We study the asymptotic behaviour of the mean square of long truncations of the Dirichlet series for ( ζ ′ / ζ ) k (\zeta'/\zeta)^k ( ζ ′ / ζ ) k on the critical line; we establish the connection between this problem and the short-interval variance of the convoluted von Mangoldt function Λ ∗ k \Lambda^{*k} Λ ∗ k in short intervals and in arithmetic progressions. Under a shifted moments conjecture and the Riemann Hypothesis (RH), we prove that the short-interval variance leading coefficient is the derivative of the mean-square leading coefficient. A unitary trace-sum average governs the variance of sums of Λ ∗ k \Lambda^{*k} Λ ∗ k over monic polynomials in F q [ T ] \mathbb{F}_q[T] F q [ T ] ; we denote its leading coefficient by δ k ( c ) \delta_k(c) δ k ( c ) , where the total trace degree and matrix size grow with a fixed ratio c c c . Under a weaker shifted moments conjecture and RH, we recover this δ k ( c ) \delta_k(c) δ k ( c ) as the leading coefficient of the variance of short-interval sums of Λ ∗ k \Lambda^{*k} Λ ∗ k over the integers. It is the counterpart of γ k ( c ) \gamma_k(c) γ k ( c ) , the piecewise polynomial from the variance of divisor sums, with the Dirichlet coefficients of ζ ( s ) k \zeta(s)^k ζ ( s ) k replaced by those of ( − ζ ′ / ζ ) k (-\zeta'/\zeta)^k ( − ζ ′ / ζ ) k .
Introduction
This paper belongs to a series of works relating almost-prime statistics to moments of logarithmic derivatives of ζ ( s ) \zeta(s) ζ ( s ) , motivated by function-field analogues that we have analysed using random matrix theory. The asymptotics for the unitary trace-sum average governing the function-field short-interval variance of sums of Λ ∗ k \Lambda^{*k} Λ ∗ k [24 ] were studied in [20 ] , while here we recover the predicted leading coefficients for long Dirichlet polynomial mean squares and almost-prime variances over the integers, under shifted moment conjectures and RH. Forthcoming work [2 ] examines the exact finite-N N N moments generating these trace-sum averages through their swap contributions and their Painlevé τ \tau τ -function representations, refining conjectures for shifted moments of ζ ′ / ζ \zeta'/\zeta ζ ′ / ζ and almost-prime variances in short intervals and arithmetic progressions.
Averages of long polynomials
The moments of the Riemann zeta function ζ ( s ) \zeta(s) ζ ( s ) and its derivatives evaluated on the critical line offer insight into large values of ζ ( s ) \zeta(s) ζ ( s ) , its zero statistics, and even the distribution of primes. In particular, we focus on the logarithmic derivative
ζ ′ ζ ( s ) = − ∑ n = 1 ∞ Λ ( n ) n s , ℜ s > 1. (1) \frac{\zeta'}{\zeta}(s)=-\sum_{n=1}^{\infty}\frac{\Lambda(n)}{n^s},\qquad\Re s>1. \tag*{(1)} ζ ζ ′ ( s ) = − n = 1 ∑ ∞ n s Λ ( n ) , ℜ s > 1. (1)
Here, Λ ( n ) \Lambda(n) Λ ( n ) is the von Mangoldt function defined as
Λ ( n ) : = { log p ∃ m ∈ N , p ∈ P : n = p m 0 otherwise. (2) \Lambda(n):=
\begin{cases}
\log p & \exists m\in\mathbb{N},\ p\in\mathbb{P}: n=p^m\\
0 & \text{otherwise.}
\end{cases} \tag*{(2)} Λ ( n ) := { log p 0 ∃ m ∈ N , p ∈ P : n = p m otherwise. (2)
This may be interpreted as a weighted counting function for prime powers. As the meromorphic continuation of ζ ′ / ζ ( s ) \zeta'/\zeta(s) ζ ′ / ζ ( s ) has simple poles at the zeros of ζ ( s ) \zeta(s) ζ ( s ) , the moments are evaluated to the right of the critical line along which the non-trivial zeros lie under RH. For a fixed a > 0 a>0 a > 0 , Conjecture 2 in [1 ] implies there exists a function c k : R + → R c_k:\mathbb{R}_{+}\to\mathbb{R} c k : R + → R such that
( 2 a ) 2 k − 1 T ∫ 0 T ∣ ζ ′ ζ ( 1 2 + a log T + i t ) ∣ 2 k d t ∼ c k ( a ) ( log T ) 2 k , k ∈ N , a > 0 , (3) \frac{(2a)^{2k-1}}{T}\int_{0}^{T}\left|\frac{\zeta'}{\zeta}\left(\frac{1}{2}+\frac{a}{\log T}+it\right)\right|^{2k}\,dt\sim c_k(a)(\log T)^{2k},\qquad k\in\mathbb{N},\quad a>0, \tag*{(3)} T ( 2 a ) 2 k − 1 ∫ 0 T ζ ζ ′ ( 2 1 + log T a + i t ) 2 k d t ∼ c k ( a ) ( log T ) 2 k , k ∈ N , a > 0 , (3)
as T → ∞ T\to\infty T → ∞ . For fixed k ∈ N k\in\mathbb{N} k ∈ N , such moment asymptotics are consistent with the Conrey–Snaith [8 ] form of the ratios conjecture [7 ] under RH. Furthermore, the same conjecture in [1 ] also predicts
c k ( a ) ∼ ( 2 k − 2 k − 1 ) , (4) c_k(a)\sim\binom{2k-2}{k-1}, \tag*{(4)} c k ( a ) ∼ ( k − 1 2 k − 2 ) , (4)
as a → 0 + a\to0^{+} a → 0 + . The same small-a a a limit in the dyadic setting, i.e. with (3) averaged over [ T , 2 T ] [T,2T] [ T , 2 T ] , was subsequently established by Ge [14 ] under both RH and the 2 k 2k 2 k -tuple Essential Simplicity hypothesis. Several results towards the fixed-a a a moment problem are also known. Selberg [30 ] obtained an upper bound for the corresponding second moment in the range a ≥ 10 a\geq10 a ≥ 10 under RH. Farmer et al. [11 ] investigated mixed shifted generalisations of the dyadic form of (3) , relating them to almost primes and higher correlations of the zeros of ζ ( s ) \zeta(s) ζ ( s ) . Later, Rodgers [28 ] proved
1 T ∫ T 2 T ∣ ζ ′ ζ ( 1 2 + a log T + i t ) ∣ 2 k d t ≪ a , k ( log T ) 2 k , (5) \frac{1}{T}\int_{T}^{2T}\left|\frac{\zeta'}{\zeta}\left(\frac{1}{2}+\frac{a}{\log T}+it\right)\right|^{2k}\,dt\ll_{a,k}(\log T)^{2k}, \tag*{(5)} T 1 ∫ T 2 T ζ ζ ′ ( 2 1 + log T a + i t ) 2 k d t ≪ a , k ( log T ) 2 k , (5)
for every fixed k ∈ N k\in\mathbb{N} k ∈ N and a > 0 a>0 a > 0 under RH alone. Thus, under RH, Rodgers obtains the conjectured order of magnitude as an upper bound, but not the asymptotic constant appearing in (3) . A standard method for studying such moments is to replace the relevant Dirichlet series by a long Dirichlet polynomial and to study its mean values in t t t -aspect. This viewpoint was sharpened by Bettin and Conrey [3 ] who obtained precise asymptotics for mean squares of long Dirichlet polynomials, in their case for the mean square for ζ ( s ) k \zeta(s)^k ζ ( s ) k with coefficients d k ( n ) d_k(n) d k ( n ) , under shifted moment conjectures. Here d k ( n ) d_k(n) d k ( n ) is the k k k th divisor function; one may interpret d k ( n ) d_k(n) d k ( n ) as the number of ways to write a positive integer n n n as a product of k k k positive integers.
Explicitly, one has d k ( n ) = ( 1 ∗ ⋯ ∗ 1 ) ( n ) d_k(n)=(1*\cdots*1)(n) d k ( n ) = ( 1 ∗ ⋯ ∗ 1 ) ( n ) which is a k k k -fold Dirichlet convolution of the series coefficient for ζ ( s ) \zeta(s) ζ ( s ) . For two arithmetic functions f f f and g g g , one defines their Dirichlet convolution f ∗ g f*g f ∗ g by
( f ∗ g ) ( n ) = ∑ d ∣ n f ( d ) g ( n d ) , (f*g)(n)=\sum_{d\mid n}f(d)g\left(\frac{n}{d}\right), ( f ∗ g ) ( n ) = d ∣ n ∑ f ( d ) g ( d n ) ,
where the sum extends over all positive divisors d d d of n n n . Note that we use ∗ * ∗ to denote a Dirichlet convolution throughout.
In studying the moments
1 T ∫ 0 T ∣ ζ ′ ζ ( 1 2 + κ + i t ) ∣ 2 k d t , (6) \frac{1}{T}\int_{0}^{T}\left|\frac{\zeta'}{\zeta}\left(\frac{1}{2}+\kappa+it\right)\right|^{2k}\,dt, \tag*{(6)} T 1 ∫ 0 T ζ ζ ′ ( 2 1 + κ + i t ) 2 k d t , (6)
for κ = a log T \kappa=\frac{a}{\log T} κ = l o g T a with a > 0 a>0 a > 0 fixed, we consider the long Dirichlet polynomials of ( − ζ ′ / ζ ( s ) ) k \left(-\zeta'/\zeta(s)\right)^k ( − ζ ′ / ζ ( s ) ) k whose coefficients are the k k k -fold convolution of Λ ( n ) \Lambda(n) Λ ( n ) accordingly. For k ∈ N k\in\mathbb{N} k ∈ N , we have
Λ ∗ k : = Λ ∗ ⋯ ∗ Λ ⏟ k times , (7) \Lambda^{*k}:=\underbrace{\Lambda*\cdots*\Lambda}_{k\ \text{times}}, \tag*{(7)} Λ ∗ k := k times Λ ∗ ⋯ ∗ Λ , (7)
and the Dirichlet series
( − ζ ′ ζ ( s ) ) k = ∑ n = 1 ∞ Λ ∗ k ( n ) n s , ( ℜ s > 1 ) . (8) \left(-\frac{\zeta'}{\zeta}(s)\right)^k=\sum_{n=1}^{\infty}\frac{\Lambda^{*k}(n)}{n^s},\qquad(\Re s>1). \tag*{(8)} ( − ζ ζ ′ ( s ) ) k = n = 1 ∑ ∞ n s Λ ∗ k ( n ) , ( ℜ s > 1 ) . (8)
Let N ≥ 1 N \ge1 N ≥ 1 be a real parameter, and fix s ∈ C s \in\mathbb{C} s ∈ C . For any σ > max ( 1 , ℜ s ) \sigma> \max(1,\Re s) σ > max ( 1 , ℜ s ) , Perron’s formula gives
∑ n ≤ N ′ Λ ∗ k ( n ) n s = 1 2 π i ∫ ( σ ) ( − ζ ′ ζ ( w ) ) k N w − s w − s d w . (9) \sum_{n \le N}^{\prime} \frac{\Lambda^{*k}(n)}{n^s} = \frac{1}{2\pi i}\int_{(\sigma)}\left(-\frac{\zeta'}{\zeta}(w)\right)^k\frac{N^{w-s}}{w-s}\,dw. \tag*{(9)} n ≤ N ∑ ′ n s Λ ∗ k ( n ) = 2 π i 1 ∫ ( σ ) ( − ζ ζ ′ ( w ) ) k w − s N w − s d w . (9)
The prime on the sum denotes the endpoint term n = N n=N n = N being counted with weight 1 / 2 1/2 1/2 if N N N is an integer and the contour ( σ ) (\sigma) ( σ ) denotes integration along the vertical line ℜ w = σ \Re w=\sigma ℜ w = σ . By shifting the w w w -contour to cross the pole at w = 1 w=1 w = 1 , we obtain a main residue term given by
Res w = 1 ( ( − ζ ′ ζ ( w ) ) k N w − s w − s ) . (10) \operatorname{Res}_{w=1}\left(\left(-\frac{\zeta'}{\zeta}(w)\right)^k\frac{N^{w-s}}{w-s}\right). \tag*{(10)} Res w = 1 ( ( − ζ ζ ′ ( w ) ) k w − s N w − s ) . (10)
Motivated by (3) , we set s = 1 2 + i t s=\frac{1}{2}+it s = 2 1 + i t and examine the mean square of the truncated series after subtracting the residue term
I k ( T , N ) : = 1 T ∫ 0 T ∣ ∑ 1 ≤ n ≤ N Λ ∗ k ( n ) n 1 / 2 + i t − Res w = 1 ( ( − ζ ′ ζ ( w ) ) k N w − 1 2 − i t w − 1 2 − i t ) ∣ 2 d t , (11) I_k(T,N):=\frac{1}{T}\int_0^T\left|\sum_{1\le n\le N}\frac{\Lambda^{*k}(n)}{n^{1/2+it}}-\operatorname{Res}_{w=1}\left(\left(-\frac{\zeta'}{\zeta}(w)\right)^k\frac{N^{w-\frac{1}{2}-it}}{w-\frac{1}{2}-it}\right)\right|^2dt, \tag*{(11)} I k ( T , N ) := T 1 ∫ 0 T 1 ≤ n ≤ N ∑ n 1/2 + i t Λ ∗ k ( n ) − Res w = 1 ( ( − ζ ζ ′ ( w ) ) k w − 2 1 − i t N w − 2 1 − i t ) 2 d t , (11)
where N = T α N=T^\alpha N = T α for fixed α ∈ R + \alpha\in\mathbb{R}_+ α ∈ R + . In contrast to (6) , I k ( T , T α ) I_k(T,T^\alpha) I k ( T , T α ) consists of a finite Dirichlet polynomial with an explicit residue correction, and can therefore be defined on the critical line. By analogy with (3) , for any fixed α > 0 \alpha>0 α > 0 , we expect I k ( T , T α ) I_k(T,T^\alpha) I k ( T , T α ) to grow at the scale of ( log T ) 2 k (\log T)^{2k} ( log T ) 2 k as T → ∞ T\to\infty T → ∞ [1 ] . This leads us to introduce
M k ( α ) : = lim T → ∞ I k ( T , T α ) ( log T ) 2 k , k ∈ N , α > 0 , (12) M_k(\alpha):=\lim_{T\to\infty}\frac{I_k(T,T^\alpha)}{(\log T)^{2k}},\qquad k\in\mathbb{N},\ \alpha>0, \tag*{(12)} M k ( α ) := T → ∞ lim ( log T ) 2 k I k ( T , T α ) , k ∈ N , α > 0 , (12)
whenever the limit exists. Under Conjecture 1, we will prove that M k ( α ) M_k(\alpha) M k ( α ) is a continuous piecewise polynomial function that satisfies similar smoothness properties to the leading coefficients for the mean square of the truncated series of ζ ( s ) k \zeta(s)^k ζ ( s ) k [3 ] .
As an aside for readers familiar with the associated literature, the mean-square problem for the case k = 1 k=1 k = 1 is related to the pair correlation of the Riemann zeros. Pair correlation describes differences between zero ordinates on the scale of the mean spacing, including differences between non-consecutive zeros. Montgomery’s form factor F ( u , T ) F(u,T) F ( u , T ) [27 ] represents these differences by a normalised, weighted Fourier sum. Under RH, Goldston, Gonek and Montgomery [16 ] related the shifted second moment of ζ ′ / ζ ( s ) \zeta'/\zeta(s) ζ ′ / ζ ( s ) near the critical line to an integral transform of F ( u , T ) F(u,T) F ( u , T ) . Goldston and Montgomery [15 ] proved, also under RH, that the strong pair-correlation conjecture is equivalent to suitably uniform asymptotics for the variance of primes in short intervals. Farmer [12 ] extended this perspective beyond pair correlation, proving an asymptotic for a third-order mixed moment of ζ ′ / ζ ( s ) \zeta'/\zeta(s) ζ ′ / ζ ( s ) under RH and a three-level GUE hypothesis. Carneiro et al. [4 ] later obtained improved RH-conditional bounds for the second moment of ζ ′ / ζ ( s ) \zeta'/\zeta(s) ζ ′ / ζ ( s ) , integrals of F ( u , T ) F(u,T) F ( u , T ) , and weighted prime variance in short intervals. Chirre [5 ] also extended the Goldston–Gonek–Montgomery equivalence to second moments of the derivatives ( ζ ′ / ζ ) ( j ) (\zeta'/\zeta)^{(j)} ( ζ ′ / ζ ) ( j ) , with j ≥ 1 j\ge1 j ≥ 1 , under RH.
Due to the cumulative dependence on α \alpha α in the kernel T α z / z T^{\alpha z}/z T α z / z ,
T α z − 1 z = ( log T ) ∫ 0 α T u z d u , (13) \frac{T^{\alpha z}-1}{z}=(\log T)\int_0^\alpha T^{uz}\,du, \tag*{(13)} z T α z − 1 = ( log T ) ∫ 0 α T u z d u , (13)
we may take at a heuristic level that
M 1 ( α ) = ∫ 0 α f ( u ) d u , (14) M_1(\alpha)=\int_0^\alpha f(u)\,du, \tag*{(14)} M 1 ( α ) = ∫ 0 α f ( u ) d u , (14)
where f ( u ) f(u) f ( u ) denotes the limiting behaviour of F ( u , T ) F(u,T) F ( u , T ) as T → ∞ T\to\infty T → ∞ , whenever this limit exists. A rigorous justification of this relation requires separate treatment of the contribution near u = 0 u=0 u = 0 . Under RH, one has f ( u ) = u f(u)=u f ( u ) = u for 0 < u < 1 0<u<1 0 < u < 1 , while the strong pair-correlation conjecture predicts f ( u ) = 1 f(u)=1 f ( u ) = 1 for u ≥ 1 u\ge1 u ≥ 1 [27 ] ; hence
M 1 ( α ) = { α 2 2 , 0 < α < 1 , α − 1 2 , α ≥ 1 , (15) M_1(\alpha)=\begin{cases}\frac{\alpha^2}{2}, & 0<\alpha<1,\\ \alpha-\frac{1}{2}, & \alpha\ge1,\end{cases} \tag*{(15)} M 1 ( α ) = { 2 α 2 , α − 2 1 , 0 < α < 1 , α ≥ 1 , (15)
under both assumptions. No explicit description appears to be available in the literature when k ≥ 2 k\ge2 k ≥ 2 . To obtain such a form for M k ( α ) M_k(\alpha) M k ( α ) , we introduce a conjecture which mirrors the structure of a known theorem from random matrix theory on averages of logarithmic derivatives of characteristic polynomials (stated in [1 ] , equation 43) and we also derive an unsymmetrised version of this expression, given in equation (104) in § 3.4 . Based on the observed structure in these results, we conjecture the following form for shifted moments of the logarithmic derivative of ζ ( s ) \zeta(s) ζ ( s ) .
Conjecture 1. Let k ∈ N k\in\mathbb{N} k ∈ N , and let Y = Y ( T ) ≥ 1 Y=Y(T)\ge1 Y = Y ( T ) ≥ 1 be a parameter. For T > 1 T>1 T > 1 , ℜ z 1 > 0 \Re z_1>0 ℜ z 1 > 0 and a fixed 0 < ξ < 1 0<\xi<1 0 < ξ < 1 , one has
1 T ∫ 0 T ( ζ ′ ζ ( 1 2 + i t + z 1 ) ) k ( ζ ′ ζ ( 1 2 − i t − z 2 ) ) k d t (16) \frac{1}{T}\int_0^T\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z_1\right)\right)^k\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}-it-z_2\right)\right)^k\,dt \tag*{(16)} T 1 ∫ 0 T ( ζ ζ ′ ( 2 1 + i t + z 1 ) ) k ( ζ ζ ′ ( 2 1 − i t − z 2 ) ) k d t (16) = 1 k ! 2 ( 2 π i ) 2 k ∫ C u k ∫ C v k T 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) ∏ j , ℓ = 1 k ( v ℓ − u j − z ) ∏ 1 ≤ i < j ≤ k ( u i − u j ) 2 ∏ 1 ≤ i < j ≤ k ( v i − v j ) 2 =\frac{1}{k!^2(2\pi i)^{2k}}\int_{C_u^k}\int_{C_v^k}T^{\frac{1}{2}(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell)}
\prod_{j,\ell=1}^k(v_\ell-u_j-z)
\prod_{1\le i<j\le k}(u_i-u_j)^2
\prod_{1\le i<j\le k}(v_i-v_j)^2 = k ! 2 ( 2 π i ) 2 k 1 ∫ C u k ∫ C v k T 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) j , ℓ = 1 ∏ k ( v ℓ − u j − z ) 1 ≤ i < j ≤ k ∏ ( u i − u j ) 2 1 ≤ i < j ≤ k ∏ ( v i − v j ) 2 × ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z − log T 2 ) k ( ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ + log T 2 ) k z − k 2 \qquad{}\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-z}-\frac{\log T}{2}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+z}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac{\log T}{2}\right)^k z^{-k^2} × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 − 2 log T ) k ( j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 + 2 log T ) k z − k 2 × ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ + O k , c , ξ ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) − θ k , c ) , \qquad{}\times\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell
+O_{k,c,\xi}\left((\log T)^{2k-1+\xi}(1+\min(|z|,1)\log T)^{-\theta_{k,c}}\right), × j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ + O k , c , ξ ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) − θ k , c ) , where z = z 1 − z 2 z=z_1-z_2 z = z 1 − z 2 for ∣ ℑ z ∣ , ∣ ℑ z 2 ∣ ≤ Y |\Im z|,|\Im z_2|\le Y ∣ℑ z ∣ , ∣ℑ z 2 ∣ ≤ Y and 0 < − ℜ z 2 , ℜ z ≤ 3 log T 0<-\Re z_2,\Re z\le\frac{3}{\log T} 0 < − ℜ z 2 , ℜ z ≤ l o g T 3 . Here C u = C u ( z ) C_u=C_u(z) C u = C u ( z ) and C v = C v ( z ) C_v=C_v(z) C v = C v ( z ) are positively oriented piecewise smooth contours, with C u C_u C u encircling once 0 and − z -z − z , and C v C_v C v encircling once 0 and z z z , chosen to avoid the poles of the integrand. Also θ k , c : = k − 1 \theta_{k,c}:=k-1 θ k , c := k − 1 for k ≥ 3 k\ge3 k ≥ 3 and θ k , c : = 1 + c \theta_{k,c}:=1+c θ k , c := 1 + c for k = 1 , 2 k=1,2 k = 1 , 2 for some fixed c > 0 c>0 c > 0 . For k = 1 , 2 k=1,2 k = 1 , 2 , we take 0 < ξ < c ≤ 1 0<\xi<c\le1 0 < ξ < c ≤ 1 .
As detailed in the proof of Theorem 2.5 , one can also differentiate the contour integral form of the shifted ratios conjecture (stated in [7 ] , equation 6.22) to obtain the above form. In fact, this approach suggests a stronger error term of O k , ε ( T − 1 2 + ε ( log T ) 2 k ) O_{k,\varepsilon}(T^{-\frac{1}{2}+\varepsilon}(\log T)^{2k}) O k , ε ( T − 2 1 + ε ( log T ) 2 k ) ; we do not employ the sharper bound here, since our subsequent argument requires only an error term sufficiently small to isolate the leading coefficient of the moment polynomial. Accordingly, Conjecture 1 is formulated with the weakest error term needed for that purpose.
Averages of von Mangoldt convolutions
The asymptotic behaviour of the variance of sums of Dirichlet coefficients is also the subject of extensive study [18 , 25 ] , in part due to its connection to moment problems for ζ ( s ) \zeta(s) ζ ( s ) and other L L L -functions. In the proof of Theorem 2 in [3 ] , Bettin and Conrey analyse the variance of the divisor function in short intervals through its relationship with moments of ζ ( s ) k \zeta(s)^k ζ ( s ) k . In this paper, we consider the analogous problem for the k k k -fold von Mangoldt convolution Λ ∗ k ( n ) \Lambda^{*k}(n) Λ ∗ k ( n ) in relation to moments of ( − ζ ′ / ζ ( s ) ) k (-\zeta'/\zeta(s))^k ( − ζ ′ / ζ ( s ) ) k . For x , H > 0 x,H>0 x , H > 0 where x ∈ [ X , 2 X ] x\in[X,2X] x ∈ [ X , 2 X ] , we consider the sum
Ψ k ( x ; H ) : = ∑ x < n ≤ x + H Λ ∗ k ( n ) , (17) \Psi_k(x;H):=\sum_{x<n\le x+H}\Lambda^{*k}(n), \tag*{(17)} Ψ k ( x ; H ) := x < n ≤ x + H ∑ Λ ∗ k ( n ) , (17)
for which we are interested in the short-interval regime H = o ( X ) H=o(X) H = o ( X ) . As before, we define the variance by subtracting the main contribution from the pole of ( − ζ ′ / ζ ( s ) ) k \left(-\zeta'/\zeta(s)\right)^k ( − ζ ′ / ζ ( s ) ) k at s = 1 s=1 s = 1 . Let
Δ k ( x ; H ) : = Ψ k ( x ; H ) − Res s = 1 [ ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s ] . (18) \Delta_k(x;H):=\Psi_k(x;H)-\operatorname*{Res}_{s=1}\left[\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\right]. \tag*{(18)} Δ k ( x ; H ) := Ψ k ( x ; H ) − s = 1 Res [ ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s ] . (18)
We consider
V k ( X , H ) = 1 X H ∫ X 2 X ∣ Δ k ( x ; H ) ∣ 2 d x (19) \mathcal{V}_k(X,H)=\frac{1}{XH}\int_X^{2X}\left|\Delta_k(x;H)\right|^2\,dx \tag*{(19)} V k ( X , H ) = X H 1 ∫ X 2 X ∣ Δ k ( x ; H ) ∣ 2 d x (19)
for H = X 1 − 1 / α H=X^{1-1/\alpha} H = X 1 − 1/ α with a real parameter α > 0 \alpha>0 α > 0 . When k = 1 k=1 k = 1 , the mean square is a normalised dyadic form of the classical variance of primes in short intervals studied by Goldston-Montgomery [15 ] . For general k ∈ N k\in\mathbb{N} k ∈ N , it should be viewed as the short-interval variance attached to the coefficients of ( − ζ ′ / ζ ( s ) ) k \left(-\zeta'/\zeta(s)\right)^k ( − ζ ′ / ζ ( s ) ) k , and hence as a higher-order weighted almost-prime statistic. Note that almost-prime is understood in the generalised sense of Farmer et al. [11 ] , as an integer n n n expressible as a product of k k k prime powers. For α > 0 \alpha>0 α > 0 and k ∈ N k\in\mathbb{N} k ∈ N , let
D k ( α ) : = lim X → ∞ V k ( X , X 1 − 1 / α ) ( log X 1 / α ) 2 k − 1 . (20) \mathcal{D}_k(\alpha):=\lim_{X\to\infty}\frac{\mathcal{V}_k\left(X,X^{1-1/\alpha}\right)}{\left(\log X^{1/\alpha}\right)^{2k-1}}. \tag*{(20)} D k ( α ) := X → ∞ lim ( log X 1/ α ) 2 k − 1 V k ( X , X 1 − 1/ α ) . (20)
Bettin and Conrey [3 ] showed that, in the case of d k ( n ) d_k(n) d k ( n ) , the analogous leading variance term is obtained by differentiating the leading moment polynomial, i.e their equivalent M k ( α ) M_k(\alpha) M k ( α ) . We prove that such a derivative relationship holds between the leading coefficient from the moments of ( − ζ ′ / ζ ( s ) ) k \left(-\zeta'/\zeta(s)\right)^k ( − ζ ′ / ζ ( s ) ) k and the short-interval variance of Λ ∗ k ( n ) \Lambda^{*k}(n) Λ ∗ k ( n ) , as stated in Theorem 2.3 .
Averages of von Mangoldt convolutions in arithmetic progressions
We now examine this problem in arithmetic progressions. For q ∈ N q\in\mathbb{N} q ∈ N , X > 0 X>0 X > 0 , define
W k ( X ; q ) : = 1 X ∑ 1 ≤ a ≤ q ( a , q ) = 1 ∣ ∑ n ≤ X n ≡ a ( m o d q ) Λ ∗ k ( n ) − 1 φ ( q ) Res s = 1 ( ( − ζ q ′ ζ q ( s ) ) k X s s ) ∣ 2 , (21) \mathcal{W}_k(X;q):=\frac{1}{X}\sum_{\substack{1\leq a\leq q\\(a,q)=1}}\left|\sum_{\substack{n\leq X\\n\equiv a\pmod q}}\Lambda^{*k}(n)-\frac{1}{\varphi(q)}\operatorname*{Res}_{s=1}\left(\left(-\frac{\zeta_q'}{\zeta_q}(s)\right)^k\frac{X^s}{s}\right)\right|^2, \tag*{(21)} W k ( X ; q ) := X 1 1 ≤ a ≤ q ( a , q ) = 1 ∑ n ≤ X n ≡ a ( mod q ) ∑ Λ ∗ k ( n ) − φ ( q ) 1 s = 1 Res ( ( − ζ q ζ q ′ ( s ) ) k s X s ) 2 , (21)
where ζ q ( s ) : = ∑ n ≥ 1 ( n , q ) = 1 n − s \zeta_q(s):=\sum_{\substack{n\geq1\\(n,q)=1}}n^{-s} ζ q ( s ) := ∑ n ≥ 1 ( n , q ) = 1 n − s and φ \varphi φ is Euler’s φ \varphi φ -function. W k ( X ; q ) \mathcal{W}_k(X;q) W k ( X ; q ) represents a weighted higher-order almost-prime variance. To recover the leading coefficient for W k ( X , q ) \mathcal{W}_k(X,q) W k ( X , q ) , we define
Q k ( α ) : = lim q → ∞ W k ( X ; q ) ( log q ) 2 k − 1 , α > 0 , (22) \mathcal{Q}_k(\alpha):=\lim_{q\to\infty}\frac{\mathcal{W}_k(X;q)}{(\log q)^{2k-1}},\qquad\alpha>0, \tag*{(22)} Q k ( α ) := q → ∞ lim ( log q ) 2 k − 1 W k ( X ; q ) , α > 0 , (22)
whenever the limit exists, where q q q tends to infinity through the primes and X = X ( q ) X=X(q) X = X ( q ) satisfies log X / log q → α \log X/\log q\to\alpha log X / log q → α . We restrict to prime moduli q = p q=p q = p . When k = 1 k=1 k = 1 , the inner sum is ψ ( X ; q , a ) \psi(X;q,a) ψ ( X ; q , a ) , the Chebyshev function in an arithmetic progression, and its variance was studied by Friedlander–Goldston [13 ] . They obtained a lower bound for k = 1 k=1 k = 1 , whereas the higher-k k k case remains largely unexplored. For k > 1 k>1 k > 1 , Knafo [23 ] proved lower bounds for the variance associated with the generalised von Mangoldt function Λ k = μ ∗ ( log ) k \Lambda_k=\mu*(\log)^k Λ k = μ ∗ ( log ) k , where μ \mu μ is the Möbius function, rather than for the k k k -fold convolution Λ ∗ k ( n ) \Lambda^{*k}(n) Λ ∗ k ( n ) that is considered here.
For a Dirichlet character χ \chi χ modulo q q q , let L ( s , χ ) = ∑ n = 1 ∞ χ ( n ) n − s L(s,\chi)=\sum_{n=1}^{\infty}\chi(n)n^{-s} L ( s , χ ) = ∑ n = 1 ∞ χ ( n ) n − s for ℜ s > 1 \Re s>1 ℜ s > 1 , with the same notation used for its meromorphic continuation. In the proof of our arithmetic-progression theorem, we assume the Generalised Riemann Hypothesis (GRH) for these Dirichlet L L L -functions. To determine Q k ( α ) \mathcal{Q}_k(\alpha) Q k ( α ) , we require an analogue of Conjecture 1 which is an average over L L L -functions instead of a t t t -aspect average.
Conjecture 2. Let q q q be prime, k ∈ N k \in\mathbb{N} k ∈ N and Y = Y ( q ) ≥ 1 Y=Y(q) \ge1 Y = Y ( q ) ≥ 1 be a parameter. For ℜ z 1 > 0 \Re z_1 > 0 ℜ z 1 > 0 and a fixed 0 < ξ < 1 0 < \xi< 1 0 < ξ < 1 , as q → ∞ q \to\infty q → ∞ one has
1 φ ( q ) ∑ χ m o d q ( L ′ L ( 1 2 + z 1 , χ ) ) k ( L ′ L ( 1 2 − z 2 , χ ‾ ) ) k = 1 k ! 2 ( 2 π i ) 2 k ∫ C u k ∫ C v k q 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) ∏ 1 ≤ i < j ≤ k ( u i − u j ) 2 ∏ 1 ≤ i < j ≤ k ( v i − v j ) 2 \frac{1}{\varphi(q)}\sum_{\chi\bmod q}\left(\frac{L'}{L}\left(\frac{1}{2}+z_1,\chi\right)\right)^k\left(\frac{L'}{L}\left(\frac{1}{2}-z_2,\overline{\chi}\right)\right)^k
= \frac{1}{k!^2(2\pi i)^{2k}}\int_{C_u^k}\int_{C_v^k}q^{\frac{1}{2}\left(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell\right)}
\prod_{1\le i<j\le k}(u_i-u_j)^2\prod_{1\le i<j\le k}(v_i-v_j)^2 φ ( q ) 1 χ mod q ∑ ( L L ′ ( 2 1 + z 1 , χ ) ) k ( L L ′ ( 2 1 − z 2 , χ ) ) k = k ! 2 ( 2 π i ) 2 k 1 ∫ C u k ∫ C v k q 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) 1 ≤ i < j ≤ k ∏ ( u i − u j ) 2 1 ≤ i < j ≤ k ∏ ( v i − v j ) 2 × ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z − log q 2 ) k ( ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ + log q 2 ) k ∏ j , ℓ = 1 k ( v ℓ − u j − z ) {}\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-z}-\frac{\log q}{2}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+z}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac{\log q}{2}\right)^k
\prod_{j,\ell=1}^k(v_\ell-u_j-z) × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 − 2 log q ) k ( j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 + 2 log q ) k j , ℓ = 1 ∏ k ( v ℓ − u j − z ) × z − k 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ + O k , ξ ( ( log q ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log q ) − θ k , c ) , (23) {}\times z^{-k^2}\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell
+O_{k,\xi}\left((\log q)^{2k-1+\xi}(1+\min(|z|,1)\log q)^{-\theta_{k,c}}\right), \tag*{(23)} × z − k 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ + O k , ξ ( ( log q ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log q ) − θ k , c ) , (23) where z = z 1 − z 2 z=z_1-z_2 z = z 1 − z 2 for ∣ ℑ z ∣ , ∣ ℑ z 2 ∣ ≤ Y |\Im z|,|\Im z_2|\le Y ∣ℑ z ∣ , ∣ℑ z 2 ∣ ≤ Y and 0 < − ℜ z 2 , ℜ z ≤ 3 log q 0<-\Re z_2,\Re z\le\frac{3}{\log q} 0 < − ℜ z 2 , ℜ z ≤ l o g q 3 . Here C u = C u ( z ) C_u=C_u(z) C u = C u ( z ) and C v = C v ( z ) C_v=C_v(z) C v = C v ( z ) are positively oriented piecewise smooth contours, with C u C_u C u encircling once 0 0 0 and − z -z − z , and C v C_v C v encircling once 0 0 0 and z z z , chosen to avoid the poles of the integrand. The error exponent θ k , c \theta_{k,c} θ k , c is as defined in Conjecture 1 .
Random Matrix Theory
A central bridge in the study of the Riemann zeta function is the analogy with characteristic polynomials of random unitary matrices, which provides a framework for predicting the moments of ζ ( s ) \zeta(s) ζ ( s ) and its derivatives. The function-field setting gives a precise realisation of this analogy, translating variance problems for arithmetic functions into matrix integrals over classical compact groups.
Over the polynomial ring F q [ t ] \mathbb{F}_q[t] F q [ t ] , Keating, Rodgers, Roditty-Gershon and Rudnick [22 ] studied the variance of short-interval sums of d k d_k d k , i.e. the divisor function on monic polynomials. They showed that the leading coefficient in its large-q q q limit is given by a unitary matrix integral involving products of secular coefficients [22 Theorem 1.2] . Using similar methods, Kuperberg and Lalín [24 ] prove that the matrix integral arising from the variance of short-interval sums of Λ ∗ k \Lambda^{*k} Λ ∗ k is a unitary matrix integral of trace sums [24 Theorem 1.3] . Such matrix integrals are closely related to moments of characteristic polynomials and their derivatives, as we make explicit below for the Λ ∗ k \Lambda^{*k} Λ ∗ k case.
Let U ∈ U ( N ) U \in U(N) U ∈ U ( N ) be a unitary matrix. The eigenvalues of U U U lie on the unit circle and can be written as e i θ 1 , … , e i θ N e^{i\theta_1},\ldots,e^{i\theta_N} e i θ 1 , … , e i θ N for θ 1 , … , θ N ∈ [ 0 , 2 π ) \theta_1,\ldots,\theta_N \in[0,2\pi) θ 1 , … , θ N ∈ [ 0 , 2 π ) . The characteristic polynomial of U U U is defined as
Λ U ( z ) : = det ( I − z U ∗ ) = ∏ n = 1 N ( 1 − z e − i θ n ) , (24) \Lambda_U(z):=\det(I-zU^*)=\prod_{n=1}^{N}(1-ze^{-i\theta_n}), \tag*{(24)} Λ U ( z ) := det ( I − z U ∗ ) = n = 1 ∏ N ( 1 − z e − i θ n ) , (24)
with U ∗ U^* U ∗ denoting the conjugate transpose of U U U . For ∣ z ∣ < 1 |z|<1 ∣ z ∣ < 1 , the logarithmic derivative of Λ U \Lambda_U Λ U admits the expansion
Λ U ′ ( z ) Λ U ( z ) = − ∑ n = 1 N e − i θ n 1 − z e − i θ n = − 1 z ∑ j = 1 ∞ z j Tr ( U ∗ j ) , (25) \frac{\Lambda_U'(z)}{\Lambda_U(z)}=-\sum_{n=1}^{N}\frac{e^{-i\theta_n}}{1-ze^{-i\theta_n}}=-\frac{1}{z}\sum_{j=1}^{\infty}z^j\operatorname{Tr}(U^{*j}), \tag*{(25)} Λ U ( z ) Λ U ′ ( z ) = − n = 1 ∑ N 1 − z e − i θ n e − i θ n = − z 1 j = 1 ∑ ∞ z j Tr ( U ∗ j ) , (25)
where Tr ( U ∗ j ) : = ∑ n = 1 N e − i j θ n \operatorname{Tr}(U^{*j}):=\sum_{n=1}^{N}e^{-ij\theta_n} Tr ( U ∗ j ) := ∑ n = 1 N e − ij θ n is the trace of U ∗ j U^{*j} U ∗ j . Thus, the moments of the logarithmic derivative of Λ U ( z ) \Lambda_U(z) Λ U ( z ) over the unitary group serve as a generating function for the mean square of trace sums. For ∣ x ∣ , ∣ y ∣ < 1 |x|,|y|<1 ∣ x ∣ , ∣ y ∣ < 1 , we will show that
F k ( x y ; N ) : = ∫ U ( N ) ( − x Λ U ′ ( x ) Λ U ( x ) ) k ( − y Λ U ∗ ′ ( y ) Λ U ∗ ( y ) ) k d U (26) F_k(xy;N):=\int_{U(N)}\left(-x\frac{\Lambda_U'(x)}{\Lambda_U(x)}\right)^k\left(-y\frac{\Lambda_{U^*}'(y)}{\Lambda_{U^*}(y)}\right)^k\,dU \tag*{(26)} F k ( x y ; N ) := ∫ U ( N ) ( − x Λ U ( x ) Λ U ′ ( x ) ) k ( − y Λ U ∗ ( y ) Λ U ∗ ′ ( y ) ) k d U (26)
= ∑ n = k ∞ ( x y ) n I k ( n ; N ) . (27) =\sum_{n=k}^{\infty}(xy)^n I_k(n;N). \tag*{(27)} = n = k ∑ ∞ ( x y ) n I k ( n ; N ) . (27)
where
I k ( n ; N ) = ∫ U ( N ) ∣ ∑ i 1 + ⋯ + i k = n i 1 , … , i k ≥ 1 Tr ( U i 1 ) ⋯ Tr ( U i k ) ∣ 2 d U . (28) I_k(n;N)=\int_{U(N)}\left|\sum_{\substack{i_1+\cdots+i_k=n\\i_1,\ldots,i_k\geq1}}\operatorname{Tr}(U^{i_1})\cdots\operatorname{Tr}(U^{i_k})\right|^2dU. \tag*{(28)} I k ( n ; N ) = ∫ U ( N ) i 1 + ⋯ + i k = n i 1 , … , i k ≥ 1 ∑ Tr ( U i 1 ) ⋯ Tr ( U i k ) 2 d U . (28)
Here, d U dU d U denotes the normalised Haar measure. The matrix integral that Kuperberg and Lalín obtain through their function-field analysis is precisely in the form of (28) with matrix size N = n − h − 2 N=n-h-2 N = n − h − 2 where n n n is the total trace degree and h h h parametrises the short interval. In the asymptotic problem, we fix a real number α > 0 \alpha>0 α > 0 and take
n = ⌊ α N ⌋ . n=\lfloor\alpha N\rfloor. n = ⌊ α N ⌋ .
The floor ⌊ ⋅ ⌋ \lfloor\cdot\rfloor ⌊ ⋅ ⌋ is required as the total degree n n n must be an integer; it affects only lower-order terms in the asymptotic expansion. We define the local trace-average density by
δ k ( α ) : = lim N → ∞ I k ( ⌊ α N ⌋ ; N ) N 2 k − 1 , α > 0 , (29) \delta_k(\alpha):=\lim_{N\to\infty}\frac{I_k(\lfloor\alpha N\rfloor;N)}{N^{2k-1}},\qquad\alpha>0, \tag*{(29)} δ k ( α ) := N → ∞ lim N 2 k − 1 I k (⌊ α N ⌋ ; N ) , α > 0 , (29)
whenever the limit exists. Note that expanding the k k k th powers in (26) produces ordered k k k –tuples ( i 1 , … , i k ) (i_1,\ldots,i_k) ( i 1 , … , i k ) and ( j 1 , … , j k ) (j_1,\ldots,j_k) ( j 1 , … , j k ) with i a , j b ≥ 1 i_a,j_b\geq1 i a , j b ≥ 1 . By Haar invariance under U → e i φ U U\to e^{i\varphi}U U → e i φ U for φ ∈ [ 0 , 2 π ) \varphi\in[0,2\pi) φ ∈ [ 0 , 2 π ) , the integral vanishes unless ∑ a = 1 k i a = ∑ b = 1 k j b = : n \sum_{a=1}^k i_a=\sum_{b=1}^k j_b=:n ∑ a = 1 k i a = ∑ b = 1 k j b =: n giving (27) . We define the cumulative, or cut-off, trace average
I ~ k ( n ; N ) : = ∫ U ( N ) ∣ ∑ j 1 + ⋯ + j k ≤ n j 1 , … , j k ≥ 1 Tr ( U j 1 ) ⋯ Tr ( U j k ) ∣ 2 d U . (30) \widetilde{I}_k(n;N):=\int_{U(N)}\left|\sum_{\substack{j_1+\cdots+j_k\leq n\\j_1,\ldots,j_k\geq1}}\operatorname{Tr}(U^{j_1})\cdots\operatorname{Tr}(U^{j_k})\right|^2dU. \tag*{(30)} I k ( n ; N ) := ∫ U ( N ) j 1 + ⋯ + j k ≤ n j 1 , … , j k ≥ 1 ∑ Tr ( U j 1 ) ⋯ Tr ( U j k ) 2 d U . (30)
We may relate these matrix integrals through
I ~ k ( n ; N ) = ∑ m = k n I k ( m , N ) . (31) \widetilde{I}_k(n;N)=\sum_{m=k}^{n}I_k(m,N). \tag*{(31)} I k ( n ; N ) = m = k ∑ n I k ( m , N ) . (31)
Therefore
∑ n ≥ k I ~ k ( n ; N ) t n = 1 1 − t ∑ m ≥ k I k ( m , N ) t m = F k ( t ; N ) 1 − t , (32) \sum_{n\geq k}\widetilde{I}_k(n;N)t^n=\frac{1}{1-t}\sum_{m\geq k}I_k(m,N)t^m=\frac{F_k(t;N)}{1-t}, \tag*{(32)} n ≥ k ∑ I k ( n ; N ) t n = 1 − t 1 m ≥ k ∑ I k ( m , N ) t m = 1 − t F k ( t ; N ) , (32)
and consequently,
I ~ k ( n ; N ) = 1 2 π i ∮ ∣ t ∣ = r F k ( t ; N ) ( 1 − t ) t n + 1 d t , (33) \widetilde{I}_k(n;N)=\frac{1}{2\pi i}\oint_{|t|=r}\frac{F_k(t;N)}{(1-t)t^{n+1}}\,dt, \tag*{(33)} I k ( n ; N ) = 2 π i 1 ∮ ∣ t ∣ = r ( 1 − t ) t n + 1 F k ( t ; N ) d t , (33)
for any 0 < r < 1 0<r<1 0 < r < 1 . Equivalently, we may set t = e − s / N t=e^{-s/N} t = e − s / N where s = σ + i θ s=\sigma+i\theta s = σ + i θ ; on this contour, r = e − σ / N r=e^{-\sigma/N} r = e − σ / N and the circle ∣ t ∣ = r |t|=r ∣ t ∣ = r corresponds to a vertical segment
− π N ≤ θ ≤ π N . -\pi N\leq\theta\leq\pi N. − π N ≤ θ ≤ π N .
In this case, the Cauchy coefficient extraction becomes a discrete Laplace inversion
I ~ k ( n ; N ) = 1 2 π i N ∫ σ − i π N σ + i π N e n s / N F k ( e − s / N ; N ) 1 − e − s / N d s . (34) \widetilde{I}_k(n;N)=\frac{1}{2\pi iN}\int_{\sigma-i\pi N}^{\sigma+i\pi N}e^{ns/N}\frac{F_k(e^{-s/N};N)}{1-e^{-s/N}}\,ds. \tag*{(34)} I k ( n ; N ) = 2 π i N 1 ∫ σ − iπ N σ + iπ N e n s / N 1 − e − s / N F k ( e − s / N ; N ) d s . (34)
The substitution t = e − s / N t=e^{-s/N} t = e − s / N zooms into the neighbourhood of t = 1 t=1 t = 1 , since e − s / N = 1 − s / N + O ( N − 2 ) e^{-s/N}=1-s/N+O(N^{-2}) e − s / N = 1 − s / N + O ( N − 2 ) for bounded s s s . We have a finite vertical segment as e − s / N e^{-s/N} e − s / N is 2 π i N 2\pi iN 2 π i N -periodic in s s s ; one such period maps exactly onto the original Cauchy circle. This is analogous to the use of Perron’s formula (9) near the half-line: the corresponding change of variables puts the generating function in the scale where the cutoff parameter is visible. Therefore we study the large-N N N asymptotics of I ~ k ( ⌊ α N ⌋ , N ) \widetilde{I}_k(\lfloor\alpha N\rfloor,N) I k (⌊ α N ⌋ , N ) , the normalised limit for which is the matrix analogue of M k ( α ) M_k(\alpha) M k ( α ) . Let
M k ( α ) : = lim N → ∞ I ~ k ( ⌊ α N ⌋ , N ) N 2 k , k ∈ N , α > 0. (35) M_k(\alpha):=\lim_{N\to\infty}\frac{\widetilde{I}_k(\lfloor\alpha N\rfloor,N)}{N^{2k}},\qquad k\in\mathbb{N},\ \alpha>0. \tag*{(35)} M k ( α ) := N → ∞ lim N 2 k I k (⌊ α N ⌋ , N ) , k ∈ N , α > 0. (35)
Due to (31) , we can write
I ~ k ( ⌊ α N ⌋ , N ) N 2 k = 1 N ∑ m = k ⌊ α N ⌋ I k ( m , N ) N 2 k − 1 . (36) \frac{\widetilde{I}_k(\lfloor\alpha N\rfloor,N)}{N^{2k}}=\frac{1}{N}\sum_{m=k}^{\lfloor\alpha N\rfloor}\frac{I_k(m,N)}{N^{2k-1}}. \tag*{(36)} N 2 k I k (⌊ α N ⌋ , N ) = N 1 m = k ∑ ⌊ α N ⌋ N 2 k − 1 I k ( m , N ) . (36)
By [20 Proposition 5.2] , passage to the limit in this Riemann sum gives
M k ( α ) = ∫ 0 α δ k ( c ) d c . (37) M_k(\alpha)=\int_0^\alpha\delta_k(c)\,\mathrm{d}c. \tag*{(37)} M k ( α ) = ∫ 0 α δ k ( c ) d c . (37)
As δ k \delta_k δ k is continuous on ( 0 , ∞ ) (0,\infty) ( 0 , ∞ ) , it follows that M k M_k M k is continuously differentiable there, with
M k ′ ( α ) = δ k ( α ) , α > 0. (38) M_k'(\alpha)=\delta_k(\alpha),\qquad\alpha>0. \tag*{(38)} M k ′ ( α ) = δ k ( α ) , α > 0. (38)
To determine M k ( α ) M_k(\alpha) M k ( α ) , we first study the range in which the total degree n n n does not exceed the matrix size N N N ; for (28) , the total degree is n = i 1 + ⋯ + i k n=i_1+\cdots+i_k n = i 1 + ⋯ + i k . Simple formulae obtained from symmetric-function orthogonality apply when this degree is at most the matrix size N N N . This phenomenon is observed in averages of products of secular coefficients, as well as the present traces setting. When n ≤ N n\leq N n ≤ N , the Diaconis–Gamburd formula [9 ] gives these evaluations for products of secular coefficients, while the Diaconis–Shahshahani formula [10 ] gives the evaluations for trace products. Beyond this range, one must retain the finite-N N N restrictions: the character sums include only partitions with at most N N N parts, so some partitions of n n n are excluded when n > N n>N n > N . Thus, under the scaling n = ⌊ α N ⌋ n=\lfloor\alpha N\rfloor n = ⌊ α N ⌋ , the behaviour of M k ( α ) M_k(\alpha) M k ( α ) for α ≤ 1 \alpha\leq1 α ≤ 1 is understood, while α > 1 \alpha>1 α > 1 requires an analysis of the restricted character sums as in [19 ] . Generally, one expects M k ( α ) M_k(\alpha) M k ( α ) to be piecewise polynomial, with candidate breakpoints occurring at integer values of α \alpha α .
Results
We now present the main results of this paper. We begin by introducing a polynomial that appears in the leading-order moment asymptotics for both ζ ′ / ζ \zeta'/\zeta ζ ′ / ζ , under Conjecture 1, and the logarithmic derivatives of characteristic polynomials over U ( N ) U(N) U ( N ) . RH is assumed throughout the results stated, and the generalised Riemann Hypothesis (GRH) is assumed for Theorem 2.4 .
Definition 2.1. Fix τ ∈ ( 0 , 1 2 ) \tau\in(0,\frac{1}{2}) τ ∈ ( 0 , 2 1 ) and let α ∈ R + \alpha\in\mathbb{R}_+ α ∈ R + . For an integer 0 ≤ r ≤ k 0\leq r\leq k 0 ≤ r ≤ k , let
P r , k ( α ) : = 1 ( 2 π i ) 2 k ∑ m = 0 k ( − 1 ) k − m ( k m ) 1 ( k + m ) ! P_{r,k}(\alpha):=\frac{1}{(2\pi i)^{2k}}\sum_{m=0}^{k}(-1)^{k-m}\binom{k}{m}\frac{1}{(k+m)!} P r , k ( α ) := ( 2 π i ) 2 k 1 m = 0 ∑ k ( − 1 ) k − m ( m k ) ( k + m )! 1 × ∮ c j ( r ) ∮ c ^ ℓ ( r ) ( ∑ j = 1 k x j − α ) k + m Δ ( x ) 2 Δ ( y ) 2 ∏ i , j = 1 k ( x i − y j − 1 ) ∏ j = 1 k x j − k ∏ ℓ = 1 k y ℓ − k {}\times\oint_{c_j(r)}\oint_{\widehat{c}_\ell(r)}
\left(\sum_{j=1}^{k}x_j-\alpha\right)^{k+m}
\Delta(x)^2\Delta(y)^2
\prod_{i,j=1}^{k}(x_i-y_j-1)
\prod_{j=1}^{k}x_j^{-k}\prod_{\ell=1}^{k}y_\ell^{-k} × ∮ c j ( r ) ∮ c ℓ ( r ) ( j = 1 ∑ k x j − α ) k + m Δ ( x ) 2 Δ ( y ) 2 i , j = 1 ∏ k ( x i − y j − 1 ) j = 1 ∏ k x j − k ℓ = 1 ∏ k y ℓ − k × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) m ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k d x j ∏ ℓ = 1 k d y ℓ , (39) {}\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^m
\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k
\prod_{j=1}^{k}\mathrm{d}x_j\prod_{\ell=1}^{k}\mathrm{d}y_\ell, \tag*{(39)} × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) m ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k d x j ℓ = 1 ∏ k d y ℓ , (39) where Δ ( u ) = ∏ i < j ( u j − u i ) \Delta(u)=\prod_{i<j}(u_j-u_i) Δ ( u ) = ∏ i < j ( u j − u i ) , c j ( r ) c_j(r) c j ( r ) are counter-clockwise circles of radius τ \tau τ centered at 1 1 1 for j = 1 , … , r j=1,\ldots,r j = 1 , … , r and at 0 0 0 otherwise; similarly, c ^ ℓ ( r ) \widehat{c}_\ell(r) c ℓ ( r ) are counter-clockwise circles of radius τ \tau τ centered at − 1 -1 − 1 for ℓ = 1 , … , r \ell=1,\ldots,r ℓ = 1 , … , r and 0 0 0 otherwise. For r > k r>k r > k , let P r , k ( α ) : = 0 P_{r,k}(\alpha):=0 P r , k ( α ) := 0 . Note that P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) has a zero of order at least 2 r 2 2r^2 2 r 2 at α = r \alpha=r α = r , as proven in Proposition 2.10.
The value of P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) is independent of the choice of τ ∈ ( 0 , 1 2 ) \tau\in(0,\frac{1}{2}) τ ∈ ( 0 , 2 1 ) , by contour deformation. Throughout the paper, c j ( r ) c_j(r) c j ( r ) and c ^ ℓ ( r ) \widehat{c}_\ell(r) c ℓ ( r ) denote these fixed contours, with their dependence on τ \tau τ suppressed. Firstly, we arrive at an explicit form for M k ( α ) M_k(\alpha) M k ( α ) as defined in (12) in terms of P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) when k ≥ 1 k\geq1 k ≥ 1 . For k = 1 k=1 k = 1 , this matches the predicted form in (15) .
Theorem 2.2. Let k ∈ N k \in\mathbb{N} k ∈ N and α ∈ R + \alpha\in\mathbb{R}_{+} α ∈ R + . Assume Conjecture 1 for Y ≪ T γ Y \ll T^{\gamma} Y ≪ T γ with γ = max ( 1 , α / 2 ) + ε \gamma= \max(1,\alpha/2)+\varepsilon γ = max ( 1 , α /2 ) + ε for some fixed ε > 0 \varepsilon> 0 ε > 0 . Then one has
M k ( α ) = 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ( α ) , \mathcal{M}_{k}(\alpha)=\frac{1}{k!^{2}}\sum_{0\le r<\alpha}\binom{k}{r}^{2}P_{r,k}(\alpha), M k ( α ) = k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ( α ) , with P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) as defined in (39) and in particular, M k ( α ) \mathcal{M}_{k}(\alpha) M k ( α ) is continuously differentiable 2 ℓ 2 − 1 2\ell^{2}-1 2 ℓ 2 − 1 times at α = ℓ \alpha=\ell α = ℓ for ℓ = 1 , … , k \ell=1,\ldots,k ℓ = 1 , … , k .
The polynomial range for the parameter Y Y Y , which bounds the imaginary components ℑ ( z 1 − z 2 ) \Im(z_{1}-z_{2}) ℑ ( z 1 − z 2 ) and ℑ z 2 \Im z_{2} ℑ z 2 , is needed for the sharp Perron truncation in (132) . The following theorem identifies the variance coefficient D k ( α ) D_{k}(\alpha) D k ( α ) , defined in (20) , with δ k ( α ) \delta_{k}(\alpha) δ k ( α ) under polylogarithmic uniformity in Y Y Y . The derivative relation with M k ( α ) \mathcal{M}_{k}(\alpha) M k ( α ) requires the stronger polynomial range for Y Y Y assumed in Theorem 2.2 .
Theorem 2.3. Let k ∈ N k \in\mathbb{N} k ∈ N and α ∈ R + \alpha\in\mathbb{R}_{+} α ∈ R + . Assume Conjecture 1 for Y ≪ ( log T ) η Y \ll(\log T)^{\eta} Y ≪ ( log T ) η for some fixed η > 0 \eta>0 η > 0 . Then one has
D k ( α ) = δ k ( α ) . D_{k}(\alpha)=\delta_{k}(\alpha). D k ( α ) = δ k ( α ) . Under the stronger hypothesis of Theorem 2.2 , we have D k ( α ) = M k ′ ( α ) D_{k}(\alpha)=\mathcal{M}_{k}'(\alpha) D k ( α ) = M k ′ ( α ) .
We also prove an identity between Q k ( α ) Q_{k}(\alpha) Q k ( α ) , i.e. the leading coefficient for the variance of von Mangoldt convolutions in arithmetic progressions defined in (21) , and the short-interval variance δ k ( α ) \delta_{k}(\alpha) δ k ( α ) under Conjecture 2.
Theorem 2.4. Let k ≥ 4 k\ge4 k ≥ 4 be an integer and α ∈ R + \alpha\in\mathbb{R}_{+} α ∈ R + . Assume Conjecture 2 for Y ≪ q α / 2 + ε Y\ll q^{\alpha/2+\varepsilon} Y ≪ q α /2 + ε for some ε > 0 \varepsilon>0 ε > 0 . Then one has
Q k ( α ) = δ k ( α ) . Q_{k}(\alpha)=\delta_{k}(\alpha). Q k ( α ) = δ k ( α ) .
A much stronger decay of the error term in Conjecture 2 would extend the result to k = 1 , 2 , 3 k=1,2,3 k = 1 , 2 , 3 ; this is detailed in the proof of the above theorem. To verify that the same leading-order asymptotic arises in the case of the matrix integral in (30) , we prove the following result for M k ( α ) \mathcal{M}_{k}(\alpha) M k ( α ) which is defined in (35) .
Theorem 2.5. Let k ∈ N k\in\mathbb{N} k ∈ N and α > 0 \alpha>0 α > 0 . Then
M k ( α ) = 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ( α ) , \mathcal{M}_{k}(\alpha)=\frac{1}{k!^{2}}\sum_{0\le r<\alpha}\binom{k}{r}^{2}P_{r,k}(\alpha), M k ( α ) = k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ( α ) , with P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) as defined in (39) .
As established in (38) , M k ( α ) \mathcal{M}_{k}(\alpha) M k ( α ) is the antiderivative of δ k ( α ) \delta_{k}(\alpha) δ k ( α ) . Using Theorem 2.5 , we may replace the trace-sum matrix integral definition of δ k ( α ) \delta_{k}(\alpha) δ k ( α ) by an explicit analytic coefficient, allowing both D k ( α ) D_{k}(\alpha) D k ( α ) and Q k ( α ) Q_{k}(\alpha) Q k ( α ) to be identified with the same function. In both proofs, we obtain explicit expressions that can be directly related to
δ k ( α ) = 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ′ ( α ) . (40) \delta_{k}(\alpha)=\frac{1}{k!^{2}}\sum_{0\le r<\alpha}\binom{k}{r}^{2}P_{r,k}'(\alpha). \tag*{(40)} δ k ( α ) = k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ′ ( α ) . (40)
To prove both Theorem 2.2 and Theorem 2.5 , we will use the following three lemmas that provide the contour identities and degree estimates needed. Lemma 2.6 decomposes the multiple contour integral arising from Conjecture 1 according to the choice of pole centre for each variable, and shows that only terms with equal numbers of u u u - and v v v -variables at their respective shifted poles can contribute. Lemma 2.7 converts the symmetric shifted-moment expression into an unsymmetrised form, allowing direct comparison with the exact formula we use in the proof of Theorem 2.5 . Lemma 2.8 shows that only finitely many Taylor coefficients of the holomorphic factor contribute to the residue, and provides the degree bounds needed to evaluate and estimate the resulting outer contour integrals.
Lemma 2.6. Fix k ∈ Z + k \in\mathbb{Z}_{+} k ∈ Z + , L ∈ C L \in\mathbb{C} L ∈ C and σ ∈ C ∖ { 0 } \sigma\in\mathbb{C}\setminus\{0\} σ ∈ C ∖ { 0 } . Let 0 < τ < 1 2 0<\tau<\frac{1}{2} 0 < τ < 2 1 , and choose μ > ( 1 + τ ) ∣ σ ∣ \mu>(1+\tau)|\sigma| μ > ( 1 + τ ) ∣ σ ∣ . Assume that Φ L \Phi_L Φ L is holomorphic in a neighbourhood of the closed polydisc { u ∈ C k : ∣ u j ∣ ≤ μ , 1 ≤ j ≤ k } \{u\in\mathbb{C}^k: |u_j|\leq\mu,\ 1\leq j\leq k\} { u ∈ C k : ∣ u j ∣ ≤ μ , 1 ≤ j ≤ k } and is symmetric in u 1 , … , u k u_1,\ldots,u_k u 1 , … , u k . Define
A ( u , v ; σ ) : = ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + σ − L , B ( u , v ; σ ) : = ∑ j = 1 k 1 u j − σ + ∑ ℓ = 1 k 1 v ℓ . A(u,v;\sigma):=\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+\sigma}-L,\qquad B(u,v;\sigma):=\sum_{j=1}^{k}\frac{1}{u_j-\sigma}+\sum_{\ell=1}^{k}\frac{1}{v_\ell}. A ( u , v ; σ ) := j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + σ 1 − L , B ( u , v ; σ ) := j = 1 ∑ k u j − σ 1 + ℓ = 1 ∑ k v ℓ 1 . Then we have
∮ ∣ u j ∣ = μ ∣ v ℓ ∣ = μ Φ L ( u 1 , … , u k ) Δ ( u ) 2 Δ ( v ) 2 ∏ j , ℓ = 1 k ( u j − v ℓ − σ ) A ( u , v ; σ ) k B ( u , v ; σ ) k ∏ j = 1 k d u j u j k ∏ ℓ = 1 k d v ℓ v ℓ k = ∑ r = 0 k ( k r ) 2 ∑ a = 0 k ( − 1 ) k − a ( k a ) L k − a σ k 2 − ( a + k ) J L , r ( a ) ( σ ) . \begin{aligned}
\oint_{\substack{|u_j|=\mu\\|v_\ell|=\mu}}\Phi_L(u_1,\ldots,u_k)\Delta(u)^2\Delta(v)^2\prod_{j,\ell=1}^{k}(u_j-v_\ell-\sigma)A(u,v;\sigma)^kB(u,v;\sigma)^k\prod_{j=1}^{k}\frac{du_j}{u_j^k}\prod_{\ell=1}^{k}\frac{dv_\ell}{v_\ell^k}\\
=\sum_{r=0}^{k}\binom{k}{r}^{2}\sum_{a=0}^{k}(-1)^{k-a}\binom{k}{a}L^{k-a}\sigma^{k^2-(a+k)}J_{L,r}^{(a)}(\sigma).
\end{aligned} ∮ ∣ u j ∣ = μ ∣ v ℓ ∣ = μ Φ L ( u 1 , … , u k ) Δ ( u ) 2 Δ ( v ) 2 j , ℓ = 1 ∏ k ( u j − v ℓ − σ ) A ( u , v ; σ ) k B ( u , v ; σ ) k j = 1 ∏ k u j k d u j ℓ = 1 ∏ k v ℓ k d v ℓ = r = 0 ∑ k ( r k ) 2 a = 0 ∑ k ( − 1 ) k − a ( a k ) L k − a σ k 2 − ( a + k ) J L , r ( a ) ( σ ) . with
J L , r ( a ) ( σ ) = ∮ c j ( r ) ∮ c ^ ℓ ( r ) Φ L ( σ x 1 , … , σ x k ) Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ , \begin{aligned}
J_{L,r}^{(a)}(\sigma)=\oint_{c_j(r)}\oint_{\widehat c_\ell(r)}\Phi_L(\sigma x_1,\ldots,\sigma x_k)\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)\\
{}\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k\prod_{j=1}^{k}x_j^{-k}dx_j\prod_{\ell=1}^{k}y_\ell^{-k}dy_\ell,
\end{aligned} J L , r ( a ) ( σ ) = ∮ c j ( r ) ∮ c ℓ ( r ) Φ L ( σ x 1 , … , σ x k ) Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ , where c j ( r ) c_j(r) c j ( r ) are counter-clockwise circles of radius τ \tau τ centered at 1 1 1 for j = 1 , … , r j=1,\ldots,r j = 1 , … , r and 0 0 0 otherwise; similarly, c ^ ℓ ( r ) \widehat c_\ell(r) c ℓ ( r ) are counter-clockwise circles of radius τ \tau τ centered at − 1 -1 − 1 for ℓ = 1 , … , r \ell=1,\ldots,r ℓ = 1 , … , r and 0 0 0 otherwise.
Lemma 2.7. Let k ≥ 1 k\geq1 k ≥ 1 and z ∈ C ∖ { 0 } z\in\mathbb{C}\setminus\{0\} z ∈ C ∖ { 0 } . Write U = ∑ j = 1 k u j U=\sum_{j=1}^{k}u_j U = ∑ j = 1 k u j and V = ∑ ℓ = 1 k v ℓ V=\sum_{\ell=1}^{k}v_\ell V = ∑ ℓ = 1 k v ℓ , and define
A z ( u , v ) = ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z , B z ( u , v ) = ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ . A_z(u,v)=\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell-z},\qquad B_z(u,v)=\sum_{j=1}^{k}\frac{1}{u_j+z}+\sum_{\ell=1}^{k}\frac{1}{v_\ell}. A z ( u , v ) = j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 , B z ( u , v ) = j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 . For finite sets P , Q ⊂ C P,Q\subset\mathbb{C} P , Q ⊂ C , define the residue
R P , Q [ F ] : = 1 ( 2 π i ) 2 k ∫ Γ P k ∫ Γ Q k F ( u , v ) ∏ j = 1 k d u j ∏ ℓ = 1 k d v ℓ , R_{P,Q}[F]:=\frac{1}{(2\pi i)^{2k}}\int_{\Gamma_P^k}\int_{\Gamma_Q^k}F(u,v)\prod_{j=1}^{k}du_j\prod_{\ell=1}^{k}dv_\ell, R P , Q [ F ] := ( 2 π i ) 2 k 1 ∫ Γ P k ∫ Γ Q k F ( u , v ) j = 1 ∏ k d u j ℓ = 1 ∏ k d v ℓ , where Γ P \Gamma_P Γ P and Γ Q \Gamma_Q Γ Q are positively oriented contours enclosing, respectively, the points of P P P and Q Q Q , and no other singularities of F F F . Then, for all s , t ∈ C s,t\in\mathbb{C} s , t ∈ C ,
R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] R_{\{0,-z\},\{0,z\}}\left[e^{sU+tV}W_z(u,v)\left(A_z(u,v)-s\right)^k\left(B_z(u,v)-t\right)^k\right] R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] = R { 0 , − z } , { 0 , z } [ e ( s − t ) U W z ( u , v ) ( A z ( u , v ) − ( s − t ) ) k B z ( u , v ) k ] , =R_{\{0,-z\},\{0,z\}}\left[e^{(s-t)U}W_z(u,v)\left(A_z(u,v)-(s-t)\right)^kB_z(u,v)^k\right], = R { 0 , − z } , { 0 , z } [ e ( s − t ) U W z ( u , v ) ( A z ( u , v ) − ( s − t ) ) k B z ( u , v ) k ] , where
W z ( u , v ) = Δ ( u ) 2 Δ ( v ) 2 ∏ j , ℓ = 1 k ( u j − v ℓ + z ) ∏ j = 1 k u j − k ∏ ℓ = 1 k v ℓ − k . W_z(u,v)=\Delta(u)^2\Delta(v)^2\prod_{j,\ell=1}^{k}(u_j-v_\ell+z)\prod_{j=1}^{k}u_j^{-k}\prod_{\ell=1}^{k}v_\ell^{-k}. W z ( u , v ) = Δ ( u ) 2 Δ ( v ) 2 j , ℓ = 1 ∏ k ( u j − v ℓ + z ) j = 1 ∏ k u j − k ℓ = 1 ∏ k v ℓ − k .
Lemma 2.8. Let J L , r ( a ) ( σ ) J_{L,r}^{(a)}(\sigma) J L , r ( a ) ( σ ) be as defined in Lemma 2.6 . Expand Φ L ( σ x 1 , … , σ x k ) \Phi_L(\sigma x_1,\ldots,\sigma x_k) Φ L ( σ x 1 , … , σ x k ) at the centres of the x x x -contours:
Φ L ( σ x 1 , … , σ x k ) = ∑ β ∈ Z ≥ 0 r γ ∈ Z ≥ 0 k − r ϕ β , γ ( r ) ( L , σ ) ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r . (41) \Phi_L(\sigma x_1,\ldots,\sigma x_k)=\sum_{\substack{\beta\in\mathbb{Z}_{\geq0}^{r}\\\gamma\in\mathbb{Z}_{\geq0}^{k-r}}}\phi_{\beta,\gamma}^{(r)}(L,\sigma)\prod_{j=1}^{r}(x_j-1)^{\beta_j}\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}}. \tag*{(41)} Φ L ( σ x 1 , … , σ x k ) = β ∈ Z ≥ 0 r γ ∈ Z ≥ 0 k − r ∑ ϕ β , γ ( r ) ( L , σ ) j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r . (41) If a < r a<r a < r , then J L , r ( a ) ( σ ) = 0 J_{L,r}^{(a)}(\sigma)=0 J L , r ( a ) ( σ ) = 0 and if a ≥ r a\geq r a ≥ r , then J L , r ( a ) ( σ ) J_{L,r}^{(a)}(\sigma) J L , r ( a ) ( σ ) is unchanged if the above Taylor expansion is truncated to the terms satisfying
∣ β ∣ ≤ k − r , ∣ γ ∣ ≤ a − r . |\beta|\leq k-r,\qquad|\gamma|\leq a-r. ∣ β ∣ ≤ k − r , ∣ γ ∣ ≤ a − r .
Here the empty multi-index convention is used for β \beta β and γ \gamma γ . If we have no shifted variables, i.e. r = 0 r=0 r = 0 , or no unshifted variables meaning that r = k r=k r = k , then the corresponding product from (41) is interpreted as 1. The two propositions that follow supply additional estimates and regularity properties. Under Conjecture 1, Proposition 2.9 gives the shifted-moment decay estimate used to control the tails in the short-interval variance argument.
Proposition 2.9. Assume Conjecture 1. Under the hypotheses of Conjecture 1, with 0 < ξ < 1 0<\xi<1 0 < ξ < 1 if k ≥ 3 k\ge3 k ≥ 3 and 0 < ξ < c 0<\xi<c 0 < ξ < c if k = 1 , 2 k=1,2 k = 1 , 2 , one has
1 T ∫ 0 T ( ζ ′ ζ ( 1 2 + i t + z 1 ) ) k ( ζ ′ ζ ( 1 2 − i t − z 2 ) ) k d t ≪ k , c , ξ ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 ( 1 + 1 ∣ z ∣ log T ) 2 k (42) \frac{1}{T}\int_{0}^{T}\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z_{1}\right)\right)^{k}\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}-it-z_{2}\right)\right)^{k}\,\mathrm{d}t
\ll_{k,c,\xi}(\log T)^{2k}\left(1+\min(|z|,1)\log T\right)^{-2}\left(1+\frac{1}{|z|\log T}\right)^{2k} \tag*{(42)} T 1 ∫ 0 T ( ζ ζ ′ ( 2 1 + i t + z 1 ) ) k ( ζ ζ ′ ( 2 1 − i t − z 2 ) ) k d t ≪ k , c , ξ ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 ( 1 + ∣ z ∣ log T 1 ) 2 k (42)
where z = z 1 − z 2 z=z_{1}-z_{2} z = z 1 − z 2 . In particular,
1 T ∫ 0 T ( ζ ′ ζ ( 1 2 + i t + z 1 ) ) k ( ζ ′ ζ ( 1 2 − i t − z 2 ) ) k d t ≪ ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 (43) \frac{1}{T}\int_{0}^{T}\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z_{1}\right)\right)^{k}\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}-it-z_{2}\right)\right)^{k}\,\mathrm{d}t
\ll(\log T)^{2k}\left(1+\min(|z|,1)\log T\right)^{-2} \tag*{(43)} T 1 ∫ 0 T ( ζ ζ ′ ( 2 1 + i t + z 1 ) ) k ( ζ ζ ′ ( 2 1 − i t − z 2 ) ) k d t ≪ ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 (43)
uniformly on any subrange on which ∣ z ∣ log T ≥ c 0 > 0 |z|\log T\ge c_{0}>0 ∣ z ∣ log T ≥ c 0 > 0 . The implied constants may depend on k k k , c c c , ξ \xi ξ , and, in the final estimate, also on the lower bound c 0 c_{0} c 0 .
Throughout, the notation A ≪ B A\ll B A ≪ B for complex-valued quantities means ∣ A ∣ ≤ C ∣ B ∣ |A|\le C|B| ∣ A ∣ ≤ C ∣ B ∣ with C > 0 C>0 C > 0 . We have a second proposition that determines the minimum zero-order for P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) at α = r \alpha=r α = r with r r r an integer, enabling us to bound the differentiability of M k ( α ) M_k(\alpha) M k ( α ) at α = r \alpha=r α = r .
Proposition 2.10. For an integer 0 ≤ r ≤ k 0\le r\le k 0 ≤ r ≤ k , P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) has a zero of order at least 2 r 2 2r^{2} 2 r 2 at α = r \alpha=r α = r .
Proof of results
Proof of Lemma 2.6
Fix 0 < τ < 1 / 2 0<\tau<1/2 0 < τ < 1/2 , σ ≠ 0 \sigma\ne0 σ = 0 and μ > ( 1 + τ ) ∣ σ ∣ \mu>(1+\tau)|\sigma| μ > ( 1 + τ ) ∣ σ ∣ . This ensures μ > ∣ σ ∣ \mu>|\sigma| μ > ∣ σ ∣ , so the contours ∣ u j ∣ = μ |u_j|=\mu ∣ u j ∣ = μ and ∣ v ℓ ∣ = μ |v_\ell|=\mu ∣ v ℓ ∣ = μ enclose the explicit poles at u j = 0 , σ u_j=0,\sigma u j = 0 , σ and v ℓ = 0 , − σ v_\ell=0,-\sigma v ℓ = 0 , − σ . We assume that Φ L ( u ) \Phi_L(u) Φ L ( u ) is holomorphic in a neighbourhood of the closed polydisc { ∣ u j ∣ ≤ μ , 1 ≤ j ≤ k } \{|u_j|\le\mu,\ 1\le j\le k\} { ∣ u j ∣ ≤ μ , 1 ≤ j ≤ k } . We consider a 2 k 2k 2 k -fold contour integral of the form
G L ( σ ) : = ∮ ∣ u j ∣ = μ ∮ ∣ v ℓ ∣ = μ Φ L ( u ) Δ ( u ) 2 Δ ( v ) 2 ∏ j , ℓ = 1 k ( u j − v ℓ − σ ) ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + σ − L ) k ( ∑ j = 1 k 1 u j − σ + ∑ ℓ = 1 k 1 v ℓ ) k ∏ j = 1 k u j − k ∏ ℓ = 1 k v ℓ − k ∏ j = 1 k d u j ∏ ℓ = 1 k d v ℓ . (44) G_L(\sigma):=\oint_{|u_j|=\mu}\oint_{|v_\ell|=\mu}\Phi_L(u)\Delta(u)^2\Delta(v)^2\prod_{j,\ell=1}^{k}(u_j-v_\ell-\sigma)\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+\sigma}-L\right)^k\left(\sum_{j=1}^{k}\frac{1}{u_j-\sigma}+\sum_{\ell=1}^{k}\frac{1}{v_\ell}\right)^k\prod_{j=1}^{k}u_j^{-k}\prod_{\ell=1}^{k}v_\ell^{-k}\prod_{j=1}^{k}\mathrm{d}u_j\prod_{\ell=1}^{k}\mathrm{d}v_\ell. \tag*{(44)} G L ( σ ) := ∮ ∣ u j ∣ = μ ∮ ∣ v ℓ ∣ = μ Φ L ( u ) Δ ( u ) 2 Δ ( v ) 2 j , ℓ = 1 ∏ k ( u j − v ℓ − σ ) ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + σ 1 − L ) k ( j = 1 ∑ k u j − σ 1 + ℓ = 1 ∑ k v ℓ 1 ) k j = 1 ∏ k u j − k ℓ = 1 ∏ k v ℓ − k j = 1 ∏ k d u j ℓ = 1 ∏ k d v ℓ . (44)
Let ρ : = τ ∣ σ ∣ \rho:=\tau|\sigma| ρ := τ ∣ σ ∣ . Each contour integral can be decomposed into a sum of two small circles of radius ρ \rho ρ . Every u u u -integral splits into an integral enclosing 0 and another enclosing σ \sigma σ while each v v v -integral splits into integrals enclosing either 0 or − σ -\sigma − σ . Note that the condition μ > ( 1 + τ ) ∣ σ ∣ \mu>(1+\tau)|\sigma| μ > ( 1 + τ ) ∣ σ ∣ guarantees that the small circles are contained within the original contours. Since 2 ρ = 2 τ ∣ σ ∣ < ∣ σ ∣ 2\rho=2\tau|\sigma|<|\sigma| 2 ρ = 2 τ ∣ σ ∣ < ∣ σ ∣ , the small circles are pairwise disjoint and do not pass through any pole of the integrand. Also, as Φ L ( u ) \Phi_L(u) Φ L ( u ) is holomorphic in the integration variables, no additional poles are introduced. Therefore, by the residue theorem, we can write
G L ( σ ) = ∑ r = 0 k ∑ s = 0 k ( k r ) ( k s ) G L , r , s ( σ ) (45) G_L(\sigma)=\sum_{r=0}^{k}\sum_{s=0}^{k}\binom{k}{r}\binom{k}{s}G_{L,r,s}(\sigma) \tag*{(45)} G L ( σ ) = r = 0 ∑ k s = 0 ∑ k ( r k ) ( s k ) G L , r , s ( σ ) (45)
where r r r of the u u u -integrals are centered at σ \sigma σ , s s s of the v v v -integrals are centered at − σ -\sigma − σ and the remaining ( k − r ) (k-r) ( k − r ) u u u -integrals and ( k − s ) (k-s) ( k − s ) v v v -integrals are around the origin. Note that this decomposition requires that Φ L \Phi_L Φ L is symmetric in the u u u -variables. Define
G L , r , s ( σ ) = ∫ C j σ ( r ) ∫ C ^ ℓ σ ( s ) Φ L ( u ) ∏ j , ℓ = 1 k ( u j − v ℓ − σ ) ∏ i ≠ j ( u i − u j ) ∏ i ≠ j ( v i − v j ) × A ( u , v ; σ ) k B ( u , v ; σ ) k ∏ j u j − k ∏ ℓ v ℓ − k ∏ j = 1 k d u j ∏ ℓ = 1 k d v ℓ , (46) G_{L,r,s}(\sigma)=\int_{C_j^\sigma(r)}\int_{\widehat{C}_\ell^\sigma(s)}\Phi_L(u)\prod_{j,\ell=1}^{k}(u_j-v_\ell-\sigma)\prod_{i\ne j}(u_i-u_j)\prod_{i\ne j}(v_i-v_j)
\times A(u,v;\sigma)^k B(u,v;\sigma)^k\prod_j u_j^{-k}\prod_\ell v_\ell^{-k}\prod_{j=1}^{k}du_j\prod_{\ell=1}^{k}dv_\ell, \tag*{(46)} G L , r , s ( σ ) = ∫ C j σ ( r ) ∫ C ℓ σ ( s ) Φ L ( u ) j , ℓ = 1 ∏ k ( u j − v ℓ − σ ) i = j ∏ ( u i − u j ) i = j ∏ ( v i − v j ) × A ( u , v ; σ ) k B ( u , v ; σ ) k j ∏ u j − k ℓ ∏ v ℓ − k j = 1 ∏ k d u j ℓ = 1 ∏ k d v ℓ , (46)
with
A ( u , v ; σ ) = ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + σ − L , B ( u , v ; σ ) = ∑ ℓ = 1 k 1 v ℓ + ∑ j = 1 k 1 u j − σ , (47) A(u,v;\sigma)=\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+\sigma}-L,\qquad B(u,v;\sigma)=\sum_{\ell=1}^{k}\frac{1}{v_\ell}+\sum_{j=1}^{k}\frac{1}{u_j-\sigma}, \tag*{(47)} A ( u , v ; σ ) = j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + σ 1 − L , B ( u , v ; σ ) = ℓ = 1 ∑ k v ℓ 1 + j = 1 ∑ k u j − σ 1 , (47)
for u = ( u 1 , … , u k ) u=(u_1,\ldots,u_k) u = ( u 1 , … , u k ) and v = ( v 1 , … , v k ) v=(v_1,\ldots,v_k) v = ( v 1 , … , v k ) . The C j σ ( r ) C_j^\sigma(r) C j σ ( r ) are counter-clockwise circles of radius ρ \rho ρ , centered at σ \sigma σ for 1 ≤ j ≤ r 1\le j\le r 1 ≤ j ≤ r and centered at 0 0 0 for r < j ≤ k r<j\le k r < j ≤ k . Similarly, the C ^ ℓ σ ( s ) \widehat{C}_\ell^\sigma(s) C ℓ σ ( s ) are counter-clockwise circles of radius ρ \rho ρ , centered at − σ -\sigma − σ for 1 ≤ ℓ ≤ s 1\le\ell\le s 1 ≤ ℓ ≤ s and centered at 0 0 0 for s < ℓ ≤ k s<\ell\le k s < ℓ ≤ k . In order to extract all powers of σ \sigma σ , we expand
A ( u , v ; σ ) k = ∑ a = 0 k ( − 1 ) k − a ( k a ) L k − a ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + σ ) a . (48) A(u,v;\sigma)^k=\sum_{a=0}^{k}(-1)^{k-a}\binom{k}{a}L^{k-a}\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+\sigma}\right)^a. \tag*{(48)} A ( u , v ; σ ) k = a = 0 ∑ k ( − 1 ) k − a ( a k ) L k − a ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + σ 1 ) a . (48)
We perform a change of variables, u i ↦ σ u i u_i\mapsto\sigma u_i u i ↦ σ u i and v ℓ ↦ σ v ℓ v_\ell\mapsto\sigma v_\ell v ℓ ↦ σ v ℓ , and then count the σ \sigma σ contributions from each factor in (46) . For the factor ∏ i ≠ j ( u i − u j ) \prod_{i\ne j}(u_i-u_j) ∏ i = j ( u i − u j ) , and its equivalent for the v v v -variables, we obtain an overall factor σ 2 k ( k − 1 ) \sigma^{2k(k-1)} σ 2 k ( k − 1 ) ; from the mixed variable product, we extract σ k 2 \sigma^{k^2} σ k 2 . Each variable has an order-k k k pole at zero; therefore the poles offer a factor of σ − 2 k 2 \sigma^{-2k^2} σ − 2 k 2 . With the contributions from A ( u , v ; σ ) A(u,v;\sigma) A ( u , v ; σ ) and B ( u , v ; σ ) B(u,v;\sigma) B ( u , v ; σ ) , we obtain an overall power
σ − ( a + k ) + k 2 . (49) \sigma^{-(a+k)+k^2}. \tag*{(49)} σ − ( a + k ) + k 2 . (49)
After rescaling, the contours have radius τ \tau τ ; the new circles c j ( r ) c_j(r) c j ( r ) are centered at 1 1 1 for j = 1 , … , r j=1,\ldots,r j = 1 , … , r and 0 0 0 otherwise. The c ^ ℓ ( s ) \widehat{c}_\ell(s) c ℓ ( s ) are centered at − 1 -1 − 1 for ℓ = 1 , … , s \ell=1,\ldots,s ℓ = 1 , … , s and 0 0 0 otherwise. Thus
G L , r , s ( σ ) = ∑ a = 0 k ( − 1 ) k − a ( k a ) L k − a σ k 2 − ( a + k ) J L , r , s ( a ) ( σ ) (50) G_{L,r,s}(\sigma)=\sum_{a=0}^{k}(-1)^{k-a}\binom{k}{a}L^{k-a}\sigma^{k^2-(a+k)}J_{L,r,s}^{(a)}(\sigma) \tag*{(50)} G L , r , s ( σ ) = a = 0 ∑ k ( − 1 ) k − a ( a k ) L k − a σ k 2 − ( a + k ) J L , r , s ( a ) ( σ ) (50)
where
J L , r , s ( a ) ( σ ) = ∫ c j ( r ) ∫ c ^ ℓ ( s ) Φ L ( σ u ) × ∏ j , ℓ ( u j − v ℓ − 1 ) ∏ i ≠ j ( u i − u j ) ∏ i ≠ j ( v i − v j ) ∏ j u j − k ∏ ℓ v ℓ − k × ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + 1 ) a ( ∑ ℓ = 1 k 1 v ℓ + ∑ j = 1 k 1 u j − 1 ) k ∏ j = 1 k d u j ∏ ℓ = 1 k d v ℓ . (51) \begin{aligned}
J_{L,r,s}^{(a)}(\sigma)=\int_{c_j(r)}\int_{\widehat{c}_\ell(s)}\Phi_L(\sigma u) \\
&\times\prod_{j,\ell}(u_j-v_\ell-1)\prod_{i\ne j}(u_i-u_j)\prod_{i\ne j}(v_i-v_j)\prod_j u_j^{-k}\prod_\ell v_\ell^{-k} \\
&\times\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+1}\right)^a
\left(\sum_{\ell=1}^{k}\frac{1}{v_\ell}+\sum_{j=1}^{k}\frac{1}{u_j-1}\right)^k
\prod_{j=1}^{k}du_j\prod_{\ell=1}^{k}dv_\ell. \tag*{(51)}
\end{aligned} J L , r , s ( a ) ( σ ) = ∫ c j ( r ) ∫ c ℓ ( s ) Φ L ( σ u ) × j , ℓ ∏ ( u j − v ℓ − 1 ) i = j ∏ ( u i − u j ) i = j ∏ ( v i − v j ) j ∏ u j − k ℓ ∏ v ℓ − k × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + 1 1 ) a ( ℓ = 1 ∑ k v ℓ 1 + j = 1 ∑ k u j − 1 1 ) k j = 1 ∏ k d u j ℓ = 1 ∏ k d v ℓ . (51)
We now show that the contributions with r ≠ s r\ne s r = s vanish. Assume r > s r>s r > s and fix 0 ≤ a ≤ k 0\le a\le k 0 ≤ a ≤ k . As 0 < τ < 1 / 2 0<\tau<1/2 0 < τ < 1/2 , these contours enclose only their prescribed centers and no other point among 0 , ± 1 0,\pm1 0 , ± 1 . We define
S ( u , v ) : = ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ + 1 , T ( u , v ) : = ∑ ℓ = 1 k 1 v ℓ + ∑ j = 1 k 1 u j − 1 . (52) S(u,v):=\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell+1},\qquad T(u,v):=\sum_{\ell=1}^{k}\frac{1}{v_\ell}+\sum_{j=1}^{k}\frac{1}{u_j-1}. \tag*{(52)} S ( u , v ) := j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ + 1 1 , T ( u , v ) := ℓ = 1 ∑ k v ℓ 1 + j = 1 ∑ k u j − 1 1 . (52)
Thus the two bracketed terms in J L , r , s ( a ) ( σ ) J_{L,r,s}^{(a)}(\sigma) J L , r , s ( a ) ( σ ) are S ( u , v ) a S(u,v)^a S ( u , v ) a and T ( u , v ) k T(u,v)^k T ( u , v ) k .
Shifted pole-count. For j ≤ r j \le r j ≤ r , the only possible source of a pole at u j = 1 u_j = 1 u j = 1 is T ( u , v ) k T(u,v)^k T ( u , v ) k , since all other factors are holomorphic there. Similarly, for ℓ ≤ s \ell\le s ℓ ≤ s , the only possible source of a pole at v ℓ = − 1 v_\ell= -1 v ℓ = − 1 is S ( u , v ) a S(u,v)^a S ( u , v ) a . If s > a s > a s > a , then the iterated residue is immediately 0 0 0 , as there are not enough terms from S ( u , v ) a S(u,v)^a S ( u , v ) a to supply a pole at each v 1 , … , v s v_1,\ldots,v_s v 1 , … , v s . We may therefore assume s ≤ a s \le a s ≤ a . Throughout, we refer to u 1 , … , u r u_1,\ldots,u_r u 1 , … , u r as the shifted u u u -variables, since their contours are centered at 1 1 1 , and to v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k as the unshifted v v v -variables, since their contours are centered at 0 0 0 .
Fix a monomial term in the multinomial expansion of T ( u , v ) k T(u,v)^k T ( u , v ) k . Its dependence on the shifted u u u -variables and the unshifted v v v -variables can be written as
( u 1 − 1 ) − α 1 ⋯ ( u r − 1 ) − α r v s + 1 − β s + 1 ⋯ v k − β k × (other factors) , (53) (u_1-1)^{-\alpha_1}\cdots(u_r-1)^{-\alpha_r}v_{s+1}^{-\beta_{s+1}}\cdots v_k^{-\beta_k}\times\text{(other factors)}, \tag*{(53)} ( u 1 − 1 ) − α 1 ⋯ ( u r − 1 ) − α r v s + 1 − β s + 1 ⋯ v k − β k × (other factors) , (53)
where α j ≥ 0 \alpha_j \ge0 α j ≥ 0 is the multiplicity with which ( u j − 1 ) − 1 (u_j-1)^{-1} ( u j − 1 ) − 1 is selected and β ℓ ≥ 0 \beta_\ell\ge0 β ℓ ≥ 0 is the multiplicity with which v ℓ − 1 v_\ell^{-1} v ℓ − 1 is selected from T ( u , v ) k T(u,v)^k T ( u , v ) k . For the residue at u j = 1 u_j=1 u j = 1 to be non-zero, we must have
α j ≥ 1 ( 1 ≤ j ≤ r ) , (54) \alpha_j \ge1 \qquad(1 \le j \le r), \tag*{(54)} α j ≥ 1 ( 1 ≤ j ≤ r ) , (54)
since otherwise the iterated residue across u 1 , … , u r u_1,\ldots,u_r u 1 , … , u r is zero. Define
B : = ∑ ℓ = s + 1 k β ℓ , E : = ∑ j = 1 r ( α j − 1 ) ≥ 0 , so that ∑ j = 1 r α j = r + E . (55) B := \sum_{\ell=s+1}^{k}\beta_\ell,\qquad E := \sum_{j=1}^{r}(\alpha_j-1) \ge0,\qquad\text{so that}\qquad\sum_{j=1}^{r}\alpha_j=r+E. \tag*{(55)} B := ℓ = s + 1 ∑ k β ℓ , E := j = 1 ∑ r ( α j − 1 ) ≥ 0 , so that j = 1 ∑ r α j = r + E . (55)
Since the chosen monomial in T ( u , v ) k T(u,v)^k T ( u , v ) k contains exactly k k k reciprocal factors in total, and r + E r+E r + E of these are already used to supply the poles
( u 1 − 1 ) − α 1 ⋯ ( u r − 1 ) − α r , (56) (u_1-1)^{-\alpha_1}\cdots(u_r-1)^{-\alpha_r}, \tag*{(56)} ( u 1 − 1 ) − α 1 ⋯ ( u r − 1 ) − α r , (56)
we have the upper bound
B ≤ k − r − E . (57) B \le k-r-E. \tag*{(57)} B ≤ k − r − E . (57)
Next we obtain a lower bound for B B B by considering the residues at the unshifted v v v -variables v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k . These residues are affected by the powers of v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k which remain in the numerator after the shifted u u u -residues have been taken. The relevant contribution comes from the mixed product
∏ j , ℓ = 1 k ( u j − v ℓ − 1 ) . (58) \prod_{j,\ell=1}^{k}(u_j-v_\ell-1). \tag*{(58)} j , ℓ = 1 ∏ k ( u j − v ℓ − 1 ) . (58)
In particular, consider the block involving the shifted u u u -variables and the unshifted v v v -variables
∏ j = 1 r ∏ ℓ = s + 1 k ( u j − v ℓ − 1 ) = ∏ j = 1 r ∏ ℓ = s + 1 k ( ( u j − 1 ) − v ℓ ) . (59) \prod_{j=1}^{r}\prod_{\ell=s+1}^{k}(u_j-v_\ell-1)=\prod_{j=1}^{r}\prod_{\ell=s+1}^{k}\bigl((u_j-1)-v_\ell\bigr). \tag*{(59)} j = 1 ∏ r ℓ = s + 1 ∏ k ( u j − v ℓ − 1 ) = j = 1 ∏ r ℓ = s + 1 ∏ k ( ( u j − 1 ) − v ℓ ) . (59)
For each fixed j ≤ r j \le r j ≤ r , define
C j ( u j ; v s + 1 , … , v k ) : = ∏ ℓ = s + 1 k ( ( u j − 1 ) − v ℓ ) . (60) C_j(u_j;v_{s+1},\ldots,v_k):=\prod_{\ell=s+1}^{k}\bigl((u_j-1)-v_\ell\bigr). \tag*{(60)} C j ( u j ; v s + 1 , … , v k ) := ℓ = s + 1 ∏ k ( ( u j − 1 ) − v ℓ ) . (60)
Expanding C j C_j C j in powers of u j − 1 u_j-1 u j − 1 , we obtain
C j ( u j ; v s + 1 , … , v k ) = ∑ p = 0 k − s ( u j − 1 ) p Q p ( v s + 1 , … , v k ) , (61) C_j(u_j;v_{s+1},\ldots,v_k)=\sum_{p=0}^{k-s}(u_j-1)^pQ_p(v_{s+1},\ldots,v_k), \tag*{(61)} C j ( u j ; v s + 1 , … , v k ) = p = 0 ∑ k − s ( u j − 1 ) p Q p ( v s + 1 , … , v k ) , (61)
where
Q p ( v s + 1 , … , v k ) = ( − 1 ) k − s − p e k − s − p ( v s + 1 , … , v k ) , (62) Q_p(v_{s+1},\ldots,v_k)=(-1)^{k-s-p}e_{k-s-p}(v_{s+1},\ldots,v_k), \tag*{(62)} Q p ( v s + 1 , … , v k ) = ( − 1 ) k − s − p e k − s − p ( v s + 1 , … , v k ) , (62)
and e k − s − p e_{k-s-p} e k − s − p denotes the elementary symmetric polynomial of degree k − s − p k-s-p k − s − p in v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k . Hence Q p Q_p Q p is homogeneous of total v v v -degree
k − s − p . (63) k-s-p. \tag*{(63)} k − s − p . (63)
Equivalently, choosing p p p copies of u j − 1 u_j-1 u j − 1 from the k − s k-s k − s factors leaves k − s − p k-s-p k − s − p copies of the unshifted v v v -variables. The pole ( u j − 1 ) − α j (u_j-1)^{-\alpha_j} ( u j − 1 ) − α j requires, for a non-zero residue at u j = 1 u_j=1 u j = 1 , the coefficient of ( u j − 1 ) α j − 1 (u_j-1)^{\alpha_j-1} ( u j − 1 ) α j − 1 from the remaining integrand. Therefore, if the term
( u j − 1 ) p Q p ( v s + 1 , … , v k ) (64) (u_j-1)^p Q_p(v_{s+1},\ldots,v_k) \tag*{(64)} ( u j − 1 ) p Q p ( v s + 1 , … , v k ) (64)
contributes to the coefficient of ( u j − 1 ) α j − 1 (u_j-1)^{\alpha_j-1} ( u j − 1 ) α j − 1 , then necessarily
p ≤ α j − 1. (65) p\leq\alpha_j-1. \tag*{(65)} p ≤ α j − 1. (65)
Hence the total v v v -degree contributed by Q p Q_p Q p in the variables v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k is
k − s − p ≥ k − s − ( α j − 1 ) . (66) k-s-p\geq k-s-(\alpha_j-1). \tag*{(66)} k − s − p ≥ k − s − ( α j − 1 ) . (66)
In other words, the j j j -th block starts with k − s k-s k − s possible powers of the unshifted v v v -variables, and the α j − 1 \alpha_j-1 α j − 1 differentiations needed for the residue can eliminate at most α j − 1 \alpha_j-1 α j − 1 of them. Thus the j j j -th block contributes lowest total unshifted v v v -degree at least
k − s − ( α j − 1 ) . (67) k-s-(\alpha_j-1). \tag*{(67)} k − s − ( α j − 1 ) . (67)
Since the total number of such differentiations is
∑ j = 1 r ( α j − 1 ) = E , (68) \sum_{j=1}^{r}(\alpha_j-1)=E, \tag*{(68)} j = 1 ∑ r ( α j − 1 ) = E , (68)
after taking the u 1 , … , u r u_1,\ldots,u_r u 1 , … , u r residues the contribution of this block has lowest total v v v -degree in v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k at least
∑ j = 1 r ( k − s − ( α j − 1 ) ) = r ( k − s ) − ∑ j = 1 r ( α j − 1 ) (69) \sum_{j=1}^{r}\bigl(k-s-(\alpha_j-1)\bigr)
=r(k-s)-\sum_{j=1}^{r}(\alpha_j-1) \tag*{(69)} j = 1 ∑ r ( k − s − ( α j − 1 ) ) = r ( k − s ) − j = 1 ∑ r ( α j − 1 ) (69)
= r ( k − s ) − E . (70) =r(k-s)-E. \tag*{(70)} = r ( k − s ) − E . (70)
This bound may be weak if E > r ( k − s ) E>r(k-s) E > r ( k − s ) , but it remains a valid lower bound; the actual lowest total degree in v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k is never negative. Moreover, the Vandermonde factor in the v v v -variables contains the subfactor involving only the unshifted variables, namely
∏ s < i ≠ j ≤ k ( v i − v j ) . (71) \prod_{s<i\ne j\leq k}(v_i-v_j). \tag*{(71)} s < i = j ≤ k ∏ ( v i − v j ) . (71)
It contributes total v v v -degree ( k − s ) ( k − s − 1 ) (k-s)(k-s-1) ( k − s ) ( k − s − 1 ) in the unshifted v v v -variables. Apart from the poles v ℓ − k v_\ell^{-k} v ℓ − k , the remaining factors have Taylor expansions in v s + 1 , … , v k v_{s+1},\ldots,v_k v s + 1 , … , v k with only non-negative powers. Hence none of these factors can decrease the lowest total v v v -degree. Therefore every term remaining in the numerator after taking the shifted residues at u 1 = ⋯ = u r = 1 u_1=\cdots=u_r=1 u 1 = ⋯ = u r = 1 has lowest total unshifted v v v -degree at least
( k − s ) ( k − s − 1 ) + r ( k − s ) − E . (72) (k-s)(k-s-1)+r(k-s)-E. \tag*{(72)} ( k − s ) ( k − s − 1 ) + r ( k − s ) − E . (72)
Now consider the poles at v s + 1 , … , v k = 0 v_{s+1},\ldots,v_k=0 v s + 1 , … , v k = 0 . For ℓ > s \ell>s ℓ > s , the factor v ℓ − k v_\ell^{-k} v ℓ − k is present in the integrand, and the chosen monomial from T ( u , v ) k T(u,v)^k T ( u , v ) k contributes the additional pole v ℓ − β ℓ v_\ell^{-\beta_\ell} v ℓ − β ℓ , so the pole order at v ℓ = 0 v_\ell=0 v ℓ = 0 is k + β ℓ k+\beta_\ell k + β ℓ . A non-zero residue at v ℓ = 0 v_\ell=0 v ℓ = 0 forces the numerator to contain a monomial of degree exactly k + β ℓ − 1 k+\beta_\ell-1 k + β ℓ − 1 in v ℓ v_\ell v ℓ ; hence a non-zero residue at v s + 1 = ⋯ = v k = 0 v_{s+1}=\cdots=v_k=0 v s + 1 = ⋯ = v k = 0 requires a monomial of total v v v -degree
∑ ℓ = s + 1 k ( k + β ℓ − 1 ) = ( k − s ) ( k − 1 ) + ∑ ℓ = s + 1 k β ℓ (73) \sum_{\ell=s+1}^{k}(k+\beta_\ell-1)
=(k-s)(k-1)+\sum_{\ell=s+1}^{k}\beta_\ell \tag*{(73)} ℓ = s + 1 ∑ k ( k + β ℓ − 1 ) = ( k − s ) ( k − 1 ) + ℓ = s + 1 ∑ k β ℓ (73)
= ( k − s ) ( k − 1 ) + B . (74) =(k-s)(k-1)+B. \tag*{(74)} = ( k − s ) ( k − 1 ) + B . (74)
Then a necessary condition for a non-zero contribution is
( k − s ) ( k − 1 ) + B ≥ ( k − s ) ( k − s − 1 ) + r ( k − s ) − E , (75) (k-s)(k-1)+B \ge(k-s)(k-s-1)+r(k-s)-E, \tag*{(75)} ( k − s ) ( k − 1 ) + B ≥ ( k − s ) ( k − s − 1 ) + r ( k − s ) − E , (75)
which rearranges to
B ≥ ( k − s ) ( r − s ) − E . (76) B \ge(k-s)(r-s)-E. \tag*{(76)} B ≥ ( k − s ) ( r − s ) − E . (76)
Combining (57) and (76) gives
k − r − E ≥ ( k − s ) ( r − s ) − E , (77) k-r-E \ge(k-s)(r-s)-E, \tag*{(77)} k − r − E ≥ ( k − s ) ( r − s ) − E , (77)
and hence
k − r ≥ ( k − s ) ( r − s ) . (78) k-r \ge(k-s)(r-s). \tag*{(78)} k − r ≥ ( k − s ) ( r − s ) . (78)
Let d : = r − s ≥ 1 d:=r-s\ge1 d := r − s ≥ 1 . Then
( k − s ) ( r − s ) = ( k − r + d ) d = ( k − r ) d + d 2 > k − r , (79) \begin{aligned}
(k-s)(r-s) &= (k-r+d)d \\
&= (k-r)d+d^{2} \\
&> k-r, \tag*{(79)}
\end{aligned} ( k − s ) ( r − s ) = ( k − r + d ) d = ( k − r ) d + d 2 > k − r , (79)
which is a contradiction. Hence the corresponding contribution is zero whenever r > s r>s r > s . The case s > r s>r s > r is analogous, interchanging the roles of u u u and v v v , and using S ( u , v ) a S(u,v)^{a} S ( u , v ) a in place of T ( u , v ) k T(u,v)^{k} T ( u , v ) k . Thus the corresponding contribution is also zero when s > r s>r s > r , meaning the contribution vanishes whenever r ≠ s r\ne s r = s . This means that J L , r , s ( a ) ( σ ) = 0 J_{L,r,s}^{(a)}(\sigma)=0 J L , r , s ( a ) ( σ ) = 0 and, consequently, G L , r , s ( σ ) = 0 G_{L,r,s}(\sigma)=0 G L , r , s ( σ ) = 0 whenever r ≠ s r\ne s r = s . To conclude, we have
G L ( σ ) = ∑ r = 0 k ( k r ) 2 ∑ a = 0 k ( − 1 ) k − a ( k a ) L k − a σ k 2 − ( a + k ) J L , r ( a ) ( σ ) , (80) G_L(\sigma)=\sum_{r=0}^{k}\binom{k}{r}^{2}\sum_{a=0}^{k}(-1)^{k-a}\binom{k}{a}L^{k-a}\sigma^{k^{2}-(a+k)}J_{L,r}^{(a)}(\sigma), \tag*{(80)} G L ( σ ) = r = 0 ∑ k ( r k ) 2 a = 0 ∑ k ( − 1 ) k − a ( a k ) L k − a σ k 2 − ( a + k ) J L , r ( a ) ( σ ) , (80)
where J L , r ( a ) ( σ ) : = J L , r , r ( a ) ( σ ) J_{L,r}^{(a)}(\sigma):=J_{L,r,r}^{(a)}(\sigma) J L , r ( a ) ( σ ) := J L , r , r ( a ) ( σ ) defined in (51) which is the claimed result.
Proof of Lemma 2.7
If P , Q ⊂ C P,Q\subset\mathbb{C} P , Q ⊂ C are finite sets and F ( u , v ) F(u,v) F ( u , v ) is meromorphic, write
R P , Q [ F ] : = 1 ( 2 π i ) 2 k ∮ Γ P k ∮ Γ Q k F ( u , v ) ∏ j = 1 k d u j ∏ ℓ = 1 k d v ℓ , R_{P,Q}[F]:=\frac{1}{(2\pi i)^{2k}}\oint_{\Gamma_P^k}\oint_{\Gamma_Q^k}F(u,v)\prod_{j=1}^{k}du_j\prod_{\ell=1}^{k}dv_\ell, R P , Q [ F ] := ( 2 π i ) 2 k 1 ∮ Γ P k ∮ Γ Q k F ( u , v ) j = 1 ∏ k d u j ℓ = 1 ∏ k d v ℓ ,
where Γ P \Gamma_P Γ P and Γ Q \Gamma_Q Γ Q are positively oriented contours enclosing P P P and Q Q Q , respectively, and no other poles of F F F . Equivalently, R P , Q [ F ] R_{P,Q}[F] R P , Q [ F ] is the sum of the 2 k 2k 2 k -variable residues over all choices with u j u_j u j at a point of P P P for every 1 ≤ j ≤ k 1\le j\le k 1 ≤ j ≤ k , and v ℓ v_\ell v ℓ at a point of Q Q Q for every 1 ≤ ℓ ≤ k 1\le\ell\le k 1 ≤ ℓ ≤ k . We use auxiliary variables to split the poles at u j = 0 , − z u_j=0,-z u j = 0 , − z and v ℓ = 0 , z v_\ell=0,z v ℓ = 0 , z . Introduce two vectors of small parameters
a = ( a 1 , … , a k ) , b = ( b 1 , … , b k ) , \mathbf{a}=(a_1,\ldots,a_k),\qquad\mathbf{b}=(b_1,\ldots,b_k), a = ( a 1 , … , a k ) , b = ( b 1 , … , b k ) ,
and, for fixed z ≠ 0 z\ne0 z = 0 , define
X : = { a 1 , … , a k , b 1 − z , … , b k − z } , X + z : = { a 1 + z , … , a k + z , b 1 , … , b k } . \mathcal{X}:=\{a_1,\ldots,a_k,b_1-z,\ldots,b_k-z\},\qquad
\mathcal{X}+z:=\{a_1+z,\ldots,a_k+z,b_1,\ldots,b_k\}. X := { a 1 , … , a k , b 1 − z , … , b k − z } , X + z := { a 1 + z , … , a k + z , b 1 , … , b k } .
We assume that the points of X \mathcal{X} X are pairwise distinct, this assumption allows us to expand the 2 k 2k 2 k -contour integral as a sum of simple local residues. Define the generating residue
J s , t ( a , b ; z ) : = R X , X + z [ e s U + t V W z ( u , v ) × ∏ r = 1 k [ e − s a r ∏ j = 1 k ( 1 − a r u j ) − 1 ∏ ℓ = 1 k ( 1 − a r v ℓ − z ) − 1 ] × ∏ r = 1 k [ e − t b r ∏ j = 1 k ( 1 − b r u j + z ) − 1 ∏ ℓ = 1 k ( 1 − b r v ℓ ) − 1 ] ] . (81) \begin{aligned}
J_{s,t}(\mathbf{a},\mathbf{b};z)
:=R_{\mathcal{X},\mathcal{X}+z}\Bigg[
&e^{sU+tV}W_z(u,v)\\
&\times\prod_{r=1}^{k}\left[
e^{-sa_r}\prod_{j=1}^{k}\left(1-\frac{a_r}{u_j}\right)^{-1}
\prod_{\ell=1}^{k}\left(1-\frac{a_r}{v_\ell-z}\right)^{-1}
\right]\\
&\times\prod_{r=1}^{k}\left[
e^{-tb_r}\prod_{j=1}^{k}\left(1-\frac{b_r}{u_j+z}\right)^{-1}
\prod_{\ell=1}^{k}\left(1-\frac{b_r}{v_\ell}\right)^{-1}
\right]
\Bigg]. \tag*{(81)}
\end{aligned} J s , t ( a , b ; z ) := R X , X + z [ e s U + t V W z ( u , v ) × r = 1 ∏ k [ e − s a r j = 1 ∏ k ( 1 − u j a r ) − 1 ℓ = 1 ∏ k ( 1 − v ℓ − z a r ) − 1 ] × r = 1 ∏ k [ e − t b r j = 1 ∏ k ( 1 − u j + z b r ) − 1 ℓ = 1 ∏ k ( 1 − v ℓ b r ) − 1 ] ] . (81)
for s , t ∈ C s,t \in\mathbb{C} s , t ∈ C , where
W z ( u , v ) = Δ ( u ) 2 Δ ( v ) 2 ∏ j , ℓ = 1 k ( u j − v ℓ + z ) ∏ j = 1 k u j − k ∏ ℓ = 1 k v ℓ − k . (82) W_z(u,v)=\Delta(u)^2\Delta(v)^2\prod_{j,\ell=1}^{k}(u_j-v_\ell+z)\prod_{j=1}^{k}u_j^{-k}\prod_{\ell=1}^{k}v_\ell^{-k}. \tag*{(82)} W z ( u , v ) = Δ ( u ) 2 Δ ( v ) 2 j , ℓ = 1 ∏ k ( u j − v ℓ + z ) j = 1 ∏ k u j − k ℓ = 1 ∏ k v ℓ − k . (82)
Differentiating (81) once with respect to each a r a_r a r and each b r b_r b r , and then setting a 1 = ⋯ = a k = b 1 = ⋯ = b k = 0 a_1=\cdots=a_k=b_1=\cdots=b_k=0 a 1 = ⋯ = a k = b 1 = ⋯ = b k = 0 , recovers the logarithmic derivative factors. With A z ( u , v ) A_z(u,v) A z ( u , v ) and B z ( u , v ) B_z(u,v) B z ( u , v ) defined as in Lemma 2.7, we have
∂ ∂ a r [ e − s a r ∏ j = 1 k ( 1 − a r u j ) − 1 ∏ ℓ = 1 k ( 1 − a r v ℓ − z ) − 1 ] ∣ a r = 0 = A z ( u , v ) − s , \left.\frac{\partial}{\partial a_r}\left[e^{-sa_r}\prod_{j=1}^{k}\left(1-\frac{a_r}{u_j}\right)^{-1}\prod_{\ell=1}^{k}\left(1-\frac{a_r}{v_\ell-z}\right)^{-1}\right]\right|_{a_r=0}=A_z(u,v)-s, ∂ a r ∂ [ e − s a r j = 1 ∏ k ( 1 − u j a r ) − 1 ℓ = 1 ∏ k ( 1 − v ℓ − z a r ) − 1 ] a r = 0 = A z ( u , v ) − s ,
and similarly
∂ ∂ b r [ e − t b r ∏ j = 1 k ( 1 − b r u j + z ) − 1 ∏ ℓ = 1 k ( 1 − b r v ℓ ) − 1 ] ∣ b r = 0 = B z ( u , v ) − t . \left.\frac{\partial}{\partial b_r}\left[e^{-tb_r}\prod_{j=1}^{k}\left(1-\frac{b_r}{u_j+z}\right)^{-1}\prod_{\ell=1}^{k}\left(1-\frac{b_r}{v_\ell}\right)^{-1}\right]\right|_{b_r=0}=B_z(u,v)-t. ∂ b r ∂ [ e − t b r j = 1 ∏ k ( 1 − u j + z b r ) − 1 ℓ = 1 ∏ k ( 1 − v ℓ b r ) − 1 ] b r = 0 = B z ( u , v ) − t .
Hence
R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] = ∂ ∂ a 1 ⋯ ∂ ∂ a k ∂ ∂ b 1 ⋯ ∂ ∂ b k J s , t ( a , b ; z ) ∣ a = b = 0 . (83) \mathcal{R}_{\{0,-z\},\{0,z\}}\left[e^{sU+tV}W_z(u,v)(A_z(u,v)-s)^k(B_z(u,v)-t)^k\right]
=
\left.\frac{\partial}{\partial a_1}\cdots\frac{\partial}{\partial a_k}\frac{\partial}{\partial b_1}\cdots\frac{\partial}{\partial b_k}\mathcal{J}_{s,t}(\mathbf{a},\mathbf{b};z)\right|_{\mathbf{a}=\mathbf{b}=0}. \tag*{(83)} R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] = ∂ a 1 ∂ ⋯ ∂ a k ∂ ∂ b 1 ∂ ⋯ ∂ b k ∂ J s , t ( a , b ; z ) a = b = 0 . (83)
It remains to show that J s , t \mathcal{J}_{s,t} J s , t depends on s s s and t t t only through the difference s − t s-t s − t . We examine the poles of the integrand defining J s , t \mathcal{J}_{s,t} J s , t . For each u j u_j u j , the factors involving a r a_r a r and b r b_r b r give
∏ r = 1 k ( 1 − a r u j ) − 1 ( 1 − b r u j + z ) − 1 = u j k ( u j + z ) k ∏ r = 1 k ( u j − a r ) ∏ r = 1 k ( u j + z − b r ) . (84) \prod_{r=1}^{k}\left(1-\frac{a_r}{u_j}\right)^{-1}\left(1-\frac{b_r}{u_j+z}\right)^{-1}
=
\frac{u_j^k(u_j+z)^k}{\prod_{r=1}^{k}(u_j-a_r)\prod_{r=1}^{k}(u_j+z-b_r)}. \tag*{(84)} r = 1 ∏ k ( 1 − u j a r ) − 1 ( 1 − u j + z b r ) − 1 = ∏ r = 1 k ( u j − a r ) ∏ r = 1 k ( u j + z − b r ) u j k ( u j + z ) k . (84)
As W z W_z W z contains u j − k u_j^{-k} u j − k , the poles in u j u_j u j are therefore at u j = a r u_j=a_r u j = a r and u j = b r − z u_j=b_r-z u j = b r − z for 1 ≤ r ≤ k 1\le r\le k 1 ≤ r ≤ k . Similarly, for each v ℓ v_\ell v ℓ ,
∏ r = 1 k ( 1 − a r v ℓ − z ) − 1 ( 1 − b r v ℓ ) − 1 = ( v ℓ − z ) k v ℓ k ∏ r = 1 k ( v ℓ − z − a r ) ∏ r = 1 k ( v ℓ − b r ) . (85) \prod_{r=1}^{k}\left(1-\frac{a_r}{v_\ell-z}\right)^{-1}\left(1-\frac{b_r}{v_\ell}\right)^{-1}
=
\frac{(v_\ell-z)^kv_\ell^k}{\prod_{r=1}^{k}(v_\ell-z-a_r)\prod_{r=1}^{k}(v_\ell-b_r)}. \tag*{(85)} r = 1 ∏ k ( 1 − v ℓ − z a r ) − 1 ( 1 − v ℓ b r ) − 1 = ∏ r = 1 k ( v ℓ − z − a r ) ∏ r = 1 k ( v ℓ − b r ) ( v ℓ − z ) k v ℓ k . (85)
and since W z W_z W z contains v ℓ − k v_\ell^{-k} v ℓ − k , the poles in v ℓ v_\ell v ℓ are at v ℓ = a r + z v_\ell=a_r+z v ℓ = a r + z and v ℓ = b r v_\ell=b_r v ℓ = b r for $1\le r\le k. Thus the u u u -poles are u = x u=x u = x with x ∈ X x\in\mathcal{X} x ∈ X , while the corresponding v v v -poles are v = x + z v=x+z v = x + z with x ∈ X x\in\mathcal{X} x ∈ X .
When expanding the 2 k 2k 2 k -contour integral as a sum of local residues, each u j u_j u j selects a pole x ∈ X x\in\mathcal{X} x ∈ X , and each v ℓ v_\ell v ℓ selects a pole x + z x+z x + z with x ∈ X x\in\mathcal{X} x ∈ X . These choices may have repetitions or may use the same base point x x x for both a u u u -variable and a v v v -variable. For example, we have
X = { a 1 , a 2 , b 1 − z , b 2 − z } \mathcal{X}=\{a_1,a_2,b_1-z,b_2-z\} X = { a 1 , a 2 , b 1 − z , b 2 − z }
when k = 2 k=2 k = 2 ; one possible choice for the u u u -variables and v v v -variables is
u 1 = a 1 , u 2 = b 2 − z , v 1 = a 1 + z , v 2 = b 2 . u_1=a_1,\qquad u_2=b_2-z,\qquad v_1=a_1+z,\qquad v_2=b_2. u 1 = a 1 , u 2 = b 2 − z , v 1 = a 1 + z , v 2 = b 2 .
We will now show that such a paired choice does not, in fact, contribute to the 2 k 2k 2 k -contour integral. More generally, a non-zero local residue is obtained only when the u u u -variables use a subset S ⊂ X S\subset\mathcal{X} S ⊂ X of size k k k , with no repetitions, and the v v v -variables use precisely the complementary subset X ∖ S \mathcal{X}\setminus S X ∖ S , shifted by z z z .
Suppose first that a candidate local residue contains both a u u u -variable at x x x and a v v v -variable at x + z x+z x + z , for some x ∈ X x\in\mathcal{X} x ∈ X . To test whether this local residue is non-zero, introduce local coordinates p p p and q q q near these two poles: p = 0 p=0 p = 0 corresponds to u = x u=x u = x , and q = 0 q=0 q = 0 corresponds to v = x + z v=x+z v = x + z . We write
u = x + p , v = x + z + q , (86) u=x+p,\qquad v=x+z+q, \tag*{(86)} u = x + p , v = x + z + q , (86)
for which the mixed factor
∏ j , ℓ = 1 k ( u j − v ℓ + z ) \prod_{j,\ell=1}^{k}(u_j-v_\ell+z) j , ℓ = 1 ∏ k ( u j − v ℓ + z )
supplies
u − v + z = p − q . u-v+z=p-q. u − v + z = p − q .
The corresponding simple pole factors from (84) and (85) give 1 / ( p q ) 1/(pq) 1/ ( pq ) . As all other factors are holomorphic in p p p and q q q at ( 0 , 0 ) (0,0) ( 0 , 0 ) , we have
p − q p q = 1 q − 1 p . \frac{p-q}{pq}=\frac{1}{q}-\frac{1}{p}. pq p − q = q 1 − p 1 .
This Laurent expansion has no p − 1 q − 1 p^{-1}q^{-1} p − 1 q − 1 term, so the corresponding two-variable residue is zero. We also have that two u u u -variables cannot choose the same x ∈ X x\in\mathcal{X} x ∈ X . Indeed, if
u i = x + p , u j = x + q , u_i=x+p,\qquad u_j=x+q, u i = x + p , u j = x + q ,
then the local contribution from the Vandermonde and the two simple poles is
( u i − u j ) 2 ( u i − x ) ( u j − x ) = ( p − q ) 2 p q = p q − 2 + q p . \frac{(u_i-u_j)^2}{(u_i-x)(u_j-x)}
=\frac{(p-q)^2}{pq}
=\frac{p}{q}-2+\frac{q}{p}. ( u i − x ) ( u j − x ) ( u i − u j ) 2 = pq ( p − q ) 2 = q p − 2 + p q .
Again, after multiplication by factors holomorphic in p p p and q q q , there can be no p − 1 q − 1 p^{-1}q^{-1} p − 1 q − 1 coefficient arising from this local configuration. Hence this local residue is zero. The same argument applies to two v v v -variables choosing the same pole. It follows that every non-zero residue uses each x ∈ X x\in\mathcal{X} x ∈ X exactly once: either as a u u u -pole u = x u=x u = x , or as a v v v -pole v = x + z v=x+z v = x + z , but not both. In other words, we choose a subset S ⊂ X S\subset\mathcal{X} S ⊂ X of size k k k for the u u u -variables, and choose the complementary subset X ∖ S \mathcal{X}\setminus S X ∖ S , shifted by z z z , for the v v v -variables. In such a contribution,
U = ∑ x ∈ S x , V = ∑ x ∈ X ∖ S ( x + z ) , U=\sum_{x\in S}x,\qquad V=\sum_{x\in\mathcal{X}\setminus S}(x+z), U = x ∈ S ∑ x , V = x ∈ X ∖ S ∑ ( x + z ) ,
as the u u u -variables are evaluated at the points of S S S and the v v v -variables at the shifted points x + z x+z x + z with x ∈ X ∖ S x\in\mathcal{X}\setminus S x ∈ X ∖ S . Since
∑ x ∈ X x = ∑ r = 1 k a r + ∑ r = 1 k ( b r − z ) = ∑ r = 1 k a r + ∑ r = 1 k b r − k z , \sum_{x\in\mathcal{X}}x
=\sum_{r=1}^{k}a_r+\sum_{r=1}^{k}(b_r-z)
=\sum_{r=1}^{k}a_r+\sum_{r=1}^{k}b_r-kz, x ∈ X ∑ x = r = 1 ∑ k a r + r = 1 ∑ k ( b r − z ) = r = 1 ∑ k a r + r = 1 ∑ k b r − k z ,
and as ∣ X ∖ S ∣ = k |\mathcal{X}\setminus S|=k ∣ X ∖ S ∣ = k , we get
V = ∑ x ∈ X ∖ S x + k z = ( ∑ r = 1 k a r + ∑ r = 1 k b r − k z − U ) + k z = ∑ r = 1 k a r + ∑ r = 1 k b r − U . (87) \begin{aligned}
V&=\sum_{x\in\mathcal{X}\setminus S}x+kz\\
&=\left(\sum_{r=1}^{k}a_r+\sum_{r=1}^{k}b_r-kz-U\right)+kz\\
&=\sum_{r=1}^{k}a_r+\sum_{r=1}^{k}b_r-U. \tag*{(87)}
\end{aligned} V = x ∈ X ∖ S ∑ x + k z = ( r = 1 ∑ k a r + r = 1 ∑ k b r − k z − U ) + k z = r = 1 ∑ k a r + r = 1 ∑ k b r − U . (87)
Using the definition of J s , t ( a , b ; z ) J_{s,t}(\mathbf{a},\mathbf{b};z) J s , t ( a , b ; z ) in (81) , consider the exponential part of each contributing local residue
e s U + t V e − s ∑ r = 1 k a r e − t ∑ r = 1 k b r . e^{sU+tV}e^{-s\sum_{r=1}^{k}a_r}e^{-t\sum_{r=1}^{k}b_r}. e s U + t V e − s ∑ r = 1 k a r e − t ∑ r = 1 k b r .
Substituting in the form of V V V from (87) , this becomes
e s U + t ( ∑ a r + ∑ b r − U ) e − s ∑ a r e − t ∑ b r = e ( s − t ) U e − ( s − t ) ∑ a r . e^{sU+t\left(\sum a_r+\sum b_r-U\right)}e^{-s\sum a_r}e^{-t\sum b_r}
=e^{(s-t)U}e^{-(s-t)\sum a_r}. e s U + t ( ∑ a r + ∑ b r − U ) e − s ∑ a r e − t ∑ b r = e ( s − t ) U e − ( s − t ) ∑ a r .
This is exactly the exponential factor that appears in the corresponding local contribution to J s − t , 0 ( a , b ; z ) \mathcal{J}_{s-t,0}(\mathbf{a},\mathbf{b};z) J s − t , 0 ( a , b ; z ) . All other factors in the local residue are rational factors independent of s s s and t t t . Hence each non-zero local residue contribution to J s , t \mathcal{J}_{s,t} J s , t agrees with the corresponding contribution to J s − t , 0 \mathcal{J}_{s-t,0} J s − t , 0 , and summing these contributions gives
J s , t ( a , b ; z ) = J s − t , 0 ( a , b ; z ) . \mathcal{J}_{s,t}(\mathbf{a},\mathbf{b};z)=\mathcal{J}_{s-t,0}(\mathbf{a},\mathbf{b};z). J s , t ( a , b ; z ) = J s − t , 0 ( a , b ; z ) .
Finally, taking derivatives of both sides as in (83) and then setting a = b = 0 \mathbf{a}=\mathbf{b}=0 a = b = 0 , we obtain
R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] = R { 0 , − z } , { 0 , z } [ e ( s − t ) U W z ( u , v ) ( A z ( u , v ) − ( s − t ) ) k B z ( u , v ) k ] . (88) \mathcal{R}_{\{0,-z\},\{0,z\}}\left[e^{sU+tV}W_z(u,v)(A_z(u,v)-s)^k(B_z(u,v)-t)^k\right]
=
\mathcal{R}_{\{0,-z\},\{0,z\}}\left[e^{(s-t)U}W_z(u,v)(A_z(u,v)-(s-t))^kB_z(u,v)^k\right]. \tag*{(88)} R { 0 , − z } , { 0 , z } [ e s U + t V W z ( u , v ) ( A z ( u , v ) − s ) k ( B z ( u , v ) − t ) k ] = R { 0 , − z } , { 0 , z } [ e ( s − t ) U W z ( u , v ) ( A z ( u , v ) − ( s − t ) ) k B z ( u , v ) k ] . (88)
which proves the lemma.
Proof of Lemma 2.8
We use similar residue-degree bookkeeping as in the proof of Lemma 2.6 . Write the two bracketed sums in the definition of J L , r ( a ) ( σ ) J_{L,r}^{(a)}(\sigma) J L , r ( a ) ( σ ) as
S ( x , y ) : = ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 , T ( x , y ) : = ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ . (89) S(x,y):=\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1},\qquad T(x,y):=\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}. \tag*{(89)} S ( x , y ) := j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 , T ( x , y ) := j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 . (89)
First observe that, for ℓ ≤ r \ell\le r ℓ ≤ r , the only possible pole at y ℓ = − 1 y_\ell=-1 y ℓ = − 1 comes from the factor ( y ℓ + 1 ) − 1 (y_\ell+1)^{-1} ( y ℓ + 1 ) − 1 in S ( x , y ) S(x,y) S ( x , y ) . Therefore a non-zero residue requires one factor ( y ℓ + 1 ) − 1 (y_\ell+1)^{-1} ( y ℓ + 1 ) − 1 for each ℓ = 1 , … , r \ell=1,\ldots,r ℓ = 1 , … , r . Hence, if a < r a<r a < r , then J L , r ( a ) ( σ ) = 0 J_{L,r}^{(a)}(\sigma)=0 J L , r ( a ) ( σ ) = 0 .
Assume now that a ≥ r a\ge r a ≥ r . Consider a fixed monomial in the expansion of S ( x , y ) a S(x,y)^a S ( x , y ) a . Let D D D be the total number of factors x j − 1 x_j^{-1} x j − 1 selected from the unshifted variables x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k , and let H H H be the total number of factors ( y ℓ + 1 ) − 1 (y_\ell+1)^{-1} ( y ℓ + 1 ) − 1 selected from the shifted variables y 1 , … , y r y_1,\ldots,y_r y 1 , … , y r . Then
D + H ≤ a , H ≥ r D+H\le a,\qquad H\ge r D + H ≤ a , H ≥ r
for a non-zero contribution. Now consider a fixed monomial in the expansion of T ( x , y ) k T(x,y)^k T ( x , y ) k . For j ≤ r j\le r j ≤ r , the only possible pole at x j = 1 x_j=1 x j = 1 comes from factors ( x j − 1 ) − 1 (x_j-1)^{-1} ( x j − 1 ) − 1 appearing in this monomial. Suppose that the monomial contains ( x j − 1 ) − α j (x_j-1)^{-\alpha_j} ( x j − 1 ) − α j , and set
A : = ∑ j = 1 r α j . A:=\sum_{j=1}^{r}\alpha_j. A := j = 1 ∑ r α j .
As this monomial has total degree k k k , we have A ≤ k A\le k A ≤ k . For a non-zero contribution, we may assume α j ≥ 1 \alpha_j\ge1 α j ≥ 1 for every j ≤ r j\le r j ≤ r . To take the residue at x j = 1 x_j=1 x j = 1 , the remaining factors which are holomorphic in x 1 , … , x r x_1,\ldots,x_r x 1 , … , x r near x j = 1 x_j=1 x j = 1 must supply the coefficient of ( x j − 1 ) α j − 1 (x_j-1)^{\alpha_j-1} ( x j − 1 ) α j − 1 . Therefore the Taylor expansion of Φ L ( σ x 1 , … , σ x k ) \Phi_L(\sigma x_1,\ldots,\sigma x_k) Φ L ( σ x 1 , … , σ x k ) can contribute total degree in x 1 − 1 , … , x r − 1 x_1-1,\ldots,x_r-1 x 1 − 1 , … , x r − 1 at most
∑ j = 1 r ( α j − 1 ) = A − r ≤ k − r . \sum_{j=1}^{r}(\alpha_j-1)=A-r\le k-r. j = 1 ∑ r ( α j − 1 ) = A − r ≤ k − r .
It remains to bound the possible degree coming from the unshifted variables x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k . For j > r j>r j > r , the factor x j − k x_j^{-k} x j − k gives a pole of order k k k at x j = 0 x_j=0 x j = 0 , and the chosen monomial from S ( x , y ) a S(x,y)^a S ( x , y ) a gives an additional pole of total order D D D across the unshifted x x x -variables. Hence the residues at x r + 1 = ⋯ = x k = 0 x_{r+1}=\cdots=x_k=0 x r + 1 = ⋯ = x k = 0 require the remaining holomorphic factors to supply total degree
( k − r ) ( k − 1 ) + D (k-r)(k-1)+D ( k − r ) ( k − 1 ) + D
in the variables $x_{r+1},\ldots,x_k. For the mixed product, use the same coefficient-wise expansion as in the proof of Lemma 2.6 . For fixed ℓ ≤ r \ell\le r ℓ ≤ r ,
∏ j = r + 1 k ( x j − ( y ℓ + 1 ) ) = ∑ p = 0 k − r ( − 1 ) p ( y ℓ + 1 ) p e k − r − p ( x r + 1 , … , x k ) . \prod_{j=r+1}^{k}\left(x_j-(y_\ell+1)\right)=\sum_{p=0}^{k-r}(-1)^p(y_\ell+1)^p e_{k-r-p}(x_{r+1},\ldots,x_k). j = r + 1 ∏ k ( x j − ( y ℓ + 1 ) ) = p = 0 ∑ k − r ( − 1 ) p ( y ℓ + 1 ) p e k − r − p ( x r + 1 , … , x k ) .
If ν ℓ \nu_\ell ν ℓ denotes the multiplicity of ( y ℓ + 1 ) − 1 (y_\ell+1)^{-1} ( y ℓ + 1 ) − 1 selected from S ( x , y ) a S(x,y)^a S ( x , y ) a , then taking the residue at y ℓ = − 1 y_\ell=-1 y ℓ = − 1 can lower the degree contributed by the mixed product in the unshifted x x x -variables by at most ν ℓ − 1 \nu_\ell-1 ν ℓ − 1 . Since H = ∑ ℓ = 1 r ν ℓ H=\sum_{\ell=1}^{r}\nu_\ell H = ∑ ℓ = 1 r ν ℓ , the mixed block contributes degree at least
r ( k − r ) − ∑ ℓ = 1 r ( ν ℓ − 1 ) = r ( k − r ) − ( H − r ) r(k-r)-\sum_{\ell=1}^{r}(\nu_\ell-1)=r(k-r)-(H-r) r ( k − r ) − ℓ = 1 ∑ r ( ν ℓ − 1 ) = r ( k − r ) − ( H − r )
in the unshifted x x x -variables. The Vandermonde factor involving only x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k contributes total degree ( k − r ) ( k − r − 1 ) (k-r)(k-r-1) ( k − r ) ( k − r − 1 ) . Thus the mixed product and Vandermonde factor already give degree at least
( k − r ) ( k − r − 1 ) + r ( k − r ) − ( H − r ) = ( k − r ) ( k − 1 ) − ( H − r ) (k-r)(k-r-1)+r(k-r)-(H-r)=(k-r)(k-1)-(H-r) ( k − r ) ( k − r − 1 ) + r ( k − r ) − ( H − r ) = ( k − r ) ( k − 1 ) − ( H − r )
in x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k . Consequently, the Taylor expansion of Φ L ( σ x 1 , … , σ x k ) \Phi_L(\sigma x_1,\ldots,\sigma x_k) Φ L ( σ x 1 , … , σ x k ) can contribute total degree in x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k at most
( ( k − r ) ( k − 1 ) + D ) − ( ( k − r ) ( k − 1 ) − ( H − r ) ) = D + H − r ≤ a − r . (90) \bigl((k-r)(k-1)+D\bigr)-\bigl((k-r)(k-1)-(H-r)\bigr)=D+H-r\le a-r. \tag*{(90)} ( ( k − r ) ( k − 1 ) + D ) − ( ( k − r ) ( k − 1 ) − ( H − r ) ) = D + H − r ≤ a − r . (90)
We use multi-indices
β = ( β 1 , … , β r ) ∈ Z ≥ 0 r , γ = ( γ 1 , … , γ k − r ) ∈ Z ≥ 0 k − r , \beta=(\beta_1,\ldots,\beta_r)\in\mathbb{Z}_{\ge0}^{r},\qquad\gamma=(\gamma_1,\ldots,\gamma_{k-r})\in\mathbb{Z}_{\ge0}^{k-r}, β = ( β 1 , … , β r ) ∈ Z ≥ 0 r , γ = ( γ 1 , … , γ k − r ) ∈ Z ≥ 0 k − r ,
where β \beta β records the powers of the shifted variables ( x 1 − 1 ) , … , ( x r − 1 ) (x_1-1),\ldots,(x_r-1) ( x 1 − 1 ) , … , ( x r − 1 ) and γ \gamma γ records the powers of the unshifted variables x r + 1 , … , x k x_{r+1},\ldots,x_k x r + 1 , … , x k . We write
∣ β ∣ = ∑ j = 1 r β j , ∣ γ ∣ = ∑ m = 1 k − r γ m , β ! = ∏ j = 1 r β j ! , γ ! = ∏ m = 1 k − r γ m ! , (91) |\beta|=\sum_{j=1}^{r}\beta_j,\qquad|\gamma|=\sum_{m=1}^{k-r}\gamma_m,\qquad\beta!=\prod_{j=1}^{r}\beta_j!,\qquad\gamma!=\prod_{m=1}^{k-r}\gamma_m!, \tag*{(91)} ∣ β ∣ = j = 1 ∑ r β j , ∣ γ ∣ = m = 1 ∑ k − r γ m , β ! = j = 1 ∏ r β j ! , γ ! = m = 1 ∏ k − r γ m ! , (91)
with the usual convention that empty products equal 1. As Φ L ( σ x 1 , … , σ x k ) \Phi_L(\sigma x_1,\ldots,\sigma x_k) Φ L ( σ x 1 , … , σ x k ) is holomorphic in a neighbourhood of the product of the x x x -contours, its Taylor expansion about the corresponding contour centres converges absolutely and uniformly on these contours. Hence the Taylor expansion may be inserted into the contour integral term by term, and the resulting residue may be computed coefficient-wise. Together with (3.3) and (3.47), inserting the Taylor expansion
Φ L ( σ x 1 , … , σ x k ) = ∑ β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ϕ β , γ ( r ) ( L , σ ) ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r , \Phi_L(\sigma x_1,\ldots,\sigma x_k)=\sum_{\beta\in\mathbb{Z}_{\ge0}^{r}}\sum_{\gamma\in\mathbb{Z}_{\ge0}^{k-r}}\phi_{\beta,\gamma}^{(r)}(L,\sigma)\prod_{j=1}^{r}(x_j-1)^{\beta_j}\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}}, Φ L ( σ x 1 , … , σ x k ) = β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ∑ ϕ β , γ ( r ) ( L , σ ) j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r ,
into the definition of J L , r ( a ) ( σ ) J_{L,r}^{(a)}(\sigma) J L , r ( a ) ( σ ) proves that every term with ∣ β ∣ > k − r |\beta|>k-r ∣ β ∣ > k − r or ∣ γ ∣ > a − r |\gamma|>a-r ∣ γ ∣ > a − r gives zero. By linearity of the residue,
J L , r ( a ) ( σ ) = ∑ β ∈ Z ≥ 0 r ∣ β ∣ ≤ k − r ∑ γ ∈ Z ≥ 0 k − r ∣ γ ∣ ≤ a − r ϕ β , γ ( r ) ( L , σ ) C β , γ ( r , a ) , J_{L,r}^{(a)}(\sigma)=\sum_{\substack{\beta\in\mathbb{Z}_{\ge0}^{r}\\|\beta|\le k-r}}\sum_{\substack{\gamma\in\mathbb{Z}_{\ge0}^{k-r}\\|\gamma|\le a-r}}\phi_{\beta,\gamma}^{(r)}(L,\sigma)C_{\beta,\gamma}^{(r,a)}, J L , r ( a ) ( σ ) = β ∈ Z ≥ 0 r ∣ β ∣ ≤ k − r ∑ γ ∈ Z ≥ 0 k − r ∣ γ ∣ ≤ a − r ∑ ϕ β , γ ( r ) ( L , σ ) C β , γ ( r , a ) ,
where the constants C β , γ ( r , a ) C_{\beta,\gamma}^{(r,a)} C β , γ ( r , a ) are independent of L L L and σ \sigma σ .
Proof of Theorem 2.5
Recall that I ~ k ( n ; N ) \widetilde{I}_k(n;N) I k ( n ; N ) denotes the truncated sum over traces of total degree ≤ n \le n ≤ n , whereas I k ( n ; N ) I_k(n;N) I k ( n ; N ) corresponds to a total degree of exactly n n n as defined in (30) and (28) . To obtain the leading asymptotic for I ~ k ( n ; N ) \widetilde{I}_k(n;N) I k ( n ; N ) , we begin by noting that I k ( n ; N ) I_k(n;N) I k ( n ; N ) can be expressed as a coefficient extraction for the moments of logarithmic derivatives of characteristic polynomials evaluated within the unit circle. We have
1 2 π i ∫ ∣ z ∣ = η ( z Λ U ′ Λ U ( z ) ) k 1 z n + 1 d z = 1 2 π i ∫ ∣ z ∣ = η ( − ∑ j = 1 ∞ Tr ( U ∗ j ) z j ) k 1 z n + 1 d z = ( − 1 ) k ∑ m = 1 ∞ ∑ j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = m 1 2 π i ∫ ∣ z ∣ = η Tr ( U ∗ j 1 ) ⋯ Tr ( U ∗ j k ) z m − ( n + 1 ) d z = ( − 1 ) k ∑ j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n Tr ( U ∗ j 1 ) ⋯ Tr ( U ∗ j k ) , (92) \begin{aligned}
\frac{1}{2\pi i}\int_{|z|=\eta}\left(z\frac{\Lambda'_U}{\Lambda_U}(z)\right)^k\frac{1}{z^{n+1}}\,dz
=\frac{1}{2\pi i}\int_{|z|=\eta}\left(-\sum_{j=1}^{\infty}\operatorname{Tr}(U^{*j})z^j\right)^k\frac{1}{z^{n+1}}\,dz \\
&=(-1)^k\sum_{m=1}^{\infty}\sum_{\substack{j_1,\ldots,j_k\ge1\\j_1+\cdots+j_k=m}}\frac{1}{2\pi i}\int_{|z|=\eta}\operatorname{Tr}(U^{*j_1})\cdots\operatorname{Tr}(U^{*j_k})z^{m-(n+1)}\,dz \\
&=(-1)^k\sum_{\substack{j_1,\ldots,j_k\ge1\\j_1+\cdots+j_k=n}}\operatorname{Tr}(U^{*j_1})\cdots\operatorname{Tr}(U^{*j_k}), \tag*{(92)}
\end{aligned} 2 π i 1 ∫ ∣ z ∣ = η ( z Λ U Λ U ′ ( z ) ) k z n + 1 1 d z = 2 π i 1 ∫ ∣ z ∣ = η ( − j = 1 ∑ ∞ Tr ( U ∗ j ) z j ) k z n + 1 1 d z = ( − 1 ) k m = 1 ∑ ∞ j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = m ∑ 2 π i 1 ∫ ∣ z ∣ = η Tr ( U ∗ j 1 ) ⋯ Tr ( U ∗ j k ) z m − ( n + 1 ) d z = ( − 1 ) k j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n ∑ Tr ( U ∗ j 1 ) ⋯ Tr ( U ∗ j k ) , (92)
where ∣ η ∣ < 1 |\eta|<1 ∣ η ∣ < 1 . One may write
I k ( n ; N ) : = 1 ( 2 π i ) 2 ∫ U ( N ) ∫ ∣ z 1 ∣ = η ∫ ∣ z 2 ∣ = η ( z 1 Λ U ′ Λ U ( z 1 ) ) k ( z 2 Λ U ∗ ′ Λ U ∗ ( z 2 ) ) k 1 ( z 1 z 2 ) n + 1 d z 1 d z 2 d U = ∑ j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n ∑ ℓ 1 , … , ℓ k ≥ 1 ℓ 1 + ⋯ + ℓ k = n ∫ U ( N ) Tr ( U j 1 ) ⋯ Tr ( U j k ) Tr ( U ℓ 1 ) ⋯ Tr ( U ℓ k ) ‾ d U = ∫ U ( N ) ∣ ∑ j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n Tr ( U j 1 ) ⋯ Tr ( U j k ) ∣ 2 d U . \begin{aligned}
I_k(n;N)&:=\frac{1}{(2\pi i)^2}\int_{U(N)}\int_{|z_1|=\eta}\int_{|z_2|=\eta}\left(z_1\frac{\Lambda'_U}{\Lambda_U}(z_1)\right)^k\left(z_2\frac{\Lambda'_{U^*}}{\Lambda_{U^*}}(z_2)\right)^k\frac{1}{(z_1z_2)^{n+1}}\,dz_1dz_2dU\\
&=\sum_{\substack{j_1,\ldots,j_k\ge1\\j_1+\cdots+j_k=n}}\sum_{\substack{\ell_1,\ldots,\ell_k\ge1\\\ell_1+\cdots+\ell_k=n}}\int_{U(N)}\operatorname{Tr}(U^{j_1})\cdots\operatorname{Tr}(U^{j_k})\overline{\operatorname{Tr}(U^{\ell_1})\cdots\operatorname{Tr}(U^{\ell_k})}\,dU\\
&=\int_{U(N)}\left|\sum_{\substack{j_1,\ldots,j_k\ge1\\j_1+\cdots+j_k=n}}\operatorname{Tr}(U^{j_1})\cdots\operatorname{Tr}(U^{j_k})\right|^2dU.
\end{aligned} I k ( n ; N ) := ( 2 π i ) 2 1 ∫ U ( N ) ∫ ∣ z 1 ∣ = η ∫ ∣ z 2 ∣ = η ( z 1 Λ U Λ U ′ ( z 1 ) ) k ( z 2 Λ U ∗ Λ U ∗ ′ ( z 2 ) ) k ( z 1 z 2 ) n + 1 1 d z 1 d z 2 d U = j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n ∑ ℓ 1 , … , ℓ k ≥ 1 ℓ 1 + ⋯ + ℓ k = n ∑ ∫ U ( N ) Tr ( U j 1 ) ⋯ Tr ( U j k ) Tr ( U ℓ 1 ) ⋯ Tr ( U ℓ k ) d U = ∫ U ( N ) j 1 , … , j k ≥ 1 j 1 + ⋯ + j k = n ∑ Tr ( U j 1 ) ⋯ Tr ( U j k ) 2 d U .
In the above, we use the phase invariance of Haar measure as shown in obtaining (28) . Due to (27) , I k ( n ; N ) I_k(n;N) I k ( n ; N ) can be expressed as a single contour
I k ( n ; N ) = 1 ( 2 π i ) 2 ∫ ∣ z 1 ∣ = η ∫ ∣ z 2 ∣ = η F k ( z 1 z 2 ; N ) ( z 1 z 2 ) n + 1 d z 1 d z 2 = 1 2 π i ∫ ∣ s ∣ = η 2 F k ( s ; N ) s n + 1 d s , (93) I_k(n;N)=\frac{1}{(2\pi i)^2}\int_{|z_1|=\eta}\int_{|z_2|=\eta}\frac{F_k(z_1z_2;N)}{(z_1z_2)^{n+1}}\,dz_1dz_2=\frac{1}{2\pi i}\int_{|s|=\eta^2}\frac{F_k(s;N)}{s^{n+1}}\,ds, \tag*{(93)} I k ( n ; N ) = ( 2 π i ) 2 1 ∫ ∣ z 1 ∣ = η ∫ ∣ z 2 ∣ = η ( z 1 z 2 ) n + 1 F k ( z 1 z 2 ; N ) d z 1 d z 2 = 2 π i 1 ∫ ∣ s ∣ = η 2 s n + 1 F k ( s ; N ) d s , (93)
where
F k ( z 1 z 2 ; N ) = ∫ U ( N ) ( z 1 Λ U ′ Λ U ( z 1 ) ) k ( z 2 Λ U ∗ ′ Λ U ∗ ( z 2 ) ) k d U . (94) F_k(z_1z_2;N)=\int_{U(N)}\left(z_1\frac{\Lambda'_U}{\Lambda_U}(z_1)\right)^k\left(z_2\frac{\Lambda'_{U^*}}{\Lambda_{U^*}}(z_2)\right)^k\,dU. \tag*{(94)} F k ( z 1 z 2 ; N ) = ∫ U ( N ) ( z 1 Λ U Λ U ′ ( z 1 ) ) k ( z 2 Λ U ∗ Λ U ∗ ′ ( z 2 ) ) k d U . (94)
We may also express I ~ k ( n ; N ) \widetilde{I}_k(n;N) I k ( n ; N ) in terms of F k ( s ; N ) F_k(s;N) F k ( s ; N ) as
I ~ k ( n ; N ) = ∑ j = 1 n I k ( j , N ) = − 1 2 π i ∫ ∣ ξ ∣ = η 2 F k ( ξ ; N ) ξ n + 1 ( ξ − 1 ) d ξ . (95) \widetilde{I}_k(n;N)=\sum_{j=1}^{n}I_k(j,N)=-\frac{1}{2\pi i}\int_{|\xi|=\eta^2}\frac{F_k(\xi;N)}{\xi^{n+1}(\xi-1)}\,d\xi. \tag*{(95)} I k ( n ; N ) = j = 1 ∑ n I k ( j , N ) = − 2 π i 1 ∫ ∣ ξ ∣ = η 2 ξ n + 1 ( ξ − 1 ) F k ( ξ ; N ) d ξ . (95)
An expression for F k ( ξ ; N ) F_k(\xi;N) F k ( ξ ; N ) , when ∣ ξ ∣ < 1 |\xi|<1 ∣ ξ ∣ < 1 , is well-known in the literature. It was originally written using set notation (see Theorem 3.3 of [8 ] ), but was rewritten as a multiple contour integral in equation (43) of [1 ] . In either case, it is derived by differentiating the Ratios Theorem (Theorem 4.1 in [7 ] ), which we restate in Theorem 3.1 . To get an expression in a form that is useful to us, we will repeat the steps of that process here.
Theorem 3.1 ([7 ] , Theorem 4.1). Let k , N ≥ 1 k,N\ge1 k , N ≥ 1 be integers, and let
α 1 , … , α 2 k , γ 1 , … , γ k , δ 1 , … , δ k ∈ C , ℜ γ q > 0 , ℜ δ r > 0 \alpha_1,\ldots,\alpha_{2k},\gamma_1,\ldots,\gamma_k,\delta_1,\ldots,\delta_k\in\mathbb{C},\qquad\Re\gamma_q>0,\qquad\Re\delta_r>0 α 1 , … , α 2 k , γ 1 , … , γ k , δ 1 , … , δ k ∈ C , ℜ γ q > 0 , ℜ δ r > 0
for 1 ≤ q , r ≤ k 1 \le q,r \le k 1 ≤ q , r ≤ k . Then
∫ U ( N ) ∏ j = 1 k Λ U ( e − α j ) ∏ l = k + 1 2 k Λ U ∗ ( e α l ) ∏ q = 1 k Λ U ( e − γ q ) ∏ r = 1 k Λ U ∗ ( e − δ r ) d U N = ∑ σ ∈ Ξ k , k e N ∑ p = 1 k ( α σ ( p ) − α p ) ∏ p = 1 k ∏ l = k + 1 2 k z ( α σ ( p ) − α σ ( l ) ) ∏ q = 1 k ∏ r = 1 k z ( γ q + δ r ) ∏ r = 1 k ∏ p = 1 k z ( α σ ( p ) + δ r ) ∏ q = 1 k ∏ l = k + 1 2 k z ( γ q − α σ ( l ) ) . (96) \begin{aligned}
\int_{U(N)}\frac{\prod_{j=1}^{k}\Lambda_U(e^{-\alpha_j})\prod_{l=k+1}^{2k}\Lambda_{U^*}(e^{\alpha_l})}{\prod_{q=1}^{k}\Lambda_U(e^{-\gamma_q})\prod_{r=1}^{k}\Lambda_{U^*}(e^{-\delta_r})}\,dU_N
={}&\sum_{\sigma\in\Xi_{k,k}}e^{N\sum_{p=1}^{k}(\alpha_{\sigma(p)}-\alpha_p)}
\frac{\prod_{p=1}^{k}\prod_{l=k+1}^{2k}z(\alpha_{\sigma(p)}-\alpha_{\sigma(l)})\prod_{q=1}^{k}\prod_{r=1}^{k}z(\gamma_q+\delta_r)}
{\prod_{r=1}^{k}\prod_{p=1}^{k}z(\alpha_{\sigma(p)}+\delta_r)\prod_{q=1}^{k}\prod_{l=k+1}^{2k}z(\gamma_q-\alpha_{\sigma(l)})}. \tag*{(96)}
\end{aligned} ∫ U ( N ) ∏ q = 1 k Λ U ( e − γ q ) ∏ r = 1 k Λ U ∗ ( e − δ r ) ∏ j = 1 k Λ U ( e − α j ) ∏ l = k + 1 2 k Λ U ∗ ( e α l ) d U N = σ ∈ Ξ k , k ∑ e N ∑ p = 1 k ( α σ ( p ) − α p ) ∏ r = 1 k ∏ p = 1 k z ( α σ ( p ) + δ r ) ∏ q = 1 k ∏ l = k + 1 2 k z ( γ q − α σ ( l ) ) ∏ p = 1 k ∏ l = k + 1 2 k z ( α σ ( p ) − α σ ( l ) ) ∏ q = 1 k ∏ r = 1 k z ( γ q + δ r ) . (96)
where z ( x ) : = 1 1 − e − x z(x):=\frac{1}{1-e^{-x}} z ( x ) := 1 − e − x 1 and Ξ k , k \Xi_{k,k} Ξ k , k denotes the set of permutations σ ∈ S 2 k \sigma\in S_{2k} σ ∈ S 2 k such that 1 ≤ σ ( 1 ) < ⋯ < σ ( k ) ≤ 2 k 1\le\sigma(1)<\cdots<\sigma(k)\le2k 1 ≤ σ ( 1 ) < ⋯ < σ ( k ) ≤ 2 k and 1 ≤ σ ( k + 1 ) < ⋯ < σ ( 2 k ) ≤ 2 k 1\le\sigma(k+1)<\cdots<\sigma(2k)\le2k 1 ≤ σ ( k + 1 ) < ⋯ < σ ( 2 k ) ≤ 2 k .
Next we let a j = e α j a_j=e^{\alpha_j} a j = e α j for 1 ≤ j ≤ 2 k 1\le j\le2k 1 ≤ j ≤ 2 k , c q = e γ q c_q=e^{\gamma_q} c q = e γ q and d r = e − δ r d_r=e^{-\delta_r} d r = e − δ r for 1 ≤ q , r ≤ k 1\le q,r\le k 1 ≤ q , r ≤ k . Then for ∣ d r ∣ < 1 |d_r|<1 ∣ d r ∣ < 1 and ∣ c q ∣ > 1 |c_q|>1 ∣ c q ∣ > 1 , we have
∫ U ( N ) ∏ j = 1 k Λ U ( 1 a j ) ∏ l = k + 1 2 k Λ U ∗ ( a l ) ∏ q = 1 k Λ U ( 1 c q ) ∏ r = 1 k Λ U ∗ ( d r ) d U N = ( − 1 ) k ∏ j = 1 k a j − N ∑ σ ∈ Ξ k , k ( ∏ j = 1 k a σ ( j ) N ) × ∏ r = 1 k ∏ p = 1 k ( 1 − a σ ( p ) d r ) ∏ q = 1 k ∏ l = k + 1 2 k ( a σ ( l ) − c q ) ∏ p = 1 k ∏ l = k + 1 2 k ( a σ ( p ) − a σ ( l ) ) ∏ q = 1 k ∏ r = 1 k ( 1 − c q d r ) . (97) \begin{aligned}
\int_{U(N)}\frac{\prod_{j=1}^{k}\Lambda_U\left(\frac{1}{a_j}\right)\prod_{l=k+1}^{2k}\Lambda_{U^*}(a_l)}{\prod_{q=1}^{k}\Lambda_U\left(\frac{1}{c_q}\right)\prod_{r=1}^{k}\Lambda_{U^*}(d_r)}\,dU_N
={}&(-1)^k\prod_{j=1}^{k}a_j^{-N}\sum_{\sigma\in\Xi_{k,k}}\left(\prod_{j=1}^{k}a_{\sigma(j)}^N\right)\\
&\times\frac{\prod_{r=1}^{k}\prod_{p=1}^{k}\left(1-\frac{a_{\sigma(p)}}{d_r}\right)\prod_{q=1}^{k}\prod_{l=k+1}^{2k}(a_{\sigma(l)}-c_q)}
{\prod_{p=1}^{k}\prod_{l=k+1}^{2k}(a_{\sigma(p)}-a_{\sigma(l)})\prod_{q=1}^{k}\prod_{r=1}^{k}\left(1-\frac{c_q}{d_r}\right)}. \tag*{(97)}
\end{aligned} ∫ U ( N ) ∏ q = 1 k Λ U ( c q 1 ) ∏ r = 1 k Λ U ∗ ( d r ) ∏ j = 1 k Λ U ( a j 1 ) ∏ l = k + 1 2 k Λ U ∗ ( a l ) d U N = ( − 1 ) k j = 1 ∏ k a j − N σ ∈ Ξ k , k ∑ ( j = 1 ∏ k a σ ( j ) N ) × ∏ p = 1 k ∏ l = k + 1 2 k ( a σ ( p ) − a σ ( l ) ) ∏ q = 1 k ∏ r = 1 k ( 1 − d r c q ) ∏ r = 1 k ∏ p = 1 k ( 1 − d r a σ ( p ) ) ∏ q = 1 k ∏ l = k + 1 2 k ( a σ ( l ) − c q ) . (97)
In the above, we obtain an overall ( − 1 ) k = ( − 1 ) k 2 (-1)^k=(-1)^{k^2} ( − 1 ) k = ( − 1 ) k 2 factor after rearranging the expressions resulting from the z ( x ) z(x) z ( x ) functions in (96) . We then apply Lemma 2.5.1 from [6 ] to express (97) as
∏ j = 1 k a j − N ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 k w j N ∏ r = 1 k ∏ p = 1 k ( 1 − w p d r ) ∏ q = 1 k ∏ l = k + 1 2 k ( w l − c q ) ∏ p = 1 k ∏ l = k + 1 2 k ( w p − w l ) ∏ q = 1 k ∏ r = 1 k ( 1 − c q d r ) ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 ∏ j = 1 2 k d w j ∏ p = 1 2 k ∏ j = 1 2 k ( w p − a j ) . (98) \begin{aligned}
\frac{\prod_{j=1}^{k}a_j^{-N}}{(k!)^2(2\pi i)^{2k}}
\oint\cdots\oint
\prod_{j=1}^{k}w_j^N
\frac{\prod_{r=1}^{k}\prod_{p=1}^{k}\left(1-\frac{w_p}{d_r}\right)\prod_{q=1}^{k}\prod_{l=k+1}^{2k}(w_l-c_q)}
{\prod_{p=1}^{k}\prod_{l=k+1}^{2k}(w_p-w_l)\prod_{q=1}^{k}\prod_{r=1}^{k}\left(1-\frac{c_q}{d_r}\right)}
\frac{\prod_{1\le i<j\le2k}(w_j-w_i)^2\prod_{j=1}^{2k}dw_j}
{\prod_{p=1}^{2k}\prod_{j=1}^{2k}(w_p-a_j)}. \tag*{(98)}
\end{aligned} ( k ! ) 2 ( 2 π i ) 2 k ∏ j = 1 k a j − N ∮ ⋯ ∮ j = 1 ∏ k w j N ∏ p = 1 k ∏ l = k + 1 2 k ( w p − w l ) ∏ q = 1 k ∏ r = 1 k ( 1 − d r c q ) ∏ r = 1 k ∏ p = 1 k ( 1 − d r w p ) ∏ q = 1 k ∏ l = k + 1 2 k ( w l − c q ) ∏ p = 1 2 k ∏ j = 1 2 k ( w p − a j ) ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 ∏ j = 1 2 k d w j . (98)
Note that each of the w w w -contours encloses every a j a_j a j for 1 ≤ j ≤ 2 k 1\le j\le2k 1 ≤ j ≤ 2 k . In a similar manner to [1 ] , we proceed by computing a series of derivatives
d d a 1 ⋯ d d a 2 k ∫ U ( N ) ∏ j = 1 k Λ U ( 1 a j ) ∏ l = k + 1 2 k Λ U ∗ ( a l ) ∏ q = 1 k Λ U ( 1 c q ) ∏ r = 1 k Λ U ∗ ( d r ) d U N ∣ a 1 , … , a k = a a k + 1 , … , a 2 k = b c q = a , d r = b . (99) \left.
\frac{d}{da_1}\cdots\frac{d}{da_{2k}}
\int_{U(N)}
\frac{\prod_{j=1}^{k}\Lambda_U\left(\frac{1}{a_j}\right)\prod_{l=k+1}^{2k}\Lambda_{U^*}(a_l)}
{\prod_{q=1}^{k}\Lambda_U\left(\frac{1}{c_q}\right)\prod_{r=1}^{k}\Lambda_{U^*}(d_r)}
\,dU_N
\right|_{\substack{a_1,\ldots,a_k=a\\a_{k+1},\ldots,a_{2k}=b\\c_q=a,d_r=b}}. \tag*{(99)} d a 1 d ⋯ d a 2 k d ∫ U ( N ) ∏ q = 1 k Λ U ( c q 1 ) ∏ r = 1 k Λ U ∗ ( d r ) ∏ j = 1 k Λ U ( a j 1 ) ∏ l = k + 1 2 k Λ U ∗ ( a l ) d U N a 1 , … , a k = a a k + 1 , … , a 2 k = b c q = a , d r = b . (99)
On the one hand, this equals
( − 1 ) k a 2 k ∫ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N (100) \frac{(-1)^k}{a^{2k}}\int_{U(N)}
\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N \tag*{(100)} a 2 k ( − 1 ) k ∫ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N (100)
with the ( − 1 ) k / a 2 k (-1)^k/a^{2k} ( − 1 ) k / a 2 k factor from applying the chain rule. And on the other side, from (98) , it equals
d d a 1 ⋯ d d a 2 k ( ∏ j = 1 k a j − N ( k ! ) 2 ( 2 π i ) 2 k \left.
\frac{d}{da_1}\cdots\frac{d}{da_{2k}}
\left(
\frac{\prod_{j=1}^{k}a_j^{-N}}{(k!)^2(2\pi i)^{2k}}
\right.\right. d a 1 d ⋯ d a 2 k d ( ( k ! ) 2 ( 2 π i ) 2 k ∏ j = 1 k a j − N
× ∮ ⋯ ∮ ∏ j = 1 k w j N ∏ r = 1 k ∏ p = 1 k ( 1 − w p d r ) ∏ q = 1 k ∏ l = k + 1 2 k ( w l − c q ) ∏ p = 1 k ∏ l = k + 1 2 k ( w p − w l ) ∏ q = 1 k ∏ r = 1 k ( 1 − c q d r ) ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 ∏ j = 1 2 k d w j ∏ p = 1 2 k ∏ j = 1 2 k ( w p − a j ) ) ∣ a 1 , … , a k = a a k + 1 , … , a 2 k = b c q = a , d r = b . (101) \left.\left.
\times\oint\cdots\oint
\prod_{j=1}^{k}w_j^N
\frac{\prod_{r=1}^{k}\prod_{p=1}^{k}\left(1-\frac{w_p}{d_r}\right)\prod_{q=1}^{k}\prod_{l=k+1}^{2k}(w_l-c_q)}
{\prod_{p=1}^{k}\prod_{l=k+1}^{2k}(w_p-w_l)\prod_{q=1}^{k}\prod_{r=1}^{k}\left(1-\frac{c_q}{d_r}\right)}
\frac{\prod_{1\le i<j\le2k}(w_j-w_i)^2\prod_{j=1}^{2k}dw_j}
{\prod_{p=1}^{2k}\prod_{j=1}^{2k}(w_p-a_j)}
\right)
\right|_{\substack{a_1,\ldots,a_k=a\\a_{k+1},\ldots,a_{2k}=b\\c_q=a,d_r=b}}. \tag*{(101)} × ∮ ⋯ ∮ j = 1 ∏ k w j N ∏ p = 1 k ∏ l = k + 1 2 k ( w p − w l ) ∏ q = 1 k ∏ r = 1 k ( 1 − d r c q ) ∏ r = 1 k ∏ p = 1 k ( 1 − d r w p ) ∏ q = 1 k ∏ l = k + 1 2 k ( w l − c q ) ∏ p = 1 2 k ∏ j = 1 2 k ( w p − a j ) ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 ∏ j = 1 2 k d w j a 1 , … , a k = a a k + 1 , … , a 2 k = b c q = a , d r = b . (101)
For ε ∈ { 0 , 1 } \varepsilon\in\{0,1\} ε ∈ { 0 , 1 } , we have
d d a ( a − ε N ∏ j = 1 2 k ( w j − a ) ) = a − ε N ∏ j = 1 2 k ( w j − a ) ( − ε N a + ∑ j = 1 2 k 1 w j − a ) . (102) \frac{d}{da}\left(\frac{a^{-\varepsilon N}}{\prod_{j=1}^{2k}(w_j-a)}\right)=\frac{a^{-\varepsilon N}}{\prod_{j=1}^{2k}(w_j-a)}\left(-\frac{\varepsilon N}{a}+\sum_{j=1}^{2k}\frac{1}{w_j-a}\right). \tag*{(102)} d a d ( ∏ j = 1 2 k ( w j − a ) a − εN ) = ∏ j = 1 2 k ( w j − a ) a − εN ( − a εN + j = 1 ∑ 2 k w j − a 1 ) . (102)
For each of the first k k k variables a 1 , … , a k a_1,\ldots,a_k a 1 , … , a k , the differentiated factor in the contour integral corresponds to the ε = 1 \varepsilon=1 ε = 1 case in (102) and the remaining variables are the ε = 0 \varepsilon=0 ε = 0 case. Therefore
( − 1 ) k a 2 k ∫ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N = 1 ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 2 k w j N [ a − N ∏ j = 1 2 k ( w j − a ) ( − N a + ∑ j = 1 2 k 1 w j − a ) ] k × [ 1 ∏ j = 1 2 k ( w j − b ) ( ∑ j = 1 2 k 1 w j − b ) ] k ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 × ∏ j = 1 k ( 1 − w j b ) k ∏ l = k + 1 2 k ( w l − a ) k ( ∏ j = 1 k ∏ l = k + 1 2 k ( w j − w l ) ) ( 1 − a b ) k 2 ∏ j = 1 2 k d w j . (103) \begin{aligned}
\frac{(-1)^k}{a^{2k}}\int_{U(N)}\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N
={}&\frac{1}{(k!)^2(2\pi i)^{2k}}\oint\cdots\oint\prod_{j=1}^{2k}w_j^N
\left[\frac{a^{-N}}{\prod_{j=1}^{2k}(w_j-a)}
\left(-\frac{N}{a}+\sum_{j=1}^{2k}\frac{1}{w_j-a}\right)\right]^k\\
&\times\left[\frac{1}{\prod_{j=1}^{2k}(w_j-b)}
\left(\sum_{j=1}^{2k}\frac{1}{w_j-b}\right)\right]^k
\prod_{1\le i<j\le2k}(w_j-w_i)^2\\
&\times\frac{\prod_{j=1}^k\left(1-\frac{w_j}{b}\right)^k\prod_{l=k+1}^{2k}(w_l-a)^k}
{\left(\prod_{j=1}^k\prod_{l=k+1}^{2k}(w_j-w_l)\right)\left(1-\frac{a}{b}\right)^{k^2}}
\prod_{j=1}^{2k}dw_j. \tag*{(103)}
\end{aligned} a 2 k ( − 1 ) k ∫ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N = ( k ! ) 2 ( 2 π i ) 2 k 1 ∮ ⋯ ∮ j = 1 ∏ 2 k w j N [ ∏ j = 1 2 k ( w j − a ) a − N ( − a N + j = 1 ∑ 2 k w j − a 1 ) ] k × [ ∏ j = 1 2 k ( w j − b ) 1 ( j = 1 ∑ 2 k w j − b 1 ) ] k 1 ≤ i < j ≤ 2 k ∏ ( w j − w i ) 2 × ( ∏ j = 1 k ∏ l = k + 1 2 k ( w j − w l ) ) ( 1 − b a ) k 2 ∏ j = 1 k ( 1 − b w j ) k ∏ l = k + 1 2 k ( w l − a ) k j = 1 ∏ 2 k d w j . (103)
The variables c q c_q c q and d r d_r d r are held fixed during the differentiation and are only afterwards specialised to c q = a c_q=a c q = a and d r = b d_r=b d r = b . This means we inherit ∣ a ∣ > 1 |a|>1 ∣ a ∣ > 1 and ∣ b ∣ < 1 |b|<1 ∣ b ∣ < 1 from the conditions ∣ c q ∣ > 1 |c_q|>1 ∣ c q ∣ > 1 and ∣ d r ∣ < 1 |d_r|<1 ∣ d r ∣ < 1 , which ensures that the logarithmic derivatives are evaluated away from the poles on the unit circle. Proceeding from (103) , we multiply both the numerator and denominator by b k 2 b^{k^2} b k 2 to turn the ( 1 − w j / b ) (1-w_j/b) ( 1 − w j / b ) factors into b − w j b-w_j b − w j and the ( 1 − a / b ) (1-a/b) ( 1 − a / b ) factors into ( b − a ) (b-a) ( b − a ) . We have
1 a 2 k ∫ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N = a − k N ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 k w j N ∏ j = 1 k ( w j − b ) k ∏ l = k + 1 2 k ( w l − a ) k ( ∏ j = 1 k ∏ l = k + 1 2 k ( w j − w l ) ) ∏ j = 1 2 k ( w j − a ) k ( w j − b ) k × ( ∑ j = 1 2 k 1 w j − a − N a ) k ( ∑ j = 1 2 k 1 w j − b ) k ∏ 1 ≤ i < j ≤ 2 k ( w j − w i ) 2 ∏ j = 1 2 k d w j . (104) \begin{aligned}
\frac{1}{a^{2k}}\int_{U(N)}\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N
={}&\frac{a^{-kN}}{(b-a)^{k^2}(k!)^2(2\pi i)^{2k}}
\oint\cdots\oint
\frac{\prod_{j=1}^k w_j^N\prod_{j=1}^k(w_j-b)^k\prod_{l=k+1}^{2k}(w_l-a)^k}
{\left(\prod_{j=1}^k\prod_{l=k+1}^{2k}(w_j-w_l)\right)\prod_{j=1}^{2k}(w_j-a)^k(w_j-b)^k}\\
&\times\left(\sum_{j=1}^{2k}\frac{1}{w_j-a}-\frac{N}{a}\right)^k
\left(\sum_{j=1}^{2k}\frac{1}{w_j-b}\right)^k
\prod_{1\le i<j\le2k}(w_j-w_i)^2\prod_{j=1}^{2k}dw_j. \tag*{(104)}
\end{aligned} a 2 k 1 ∫ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N = ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k a − k N ∮ ⋯ ∮ ( ∏ j = 1 k ∏ l = k + 1 2 k ( w j − w l ) ) ∏ j = 1 2 k ( w j − a ) k ( w j − b ) k ∏ j = 1 k w j N ∏ j = 1 k ( w j − b ) k ∏ l = k + 1 2 k ( w l − a ) k × ( j = 1 ∑ 2 k w j − a 1 − a N ) k ( j = 1 ∑ 2 k w j − b 1 ) k 1 ≤ i < j ≤ 2 k ∏ ( w j − w i ) 2 j = 1 ∏ 2 k d w j . (104)
Note that the w w w -contours are centered at the origin and have a radius greater than max ( ∣ a ∣ , ∣ b ∣ ) = ∣ a ∣ \max(|a|,|b|)=|a| max ( ∣ a ∣ , ∣ b ∣ ) = ∣ a ∣ . Next we change variables so that u j = w j − a u_j=w_j-a u j = w j − a for j = 1 , … , k j=1,\ldots,k j = 1 , … , k and v j = w k + j − b v_j=w_{k+j}-b v j = w k + j − b for j = 1 , … , k j=1,\ldots,k j = 1 , … , k . The new contours of integration of the u u u variables are circles centered at − a -a − a and the contours of the v v v variables are centered at − b -b − b ; the radius remains unchanged. We have
1 a 2 k ∮ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N = a − k N ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 k ( u j + a ) N ( ∏ j = 1 k ∏ l = 1 k ( u j + a − v l − b ) ) ∏ j = 1 k u j k v j k ( ∑ j = 1 k 1 u j + ∑ j = 1 k 1 v j + b − a − N a ) k ( ∑ j = 1 k 1 v j + ∑ j = 1 k 1 u j + a − b ) k Δ ( u ) 2 Δ ( v ) 2 ∏ j = 1 k ∏ l = 1 k ( v l + b − u j − a ) 2 ∏ j = 1 k d u j d v j , (105) \begin{aligned}
\frac{1}{a^{2k}}\oint_{U(N)}\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N \\
&=\frac{a^{-kN}}{(b-a)^{k^2}(k!)^2(2\pi i)^{2k}}\oint\cdots\oint
\frac{\prod_{j=1}^{k}(u_j+a)^N}{\left(\prod_{j=1}^{k}\prod_{l=1}^{k}(u_j+a-v_l-b)\right)\prod_{j=1}^{k}u_j^k v_j^k}
\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{j=1}^{k}\frac{1}{v_j+b-a}-\frac{N}{a}\right)^k
\left(\sum_{j=1}^{k}\frac{1}{v_j}+\sum_{j=1}^{k}\frac{1}{u_j+a-b}\right)^k
\Delta(u)^2\Delta(v)^2\prod_{j=1}^{k}\prod_{l=1}^{k}(v_l+b-u_j-a)^2\prod_{j=1}^{k}du_jdv_j, \tag*{(105)}
\end{aligned} a 2 k 1 ∮ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N = ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k a − k N ∮ ⋯ ∮ ( ∏ j = 1 k ∏ l = 1 k ( u j + a − v l − b ) ) ∏ j = 1 k u j k v j k ∏ j = 1 k ( u j + a ) N ( j = 1 ∑ k u j 1 + j = 1 ∑ k v j + b − a 1 − a N ) k ( j = 1 ∑ k v j 1 + j = 1 ∑ k u j + a − b 1 ) k Δ ( u ) 2 Δ ( v ) 2 j = 1 ∏ k l = 1 ∏ k ( v l + b − u j − a ) 2 j = 1 ∏ k d u j d v j , (105)
where Δ ( u ) = ∏ i < j ( u j − u i ) \Delta(u)=\prod_{i<j}(u_j-u_i) Δ ( u ) = ∏ i < j ( u j − u i ) . A single power of the ( v ℓ + b − u j − a ) 2 (v_\ell+b-u_j-a)^2 ( v ℓ + b − u j − a ) 2 factors cancels against the ( u j + a − v l − b ) (u_j+a-v_l-b) ( u j + a − v l − b ) poles which introduces a net sign of ( − 1 ) k (-1)^k ( − 1 ) k . After this cancellation, there are no remaining mixed poles of the form u j + a − v l − b = 0 u_j+a-v_l-b=0 u j + a − v l − b = 0 . Thus the possible poles in each u j u_j u j are at 0 and b − a b-a b − a while the possible poles in each v j v_j v j are at 0 and a − b a-b a − b . Therefore, we arrive at the simplified form
1 a 2 k ∮ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N = ( − 1 ) k a − k N ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 k ( u j + a ) N Δ ( u ) 2 Δ ( v ) 2 ∏ j = 1 k ∏ l = 1 k ( v l − u j + b − a ) ( ∑ j = 1 k 1 u j + ∑ j = 1 k 1 v j + b − a − N a ) k ( ∑ j = 1 k 1 v j + ∑ j = 1 k 1 u j + a − b ) k 1 ∏ j = 1 k u j k v j k ∏ j = 1 k d u j d v j . (106) \begin{aligned}
\frac{1}{a^{2k}}\oint_{U(N)}\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N \\
&=\frac{(-1)^k a^{-kN}}{(b-a)^{k^2}(k!)^2(2\pi i)^{2k}}\oint\cdots\oint\prod_{j=1}^{k}(u_j+a)^N\Delta(u)^2\Delta(v)^2
\prod_{j=1}^{k}\prod_{l=1}^{k}(v_l-u_j+b-a)
\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{j=1}^{k}\frac{1}{v_j+b-a}-\frac{N}{a}\right)^k
\left(\sum_{j=1}^{k}\frac{1}{v_j}+\sum_{j=1}^{k}\frac{1}{u_j+a-b}\right)^k
\frac{1}{\prod_{j=1}^{k}u_j^kv_j^k}\prod_{j=1}^{k}du_jdv_j. \tag*{(106)}
\end{aligned} a 2 k 1 ∮ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N = ( b − a ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ( − 1 ) k a − k N ∮ ⋯ ∮ j = 1 ∏ k ( u j + a ) N Δ ( u ) 2 Δ ( v ) 2 j = 1 ∏ k l = 1 ∏ k ( v l − u j + b − a ) ( j = 1 ∑ k u j 1 + j = 1 ∑ k v j + b − a 1 − a N ) k ( j = 1 ∑ k v j 1 + j = 1 ∑ k u j + a − b 1 ) k ∏ j = 1 k u j k v j k 1 j = 1 ∏ k d u j d v j . (106)
We now scale every u u u and v v v variable by a a a to recover a form for the moments above that depend only on the single variable ξ = b a \xi=\frac{b}{a} ξ = a b . The scaling produces an a − 2 k a^{-2k} a − 2 k factor that cancels the prefactor on the left-hand side. We have
∮ U ( N ) Λ U ′ ( 1 / a ) k Λ U ∗ ′ ( b ) k Λ U ( 1 / a ) k Λ U ∗ ( b ) k d U N = ( − 1 ) k ( ξ − 1 ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ∮ ⋯ ∮ ∏ j = 1 k ( u j + 1 ) N Δ ( u ) 2 Δ ( v ) 2 ∏ j = 1 k ∏ l = 1 k ( v l − u j + ξ − 1 ) ( ∑ j = 1 k 1 u j + ∑ j = 1 k 1 v j + ξ − 1 − N ) k ( ∑ j = 1 k 1 v j + ∑ j = 1 k 1 u j + 1 − ξ ) k 1 ∏ j = 1 k ( u j v j ) k ∏ j = 1 k d u j d v j , (107) \begin{aligned}
\oint_{U(N)}\frac{\Lambda'_U(1/a)^k\Lambda'_{U^*}(b)^k}{\Lambda_U(1/a)^k\Lambda_{U^*}(b)^k}\,dU_N \\
&=\frac{(-1)^k}{(\xi-1)^{k^2}(k!)^2(2\pi i)^{2k}}\oint\cdots\oint\prod_{j=1}^{k}(u_j+1)^N\Delta(u)^2\Delta(v)^2
\prod_{j=1}^{k}\prod_{l=1}^{k}(v_l-u_j+\xi-1)
\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{j=1}^{k}\frac{1}{v_j+\xi-1}-N\right)^k
\left(\sum_{j=1}^{k}\frac{1}{v_j}+\sum_{j=1}^{k}\frac{1}{u_j+1-\xi}\right)^k
\frac{1}{\prod_{j=1}^{k}(u_jv_j)^k}\prod_{j=1}^{k}du_jdv_j, \tag*{(107)}
\end{aligned} ∮ U ( N ) Λ U ( 1/ a ) k Λ U ∗ ( b ) k Λ U ′ ( 1/ a ) k Λ U ∗ ′ ( b ) k d U N = ( ξ − 1 ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ( − 1 ) k ∮ ⋯ ∮ j = 1 ∏ k ( u j + 1 ) N Δ ( u ) 2 Δ ( v ) 2 j = 1 ∏ k l = 1 ∏ k ( v l − u j + ξ − 1 ) ( j = 1 ∑ k u j 1 + j = 1 ∑ k v j + ξ − 1 1 − N ) k ( j = 1 ∑ k v j 1 + j = 1 ∑ k u j + 1 − ξ 1 ) k ∏ j = 1 k ( u j v j ) k 1 j = 1 ∏ k d u j d v j , (107)
where ∣ ξ ∣ = ∣ b / a ∣ < 1 |\xi|=|b/a|<1 ∣ ξ ∣ = ∣ b / a ∣ < 1 , as ∣ a ∣ > 1 |a|>1 ∣ a ∣ > 1 and ∣ b ∣ < 1 |b|<1 ∣ b ∣ < 1 . After the previous cancellation of the mixed poles, the only possible poles in each u j u_j u j are at 0 and ξ − 1 \xi-1 ξ − 1 , and the only possible poles in each v ℓ v_\ell v ℓ are at 0 and 1 − ξ 1-\xi 1 − ξ . Thus, the u u u -contours are centred at − 1 -1 − 1 and the v v v -contours are centred at − ξ -\xi − ξ ; the contours have a radius greater than 1. Fix 0 < τ < 1 / 2 0<\tau<1/2 0 < τ < 1/2 ; we may then deform the contours to positively oriented circles ∣ u j ∣ = ∣ v ℓ ∣ = μ |u_j|=|v_\ell|=\mu ∣ u j ∣ = ∣ v ℓ ∣ = μ such that μ > ( 1 + τ ) ∣ ξ − 1 ∣ \mu>(1+\tau)|\xi-1| μ > ( 1 + τ ) ∣ ξ − 1∣ , without crossing any poles. If we now return to (94) , for ∣ ξ ∣ < 1 |\xi|<1 ∣ ξ ∣ < 1 we can write
F k ( ξ ; N ) = ( − 1 ) k ξ k 1 ( ξ − 1 ) k 2 ( k ! ) 2 ( 2 π i ) 2 k ∫ ∣ u j ∣ = μ ∫ ∣ v ℓ ∣ = μ ∏ j = 1 k ( u j + 1 ) N Δ ( u ) 2 Δ ( v ) 2 ∏ j , ℓ = 1 k ( v ℓ − u j + ξ − 1 ) ( ∑ j = 1 k 1 u j + ∑ j = 1 k 1 v j + ξ − 1 − N ) k ( ∑ j = 1 k 1 v j + ∑ j = 1 k 1 u j − ( ξ − 1 ) ) k 1 ∏ j = 1 k u j k v j k ∏ j = 1 k d u j d v j . (108) F_k(\xi;N)=(-1)^k\xi^k\frac{1}{(\xi-1)^{k^2}(k!)^2(2\pi i)^{2k}}\int_{|u_j|=\mu}\int_{|v_\ell|=\mu}\prod_{j=1}^k (u_j+1)^N\Delta(u)^2\Delta(v)^2
\prod_{j,\ell=1}^k(v_\ell-u_j+\xi-1)
\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{j=1}^k\frac{1}{v_j+\xi-1}-N\right)^k
\left(\sum_{j=1}^k\frac{1}{v_j}+\sum_{j=1}^k\frac{1}{u_j-(\xi-1)}\right)^k
\frac{1}{\prod_{j=1}^k u_j^k v_j^k}\prod_{j=1}^kdu_jdv_j. \tag*{(108)} F k ( ξ ; N ) = ( − 1 ) k ξ k ( ξ − 1 ) k 2 ( k ! ) 2 ( 2 π i ) 2 k 1 ∫ ∣ u j ∣ = μ ∫ ∣ v ℓ ∣ = μ j = 1 ∏ k ( u j + 1 ) N Δ ( u ) 2 Δ ( v ) 2 j , ℓ = 1 ∏ k ( v ℓ − u j + ξ − 1 ) ( j = 1 ∑ k u j 1 + j = 1 ∑ k v j + ξ − 1 1 − N ) k ( j = 1 ∑ k v j 1 + j = 1 ∑ k u j − ( ξ − 1 ) 1 ) k ∏ j = 1 k u j k v j k 1 j = 1 ∏ k d u j d v j . (108)
Since ∏ j , ℓ = 1 k ( v ℓ − u j + ξ − 1 ) = ( − 1 ) k 2 ∏ j , ℓ = 1 k ( u j − v ℓ − ( ξ − 1 ) ) \prod_{j,\ell=1}^k(v_\ell-u_j+\xi-1)=(-1)^{k^2}\prod_{j,\ell=1}^k(u_j-v_\ell-(\xi-1)) ∏ j , ℓ = 1 k ( v ℓ − u j + ξ − 1 ) = ( − 1 ) k 2 ∏ j , ℓ = 1 k ( u j − v ℓ − ( ξ − 1 )) , the sign cancels the prefactor ( − 1 ) k (-1)^k ( − 1 ) k in F k ( ξ ; N ) F_k(\xi;N) F k ( ξ ; N ) . In this form, we may apply Lemma 2.6 with L = N L=N L = N , σ = ξ − 1 \sigma=\xi-1 σ = ξ − 1 and Φ N ( u 1 , … , u k ) = ∏ j = 1 k ( 1 + u j ) N \Phi_N(u_1,\ldots,u_k)=\prod_{j=1}^k(1+u_j)^N Φ N ( u 1 , … , u k ) = ∏ j = 1 k ( 1 + u j ) N to give
F k ( ξ ; N ) = ξ k ( 2 π i ) 2 k ( k ! ) 2 ∑ r = 0 k ( k r ) 2 ∑ a = 0 k ( − 1 ) k − a ( k a ) N k − a ( ξ − 1 ) k + a J N , r ( a ) ( ξ − 1 ) , (109) F_k(\xi;N)=\frac{\xi^k}{(2\pi i)^{2k}(k!)^2}\sum_{r=0}^k\binom{k}{r}^2\sum_{a=0}^k(-1)^{k-a}\binom{k}{a}\frac{N^{k-a}}{(\xi-1)^{k+a}}J_{N,r}^{(a)}(\xi-1), \tag*{(109)} F k ( ξ ; N ) = ( 2 π i ) 2 k ( k ! ) 2 ξ k r = 0 ∑ k ( r k ) 2 a = 0 ∑ k ( − 1 ) k − a ( a k ) ( ξ − 1 ) k + a N k − a J N , r ( a ) ( ξ − 1 ) , (109)
with
J N , r ( a ) ( ξ − 1 ) = ∫ c j ( r ) ∫ c ^ ℓ ( r ) ∏ j = 1 k ( 1 + ( ξ − 1 ) x j ) N Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) a ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . J_{N,r}^{(a)}(\xi-1)=\int_{c_j(r)}\int_{\hat c_\ell(r)}\prod_{j=1}^k(1+(\xi-1)x_j)^N\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^k(x_j-y_\ell-1)
\left(\sum_{j=1}^k\frac{1}{x_j}+\sum_{\ell=1}^k\frac{1}{y_\ell+1}\right)
\left(\sum_{j=1}^k\frac{1}{x_j-1}+\sum_{\ell=1}^k\frac{1}{y_\ell}\right)^a
\prod_{j=1}^k x_j^{-k}dx_j\prod_{\ell=1}^k y_\ell^{-k}dy_\ell. J N , r ( a ) ( ξ − 1 ) = ∫ c j ( r ) ∫ c ^ ℓ ( r ) j = 1 ∏ k ( 1 + ( ξ − 1 ) x j ) N Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) a j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ .
Here, c j ( r ) c_j(r) c j ( r ) are counter-clockwise circles of radius τ \tau τ centered at 1 1 1 for j = 1 , … , r j=1,\ldots,r j = 1 , … , r and 0 0 0 otherwise; similarly, c ^ ℓ ( r ) \hat c_\ell(r) c ^ ℓ ( r ) are counter-clockwise circles of radius τ \tau τ centered at − 1 -1 − 1 for ℓ = 1 , … , r \ell=1,\ldots,r ℓ = 1 , … , r and $0 otherwise. The shifted variables x 1 , … , x r x_1,\ldots,x_r x 1 , … , x r are centered at 1 1 1 and y 1 , … , y r y_1,\ldots,y_r y 1 , … , y r are centered at − 1 -1 − 1 , and the remaining unshifted variables are centered at 0 0 0 . We now isolate the exponential dependence on ξ \xi ξ in each r r r -term. For the shifted variables j ≤ r j\le r j ≤ r , we expand at the centre x j = 1 x_j=1 x j = 1 :
1 + ( ξ − 1 ) x j = 1 + ( ξ − 1 ) ( 1 + ( x j − 1 ) ) = ξ + ( ξ − 1 ) ( x j − 1 ) , 1+(\xi-1)x_j=1+(\xi-1)(1+(x_j-1))=\xi+(\xi-1)(x_j-1), 1 + ( ξ − 1 ) x j = 1 + ( ξ − 1 ) ( 1 + ( x j − 1 )) = ξ + ( ξ − 1 ) ( x j − 1 ) ,
and therefore
( 1 + ( ξ − 1 ) x j ) N = ∑ β j = 0 N ( N β j ) ξ N − β j ( ξ − 1 ) β j ( x j − 1 ) β j . (1+(\xi-1)x_j)^N=\sum_{\beta_j=0}^N\binom{N}{\beta_j}\xi^{N-\beta_j}(\xi-1)^{\beta_j}(x_j-1)^{\beta_j}. ( 1 + ( ξ − 1 ) x j ) N = β j = 0 ∑ N ( β j N ) ξ N − β j ( ξ − 1 ) β j ( x j − 1 ) β j .
We use the convention ( N β ) \binom{N}{\beta} ( β N ) is zero if N < β N<\beta N < β . For the unshifted variables j = r + 1 , … , k j=r+1,\ldots,k j = r + 1 , … , k , we expand at the centre x j = 0 x_j=0 x j = 0 :
( 1 + ( ξ − 1 ) x j ) N = ∑ γ j − r = 0 N ( N γ j − r ) ( ξ − 1 ) γ j − r x j γ j − r . (1+(\xi-1)x_j)^N=\sum_{\gamma_{j-r}=0}^N\binom{N}{\gamma_{j-r}}(\xi-1)^{\gamma_{j-r}}x_j^{\gamma_{j-r}}. ( 1 + ( ξ − 1 ) x j ) N = γ j − r = 0 ∑ N ( γ j − r N ) ( ξ − 1 ) γ j − r x j γ j − r .
Combining the two expansions above, we can write
∏ j = 1 k ( 1 + ( ξ − 1 ) x j ) N = ∑ β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ϕ β , γ ( r ) ( N , ξ − 1 ) ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r . \prod_{j=1}^k(1+(\xi-1)x_j)^N=\sum_{\boldsymbol{\beta}\in\mathbb{Z}_{\geq0}^r}\sum_{\boldsymbol{\gamma}\in\mathbb{Z}_{\geq0}^{k-r}}\phi_{\boldsymbol{\beta},\boldsymbol{\gamma}}^{(r)}(N,\xi-1)\prod_{j=1}^r(x_j-1)^{\beta_j}\prod_{j=r+1}^k x_j^{\gamma_{j-r}}. j = 1 ∏ k ( 1 + ( ξ − 1 ) x j ) N = β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ∑ ϕ β , γ ( r ) ( N , ξ − 1 ) j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r .
where
ϕ β , γ ( r ) ( N , ξ − 1 ) = ( ∏ j = 1 r ( N β j ) ) ( ∏ m = 1 k − r ( N γ m ) ) ξ N r − ∣ β ∣ ( ξ − 1 ) ∣ β ∣ + ∣ γ ∣ . (110) \phi_{\beta,\gamma}^{(r)}(N,\xi-1)=\left(\prod_{j=1}^{r}\binom{N}{\beta_j}\right)\left(\prod_{m=1}^{k-r}\binom{N}{\gamma_m}\right)\xi^{Nr-|\beta|}(\xi-1)^{|\beta|+|\gamma|}. \tag*{(110)} ϕ β , γ ( r ) ( N , ξ − 1 ) = ( j = 1 ∏ r ( β j N ) ) ( m = 1 ∏ k − r ( γ m N ) ) ξ N r − ∣ β ∣ ( ξ − 1 ) ∣ β ∣ + ∣ γ ∣ . (110)
Now refer to the definitions from (91) ; every non-zero term has β j ≤ N \beta_j\leq N β j ≤ N for 1 ≤ j ≤ r 1\leq j\leq r 1 ≤ j ≤ r , so ∣ β ∣ ≤ N r |\beta|\leq Nr ∣ β ∣ ≤ N r and the power ξ N r − ∣ β ∣ \xi^{Nr-|\beta|} ξ N r − ∣ β ∣ is non-negative. Using Lemma 2.8 , we have
J N , r ( a ) ( ξ − 1 ) = 0 ( a < r ) , (111) J_{N,r}^{(a)}(\xi-1)=0 \qquad(a<r), \tag*{(111)} J N , r ( a ) ( ξ − 1 ) = 0 ( a < r ) , (111)
and, for a ≥ r a\geq r a ≥ r ,
J N , r ( a ) ( ξ − 1 ) = ∑ β ∈ Z ≥ 0 r ∣ β ∣ ≤ k − r ∑ γ ∈ Z ≥ 0 k − r ∣ γ ∣ ≤ a − r C β , γ ( r , a ) ( ∏ j = 1 r ( N β j ) ) ( ∏ m = 1 k − r ( N γ m ) ) ξ N r − ∣ β ∣ ( ξ − 1 ) ∣ β ∣ + ∣ γ ∣ , (112) J_{N,r}^{(a)}(\xi-1)=\sum_{\substack{\beta\in\mathbb{Z}_{\geq0}^{r}\\|\beta|\leq k-r}}\sum_{\substack{\gamma\in\mathbb{Z}_{\geq0}^{k-r}\\|\gamma|\leq a-r}}C_{\beta,\gamma}^{(r,a)}\left(\prod_{j=1}^{r}\binom{N}{\beta_j}\right)\left(\prod_{m=1}^{k-r}\binom{N}{\gamma_m}\right)\xi^{Nr-|\beta|}(\xi-1)^{|\beta|+|\gamma|}, \tag*{(112)} J N , r ( a ) ( ξ − 1 ) = β ∈ Z ≥ 0 r ∣ β ∣ ≤ k − r ∑ γ ∈ Z ≥ 0 k − r ∣ γ ∣ ≤ a − r ∑ C β , γ ( r , a ) ( j = 1 ∏ r ( β j N ) ) ( m = 1 ∏ k − r ( γ m N ) ) ξ N r − ∣ β ∣ ( ξ − 1 ) ∣ β ∣ + ∣ γ ∣ , (112)
where
C β , γ ( r , a ) : = ∫ C j ( r ) ∫ C ^ ℓ ( r ) ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . (113) \begin{aligned}
C_{\beta,\gamma}^{(r,a)}:= {}&\int_{C_j(r)}\int_{\widehat C_\ell(r)}
\prod_{j=1}^{r}(x_j-1)^{\beta_j}
\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}}
\Delta(x)^2\Delta(y)^2
\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)\\
&\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a
\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)
\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell. \tag*{(113)}
\end{aligned} C β , γ ( r , a ) := ∫ C j ( r ) ∫ C ℓ ( r ) j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ . (113)
We substitute (109) and (112) into
I ~ k ( n ; N ) = − 1 2 π i ∫ ∣ ξ ∣ = η F k ( ξ ; N ) ξ n + 1 ( ξ − 1 ) d ξ . (114) \widetilde I_k(n;N)=-\frac{1}{2\pi i}\int_{|\xi|=\eta}\frac{F_k(\xi;N)}{\xi^{n+1}(\xi-1)}\,d\xi. \tag*{(114)} I k ( n ; N ) = − 2 π i 1 ∫ ∣ ξ ∣ = η ξ n + 1 ( ξ − 1 ) F k ( ξ ; N ) d ξ . (114)
For each admissible pair ( β , γ ) (\beta,\gamma) ( β , γ ) this reduces the outer integral to
1 2 π i ∫ ∣ ξ ∣ = η ξ N r − n + k − 1 − ∣ β ∣ ( ξ − 1 ) − d d ξ , d : = a + k + 1 − ∣ β ∣ − ∣ γ ∣ . (115) \frac{1}{2\pi i}\int_{|\xi|=\eta}\xi^{Nr-n+k-1-|\beta|}(\xi-1)^{-d}\,d\xi,\qquad d:=a+k+1-|\beta|-|\gamma|. \tag*{(115)} 2 π i 1 ∫ ∣ ξ ∣ = η ξ N r − n + k − 1 − ∣ β ∣ ( ξ − 1 ) − d d ξ , d := a + k + 1 − ∣ β ∣ − ∣ γ ∣. (115)
The degree bounds imply d > 0 d>0 d > 0 : if r ≥ 1 r\geq1 r ≥ 1 , then d ≥ 2 r + 1 d\geq2r+1 d ≥ 2 r + 1 , and if r = 0 r=0 r = 0 , then d ≥ k + 1 d\geq k+1 d ≥ k + 1 . Hence, for ∣ ξ ∣ < 1 |\xi|<1 ∣ ξ ∣ < 1 ,
( ξ − 1 ) − d = ( − 1 ) d ( 1 − ξ ) − d = ( − 1 ) d ∑ q ≥ 0 ( q + d − 1 d − 1 ) ξ q , (116) (\xi-1)^{-d}=(-1)^d(1-\xi)^{-d}=(-1)^d\sum_{q\geq0}\binom{q+d-1}{d-1}\xi^q, \tag*{(116)} ( ξ − 1 ) − d = ( − 1 ) d ( 1 − ξ ) − d = ( − 1 ) d q ≥ 0 ∑ ( d − 1 q + d − 1 ) ξ q , (116)
and Cauchy’s integral formula gives the exact identity
1 2 π i ∫ ∣ ξ ∣ = η ξ N r − n + k − 1 − ∣ β ∣ ( ξ − 1 ) d d ξ = ( − 1 ) d ( n − N r − k + ∣ β ∣ + d − 1 d − 1 ) 1 { n − N r − k + ∣ β ∣ ≥ 0 } . (117) \frac{1}{2\pi i}\int_{|\xi|=\eta}\frac{\xi^{Nr-n+k-1-|\beta|}}{(\xi-1)^d}\,d\xi=(-1)^d\binom{n-Nr-k+|\beta|+d-1}{d-1}\mathbb{1}_{\{n-Nr-k+|\beta|\geq0\}}. \tag*{(117)} 2 π i 1 ∫ ∣ ξ ∣ = η ( ξ − 1 ) d ξ N r − n + k − 1 − ∣ β ∣ d ξ = ( − 1 ) d ( d − 1 n − N r − k + ∣ β ∣ + d − 1 ) 1 { n − N r − k + ∣ β ∣ ≥ 0 } . (117)
It remains to identify the leading coefficient for these terms. For fixed β \beta β and γ \gamma γ ,
∏ j = 1 r ( N β j ) ∏ m = 1 k − r ( N γ m ) = N ∣ β ∣ + ∣ γ ∣ β ! γ ! + O ( N ∣ β ∣ + ∣ γ ∣ − 1 ) . (118) \prod_{j=1}^{r}\binom{N}{\beta_j}\prod_{m=1}^{k-r}\binom{N}{\gamma_m}=\frac{N^{|\beta|+|\gamma|}}{\beta!\,\gamma!}+O\left(N^{|\beta|+|\gamma|-1}\right). \tag*{(118)} j = 1 ∏ r ( β j N ) m = 1 ∏ k − r ( γ m N ) = β ! γ ! N ∣ β ∣ + ∣ γ ∣ + O ( N ∣ β ∣ + ∣ γ ∣ − 1 ) . (118)
We can isolate the role of the parameter r r r . Inserting the finite Taylor expansion (112) into the outer integral (95) and applying Cauchy’s theorem, the contribution of the fixed pair ( β , γ ) (\beta,\gamma) ( β , γ ) vanishes unless
n − N r − k + ∣ β ∣ ≥ 0. (119) n-Nr-k+|\beta|\geq0. \tag*{(119)} n − N r − k + ∣ β ∣ ≥ 0. (119)
In particular, if r > α r>\alpha r > α , then n − N r = ( α − r ) N + O ( 1 ) n-Nr=(\alpha-r)N+O(1) n − N r = ( α − r ) N + O ( 1 ) tends to − ∞ -\infty − ∞ , while ∣ β ∣ |\beta| ∣ β ∣ is bounded in terms of k k k ; hence (119) fails for all sufficiently large N N N . Thus no term with r > α r>\alpha r > α contributes. If r < α r<\alpha r < α , then (119) is satisfied for every admissible β \beta β once N N N is large enough. The only remaining case is the boundary case r = α r=\alpha r = α , which can occur only when α \alpha α is an integer. In that case, the selected binomial coefficient in (117) is O ( 1 ) O(1) O ( 1 ) as n − N α = O ( 1 ) n-N\alpha=O(1) n − N α = O ( 1 ) . With the prefactor N k − a N^{k-a} N k − a from (109) and using (118) , we have at most N k − a + ∣ β ∣ + ∣ γ ∣ = O ( N 2 k − 2 ) N^{k-a+|\beta|+|\gamma|}=O(N^{2k-2}) N k − a + ∣ β ∣ + ∣ γ ∣ = O ( N 2 k − 2 ) as ∣ β ∣ ≤ k − r |\beta| \le k-r ∣ β ∣ ≤ k − r and ∣ γ ∣ ≤ a − r |\gamma| \le a-r ∣ γ ∣ ≤ a − r due to the degree-bounds from Lemma 2.8 . Therefore, we will see shortly that the boundary term is lower order and for the leading term, we proceed with only r r r satisfying r < α r<\alpha r < α .
Since r < α r<\alpha r < α , we have
( n − N r − k + ∣ β ∣ + d − 1 d − 1 ) = N d − 1 ( α − r ) d − 1 ( d − 1 ) ! + O ( N d − 2 ) . (120) \binom{n-Nr-k+|\beta|+d-1}{d-1}=\frac{N^{d-1}(\alpha-r)^{d-1}}{(d-1)!}+O(N^{d-2}). \tag*{(120)} ( d − 1 n − N r − k + ∣ β ∣ + d − 1 ) = ( d − 1 )! N d − 1 ( α − r ) d − 1 + O ( N d − 2 ) . (120)
As ∣ β ∣ + ∣ γ ∣ + d − 1 = a + k |\beta|+|\gamma|+d-1=a+k ∣ β ∣ + ∣ γ ∣ + d − 1 = a + k , the product of these two asymptotics contributes N a + k N^{a+k} N a + k . After multiplication by the prefactor N k − a N^{k-a} N k − a in (109) , each surviving ( r , a ) (r,a) ( r , a ) -term is therefore of size N 2 k N^{2k} N 2 k . We now explain how the finite sum over β \beta β and γ \gamma γ recombines into the polynomial in the final formula. Let q : = d − 1 = a + k − ∣ β ∣ − ∣ γ ∣ q:=d-1=a+k-|\beta|-|\gamma| q := d − 1 = a + k − ∣ β ∣ − ∣ γ ∣ . After including the minus sign from the outer integral, the leading coefficient multiplying ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r \prod_{j=1}^{r}(x_j-1)^{\beta_j}\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}} ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r is
( − 1 ) q ( α − r ) q q ! β ! γ ! . (121) \frac{(-1)^q(\alpha-r)^q}{q!\,\beta!\,\gamma!}. \tag*{(121)} q ! β ! γ ! ( − 1 ) q ( α − r ) q . (121)
On the other hand,
∑ j = 1 k x j − α = ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j − ( α − r ) . (122) \sum_{j=1}^{k}x_j-\alpha=\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j-(\alpha-r). \tag*{(122)} j = 1 ∑ k x j − α = j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j − ( α − r ) . (122)
Therefore, by the multinomial theorem,
∑ q , β , γ ≥ 0 q + ∣ β ∣ + ∣ γ ∣ = a + k ( − 1 ) q ( α − r ) q q ! β ! γ ! ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r = ( ∑ j = 1 k x j − α ) a + k ( a + k ) ! . (123) \sum_{\substack{q,\beta,\gamma\ge0\\q+|\beta|+|\gamma|=a+k}}\frac{(-1)^q(\alpha-r)^q}{q!\,\beta!\,\gamma!}\prod_{j=1}^{r}(x_j-1)^{\beta_j}\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}}=\frac{\left(\sum_{j=1}^{k}x_j-\alpha\right)^{a+k}}{(a+k)!}. \tag*{(123)} q , β , γ ≥ 0 q + ∣ β ∣ + ∣ γ ∣ = a + k ∑ q ! β ! γ ! ( − 1 ) q ( α − r ) q j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r = ( a + k )! ( ∑ j = 1 k x j − α ) a + k . (123)
Due to the multinomial sum collapse above and using the leading-order forms of both (118) and (120) , the 2 k 2k 2 k -contour integral expression for J N , r a ( ξ − 1 ) J_{N,r}^{a}(\xi-1) J N , r a ( ξ − 1 ) in (112) is simplified greatly. As the ξ \xi ξ -integral has been evaluated, we have
I ~ k ( n ; N ) = N 2 k ( 2 π i ) 2 k k ! 2 ∑ r = 0 k 1 { r < α } ( k r ) 2 ∑ a = r k ( − 1 ) k − a ( k a ) 1 ( a + k ) ! × ∫ c j ( r ) ∫ c ^ ℓ ( r ) ( ∑ j = 1 k x j − α ) a + k ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k × Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ + O ( N 2 k − 1 ) . (124) \begin{aligned}
\widetilde{I}_k(n;N)={}&\frac{N^{2k}}{(2\pi i)^{2k}k!^2}\sum_{r=0}^{k}\mathbf{1}_{\{r<\alpha\}}\binom{k}{r}^{2}\sum_{a=r}^{k}(-1)^{k-a}\binom{k}{a}\frac{1}{(a+k)!}\\
&\times\int_{c_j(r)}\int_{\widehat{c}_{\ell}(r)}\left(\sum_{j=1}^{k}x_j-\alpha\right)^{a+k}\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k\\
&\times\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell+O(N^{2k-1}). \tag*{(124)}
\end{aligned} I k ( n ; N ) = ( 2 π i ) 2 k k ! 2 N 2 k r = 0 ∑ k 1 { r < α } ( r k ) 2 a = r ∑ k ( − 1 ) k − a ( a k ) ( a + k )! 1 × ∫ c j ( r ) ∫ c ℓ ( r ) ( j = 1 ∑ k x j − α ) a + k ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k × Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ + O ( N 2 k − 1 ) . (124)
Finally, dividing by N 2 k N^{2k} N 2 k and using the definition of M k ( α ) M_k(\alpha) M k ( α ) in (35) yields the stated result in the theorem.
Proof of Theorem 2.2
Let k ≥ 1 k\ge1 k ≥ 1 be an integer and assume α \alpha α is a real positive non-integer; the integer case for α \alpha α is treated separately at the end. We assume Conjecture 1 throughout with the error decay exponent θ k , c \theta_{k,c} θ k , c defined as
θ k , c = { 1 + c , k = 1 , 2 , k − 1 , k ≥ 3 , (125) \theta_{k,c}=
\begin{cases}
1+c, & k=1,2,\\
k-1, & k\ge3,
\end{cases} \tag*{(125)} θ k , c = { 1 + c , k − 1 , k = 1 , 2 , k ≥ 3 , (125)
for some fixed 0 < c ≤ 1 0<c\le1 0 < c ≤ 1 and, in particular, when k = 1 , 2 k=1,2 k = 1 , 2 we choose 0 < ξ < c 0<\xi<c 0 < ξ < c . We recall that Λ ∗ k = Λ ∗ ⋯ ∗ Λ \Lambda^{*k}=\Lambda*\cdots*\Lambda Λ ∗ k = Λ ∗ ⋯ ∗ Λ , hence
Λ ∗ k ( n ) = ∑ n 1 ⋯ n k = n Λ ( n 1 ) ⋯ Λ ( n k ) . \Lambda^{*k}(n)=\sum_{n_1\cdots n_k=n}\Lambda(n_1)\cdots\Lambda(n_k). Λ ∗ k ( n ) = n 1 ⋯ n k = n ∑ Λ ( n 1 ) ⋯ Λ ( n k ) .
For any ordered factorisation n = n 1 ⋯ n k n=n_1\cdots n_k n = n 1 ⋯ n k we have 0 ≤ Λ ( n j ) ≤ log n j ≤ log n 0\leq\Lambda(n_j)\leq\log n_j\leq\log n 0 ≤ Λ ( n j ) ≤ log n j ≤ log n , so each summand is bounded by ( log n ) k (\log n)^k ( log n ) k . The number of ordered k k k -tuples ( n 1 , … , n k ) (n_1,\ldots,n_k) ( n 1 , … , n k ) with product n n n is precisely d k ( n ) d_k(n) d k ( n ) , the k k k -fold divisor function. Therefore we have a pointwise bound
∣ Λ ∗ k ( n ) ∣ ≤ ( log n ) k d k ( n ) ( n ≥ 2 ) . (126) \lvert\Lambda^{*k}(n)\rvert\leq(\log n)^k d_k(n)\qquad(n\geq2). \tag*{(126)} ∣ Λ ∗ k ( n )∣ ≤ ( log n ) k d k ( n ) ( n ≥ 2 ) . (126)
To obtain a truncated Perron formula for
∑ n ≤ ⌊ T α ⌋ Λ ∗ k ( n ) n 1 / 2 + i t , \sum_{n\leq\lfloor T^\alpha\rfloor}\frac{\Lambda^{*k}(n)}{n^{1/2+it}}, n ≤ ⌊ T α ⌋ ∑ n 1/2 + i t Λ ∗ k ( n ) ,
we apply the Lemma stated below.
Lemma 3.2 (Titchmarsh [32 ] , Lemma 3.12). Let
f ( s ) = ∑ n = 1 ∞ a n n s ( ℜ s > 1 ) , f(s)=\sum_{n=1}^{\infty}\frac{a_n}{n^s}\qquad(\Re s>1), f ( s ) = n = 1 ∑ ∞ n s a n ( ℜ s > 1 ) , with a n = O { ψ ( n ) } a_n=O\{\psi(n)\} a n = O { ψ ( n )} , ψ ( n ) \psi(n) ψ ( n ) being non-decreasing, and
∑ n = 1 ∞ ∣ a n ∣ n σ = O { 1 ( σ − 1 ) μ } \sum_{n=1}^{\infty}\frac{\lvert a_n\rvert}{n^\sigma}=O\left\{\frac{1}{(\sigma-1)^\mu}\right\} n = 1 ∑ ∞ n σ ∣ a n ∣ = O { ( σ − 1 ) μ 1 } as σ → 1 + \sigma\to1^+ σ → 1 + . For s = σ + i t s=\sigma+it s = σ + i t and c > 0 c>0 c > 0 so that σ + c > 1 \sigma+c>1 σ + c > 1 , if x x x is not an integer and L L L is the integer nearest to x x x then
∑ n < x a n n s = 1 2 π i ∫ c − i T c + i T f ( s + w ) x w w d w + O { x c T ( σ + c − 1 ) μ } + O { ψ ( 2 x ) x 1 − σ log x T } + O { ψ ( L ) x 1 − σ T ∣ x − L ∣ } . \sum_{n<x}\frac{a_n}{n^s}=\frac{1}{2\pi i}\int_{c-iT}^{c+iT}f(s+w)\frac{x^w}{w}\,dw+O\left\{\frac{x^c}{T(\sigma+c-1)^\mu}\right\}+O\left\{\frac{\psi(2x)x^{1-\sigma}\log x}{T}\right\}+O\left\{\frac{\psi(L)x^{1-\sigma}}{T\lvert x-L\rvert}\right\}. n < x ∑ n s a n = 2 π i 1 ∫ c − i T c + i T f ( s + w ) w x w d w + O { T ( σ + c − 1 ) μ x c } + O { T ψ ( 2 x ) x 1 − σ log x } + O { T ∣ x − L ∣ ψ ( L ) x 1 − σ } .
The abscissa of absolute convergence is σ a = 1 \sigma_a=1 σ a = 1 , and, by positivity together with the estimate
− ζ ′ ( σ ) ζ ( σ ) ≍ ( σ − 1 ) − 1 ( 1 < σ ≤ 2 ) , (127) -\frac{\zeta'(\sigma)}{\zeta(\sigma)}\asymp(\sigma-1)^{-1}\qquad(1<\sigma\leq2), \tag*{(127)} − ζ ( σ ) ζ ′ ( σ ) ≍ ( σ − 1 ) − 1 ( 1 < σ ≤ 2 ) , (127)
meaning that the two quantities are bounded above and below by positive constant multiples of one another uniformly in this range, we have
∑ n ≥ 1 ∣ Λ ∗ k ( n ) ∣ n σ = ( ∑ n ≥ 1 Λ ( n ) n σ ) k = ( − ζ ′ ( σ ) ζ ( σ ) ) k ≪ k ( σ − 1 ) − k . (128) \sum_{n\geq1}\frac{\lvert\Lambda^{*k}(n)\rvert}{n^\sigma}=\left(\sum_{n\geq1}\frac{\Lambda(n)}{n^\sigma}\right)^k=\left(-\frac{\zeta'(\sigma)}{\zeta(\sigma)}\right)^k\ll_k(\sigma-1)^{-k}. \tag*{(128)} n ≥ 1 ∑ n σ ∣ Λ ∗ k ( n )∣ = ( n ≥ 1 ∑ n σ Λ ( n ) ) k = ( − ζ ( σ ) ζ ′ ( σ ) ) k ≪ k ( σ − 1 ) − k . (128)
Thus, the series bound condition of Lemma 3.2 holds with μ = k \mu=k μ = k . For the complex sequence condition, we use the non-decreasing majorant
B ( x ) : = max m ≤ x , m ∈ Z + ( log m ) k d k ( m ) , x ≥ 1 , x ∈ R , (129) B(x):=\max_{\substack{m\leq x,\ m\in\mathbb{Z}_+}}(\log m)^k d_k(m),\qquad x\geq1,\ x\in\mathbb{R}, \tag*{(129)} B ( x ) := m ≤ x , m ∈ Z + max ( log m ) k d k ( m ) , x ≥ 1 , x ∈ R , (129)
for which the standard bound d k ( m ) ≪ k , ε 1 m ε 1 d_k(m)\ll_{k,\varepsilon_1}m^{\varepsilon_1} d k ( m ) ≪ k , ε 1 m ε 1 for any fixed ε 1 > 0 \varepsilon_1>0 ε 1 > 0 [21 ] yields B ( x ) ≪ k , ε 1 ( log x ) k x ε 1 B(x)\ll_{k,\varepsilon_1}(\log x)^k x^{\varepsilon_1} B ( x ) ≪ k , ε 1 ( log x ) k x ε 1 . If one integrates only up to height T T T , the resulting truncation error from applying the lemma is o ( 1 ) o(1) o ( 1 ) only under restrictions on α \alpha α , namely α < 2 \alpha<2 α < 2 and α ( 1 / 2 + ε 1 ) < 1 \alpha(1/2+\varepsilon_1)<1 α ( 1/2 + ε 1 ) < 1 . To avoid these restrictions, we choose a larger Perron height. Fix ε > 0 \varepsilon>0 ε > 0 and take
γ : = max ( 1 , α / 2 ) + ε , T ′ : = T γ . (130) \gamma:=\max(1,\alpha/2)+\varepsilon,\qquad T':=T^\gamma. \tag*{(130)} γ := max ( 1 , α /2 ) + ε , T ′ := T γ . (130)
Fixing σ = 1 2 \sigma=\frac12 σ = 2 1 and letting κ : = 1 2 + 1 log T ′ \kappa:=\frac12+\frac{1}{\log T'} κ := 2 1 + l o g T ′ 1 , Lemma 3.2 gives
∑ n < N Λ ∗ k ( n ) n 1 / 2 + i t = 1 2 π i ∫ κ − i T ′ κ + i T ′ ( − ζ ′ ( 1 2 + i t + w ) ζ ( 1 2 + i t + w ) ) k N w w d w + E t r u n c ( t ) . (131) \sum_{n<N}\frac{\Lambda^{*k}(n)}{n^{1/2+it}}=\frac{1}{2\pi i}\int_{\kappa-iT'}^{\kappa+iT'}\left(-\frac{\zeta'(\frac12+it+w)}{\zeta(\frac12+it+w)}\right)^k\frac{N^w}{w}\,dw+E_{\mathrm{trunc}}(t). \tag*{(131)} n < N ∑ n 1/2 + i t Λ ∗ k ( n ) = 2 π i 1 ∫ κ − i T ′ κ + i T ′ ( − ζ ( 2 1 + i t + w ) ζ ′ ( 2 1 + i t + w ) ) k w N w d w + E trunc ( t ) . (131)
with
E t r u n c ( t ) ≪ k N κ T ′ ( σ + κ − 1 ) k + B ( 2 N ) N 1 − σ log N T ′ + B ( ⌊ N ⌋ ) N 1 − σ T ′ ∣ N − ⌊ N ⌋ ∣ . (132) E_{\mathrm{trunc}}(t) \ll_k \frac{N^\kappa}{T'(\sigma+\kappa-1)^k}+\frac{B(2N)N^{1-\sigma}\log N}{T'}+\frac{B(\lfloor N\rfloor)N^{1-\sigma}}{T'|N-\lfloor N\rfloor|}. \tag*{(132)} E trunc ( t ) ≪ k T ′ ( σ + κ − 1 ) k N κ + T ′ B ( 2 N ) N 1 − σ log N + T ′ ∣ N − ⌊ N ⌋ ∣ B (⌊ N ⌋) N 1 − σ . (132)
Here we set N = ⌊ T α ⌋ + 1 2 N=\lfloor T^\alpha\rfloor+\frac{1}{2} N = ⌊ T α ⌋ + 2 1 , which is equidistant from two consecutive integers, so we choose L = ⌊ N ⌋ L=\lfloor N\rfloor L = ⌊ N ⌋ as the nearest integer in (132) . Writing N = ( T ′ ) β N=(T')^\beta N = ( T ′ ) β , we have
β : = log N log T ′ = α γ + O ( 1 log T ) = α max ( 1 , α / 2 ) + ε + O ( 1 log T ) < 2 \beta:=\frac{\log N}{\log T'}=\frac{\alpha}{\gamma}+O\left(\frac{1}{\log T}\right)=\frac{\alpha}{\max(1,\alpha/2)+\varepsilon}+O\left(\frac{1}{\log T}\right)<2 β := log T ′ log N = γ α + O ( log T 1 ) = max ( 1 , α /2 ) + ε α + O ( log T 1 ) < 2
for all sufficiently large T T T . Since σ + κ − 1 = 1 / log T ′ \sigma+\kappa-1=1/\log T' σ + κ − 1 = 1/ log T ′ , the truncation error becomes
E t r u n c ( t ) ≪ k ( log T ′ ) k ( T ′ ) β / 2 − 1 + B ( 2 N ) ( log N ) ( T ′ ) β / 2 − 1 + B ( N ) ( T ′ ) β / 2 − 1 , (133) E_{\mathrm{trunc}}(t)\ll_k(\log T')^k(T')^{\beta/2-1}+B(2N)(\log N)(T')^{\beta/2-1}+B(N)(T')^{\beta/2-1}, \tag*{(133)} E trunc ( t ) ≪ k ( log T ′ ) k ( T ′ ) β /2 − 1 + B ( 2 N ) ( log N ) ( T ′ ) β /2 − 1 + B ( N ) ( T ′ ) β /2 − 1 , (133)
where the factor N 1 / log T ′ = e β N^{1/\log T'}=e^\beta N 1/ l o g T ′ = e β has been absorbed into the implied constant. Using B ( N ) ≤ B ( 2 N ) ≪ k , ε 1 ( log N ) k N ε 1 B(N)\le B(2N)\ll_{k,\varepsilon_1}(\log N)^kN^{\varepsilon_1} B ( N ) ≤ B ( 2 N ) ≪ k , ε 1 ( log N ) k N ε 1 yields the explicit form
E t r u n c ( t ) ≪ k , ε 1 , α , ε ( log T ′ ) k ( T ′ ) β / 2 − 1 + ( log T ′ ) k + 1 ( T ′ ) β / 2 − 1 + β ε 1 E_{\mathrm{trunc}}(t)\ll_{k,\varepsilon_1,\alpha,\varepsilon}(\log T')^k(T')^{\beta/2-1}+(\log T')^{k+1}(T')^{\beta/2-1+\beta\varepsilon_1} E trunc ( t ) ≪ k , ε 1 , α , ε ( log T ′ ) k ( T ′ ) β /2 − 1 + ( log T ′ ) k + 1 ( T ′ ) β /2 − 1 + β ε 1
for any fixed ε 1 > 0 \varepsilon_1>0 ε 1 > 0 . As lim sup T → ∞ β < 2 \limsup_{T\to\infty}\beta<2 lim sup T → ∞ β < 2 , we may choose ε 1 = ε 1 ( α , ε ) > 0 \varepsilon_1=\varepsilon_1(\alpha,\varepsilon)>0 ε 1 = ε 1 ( α , ε ) > 0 so small that
β ( 1 2 + ε 1 ) < 1 \beta\left(\frac{1}{2}+\varepsilon_1\right)<1 β ( 2 1 + ε 1 ) < 1
for all sufficiently large T T T . Hence there exists ε ′ = ε ε , ε 1 ′ ( α ) > 0 \varepsilon'=\varepsilon'_{\varepsilon,\varepsilon_1}(\alpha)>0 ε ′ = ε ε , ε 1 ′ ( α ) > 0 such that, for all sufficiently large T T T ,
β 2 − 1 ≤ − ε ′ and β 2 − 1 + β ε 1 ≤ − ε ′ . \frac{\beta}{2}-1\le-\varepsilon'\qquad\text{and}\qquad\frac{\beta}{2}-1+\beta\varepsilon_1\le-\varepsilon'. 2 β − 1 ≤ − ε ′ and 2 β − 1 + β ε 1 ≤ − ε ′ .
Therefore
∑ n < N Λ ∗ k ( n ) n 1 / 2 + i t = 1 2 π i ∫ κ − i T ′ κ + i T ′ ( − ζ ′ ζ ( 1 2 + i t + w ) ) k N w w d w + E t r u n c ( t ) , \sum_{n<N}\frac{\Lambda^{*k}(n)}{n^{1/2+it}}=\frac{1}{2\pi i}\int_{\kappa-iT'}^{\kappa+iT'}\left(-\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+w\right)\right)^k\frac{N^w}{w}\,dw+E_{\mathrm{trunc}}(t), n < N ∑ n 1/2 + i t Λ ∗ k ( n ) = 2 π i 1 ∫ κ − i T ′ κ + i T ′ ( − ζ ζ ′ ( 2 1 + i t + w ) ) k w N w d w + E trunc ( t ) ,
where
E t r u n c ( t ) ≪ k , α , ε , ε 1 ( log T ′ ) k + 1 ( T ′ ) − ε ′ , 0 ≤ t ≤ T . (134) E_{\mathrm{trunc}}(t)\ll_{k,\alpha,\varepsilon,\varepsilon_1}(\log T')^{k+1}(T')^{-\varepsilon'},\qquad0\le t\le T. \tag*{(134)} E trunc ( t ) ≪ k , α , ε , ε 1 ( log T ′ ) k + 1 ( T ′ ) − ε ′ , 0 ≤ t ≤ T . (134)
Next, we choose a contour on the conjectural scale. Fix 0 < η < 3 2 0<\eta<\frac{3}{2} 0 < η < 2 3 , and set
σ 0 : = η log T . \sigma_0:=\frac{\eta}{\log T}. σ 0 := log T η .
Then, for all sufficiently large T T T , we have 0 < σ 0 < 1 2 < κ 0<\sigma_0<\frac{1}{2}<\kappa 0 < σ 0 < 2 1 < κ . We shift the vertical line of integration to ℜ w = σ 0 \Re w=\sigma_0 ℜ w = σ 0 , closing the rectangle by the two horizontal segments at heights ± T ′ \pm T' ± T ′ . The integrand has a pole at w = 1 2 − i t w=\frac{1}{2}-it w = 2 1 − i t , arising from the pole of − ζ ′ / ζ ( s ) -\zeta'/\zeta(s) − ζ ′ / ζ ( s ) at s = 1 s=1 s = 1 . This point lies on ℜ w = 1 2 \Re w=\frac{1}{2} ℜ w = 2 1 and is enclosed provided T ′ > ∣ t ∣ T'>|t| T ′ > ∣ t ∣ , so we pick up its residue. Assuming RH, the poles arising from the non-trivial zeros ρ \rho ρ of ζ ( s ) \zeta(s) ζ ( s ) occur at w = ρ − ( 1 2 + i t ) w=\rho-\left(\frac{1}{2}+it\right) w = ρ − ( 2 1 + i t ) and lie on ℜ w = 0 \Re w=0 ℜ w = 0 . Since we stop at ℜ w = σ 0 > 0 \Re w=\sigma_0>0 ℜ w = σ 0 > 0 , these poles are not enclosed, and no zero-residue terms appear. The pole at w = 0 w=0 w = 0 from the Perron kernel and the poles arising from the trivial zeros of ζ ( s ) \zeta(s) ζ ( s ) all lie to the left of ℜ w = σ 0 \Re w=\sigma_0 ℜ w = σ 0 , so they are not crossed in this shift. By the residue theorem,
1 2 π i ∫ κ − i T ′ κ + i T ′ ( − ζ ′ ζ ( 1 2 + i t + z ) ) k N z z d z = R e s w = 1 [ ( − ζ ′ ζ ( w ) ) k N w − 1 2 − i t w − 1 2 − i t ] + 1 2 π i ∫ σ 0 − i T ′ σ 0 + i T ′ ( − ζ ′ ζ ( 1 2 + i t + z ) ) k N z z d z + E h o r ( t ) . (135) \begin{aligned}
\frac{1}{2\pi i}\int_{\kappa-iT'}^{\kappa+iT'}\left(-\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z\right)\right)^k\frac{N^z}{z}\,dz=\mathop{\mathrm{Res}}_{w=1}\left[\left(-\frac{\zeta'}{\zeta}(w)\right)^k\frac{N^{w-\frac{1}{2}-it}}{w-\frac{1}{2}-it}\right] \\
&+\frac{1}{2\pi i}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\left(-\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z\right)\right)^k\frac{N^z}{z}\,dz+E_{\mathrm{hor}}(t). \tag*{(135)}
\end{aligned} 2 π i 1 ∫ κ − i T ′ κ + i T ′ ( − ζ ζ ′ ( 2 1 + i t + z ) ) k z N z d z = Res w = 1 [ ( − ζ ζ ′ ( w ) ) k w − 2 1 − i t N w − 2 1 − i t ] + 2 π i 1 ∫ σ 0 − i T ′ σ 0 + i T ′ ( − ζ ζ ′ ( 2 1 + i t + z ) ) k z N z d z + E hor ( t ) . (135)
To estimate the horizontal contribution, E h o r ( t ) E_{\mathrm{hor}}(t) E hor ( t ) , write z = u ± i T ′ z=u\pm iT' z = u ± i T ′ with σ 0 ≤ u ≤ κ \sigma_0\le u\le\kappa σ 0 ≤ u ≤ κ . Then
1 2 + i t + z = 1 2 + u + i ( t ± T ′ ) . \frac{1}{2}+it+z=\frac{1}{2}+u+i(t\pm T'). 2 1 + i t + z = 2 1 + u + i ( t ± T ′ ) .
Since T ′ = T γ T'=T^\gamma T ′ = T γ with γ > 1 \gamma>1 γ > 1 , we have T / T ′ → 0 T/T'\to0 T / T ′ → 0 and ∣ t ± T ′ ∣ ≍ T ′ |t\pm T'|\asymp T' ∣ t ± T ′ ∣ ≍ T ′ uniformly for 0 ≤ t ≤ T 0\le t\le T 0 ≤ t ≤ T . Moreover
1 2 + σ 0 ≤ ℜ ( 1 2 + i t + z ) ≤ 1 + 1 log T ′ . \frac{1}{2}+\sigma_0\le\Re\left(\frac{1}{2}+it+z\right)\le1+\frac{1}{\log T'}. 2 1 + σ 0 ≤ ℜ ( 2 1 + i t + z ) ≤ 1 + log T ′ 1 .
By Titchmarsh’s formula (14.15.2) in [32 ] , under RH, and using u ≥ η / log T u\ge\eta/\log T u ≥ η / log T , we obtain
ζ ′ ζ ( 1 2 + i t + z ) ≪ η , α , ε ( log T ′ ) 2 (136) \frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z\right)\ll_{\eta,\alpha,\varepsilon}(\log T')^2 \tag*{(136)} ζ ζ ′ ( 2 1 + i t + z ) ≪ η , α , ε ( log T ′ ) 2 (136)
on the horizontal edges. As ∣ z ∣ ≍ T ′ |z|\asymp T' ∣ z ∣ ≍ T ′ , N ℜ z ≤ N κ N^{\Re z}\le N^\kappa N ℜ z ≤ N κ , and the horizontal edges have bounded length, we obtain
E h o r ( t ) ≪ k , η , α , ε N κ ( log T ′ ) 2 k T ′ (137) E_{\mathrm{hor}}(t)\ll_{k,\eta,\alpha,\varepsilon}\frac{N^\kappa(\log T')^{2k}}{T'} \tag*{(137)} E hor ( t ) ≪ k , η , α , ε T ′ N κ ( log T ′ ) 2 k (137)
uniformly for 0 ≤ t ≤ T 0\le t\le T 0 ≤ t ≤ T . As N κ = N 1 2 + 1 log T ′ = N 1 / 2 N 1 / log T ′ N^\kappa=N^{\frac{1}{2}+\frac{1}{\log T'}}=N^{1/2}N^{1/\log T'} N κ = N 2 1 + l o g T ′ 1 = N 1/2 N 1/ l o g T ′ and
N 1 / log T ′ = exp ( log N log T ′ ) = e β , N^{1/\log T'}=\exp\left(\frac{\log N}{\log T'}\right)=e^\beta, N 1/ l o g T ′ = exp ( log T ′ log N ) = e β ,
we have N κ = e β N 1 / 2 N^\kappa=e^\beta N^{1/2} N κ = e β N 1/2 . As before, the factor e β = O ( 1 ) e^\beta=O(1) e β = O ( 1 ) may be absorbed into the implied constant. Therefore N κ = T α / 2 + o ( 1 ) N^\kappa=T^{\alpha/2+o(1)} N κ = T α /2 + o ( 1 ) and as T ′ − 1 = T − γ T'^{-1}=T^{-\gamma} T ′ − 1 = T − γ , it follows that
sup 0 ≤ t ≤ T ∣ E h o r ( t ) ∣ ≪ k , η , α , ε ( log T ′ ) 2 k T α / 2 − γ + o ( 1 ) . (138) \sup_{0\le t\le T}|E_{\mathrm{hor}}(t)|\ll_{k,\eta,\alpha,\varepsilon}(\log T')^{2k}T^{\alpha/2-\gamma+o(1)}. \tag*{(138)} 0 ≤ t ≤ T sup ∣ E hor ( t ) ∣ ≪ k , η , α , ε ( log T ′ ) 2 k T α /2 − γ + o ( 1 ) . (138)
Since
γ − α 2 = max ( 1 − α / 2 , 0 ) + ε ≥ ε , (139) \gamma-\frac{\alpha}{2}=\max(1-\alpha/2,0)+\varepsilon\ge\varepsilon, \tag*{(139)} γ − 2 α = max ( 1 − α /2 , 0 ) + ε ≥ ε , (139)
the exponent of T T T is negative for all sufficiently large T T T . From this point, assume the implied constants depend on the fixed parameters k , η , α , ε k,\eta,\alpha,\varepsilon k , η , α , ε , and ε 1 \varepsilon_1 ε 1 . It is convenient to define E ( t ) = E h o r ( t ) + E t r u n c ( t ) E(t)=E_{\mathrm{hor}}(t)+E_{\mathrm{trunc}}(t) E ( t ) = E hor ( t ) + E trunc ( t ) ; we have
∣ E ( t ) ∣ ≪ M , M : = ( log T ′ ) 2 k T α / 2 − γ + o ( 1 ) + ( log T ′ ) k + 1 T ′ − ε ′ . (140) |E(t)|\ll\mathcal{M},\qquad\mathcal{M}:=(\log T')^{2k}T^{\alpha/2-\gamma+o(1)}+(\log T')^{k+1}T'^{-\varepsilon'}. \tag*{(140)} ∣ E ( t ) ∣ ≪ M , M := ( log T ′ ) 2 k T α /2 − γ + o ( 1 ) + ( log T ′ ) k + 1 T ′ − ε ′ . (140)
Since log T ′ ≍ α , ε log T \log T'\asymp_{\alpha,\varepsilon}\log T log T ′ ≍ α , ε log T , we may write
M ≪ ( log T ) 2 k T − δ , \mathcal{M}\ll(\log T)^{2k}T^{-\delta}, M ≪ ( log T ) 2 k T − δ ,
where
δ : = 1 2 min ( γ − α 2 , γ ε ′ ) > 0. (141) \delta:=\frac{1}{2}\min\left(\gamma-\frac{\alpha}{2},\gamma\varepsilon'\right)>0. \tag*{(141)} δ := 2 1 min ( γ − 2 α , γ ε ′ ) > 0. (141)
Here the factor γ − α / 2 \gamma-\alpha/2 γ − α /2 comes from the estimate for E h o r ( t ) E_{\mathrm{hor}}(t) E hor ( t ) in (138) , while γ ε ′ \gamma\varepsilon' γ ε ′ follows from (134) upon writing ( T ′ ) − ε ′ = T − γ ε ′ (T')^{-\varepsilon'}=T^{-\gamma\varepsilon'} ( T ′ ) − ε ′ = T − γ ε ′ ; the factor 1 2 \frac{1}{2} 2 1 allows the o ( 1 ) o(1) o ( 1 ) term to be absorbed for sufficiently large T T T . For each fixed α > 0 \alpha>0 α > 0 , this gives a positive value of δ \delta δ . Introduce
V ( t ) : = 1 2 π i ∫ σ 0 − i T ′ σ 0 + i T ′ ( − ζ ′ ζ ( 1 2 + i t + z ) ) k N z z d z , I : = 1 T ∫ 0 T ∣ V ( t ) ∣ 2 d t . (142) V(t):=\frac{1}{2\pi i}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\left(-\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z\right)\right)^k\frac{N^z}{z}\,dz,\qquad\mathcal{I}:=\frac{1}{T}\int_0^T|V(t)|^2\,dt. \tag*{(142)} V ( t ) := 2 π i 1 ∫ σ 0 − i T ′ σ 0 + i T ′ ( − ζ ζ ′ ( 2 1 + i t + z ) ) k z N z d z , I := T 1 ∫ 0 T ∣ V ( t ) ∣ 2 d t . (142)
We want to obtain an asymptotic expression of I k ( T , N ) I_k(T,N) I k ( T , N ) as defined in (11) . Hence, by using (135) and the definition of I k ( T , N ) I_k(T,N) I k ( T , N ) in (11) , we may write
I k ( T , N ) = 1 T ∫ 0 T ∣ V ( t ) + E ( t ) ∣ 2 d t . I_k(T,N)=\frac{1}{T}\int_0^T|V(t)+E(t)|^2\,dt. I k ( T , N ) = T 1 ∫ 0 T ∣ V ( t ) + E ( t ) ∣ 2 d t .
Using ∣ A + B ∣ 2 = ∣ A ∣ 2 + 2 ℜ ( A B ‾ ) + ∣ B ∣ 2 |A+B|^2=|A|^2+2\Re(A\overline{B})+|B|^2 ∣ A + B ∣ 2 = ∣ A ∣ 2 + 2ℜ ( A B ) + ∣ B ∣ 2 , we obtain
I k ( T , N ) − I = 2 T ℜ ∫ 0 T V ( t ) E ( t ) ‾ d t + 1 T ∫ 0 T ∣ E ( t ) ∣ 2 d t . (143) I_k(T,N)-\mathcal{I}=\frac{2}{T}\Re\int_0^T V(t)\overline{E(t)}\,dt+\frac{1}{T}\int_0^T|E(t)|^2\,dt. \tag*{(143)} I k ( T , N ) − I = T 2 ℜ ∫ 0 T V ( t ) E ( t ) d t + T 1 ∫ 0 T ∣ E ( t ) ∣ 2 d t . (143)
and by the Cauchy–Schwarz inequality,
∣ I k ( T , N ) − I ∣ ≤ 2 I ( 1 T ∫ 0 T ∣ E ( t ) ∣ 2 d t ) 1 / 2 + 1 T ∫ 0 T ∣ E ( t ) ∣ 2 d t . (144) |I_k(T,N)-\mathcal{I}|\le2\sqrt{\mathcal{I}}\left(\frac{1}{T}\int_0^T|E(t)|^2\,dt\right)^{1/2}+\frac{1}{T}\int_0^T|E(t)|^2\,dt. \tag*{(144)} ∣ I k ( T , N ) − I ∣ ≤ 2 I ( T 1 ∫ 0 T ∣ E ( t ) ∣ 2 d t ) 1/2 + T 1 ∫ 0 T ∣ E ( t ) ∣ 2 d t . (144)
Using ∣ E ( t ) ∣ ≪ M |E(t)| \ll\mathcal{M} ∣ E ( t ) ∣ ≪ M , we deduce
I k ( T , N ) = I + O ( I M + M 2 ) . (145) \mathcal{I}_k(T,N)=\mathcal{I}+O\left(\sqrt{\mathcal{I}}\mathcal{M}+\mathcal{M}^2\right). \tag*{(145)} I k ( T , N ) = I + O ( I M + M 2 ) . (145)
where
I = 1 4 π 2 T ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ N z 1 − z 2 z 1 z 2 [ ∫ 0 T ( ζ ′ ζ ( 1 2 + i t + z 1 ) ) k ( ζ ′ ζ ( 1 2 − i t − z 2 ) ) k d t ] d z 2 d z 1 . (146) \mathcal{I}=\frac{1}{4\pi^2T}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\int_{-\sigma_0-iT'}^{-\sigma_0+iT'}\frac{N^{z_1-z_2}}{z_1z_2}\left[\int_0^T\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}+it+z_1\right)\right)^k\left(\frac{\zeta'}{\zeta}\left(\frac{1}{2}-it-z_2\right)\right)^k\,dt\right]dz_2dz_1. \tag*{(146)} I = 4 π 2 T 1 ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z 1 z 2 N z 1 − z 2 [ ∫ 0 T ( ζ ζ ′ ( 2 1 + i t + z 1 ) ) k ( ζ ζ ′ ( 2 1 − i t − z 2 ) ) k d t ] d z 2 d z 1 . (146)
It remains to bound the error term I M + M 2 \sqrt{\mathcal{I}}\mathcal{M}+\mathcal{M}^2 I M + M 2 . On the vertical line z = σ 0 + i v z=\sigma_0+iv z = σ 0 + i v , we have
1 2 + i t + z = 1 2 + σ 0 + i ( t + v ) , \frac{1}{2}+it+z=\frac{1}{2}+\sigma_0+i(t+v), 2 1 + i t + z = 2 1 + σ 0 + i ( t + v ) ,
with ∣ t + v ∣ ≤ T + T ′ ≪ T ′ |t+v|\le T+T'\ll T' ∣ t + v ∣ ≤ T + T ′ ≪ T ′ . When ∣ t + v ∣ |t+v| ∣ t + v ∣ is sufficiently large, the same argument used to obtain (136) gives
ζ ′ ζ ( 1 2 + σ 0 + i ( t + v ) ) ≪ η , α , ε ( log T ′ ) 2 . (147) \frac{\zeta'}{\zeta}\left(\frac{1}{2}+\sigma_0+i(t+v)\right)\ll_{\eta,\alpha,\varepsilon}(\log T')^2. \tag*{(147)} ζ ζ ′ ( 2 1 + σ 0 + i ( t + v ) ) ≪ η , α , ε ( log T ′ ) 2 . (147)
When ∣ t + v ∣ |t+v| ∣ t + v ∣ is bounded, a local partial-fraction expansion gives
ζ ′ ζ ( 1 2 + σ 0 + i ( t + v ) ) ≪ σ 0 − 1 ≪ η log T . \frac{\zeta'}{\zeta}\left(\frac{1}{2}+\sigma_0+i(t+v)\right)\ll\sigma_0^{-1}\ll_{\eta}\log T. ζ ζ ′ ( 2 1 + σ 0 + i ( t + v ) ) ≪ σ 0 − 1 ≪ η log T .
Therefore, the first estimate (147) holds uniformly for 0 ≤ t ≤ T 0\le t\le T 0 ≤ t ≤ T and ∣ v ∣ ≤ T ′ |v|\le T' ∣ v ∣ ≤ T ′ . Using
N σ 0 = exp ( η log N log T ) = e α η + o ( 1 ) = O α , η ( 1 ) N^{\sigma_0}=\exp\left(\frac{\eta\log N}{\log T}\right)=e^{\alpha\eta+o(1)}=O_{\alpha,\eta}(1) N σ 0 = exp ( log T η log N ) = e α η + o ( 1 ) = O α , η ( 1 )
gives
∣ V ( t ) ∣ ≪ ( log T ′ ) 2 k ∫ − T ′ T ′ d v ∣ σ 0 + i v ∣ ≪ ( log T ′ ) 2 k log T . (148) |V(t)|\ll(\log T')^{2k}\int_{-T'}^{T'}\frac{dv}{|\sigma_0+iv|}\ll(\log T')^{2k}\log T. \tag*{(148)} ∣ V ( t ) ∣ ≪ ( log T ′ ) 2 k ∫ − T ′ T ′ ∣ σ 0 + i v ∣ d v ≪ ( log T ′ ) 2 k log T . (148)
Hence I ≪ ( log T ) 4 k + 2 \mathcal{I}\ll(\log T)^{4k+2} I ≪ ( log T ) 4 k + 2 , and as M ≪ ( log T ) 2 k T − δ \mathcal{M}\ll(\log T)^{2k}T^{-\delta} M ≪ ( log T ) 2 k T − δ , it follows that I M + M 2 = o ( 1 ) \sqrt{\mathcal{I}}\mathcal{M}+\mathcal{M}^2=o(1) I M + M 2 = o ( 1 ) as T → ∞ T\to\infty T → ∞ . At this stage, Conjecture 1 may be applied to the innermost integral in I \mathcal{I} I with Y = 2 T ′ Y=2T' Y = 2 T ′ . As σ 0 = η / log T \sigma_0=\eta/\log T σ 0 = η / log T with 0 < η < 3 / 2 0<\eta<3/2 0 < η < 3/2 , on the contours ℜ z 1 = σ 0 \Re z_1=\sigma_0 ℜ z 1 = σ 0 and ℜ z 2 = − σ 0 \Re z_2=-\sigma_0 ℜ z 2 = − σ 0 we have
0 < ℜ z 1 , − ℜ z 2 , ℜ ( z 1 − z 2 ) ≤ 3 log T . 0<\Re z_1,-\Re z_2,\Re(z_1-z_2)\le\frac{3}{\log T}. 0 < ℜ z 1 , − ℜ z 2 , ℜ ( z 1 − z 2 ) ≤ log T 3 .
Applying Conjecture 1 gives the error term
O ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ) − θ k , c ) O\left((\log T)^{2k-1+\xi}\left(1+\min(|z_1-z_2|,1)\log T\right)^{-\theta_{k,c}}\right) O ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ) − θ k , c )
for the normalised innermost integral with a fixed ξ > 0 \xi>0 ξ > 0 . In the cases k = 1 , 2 k=1,2 k = 1 , 2 , where θ k , c = 1 + c \theta_{k,c}=1+c θ k , c = 1 + c , we choose 0 < ξ < c 0<\xi<c 0 < ξ < c ; for k ≥ 3 k\ge3 k ≥ 3 , we take any fixed 0 < ξ < 1 0<\xi<1 0 < ξ < 1 . Going forth, the implied constants may also depend on ξ \xi ξ and c c c . Note that
∣ N z 1 − z 2 ∣ = N 2 σ 0 = exp ( 2 η log N log T ) ≪ 1. |N^{z_1-z_2}|=N^{2\sigma_0}=\exp\left(\frac{2\eta\log N}{\log T}\right)\ll1. ∣ N z 1 − z 2 ∣ = N 2 σ 0 = exp ( log T 2 η log N ) ≪ 1.
Thus the contribution of the conjectural error term, which we will denote by I e \mathcal{I}_e I e , is not enlarged by the outer factor N z 1 − z 2 N^{z_1-z_2} N z 1 − z 2 from (146) . It follows that
I e ≪ ( log T ) 2 k − 1 + ξ ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ ( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ) − θ k , c ∣ z 1 ∣ ∣ z 2 ∣ ∣ d z 2 ∣ ∣ d z 1 ∣ . (149) \mathcal{I}_e\ll(\log T)^{2k-1+\xi}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\int_{-\sigma_0-iT'}^{-\sigma_0+iT'}\frac{\left(1+\min(|z_1-z_2|,1)\log T\right)^{-\theta_{k,c}}}{|z_1||z_2|}\,|dz_2|\,|dz_1|. \tag*{(149)} I e ≪ ( log T ) 2 k − 1 + ξ ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ ∣ z 1 ∣∣ z 2 ∣ ( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ) − θ k , c ∣ d z 2 ∣ ∣ d z 1 ∣. (149)
Here ∣ d z j ∣ |dz_j| ∣ d z j ∣ denotes the positive length element along the contour, rather than the directed complex differential d z j dz_j d z j ; it appears because the triangle inequality has been used to bound the absolute value of the contour integral. On the vertical lines, write z 1 = σ 0 + i t 1 z_1=\sigma_0+it_1 z 1 = σ 0 + i t 1 and z 2 = − σ 0 + i t 2 z_2=-\sigma_0+it_2 z 2 = − σ 0 + i t 2 . Then
∣ z 1 ∣ − 1 ≪ 1 σ 0 + ∣ t 1 ∣ , ∣ z 2 ∣ − 1 ≪ 1 σ 0 + ∣ t 2 ∣ . |z_1|^{-1}\ll\frac{1}{\sigma_0+|t_1|},\qquad|z_2|^{-1}\ll\frac{1}{\sigma_0+|t_2|}. ∣ z 1 ∣ − 1 ≪ σ 0 + ∣ t 1 ∣ 1 , ∣ z 2 ∣ − 1 ≪ σ 0 + ∣ t 2 ∣ 1 .
We may also write
1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ≍ 1 + min ( ∣ t 1 − t 2 ∣ , 1 ) log T 1+\min(|z_1-z_2|,1)\log T \asymp1+\min(|t_1-t_2|,1)\log T 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log T ≍ 1 + min ( ∣ t 1 − t 2 ∣ , 1 ) log T
as σ 0 = η / log T \sigma_0=\eta/\log T σ 0 = η / log T . This gives
I e ≪ ( log T ) 2 k − 1 + ξ ∫ − T ′ T ′ ∫ − T ′ T ′ ( 1 + min ( ∣ t 1 − t 2 ∣ , 1 ) log T ) − θ k , c ( σ 0 + ∣ t 1 ∣ ) ( σ 0 + ∣ t 2 ∣ ) d t 2 d t 1 . (150) I_e\ll(\log T)^{2k-1+\xi}\int_{-T'}^{T'}\int_{-T'}^{T'}\frac{\left(1+\min(|t_1-t_2|,1)\log T\right)^{-\theta_{k,c}}}{(\sigma_0+|t_1|)(\sigma_0+|t_2|)}\,dt_2\,dt_1. \tag*{(150)} I e ≪ ( log T ) 2 k − 1 + ξ ∫ − T ′ T ′ ∫ − T ′ T ′ ( σ 0 + ∣ t 1 ∣ ) ( σ 0 + ∣ t 2 ∣ ) ( 1 + min ( ∣ t 1 − t 2 ∣ , 1 ) log T ) − θ k , c d t 2 d t 1 . (150)
To estimate this double integral, we define
f ( t ) : = 1 σ 0 + ∣ t ∣ , f(t):=\frac{1}{\sigma_0+|t|}, f ( t ) := σ 0 + ∣ t ∣ 1 ,
and let u = t 1 − t 2 u=t_1-t_2 u = t 1 − t 2 . For fixed u u u , on writing t = t 1 t=t_1 t = t 1 , the original range of integration is
t ∈ [ − T ′ , T ′ ] ∩ [ u − T ′ , u + T ′ ] . t\in[-T',T']\cap[u-T',u+T']. t ∈ [ − T ′ , T ′ ] ∩ [ u − T ′ , u + T ′ ] .
Since the integrand is non-negative, we may enlarge this range to [ − T ′ , T ′ ] [-T',T'] [ − T ′ , T ′ ] , so the double integral is bounded by
∫ − 2 T ′ 2 T ′ ( 1 + min ( ∣ u ∣ , 1 ) log T ) − θ k , c ( ∫ − T ′ T ′ f ( t ) f ( t − u ) d t ) d u . (151) \int_{-2T'}^{2T'}\left(1+\min(|u|,1)\log T\right)^{-\theta_{k,c}}\left(\int_{-T'}^{T'}f(t)f(t-u)\,dt\right)\,du. \tag*{(151)} ∫ − 2 T ′ 2 T ′ ( 1 + min ( ∣ u ∣ , 1 ) log T ) − θ k , c ( ∫ − T ′ T ′ f ( t ) f ( t − u ) d t ) d u . (151)
For ∣ u ∣ ≤ σ 0 |u|\leq\sigma_0 ∣ u ∣ ≤ σ 0 , the Cauchy–Schwarz inequality gives
∫ − T ′ T ′ f ( t ) f ( t − u ) d t ≤ ( ∫ R f ( t ) 2 d t ) 1 / 2 ( ∫ R f ( t − u ) 2 d t ) 1 / 2 = ∫ R d t ( σ 0 + ∣ t ∣ ) 2 ≪ 1 σ 0 . \begin{aligned}
\int_{-T'}^{T'}f(t)f(t-u)\,dt
&\leq\left(\int_{\mathbb{R}}f(t)^2\,dt\right)^{1/2}\left(\int_{\mathbb{R}}f(t-u)^2\,dt\right)^{1/2}\\
&=\int_{\mathbb{R}}\frac{dt}{(\sigma_0+|t|)^2}\ll\frac{1}{\sigma_0}.
\end{aligned} ∫ − T ′ T ′ f ( t ) f ( t − u ) d t ≤ ( ∫ R f ( t ) 2 d t ) 1/2 ( ∫ R f ( t − u ) 2 d t ) 1/2 = ∫ R ( σ 0 + ∣ t ∣ ) 2 d t ≪ σ 0 1 .
Suppose now that ∣ u ∣ > σ 0 |u|>\sigma_0 ∣ u ∣ > σ 0 . We split the t t t -integral into the regions ∣ t ∣ ≤ ∣ u ∣ / 2 |t|\leq|u|/2 ∣ t ∣ ≤ ∣ u ∣/2 , ∣ t − u ∣ ≤ ∣ u ∣ / 2 |t-u|\leq|u|/2 ∣ t − u ∣ ≤ ∣ u ∣/2 , and their complement. On the first region, the reverse triangle inequality gives ∣ t − u ∣ ≥ ∣ u ∣ − ∣ t ∣ ≥ ∣ u ∣ / 2 |t-u|\geq|u|-|t|\geq|u|/2 ∣ t − u ∣ ≥ ∣ u ∣ − ∣ t ∣ ≥ ∣ u ∣/2 , and therefore
f ( t − u ) ≪ 1 σ 0 + ∣ u ∣ . f(t-u)\ll\frac{1}{\sigma_0+|u|}. f ( t − u ) ≪ σ 0 + ∣ u ∣ 1 .
It follows that
∫ ∣ t ∣ ≤ ∣ u ∣ / 2 f ( t ) f ( t − u ) d t ≪ 1 σ 0 + ∣ u ∣ ∫ ∣ t ∣ ≤ ∣ u ∣ / 2 d t σ 0 + ∣ t ∣ = 2 σ 0 + ∣ u ∣ log ( 1 + ∣ u ∣ 2 σ 0 ) ≪ 1 + log ( ∣ u ∣ / σ 0 ) σ 0 + ∣ u ∣ . \begin{aligned}
\int_{|t|\leq|u|/2}f(t)f(t-u)\,dt
&\ll\frac{1}{\sigma_0+|u|}\int_{|t|\leq|u|/2}\frac{dt}{\sigma_0+|t|}\\
&=\frac{2}{\sigma_0+|u|}\log\left(1+\frac{|u|}{2\sigma_0}\right)\\
&\ll\frac{1+\log(|u|/\sigma_0)}{\sigma_0+|u|}.
\end{aligned} ∫ ∣ t ∣ ≤ ∣ u ∣/2 f ( t ) f ( t − u ) d t ≪ σ 0 + ∣ u ∣ 1 ∫ ∣ t ∣ ≤ ∣ u ∣/2 σ 0 + ∣ t ∣ d t = σ 0 + ∣ u ∣ 2 log ( 1 + 2 σ 0 ∣ u ∣ ) ≪ σ 0 + ∣ u ∣ 1 + log ( ∣ u ∣/ σ 0 ) .
The region ∣ t − u ∣ ≤ ∣ u ∣ / 2 |t-u|\leq|u|/2 ∣ t − u ∣ ≤ ∣ u ∣/2 is handled identically. On the remaining region, both ∣ t ∣ |t| ∣ t ∣ and ∣ t − u ∣ |t-u| ∣ t − u ∣ exceed ∣ u ∣ / 2 |u|/2 ∣ u ∣/2 . On the part where ∣ t ∣ ≤ 2 ∣ u ∣ |t|\leq2|u| ∣ t ∣ ≤ 2∣ u ∣ , the integrand is O ( ∣ u ∣ − 2 ) O(|u|^{-2}) O ( ∣ u ∣ − 2 ) over an interval of length O ( ∣ u ∣ ) O(|u|) O ( ∣ u ∣ ) , giving a contribution O ( ∣ u ∣ − 1 ) O(|u|^{-1}) O ( ∣ u ∣ − 1 ) . For the tails ∣ t ∣ > 2 ∣ u ∣ |t|>2|u| ∣ t ∣ > 2∣ u ∣ , we have ∣ t − u ∣ ≥ ∣ t ∣ − ∣ u ∣ > ∣ t ∣ / 2 |t-u|\geq|t|-|u|>|t|/2 ∣ t − u ∣ ≥ ∣ t ∣ − ∣ u ∣ > ∣ t ∣/2 , so the integrand is O ( t − 2 ) O(t^{-2}) O ( t − 2 ) and contributes
≪ ∫ ∣ t ∣ > 2 ∣ u ∣ d t t 2 ≪ 1 ∣ u ∣ ≪ 1 σ 0 + ∣ u ∣ . \ll\int_{|t|>2|u|}\frac{dt}{t^2}\ll\frac{1}{|u|}\ll\frac{1}{\sigma_0+|u|}. ≪ ∫ ∣ t ∣ > 2∣ u ∣ t 2 d t ≪ ∣ u ∣ 1 ≪ σ 0 + ∣ u ∣ 1 .
Combining these estimates and using σ 0 = η / log T \sigma_0=\eta/\log T σ 0 = η / log T , with η \eta η fixed, gives
∫ − T ′ T ′ f ( t ) f ( t − u ) d t ≪ 1 + log ( 2 + ∣ u ∣ log T ) σ 0 + ∣ u ∣ . (152) \int_{-T'}^{T'}f(t)f(t-u)\,dt\ll\frac{1+\log(2+|u|\log T)}{\sigma_0+|u|}. \tag*{(152)} ∫ − T ′ T ′ f ( t ) f ( t − u ) d t ≪ σ 0 + ∣ u ∣ 1 + log ( 2 + ∣ u ∣ log T ) . (152)
In order to bound (151) explicitly using the convolution bound (152) , we first split the u u u -integral into the ranges
∣ u ∣ ≤ 1 log T , 1 log T < ∣ u ∣ ≤ 1 , 1 < ∣ u ∣ ≤ 2 T ′ . |u|\leq\frac{1}{\log T},\qquad\frac{1}{\log T}<|u|\leq1,\qquad1<|u|\leq2T'. ∣ u ∣ ≤ log T 1 , log T 1 < ∣ u ∣ ≤ 1 , 1 < ∣ u ∣ ≤ 2 T ′ .
The first range contributes O ( 1 ) O(1) O ( 1 ) , while the second supplies
≪ ∫ 1 / log T < ∣ u ∣ ≤ 1 ( ∣ u ∣ log T ) − θ k , c log ( 2 + ∣ u ∣ log T ) ∣ u ∣ d u . \ll\int_{1/\log T<|u|\le1} (|u|\log T)^{-\theta_{k,c}}\frac{\log(2+|u|\log T)}{|u|}\,du. ≪ ∫ 1/ l o g T < ∣ u ∣ ≤ 1 ( ∣ u ∣ log T ) − θ k , c ∣ u ∣ log ( 2 + ∣ u ∣ log T ) d u .
By changing variables x = ∣ u ∣ log T x=|u|\log T x = ∣ u ∣ log T , this is
∫ 1 log T x − θ k , c log ( 2 + x ) x d x ≪ ∫ 1 log T x − θ k , c d x ≤ ∫ 1 ∞ x − θ k , c d x = 1 θ k , c − 1 ≪ k , c 1 , \begin{aligned}
\int_1^{\log T}x^{-\theta_{k,c}}\frac{\log(2+x)}{x}\,dx\ll\int_1^{\log T}x^{-\theta_{k,c}}\,dx \\
&\le\int_1^\infty x^{-\theta_{k,c}}\,dx=\frac{1}{\theta_{k,c}-1}\ll_{k,c}1,
\end{aligned} ∫ 1 l o g T x − θ k , c x log ( 2 + x ) d x ≪ ∫ 1 l o g T x − θ k , c d x ≤ ∫ 1 ∞ x − θ k , c d x = θ k , c − 1 1 ≪ k , c 1 ,
as θ k , c > 1 \theta_{k,c}>1 θ k , c > 1 and x − 1 log ( 2 + x ) ≪ 1 x^{-1}\log(2+x)\ll1 x − 1 log ( 2 + x ) ≪ 1 for x ≥ 1 x\ge1 x ≥ 1 . In addition, on the third range we have min ( ∣ u ∣ , 1 ) = 1 \min(|u|,1)=1 min ( ∣ u ∣ , 1 ) = 1 and σ 0 + ∣ u ∣ ≍ ∣ u ∣ \sigma_0+|u|\asymp|u| σ 0 + ∣ u ∣ ≍ ∣ u ∣ . Hence its contribution is
≪ ( log T ) − θ k , c ∫ 1 < ∣ u ∣ ≤ 2 T ′ log ( 2 + ∣ u ∣ log T ) ∣ u ∣ d u = 2 ( log T ) − θ k , c ∫ 1 2 T ′ log ( 2 + u log T ) u d u . \ll(\log T)^{-\theta_{k,c}}\int_{1<|u|\le2T'}\frac{\log(2+|u|\log T)}{|u|}\,du=2(\log T)^{-\theta_{k,c}}\int_1^{2T'}\frac{\log(2+u\log T)}{u}\,du. ≪ ( log T ) − θ k , c ∫ 1 < ∣ u ∣ ≤ 2 T ′ ∣ u ∣ log ( 2 + ∣ u ∣ log T ) d u = 2 ( log T ) − θ k , c ∫ 1 2 T ′ u log ( 2 + u log T ) d u .
As log ( 2 + u log T ) ≤ log ( 2 + 2 T ′ log T ) ≪ log T ′ \log(2+u\log T)\le\log(2+2T'\log T)\ll\log T' log ( 2 + u log T ) ≤ log ( 2 + 2 T ′ log T ) ≪ log T ′ throughout this range, it follows that
≪ ( log T ) − θ k , c ( log T ′ ) ∫ 1 2 T ′ d u u ≪ ( log T ) − θ k , c ( log T ′ ) 2 ≪ ( log T ) 2 − θ k , c , \ll(\log T)^{-\theta_{k,c}}(\log T')\int_1^{2T'}\frac{du}{u}\ll(\log T)^{-\theta_{k,c}}(\log T')^2\ll(\log T)^{2-\theta_{k,c}}, ≪ ( log T ) − θ k , c ( log T ′ ) ∫ 1 2 T ′ u d u ≪ ( log T ) − θ k , c ( log T ′ ) 2 ≪ ( log T ) 2 − θ k , c ,
where the final bound uses log T ′ = γ log T \log T'=\gamma\log T log T ′ = γ log T . We may combine the estimates from these ranges to conclude that the double integral in I e \mathcal{I}_e I e is ≪ 1 + ( log T ) 2 − θ k , c \ll1+(\log T)^{2-\theta_{k,c}} ≪ 1 + ( log T ) 2 − θ k , c and, consequently,
I e ≪ ( log T ) 2 k − 1 + ξ ( 1 + ( log T ) 2 − θ k , c ) . \mathcal{I}_e\ll(\log T)^{2k-1+\xi}\left(1+(\log T)^{2-\theta_{k,c}}\right). I e ≪ ( log T ) 2 k − 1 + ξ ( 1 + ( log T ) 2 − θ k , c ) .
If k ≥ 3 k\ge3 k ≥ 3 , then θ k , c = k − 1 ≥ 2 \theta_{k,c}=k-1\ge2 θ k , c = k − 1 ≥ 2 , so I e ≪ ( log T ) 2 k − 1 + ξ = o ( ( log T ) 2 k ) \mathcal{I}_e\ll(\log T)^{2k-1+\xi}=o((\log T)^{2k}) I e ≪ ( log T ) 2 k − 1 + ξ = o (( log T ) 2 k ) provided 0 < ξ < 1 0<\xi<1 0 < ξ < 1 . If k = 1 , 2 k=1,2 k = 1 , 2 , then we have θ k , c = 1 + c \theta_{k,c}=1+c θ k , c = 1 + c , and hence
I e ≪ ( log T ) 2 k − 1 + ξ ( 1 + ( log T ) 1 − c ) ≪ ( log T ) 2 k + ξ − c , \mathcal{I}_e\ll(\log T)^{2k-1+\xi}\left(1+(\log T)^{1-c}\right)\ll(\log T)^{2k+\xi-c}, I e ≪ ( log T ) 2 k − 1 + ξ ( 1 + ( log T ) 1 − c ) ≪ ( log T ) 2 k + ξ − c ,
which is o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) for 0 < ξ < c 0<\xi<c 0 < ξ < c . Overall, with our earlier choice of ξ \xi ξ , we have I e = o ( ( log T ) 2 k ) \mathcal{I}_e=o((\log T)^{2k}) I e = o (( log T ) 2 k ) for every k ≥ 1 k\ge1 k ≥ 1 .
Next, we return to the leading-order term from applying Conjecture 1 with C u = C u ( z ) C_u=C_u(z) C u = C u ( z ) and C v = C v ( z ) C_v=C_v(z) C v = C v ( z ) being positively oriented piecewise smooth contours where C u C_u C u encircles once 0 0 0 and − z -z − z , and C v C_v C v encircles once 0 0 0 and z z z . For the above choice of ξ \xi ξ , we have
I k ( T , N ) = 1 4 π 2 k ! 2 ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z − k 2 N z z 1 k z 2 k W k ( z ; T ) d z 2 d z 1 + o ( ( log T ) 2 k ) I_k(T,N)=\frac{1}{4\pi^2k!^2}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\int_{-\sigma_0-iT'}^{-\sigma_0+iT'}z^{-k^2}\frac{N^z}{z_1^kz_2^k}\mathcal{W}_k(z;T)\,dz_2dz_1+o((\log T)^{2k}) I k ( T , N ) = 4 π 2 k ! 2 1 ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z − k 2 z 1 k z 2 k N z W k ( z ; T ) d z 2 d z 1 + o (( log T ) 2 k )
with
W k ( z ; T ) = ( − 1 ) k ( 2 π i ) 2 k ∫ C u k ∫ C v k T 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) ∏ 1 ≤ i < j ≤ k ( u i − u j ) 2 ∏ 1 ≤ i < j ≤ k ( v i − v j ) 2 \mathcal{W}_k(z;T)=\frac{(-1)^k}{(2\pi i)^{2k}}\int_{C_u^k}\int_{C_v^k}T^{\frac12(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell)}
\prod_{1\le i<j\le k}(u_i-u_j)^2
\prod_{1\le i<j\le k}(v_i-v_j)^2 W k ( z ; T ) = ( 2 π i ) 2 k ( − 1 ) k ∫ C u k ∫ C v k T 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) 1 ≤ i < j ≤ k ∏ ( u i − u j ) 2 1 ≤ i < j ≤ k ∏ ( v i − v j ) 2
× ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z − log T 2 ) k ( ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ + log T 2 ) k {}\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-z}-\frac{\log T}{2}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+z}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac{\log T}{2}\right)^k × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 − 2 log T ) k ( j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 + 2 log T ) k
× ∏ j , ℓ = 1 k ( u j − v ℓ + z ) ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ . (153) {}\times\prod_{j,\ell=1}^k(u_j-v_\ell+z)\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell. \tag*{(153)} × j , ℓ = 1 ∏ k ( u j − v ℓ + z ) j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ . (153)
where z = z 1 − z 2 z=z_1-z_2 z = z 1 − z 2 . Note that the ( − 1 ) k (-1)^k ( − 1 ) k factor above is from rewriting ∏ j , ℓ ( v ℓ − u j − z ) \prod_{j,\ell}(v_\ell-u_j-z) ∏ j , ℓ ( v ℓ − u j − z ) as ∏ j , ℓ ( u j − v ℓ + z ) \prod_{j,\ell}(u_j-v_\ell+z) ∏ j , ℓ ( u j − v ℓ + z ) . For each fixed z z z on ℜ z = 2 σ 0 \Re z=2\sigma_0 ℜ z = 2 σ 0 , we now use Lemma 2.7 to rewrite W k ( z ; T ) \mathcal{W}_k(z;T) W k ( z ; T ) from I k ( T , N ) I_k(T,N) I k ( T , N ) in a simpler and unsymmetrised form. Write U = ∑ j = 1 k u j U=\sum_{j=1}^k u_j U = ∑ j = 1 k u j , V = ∑ ℓ = 1 k v ℓ V=\sum_{\ell=1}^k v_\ell V = ∑ ℓ = 1 k v ℓ and set L : = log T L := \log T L := log T so that T 1 2 ( U − V ) = e L 2 ( U − V ) T^{\frac{1}{2}(U-V)} = e^{\frac{L}{2}(U-V)} T 2 1 ( U − V ) = e 2 L ( U − V ) . By applying the Lemma with s = L 2 s = \frac{L}{2} s = 2 L and t = − L 2 t = -\frac{L}{2} t = − 2 L , we have
W k ( z ; T ) = ( − 1 ) k ( 2 π i ) 2 k ∫ C u k ∫ C v k T ∑ j = 1 k u j Δ ( u ) 2 Δ ( v ) 2 × ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z − log T ) k ( ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ ) k × ∏ j , ℓ = 1 k ( u j − v ℓ + z ) ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ . (154) \begin{aligned}
W_k(z;T)={}&\frac{(-1)^k}{(2\pi i)^{2k}}\int_{\mathcal{C}_u^k}\int_{\mathcal{C}_v^k} T^{\sum_{j=1}^k u_j}\Delta(u)^2\Delta(v)^2\\
&\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-z}-\log T\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+z}+\sum_{\ell=1}^k\frac{1}{v_\ell}\right)^k\\
&\times\prod_{j,\ell=1}^k(u_j-v_\ell+z)\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell. \tag*{(154)}
\end{aligned} W k ( z ; T ) = ( 2 π i ) 2 k ( − 1 ) k ∫ C u k ∫ C v k T ∑ j = 1 k u j Δ ( u ) 2 Δ ( v ) 2 × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 − log T ) k ( j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 ) k × j , ℓ = 1 ∏ k ( u j − v ℓ + z ) j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ . (154)
Thus, the symmetric pair of shifts ( − log T / 2 , + log T / 2 ) (-\log T/2,+\log T/2) ( − log T /2 , + log T /2 ) has been replaced by the unsymmetrised pair ( − log T , 0 ) (-\log T,0) ( − log T , 0 ) at the level of the 2 k 2k 2 k -variable residue W k ( z ; T ) W_k(z;T) W k ( z ; T ) . To further decompose this residue expression, Lemma 2.6 can be applied by setting σ = − z \sigma=-z σ = − z , L = log T L=\log T L = log T and by using the symmetric function Φ L ( u 1 , … , u k ) = T ∑ j = 1 k u j \Phi_L(u_1,\ldots,u_k)=T^{\sum_{j=1}^k u_j} Φ L ( u 1 , … , u k ) = T ∑ j = 1 k u j . This gives
I k ( T , N ) = 1 4 π 2 k ! 2 ∑ r = 0 k ( k r ) 2 ∑ a = 0 k ( k a ) L k − a × ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ N z z 1 z 2 z − a − k J r ( a ) ( − z ; T ) d z 2 d z 1 + o ( ( log T ) 2 k ) . (155) \begin{aligned}
I_k(T,N)={}&\frac{1}{4\pi^2 k!^2}\sum_{r=0}^k\binom{k}{r}^2\sum_{a=0}^k\binom{k}{a}L^{k-a}\\
&\times\int_{\sigma_0-iT'}^{\sigma_0+iT'}\int_{-\sigma_0-iT'}^{-\sigma_0+iT'}\frac{N^z}{z_1z_2}z^{-a-k}J_r^{(a)}(-z;T)\,dz_2dz_1+o((\log T)^{2k}). \tag*{(155)}
\end{aligned} I k ( T , N ) = 4 π 2 k ! 2 1 r = 0 ∑ k ( r k ) 2 a = 0 ∑ k ( a k ) L k − a × ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z 1 z 2 N z z − a − k J r ( a ) ( − z ; T ) d z 2 d z 1 + o (( log T ) 2 k ) . (155)
where
J r ( a ) ( − z ; T ) = 1 ( 2 π i ) 2 k ∫ C c ^ j ( r ) ∫ C c ^ ℓ ( r ) T − z ∑ j = 1 k x j Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . (156) \begin{aligned}
J_r^{(a)}(-z;T)={}&\frac{1}{(2\pi i)^{2k}}\int_{\mathcal{C}_{\hat c_j(r)}}\int_{\mathcal{C}_{\hat c_\ell(r)}}T^{-z\sum_{j=1}^k x_j}\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^k(x_j-y_\ell-1)\\
&\times\left(\sum_{j=1}^k\frac{1}{x_j}+\sum_{\ell=1}^k\frac{1}{y_\ell+1}\right)^a
\left(\sum_{j=1}^k\frac{1}{x_j-1}+\sum_{\ell=1}^k\frac{1}{y_\ell}\right)^k
\prod_{j=1}^k x_j^{-k}\,dx_j\prod_{\ell=1}^k y_\ell^{-k}\,dy_\ell. \tag*{(156)}
\end{aligned} J r ( a ) ( − z ; T ) = ( 2 π i ) 2 k 1 ∫ C c ^ j ( r ) ∫ C c ^ ℓ ( r ) T − z ∑ j = 1 k x j Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ . (156)
with c j ( r ) c_j(r) c j ( r ) and c ^ ℓ ( r ) \hat c_\ell(r) c ^ ℓ ( r ) as defined in Lemma 2.6 . For each fixed pair ( r , a ) (r,a) ( r , a ) in the sum above, the change of variables z = z 1 − z 2 z=z_1-z_2 z = z 1 − z 2 gives the following collapsed form of the double Perron kernel:
− 1 ( 2 π i ) 2 ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z − a − k J r ( a ) ( − z ; T ) N z z 1 z 2 d z 2 d z 1 = − 1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ z − a − k J r ( a ) ( − z ; T ) N z K T ′ ( z ) d z . (157) \begin{aligned}
-\frac{1}{(2\pi i)^2}\int_{\sigma_0-iT'}^{\sigma_0+iT'}\int_{-\sigma_0-iT'}^{-\sigma_0+iT'}z^{-a-k}J_r^{(a)}(-z;T)\frac{N^z}{z_1z_2}\,dz_2dz_1\\
=-\frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}z^{-a-k}J_r^{(a)}(-z;T)N^zK_{T'}(z)\,dz. \tag*{(157)}
\end{aligned} − ( 2 π i ) 2 1 ∫ σ 0 − i T ′ σ 0 + i T ′ ∫ − σ 0 − i T ′ − σ 0 + i T ′ z − a − k J r ( a ) ( − z ; T ) z 1 z 2 N z d z 2 d z 1 = − 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ z − a − k J r ( a ) ( − z ; T ) N z K T ′ ( z ) d z . (157)
where
K T ′ ( z ) : = − 1 2 π i ∫ − σ 0 + i max ( − T ′ , − T ′ − ℑ z ) − σ 0 + i min ( T ′ , T ′ − ℑ z ) d z 2 ( z + z 2 ) z 2 = 1 z + O ( log T T ′ ) . (158) K_{T'}(z):=-\frac{1}{2\pi i}\int_{-\sigma_0+i\max(-T',-T'-\Im z)}^{-\sigma_0+i\min(T',T'-\Im z)}\frac{dz_2}{(z+z_2)z_2}=\frac{1}{z}+O\left(\frac{\log T}{T'}\right). \tag*{(158)} K T ′ ( z ) := − 2 π i 1 ∫ − σ 0 + i m a x ( − T ′ , − T ′ − ℑ z ) − σ 0 + i m i n ( T ′ , T ′ − ℑ z ) ( z + z 2 ) z 2 d z 2 = z 1 + O ( T ′ log T ) . (158)
uniformly for z = 2 σ 0 + i y z=2\sigma_0+iy z = 2 σ 0 + i y , ∣ y ∣ ≤ 2 T ′ |y|\leq2T' ∣ y ∣ ≤ 2 T ′ . We prove (158) by considering two ranges; suppose first that ∣ y ∣ ≤ T ′ / 2 |y|\leq T'/2 ∣ y ∣ ≤ T ′ /2 and close the z 2 z_2 z 2 -contour to the left. The pole at z 2 = − z z_2=-z z 2 = − z is enclosed, whereas the pole at z 2 = 0 z_2=0 z 2 = 0 lies to the right. Moreover,
Res z 2 = − z 1 ( z + z 2 ) z 2 = − 1 z , \operatorname{Res}_{z_2=-z}\frac{1}{(z+z_2)z_2}=-\frac{1}{z}, Res z 2 = − z ( z + z 2 ) z 2 1 = − z 1 ,
so the minus sign in the definition of K T ′ ( z ) K_{T'}(z) K T ′ ( z ) gives the main term 1 / z 1/z 1/ z . To estimate the two horizontal parts of the closed contour, we write z 2 = x + i v z_2=x+iv z 2 = x + i v , with x ≤ − σ 0 x\leq-\sigma_0 x ≤ − σ 0 , and use ∣ y ∣ ≤ T ′ / 2 |y|\leq T'/2 ∣ y ∣ ≤ T ′ /2 to get
∣ z 2 ∣ ≫ T ′ + ∣ x ∣ , ∣ z + z 2 ∣ ≫ T ′ + ∣ x ∣ . |z_2|\gg T'+|x|,\qquad|z+z_2|\gg T'+|x|. ∣ z 2 ∣ ≫ T ′ + ∣ x ∣ , ∣ z + z 2 ∣ ≫ T ′ + ∣ x ∣.
Their total contribution is therefore
≪ ∫ − ∞ − σ 0 d x ( T ′ + ∣ x ∣ ) 2 ≪ 1 T ′ , \ll\int_{-\infty}^{-\sigma_0} \frac{dx}{(T' + |x|)^2} \ll\frac{1}{T'}, ≪ ∫ − ∞ − σ 0 ( T ′ + ∣ x ∣ ) 2 d x ≪ T ′ 1 ,
and this gives
K T ′ ( z ) = 1 z + O ( 1 T ′ ) , ∣ y ∣ ≤ T ′ 2 . (159) K_{T'}(z) = \frac{1}{z} + O\left(\frac{1}{T'}\right), \qquad|y| \le\frac{T'}{2}. \tag*{(159)} K T ′ ( z ) = z 1 + O ( T ′ 1 ) , ∣ y ∣ ≤ 2 T ′ . (159)
Now we consider the case T ′ / 2 < ∣ y ∣ ≤ 2 T ′ T'/2 < |y| \le2T' T ′ /2 < ∣ y ∣ ≤ 2 T ′ . Writing z 2 = − σ 0 + i v z_2 = -\sigma_0 + iv z 2 = − σ 0 + i v and applying (152) with u = − y u=-y u = − y , we obtain
∣ K T ′ ( z ) ∣ ≪ ∫ − T ′ T ′ d v ( σ 0 + ∣ v ∣ ) ( σ 0 + ∣ v + y ∣ ) ≪ 1 + log ( 2 + ∣ y ∣ log T ) σ 0 + ∣ y ∣ ≪ log T T ′ . |K_{T'}(z)| \ll\int_{-T'}^{T'} \frac{dv}{(\sigma_0+|v|)(\sigma_0+|v+y|)} \ll\frac{1+\log(2+|y|\log T)}{\sigma_0+|y|} \ll\frac{\log T}{T'}. ∣ K T ′ ( z ) ∣ ≪ ∫ − T ′ T ′ ( σ 0 + ∣ v ∣ ) ( σ 0 + ∣ v + y ∣ ) d v ≪ σ 0 + ∣ y ∣ 1 + log ( 2 + ∣ y ∣ log T ) ≪ T ′ log T .
Here the last estimate follows from T ′ / 2 < ∣ y ∣ ≤ 2 T ′ T'/2 < |y| \le2T' T ′ /2 < ∣ y ∣ ≤ 2 T ′ and T ′ = T γ T'=T^\gamma T ′ = T γ . In addition, ∣ z ∣ ≥ ∣ y ∣ > T ′ / 2 |z| \ge|y| > T'/2 ∣ z ∣ ≥ ∣ y ∣ > T ′ /2 , and hence ∣ z ∣ − 1 ≪ T ′ − 1 |z|^{-1} \ll T'^{-1} ∣ z ∣ − 1 ≪ T ′ − 1 . It follows that
∣ K T ′ ( z ) − 1 z ∣ ≤ ∣ K T ′ ( z ) ∣ + 1 ∣ z ∣ ≪ log T T ′ . (160) \left|K_{T'}(z)-\frac{1}{z}\right| \le|K_{T'}(z)|+\frac{1}{|z|} \ll\frac{\log T}{T'}. \tag*{(160)} K T ′ ( z ) − z 1 ≤ ∣ K T ′ ( z ) ∣ + ∣ z ∣ 1 ≪ T ′ log T . (160)
Combining (159) and (160) proves (158) uniformly for ∣ y ∣ ≤ 2 T ′ |y|\le2T' ∣ y ∣ ≤ 2 T ′ .
The above kernel estimate reduces the remaining task to controlling the z z z -dependence of J r ( a ) ( − z ; T ) J_r^{(a)}(-z;T) J r ( a ) ( − z ; T ) , and this dependence is best exposed by separating the contribution of the two contour centres. Since
∑ j = 1 k x j = r + ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j , (161) \sum_{j=1}^{k}x_j=r+\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j, \tag*{(161)} j = 1 ∑ k x j = r + j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j , (161)
we have the factorisation
J r ( a ) ( − z ; T ) = T − r z J ~ r ( a ) ( z ; T ) (162) J_r^{(a)}(-z;T)=T^{-rz}\widetilde{J}_r^{(a)}(z;T) \tag*{(162)} J r ( a ) ( − z ; T ) = T − r z J r ( a ) ( z ; T ) (162)
with
J ~ r ( a ) ( z ; T ) : = 1 ( 2 π i ) 2 k ∫ c j ( r ) ∫ c ^ ℓ ( r ) exp ( − z log T { ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j } ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) a ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × Δ ( x ) 2 Δ ( y ) 2 ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . (163) \begin{aligned}
\widetilde{J}_r^{(a)}(z;T) &:=
\frac{1}{(2\pi i)^{2k}}
\int_{c_j(r)}\int_{\widehat{c}_\ell(r)}
\exp\left(-z\log T\left\{\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j\right\}\right)\\
&\quad\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)
\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^a
\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)\\
&\quad\times\Delta(x)^2\Delta(y)^2\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell. \tag*{(163)}
\end{aligned} J r ( a ) ( z ; T ) := ( 2 π i ) 2 k 1 ∫ c j ( r ) ∫ c ℓ ( r ) exp ( − z log T { j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j } ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) a j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × Δ ( x ) 2 Δ ( y ) 2 j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ . (163)
We now bound the z z z -dependence in J ~ r ( a ) ( z ; T ) \widetilde{J}_r^{(a)}(z;T) J r ( a ) ( z ; T ) . First, we expand the exponential factor at the two centres to give
exp ( − z log T { ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j } ) = ∑ β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ( − z log T ) ∣ β ∣ + ∣ γ ∣ β ! γ ! × ∏ j = 1 r ( x j − 1 ) β j ∏ j = r + 1 k x j γ j − r . (164) \begin{aligned}
\exp\left(-z\log T\left\{\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j\right\}\right)
&=\sum_{\beta\in\mathbb{Z}_{\geq0}^{r}}\sum_{\gamma\in\mathbb{Z}_{\geq0}^{k-r}}
\frac{(-z\log T)^{|\beta|+|\gamma|}}{\beta!\gamma!}\\
&\quad\times\prod_{j=1}^{r}(x_j-1)^{\beta_j}\prod_{j=r+1}^{k}x_j^{\gamma_{j-r}}. \tag*{(164)}
\end{aligned} exp ( − z log T { j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j } ) = β ∈ Z ≥ 0 r ∑ γ ∈ Z ≥ 0 k − r ∑ β ! γ ! ( − z log T ) ∣ β ∣ + ∣ γ ∣ × j = 1 ∏ r ( x j − 1 ) β j j = r + 1 ∏ k x j γ j − r . (164)
This is precisely the Taylor expansion appearing in Lemma 2.8, with σ = − z \sigma=-z σ = − z and Φ log T ( u 1 , … , u k ) = T ∑ j u j \Phi_{\log T}(u_1,\ldots,u_k)=T^{\sum_j u_j} Φ l o g T ( u 1 , … , u k ) = T ∑ j u j , after the scalar factor T − r z T^{-rz} T − r z has been removed. By Lemma 2.8, if a < r a<r a < r , then
J ~ r ( a ) ( z ; T ) = 0. (165) \widetilde{J}_r^{(a)}(z;T)=0. \tag*{(165)} J r ( a ) ( z ; T ) = 0. (165)
If a ≥ r a \ge r a ≥ r , then the residue is unchanged after truncating (164) to the terms satisfying
∣ β ∣ ≤ k − r , ∣ γ ∣ ≤ a − r . |\beta| \le k-r,\qquad|\gamma| \le a-r. ∣ β ∣ ≤ k − r , ∣ γ ∣ ≤ a − r .
Consequently, for 1 ≤ r ≤ k 1 \le r \le k 1 ≤ r ≤ k , only powers
( z log T ) m , 0 ≤ m ≤ ( k − r ) + ( a − r ) = k + a − 2 r , (z\log T)^m,\qquad0 \le m \le(k-r)+(a-r)=k+a-2r, ( z log T ) m , 0 ≤ m ≤ ( k − r ) + ( a − r ) = k + a − 2 r ,
can contribute to J ~ r ( a ) ( z ; T ) \widetilde{J}_{r}^{(a)}(z;T) J r ( a ) ( z ; T ) . This gives the bound
J ~ r ( a ) ( z ; T ) ≪ k ( 1 + ∣ z ∣ log T ) k + a − 2 r , 1 ≤ r ≤ k , a ≥ r . (166) \widetilde{J}_{r}^{(a)}(z;T) \ll_k (1+|z|\log T)^{k+a-2r},\qquad1\le r\le k,\quad a\ge r. \tag*{(166)} J r ( a ) ( z ; T ) ≪ k ( 1 + ∣ z ∣ log T ) k + a − 2 r , 1 ≤ r ≤ k , a ≥ r . (166)
For r = 0 r=0 r = 0 , the shifted variable product in (164) is empty and Lemma 2.8 leaves only the restriction ∣ γ ∣ ≤ a |\gamma|\le a ∣ γ ∣ ≤ a . Therefore
J ~ 0 ( a ) ( z ; T ) ≪ k ( 1 + ∣ z ∣ log T ) a . (167) \widetilde{J}_{0}^{(a)}(z;T)\ll_k (1+|z|\log T)^a. \tag*{(167)} J 0 ( a ) ( z ; T ) ≪ k ( 1 + ∣ z ∣ log T ) a . (167)
Thus
J ~ r ( a ) ( z ; T ) = 0 ( a < r ) , (168) \widetilde{J}_{r}^{(a)}(z;T)=0\qquad(a<r), \tag*{(168)} J r ( a ) ( z ; T ) = 0 ( a < r ) , (168)
and, for a ≥ r a\ge r a ≥ r ,
J ~ r ( a ) ( z ; T ) = { O k ( ( 1 + ∣ z ∣ log T ) a ) , r = 0 , O k ( ( 1 + ∣ z ∣ log T ) k + a − 2 r ) , 1 ≤ r ≤ k . (169) \widetilde{J}_{r}^{(a)}(z;T)=
\begin{cases}
O_k\left((1+|z|\log T)^a\right), & r=0,\\
O_k\left((1+|z|\log T)^{k+a-2r}\right), & 1\le r\le k.
\end{cases} \tag*{(169)} J r ( a ) ( z ; T ) = { O k ( ( 1 + ∣ z ∣ log T ) a ) , O k ( ( 1 + ∣ z ∣ log T ) k + a − 2 r ) , r = 0 , 1 ≤ r ≤ k . (169)
We may now return to the kernel K T ′ K_{T'} K T ′ in (158) . For a ≥ r a\ge r a ≥ r , the ( r , a ) (r,a) ( r , a ) -term in I k ( T , N ) I_k(T,N) I k ( T , N ) contains the integral
1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( N T r ) z z − a − k J ~ r ( a ) ( z ; T ) K T ′ ( z ) d z . (170) \frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}(\log T)^{k-a}\left(\frac{N}{T^r}\right)^z z^{-a-k}\widetilde{J}_{r}^{(a)}(z;T)K_{T'}(z)\,dz. \tag*{(170)} 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( T r N ) z z − a − k J r ( a ) ( z ; T ) K T ′ ( z ) d z . (170)
The estimate (158) is independent of a a a and r r r , and gives
∣ K T ′ ( z ) − 1 z ∣ ≪ log T T ′ \left|K_{T'}(z)-\frac{1}{z}\right|\ll\frac{\log T}{T'} K T ′ ( z ) − z 1 ≪ T ′ log T
uniformly for z = 2 σ 0 + i y z=2\sigma_0+iy z = 2 σ 0 + i y with ∣ y ∣ ≤ 2 T ′ |y|\le2T' ∣ y ∣ ≤ 2 T ′ . The terms with a < r a<r a < r vanish by (165) , so it remains only to consider a ≥ r a\ge r a ≥ r . On the other hand, the degree bounds for J ~ r ( a ) ( z ; T ) \widetilde{J}_{r}^{(a)}(z;T) J r ( a ) ( z ; T ) imply that the remaining part of the ( r , a ) (r,a) ( r , a ) -integrand has L 1 L^1 L 1 -norm
∫ − 2 T ′ 2 T ′ ( log T ) k − a ∣ z ∣ − a − k ∣ J ~ r ( a ) ( z ; T ) ∣ d y ≪ k ( log T ) 2 k − 1 , z = 2 σ 0 + i y , (171) \int_{-2T'}^{2T'}(\log T)^{k-a}|z|^{-a-k}\left|\widetilde{J}_{r}^{(a)}(z;T)\right|\,dy\ll_k(\log T)^{2k-1},\qquad z=2\sigma_0+iy, \tag*{(171)} ∫ − 2 T ′ 2 T ′ ( log T ) k − a ∣ z ∣ − a − k J r ( a ) ( z ; T ) d y ≪ k ( log T ) 2 k − 1 , z = 2 σ 0 + i y , (171)
uniformly in r , a r,a r , a . We arrive at the above bound by using
∣ ( N T r ) z ∣ = exp ( 2 σ 0 ( log N − r log T ) ) ≪ α , η , k 1 , \left|\left(\frac{N}{T^r}\right)^z\right|=\exp(2\sigma_0(\log N-r\log T))\ll_{\alpha,\eta,k}1, ( T r N ) z = exp ( 2 σ 0 ( log N − r log T )) ≪ α , η , k 1 ,
since σ 0 = η / log T \sigma_0=\eta/\log T σ 0 = η / log T and log N = α log T + o ( log T ) \log N=\alpha\log T+o(\log T) log N = α log T + o ( log T ) . For (171) , we also use (169) and ∣ z ∣ ≍ σ 0 + ∣ y ∣ |z|\asymp\sigma_0+|y| ∣ z ∣ ≍ σ 0 + ∣ y ∣ to obtain, for r = 0 r=0 r = 0 ,
( log T ) k − a ∣ z ∣ − a − k ∣ J ~ 0 ( a ) ( z ; T ) ∣ ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) a ≪ k ( log T ) k ( σ 0 + ∣ y ∣ ) − k . (\log T)^{k-a}|z|^{-a-k}\left|\widetilde{J}_{0}^{(a)}(z;T)\right|
\ll_k(\log T)^{k-a}|z|^{-a-k}(1+|z|\log T)^a
\ll_k(\log T)^k(\sigma_0+|y|)^{-k}. ( log T ) k − a ∣ z ∣ − a − k J 0 ( a ) ( z ; T ) ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) a ≪ k ( log T ) k ( σ 0 + ∣ y ∣ ) − k .
For k ≥ 2 k\ge2 k ≥ 2 , this gives
∫ − 2 T ′ 2 T ′ ( log T ) k ( σ 0 + ∣ y ∣ ) − k d y ≪ k ( log T ) k σ 0 1 − k ≪ ( log T ) 2 k − 1 . \int_{-2T'}^{2T'}(\log T)^k(\sigma_0+|y|)^{-k}\,dy
\ll_k(\log T)^k\sigma_0^{1-k}\ll(\log T)^{2k-1}. ∫ − 2 T ′ 2 T ′ ( log T ) k ( σ 0 + ∣ y ∣ ) − k d y ≪ k ( log T ) k σ 0 1 − k ≪ ( log T ) 2 k − 1 .
For k = 1 k=1 k = 1 , direct evaluation of the residues in (163) gives
J ~ 0 ( 0 ) ( z ; T ) = 0 , J ~ 0 ( 1 ) ( z ; T ) = 1. \widetilde{J}_{0}^{(0)}(z;T)=0,\qquad\widetilde{J}_{0}^{(1)}(z;T)=1. J 0 ( 0 ) ( z ; T ) = 0 , J 0 ( 1 ) ( z ; T ) = 1.
Consequently, for a = 0 , 1 a=0,1 a = 0 , 1 and z = 2 σ 0 + i y z=2\sigma_0+iy z = 2 σ 0 + i y ,
∫ − 2 T ′ 2 T ′ ( log T ) 1 − a ∣ z ∣ − a − 1 ∣ J ~ 0 ( a ) ( z ; T ) ∣ d y ≪ ∫ − 2 T ′ 2 T ′ d y 4 σ 0 2 + y 2 ≪ σ 0 − 1 ≪ log T . \int_{-2T'}^{2T'}(\log T)^{1-a}|z|^{-a-1}|\widetilde{J}^{(a)}_0(z;T)|\,dy
\ll\int_{-2T'}^{2T'}\frac{dy}{4\sigma_0^2+y^2}\ll\sigma_0^{-1}\ll\log T. ∫ − 2 T ′ 2 T ′ ( log T ) 1 − a ∣ z ∣ − a − 1 ∣ J 0 ( a ) ( z ; T ) ∣ d y ≪ ∫ − 2 T ′ 2 T ′ 4 σ 0 2 + y 2 d y ≪ σ 0 − 1 ≪ log T .
Thus the r = 0 r=0 r = 0 contribution satisfies (171) for every k ≥ 1 k\ge1 k ≥ 1 .
Similarly, for 1 ≤ r ≤ k 1\le r\le k 1 ≤ r ≤ k and a ≥ r a\ge r a ≥ r ,
( log T ) k − a ∣ z ∣ − a − k ∣ J ~ r ( a ) ( z ; T ) ∣ ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) k + a − 2 r ≪ k ( log T ) 2 k − 2 r ( σ 0 + ∣ y ∣ ) − 2 r , (\log T)^{k-a}|z|^{-a-k}|\widetilde{J}^{(a)}_r(z;T)|
\ll_k(\log T)^{k-a}|z|^{-a-k}(1+|z|\log T)^{k+a-2r}
\ll_k(\log T)^{2k-2r}(\sigma_0+|y|)^{-2r}, ( log T ) k − a ∣ z ∣ − a − k ∣ J r ( a ) ( z ; T ) ∣ ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) k + a − 2 r ≪ k ( log T ) 2 k − 2 r ( σ 0 + ∣ y ∣ ) − 2 r ,
and this leads to
∫ − 2 T ′ 2 T ′ ( log T ) 2 k − 2 r ( σ 0 + ∣ y ∣ ) − 2 r d y ≪ k ( log T ) 2 k − 2 r σ 0 1 − 2 r ≪ ( log T ) 2 k − 1 \int_{-2T'}^{2T'}(\log T)^{2k-2r}(\sigma_0+|y|)^{-2r}\,dy
\ll_k(\log T)^{2k-2r}\sigma_0^{1-2r}\ll(\log T)^{2k-1} ∫ − 2 T ′ 2 T ′ ( log T ) 2 k − 2 r ( σ 0 + ∣ y ∣ ) − 2 r d y ≪ k ( log T ) 2 k − 2 r σ 0 1 − 2 r ≪ ( log T ) 2 k − 1
for 1 ≤ r ≤ k 1\le r\le k 1 ≤ r ≤ k which proves (171) . Therefore the contribution of the error term K T ′ ( z ) − 1 / z K_{T'}(z)-1/z K T ′ ( z ) − 1/ z to each ( r , a ) (r,a) ( r , a ) -piece is
≪ k ( log T ) 2 k + 1 T ′ = o ( ( log T ) 2 k ) , \ll_k\frac{(\log T)^{2k+1}}{T'}=o((\log T)^{2k}), ≪ k T ′ ( log T ) 2 k + 1 = o (( log T ) 2 k ) ,
and the same bound holds for the total error across the sums over r r r and a a a . In particular, this means K T ′ ( z ) K_{T'}(z) K T ′ ( z ) may be replaced by 1 / z 1/z 1/ z in (170) with an error o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) . Consequently,
I k ( T , N ) = 1 k ! 2 ∑ r = 0 k ( k r ) 2 ∑ a = r k ( k a ) 1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( N T r ) z z − a − k − 1 J ~ r ( a ) ( z ; T ) d z + o ( ( log T ) 2 k ) . (172) I_k(T,N)=\frac{1}{k!^2}\sum_{r=0}^{k}\binom{k}{r}^2\sum_{a=r}^{k}\binom{k}{a}\frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}(\log T)^{k-a}\left(\frac{N}{T^r}\right)^z z^{-a-k-1}\widetilde{J}^{(a)}_r(z;T)\,dz+o((\log T)^{2k}). \tag*{(172)} I k ( T , N ) = k ! 2 1 r = 0 ∑ k ( r k ) 2 a = r ∑ k ( a k ) 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( T r N ) z z − a − k − 1 J r ( a ) ( z ; T ) d z + o (( log T ) 2 k ) . (172)
Here the lower limit a = r a=r a = r comes from the vanishing condition (165) . We now evaluate the remaining finite z z z -integral by shifting the vertical segment according to the sign of log N − r log T \log N-r\log T log N − r log T . For a fixed pair ( r , a ) (r,a) ( r , a ) , write
λ r , T : = log N − r log T . (173) \lambda_{r,T}:=\log N-r\log T. \tag*{(173)} λ r , T := log N − r log T . (173)
Since N = ⌊ T α ⌋ + 1 2 N=\lfloor T^\alpha\rfloor+\frac{1}{2} N = ⌊ T α ⌋ + 2 1 , we have
λ r , T = ( α − r ) log T + o ( log T ) . (174) \lambda_{r,T}=(\alpha-r)\log T+o(\log T). \tag*{(174)} λ r , T = ( α − r ) log T + o ( log T ) . (174)
As α ∉ Z \alpha\notin\mathbb{Z} α ∈ / Z , the sign of λ r , T \lambda_{r,T} λ r , T is the sign of α − r \alpha-r α − r for all sufficiently large T T T . For each ( r , a ) (r,a) ( r , a ) -piece, we have a z z z -integral of the form
1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a e λ r , T z z − a − k − 1 J ~ r ( a ) ( z ; T ) d z . (175) \frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}(\log T)^{k-a}e^{\lambda_{r,T}z}z^{-a-k-1}\widetilde{J}^{(a)}_r(z;T)\,dz. \tag*{(175)} 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a e λ r , T z z − a − k − 1 J r ( a ) ( z ; T ) d z . (175)
As stated in (164) , J ~ r ( a ) ( z ; T ) \widetilde{J}^{(a)}_r(z;T) J r ( a ) ( z ; T ) is a polynomial in z log T z\log T z log T that is truncated due to Lemma 2.8. Thus the above integrand is meromorphic in z z z , with its only pole at z = 0 z=0 z = 0 .
We first consider the case r > α r>\alpha r > α , which corresponds to λ r , T < 0 \lambda_{r,T}<0 λ r , T < 0 for all sufficiently large T T T . We shift the finite segment
ℜ z = 2 σ 0 , ∣ ℑ z ∣ ≤ 2 T ′ \Re z=2\sigma_0,\qquad|\Im z|\le2T' ℜ z = 2 σ 0 , ∣ℑ z ∣ ≤ 2 T ′
to the segment
ℜ z = A , ∣ ℑ z ∣ ≤ 2 T ′ , \Re z=A,\qquad|\Im z|\le2T', ℜ z = A , ∣ℑ z ∣ ≤ 2 T ′ ,
where A > 1 A>1 A > 1 is fixed. No pole is crossed and on the new vertical side,
∣ e λ r , T z ∣ = e A λ r , T ≪ T − A ( r − α ) + o ( 1 ) . (176) |e^{\lambda_{r,T}z}|=e^{A\lambda_{r,T}}\ll T^{-A(r-\alpha)+o(1)}. \tag*{(176)} ∣ e λ r , T z ∣ = e A λ r , T ≪ T − A ( r − α ) + o ( 1 ) . (176)
Using (169) , we have
( log T ) k − a ∣ z ∣ − a − k − 1 ∣ J ~ r ( a ) ( z ; T ) ∣ ≪ k { ( log T ) k ∣ z ∣ − k − 1 , r = 0 , ( log T ) 2 k − 2 r ∣ z ∣ − 2 r − 1 , 1 ≤ r ≤ k . (177) (\log T)^{k-a}|z|^{-a-k-1}\left|\widetilde{J}^{(a)}_r(z;T)\right| \ll_k \begin{cases}(\log T)^k|z|^{-k-1}, & r=0,\\(\log T)^{2k-2r}|z|^{-2r-1}, & 1\le r\le k.\end{cases} \tag*{(177)} ( log T ) k − a ∣ z ∣ − a − k − 1 J r ( a ) ( z ; T ) ≪ k { ( log T ) k ∣ z ∣ − k − 1 , ( log T ) 2 k − 2 r ∣ z ∣ − 2 r − 1 , r = 0 , 1 ≤ r ≤ k . (177)
On the line ℜ z = A \Re z=A ℜ z = A , the z z z -dependent factor in (177) is absolutely integrable in ℑ z \Im z ℑ z , uniformly for ∣ ℑ z ∣ ≤ 2 T ′ |\Im z|\le2T' ∣ℑ z ∣ ≤ 2 T ′ , and therefore the vertical side is bounded by the corresponding power of log T \log T log T times the decay factor T − A ( r − α ) + o ( 1 ) T^{-A(r-\alpha)+o(1)} T − A ( r − α ) + o ( 1 ) , and is consequently o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) . The two horizontal sides lie at height ∣ ℑ z ∣ = 2 T ′ |\Im z|=2T' ∣ℑ z ∣ = 2 T ′ and have bounded length depending only on A A A . By (177) , their combined contribution is
≪ A { ( log T ) k ( T ′ ) − k − 1 , r = 0 , ( log T ) 2 k − 2 r ( T ′ ) − 2 r − 1 , 1 ≤ r ≤ k , = o ( ( log T ) 2 k ) . (178) \ll_A\begin{cases}(\log T)^k(T')^{-k-1}, & r=0,\\(\log T)^{2k-2r}(T')^{-2r-1}, & 1\le r\le k,\end{cases}=o((\log T)^{2k}). \tag*{(178)} ≪ A { ( log T ) k ( T ′ ) − k − 1 , ( log T ) 2 k − 2 r ( T ′ ) − 2 r − 1 , r = 0 , 1 ≤ r ≤ k , = o (( log T ) 2 k ) . (178)
Therefore the whole ( r , a ) (r,a) ( r , a ) -piece is o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) when r > α r>\alpha r > α .
We now consider the case r < α r<\alpha r < α , for which we eventually have λ r , T > 0 \lambda_{r,T}>0 λ r , T > 0 and we shift the finite segment
ℜ z = 2 σ 0 , ∣ ℑ z ∣ ≤ 2 T ′ , \Re z=2\sigma_0,\qquad|\Im z|\le2T', ℜ z = 2 σ 0 , ∣ℑ z ∣ ≤ 2 T ′ ,
to the segment
ℜ z = − A , ∣ ℑ z ∣ ≤ 2 T ′ , \Re z=-A,\qquad|\Im z|\le2T', ℜ z = − A , ∣ℑ z ∣ ≤ 2 T ′ ,
with the same fixed A > 1 A>1 A > 1 . In this deformation, the only pole crossed is the pole at z = 0 z=0 z = 0 . On the new vertical side,
∣ e λ r , T z ∣ = e − A λ r , T ≪ T − A ( α − r ) + o ( 1 ) . (179) \left|e^{\lambda_{r,T}z}\right|=e^{-A\lambda_{r,T}}\ll T^{-A(\alpha-r)+o(1)}. \tag*{(179)} e λ r , T z = e − A λ r , T ≪ T − A ( α − r ) + o ( 1 ) . (179)
Together with (177) , this shows that the new vertical side is o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) . The two horizontal sides are again o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) by the same estimate as above. Combining the two cases, we arrive at
1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( N T r ) z z − a − k − 1 J ~ r ( a ) ( z ; T ) d z = 1 r < α ( log T ) k − a Res z = 0 [ ( N T r ) z z − a − k − 1 J ~ r ( a ) ( z ; T ) ] + o ( ( log T ) 2 k ) . (180) \begin{aligned}
\frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}(\log T)^{k-a}\left(\frac{N}{T^r}\right)^z z^{-a-k-1}\widetilde{J}^{(a)}_r(z;T)\,dz \\
&=\mathbf{1}_{r<\alpha}(\log T)^{k-a}\mathop{\operatorname{Res}}_{z=0}\left[\left(\frac{N}{T^r}\right)^z z^{-a-k-1}\widetilde{J}^{(a)}_r(z;T)\right]+o((\log T)^{2k}). \tag*{(180)}
\end{aligned} 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( T r N ) z z − a − k − 1 J r ( a ) ( z ; T ) d z = 1 r < α ( log T ) k − a Res z = 0 [ ( T r N ) z z − a − k − 1 J r ( a ) ( z ; T ) ] + o (( log T ) 2 k ) . (180)
In order to evaluate the z z z -residue, we combine the exponential z z z -dependence from J ~ r ( a ) ( z ; T ) \widetilde{J}^{(a)}_r(z;T) J r ( a ) ( z ; T ) with the factor ( N / T r ) z (N/T^r)^z ( N / T r ) z to get
Res z = 0 [ exp ( z ( log N − r log T ) − z log T { ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j } ) z − a − k − 1 ] . (181) \mathop{\operatorname{Res}}_{z=0}\left[\exp\left(z(\log N-r\log T)-z\log T\left\{\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j\right\}\right)z^{-a-k-1}\right]. \tag*{(181)} Res z = 0 [ exp ( z ( log N − r log T ) − z log T { j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j } ) z − a − k − 1 ] . (181)
Due to (161) , the above expression simplifies and we can evaluate the residue explicitly
Res z = 0 [ exp ( z ( log N − ( log T ) ∑ j = 1 k x j ) ) z − a − k − 1 ] = 1 ( a + k ) ! ( log N − ( log T ) ∑ j = 1 k x j ) a + k , \mathop{\operatorname{Res}}_{z=0}\left[\exp\left(z\left(\log N-(\log T)\sum_{j=1}^{k}x_j\right)\right)z^{-a-k-1}\right]=\frac{1}{(a+k)!}\left(\log N-(\log T)\sum_{j=1}^{k}x_j\right)^{a+k}, Res z = 0 [ exp ( z ( log N − ( log T ) j = 1 ∑ k x j ) ) z − a − k − 1 ] = ( a + k )! 1 ( log N − ( log T ) j = 1 ∑ k x j ) a + k ,
which gives
( log T ) k − a Res z = 0 [ ( N T r ) z z − a − k − 1 J ~ r ( a ) ( z ; T ) ] = ( log T ) k − a ( a + k ) ! ( 2 π i ) 2 k ∫ c j ( r ) ∫ c ^ ℓ ( r ) ( log N − ( log T ) ∑ j = 1 k x j ) a + k Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) (182) \begin{aligned}
(\log T)^{k-a}\mathop{\operatorname{Res}}_{z=0}\left[\left(\frac{N}{T^r}\right)^z z^{-a-k-1}\widetilde{J}^{(a)}_r(z;T)\right] \\
&=\frac{(\log T)^{k-a}}{(a+k)!(2\pi i)^{2k}}\int_{c_j(r)}\int_{\widehat{c}_\ell(r)}\left(\log N-(\log T)\sum_{j=1}^{k}x_j\right)^{a+k}\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^{k}(x_j-y_\ell-1) \tag*{(182)}
\end{aligned} ( log T ) k − a Res z = 0 [ ( T r N ) z z − a − k − 1 J r ( a ) ( z ; T ) ] = ( a + k )! ( 2 π i ) 2 k ( log T ) k − a ∫ c j ( r ) ∫ c ℓ ( r ) ( log N − ( log T ) j = 1 ∑ k x j ) a + k Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) (182)
× ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . (183) \qquad\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell. \tag*{(183)} × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ . (183)
As log N log T = α + o ( 1 ) \frac{\log N}{\log T}=\alpha+o(1) l o g T l o g N = α + o ( 1 ) and the x x x -contours are fixed compact contours, we have
( log T ) k − a ( log N − ( log T ) ∑ j = 1 k x j ) a + k = ( log T ) 2 k ( α − ∑ j = 1 k x j ) a + k + o ( ( log T ) 2 k ) (184) (\log T)^{k-a}\left(\log N-(\log T)\sum_{j=1}^{k}x_j\right)^{a+k}=(\log T)^{2k}\left(\alpha-\sum_{j=1}^{k}x_j\right)^{a+k}+o\left((\log T)^{2k}\right) \tag*{(184)} ( log T ) k − a ( log N − ( log T ) j = 1 ∑ k x j ) a + k = ( log T ) 2 k ( α − j = 1 ∑ k x j ) a + k + o ( ( log T ) 2 k ) (184)
uniformly for x x x on these contours. Combining (180) –(184) with the preceding estimates gives
I k ( T , N ) = ( log T ) 2 k M k ( α ) + o ( ( log T ) 2 k ) , (185) I_k(T,N)=(\log T)^{2k}\mathcal{M}_k(\alpha)+o\left((\log T)^{2k}\right), \tag*{(185)} I k ( T , N ) = ( log T ) 2 k M k ( α ) + o ( ( log T ) 2 k ) , (185)
where
M k ( α ) = 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 ∑ a = r k ( k a ) 1 ( a + k ) ! × 1 ( 2 π i ) 2 k ∫ c j ( r ) ∫ c ^ ℓ ( r ) ( α − ∑ j = 1 k x j ) a + k Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . \begin{aligned}
\mathcal{M}_k(\alpha)={}&\frac{1}{k!^2}\sum_{0\le r<\alpha}\binom{k}{r}^{2}\sum_{a=r}^{k}\binom{k}{a}\frac{1}{(a+k)!}\\
&\times\frac{1}{(2\pi i)^{2k}}\int_{c_j(r)}\int_{\widehat{c}_\ell(r)}
\left(\alpha-\sum_{j=1}^{k}x_j\right)^{a+k}\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)\\
&\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a
\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k
\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell.
\end{aligned} M k ( α ) = k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 a = r ∑ k ( a k ) ( a + k )! 1 × ( 2 π i ) 2 k 1 ∫ c j ( r ) ∫ c ℓ ( r ) ( α − j = 1 ∑ k x j ) a + k Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ .
Here the condition r < α r<\alpha r < α is precisely the selection rule obtained from the finite contour shift in (180) ; no term with r > α r>\alpha r > α contributes at the leading scale. Since α ∉ Z \alpha\notin\mathbb{Z} α ∈ / Z , there is no boundary case r = α r=\alpha r = α . As N = ⌊ T α ⌋ + 1 2 N=\left\lfloor T^\alpha\right\rfloor+\frac{1}{2} N = ⌊ T α ⌋ + 2 1 differs from T α T^\alpha T α by O ( 1 ) O(1) O ( 1 ) , this is the leading asymptotic for the sharp cutoff at height T α T^\alpha T α . Extracting a ( − 1 ) k + a (-1)^{k+a} ( − 1 ) k + a factor from ( α − ∑ j x j ) a + k \left(\alpha-\sum_j x_j\right)^{a+k} ( α − ∑ j x j ) a + k gives the form stated in (39) .
Integer values for $\alpha. It remains to discuss the case in which α \alpha α is an integer. Let α = m ∈ Z > 0 \alpha=m\in\mathbb{Z}_{>0} α = m ∈ Z > 0 . For r ≠ m r\ne m r = m , the preceding contour shift is unchanged, since
log N − r log T = ( m − r ) log T + o ( log T ) . \log N-r\log T=(m-r)\log T+o(\log T). log N − r log T = ( m − r ) log T + o ( log T ) .
Thus the terms with r < m r<m r < m contribute their residues at z = 0 z=0 z = 0 , while the terms with r > m r>m r > m are negligible. We call the terms with r = m r=m r = m and m ≤ a ≤ k m\le a\le k m ≤ a ≤ k the transition block. If m > k m>k m > k , this block is empty and the formula follows immediately; if 1 ≤ m ≤ k 1\le m\le k 1 ≤ m ≤ k , we still need to treat this block. For this block, using N = ⌊ T m ⌋ + 1 2 = T m + O ( 1 ) N=\left\lfloor T^m\right\rfloor+\frac{1}{2}=T^m+O(1) N = ⌊ T m ⌋ + 2 1 = T m + O ( 1 ) , we have
log N = log ( T m + O ( 1 ) ) = m log T + log ( 1 + O ( T − m ) ) , \log N=\log\left(T^m+O(1)\right)=m\log T+\log\left(1+O\left(T^{-m}\right)\right), log N = log ( T m + O ( 1 ) ) = m log T + log ( 1 + O ( T − m ) ) ,
which gives
log N − m log T = O ( T − m ) , (186) \log N-m\log T=O\left(T^{-m}\right), \tag*{(186)} log N − m log T = O ( T − m ) , (186)
using log ( 1 + ϵ ) = O ( ϵ ) \log(1+\epsilon)=O(\epsilon) log ( 1 + ϵ ) = O ( ϵ ) . Hence the exponential factor ( N / T m ) z \left(N/T^m\right)^z ( N / T m ) z no longer gives decay in either horizontal direction as (186) is not of order log T \log T log T . Nevertheless this block is negligible at the scale ( log T ) 2 k (\log T)^{2k} ( log T ) 2 k . Explicitly, after replacing K T ′ ( z ) K_T'(z) K T ′ ( z ) by 1 / z 1/z 1/ z , the ( m , a ) (m,a) ( m , a ) -piece is
1 2 π i ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( N T m ) z z − a − k − 1 J ~ m ( a ) ( z ; T ) d z . \frac{1}{2\pi i}\int_{2\sigma_0-2iT'}^{2\sigma_0+2iT'}(\log T)^{k-a}\left(\frac{N}{T^m}\right)^z z^{-a-k-1}\widetilde{J}^{(a)}_m(z;T)\,dz. 2 π i 1 ∫ 2 σ 0 − 2 i T ′ 2 σ 0 + 2 i T ′ ( log T ) k − a ( T m N ) z z − a − k − 1 J m ( a ) ( z ; T ) d z .
By (177) ,
( log T ) k − a ∣ z ∣ − a − k − 1 ∣ J ~ m ( a ) ( z ; T ) ∣ ≪ k ( log T ) 2 k − 2 m ∣ z ∣ − 2 m − 1 . (\log T)^{k-a}|z|^{-a-k-1}\left|\widetilde{J}^{(a)}_m(z;T)\right|\ll_k(\log T)^{2k-2m}|z|^{-2m-1}. ( log T ) k − a ∣ z ∣ − a − k − 1 J m ( a ) ( z ; T ) ≪ k ( log T ) 2 k − 2 m ∣ z ∣ − 2 m − 1 .
Choose A T = T θ A_T=T^\theta A T = T θ , where 0 < θ < m 0<\theta<m 0 < θ < m , and shift the finite segment to the line ℜ z = A T \Re z=A_T ℜ z = A T . No pole is crossed, and since
∣ ( N T m ) z ∣ = exp { O ( T − m A T ) } = 1 + o ( 1 ) , \left|\left(\frac{N}{T^m}\right)^z\right|=\exp\left\{O\left(T^{-m}A_T\right)\right\}=1+o(1), ( T m N ) z = exp { O ( T − m A T ) } = 1 + o ( 1 ) ,
the new vertical side is
≪ ( log T ) 2 k − 2 m ∫ − 2 T ′ 2 T ′ ( A T + ∣ y ∣ ) − 2 m − 1 d y ≪ ( log T ) 2 k − 2 m A T − 2 m = o ( ( log T ) 2 k ) . \ll(\log T)^{2k-2m}\int_{-2T'}^{2T'}(A_T+|y|)^{-2m-1}\,dy\ll(\log T)^{2k-2m}A_T^{-2m}=o\left((\log T)^{2k}\right). ≪ ( log T ) 2 k − 2 m ∫ − 2 T ′ 2 T ′ ( A T + ∣ y ∣ ) − 2 m − 1 d y ≪ ( log T ) 2 k − 2 m A T − 2 m = o ( ( log T ) 2 k ) .
The two horizontal sides are also negligible, since their total contribution is
≪ ( log T ) 2 k − 2 m A T ( T ′ ) − 2 m − 1 = o ( ( log T ) 2 k ) . \ll(\log T)^{2k-2m}A_T(T')^{-2m-1}=o((\log T)^{2k}). ≪ ( log T ) 2 k − 2 m A T ( T ′ ) − 2 m − 1 = o (( log T ) 2 k ) .
Thus the transition block r = m r=m r = m contributes o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) . Consequently the same formula for M k ( α ) M_k(\alpha) M k ( α ) remains valid at α = m \alpha=m α = m , with the convention that only terms with r < m r<m r < m are included. Finally, by Proposition 2.10, the zero-order of P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) at α = r \alpha=r α = r is at least 2 r 2 2r^2 2 r 2 . Thus, M k ( α ) M_k(\alpha) M k ( α ) is continuously differentiable 2 r 2 − 1 2r^2-1 2 r 2 − 1 times at α = r \alpha=r α = r for r = 1 , … , k r=1,\ldots,k r = 1 , … , k .
Proof of Proposition 2.9
Throughout, we assume the hypotheses of Conjecture 1 ; by its application, the normalised moments in (42) are equal to the conjectural main term carrying an error term
O k , c , ξ ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) − θ k , c ) . O_{k,c,\xi}\left((\log T)^{2k-1+\xi}(1+\min(|z|,1)\log T)^{-\theta_{k,c}}\right). O k , c , ξ ( ( log T ) 2 k − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) − θ k , c ) .
with θ k , c \theta_{k,c} θ k , c as defined in (125) . Following the two-centre decomposition, together with (162) , the main term derived in the proof of Theorem 2.2 is a finite linear combination of terms of the form
( log T ) k − a z − a − k J r ( a ) ( − z ; T ) = ( log T ) k − a z − a − k T − r z J ~ r ( a ) ( z ; T ) . (\log T)^{k-a}z^{-a-k}J_r^{(a)}(-z;T)=(\log T)^{k-a}z^{-a-k}T^{-rz}\widetilde{J}_r^{(a)}(z;T). ( log T ) k − a z − a − k J r ( a ) ( − z ; T ) = ( log T ) k − a z − a − k T − r z J r ( a ) ( z ; T ) .
where 0 ≤ a , r ≤ k 0\leq a,r\leq k 0 ≤ a , r ≤ k and 0 ≤ a ≤ k 0\leq a\leq k 0 ≤ a ≤ k . Here J r ( a ) J_r^{(a)} J r ( a ) and J ~ r ( a ) \widetilde{J}_r^{(a)} J r ( a ) are both as defined in (156) and (163) respectively. Since ℜ z > 0 \Re z>0 ℜ z > 0 , we have ∣ T − r z ∣ ≤ 1 |T^{-rz}|\leq1 ∣ T − r z ∣ ≤ 1 . By Lemma 2.8 and through the steps outlined in (165) –(169) , we showed
J ~ r ( a ) ( z ; T ) = 0 ( a < r ) , \widetilde{J}_r^{(a)}(z;T)=0 \qquad(a<r), J r ( a ) ( z ; T ) = 0 ( a < r ) ,
and, for a ≥ r a\geq r a ≥ r ,
J ~ r ( a ) ( z ; T ) = { O k ( ( 1 + ∣ z ∣ log T ) a ) , r = 0 , O k ( ( 1 + ∣ z ∣ log T ) k + a − 2 r ) , 1 ≤ r ≤ k . (187) \widetilde{J}_r^{(a)}(z;T)=
\begin{cases}
O_k\left((1+|z|\log T)^a\right), & r=0,\\
O_k\left((1+|z|\log T)^{k+a-2r}\right), & 1\leq r\leq k.
\end{cases} \tag*{(187)} J r ( a ) ( z ; T ) = { O k ( ( 1 + ∣ z ∣ log T ) a ) , O k ( ( 1 + ∣ z ∣ log T ) k + a − 2 r ) , r = 0 , 1 ≤ r ≤ k . (187)
It suffices to consider a ≥ r a\geq r a ≥ r . Note that we make repeated use of the following two facts in the subsequent estimates:
1 + min ( ∣ z ∣ , 1 ) log T ≍ 1 ∣ z ∣ log T ≤ 1. (188) 1+\min(|z|,1)\log T\asymp1 \qquad|z|\log T\leq1. \tag*{(188)} 1 + min ( ∣ z ∣ , 1 ) log T ≍ 1 ∣ z ∣ log T ≤ 1. (188)
and
1 + 1 ∣ z ∣ log T ≍ 1 ∣ z ∣ log T > 1. (189) 1+\frac{1}{|z|\log T}\asymp1 \qquad|z|\log T>1. \tag*{(189)} 1 + ∣ z ∣ log T 1 ≍ 1 ∣ z ∣ log T > 1. (189)
Suppose 1 ≤ r ≤ k 1\leq r\leq k 1 ≤ r ≤ k for which, by the above, we have
( log T ) k − a ∣ z ∣ − a − k ∣ J ~ r ( a ) ( z ; T ) ∣ ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) k + a − 2 r . (190) (\log T)^{k-a}|z|^{-a-k}\left|\widetilde{J}_r^{(a)}(z;T)\right|\ll_k(\log T)^{k-a}|z|^{-a-k}(1+|z|\log T)^{k+a-2r}. \tag*{(190)} ( log T ) k − a ∣ z ∣ − a − k J r ( a ) ( z ; T ) ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) k + a − 2 r . (190)
If ∣ z ∣ log T ≤ 1 |z|\log T\leq1 ∣ z ∣ log T ≤ 1 , then this is
≪ k ( log T ) 2 k ( 1 + 1 ∣ z ∣ log T ) 2 k , \ll_k(\log T)^{2k}\left(1+\frac{1}{|z|\log T}\right)^{2k}, ≪ k ( log T ) 2 k ( 1 + ∣ z ∣ log T 1 ) 2 k ,
which follows from rewriting ∣ z ∣ − a − k = ( log T ) a + k ( ∣ z ∣ log T ) − a − k |z|^{-a-k}=(\log T)^{a+k}(|z|\log T)^{-a-k} ∣ z ∣ − a − k = ( log T ) a + k ( ∣ z ∣ log T ) − a − k and using 1 + ∣ z ∣ log T ≍ 1 1+|z|\log T\asymp1 1 + ∣ z ∣ log T ≍ 1 . This is bounded by the right-hand side of (42) . In the case ∣ z ∣ log T > 1 |z|\log T>1 ∣ z ∣ log T > 1 , then it is
≪ k ( log T ) 2 k ( ∣ z ∣ log T ) − 2 r , \ll_k(\log T)^{2k}(|z|\log T)^{-2r}, ≪ k ( log T ) 2 k ( ∣ z ∣ log T ) − 2 r ,
using 1 + ∣ z ∣ log T ≍ ∣ z ∣ log T 1+|z|\log T\asymp|z|\log T 1 + ∣ z ∣ log T ≍ ∣ z ∣ log T . Since r ≥ 1 r\geq1 r ≥ 1 , this is
≪ k ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 , \ll_k(\log T)^{2k}(1+\min(|z|,1)\log T)^{-2}, ≪ k ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 ,
and hence is again bounded by the right-hand side of (42) .
It remains to handle r = 0 r=0 r = 0 . By (187) ,
( log T ) k − a ∣ z ∣ − a − k ∣ J ~ 0 ( a ) ( z ; T ) ∣ ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) a . (\log T)^{k-a}|z|^{-a-k}\left|\widetilde{J}_0^{(a)}(z;T)\right|\ll_k(\log T)^{k-a}|z|^{-a-k}(1+|z|\log T)^a. ( log T ) k − a ∣ z ∣ − a − k J 0 ( a ) ( z ; T ) ≪ k ( log T ) k − a ∣ z ∣ − a − k ( 1 + ∣ z ∣ log T ) a .
If ∣ z ∣ log T ≤ 1 |z|\log T \le1 ∣ z ∣ log T ≤ 1 , we obtain the required contribution in (42) immediately. If ∣ z ∣ log T > 1 |z|\log T > 1 ∣ z ∣ log T > 1 , then it is
≪ k ( log T ) 2 k ( ∣ z ∣ log T ) − k . \ll_k (\log T)^{2k}(|z|\log T)^{-k}. ≪ k ( log T ) 2 k ( ∣ z ∣ log T ) − k .
For k ≥ 2 k \ge2 k ≥ 2 , this is
≪ k ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 . \ll_k (\log T)^{2k}\left(1+\min(|z|,1)\log T\right)^{-2}. ≪ k ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 .
The only remaining case is when k = 1 k=1 k = 1 and r = 0 r=0 r = 0 . In this case, direct evaluation from (163) gives
J ~ 0 ( 0 ) ( z ; T ) = 0 , J ~ 0 ( 1 ) ( z ; T ) = 1. \widetilde{J}_0^{(0)}(z;T)=0,\qquad\widetilde{J}_0^{(1)}(z;T)=1. J 0 ( 0 ) ( z ; T ) = 0 , J 0 ( 1 ) ( z ; T ) = 1.
Thus the r = 0 r=0 r = 0 contribution is O ( ∣ z ∣ − 2 ) O(|z|^{-2}) O ( ∣ z ∣ − 2 ) for k = 1 k=1 k = 1 . If ∣ z ∣ log T ≤ 1 |z|\log T \le1 ∣ z ∣ log T ≤ 1 , then
∣ z ∣ − 2 ≪ ( log T ) 2 ( 1 + 1 ∣ z ∣ log T ) 2 , |z|^{-2}\ll(\log T)^2\left(1+\frac{1}{|z|\log T}\right)^2, ∣ z ∣ − 2 ≪ ( log T ) 2 ( 1 + ∣ z ∣ log T 1 ) 2 ,
while if ∣ z ∣ log T > 1 |z|\log T>1 ∣ z ∣ log T > 1 , then
∣ z ∣ − 2 ≪ ( log T ) 2 ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 . |z|^{-2}\ll(\log T)^2\left(1+\min(|z|,1)\log T\right)^{-2}. ∣ z ∣ − 2 ≪ ( log T ) 2 ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 .
Hence the k = 1 k=1 k = 1 , r = 0 r=0 r = 0 contribution also satisfies (42) . Therefore, the conjectural main term satisfies (42) for every k ≥ 1 k\ge1 k ≥ 1 ; we now bound the error term. If ∣ z ∣ log T ≤ 1 |z|\log T\le1 ∣ z ∣ log T ≤ 1 , then (188) holds and the error term is
≪ k , c , ξ ( log T ) 2 k − 1 + ξ . \ll_{k,c,\xi}(\log T)^{2k-1+\xi}. ≪ k , c , ξ ( log T ) 2 k − 1 + ξ .
As ξ < 1 \xi<1 ξ < 1 , this is o ( ( log T ) 2 k ) o((\log T)^{2k}) o (( log T ) 2 k ) , and is bounded by (42) . Suppose now that ∣ z ∣ log T > 1 |z|\log T>1 ∣ z ∣ log T > 1 . Then the error term is
( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 ⋅ ( log T ) − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) 2 − θ k , c . (\log T)^{2k}\left(1+\min(|z|,1)\log T\right)^{-2}\cdot(\log T)^{-1+\xi}\left(1+\min(|z|,1)\log T\right)^{2-\theta_{k,c}}. ( log T ) 2 k ( 1 + min ( ∣ z ∣ , 1 ) log T ) − 2 ⋅ ( log T ) − 1 + ξ ( 1 + min ( ∣ z ∣ , 1 ) log T ) 2 − θ k , c .
If k ≥ 3 k\ge3 k ≥ 3 , then θ k , c = k − 1 ≥ 2 \theta_{k,c}=k-1\ge2 θ k , c = k − 1 ≥ 2 , so the final factor is O ( 1 ) O(1) O ( 1 ) because 0 < ξ < 1 0<\xi<1 0 < ξ < 1 . If k = 1 , 2 k=1,2 k = 1 , 2 , then θ k , c = 1 + c \theta_{k,c}=1+c θ k , c = 1 + c , and the final factor is
≪ ( log T ) − 1 + ξ ( log T ) 1 − c = ( log T ) ξ − c ≪ 1 , \ll(\log T)^{-1+\xi}(\log T)^{1-c}=(\log T)^{\xi-c}\ll1, ≪ ( log T ) − 1 + ξ ( log T ) 1 − c = ( log T ) ξ − c ≪ 1 ,
because 0 < ξ < c 0<\xi<c 0 < ξ < c . Combining the bounds for the main term and the error term proves (42) . Finally, on any sub-range satisfying ∣ z ∣ log T ≥ c 0 > 0 |z|\log T\ge c_0>0 ∣ z ∣ log T ≥ c 0 > 0 , we have
( 1 + 1 ∣ z ∣ log T ) 2 k ≪ k , c 0 1 , \left(1+\frac{1}{|z|\log T}\right)^{2k}\ll_{k,c_0}1, ( 1 + ∣ z ∣ log T 1 ) 2 k ≪ k , c 0 1 ,
and (43) follows.
Proof of Proposition 2.10
To determine the zero-order of P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) at r = α r=\alpha r = α , we count local degree with respect to the shifted variables, x j − 1 x_j-1 x j − 1 for 1 ≤ j ≤ r 1\le j\le r 1 ≤ j ≤ r and y ℓ + 1 y_\ell+1 y ℓ + 1 for 1 ≤ ℓ ≤ r 1\le\ell\le r 1 ≤ ℓ ≤ r , as well as the unshifted variables, x j x_j x j for r < j ≤ k r<j\le k r < j ≤ k and y ℓ y_\ell y ℓ for r < ℓ ≤ k r<\ell\le k r < ℓ ≤ k . Since
∑ j = 1 k x j − α = ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j − ( α − r ) , \sum_{j=1}^{k}x_j-\alpha=\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j-(\alpha-r), j = 1 ∑ k x j − α = j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j − ( α − r ) ,
we have
( ∑ j = 1 k x j − α ) k + m = ∑ d = 0 k + m ( k + m d ) ( ∑ j = 1 r ( x j − 1 ) + ∑ j = r + 1 k x j ) d ( − 1 ) k + m − d ( α − r ) k + m − d . \left(\sum_{j=1}^{k}x_j-\alpha\right)^{k+m}
=\sum_{d=0}^{k+m}\binom{k+m}{d}\left(\sum_{j=1}^{r}(x_j-1)+\sum_{j=r+1}^{k}x_j\right)^d(-1)^{k+m-d}(\alpha-r)^{k+m-d}. ( j = 1 ∑ k x j − α ) k + m = d = 0 ∑ k + m ( d k + m ) ( j = 1 ∑ r ( x j − 1 ) + j = r + 1 ∑ k x j ) d ( − 1 ) k + m − d ( α − r ) k + m − d .
We claim that the residue corresponding to the degree-d d d term vanishes whenever d > k + m − 2 r 2 d>k+m-2r^2 d > k + m − 2 r 2 . To prove this, first consider the factor
Δ ( x ) 2 Δ ( y ) 2 ∏ i , j = 1 k ( x i − y j − 1 ) ∏ j = 1 k x j − k ∏ ℓ = 1 k y ℓ − k , \Delta(x)^2\Delta(y)^2\prod_{i,j=1}^{k}(x_i-y_j-1)\prod_{j=1}^{k}x_j^{-k}\prod_{\ell=1}^{k}y_\ell^{-k}, Δ ( x ) 2 Δ ( y ) 2 i , j = 1 ∏ k ( x i − y j − 1 ) j = 1 ∏ k x j − k ℓ = 1 ∏ k y ℓ − k ,
from the integrand in (39) . In all 2 k 2k 2 k variables, its lowest possible local total degree is
2 r ( r − 1 ) + 2 ( k − r ) ( k − r − 1 ) + 2 r ( k − r ) − 2 k ( k − r ) = 2 r 2 − 2 k , 2r(r-1)+2(k-r)(k-r-1)+2r(k-r)-2k(k-r)=2r^2-2k, 2 r ( r − 1 ) + 2 ( k − r ) ( k − r − 1 ) + 2 r ( k − r ) − 2 k ( k − r ) = 2 r 2 − 2 k ,
where the contribution 2 r ( k − r ) 2r(k-r) 2 r ( k − r ) arises from the mixed factors x i − y j − 1 x_i-y_j-1 x i − y j − 1 with 1 ≤ i ≤ r 1\le i\le r 1 ≤ i ≤ r , r < j ≤ k r<j\le k r < j ≤ k or r < i ≤ k r<i\le k r < i ≤ k , 1 ≤ j ≤ r 1\le j\le r 1 ≤ j ≤ r . Next,
( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) m ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k \left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^m
\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) m ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k
has total pole order at most m + k m+k m + k in these local variables. Therefore, after multiplying by the degree-d d d term from
( ∑ j = 1 k x j − α ) k + m , \left(\sum_{j=1}^{k}x_j-\alpha\right)^{k+m}, ( j = 1 ∑ k x j − α ) k + m ,
the local total degree of the full integrand is at least
d + ( 2 r 2 − 2 k ) − m − k = d + 2 r 2 − 3 k − m . d+(2r^2-2k)-m-k=d+2r^2-3k-m. d + ( 2 r 2 − 2 k ) − m − k = d + 2 r 2 − 3 k − m .
A non-zero residue results only from monomials of the form
∏ j = 1 r ( x j − 1 ) − 1 ∏ j = r + 1 k x j − 1 ∏ ℓ = 1 r ( y ℓ + 1 ) − 1 ∏ ℓ = r + 1 k y ℓ − 1 , \prod_{j=1}^{r}(x_j-1)^{-1}\prod_{j=r+1}^{k}x_j^{-1}
\prod_{\ell=1}^{r}(y_\ell+1)^{-1}\prod_{\ell=r+1}^{k}y_\ell^{-1}, j = 1 ∏ r ( x j − 1 ) − 1 j = r + 1 ∏ k x j − 1 ℓ = 1 ∏ r ( y ℓ + 1 ) − 1 ℓ = r + 1 ∏ k y ℓ − 1 ,
which has total degree − 2 k -2k − 2 k . Hence the residue vanishes whenever
d + 2 r 2 − 3 k − m > − 2 k , d+2r^2-3k-m>-2k, d + 2 r 2 − 3 k − m > − 2 k ,
or equivalently whenever d > k + m − 2 r 2 d>k+m-2r^2 d > k + m − 2 r 2 . The coefficient of ( α − r ) q (\alpha-r)^q ( α − r ) q in the m m m th summand in (39) corresponds to d = k + m − q d=k+m-q d = k + m − q . If q < 2 r 2 q<2r^2 q < 2 r 2 , then
d = k + m − q > k + m − 2 r 2 , d=k+m-q>k+m-2r^2, d = k + m − q > k + m − 2 r 2 ,
so that coefficient vanishes. Thus every coefficient of ( α − r ) q (\alpha-r)^q ( α − r ) q with q < 2 r 2 q<2r^2 q < 2 r 2 is zero. Hence each summand in the definition of P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) , and therefore P r , k ( α ) P_{r,k}(\alpha) P r , k ( α ) itself, is divisible by ( α − r ) 2 r 2 (\alpha-r)^{2r^2} ( α − r ) 2 r 2 . Equivalently,
P r , k ( α ) = O ( ( α − r ) 2 r 2 ) ( α → r ) , P_{r,k}(\alpha)=O\left((\alpha-r)^{2r^2}\right)\qquad(\alpha\to r), P r , k ( α ) = O ( ( α − r ) 2 r 2 ) ( α → r ) ,
as required.
Proof of Theorem 2.3
Let integer k ≥ 1 k\ge1 k ≥ 1 and H = X 1 − 1 / α H=X^{1-1/\alpha} H = X 1 − 1/ α for a fixed α > 0 \alpha>0 α > 0 . For non-negative g ∈ C c ∞ ( ( 0 , ∞ ) ) g\in C^\infty_c((0,\infty)) g ∈ C c ∞ (( 0 , ∞ )) satisfying supp g ⊂ [ 1 / 2 , 4 ] \operatorname{supp}g\subset[1/2,4] supp g ⊂ [ 1/2 , 4 ] , define the smoothed variance
V ~ g , k ( X , H ) : = 1 H X ∫ R g ( x X ) ∣ Δ k ( x ; H ) ∣ 2 d x . (191) \widetilde V_{g,k}(X,H):=\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\left|\Delta_k(x;H)\right|^2\,dx. \tag*{(191)} V g , k ( X , H ) := H X 1 ∫ R g ( X x ) ∣ Δ k ( x ; H ) ∣ 2 d x . (191)
The support condition localises x x x to a fixed range that ensures x ≍ X x\asymp X x ≍ X and avoids edge effects. The passage from the sharp average over x ∈ [ X , 2 X ] x\in[X,2X] x ∈ [ X , 2 X ] to this smoothed average is justified by approximating 1 [ 1 , 2 ] ( u ) \mathbf{1}_{[1,2]}(u) 1 [ 1 , 2 ] ( u ) from above and below by non-negative smooth functions supported in [ 1 / 2 , 4 ] [1/2,4] [ 1/2 , 4 ] . Thus it suffices to prove
lim X → ∞ V ~ g , k ( X , X 1 − 1 / α ) ( log ( X 1 / α ) ) 2 k − 1 = ∫ R g ( u ) d u 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ′ ( α ) , (192) \lim_{X\to\infty}\frac{\widetilde V_{g,k}(X,X^{1-1/\alpha})}{(\log(X^{1/\alpha}))^{2k-1}}
=\int_{\mathbb{R}}g(u)\,du\,\frac{1}{k!^2}\sum_{0\le r<\alpha}\binom{k}{r}^2P'_{r,k}(\alpha), \tag*{(192)} X → ∞ lim ( log ( X 1/ α ) ) 2 k − 1 V g , k ( X , X 1 − 1/ α ) = ∫ R g ( u ) d u k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ′ ( α ) , (192)
for every fixed non-negative g ∈ C c ∞ ( ( 0 , ∞ ) ) g\in C^\infty_c((0,\infty)) g ∈ C c ∞ (( 0 , ∞ )) with supp g ⊂ [ 1 / 2 , 4 ] \operatorname{supp}g\subset[1/2,4] supp g ⊂ [ 1/2 , 4 ] . We first use Lemma 3.2 (Lemma 3.12 from [32 ] ) to show that a truncated Perron integral on the line ℜ s = c \Re s=c ℜ s = c where
c = 1 + 1 log X c=1+\frac{1}{\log X} c = 1 + log X 1
approximates Ψ k ( x ; H ) \Psi_k(x;H) Ψ k ( x ; H ) defined in (17) with a negligible mean-square error. Note that this choice of c c c places the Perron contour just inside the region of absolute convergence for (8) while keeping X c − 1 = O ( 1 ) X^{c-1}=O(1) X c − 1 = O ( 1 ) and − ζ ′ / ζ ( c ) ≪ log X -\zeta'/\zeta(c)\ll\log X − ζ ′ / ζ ( c ) ≪ log X by (127) . This ensures that the truncation errors remain only logarithmic in size. Define the truncated Perron kernel
K T ( u ) : = 1 2 π i ∫ c − i T c + i T u s d s s . K_T(u) := \frac{1}{2\pi i}\int_{c-iT}^{c+iT}u^s\frac{ds}{s}. K T ( u ) := 2 π i 1 ∫ c − i T c + i T u s s d s .
Then
1 2 π i ∫ c − i T c + i T ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s = ∑ n = 1 ∞ Λ ∗ k ( n ) [ K T ( x + H n ) − K T ( x n ) ] . (193) \frac{1}{2\pi i}\int_{c-iT}^{c+iT}\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds=\sum_{n=1}^{\infty}\Lambda^{*k}(n)\left[K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)\right]. \tag*{(193)} 2 π i 1 ∫ c − i T c + i T ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s = n = 1 ∑ ∞ Λ ∗ k ( n ) [ K T ( n x + H ) − K T ( n x ) ] . (193)
By Lemma 3.2, equivalently by the usual truncated Perron kernel estimate,
K T ( u ) = 1 u > 1 + O ( u c min { 1 , 1 T ∣ log u ∣ } ) . (194) K_T(u)=1_{u>1}+O\left(u^c\min\left\{1,\frac{1}{T|\log u|}\right\}\right). \tag*{(194)} K T ( u ) = 1 u > 1 + O ( u c min { 1 , T ∣ log u ∣ 1 } ) . (194)
This means
K T ( x + H n ) − K T ( x n ) K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right) K T ( n x + H ) − K T ( n x )
approximates the indicator of x < n ≤ x + H x<n\le x+H x < n ≤ x + H . Note that this is a direct short-interval use of Perron’s formula; we do not apply Perron’s formula separately at x x x and at x + H x+H x + H . As the estimate (194) measures the error made by replacing the sharp cutoff 1 u > 1 1_{u>1} 1 u > 1 with the truncated Perron kernel K T ( u ) K_T(u) K T ( u ) , we choose height T T T large enough so that the averaged pointwise error contribution to V ~ g , k ( X , H ) \widetilde{V}_{g,k}(X,H) V g , k ( X , H ) is negligible. We define the height
T = X 1 + ϵ H , T=\frac{X^{1+\epsilon}}{\sqrt{H}}, T = H X 1 + ϵ ,
and choose ϵ > 0 \epsilon>0 ϵ > 0 so that, after division by H X HX H X , the mean-square Perron truncation error is o ( ( log ( X 1 / α ) ) 2 k − 1 ) o((\log(X^{1/\alpha}))^{2k-1}) o (( log ( X 1/ α ) ) 2 k − 1 ) , as required in (192) . More precisely, since H = X 1 − 1 / α H=X^{1-1/\alpha} H = X 1 − 1/ α , the condition X T H = o ( 1 ) \frac{X}{TH}=o(1) T H X = o ( 1 ) is equivalent to
X 1 2 α − 1 2 − ϵ = o ( 1 ) . X^{\frac{1}{2\alpha}-\frac{1}{2}-\epsilon}=o(1). X 2 α 1 − 2 1 − ϵ = o ( 1 ) .
Thus it is enough to assume ϵ > max { 0 , 1 2 α − 1 2 } \epsilon>\max\left\{0,\frac{1}{2\alpha}-\frac{1}{2}\right\} ϵ > max { 0 , 2 α 1 − 2 1 } . The only range in which the estimate (194) requires care is the range where one of the arguments of K T K_T K T may be close to the transition point u = 1 u=1 u = 1 . On the support of g ( x / X ) g(x/X) g ( x / X ) , we have x ∈ [ X / 2 , 4 X ] x\in[X/2,4X] x ∈ [ X /2 , 4 X ] which means x ≍ X x\asymp X x ≍ X . Since H = o ( X ) H=o(X) H = o ( X ) , the interval ( x , x + H ] (x,x+H] ( x , x + H ] lies in a constant multiple of X X X . Hence every integer n n n that satisfies
x < n ≤ x + H , x<n\le x+H, x < n ≤ x + H ,
must also satisfy
A X ≤ n ≤ B X AX\le n\le BX A X ≤ n ≤ B X
for suitable fixed constants A , B > 0 A,B>0 A , B > 0 , depending only on supp g \operatorname{supp}g supp g . We call n ∈ [ A X , B X ] n\in[AX,BX] n ∈ [ A X , B X ] the near range and its complement the outer range. Subtracting (17) from the truncated Perron expression in (193) and splitting the resulting sum into the near and outer ranges gives
1 2 π i ∫ c − i T c + i T ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s − Ψ k ( x ; H ) = E n e a r ( x ) + E o u t ( x ) , \frac{1}{2\pi i}\int_{c-iT}^{c+iT}\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds-\Psi_k(x;H)=\mathcal{E}_{\mathrm{near}}(x)+\mathcal{E}_{\mathrm{out}}(x), 2 π i 1 ∫ c − i T c + i T ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s − Ψ k ( x ; H ) = E near ( x ) + E out ( x ) ,
where
E n e a r ( x ) : = ∑ n ∈ [ A X , B X ] Λ ∗ k ( n ) [ K T ( x + H n ) − K T ( x n ) − 1 { x < n ≤ x + H } ] . (195) \mathcal{E}_{\mathrm{near}}(x):=\sum_{n\in[AX,BX]}\Lambda^{*k}(n)\left[K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)-1_{\{x<n\le x+H\}}\right]. \tag*{(195)} E near ( x ) := n ∈ [ A X , B X ] ∑ Λ ∗ k ( n ) [ K T ( n x + H ) − K T ( n x ) − 1 { x < n ≤ x + H } ] . (195)
and
E o u t ( x ) : = ∑ n ∉ [ A X , B X ] Λ ∗ k ( n ) [ K T ( x + H n ) − K T ( x n ) ] . (196) \mathcal{E}_{\mathrm{out}}(x):=\sum_{n\notin[AX,BX]}\Lambda^{*k}(n)\left[K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)\right]. \tag*{(196)} E out ( x ) := n ∈ / [ A X , B X ] ∑ Λ ∗ k ( n ) [ K T ( n x + H ) − K T ( n x ) ] . (196)
In the outer range, the indicator 1 x < n ≤ x + H \mathbf{1}_{x<n\leq x+H} 1 x < n ≤ x + H is zero, and the ratios x / n x/n x / n and ( x + H ) / n (x+H)/n ( x + H ) / n are bounded away from 1. Hence the Perron kernel estimate gives
∣ K T ( x + H n ) − K T ( x n ) ∣ ≪ 1 T [ ( x + H n ) c + ( x n ) c ] ≪ X c T n c , \left|K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)\right|\ll\frac{1}{T}\left[\left(\frac{x+H}{n}\right)^c+\left(\frac{x}{n}\right)^c\right]\ll\frac{X^c}{Tn^c}, K T ( n x + H ) − K T ( n x ) ≪ T 1 [ ( n x + H ) c + ( n x ) c ] ≪ T n c X c ,
using (194) for the outer range. By the triangle inequality and the preceding estimate,
∣ E o u t ( x ) ∣ ≤ ∑ n ∉ [ A X , B X ] Λ ∗ k ( n ) ∣ K T ( x + H n ) − K T ( x n ) ∣ ≪ X c T ∑ n ∉ [ A X , B X ] Λ ∗ k ( n ) n c ≤ X c T ∑ n = 1 ∞ Λ ∗ k ( n ) n c . \begin{aligned}
|\mathcal{E}_{\mathrm{out}}(x)|&\leq\sum_{n\notin[AX,BX]}\Lambda^{*k}(n)\left|K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)\right|\\
&\ll\frac{X^c}{T}\sum_{n\notin[AX,BX]}\frac{\Lambda^{*k}(n)}{n^c}\\
&\leq\frac{X^c}{T}\sum_{n=1}^{\infty}\frac{\Lambda^{*k}(n)}{n^c}.
\end{aligned} ∣ E out ( x ) ∣ ≤ n ∈ / [ A X , B X ] ∑ Λ ∗ k ( n ) K T ( n x + H ) − K T ( n x ) ≪ T X c n ∈ / [ A X , B X ] ∑ n c Λ ∗ k ( n ) ≤ T X c n = 1 ∑ ∞ n c Λ ∗ k ( n ) .
Since Λ ∗ k ( n ) ≥ 0 \Lambda^{*k}(n)\geq0 Λ ∗ k ( n ) ≥ 0 and c = 1 + 1 / log X c=1+1/\log X c = 1 + 1/ log X ,
∑ n = 1 ∞ Λ ∗ k ( n ) n c = ( ∑ n = 1 ∞ Λ ( n ) n c ) k = ( − ζ ′ ζ ( c ) ) k ≪ k ( log X ) k , \sum_{n=1}^{\infty}\frac{\Lambda^{*k}(n)}{n^c}=\left(\sum_{n=1}^{\infty}\frac{\Lambda(n)}{n^c}\right)^k=\left(-\frac{\zeta'}{\zeta}(c)\right)^k\ll_k(\log X)^k, n = 1 ∑ ∞ n c Λ ∗ k ( n ) = ( n = 1 ∑ ∞ n c Λ ( n ) ) k = ( − ζ ζ ′ ( c ) ) k ≪ k ( log X ) k ,
as in (128) . The approximation in (193) will be inserted into the weighted mean square (191) . For δ : = X / T \delta:=X/T δ := X / T , the outer-range error and its contribution to (191) are bounded by
E o u t ( x ) ≪ k δ ( log X ) k , ∫ R g ( x X ) ∣ E o u t ( x ) ∣ 2 d x ≪ k X δ 2 ( log X ) 2 k . \mathcal{E}_{\mathrm{out}}(x)\ll_k\delta(\log X)^k,\qquad\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|\mathcal{E}_{\mathrm{out}}(x)|^2\,dx\ll_k X\delta^2(\log X)^{2k}. E out ( x ) ≪ k δ ( log X ) k , ∫ R g ( X x ) ∣ E out ( x ) ∣ 2 d x ≪ k X δ 2 ( log X ) 2 k .
It remains to handle the near range n ≍ X n\asymp X n ≍ X . There, the Perron kernel estimate gives
∣ K T ( x + H n ) − K T ( x n ) − 1 x < n ≤ x + H ∣ ≪ min { 1 , δ ∣ x − n ∣ } + min { 1 , δ ∣ x + H − n ∣ } . (197) \left|K_T\left(\frac{x+H}{n}\right)-K_T\left(\frac{x}{n}\right)-\mathbf{1}_{x<n\leq x+H}\right|\ll\min\left\{1,\frac{\delta}{|x-n|}\right\}+\min\left\{1,\frac{\delta}{|x+H-n|}\right\}. \tag*{(197)} K T ( n x + H ) − K T ( n x ) − 1 x < n ≤ x + H ≪ min { 1 , ∣ x − n ∣ δ } + min { 1 , ∣ x + H − n ∣ δ } . (197)
The near-range error arises from the truncated Perron kernel being least accurate near the jump points of the approximations for the two indicators 1 n ≤ x \mathbf{1}_{n\leq x} 1 n ≤ x and 1 n ≤ x + H \mathbf{1}_{n\leq x+H} 1 n ≤ x + H . Thus the error is controlled by two boundary kernels, one measuring the distance from x = n x=n x = n and the other from x = n − H x=n-H x = n − H . Set
K δ ( y ) : = { min { 1 , δ ∣ y ∣ } , y ≠ 0 , 1 , y = 0. \mathcal{K}_{\delta}(y):=\begin{cases}\min\left\{1,\dfrac{\delta}{|y|}\right\},&y\ne0,\\1,&y=0.\end{cases} K δ ( y ) := ⎩ ⎨ ⎧ min { 1 , ∣ y ∣ δ } , 1 , y = 0 , y = 0.
Using (197) , E n e a r ( x ) \mathcal{E}_{\mathrm{near}}(x) E near ( x ) as defined in (195) and the triangle inequality, we have
∣ E n e a r ( x ) ∣ ≪ ∑ n ≍ X Λ ∗ k ( n ) K δ ( x − n ) + ∑ n ≍ X Λ ∗ k ( n ) K δ ( x + H − n ) . |\mathcal{E}_{\mathrm{near}}(x)|\ll\sum_{n\asymp X}\Lambda^{*k}(n)\mathcal{K}_{\delta}(x-n)+\sum_{n\asymp X}\Lambda^{*k}(n)\mathcal{K}_{\delta}(x+H-n). ∣ E near ( x ) ∣ ≪ n ≍ X ∑ Λ ∗ k ( n ) K δ ( x − n ) + n ≍ X ∑ Λ ∗ k ( n ) K δ ( x + H − n ) .
These are the two boundary contributions, centred respectively at x = n x=n x = n and x = n − H x=n-H x = n − H . It is enough to estimate the first, since the second is handled identically after translating x x x by H H H . Uniformly for n ≍ X n\asymp X n ≍ X and x ≍ X x\asymp X x ≍ X , respectively, we have
∫ x ≍ X K δ ( x − n ) d x ≪ δ log X , ∑ n ≍ X K δ ( x − n ) ≪ ( 1 + δ ) log X . \int_{x\asymp X}\mathcal{K}_{\delta}(x-n)\,dx\ll\delta\log X,\qquad\sum_{n\asymp X}\mathcal{K}_{\delta}(x-n)\ll(1+\delta)\log X. ∫ x ≍ X K δ ( x − n ) d x ≪ δ log X , n ≍ X ∑ K δ ( x − n ) ≪ ( 1 + δ ) log X .
By (126) , together with the standard estimate ∑ n ≤ Y d k ( n ) 2 ≪ k Y ( log Y ) k 2 − 1 \sum_{n\leq Y}d_k(n)^2\ll_kY(\log Y)^{k^2-1} ∑ n ≤ Y d k ( n ) 2 ≪ k Y ( log Y ) k 2 − 1 as stated in [21 §1.6, (1.80)] , we obtain
∑ n ≤ Y ∣ Λ ∗ k ( n ) ∣ 2 ≪ k Y ( log Y ) B k (198) \sum_{n\leq Y}|\Lambda^{*k}(n)|^2\ll_kY(\log Y)^{B_k} \tag*{(198)} n ≤ Y ∑ ∣ Λ ∗ k ( n ) ∣ 2 ≪ k Y ( log Y ) B k (198)
for some constant B k > 0 B_k > 0 B k > 0 . By the Schur test [17 Theorem 5.2, p. 22] , applied with counting measure in n n n and Lebesgue measure in x x x , we obtain
∫ R ∣ g ( x X ) ∣ ∣ ∑ n ≍ X Λ ∗ k ( n ) K δ ( x − n ) ∣ 2 d x \int_{\mathbb{R}} \left|g\left(\frac{x}{X}\right)\right| \left|\sum_{n\asymp X} \Lambda^{*k}(n)\mathcal{K}_{\delta}(x-n)\right|^2 dx ∫ R g ( X x ) n ≍ X ∑ Λ ∗ k ( n ) K δ ( x − n ) 2 d x
≪ g ( sup x ≍ X ∑ n ≍ X K δ ( x − n ) ) ( sup n ≍ X ∫ x ≍ X K δ ( x − n ) d x ) ∑ n ≍ X ∣ Λ ∗ k ( n ) ∣ 2 ≪ ( 1 + δ ) log X ⋅ δ log X ∑ n ≍ X ∣ Λ ∗ k ( n ) ∣ 2 \begin{aligned}
\ll_g \left(\sup_{x\asymp X}\sum_{n\asymp X}\mathcal{K}_{\delta}(x-n)\right)\left(\sup_{n\asymp X}\int_{x\asymp X}\mathcal{K}_{\delta}(x-n)\,dx\right)\sum_{n\asymp X}|\Lambda^{*k}(n)|^2 \\
&\ll(1+\delta)\log X\cdot\delta\log X\sum_{n\asymp X}|\Lambda^{*k}(n)|^2
\end{aligned} ≪ g ( x ≍ X sup n ≍ X ∑ K δ ( x − n ) ) ( n ≍ X sup ∫ x ≍ X K δ ( x − n ) d x ) n ≍ X ∑ ∣ Λ ∗ k ( n ) ∣ 2 ≪ ( 1 + δ ) log X ⋅ δ log X n ≍ X ∑ ∣ Λ ∗ k ( n ) ∣ 2
≪ k X ( δ + δ 2 ) ( log X ) B k , \ll_k X(\delta+\delta^2)(\log X)^{B_k}, ≪ k X ( δ + δ 2 ) ( log X ) B k ,
where in the last line we applied (198) and also enlarged B k B_k B k . Similarly,
∫ R ∣ g ( x X ) ∣ ∣ ∑ n ≍ X Λ ∗ k ( n ) K δ ( x + H − n ) ∣ 2 d x ≪ k X ( δ + δ 2 ) ( log X ) B k . \int_{\mathbb{R}} \left|g\left(\frac{x}{X}\right)\right| \left|\sum_{n\asymp X} \Lambda^{*k}(n)\mathcal{K}_{\delta}(x+H-n)\right|^2 dx \ll_k X(\delta+\delta^2)(\log X)^{B_k}. ∫ R g ( X x ) n ≍ X ∑ Λ ∗ k ( n ) K δ ( x + H − n ) 2 d x ≪ k X ( δ + δ 2 ) ( log X ) B k .
Collectively, this leads to
∫ R ∣ g ( x X ) ∣ ∣ Ψ k ( x ; H ) − 1 2 π i ∫ c − i T c + i T ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s ∣ 2 d x ≪ k X ( δ + δ 2 ) ( log X ) B k . \int_{\mathbb{R}} \left|g\left(\frac{x}{X}\right)\right|\left|\Psi_k(x;H)-\frac{1}{2\pi i}\int_{c-iT}^{c+iT}\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds\right|^2 dx \ll_k X(\delta+\delta^2)(\log X)^{B_k}. ∫ R g ( X x ) Ψ k ( x ; H ) − 2 π i 1 ∫ c − i T c + i T ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s 2 d x ≪ k X ( δ + δ 2 ) ( log X ) B k .
Dividing through by H X HX H X , and using δ = X T = H X − ϵ \delta=\frac{X}{T}=\sqrt{H}X^{-\epsilon} δ = T X = H X − ϵ , we get
1 H X ∫ R ∣ g ( x X ) ∣ ∣ Ψ k ( x ; H ) − 1 2 π i ∫ c − i T c + i T ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s ∣ 2 d x = o ( ( log X ) 2 k − 1 ) . \frac{1}{HX}\int_{\mathbb{R}} \left|g\left(\frac{x}{X}\right)\right|\left|\Psi_k(x;H)-\frac{1}{2\pi i}\int_{c-iT}^{c+iT}\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds\right|^2 dx=o\left((\log X)^{2k-1}\right). H X 1 ∫ R g ( X x ) Ψ k ( x ; H ) − 2 π i 1 ∫ c − i T c + i T ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s 2 d x = o ( ( log X ) 2 k − 1 ) .
We next shift from the line R e s = c \mathop{\mathrm{Re}}s=c Re s = c to R e s = σ ∗ = 1 2 + 1 log T \mathop{\mathrm{Re}}s=\sigma_*=\frac{1}{2}+\frac{1}{\log T} Re s = σ ∗ = 2 1 + l o g T 1 . Assuming RH, the poles of − ζ ′ / ζ ( s ) -\zeta'/\zeta(s) − ζ ′ / ζ ( s ) coming from non-trivial zeros of ζ ( s ) \zeta(s) ζ ( s ) lie on R e s = 1 / 2 \mathop{\mathrm{Re}}s=1/2 Re s = 1/2 , and are therefore not crossed. The only pole crossed is at s = 1 s=1 s = 1 , giving
1 2 π i ∫ c − i T c + i T ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s = R e s s = 1 [ ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s ] (199) \frac{1}{2\pi i}\int_{c-iT}^{c+iT}\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds=\mathop{\mathrm{Res}}_{s=1}\left[\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\right] \tag*{(199)} 2 π i 1 ∫ c − i T c + i T ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s = Res s = 1 [ ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s ] (199)
+ P k ( x ; H ) + R h o r ( x ) , \qquad+\mathcal{P}_k(x;H)+R_{\mathrm{hor}}(x), + P k ( x ; H ) + R hor ( x ) ,
where
P k ( x ; H ) : = 1 2 π ∫ − T T ( − ζ ′ ζ ( σ ∗ + i t ) ) k ( x + H ) σ ∗ + i t − x σ ∗ + i t σ ∗ + i t d t , (200) \mathcal{P}_k(x;H):=\frac{1}{2\pi}\int_{-T}^{T}\left(-\frac{\zeta'}{\zeta}(\sigma_*+it)\right)^k\frac{(x+H)^{\sigma_*+it}-x^{\sigma_*+it}}{\sigma_*+it}\,dt, \tag*{(200)} P k ( x ; H ) := 2 π 1 ∫ − T T ( − ζ ζ ′ ( σ ∗ + i t ) ) k σ ∗ + i t ( x + H ) σ ∗ + i t − x σ ∗ + i t d t , (200)
and
R h o r ( x ) : = 1 2 π i ( ∫ σ ∗ + i T c + i T + ∫ c − i T σ ∗ − i T ) ( − ζ ′ ζ ( s ) ) k ( x + H ) s − x s s d s . (201) R_{\mathrm{hor}}(x):=\frac{1}{2\pi i}\left(\int_{\sigma_*+iT}^{c+iT}+\int_{c-iT}^{\sigma_*-iT}\right)\left(-\frac{\zeta'}{\zeta}(s)\right)^k\frac{(x+H)^s-x^s}{s}\,ds. \tag*{(201)} R hor ( x ) := 2 π i 1 ( ∫ σ ∗ + i T c + i T + ∫ c − i T σ ∗ − i T ) ( − ζ ζ ′ ( s ) ) k s ( x + H ) s − x s d s . (201)
We now bound the horizontal contribution R h o r R_{\mathrm{hor}} R hor . On the horizontal sides s = σ ± i T s=\sigma\pm iT s = σ ± i T , with σ ∗ ≤ σ ≤ c \sigma_*\leq\sigma\leq c σ ∗ ≤ σ ≤ c , the standard RH bound in (136) gives ζ ′ ( s ) / ζ ( s ) ≪ ( log T ) 2 \zeta'(s)/\zeta(s)\ll(\log T)^2 ζ ′ ( s ) / ζ ( s ) ≪ ( log T ) 2 . For x ≍ X x\asymp X x ≍ X , we have
∣ ( x + H ) s − x s s ∣ ≪ min { H X σ − 1 , X σ T } . (202) \left|\frac{(x+H)^s-x^s}{s}\right|\ll\min\left\{HX^{\sigma-1},\frac{X^\sigma}{T}\right\}. \tag*{(202)} s ( x + H ) s − x s ≪ min { H X σ − 1 , T X σ } . (202)
The first bound follows from ( x + H ) s − x s s = ∫ x x + H u s − 1 d u \frac{(x+H)^s-x^s}{s}=\int_x^{x+H}u^{s-1}\,du s ( x + H ) s − x s = ∫ x x + H u s − 1 d u while the second follows from the triangle inequality and ∣ s ∣ ≍ T |s|\asymp T ∣ s ∣ ≍ T . Since X / ( T H ) = o ( 1 ) X/(TH)=o(1) X / ( T H ) = o ( 1 ) , the second term is the smaller one for all sufficiently large X X X . This means that each horizontal side is
≪ ∫ σ ∗ c ( log T ) 2 k X σ T d σ ≪ X T ( log T ) 2 k + 1 . \ll\int_{\sigma_*}^{c}(\log T)^{2k}\frac{X^\sigma}{T}\,d\sigma\ll\frac{X}{T}(\log T)^{2k+1}. ≪ ∫ σ ∗ c ( log T ) 2 k T X σ d σ ≪ T X ( log T ) 2 k + 1 .
Therefore
1 H X ∫ R g ( x X ) ∣ R h o r ( x ) ∣ 2 d x ≪ 1 H ( X T ) 2 ( log T ) 4 k + 2 = X − 2 ε ( log T ) 4 k + 2 = o ( ( log X ) 2 k − 1 ) . \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|R_{\mathrm{hor}}(x)|^2\,dx\ll\frac{1}{H}\left(\frac{X}{T}\right)^2(\log T)^{4k+2}=X^{-2\varepsilon}(\log T)^{4k+2}=o\left((\log X)^{2k-1}\right). H X 1 ∫ R g ( X x ) ∣ R hor ( x ) ∣ 2 d x ≪ H 1 ( T X ) 2 ( log T ) 4 k + 2 = X − 2 ε ( log T ) 4 k + 2 = o ( ( log X ) 2 k − 1 ) .
The remainder R ( x ) R(x) R ( x ) combines the horizontal-contour error R h o r ( x ) R_{\mathrm{hor}}(x) R hor ( x ) with the difference between Ψ k \Psi_k Ψ k and the truncated Perron integral. From the definition of Δ k ( x ; H ) \Delta_k(x;H) Δ k ( x ; H ) and using (199) , we obtain
Δ k ( x ; H ) = P k ( x ; H ) + R ( x ) , (203) \Delta_k(x;H)=\mathcal{P}_k(x;H)+R(x), \tag*{(203)} Δ k ( x ; H ) = P k ( x ; H ) + R ( x ) , (203)
where
1 H X ∫ R g ( x X ) ∣ R ( x ) ∣ 2 d x = o ( ( log X ) 2 k − 1 ) . (204) \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|R(x)|^2\,dx=o\left((\log X)^{2k-1}\right). \tag*{(204)} H X 1 ∫ R g ( X x ) ∣ R ( x ) ∣ 2 d x = o ( ( log X ) 2 k − 1 ) . (204)
To pass from Δ k \Delta_k Δ k to P k \mathcal{P}_k P k inside the variance, we use
∣ Δ k ∣ 2 = ∣ P k ∣ 2 + 2 ℜ ( P k R ‾ ) + ∣ R ∣ 2 . |\Delta_k|^2=|\mathcal{P}_k|^2+2\Re(\mathcal{P}_k\overline{R})+|R|^2. ∣ Δ k ∣ 2 = ∣ P k ∣ 2 + 2ℜ ( P k R ) + ∣ R ∣ 2 .
Due to (204) , the term involving ∣ R ∣ 2 |R|^2 ∣ R ∣ 2 is negligible. For the cross-term, we use the Cauchy-Schwarz inequality
∣ 1 H X ∫ R g ( x X ) P k ( x ; H ) R ( x ) ‾ d x ∣ ≤ ( 1 H X ∫ R g ( x X ) ∣ P k ( x ; H ) ∣ 2 d x ) 1 / 2 ( 1 H X ∫ R g ( x X ) ∣ R ( x ) ∣ 2 d x ) 1 / 2 . (205) \begin{aligned}
\left|\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\mathcal{P}_k(x;H)\overline{R(x)}\,dx\right| \\
&\le\left(\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|\mathcal{P}_k(x;H)|^2\,dx\right)^{1/2}\left(\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|R(x)|^2\,dx\right)^{1/2}. \tag*{(205)}
\end{aligned} H X 1 ∫ R g ( X x ) P k ( x ; H ) R ( x ) d x ≤ ( H X 1 ∫ R g ( X x ) ∣ P k ( x ; H ) ∣ 2 d x ) 1/2 ( H X 1 ∫ R g ( X x ) ∣ R ( x ) ∣ 2 d x ) 1/2 . (205)
We now turn to the mean square of P k \mathcal{P}_k P k , the analysis of which serves two purposes. First, the subsequent tail estimates and central-range evaluation isolate the contributions to the main asymptotic for V ~ g , k ( X , H ) \widetilde{V}_{g,k}(X,H) V g , k ( X , H ) ; second, it supplies the bound
1 H X ∫ R g ( x X ) ∣ P k ( x ; H ) ∣ 2 d x ≪ ( log X ) 2 k − 1 , \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|\mathcal{P}_k(x;H)|^2\,dx\ll(\log X)^{2k-1}, H X 1 ∫ R g ( X x ) ∣ P k ( x ; H ) ∣ 2 d x ≪ ( log X ) 2 k − 1 ,
needed to dispose of the cross-term in (205) . Once this has been proven, the replacement of Δ k \Delta_k Δ k by P k \mathcal{P}_k P k in the variance, at leading order, follows from (204) . Thus, the reduction we aim to prove is
V ~ g , k ( X , H ) = 1 H X ∫ R g ( x X ) ∣ 1 2 π ∫ − T T ( − ζ ′ ζ ( σ ∗ + i t ) ) k ( x + H ) σ ∗ + i t − x σ ∗ + i t σ ∗ + i t d t ∣ 2 d x \widetilde{V}_{g,k}(X,H)=\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\left|\frac{1}{2\pi}\int_{-T}^{T}\left(-\frac{\zeta'}{\zeta}(\sigma_*+it)\right)^k\frac{(x+H)^{\sigma_*+it}-x^{\sigma_*+it}}{\sigma_*+it}\,dt\right|^2dx V g , k ( X , H ) = H X 1 ∫ R g ( X x ) 2 π 1 ∫ − T T ( − ζ ζ ′ ( σ ∗ + i t ) ) k σ ∗ + i t ( x + H ) σ ∗ + i t − x σ ∗ + i t d t 2 d x
+ o ( ( log X ) 2 k − 1 ) . (206) \qquad+o\left((\log X)^{2k-1}\right). \tag*{(206)} + o ( ( log X ) 2 k − 1 ) . (206)
To isolate the main contribution to the mean square in (206) , set
Z : = ( log log X ) A , A > 2. Z:=(\log\log X)^A,\qquad A>2. Z := ( log log X ) A , A > 2.
We shall show that, after normalisation by H X HX H X , only the portion of the t t t -integral within X H Z ≤ ∣ t ∣ ≤ X Z H \frac{X}{HZ}\le|t|\le\frac{XZ}{H} H Z X ≤ ∣ t ∣ ≤ H X Z contributes to the leading term. Divide the excluded range into
E 1 : = [ 0 , X H Z ] , E 2 : = [ X Z H , X Z H log T ] , E 3 : = [ X Z H log T , T ] . E_1:=\left[0,\frac{X}{HZ}\right],\qquad E_2:=\left[\frac{XZ}{H},\frac{XZ}{H}\log T\right],\qquad E_3:=\left[\frac{XZ}{H}\log T,T\right]. E 1 := [ 0 , H Z X ] , E 2 := [ H X Z , H X Z log T ] , E 3 := [ H X Z log T , T ] .
The choice of ε \varepsilon ε gives
( Z / h ) log T T = Z log T X ε H = o ( 1 ) , \frac{(Z/h)\log T}{T}=\frac{Z\log T}{X^{\varepsilon}\sqrt{H}}=o(1), T ( Z / h ) log T = X ε H Z log T = o ( 1 ) ,
so these ranges are contained in [ 0 , T ] [0,T] [ 0 , T ] for all sufficiently large X X X . We will show that these regions offer a negligible contribution, i.e.
1 H X ∫ R g ( x X ) ∣ 1 2 π ∫ ∣ t ∣ ∈ E 1 ∪ E 2 ∪ E 3 ( − ζ ′ ζ ( σ ∗ + i t ) ) k ( x + H ) σ ∗ + i t − x σ ∗ + i t σ ∗ + i t d t ∣ 2 d x = o ( ( log X ) 2 k − 1 ) . (207) \begin{aligned}
\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\left|\frac{1}{2\pi}\int_{|t|\in E_1\cup E_2\cup E_3}\left(-\frac{\zeta'}{\zeta}(\sigma_*+it)\right)^k\frac{(x+H)^{\sigma_*+it}-x^{\sigma_*+it}}{\sigma_*+it}\,dt\right|^2dx \\
&=o\left((\log X)^{2k-1}\right). \tag*{(207)}
\end{aligned} H X 1 ∫ R g ( X x ) 2 π 1 ∫ ∣ t ∣ ∈ E 1 ∪ E 2 ∪ E 3 ( − ζ ζ ′ ( σ ∗ + i t ) ) k σ ∗ + i t ( x + H ) σ ∗ + i t − x σ ∗ + i t d t 2 d x = o ( ( log X ) 2 k − 1 ) . (207)
Using a Saffari–Vaughan-type reduction, i.e. proceeding as in [29 Page 25] (see also [26 Page 5] , [3 Page 12] ), it is enough for (207) to prove
X 2 / log T H ∫ R g ( x X ) ∣ 1 2 π ∫ ∣ t ∣ ∈ E 1 ∪ E 2 ∪ E 3 ( − ζ ′ ζ ( σ ∗ + i t ) ) k x i t ( 1 + u ) σ ∗ + i t − 1 σ ∗ + i t d t ∣ 2 d x = o ( ( log X ) 2 k − 1 ) (208) \frac{X^{2/\log T}}{H}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\left|\frac{1}{2\pi}\int_{|t|\in E_{1}\cup E_{2}\cup E_{3}}\left(-\frac{\zeta'}{\zeta}(\sigma_{*}+it)\right)^{k}x^{it}\frac{(1+u)^{\sigma_{*}+it}-1}{\sigma_{*}+it}\,dt\right|^{2}dx
= o\left((\log X)^{2k-1}\right) \tag*{(208)} H X 2/ l o g T ∫ R g ( X x ) 2 π 1 ∫ ∣ t ∣ ∈ E 1 ∪ E 2 ∪ E 3 ( − ζ ζ ′ ( σ ∗ + i t ) ) k x i t σ ∗ + i t ( 1 + u ) σ ∗ + i t − 1 d t 2 d x = o ( ( log X ) 2 k − 1 ) (208)
uniformly for all u ≪ H / X u \ll H/X u ≪ H / X . Note that this reduction is beneficial for giving upper bounds on the ∣ t ∣ ∈ [ 0 , X H Z ] ∪ [ X Z H , T ] |t| \in\left[0,\frac{X}{HZ}\right]\cup\left[\frac{XZ}{H},T\right] ∣ t ∣ ∈ [ 0 , H Z X ] ∪ [ H X Z , T ] regions; for the exact asymptotic in the central range ∣ t ∣ ∈ [ X H Z , X Z H ] |t| \in\left[\frac{X}{HZ},\frac{XZ}{H}\right] ∣ t ∣ ∈ [ H Z X , H X Z ] obtained in § 3.10 , we will continue with the exact kernel. Expanding the squared modulus in (208) gives a double integral in variables t 1 , t 2 t_{1},t_{2} t 1 , t 2 . After setting s = t 1 − t 2 s=t_{1}-t_{2} s = t 1 − t 2 and z = t 1 z=t_{1} z = t 1 , we have
X 1 + 2 / log T H ( 2 π ) 2 ∭ ∣ z ∣ , ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 X i s g ^ ( 1 + i s ) ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ + i ( s − z ) ) ) k ( ( 1 + u ) σ ∗ + i z − 1 ) ( ( 1 + u ) σ ∗ + i ( s − z ) − 1 ) ( σ ∗ + i z ) ( σ ∗ + i ( s − z ) ) d z d s . (209) \frac{X^{1+2/\log T}}{H(2\pi)^{2}}\iiint_{|z|,\,|z-s|\in E_{1}\cup E_{2}\cup E_{3}}X^{is}\widehat{g}(1+is)
\left(-\frac{\zeta'}{\zeta}(\sigma_{*}+iz)\right)^{k}
\left(-\frac{\zeta'}{\zeta}(\sigma_{*}+i(s-z))\right)^{k}
\frac{\left((1+u)^{\sigma_{*}+iz}-1\right)\left((1+u)^{\sigma_{*}+i(s-z)}-1\right)}{(\sigma_{*}+iz)(\sigma_{*}+i(s-z))}\,dz\,ds. \tag*{(209)} H ( 2 π ) 2 X 1 + 2/ l o g T ∭ ∣ z ∣ , ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 X i s g ( 1 + i s ) ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ + i ( s − z )) ) k ( σ ∗ + i z ) ( σ ∗ + i ( s − z )) ( ( 1 + u ) σ ∗ + i z − 1 ) ( ( 1 + u ) σ ∗ + i ( s − z ) − 1 ) d z d s . (209)
The x x x -integral is evaluated through the Mellin transform of g g g :
g ^ ( w ) : = ∫ 0 ∞ g ( v ) v w − 1 d v . (210) \widehat{g}(w):=\int_{0}^{\infty}g(v)v^{w-1}\,dv. \tag*{(210)} g ( w ) := ∫ 0 ∞ g ( v ) v w − 1 d v . (210)
After the change of variables x = X v x=Xv x = X v , we have
∫ R g ( x X ) x i s d x = X 1 + i s g ^ ( 1 + i s ) , \int_{\mathbb{R}}g\left(\frac{x}{X}\right)x^{is}\,dx=X^{1+is}\widehat{g}(1+is), ∫ R g ( X x ) x i s d x = X 1 + i s g ( 1 + i s ) ,
the difference variable s = t 1 − t 2 s=t_{1}-t_{2} s = t 1 − t 2 appears with the rapidly decaying weight g ^ ( 1 + i s ) \widehat{g}(1+is) g ( 1 + i s ) . We now obtain simple bounds for the short-interval numerator in (209) . Define h : = H X h:=\frac{H}{X} h := X H and
F ( z , s , u ) : = ( ( 1 + u ) σ ∗ + i z − 1 ) ( ( 1 + u ) σ ∗ − i z + i s − 1 ) . (211) F(z,s,u):=\left((1+u)^{\sigma_{*}+iz}-1\right)\left((1+u)^{\sigma_{*}-iz+is}-1\right). \tag*{(211)} F ( z , s , u ) := ( ( 1 + u ) σ ∗ + i z − 1 ) ( ( 1 + u ) σ ∗ − i z + i s − 1 ) . (211)
The identity ( 1 + u ) w − 1 = w ∫ 0 u ( 1 + r ) w − 1 d r (1+u)^{w}-1=w\int_{0}^{u}(1+r)^{w-1}\,dr ( 1 + u ) w − 1 = w ∫ 0 u ( 1 + r ) w − 1 d r implies that
∣ ( 1 + u ) w − 1 w ∣ ≤ ∫ 0 u ( 1 + r ) σ ∗ − 1 d r ≪ u . \left|\frac{(1+u)^{w}-1}{w}\right|\leq\int_{0}^{u}(1+r)^{\sigma_{*}-1}\,dr\ll u. w ( 1 + u ) w − 1 ≤ ∫ 0 u ( 1 + r ) σ ∗ − 1 d r ≪ u .
On the other hand, we have
∣ ( 1 + u ) w − 1 w ∣ ≤ ( 1 + u ) σ ∗ + 1 ∣ w ∣ ≪ ∣ w ∣ − 1 , \left|\frac{(1+u)^{w}-1}{w}\right|\leq\frac{(1+u)^{\sigma_{*}}+1}{|w|}\ll|w|^{-1}, w ( 1 + u ) w − 1 ≤ ∣ w ∣ ( 1 + u ) σ ∗ + 1 ≪ ∣ w ∣ − 1 ,
because u ≪ h = o ( 1 ) u\ll h=o(1) u ≪ h = o ( 1 ) and σ ∗ \sigma_{*} σ ∗ remains bounded. Combining these two bounds yields
∣ ( 1 + u ) w − 1 w ∣ ≪ min ( u , ∣ w ∣ − 1 ) , 0 ≤ u ≪ h , \left|\frac{(1+u)^{w}-1}{w}\right|\ll\min(u,|w|^{-1}),\qquad0\leq u\ll h, w ( 1 + u ) w − 1 ≪ min ( u , ∣ w ∣ − 1 ) , 0 ≤ u ≪ h ,
uniformly over the w w w -interval. Consequently, if a = σ ∗ + i z a=\sigma_{*}+iz a = σ ∗ + i z and b = σ ∗ − i z + i s b=\sigma_{*}-iz+is b = σ ∗ − i z + i s , then
∣ ζ ′ ζ ( a ) ∣ k ∣ ζ ′ ζ ( b ) ∣ k ∣ F ( z , s , u ) a b ∣ ≪ ∣ ζ ′ ζ ( a ) ∣ k ∣ ζ ′ ζ ( b ) ∣ k min ( u , ∣ a ∣ − 1 ) min ( u , ∣ b ∣ − 1 ) ≪ ∣ ζ ′ ζ ( a ) ∣ 2 k min ( u 2 , ∣ a ∣ − 2 ) + ∣ ζ ′ ζ ( b ) ∣ 2 k min ( u 2 , ∣ b ∣ − 2 ) , (212) \begin{aligned}
\left|\frac{\zeta'}{\zeta}(a)\right|^{k}\left|\frac{\zeta'}{\zeta}(b)\right|^{k}\left|\frac{F(z,s,u)}{ab}\right|
\ll\left|\frac{\zeta'}{\zeta}(a)\right|^{k}\left|\frac{\zeta'}{\zeta}(b)\right|^{k}\min(u,|a|^{-1})\min(u,|b|^{-1}) \\
&\ll\left|\frac{\zeta'}{\zeta}(a)\right|^{2k}\min(u^{2},|a|^{-2})+\left|\frac{\zeta'}{\zeta}(b)\right|^{2k}\min(u^{2},|b|^{-2}), \tag*{(212)}
\end{aligned} ζ ζ ′ ( a ) k ζ ζ ′ ( b ) k ab F ( z , s , u ) ≪ ζ ζ ′ ( a ) k ζ ζ ′ ( b ) k min ( u , ∣ a ∣ − 1 ) min ( u , ∣ b ∣ − 1 ) ≪ ζ ζ ′ ( a ) 2 k min ( u 2 , ∣ a ∣ − 2 ) + ζ ζ ′ ( b ) 2 k min ( u 2 , ∣ b ∣ − 2 ) , (212)
where we used A B ≤ ( A 2 + B 2 ) / 2 AB\leq(A^{2}+B^{2})/2 A B ≤ ( A 2 + B 2 ) /2 in the last line. Before estimating separately the contributions from E 1 E_{1} E 1 , E 2 E_{2} E 2 , and E 3 E_{3} E 3 to the double integral in (209) , we first restrict this integral to cases in which t 1 t_1 t 1 and t 2 t_2 t 2 are close; this is because the rapid decay in (210) makes pairs with large ∣ t 1 − t 2 ∣ \lvert t_1-t_2\rvert ∣ t 1 − t 2 ∣ negligible. Fix η > 0 \eta>0 η > 0 and set
S : = ( log X ) η . S := (\log X)^\eta. S := ( log X ) η .
We now estimate the portion with ∣ s ∣ > S \lvert s\rvert>S ∣ s ∣ > S ; once this has been shown to be negligible, the remaining analysis may be restricted to ∣ s ∣ ≤ S \lvert s\rvert\le S ∣ s ∣ ≤ S .
Bounds on tail regions
3.9. Bounds on tail regions. Taking absolute values in (209) and applying (212) , the contribution from ∣ s ∣ > S \lvert s\rvert>S ∣ s ∣ > S is bounded by the two terms on the right-hand side of (212) . For the second term, we make the substitution y = s − z y=s-z y = s − z for each fixed s s s . This interchanges the conditions
∣ z ∣ ∈ E 1 ∪ E 2 ∪ E 3 , ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 , \lvert z\rvert\in E_1\cup E_2\cup E_3,\qquad\lvert z-s\rvert\in E_1\cup E_2\cup E_3, ∣ z ∣ ∈ E 1 ∪ E 2 ∪ E 3 , ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 ,
from (209) and transforms the second term into the first. For each fixed s s s , the substitution preserves the measure d z dz d z and interchanges the two terms. Hence their z z z -integrals are equal, and their combined contribution to the ∣ s ∣ > S \lvert s\rvert>S ∣ s ∣ > S part of (209) is twice either contribution. Since the resulting integrand is non-negative, we may omit the condition ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 \lvert z-s\rvert\in E_1\cup E_2\cup E_3 ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 and enlarge the remaining z z z -range to ∣ z ∣ ≤ T \lvert z\rvert\le T ∣ z ∣ ≤ T . After absorbing the resulting factor of 2 2 2 and using
X 1 + 2 / log T H ≍ 1 h , \frac{X^{1+2/\log T}}{H}\asymp\frac{1}{h}, H X 1 + 2/ l o g T ≍ h 1 ,
it is sufficient to prove
1 h ∫ ∣ s ∣ > S ∣ g ^ ( 1 + i s ) ∣ ∫ ∣ z ∣ ≤ T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s = o ( ( log X ) 2 k − 1 ) . (213) \frac{1}{h}\int_{\lvert s\rvert>S}\lvert\widehat{g}(1+is)\rvert\int_{\lvert z\rvert\le T}\left\lvert\frac{\zeta'}{\zeta}(\sigma_*+iz)\right\rvert^{2k}\min\left(u^2,\lvert\sigma_*+iz\rvert^{-2}\right)\,dz\,ds=o\left((\log X)^{2k-1}\right). \tag*{(213)} h 1 ∫ ∣ s ∣ > S ∣ g ( 1 + i s )∣ ∫ ∣ z ∣ ≤ T ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s = o ( ( log X ) 2 k − 1 ) . (213)
As g ∈ C ∞ ( ( 0 , ∞ ) ) g\in C^\infty((0,\infty)) g ∈ C ∞ (( 0 , ∞ )) , repeated integration by parts in the definition (210) gives
∣ g ^ ( 1 + i s ) ∣ ≪ B , g ( 1 + ∣ s ∣ ) − B (214) \lvert\widehat{g}(1+is)\rvert\ll_{B,g}(1+\lvert s\rvert)^{-B} \tag*{(214)} ∣ g ( 1 + i s )∣ ≪ B , g ( 1 + ∣ s ∣ ) − B (214)
for every B > 0 B>0 B > 0 . In particular, for B > 1 B>1 B > 1 ,
∫ R ∣ g ^ ( 1 + i s ) ∣ d s ≪ g 1 , (215) \int_{\mathbb{R}}\lvert\widehat{g}(1+is)\rvert\,ds\ll_g 1, \tag*{(215)} ∫ R ∣ g ( 1 + i s )∣ d s ≪ g 1 , (215)
and
∫ ∣ s ∣ > S ∣ g ^ ( 1 + i s ) ∣ d s ≪ B , g S 1 − B . (216) \int_{\lvert s\rvert>S}\lvert\widehat{g}(1+is)\rvert\,ds\ll_{B,g}S^{1-B}. \tag*{(216)} ∫ ∣ s ∣ > S ∣ g ( 1 + i s )∣ d s ≪ B , g S 1 − B . (216)
We first dispose of the bounded range ∣ z ∣ < 1 \lvert z\rvert<1 ∣ z ∣ < 1 . Since σ ∗ = 1 2 + 1 log T \sigma_*=\frac{1}{2}+\frac{1}{\log T} σ ∗ = 2 1 + l o g T 1 for all sufficiently large T T T , we have 1 2 < σ ∗ ≤ 3 4 \frac{1}{2}<\sigma_*\le\frac{3}{4} 2 1 < σ ∗ ≤ 4 3 . Therefore, for real z z z with ∣ z ∣ < 1 \lvert z\rvert<1 ∣ z ∣ < 1 , the point σ ∗ + i z \sigma_*+iz σ ∗ + i z lies in the fixed rectangle
{ w ∈ C : 1 2 ≤ ℜ w ≤ 3 4 , ∣ ℑ w ∣ ≤ 1 } . \left\{w\in\mathbb{C}:\frac{1}{2}\le\Re w\le\frac{3}{4},\ \lvert\Im w\rvert\le1\right\}. { w ∈ C : 2 1 ≤ ℜ w ≤ 4 3 , ∣ ℑ w ∣ ≤ 1 } .
As ζ ( w ) \zeta(w) ζ ( w ) has no zeros or poles in this rectangle, ζ ′ / ζ \zeta'/\zeta ζ ′ / ζ is continuous and bounded there. Hence
ζ ′ ζ ( σ ∗ + i z ) ≪ 1 , ∣ z ∣ < 1 , (217) \frac{\zeta'}{\zeta}(\sigma_*+iz)\ll1,\qquad\lvert z\rvert<1, \tag*{(217)} ζ ζ ′ ( σ ∗ + i z ) ≪ 1 , ∣ z ∣ < 1 , (217)
with an implied constant independent of T T T . Since min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) ≤ u 2 \min(u^2,\lvert\sigma_*+iz\rvert^{-2})\le u^2 min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) ≤ u 2 , (216) gives
1 h ∫ ∣ s ∣ > S ∣ g ^ ( 1 + i s ) ∣ ∫ ∣ z ∣ < 1 ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s ≪ B , g u 2 h S 1 − B ≪ B , g h S 1 − B , (218) \frac{1}{h}\int_{\lvert s\rvert>S}\lvert\widehat{g}(1+is)\rvert\int_{\lvert z\rvert<1}\left\lvert\frac{\zeta'}{\zeta}(\sigma_*+iz)\right\rvert^{2k}\min\left(u^2,\lvert\sigma_*+iz\rvert^{-2}\right)\,dz\,ds
\ll_{B,g}\frac{u^2}{h}S^{1-B}\ll_{B,g}hS^{1-B}, \tag*{(218)} h 1 ∫ ∣ s ∣ > S ∣ g ( 1 + i s )∣ ∫ ∣ z ∣ < 1 ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s ≪ B , g h u 2 S 1 − B ≪ B , g h S 1 − B , (218)
where u ≪ h u \ll h u ≪ h gives u 2 / h ≪ h u^2/h \ll h u 2 / h ≪ h . Since h = X − 1 / α h=X^{-1/\alpha} h = X − 1/ α and S = ( log X ) η S=(\log X)^\eta S = ( log X ) η , the last expression is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) . For the range 1 ≤ ∣ z ∣ ≤ T 1\leq|z|\leq T 1 ≤ ∣ z ∣ ≤ T , the inner integrand in (213) is even in the real variable z z z , since
∣ ζ ′ ζ ( σ ∗ − i z ) ∣ = ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ , ∣ σ ∗ − i z ∣ = ∣ σ ∗ + i z ∣ . \left|\frac{\zeta'}{\zeta}(\sigma_* - iz)\right|=\left|\frac{\zeta'}{\zeta}(\sigma_* + iz)\right|,\qquad|\sigma_* - iz|=|\sigma_*+iz|. ζ ζ ′ ( σ ∗ − i z ) = ζ ζ ′ ( σ ∗ + i z ) , ∣ σ ∗ − i z ∣ = ∣ σ ∗ + i z ∣.
Thus the positive and negative z z z -ranges contribute equally. Moreover, for z ≥ 1 z\geq1 z ≥ 1 , ∣ σ ∗ + i z ∣ − 2 ≤ z − 2 |\sigma_*+iz|^{-2}\leq z^{-2} ∣ σ ∗ + i z ∣ − 2 ≤ z − 2 and, after absorbing the factor of 2, it therefore suffices to bound
∫ 1 T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , z − 2 ) d z . (219) \int_1^T\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\min(u^2,z^{-2})\,dz. \tag*{(219)} ∫ 1 T ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , z − 2 ) d z . (219)
Define the cumulative moment
A ( Y ) : = ∫ 1 Y ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k d z . (220) A(Y):=\int_1^Y\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\,dz. \tag*{(220)} A ( Y ) := ∫ 1 Y ζ ζ ′ ( σ ∗ + i z ) 2 k d z . (220)
We claim that, uniformly for 1 ≤ Y ≤ T 1\leq Y\leq T 1 ≤ Y ≤ T ,
A ( Y ) ≪ Y ( log X ) 2 k . (221) A(Y)\ll Y(\log X)^{2k}. \tag*{(221)} A ( Y ) ≪ Y ( log X ) 2 k . (221)
The bound (42) from Proposition 2.9 holds once its height parameter is sufficiently large. We therefore fix a constant Y 0 ≥ 2 Y_0\geq2 Y 0 ≥ 2 , independent of X X X , T T T , and Y Y Y , sufficiently large that (42) is valid whenever its averaging height is at least Y 0 Y_0 Y 0 . For Y 0 ≤ Y ≤ T Y_0\leq Y\leq T Y 0 ≤ Y ≤ T , we apply (42) with averaging height Y Y Y and shifts
z ~ 1 = σ ∗ − 1 2 = 1 log T , z ~ 2 = 1 2 − σ ∗ = − 1 log T . \widetilde z_1=\sigma_*-\frac{1}{2}=\frac{1}{\log T},\qquad\widetilde z_2=\frac{1}{2}-\sigma_*=-\frac{1}{\log T}. z 1 = σ ∗ − 2 1 = log T 1 , z 2 = 2 1 − σ ∗ = − log T 1 .
Here, applying the proposition with averaging height Y Y Y means that the height parameter appearing in the proposition is replaced by Y Y Y ; the parameter T T T in σ ∗ \sigma_* σ ∗ and in the shifts above continues to denote the original Perron height. The shifts are real, and the inequality Y ≤ T Y\leq T Y ≤ T gives
0 < − R e z ~ 2 = 1 log T ≤ 3 log Y , 0 < R e ( z ~ 1 − z ~ 2 ) = 2 log T ≤ 3 log Y . 0<-\mathop{\rm Re}\widetilde z_2=\frac{1}{\log T}\leq\frac{3}{\log Y},\qquad0<\mathop{\rm Re}(\widetilde z_1-\widetilde z_2)=\frac{2}{\log T}\leq\frac{3}{\log Y}. 0 < − Re z 2 = log T 1 ≤ log Y 3 , 0 < Re ( z 1 − z 2 ) = log T 2 ≤ log Y 3 .
The non-negativity of the integrand in (220) now gives
A ( Y ) ≤ ∫ 0 Y ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k d z ≪ Y ( log Y + 1 2 log T ) 2 k ≪ Y ( log X ) 2 k , A(Y)\leq\int_0^Y\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}dz\ll Y\left(\log Y+\frac{1}{2}\log T\right)^{2k}\ll Y(\log X)^{2k}, A ( Y ) ≤ ∫ 0 Y ζ ζ ′ ( σ ∗ + i z ) 2 k d z ≪ Y ( log Y + 2 1 log T ) 2 k ≪ Y ( log X ) 2 k ,
where we use Y ≤ T Y\leq T Y ≤ T and log T ≍ log X \log T\asymp\log X log T ≍ log X . We next cover the bounded range 1 ≤ Y ≤ Y 0 1\leq Y\leq Y_0 1 ≤ Y ≤ Y 0 , where the asymptotic proposition is not required. The standard local partial-fraction expansion for ζ ′ / ζ \zeta'/\zeta ζ ′ / ζ , together with RH, gives, uniformly for 1 ≤ z ≤ Y 0 1\leq z\leq Y_0 1 ≤ z ≤ Y 0 ,
∣ ζ ′ ζ ( σ ∗ + i z ) ∣ ≪ Y 0 1 + ∑ ρ = 1 2 + i γ ∣ γ − z ∣ ≤ 1 1 ∣ σ ∗ + i z − ρ ∣ ≪ Y 0 log T . \left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|\ll_{Y_0}1+\sum_{\substack{\rho=\frac{1}{2}+i\gamma\\|\gamma-z|\leq1}}\frac{1}{|\sigma_*+iz-\rho|}\ll_{Y_0}\log T. ζ ζ ′ ( σ ∗ + i z ) ≪ Y 0 1 + ρ = 2 1 + iγ ∣ γ − z ∣ ≤ 1 ∑ ∣ σ ∗ + i z − ρ ∣ 1 ≪ Y 0 log T .
Only finitely many zeros occur in this fixed bounded range, while RH gives ∣ σ ∗ + i z − ρ ∣ ≥ σ ∗ − 1 2 = 1 log T |\sigma_*+iz-\rho|\geq\sigma_*-\frac{1}{2}=\frac{1}{\log T} ∣ σ ∗ + i z − ρ ∣ ≥ σ ∗ − 2 1 = l o g T 1 . It follows that, for 1 ≤ Y ≤ Y 0 1\leq Y\leq Y_0 1 ≤ Y ≤ Y 0 ,
A ( Y ) ≪ k , Y 0 Y ( log T ) 2 k ≪ k , Y 0 Y ( log X ) 2 k . A(Y)\ll_{k,Y_0}Y(\log T)^{2k}\ll_{k,Y_0}Y(\log X)^{2k}. A ( Y ) ≪ k , Y 0 Y ( log T ) 2 k ≪ k , Y 0 Y ( log X ) 2 k .
The constant Y 0 Y_0 Y 0 is fixed, so its dependence may be absorbed into the implied constant. This proves (221) throughout 1 ≤ Y ≤ T 1\leq Y\leq T 1 ≤ Y ≤ T .
By Stieltjes integration, we write (219) as
∫ 1 T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , z − 2 ) d z = ∫ 1 T min ( u 2 , z − 2 ) d A ( z ) . (222) \int_1^T\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\min(u^2,z^{-2})\,dz=\int_1^T\min(u^2,z^{-2})\,dA(z). \tag*{(222)} ∫ 1 T ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , z − 2 ) d z = ∫ 1 T min ( u 2 , z − 2 ) d A ( z ) . (222)
The case u = 0 u=0 u = 0 is immediate, as the integral vanishes. So we assume u > 0 u>0 u > 0 ; the bound u ≪ h = X − 1 / α u\ll h=X^{-1/\alpha} u ≪ h = X − 1/ α gives u < 1 u<1 u < 1 for all sufficiently large X X X , so that 1 / u > 1 1/u>1 1/ u > 1 . We split at the point z = 1 / u z=1/u z = 1/ u , at which the two parts of the minimum are equal. If 1 / u ≤ T 1/u\le T 1/ u ≤ T , then we have
∫ 1 T min ( u 2 , z − 2 ) d A ( z ) = u 2 A ( 1 / u ) + ∫ 1 / u T z − 2 d A ( z ) . \int_1^T \min(u^2,z^{-2})\,dA(z)=u^2A(1/u)+\int_{1/u}^T z^{-2}\,dA(z). ∫ 1 T min ( u 2 , z − 2 ) d A ( z ) = u 2 A ( 1/ u ) + ∫ 1/ u T z − 2 d A ( z ) .
By the bound in (221) , u 2 A ( 1 / u ) ≪ u ( log X ) 2 k u^2A(1/u)\ll u(\log X)^{2k} u 2 A ( 1/ u ) ≪ u ( log X ) 2 k . As for the second term, partial summation and the bound for A ( z ) A(z) A ( z ) give
∫ 1 / u T z − 2 d A ( z ) ≪ T − 2 A ( T ) + u 2 A ( 1 / u ) + ∫ 1 / u T A ( z ) z − 3 d z ≪ u ( log X ) 2 k , \int_{1/u}^T z^{-2}\,dA(z)\ll T^{-2}A(T)+u^2A(1/u)+\int_{1/u}^T A(z)z^{-3}\,dz\ll u(\log X)^{2k}, ∫ 1/ u T z − 2 d A ( z ) ≪ T − 2 A ( T ) + u 2 A ( 1/ u ) + ∫ 1/ u T A ( z ) z − 3 d z ≪ u ( log X ) 2 k ,
using T − 1 ≤ u T^{-1}\le u T − 1 ≤ u and ∫ 1 / u T z − 2 d z ≪ u \int_{1/u}^T z^{-2}\,dz\ll u ∫ 1/ u T z − 2 d z ≪ u . If instead 1 / u > T 1/u>T 1/ u > T , then min ( u 2 , z − 2 ) = u 2 \min(u^2,z^{-2})=u^2 min ( u 2 , z − 2 ) = u 2 throughout 1 ≤ z ≤ T 1\le z\le T 1 ≤ z ≤ T , and therefore
∫ 1 T min ( u 2 , z − 2 ) d A ( z ) = u 2 A ( T ) ≪ u 2 T ( log X ) 2 k ≪ u ( log X ) 2 k . \int_1^T \min(u^2,z^{-2})\,dA(z)=u^2A(T)\ll u^2T(\log X)^{2k}\ll u(\log X)^{2k}. ∫ 1 T min ( u 2 , z − 2 ) d A ( z ) = u 2 A ( T ) ≪ u 2 T ( log X ) 2 k ≪ u ( log X ) 2 k .
As u ≪ h u\ll h u ≪ h , both cases give
∫ 1 T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , z − 2 ) d z ≪ h ( log X ) 2 k . (223) \int_1^T \left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\min(u^2,z^{-2})\,dz\ll h(\log X)^{2k}. \tag*{(223)} ∫ 1 T ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , z − 2 ) d z ≪ h ( log X ) 2 k . (223)
Applying (216) and (223) to the part of (213) with 1 ≤ ∣ z ∣ ≤ T 1\le|z|\le T 1 ≤ ∣ z ∣ ≤ T gives
1 h ∫ ∣ s ∣ > S ∣ g ^ ( 1 + i s ) ∣ ∫ 1 ≤ ∣ z ∣ ≤ T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s ≪ B , g ( log X ) 2 k S 1 − B . \frac{1}{h}\int_{|s|>S}|\widehat{g}(1+is)|\int_{1\le|z|\le T}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\min(u^2,|\sigma_*+iz|^{-2})\,dz\,ds
\ll_{B,g}(\log X)^{2k}S^{1-B}. h 1 ∫ ∣ s ∣ > S ∣ g ( 1 + i s ) ∣ ∫ 1 ≤ ∣ z ∣ ≤ T ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s ≪ B , g ( log X ) 2 k S 1 − B .
Together with the bounded-z z z estimate (218) , this shows that the full expression in (213) is
≪ B , g h S 1 − B + ( log X ) 2 k S 1 − B ≪ B , g ( log X ) 2 k S 1 − B . \ll_{B,g}hS^{1-B}+(\log X)^{2k}S^{1-B}\ll_{B,g}(\log X)^{2k}S^{1-B}. ≪ B , g h S 1 − B + ( log X ) 2 k S 1 − B ≪ B , g ( log X ) 2 k S 1 − B .
Selecting B B B so that η ( B − 1 ) > 1 \eta(B-1)>1 η ( B − 1 ) > 1 , and recalling that S = ( log X ) η S=(\log X)^\eta S = ( log X ) η , we obtain
( log X ) 2 k S 1 − B = ( log X ) 2 k − η ( B − 1 ) = o ( ( log X ) 2 k − 1 ) . (\log X)^{2k}S^{1-B}=(\log X)^{2k-\eta(B-1)}=o\left((\log X)^{2k-1}\right). ( log X ) 2 k S 1 − B = ( log X ) 2 k − η ( B − 1 ) = o ( ( log X ) 2 k − 1 ) .
This proves (213) . Hence, when estimating the contributions from E 1 E_1 E 1 , E 2 E_2 E 2 , and E 3 E_3 E 3 , we may restrict the difference variable to ∣ s ∣ ≤ S = ( log X ) η |s|\le S=(\log X)^\eta ∣ s ∣ ≤ S = ( log X ) η . For each fixed s s s and each z z z -range E j E_j E j , the additional condition
∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3 |z-s|\in E_1\cup E_2\cup E_3 ∣ z − s ∣ ∈ E 1 ∪ E 2 ∪ E 3
restricts the z z z -domain to a finite union of sub-intervals. We suppress this condition from the notation moving forward. When the shifted product is retained, this suppression is purely notational: partial summation is applied separately on each actual sub-interval, and the resulting estimates are uniform in its endpoints. We enlarge the domain only after (212) has produced a non-negative majorant.
Bounding E 1 E_1 E 1 . We now estimate the contribution to the double integral in (209) from the first range; we must show that the contribution is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) uniformly for u ≪ h u\ll h u ≪ h in order to prove (207) . Recall that
E 1 = [ 0 , X H Z ] = [ 0 , 1 h Z ] , Y 1 : = 1 h Z . E_1=\left[0,\frac{X}{HZ}\right]=\left[0,\frac{1}{hZ}\right],\qquad Y_1:=\frac{1}{hZ}. E 1 = [ 0 , H Z X ] = [ 0 , h Z 1 ] , Y 1 := h Z 1 .
After taking absolute values and applying (212) , the E 1 E_1 E 1 -contribution consists of the first term restricted by ∣ z ∣ ≤ Y 1 |z|\le Y_1 ∣ z ∣ ≤ Y 1 and the second term restricted by ∣ z − s ∣ ≤ Y 1 |z-s|\le Y_1 ∣ z − s ∣ ≤ Y 1 . These two contributions are interchanged by the substitution z ↦ s − z z\mapsto s-z z ↦ s − z , so it is enough to treat the first. We begin with its sub-range ∣ z ∣ ≤ h − 1 / 2 |z| \le h^{-1/2} ∣ z ∣ ≤ h − 1/2 . Omitting the remaining domain condition from (209) , which can only enlarge this non-negative upper bound, it is enough to estimate
1 h ∫ ∣ s ∣ ≤ S ∣ g ^ ( 1 + i s ) ∣ ∫ ∣ z ∣ ≤ h − 1 / 2 ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s . \frac{1}{h}\int_{|s|\le S}|\widehat{g}(1+is)|\int_{|z|\le h^{-1/2}}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}\min(u^2,|\sigma_*+iz|^{-2})\,dz\,ds. h 1 ∫ ∣ s ∣ ≤ S ∣ g ( 1 + i s ) ∣ ∫ ∣ z ∣ ≤ h − 1/2 ζ ζ ′ ( σ ∗ + i z ) 2 k min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) d z d s .
On ∣ z ∣ < 1 |z|<1 ∣ z ∣ < 1 , the logarithmic derivative is bounded by (217) . On 1 ≤ ∣ z ∣ ≤ h − 1 / 2 1\le|z|\le h^{-1/2} 1 ≤ ∣ z ∣ ≤ h − 1/2 , the definition (220) , the bound (221) , and the evenness of the integrand give
∫ 1 ≤ ∣ z ∣ ≤ h − 1 / 2 ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k d z ≪ A ( h − 1 / 2 ) ≪ h − 1 / 2 ( log X ) 2 k . \int_{1\le|z|\le h^{-1/2}}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}dz\ll A(h^{-1/2})\ll h^{-1/2}(\log X)^{2k}. ∫ 1 ≤ ∣ z ∣ ≤ h − 1/2 ζ ζ ′ ( σ ∗ + i z ) 2 k d z ≪ A ( h − 1/2 ) ≪ h − 1/2 ( log X ) 2 k .
Using min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) ≤ u 2 \min(u^2,|\sigma_*+iz|^{-2})\le u^2 min ( u 2 , ∣ σ ∗ + i z ∣ − 2 ) ≤ u 2 and the bound (215) , the preceding double integral is
≪ u 2 h ( 1 + A ( h − 1 / 2 ) ) ∫ R ∣ g ^ ( 1 + i s ) ∣ d s ≪ h 1 / 2 ( log X ) 2 k = o ( ( log X ) 2 k − 1 ) , \begin{aligned}
\ll\frac{u^2}{h}\left(1+A(h^{-1/2})\right)\int_{\mathbb{R}}|\widehat{g}(1+is)|\,ds \\
&\ll h^{1/2}(\log X)^{2k}=o\left((\log X)^{2k-1}\right),
\end{aligned} ≪ h u 2 ( 1 + A ( h − 1/2 ) ) ∫ R ∣ g ( 1 + i s ) ∣ d s ≪ h 1/2 ( log X ) 2 k = o ( ( log X ) 2 k − 1 ) ,
where u ≪ h u\ll h u ≪ h and h 1 / 2 = X − 1 / ( 2 α ) h^{1/2}=X^{-1/(2\alpha)} h 1/2 = X − 1/ ( 2 α ) were used. Next, we focus on the range h − 1 / 2 ≤ ∣ z ∣ ≤ Y 1 h^{-1/2}\le|z|\le Y_1 h − 1/2 ≤ ∣ z ∣ ≤ Y 1 . Applying (212) would give only
O ( ( log X ) 2 k Z ) , O\left(\frac{(\log X)^{2k}}{Z}\right), O ( Z ( log X ) 2 k ) ,
which is not sufficient to obtain o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) . For this range, we work directly with the shifted product in (209) , allowing (42) to provide the required decay in s s s . For fixed s s s , define
A s ( Y ) : = ∫ 0 Y ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k d z . (224) A_s(Y):=\int_0^Y\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k dz. \tag*{(224)} A s ( Y ) := ∫ 0 Y ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k d z . (224)
The lower limit agrees with the averaging interval in (42) . We apply that estimate at averaging height Y Y Y with z 1 = σ ∗ − 1 2 = 1 log T z_1=\sigma_*-\frac{1}{2}=\frac{1}{\log T} z 1 = σ ∗ − 2 1 = l o g T 1 and z 2 = 1 2 − σ ∗ − i s = − 1 log T − i s z_2=\frac{1}{2}-\sigma_*-is=-\frac{1}{\log T}-is z 2 = 2 1 − σ ∗ − i s = − l o g T 1 − i s . For h − 1 / 2 ≤ Y ≤ Y 1 h^{-1/2}\le Y\le Y_1 h − 1/2 ≤ Y ≤ Y 1 , we have log Y ≍ log X \log Y\asymp\log X log Y ≍ log X , and hence
∣ s ∣ ≤ ( log X ) η ≪ ( log Y ) η . |s|\le(\log X)^\eta\ll(\log Y)^\eta. ∣ s ∣ ≤ ( log X ) η ≪ ( log Y ) η .
Thus the imaginary-shift conditions in (42) are satisfied; the real-part conditions follow from Y ≤ Y 1 ≤ T Y\le Y_1\le T Y ≤ Y 1 ≤ T . Additionally, we have
∣ z 1 − z 2 ∣ = ∣ 2 log T + i s ∣ ≥ ∣ s ∣ , ∣ z 1 − z 2 ∣ ≥ 2 log T . (225) |z_1-z_2|=\left|\frac{2}{\log T}+is\right|\ge|s|,\qquad|z_1-z_2|\ge\frac{2}{\log T}. \tag*{(225)} ∣ z 1 − z 2 ∣ = log T 2 + i s ≥ ∣ s ∣ , ∣ z 1 − z 2 ∣ ≥ log T 2 . (225)
We will now use the above inequalities to bound the right-hand side of (42) . The second inequality in (225) gives
( log Y ) 2 k ( 1 + 1 ∣ z 1 − z 2 ∣ log Y ) 2 k = ( log Y + 1 ∣ z 1 − z 2 ∣ ) 2 k ≪ ( log X ) 2 k , (226) (\log Y)^{2k}\left(1+\frac{1}{|z_1-z_2|\log Y}\right)^{2k}=\left(\log Y+\frac{1}{|z_1-z_2|}\right)^{2k}\ll(\log X)^{2k}, \tag*{(226)} ( log Y ) 2 k ( 1 + ∣ z 1 − z 2 ∣ log Y 1 ) 2 k = ( log Y + ∣ z 1 − z 2 ∣ 1 ) 2 k ≪ ( log X ) 2 k , (226)
while the first inequality implies min ( ∣ z 1 − z 2 ∣ , 1 ) ≥ min ( ∣ s ∣ , 1 ) \min(|z_1-z_2|,1)\ge\min(|s|,1) min ( ∣ z 1 − z 2 ∣ , 1 ) ≥ min ( ∣ s ∣ , 1 ) . Hence the decay factor in (42) satisfies
( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log Y ) − 2 ≪ ( 1 + min ( ∣ s ∣ , 1 ) log ( 2 Y ) ) − 2 , \left(1+\min(|z_1-z_2|,1)\log Y\right)^{-2}\ll\left(1+\min(|s|,1)\log(2Y)\right)^{-2}, ( 1 + min ( ∣ z 1 − z 2 ∣ , 1 ) log Y ) − 2 ≪ ( 1 + min ( ∣ s ∣ , 1 ) log ( 2 Y ) ) − 2 ,
where we used log ( 2 Y ) ≍ log Y \log(2Y)\asymp\log Y log ( 2 Y ) ≍ log Y . Together with (226) , this gives
∣ A s ( Y ) ∣ ≪ Y ( log X ) 2 k D Y ( s ) − 2 , D Y ( s ) : = 1 + min ( 1 , ∣ s ∣ ) log ( 2 Y ) , (227) |A_s(Y)|\ll Y(\log X)^{2k}D_Y(s)^{-2},\qquad D_Y(s):=1+\min(1,|s|)\log(2Y), \tag*{(227)} ∣ A s ( Y ) ∣ ≪ Y ( log X ) 2 k D Y ( s ) − 2 , D Y ( s ) := 1 + min ( 1 , ∣ s ∣ ) log ( 2 Y ) , (227)
uniformly for ∣ s ∣ ≤ ( log X ) η |s|\le(\log X)^\eta ∣ s ∣ ≤ ( log X ) η and h − 1 / 2 ≤ Y ≤ Y 1 h^{-1/2}\le Y\le Y_1 h − 1/2 ≤ Y ≤ Y 1 . To apply partial summation with respect to A s A_s A s , we must consider the factor
F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) , \frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}, ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ,
where F F F is defined in (211) . We now bound this factor and its derivative with respect to z z z . Using ( 1 + u ) w − 1 w = ∫ 0 u ( 1 + r ) w − 1 d r \frac{(1+u)^{w}-1}{w}=\int_0^u(1+r)^{w-1}\,dr w ( 1 + u ) w − 1 = ∫ 0 u ( 1 + r ) w − 1 d r , we obtain
∣ F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ ≪ u 2 . (228) \left|\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right|\ll u^2. \tag*{(228)} ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ≪ u 2 . (228)
Differentiating under the integral sign gives one extra factor log ( 1 + r ) ≪ r \log(1+r)\ll r log ( 1 + r ) ≪ r , hence
∣ ∂ z ( F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ) ∣ ≪ u 3 . (229) \left|\partial_z\left(\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right)\right|\ll u^3. \tag*{(229)} ∂ z ( ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ) ≪ u 3 . (229)
Thus the short-interval kernel is slowly varying on the E 1 E_1 E 1 -range. Applying partial summation with respect to A s A_s A s , in the same form as (222) , gives
∫ h − 1 / 2 Y 1 ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) d z = [ F ′ ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) A s ( z ) ] h − 1 / 2 Y 1 − ∫ h − 1 / 2 Y 1 A s ( z ) ∂ z ( F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ) d z . (230) \begin{aligned}
\int_{h^{-1/2}}^{Y_1}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\,dz
={}&\left[\frac{F'(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}A_s(z)\right]_{h^{-1/2}}^{Y_1}\\
&-\int_{h^{-1/2}}^{Y_1}A_s(z)\partial_z\left(\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right)\,dz. \tag*{(230)}
\end{aligned} ∫ h − 1/2 Y 1 ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) d z = [ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ′ ( z , s , u ) A s ( z ) ] h − 1/2 Y 1 − ∫ h − 1/2 Y 1 A s ( z ) ∂ z ( ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ) d z . (230)
Using (227) , (228) , and (229) , the absolute value of this expression is
≪ u 2 ( log X ) 2 k ( Y 1 D Y 1 ( s ) − 2 + h − 1 / 2 D h − 1 / 2 ( s ) − 2 ) + u 3 ( log X ) 2 k ∫ h − 1 / 2 Y 1 Y D Y ( s ) − 2 d Y . \ll u^2(\log X)^{2k}\left(Y_1D_{Y_1}(s)^{-2}+h^{-1/2}D_{h^{-1/2}}(s)^{-2}\right)+u^3(\log X)^{2k}\int_{h^{-1/2}}^{Y_1}YD_Y(s)^{-2}\,dY. ≪ u 2 ( log X ) 2 k ( Y 1 D Y 1 ( s ) − 2 + h − 1/2 D h − 1/2 ( s ) − 2 ) + u 3 ( log X ) 2 k ∫ h − 1/2 Y 1 Y D Y ( s ) − 2 d Y .
After multiplying by ∣ g ^ ( 1 + i s ) ∣ |\widehat{g}(1+is)| ∣ g ( 1 + i s ) ∣ , we use
∫ R ∣ g ^ ( 1 + i s ) ∣ D Y ( s ) − 2 d s ≪ 1 log ( 2 Y ) . (231) \int_{\mathbb{R}}|\widehat{g}(1+is)|D_Y(s)^{-2}\,ds\ll\frac{1}{\log(2Y)}. \tag*{(231)} ∫ R ∣ g ( 1 + i s ) ∣ D Y ( s ) − 2 d s ≪ log ( 2 Y ) 1 . (231)
This follows from (214) by splitting the s s s -integral at ∣ s ∣ = 1 / log ( 2 Y ) |s|=1/\log(2Y) ∣ s ∣ = 1/ log ( 2 Y ) and ∣ s ∣ = 1 |s|=1 ∣ s ∣ = 1 . Applying (231) to the endpoint and integral terms in (230) , multiplying by h − 1 ∣ g ^ ( 1 + i s ) ∣ h^{-1}|\widehat{g}(1+is)| h − 1 ∣ g ( 1 + i s ) ∣ , and integrating over ∣ s ∣ ≤ S |s|\le S ∣ s ∣ ≤ S , we find that the part of (209) with h − 1 / 2 ≤ z ≤ Y 1 h^{-1/2}\le z\le Y_1 h − 1/2 ≤ z ≤ Y 1 is bounded by
≪ 1 h u 2 ( log X ) 2 k ( Y 1 log ( 2 Y 1 ) + h − 1 / 2 log ( 2 h − 1 / 2 ) ) + 1 h u 3 ( log X ) 2 k ∫ h − 1 / 2 Y 1 Y log ( 2 Y ) d Y . \ll\frac{1}{h}u^2(\log X)^{2k}\left(\frac{Y_1}{\log(2Y_1)}+\frac{h^{-1/2}}{\log(2h^{-1/2})}\right)+\frac{1}{h}u^3(\log X)^{2k}\int_{h^{-1/2}}^{Y_1}\frac{Y}{\log(2Y)}\,dY. ≪ h 1 u 2 ( log X ) 2 k ( log ( 2 Y 1 ) Y 1 + log ( 2 h − 1/2 ) h − 1/2 ) + h 1 u 3 ( log X ) 2 k ∫ h − 1/2 Y 1 log ( 2 Y ) Y d Y .
Including the previously estimated range ∣ z ∣ ≤ h − 1 / 2 |z|\le h^{-1/2} ∣ z ∣ ≤ h − 1/2 , this bounds the entire positive range 0 ≤ z ≤ Y 1 0\le z\le Y_1 0 ≤ z ≤ Y 1 . Thus the positive-z z z part of the E 1 E_1 E 1 contribution to (209) is
≪ 1 h u 2 ( log X ) 2 k ( Y 1 log ( 2 Y 1 ) + h − 1 / 2 log ( 2 h − 1 / 2 ) ) + 1 h u 3 ( log X ) 2 k ∫ h − 1 / 2 Y 1 Y log ( 2 Y ) d Y + o ( ( log X ) 2 k − 1 ) . \ll\frac{1}{h}u^2(\log X)^{2k}\left(\frac{Y_1}{\log(2Y_1)}+\frac{h^{-1/2}}{\log(2h^{-1/2})}\right)+\frac{1}{h}u^3(\log X)^{2k}\int_{h^{-1/2}}^{Y_1}\frac{Y}{\log(2Y)}\,dY+o\left((\log X)^{2k-1}\right). ≪ h 1 u 2 ( log X ) 2 k ( log ( 2 Y 1 ) Y 1 + log ( 2 h − 1/2 ) h − 1/2 ) + h 1 u 3 ( log X ) 2 k ∫ h − 1/2 Y 1 log ( 2 Y ) Y d Y + o ( ( log X ) 2 k − 1 ) .
Using
∫ h − 1 / 2 Y 1 Y log ( 2 Y ) d Y ≪ Y 1 2 log ( 2 Y 1 ) , \int_{h^{-1/2}}^{Y_1}\frac{Y}{\log(2Y)}\,dY\ll\frac{Y_1^2}{\log(2Y_1)}, ∫ h − 1/2 Y 1 log ( 2 Y ) Y d Y ≪ log ( 2 Y 1 ) Y 1 2 ,
together with u ≪ h u\ll h u ≪ h , Y 1 = 1 / ( h Z ) Y_1=1/(hZ) Y 1 = 1/ ( h Z ) , and log ( 2 Y 1 ) ≍ log ( 2 h − 1 / 2 ) ≍ log X \log(2Y_1)\asymp\log(2h^{-1/2})\asymp\log X log ( 2 Y 1 ) ≍ log ( 2 h − 1/2 ) ≍ log X , the above bound is
≪ ( log X ) 2 k − 1 Z + h 1 / 2 ( log X ) 2 k − 1 + ( log X ) 2 k − 1 Z 2 + o ( ( log X ) 2 k − 1 ) = o ( ( log X ) 2 k − 1 ) , \ll\frac{(\log X)^{2k-1}}{Z}+h^{1/2}(\log X)^{2k-1}+\frac{(\log X)^{2k-1}}{Z^2}+o\left((\log X)^{2k-1}\right)=o\left((\log X)^{2k-1}\right), ≪ Z ( log X ) 2 k − 1 + h 1/2 ( log X ) 2 k − 1 + Z 2 ( log X ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) = o ( ( log X ) 2 k − 1 ) ,
because Z → ∞ Z\to\infty Z → ∞ and h → 0 h\to0 h → 0 .
Therefore, the positive-z z z part of E 1 E_1 E 1 has the required bound. The negative range − Y 1 ≤ z ≤ − h − 1 / 2 -Y_1\le z\le-h^{-1/2} − Y 1 ≤ z ≤ − h − 1/2 is treated identically, by conjugation. As all bounds depend only on ∣ s ∣ |s| ∣ s ∣ and g ^ \widehat{g} g is real-valued, the same estimate applies.
Bounding E 2 E_2 E 2 . As with E 1 E_1 E 1 , we have already restricted to ∣ s ∣ ≤ ( log X ) η |s| \le(\log X)^\eta ∣ s ∣ ≤ ( log X ) η ; on the region E 2 : = [ Z h , Z h log T ] E_2 := \left[\frac{Z}{h}, \frac{Z}{h}\log T\right] E 2 := [ h Z , h Z log T ] , we have ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ − i z + i s ∣ ≍ ∣ z ∣ |\sigma_*+iz| \asymp|\sigma_* - iz+is| \asymp|z| ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ − i z + i s ∣ ≍ ∣ z ∣ . We now estimate the contribution to the double integral in (209) from E 2 E_2 E 2 . We split the remaining s s s -range at
s 0 : = ( log log X ) 2 log X . s_0 := \frac{(\log\log X)^2}{\log X}. s 0 := log X ( log log X ) 2 .
First suppose ∣ s ∣ < s 0 |s|<s_0 ∣ s ∣ < s 0 . Applying (212) and repeating the arguments made in the derivation of (213) , with the E 2 E_2 E 2 -restriction imposed on ∣ z ∣ |z| ∣ z ∣ in the first term and on ∣ z − s ∣ |z-s| ∣ z − s ∣ in the second, we can bound the contribution from this range by
≪ 1 h ∫ ∣ s ∣ < s 0 ∣ g ^ ( 1 + i s ) ∣ ∫ Z / h Z log T / h ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k z − 2 d z d s . \ll\frac{1}{h}\int_{|s|<s_0}|\widehat{g}(1+is)|\int_{Z/h}^{Z\log T/h}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}z^{-2}\,dz\,ds. ≪ h 1 ∫ ∣ s ∣ < s 0 ∣ g ( 1 + i s ) ∣ ∫ Z / h Z l o g T / h ζ ζ ′ ( σ ∗ + i z ) 2 k z − 2 d z d s .
By the same Stieltjes argument as in the calculation following (222) , together with (221) , we have
∫ Z / h Z log T / h ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k z − 2 d z = ∫ Z / h Z log T / h z − 2 d A ( z ) ≪ ( log X ) 2 k ( h Z + ∫ Z / h Z log T / h z − 2 d z ) ≪ h Z ( log X ) 2 k . (232) \begin{aligned}
\int_{Z/h}^{Z\log T/h}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}z^{-2}\,dz
=
\int_{Z/h}^{Z\log T/h}z^{-2}\,dA(z) \\
&\ll(\log X)^{2k}\left(\frac{h}{Z}+\int_{Z/h}^{Z\log T/h}z^{-2}\,dz\right) \\
&\ll\frac{h}{Z}(\log X)^{2k}. \tag*{(232)}
\end{aligned} ∫ Z / h Z l o g T / h ζ ζ ′ ( σ ∗ + i z ) 2 k z − 2 d z = ∫ Z / h Z l o g T / h z − 2 d A ( z ) ≪ ( log X ) 2 k ( Z h + ∫ Z / h Z l o g T / h z − 2 d z ) ≪ Z h ( log X ) 2 k . (232)
Therefore
≪ 1 h ( log log X ) 2 log X h Z ( log X ) 2 k = ( log X ) 2 k − 1 ( log log X ) 2 Z = o ( ( log X ) 2 k − 1 ) , \ll\frac{1}{h}\frac{(\log\log X)^2}{\log X}\frac{h}{Z}(\log X)^{2k}
= \frac{(\log X)^{2k-1}(\log\log X)^2}{Z}
= o((\log X)^{2k-1}), ≪ h 1 log X ( log log X ) 2 Z h ( log X ) 2 k = Z ( log X ) 2 k − 1 ( log log X ) 2 = o (( log X ) 2 k − 1 ) ,
since Z / ( log log X ) 2 → ∞ Z/(\log\log X)^2\to\infty Z / ( log log X ) 2 → ∞ . For s 0 ≤ ∣ s ∣ ≤ ( log X ) η s_0\le|s|\le(\log X)^\eta s 0 ≤ ∣ s ∣ ≤ ( log X ) η , the decoupling from (212) would lose the required saving in s s s . Instead, we apply the form of Proposition 2.9 stated in (43) for this range and then use partial summation, as in the treatment of E 1 E_1 E 1 . On the range E 2 E_2 E 2 , we have F ( z , s , u ) = O ( 1 ) F(z,s,u)=O(1) F ( z , s , u ) = O ( 1 ) , and the kernel factor satisfies
∣ F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ ≪ ∣ z ∣ − 2 . \left|\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right|\ll|z|^{-2}. ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ≪ ∣ z ∣ − 2 .
Furthermore,
∂ z F ( z , s , u ) = i log ( 1 + u ) ( ( 1 + u ) σ ∗ − i z + i s − ( 1 + u ) σ ∗ + i z ) , \partial_zF(z,s,u)=i\log(1+u)\left((1+u)^{\sigma_*-iz+is}-(1+u)^{\sigma_*+iz}\right), ∂ z F ( z , s , u ) = i log ( 1 + u ) ( ( 1 + u ) σ ∗ − i z + i s − ( 1 + u ) σ ∗ + i z ) ,
and because u ≪ h u\ll h u ≪ h , we have ∂ z F ( z , s , u ) ≪ h \partial_zF(z,s,u)\ll h ∂ z F ( z , s , u ) ≪ h . It follows that
∂ z ( F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ) ≪ h ∣ z ∣ − 2 + ∣ z ∣ − 3 . \partial_z\left(\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right)\ll h|z|^{-2}+|z|^{-3}. ∂ z ( ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ) ≪ h ∣ z ∣ − 2 + ∣ z ∣ − 3 .
For fixed s s s , we use the cumulative shifted moment A s ( Y ) A_s(Y) A s ( Y ) as defined in (224) . Then we apply the proposition and, uniformly on Z h ≤ Y ≤ Z h log T \frac{Z}{h}\le Y\le\frac{Z}{h}\log T h Z ≤ Y ≤ h Z log T , we have
A s ( Y ) ≪ Y ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 . (233) A_s(Y)\ll Y(\log X)^{2k}(1+\min(1,|s|)\log X)^{-2}. \tag*{(233)} A s ( Y ) ≪ Y ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 . (233)
as log Y ≍ log X \log Y\asymp\log X log Y ≍ log X throughout E 2 E_2 E 2 . Unlike the full estimate (42) , the simplified estimate (43) omits the factor
( 1 + 1 ∣ z 1 − z 2 ∣ log Y ) 2 k , \left(1+\frac{1}{|z_1-z_2|\log Y}\right)^{2k}, ( 1 + ∣ z 1 − z 2 ∣ log Y 1 ) 2 k ,
and therefore requires ∣ z 1 − z 2 ∣ log Y |z_1-z_2|\log Y ∣ z 1 − z 2 ∣ log Y to be bounded away from zero. On the present range,
∣ z 1 − z 2 ∣ log Y ≥ ∣ s ∣ log Y ≥ s 0 log Y ≍ ( log log X ) 2 . |z_1-z_2|\log Y\ge|s|\log Y\ge s_0\log Y\asymp(\log\log X)^2. ∣ z 1 − z 2 ∣ log Y ≥ ∣ s ∣ log Y ≥ s 0 log Y ≍ ( log log X ) 2 .
Thus this additional condition is satisfied, and (43) gives (233) uniformly over the stated ranges of s s s and Y Y Y . Partial summation then gives
∫ Z h Z h log T ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) d z = [ F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) A s ( z ) ] Z h Z h log T − ∫ Z h Z h log T A s ( z ) ∂ z ( F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ) d z . \begin{aligned}
\int_{\frac{Z}{h}}^{\frac{Z}{h}\log T}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\,dz \\
&=\left[\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}A_s(z)\right]_{\frac{Z}{h}}^{\frac{Z}{h}\log T}-\int_{\frac{Z}{h}}^{\frac{Z}{h}\log T}A_s(z)\partial_z\left(\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\right)\,dz.
\end{aligned} ∫ h Z h Z l o g T ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) d z = [ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) A s ( z ) ] h Z h Z l o g T − ∫ h Z h Z l o g T A s ( z ) ∂ z ( ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) ) d z .
Using the bounds for F ( z , s , u ) F(z,s,u) F ( z , s , u ) and its derivative, the endpoint terms provide
≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 h Z . \ll(\log X)^{2k}(1+\min(1,|s|)\log X)^{-2}\frac{h}{Z}. ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 Z h .
while the integral term contributes
≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ∫ Z h Z h log T z ( h z − 2 + z − 3 ) d z ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( h log log X + H X Z ) . \begin{aligned}
\ll(\log X)^{2k}(1+\min(1,|s|)\log X)^{-2}\int_{\frac{Z}{h}}^{\frac{Z}{h}\log T}z(hz^{-2}+z^{-3})\,dz \\
&\ll(\log X)^{2k}(1+\min(1,|s|)\log X)^{-2}\left(h\log\log X+\frac{H}{XZ}\right).
\end{aligned} ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ∫ h Z h Z l o g T z ( h z − 2 + z − 3 ) d z ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( h log log X + X Z H ) .
We then have
∫ Z h Z h log T ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k F ( z , s , u ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) d z ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( h Z + h log log X ) . \begin{aligned}
\int_{\frac{Z}{h}}^{\frac{Z}{h}\log T}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\frac{F(z,s,u)}{(\sigma_*+iz)(\sigma_*-iz+is)}\,dz \\
&\ll(\log X)^{2k}(1+\min(1,|s|)\log X)^{-2}\left(\frac{h}{Z}+h\log\log X\right).
\end{aligned} ∫ h Z h Z l o g T ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , u ) d z ≪ ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( Z h + h log log X ) .
Multiplying by ∣ g ^ ( 1 + i s ) ∣ |\widehat{g}(1+is)| ∣ g ( 1 + i s ) ∣ , integrating over ( log log X ) 2 log X ≤ ∣ s ∣ ≤ ( log X ) η \frac{(\log\log X)^2}{\log X}\leq|s|\leq(\log X)^\eta l o g X ( l o g l o g X ) 2 ≤ ∣ s ∣ ≤ ( log X ) η and including the outside factor 1 / h 1/h 1/ h , we obtain
≪ 1 h ( log X ) 2 k ( h Z + h log log X ) ∫ ∣ s ∣ ≥ ( log log X ) 2 / log X ∣ g ^ ( 1 + i s ) ∣ ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s . (234) \ll\frac{1}{h}(\log X)^{2k}\left(\frac{h}{Z}+h\log\log X\right)
\int_{|s|\geq(\log\log X)^2/\log X}|\widehat{g}(1+is)|(1+\min(1,|s|)\log X)^{-2}\,ds. \tag*{(234)} ≪ h 1 ( log X ) 2 k ( Z h + h log log X ) ∫ ∣ s ∣ ≥ ( l o g l o g X ) 2 / l o g X ∣ g ( 1 + i s ) ∣ ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s . (234)
To bound the above, we split the s s s -integral into s 0 ≤ ∣ s ∣ ≤ 1 s_0\leq|s|\leq1 s 0 ≤ ∣ s ∣ ≤ 1 and ∣ s ∣ > 1 |s|>1 ∣ s ∣ > 1 . As g ^ \widehat{g} g is bounded and rapidly decaying,
∫ ∣ s ∣ ≥ s 0 ∣ g ^ ( 1 + i s ) ∣ ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s ≪ ∫ s 0 1 ( 1 + s log X ) − 2 d s + ( log X ) − 2 . \int_{|s|\geq s_0}|\widehat{g}(1+is)|(1+\min(1,|s|)\log X)^{-2}\,ds\ll\int_{s_0}^{1}(1+s\log X)^{-2}\,ds+(\log X)^{-2}. ∫ ∣ s ∣ ≥ s 0 ∣ g ( 1 + i s ) ∣ ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s ≪ ∫ s 0 1 ( 1 + s log X ) − 2 d s + ( log X ) − 2 .
Changing variables v = s log X v=s\log X v = s log X , we have
∫ s 0 1 ( 1 + s log X ) − 2 d s = 1 log X ∫ ( log log X ) 2 log X ( 1 + v ) − 2 d v ≪ 1 log X ( log log X ) 2 . (235) \int_{s_0}^{1}(1+s\log X)^{-2}\,ds=\frac{1}{\log X}\int_{(\log\log X)^2}^{\log X}(1+v)^{-2}\,dv\ll\frac{1}{\log X(\log\log X)^2}. \tag*{(235)} ∫ s 0 1 ( 1 + s log X ) − 2 d s = log X 1 ∫ ( l o g l o g X ) 2 l o g X ( 1 + v ) − 2 d v ≪ log X ( log log X ) 2 1 . (235)
From this, we can bound (234) and arrive at
≪ ( log X ) 2 k ( 1 Z + log log X ) 1 log X ( log log X ) 2 ≪ ( log X ) 2 k − 1 log log X + ( log X ) 2 k − 1 Z ( log log X ) 2 = o ( ( log X ) 2 k − 1 ) . \begin{aligned}
\ll(\log X)^{2k}\left(\frac{1}{Z}+\log\log X\right)\frac{1}{\log X(\log\log X)^2} \\
&\ll\frac{(\log X)^{2k-1}}{\log\log X}+\frac{(\log X)^{2k-1}}{Z(\log\log X)^2}=o\left((\log X)^{2k-1}\right).
\end{aligned} ≪ ( log X ) 2 k ( Z 1 + log log X ) log X ( log log X ) 2 1 ≪ log log X ( log X ) 2 k − 1 + Z ( log log X ) 2 ( log X ) 2 k − 1 = o ( ( log X ) 2 k − 1 ) .
The two ranges of s s s show that the positive z z z -part of E 2 E_2 E 2 is negligible. The same estimate applies to the negative z z z -interval by conjugation, so the full E 2 E_2 E 2 contribution is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) .
Bounding E 3 E_3 E 3 . Now we consider the range E 3 = [ Z h log T , T ] E_3 = \left[\frac{Z}{h}\log T,T\right] E 3 = [ h Z log T , T ] with ∣ s ∣ ≤ ( log X ) η |s| \le(\log X)^\eta ∣ s ∣ ≤ ( log X ) η . On this range ∣ z ∣ ≥ Z h log T |z| \ge\frac{Z}{h}\log T ∣ z ∣ ≥ h Z log T and, as in E 2 E_2 E 2 , we get ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ + i ( s − z ) ∣ ≍ ∣ z ∣ |\sigma_*+iz| \asymp|\sigma_*+i(s-z)| \asymp|z| ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ + i ( s − z ) ∣ ≍ ∣ z ∣ due to the truncation in s s s . On E 3 E_3 E 3 , we can use (212) and proceed as we did for the near-diagonal part of E 2 E_2 E 2 , i.e. reducing to a one-variable integral by the change of variables y = s − z y=s-z y = s − z , followed by enlarging the domain. Thus the E 3 E_3 E 3 -contribution to (208) is bounded by
≪ 1 h ∫ ∣ s ∣ ≤ ( log X ) η ∣ g ^ ( 1 + i s ) ∣ ∫ Z h log T T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k z − 2 d z d s . \ll\frac{1}{h}\int_{|s|\le(\log X)^\eta}|\widehat{g}(1+is)|\int_{\frac{Z}{h}\log T}^{T}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}z^{-2}\,dz\,ds. ≪ h 1 ∫ ∣ s ∣ ≤ ( l o g X ) η ∣ g ( 1 + i s ) ∣ ∫ h Z l o g T T ζ ζ ′ ( σ ∗ + i z ) 2 k z − 2 d z d s .
By (220) , followed by Stieltjes integration by parts using (221) , we have
∫ Z h log T T ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k z − 2 d z = ∫ Z h log T T z − 2 d A ( z ) ≪ h ( log X ) 2 k Z log T . \int_{\frac{Z}{h}\log T}^{T}\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}z^{-2}\,dz=\int_{\frac{Z}{h}\log T}^{T}z^{-2}\,dA(z)\ll\frac{h(\log X)^{2k}}{Z\log T}. ∫ h Z l o g T T ζ ζ ′ ( σ ∗ + i z ) 2 k z − 2 d z = ∫ h Z l o g T T z − 2 d A ( z ) ≪ Z log T h ( log X ) 2 k .
Moreover, (215) gives
∫ ∣ s ∣ ≤ ( log X ) η ∣ g ^ ( 1 + i s ) ∣ d s ≪ g 1. \int_{|s|\le(\log X)^\eta}|\widehat{g}(1+is)|\,ds\ll_g 1. ∫ ∣ s ∣ ≤ ( l o g X ) η ∣ g ( 1 + i s ) ∣ d s ≪ g 1.
This means that the region E 3 E_3 E 3 contributes
≪ 1 h h ( log X ) 2 k Z log T ∫ ∣ s ∣ ≤ ( log X ) η ∣ g ^ ( 1 + i s ) ∣ d s ≪ ( log X ) 2 k Z log T . \ll\frac{1}{h}\frac{h(\log X)^{2k}}{Z\log T}\int_{|s|\le(\log X)^\eta}|\widehat{g}(1+is)|\,ds\ll\frac{(\log X)^{2k}}{Z\log T}. ≪ h 1 Z log T h ( log X ) 2 k ∫ ∣ s ∣ ≤ ( l o g X ) η ∣ g ( 1 + i s ) ∣ d s ≪ Z log T ( log X ) 2 k .
As log T ≍ log X \log T\asymp\log X log T ≍ log X , we obtain
≪ ( log X ) 2 k − 1 Z = o ( ( log X ) 2 k − 1 ) . \ll\frac{(\log X)^{2k-1}}{Z}=o\left((\log X)^{2k-1}\right). ≪ Z ( log X ) 2 k − 1 = o ( ( log X ) 2 k − 1 ) .
The negative z z z -range is treated identically, by conjugation. The choice Z = ( log log X ) A Z=(\log\log X)^A Z = ( log log X ) A , with A > 2 A>2 A > 2 , is now sufficient for all three tail ranges: the E 1 E_1 E 1 and E 3 E_3 E 3 bounds gain a factor 1 / Z 1/Z 1/ Z , while the near part of E 2 E_2 E 2 gains Z − 1 ( log log X ) 2 = o ( 1 ) Z^{-1}(\log\log X)^2=o(1) Z − 1 ( log log X ) 2 = o ( 1 ) and the remaining part of E 2 E_2 E 2 gains 1 / log log X 1/\log\log X 1/ log log X . Hence, we have proven (208) and the total contribution of z ∈ [ 0 , 1 h Z ] ∪ [ Z h , T ] z\in[0,\frac{1}{hZ}]\cup[\frac{Z}{h},T] z ∈ [ 0 , h Z 1 ] ∪ [ h Z , T ] to the smoothed variance (206) is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) .
The central range
We now focus on the central contribution given by
1 H X ∫ R g ( x X ) ∣ 1 2 π ∫ 1 h Z ≤ ∣ t ∣ ≤ Z h ( − ζ ′ ζ ( σ ∗ + i t ) ) k ( x + H ) σ ∗ + i t − x σ ∗ + i t σ ∗ + i t d t ∣ 2 d x . (236) \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\left|\frac{1}{2\pi}\int_{\frac{1}{hZ}\le|t|\le\frac{Z}{h}}\left(-\frac{\zeta'}{\zeta}(\sigma_*+it)\right)^k\frac{(x+H)^{\sigma_*+it}-x^{\sigma_*+it}}{\sigma_*+it}\,dt\right|^2dx. \tag*{(236)} H X 1 ∫ R g ( X x ) 2 π 1 ∫ h Z 1 ≤ ∣ t ∣ ≤ h Z ( − ζ ζ ′ ( σ ∗ + i t ) ) k σ ∗ + i t ( x + H ) σ ∗ + i t − x σ ∗ + i t d t 2 d x . (236)
Expanding the squared modulus and putting s = t 1 − t 2 s=t_1-t_2 s = t 1 − t 2 , z = t 1 z=t_1 z = t 1 , we obtain
1 H ( 2 π ) 2 ∬ 1 h Z ≤ ∣ z ∣ , ∣ z − s ∣ ≤ Z h ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z d s , (237) \frac{1}{H(2\pi)^2}\iint_{\frac{1}{hZ}\le|z|,|z-s|\le\frac{Z}{h}}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\mathcal{L}(z,s)\,dz\,ds, \tag*{(237)} H ( 2 π ) 2 1 ∬ h Z 1 ≤ ∣ z ∣ , ∣ z − s ∣ ≤ h Z ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z d s , (237)
where
L ( z , s ) : = 1 X ∫ R g ( x X ) ( x + H ) σ ∗ + i z − x σ ∗ + i z σ ∗ + i z ( x + H ) σ ∗ − i z + i s − x σ ∗ − i z + i s σ ∗ − i z + i s d x = 1 X ∫ R g ( x X ) F ( z , s , H / x ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) x 2 σ ∗ + i s d x . (238) \begin{aligned}
\mathcal{L}(z,s):=\frac{1}{X}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\frac{(x+H)^{\sigma_*+iz}-x^{\sigma_*+iz}}{\sigma_*+iz}\frac{(x+H)^{\sigma_*-iz+is}-x^{\sigma_*-iz+is}}{\sigma_*-iz+is}\,dx \\
&=\frac{1}{X}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\frac{F(z,s,H/x)}{(\sigma_*+iz)(\sigma_*-iz+is)}x^{2\sigma_*+is}\,dx. \tag*{(238)}
\end{aligned} L ( z , s ) := X 1 ∫ R g ( X x ) σ ∗ + i z ( x + H ) σ ∗ + i z − x σ ∗ + i z σ ∗ − i z + i s ( x + H ) σ ∗ − i z + i s − x σ ∗ − i z + i s d x = X 1 ∫ R g ( X x ) ( σ ∗ + i z ) ( σ ∗ − i z + i s ) F ( z , s , H / x ) x 2 σ ∗ + i s d x . (238)
Here F F F is the function defined in (211) . To bound L \mathcal{L} L , note first that on the support of g ( x / X ) g(x/X) g ( x / X ) we have H / x ≍ h H/x\asymp h H / x ≍ h . Writing u = H / x u=H/x u = H / x , we have x ∂ x = − u ∂ u x\partial_x=-u\partial_u x ∂ x = − u ∂ u and each application of u ∂ u u\partial_u u ∂ u to ( 1 + u ) a (1+u)^a ( 1 + u ) a or ( 1 + u ) b (1+u)^b ( 1 + u ) b offers at most O ( u ∣ a ∣ ) O(u|a|) O ( u ∣ a ∣ ) or O ( u ∣ b ∣ ) O(u|b|) O ( u ∣ b ∣ ) , respectively. Hence, for every fixed integer m ≥ 0 m\ge0 m ≥ 0 ,
∣ ( x ∂ x ) m F ( z , s , H / x ) ∣ ≪ m ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) m . (239) \left|(x\partial_x)^mF(z,s,H/x)\right|\ll_m\left(1+h(1+|z|+|z-s|)\right)^m. \tag*{(239)} ∣ ( x ∂ x ) m F ( z , s , H / x ) ∣ ≪ m ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) m . (239)
Moreover, differentiating F F F with respect to z z z introduces an additional factor log ( 1 + u ) ≪ u ≪ h \log(1+u)\ll u\ll h log ( 1 + u ) ≪ u ≪ h . Therefore
∣ ( x ∂ x ) m ∂ z F ( z , s , H / x ) ∣ ≪ m h ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) m . (240) \left|(x\partial_x)^m\partial_zF(z,s,H/x)\right|\ll_m h\left(1+h(1+|z|+|z-s|)\right)^m. \tag*{(240)} ∣ ( x ∂ x ) m ∂ z F ( z , s , H / x ) ∣ ≪ m h ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) m . (240)
We integrate by parts ℓ ≥ 1 \ell\ge1 ℓ ≥ 1 times in (238) using x ∂ x x 2 σ ∗ + i s = ( 2 σ ∗ + i s ) x 2 σ ∗ + i s x\partial_x x^{2\sigma_*+is}=(2\sigma_*+is)x^{2\sigma_*+is} x ∂ x x 2 σ ∗ + i s = ( 2 σ ∗ + i s ) x 2 σ ∗ + i s ; each integration by parts gains a factor ( 1 + ∣ s ∣ ) − 1 (1+|s|)^{-1} ( 1 + ∣ s ∣ ) − 1 , while the adjoint of x ∂ x x\partial_x x ∂ x only produces a fixed linear combination of ( x ∂ x ) j (x\partial_x)^j ( x ∂ x ) j , j ≤ ℓ j\le\ell j ≤ ℓ . The boundary terms vanish because g ( x / X ) g(x/X) g ( x / X ) is smooth and compactly supported. The bound (239) and the smooth compact support of g ( x / X ) g(x/X) g ( x / X ) give
L ( z , s ) ≪ ℓ X ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ . \mathcal{L}(z,s) \ll_{\ell} \frac{X\left(1+h(1+|z|+|z-s|)\right)^{\ell}}{(1+|s|)^{\ell}\left|(\sigma_*+iz)(\sigma_*-iz+is)\right|}. L ( z , s ) ≪ ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ X ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) ℓ .
Here the factor X X X comes from the x x x -integral, since X − 1 ∫ g ( x / X ) x 2 σ ∗ d x ≪ X 2 σ ∗ ≍ X X^{-1}\int g(x/X)x^{2\sigma_*}\,dx\ll X^{2\sigma_*}\asymp X X − 1 ∫ g ( x / X ) x 2 σ ∗ d x ≪ X 2 σ ∗ ≍ X . Similarly, differentiating the factors depending explicitly on z z z , we obtain
∂ z L ( z , s ) ≪ ℓ X ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ ( h + 1 1 + ∣ z ∣ + 1 1 + ∣ z − s ∣ ) . \partial_z\mathcal{L}(z,s) \ll_{\ell} \frac{X\left(1+h(1+|z|+|z-s|)\right)^{\ell}}{(1+|s|)^{\ell}\left|(\sigma_*+iz)(\sigma_*-iz+is)\right|}\left(h+\frac{1}{1+|z|}+\frac{1}{1+|z-s|}\right). ∂ z L ( z , s ) ≪ ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ X ( 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ) ℓ ( h + 1 + ∣ z ∣ 1 + 1 + ∣ z − s ∣ 1 ) .
These estimates hold for every integer ℓ ≥ 0 \ell\ge0 ℓ ≥ 0 , with the case ℓ = 0 \ell=0 ℓ = 0 following directly from (238) . In the central range, we may assume 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ≪ Z 1+h(1+|z|+|z-s|)\ll Z 1 + h ( 1 + ∣ z ∣ + ∣ z − s ∣ ) ≪ Z and h + 1 1 + ∣ z ∣ + 1 1 + ∣ z − s ∣ ≪ h Z h+\frac{1}{1+|z|}+\frac{1}{1+|z-s|}\ll hZ h + 1 + ∣ z ∣ 1 + 1 + ∣ z − s ∣ 1 ≪ h Z . Therefore
L ( z , s ) ≪ ℓ Z ℓ X ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ . (241) \mathcal{L}(z,s)\ll_{\ell}\frac{Z^\ell X}{(1+|s|)^\ell\left|(\sigma_*+iz)(\sigma_*-iz+is)\right|}. \tag*{(241)} L ( z , s ) ≪ ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ Z ℓ X . (241)
and
∂ z L ( z , s ) ≪ ℓ Z ℓ + 1 H ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ . (242) \partial_z\mathcal{L}(z,s)\ll_{\ell}\frac{Z^{\ell+1}H}{(1+|s|)^\ell\left|(\sigma_*+iz)(\sigma_*-iz+is)\right|}. \tag*{(242)} ∂ z L ( z , s ) ≪ ℓ ( 1 + ∣ s ∣ ) ℓ ∣ ( σ ∗ + i z ) ( σ ∗ − i z + i s ) ∣ Z ℓ + 1 H . (242)
We first estimate the portion of (237) for which ∣ s ∣ > ( log X ) η |s|>(\log X)^\eta ∣ s ∣ > ( log X ) η . Using (241) and the same decoupling used in (212) , we have
≪ ℓ Z ℓ X H ( 1 + ∣ s ∣ ) ℓ ( ∣ ζ ′ ζ ( σ ∗ + i z ) ∣ 2 k ∣ σ ∗ + i z ∣ − 2 + ∣ ζ ′ ζ ( σ ∗ − i z + i s ) ∣ 2 k ∣ σ ∗ − i z + i s ∣ − 2 ) . \ll_{\ell}\frac{Z^\ell X}{H(1+|s|)^\ell}\left(\left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|^{2k}|\sigma_*+iz|^{-2}+\left|\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right|^{2k}|\sigma_*-iz+is|^{-2}\right). ≪ ℓ H ( 1 + ∣ s ∣ ) ℓ Z ℓ X ( ζ ζ ′ ( σ ∗ + i z ) 2 k ∣ σ ∗ + i z ∣ − 2 + ζ ζ ′ ( σ ∗ − i z + i s ) 2 k ∣ σ ∗ − i z + i s ∣ − 2 ) .
The second term is treated by a variable change and enlarging the resulting domain as in the large-∣ s ∣ |s| ∣ s ∣ tail truncation. As before, it suffices to treat the positive z z z -range. Thus, for fixed s s s in this range, the corresponding z z z -integral in (237) is
≪ ℓ Z ℓ X H ( 1 + ∣ s ∣ ) ℓ ∫ 1 / ( h Z ) Z / h ∣ ζ ′ ζ ( σ ∗ + i t ) ∣ 2 k t − 2 d t . \ll_{\ell}\frac{Z^\ell X}{H(1+|s|)^\ell}\int_{1/(hZ)}^{Z/h}\left|\frac{\zeta'}{\zeta}(\sigma_*+it)\right|^{2k}t^{-2}\,dt. ≪ ℓ H ( 1 + ∣ s ∣ ) ℓ Z ℓ X ∫ 1/ ( h Z ) Z / h ζ ζ ′ ( σ ∗ + i t ) 2 k t − 2 d t .
By a partial summation similar to (232) , we get
∫ 1 / ( h Z ) Z / h ∣ ζ ′ ζ ( σ ∗ + i t ) ∣ 2 k t − 2 d t = ∫ 1 / ( h Z ) Z / h t − 2 d A ( t ) ≪ h Z ( log X ) 2 k , (243) \int_{1/(hZ)}^{Z/h}\left|\frac{\zeta'}{\zeta}(\sigma_*+it)\right|^{2k}t^{-2}\,dt=\int_{1/(hZ)}^{Z/h}t^{-2}\,dA(t)\ll hZ(\log X)^{2k}, \tag*{(243)} ∫ 1/ ( h Z ) Z / h ζ ζ ′ ( σ ∗ + i t ) 2 k t − 2 d t = ∫ 1/ ( h Z ) Z / h t − 2 d A ( t ) ≪ h Z ( log X ) 2 k , (243)
which follows from (221) . Therefore the contribution of ∣ s ∣ > ( log X ) η |s|>(\log X)^\eta ∣ s ∣ > ( log X ) η is
≪ ℓ Z ℓ + 1 ( log X ) 2 k ∫ ∣ s ∣ > ( log X ) η ( 1 + ∣ s ∣ ) − ℓ d s . \ll_{\ell}Z^{\ell+1}(\log X)^{2k}\int_{|s|>(\log X)^\eta}(1+|s|)^{-\ell}\,ds. ≪ ℓ Z ℓ + 1 ( log X ) 2 k ∫ ∣ s ∣ > ( l o g X ) η ( 1 + ∣ s ∣ ) − ℓ d s .
Choosing ℓ \ell ℓ so large that η ( ℓ − 1 ) > 1 \eta(\ell-1)>1 η ( ℓ − 1 ) > 1 , this is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) .
Next, we analyse the range
( log X ) − 1 + ε < ∣ s ∣ ≤ ( log X ) η , (\log X)^{-1+\varepsilon}<|s|\le(\log X)^\eta, ( log X ) − 1 + ε < ∣ s ∣ ≤ ( log X ) η ,
where ε \varepsilon ε is fixed with 0 < ε < 1 0<\varepsilon<1 0 < ε < 1 . On this range, ∣ s ∣ ≪ ∣ z ∣ |s|\ll|z| ∣ s ∣ ≪ ∣ z ∣ . As before, it is enough to treat the positive z z z -range; the simultaneous substitution ( z , s ) ↦ ( − z , − s ) (z,s)\mapsto(-z,-s) ( z , s ) ↦ ( − z , − s ) handles the negative range by conjugation. Taking ℓ = 0 \ell=0 ℓ = 0 in the bounds above gives
L ( z , s ) ≪ X h z 2 , ∂ z L ( z , s ) ≪ X ( h z − 2 + z − 3 ) . (244) \mathcal{L}(z,s)\ll\frac{X}{hz^2},\qquad\partial_z\mathcal{L}(z,s)\ll X(hz^{-2}+z^{-3}). \tag*{(244)} L ( z , s ) ≪ h z 2 X , ∂ z L ( z , s ) ≪ X ( h z − 2 + z − 3 ) . (244)
The argument establishing (227) also applies throughout the central range. For
1 h Z ≤ Y ≤ Z h , \frac{1}{hZ}\le Y\le\frac{Z}{h}, h Z 1 ≤ Y ≤ h Z ,
we have log Y ≍ log X \log Y \asymp\log X log Y ≍ log X , Y ≤ Z / h = o ( T ) Y \le Z/h = o(T) Y ≤ Z / h = o ( T ) . Thus the real-part conditions in (42) continue to hold. In addition, as ∣ s ∣ ≤ ( log X ) η ≪ ( log Y ) η |s| \le(\log X)^\eta\ll(\log Y)^\eta ∣ s ∣ ≤ ( log X ) η ≪ ( log Y ) η , the imaginary-shift conditions also hold. Hence
∣ A s ( Y ) ∣ ≪ Y ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 , (245) |A_s(Y)| \ll Y(\log X)^{2k}\left(1+\min(1,|s|)\log X\right)^{-2}, \tag*{(245)} ∣ A s ( Y ) ∣ ≪ Y ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 , (245)
uniformly for ∣ s ∣ ≤ ( log X ) η |s| \le(\log X)^\eta ∣ s ∣ ≤ ( log X ) η and 1 h Z ≤ Y ≤ Z h \frac{1}{hZ} \le Y \le\frac{Z}{h} h Z 1 ≤ Y ≤ h Z .
As in the treatment of E 2 E_2 E 2 for the range ( log log X ) 2 ( log X ) − 1 ≤ ∣ s ∣ ≤ ( log X ) η (\log\log X)^2(\log X)^{-1} \le|s| \le(\log X)^\eta ( log log X ) 2 ( log X ) − 1 ≤ ∣ s ∣ ≤ ( log X ) η , the decoupling in (212) would lose the required decay in s s s . We retain the shifted product and apply partial summation with respect to A s A_s A s , in the form (230) . Following the convention introduced before bounding E 1 E_1 E 1 , we suppress the additional condition on ∣ z − s ∣ |z-s| ∣ z − s ∣ from (237) ; partial summation is understood to be applied on the actual sub-interval, uniformly in its endpoints. Using (244) and (245) , we obtain
∫ 1 h Z Z h ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z ≪ H Z ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 , \int_{\frac{1}{hZ}}^{\frac{Z}{h}}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\mathcal{L}(z,s)\,dz
\ll HZ(\log X)^{2k}\left(1+\min(1,|s|)\log X\right)^{-2}, ∫ h Z 1 h Z ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z ≪ H Z ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ,
uniformly for s s s in the stated range. With the prefactor 1 / H 1/H 1/ H , the intermediate-s s s contribution is
≪ Z ( log X ) 2 k ∫ ( log X ) − 1 + ε < ∣ s ∣ ≤ ( log X ) η ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s ≪ Z ( log X ) 2 k ( ( log X ) − 1 − ε + ( log X ) − 2 + η ) . \begin{aligned}
\ll Z(\log X)^{2k}\int_{(\log X)^{-1+\varepsilon}<|s|\le(\log X)^\eta}\left(1+\min(1,|s|)\log X\right)^{-2}\,ds \\
&\ll Z(\log X)^{2k}\left((\log X)^{-1-\varepsilon}+(\log X)^{-2+\eta}\right).
\end{aligned} ≪ Z ( log X ) 2 k ∫ ( l o g X ) − 1 + ε < ∣ s ∣ ≤ ( l o g X ) η ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 d s ≪ Z ( log X ) 2 k ( ( log X ) − 1 − ε + ( log X ) − 2 + η ) .
As we chose Z = ( log log X ) A Z=(\log\log X)^A Z = ( log log X ) A and we can fix η < 1 \eta<1 η < 1 , this contribution is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) . To evaluate the remaining part, which is ∣ s ∣ ≤ ( log X ) − 1 + ε |s|\le(\log X)^{-1+\varepsilon} ∣ s ∣ ≤ ( log X ) − 1 + ε , we use κ = σ ∗ − 1 2 = 1 log T \kappa=\sigma_*-\frac{1}{2}=\frac{1}{\log T} κ = σ ∗ − 2 1 = l o g T 1 and apply Conjecture 1 with the earlier choices z 1 = κ z_1=\kappa z 1 = κ , z 2 = − κ − i s z_2=-\kappa-is z 2 = − κ − i s , and z 1 − z 2 = 2 κ + i s z_1-z_2=2\kappa+is z 1 − z 2 = 2 κ + i s , for a fixed 0 < ξ < 1 0<\xi<1 0 < ξ < 1 if k ≥ 3 k\ge3 k ≥ 3 and 0 < ξ < c 0<\xi<c 0 < ξ < c for k = 1 k=1 k = 1 and k = 2 k=2 k = 2 . For each
1 h Z ≤ Y ≤ Z h , \frac{1}{hZ}\le Y\le\frac{Z}{h}, h Z 1 ≤ Y ≤ h Z ,
we apply Conjecture 1 with its averaging height T T T replaced by Y Y Y . To distinguish the auxiliary shift parameter denoted by Y Y Y in the statement of the conjecture from this averaging height, denote it here by Y \mathcal{Y} Y and take Y = 1 \mathcal{Y}=1 Y = 1 . This choice is admissible because, for all sufficiently large X X X ,
∣ ℑ z 2 ∣ = ∣ ℑ ( z 1 − z 2 ) ∣ = ∣ s ∣ ≤ ( log X ) − 1 + ε < 1. |\Im z_2|=|\Im(z_1-z_2)|=|s|\le(\log X)^{-1+\varepsilon}<1. ∣ℑ z 2 ∣ = ∣ℑ ( z 1 − z 2 ) ∣ = ∣ s ∣ ≤ ( log X ) − 1 + ε < 1.
Furthermore, Y ≤ Z / h = o ( T ) Y\le Z/h=o(T) Y ≤ Z / h = o ( T ) gives
0 < − ℜ z 2 = 1 log T ≤ 3 log Y , 0 < ℜ ( z 1 − z 2 ) = 2 log T ≤ 3 log Y , 0<-\Re z_2=\frac{1}{\log T}\le\frac{3}{\log Y},\qquad0<\Re(z_1-z_2)=\frac{2}{\log T}\le\frac{3}{\log Y}, 0 < − ℜ z 2 = log T 1 ≤ log Y 3 , 0 < ℜ ( z 1 − z 2 ) = log T 2 ≤ log Y 3 ,
so the real-part conditions in Conjecture 1 are also satisfied. For the cumulative moment A s ( Y ) A_s(Y) A s ( Y ) defined in (224) , the conjecture gives
A s ( Y ) = Y k ! 2 ( 2 π i ) 2 k ∫ C u k ∫ C v k Y 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) ∏ j , ℓ = 1 k ( v ℓ − u j − 2 κ − i s ) × ∏ 1 ≤ i < j ≤ k ( u i − u j ) 2 ∏ 1 ≤ i < j ≤ k ( v i − v j ) 2 ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − 2 κ − i s − log Y 2 ) k × ( ∑ j = 1 k 1 u j + 2 κ + i s + ∑ ℓ = 1 k 1 v ℓ + log Y 2 ) k ( 2 κ + i s ) − k 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ + O ( Y ( log Y ) 2 k − 1 + ξ ( 1 + min ( 1 , ∣ s ∣ ) log Y ) − θ k , c ) . (246) \begin{aligned}
A_s(Y)={}&\frac{Y}{k!^2(2\pi i)^{2k}}\int_{\mathcal{C}_u^k}\int_{\mathcal{C}_v^k}Y^{\frac{1}{2}\left(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell\right)}
\prod_{j,\ell=1}^k(v_\ell-u_j-2\kappa-is)\\
&\quad\times\prod_{1\le i<j\le k}(u_i-u_j)^2\prod_{1\le i<j\le k}(v_i-v_j)^2
\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-2\kappa-is}-\frac{\log Y}{2}\right)^k\\
&\quad\times\left(\sum_{j=1}^k\frac{1}{u_j+2\kappa+is}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac{\log Y}{2}\right)^k
(2\kappa+is)^{-k^2}\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell\\
&\quad+O\left(Y(\log Y)^{2k-1+\xi}\left(1+\min(1,|s|)\log Y\right)^{-\theta_{k,c}}\right). \tag*{(246)}
\end{aligned} A s ( Y ) = k ! 2 ( 2 π i ) 2 k Y ∫ C u k ∫ C v k Y 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) j , ℓ = 1 ∏ k ( v ℓ − u j − 2 κ − i s ) × 1 ≤ i < j ≤ k ∏ ( u i − u j ) 2 1 ≤ i < j ≤ k ∏ ( v i − v j ) 2 ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − 2 κ − i s 1 − 2 log Y ) k × ( j = 1 ∑ k u j + 2 κ + i s 1 + ℓ = 1 ∑ k v ℓ 1 + 2 log Y ) k ( 2 κ + i s ) − k 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ + O ( Y ( log Y ) 2 k − 1 + ξ ( 1 + min ( 1 , ∣ s ∣ ) log Y ) − θ k , c ) . (246)
We now compare L ( z , s ) \mathcal{L}(z,s) L ( z , s ) with L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) ; for this purpose, we define
Q ( w , u ) : = ( 1 + u ) w − 1 w . Q(w,u) := \frac{(1+u)^w-1}{w}. Q ( w , u ) := w ( 1 + u ) w − 1 .
After setting x = X v x=Xv x = X v in (238) , we have
X − i s L ( z , s ) = X 2 σ ∗ ∫ R g ( v ) v 2 σ ∗ + i s Q ( σ ∗ + i z , h v ) Q ( σ ∗ − i z + i s , h v ) d v . (247) X^{-is}\mathcal{L}(z,s)=X^{2\sigma_*}\int_{\mathbb{R}}g(v)v^{2\sigma_*+is}Q\left(\sigma_*+iz,\frac{h}{v}\right)Q\left(\sigma_*-iz+is,\frac{h}{v}\right)\,dv. \tag*{(247)} X − i s L ( z , s ) = X 2 σ ∗ ∫ R g ( v ) v 2 σ ∗ + i s Q ( σ ∗ + i z , v h ) Q ( σ ∗ − i z + i s , v h ) d v . (247)
This form isolates the factor X i s X^{is} X i s arising from x i s = X i s v i s x^{is}=X^{is}v^{is} x i s = X i s v i s . On the support of g g g , we have v ≍ 1 v\asymp1 v ≍ 1 , so v i s v^{is} v i s varies by only O g ( ∣ s ∣ ) O_g(|s|) O g ( ∣ s ∣ ) from its value at s = 0 s=0 s = 0 . The second factor involving Q Q Q also varies slowly with s s s . To make this precise, we note that h / v ≍ h h/v\asymp h h / v ≍ h on the support of g g g . Furthermore, in the central range, uniformly for ∣ s ∣ ≤ ( log X ) − 1 + ε |s|\leq(\log X)^{-1+\varepsilon} ∣ s ∣ ≤ ( log X ) − 1 + ε , ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ − i z + i s ∣ ≍ ∣ z ∣ |\sigma_*+iz|\asymp|\sigma_*-iz+is|\asymp|z| ∣ σ ∗ + i z ∣ ≍ ∣ σ ∗ − i z + i s ∣ ≍ ∣ z ∣ . As log ( 1 + u ) ≪ h \log(1+u)\ll h log ( 1 + u ) ≪ h for u ≍ h u\asymp h u ≍ h , direct differentiation of Q ( w , u ) Q(w,u) Q ( w , u ) gives
Q ( w , u ) ≪ ∣ z ∣ − 1 , ∂ w Q ( w , u ) ≪ h ∣ z ∣ − 1 + ∣ z ∣ − 2 , ∂ w 2 Q ( w , u ) ≪ h 2 ∣ z ∣ − 1 + h ∣ z ∣ − 2 + ∣ z ∣ − 3 , (248) \begin{aligned}
Q(w,u)&\ll|z|^{-1},\\
\partial_wQ(w,u)&\ll h|z|^{-1}+|z|^{-2},\\
\partial_w^2Q(w,u)&\ll h^2|z|^{-1}+h|z|^{-2}+|z|^{-3}, \tag*{(248)}
\end{aligned} Q ( w , u ) ∂ w Q ( w , u ) ∂ w 2 Q ( w , u ) ≪ ∣ z ∣ − 1 , ≪ h ∣ z ∣ − 1 + ∣ z ∣ − 2 , ≪ h 2 ∣ z ∣ − 1 + h ∣ z ∣ − 2 + ∣ z ∣ − 3 , (248)
whenever ℜ w = σ ∗ \Re w=\sigma_* ℜ w = σ ∗ , ∣ w ∣ ≍ ∣ z ∣ |w|\asymp|z| ∣ w ∣ ≍ ∣ z ∣ and u ≍ h u\asymp h u ≍ h . Differentiating the integrand in (247) with respect to s s s gives
∂ s [ v i s Q ( σ ∗ − i z + i s , h v ) ] = i v i s [ ( log v ) Q ( σ ∗ − i z + i s , h v ) + ∂ w Q ( σ ∗ − i z + i s , h v ) ] . \partial_s\left[v^{is}Q\left(\sigma_*-iz+is,\frac{h}{v}\right)\right]
=iv^{is}\left[(\log v)Q\left(\sigma_*-iz+is,\frac{h}{v}\right)+\partial_wQ\left(\sigma_*-iz+is,\frac{h}{v}\right)\right]. ∂ s [ v i s Q ( σ ∗ − i z + i s , v h ) ] = i v i s [ ( log v ) Q ( σ ∗ − i z + i s , v h ) + ∂ w Q ( σ ∗ − i z + i s , v h ) ] .
Using log v = O g ( 1 ) \log v=O_g(1) log v = O g ( 1 ) and
X 2 σ ∗ ∫ R ∣ g ( v ) ∣ v 2 σ ∗ d v ≪ g X , X^{2\sigma_*}\int_{\mathbb{R}}|g(v)|v^{2\sigma_*}\,dv\ll_g X, X 2 σ ∗ ∫ R ∣ g ( v ) ∣ v 2 σ ∗ d v ≪ g X ,
we obtain, uniformly in the small-s s s central range,
∂ s ( X − i s L ( z , s ) ) ≪ X z 2 . (249) \partial_s\left(X^{-is}\mathcal{L}(z,s)\right)\ll\frac{X}{z^2}. \tag*{(249)} ∂ s ( X − i s L ( z , s ) ) ≪ z 2 X . (249)
Differentiating this expression once with respect to z z z and using the bounds for ∂ w Q \partial_wQ ∂ w Q and ∂ w 2 Q \partial_w^2Q ∂ w 2 Q in (248) similarly gives
∂ z ∂ s ( X − i s L ( z , s ) ) ≪ X ( h z − 2 + z − 3 ) . (250) \partial_z\partial_s\left(X^{-is}\mathcal{L}(z,s)\right)\ll X\left(hz^{-2}+z^{-3}\right). \tag*{(250)} ∂ z ∂ s ( X − i s L ( z , s ) ) ≪ X ( h z − 2 + z − 3 ) . (250)
Integrating these estimates with respect to s s s from 0 0 0 to s s s proves
L ( z , s ) = X i s L ( z , 0 ) + O ( ∣ s ∣ X z 2 ) , (251) \mathcal{L}(z,s)=X^{is}\mathcal{L}(z,0)+O\left(|s|\frac{X}{z^2}\right), \tag*{(251)} L ( z , s ) = X i s L ( z , 0 ) + O ( ∣ s ∣ z 2 X ) , (251)
and
∣ ∂ z ( L ( z , s ) − X i s L ( z , 0 ) ) ∣ ≪ ∣ s ∣ X ( h z − 2 + z − 3 ) . (252) \left|\partial_z\left(\mathcal{L}(z,s)-X^{is}\mathcal{L}(z,0)\right)\right|\ll|s|X\left(hz^{-2}+z^{-3}\right). \tag*{(252)} ∂ z ( L ( z , s ) − X i s L ( z , 0 ) ) ≪ ∣ s ∣ X ( h z − 2 + z − 3 ) . (252)
To estimate the error introduced in (237) by replacing L ( z , s ) \mathcal{L}(z,s) L ( z , s ) with X i s L ( z , 0 ) X^{is}\mathcal{L}(z,0) X i s L ( z , 0 ) , we apply partial summation with respect to A s A_s A s , defined in (224) , using the bound (245) . Write
R ( z , s ) : = L ( z , s ) − X i s L ( z , 0 ) . R(z,s):=\mathcal{L}(z,s)-X^{is}\mathcal{L}(z,0). R ( z , s ) := L ( z , s ) − X i s L ( z , 0 ) .
The shifted logarithmic derivatives need not be estimated pointwise: partial summation transfers the z z z -derivative to R ( z , s ) R(z,s) R ( z , s ) , for which (251) and (252) are available. Applying partial summation in the form of (230) , together with (245) , gives
∣ ∫ 1 / ( h Z ) Z / h ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k R ( z , s ) d z ∣ ≪ ∣ s ∣ X ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( h Z + h Z + h ∫ 1 / ( h Z ) Z / h d z z + h ∫ 1 / ( h Z ) Z / h d z z 2 ) ≪ ∣ s ∣ H Z ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 . \begin{aligned}
\left|\int_{1/(hZ)}^{Z/h}\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k R(z,s)\,dz\right| \\
\ll|s|X(\log X)^{2k}\left(1+\min(1,|s|)\log X\right)^{-2}
\left(hZ+\frac{h}{Z}+h\int_{1/(hZ)}^{Z/h}\frac{dz}{z}+h\int_{1/(hZ)}^{Z/h}\frac{dz}{z^2}\right) \\
\ll|s|HZ(\log X)^{2k}\left(1+\min(1,|s|)\log X\right)^{-2}.
\end{aligned} ∫ 1/ ( h Z ) Z / h ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k R ( z , s ) d z ≪ ∣ s ∣ X ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 ( h Z + Z h + h ∫ 1/ ( h Z ) Z / h z d z + h ∫ 1/ ( h Z ) Z / h z 2 d z ) ≪ ∣ s ∣ H Z ( log X ) 2 k ( 1 + min ( 1 , ∣ s ∣ ) log X ) − 2 .
Here the first two terms in parentheses arise from the two endpoints in partial summation, while the final two arise from integrating the two terms in (252) . The negative z z z -range satisfies the same estimate by conjugation.
After including the outside factor 1 / H 1/H 1/ H and integrating over the small-s s s range, the error made by replacing L ( z , s ) \mathcal{L}(z,s) L ( z , s ) with X i s L ( z , 0 ) X^{is}\mathcal{L}(z,0) X i s L ( z , 0 ) is
≪ Z ( log X ) 2 k ∫ ∣ s ∣ ≤ ( log X ) − 1 + ε ∣ s ∣ ( 1 + ∣ s ∣ log X ) − 2 d s = 2 Z ( log X ) 2 k ( log X ) 2 ∫ 0 ( log X ) ε v ( 1 + v ) 2 d v ≪ Z ( log X ) 2 k log log X ( log X ) 2 = o ( ( log X ) 2 k − 1 ) . \begin{aligned}
&\ll Z(\log X)^{2k}\int_{|s|\leq(\log X)^{-1+\varepsilon}} |s|(1+|s|\log X)^{-2}\,ds \\
&=\frac{2Z(\log X)^{2k}}{(\log X)^2}\int_0^{(\log X)^\varepsilon}\frac{v}{(1+v)^2}\,dv \\
&\ll Z(\log X)^{2k}\frac{\log\log X}{(\log X)^2}
=o\left((\log X)^{2k-1}\right).
\end{aligned} ≪ Z ( log X ) 2 k ∫ ∣ s ∣ ≤ ( l o g X ) − 1 + ε ∣ s ∣ ( 1 + ∣ s ∣ log X ) − 2 d s = ( log X ) 2 2 Z ( log X ) 2 k ∫ 0 ( l o g X ) ε ( 1 + v ) 2 v d v ≪ Z ( log X ) 2 k ( log X ) 2 log log X = o ( ( log X ) 2 k − 1 ) .
As ∣ s ∣ ≤ ( log X ) − 1 + ε |s|\leq(\log X)^{-1+\varepsilon} ∣ s ∣ ≤ ( log X ) − 1 + ε , replacing the condition 1 h Z ≤ ∣ z − s ∣ ≤ Z h \frac{1}{hZ}\leq|z-s|\leq\frac{Z}{h} h Z 1 ≤ ∣ z − s ∣ ≤ h Z by 1 h Z ≤ ∣ z ∣ ≤ Z h \frac{1}{hZ}\leq|z|\leq\frac{Z}{h} h Z 1 ≤ ∣ z ∣ ≤ h Z changes only boundary intervals of total length O ( ∣ s ∣ ) O(|s|) O ( ∣ s ∣ ) . On these boundary intervals, the uniform RH estimate (147) , applied with η = 1 \eta=1 η = 1 , gives
∣ ζ ′ ζ ( σ ∗ + i z ) ∣ + ∣ ζ ′ ζ ( σ ∗ − i z + i s ) ∣ ≪ ( log T ) 2 . \left|\frac{\zeta'}{\zeta}(\sigma_*+iz)\right|+\left|\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right|\ll(\log T)^2. ζ ζ ′ ( σ ∗ + i z ) + ζ ζ ′ ( σ ∗ − i z + i s ) ≪ ( log T ) 2 .
In addition, (241) , with ℓ = 0 \ell=0 ℓ = 0 and s = 0 s=0 s = 0 , gives
L ( z , 0 ) ≪ X ∣ σ ∗ + i z ∣ ∣ σ ∗ − i z ∣ ≪ X z 2 . \mathcal{L}(z,0)\ll\frac{X}{|\sigma_*+iz|\,|\sigma_*-iz|}\ll\frac{X}{z^2}. L ( z , 0 ) ≪ ∣ σ ∗ + i z ∣ ∣ σ ∗ − i z ∣ X ≪ z 2 X .
As the boundary intervals have total length O ( ∣ s ∣ ) O(|s|) O ( ∣ s ∣ ) , (147) and (241) , applied with ℓ = 0 \ell=0 ℓ = 0 and s = 0 s=0 s = 0 , show that their contribution to the central-range double integral obtained by expanding (206) is
O ( h Z 2 ( log X ) 4 k − 2 + 2 ε ) = o ( ( log X ) 2 k − 1 ) . O\left(hZ^2(\log X)^{4k-2+2\varepsilon}\right)
=o\left((\log X)^{2k-1}\right). O ( h Z 2 ( log X ) 4 k − 2 + 2 ε ) = o ( ( log X ) 2 k − 1 ) .
Thus the condition on ∣ z − s ∣ |z-s| ∣ z − s ∣ may be replaced by the condition on ∣ z ∣ |z| ∣ z ∣ at the cost of an admissible error, and we obtain
1 H ( 2 π ) 2 ∬ 1 h Z ≤ ∣ z ∣ , ∣ z − s ∣ ≤ Z h ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z d s = 1 H ( 2 π ) 2 ∫ ∣ s ∣ ≤ ( log X ) − 1 + ε X i s ∫ 1 h Z ≤ ∣ z ∣ ≤ Z h L ( z , 0 ) ( − ζ ′ ζ ( σ ∗ + i z ) ) k ( − ζ ′ ζ ( σ ∗ − i z + i s ) ) k d z d s + o ( ( log X ) 2 k − 1 ) . \begin{aligned}
\frac{1}{H(2\pi)^2}\iint_{\frac{1}{hZ}\leq|z|,|z-s|\leq\frac{Z}{h}}
\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k
\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k
\mathcal{L}(z,s)\,dz\,ds \\
=\frac{1}{H(2\pi)^2}\int_{|s|\leq(\log X)^{-1+\varepsilon}}X^{is}
\int_{\frac{1}{hZ}\leq|z|\leq\frac{Z}{h}}
\mathcal{L}(z,0)
\left(-\frac{\zeta'}{\zeta}(\sigma_*+iz)\right)^k
\left(-\frac{\zeta'}{\zeta}(\sigma_*-iz+is)\right)^k\,dz\,ds
+o\left((\log X)^{2k-1}\right).
\end{aligned} H ( 2 π ) 2 1 ∬ h Z 1 ≤ ∣ z ∣ , ∣ z − s ∣ ≤ h Z ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k L ( z , s ) d z d s = H ( 2 π ) 2 1 ∫ ∣ s ∣ ≤ ( l o g X ) − 1 + ε X i s ∫ h Z 1 ≤ ∣ z ∣ ≤ h Z L ( z , 0 ) ( − ζ ζ ′ ( σ ∗ + i z ) ) k ( − ζ ζ ′ ( σ ∗ − i z + i s ) ) k d z d s + o ( ( log X ) 2 k − 1 ) .
We insert (246) through partial summation in the z z z -variable, with weight L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) . The endpoint and derivative terms are controlled by the kernel bounds (244) , so the conjectural error term contributes at most
≪ Z ( log X ) 2 k − 1 + ξ ∫ ∣ s ∣ ≤ ( log X ) − 1 + ε ( 1 + min ( 1 , ∣ s ∣ ) log X ) − θ k , c d s , \ll Z(\log X)^{2k-1+\xi}\int_{|s|\leq(\log X)^{-1+\varepsilon}}
\left(1+\min(1,|s|)\log X\right)^{-\theta_{k,c}}\,ds, ≪ Z ( log X ) 2 k − 1 + ξ ∫ ∣ s ∣ ≤ ( l o g X ) − 1 + ε ( 1 + min ( 1 , ∣ s ∣ ) log X ) − θ k , c d s ,
and, using the definition of θ k , c \theta_{k,c} θ k , c in (125) , we have uniformly in all cases
∫ ∣ s ∣ ≤ ( log X ) − 1 + ε ( 1 + ∣ s ∣ log X ) − θ k , c d s ≪ 1 log X . \int_{|s|\leq(\log X)^{-1+\varepsilon}} (1+|s|\log X)^{-\theta_{k,c}}\,ds \ll\frac{1}{\log X}. ∫ ∣ s ∣ ≤ ( l o g X ) − 1 + ε ( 1 + ∣ s ∣ log X ) − θ k , c d s ≪ log X 1 .
Thus the contribution of the conjectural error term is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) provided 0 < ξ < 1 0<\xi<1 0 < ξ < 1 for k ≥ 3 k\geq3 k ≥ 3 and 0 < ξ < c 0<\xi<c 0 < ξ < c otherwise. We now treat the conjectural main term in (246) . By (153) , this term is
Y k ! 2 ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) . \frac{Y}{k!^{2}}(2\kappa+is)^{-k^{2}}\mathcal{W}_{k}(2\kappa+is;Y). k ! 2 Y ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) .
The two-centre decomposition leading to (162) , together with (164) –(169) , gives
∣ ∂ ∂ log Y ‾ ( ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ) ∣ ≪ ( log X ) 2 k − 1 , (253) \left|\frac{\partial}{\partial\log\overline{Y}}\left((2\kappa+is)^{-k^{2}}\mathcal{W}_{k}(2\kappa+is;Y)\right)\right|\ll(\log X)^{2k-1}, \tag*{(253)} ∂ log Y ∂ ( ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ) ≪ ( log X ) 2 k − 1 , (253)
uniformly for
1 h Z ≤ Y ≤ Z h , ∣ s ∣ ≤ ( log X ) − 1 + ε . \frac{1}{hZ}\leq Y\leq\frac{Z}{h},\qquad|s|\leq(\log X)^{-1+\varepsilon}. h Z 1 ≤ Y ≤ h Z , ∣ s ∣ ≤ ( log X ) − 1 + ε .
As ∣ log ( h Y ) ∣ ≤ log Z |\log(hY)|\leq\log Z ∣ log ( hY ) ∣ ≤ log Z on this interval, (253) gives
∣ ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) − ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; 1 / h ) ∣ ≪ ( log Z ) ( log X ) 2 k − 1 . (254) \left|(2\kappa+is)^{-k^{2}}\mathcal{W}_{k}(2\kappa+is;Y)-(2\kappa+is)^{-k^{2}}\mathcal{W}_{k}(2\kappa+is;1/h)\right|
\ll(\log Z)(\log X)^{2k-1}. \tag*{(254)} ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) − ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; 1/ h ) ≪ ( log Z ) ( log X ) 2 k − 1 . (254)
We now evaluate the remaining z z z -integral of L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) . For fixed x x x , set
K x ( z ) : = ( x + H ) σ ∗ + i z − x σ ∗ + i z σ ∗ + i z = ∫ x x + H y σ ∗ + i z − 1 d y . K_x(z):=\frac{(x+H)^{\sigma_*+iz}-x^{\sigma_*+iz}}{\sigma_*+iz}=\int_x^{x+H}y^{\sigma_*+iz-1}\,dy. K x ( z ) := σ ∗ + i z ( x + H ) σ ∗ + i z − x σ ∗ + i z = ∫ x x + H y σ ∗ + i z − 1 d y .
Hence, when s = 0 s=0 s = 0 , the second factor in L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) is K x ( − z ) K_x(-z) K x ( − z ) , and therefore
L ( z , 0 ) = 1 X ∫ R g ( x X ) K x ( z ) K x ( − z ) d x = 1 X ∫ R g ( x X ) ∣ K x ( z ) ∣ 2 d x , \mathcal{L}(z,0)=\frac{1}{X}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)K_x(z)K_x(-z)\,dx=\frac{1}{X}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|K_x(z)|^2\,dx, L ( z , 0 ) = X 1 ∫ R g ( X x ) K x ( z ) K x ( − z ) d x = X 1 ∫ R g ( X x ) ∣ K x ( z ) ∣ 2 d x ,
because K x ( − z ) = K x ( z ) ‾ K_x(-z)=\overline{K_x(z)} K x ( − z ) = K x ( z ) for real z z z . By Mellin–Plancherel [31 Theorem 71, pp. 94–95] ,
1 2 π ∫ R ∣ K x ( z ) ∣ 2 d z = ∫ x x + H y 2 σ ∗ − 1 d y = H x 2 σ ∗ − 1 + O ( H h x 2 σ ∗ − 1 ) \frac{1}{2\pi}\int_{\mathbb{R}}|K_x(z)|^2\,dz=\int_x^{x+H}y^{2\sigma_*-1}\,dy=Hx^{2\sigma_*-1}+O(Hhx^{2\sigma_*-1}) 2 π 1 ∫ R ∣ K x ( z ) ∣ 2 d z = ∫ x x + H y 2 σ ∗ − 1 d y = H x 2 σ ∗ − 1 + O ( H h x 2 σ ∗ − 1 )
and consequently, by setting x = X v x=Xv x = X v , we get
1 2 π ∫ R L ( z , 0 ) d z = 1 X ∫ R g ( x X ) ∫ x x + H y 2 σ ∗ − 1 d y d x = H X 2 σ ∗ − 1 ∫ 0 ∞ g ( v ) v 2 σ ∗ − 1 d v + O ( H h X 2 σ ∗ − 1 ) , \frac{1}{2\pi}\int_{\mathbb{R}}\mathcal{L}(z,0)\,dz=\frac{1}{X}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)\int_x^{x+H}y^{2\sigma_*-1}\,dy\,dx
=HX^{2\sigma_*-1}\int_0^\infty g(v)v^{2\sigma_*-1}\,dv+O(HhX^{2\sigma_*-1}), 2 π 1 ∫ R L ( z , 0 ) d z = X 1 ∫ R g ( X x ) ∫ x x + H y 2 σ ∗ − 1 d y d x = H X 2 σ ∗ − 1 ∫ 0 ∞ g ( v ) v 2 σ ∗ − 1 d v + O ( H h X 2 σ ∗ − 1 ) ,
since x ≍ X x\asymp X x ≍ X and H = o ( X ) H=o(X) H = o ( X ) . As X 2 σ ∗ − 1 = X 2 / log T = O ( 1 ) X^{2\sigma_*-1}=X^{2/\log T}=O(1) X 2 σ ∗ − 1 = X 2/ l o g T = O ( 1 ) and v 2 σ ∗ − 1 = O g ( 1 ) v^{2\sigma_*-1}=O_g(1) v 2 σ ∗ − 1 = O g ( 1 ) on the support of g g g , the error above is o ( H ) o(H) o ( H ) . We now justify restricting the Mellin–Plancherel integral to the central range. From the integral representation of K x ( z ) K_x(z) K x ( z ) and the fact that x ≍ X x\asymp X x ≍ X on the support of g ( x / X ) g(x/X) g ( x / X ) , we have
∣ K x ( z ) ∣ ≤ ∫ x x + H y σ ∗ − 1 d y ≪ H X σ ∗ − 1 . |K_x(z)|\leq\int_x^{x+H}y^{\sigma_*-1}\,dy\ll HX^{\sigma_*-1}. ∣ K x ( z ) ∣ ≤ ∫ x x + H y σ ∗ − 1 d y ≪ H X σ ∗ − 1 .
The quotient representation of K x ( z ) K_x(z) K x ( z ) also gives, for ∣ z ∣ ≥ 1 |z|\geq1 ∣ z ∣ ≥ 1 ,
∣ K x ( z ) ∣ ≤ ( x + H ) σ ∗ + x σ ∗ ∣ σ ∗ + i z ∣ ≪ X σ ∗ ∣ z ∣ . |K_x(z)|\leq\frac{(x+H)^{\sigma_*}+x^{\sigma_*}}{|\sigma_*+iz|}\ll\frac{X^{\sigma_*}}{|z|}. ∣ K x ( z ) ∣ ≤ ∣ σ ∗ + i z ∣ ( x + H ) σ ∗ + x σ ∗ ≪ ∣ z ∣ X σ ∗ .
Using the definition of L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) , it follows that
L ( z , 0 ) ≪ H 2 X 2 σ ∗ − 2 , \mathcal{L}(z,0)\ll H^2X^{2\sigma_*-2}, L ( z , 0 ) ≪ H 2 X 2 σ ∗ − 2 ,
for all real z z z , while
L ( z , 0 ) ≪ X 2 σ ∗ ∣ z ∣ − 2 , \mathcal{L}(z,0) \ll X^{2\sigma_*}|z|^{-2}, L ( z , 0 ) ≪ X 2 σ ∗ ∣ z ∣ − 2 ,
for ∣ z ∣ ≥ 1 |z| \ge1 ∣ z ∣ ≥ 1 . Therefore,
∫ ∣ z ∣ < 1 / ( h Z ) L ( z , 0 ) d z ≪ H 2 X 2 σ ∗ − 2 h Z = H X 2 κ Z , \int_{|z|<1/(hZ)} \mathcal{L}(z,0)\,dz \ll\frac{H^2X^{2\sigma_*-2}}{hZ}=\frac{HX^{2\kappa}}{Z}, ∫ ∣ z ∣ < 1/ ( h Z ) L ( z , 0 ) d z ≪ h Z H 2 X 2 σ ∗ − 2 = Z H X 2 κ ,
∫ ∣ z ∣ > Z / h L ( z , 0 ) d z ≪ X 2 σ ∗ ∫ Z / h ∞ z − 2 d z ≪ h X 2 σ ∗ Z = H X 2 κ Z . \int_{|z|>Z/h} \mathcal{L}(z,0)\,dz \ll X^{2\sigma_*}\int_{Z/h}^{\infty}z^{-2}\,dz \ll\frac{hX^{2\sigma_*}}{Z}=\frac{HX^{2\kappa}}{Z}. ∫ ∣ z ∣ > Z / h L ( z , 0 ) d z ≪ X 2 σ ∗ ∫ Z / h ∞ z − 2 d z ≪ Z h X 2 σ ∗ = Z H X 2 κ .
Since X 2 κ = O ( 1 ) X^{2\kappa}=O(1) X 2 κ = O ( 1 ) and Z → ∞ Z\to\infty Z → ∞ , both expressions are o ( H ) o(H) o ( H ) . Thus the full Mellin–Plancherel integral may be restricted to
1 h Z ≤ ∣ z ∣ ≤ Z h \frac{1}{hZ}\le|z|\le\frac{Z}{h} h Z 1 ≤ ∣ z ∣ ≤ h Z
with an error o ( H ) o(H) o ( H ) . It follows that
1 2 π H ∫ 1 h Z ≤ ∣ z ∣ ≤ Z h L ( z , 0 ) d z = X 2 κ ∫ 0 ∞ g ( v ) v 2 κ d v + o ( 1 ) = X 2 κ ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) . \frac{1}{2\pi H}\int_{\frac{1}{hZ}\le|z|\le\frac{Z}{h}}\mathcal{L}(z,0)\,dz
=X^{2\kappa}\int_0^\infty g(v)v^{2\kappa}\,dv+o(1)
=X^{2\kappa}\left(\int_0^\infty g(v)\,dv+o(1)\right). 2 π H 1 ∫ h Z 1 ≤ ∣ z ∣ ≤ h Z L ( z , 0 ) d z = X 2 κ ∫ 0 ∞ g ( v ) v 2 κ d v + o ( 1 ) = X 2 κ ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) .
as we have v 2 κ = 1 + o ( 1 ) v^{2\kappa}=1+o(1) v 2 κ = 1 + o ( 1 ) uniformly on supp g \operatorname{supp}g supp g ; this is due to g g g being compactly supported in ( 0 , ∞ ) (0,\infty) ( 0 , ∞ ) and κ = 1 / log T = o ( 1 ) \kappa=1/\log T=o(1) κ = 1/ log T = o ( 1 ) . The conjectural main term enters the Stieltjes integral through
d [ Y k ! 2 ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ] . d\left[\frac{Y}{k!^2}(2\kappa+is)^{-k^2}\mathcal{W}_k(2\kappa+is;Y)\right]. d [ k ! 2 Y ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ] .
By the product rule, (253) and (254) give
d d Y [ Y k ! 2 ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ] = 1 k ! 2 ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; 1 / h ) + O ( ( 1 + log Z ) ( log X ) 2 k − 1 ) . (255) \begin{aligned}
\frac{d}{dY}\left[\frac{Y}{k!^2}(2\kappa+is)^{-k^2}\mathcal{W}_k(2\kappa+is;Y)\right]
&=\frac{1}{k!^2}(2\kappa+is)^{-k^2}\mathcal{W}_k(2\kappa+is;1/h)\\
&\quad+O\left((1+\log Z)(\log X)^{2k-1}\right). \tag*{(255)}
\end{aligned} d Y d [ k ! 2 Y ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; Y ) ] = k ! 2 1 ( 2 κ + i s ) − k 2 W k ( 2 κ + i s ; 1/ h ) + O ( ( 1 + log Z ) ( log X ) 2 k − 1 ) . (255)
The representation of L ( z , 0 ) \mathcal{L}(z,0) L ( z , 0 ) above shows that it is non-negative, while the Mellin–Plancherel calculation gives
∫ 1 h Z ≤ ∣ z ∣ ≤ Z / h L ( z , 0 ) d z ≪ H . \int_{\frac{1}{hZ}\le|z|\le Z/h}\mathcal{L}(z,0)\,dz\ll H. ∫ h Z 1 ≤ ∣ z ∣ ≤ Z / h L ( z , 0 ) d z ≪ H .
After including the outside factor 1 / H 1/H 1/ H and integrating over ∣ s ∣ ≤ ( log X ) − 1 + ε |s|\le(\log X)^{-1+\varepsilon} ∣ s ∣ ≤ ( log X ) − 1 + ε , the error term in (255) contributes
≪ ( 1 + log Z ) ( log X ) 2 k − 2 + ε = o ( ( log X ) 2 k − 1 ) . \ll(1+\log Z)(\log X)^{2k-2+\varepsilon}=o\left((\log X)^{2k-1}\right). ≪ ( 1 + log Z ) ( log X ) 2 k − 2 + ε = o ( ( log X ) 2 k − 1 ) .
Thus the normalised conjectural main term may be evaluated at Y = 1 / h = X / H Y=1/h=X/H Y = 1/ h = X / H . Using (246) , with X H = X 1 / α \frac{X}{H}=X^{1/\alpha} H X = X 1/ α as the central value of the z z z -scale, we have
( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) 1 2 π 1 k ! 2 ( 2 π i ) 2 k ∫ ∣ s ∣ ≤ ( log X ) − 1 + ε ( X 1 / α ) α ( 2 κ + i s ) × ∫ C u 1 ⋯ ∫ C u k ( X 1 / α ) 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) ∏ j , ℓ = 1 k ( v ℓ − u j − 2 κ − i s ) ∏ i < j ( u i − u j ) 2 ∏ i < j ( v i − v j ) 2 × ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − 2 κ − i s − 1 2 log X 1 / α ) k ( ∑ j = 1 k 1 u j + 2 κ + i s + ∑ ℓ = 1 k 1 v ℓ + 1 2 log X 1 / α ) k × ( 2 κ + i s ) − k 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (256) \begin{aligned}
&\left(\int_0^\infty g(v)\,dv+o(1)\right)\frac{1}{2\pi}\frac{1}{k!^2(2\pi i)^{2k}}
\int_{|s|\le(\log X)^{-1+\varepsilon}}\left(X^{1/\alpha}\right)^{\alpha(2\kappa+is)}
\\
&\quad\times\int_{\mathcal{C}_{u_1}}\cdots\int_{\mathcal{C}_{u_k}}
\left(X^{1/\alpha}\right)^{\frac{1}{2}\left(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell\right)}
\prod_{j,\ell=1}^k(v_\ell-u_j-2\kappa-is)
\prod_{i<j}(u_i-u_j)^2
\prod_{i<j}(v_i-v_j)^2
\\
&\quad\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-2\kappa-is}-\frac{1}{2}\log X^{1/\alpha}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+2\kappa+is}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac{1}{2}\log X^{1/\alpha}\right)^k
\\
&\quad\times(2\kappa+is)^{-k^2}\prod_{j=1}^k u_j^{-k}\,du_j\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell\,ds
+o\left((\log X)^{2k-1}\right). \tag*{(256)}
\end{aligned} ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) 2 π 1 k ! 2 ( 2 π i ) 2 k 1 ∫ ∣ s ∣ ≤ ( l o g X ) − 1 + ε ( X 1/ α ) α ( 2 κ + i s ) × ∫ C u 1 ⋯ ∫ C u k ( X 1/ α ) 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) j , ℓ = 1 ∏ k ( v ℓ − u j − 2 κ − i s ) i < j ∏ ( u i − u j ) 2 i < j ∏ ( v i − v j ) 2 × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − 2 κ − i s 1 − 2 1 log X 1/ α ) k ( j = 1 ∑ k u j + 2 κ + i s 1 + ℓ = 1 ∑ k v ℓ 1 + 2 1 log X 1/ α ) k × ( 2 κ + i s ) − k 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (256)
We make the change of variables w = 2 κ + i s w = 2\kappa+ is w = 2 κ + i s where d w = i d s dw = i\,ds d w = i d s . The original s s s -interval is thereby mapped to the finite vertical segment
R e w = 2 κ , ∣ I m w ∣ ≤ ( log X ) − 1 + ε . \mathop{\rm Re} w = 2\kappa,\qquad|\mathop{\rm Im} w| \le(\log X)^{-1+\varepsilon}. Re w = 2 κ , ∣ Im w ∣ ≤ ( log X ) − 1 + ε .
We move this segment to R e w = 1 / log X \mathop{\rm Re} w = 1/\log X Re w = 1/ log X and then extend it to the full vertical line. For this estimate, we apply Lemma 2.7 and Lemma 2.6 termwise on the finite segment. The factorisation (162) , with T T T there replaced by X 1 / α X^{1/\alpha} X 1/ α , together with (165) –(169) , shows that the terms with a < r a<r a < r vanish and that the absolute value of each remaining ( r , a ) (r,a) ( r , a ) -integrand satisfies
≪ k { ( log X 1 / α ) k ∣ w ∣ − k , r = 0 , k ≥ 2 , ( log X 1 / α ) 2 k − 2 r ∣ w ∣ − 2 r , 1 ≤ r ≤ k , (257) \ll_k
\begin{cases}
(\log X^{1/\alpha})^k |w|^{-k}, & r=0,\quad k\ge2,\\
(\log X^{1/\alpha})^{2k-2r}|w|^{-2r}, & 1\le r\le k,
\end{cases} \tag*{(257)} ≪ k { ( log X 1/ α ) k ∣ w ∣ − k , ( log X 1/ α ) 2 k − 2 r ∣ w ∣ − 2 r , r = 0 , k ≥ 2 , 1 ≤ r ≤ k , (257)
whenever ∣ I m w ∣ ≥ ( log X ) − 1 + ε |\mathop{\rm Im}w|\ge(\log X)^{-1+\varepsilon} ∣ Im w ∣ ≥ ( log X ) − 1 + ε . These estimates hold uniformly in the strip joining the two vertical segments, because R e w ≍ 1 / log X \mathop{\rm Re}w\asymp1/\log X Re w ≍ 1/ log X there. For k = 1 k=1 k = 1 and r = 0 r=0 r = 0 , the identities J ~ 0 ( 0 ) ( w ; X 1 / α ) = 0 \widetilde{J}^{(0)}_0(w;X^{1/\alpha})=0 J 0 ( 0 ) ( w ; X 1/ α ) = 0 and J ~ 0 ( 1 ) ( w ; X 1 / α ) = 1 \widetilde{J}^{(1)}_0(w;X^{1/\alpha})=1 J 0 ( 1 ) ( w ; X 1/ α ) = 1 show that the surviving integrand is O ( ∣ w ∣ − 2 ) O(|w|^{-2}) O ( ∣ w ∣ − 2 ) .
It follows from (257) that the omitted parts of the vertical line have total contribution
≪ k { ( log X 1 / α ) k ( log X ) ( 1 − ε ) ( k − 1 ) , r = 0 , k ≥ 2 , ( log X 1 / α ) 2 k − 2 r ( log X ) ( 1 − ε ) ( 2 r − 1 ) , 1 ≤ r ≤ k , ( log X ) 1 − ε , r = 0 , k = 1 , = o ( ( log X ) 2 k − 1 ) . \ll_k
\begin{cases}
(\log X^{1/\alpha})^k(\log X)^{(1-\varepsilon)(k-1)}, & r=0,\quad k\ge2,\\
(\log X^{1/\alpha})^{2k-2r}(\log X)^{(1-\varepsilon)(2r-1)}, & 1\le r\le k,\\
(\log X)^{1-\varepsilon}, & r=0,\quad k=1,
\end{cases}
= o\bigl((\log X)^{2k-1}\bigr). ≪ k ⎩ ⎨ ⎧ ( log X 1/ α ) k ( log X ) ( 1 − ε ) ( k − 1 ) , ( log X 1/ α ) 2 k − 2 r ( log X ) ( 1 − ε ) ( 2 r − 1 ) , ( log X ) 1 − ε , r = 0 , k ≥ 2 , 1 ≤ r ≤ k , r = 0 , k = 1 , = o ( ( log X ) 2 k − 1 ) .
The horizontal segments introduced when moving R e w = 2 κ \mathop{\rm Re}w=2\kappa Re w = 2 κ to R e w = 1 / log X \mathop{\rm Re}w=1/\log X Re w = 1/ log X have length O ( 1 / log X ) O(1/\log X) O ( 1/ log X ) . Applying (257) at ∣ I m w ∣ = ( log X ) − 1 + ε |\mathop{\rm Im}w|=(\log X)^{-1+\varepsilon} ∣ Im w ∣ = ( log X ) − 1 + ε shows that their total contribution is o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) . Both vertical segments lie to the right of w = 0 w=0 w = 0 , so no pole is crossed. The finite segment may therefore be moved to R e w = 1 / log X \mathop{\rm Re}w=1/\log X Re w = 1/ log X and extended to the full vertical line at a cost of o ( ( log X ) 2 k − 1 ) o((\log X)^{2k-1}) o (( log X ) 2 k − 1 ) . After incorporating the Jacobian and renaming w w w as s s s , (256) becomes
( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) 1 k ! 2 ( 2 π i ) 2 k + 1 ∫ R e s = 1 / log X s − k 2 ∫ C u k ∫ C v k ( X 1 / α ) α s + 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) \left(\int_0^\infty g(v)\,dv+o(1)\right)
\frac{1}{k!^2(2\pi i)^{2k+1}}
\int_{\mathop{\rm Re}s=1/\log X}s^{-k^2}
\int_{\mathcal C_u^k}\int_{\mathcal C_v^k}
(X^{1/\alpha})^{\alpha s+\frac12\left(\sum_{j=1}^k u_j-\sum_{\ell=1}^k v_\ell\right)} ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) k ! 2 ( 2 π i ) 2 k + 1 1 ∫ Re s = 1/ l o g X s − k 2 ∫ C u k ∫ C v k ( X 1/ α ) α s + 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ )
× ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − s − 1 2 log X 1 / α ) k ( ∑ j = 1 k 1 u j + s + ∑ ℓ = 1 k 1 v ℓ + 1 2 log X 1 / α ) k {}\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-s}-\frac12\log X^{1/\alpha}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+s}+\sum_{\ell=1}^k\frac{1}{v_\ell}+\frac12\log X^{1/\alpha}\right)^k × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − s 1 − 2 1 log X 1/ α ) k ( j = 1 ∑ k u j + s 1 + ℓ = 1 ∑ k v ℓ 1 + 2 1 log X 1/ α ) k
× ∏ j , ℓ = 1 k ( v ℓ − u j − s ) Δ ( u ) 2 Δ ( v ) 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (258) {}\times\prod_{j,\ell=1}^k(v_\ell-u_j-s)\Delta(u)^2\Delta(v)^2
\prod_{j=1}^k u_j^{-k}\,du_j
\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell\,ds
+o\bigl((\log X)^{2k-1}\bigr). \tag*{(258)} × j , ℓ = 1 ∏ k ( v ℓ − u j − s ) Δ ( u ) 2 Δ ( v ) 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (258)
Here C u \mathcal C_u C u encloses 0 0 0 and − s -s − s , while C v \mathcal C_v C v encloses 0 0 0 and s s s , with no other singularities enclosed. We now apply Lemma 2.7 to (258) , which gives
( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) ( − 1 ) k 2 k ! 2 ( 2 π i ) 2 k + 1 ∫ R e s = 1 / log X s − k 2 ∫ C u k ∫ C v k ( X 1 / α ) α s + ∑ j = 1 k u j \left(\int_0^\infty g(v)\,dv+o(1)\right)
\frac{(-1)^{k^2}}{k!^2(2\pi i)^{2k+1}}
\int_{\mathop{\rm Re}s=1/\log X}s^{-k^2}
\int_{\mathcal C_u^k}\int_{\mathcal C_v^k}
(X^{1/\alpha})^{\alpha s+\sum_{j=1}^k u_j} ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) k ! 2 ( 2 π i ) 2 k + 1 ( − 1 ) k 2 ∫ Re s = 1/ l o g X s − k 2 ∫ C u k ∫ C v k ( X 1/ α ) α s + ∑ j = 1 k u j
× ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − s − log X 1 / α ) k ( ∑ j = 1 k 1 u j + s + ∑ ℓ = 1 k 1 v ℓ ) k {}\times\left(\sum_{j=1}^k\frac{1}{u_j}+\sum_{\ell=1}^k\frac{1}{v_\ell-s}-\log X^{1/\alpha}\right)^k
\left(\sum_{j=1}^k\frac{1}{u_j+s}+\sum_{\ell=1}^k\frac{1}{v_\ell}\right)^k × ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − s 1 − log X 1/ α ) k ( j = 1 ∑ k u j + s 1 + ℓ = 1 ∑ k v ℓ 1 ) k
× ∏ j , ℓ = 1 k ( u j − v ℓ + s ) Δ ( u ) 2 Δ ( v ) 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (259) {}\times\prod_{j,\ell=1}^k(u_j-v_\ell+s)\Delta(u)^2\Delta(v)^2
\prod_{j=1}^k u_j^{-k}\,du_j
\prod_{\ell=1}^k v_\ell^{-k}\,dv_\ell\,ds
+o\bigl((\log X)^{2k-1}\bigr). \tag*{(259)} × j , ℓ = 1 ∏ k ( u j − v ℓ + s ) Δ ( u ) 2 Δ ( v ) 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ d s + o ( ( log X ) 2 k − 1 ) . (259)
In the above, we used ∏ j , ℓ = 1 k ( v ℓ − u j − s ) = ( − 1 ) k 2 ∏ j , ℓ = 1 k ( u j − v ℓ + s ) \prod_{j,\ell=1}^k(v_\ell-u_j-s)=(-1)^{k^2}\prod_{j,\ell=1}^k(u_j-v_\ell+s) ∏ j , ℓ = 1 k ( v ℓ − u j − s ) = ( − 1 ) k 2 ∏ j , ℓ = 1 k ( u j − v ℓ + s ) . Next, Lemma 2.6 is applied; for each fixed s s s on R e s = 1 / log X \mathop{\rm Re}s=1/\log X Re s = 1/ log X , take σ = − s \sigma=-s σ = − s , L = log X 1 / α L=\log X^{1/\alpha} L = log X 1/ α and Φ L ( u 1 , … , u k ) = \Phi_L(u_1,\ldots,u_k)= Φ L ( u 1 , … , u k ) = ( X 1 / α ) u 1 + ⋯ + u k (X^{1/\alpha})^{u_1+\cdots+u_k} ( X 1/ α ) u 1 + ⋯ + u k . The holomorphy and symmetry hypotheses of Lemma 2.6 are immediate from this choice, and we obtain
( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) 1 k ! 2 ( 2 π i ) 2 k + 1 ∑ r = 0 k ( k r ) 2 ∑ a = 0 k ( k a ) ( log X 1 / α ) k − a × ∫ ℜ s = 1 / log X ( X 1 / α ) α s s − a − k J log X 1 / α , r ( a ) ( − s ) d s + o ( ( log X ) 2 k − 1 ) . (260) \left(\int_0^\infty g(v)\,dv+o(1)\right)\frac{1}{k!^2(2\pi i)^{2k+1}}\sum_{r=0}^{k}\binom{k}{r}^{2}\sum_{a=0}^{k}\binom{k}{a}\left(\log X^{1/\alpha}\right)^{k-a}
\times\int_{\Re s=1/\log X}\left(X^{1/\alpha}\right)^{\alpha s}s^{-a-k}J_{\log X^{1/\alpha},r}^{(a)}(-s)\,ds+o\left((\log X)^{2k-1}\right). \tag*{(260)} ( ∫ 0 ∞ g ( v ) d v + o ( 1 ) ) k ! 2 ( 2 π i ) 2 k + 1 1 r = 0 ∑ k ( r k ) 2 a = 0 ∑ k ( a k ) ( log X 1/ α ) k − a × ∫ ℜ s = 1/ l o g X ( X 1/ α ) α s s − a − k J l o g X 1/ α , r ( a ) ( − s ) d s + o ( ( log X ) 2 k − 1 ) . (260)
where
J log X 1 / α , r ( a ) ( − s ) = ∫ c j ( r ) ∫ c ^ ℓ ( r ) ( X 1 / α ) − s ( x 1 + ⋯ + x k ) Δ ( x ) 2 Δ ( y ) 2 ∏ j , ℓ = 1 k ( x j − y ℓ − 1 ) × ( ∑ j = 1 k 1 x j + ∑ ℓ = 1 k 1 y ℓ + 1 ) a ( ∑ j = 1 k 1 x j − 1 + ∑ ℓ = 1 k 1 y ℓ ) k ∏ j = 1 k x j − k d x j ∏ ℓ = 1 k y ℓ − k d y ℓ . (261) J_{\log X^{1/\alpha},r}^{(a)}(-s)=\int_{c_j(r)}\int_{\widehat{c}_\ell(r)}\left(X^{1/\alpha}\right)^{-s(x_1+\cdots+x_k)}\Delta(x)^2\Delta(y)^2\prod_{j,\ell=1}^{k}(x_j-y_\ell-1)
\times\left(\sum_{j=1}^{k}\frac{1}{x_j}+\sum_{\ell=1}^{k}\frac{1}{y_\ell+1}\right)^a\left(\sum_{j=1}^{k}\frac{1}{x_j-1}+\sum_{\ell=1}^{k}\frac{1}{y_\ell}\right)^k\prod_{j=1}^{k}x_j^{-k}\,dx_j\prod_{\ell=1}^{k}y_\ell^{-k}\,dy_\ell. \tag*{(261)} J l o g X 1/ α , r ( a ) ( − s ) = ∫ c j ( r ) ∫ c ℓ ( r ) ( X 1/ α ) − s ( x 1 + ⋯ + x k ) Δ ( x ) 2 Δ ( y ) 2 j , ℓ = 1 ∏ k ( x j − y ℓ − 1 ) × ( j = 1 ∑ k x j 1 + ℓ = 1 ∑ k y ℓ + 1 1 ) a ( j = 1 ∑ k x j − 1 1 + ℓ = 1 ∑ k y ℓ 1 ) k j = 1 ∏ k x j − k d x j ℓ = 1 ∏ k y ℓ − k d y ℓ . (261)
The contours c j ( r ) c_j(r) c j ( r ) and c ^ ℓ ( r ) \widehat{c}_\ell(r) c ℓ ( r ) are as defined in (39) . We now evaluate the s s s -integral in (260) . Substituting (261) into this expression, the s s s -dependent factor in the ( r , a ) (r,a) ( r , a ) -term is
( X 1 / α ) s ( α − ∑ j = 1 k x j ) s − a − k . \left(X^{1/\alpha}\right)^{s\left(\alpha-\sum_{j=1}^{k}x_j\right)}s^{-a-k}. ( X 1/ α ) s ( α − ∑ j = 1 k x j ) s − a − k .
When the contour shift crosses s = 0 s=0 s = 0 , the corresponding residue is
Res s = 0 [ ( X 1 / α ) s ( α − ∑ j = 1 k x j ) s − a − k ] = ( log X 1 / α ) a + k − 1 ( a + k − 1 ) ! ( α − ∑ j = 1 k x j ) a + k − 1 . (262) \mathop{\operatorname{Res}}_{s=0}\left[\left(X^{1/\alpha}\right)^{s\left(\alpha-\sum_{j=1}^{k}x_j\right)}s^{-a-k}\right]=\frac{\left(\log X^{1/\alpha}\right)^{a+k-1}}{(a+k-1)!}\left(\alpha-\sum_{j=1}^{k}x_j\right)^{a+k-1}. \tag*{(262)} Res s = 0 [ ( X 1/ α ) s ( α − ∑ j = 1 k x j ) s − a − k ] = ( a + k − 1 )! ( log X 1/ α ) a + k − 1 ( α − j = 1 ∑ k x j ) a + k − 1 . (262)
Multiplication by the factor ( log X 1 / α ) k − a \left(\log X^{1/\alpha}\right)^{k-a} ( log X 1/ α ) k − a already present in (260) gives the common scale ( log X 1 / α ) 2 k − 1 \left(\log X^{1/\alpha}\right)^{2k-1} ( log X 1/ α ) 2 k − 1 . To identify the remaining coefficient, differentiate the α \alpha α -dependent factor in (39) . The contours in (39) are independent of α \alpha α , and the integrand depends polynomially on α \alpha α , so the differentiation may be carried out under the contour integrals. All the remaining factors in (261) agree with those in the corresponding summand of (39) . Hence, after inserting (262) into (260) and summing over a a a , the r r r -th residue contribution is
( log X 1 / α ) 2 k − 1 P r , k ′ ( α ) . \left(\log X^{1/\alpha}\right)^{2k-1}P'_{r,k}(\alpha). ( log X 1/ α ) 2 k − 1 P r , k ′ ( α ) .
The vanishing and degree bounds (165) and (169) apply in the same way. Thus the contour shift selection rule from (180) gives a contribution only from r < α r<\alpha r < α , while the terms with r > α r>\alpha r > α are negligible. If α \alpha α is an integer, the transition block r = α r=\alpha r = α is negligible by the same transition-block argument following (186) . Applying (262) and summing over the surviving values r < α r<\alpha r < α gives
1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ′ ( α ) ( log X 1 / α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (263) \frac{1}{k!^2}\sum_{0\le r<\alpha}\binom{k}{r}^{2}P'_{r,k}(\alpha)\left(\log X^{1/\alpha}\right)^{2k-1}+o\left((\log X)^{2k-1}\right). \tag*{(263)} k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ′ ( α ) ( log X 1/ α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (263)
In particular, this proves
1 H X ∫ R g ( x X ) ∣ P k ( x ; H ) ∣ 2 d x ≪ ( log X ) 2 k − 1 , \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|P_k(x;H)|^2\,dx\ll(\log X)^{2k-1}, H X 1 ∫ R g ( X x ) ∣ P k ( x ; H ) ∣ 2 d x ≪ ( log X ) 2 k − 1 ,
which in turn proves (206) . Hence, by (203) , we have
V ~ g , k ( X , H ) = 1 H X ∫ R g ( x X ) ∣ P k ( x ; H ) ∣ 2 d x + o ( ( log X ) 2 k − 1 ) . (264) \widetilde{V}_{g,k}(X,H)=\frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|P_k(x;H)|^2\,dx+o\left((\log X)^{2k-1}\right). \tag*{(264)} V g , k ( X , H ) = H X 1 ∫ R g ( X x ) ∣ P k ( x ; H ) ∣ 2 d x + o ( ( log X ) 2 k − 1 ) . (264)
Therefore, we can now write the variance with a separated dependence on g ( v ) g(v) g ( v ) . Combining (263) with the factor ∫ 0 ∞ g ( v ) d v + o ( 1 ) \int_0^\infty g(v)\,dv+o(1) ∫ 0 ∞ g ( v ) d v + o ( 1 ) in (260) , the central contribution is
( ∫ 0 ∞ g ( v ) d v ) 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ′ ( α ) ( log X 1 / α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (265) \left(\int_0^\infty g(v)\,dv\right)\frac{1}{k!^2}\sum_{0\le r<\alpha}\binom{k}{r}^2 P'_{r,k}(\alpha)\left(\log X^{1/\alpha}\right)^{2k-1}+o\left((\log X)^{2k-1}\right). \tag*{(265)} ( ∫ 0 ∞ g ( v ) d v ) k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ′ ( α ) ( log X 1/ α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (265)
Due to the established negligibility of E 1 E_1 E 1 , E 2 E_2 E 2 and E 3 E_3 E 3 , we obtain
1 H X ∫ R g ( x X ) ∣ P k ( x ; H ) ∣ 2 d x = ( ∫ 0 ∞ g ( v ) d v ) 1 k ! 2 ∑ 0 ≤ r < α ( k r ) 2 P r , k ′ ( α ) ( log X 1 / α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (266) \frac{1}{HX}\int_{\mathbb{R}}g\left(\frac{x}{X}\right)|\mathcal{P}_k(x;H)|^2\,dx=\left(\int_0^\infty g(v)\,dv\right)\frac{1}{k!^2}\sum_{0\le r<\alpha}\binom{k}{r}^2 P'_{r,k}(\alpha)\left(\log X^{1/\alpha}\right)^{2k-1}+o\left((\log X)^{2k-1}\right). \tag*{(266)} H X 1 ∫ R g ( X x ) ∣ P k ( x ; H ) ∣ 2 d x = ( ∫ 0 ∞ g ( v ) d v ) k ! 2 1 0 ≤ r < α ∑ ( r k ) 2 P r , k ′ ( α ) ( log X 1/ α ) 2 k − 1 + o ( ( log X ) 2 k − 1 ) . (266)
Combining the above with (264) gives the desired asymptotic for V ~ g , k ( X , H ) \widetilde{V}_{g,k}(X,H) V g , k ( X , H ) and proves the claimed derivative relationship in (41) . In particular, we have shown (192) and, to then relate the variance to δ k ( α ) \delta_k(\alpha) δ k ( α ) , we can use (40) to write
lim X → ∞ V k ( X , X 1 − 1 / α ) ( log X 1 / α ) 2 k − 1 = D k ( α ) = δ k ( α ) . (267) \lim_{X\to\infty}\frac{\mathcal{V}_k(X,X^{1-1/\alpha})}{(\log X^{1/\alpha})^{2k-1}}=\mathcal{D}_k(\alpha)=\delta_k(\alpha). \tag*{(267)} X → ∞ lim ( log X 1/ α ) 2 k − 1 V k ( X , X 1 − 1/ α ) = D k ( α ) = δ k ( α ) . (267)
As Theorem 2.2 requires stronger hypotheses for the parameter Y ( T ) Y(T) Y ( T ) , we may only write D k ( α ) = M k ′ ( α ) \mathcal{D}_k(\alpha)=M'_k(\alpha) D k ( α ) = M k ′ ( α ) under its assumptions.
Proof of Theorem 2.4
Let k ≥ 4 k\ge4 k ≥ 4 and α > 0 \alpha>0 α > 0 , and suppose that log X / log q → α \log X/\log q\to\alpha log X / log q → α as q → ∞ q\to\infty q → ∞ through the primes. We assume GRH for Dirichlet L L L -functions modulo q q q , and assume Conjecture 2 with height Y ( q ) = q α / 2 + ε Y(q)=q^{\alpha/2+\varepsilon} Y ( q ) = q α /2 + ε for some fixed ε > 0 \varepsilon>0 ε > 0 . Choose η > 0 \eta>0 η > 0 such that α η < ε \alpha\eta<\varepsilon α η < ε and let T = X 1 / 2 + η T=X^{1/2+\eta} T = X 1/2 + η . Then T = q α / 2 + α η + o ( 1 ) T=q^{\alpha/2+\alpha\eta+o(1)} T = q α /2 + α η + o ( 1 ) , and therefore 2 T ≤ Y ( q ) 2T\le Y(q) 2 T ≤ Y ( q ) for all sufficiently large q q q . Let χ 0 \chi_0 χ 0 denote the principal character modulo q q q . For a Dirichlet character χ m o d q \chi\bmod q χ mod q , define
I χ ( X ) : = ∑ n ≤ X Λ ∗ k ( n ) χ ( n ) − 1 χ = χ 0 Res s = 1 [ ( − ζ q ′ ζ q ( s ) ) k X s s ] . (268) I_\chi(X):=\sum_{n\le X}\Lambda^{*k}(n)\chi(n)-\mathbf{1}_{\chi=\chi_0}\mathop{\operatorname{Res}}_{s=1}\left[\left(-\frac{\zeta'_q}{\zeta_q}(s)\right)^k\frac{X^s}{s}\right]. \tag*{(268)} I χ ( X ) := n ≤ X ∑ Λ ∗ k ( n ) χ ( n ) − 1 χ = χ 0 Res s = 1 [ ( − ζ q ζ q ′ ( s ) ) k s X s ] . (268)
For ℜ s > 1 \Re s>1 ℜ s > 1 , we have
( − L ′ L ( s , χ ) ) k = ∑ n ≥ 1 Λ ∗ k ( n ) χ ( n ) n s . (269) \left(-\frac{L'}{L}(s,\chi)\right)^k=\sum_{n\ge1}\frac{\Lambda^{*k}(n)\chi(n)}{n^s}. \tag*{(269)} ( − L L ′ ( s , χ ) ) k = n ≥ 1 ∑ n s Λ ∗ k ( n ) χ ( n ) . (269)
As L ( s , χ 0 ) = ζ q ( s ) L(s,\chi_0)=\zeta_q(s) L ( s , χ 0 ) = ζ q ( s ) , character orthogonality gives
W k ( X ; q ) = 1 φ ( q ) ∑ χ m o d q ∣ X − 1 / 2 I χ ( X ) ∣ 2 , (270) \mathcal{W}_k(X;q)=\frac{1}{\varphi(q)}\sum_{\chi\bmod q}\left|X^{-1/2}I_\chi(X)\right|^2, \tag*{(270)} W k ( X ; q ) = φ ( q ) 1 χ mod q ∑ X − 1/2 I χ ( X ) 2 , (270)
with W k ( X ; q ) \mathcal{W}_k(X;q) W k ( X ; q ) defined in (21) . We now replace X − 1 / 2 I χ ( X ) X^{-1/2}I_\chi(X) X − 1/2 I χ ( X ) by a truncated Perron integral. Applying the truncated Perron formula on ℜ s = 1 + κ \Re s=1+\kappa ℜ s = 1 + κ , where κ = 1 / log q \kappa=1/\log q κ = 1/ log q , at height T T T gives
X − 1 / 2 I χ ( X ) = 1 2 π i ∫ 1 + κ − i T 1 + κ + i T ( − L ′ L ( s , χ ) ) k X s − 1 / 2 s d s − 1 χ = χ 0 X − 1 / 2 Res s = 1 [ ( − ζ q ′ ζ q ( s ) ) k X s s ] + E χ , tr ( X ; T ) . (271) \begin{aligned}
X^{-1/2}I_\chi(X)
={}&\frac{1}{2\pi i}\int_{1+\kappa-iT}^{1+\kappa+iT}\left(-\frac{L'}{L}(s,\chi)\right)^k\frac{X^{s-1/2}}{s}\,ds\\
&-\mathbf{1}_{\chi=\chi_0}X^{-1/2}\mathop{\operatorname{Res}}_{s=1}\left[\left(-\frac{\zeta'_q}{\zeta_q}(s)\right)^k\frac{X^s}{s}\right]+E_{\chi,\operatorname{tr}}(X;T). \tag*{(271)}
\end{aligned} X − 1/2 I χ ( X ) = 2 π i 1 ∫ 1 + κ − i T 1 + κ + i T ( − L L ′ ( s , χ ) ) k s X s − 1/2 d s − 1 χ = χ 0 X − 1/2 Res s = 1 [ ( − ζ q ζ q ′ ( s ) ) k s X s ] + E χ , tr ( X ; T ) . (271)
Under GRH, uniformly in χ m o d q \chi\bmod q χ mod q , we have
L ′ L ( σ + i t , χ ) ≪ log ( q ( ∣ t ∣ + 3 ) ) σ − 1 2 , 1 2 < σ ≤ 2 , ∣ σ + i t − 1 ∣ ≥ κ . (272) \frac{L'}{L}(\sigma+it,\chi)\ll\frac{\log(q(|t|+3))}{\sigma-\frac{1}{2}},\qquad\frac{1}{2}<\sigma\le2,\quad|\sigma+it-1|\ge\kappa. \tag*{(272)} L L ′ ( σ + i t , χ ) ≪ σ − 2 1 log ( q ( ∣ t ∣ + 3 )) , 2 1 < σ ≤ 2 , ∣ σ + i t − 1∣ ≥ κ . (272)
For the principal character, the pole contribution is O ( ∣ σ + i t − 1 ∣ − 1 ) = O ( log q ) O(|\sigma+it-1|^{-1})=O(\log q) O ( ∣ σ + i t − 1 ∣ − 1 ) = O ( log q ) in this region and is therefore absorbed by the bound in (272) . For sufficiently large q q q , both vertical contours and the horizontal segments lie in the region 1 2 < ℜ s ≤ 2 \frac{1}{2}<\Re s\le2 2 1 < ℜ s ≤ 2 , ∣ s − 1 ∣ ≥ κ |s-1|\ge\kappa ∣ s − 1∣ ≥ κ . The coefficient bound 0 ≤ Λ ∗ ∗ ( n ) ≤ ( log n ) k 0 \leq\Lambda^{**}(n) \leq(\log n)^k 0 ≤ Λ ∗∗ ( n ) ≤ ( log n ) k , which follows inductively from ∑ d ∣ n Λ ( d ) = log n \sum_{d\mid n}\Lambda(d)=\log n ∑ d ∣ n Λ ( d ) = log n , allows us to apply the uniform truncated Perron estimate. With our choices of κ \kappa κ and T T T , this gives, uniformly in χ \chi χ mod q q q ,
E χ , t r ( X ; T ) ≪ k , α , η X − 1 / 2 ( log X ) k + X 1 / 2 + κ T ( ( log q ) log ( q T ) ) k . (273) E_{\chi,\mathrm{tr}}(X;T) \ll_{k,\alpha,\eta} X^{-1/2}(\log X)^k+\frac{X^{1/2+\kappa}}{T}\bigl((\log q)\log(qT)\bigr)^k. \tag*{(273)} E χ , tr ( X ; T ) ≪ k , α , η X − 1/2 ( log X ) k + T X 1/2 + κ ( ( log q ) log ( q T ) ) k . (273)
The first term accounts for the possible endpoint and near-endpoint contributions at the sharp cutoff X X X . We shift the integral in (271) to ℜ s = 1 2 + κ \Re s=\frac{1}{2}+\kappa ℜ s = 2 1 + κ . By GRH, no zero of L ( s , χ ) L(s,\chi) L ( s , χ ) is crossed. If χ = χ 0 \chi=\chi_0 χ = χ 0 , the pole at s = 1 s=1 s = 1 is crossed, and its residue is exactly the residue subtracted in (271) . On the horizontal segments s = σ ± i T s=\sigma\pm iT s = σ ± i T , 1 2 + κ ≤ σ ≤ 1 + κ \frac{1}{2}+\kappa\leq\sigma\leq1+\kappa 2 1 + κ ≤ σ ≤ 1 + κ , (272) gives
L ′ L ( σ ± i T , χ ) ≪ ( log q ) log ( q T ) . (274) \frac{L'}{L}(\sigma\pm iT,\chi)\ll(\log q)\log(qT). \tag*{(274)} L L ′ ( σ ± i T , χ ) ≪ ( log q ) log ( q T ) . (274)
Since ∣ s ∣ ≍ T |s|\asymp T ∣ s ∣ ≍ T on these segments, the horizontal contribution after the normalisation by X − 1 / 2 X^{-1/2} X − 1/2 is
≪ ∫ 1 2 + κ 1 + κ ( ( log q ) log ( q T ) ) k X σ − 1 / 2 T d σ ≪ X 1 / 2 + κ T ( ( log q ) log ( q T ) ) k . (275) \ll\int_{\frac{1}{2}+\kappa}^{1+\kappa}\bigl((\log q)\log(qT)\bigr)^k\frac{X^{\sigma-1/2}}{T}\,d\sigma\ll\frac{X^{1/2+\kappa}}{T}\bigl((\log q)\log(qT)\bigr)^k. \tag*{(275)} ≪ ∫ 2 1 + κ 1 + κ ( ( log q ) log ( q T ) ) k T X σ − 1/2 d σ ≪ T X 1/2 + κ ( ( log q ) log ( q T ) ) k . (275)
Because T = X 1 / 2 + η T=X^{1/2+\eta} T = X 1/2 + η and X κ = O α ( 1 ) X^\kappa=O_\alpha(1) X κ = O α ( 1 ) , both (273) and (275) are O k , α , η ( X − δ ) O_{k,\alpha,\eta}(X^{-\delta}) O k , α , η ( X − δ ) for some δ > 0 \delta>0 δ > 0 . Writing s = 1 2 + z s=\frac{1}{2}+z s = 2 1 + z , we have
X − 1 / 2 I χ ( X ) = I χ , T ( X ) + R χ ( X ; T ) , R χ ( X ; T ) ≪ k , α , η X − δ , (276) X^{-1/2}I_\chi(X)=I_{\chi,T}(X)+R_\chi(X;T),\qquad R_\chi(X;T)\ll_{k,\alpha,\eta}X^{-\delta}, \tag*{(276)} X − 1/2 I χ ( X ) = I χ , T ( X ) + R χ ( X ; T ) , R χ ( X ; T ) ≪ k , α , η X − δ , (276)
where
I χ , T ( X ) : = 1 2 π i ∫ κ − i T κ + i T ( − L ′ L ( 1 2 + z , χ ) ) k X z 1 2 + z d z . (277) I_{\chi,T}(X):=\frac{1}{2\pi i}\int_{\kappa-iT}^{\kappa+iT}\left(-\frac{L'}{L}\left(\frac{1}{2}+z,\chi\right)\right)^k\frac{X^z}{\frac{1}{2}+z}\,dz. \tag*{(277)} I χ , T ( X ) := 2 π i 1 ∫ κ − i T κ + i T ( − L L ′ ( 2 1 + z , χ ) ) k 2 1 + z X z d z . (277)
We next remove R χ ( X ; T ) R_\chi(X;T) R χ ( X ; T ) from the average. Put
I q : = 1 φ ( q ) ∑ χ m o d q ∣ I χ , T ( X ) ∣ 2 . (278) I_q:=\frac{1}{\varphi(q)}\sum_{\chi\bmod q}|I_{\chi,T}(X)|^2. \tag*{(278)} I q := φ ( q ) 1 χ mod q ∑ ∣ I χ , T ( X ) ∣ 2 . (278)
By (270) and (276) ,
W k ( X ; q ) = 1 φ ( q ) ∑ χ m o d q ∣ I χ , T ( X ) + R χ ( X ; T ) ∣ 2 . (279) W_k(X;q)=\frac{1}{\varphi(q)}\sum_{\chi\bmod q}|I_{\chi,T}(X)+R_\chi(X;T)|^2. \tag*{(279)} W k ( X ; q ) = φ ( q ) 1 χ mod q ∑ ∣ I χ , T ( X ) + R χ ( X ; T ) ∣ 2 . (279)
Using ∣ A + B ∣ 2 = ∣ A ∣ 2 + 2 ℜ ( A B ‾ ) + ∣ B ∣ 2 |A+B|^2=|A|^2+2\Re(A\overline{B})+|B|^2 ∣ A + B ∣ 2 = ∣ A ∣ 2 + 2ℜ ( A B ) + ∣ B ∣ 2 , we obtain
W k ( X ; q ) − I q = 2 φ ( q ) ℜ ∑ χ m o d q I χ , T ( X ) R χ ( X ; T ) ‾ + 1 φ ( q ) ∑ χ m o d q ∣ R χ ( X ; T ) ∣ 2 . (280) W_k(X;q)-I_q=\frac{2}{\varphi(q)}\Re\sum_{\chi\bmod q}I_{\chi,T}(X)\overline{R_\chi(X;T)}+\frac{1}{\varphi(q)}\sum_{\chi\bmod q}|R_\chi(X;T)|^2. \tag*{(280)} W k ( X ; q ) − I q = φ ( q ) 2 ℜ χ mod q ∑ I χ , T ( X ) R χ ( X ; T ) + φ ( q ) 1 χ mod q ∑ ∣ R χ ( X ; T ) ∣ 2 . (280)
By the Cauchy–Schwarz inequality,
∣ W k ( X ; q ) − I q ∣ ≤ 2 I q 1 / 2 ( 1 φ ( q ) ∑ χ m o d q ∣ R χ ( X ; T ) ∣ 2 ) 1 / 2 + 1 φ ( q ) ∑ χ m o d q ∣ R χ ( X ; T ) ∣ 2 . (281) |W_k(X;q)-I_q|\leq2I_q^{1/2}\left(\frac{1}{\varphi(q)}\sum_{\chi\bmod q}|R_\chi(X;T)|^2\right)^{1/2}+\frac{1}{\varphi(q)}\sum_{\chi\bmod q}|R_\chi(X;T)|^2. \tag*{(281)} ∣ W k ( X ; q ) − I q ∣ ≤ 2 I q 1/2 φ ( q ) 1 χ mod q ∑ ∣ R χ ( X ; T ) ∣ 2 1/2 + φ ( q ) 1 χ mod q ∑ ∣ R χ ( X ; T ) ∣ 2 . (281)
It remains only to give a crude bound for I q I_q I q . On the segment z = κ + i v z=\kappa+iv z = κ + i v , ∣ v ∣ ≤ T |v|\leq T ∣ v ∣ ≤ T , (272) gives
L ′ L ( 1 2 + z , χ ) ≪ ( log q ) log ( q T ) ≪ α , η ( log q ) 2 . (282) \frac{L'}{L}\left(\frac{1}{2}+z,\chi\right)\ll(\log q)\log(qT)\ll_{\alpha,\eta}(\log q)^2. \tag*{(282)} L L ′ ( 2 1 + z , χ ) ≪ ( log q ) log ( q T ) ≪ α , η ( log q ) 2 . (282)
Also X κ = O α ( 1 ) X^\kappa=O_\alpha(1) X κ = O α ( 1 ) . Hence
I χ , T ( X ) ≪ ( log q ) 2 k ∫ − T T d v ∣ 1 2 + κ + i v ∣ ≪ ( log q ) 2 k + 1 . (283) I_{\chi,T}(X)\ll(\log q)^{2k}\int_{-T}^{T}\frac{dv}{\left|\frac{1}{2}+\kappa+iv\right|}\ll(\log q)^{2k+1}. \tag*{(283)} I χ , T ( X ) ≪ ( log q ) 2 k ∫ − T T 2 1 + κ + i v d v ≪ ( log q ) 2 k + 1 . (283)
Therefore I q ≪ ( log q ) 4 k + 2 \mathcal{I}_q \ll(\log q)^{4k+2} I q ≪ ( log q ) 4 k + 2 . Combining this bound with (276) in (281) gives
W k ( X ; q ) = I q + o ( ( log q ) 2 k − 1 ) . (284) \mathcal{W}_k(X;q)=\mathcal{I}_q+o\left((\log q)^{2k-1}\right). \tag*{(284)} W k ( X ; q ) = I q + o ( ( log q ) 2 k − 1 ) . (284)
Expanding the square in (278) , and writing the conjugate integral on the line ℜ z 2 = − κ \Re z_2=-\kappa ℜ z 2 = − κ , gives
W k ( X ; q ) = 1 ( 2 π i ) 2 ∫ κ − i T κ + i T ∫ − κ − i T − κ + i T X z 1 − z 2 ( 1 2 + z 1 ) ( 1 2 − z 2 ) B k ( z 1 , z 2 ; q ) d z 2 d z 1 + o ( ( log q ) 2 k − 1 ) , (285) \mathcal{W}_k(X;q)=\frac{1}{(2\pi i)^2}\int_{\kappa-iT}^{\kappa+iT}\int_{-\kappa-iT}^{-\kappa+iT}\frac{X^{z_1-z_2}}{\left(\frac{1}{2}+z_1\right)\left(\frac{1}{2}-z_2\right)}\mathcal{B}_k(z_1,z_2;q)\,\mathrm{d}z_2\,\mathrm{d}z_1+o\left((\log q)^{2k-1}\right), \tag*{(285)} W k ( X ; q ) = ( 2 π i ) 2 1 ∫ κ − i T κ + i T ∫ − κ − i T − κ + i T ( 2 1 + z 1 ) ( 2 1 − z 2 ) X z 1 − z 2 B k ( z 1 , z 2 ; q ) d z 2 d z 1 + o ( ( log q ) 2 k − 1 ) , (285)
where
B k ( z 1 , z 2 ; q ) : = 1 φ ( q ) ∑ χ m o d q ( L ′ L ( 1 2 + z 1 , χ ) ) k ( L ′ L ( 1 2 − z 2 , χ ‾ ) ) k . (286) \mathcal{B}_k(z_1,z_2;q):=\frac{1}{\varphi(q)}\sum_{\chi\bmod q}\left(\frac{L'}{L}\left(\frac{1}{2}+z_1,\chi\right)\right)^k\left(\frac{L'}{L}\left(\frac{1}{2}-z_2,\overline{\chi}\right)\right)^k. \tag*{(286)} B k ( z 1 , z 2 ; q ) := φ ( q ) 1 χ mod q ∑ ( L L ′ ( 2 1 + z 1 , χ ) ) k ( L L ′ ( 2 1 − z 2 , χ ) ) k . (286)
On the contours in (285) , with z = z 1 − z 2 z=z_1-z_2 z = z 1 − z 2 , we have
ℜ z = 2 κ = 2 log q , ∣ ℑ z 2 ∣ ≤ T , ∣ ℑ z ∣ ≤ 2 T . (287) \Re z=2\kappa=\frac{2}{\log q},\qquad|\Im z_2|\le T,\qquad|\Im z|\le2T. \tag*{(287)} ℜ z = 2 κ = log q 2 , ∣ℑ z 2 ∣ ≤ T , ∣ℑ z ∣ ≤ 2 T . (287)
Thus Conjecture [2 ] applies throughout the integration region in (285) , since 2 T ≤ Y ( q ) 2T\le Y(q) 2 T ≤ Y ( q ) for all sufficiently large q q q . Choose 0 < ξ < 1 0<\xi<1 0 < ξ < 1 . Since k ≥ 4 k\ge4 k ≥ 4 , we have θ k , c = k − 1 \theta_{k,c}=k-1 θ k , c = k − 1 . Let E c o n j E_{\mathrm{conj}} E conj denote the contribution of the conjectural remainder to (285) . Writing z 1 = κ + i ( v + y ) z_1=\kappa+i(v+y) z 1 = κ + i ( v + y ) and z 2 = − κ + i v z_2=-\kappa+iv z 2 = − κ + i v , and putting a = 1 2 + κ a=\frac{1}{2}+\kappa a = 2 1 + κ , we use
∫ R d v ∣ a + i ( v + y ) ∣ ∣ a − i v ∣ ≪ log ( 2 + ∣ y ∣ ) 1 + ∣ y ∣ . (288) \int_{\mathbb{R}}\frac{\mathrm{d}v}{|a+i(v+y)||a-iv|}\ll\frac{\log(2+|y|)}{1+|y|}. \tag*{(288)} ∫ R ∣ a + i ( v + y ) ∣∣ a − i v ∣ d v ≪ 1 + ∣ y ∣ log ( 2 + ∣ y ∣ ) . (288)
Here we have enlarged the inner integration interval to R \mathbb{R} R after taking absolute values. Since ∣ X z 1 − z 2 ∣ = X 2 κ = O α ( 1 ) |X^{z_1-z_2}|=X^{2\kappa}=O_\alpha(1) ∣ X z 1 − z 2 ∣ = X 2 κ = O α ( 1 ) , it follows that
∣ E c o n j ∣ ≪ ( log q ) 2 k − 1 + ξ ∫ − 2 T 2 T log ( 2 + ∣ y ∣ ) 1 + ∣ y ∣ ( 1 + min ( ∣ 2 κ + i y ∣ , 1 ) log q ) − ( k − 1 ) d y ≪ ( log q ) 2 k − 1 + ξ ( 1 log q + ( log ( 2 T ) ) 2 ( log q ) k − 1 ) ≪ ( log q ) 2 k − 2 + ξ + ( log q ) k + 2 + ξ = o ( ( log q ) 2 k − 1 ) . (289) \begin{aligned}
|E_{\mathrm{conj}}|\ll(\log q)^{2k-1+\xi}\int_{-2T}^{2T}\frac{\log(2+|y|)}{1+|y|}\left(1+\min(|2\kappa+iy|,1)\log q\right)^{-(k-1)}\,\mathrm{d}y \\
&\ll(\log q)^{2k-1+\xi}\left(\frac{1}{\log q}+\frac{(\log(2T))^2}{(\log q)^{k-1}}\right) \\
&\ll(\log q)^{2k-2+\xi}+(\log q)^{k+2+\xi}=o\left((\log q)^{2k-1}\right). \tag*{(289)}
\end{aligned} ∣ E conj ∣ ≪ ( log q ) 2 k − 1 + ξ ∫ − 2 T 2 T 1 + ∣ y ∣ log ( 2 + ∣ y ∣ ) ( 1 + min ( ∣2 κ + i y ∣ , 1 ) log q ) − ( k − 1 ) d y ≪ ( log q ) 2 k − 1 + ξ ( log q 1 + ( log q ) k − 1 ( log ( 2 T ) ) 2 ) ≪ ( log q ) 2 k − 2 + ξ + ( log q ) k + 2 + ξ = o ( ( log q ) 2 k − 1 ) . (289)
The second bound follows by splitting the y y y -integral at ∣ y ∣ = 1 |y|=1 ∣ y ∣ = 1 . The final estimates use log T ≍ log q \log T\asymp\log q log T ≍ log q , k ≥ 4 k\ge4 k ≥ 4 , and ξ < 1 \xi<1 ξ < 1 . We now insert the conjectural main term. Changing variables from ( z 1 , z 2 ) (z_1,z_2) ( z 1 , z 2 ) to ( z , z 2 ) (z,z_2) ( z , z 2 ) , the inner z 2 z_2 z 2 -integral is the same finite Perron kernel as in (158) , with the shifted denominator ( 1 2 + z + z 2 ) ( 1 2 − z 2 ) \left(\frac{1}{2}+z+z_2\right)\left(\frac{1}{2}-z_2\right) ( 2 1 + z + z 2 ) ( 2 1 − z 2 ) . Hence, uniformly for z = 2 κ + i y z=2\kappa+iy z = 2 κ + i y with ∣ y ∣ ≤ 2 T |y|\le2T ∣ y ∣ ≤ 2 T ,
1 2 π i ∫ − κ + i max ( − T , − T − y ) − κ + i min ( T , T − y ) d z 2 ( 1 2 + z + z 2 ) ( 1 2 − z 2 ) = 1 1 + z + O ( log ( q T ) T ) . (290) \frac{1}{2\pi i}\int_{-\kappa+i\max(-T,-T-y)}^{-\kappa+i\min(T,T-y)}\frac{\mathrm{d}z_2}{\left(\frac{1}{2}+z+z_2\right)\left(\frac{1}{2}-z_2\right)}=\frac{1}{1+z}+O\left(\frac{\log(qT)}{T}\right). \tag*{(290)} 2 π i 1 ∫ − κ + i m a x ( − T , − T − y ) − κ + i m i n ( T , T − y ) ( 2 1 + z + z 2 ) ( 2 1 − z 2 ) d z 2 = 1 + z 1 + O ( T log ( q T ) ) . (290)
The error term in (290) gives o ( ( log q ) 2 k − 1 ) o((\log q)^{2k-1}) o (( log q ) 2 k − 1 ) after insertion into the remaining z z z -integral. Therefore
W k ( X ; q ) = 1 2 π i ∫ 2 κ − 2 i T 2 κ + 2 i T X z 1 + z K k ( z ; q ) d z + o ( ( log q ) 2 k − 1 ) . (291) \mathcal{W}_k(X;q)=\frac{1}{2\pi i}\int_{2\kappa-2iT}^{2\kappa+2iT}\frac{X^z}{1+z}\mathcal{K}_k(z;q)\,\mathrm{d}z+o\left((\log q)^{2k-1}\right). \tag*{(291)} W k ( X ; q ) = 2 π i 1 ∫ 2 κ − 2 i T 2 κ + 2 i T 1 + z X z K k ( z ; q ) d z + o ( ( log q ) 2 k − 1 ) . (291)
where
K k ( z ; q ) : = 1 k ! 2 ( 2 π i ) 2 k ∫ C u k ∫ C v k q 1 2 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) Δ ( u ) 2 Δ ( v ) 2 ( ∑ j = 1 k 1 u j + ∑ ℓ = 1 k 1 v ℓ − z − log q 2 ) k ( ∑ j = 1 k 1 u j + z + ∑ ℓ = 1 k 1 v ℓ + log q 2 ) k ∏ j , ℓ = 1 k ( v ℓ − u j − z ) z − k 2 ∏ j = 1 k u j − k d u j ∏ ℓ = 1 k v ℓ − k d v ℓ . (292) \mathcal{K}_k(z;q) := \frac{1}{k!^2(2\pi i)^{2k}}\int_{\mathcal{C}_u^k}\int_{\mathcal{C}_v^k}q^{\frac{1}{2}\left(\sum_{j=1}^{k}u_j-\sum_{\ell=1}^{k}v_\ell\right)}\Delta(u)^2\Delta(v)^2
\left(\sum_{j=1}^{k}\frac{1}{u_j}+\sum_{\ell=1}^{k}\frac{1}{v_\ell-z}-\frac{\log q}{2}\right)^k
\left(\sum_{j=1}^{k}\frac{1}{u_j+z}+\sum_{\ell=1}^{k}\frac{1}{v_\ell}+\frac{\log q}{2}\right)^k
\prod_{j,\ell=1}^{k}(v_\ell-u_j-z)z^{-k^2}\prod_{j=1}^{k}u_j^{-k}\,du_j\prod_{\ell=1}^{k}v_\ell^{-k}\,dv_\ell. \tag*{(292)} K k ( z ; q ) := k ! 2 ( 2 π i ) 2 k 1 ∫ C u k ∫ C v k q 2 1 ( ∑ j = 1 k u j − ∑ ℓ = 1 k v ℓ ) Δ ( u ) 2 Δ ( v ) 2 ( j = 1 ∑ k u j 1 + ℓ = 1 ∑ k v ℓ − z 1 − 2 log q ) k ( j = 1 ∑ k u j + z 1 + ℓ = 1 ∑ k v ℓ 1 + 2 log q ) k j , ℓ = 1 ∏ k ( v ℓ − u j − z ) z − k 2 j = 1 ∏ k u j − k d u j ℓ = 1 ∏ k v ℓ − k d v ℓ . (292)
The two-centre estimates (165) and (169) give
∣ K k ( 2 κ + i y ; q ) ∣ ≪ k ( log q ) 2 k ( 1 + ∣ y ∣ log q ) − 2 . (293) \left|\mathcal{K}_k(2\kappa+iy;q)\right|\ll_k(\log q)^{2k}(1+|y|\log q)^{-2}. \tag*{(293)} ∣ K k ( 2 κ + i y ; q ) ∣ ≪ k ( log q ) 2 k ( 1 + ∣ y ∣ log q ) − 2 . (293)
Its absolute integral over ∣ y ∣ ≤ 2 T |y|\le2T ∣ y ∣ ≤ 2 T is therefore O k ( ( log q ) 2 k − 1 ) O_k((\log q)^{2k-1}) O k (( log q ) 2 k − 1 ) . Since X 2 κ = O α ( 1 ) X^{2\kappa}=O_\alpha(1) X 2 κ = O α ( 1 ) and log ( q T ) ≍ log q \log(qT)\asymp\log q log ( q T ) ≍ log q , the error in (290) contributes
O k , α , η ( ( log q ) 2 k T ) = o ( ( log q ) 2 k − 1 ) , (294) O_{k,\alpha,\eta}\left(\frac{(\log q)^{2k}}{T}\right)=o\left((\log q)^{2k-1}\right), \tag*{(294)} O k , α , η ( T ( log q ) 2 k ) = o ( ( log q ) 2 k − 1 ) , (294)
as required in (291) . Make the changes of variables z = w / log q z=w/\log q z = w / log q and u j ↦ u j / log q u_j\mapsto u_j/\log q u j ↦ u j / log q , v ℓ ↦ v ℓ / log q v_\ell\mapsto v_\ell/\log q v ℓ ↦ v ℓ / log q . Put
L : = log q , H k ( w ) : = L − 2 k K k ( w / L ; q ) . (295) L:=\log q,\qquad H_k(w):=L^{-2k}\mathcal{K}_k(w/L;q). \tag*{(295)} L := log q , H k ( w ) := L − 2 k K k ( w / L ; q ) . (295)
The scaled inner integral shows that H k H_k H k is independent of q q q , and the bound established above gives
∣ H k ( 2 + i t ) ∣ ≪ k ( 1 + ∣ t ∣ ) − 2 . (296) |H_k(2+it)|\ll_k(1+|t|)^{-2}. \tag*{(296)} ∣ H k ( 2 + i t ) ∣ ≪ k ( 1 + ∣ t ∣ ) − 2 . (296)
Since ∣ 1 + w / L ∣ − 1 ≤ 1 |1+w/L|^{-1}\le1 ∣1 + w / L ∣ − 1 ≤ 1 on ℜ w = 2 \Re w=2 ℜ w = 2 and log X / L → α \log X/L\to\alpha log X / L → α , dominated convergence yields
W k ( X ; q ) L 2 k − 1 = 1 2 π i ∫ 2 − 2 i T L 2 + 2 i T L e w log X / L H k ( w ) 1 + w / L d w + o ( 1 ) ⟶ 1 2 π i ∫ ( 2 ) e α w H k ( w ) d w . (297) \frac{W_k(X;q)}{L^{2k-1}}=\frac{1}{2\pi i}\int_{2-2iTL}^{2+2iTL}\frac{e^{w\log X/L}H_k(w)}{1+w/L}\,dw+o(1)
\longrightarrow\frac{1}{2\pi i}\int_{(2)}e^{\alpha w}H_k(w)\,dw. \tag*{(297)} L 2 k − 1 W k ( X ; q ) = 2 π i 1 ∫ 2 − 2 i T L 2 + 2 i T L 1 + w / L e w l o g X / L H k ( w ) d w + o ( 1 ) ⟶ 2 π i 1 ∫ ( 2 ) e α w H k ( w ) d w . (297)
For non-integer α \alpha α , Lemmas 2.7 and 2.6 , followed by the residue calculation in (263) , evaluate this limiting integral. The integral is continuous in α \alpha α by the bound above, and the polynomial expression is continuous at the positive integers since P m , k ′ ( m ) = 0 P'_{m,k}(m)=0 P m , k ′ ( m ) = 0 for 1 ≤ m ≤ k 1\le m\le k 1 ≤ m ≤ k . Consequently, for every α > 0 \alpha>0 α > 0 ,
1 2 π i ∫ ( 2 ) e α w H k ( w ) d w = 1 k ! 2 ∑ 0 ≤ r ≤ k r < α ( k r ) 2 P r , k ′ ( α ) = δ k ( α ) . (298) \frac{1}{2\pi i}\int_{(2)}e^{\alpha w}H_k(w)\,dw=\frac{1}{k!^2}\sum_{0\le r\le k\atop r<\alpha}\binom{k}{r}^{2}P'_{r,k}(\alpha)=\delta_k(\alpha). \tag*{(298)} 2 π i 1 ∫ ( 2 ) e α w H k ( w ) d w = k ! 2 1 r < α 0 ≤ r ≤ k ∑ ( r k ) 2 P r , k ′ ( α ) = δ k ( α ) . (298)
Combining (297) and (298) , we obtain
W k ( X ; q ) = ( log q ) 2 k − 1 δ k ( α ) + o ( ( log q ) 2 k − 1 ) . (299) W_k(X;q)=(\log q)^{2k-1}\delta_k(\alpha)+o\left((\log q)^{2k-1}\right). \tag*{(299)} W k ( X ; q ) = ( log q ) 2 k − 1 δ k ( α ) + o ( ( log q ) 2 k − 1 ) . (299)
Dividing by ( log q ) 2 k − 1 (\log q)^{2k-1} ( log q ) 2 k − 1 and letting q → ∞ q\to\infty q → ∞ through the primes gives the stated result. The restriction k ≥ 4 k\ge4 k ≥ 4 arises from the estimate for the conjectural remainder. For k = 1 , 2 , 3 k=1,2,3 k = 1 , 2 , 3 , the same argument applies if the decay exponent θ k , c \theta_{k,c} θ k , c in Conjecture 2 satisfies θ k , c > 2 + ξ \theta_{k,c}>2+\xi θ k , c > 2 + ξ . In particular, taking θ k , c = 2 + c \theta_{k,c}=2+c θ k , c = 2 + c with 0 < ξ < c ≤ 1 0<\xi<c\le1 0 < ξ < c ≤ 1 extends the result to these cases under the same GRH and height assumptions.
Acknowledgments
We would like to thank the American Institute of Mathematics for hosting several visits of the authors during the early stages of this project. We would also like to thank Sandro Bettin for answering questions related to this topic. This group was supported by NSF Grant DMS-185439. The third author was supported by the Heilbronn Institute for Mathematical Research.
References
School of Mathematics, University of Bristol, [Bristol, United Kingdom]