The mean square of the error term in the prime number theorem
Abstract
We show that, on the Riemann hypothesis, , where This proves (and improves on) a claim by Pintz from 1982. We also show unconditionally that for sufficiently large , and that the has no limit as .
1 Introduction
Let where is the von Mangoldt function. By the prime number theorem we have . Littlewood (see [7, Thm. 15.11]) showed that as . In view of Littlewood’s result, it is of interest that, assuming the Riemann hypothesis (RH), the mean square of is bounded. Under RH we have
(1) |
Note that using the first bound in (1) does not yield the second bound. Define
(2) |
Unconditionally, it is known that . Indeed Popov and Stechkin [12, Thms. 6–7] showed that
(3) |
where is sufficiently large. On using Cauchy–Schwarz, this shows that .
Pintz wrote a series of papers giving bounds on the constant in (3): [8] has an ineffective constant, [10, Cor. 1] has and [9, Cor. 1] has . Under RH, Cramér [3] proved that for sufficiently large . Pintz [10, 9] claims that one may take for all sufficiently large. We are unaware of a proof of this, or of any similar results in the literature.
It follows from the above discussion that there exist positive constants and for which , for sufficiently large . Actually the upper bound is conditional on RH whereas the lower bound is unconditional. The purpose of this article is give what we believe to be the best known bounds on and .
Theorem 1.
Assume the Riemann hypothesis and let be defined in . Then, for sufficiently large we have .
Presumably, both bounds in Theorem 1 could be improved. We computed for at every integer and include two plots showing its short term behaviour as Figures 1 and 2.
We are not aware of any conjectured results on the limiting behaviour of , and so prove the following.
Theorem 2.
With defined by , we have that does not exist.
If RH is false, then is unbounded. Hence, we assume RH except where noted (e.g. RH is not necessary in §2). Let
(4) |
where denotes a nontrivial zero of . Following along the lines of [7, Thm. 13.5], one can show that
Corollary 2 shows that . This proves the upper bound in Theorem 1, which proves Pintz’s claim and provides a significant improvement.
In §2 we give some variations on a well-known lemma of Lehman that is useful for estimating bounds on sums over nontrivial zeros of . We then give several such bounds that are used in the proof of Theorem 3. In §3 we prove Theorem 3, which bounds the tail of the sum in (4), and in Corollary 2 we deduce bounds on . In §4 we prove the lower bound in Theorem 1. Finally, in §5 we prove Theorem 2.
Throughout this paper we write to denote a complex number with modulus at most unity. Also, expressions such as should be interpreted as , and as . The symbols denote the ordinates of generic nontrivial zeros of . If we wish to refer to the -th such we denote it by . For example, . Finally, we define and .
2 Preliminary results
The results in this section are unconditional.
We state a well-known result due to Backlund [1], with the constants improved by several authors, most recently by Trudgian [14, Thm. 1, Cor. 1], and Platt and Trudgian [11, Cor. 1].
Lemma 1 (Backlund–Platt–Trudgian).
For all ,
where
On RH we have , see [7, Cor. 14.4], but we do not use this result.
Corollary 1.
For all ,
Proof.
By Lemma 1, the result holds for all . For , it has been verified by an interval-arithmetic computation, using the nontrivial zeros of with . ∎
We state a lemma of Lehman [6, Lem. 1]. We have generalised Lehman’s wording, but the original proof still applies.
Lemma 2 (Lehman-decreasing).
If and is monotone non-increasing on , then
In Lemma 2, we can let if the first integral converges. Lemma 2 does not apply if is increasing. In this case, Lemma 3 provides an alternative.
Lemma 3 (Lehman-increasing).
If and is monotone non-decreasing on , then
Proof.
We follow the proof of [6, Lem. 1] with appropriate modifications. ∎
We need to apply a Lehman-like lemma to a function which decreases and then increases. Hence we state the following lemma.
Lemma 4 (Lehman-unimodal).
Suppose that , and that . If there exists such that is non-increasing on and non-decreasing on , then
We need some elementary integrals. For , let
Then and satisfies the recurrence for . Thus , , , etc.
We also need
(5) |
and
(6) |
which may be found in a similar fashion to and respectively.
Lemma 5.
If , then
Proof.
We apply Lemma 2 with , , and let the upper limit . Using the integral above, this gives
where the final inequality uses and . ∎
Lemma 6.
If , then
Proof.
Lemma 7.
If , then
Proof.
The following lemma improves on the upper bound of [4, Lem. 2.10].
Lemma 8.
If , then
(7) |
Proof.
3 Bounding the tail in the series for
We are now ready to bound the tail of the series (4). Our main result is stated in Theorem 3. Bounds on are deduced in Corollary 2.
Theorem 3.
Assume RH. If , , and is defined by , then
Proof.
Initially, we ignore the numerators in (4), since they are easily bounded. Define
(9) |
and , with . We refer to as the tail of the series with parameter . Thus, the tail is the sum of terms with . Comparing with (4), and using , we see that the error caused by summing (4) with is at most .
We consider bounding sums of the tail terms. By using the symmetry , i.e. complex conjugation, we can assume that (but we must multiply the resulting bound by ). We can also use the symmetry if , and if , to reduce to the case that (again doubling the resulting bound). Terms on the diagonal and anti-diagonal are given double the necessary weight, but this does not affect the validity of the bound.
For each , possible satisfy . Since is the ordinate of a nontrivial zero of , it is never zero, in fact .
We now bound the terms and various sums. Our strategy is to fix and sum over all possible , then allow to vary and sum over all . Since and , we actually bound
which is only slightly larger, since .
It is useful to define . We assume that . Since we eventually sum over , we also assume that .
First suppose that is positive. In this case, we have and . Thus the terms are bounded by , where, writing ,
Note that is positive, decreasing on the interval , increasing on the interval , and constant on the interval . Thus, for summing over , Lemma 4 applies with , , and .
To apply Lemma 4, we need to bound (the main term), and also the error terms and (). We consider these in turn.
First consider the main term:
Since , we have to treat separately. We have
and thus
Hence, we have shown that
(10) |
We now consider the case that is negative, whence . We could use Lemma 2, but we adopt a simpler approach that gives the same leading term.444This is not surprising, since we use Lemma 8, whose proof depends on Lemma 2.
Assuming that , we have , and the terms are bounded by
Summing over satisfying , using Lemma 8, gives the bound
(11) |
(13) |
It is possible to avoid the use of Lemma 4 in the proof of Theorem 3, by summing the tail terms in a different order, so that the terms in the inner sums are monotonic decreasing and Lemma 2 applies. However, the resulting integrals are more difficult to bound than those occurring in our proof of Theorem 3. Both methods give the same leading term.
Corollary 2.
With the notation of Theorem 3, .
Proof.
The bounds on follow from Theorem 3 by taking and evaluating the finite double sum, which requires the first nontrivial zeros of . The evaluation, using interval arithmetic, shows that the finite sum is in the interval , so the lower bound stated in the corollary is correct. The tail bound (14) is , and . This proves the stated upper bound. ∎
Remark 2.
Since the proof of Corollary 2 uses , but Theorem 3 and Lemma 7 assume only that , it is natural to ask if the bounds can be improved if we assume that is sufficiently large. This is indeed the case. For , the bound (13) can be improved to , and it follows that the upper bound in Corollary 2 can be improved to . The coefficient of in the bound (13) can be replaced by , and a bound on the term shows that for . The coefficient of is, however, the best that can be attained by our method.
4 Lower bound on
Stechkin and Popov [12, Thm. 7] showed that, if RH were false, then . Given this, we may as well assume RH in this section. Stechkin and Popov [12, Thm. 6] showed that we have for large enough
(15) |
which by Cauchy–Schwarz leads immediately to . The bound in (15) follows from showing under the same assumptions that
(16) |
where, throughout this section only, for we define (resp. ) to be the ordinate of the th non-trivial zero of , above (resp. below) the real axis. We interpret the sum in (16), which is not absolutely convergent, as
The key result we need is the following.
Lemma 9.
Let be such that and
exists and is finite. Additionally, assume that
exists and is supported on . Then we have
Proof.
This follows from displays (15.4) to (17.4) of [12, Sec. 4]. ∎
Lemma 10.
Let and . Define
and
Then and is supported on . Furthermore, for real , attains its maximum of at .
We note that Stechkin and Popov used the fourth power of the sinc function in place of our cube. Almost certainly better choices of the function are possible: we leave this to future researchers, in the hope that they can thereby improve the lower bound in Theorem 1.
Lemma 11.
Corollary 3.
Let be as in Lemma 11, with and . Then
We can now compute the contribution to from the nontrivial zeros with imaginary part less than , using . We find
so we have
5 Non-convergence of
Our aim now is to show that does not tend to a limit as . It is more convenient to work with
(17) |
and deduce results for . In Theorems 4 and 5 we show that there exist effectively computable constants and , satisfying , such that
Hence cannot tend to a limit as . In Theorem 2 we deduce that cannot tend to a limit .
5.1 Some constants
In sums over zeros, each zero is counted according to its multiplicity . More precisely, a term involving is given a weight . In double sums, a term involving and is given a weight .
5.2 The limsup result
Proof.
Fix some small . We can assume RH, since otherwise is unbounded. Proceeding as in the proof of [7, Thm. 13.5], but with the integral over instead of , and using the Cauchy–Schwartz inequality for the error term, we obtain
provided . We also have, from [7, Thm. 13.5],
Thus
Now, from [7, (13.16)],
.
Thus, if we exchange the order of integration and summation (valid
since the sum is finite), and normalise by , we obtain
Choosing , and assuming that so , the error term becomes . Now, choosing , the error term is . To summarise, we obtain error provided that and , where .
We shall need another parameter . Note that, by the conditions on and , we necessarily have for , since .
It remains to consider the main sum over pairs of zeros with . Observe that the sum is real, as we can see by grouping the term for with the conjugate term for . Using Dirichlet’s theorem [13, §8.2], we can find some , such that for all zeros with , where is as above.555Here denotes the fractional part of . Set . Then, for all the occurring in the main sum with , we have . Hence, for this choice of , we have
where
is the tail of an absolutely convergent double sum, see (9) and [7, p. 424]. Thus, with our choice , we have .
Recalling the definition of the constant in (19), we have shown that, for any sufficiently small , there exists such that
(21) |
Since can be arbitrarily small, this proves the result. ∎
5.3 A lower bound on
The constants and are of little interest, so far as the theory of goes, if RH is false. Hence, we assume RH. In Corollary 5 we show that . Although computations of suggest this, they do not provide a proof unless they come with a (possibly one-sided) error bound. Here we show how rigorous lower bounds on can be computed. This provides a way of proving rigorously, without extensive computation, that .
First we extract the real part of the expression (19). This leads to sharper bounds on the terms than if we included the imaginary parts, which must ultimately cancel.
Lemma 12.
Proof.
We expand (19), using (this is where RH is required), omit the imaginary parts since the final result is real, and use symmetry to reduce to the case (so in the resulting sum, is positive but may have either sign). ∎
Lemma 13.
If is as in (22), and , then .
Proof.
Since the denominator of is positive, it is sufficient to consider the numerator, which we write as , where
Let , so . Now vanishes at , and is negative iff . Thus is positive for . Taking proves the lemma. ∎
Define
Then . Clearly is constant between ordinates of nontrivial zeros of , and has jumps
at positive ordinates of zeros of . We shall show that all these jumps are positive, so is monotonic non-decreasing, and for all . This allows us to prove that by computing for sufficiently large (see Corollary 5).
If is the ordinate of a simple zero666For simplicity we assume here that all zeros of are simple, but one can modify the proofs in an obvious way to account for multiple zeros, if they exist. of , then
(23) |
This may be seen by drawing a rectangle with vertices at , , , , following the north, east and south edges, and using the symmetry .
To show that , we split the last sum in (23) into three pieces, , , and . This gives
By Lemma 13, the sum with consists only of positive terms, so
(24) |
We now show that the diagonal term in (24) is positive, and sufficiently large to dominate the anti-diagonal term and the sums over and .
Lemma 14 (diagonal term).
We have
Proof.
Since is the ordinate of a nontrivial zero of , we have . Thus, using (22), we have ∎
Lemma 15 (anti-diagonal term and interval ).
If is as in (20), then
Proof.
Write (22) as , where the numerator is
(25) |
and the denominator is
(26) |
Thus, , where . Now for . Thus , and .
For the denominator, we have , so . Combining the inequalities for and gives
Now, summing over , and recalling the definition of in (20), gives the result. ∎
Lemma 16 (interval ).
We have
Proof.
Lemma 17.
is monotonic non-decreasing for , with jumps of at least at ordinates of .
Proof.
Corollary 4.
Assume RH. For all , we have .
Proof.
This follows as is monotonic non-decreasing with limit , and has positive jumps at arbitrarily large . ∎
Corollary 5.
Assume RH. Then .
Proof.
Take in Corollary 4. Computing , which involves a double sum over first nontrivial zeros in the upper half-plane, gives a lower bound . Since , the result follows. ∎
Remark 4.
RH is probably not necessary for Corollary 5. Any exceptional zeros off the critical line must have large height, and consequently they would make little difference to the numerical values of and .
5.4 Non-existence of a limit
First we prove a result analogous to Theorem 4, but with replaced by . Then we deduce that neither nor has a limit as .
Proof.
Define
Here the asymptotic result is given in [7, Ex. 13.1.1.3], which follows from [7, Thm. 13.6] after a change of variables . Using integration by parts, we obtain
Now , so
Dividing by gives
(27) |
Now, if for some positive and all sufficiently large , we get a contradiction to (27). Thus, letting , we obtain the result. ∎
Corollary 6.
With as in (17), does not exist.
Proof.
We conclude by showing the non-existence of , thereby proving Theorem 2. Suppose, on the contrary, that the limit exists. Now, from the definitions (2) and (17), we have
and the series converge since the -th terms are . Hence there exists , but this contradicts Corollary 6. Thus, our original assumption is false, and the result follows.
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