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On moments of LL-functions over Dirichlet characters

Avery Bainbridge Rizwanur Khan  and  Ze Sen Tang Department of Mathematical Sciences
University of Texas at Dallas
Richardson, TX 75080-3021
[email protected], [email protected], [email protected]
Abstract.

We give a new proof of Heath-Brown’s full asymptotic expansion for the second moment of Dirichlet LL-functions and we obtain a corresponding asymptotic expansion for a twisted first moment of Hecke LL-functions.

Key words and phrases:
Dirichlet LL-functions, moments, stationary phase
2020 Mathematics Subject Classification:
11M06
The second and third authors were supported by the National Science Foundation grants DMS-2344044 and DMS-2341239

1. Introduction

The Dirichlet LL-functions are ubiquitous objects in analytic number theory. They arise in the study of primes in arithmetic progressions, class numbers of number fields, and many other problems. For a primitive Dirichlet character χ\chi of modulus qq, the associated Dirichlet LL-function is defined initially for (s)>1\Re(s)>1 by the absolutely convergent Dirichlet series

L(s,χ)=n1χ(n)nsL(s,\chi)=\sum_{n\geq 1}\frac{\chi(n)}{n^{s}}

and then by analytic continuation to the rest of \mathbb{C}. The behavior of L(s,χ)L(s,\chi) within the critical strip 0s10\leq s\leq 1 is the most important and mysterious. An important area of research is to try to understand these LL-functions at the center of the critical strip by evaluating the moments

χmodq|L(12,χ)|2k\sum_{\chi\bmod q}|L(\tfrac{1}{2},\chi)|^{2k}

for kk\in\mathbb{N}, as qq\to\infty. Unfortunately our knowledge of these moments is very limited, with k=2k=2 being the largest value for which an asymptotic fornula is known. We specialize to the important case of qq an odd prime to describe these results. Heath-Brown [4] proved an asymptotic formula for the fourth moment (k=2k=2), as follows:

(1.1) χmodq|L(12,χ)|4=q12π2log4q+O(log3q).\displaystyle\sum_{\chi\bmod q}|L(\tfrac{1}{2},\chi)|^{4}=\frac{q-1}{2\pi^{2}}\log^{4}q+O(\log^{3}q).

Subsequently there was great interest in refining this asymptotic. Young [7] obtained an asymptotic formula which additionally includes all lower order main terms up to a much sharper error term: one that saves a power of qq over the main term, unlike (1.1) which only saves a power of logq\log q. This error term was then improved in other works, the best result [1] currently being

χmodq|L(12,χ)|4=(q1)P4(logq)+O(q1120+ϵ)\sum_{\chi\bmod q}|L(\tfrac{1}{2},\chi)|^{4}=(q-1)P_{4}(\log q)+O(q^{1-\frac{1}{20}+\epsilon})

for some degree four polynomial P4(x)P_{4}(x) and any ϵ>0\epsilon>0. For the second moment (k=1)k=1), Heath-Brown [3] proved an asymptotic formula with arbitrarily high precision. That is, he obtained all main terms up to an error term that saves as large a power of qq as desired. Our first contribution is a new proof of this result, using the principle of analytic continuation and stationary phase analysis.

Theorem 1.

[3, cf. Equation (5)] Let qq be an odd prime. For any integer N0N\geq 0 we have

(1.2) +χmodq|L(12,χ)|2=q12(logq8π+γπ2)+q12ζ2(12)+n=0Ncnqn2+ON(q(N+1)2),\displaystyle\mathop{{\sum}^{+}}_{\chi\bmod q}|L(\tfrac{1}{2},\chi)|^{2}=\frac{q-1}{2}\Big{(}\log\frac{q}{8\pi}+\gamma-\frac{\pi}{2}\Big{)}+q^{\frac{1}{2}}\zeta^{2}(\tfrac{1}{2})+\sum_{n=0}^{N}c_{n}q^{-\frac{n}{2}}+O_{N}\Big{(}q^{\frac{-(N+1)}{2}}\Big{)},
(1.3) χmodq|L(12,χ)|2=q12(logq8π+γ+π2)+q12ζ2(12)+n=0Ncnqn2+ON(q(N+1)2)\displaystyle\mathop{{\sum}^{-}}_{\chi\bmod q}|L(\tfrac{1}{2},\chi)|^{2}=\frac{q-1}{2}\Big{(}\log\frac{q}{8\pi}+\gamma+\frac{\pi}{2}\Big{)}+q^{\frac{1}{2}}\zeta^{2}(\tfrac{1}{2})+\sum_{n=0}^{N}c_{n}^{\prime}q^{-\frac{n}{2}}+O_{N}\Big{(}q^{\frac{-(N+1)}{2}}\Big{)}

for some constants cn,cnc_{n},c_{n}^{\prime}, where +\mathop{{\sum}^{+}} denotes the sum over the even primitive Dirichlet characters, \mathop{{\sum}^{-}} denotes the sum over the odd primitive Dirichlet characters, and γ\gamma is Euler’s constant.

One may also include the trivial character in the first sum – this would contribute |ζ(12)(1q12)|2|\zeta(\frac{1}{2})(1-q^{-\frac{1}{2}})|^{2}.

Our method is robust enough to obtain another, related moment with all main terms. Let ff a holomorphic Hecke cusp form for SL2()SL_{2}(\mathbb{Z}) with weight k12k\geq 12 and Hecke eigenvalues λf(n)\lambda_{f}(n). For χ\chi a primitive Dirichlet character mod qq, let L(s,f×χ)L(s,f\times\chi) denote the LL-function of ff twisted by χ\chi. For (s)>1\Re(s)>1, this is given by

L(s,f×χ)=n1λf(n)χ(n)ns,L(s,f\times\chi)=\sum_{n\geq 1}\frac{\lambda_{f}(n)\chi(n)}{n^{s}},

and elsewhere by analytic continuation. The following result does not seem to already be in the literature.

Theorem 2.

Let ff be a holomorphic Hecke cusp form for SL2()SL_{2}(\mathbb{Z}) with weight k12k\geq 12. Let qq be an odd prime. For any integer N0N\geq 0 we have

(1.4) +χmodqτ(χ)q12L(12,f×χ¯)=q12L(12,f)+n=0Ncn,fqn2+ON,f(q(N+1)2),\displaystyle\mathop{{\sum}^{+}}_{\chi\bmod q}\frac{\tau(\chi)}{q^{\frac{1}{2}}}L(\tfrac{1}{2},f\times\overline{\chi})=q^{\frac{1}{2}}L(\tfrac{1}{2},f)+\sum_{n=0}^{N}c_{n,f}q^{-\frac{n}{2}}+O_{N,f}\Big{(}q^{\frac{-(N+1)}{2}}\Big{)},
χmodqτ(χ)q12L(12,f×χ¯)=q12L(12,f)+n=0Ncn,fqn2+ON,f(q(N+1)2),\displaystyle\mathop{{\sum}^{-}}_{\chi\bmod q}\frac{\tau(\chi)}{q^{\frac{1}{2}}}L(\tfrac{1}{2},f\times\overline{\chi})=q^{\frac{1}{2}}L(\tfrac{1}{2},f)+\sum_{n=0}^{N}c_{n,f}^{\prime}q^{-\frac{n}{2}}+O_{N,f}\Big{(}q^{\frac{-(N+1)}{2}}\Big{)},

for some constants cn,f,cn,fc_{n,f},c_{n,f}^{\prime}, where where +\mathop{{\sum}^{+}} denotes the sum over the even primitive Dirichlet characters, \mathop{{\sum}^{-}} denotes the sum over the odd primitive Dirichlet characters, and τ(χ)\tau(\chi) denotes the Gauss sum.

We give a detailed proof of Theorem 1. The proof of Theorem 2 is very similar, so we will just sketch the differences to the proof of Theorem 1.

2. sketch

In this section, we describe the main ideas of the proof of (1.2) in Theorem 1. Fix an odd prime qq. Define for ss\in\mathbb{C} the entire function

F(s,q):=+χmodqL(12s,χ)L(12+s,χ¯).F(s,q):=\mathop{{\sum}^{+}}_{\chi\bmod q}L(\tfrac{1}{2}-s,\chi)L(\tfrac{1}{2}+s,\overline{\chi}).

Our strategy is to derive a broader statement of the form

F(s,q)=G(s,q)F(s,q)=G(s,q)

where G(s,q)G(s,q) is a function that is holomorphic on some open neighborhood of s=0s=0, and then to recover Theorem 1 as the specialization at s=0s=0. To this end we begin by restricting F(s,q)F(s,q) to s𝒮1s\in\mathcal{S}_{1}, an open set positioned far to the right in \mathbb{C}, as pictured in Figure 1, and calling the restriction H(s,q)H(s,q). After an application of the functional equation of L(12s,χ)L(\tfrac{1}{2}-s,\chi), we obtain

(2.1) H(s,q)=Γ(14+s2)Γ(14s2)πsq12s+χmodqτ(χ)L(12+s,χ¯)2.\displaystyle H(s,q)=\frac{\Gamma\left(\tfrac{1}{4}+\tfrac{s}{2}\right)}{\Gamma\left(\tfrac{1}{4}-\tfrac{s}{2}\right)\pi^{s}q^{\frac{1}{2}-s}}\mathop{{\sum}^{+}}_{\chi\bmod q}\tau(\chi)L(\tfrac{1}{2}+s,\overline{\chi})^{2}.

Expanding the LL-functions as absolutely convergent Dirichlet series, opening the Gauss sum, and executing the character sum using character orthogonality shows that H(s,q)H(s,q) essentially equals

n1cos(2πnq)d(n)n12+s,\sum_{n\geq 1}\frac{\cos(\frac{2\pi n}{q})d(n)}{n^{\frac{1}{2}+s}},

where d(n)d(n) is the divisor function. Writing cos(2πnq)\cos(\frac{2\pi n}{q}) as a Mellin transform, we recast this sum in terms of the integral

(2.2) 12πi(34)Γ(w)cos(πw2)(q2π)wζ2(12+s+w)𝑑w.\displaystyle\frac{1}{2\pi i}\int\limits_{(-\frac{3}{4})}\Gamma(w)\cos(\tfrac{\pi w}{2})\Big{(}\frac{q}{2\pi}\Big{)}^{w}\zeta^{2}(\tfrac{1}{2}+s+w)\ dw.

We then move the line of integration far to the left, picking up residues that contribute to the main terms on the right hand side of (1.2), with the leading main term arising from the double pole of ζ2(12+s+w)\zeta^{2}(\tfrac{1}{2}+s+w) at w=12sw=\tfrac{1}{2}-s. However, the shifted integral (now positioned far to the left at (w)=c\Re(w)=-c for cc large) does not converge absolutely near s=0s=0, and so we need additional ideas to obtain meromorphic continuation near s=0s=0. Keeping in mind that ww is far to the left in the shifted integral, we apply the functional equation of ζ2(12+s+w)\zeta^{2}(\tfrac{1}{2}+s+w) to obtain ζ2(12sw)\zeta^{2}(\tfrac{1}{2}-s-w), which we can expand into an absolutely convergent Dirichlet series since w-w is far to the right. Interchanging the order of integration and summation, we get

(2.3) n1d(n)n12s(12πi(c)Γ(w)cos(πw2)(nq2π)wπ12+s+wΓ2(14s2w2)π12swΓ2(14+s2+w2)𝑑w).\displaystyle\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}-s}}\bigg{(}\frac{1}{2\pi i}\int\limits_{(-c)}\Gamma(w)\cos(\tfrac{\pi w}{2})\Big{(}\frac{nq}{2\pi}\Big{)}^{w}\frac{\pi^{-\frac{1}{2}+s+w}\Gamma^{2}(\frac{1}{4}-\frac{s}{2}-\frac{w}{2})}{\pi^{-\frac{1}{2}-s-w}\Gamma^{2}(\frac{1}{4}+\frac{s}{2}+\frac{w}{2})}dw\bigg{)}.

Evaluating the inner integral is a purely analytic problem (it’s the inverse Mellin transform of a product of special functions). This may be approached via hypergeometric functions, but we prefer to use Stirling’s estimates and techniques of stationary phase analysis. We find that the integrand has oscillation given by

(2.4) exp(itlog|t|2πenq),\displaystyle\exp\left(-it\log\frac{|t|}{2\pi enq}\right),

for large |t|=|(w)||t|=|\Im(w)|. There are stationary points at t=±2πnqt=\pm 2\pi nq, and at these points the oscillatory factor (2.4) is independent of nn. It is interesting to note that this step is special to the second moment, for such a simplification does not happen if we were trying to apply our method to evaluate higher moments. It turns out that the leading term of the integral is essentially (nq)2s(nq)^{-2s}, which is especially simple, and from this the leading term of the sum (2.3) is

q2sn1d(n)n12+s=q2sζ2(12+s).q^{-2s}\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}+s}}=q^{-2s}\zeta^{2}(\tfrac{1}{2}+s).

Thus we recover the Riemann Zeta function and we are able to use its meromorphic continuation from 𝒮1\mathcal{S}_{1} to 𝒮2\mathcal{S}_{2}, and in particular evaluate at s=0s=0. The lower order terms arising from the stationary phase analysis are of a similar shape, their values at s=0s=0 decreasing by factors of q1q^{-1}, and thus contribute to the non-leading main terms on the right hand side of (1.2). We denote by G(s,q)G(s,q) the sum of all these terms plus the residues obtained above, and get that F(0,q)=G(0,q)F(0,q)=G(0,q).

(s)\Re(s)(s)\Im(s)O𝒮1\mathcal{S}_{1}𝒮2\mathcal{S}_{2}
Figure 1.

For the proof of (1.4) in Theorem 2, we observe that the left hand side is the value at s=0s=0 of

q12+χmodqτ(χ)L(12+s,f×χ¯),q^{-\frac{1}{2}}\mathop{{\sum}^{+}}_{\chi\bmod q}\tau(\chi)L(\tfrac{1}{2}+s,f\times\overline{\chi}),

which is analogous to (2.1). We take the Dirichlet series expansion of L(12+s,f×χ¯)=n1λf(n)χ¯(n)n12+sL(\tfrac{1}{2}+s,f\times\overline{\chi})=\sum_{n\geq 1}\frac{\lambda_{f}(n)\overline{\chi}(n)}{n^{\frac{1}{2}+s}} for s𝒮1s\in\mathcal{S}_{1}, which is analogous to L(12+s,χ¯)2=n1d(n)χ¯(n)n12+sL(\tfrac{1}{2}+s,\overline{\chi})^{2}=\sum_{n\geq 1}\frac{d(n)\overline{\chi}(n)}{n^{\frac{1}{2}+s}}, except that d(n)d(n) is replaced with λf(n)\lambda_{f}(n). The proof proceeds as for Theorem 1, except for a few changes. In (2.2), we get the entire function L(12+s+w,f)L(\frac{1}{2}+s+w,f) instead of ζ2(12+s+w)\zeta^{2}(\frac{1}{2}+s+w). As a result, when we shift contours to the left, there is no pole at s=12ws=\frac{1}{2}-w, unlike the case was for ζ2(12+s+w)\zeta^{2}(\frac{1}{2}+s+w), and therefore the leading main term present in (1.2) does not arise. When the functional equation is applied to L(12+s+w,f)L(\frac{1}{2}+s+w,f), we obtain the ratio of Gamma functions Γ(k2sw)Γ(k2+s+w)\frac{\Gamma(\frac{k}{2}-s-w)}{\Gamma(\frac{k}{2}+s+w)} instead of what is seen in (2.3). However, the oscillatory behavior (2.4) remains the same after Stirling’s estimates are applied. In the end, we do not get main terms of size qlogqq\log q and qq in (1.4), and we have the main term q12L(12,f)q^{\frac{1}{2}}L(\frac{1}{2},f) instead of the q12ζ2(12)q^{\frac{1}{2}}\zeta^{2}(\frac{1}{2}) term that is present in (1.2).

3. Preliminaries

We recall here fundamental facts about Dirichlet characters, Dirichlet LL-functions, and the Mellin transform. Throughout, qq is an odd prime. Recall that a Dirichlet character χ\chi of modulus qq satisfies χ(1)=±1\chi(-1)=\pm 1, and it is called even if χ(1)=1\chi(-1)=1 and odd otherwise. Since qq is prime, χ\chi is primitive if and only if χ\chi is not the principal character (which satisfies χ(n)=1\chi(n)=1 for all nn coprime to qq). We write e(x)e(x) for the additive character e2πixe^{2\pi ix}.

Lemma 3 (Functional equation).

Let χ\chi be an even primitive Dirichlet character of modulus qq. Then for all ss\in\mathbb{C} we have

L(s,χ)=τ(χ)πs12qsΓ(1s2)Γ(s2)L(1s,χ¯),L(s,\chi)=\tau(\chi)\frac{\pi^{s-\frac{1}{2}}}{q^{s}}\frac{\Gamma(\tfrac{1-s}{2})}{\Gamma(\tfrac{s}{2})}L(1-s,\overline{\chi}),

where τ(χ)=k=1q1e(kq)χ(k)\tau(\chi)=\sum\limits_{k=1}^{q-1}e(\tfrac{k}{q})\chi(k) denotes the Gauss sum.

Lemma 4 (An orthogonality relation).

Suppose (nm,q)=1(nm,q)=1. Then

+χmodqχ(n)χ¯(m)={q32if nmmodqor nmmodq,1otherwise.\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(n)\overline{\chi}(m)=\begin{cases}\frac{q-3}{2}&\textnormal{if }n\equiv m\bmod q\quad\textnormal{or }-n\equiv m\bmod q,\\ -1&\textnormal{otherwise.}\end{cases}
Proof.

The Dirichlet characters of modulus qq satisfy the following orthogonality property:

χmodqχ(n)χ¯(m)={q1if nmmodq,0otherwise.\sum_{\chi\bmod q}\chi(n)\overline{\chi}(m)=\begin{cases}q-1&\textnormal{if }n\equiv m\bmod q,\\ 0&\textnormal{otherwise.}\end{cases}

The result then follows from the equation

+χmodqχ(n)χ¯(m)=1+χmodqχ(1)=1χ(n)χ¯(m)=1+χmodq(1+χ(1)2)χ(n)χ¯(m),\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(n)\overline{\chi}(m)=-1+\sum_{\begin{subarray}{c}\chi\bmod q\\ \chi(-1)=1\end{subarray}}\chi(n)\overline{\chi}(m)=-1+\sum_{\chi\bmod q}\left(\frac{1+\chi(-1)}{2}\right)\chi(n)\overline{\chi}(m),

where the 1-1 term serves to subtract the contribution of the trivial character and the 1+χ(1)2\frac{1+\chi(-1)}{2} factor serves to pick out the condition χ(1)=1\chi(-1)=1 for the primitive characters. ∎

Corollary 5.

Suppose (n,q)=1(n,q)=1. Then

k=1q1e(knq)+χmodqχ(kn)χ¯(n)=(q1)cos(2πnq)+1\sum_{k=1}^{q-1}e(\tfrac{kn}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)=(q-1)\cos(\tfrac{2\pi n}{q})+1
Proof.

We separate out the first (k=1)(k=1) and last (k=q1k=q-1) terms of the kk-sum, so

k=1q1e(knq)\displaystyle\sum_{k=1}^{q-1}e(\tfrac{kn}{q}) +χmodqχ(kn)χ¯(n)\displaystyle\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)
=e(nq)\displaystyle=e(\tfrac{n}{q}) +χmodqχ(n)χ¯(n)+e((q1)nq)+χmodqχ((q1)n)χ¯(n)+k=2q2e(knq)+χmodqχ(kn)χ¯(n)\displaystyle\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(n)\overline{\chi}(n)+e(\tfrac{(q-1)n}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi((q-1)n)\overline{\chi}(n)+\sum_{k=2}^{q-2}e(\tfrac{kn}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)
=e(nq)\displaystyle=e(\tfrac{n}{q}) +χmodqχ(n)χ¯(n)+e(nq)+χmodqχ(n)χ¯(n)+k=2q2e(knq)+χmodqχ(kn)χ¯(n)\displaystyle\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(n)\overline{\chi}(n)+e(\tfrac{-n}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(-n)\overline{\chi}(n)+\sum_{k=2}^{q-2}e(\tfrac{kn}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)

where the second equality follows from the fact that q11modqq-1\equiv-1\bmod q. Now we see that each sum in the last line corresponds to exactly one of the cases in the previous lemma, so executing the character sums yields

k=1q1e(knq)+χmodqχ(kn)χ¯(n)=q32(e(nq)+e(nq))k=2q2e(knq)\sum_{k=1}^{q-1}e(\tfrac{kn}{q})\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)=\frac{q-3}{2}\left(e(\tfrac{n}{q})+e(-\tfrac{n}{q})\right)-\sum_{k=2}^{q-2}e(\tfrac{kn}{q})

and we note that

k=2q2e(knq)=(e(nq)+e(nq))+k=1q1e(knq)=(e(nq)+e(nq))1.\sum_{k=2}^{q-2}e(\tfrac{kn}{q})=-\left(e(\tfrac{n}{q})+e(-\tfrac{n}{q})\right)+\sum_{k=1}^{q-1}e(\tfrac{kn}{q})=-\left(e(\tfrac{n}{q})+e(-\tfrac{n}{q})\right)-1.\qed
Lemma 6 (Mellin inversion).

[5, Chapter III, Theorem 2] Suppose that f:(0,)f:(0,\infty)\to\mathbb{R} is continuous and the integral

ϕ(w)=0xw1f(x)𝑑x\displaystyle\phi(w)=\int_{0}^{\infty}x^{w-1}f(x)dx

is absolutely convergent for a<(w)<ba<\Re(w)<b. Then

f(x)=12πi(c)xwϕ(w)𝑑wf(x)=\frac{1}{2\pi i}\int_{(c)}x^{-w}\phi(w)dw

for c(a,b)c\in(a,b).

Lemma 7 (An integral representation).

Let x>0x>0. For d(1,0)d\in(-1,0), we have

(3.1) cos(x)=12πi(d)Γ(w)cos(πw2)xw𝑑w+1.\displaystyle\cos(x)=\frac{1}{2\pi i}\int_{(d)}\Gamma(w)\cos\left(\frac{\pi w}{2}\right)x^{w}dw+1.

Further, this representation is absolutely convergent if d(1,12)d\in(-1,-\frac{1}{2}).

Proof.

Let f(x)=cos(x)exf(x)=\cos(x)-e^{-x} and define

f~(w):=0xw1f(x)𝑑x\tilde{f}(w):=\int_{0}^{\infty}x^{w-1}f(x)dx

for 1<(w)<1-1<\Re(w)<1. This is well defined because we have f(x)=x+O(x2)f(x)=x+O(x^{2}) for |x|π|x|\leq\pi and f(x)=cos(x)+O(ex)f(x)=\cos(x)+O(e^{-x}) for |x|>π|x|>\pi, so that f~(w)\tilde{f}(w) converges absolutely for 1<(w)<0-1<\Re(w)<0 and converges conditionally for 0(w)<10\leq\Re(w)<1. We claim moreover that f~(w)\tilde{f}(w) is holomorphic for 1<(w)<1-1<\Re(w)<1. For 0<(w)<10<\Re(w)<1, we can differentiate under the integral sign by absolute convergence. For 0(w)<10\leq\Re(w)<1, we have that f~(w)\tilde{f}(w) equals the sum of a holomorphic function and πxw1cosxdx\int_{\pi}^{\infty}x^{w-1}\cos x\ dx. But by integration by parts,

πxw1cosxdx=π(w1)xw2sinxdx,\int_{\pi}^{\infty}x^{w-1}\cos x\ dx=\int_{\pi}^{\infty}(w-1)x^{w-2}\sin x\ dx,

which is absolutely convergent, and hence differentiable.

For 0<(w)<10<\Re(w)<1, we have by [2, equations 17.43.1, 17.43.3] that

f~(w)=0xw1cos(x)𝑑x0xw1ex𝑑x=Γ(w)cos(πw2)Γ(w).\tilde{f}(w)=\int_{0}^{\infty}x^{w-1}\cos(x)dx-\int_{0}^{\infty}x^{w-1}e^{-x}dx=\Gamma(w)\cos\Big{(}\frac{\pi w}{2}\Big{)}-\Gamma(w).

By analytic continuation, we get that

f~(w)=Γ(w)cos(πw2)Γ(w)\tilde{f}(w)=\Gamma(w)\cos\Big{(}\frac{\pi w}{2}\Big{)}-\Gamma(w)

for 1<(w)<1-1<\Re(w)<1. Then by Lemma 6, we have

(3.2) f(x)=cos(x)ex=12πi(d)Γ(w)[cos(πw2)1]xw𝑑w\displaystyle f(x)=\cos(x)-e^{-x}=\frac{1}{2\pi i}\int_{(d)}\Gamma(w)\left[\cos\left(\frac{\pi w}{2}\right)-1\right]x^{-w}dw

for d(1,0)d\in(-1,0). Also by Mellin inversion, since 0exxw1𝑑x\int_{0}^{\infty}e^{-x}x^{w-1}dx converges absolutely for 0<(w)<10<\Re(w)<1, we have

ex=12πi(d)Γ(w)xw𝑑w\displaystyle e^{-x}=\frac{1}{2\pi i}\int_{(d)}\Gamma(w)x^{-w}dw

for d(0,1)d\in(0,1). We move the line of integration to the left, crossing a simple pole of Γ(w)\Gamma(w) at w=0w=0, to obtain

(3.3) ex=12πi(d)Γ(w)xw𝑑w+1\displaystyle e^{-x}=\frac{1}{2\pi i}\int_{(d)}\Gamma(w)x^{-w}dw+1

for d(1,0)d\in(-1,0). Adding together (3.2) and (3.3) gives (3.1).

Finally, we have by Stirling’s approximation (equation (3.10)) that

Γ(d+it)cos(π(d+it)2)|t|d12.\Gamma(d+it)\cos\left(\frac{\pi(d+it)}{2}\right)\ll|t|^{d-\frac{1}{2}}.

Thus the integral in (3.1) converges absolutely for d(1,12)d\in(-1,-\frac{1}{2}). ∎

Lemma 8 (A residue calculation).

Define

f(s,w,q):=Γ(w)cos(πw2)(q2π)wζ2(12+s+w)f(s,w,q):=\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi}\right)^{w}\zeta^{2}(\tfrac{1}{2}+s+w)

for ss\in\mathbb{C} such that 12s\tfrac{1}{2}-s\not\in\mathbb{Z}. Then ff has simple poles at w=2nw=-2n for n{0}n\in\mathbb{N}\cup\{0\}, and a double pole at w=12sw=\tfrac{1}{2}-s. The residues at these poles are

R0(n,s,q):=Resw=2nf(s,w,q)=(1)n(2n)!(2πq)2nζ2(12+s2n)R_{0}(n,s,q):=\underset{w=-2n}{\mathrm{Res}}f(s,w,q)=\frac{(-1)^{n}}{(2n)!}\left(\frac{2\pi}{q}\right)^{2n}\zeta^{2}(\tfrac{1}{2}+s-2n)

and

R1(s,q):=Resw=12sf(s,w,q)\displaystyle R_{1}(s,q):=\underset{w=\frac{1}{2}-s}{\mathrm{Res}}f(s,w,q)
(3.4) =Γ(12s)cos(π4πs2)(q2π)12s2(Γ(12s)Γ(12s)π2tan(π4πs2)+log(q2π)+2γ).\displaystyle=\Gamma(\tfrac{1}{2}-s)\cos\left(\tfrac{\pi}{4}-\tfrac{\pi s}{2}\right)\left(\tfrac{q}{2\pi}\right)^{\frac{1}{2}-\frac{s}{2}}\Big{(}\tfrac{\Gamma^{\prime}(\frac{1}{2}-s)}{\Gamma(\frac{1}{2}-s)}-\tfrac{\pi}{2}\tan\left(\tfrac{\pi}{4}-\tfrac{\pi s}{2}\right)+\log\left(\tfrac{q}{2\pi}\right)+2\gamma\Big{)}.

These residues are meromorphic functions of ss which are analytic at s=0s=0.

Proof.

The assumption that 12s\tfrac{1}{2}-s\not\in\mathbb{Z} ensures that the poles under discussion do not coincide. Recall that Γ(w)\Gamma(w) has simple poles at the non-positive integers, but cos(πw2)\cos(\tfrac{\pi w}{2}) vanishes at the negative odd integers, so Γ(w)cos(πw2)\Gamma(w)\cos(\tfrac{\pi w}{2}) only has simple poles at the non-positive even integers w=2nw=-2n. We have the Laurent expansion

Γ(w)=1(2n)!(w+2n)1+\Gamma(w)=\frac{1}{(2n)!}(w+2n)^{-1}+\ldots

about w=2nw=-2n, from which we get that

Resw=2ng(w)Γ(w)=g(2n)(2n)!\underset{w=-2n}{\mathrm{Res}}g(w)\Gamma(w)=\frac{g(-2n)}{(2n)!}

for any function g(w)g(w) that is holomorphic in a neighborhood of w=2nw=-2n. This leads to the calculation of R0(n,s,q)R_{0}(n,s,q).

Recall that ζ2(12+s+w)\zeta^{2}(\tfrac{1}{2}+s+w) has a double pole at w=12sw=\tfrac{1}{2}-s, and cos(π(12s)2)0\cos(\frac{\pi(\frac{1}{2}-s)}{2})\neq 0 as 12s\tfrac{1}{2}-s\not\in\mathbb{Z}. We have the Laurent expansion

ζ2(12+s+w)=(w12+s)2+2γ(w12+s)1+\zeta^{2}(\tfrac{1}{2}+s+w)=(w-\tfrac{1}{2}+s)^{-2}+2\gamma(w-\tfrac{1}{2}+s)^{-1}+\ldots

about w=12sw=\frac{1}{2}-s, where γ\gamma is Euler’s constant. From this we have that if g(w)g(w) is holomorphic in a neighborhood of w=12sw=\frac{1}{2}-s, then

Resw=2ng(w)ζ2(12+s+w)=g(12s)+2γg(12s).\underset{w=-2n}{\mathrm{Res}}g(w)\zeta^{2}(\tfrac{1}{2}+s+w)=g^{\prime}(\tfrac{1}{2}-s)+2\gamma g(\tfrac{1}{2}-s).

This leads to the calculation of R1(s,q)R_{1}(s,q). ∎

For future reference, using the values Γ(12)=π12,Γ(12)Γ(12)=log(14)γ,cos(π4)=212,tan(π4)=1\Gamma(\frac{1}{2})=\pi^{\frac{1}{2}},\frac{\Gamma^{\prime}(\frac{1}{2})}{\Gamma(\frac{1}{2})}=\log(\frac{1}{4})-\gamma,\cos(\frac{\pi}{4})=2^{-\frac{1}{2}},\tan(\frac{\pi}{4})=1, we note that

(3.5) R1(0,q)=q12(log(q8π)+γπ2).\displaystyle R_{1}(0,q)=q^{\frac{1}{2}}\Big{(}\log\left(\tfrac{q}{8\pi}\right)+\gamma-\tfrac{\pi}{2}\Big{)}.
Lemma 9 (The convexity bound for the Riemann Zeta function).

[6, Chapter V] Fix σ\sigma\in\mathbb{R}. For tt\in\mathbb{R} with |t|1|t|\geq 1, we have

|ζ(σ+it)||t|α,|\zeta(\sigma+it)|\ll|t|^{\alpha},

where

α={0 if σ>1,12(1σ) if σ[0,1],12σ if σ<0.\alpha=\begin{cases}0&\text{ if }\ \sigma>1,\\ \tfrac{1}{2}(1-\sigma)&\text{ if }\ \sigma\in[0,1],\\ \tfrac{1}{2}-\sigma&\text{ if }\ \sigma<0.\end{cases}
Lemma 10 (Stirling’s expansion).

Let 𝒞{z:(z)>0}\mathcal{C}\subset\{z:\Re(z)>0\} be a fixed compact set. For z𝒞z\in\mathcal{C} and tt\in\mathbb{R} with |t|>12|t|>\frac{1}{2}, we have

(3.6) Γ(z+it)cos(π2(z+it))=|t|(z12)exp(itlog|t|it)(m=0Mam(z)tm+EM(z,t))\displaystyle\Gamma(z+it)\cos(\tfrac{\pi}{2}(z+it))=|t|^{(z-\frac{1}{2})}\exp\Big{(}it\log|t|-it\Big{)}\Big{(}\sum_{m=0}^{M}a_{m}(z)t^{-m}+E_{M}(z,t)\Big{)}

for any M0M\geq 0, where am(z)a_{m}(z) and EM(z,t)E_{M}(z,t) are holomorphic functions of z𝒞z\in\mathcal{C} that depend on sgn(t)\mathrm{sgn}(t) such that am(z)a_{m}(z) is a polynomial in zz of degree at most 2m2m,

(3.7) a0(z)=(π2)12eiπ4sgn(t),\displaystyle a_{0}(z)=(\tfrac{\pi}{2})^{\frac{1}{2}}e^{-i\frac{\pi}{4}\mathrm{sgn}(t)},
(3.8) EM(z,t)M|t|M1.\displaystyle E_{M}(z,t)\ll_{M}|t|^{-M-1}.
Proof.

Throughout the proof, MM will denote a natural number, am(z)a_{m}(z) and EM(z,t)E_{M}(z,t) will denote functions as described in the lemma, but all of these quantities may not be the same from one occurrence to the next, and ama_{m} will denote some constants. By [2, equation 8.344], we have

(3.9) logΓ(z+it)=(z12+it)log(z+it)(z+it)+12ln2π+r=1Rar(z+it)r+ER(z,t).\displaystyle\log\Gamma(z+it)=(z-\tfrac{1}{2}+it)\log(z+it)-(z+it)+\tfrac{1}{2}\ln 2\pi+\sum_{r=1}^{R}\frac{a_{r}}{(z+it)^{r}}+E_{R}(z,t).

Although [2, equation 8.344] just gives a bound for ER(z,t)E_{R}(z,t), we can infer that it is holomorphic for z𝒞z\in\mathcal{C} since every other term in (3.9) is. Using Taylor’s theorem, we write

log(z+it)=log(it)+log(1+zit)=log|t|+iπ2sgn(t)+m=1M(1)m+1m(zit)m+EM(z,t)\displaystyle\log(z+it)=\log(it)+\log\Big{(}1+\frac{z}{it}\Big{)}=\log|t|+i\frac{\pi}{2}\mathrm{sgn}(t)+\sum_{m=1}^{M}\frac{(-1)^{m+1}}{m}\Big{(}\frac{z}{it}\Big{)}^{m}+E_{M}(z,t)

and

ar(z+it)r=ar(it)r1(1+zit)r=ar(it)r(1+m=1M(rm)(zit)m+EM(z,t)).\frac{a_{r}}{(z+it)^{r}}=\frac{a_{r}}{(it)^{r}}\frac{1}{(1+\frac{z}{it})^{r}}=\frac{a_{r}}{(it)^{r}}\bigg{(}1+\sum_{m=1}^{M}\Bigl{(}\begin{array}[]{@{}c@{}}-r\\ m\end{array}\Bigr{)}\Big{(}\frac{z}{it}\Big{)}^{m}+E_{M}(z,t)\bigg{)}.

Plugging back into (3.9), the z-z term cancels with itzitit\cdot\frac{z}{it}, and we get

logΓ(z+it)=(z12+it)log|t|π2|t|it+i(z12)π2sgn(t)+12ln2π+m=1Mam(z)tm+EM(z,t).\displaystyle\log\Gamma(z+it)=(z-\tfrac{1}{2}+it)\log|t|-\tfrac{\pi}{2}|t|-it+i(z-\tfrac{1}{2})\tfrac{\pi}{2}\mathrm{sgn}(t)+\tfrac{1}{2}\ln 2\pi+\sum_{m=1}^{M}a_{m}(z)t^{-m}+E_{M}(z,t).

Taking the exponential of both sides we get

Γ(z+it)\displaystyle\Gamma(z+it)
=2πeiπ4sgn(t)|t|(z12)exp(π2|t|+itlog|t|it+izπ2sgn(t))m=1Mexp(am(z)tm)exp(EM(z,t))\displaystyle=\sqrt{2\pi}e^{-i\frac{\pi}{4}\mathrm{sgn}(t)}|t|^{(z-\frac{1}{2})}\exp\Big{(}-\tfrac{\pi}{2}|t|+it\log|t|-it+iz\tfrac{\pi}{2}\mathrm{sgn}(t)\Big{)}\prod_{m=1}^{M}\exp(a_{m}(z)t^{-m})\cdot\exp(E_{M}(z,t))

Next we take a Taylor polynomials for exp(x)\exp(x) to get

(3.10) Γ(z+it)\displaystyle\Gamma(z+it)
=2πeiπ4sgn(t)|t|(z12)exp(π2|t|+itlog|t|it+izπ2sgn(t))(1+m=1Mam(z)tm+EM(z,t)).\displaystyle=\sqrt{2\pi}e^{-i\frac{\pi}{4}\mathrm{sgn}(t)}|t|^{(z-\frac{1}{2})}\exp\Big{(}-\tfrac{\pi}{2}|t|+it\log|t|-it+iz\tfrac{\pi}{2}\mathrm{sgn}(t)\Big{)}\Big{(}1+\sum_{m=1}^{M}a_{m}(z)t^{-m}+E_{M}(z,t)\Big{)}.

To obtain (3.6), we write

(3.11) cos(π2(z+it))\displaystyle\cos(\tfrac{\pi}{2}(z+it)) =12(ei(π2(z+it))+ei(π2(z+it)))=12eizπ2sgn(t)+π2|t|(1+eizπsgn(t)π|t|)\displaystyle=\tfrac{1}{2}\big{(}e^{i(\frac{\pi}{2}(z+it))}+e^{-i(\frac{\pi}{2}(z+it))}\big{)}=\tfrac{1}{2}e^{-iz\tfrac{\pi}{2}\mathrm{sgn}(t)+\tfrac{\pi}{2}|t|}\big{(}1+e^{iz\pi\mathrm{sgn}(t)-\pi|t|}\big{)}

and then multiply with (3.10). ∎

4. Obtaining the leading main term in Theorem 1

We focus on (1.2). Fix any constant c12+c\in\tfrac{1}{2}+\mathbb{Z} satisfying c>10c>10. This parameter determines the length of our asymptotic expansion: we will see that the larger cc is, the more terms we may take on the right hand side of (1.2). Define the sets

𝒮1:={s:1<(s)<1,c32<(s)<c12},\displaystyle\mathcal{S}_{1}:=\{s\in\mathbb{C}\,:\,-1<\Im(s)<1,\ c-\tfrac{3}{2}<\Re(s)<c-\tfrac{1}{2}\},
𝒮2:={s:1<(s)<1,110<(s)<c12}.\displaystyle\mathcal{S}_{2}:=\{s\in\mathbb{C}\,:\,-1<\Im(s)<1,\ -\tfrac{1}{10}<\Re(s)<c-\tfrac{1}{2}\}.

Define for ss\in\mathbb{C} and an odd prime qq,

F(s,q):=+χmodqL(12s,χ)L(12+s,χ¯)\displaystyle F(s,q):=\mathop{{\sum}^{+}}_{\chi\bmod q}L(\tfrac{1}{2}-s,\chi)L(\tfrac{1}{2}+s,\overline{\chi})

where the sum is taken over the even primitive Dirichlet characters of modulus qq. Let H(s,q)H(s,q) denote the restriction of F(s,q)F(s,q) to the set 𝒮1\mathcal{S}_{1}. By the functional equation given in Lemma 3, we have that

H(s,q)=Γ(14+s2)Γ(14s2)πsq12s+χmodqτ(χ)L(12+s,χ¯)2:=Γ(14+s2)Γ(14s2)πsq12sH1(s,q).\displaystyle H(s,q)=\frac{\Gamma\left(\tfrac{1}{4}+\tfrac{s}{2}\right)}{\Gamma\left(\tfrac{1}{4}-\tfrac{s}{2}\right)\pi^{s}q^{\frac{1}{2}-s}}\mathop{{\sum}^{+}}_{\chi\bmod q}\tau(\chi)L(\tfrac{1}{2}+s,\overline{\chi})^{2}:=\frac{\Gamma\left(\tfrac{1}{4}+\tfrac{s}{2}\right)}{\Gamma\left(\tfrac{1}{4}-\tfrac{s}{2}\right)\pi^{s}q^{\frac{1}{2}-s}}H_{1}(s,q).

Now, since in 𝒮1\mathcal{S}_{1} we have (s)>12\Re(s)>\tfrac{1}{2}, the Dirichlet series representation of L(12+s,χ¯)L(\tfrac{1}{2}+s,\overline{\chi}) is absolutely convergent, and hence it follows that

H1(s,q)=n,m1τ(χ)χ¯(nm)(nm)12+s=n1(n,q)=1τ(χ)d(n)χ¯(n)n12+s.\displaystyle H_{1}(s,q)=\sum_{n,m\geq 1}\frac{\tau(\chi)\overline{\chi}(nm)}{(nm)^{\frac{1}{2}+s}}=\sum_{\begin{subarray}{c}n\geq 1\\ (n,q)=1\end{subarray}}\frac{\tau(\chi)d(n)\overline{\chi}(n)}{n^{\frac{1}{2}+s}}.

The last equality follows by the total multiplicativity of the Dirichlet characters and the fact that χ(n)=0\chi(n)=0 if q|nq|n. For (n,q)=1(n,q)=1, we write the Gauss sum as

τ(χ)=k=1q1e(kq)χ(k)=k=1q1e(knq)χ(kn)\tau(\chi)=\sum_{k=1}^{q-1}e\Big{(}\frac{k}{q}\Big{)}\chi(k)=\sum_{k=1}^{q-1}e\Big{(}\frac{kn}{q}\Big{)}\chi(kn)

and then apply Corollary 5 to get

H1(s,q)=n1(n,q)=1k=1q1e(knq)d(n)n12+s+χmodqχ(kn)χ¯(n)=n1(n,q)=1((q1)cos(2πnq)+1)d(n)n12+s.\displaystyle H_{1}(s,q)=\sum_{\begin{subarray}{c}n\geq 1\\ (n,q)=1\end{subarray}}\sum_{k=1}^{q-1}\frac{e(\tfrac{kn}{q})d(n)}{n^{\frac{1}{2}+s}}\mathop{{\sum}^{+}}_{\chi\bmod q}\chi(kn)\overline{\chi}(n)=\sum_{\begin{subarray}{c}n\geq 1\\ (n,q)=1\end{subarray}}\frac{((q-1)\cos(\tfrac{2\pi n}{q})+1)d(n)}{n^{\frac{1}{2}+s}}.

The sum may be extended to all natural numbers as follows:

H1(s,q)\displaystyle H_{1}(s,q) =n1((q1)cos(2πnq)+1)d(n)n12+sn1q|n((q1)cos(2πnq)+1)d(n)n12+s\displaystyle=\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\frac{((q-1)\cos(\tfrac{2\pi n}{q})+1)d(n)}{n^{\frac{1}{2}+s}}-\sum_{\begin{subarray}{c}n\geq 1\\ q|n\end{subarray}}\frac{((q-1)\cos(\tfrac{2\pi n}{q})+1)d(n)}{n^{\frac{1}{2}+s}}
=n1((q1)cos(2πnq)+1)d(n)n12+sqm1d(mq)(mq)12+s,\displaystyle=\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\frac{((q-1)\cos(\tfrac{2\pi n}{q})+1)d(n)}{n^{\frac{1}{2}+s}}-q\sum_{\begin{subarray}{c}m\geq 1\end{subarray}}\frac{d(mq)}{(mq)^{\frac{1}{2}+s}},

where we wrote n=qmn=qm to get the last expression. By the following multiplicative property of the divisor function (which is also satisfied by λf(n)\lambda_{f}(n)),

d(mq)={d(m)d(q) if (m,q)=1,d(m)d(q)d(mq) if q|m,d(mq)=\begin{cases}d(m)d(q)&\text{ if }(m,q)=1,\\ d(m)d(q)-d(\frac{m}{q})&\text{ if }q|m,\end{cases}

and the fact that d(q)=2d(q)=2, we get

(4.1) H1(s,q)\displaystyle H_{1}(s,q) =(q1)n1cos(2πnq)d(n)n12+s+(1+q2s2q12s)ζ2(12+s)\displaystyle=(q-1)\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\frac{\cos(\tfrac{2\pi n}{q})d(n)}{n^{\frac{1}{2}+s}}+(1+q^{-2s}-2q^{\frac{1}{2}-s})\zeta^{2}(\tfrac{1}{2}+s)
:=(q1)H2(s,q)+(1+q2s2q12s)ζ2(12+s).\displaystyle:=(q-1)H_{2}(s,q)+(1+q^{-2s}-2q^{\frac{1}{2}-s})\zeta^{2}(\tfrac{1}{2}+s).

Inserting the integral representation of cos(2πnq)\cos(\tfrac{2\pi n}{q}) given in Lemma 7, we have

H2(s,q)=n1d(n)n12+s12πi(34)Γ(w)cos(πw2)(q2πn)w𝑑w+ζ2(12+s).H_{2}(s,q)=\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}+s}}\frac{1}{2\pi i}\int_{(-\frac{3}{4})}\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi n}\right)^{w}dw+\zeta^{2}(\tfrac{1}{2}+s).

The integral converges absolutely:

(4.2) (34)|Γ(w)cos(πw2)qw(2πn)wdw|n34q34,\int_{(-\frac{3}{4})}\left|\Gamma(w)\cos\left(\frac{\pi w}{2}\right)\frac{q^{w}}{(2\pi n)^{w}}dw\right|\ll\frac{n^{\frac{3}{4}}}{q^{\frac{3}{4}}},

and (12+s34)>1\Re(\tfrac{1}{2}+s-\tfrac{3}{4})>1 for s𝒮1s\in\mathcal{S}_{1}, so we can interchange summation and integration to get

(4.3) H2(s,q)\displaystyle H_{2}(s,q) =12πi(34)Γ(w)cos(πw2)(q2π)wζ2(12+s+w)𝑑w+ζ2(12+s)\displaystyle=\frac{1}{2\pi i}\int_{(-\frac{3}{4})}\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi}\right)^{w}\zeta^{2}(\tfrac{1}{2}+s+w)dw+\zeta^{2}(\tfrac{1}{2}+s)
:=H3(s,q)+ζ2(12+s).\displaystyle:=H_{3}(s,q)+\zeta^{2}(\tfrac{1}{2}+s).

Moving the line of integration to (w)=c\Re(w)=-c, we pick up the residues calculated in Lemma 8, and get

H3(s,q)=R1(s,q)+n=1c/2R0(n,s,q)+I(s,q),H_{3}(s,q)=R_{1}(s,q)+\sum_{n=1}^{\lfloor c/2\rfloor}R_{0}(n,s,q)+I(s,q),

where x\lfloor x\rfloor denotes the greatest integer less than or equal to xx, and

I(s,q)=12πi(c)Γ(w)cos(πw2)(q2π)wζ2(12+s+w)𝑑w.I(s,q)=\frac{1}{2\pi i}\int_{(-c)}\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi}\right)^{w}\zeta^{2}(\tfrac{1}{2}+s+w)dw.

Note that this integral converges absolutely, since by Lemma 9 we have

|Γ(w)cos(πw2)ζ2(12+s+w)||t|c12|t|12(12+s+w)|t|3|t|c12|t|7|\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right)\zeta^{2}(\tfrac{1}{2}+s+w)|\ll|t|^{-c-\frac{1}{2}}|t|^{1-2\Re(\frac{1}{2}+s+w)}\ll|t|^{3}|t|^{-c-\frac{1}{2}}\ll|t|^{-7}

for w=c+itw=-c+it with |t||t|\to\infty.

Retracing our steps and inserting the final expressions for H1(s,q),H2(s,q),H3(s,q)H_{1}(s,q),H_{2}(s,q),H_{3}(s,q) back into H(s,q)H(s,q), we obtain the formula

(4.4) H(s,q)=Γ(14+s2)Γ(14s2)πsq12s((q1)R1(s,q)+(q1)n=1c/2R0(n,s,q)+(q1)I(s,q)+(q+q2s2q12s)ζ2(12+s)).H(s,q)=\frac{\Gamma(\tfrac{1}{4}+\tfrac{s}{2})}{\Gamma(\tfrac{1}{4}-\tfrac{s}{2})\pi^{s}q^{\frac{1}{2}-s}}\bigg{(}(q-1)R_{1}(s,q)+(q-1)\sum_{n=1}^{\lfloor c/2\rfloor}R_{0}(n,s,q)\\ +(q-1)I(s,q)+(q+q^{-2s}-2q^{\frac{1}{2}-s})\zeta^{2}(\tfrac{1}{2}+s)\bigg{)}.

From this expression, it follows that

H(s,q)Γ(14+s2)(q1)Γ(14s2)πsq12sI(s,q),H(s,q)-\frac{\Gamma\left(\tfrac{1}{4}+\tfrac{s}{2}\right)(q-1)}{\Gamma\left(\tfrac{1}{4}-\tfrac{s}{2}\right)\pi^{s}q^{\frac{1}{2}-s}}I(s,q),

continues to a meromorphic function on 𝒮2\mathcal{S}_{2}, with value at s=0s=0 equal to

(4.5) q12(γ+log(q8π)π2)+(q1)q12n=1c/2(1)n(2n)!(2πq)2nζ2(122n)+(q2q12)q12ζ2(12),\displaystyle\frac{q-1}{2}\left(\gamma+\log(\tfrac{q}{8\pi})-\tfrac{\pi}{2}\right)+\frac{(q-1)}{q^{\frac{1}{2}}}\sum_{n=1}^{\lfloor c/2\rfloor}\frac{(-1)^{n}}{(2n)!}\Big{(}\frac{2\pi}{q}\Big{)}^{2n}\zeta^{2}(\tfrac{1}{2}-2n)+\frac{(q-2q^{\frac{1}{2}})}{q^{\frac{1}{2}}}\zeta^{2}(\tfrac{1}{2}),

using (3.5). We see here the claimed main terms q12(log(q8π)+γπ2)+q12ζ2(12)\frac{q-1}{2}(\log(\frac{q}{8\pi})+\gamma-\frac{\pi}{2})+q^{\frac{1}{2}}\zeta^{2}(\frac{1}{2}) of Theorem 1, while the rest of the right hand side above is O(1)O(1) and contributes to the lower order main terms in Theorem 1. However, it still remains to study the shifted integral I(s,q)I(s,q).

We will show in the next section that as a function of ss, I(s,q)I(s,q) continues to a meromorphic function on 𝒮2\mathcal{S}_{2}, with value at s=0s=0 contributing additional lower order main terms of size O(1)O(1).

To frame this in terms of the strategy laid out in the sketch, we let (s,q)\mathcal{I}(s,q) denote meromorphic continuation of I(s,q)I(s,q) to 𝒮2\mathcal{S}_{2}. Then

G(s,q):=Γ(14+s2)Γ(14s2)πsq12s((q1)R1(s,q)+(q1)n=1c/2R0(n,s,q)+(q1)(s,q)+(q+q2s2q12s)ζ2(12+s))G(s,q):=\frac{\Gamma(\tfrac{1}{4}+\tfrac{s}{2})}{\Gamma(\tfrac{1}{4}-\tfrac{s}{2})\pi^{s}q^{\frac{1}{2}-s}}\bigg{(}(q-1)R_{1}(s,q)+(q-1)\sum_{n=1}^{\lfloor c/2\rfloor}R_{0}(n,s,q)\\ +(q-1)\mathcal{I}(s,q)+(q+q^{-2s}-2q^{\frac{1}{2}-s})\zeta^{2}(\tfrac{1}{2}+s)\bigg{)}

is meromorphic for s𝒮2s\in\mathcal{S}_{2}, with G(s,q)=H(s,q)G(s,q)=H(s,q) on 𝒮1\mathcal{S}_{1}. Since also F(s,q)=H(s,q)F(s,q)=H(s,q) on 𝒮1\mathcal{S}_{1}, we get that F(s,q)=G(s,q)F(s,q)=G(s,q) on 𝒮2\mathcal{S}_{2} by the principle of analytic continuation.

The sum over the odd characters. Before moving on we note that we would follow similar calculations for (1.3). A couple of important differences would be as follows. Our main object of study would be

(q1)n1sin(2πnq)d(n)n12+s,(q-1)\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\frac{\sin(\tfrac{2\pi n}{q})d(n)}{n^{\frac{1}{2}+s}},

instead of (q1)cos(2πnq)d(n)n12+s(q-1)\sum\frac{\cos(\frac{2\pi n}{q})d(n)}{n^{\frac{1}{2}+s}} as we saw in (4.1). We would use the Mellin inverse transform

(4.6) sin(x)=12πi(d)Γ(w)sin(πw2)xw𝑑w\displaystyle\sin(x)=\frac{1}{2\pi i}\int_{(d)}\Gamma(w)\sin\left(\frac{\pi w}{2}\right)x^{w}dw

for d(1,0)d\in(-1,0) instead of (3.1). Note that unlike (3.1), there is no additional +1+1 term here. Consequently, the analogue of (4.3) would not have a ζ2(12+s)\zeta^{2}(\frac{1}{2}+s) term. For (1.2), this is the source of the main term q12ζ2(12)q^{\frac{1}{2}}\zeta^{2}(\frac{1}{2}), as we saw in (4.5). For (1.3), the main term q12ζ2(12)q^{\frac{1}{2}}\zeta^{2}(\frac{1}{2}) must then have a different source, which turns out to be the analogue of (0,q)\mathcal{I}(0,q). We will explain this in the next section. Using the inverse Mellin transform (4.6), the integral to study would be

12πi(34)Γ(w)sin(πw2)(q2π)wζ2(12+s+w)𝑑w,\frac{1}{2\pi i}\int_{(-\frac{3}{4})}\Gamma(w)\sin\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi}\right)^{w}\zeta^{2}(\tfrac{1}{2}+s+w)dw,

instead of the integral in (4.3). Moving the line of integration to the left, the residue at w=12sw=\frac{1}{2}-s would be

Γ(12s)sin(π4πs2)(q2π)12s2(Γ(12s)Γ(12s)+π2cot(π4πs2)+log(q2π)+2γ),\Gamma(\tfrac{1}{2}-s)\sin\left(\tfrac{\pi}{4}-\tfrac{\pi s}{2}\right)\left(\tfrac{q}{2\pi}\right)^{\frac{1}{2}-\frac{s}{2}}\Big{(}\tfrac{\Gamma^{\prime}(\frac{1}{2}-s)}{\Gamma(\frac{1}{2}-s)}+\tfrac{\pi}{2}\cot\left(\tfrac{\pi}{4}-\tfrac{\pi s}{2}\right)+\log\left(\tfrac{q}{2\pi}\right)+2\gamma\Big{)},

instead of (3.4). Evaluating at s=0s=0 yields the leading main term in (1.3) and explains the +π2+\frac{\pi}{2} term there instead of π2-\frac{\pi}{2} as in (1.2).

5. The shifted integral

The goal of this section is to show that

Lemma 11.

There exists a meromorphic function (s,q)\mathcal{I}(s,q) defined for s𝒮2s\in\mathcal{S}_{2} such that (s,q)=I(s,q)\mathcal{I}(s,q)=I(s,q) for s𝒮1s\in\mathcal{S}_{1}. At s=0s=0, we have

(5.1) (0,q)=n=1Nrnqn+ON(qN1).\displaystyle\mathcal{I}(0,q)=\sum_{n=1}^{N}r_{n}q^{-n}+O_{N}(q^{-N-1}).

for any integer N1N\geq 1 and some constants rnr_{n}.

Proof.

Let s𝒮1s\in\mathcal{S}_{1}. Applying the reflection formula for Γ(w)\Gamma(w) and the functional equation for ζ2(12+s+w)\zeta^{2}(\tfrac{1}{2}+s+w), we get

I(s,q)=12πi(c)(q2π)w(2π)2(s+w)Γ(1w)cos(π2(1w))cos2(π2(12sw))Γ2(12sw)ζ2(12sw)𝑑w\displaystyle I(s,q)=\frac{1}{2\pi i}\int\limits_{(-c)}\frac{(\frac{q}{2\pi})^{w}(2\pi)^{2(s+w)}}{\Gamma(1-w)\cos(\tfrac{\pi}{2}(1-w))}\cos^{2}(\tfrac{\pi}{2}(\tfrac{1}{2}-s-w))\Gamma^{2}(\tfrac{1}{2}-s-w)\zeta^{2}(\tfrac{1}{2}-s-w)dw
=(q2π)c+it(2π)2(sc+it)1Γ(1+cit)cos(π2(1+cit))cos2(π2(12s+cit))Γ2(12s+cit)ζ2(12s+cit)𝑑t.\displaystyle=\int_{-\infty}^{\infty}\frac{(\frac{q}{2\pi})^{-c+it}(2\pi)^{2(s-c+it)-1}}{\Gamma(1+c-it)\cos(\tfrac{\pi}{2}(1+c-it))}\cos^{2}(\tfrac{\pi}{2}(\tfrac{1}{2}-s+c-it))\Gamma^{2}(\tfrac{1}{2}-s+c-it)\zeta^{2}(\tfrac{1}{2}-s+c-it)dt.

Since 12(s)+c>1\tfrac{1}{2}-\Re(s)+c>1, we can expand

ζ2(12s+cit)=n1d(n)n12s+cit\zeta^{2}(\tfrac{1}{2}-s+c-it)=\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}-s+c-it}}

into an absolutely convergent sum. Exchanging the order of summation and integration, we get

I(s,q)=n1I(s,q,n),\displaystyle I(s,q)=\sum_{n\geq 1}I(s,q,n),

where

I(s,q,n)=\displaystyle I(s,q,n)=
(q2π)c+it(2π)2(sc+it)1Γ(1+cit)cos(π2(1+cit))cos2(π2(12s+cit))Γ2(12s+cit)d(n)n12s+cit𝑑t.\displaystyle\int_{-\infty}^{\infty}\frac{(\frac{q}{2\pi})^{-c+it}(2\pi)^{2(s-c+it)-1}}{\Gamma(1+c-it)\cos(\tfrac{\pi}{2}(1+c-it))}\cos^{2}(\tfrac{\pi}{2}(\tfrac{1}{2}-s+c-it))\Gamma^{2}(\tfrac{1}{2}-s+c-it)\frac{d(n)}{n^{\frac{1}{2}-s+c-it}}dt.

The idea now is to understand the oscillatory and stationary behavior of the integrand, and use that information to determine the integral. Such stationary phase analysis can be found in the literature to determine the integral up to a suitable error term. However we cannot simply quote the literature because we need to first establish meromorphic continuation to a neighborhood of s=0s=0, after which we are permitted to determine the value at s=0s=0 up to a suitable error term. Therefore, we proceed by revisiting the steps of stationary phase analysis, being careful to obtain meromorphic continuation.

We study the integral I(s,q,n)I(s,q,n) over finite dyadic intervals, as follows. Note that for each nn\in\mathbb{N}, the union

k>log2(2πqn)(32(2πqn)2k,58(2πqn)2k)(10,10)k>log2(2πqn)(58(2πqn)2k,32(2πqn)2k).\bigcup\limits_{k>-\log_{2}(2\pi qn)}(-\tfrac{3}{2}(2\pi qn)2^{k},-\tfrac{5}{8}(2\pi qn)2^{k})\ \bigcup\ (-10,10)\bigcup\limits_{k>-\log_{2}(2\pi qn)}(\tfrac{5}{8}(2\pi qn)2^{k},\tfrac{3}{2}(2\pi qn)2^{k}).

forms an open cover of (,)(-\infty,\infty). Thus there exists a partition of unity of (,)(-\infty,\infty) by a collection of smooth functions of the form W(tT)W(\frac{t}{T}), where T=T(n)T=T(n) assumes one of the values below, and W(x)W(x) is supported on

(5.2) 58\displaystyle\tfrac{5}{8} <x<32 for T=(2πqn)2k,k,klog2(2πqn),\displaystyle<x<\tfrac{3}{2}\ \ \ \ \text{ for }\ \ T=(2\pi qn)2^{k},\ k\in\mathbb{Z},\ k\geq-\log_{2}(2\pi qn),
20\displaystyle-20 <x<20 for T=12,\displaystyle<x<20\ \ \ \text{ for }\ \ T=\tfrac{1}{2},
32\displaystyle-\tfrac{3}{2} <x<58 for T=(2πqn)2k,k,klog2(2πqn),\displaystyle<x<-\tfrac{5}{8}\ \ \text{ for }\ \ T=(2\pi qn)2^{k},\ k\in\mathbb{Z},\ k\geq-\log_{2}(2\pi qn),

with W(j)(x)j1W^{(j)}(x)\ll_{j}1 for any j0j\geq 0. Then we have that

I(s,q,n)=TIT(s,q),I(s,q,n)=\sum_{T}I_{T}(s,q),

where

IT(s,q)=W(tT)(q2π)c+it(2π)2(sc+it)1Γ(1+cit)cos(π2(1+cit))×cos2(π2(12s+cit))Γ2(12s+cit)d(n)n12s+citdt.I_{T}(s,q)=\int_{-\infty}^{\infty}W\Big{(}\frac{t}{T}\Big{)}\frac{(\frac{q}{2\pi})^{-c+it}(2\pi)^{2(s-c+it)-1}}{\Gamma(1+c-it)\cos(\tfrac{\pi}{2}(1+c-it))}\\ \times\cos^{2}(\tfrac{\pi}{2}(\tfrac{1}{2}-s+c-it))\Gamma^{2}(\tfrac{1}{2}-s+c-it)\frac{d(n)}{n^{\frac{1}{2}-s+c-it}}dt.

We first consider the contribution of T=12T=\frac{1}{2} to I(s,q)I(s,q). The integral I12(s,q)I_{\frac{1}{2}}(s,q) is of bounded length, the integrand is holomorphic for s𝒮2s\in\mathcal{S}_{2}, and the sum n1d(n)n12(s)+c\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}-\Re(s)+c}} is absolutely bounded for s𝒮2s\in\mathcal{S}_{2}. Thus n1I12(s,q)\sum_{n\geq 1}I_{\frac{1}{2}}(s,q) analytically continues to 𝒮2\mathcal{S}_{2}, with

n1I12(0,q)qc.\sum_{n\geq 1}I_{\frac{1}{2}}(0,q)\ll q^{-c}.

Now we restrict to the case T12T\neq\frac{1}{2} (so that T1T\geq 1). We apply Lemma 10 with M=2cM=2c for Γ(1+cit)cos(π2(1+cit))\Gamma(1+c-it)\cos(\tfrac{\pi}{2}(1+c-it)) and cos(π2(12s+cit))Γ(12s+cit)\cos(\tfrac{\pi}{2}(\tfrac{1}{2}-s+c-it))\Gamma(\tfrac{1}{2}-s+c-it), which is permissible since 1+c>11+c>1, 12(s)+c>1\tfrac{1}{2}-\Re(s)+c>1, and |t|>58|t|>\frac{5}{8}. These conditions hold for ss in the wider set 𝒮2\mathcal{S}_{2} too. Thus we get

IT(s,q)=(2πq)cd(n)n12s+cW(tT)(0m2cam(s)tm+E(s,t))|t|c2s12exp(iΦ(t))𝑑t,\displaystyle I_{T}(s,q)=(2\pi q)^{-c}\frac{d(n)}{n^{\frac{1}{2}-s+c}}\int_{-\infty}^{\infty}W\Big{(}\frac{t}{T}\Big{)}\Big{(}\sum_{0\leq m\leq{2c}}a_{m}(s)t^{-m}+E(s,t)\Big{)}|t|^{c-2s-\frac{1}{2}}\exp(i\Phi(t))dt,

where

Φ(t)=tlog(|t|2πeqn),\Phi(t)=-t\log\left(\frac{|t|}{2\pi eqn}\right),

and am(s)a_{m}(s) and E(s,t)E(s,t) are holomorphic functions of s𝒮2s\in\mathcal{S}_{2} such that

am(s)1,E(s,t)|t|2c1a_{m}(s)\ll 1,\ \ \ E(s,t)\ll|t|^{-2c-1}

and

(5.3) a0(s)=(2π)2s1(π2)12eiπ4sgn(t)\displaystyle a_{0}(s)=(2\pi)^{2s-1}(\tfrac{\pi}{2})^{\frac{1}{2}}e^{-i\frac{\pi}{4}\mathrm{sgn}(t)}

and

First, we address the contribution of E(s,t)E(s,t) to I(s,q)I(s,q). This equals

(5.4) n1T1(2πq)cd(n)n12s+cW(tT)E(s,t)|t|c2s12exp(iΦ(t))𝑑t,\displaystyle\sum_{n\geq 1}\sum_{T\geq 1}(2\pi q)^{-c}\frac{d(n)}{n^{\frac{1}{2}-s+c}}\int_{-\infty}^{\infty}W\Big{(}\frac{t}{T}\Big{)}E(s,t)|t|^{c-2s-\frac{1}{2}}\exp(i\Phi(t))dt,

which is bounded for s𝒮2s\in\mathcal{S}_{2} by the absolutely convergent sum

n1T1qcd(n)n12(s)+cTT2c1Tc2(s)12qcn1d(n)n12(s)+cT1Tcqc.\displaystyle\sum_{n\geq 1}\sum_{T\geq 1}q^{-c}\frac{d(n)}{n^{\frac{1}{2}-\Re(s)+c}}T\cdot T^{-2c-1}T^{c-2\Re(s)-\frac{1}{2}}\ll q^{-c}\sum_{n\geq 1}\frac{d(n)}{n^{\frac{1}{2}-\Re(s)+c}}\sum_{T\geq 1}T^{-c}\ll q^{-c}.

Thus (5.4) has analytic continuation to 𝒮2\mathcal{S}_{2} with value at s=0s=0 bounded by O(qc)O(q^{-c}).

It remains to consider

n10m2cT1am(s)IT,m(s,q),\sum_{n\geq 1}\ \sum_{0\leq m\leq 2c}\ \sum_{T\geq 1}a_{m}(s)I_{T,m}(s,q),

where we define

IT,m(s,q)\displaystyle I_{T,m}(s,q) :=(2πq)cd(n)n12s+cW(tT)tm|t|c2s12exp(iΦ(t))𝑑t\displaystyle:=(2\pi q)^{-c}\frac{d(n)}{n^{\frac{1}{2}-s+c}}\int_{-\infty}^{\infty}W\Big{(}\frac{t}{T}\Big{)}t^{-m}|t|^{c-2s-\frac{1}{2}}\exp(i\Phi(t))dt
(5.5) =(2πq)cd(n)n12s+cTW(x)(xT)m|xT|c2s12exp(iΦ(xT))𝑑x.\displaystyle=(2\pi q)^{-c}\frac{d(n)}{n^{\frac{1}{2}-s+c}}T\int_{-\infty}^{\infty}W(x)(xT)^{-m}|xT|^{c-2s-\frac{1}{2}}\exp(i\Phi(xT))dx.

The last equality follows by the substitution x=tTx=\frac{t}{T}. We now assume that W(x)W(x) is supported on the positive real axis because the negative case is treated similarly. Thus W(x)W(x) is supported on (58,32)(\frac{5}{8},\frac{3}{2}).

Case I. T2πqnT\neq 2\pi qn. In this case we have T2πqn2\frac{T}{2\pi qn}\geq 2 or T2πqn12\frac{T}{2\pi qn}\leq\frac{1}{2} by definition (5.2). So

ddxiΦ(xT)=ddx(ixTlog(xT2πeqn))=iTlog(xT2πqn)T\frac{d}{dx}i\Phi(xT)=\frac{d}{dx}\Big{(}-ixT\log\left(\frac{xT}{2\pi eqn}\right)\Big{)}=-iT\log\Big{(}x\frac{T}{2\pi qn}\Big{)}\gg T

for x(58,32)x\in(\frac{5}{8},\frac{3}{2}) and

djdxj(ilog(xT2πqn))=i(j1)!(x)j1 for j1.\frac{d^{j}}{dx^{j}}\Big{(}-i\log\Big{(}x\frac{T}{2\pi qn}\Big{)}\Big{)}=i(j-1)!(-x)^{-j}\asymp 1\ \ \text{ for }j\geq 1.

We can write

W(x)xm+c2s12exp(iΦ(xT))𝑑x=W(x)xm+c2s12iTlog(xT2πqn)iTlog(xT2πqn)exp(iΦ(xT))𝑑x\displaystyle\int_{-\infty}^{\infty}W(x)x^{-m+c-2s-\frac{1}{2}}\exp(i\Phi(xT))dx=\int_{-\infty}^{\infty}W(x)x^{-m+c-2s-\frac{1}{2}}\frac{-iT\log(x\frac{T}{2\pi qn})}{-iT\log(x\frac{T}{2\pi qn})}\exp(i\Phi(xT))dx

and then repeatedly integrate by parts to get

W(x)xm+c2s12exp(iΦ(xT))𝑑x\displaystyle\int_{-\infty}^{\infty}W(x)x^{-m+c-2s-\frac{1}{2}}\exp(i\Phi(xT))dx =1Tddx(W(x)xm+c2s12ilog(xT2πqn))exp(iΦ(xT))𝑑x\displaystyle=\frac{1}{T}\int_{-\infty}^{\infty}\frac{d}{dx}\Big{(}\frac{W(x)x^{-m+c-2s-\frac{1}{2}}}{i\log(x\frac{T}{2\pi qn})}\Big{)}\exp(i\Phi(xT))dx
=1T2ddx(ddx(W(x)xm+c2s12ilog(xT2πqn))ilog(xT2πqn))exp(iΦ(xT))𝑑x,\displaystyle=\frac{1}{T^{2}}\int_{-\infty}^{\infty}\frac{d}{dx}\Bigg{(}\frac{\frac{d}{dx}\Big{(}\frac{W(x)x^{-m+c-2s-\frac{1}{2}}}{i\log(x\frac{T}{2\pi qn})}\Big{)}}{i\log(x\frac{T}{2\pi qn})}\Bigg{)}\exp(i\Phi(xT))dx,

and so on, with each of these successive integrals an entire function of ss. In this way we see that for s𝒮2s\in\mathcal{S}_{2}, we have

IT,m(s,q)kqcTkI_{T,m}(s,q)\ll_{k}q^{-c}T^{-k}

for any k0k\geq 0. This ensures the absolute convergence of the sum

n10m2cT1T2πqnam(s)IT,m(s,q)\displaystyle\sum_{n\geq 1}\ \sum_{0\leq m\leq 2c}\sum_{\begin{subarray}{c}T\geq 1\\ T\neq 2\pi qn\end{subarray}}a_{m}(s)I_{T,m}(s,q)

for s𝒮2s\in\mathcal{S}_{2} and therefore its analytic continuation to 𝒮2\mathcal{S}_{2} with value at s=0s=0 bounded by O(qc)O(q^{-c}).

Case II. T=2πnqT=2\pi nq. By construction (5.2), we are considering the unique function W(t2πnq)W(\frac{t}{2\pi nq}) in this partition which contains a neighborhood of 2πnq2\pi nq in its support. We have, using definition (5.5),

I2πnq,m(s,q)\displaystyle I_{2\pi nq,m}(s,q) =(2πq)cd(n)n12s+c2πnqW(x)(x2πnq)m+c2s12exp(iΦ(x2πnq))𝑑x\displaystyle=(2\pi q)^{-c}\frac{d(n)}{n^{\frac{1}{2}-s+c}}2\pi nq\int_{-\infty}^{\infty}W(x)(x2\pi nq)^{-m+c-2s-\frac{1}{2}}\exp(i\Phi(x2\pi nq))dx
=(2πq)12m2sd(n)ns+mW(x)xm+c2s12exp(iϕ(x))𝑑x,\displaystyle=(2\pi q)^{\frac{1}{2}-m-2s}\frac{d(n)}{n^{s+m}}\int_{-\infty}^{\infty}W(x)x^{-m+c-2s-\frac{1}{2}}\exp(i\phi(x))dx,

where

ϕ(x)=2πnqxlog(xe).\phi(x)=-2\pi nqx\log\Big{(}\frac{x}{e}\Big{)}.

We have

ϕ(x)=2πnqlogx,ϕ(j)(x)=2πnq(j2)!(x)j+1 for j2.\phi^{\prime}(x)=-2\pi nq\log x,\ \ \ \phi^{(j)}(x)=2\pi nq(j-2)!(-x)^{-j+1}\ \text{ for }j\geq 2.

Note that ϕ(1)=0\phi^{\prime}(1)=0 (so that x=1x=1 is a stationary point). Taking a Taylor series expansion about x=1x=1, we get

ϕ(x)=2πnq(1(x1)22+(x1)36)\phi(x)=2\pi nq\Big{(}1-\frac{(x-1)^{2}}{2}+\frac{(x-1)^{3}}{6}-\ldots\Big{)}

for x(58,32)x\in(\frac{5}{8},\frac{3}{2}), so that

exp(iϕ(x))=exp(2πinq((x1)22+(x1)36)).\exp(i\phi(x))=\exp\Big{(}2\pi inq\Big{(}-\frac{(x-1)^{2}}{2}+\frac{(x-1)^{3}}{6}-\ldots\Big{)}\Big{)}.

This uses the nice simplification e2πinq=1e^{2\pi inq}=1.

We will evaluate I2πnq,m(s,q)I_{2\pi nq,m}(s,q) by stationary phase analysis. As is the usual technique, we first isolate x=1x=1 further. Let w(x)w(x) be a smooth function such that

w(x)=1 for 1(nq)512<x<1+(nq)512,\displaystyle w(x)=1\ \ \text{ for }1-(nq)^{-\frac{5}{12}}<x<1+(nq)^{-\frac{5}{12}},
w(x)=0 for x<12(nq)512 or x>1+2(nq)512,\displaystyle w(x)=0\ \ \text{ for }x<1-2(nq)^{-\frac{5}{12}}\ \text{ or }x>1+2(nq)^{-\frac{5}{12}},
w(j)(1)=0 for j1,\displaystyle w^{(j)}(1)=0\ \ \text{ for }j\geq 1,
w(j)(x)j((nq)512)j for j0.\displaystyle w^{(j)}(x)\ll_{j}((nq)^{\frac{5}{12}})^{j}\ \ \text{ for }j\geq 0.

We split up the integral as I2πnq,m(s,q)=I2πnq,mw(s,q)+I2πnq,m1w(s,q)I_{2\pi nq,m}(s,q)=I_{2\pi nq,m}^{w}(s,q)+I_{2\pi nq,m}^{1-w}(s,q), where

I2πnq,mw(s,q):=(2πq)12m2sd(n)ns+mW(x)w(x)xm+c2s12exp(iϕ(x))𝑑x,\displaystyle I_{2\pi nq,m}^{w}(s,q):=(2\pi q)^{\frac{1}{2}-m-2s}\frac{d(n)}{n^{s+m}}\int_{-\infty}^{\infty}W(x)w(x)x^{-m+c-2s-\frac{1}{2}}\exp(i\phi(x))dx,
I2πnq,m1w(s,q):=(2πq)12m2sd(n)ns+mW(x)(1w(x))xm+c2s12exp(iϕ(x))𝑑x.\displaystyle I_{2\pi nq,m}^{1-w}(s,q):=(2\pi q)^{\frac{1}{2}-m-2s}\frac{d(n)}{n^{s+m}}\int_{-\infty}^{\infty}W(x)(1-w(x))x^{-m+c-2s-\frac{1}{2}}\exp(i\phi(x))dx.

Thus the integrand in I2πnq,mw(s,q)I_{2\pi nq,m}^{w}(s,q) is supported very close to x=1x=1 while the integrand in I2πnq,m1w(s,q)I_{2\pi nq,m}^{1-w}(s,q) is supported some distance away from x=1x=1.

Repeatedly integrating by parts in I2πnq,m1w(s,q)I_{2\pi nq,m}^{1-w}(s,q), we get

W(x)(1w(x))(2πx)m+c2s12exp(2πinq((x1)22+(x1)36)dx\displaystyle\int_{-\infty}^{\infty}W(x)(1-w(x))(2\pi x)^{-m+c-2s-\frac{1}{2}}\exp\Big{(}2\pi inq\Big{(}-\frac{(x-1)^{2}}{2}+\frac{(x-1)^{3}}{6}-\ldots\Big{)}dx
=12πinqddx(W(x)(1w(x))(2πx)m+c2s12(x1)+(x1)22)exp(2πinq((x1)22+(x1)36)dx\displaystyle=\frac{1}{2\pi inq}\int_{-\infty}^{\infty}\frac{d}{dx}\Big{(}\frac{W(x)(1-w(x))(2\pi x)^{-m+c-2s-\frac{1}{2}}}{-(x-1)+\frac{(x-1)^{2}}{2}-\ldots}\Big{)}\exp\Big{(}2\pi inq\Big{(}-\frac{(x-1)^{2}}{2}+\frac{(x-1)^{3}}{6}-\ldots\Big{)}dx
=1(2πinq)2ddx(ddx(W(x)(1w(x))(2πx)m+c2s12(x1)+(x1)22(x1)+(x1)22)exp(2πinq((x1)22+(x1)36)dx,\displaystyle=\frac{1}{(2\pi inq)^{2}}\int_{-\infty}^{\infty}\frac{d}{dx}\Bigg{(}\frac{\frac{d}{dx}\Big{(}\frac{W(x)(1-w(x))(2\pi x)^{-m+c-2s-\frac{1}{2}}}{-(x-1)+\frac{(x-1)^{2}}{2}-\ldots}}{{-(x-1)+\frac{(x-1)^{2}}{2}-\ldots}}\Bigg{)}\exp\Big{(}2\pi inq\Big{(}-\frac{(x-1)^{2}}{2}+\frac{(x-1)^{3}}{6}-\ldots\Big{)}dx,

and so on, with each of these successive integrals an entire function of ss. Since (nq)512|x1|12(nq)^{-\frac{5}{12}}\ll|x-1|\leq\frac{1}{2} in the support of W(x)(1w(x))W(x)(1-w(x)), and w(j)(x)j(nq)512jw^{(j)}(x)\ll_{j}(nq)^{\frac{5}{12}j} for j0j\geq 0, we see that for s𝒮2s\in\mathcal{S}_{2}, after integrating by parts k0k\geq 0 times we have

n10m2cam(s)I2πnq,m1w(s,q)kn10m2cq12m2(s)d(n)n(s)+m((nq)56nq)kq7c6+1,\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}a_{m}(s)I_{2\pi nq,m}^{1-w}(s,q)\ll_{k}\sum_{n\geq 1}\ \sum_{0\leq m\leq 2c}q^{\frac{1}{2}-m-2\Re(s)}\frac{d(n)}{n^{\Re(s)+m}}\Big{(}\frac{(nq)^{\frac{5}{6}}}{nq}\Big{)}^{k}\ll q^{-\frac{7c}{6}+1},

where the last bound follows by taking k=7ck=7c. This ensures the absolute convergence of the sum above and therefore its analytic continuation to 𝒮2\mathcal{S}_{2} with value at s=0s=0 bounded by O(qc)O(q^{-c}).

It remains to consider I2πnq,mw(s)I_{2\pi nq,m}^{w}(s), which we write as

(5.6) I2πnq,mw(s,q)=(2πq)12m2sd(n)ns+mh(s,x)exp(iπnq(x1)2)𝑑x,\displaystyle I_{2\pi nq,m}^{w}(s,q)=(2\pi q)^{\frac{1}{2}-m-2s}\frac{d(n)}{n^{s+m}}\int_{-\infty}^{\infty}h(s,x)\exp(-i\pi nq(x-1)^{2})dx,

where

(5.7) h(s,x)=W(x)w(x)xm+c2s12ei2πnq((x1)33).\displaystyle h(s,x)=W(x)w(x)x^{-m+c-2s-\frac{1}{2}}e^{i2\pi nq(\frac{(x-1)^{3}}{3}-\ldots)}.

Let

h^(s,y)=h(s,x)e2πiyx𝑑x\hat{h}(s,y)=\int_{-\infty}^{\infty}h(s,x)e^{-2\pi iyx}dx

denote the Fourier transform of hh. Integrating by parts k0k\geq 0 times, we have for s𝒮2s\in\mathcal{S}_{2} and |y|>1|y|>1,

(5.8) h^(s,y)=h^k(s,y):=(kxkh(s,x))e2πiyx(2πiy)k𝑑xk((nq)512|y|)k.\displaystyle\hat{h}(s,y)=\hat{h}_{k}(s,y):=\int_{-\infty}^{\infty}\Big{(}\frac{\partial^{k}}{\partial x^{k}}h(s,x)\Big{)}\frac{e^{-2\pi iyx}}{(2\pi iy)^{k}}dx\ll_{k}\Big{(}\frac{(nq)^{\frac{5}{12}}}{|y|}\Big{)}^{k}.

This uses w(j)(x)j(nq)512jw^{(j)}(x)\ll_{j}(nq)^{\frac{5}{12}j} for j0j\geq 0 and nq|x1|2(nq)512nq|x-1|^{2}\ll(nq)^{\frac{5}{12}} in the support of w(x)w(x). For |y|1|y|\leq 1, we have the trivial bound h^(s,y)1\hat{h}(s,y)\ll 1. Also note that h^(s,y)\hat{h}(s,y) (for |y|1|y|\leq 1) and h^k(s,y)\hat{h}_{k}(s,y) (for |y|>1|y|>1) are entire functions of ss. By Fourier inversion, we have

h(x)eiπnq(x1)2𝑑x\displaystyle\int_{-\infty}^{\infty}h(x)e^{-i\pi nq(x-1)^{2}}dx =limαααh(x)eiπnq(x1)2𝑑x\displaystyle=\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}h(x)e^{-i\pi nq(x-1)^{2}}dx
=limααα(h^(s,y)e2πixy𝑑y)eiπnq(x1)2𝑑x\displaystyle=\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\Big{(}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi ixy}dy\Big{)}e^{-i\pi nq(x-1)^{2}}dx
=limααα(ααh^(s,y)e2πixy𝑑y)eiπnq(x1)2𝑑x,\displaystyle=\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\Big{(}\int_{-\alpha}^{\alpha}\hat{h}(s,y)e^{2\pi ixy}dy\Big{)}e^{-i\pi nq(x-1)^{2}}dx,

where the last line uses the upper bound for h^(s,y)\hat{h}(s,y) given in (5.8). We can exchange the order of integration to get

limαααh^(s,y)ααe2πiyxeiπnq(x1)2𝑑x𝑑y=limαααh^(s,y)e2πiyxeiπnq(x1)2𝑑x𝑑y,\displaystyle\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\hat{h}(s,y)\int_{-\alpha}^{\alpha}e^{2\pi iyx}e^{-i\pi nq(x-1)^{2}}dx\ dy=\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\hat{h}(s,y)\int_{-\infty}^{\infty}e^{2\pi iyx}e^{-i\pi nq(x-1)^{2}}dx\ dy,

where inner integral was extended to infinity because for |y|α|y|\leq\alpha,

α\displaystyle\int_{\alpha}^{\infty} e2πiyxiπnq(x1)2dx=limβe2πiy+iπy2nqαβeiπnq(x1ynq)2𝑑x\displaystyle e^{2\pi iyx-i\pi nq(x-1)^{2}}dx=\lim_{\beta\to\infty}e^{2\pi iy+i\pi\frac{y^{2}}{nq}}\int_{\alpha}^{\beta}e^{-i\pi nq(x-1-\frac{y}{nq})^{2}}dx

by completing the square, and this equals

limβe2πiy+iπy2nq(eiπnq(x1ynq)22iπnq(x1ynq)|x=αx=βαβeiπnq(x1ynq)22iπnq(x1ynq)2𝑑x)α1\displaystyle\lim_{\beta\to\infty}e^{2\pi iy+i\pi\frac{y^{2}}{nq}}\Bigg{(}\frac{e^{-i\pi nq(x-1-\frac{y}{nq})^{2}}}{-2i\pi nq(x-1-\frac{y}{nq})}\Bigg{|}_{x=\alpha}^{x=\beta}-\int_{\alpha}^{\beta}\frac{e^{-i\pi nq(x-1-\frac{y}{nq})^{2}}}{2i\pi nq(x-1-\frac{y}{nq})^{2}}dx\Bigg{)}\ll\alpha^{-1}

by integrating by parts. Now,

limαααh^(s,y)e2πiyxeiπnq(x1)2𝑑x𝑑y\displaystyle\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\hat{h}(s,y)\int_{-\infty}^{\infty}e^{2\pi iyx}e^{-i\pi nq(x-1)^{2}}dx\ dy =limαααh^(s,y)eiπ(2y+y2nq14)nq𝑑y\displaystyle=\lim_{\alpha\to\infty}\int_{-\alpha}^{\alpha}\hat{h}(s,y)\frac{e^{i\pi(2y+\frac{y^{2}}{nq}-\frac{1}{4})}}{\sqrt{nq}}\ dy
=eiπ4nqh^(s,y)e2πyieiπy2nq𝑑y.\displaystyle=\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi yi}e^{i\pi\frac{y^{2}}{nq}}\ dy.

by evaluating the Gaussian xx-integral using [2, equations 17.23.16, 17.23.17] and then extending the yy-integral to infinity using (5.8). Writing

E(y)=j=06c1j!(iπy2nq)j,E(y)=\sum_{j=0}^{6c}\frac{1}{j!}\Big{(}\frac{i\pi y^{2}}{nq}\Big{)}^{j},

we have

(5.9) eiπ4nqh^(s,y)e2πyieiπy2nq𝑑y=eiπ4nqh^(s,y)e2πyiE(y)𝑑y+eiπ4nq11h^(s,y)e2πyi(eiπy2nqE(y))𝑑y+eiπ4nq|y|>1h^k(s,y)e2πyi(eiπy2nqE(y))𝑑y,\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi yi}e^{i\pi\frac{y^{2}}{nq}}\ dy=\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi yi}E(y)dy\\ +\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{-1}^{1}\hat{h}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}dy+\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{|y|>1}\hat{h}_{k}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}\ dy,

where we used (5.8) for the last integral. All the integrals on the right hand side of (5.9) are absolutely convergent, so they are entire functions of ss. For the second and third integrals, by Taylor’s theorem applied to the function eixe^{ix}, we have the following bounds for s𝒮2s\in\mathcal{S}_{2}:

(5.10) eiπ4nq11h^(s,y)e2πyi(eiπy2nqE(y))𝑑y1nq(1nq)6c+1(1nq)6c+32,\displaystyle\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{-1}^{1}\hat{h}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}dy\ll\frac{1}{\sqrt{nq}}\Big{(}\frac{1}{nq}\Big{)}^{6c+1}\ll\Big{(}\frac{1}{nq}\Big{)}^{6c+\frac{3}{2}},
eiπ4nq|y|>1h^k(s,y)e2πyi(eiπy2nqE(y))𝑑y1nq|y|>1((nq)512|y|)12c+4(|y|2nq)6c+1𝑑y(1nq)c+16,\displaystyle\frac{e^{-\frac{i\pi}{4}}}{\sqrt{nq}}\int_{|y|>1}\hat{h}_{k}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}\ dy\ll\frac{1}{\sqrt{nq}}\int_{|y|>1}\Big{(}\frac{(nq)^{\frac{5}{12}}}{|y|}\Big{)}^{12c+4}\Big{(}\frac{|y|^{2}}{nq}\Big{)}^{6c+1}dy\ll\Big{(}\frac{1}{nq}\Big{)}^{c+\frac{1}{6}},

where we used (5.8) with k=12c+4k=12c+4. Plugging back (5.9) into (5.6), we get that

(5.11) n10m2cam(s)I2πnq,mw(s)\displaystyle\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}a_{m}(s)I_{2\pi nq,m}^{w}(s)
=n10m2cam(s)2πeiπ4(2πq)m2sd(n)n12+s+mh^(s,y)e2πyiE(y)𝑑y\displaystyle=\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}a_{m}(s)\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}\frac{d(n)}{n^{\frac{1}{2}+s+m}}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi yi}E(y)dy
+n10m2cam(s)2πeiπ4(2πq)m2sd(n)n12+s+m11h^(s,y)e2πyi(eiπy2nqE(y))𝑑y\displaystyle+\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}a_{m}(s)\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}\frac{d(n)}{n^{\frac{1}{2}+s+m}}\int_{-1}^{1}\hat{h}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}dy
+n10m2cam(s)2πeiπ4(2πq)m2sd(n)n12+s+m|y|>1h^(s,y)e2πyi(eiπy2nqE(y))𝑑y.\displaystyle+\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}a_{m}(s)\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}\frac{d(n)}{n^{\frac{1}{2}+s+m}}\int_{|y|>1}\hat{h}(s,y)e^{2\pi yi}\Big{(}e^{i\pi\frac{y^{2}}{nq}}-E(y)\Big{)}\ dy.

In light of the bounds (5.10), the second and third sums on the right hand side of (5.11) analytically continue to 𝒮2\mathcal{S}_{2}, with value at s=0s=0 being bounded by O(qc+1)O(q^{-c+1}).

It remains to obtain the meromorphic continuation from 𝒮1\mathcal{S}_{1} to 𝒮2\mathcal{S}_{2} of

(5.12) n10m2c0j6cam(s)I2πnq,m,jw(s,q),\displaystyle\sum_{\begin{subarray}{c}n\geq 1\end{subarray}}\ \sum_{0\leq m\leq 2c}\ \sum_{0\leq j\leq 6c}a_{m}(s)I_{2\pi nq,m,j}^{w}(s,q),

where

I2πnq,m,jw(s,q):=\displaystyle I_{2\pi nq,m,j}^{w}(s,q):= 2πeiπ4(2πq)m2sd(n)n12+s+mh^(s,y)e2πiy1j!(iπy2nq)j𝑑y.\displaystyle\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}\frac{d(n)}{n^{\frac{1}{2}+s+m}}\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi iy}\frac{1}{j!}\Big{(}\frac{i\pi y^{2}}{nq}\Big{)}^{j}dy.

By Fourier inversion, we have

h^(s,y)e2πiyy2j𝑑y=1(2πi)2j2jx2jh(s,x)|x=1.\int_{-\infty}^{\infty}\hat{h}(s,y)e^{2\pi iy}y^{2j}dy=\frac{1}{(2\pi i)^{2j}}\frac{\partial^{2j}}{\partial x^{2j}}h(s,x)\bigg{|}_{x=1}.

Thus keeping in mind definition (5.7), we have

I2πnq,m,jw(s,q)=2πeiπ4(2πq)m2sd(n)n12+s+mPm,j(s,1nq),I_{2\pi nq,m,j}^{w}(s,q)=\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}\frac{d(n)}{n^{\frac{1}{2}+s+m}}P_{m,j}\Big{(}s,\frac{1}{nq}\Big{)},

where Pm,j(s,1nq)P_{m,j}(s,\frac{1}{nq}) is entire in ss and polynomial in 1nq\frac{1}{nq}, and the degree of this polynomial is >1>1 for j>0j>0. For j=0j=0, we note that Pm,0(s,1nq)=h(s,1)=1P_{m,0}(s,\frac{1}{nq})=h(s,1)=1. Summing over nn, we get that (5.12) equals

0m2c0j6cam(s)2πeiπ4(2πq)m2sPm,j(s,1nq)ζ2(12+s+m).\sum_{0\leq m\leq 2c}\ \sum_{0\leq j\leq 6c}a_{m}(s)\sqrt{2\pi}e^{-\frac{i\pi}{4}}(2\pi q)^{-m-2s}P_{m,j}(s,\tfrac{1}{nq})\zeta^{2}(\tfrac{1}{2}+s+m).

This expression continues to a meromorphic function on 𝒮2\mathcal{S}_{2} (because the Riemann Zeta function does) and we have that its value at s=0s=0 equals, using (5.3),

(5.13) a0(0)2πeiπ4ζ2(12)+n=1Nrnqn+ON(qN1)=i2ζ2(12)+n=1Nrnqn+ON(qN1),\displaystyle a_{0}(0)\sqrt{2\pi}e^{-\frac{i\pi}{4}}\zeta^{2}(\tfrac{1}{2})+\sum_{n=1}^{N}r_{n}^{\prime}q^{-n}+O_{N}(q^{-N-1})=\frac{-i}{2}\zeta^{2}(\tfrac{1}{2})+\sum_{n=1}^{N}r_{n}^{\prime}q^{-n}+O_{N}(q^{-N-1}),

for some constants rnr_{n}^{\prime} and any N1N\geq 1, by taking cc large enough.

Recall that for this calculation, we have been assuming that W(x)W(x) is supported on the positive real axis. In the case that the support of W(x)W(x) is on the negative real axis, there is a stationary point at x=1x=-1, and we instead obtain the expression

(5.14) i2ζ2(12)+n=1Nrn′′qn+ON(qN1)\displaystyle\frac{i}{2}\zeta^{2}(\tfrac{1}{2})+\sum_{n=1}^{N}r_{n}^{\prime\prime}q^{-n}+O_{N}(q^{-N-1})

for some constants rn′′r_{n}^{\prime\prime}. Adding together (5.13) and (5.14), we get (5.1). ∎

The sum over the odd characters. The treatment of the integral

(5.15) 12πi(c)Γ(w)sin(πw2)(q2π)wζ2(12+s+w)𝑑w,\displaystyle\frac{1}{2\pi i}\int_{(-c)}\Gamma(w)\sin\left(\tfrac{\pi w}{2}\right)\left(\frac{q}{2\pi}\right)^{w}\zeta^{2}(\tfrac{1}{2}+s+w)dw,

required to obtain (1.3), follows similar calculations, but we highlight some important differences with the treatment of the integral I(s,q)I(s,q). Instead of (3.11), we have

sin(π2(z+it))\displaystyle\sin(\tfrac{\pi}{2}(z+it)) =12i(ei(π2(z+it))ei(π2(z+it)))=isgn(t)12eizπ2sgn(t)+π2|t|(1eizπsgn(t)π|t|).\displaystyle=\tfrac{1}{2i}\big{(}e^{i(\frac{\pi}{2}(z+it))}-e^{-i(\frac{\pi}{2}(z+it))}\big{)}=i\mathrm{sgn}(t)\tfrac{1}{2}e^{-iz\tfrac{\pi}{2}\mathrm{sgn}(t)+\tfrac{\pi}{2}|t|}\big{(}1-e^{iz\pi\mathrm{sgn}(t)-\pi|t|}\big{)}.

Thus the leading terms in Stirling’s estimates for Γ(w)sin(πw2)\Gamma(w)\sin\left(\tfrac{\pi w}{2}\right) and Γ(w)cos(πw2)\Gamma(w)\cos\left(\tfrac{\pi w}{2}\right) differ only by a factor of isgn(t)i\mathrm{sgn}(t), and this extra factor is carried through the entire calculation. In the end we get that the value at s=0s=0 of the leading term in the meromorphic continuation of the integral (5.15) equals

(5.16) ii2ζ2(12)+(i)i2ζ2(12)=ζ2(12),\displaystyle i\cdot\frac{-i}{2}\zeta^{2}(\tfrac{1}{2})+(-i)\cdot\frac{i}{2}\zeta^{2}(\tfrac{1}{2})=\zeta^{2}(\tfrac{1}{2}),

which accounts for the main term q12ζ2(12)q^{\frac{1}{2}}\zeta^{2}(\tfrac{1}{2}) in (1.3). We give a few words of explanation for (5.16). In the first term of (5.16), the factor i2ζ2(12)\frac{-i}{2}\zeta^{2}(\tfrac{1}{2}) corresponds to (5.13), which arises from the stationary point at t=2πnqt=2\pi nq, and hence this term is also multiplied by the factor isgn(t)=ii\mathrm{sgn}(t)=i. In the second term of (5.16), the factor i2ζ2(12)\frac{i}{2}\zeta^{2}(\tfrac{1}{2}) corresponds to (5.14), which arises from the stationary point at t=2πnqt=-2\pi nq, and hence this term is also multiplied by the factor isgn(t)=ii\mathrm{sgn}(t)=-i.

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