_\epsilon }(x)\le \int _0^\infty \frac1\epsilon \psi ((x/y)^{\frac1\epsilon }) \frac{dy}y \]

(because in mathlib the integral of a non-integrable function is \(0\), for the inequality above to be true, we must prove that \(\psi ((x/y)^{\frac1\epsilon })/y\) is integrable; this follows from the computation below). We then change variables to \(z=(x/y)^{\frac1\epsilon }\):

\[ \widetilde{1_\epsilon }(x)\le \int _0^\infty \psi (z) \frac{dz}z \]

which by Theorem 7 is 1.

Combining the above, we have the following three Main Lemmata of this section on the Mellin transform of \(\widetilde{1_{\epsilon }}\).

Lemma 44 MellinOfSmooth1a
#

Fix \(\epsilon {\gt}0\). Then the Mellin transform of \(\widetilde{1_{\epsilon }}\) is

\[ \mathcal{M}(\widetilde{1_{\epsilon }})(s) = \frac{1}{s}\left(\mathcal{M}(\psi )\left(\epsilon s\right)\right). \]
Proof

By Definition 9,

\[ \mathcal M(\widetilde{1_\epsilon })(s) =\mathcal M(1_{(0,1]}\ast \psi _\epsilon )(s) . \]

We wish to apply Theorem 6. To do so, we must prove that

\[ (x,y)\mapsto 1_{(0,1]}(y)\psi _\epsilon (x/y)/y \]

is integrable on \([0,\infty )^2\). It is actually easier to do this for the convolution: \(\psi _\epsilon \ast 1_{(0,1]}\), so we use Lemma 36: for \(x\neq 0\),

\[ 1_{(0,1]}\ast \psi _\epsilon (x)=\psi _\epsilon \ast 1_{(0,1]}(x) . \]

Now, for \(x=0\), both sides of the equation are 0, so the equation also holds for \(x=0\). Therefore,

\[ \mathcal M(\widetilde{1_\epsilon })(s) =\mathcal M(\psi _\epsilon \ast 1_{(0,1]})(s) . \]

Now,

\[ (x,y)\mapsto \psi _\epsilon (y)1_{(0,1]}(x/y)\frac{x^{s-1}}y \]

has compact support that is bounded away from \(y=0\) (specifically \(y\in [2^{-\epsilon },2^\epsilon ]\) and \(x\in (0,y]\)), so it is integrable. We can thus apply Theorem 6 and find

\[ \mathcal M(\widetilde{1_\epsilon })(s) =\mathcal M(\psi _\epsilon )(s)\mathcal M(1_{(0,1]})(s) . \]

By Lemmas 10 and 9,

\[ \mathcal M(\widetilde{1_\epsilon })(s) =\frac1s\mathcal M(\psi )(\epsilon s) . \]
Lemma 45 MellinOfSmooth1b
#

Given \(0{\lt}\sigma _1\le \sigma _2\), for any \(s\) such that \(\sigma _1\le \mathcal Re(s)\le \sigma _2\), we have

\[ \mathcal{M}(\widetilde{1_{\epsilon }})(s) = O\left(\frac{1}{\epsilon |s|^2}\right). \]
Proof

Use Lemma 44 and the bound in Lemma 8.

Lemma 46 MellinOfSmooth1c
#

At \(s=1\), we have

\[ \mathcal{M}(\widetilde{1_{\epsilon }})(1) = 1+O(\epsilon )). \]
Proof

Follows from Lemmas 44, 7 and 38.

3.4 Zeta Bounds

Definition 10 RiemannZeta0
#

For any natural \(N\ge 1\), we define

\[ \zeta _0(N,s) := \sum _{1\le n \le N} \frac1{n^s} + \frac{- N^{1-s}}{1-s} + \frac{-N^{-s}}{2} + s \int _N^\infty \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx \]
Lemma 47 sum_eq_int_deriv_aux
#

Let \(k \le a {\lt} b\le k+1\), with \(k\) an integer, and let \(\phi \) be continuously differentiable on \([a, b]\). Then

\[ \sum _{a {\lt} n \le b} \phi (n) = \int _a^b \phi (x) \, dx + \left(\lfloor b \rfloor + \frac{1}{2} - b\right) \phi (b) - \left(\lfloor a \rfloor + \frac{1}{2} - a\right) \phi (a) - \int _a^b \left(\lfloor x \rfloor + \frac{1}{2} - x\right) \phi '(x) \, dx. \]
Proof

Partial integration.

Lemma 48 sum_eq_int_deriv
#

Let \(a {\lt} b\), and let \(\phi \) be continuously differentiable on \([a, b]\). Then

\[ \sum _{a {\lt} n \le b} \phi (n) = \int _a^b \phi (x) \, dx + \left(\lfloor b \rfloor + \frac{1}{2} - b\right) \phi (b) - \left(\lfloor a \rfloor + \frac{1}{2} - a\right) \phi (a) - \int _a^b \left(\lfloor x \rfloor + \frac{1}{2} - x\right) \phi '(x) \, dx. \]
Proof

Apply Lemma 47 in blocks of length \(\le 1\).

Lemma 49 ZetaSum_aux1
#

Let \(0 {\lt} a {\lt} b\) be natural numbers and \(s\in \mathbb {C}\) with \(s \ne 1\) and \(s \ne 0\). Then

\[ \sum _{a {\lt} n \le b} \frac{1}{n^s} = \frac{b^{1-s} - a^{1-s}}{1-s} + \frac{b^{-s}-a^{-s}}{2} + s \int _a^b \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx. \]
Proof

Apply Lemma 48 to the function \(x \mapsto x^{-s}\).

Lemma 50 ZetaBnd_aux1a
#

For any \(0 {\lt} a {\lt} b\) and \(s \in \mathbb {C}\) with \(\sigma =\Re (s){\gt}0\),

\[ \int _a^b \left|\frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx\right| \le \frac{a^{-\sigma }-b^{-\sigma }}{\sigma }. \]
Proof

Apply the triangle inequality

\[ \left|\int _a^b \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx\right| \le \int _a^b \frac{1}{x^{\sigma +1}} \, dx, \]

and evaluate the integral.

Lemma 51 ZetaSum_aux2
#

Let \(N\) be a natural number and \(s\in \mathbb {C}\), \(\Re (s){\gt}1\). Then

\[ \sum _{N {\lt} n} \frac{1}{n^s} = \frac{- N^{1-s}}{1-s} + \frac{-N^{-s}}{2} + s \int _N^\infty \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx. \]
Proof

Apply Lemma 49 with \(a=N\) and \(b\to \infty \).

Lemma 52 ZetaBnd_aux1b
#

For any \(N\ge 1\) and \(s = \sigma + tI \in \mathbb {C}\), \(\sigma {\gt} 0\),

\[ \left| \int _N^\infty \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx \right| \le \frac{N^{-\sigma }}{\sigma }. \]
Proof

Apply Lemma 50 with \(a=N\) and \(b\to \infty \).

Lemma 53 ZetaBnd_aux1
#

For any \(N\ge 1\) and \(s = \sigma + tI \in \mathbb {C}\), \(\sigma =\in (0,2], 2 {\lt} |t|\),

\[ \left| s\int _N^\infty \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx \right| \ll |t| \frac{N^{-\sigma }}{\sigma }. \]
Proof

Apply Lemma 52 and estimate \(|s|\ll |t|\).

Lemma 54 HolomorphicOn_Zeta0
#

For any \(N\ge 1\), the function \(\zeta _0(N,s)\) is holomorphic on \(\{ s\in \mathbb {C}\mid \Re (s){\gt}0 ∧ s \ne 1\} \).

Proof

The function \(\zeta _0(N,s)\) is a finite sum of entire functions, plus an integral that’s absolutely convergent on \(\{ s\in \mathbb {C}\mid \Re (s){\gt}0 ∧ s \ne 1\} \) by Lemma 52.

Lemma 55 isPathConnected_aux
#

The set \(\{ s\in \mathbb {C}\mid \Re (s){\gt}0 ∧ s \ne 1\} \) is path-connected.

Proof

Construct explicit paths from \(2\) to any point, either a line segment or two joined ones.

Lemma 56 Zeta0EqZeta
#

For \(\Re (s){\gt}0\), \(s\ne 1\), and for any \(N\),

\[ \zeta _0(N,s) = \zeta (s). \]
Proof

Use Lemma 51 and the Definition 10.

Lemma 57 ZetaBnd_aux2
#

Given \(n ≤ t\) and \(\sigma \) with \(1-A/\log t \le \sigma \), we have that

\[ |n^{-s}| \le n^{-1} e^A. \]
Proof

Use \(|n^{-s}| = n^{-\sigma } = e^{-\sigma \log n} \le \exp (-\left(1-\frac{A}{\log t}\right)\log n) \le n^{-1} e^A\), since \(n\le t\).

Lemma 58 ZetaUpperBnd
#

For any \(s = \sigma + tI \in \mathbb {C}\), \(1/2 \le \sigma \le 2, 3 {\lt} |t|\) and any \(0 {\lt} A {\lt} 1\) sufficiently small, and \(1-A/\log |t| \le \sigma \), we have

\[ |\zeta (s)| \ll \log t. \]
Proof

First replace \(\zeta (s)\) by \(\zeta _0(N,s)\) for \(N = \lfloor |t| \rfloor \). We estimate:

\[ |\zeta _0(N,s)| \ll \sum _{1\le n \le |t|} |n^{-s}| + \frac{- |t|^{1-\sigma }}{|1-s|} + \frac{-|t|^{-\sigma }}{2} + |t| \cdot |t| ^{-σ} / σ \]
\[ \ll e^A \sum _{1\le n {\lt} |t|} n^{-1} +|t|^{1-\sigma } \]

, where we used Lemma 57 and Lemma 53. The first term is \(\ll \log |t|\). For the second term, estimate

\[ |t|^{1-\sigma } \le |t|^{1-(1-A/\log |t|)} = |t|^{A/\log |t|} \ll 1. \]
Lemma 59 DerivUpperBnd_aux7
#

For any \(s = \sigma + tI \in \mathbb {C}\), \(1/2 \le \sigma \le 2, 3 {\lt} |t|\), and any \(0 {\lt} A {\lt} 1\) sufficiently small, and \(1-A/\log |t| \le \sigma \), we have

\[ \left\| s \cdot \int _{N}^{\infty } \left(\left\lfloor x \right\rfloor + \frac{1}{2} - x\right) \cdot x^{-s-1} \cdot (-\log x)\right\| \le 2 \cdot |t| \cdot N^{-\sigma } / \sigma \cdot \log |t|. \]
Proof

Estimate \(|s|= |\sigma + tI|\) by \(|s|\le 2 +|t| \le 2|t|\) (since \(|t|{\gt}3\)). Estimating \(|\left\lfloor x \right\rfloor +1/2-x|\) by \(1\), and using \(|x^{-s-1}| = x^{-\sigma -1}\), we have

\[ \left\| s \cdot \int _{N}^{\infty } \left(\left\lfloor x \right\rfloor + \frac{1}{2} - x\right) \cdot x^{-s-1} \cdot (-\log x)\right\| \le 2 \cdot |t| \int _{N}^{\infty } x^{-\sigma } \cdot (\log x). \]

For the last integral, integrate by parts, getting:

\[ \int _{N}^{\infty } x^{-\sigma -1} \cdot (\log x) = \left[ -x^{-\sigma } \cdot \log x \right]_{N}^{\infty } + \sigma \cdot \int _{N}^{\infty } x^{-\sigma -1} dx = N^{-\sigma } \cdot \log N + \sigma \cdot N^{-\sigma }. \]

Now use \(\log N \le \log |t|\) to get the result.

Lemma 60 ZetaDerivUpperBnd
#

For any \(s = \sigma + tI \in \mathbb {C}\), \(1/2 \le \sigma \le 2, 3 {\lt} |t|\), there is an \(A{\gt}0\) so that for \(1-A/\log t \le \sigma \), we have

\[ |\zeta '(s)| \ll \log ^2 t. \]
Proof

First replace \(\zeta (s)\) by \(\zeta _0(N,s)\) for \(N = \lfloor |t| \rfloor \). Differentiating term by term, we get:

\[ \zeta '(s) = -\sum _{1\le n {\lt} N} n^{-s} \log n + \frac{N^{1 - s}}{(1 - s)^2} + \frac{N^{1 - s} \log N}{1 - s} + \frac{N^{-s}\log N}{2} + \int _N^\infty \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx -s \int _N^\infty \log x \frac{\lfloor x\rfloor + 1/2 - x}{x^{s+1}} \, dx . \]

Estimate as before, with an extra factor of \(\log |t|\).

Lemma 61 ZetaNear1BndFilter
#

As \(\sigma \to 1^+\),

\[ |\zeta (\sigma )| \ll 1/(\sigma -1). \]
Proof

Zeta has a simple pole at \(s=1\). Equivalently, \(\zeta (s)(s-1)\) remains bounded near \(1\). Lots of ways to prove this. Probably the easiest one: use the expression for \(\zeta _0 (N,s)\) with \(N=1\) (the term \(N^{1-s}/(1-s)\) being the only unbounded one).

Lemma 62 ZetaNear1BndExact
#

There exists a \(c{\gt}0\) such that for all \(1 {\lt} \sigma ≤ 2\),

\[ |\zeta (\sigma )| ≤ c/(\sigma -1). \]
Proof

Split into two cases, use Lemma 61 for \(\sigma \) sufficiently small and continuity on a compact interval otherwise.

Lemma 63 ZetaInvBound1
#

For all \(\sigma {\gt}1\),

\[ 1/|\zeta (\sigma +it)| \le |\zeta (\sigma )|^{3/4}|\zeta (\sigma +2it)|^{1/4} \]
Proof

The identity

\[ 1 \le |\zeta (\sigma )|^3 |\zeta (\sigma +it)|^4 |\zeta (\sigma +2it)| \]

for \(\sigma {\gt}1\) is already proved by Michael Stoll in the EulerProducts PNT file.

Lemma 64 ZetaInvBound2
#

For \(\sigma {\gt}1\) (and \(\sigma \le 2\)),

\[ 1/|\zeta (\sigma +it)| \ll (\sigma -1)^{-3/4}(\log |t|)^{1/4}, \]

as \(|t|\to \infty \).

Proof

Combine Lemma 63 with the bounds in Lemmata 62 and 58.

Lemma 65 Zeta_eq_int_derivZeta
#

For any \(t\ne 0\) (so we don’t pass through the pole), and \(\sigma _1 {\lt} \sigma _2\),

\[ \int _{\sigma _1}^{\sigma _2}\zeta '(\sigma + it) dt = \zeta (\sigma _2+it) - \zeta (\sigma _1+it). \]
Proof

This is the fundamental theorem of calculus.

Lemma 66 Zeta_diff_Bnd
#

For any \(A{\gt}0\) sufficiently small, there is a constant \(C{\gt}0\) so that whenever \(1- A / \log t \le \sigma _1 {\lt} \sigma _2\le 2\) and \(3 {\lt} |t|\), we have that:

\[ |\zeta (\sigma _2 + it) - \zeta (\sigma _1 + it)| \le C (\log |t|)^2 (\sigma _2 - \sigma _1). \]
Proof

Use Lemma 65 and estimate trivially using Lemma 60.

Lemma 67 ZetaInvBnd
#

For any \(A{\gt}0\) sufficiently small, there is a constant \(C{\gt}0\) so that whenever \(1- A / \log ^9 |t| \le \sigma {\lt} 1\) and \(3 {\lt} |t|\), we have that:

\[ 1/|\zeta (\sigma +it)| \le C \log ^7 |t|. \]
Proof

Let \(\sigma \) be given in the prescribed range, and set \(\sigma ' := 1+ A / \log ^9 |t|\). Then

\[ |\zeta (\sigma +it)| \ge |\zeta (\sigma '+it)| - |\zeta (\sigma +it) - \zeta (\sigma '+it)| \ge C (\sigma '-1)^{3/4}\log |t|^{-1/4} - C \log ^2 |t| (\sigma '-\sigma ) \]
\[ \ge C A^{-3/4} \log |t|^{-7} - C \log ^2 |t| (2 A / \log ^9 |t|), \]

where we used Lemma 64 and Lemma 66. Now by making \(A\) sufficiently small (in particular, something like \(A = 1/16\) should work), we can guarantee that

\[ |\zeta (\sigma +it)| \ge \frac C2 (\log |t|)^{-7}, \]

as desired.

Lemma 68 LogDerivZetaBnd
#

There is an \(A{\gt}0\) so that for \(1-A/\log ^9 |t| \le \sigma {\lt} 1\) and \(3 {\lt} |t|\),

\[ |\frac{\zeta '}{\zeta } (\sigma +it)| \ll \log ^9 |t|. \]
Proof

Combine the bound on \(|\zeta '|\) from Lemma 60 with the bound on \(1/|\zeta |\) from Lemma 67.

Lemma 69 LogDerivZetaBndAlt
#

There is an \(A{\gt}0\) so that for \(1-A/\log ^9 |t| \le \sigma {\lt} 1\) and \(|t|\to \infty \),

\[ |\frac{\zeta '}{\zeta } (\sigma +it)| \ll \log ^9 |t|. \]

(Same statement but using big-Oh and filters.)

Proof

Same as above.

3.5 Proof of Medium PNT

The approach here is completely standard. We follow the use of \(\mathcal{M}(\widetilde{1_{\epsilon }})\) as in Kontorovich 2015.

It has already been established that zeta doesn’t vanish on the 1 line, and has a pole at \(s=1\) of order 1. We also have the following.

Theorem 11 LogDerivativeDirichlet
#

We have that, for \(\Re (s){\gt}1\),

\[ -\frac{\zeta '(s)}{\zeta (s)} = \sum _{n=1}^\infty \frac{\Lambda (n)}{n^s}. \]
Proof

Already in Mathlib.

The main object of study is the following inverse Mellin-type transform, which will turn out to be a smoothed Chebyshev function.

Definition 11 SmoothedChebyshev
#

Fix \(\epsilon {\gt}0\), and a bumpfunction supported in \([1/2,2]\). Then we define the smoothed Chebyshev function \(\psi _{\epsilon }\) from \(\mathbb {R}_{{\gt}0}\) to \(\mathbb {C}\) by

\[ \psi _{\epsilon }(X) = \frac{1}{2\pi i}\int _{(2)}\frac{-\zeta '(s)}{\zeta (s)} \mathcal{M}(\widetilde{1_{\epsilon }})(s) X^{s}ds. \]
Lemma 70 integrable_x_mul_Smooth1
#

Fix a nonnegative, continuously differentiable function \(F\) on \(\mathbb {R}\) with support in \([1/2,2]\), and total mass one, \(\int _{(0,\infty )} F(x)/x dx = 1\). Then for any \(\epsilon {\gt}0\), the function \(x \mapsto x \cdot \widetilde{1_{\epsilon }}(x)\) is integrable on \((0,\infty )\).

Proof

We have from Lemma 41 that \(\widetilde{1_{\epsilon }}(x) = 0\) for all \(x \leq 1+c\epsilon \). So the claimed function is integrable on \((0,\infty )\).

Inserting the Dirichlet series expansion of the log derivative of zeta, we get the following.

Theorem 12 SmoothedChebyshevDirichlet
#

We have that

\[ \psi _{\epsilon }(X) = \sum _{n=1}^\infty \Lambda (n)\widetilde{1_{\epsilon }}(n/X). \]
Proof

We have that

\[ \psi _{\epsilon }(X) = \frac{1}{2\pi i}\int _{(2)}\sum _{n=1}^\infty \frac{\Lambda (n)}{n^s} \mathcal{M}(\widetilde{1_{\epsilon }})(s) X^{s}ds. \]

We have enough decay (thanks to quadratic decay of \(\mathcal{M}(\widetilde{1_{\epsilon }})\)) to justify the interchange of summation and integration. We then get

\[ \psi _{\epsilon }(X) = \sum _{n=1}^\infty \Lambda (n)\frac{1}{2\pi i}\int _{(2)} \mathcal{M}(\widetilde{1_{\epsilon }})(s) (n/X)^{-s} ds \]

and apply the Mellin inversion formula (Theorem 5).

Definition 12
#

The Chebyshev Psi function is defined as

\[ \psi (x) := \sum _{n \le x} \Lambda (n), \]

where \(\Lambda (n)\) is the von Mangoldt function.

The smoothed Chebyshev function is close to the actual Chebyshev function.

Theorem 13 SmoothedChebyshevClose
#

We have that

\[ \psi _{\epsilon }(X) = \psi (X) + O(\epsilon X \log X). \]
Proof

Take the difference. By Lemma 41 and 40, the sums agree except when \(1-c \epsilon \leq n/X \leq 1+c \epsilon \). This is an interval of length \(\ll \epsilon X\), and the summands are bounded by \(\Lambda (n) \ll \log X\).

[No longer relevant, as we will do better than any power of log savings...: This is not enough, as it loses a log! (Which is fine if our target is the strong PNT, with exp-root-log savings, but not here with the “softer” approach.) So we will need something like the Selberg sieve (already in Mathlib? Or close?) to conclude that the number of primes in this interval is \(\ll \epsilon X / \log X + 1\). (The number of prime powers is \(\ll X^{1/2}\).) And multiplying that by \(\Lambda (n) \ll \log X\) gives the desired bound.]

Returning to the definition of \(\psi _{\epsilon }\), fix a large \(T\) to be chosen later, and pull contours (via rectangles!) to go from \(2\) up to \(2+iT\), then over to \(1+iT\), and up from there to \(1+i\infty \) (and symmetrically in the lower half plane). The rectangles involved are all where the integrand is holomorphic, so there is no change.

Theorem 14

We have that

\[ \psi _{\epsilon }(X) = \frac{1}{2\pi i}\int _{\text{curve}}\frac{-\zeta '(s)}{\zeta (s)} \mathcal{M}(\widetilde{1_{\epsilon }})(s) X^{s}ds. \]
Proof

Pull rectangle contours.

We insert this information in \(\psi _{\epsilon }\). We add and subtract the integral over the box \([1-\delta ,2] \times _{ℂ} [-T,T]\), which we evaluate as follows

Theorem 15

The rectangle integral over \([1-\delta ,2] \times _{ℂ} [-T,T]\) of the integrand in \(\psi _{\epsilon }\) is

\[ \frac{1}{2\pi i}\int _{\partial ([1-\delta ,2] \times _{ℂ} [-T,T])}\frac{-\zeta '(s)}{\zeta (s)} \mathcal{M}(\widetilde{1_{\epsilon }})(s) X^{s}ds = \frac{X^{1}}{1}\mathcal{M}(\widetilde{1_{\epsilon }})(1) = X\left(\mathcal{M}(\psi )\left(\epsilon \right)\right) = X(1+O(\epsilon )) . \]
Proof

Residue calculus / the argument principle.

It remains to estimate the contributions from the integrals over the curve \(\gamma = \gamma _1 + \gamma _2 + \gamma _3 + \gamma _4 +\gamma _5, \) where:

  • \(\gamma _1\) is the vertical segment from \(1-i\infty \) to \(1-iT\),

  • \(\gamma _2\) is the horizontal segment from \(1-iT\) to \(1-\delta -iT\),

  • \(\gamma _3\) is the vertical segment from \(1-\delta -iT\) to \(1-\delta +iT\),

  • \(\gamma _4\) is the horizontal segment from \(1-\delta +iT\) to \(1+iT\), and

  • \(\gamma _5\) is the vertical segment from \(1+iT\) to \(1+i\infty \).

3.6 MediumPNT

Theorem 16 MediumPNT

We have

\[ \sum _{n \leq x} \Lambda (n) = x + O(x \exp (-c(\log x)^{1/18})). \]
Proof

Evaluate the integrals.

3.7 Strong PNT

This section has been removed.