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CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS 97

Editorial Board
B. Bollobas, W. Fulton, A. Katok, F. Kirwan, P. Sarnak, B. Simon, B. Totaro

MULTIPLICATIVE NUMBER THEORY I:

CLASSICAL THEORY

Prime numbers are the multiplicative building blocks of natural numbers. Un-
derstanding their overall influence and especially their distribution gives rise
to central questions in mathematics and physics. In particular their finer distri-
bution is closely connected with the Riemann hypothesis, the most important
unsolved problem in the mathematical world. Assuming only subjects covered
in a standard degree in mathematics, the authors comprehensively cover all the
topics met in first courses on multiplicative number theory and the distribution
of prime numbers. They bring their extensive and distinguished research exper-
tise to bear in preparing the student for intelligent reading of the more advanced
research literature. The text, which is based on courses taught successfully over
many years at Michigan, Imperial College and Pennsylvania State, is enriched
by comprehensive historical notes and references as well as over 500 exercises.

Hugh Montgomery is a Professor of Mathematics at the University of Michigan.

Robert Vaughan is a Professor of Mathematics at Pennsylvannia State
University.
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70 R. Iorio & V. Iorio Fourier analysis and partial differential equations
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90 L. Harper Global Methods for Combinatorial Isoperimetric Problems
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92 J. Kollar, K. E. Smith & A. Corti Rational and Nearly Rational Varieties
93 D. Applebaum Levy Processes and Stochastic Calculus
94 B. Conrad Modular Forms and the Ramanujan Conjecture
95 M. Schechter An Introduction to Nonlinear Analysis
96 R. Carter Lie Algebras of Finite and Affine Type
97 H. L. Montgomery & R. C Vaughan Multiplicative Number Theory I
98 I. Chavel Riemannian Geometry
99 D. Goldfeld Automorphic Forms and L-Functions for the Group GL(n,R)
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Multiplicative Number Theory
I. Classical Theory

HUGH L. MONTGOMERY
University of Michigan, Ann Arbor
ROBERT C. VAUGHAN
Pennsylvania State University, University Park
cambridge university press
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Dedicated to our teachers:
P. T. Bateman
J. H. H. Chalk
H. Davenport
T. Estermann
H. Halberstam
A. E. Ingham
 Talet är tänkandets början och slut.
Med tanken föddes talet.
Utöfver talet når tanken icke.

Numbers are the beginning and end of thinking.

With thoughts were numbers born.
Beyond numbers thought does not reach.
Magnus Gustaf Mittag-Leffler, 1903
 Contents

Preface page xi
List of notation xiii
1 Dirichlet series: I 1
1.1 Generating functions and asymptotics 1
1.2 Analytic properties of Dirichlet series 11
1.3 Euler products and the zeta function 19
1.4 Notes 31
1.5 References 33
2 The elementary theory of arithmetic functions 35
2.1 Mean values 35
2.2 The prime number estimates of Chebyshev and of Mertens 46
2.3 Applications to arithmetic functions 54
2.4 The distribution of
(n) − ω(n) 65
2.5 Notes 68
2.6 References 71
3 Principles and first examples of sieve methods 76
3.1 Initiation 76
3.2 The Selberg lambda-squared method 82
3.3 Sifting an arithmetic progression 89
3.4 Twin primes 91
3.5 Notes 101
3.6 References 104
4 Primes in arithmetic progressions: I 108
4.1 Additive characters 108
4.2 Dirichlet characters 115
4.3 Dirichlet L-functions 120

vii
viii Contents

4.4 Notes 133

4.5 References 134
5 Dirichlet series: II 137
5.1 The inverse Mellin transform 137
5.2 Summability 147
5.3 Notes 162
5.4 References 164
6 The Prime Number Theorem 168
6.1 A zero-free region 168
6.2 The Prime Number Theorem 179
6.3 Notes 192
6.4 References 195
7 Applications of the Prime Number Theorem 199
7.1 Numbers composed of small primes 199
7.2 Numbers composed of large primes 215
7.3 Primes in short intervals 220
7.4 Numbers composed of a prescribed number of primes 228
7.5 Notes 239
7.6 References 241
8 Further discussion of the Prime Number Theorem 244
8.1 Relations equivalent to the Prime Number Theorem 244
8.2 An elementary proof of the Prime Number Theorem 250
8.3 The Wiener–Ikehara Tauberian theorem 259
8.4 Beurling’s generalized prime numbers 266
8.5 Notes 276
8.6 References 279
9 Primitive characters and Gauss sums 282
9.1 Primitive characters 282
9.2 Gauss sums 286
9.3 Quadratic characters 295
9.4 Incomplete character sums 306
9.5 Notes 321
9.6 References 323
10 Analytic properties of the zeta function and L-functions 326
10.1 Functional equations and analytic continuation 326
10.2 Products and sums over zeros 345
10.3 Notes 356
10.4 References 356
 Contents ix

11 Primes in arithmetic progressions: II 358

11.1 A zero-free region 358
11.2 Exceptional zeros 367
11.3 The Prime Number Theorem for arithmetic
progressions 377
11.4 Applications 386
11.5 Notes 391
11.6 References 393

12 Explicit formulæ 397

12.1 Classical formulæ 397
12.2 Weil’s explicit formula 410
12.3 Notes 416
12.4 References 417

13 Conditional estimates 419

13.1 Estimates for primes 419
13.2 Estimates for the zeta function 433
13.3 Notes 447
13.4 References 449

14 Zeros 452
14.1 General distribution of the zeros 452
14.2 Zeros on the critical line 456
14.3 Notes 460
14.4 References 461

15 Oscillations of error terms 463

15.1 Applications of Landau’s theorem 463
15.2 The error term in the Prime Number Theorem 475
15.3 Notes 482
15.4 References 484

APPENDICES
A The Riemann–Stieltjes integral 486
A.1 Notes 492
A.2 References 493

B Bernoulli numbers and the Euler–MacLaurin

summation formula 495
B.1 Notes 513
B.2 References 517
x Contents

C The gamma function 520

C.1 Notes 531
C.2 References 533
D Topics in harmonic analysis 535
D.1 Pointwise convergence of Fourier series 535
D.2 The Poisson summation formula 538
D.3 Notes 542
D.4 References 542

Name index 544

Subject index 550
 Preface

Our object is to introduce the interested student to the techniques, results, and
terminology of multiplicative number theory. It is not intended that our discus-
sion will always reach the research frontier. Rather, it is hoped that the material
here will prepare the student for intelligent reading of the more advanced re-
search literature.
Analytic number theorists are not very uniformly distributed around the
world and it possible that a student may be working without the guidance of an
experienced mentor in the area. With this in mind, we have tried to make this
volume as self-contained as possible.
We assume that the reader has some acquaintance with the fundamentals of
elementary number theory, abstract algebra, measure theory, complex analysis,
and classical harmonic analysis. More specialized or advanced background
material in analysis is provided in the appendices.
The relationship of exercises to the material developed in a given section
varies widely. Some exercises are designed to illustrate the theory directly
whilst others are intended to give some idea of the ways in which the theory can
be extended, or developed, or paralleled in other areas. The reader is cautioned
that papers cited in exercises do not necessarily contain a solution.
This volume is the first instalment of a larger project. We are preparing a
second volume, which will cover such topics as uniform distribution, bounds for
exponential sums, a wider zero-free region for the Riemann zeta function, mean
and large values of Dirichlet polynomials, approximate functional equations,
moments of the zeta function and L functions on the line σ = 1/2, the large
sieve, Vinogradov’s method of prime number sums, zero density estimates,
primes in arithmetic progressions on average, sums of primes, sieve methods,
the distribution of additive functions and mean values of multiplicative func-
tions, and the least prime in an arithmetic progression. The present volume was

xi
xii Preface

twenty-five years in preparation—we hope to be a little quicker with the second

volume.
Many people have assisted us in this work—including P. T. Bateman, E.
Bombieri, T. Chan, J. B. Conrey, H. G. Diamond, T. Estermann, J. B. Friedlan-
der, S. W. Graham, S. M. Gonek, A. Granville, D. R. Heath-Brown, H. Iwaniec,
H. Maier, G. G. Martin, D. W. Masser, A. M. Odlyzko, G. Peng, C. Pomerance,
H.–E. Richert, K. Soundararajan, and U. M. A. Vorhauer. In particular, our
doctoral students, and their students also, have been most helpful in detecting
errors of all types. We are grateful to them all. We would be most happy to hear
from any reader who detects a misprint, or might suggest improvements.
Finally we thank our loved ones and friends for their long term support
and the long–suffering David Tranah at Cambridge University Press for his
forbearance.
 Notation

Symbol Meaning Found on page

C The set of complex numbers. 109
Fp A field of p elements. 9
N The set of natural numbers, 1, 2, . . . 114
Q The set of rational numbers. 120
R The set of real numbers. 43
T R/Z, known as the circle group or 110
the one-dimensional torus, which is
to say the real numbers modulo 1.
Z The set of rational integers. 20
B constant in the Hadamard product 347, 349
for ξ (s)
Bk Bernoulli numbers. 496ff
Bk (x) Bernoulli polynomials. 45, 495ff
B(χ ) constant in the Hadamard product 351, 352
for ξ (s, χ )
C0 Euler’s constant 26
cq (n) The sum of e(an/q) with a running 110
over a reduced residue system
modulo q; known as Ramanujan’s
sum.

q
cχ (n) = a=1 χ (a)e(an/q). 286, 290
d(n) The number of positive divisors of n, 2
called the divisor function.
dk (n) The number of ordered k-tuples of 43
positive integers whose product
is n.
E 0 (χ ) = 1 if χ = χ0 , 0 otherwise. 358

xiii
xiv List of notation

Symbol Meaning Found on page

Ek The Euler numbers, also known as 506
the secant coefficients.
e(θ ) = e2πiθ ; the complex exponential 64, 108ff
with period 1.
L(s, χ ) A Dirichlet
 x du L-function. 120
Li(x) = 0 log u
with the Cauchy 189
principal value taken at 1; the
logarithmic
 x du integral.
li(x) = 2 log u
; the logarithmic 5
integral.


M(x) = n≤x µ(n) 182
M(x; q, a) The sum of µ(n) over those n ≤ x 383
for which n ≡ a (mod q).
M(x, χ ) The sum of χ (n)µ(n) over those 383
n ≤ x.
N (T ) The number of zeros ρ = β + iγ 348, 452ff
of ζ (s) with 0 < γ ≤ T.
N (T, χ ) The number of zeros ρ = β + iγ 454
of L(s, χ ) with β > 0 and
0 ≤ β ≤ T.
P(n) The largest prime factor of n. 202
Q(x) the number of square-free numbers 36
not exceeding x
S(t) = π1 argζ ( 12 + it). 452
S(t, χ )  ∞ sin2u + it, χ ).
= π1 argL( 1
454
si(x) = − x u du; the sine integral. 139
Tk The tangent coefficients. 505
w(u) The Buchstab function, defined by 216
the equation (uw(u)) = w(u − 1)
for u > 2 together with the initial
condition w(u) = 1/u for
1 < u ≤ 2.
Z (t) Hardy’s function. The function 456ff
Z (t) is real-valued, and
|Z (t)| = |ζ ( 12 + it)|.
β The real part of a zero of the zeta 173
function
 ∞ or of an L-function.
(s) = 0 e−x x s−1 d x for σ > 0; 30, 520ff
called the Gamma function.
 List of notation xv

Symbol Meaning
∞ Found on page
(s, a) = a e−w w s−1 dw; the incomplete 327
Gamma function.
γ The imaginary part of a zero of the 172
zeta function or of an L-function.

N −1
N (θ ) = 1 + 2 n=1 (1 − n/N ) cos 2π nθ; 174
known as the Fejér
 kernel.
κ 1/2
ε(χ ) = τ (χ )/ i q . 332


ζ (s) = ∞ n=1 n −s
for σ > 1, known as the 2
Riemann zeta function.


ζ (s, α) = ∞ n=0 (n + α)
−s
for σ > 1; known 30
as the Hurwitz zeta function.

−s
ζ K (s) a N (a) ; known as the Dedekind 343
zeta function of the algebraic number
field K .
 = sup  ρ 430, 463


ϑ(x) = p≤x log p. 46

∞
= n=−∞ e−π n z for z > 0.
2
ϑ(z) 329
ϑ(x; q, a) The sum of log p over primes p ≤ x 128, 377ff
for which p ≡ a (mod q).


ϑ(x, χ) = p≤x χ ( p) log p. 377ff
κ = (1 − χ (−1))/2. 332
(n) = log p if n = p k , = 0 otherwise; 23
known as the von Mangoldt Lambda
function.


2 (n) = (n) log n + bc=n (b)(c). 251
(x; q, a) The sum of λ(n) over those n ≤ x 383
such that n ≡ a (mod q).


(x, χ ) = n≤x χ (n)λ(n). 383
λ(n) = (−1)
(n) ; known as the Liouville 21
lambda function.
µ(n) = (−1)ω(n) for square-free n, = 0 21
otherwise. Known as the Möbius mu
function.
µ(σ ) the Lindelöf mu function 330
ξ (s) = 12 s(s − 1)ζ (s) (s/2)π −s/2 . 328
ξ (s, χ ) = L(s, χ ) ((s + κ)/2)(q/π )(s+κ)/2 333
where χ is a primitive character
modulo q, q > 1.
xvi List of notation

Symbol Meaning Found on page

(x) = n≤x (n)/ log n. 416
π(x) The number of primes not exceeding x. 3
π (x; q, a) The number of p ≤ x such that p ≡ a 90, 358
(mod q),.


π(x, χ ) = p≤x χ( p). 377ff
ρ = β + iγ ; a zero of the zeta function or 173
of an L-function.
ρ(u) The Dickman function, defined by the 200
equation uρ  (u) = −ρ(u − 1) for u > 1
together with the initial condition
ρ(u) = 1 for 0 ≤ u ≤ 1.
σ (n) The sum of the positive divisors of n. 27


σa (n) = d|n d a . 28
τ = |t| + 4. 14

q
τ (χ ) = a=1 χ (a)e(a/q); known as the 286ff
Gauss sum of χ .
q (z) The q th cyclotomic polynomial, which is 64
to say a monic polynomial with integral
coefficients, of degree ϕ(q), whose roots
are the numbers e(a/q) for (a, q) = 1.
(x, y) The number of n ≤ x such that all prime 215
factors of n are ≥ y.
y
= √12π −∞ e−t /2 dt; the cumulative
2
(y) 235
distribution function of a normal random
variable with mean 0 and variance 1.
ϕ(n) The number of a, 1 ≤ a ≤ n, for which 27
(a, n) = 1; known as Euler’s totient
function.
χ (n) A Dirichlet character. 115


ψ(x) = n≤x (n). 46
ψ(x, y) The number of n ≤ x composed entirely 199
of primes p ≤ y.
ψ(x; q, a) The sum of (n) over n ≤ x for which 128, 377ff
n ≡ a (mod q).


ψ(x, χ ) = n≤x χ (n)(n). 377ff

(n) The number of prime factors of n, 21
counting multiplicity.
ω(n) The number of distinct primes dividing n. 21
 List of notation xvii

Symbol Meaning Found on page

[x] The unique integer such that 15, 24
[x] ≤ x < [x] + 1; called the integer
part of x.
{x} = x − [x]; called the fractional part of x. 24
x The distance from x to the nearest 477
integer.
f (x) = O(g(x)) | f (x)| ≤ Cg(x) where C is an absolute 3
constant.
f (x) = o(g(x)) lim f (x)/g(x) = 0. 3
f (x) g(x) f (x) = O(g(x)). 3
f (x) g(x) g(x) = O( f (x)), g non-negative. 4
f (x) g(x) c f (x) ≤ g(x) ≤ C f (x) for some positive 4
absolute constants c, C.
f (x) ∼ g(x) lim f (x)/g(x) = 1. 3
 1
Dirichlet series: I

1.1 Generating functions and asymptotics

The general rationale of analytic number theory is to derive statistical informa-
tion about a sequence {an } from the analytic behaviour of an appropriate gen-



erating function, such as a power series an z n or a Dirichlet series an n −s .
The type of generating function employed depends on the problem being in-
vestigated. There are no rigid rules governing the kind of generating function
that is appropriate – the success of a method justifies its use – but we usually
deal with additive questions by means of power series or trigonometric sums,
and with multiplicative questions by Dirichlet series. For example, if

∞
k
f (z) = zn
n=1

for |z| < 1, then the n th power series coefficient of f (z)s is the number rk,s (n)
of representations of n as a sum of s positive k th powers,

n = m k1 + m k2 + · · · + m ks .

We can recover rk,s (n) from f (z)s by means of Cauchy’s coefficient formula:

1 f (z)s
rk,s (n) = dz.
2πi z n+1
By choosing an appropriate contour, and estimating the integrand, we can de-
termine the asymptotic size of rk,s (n) as n → ∞, provided that s is sufficiently
large, say s > s0 (k). This is the germ of the Hardy–Littlewood circle method,
but considerable effort is required to construct the required estimates.
To appreciate why power series are useful in dealing with additive prob-



lems, note that if A(z) = ak z k and B(z) = bm z m then the power series

1
2 Dirichlet series: I

coefficients of C(z) = A(z)B(z) are given by the formula


cn = a k bm . (1.1)
k+m=n

The terms are grouped according to the sum of the indices, because
z k z m = z k+m .


A Dirichlet series is a series of the form α(s) = ∞ n=1 an n
−s
where s is

∞ −s
a complex variable. If β(s) = m=1 bm m is a second Dirichlet series and
γ (s) = α(s)β(s), then (ignoring questions relating to the rearrangement of terms
of infinite series)
∞ 
∞ ∞  ∞ ∞   
γ (s) = ak k −s bm m −s = ak bm (km)−s = ak bm n −s .
k=1 m=1 k=1 m=1 n=1 km=n
(1.2)

∞ −s
That is, we expect that γ (s) is a Dirichlet series, γ (s) = n=1 cn n , whose
coefficients are

cn = a k bm . (1.3)
km=n

This corresponds to (1.1), but the terms are now grouped according to the
product of the indices, since k −s m −s = (km)−s .
Since we shall employ the complex variable s extensively, it is useful to have
names for its real and complex parts. In this regard we follow the rather peculiar
notation that has become traditional: s = σ + it.
Among the Dirichlet series we shall consider is the Riemann zeta function,
which for σ > 1 is defined by the absolutely convergent series

∞
ζ (s) = n −s . (1.4)
n=1

As a first application of (1.3), we note that if α(s) = β(s) = ζ (s) then the
manipulations in (1.3) are justified by absolute convergence, and hence we see
that

∞
d(n)n −s = ζ (s)2 (1.5)
n=1


for σ > 1. Here d(n) is the divisor function, d(n) = d|n 1.
From the rate of growth or analytic behaviour of generating functions we
glean information concerning the sequence of coefficients. In expressing our
findings we employ a special system of notation. For example, we say, ‘f (x) is
asymptotic to g(x)’ as x tends to some limiting value (say x → ∞), and write
 1.1 Generating functions and asymptotics 3

f (x) ∼ g(x) (x → ∞), if

f (x)
lim = 1.
x→∞ g(x)
An instance of this arises in the formulation of the Prime Number Theorem
(PNT), which concerns the asymptotic size of the number π (x) of prime num-


bers not exceeding x; π(x) = p≤x 1. Conjectured by Legendre in 1798, and
finally proved in 1896 independently by Hadamard and de la Vallée Poussin,
the Prime Number Theorem asserts that
x
π(x) ∼ .
log x
Alternatively, we could say that
x
π(x) = (1 + o(1)) ,
log x
which is to say that π(x) is x/ log x plus an error term that is in the limit
negligible compared with x/ log x. More generally, we say, ‘f (x) is small oh
of g(x)’, and write f (x) = o(g(x)), if f (x)/g(x) → 0 as x tends to its limit.
The Prime Number Theorem can be put in a quantitative form,
 
x x
π(x) = +O . (1.6)
log x (log x)2
Here the last term denotes an implicitly defined function (the difference be-
tween the other members of the equation); the assertion is that this function has
absolute value not exceeding C x(log x)−2 . That is, the above is equivalent to
asserting that there is a constant C > 0 such that the inequality
x Cx
π (x) − ≤
log x (log x)2
holds for all x ≥ 2. In general, we say that f (x) is ‘big oh of g(x)’, and write
f (x) = O(g(x)) if there is a constant C > 0 such that | f (x)| ≤ Cg(x) for all
x in the appropriate domain. The function f may be complex-valued, but g
is necessarily non-negative. The constant C is called the implicit constant;
it is an absolute constant unless the contrary is indicated. For example, if C
is liable to depend on a parameter α, we might say, ‘For any fixed value of
α, f (x) = O(g(x))’. Alternatively, we might say, ‘ f (x) = O(g(x)) where the
implicit constant may depend on α’, or more briefly, f (x) = Oα (g(x)).
When there is no main term, instead of writing f (x) = O(g(x)) we save a
pair of parentheses by writing instead f (x) g(x). This is read, ‘f (x) is less-
than-less-than g(x)’, and we write f (x) α g(x) if the implicit constant may
depend on α. To provide an example of this notation, we recall that Chebyshev
4 Dirichlet series: I

0000

0000

0000

0000

0 00000 00000 00000 00000 1000000

Figure 1.1 Graph of π(x) (solid) and x/ log x (dotted) for 2 ≤ x ≤ 106 .

proved that π (x) x/ log x. This is of course weaker than the Prime Number
Theorem, but it was derived much earlier, in 1852. Chebyshev also showed
that π(x) x/ log x. In general, we say that f (x) g(x) if there is a positive
constant c such that f (x) ≥ cg(x) and g is non-negative. In this situation both
f and g take only positive values. If both f g and f g then we say that f
and g have the same order of magnitude, and write f g. Thus Chebyshev’s
estimates can be expressed as a single relation,
x
π (x) .
log x
The estimate (1.6) is best possible to the extent that the error term is not
o(x(log x)−2 ). We have also a special notation to express this:
 
x x
π(x) − =
.
log x (log x)2

In general, if lim supx→∞ | f (x)|/g(x) > 0 then we say that f (x) is ‘Omega of
g(x)’, and write f (x) =
(g(x)). This is precisely the negation of the statement
‘ f (x) = o(g(x))’. When studying numerical values, as in Figure 1.1, we find
that the fit of x/ log x to π (x) is not very compelling. This is because the error
term in the approximation is only one logarithm smaller than the main term.
This error term is not oscillatory – rather there is a second main term of this
 1.1 Generating functions and asymptotics 5

size:
 
x x x
π (x) = + + O .
log x (log x)2 (log x)3
This is also best possible, but the main term can be made still more elaborate to
give a smaller error term. Gauss was the first to propose a better approximation to
π(x). Numerical studies led him to observe that the density of prime numbers in
the neighbourhood of x is approximately 1/ log x. This suggests that the number
of primes not exceeding x might be approximately equal to the logarithmic
integral,
x
1
li(x) = du.
2 log u
(Orally, ‘li’ rhymes with ‘pi’.) By repeated integration by parts we can show
that

K −1  
(k − 1)! x
li(x) = x + OK
k=1
(log x)k (log x) K
for any positive integer K ; thus the secondary main terms of the approximation
to π(x) are contained in li(x).
In Chapter 6 we shall prove the Prime Number Theorem in the sharper
quantitative form
 
x
π(x) = li(x) + O √
exp(c log x)
√
for some suitable positive constant c. Note that exp(c log x) tends to infinity
faster than any power of log x. The error term above seems to fall far from
what seems to be the truth. Numerical evidence, such as that in Table 1.1,
√
suggests that the error term in the Prime Number Theorem is closer to x in
size. Gauss noted the good fit, and also that π(x) < li(x) for all x in the range of
his extensive computations. He proposed that this might continue indefinitely,
but the numerical evidence is misleading, for in 1914 Littlewood showed that
 1/2 
x log log log x
π(x) − li(x) =
± .
log x
Here the subscript ± indicates that the error term achieves the stated or-
der of magnitude infinitely often, and in both signs. In particular, the dif-
ference π − li has infinitely many sign changes. More generally, we write
f (x) =
+ (g(x)) if lim supx→∞ f (x)/g(x) > 0, we write f (x) =
− (g(x))
if lim infx→∞ f (x)/g(x) < 0, and we write f (x) =
± (g(x)) if both these re-
lations hold.
 6 Dirichlet series: I

Table 1.1 Values of π (x), li(x), x/ log x for x = 10k , 1 ≤ k ≤ 22.

x π (x) li(x) x/ log x

10 4 5.12 4.34
102 25 29.08 21.71
103 168 176.56 144.76
104 1229 1245.09 1085.74
105 9592 9628.76 8685.89
106 78498 78626.50 72382.41
107 664579 664917.36 620420.69
108 5761455 5762208.33 5428681.02
109 50847534 50849233.90 48254942.43
1010 455052511 455055613.54 434294481.90
1011 4118054813 4118066399.58 3948131653.67
1012 37607912018 37607950279.76 36191206825.27
1013 346065536839 346065458090.05 334072678387.12
1014 3204941750802 3204942065690.91 3102103442166.08
1015 29844570422669 29844571475286.54 28952965460216.79
1016 279238341033925 279238344248555.75 271434051189532.39
1017 2623557157654233 2623557165610820.07 2554673422960304.87
1018 24739954287740860 24739954309690413.98 24127471216847323.76
1019 234057667276344607 234057667376222382.22 228576043106974646.13
1020 2220819602560918840 2220819602783663483.55 2171472409516259138.26
1021 21127269486018731928 21127269486616126182.33 20680689614440563221.48
1022 201467286689315906290 201467286691248261498.15 197406582683296285295.97

In the exercises below we give several examples of the use of generating

functions, mostly power series, to establish relations between various counting
functions.

1.1.1 Exercises

1. Let r (n) be the number of ways that n cents of postage can be made, using
only 1 cent, 2 cent, and 3 cent stamps. That is, r (n) is the number of ordered
triples (x1 , x2 , x3 ) of non-negative integers such that x1 + 2x2 + 3x3 = n.
(a) Show that

∞
1
r (n)z n =
n=0
(1 − z)(1 − z 2 )(1 − z 3 )

for |z| < 1.

(b) Determine the partial fraction expansion of the rational function above.
 1.1 Generating functions and asymptotics 7

That is, find constants a, b, . . . , f so that the above is

a b c d e f
+ + + + +
(z − 1) 3 (z − 1) 2 z−1 z+1 z−ω z−ω

where ω = e2πi/3 and ω = e−2πi/3 are the primitive cube roots of unity.
(c) Show that r (n) is the integer nearest (n + 3)2 /12.
(d) Show that r (n) is the number of ways of writing n = y1 + y2 + y3 with
y1 ≥ y2 ≥ y3 ≥ 0.
2. Explain why
∞
k
1 + z2 = 1 + z + z2 + · · ·
k=0

for |z| < 1.

3. (L. Mirsky & D. J. Newman) Suppose that 0 ≤ ak < m k for 1 ≤ k ≤ K , and
that m 1 < m 2 < · · · < m K . This is called a family of covering congruences
if every integer x satisfies at least one of the congruences x ≡ ak (mod m k ).
A system of covering congruences is called exact if for every value of x
there is exactly one value of k such that x ≡ ak (mod m k ). Show that if the
system is exact then


K
z ak 1
=
k=1
1 − zmk 1−z

for |z| < 1. Show that the left-hand side above is

e2πia K /m K
∼
m K (1 − r )

when z = r e2πi/m K and r → 1− . On the other hand, the right-hand side is

bounded for z in a neighbourhood of e2πi/m K if m K > 1. Deduce that a family
of covering congruences is not exact if m k > 1.
4. Let p(n; k) denote the number of partitions of n into at most k parts, that is, the
number of ordered k-tuples (x1 , x2 , . . . , xk ) of non-negative integers such
that n = x1 + x2 + · · · + xk and x1 ≥ x2 ≥ · · · ≥ xk . Let p(n) = p(n; n) de-
note the total number of partitions of n. Also let po (n) be the number of


partitions of n into an odd number of parts, po (n) = 2
k p(n; k). Finally,
let pd (n) denote the number of partitions of n into distinct parts, so that
x1 > x2 > · · · > xk . By convention, put p(0) = po (0) = pd (0) = 1.
(a) Show that there are precisely p(n; k) partitions of n into parts not
exceeding k.
8 Dirichlet series: I

(b) Show that


∞ k
p(n; k)z n = (1 − z j )−1
n=0 j=1

for |z| < 1.

(c) Show that

∞ ∞
p(n)z n = (1 − z k )−1
n=0 k=1

for |z| < 1.

(d) Show that

∞ ∞
pd (n)z n = (1 + z k )
n=0 k=1

for |z| < 1.

(e) Show that

∞ ∞
po (n)z n = (1 − z 2k−1 )−1
n=0 k=1

for |z| < 1.

(f) By using the result of Exercise 2, or otherwise, show that the last two
generating functions above are identically equal. Deduce that po (n) =
pd (n) for all n.
5. Let A(n) denote the number of ways of associating a product of n terms;
thus A(1) = A(2) = 1 and A(3) = 2. By convention, A(0) = 0.
(a) By considering the possible positionings of the outermost parentheses,
show that

n−1
A(n) = A(k)A(n − k)
k=1

for all n ≥ 2.


(b) Let P(z) = ∞ n
n=0 A(n)z . Show that

P(z)2 = P(z) − z.
Deduce that
√
1− 1 − 4z ∞
1/2 2n−1
P(z) = = 2 (−1)n−1 z n .
2 n=1
n
 2n−2 
(c) Conclude that A(n) = n−1 /n for all n ≥ 1. These are called the Cata-
lan numbers.
 1.1 Generating functions and asymptotics 9

(d) What needs to be said concerning the convergence of the series used
above?
6. (a) Let n k denote the total number of monic polynomials of degree k in
F p [x]. Show that n k = p k .
(b) Let P1 , P2 , . . . be the irreducible monic polynomials in F p [x], listed in
some (arbitrary) order. Show that
∞
(1 + z deg Pr + z 2 deg Pr + z 3 deg Pr + · · · ) = 1 + pz + p 2 z 2
r =1
+ p3 z 3 + · · ·

for |z| < 1/ p.

(c) Let gk denote the number of irreducible monic polynomials of degree k
in F p [x]. Show that
∞
(1 − z k )−gk = (1 − pz)−1 (|z| < 1/ p).
k=1

(d) Take logarithmic derivatives to show that


∞
z k−1 p
kgk = (|z| < 1/ p).
k=1
1 − zk 1 − pz
(e) Show that

∞ 
∞ 
∞
kgk z mk = pn z n (|z| < 1/ p).
k=1 m=1 n=1

(f) Deduce that


kgk = p n
k|n

for all positive integers n.

(g) (Gauss) Use the Möbius inversion formula to show that
1
gn = µ(k) p n/k
n k|n

for all positive integers n.

(h) Use (f) (not (g)) to show that
pn 2 p n/2 pn
− ≤ gn ≤ .
n n n
(i) If a monic polynomial of degree n is chosen at random from F p [x], about
how likely is it that it is irreducible? (Assume that p and/or n is large.)
10 Dirichlet series: I

(j) Show that gn > 0 for all p and all n ≥ 1. (If P ∈ F p [x] is irreducible and
has degree n, then the quotient ring F p [x]/(P) is a field of p n elements.
Thus we have proved that there is such a field, for each prime p and
integer n ≥ 1. It may be further shown that the order of a finite field
is necessarily a prime power, and that any two finite fields of the same
order are isomorphic. Hence the field of order p n , whose existence we
have proved, is essentially unique.)
7. (E. Berlekamp) Let p be a prime number. We recall that polynomials in a
single variable (mod p) factor uniquely into irreducible polynomials. Thus
a monic polynomial f (x) can be expressed uniquely (mod p) in the form
g(x)h(x)2 where g(x) is square-free (mod p) and both g and h are monic. Let
sn denote the number of monic square-free polynomials (mod p) of degree
n. Show that
 ∞  
∞   ∞
sk z k p m z 2m = pn z n
k=0 m=0 n=0

for |z| < 1/ p. Deduce that


∞
1 − pz 2
sk z k = ,
k=0
1 − pz

and hence that s0 = 1, s1 = p, and that sk = p k (1 − 1/ p) for  all k ≥ 2.

8. (cf Wagon 1987) (a) Let I = [a, b] be an interval. Show that I e2πi x d x = 0
if and only if the length b − a of I is an integer. 
(b) Let R = [a, b] × [c, d] be a rectangle. Show that R e2πi(x+y) d x d y =
0 if and only if at least one of the edge lengths of R is an integer.
(c) Let R be a rectangle that is a union of finitely many rectangles Ri ; the
Ri are disjoint apart from their boundaries. Show that if all the Ri have
the property that at least one of their side lengths is an integer, then R
also has this property.
9. (L. Moser) If A is a set of non-negative integers, let rA (n) denote the number
of representations of n as a sum of two distinct members of A. That is, rA (n) is
the number of ordered pairs (a1 , a2 ) for which a1 ∈ A, a2 ∈ A, a1 + a2 = n,


and a1 = a2 . Let A(z) = a∈A z a .


(a) Show that n rA (n)z n = A(z)2 − A(z 2 ) for |z| < 1.
(b) Suppose that the non-negative integers are partitioned into two sets A
and B in such a way that rA (n) = rB (n) for all non-negative integers n.
Without loss of generality, 0 ∈ A. Show that 1 ∈ B, that 2 ∈ B, and
that 3 ∈ A.
(c) With A and B as above, show that A(z)  +2B(z) = 21/(1 − z) for |z| < 1.
(d) Show that A(z) − B(z) = (1 − z) A(z ) − B(z ) , and hence by
 1.2 Analytic properties of Dirichlet series 11

induction that
∞
k
A(z) − B(z) = 1 − z2
k=0

for |z| < 1.

(e) Let the binary weight of n, denoted w(n), be the number of 1’s in the
binary expansion of n. That is, if n = 2k1 + · · · + 2kr with k1 > · · · > kr ,
then w(n) = r . Show that A consists of those non-negative integers n
for which w(n) is even, and that B is the set of those integers for which
w(n) is odd.

1.2 Analytic properties of Dirichlet series

Having provided some motivation for the use of Dirichlet series, we now turn to
the task of establishing some of their basic analytic properties, corresponding
to well-known facts concerning power series.


Theorem 1.1 Suppose that the Dirichlet series α(s) = ∞ n=1 an n
−s
converges
at the point s = s0 , and that H > 0 is an arbitrary constant. Then the series
α(s) is uniformly convergent in the sector S = {s : σ ≥ σ0 , |t − t0 | ≤ H (σ −
σ0 )}.
By taking H large, we see that the series α(s) converges for all s in the
half-plane σ > σ0 , and hence that the domain of convergence is a half-plane.
More precisely, we have


Corollary 1.2 Any Dirichlet series α(s) = ∞ n=1 an n
−s
has an abscissa of
convergence σc with the property that α(s) converges for all s with σ > σc , and
for no s with σ < σc . Moreover, if s0 is a point with σ0 > σc , then there is a
neighbourhood of s0 in which α(s) converges uniformly.
In extreme cases a Dirichlet series may converge throughout the plane (σc =
−∞), or nowhere (σc = +∞). When the abscissa of convergence is finite, the
series may converge everywhere on the line σc + it, it may converge at some
but not all points on this line, or nowhere on the line.


Proof of Theorem 1.1 Let R(u) = n>u an n −s0 be the remainder term of the
series α(s0 ). First we show that for any s,

N N
an n −s = R(M)M s0 −s − R(N )N s0 −s + (s0 − s) R(u)u s0 −s−1 du.
n=M+1 M
(1.7)
12 Dirichlet series: I

To see this we note that an = (R(n − 1) − R(n)) n s0 , so that by partial

summation
N N
an n −s = (R(n − 1) − R(n))n s0 −s
n=M+1 n=M+1

N
= R(M)M s0 −s−R(N )N s0 −s − R(n −1)((n −1)s0 −s − n s0 −s ).
n=M+1

The second factor in this last sum can be expressed as an integral,

n
(n − 1)s0 −s − n s0 −s = −(s0 − s) u s0 −s−1 du,
n−1

and hence the sum is


N n 
N n
(s − s0 ) R(n − 1) u s0 −s−1 du = (s − s0 ) R(u)u s0 −s−1 du
n=M+1 n−1 n=M+1 n−1

since R(u) is constant in the interval [n − 1, n). The integrals combine to give
(1.7).
If |R(u)| ≤ ε for all u ≥ M and if σ > σ0 , then from (1.7) we see that

N ∞
|s − s0 |
an n −s ≤ 2ε + ε|s − s0 | u σ0 −σ −1 du ≤ 2 + ε.
n=M+1 M σ − σ0
For s in the prescribed region we see that
|s − s0 | ≤ σ − σ0 + |t − t0 | ≤ (H + 1)(σ − σ0 ),

N
so that the sum M+1 an n −s is uniformly small, and the result follows by the
uniform version of Cauchy’s principle.

In deriving (1.7) we used partial summation, although it would have been

more efficient to use the properties of the Riemann–Stieltjes integral (see
Appendix A):

N N N N
an n −s = − u s0 −s d R(u) = −u s0 −s R(u) + R(u) du s0 −s
n=M+1 M M M

by Theorems A.1 and A.2. By Theorem A.3 this is

N
= M s0 −s R(M) − N s0 −s R(N ) + (s0 − s) R(u)u s0 −s−1 du.
M

In more complicated situations it is an advantage to use the Riemann–Stieltjes

integral, and subsequently we shall do so without apology.


The series α(s) = an n −s is locally uniformly convergent for σ > σc , and
each term is an analytic function, so it follows from a general principle of
 1.2 Analytic properties of Dirichlet series 13

Weierstrass that α(s) is analytic for σ > σc , and that the differentiated series is
locally uniformly convergent to α  (s):

∞
α  (s) = − an (log n)n −s (1.8)
n=1

for s in the half-plane σ > σc .

Suppose that s0 is a point on the line of convergence (i.e., σ0 = σc ), and that
the series α(s0 ) converges. It can be shown by example that
lim α(s)
s→s0
σ >σc

need not exist. However, α(s) is continuous in the sector S of Theorem 1.1, in
view of the uniform convergence there. That is,
lim α(s) = α(s0 ),
s→s0
(1.9)
s∈S

which is analogous to Abel’s theorem for power series.

We now express a convergent Dirichlet series as an absolutely convergent
integral.


Theorem 1.3 Let A(x) = n≤x an . If σc < 0, then A(x) is a bounded func-
tion, and

∞ ∞
an n −s = s A(x)x −s−1 d x (1.10)
n=1 1

for σ > 0. If σc ≥ 0, then

log |A(x)|
lim sup = σc , (1.11)
x→∞ log x
and (1.10) holds for σ > σc .
Proof We note that

N N N N
an n −s = x −s d A(x) = A(x)x −s − A(x) d x −s
n=1 1− 1− 1−
N
= A(N )N −s + s A(x)x −s−1 d x.
1

Let φ denote the left-hand side of (1.11). If θ > φ then A(x) x θ where the
implicit constant may depend on the an and on θ . Thus if σ > θ, then the integral
in (1.10) is absolutely convergent. Thus we obtain (1.10) by letting N → ∞,
since the first term above tends to 0 as N → ∞.
Suppose that σc < 0. By Corollary 1.2 we know that A(x) tends to a finite
limit as x → ∞, and hence φ ≤ 0, so that (1.10) holds for all σ > 0.
14 Dirichlet series: I

Now suppose that σc ≥ 0. By Corollary 1.2 we know that the series in (1.10)
diverges when σ < σc . Hence φ ≥ σc . To complete the proof it suffices to show
that φ ≤ σc . Choose σ0 > σc . By (1.7) with s = 0 and M = 0 we see that
N
A(N ) = −R(N )N σ0 + σ0 R(u)u σ0 −1 du.
0

Since R(u) is a bounded function, it follows that A(N ) N σ0 where the implicit
constant may depend on the an and on σ0 . Hence φ ≤ σ0 . Since this holds for
any σ0 > σc , we conclude that φ ≤ σc .

The terms of a power series are majorized by a geometric progression at

points strictly inside the circle of convergence. Consequently power series con-
verge very rapidly. In contrast, Dirichlet series are not so well behaved. For
example, the series

∞
(−1)n−1 n −s (1.12)
n=1

converges for σ > 0, but it is absolutely convergent only for σ > 1. In general


we let σa denote the infimum of those σ for which ∞ n=1 |an |n
−σ
< ∞. Then σa ,
the abscissa of absolute convergence, is the abscissa of convergence of the series

∞ −s


n=1 |an |n , and we see that an n −s is absolutely convergent if σ > σa ,
but not if σ < σa . We now show that the strip σc ≤ σ ≤ σa of conditional
convergence is never wider than in the example (1.12).

Theorem 1.4 In the above notation, σc ≤ σa ≤ σc + 1.

Proof The first inequality is obvious. To prove the second, suppose that ε > 0.


Since the series an n −σc −ε is convergent, the summands tend to 0, and hence
an n σc +ε where the implicit constant may depend on the an and on ε. Hence


the series an n −σc −1−2ε is absolutely convergent by comparison with the series

−1−ε
n .

Clearly a Dirichlet series α(s) is uniformly bounded in the half-plane

σ > σa + ε, but this is not generally the case in the strip of conditional conver-
gence. Nevertheless, we can limit the rate of growth of α(s) in this strip.
To aid in formulating our next result we introduce a notational convention
that arises because many estimates relating to Dirichlet series are expressed
in terms of the size of |t|. Our interest is in large values of this quantity, but
in order that the statements be valid for small |t| we sometimes write |t| + 4.
Since this is cumbersome in complicated expressions, we introduce a shorthand:
τ = |t| + 4.
 1.2 Analytic properties of Dirichlet series 15

Theorem 1.5 Suppose that α(s) = an n −s has abscissa of convergence σc .
If δ and ε are fixed, 0 < ε < δ < 1, then

α(s) τ 1−δ+ε

uniformly for σ ≥ σc + δ. The implicit constant may depend on the coefficients

an , on δ, and on ε.

By the example found in Exercise 8 at the end of this section, we see that
the bound above is reasonably sharp.

Proof Let s be a complex number with σ ≥ σc + δ. By (1.7) with s0 = σc + ε

and N → ∞, we see that

M ∞
α(s) = an n −s + R(M)M σc +ε−s + (σc + ε − s) R(u)u σc +ε−s−1 du.
n=1 M

Since the series α(σc + ε) converges, we know that an n σc +ε , and also that
R(u) 1. Thus the above is

M
|σc + ε − s| σc +ε−σ
n −δ+ε + M −δ+ε + M .
n=1
σ − σc − ε

By the integral test the sum here is

M
M 1−δ+ε
< u −δ+ε du = M 1−δ+ε .
0 1−δ+ε
Hence on taking M = [τ ] we obtain the stated estimate.

We know that the power series expansion of a function is unique; we now

show that the same is true for Dirichlet series expansions.



Theorem 1.6 If an n −s = bn n −s for all s with σ > σ0 then an = bn for
all positive integers n.


Proof We put cn = an − bn , and consider cn n −s . Suppose that cn = 0 for


all n < N . Since cn n −σ = 0 for σ > σ0 we may write

cN = − cn (N /n)σ .
n>N

By Theorem 1.4 this sum is absolutely convergent for σ > σ0 + 1. Since each
term tends to 0 as σ → ∞, we see that the right-hand side tends to 0, by
the principle of dominated convergence. Hence c N = 0, and by induction we
deduce that this holds for all N .

16 Dirichlet series: I

Suppose that f is analytic in a domain D, and that 0 ∈ D. Then f can

be expressed as a power series ∞ n=0 an z in the disc |z| < r where r is the
n

distance from 0 to the boundary ∂D of D. Although Dirichlet series are analytic

functions, the situation regarding Dirichlet series expansions is very different:
The collection of functions that may be expressed as a Dirichlet series in some
half-plane is a very special class. Moreover, the line σc + it of convergence
need not contain a singular point of α(s). For example, the Dirichlet series
(1.12) has abscissa of convergence σc = 0, but it represents the entire function
(1 − 21−s )ζ (s). (The connection of (1.12) to the zeta function is easy to establish,
since
∞ ∞ ∞
(−1)n−1 n −s = n −s − 2 n −s = ζ (s) − 21−s ζ (s)
n=1 n=1 n=1
n even

for σ > 1. That this is an entire function follows from Theorem 10.2.) Since a
Dirichlet series does not in general have a singularity on its line of convergence,
it is noteworthy that a Dirichlet series with non-negative coefficients not only
has a singularity on the line σc + it, but actually at the point σc .


Theorem 1.7 (Landau) Let α(s) = an n −s be a Dirichlet series whose ab-
scissa of convergence σc is finite. If an ≥ 0 for all n then the point σc is a
singularity of the function α(s).
It is enough to assume that an ≥ 0 for all sufficiently large n, since any finite

N
sum n=1 an n −s is an entire function.
Proof By replacing an by an n −σc , we may assume that σc = 0. Suppose that
α(s) is analytic at s = 0, so that α(s) is analytic in the domain D = {s : σ >
0} ∪ {|s| < δ} if δ > 0 is sufficiently small. We expand α(s) as a power series
at s = 1:
∞
α(s) = ck (s − 1)k . (1.13)
k=0

The coefficients ck can be calculated by means of (1.8),

α (k) (1) 1  ∞
ck = = an (− log n)k n −1 .
k! k! n=1
The radius of convergence of the power series (1.13) is the distance from 1 to
the nearest singularity of α(s). Since α(s) is analytic in D, and since the nearest
points
√ not in D are ±iδ, we deduce that the radius of convergence is at least
1 + δ 2 = 1 + δ  , say. That is,

∞
(1 − s)k 
∞
α(s) = an (log n)k n −1
k=0
k! n=1
 1.2 Analytic properties of Dirichlet series 17

for |s − 1| < 1 + δ  . If s < 1 then all terms above are non-negative. Since
series of non-negative numbers may be arbitrarily rearranged, for −δ  < s < 1
we may interchange the summations over k and n to see that

∞ 
∞
(1 − s)k (log n)k
α(s) = an n −1
n=1 k=0
k!
∞
  ∞
= an n −1 exp (1 − s) log n = an n −s .
n=1 n=1

Hence this last series converges at s = −δ /2, contrary to the assumption that
σc = 0. Thus α(s) is not analytic at s = 0.

1.2.1 Exercises
1. Suppose that α(s) is a Dirichlet series, and that the series α(s0 ) is boundedly
oscillating. Show that σc = σ0 .


2. Suppose that α(s) = ∞ n=1 an n
−s
is a Dirichlet series with abscissa of con-


vergence σc . Suppose that α(0) converges, and put R(x) = n>x an . Show
that σc is the infimum of those numbers θ such that R(x) xθ .


3. Let Ak (x) = n≤x an (log n) .k

(a) Show that

x
A1 (x) A1 (u)
A0 (x) − = a1 + du.
log x 2 u(log u)2
(b) Suppose that A1 (x) x θ where θ > 0 and the implicit constant may
depend on the sequence {an }. Show that
A1 (x)
A0 (x) = + O(x θ (log x)−2 ).
log x


(c) Let σc denote the abscissa of convergence of an n −s , and σc the ab-


scissa of convergence of an (log n)n . Show that σc = σc . (The re-
−s

marks following the proof of Theorem 1.1 imply only that σc ≤ σc .)


4. (Landau 1909b) Let α(s) = an n −s be a Dirichlet series with abscissa of
convergence σc and abscissa of absolute convergence σa > σc . Let C(x) =

−σc


n≤x an n and A(x) = n≤x |an |n −σc .
(a) By a suitable application of Theorem 1.3, or otherwise, show that
C(x) x ε and that A(x) x σa −σc +ε for any ε > 0, where the implicit
constants may depend on ε and on the sequence {an }.
(b) Show that if σ > σc then
 ∞
an n −s = −C(N )N σc −s + (s − σc ) C(u)u σc −s−1 du.
n>N N
18 Dirichlet series: I

Deduce that the above is τ N σc −σ +ε uniformly for s in the half-plane

σ ≥ σc + ε where the implicit constant may depend on ε and on the
sequence {an }.
(c) Show that

N N
|an |n −σ = A(N )N −σ +σc + (σ − σc ) A(u)u −σ +σc −1 du
n=1 1

for any σ . Deduce that the above is N σa −σ +ε uniformly for σ in the

interval σc ≤ σ ≤ σa , for any given ε > 0. Here the implicit constant
may depend on ε and on the sequence {an }.
(d) Let θ (σ ) = (σa − σ )/(σa − σc ). By making a suitable choice of N , show
that

α(s) τ θ (σ )+ε

uniformly for s in the strip σc + ε ≤ σ ≤ σa .

5. (a) Show that if α(s) = an n −s has abscissa of convergence σc < ∞, then

lim α(σ ) = a1 .
σ →∞


(b) Show that ζ  (s) = − ∞ n=1 (log n)n
−s
for σ > 1.

(c) Show that limσ →∞ ζ (σ ) = 0.
(d) Show that there is no half-plane in which 1/ζ  (s) can be written as a
convergent Dirichlet series.


6. Let α(s) = an n −s be a Dirichlet series with an ≥ 0 for all n. Show that
σc = σa , and that

sup |α(s)| = α(σ )

t

for any given σ > σc .

7. (Vivanti 1893; Pringsheim 1894) Suppose that f (z) = ∞ n
n=0 an z has radius
of convergence 1 and that an ≥ 0 for all n. Show that z = 1 is a singular point
of f .


8. (Bohr 1910, p. 32) Let t1 = 4, tr +1 = 2tr for r ≥ 1. Put α(s) = an n −s
where an = 0 unless n ∈ [tr , 2tr ] for some r , in which case put
⎧
⎪
⎪ itr
(n = tr ),
⎨tr
an = n − (n − 1)
itr itr
(tr < n < 2tr ),
⎪
⎪
⎩−(2t − 1)itr (n = 2t ).
r r

2tr
(a) Show that tr an = 0.
 1.3 Euler products and the zeta function 19

(b) Show that if tr ≤ x < 2tr for some r , then A(x) = [x]itr where A(x) =


n≤x an .
(c) Show that A(x) 1 uniformly for x ≥ 1.
(d) Deduce that α(s) converges for σ > 0.
(e) Show that α(it) does not converge; conclude that σc = 0.
(f) Show that if σ > 0, then

R 
2tr ∞
α(s) = an n −s + s A(x)x −s−1 d x .
r =1 n=tr t R+1

(g) Suppose that σ > 0. Show that the above is

  
2t R
−s
  |s|
an n + O t R−1 + O σ .
n=t R σ t R+1

(h) Show that if σ > 0, then


2t R 2t R
an n −s = s [x]it R x −s−1 d x .
n=t R tR

(i) Show that if n ≤ x < n + 1, then (n it R x −it R ) ≥ 1/2. Deduce that
2t R
[x]it R x −σ −it R −1 d x t R−σ .
tR

(j) Suppose that δ > 0 is fixed. Conclude that if R ≥ R0 (δ), then |α(σ +
it R )| t R1−σ uniformly for δ ≤ σ ≤ 1 − δ.


(k) Show that |an |n −σ < ∞ when σ > 1. Deduce that σa = 1.

1.3 Euler products and the zeta function

The situation regarding products of Dirichlet series is somewhat complicated,
but it is useful to note that the formal calculation in (2) is justified if the series
are absolutely convergent.



Theorem 1.8 Let α(s) = an n −s and β(s) = bn n −s be two Dirichlet se-


ries, and put γ (s) = cn n −s where the cn are given by (1.3). If s is a point at
which the two series α(s) and β(s) are both absolutely convergent, then γ (s) is
absolutely convergent and γ (s) = α(s)β(s).

The mere convergence of α(s) and β(s) is not sufficient to justify (1.2).
Indeed, the square of the series (1.12) can be shown to have abscissa of conver-
gence ≥ 1/4.
20 Dirichlet series: I

A function is called an arithmetic function if its domain is the set Z of inte-

gers, or some subset of the integers such as the natural numbers. An arithmetic
function f (n) is said to be multiplicative if f (1) = 1 and if f (mn) = f (m) f (n)
whenever (m, n) = 1. Also, an arithmetic function f (n) is called totally multi-
plicative if f (1) = 1 and if f (mn) = f (m) f (n) for all m and n. If f is multi-


plicative then the Dirichlet series f (n)n −s factors into a product over primes.
To see why this is so, we first argue formally (i.e., we ignore questions of con-
vergence). When the product

(1 + f ( p) p −s + f ( p 2 ) p −2s + f ( p 3 ) p −3s + · · · )
p

is expanded, the generic term is

     
f p1k1 f p2k2 · · · f prkr
 k1 k2 s .
p1 p2 · · · prkr

Set n = p1k1 p2k2 · · · prkr . Since f is multiplicative, the above is f (n)n −s . More-
over, this correspondence between products of prime powers and positive inte-
gers n is one-to-one, in view of the fundamental theorem of arithmetic. Hence


after rearranging the terms, we obtain the sum f (n)n −s . That is, we expect
that

∞
f (n)n −s = (1 + f ( p) p −s + f ( p 2 ) p −2s + · · · ). (1.14)
n=1 p

The product on the right-hand side is called the Euler product of the Dirichlet
series. The mere convergence of the series on the left does not imply that the
product converges; as in the case of the identity (1.2), we justify (1.14) only
under the stronger assumption of absolute convergence.


Theorem 1.9 If f is multiplicative and | f (n)|n −σ < ∞, then (1.14) holds.

If f is totally multiplicative, then the terms on the right-hand side in (1.14)

form a geometric progression, in which case the identity may be written more
concisely,

∞
f (n)n −s = (1 − f ( p) p −s )−1 . (1.15)
n=1 p

Proof For any prime p,


∞ 
∞
| f ( p k )| p −kσ ≤ | f (n)|n −σ < ∞,
k=0 n=1
 1.3 Euler products and the zeta function 21

so each sum on the right-hand side of (1.14) is absolutely convergent. Let

y be a positive real number, and let N be the set of those positive integers
composed entirely of primes not exceeding y, N = {n : p|n ⇒ p ≤ y}. (Note
that 1 ∈ N .) Since a product of finitely many absolutely convergent series may
be arbitrarily rearranged, we see that
  
y = 1 + f ( p) p −s + f ( p 2 ) p −2s + · · · = f (n)n −s .
p≤y n∈N

Hence

∞ 
y − f (n)n −s ≤ | f (n)|n −σ .
n=1 n ∈N
/

If n ≤ y then all prime factors of n are ≤ y, and hence n ∈ N . Consequently

the sum on the right above is

≤ | f (n)|n −σ ,
n>y


which is small if y is large. Thus the partial products  y tend to f (n)n −s as
y → ∞.

Let ω(n) denote the number of distinct primes dividing n, and let
(n) be
the number of distinct prime powers dividing n. That is,
  
ω(n) = 1,
(n) = 1= k. (1.16)
p|n p k |n p k n

It is easy to distinguish these functions, since ω(n) ≤
(n) for all n, with equal-
ity if and only if n is square-free. These functions are examples of additive
functions because they satisfy the functional relation f (mn) = f (m) + f (n)
whenever (m, n) = 1. Moreover,
(n) is totally additive because this func-
tional relation holds for all pairs m, n. An exponential of an additive function is
a multiplicative function. In particular, the Liouville lambda function is the to-
tally multiplicative function λ(n) = (−1)
(n) . Closely related is the Möbius mu
function, which is defined to be µ(n) = (−1)ω(n) if n is square-free, µ(n) = 0
otherwise. By the fundamental theorem of arithmetic we know that a multi-
plicative (or additive) function is uniquely determined by its values at prime
powers, and similarly that a totally multiplicative (or totally additive) function
is uniquely determined by its values at the primes. Thus µ(n) is the unique
multiplicative function that takes the value −1 at every prime, and the value 0
at every higher power of a prime, while λ(n) is the unique totally multiplicative
function that takes the value −1 at every prime. By using Theorem 1.9 we can
22 Dirichlet series: I

determine the Dirichlet series generating functions of λ(n) and of µ(n) in terms
of the Riemann zeta function.
Corollary 1.10 For σ > 1,
∞
n −s = ζ (s) = (1 − p −s )−1 , (1.17)
n=1 p

∞
1
µ(n)n −s = = (1 − p −s ), (1.18)
n=1
ζ (s) p

and

∞
ζ (2s)
λ(n)n −s = = (1 + p −s )−1 . (1.19)
n=1
ζ (s) p


Proof All three series are absolutely convergent, since n −σ < ∞ for σ >
1, by the integral test. Since the coefficients are multiplicative, the Euler product
formulae follow by Theorem 1.9. In the first and third cases use the variant
(1.15). On comparing the Euler products in (1.17) and (1.18), it is immediate
that the second of these Dirichlet series is 1/ζ (s). As for (1.19), from the identity
1 + z = (1 − z 2 )/(1 − z) we deduce that
 −2s
−s p (1 − p ) ζ (s)
(1 + p ) =  −s
= .
p p (1 − p ) ζ (2s)

The manipulation of Euler products, as exemplified above, provides a pow-

erful tool for relating one Dirichlet series to another.
In (1.17) we have expressed ζ (s) as an absolutely convergent product; hence
in particular ζ (s) = 0 for σ > 1. We have not yet defined the zeta function
outside this half-plane, but we shall do so shortly, and later we shall find that
the zeta function does have zeros in the half-plane σ ≤ 1. These zeros play an
important role in determining the distribution of prime numbers.
Many important relations involving arithmetic functions can be expressed
succinctly in terms of Dirichlet series. For example, the fundamental elementary
identity

 1 if n = 1,
µ(d) = (1.20)
d|n 0 if n > 1.
is equivalent to the identity
1
ζ (s) · = 1,
ζ (s)
 1.3 Euler products and the zeta function 23

in view of (1.3), (1.17), (1.18), and Theorem 1.6. More generally, if


F(n) = f (d) (1.21)
d|n

for all n, then, apart from questions of convergence,

 
F(n)n −s = ζ (s) f (n)n −s .

By Möbius inversion, the identity (1.21) is equivalent to the relation


f (n) = µ(d)F(n/d),
d|n

which is to say that

 1 
f (n)n −s = F(n)n −s .
ζ (s)
Such formal manipulations can be used to suggest (or establish) many useful
elementary identities.
For σ > 1 the product (1.17) is absolutely convergent. Since log(1 − z)−1 =

∞ k
k=1 z /k for |z| < 1, it follows that

 
∞
log ζ (s) = log(1 − p −s )−1 = k −1 p −ks .
p p k=1

On differentiating, we find also that

ζ  (s)  ∞
=− (log p) p −ks
ζ (s) p k=1

for σ > 1. This is a Dirichlet series, whose n th coefficient is the von Mangoldt
lambda function: (n) = log p if n is a power of p, (n) = 0 otherwise.

Corollary 1.11 For σ > 1,


∞
(n)
log ζ (s) = n −s
n=1
log n

and
ζ  (s)  ∞
− = (n)n −s .
ζ (s) n=1

The quotient f  (s)/ f (s), obtained by differentiating the logarithm of f (s),

is known as the logarithmic derivative of f . Subsequently we shall often write

it more concisely as ff (s).
24 Dirichlet series: I

The important elementary identity


(d) = log n (1.22)
d|n

is reflected in the relation

ζ
ζ (s) − (s) = −ζ  (s),
ζ
since

∞
−ζ  (s) = (log n)n −s
n=1

for σ > 1.
We now continue the zeta function beyond the half-plane in which it was
initially defined.

Theorem 1.12 Suppose that σ > 0, x > 0, and that s = 1. Then

 x 1−s {x} ∞
ζ (s) = n −s + + s −s {u}u −s−1 du. (1.23)
n≤x s−1 x x

Here {u} denotes the fractional part of u, so that {u} = u − [u] where [u]
denotes the integral part of u.

Proof of Theorem 1.12 For σ > 1 we have


∞  
ζ (s) = n −s = n −s + n −s .
n=1 n≤x n>x

This second sum we write as

∞ ∞ ∞
u −s d[u] = u −s du − u −s d{u}.
x x x

We evaluate the first integral on the right-hand side, and integrate the second
one by parts. Thus the above is
∞
x 1−s
= + {x}x −s + {u} du −s .
s−1 x

Since (u −s ) = −su −s−1 , the desired formula now follows by Theorem A.3.
The integral in (1.23) is convergent in the half-plane σ > 0, and uniformly so
for σ ≥ δ > 0. Since the integrand is an analytic function of s, it follows that the
integral is itself an analytic function for σ > 0. By the uniqueness of analytic
continuation the formula (1.23) holds in this larger half-plane.

 1.3 Euler products and the zeta function 25

10

0 1 5

–10

Figure 1.2 The Riemann zeta function ζ (s) for 0 < s ≤ 5.

By taking x = 1 in (1.23) we obtain in particular the identity

∞
s
ζ (s) = −s {u}u −s−1 du (1.24)
s−1 1

for σ > 0. Hence we have

Corollary 1.13 The Riemann zeta function has a simple pole at s = 1 with
residue 1, but is otherwise analytic in the half-plane σ > 0.
A graph of ζ (s) that exhibits the pole at s = 1 is provided in Figure 1.2. By
repeatedly integrating by parts we can continue ζ (s) into successively larger
half-planes; this is systematized by using the Euler–Maclaurin summation for-
mula (see Theorem B.5). In Chapter 10 we shall continue the zeta function by a
different method. For the present we note that (1.24) yields useful inequalities
for the zeta function on the real line.
Corollary 1.14 The inequalities
1 σ
< ζ (σ ) <
σ −1 σ −1
hold for all σ > 0. In particular, ζ (σ ) < 0 for 0 < σ < 1.
Proof From the inequalities 0 ≤ {u} < 1 it follows that
∞ ∞
1
0≤ {u}u −σ −1 du < u −σ −1 du = .
1 1 σ
This suffices.

26 Dirichlet series: I

We now put the parameter x in (1.23) to good use.

Corollary 1.15 Let δ be fixed, δ > 0. Then for σ ≥ δ, s = 1,
 x 1−s
n −s = + ζ (s) + O(τ x −σ ). (1.25)
n≤x 1 − s

In addition,
1
= log x + C0 + O(1/x) (1.26)
n≤x n

where C0 is Euler’s constant,

∞
C0 = 1 − {u}u −2 du = 0.5772156649 . . . . (1.27)
1

Proof The first estimate follows by crudely estimating the integral in (1.23):
∞ ∞
x −σ
{u}u −s−1 du u −σ −1 du = .
x x σ
As for the second estimate, we note that the sum is
x x x
u −1 d[u] = u −1 du − u −1 d{u}
1− 1− 1−
x
= log x + 1 − {x}/x − {u}u −2 du.
1
x ∞ ∞
The result now follows by writing 1 = 1 − x , and noting that
∞ ∞
{u}u −2 du u −2 du = 1/x.
x x

By letting s → 1 in (1.25) and comparing the result with (1.26), or by letting

s → 1 in (1.24) and comparing the result with (1.27), we obtain
Corollary 1.16 Let
1 
∞
ζ (s) = + ak (s − 1)k (1.28)
s − 1 k=0
be the Laurent expansion of ζ (s) at s = 1. Then a0 is Euler’s constant, a0 = C0 .
Euler’s constant also arises in the theory of the gamma function. (See
Appendix C and Chapter 10.)
Corollary 1.17 Let δ > 0 be fixed. Then
1
ζ (s) = + O(1)
s−1
 1.3 Euler products and the zeta function 27

uniformly for s in the rectangle δ ≤ σ ≤ 2, |t| ≤ 1, and

1
ζ (s) (1 + τ 1−σ ) min , log τ
|σ − 1|
uniformly for δ ≤ σ ≤ 2, |t| ≥ 1.

Proof The first assertion is clear from (1.24). When |t| is larger, we obtain
a bound for |ζ (s)| by estimating the sum in (1.25). Assume that x ≥ 2. We
observe that
  x
n −s n −σ 1+ u −σ du
n≤x n≤x 1

uniformly for σ ≥ 0. If 0 ≤ σ ≤ 1 − 1/ log x, then this integral is

(x 1−σ − 1)/(1 − σ ) < x 1−σ /(1 − σ ). If |σ − 1| ≤ 1/ log then u −σ u −1
 xx, −1
uniformly for 1 ≤ u ≤ x, and hence the  ∞integral is 1 u du = log x. If
σ ≥ 1 + 1/ log x, then the integral is < 1 u −σ du = 1/(σ − 1). Thus
 1
n −s (1 + x 1−σ ) min , log x (1.29)
n≤x |σ − 1|

uniformly for 0 ≤ σ ≤ 2. The second assertion now follows by taking x = τ

in (1.25).

1.3.1 Exercises
1. Suppose that f (mn) = f (m) f (n) whenever (m, n) = 1, and that f is not
identically 0. Deduce that f (1) = 1, and hence that f is multiplicative.



2. (Stieltjes 1887) Suppose that an converges, that |b | < ∞, and that


n

cn is given by (1.3). Show that cn converges to ( an )( bn ). (Hint:




Write n≤x cn = n≤x bn A(x/n) where A(y) = n≤y an .)




3. Determine ϕ(n)n −s , σ (n)n −s , and |µ(n)|n −s in terms of the zeta
function. Here ϕ(n) is Euler’s ‘totient function’, which is the number of a,
1 ≤ a ≤ n, such that (a, n) = 1.
4. Let q be a positive integer. Show that if σ > 1, then

∞
n −s = ζ (s) (1 − p −s ).
n=1 p|q
(n,q)=1

5. Show that if σ > 1, then


∞
d(n)2 n −s = ζ (s)4/ζ (2s).
n=1
28 Dirichlet series: I

6. Let σa (n) = d|n d a . Show that

∞
σa (n)σb (n)n −s = ζ (s)ζ (s − a)ζ (s − b)ζ (s − a − b)/ζ (2s − a − b)
n=1

when σ > max (1, 1 + a, 1 + b, 1 + (a + b)).

7. Let F(s) = p (log p) p −s , G(s) = p p −s for σ > 1. Show that in this
half-plane,
ζ  ∞
− (s) = F(ks),
ζ k=1

∞
ζ
F(s) = − µ(d) (ds),
d=1
ζ

∞
log ζ (s) = G(ks)/k,
k=1
∞
µ(d)
G(s) = log ζ (ds).
d=1
d
8. Let F(s) and G(s) be defined as in the preceding problem. Show that if
σ > 1, then
∞ ∞
µ(d)
ω(n)n −s = ζ (s)G(s) = ζ (s) log ζ (ds),
n=1 d=1
d

∞ 
∞ 
∞
ϕ(k)

(n)n −s = ζ (s) G(ks) = ζ (s) log ζ (ks).
n=1 k=1 k=1
k
9. Let t be a fixed real number, t = 0. Describe the limit points of the sequence


of partial sums n≤x n −1−it .

N
10. Show that n=1 n −1 > log N + C0 for all positive integers N , and that

−1
n≤x n > log x for all positive real numbers x.


11. (a) Show that if an is totally multiplicative, and if α(s) = an n −s has
abscissa of convergence σc , then

∞
(−1)n−1 an n −s = (1 − 2a2 2−s )α(s)
n=1

for σ > σc .
(b) Show that

∞
(−1)n−1 n −s = (1 − 21−s )ζ (s)
n=1

for σ > 0.
 1.3 Euler products and the zeta function 29

(c) (Shafer 1984) Show that

∞
1
(−1)n (log n)n −1 = C0 log 2 − (log 2)2 .
n=1
2
12. (Stieltjes 1885) Show that if k is a positive integer, then
 (log n)k (log x)k+1 (log x)k
= + C k + Ok
n≤x n k+1 x
for x ≥ 1 where
∞
Ck = {u}(log u)k−1 (k − log u)u −2 du.
1

Show that the numbers ak in (1.28) are given by ak = (−1)k Ck /k!.

13. Let D be the disc of radius 1 and centre 2. Suppose that the numbers εk tend
monotonically to 0, that the numbers tk tend monotonically to 0, and that
the numbers Nk tend monotonically to infinity. We consider the Dirichlet


series α(s) = n an n −s with coefficients an = εk n itk for Nk−1 < n ≤ Nk .
For suitable choices of the εk , tk , and Nk we show that the series converges
at s = 1 but that it is not uniformly
 convergent in D.
(a) Suppose that σk = 2 − 1 − tk2 , so that sk = σk + itk ∈ D. Show that if
t2
Nkk 1, (1.30)
then
 Nk
an n −sk εk log .
Nk−1 <n≤Nk
Nk−1

Thus if
Nk
εk log 1 (1.31)
Nk−1
then the series is not uniformly convergent in D.
(b) By using Corollary 1.15, or otherwise, show that if (a, b] ⊆ (Nk−1 , Nk ],
then
 εk
an n −1 .
a<n≤b
tk

Hence if

∞
εk
< ∞, (1.32)
k=1
tk
then the series α(1) converges.
30 Dirichlet series: I

(c) Show that the parameters can be chosen so that (1.30)–(1.32) hold, say
1/2
by taking Nk = exp(1/εk ) and tk = εk with εk tending rapidly to 0.


14. Let t(n) = (−1)
(n)−ω(n) p|n ( p − 1)−1 , and put T (s) = n t(n)n −s .
(a) Show that for σ > 0, T (s) has the absolutely convergent Euler product
1
T (s) = 1+ .
p ( p − 1)( p s + 1)

(b) Determine all zeros of the function 1 + 1/(( p − 1)( p s + 1)).

(c) Show that the line σ = 0 is a natural boundary of the function T (s).
15. Suppose throughout that 0 < α ≤ 1. For σ > 1 we define the Hurwitz zeta
function by the formula

∞
ζ (s, α) = (n + α)−s .
n=0

Thus ζ (s, 1) = ζ (s).

(a) Show that ζ (s, 1/2) = (2s − 1)ζ (s).
(b) Show that if x ≥ 0 then
 (x + α)1−s {x}
ζ (s, α) = (n + α)−s + +
0≤n≤x
s−1 (x + α)s
∞
−s {u}(u + α)−s−1 du.
x

(c) Deduce that ζ (s, α) is an analytic function of s for σ > 0 apart from a
simple pole at s = 1 with residue 1.
(d) Show that
∞
1 {u}
lim ζ (s, α) − = 1/α − log α − du.
s→1 s−1 0 (u + α)2
(e) Show that
1  1 {x}
lim ζ (s, α) − = − log(x + α) +
s→1 s−1 0≤n≤x
n + α x +α
∞
{u}
− du.
x (u + α)2
(f) Let x → ∞ in the above, and use (C.2), (C.10) to show that

1
lim ζ (s, α) − =− (α).
s→1 s−1
(This is consistent with Corollary 1.16, in view of (C.11).)
 1.4 Notes 31

1.4 Notes
Section 1.1. For a brief introduction to the Hardy–Littlewood circle method,
including its application to Waring’s problem, see Davenport (2005). For a
comprehensive account of the method, see Vaughan (1997). Other examples
of the fruitful use of generating functions are found in many sources, such as
Andrews (1976) and Wilf (1994).
Algorithms for the efficient computation of π(x) have been developed
by Meissel (Lehmer, 1959), Mapes (1963), Lagarias, Miller & Odlyzko
(1985), Deléglise & Rivat (1996), and by X. Gourdon. For discussion
of these methods, see Chapter 1 of Riesel (1994) and the web page of
Gourdon & Sebah at http://numbers.computation.free.fr/Constants/Primes/
countingPrimes.html.
The ‘big oh’ notation was introduced by Paul Bachmann (1894, p. 401). The
‘little oh’ was introduced by Edmund Landau (1909a, p. 61). The notation
was introduced by Hardy (1910, p. 2). Our notation f ∼ g also follows Hardy
(1910). The Omega notation was introduced by G. H. Hardy and J. E. Littlewood
(1914, p. 225). Ingham (1932) replaced the
R and
L of Hardy and Littlewood
by
+ and
− . The notation is due to I. M. Vinogradov.


Section 1.2. The series an n −s is called an ordinary Dirichlet series,
to distinguish it from a generalized Dirichlet series, which is a sum of the


form an e−λn s where 0 < λ1 < λ2 < · · · , λn → ∞. We see that generalized
Dirichlet series include both ordinary Dirichlet series (λn = log n) and power
series (λn = n). Theorems 1.1, 1.3, 1.6, and 1.7 extend naturallyto generalized
∞
Dirichlet series, and even to the more general class of functions 0 e−us d A(u)
where A(u) is assumed to have finite variation on each finite interval [0, U ].
The proof of the general form of Theorem 1.6 must be modified to depend on
uniform, rather than absolute, convergence, since a generalized Dirichlet series


may be never more than conditionally convergent (e.g., (−1)n (log n)−s ).
If we put a = lim sup(log n)/λn , then the general form of Theorem 1.4
reads σc ≤ σa ≤ σc + a. Hardy & Riesz (1915) have given a detailed ac-
count of this subject, with historical attributions. See also Bohr & Cramér
(1923).
Jensen (1884) showed that the domain of convergence of a generalized
Dirichlet series is always a half-plane. The more precise information provided
by Theorem 1.1 is due to Cahen (1894) who proved it not only for ordinary
Dirichlet series but also for generalized Dirichlet series.
The construction in Exercise 1.2.8 would succeed with the simpler choice
an = n itr for tr ≤ n ≤ 2tr , an = 0 otherwise, but then to complete the argu-
ment one would need a further tool, such as the Kusmin–Landau inequality
32 Dirichlet series: I

(cf. Mordell 1958). The square of the Dirichlet series in Exercise 1.2.8 has ab-
scissa of convergence 1/2; this bears on the result of Exercise 2.1.9. Information
concerning the convergence of the product of two Dirichlet series is found in
Exercises 1.3.2, 2.1.9, 5.2.16, and in Hardy & Riesz (1915).
Theorem 1.7 originates in Landau (1905). The analogue for power series had
been proved earlier by Vivanti (1893) and Pringsheim (1894). Landau’s proof
extends to generalized Dirichlet series (including power series).


Section 1.3. The hypothesis | f (n)|n −σ < ∞ of Theorem 1.9 is equivalent
to the assertion that

(1 + | f ( p)| p −σ + | f ( p 2 )| p −2σ + · · · ) < ∞,

p

which is slightly stronger than merely asserting that the Euler product converges

absolutely. We recall that a product n (1 + an ) is said to be absolutely con-
 
vergent if n (1 + |an |) < ∞. To see that the hypothesis p (1 + | f ( p) p −s +
· · · |) < ∞ is not sufficient, consider the following example due to Ingham:
For every prime p we take f ( p) = 1, f ( p 2 ) = −1, and f ( p k ) = 0 for k > 2.
Then the product is absolutely convergent at s = 0, but the terms f (n) do not


tend to 0, and hence the series f (n) diverges. Indeed, it can  be shown that

  −2 −3
n≤x f (n) ∼ cx as x → ∞ where c = p 1 − 2 p + p > 0.
Euler (1735) defined the constant C0 , which he denoted C.
Mascheroni (1790) called the constant γ , which is in common use, but
we wish to reserve this symbol for the imaginary part of a zero of the
zeta function or an L-function. It is conjectured that Euler’s constant C0
is irrational. The early history of the determination of the initial digits of
C0 has been recounted by Nielsen (1906, pp. 8–9). More recently, Wrench
(1952) computed 328 digits, Knuth (1963) computed 1,271 digits, Sweeney
(1963) computed 3,566 digits, Beyer & Waterman (1974) computed 4,879
digits, Brent (1977) computed 20,700 digits, Brent & McMillan (1980)
computed 30,100 digits. At this time, it seems that more than 108 digits
have been computed – see the web page of X. Gourdon & P. Sebah at
http://numbers.computation.free.fr/Constants/Gamma/gamma.html. To 50
places, Euler’s constant is

C0 = 0.57721 56649 01532 86060 65120 90082 40243 10421 59335 93992.

Statistical analysis of the continued fraction coefficients of C0 suggest that it

satisfies the Gauss–Kusmin law, which is to say that C0 seems to be a typical
irrational number.
Landau & Walfisz (1920) showed that the functions F(s) and G(s) of Ex-
ercise 1.3.7 have the imaginary axis σ = 0 as a natural boundary. For further
 1.5 References 33

work on Dirichlet series with natural boundaries see Estermann (1928a,b) and
Kurokawa (1987).

1.5 References
Andrews, G. E. (1976). The Theory of Partitions, Reprint. Cambridge: Cambridge Uni-
versity Press (1998).
Bachmann, P. (1894). Zahlentheorie, II, Die analytische Zahlentheorie, Leipzig:
Teubner.
Beyer, W. A. & Waterman, M. S. (1974). Error analysis of a computation of Euler’s
constant and ln 2, Math. Comp. 28, 599–604.
Bohr, H. (1910). Bidrag til de Dirichlet’ske Rækkers theori, København: G. E. C. Gad;
Collected Mathematical Works, Vol. I, København: Danske Mat. Forening, 1952.
A3.
Bohr, H. & Cramér, H. (1923). Die neuere Entwicklung der analytischen Zahlentheo-
rie, Enzyklopädie der Mathematischen Wissenschaften, 2, C8, 722–849; H. Bohr,
Collected Mathematical Works, Vol. III, København: Dansk Mat. Forening, 1952,
H; H. Cramér, Collected Works, Vol. 1, Berlin: Springer-Verlag, 1952, pp. 289–
416.
Brent, R. P. (1977). Computation of the regular continued fraction of Euler’s constant,
Math. Comp. 31, 771–777.
Brent, R. P. & McMillan, E. M. (1980). Some new algorithms for high-speed computation
of Euler’s constant, Math. Comp. 34, 305–312.
Cahen, E. (1894). Sur la fonction ζ (s) de Riemann et sur des fonctions analogues, Ann.
de l’École Normale (3) 11, 75–164.
Davenport, H. (2005). Analytic Methods for Diophantine Equations and Diophantine
Inequalities. Second edition, Cambridge: Cambridge University Press.
Deléglise, M. & Rivat, J. (1996). Computing π (x): the Meissel, Lehmer, Lagarias, Miller,
Odlyzko method, Math. Comp. 65, 235–245.
Estermann, T. (1928a). On certain functions represented by Dirichlet series, Proc. Lon-
don Math. Soc. (2) 27, 435–448.
(1928b). On a problem of analytic continuation, Proc. London Math. Soc. (2) 27,
471–482.
Euler, L. (1735). De Progressionibus harmonicus observationes, Comm. Acad. Sci. Imper.
Petropol. 7, 157; Opera Omnia, ser. 1, vol. 14, Teubner, 1914, pp. 93–95.
Hardy, G. H. (1910). Orders of Infinity. Cambridge Tract 12, Cambridge: Cambridge
University Press.
Hardy, G. H. & Littlewood, J. E. (1914). Some problems of Diophantine approximation
(II), Acta Math. 37, 193–238; Collected Papers, Vol I. Oxford: Oxford University
Press. 1966, pp. 67–112.
Hardy, G. H. & Riesz, M. (1915). The General Theory of Dirichlet’s Series, Cambridge
Tract No. 18. Cambridge: Cambridge University Press. Reprint: Stechert–Hafner
(1964).
Ingham, A. E. (1932). The Distribution of Prime Numbers, Cambridge Tract 30. Cam-
bridge: Cambridge University Press.
34 Dirichlet series: I

Jensen, J. L. W. V. (1884). Om Rækkers Konvergens, Tidsskrift for Math. (5) 2, 63–72.

(1887). Sur la fonction ζ (s) de Riemann, Comptes Rendus Acad. Sci. Paris 104,
1156–1159.
Knuth, D. E. (1962). Euler’s constant to 1271 places, Math. Comp. 16, 275–281.
Kurokawa, N. (1987). On certain Euler products, Acta Arith. 48, 49–52.
Lagarias, J. C., Miller, V. S., & Odlyzko, A. M. (1985). Computing π(x): The Meissel–
Lehmer method, Math. Comp. 44, 537–560.
Lagarias, J. C. & Odlyzko, A. M. (1987). Computing π(x): An analytic method, J.
Algorithms 8, 173–191.
Landau, E. (1905). Über einen Satz von Tschebyschef, Math. Ann. 61, 527–550;
Collected Works, Vol. 2, Essen: Thales, 1986, pp. 206–229.
(1909a). Handbuch der Lehre von der Verteilung der Primzahlen, Leipzig: Teubner.
Reprint: Chelsea (1953).
(1909b). Über das Konvergenzproblem der Dirichlet’schen Reihen, Rend. Circ. Mat.
Palermo 28, 113–151; Collected Works, Vol. 4, Essen: Thales, 1986, pp. 181–220.
Landau, E. & Walfisz, A. (1920). Über die Nichtfortsetzbarkeit einiger durch Dirich-
letsche Reihen definierte Funktionen, Rend. Circ. Mat. Palermo 44, 82–86;
Collected Works, Vol. 7, Essen: Thales, 1986, pp. 252–256.
Lehmer, D. H. (1959). On the exact number of primes less than a given limit, Illinois J.
Math. 3, 381–388.
Mapes, D. C. (1963). Fast method for computing the number of primes less than a given
limit, Math. Comp. 17, 179–185.
Mascheroni, L. (1790). Abnotationes ad calculum integrale Euleri, Vol. 1. Ticino:
Galeatii. Reprinted in the Opera Omnia of L. Euler, Ser. 1, Vol 12, Teubner, 1914,
pp. 415–542.
Mordell, L. J. (1958). On the Kusmin–Landau inequality for exponential sums, Acta
Arith. 4, 3–9.
Nielsen, N. (1906). Handbuch der Theorie der Gammafunktion. Leipzig: Teubner.
Pringsheim, A. (1894). Über Functionen, welche in gewissen Punkten endliche Differen-
tialquotienten jeder endlichen Ordnung, aber kein Taylorsche Reihenentwickelung
besitzen, Math. Ann. 44, 41–56.
Riesel, H. (1994). Prime Numbers and Computer Methods for Factorization, Second
ed., Progress in Math. 126. Boston: Birkhäuser.
Shafer, R. E. (1984). Advanced problem 6456, Amer. Math. Monthly 91, 205.
Stieltjes, T. J. (1885). Letter 75 in Correspondance d’Hermite et de Stieltjes, B. Baillaud
& H. Bourget, eds., Paris: Gauthier-Villars, 1905.
(1887). Note sur la multiplication de deux séries, Nouvelles Annales (3) 6, 210–215.
Sweeney, D. W. (1963). On the computation of Euler’s constant, Math. Comp. 17, 170–
178.
Vaughan, R. C. (1997). The Hardy–Littlewood Method, Second edition, Cambridge Tract
125. Cambridge: Cambridge University Press.
Vivanti, G. (1893). Sulle serie di potenze, Rivista di Mat. 3, 111–114.
Wagon, S. (1987). Fourteen proofs of a result about tiling a rectangle, Amer. Math.
Monthly 94, 601–617.
Widder, D. V. (1971). An Introduction to Transform Theory. New York: Academic Press.
Wilf, H. (1994). Generatingfunctionology, Second edition. Boston: Academic Press.
Wrench, W. R. Jr (1952). A new calculation of Euler’s constant, MTAC 6, 255.
 2
The elementary theory of arithmetic functions

2.1 Mean values

We say that an arithmetic function F(n) has a mean value c if

1 N
lim F(n) = c.
N →∞ N n=1

In this section we develop a simple method by which mean values can be shown
to exist in many interesting cases.
If two arithmetic functions f and F are related by the identity

F(n) = f (d), (2.1)
d|n

then we can write f in terms of F:


f (n) = µ(d)F(n/d). (2.2)
d|n

This is the Möbius inversion formula. Conversely, if (2.2) holds for all n then
so also does (2.1). If f is generally small then F has an asymptotic mean value.
To see this, observe that
 
F(n) = f (d).
n≤x n≤x d|n

By iterating the sums in the reverse order, we see that the above is
  
= f (d) 1= f (d)[x/d].
d≤x n≤x d≤x
d|n

35
36 The elementary theory of arithmetic functions

Since [y] = y + O(1), this is

 
 f (d) 
=x + O | f (d)| . (2.3)
d≤x
d d≤x

∞
Thus F has the mean value d=1 f (d)/d if this series converges and if


d≤x | f (d)| = o(x). This approach, though somewhat crude, often yields use-
ful results.

Theorem 2.1 Let ϕ(n) be Euler’s totient function. Then for x ≥ 2,

 ϕ(n) 6
= x + O(log x).
n≤x n π2

Proof We recall that ϕ(n) = n p|n (1 − 1/ p). On multiplying out the prod-
uct, we see that
ϕ(n)  µ(d)
= .
n d|n
d

On taking f (d) = µ(d)/d in (2.3), it follows that

 ϕ(n)  µ(d)
=x + O(log x).
n≤x n d≤x
d2


Since d>x d −2 x −1 , we see that
 µ(d) 
∞
µ(d) 1 1 1
= +O = +O
d≤x
d2 d=1
d2 x ζ (2) x

by Corollary 1.10. From Corollary B.3 we know that ζ (2) = π 2 /6; hence the
proof is complete.

Let Q(x) denote the number of square-free integers not exceeding x, Q(x) =


n≤x µ(n) . We now calculate the asymptotic density of these numbers.
2

Theorem 2.2 For all x ≥ 1,

6  1/2 
Q(x) = x + O x .
π2
Proof Every positive integer n is uniquely of the form n = ab2 where a is
square-free. Thus n is square-free if and only if b = 1, so that by (1.20)
 
µ(d) = µ(d) = µ(n)2 . (2.4)
d 2 |n d|b
 2.1 Mean values 37

√
This is a relation of the shape (2.1) where f (d) = µ( d) if d is a perfect square,
and f (d) = 0 otherwise. Hence by (2.3),
 
 µ(d) 
Q(x) = x +O 1 .
d 2 ≤x
d2 d 2 ≤x

The error term is x 1/2 , and the sum in the main term is treated as in the
preceding proof.

We note that the argument above is routine once the appropriate identity
(2.4) is established. This relation can be discovered by considering (2.2), or by
using Dirichlet series: Let Q denote the class of square-free numbers. Then for
σ > 1,
 1 − p −2s ζ (s)
n −s = (1 + p −s ) = −s
= .
n∈Q p p 1− p ζ (2s)

Now 1/ζ (2s) can be written as a Dirichlet series in s, with coefficients f (n) =
µ(d) if n = d 2 , f (n) = 0 otherwise. Hence the convolution equation (2.4) gives
the coefficients of the product Dirichlet series ζ (s) · 1/ζ (2s).
Suppose that ak , bm , cn are joined by the convolution relation

cn = ak bm , (2.5)
km=n

and that A(x), B(x), C(x) are their respective summatory functions. Then

C(x) = ak bm , (2.6)
km≤x

and it is useful to note that this double sum can be iterated in various ways. On
one hand we see that

C(x) = ak B(x/k); (2.7)
k≤x

this is the line of reasoning that led to (2.3) (take ak = f (k), bm = 1). At the
opposite extreme,

C(x) = bm A(x/m), (2.8)
m≤x

and between these we have the more general identity

 
C(x) = ak B(x/k) + bm A(x/m) − A(y)B(x/y) (2.9)
k≤y m≤x/y

for 0 < y ≤ x. This is obvious once it is observed that the first term on the right
sums those terms ak bm for which km ≤ x, k ≤ y, the second sum includes the
38 The elementary theory of arithmetic functions

pairs (k, m) for which km ≤ x, m ≤ x/y, and the third term subtracts those ak bm
for which k ≤ y, m ≤ x/y, since these (k, m) were included in both the previous
terms. The advantage of (2.9) over (2.7) is that the number of terms is reduced
( y + x/y instead of x), and at the same time A and B are evaluated only
at large values of the argument, so that asymptotic formulæ for these quantities
may be expected to be more accurate. For example, if we wish to estimate the
average size of d(n) we take ak = bm = 1, and then from (2.3) we see that

d(n) = x log x + O(x).
n≤x

To obtain a more accurate estimate we observe that the first term on the
right-hand side of (2.9) is
 
[x/k] = x 1/k + O(y).
k≤y k≤y

By Corollary 1.15 this is

x log y + C0 x + O(x/y + y).

Here the error term is minimized by taking y = x 1/2 . The second term
on the right in (2.9) is then identical to the first, and the third term is
[x 1/2 ]2 = x + O(x 1/2 ), and we have

Theorem 2.3 For x ≥ 2.

  
d(n) = x log x + (2C0 − 1)x + O x 1/2 .
n≤x

We often construct estimates with one or more parameters, and then choose
values of the parameters to optimize the result. The instance above is typical –
we minimized x/y + y by taking y = x 1/2 . Suppose, more generally, that we
wish to minimize T1 (y) + T2 (y) where T1 is a decreasing function, and T2 is
an increasing function. We could differentiate and solve for a root of T1 (y) +
T2 (y) = 0, but there is a quicker method: Find y0 so that T1 (y0 ) = T2 (y0 ). This
does not necessarily yield the exact minimum value of T1 (y) + T2 (y), but it is
easy to see that

T1 (y0 ) ≤ min(T1 (y) + T2 (y)) ≤ 2T1 (y0 ),

y

so the bound obtained in this way is at most twice the optimal bound.
Despite the great power of analytic techniques, the ‘method of the hyperbola’
used above is a valuable tool. The sequence cn given by (2.5) is called the
Dirichlet convolution of ak and bm ; in symbols, c = a ∗ b. Arithmetic functions
form a ring when equipped with pointwise addition, (a + b)n = an + bn , and
 2.1 Mean values 39

Dirichlet convolution for multiplication. This ring is called the ring of formal
Dirichlet series. Manipulations of arithmetic functions in this way correspond
to manipulations of Dirichlet series without regard to convergence. This is
analogous to the ring of formal power series, in which multiplication is provided


by Cauchy convolution, cn = k+m=n ak bm .
In the ring of formal Dirichlet series we let O denote the arithmetic function
that is identically 0; this is the additive identity. The multiplicative identity is i
where i 1 = 1, i n = 0 for n > 1. The arithmetic function that is identically 1 we
denote by 1, and we similarly abbreviate µ(n), (n), and log n by µ, Λ, and
L. In this notation, the characteristic property of µ(n) is that µ ∗ 1 = i, which
is to say that µ and 1 are convolution inverses of each other, and the Möbius
inversion formula takes the compact form
a∗1=b ⇐⇒ a = b ∗ µ.
In the elementary study of prime numbers the relations Λ ∗ 1 = L, L ∗ µ = Λ
are fundamental.

2.1.1 Exercises
1. (de la Vallée Poussin 1898; cf. Landau 1911) Show that
  
{x/n} = (1 − C0 )x + O x 1/2
n≤x

where C0 is Euler’s constant, and {u} = u − [u] is the fractional part of u.

2. (Duncan 1965; cf. Rogers 1964, Orr 1969) Let Q(x) be defined as in The-
orem 2.2.


(a) Show that Q(N ) ≥ N − p [N / p 2 ] for every positive integer N .
(b) Justify the relations
 1 1  ∞
1 1 1 ∞
1 1
< + < + − = 1/2.
p p 2 4 k=1
(2k + 1)2 4 2 k=1
2k 2k +2

(c) Show that Q(N ) > N /2 for all positive integers N .

(d) Show that every positive integer n > 1 can be written as a sum of two
square-free numbers.
3. (Linfoot & Evelyn 1929) Let Qk denote the set of positive k th power free
integers (i.e., q ∈ Qk if and only if m k |q ⇒ m = 1).
(a) Show that
 ζ (s)
n −s =
n∈Q
ζ (ks)
k

for σ > 1.
40 The elementary theory of arithmetic functions

(b) Show that for any fixed integer k > 1

 x  
1= + O x 1/k
n≤x ζ (k)
n∈Qk

for x ≥ 1.
4. (cf. Evelyn & Linfoot 1930) Let N be a positive integer, and suppose that
P is square-free.
(a) Show that the number of residue classes n (mod P 2 ) for which (n, P 2 )
is square-free and (N − n, P 2 ) is square-free is
   
1 2
P 2
1− 2 1− 2 .
p|P
p p|P
p
p 2 |N p 2
N

(b) Show that the number of integers n, 0 < n < N , for which (n, P 2 ) is
square-free and (N − n, P 2 ) is square-free is
   
1 2
N 1− 2 1 − 2 + O(P 2 ).
p|P
p p|P
p
p 2 |N p 2
N

(c) Show that the number of n, 0 < n < N , such that n is divisible by the
square of a prime > y is N /y.
(d) Take P to be the product of all primes not exceeding y. By letting y
tend to infinity slowly, show that the number of ways of writing N as
a sum of two square-free integers is ∼ c(N )N where
   
1 2
c(N ) = a 1+ 2 , a= 1− 2 .
p 2 |N
p −2 p p

5. (cf. Hille 1937) Suppose that f (x) and F(x) are complex-valued functions
defined on [1, ∞). Show that

F(x) = f (x/n)
n≤x

for all x if and only if


f (x) = µ(n)F(x/n)
n≤x

for all x.


6. (cf. Hartman & Wintner 1947) Suppose that | f (n)|d(n) < ∞, and that


|F(n)|d(n) < ∞. Show that

F(n) = f (m)
m
n|m
 2.1 Mean values 41

for all n if and only if


f (n) = µ(m/n)F(m).
m
n|m

7. (Jarnı́k 1926; cf. Bombieri & Pila 1989) Let C be a simple closed curve in
the plane, of arc length L. Show that the number of ‘lattice points’ (m, n),
m, n ∈ Z, lying on C is at most L + 1. Show that if C is strictly convex
then the number of lattice points on C is 1 + L 2/3 , and that this estimate
is best possible.
8. Let C be a simple closed curve in the plane, of arc length L that encloses
a region of area A. Let N be the number of lattice points inside C. Show
that |N − A| ≤ 3(L + 1).
9. Let r (n) be the number of pairs ( j, k) of integers such that j 2 + k 2 = n.
Show that
  
r (n) = π x + O x 1/2 .
n≤x



10. (Stieltjes 1887) Suppose that an , bn are convergent series, and that


−1/2
cn = km=n ak bm . Show that cn n converges. (Hence if two Dirichlet
series have abscissa of convergence ≤ σ then the product series γ (s) =
α(s)β(s) has abscissa of convergence σc ≤ σ + 1/2.)


11. (a) Show that n≤x ϕ(n) = (3/π 2 )x 2 + O(x log x) for x ≥ 2.
(b) Show that
 
1 = −1 + 2 ϕ(n)
m≤x n≤x
n≤x
(m,n)=1

for x ≥ 1. Deduce that the expression above is (6/π 2 )x 2 + O(x log x).


12. Let σ (n) = d|n d. Show that
 π2 2
σ (n) = x + O(x log x)
n≤x 12

for x ≥ 2.
13. (Landau 1900, 1936; cf. Sitaramachandrarao 1982, 1985, Nowak 1989)


(a) Show that n/ϕ(n) = d|n µ(d)2 /ϕ(d).
(b) Show that
 n ζ (2)ζ (3)
= x + O(log x)
n≤x ϕ(n) ζ (6)

for x ≥ 2.
42 The elementary theory of arithmetic functions

(c) Show that


∞    
µ(d)2 log d log p 1
= 1+ .
d=1
dϕ(d) p p2 − p + 1 p p( p − 1)
(d) Show that for x ≥ 2,
 1   
ζ (2)ζ (3) log p
= log x +C0 − + O((log x)/x).
n≤x ϕ(n) ζ (6) p p − p+1
2

14. Let κ be a fixed real number. Show that

 ϕ(n) κ
= c(κ)x + O (x ε )
n≤x n
where
1
c(κ) = 1− (1 − (1 − 1/ p)κ ) .
p p
15. (cf. Grosswald 1956, Bateman1957)
(a) By using Euler products, or otherwise, show that

2ω(n) = µ(d)d(m).
d 2 m=n

(b) Deduce that

 6  
2ω(n) = x log x + cx + O x 1/2 log x
n≤x π 2

for x ≥ 2 where c = 2C0 − 1 − 2ζ  (2)/ζ (2)2 .

(c) Show also that

2
(n) = C x(log x)2 + O(x log x)
n≤x

where
 
1 1
C= 1+ .
8 log 2 p>2
p( p − 2)

16. (a) Show that for any positive integer q,

 µ(d) log d ϕ(q)  log p
=− .
d|q
d q p|q p − 1

(b) Show that for any real number x ≥ 1 and any positive integer q,
 1   log p  ϕ(q)  
= log x + C0 + + O 2ω(q) /x .
m≤x m p|q
p−1 q
(m,q)=1
 2.1 Mean values 43

(c) Show that for any real number x ≥ 2 and any positive integer q,
   log p
1 ζ (2)ζ (3) p
= 1− 2 log x + C0 +
n≤x ϕ(n) ζ (6) p|q p − p+1 p|q
p−1
(n,q)=1

 
log p log x
− + O 2ω(q) .
p
q
p2 − p + 1 x

17. (cf. Ward 1927) Show that for x ≥ 2,

 µ(n)2  log p  
= log x + C0 + + O x −1/2 log x .
n≤x ϕ(n) p p( p − 1)

18. Let dk (n) be the number of ordered k-tuples (d1 , . . . , dk ) of positive integers
such that d1 d2 · · · dk = n.


(a) Show that dk (n) = d|n dk−1 (d).

∞
(b) Show that n=1 dk (n)n −s = ζ (s)k for σ > 1.
(c) Show that for every fixed positive integer k,
  
dk (n) = x Pk (log x) + O x 1−1/k (log x)k−2
n≤x

for x ≥ 2, where P ∈ R[z] has degree k − 1 and leading coefficient

1/(k − 1)!.
19. (cf. Erdős & Szekeres 1934, Schmidt 1967/68) Let An denote the number
of non-isomorphic Abelian groups of order n.


(a) Show that ∞ n=1 An n
−s
= ∞ k=1 ζ (ks) for σ > 1.
(b) Show that
  
An = cx + O x 1/2
n≤x
∞
where c = k=2 ζ (k).


20. (Wintner 1944, p. 46) Suppose that |g(d)|/d < ∞. Show that


d
d≤x |g(d)|


= o(x). Suppose also that n≤x f (n) = cx + o(x), and put
h(n) = d|n f (d)g(n/d). Show that

h(n) = cgx + o(x)
n≤x


where g = d g(d)/d.
√
21. (a) Show that if a 2 is the largest perfect square ≤ x then x − a 2 ≤ 2 x.
(b) Let a 2 be as above, and let b2 be the least perfect square such that a 2 +
b2 > x. Show that a 2 + b2 < x + 6x 1/4 . Thus for any x ≥ 1, there is
a sum of two squares in the interval (x, x + 6x 1/4 ). (It is somewhat
44 The elementary theory of arithmetic functions

embarrassing that this is the best-known upper bound for gaps between
sums of two squares.)
22. (Feller & Tornier 1932) Let f (n) denote the multiplicative function such
that f ( p) = 1 for all p, and f ( p k ) = −1 whenever k > 1.
(a) Show that
∞  
f (n) 2
= ζ (s) 1 −
n=1
ns p p 2s

for σ > 1.
(b) Deduce that

f (n) = µ(d)2ω(d) .
d 2 |n

(c) Explain why 2ω(n) ≤ d(n) for all n.

(d) Show that
  
f (n) = ax + O x 1/2 log x
n≤x

where a is the constant of Exercise 3.

(e) Let g(n) denote the number of primes p such that p 2 |n. Show
that the set of n for which g(n) is even has asymptotic density
(1 + a)/2.
(f) Put
1
ek = µ(d)2k/d .
k d|k

Show that if |z| < 1, then


∞
 
log(1 − 2z) = ek log 1 − z k .
k=1

(g) Deduce that

∞
a= ζ (2k)ek .
k=1

Note that the k th factor here differs from 1 by an amount that is

1/(k2k ). Hence the product converges very rapidly. Since ζ (2k)
can be calculated very accurately by the Euler–Maclaurin formula (see
Appendix B), the formula above permits the rapid calculation of the
constant a.
 2.1 Mean values 45

23. Let B1 (x) = x − 1/2, as in Appendix B.

(a) Show that
1
= log x + C0 − B1 ({x})/x + O(1/x 2 ).
n≤x n


(b) Write n≤x d(n) = x log x + (2C0 − 1)x + (x). Show that

(x) = −2 B1 ({x/n}) + O(1).
√
n≤ x
X
(c) Show that 0 (x) d x X.
(d) Deduce that
 
 X 
d(n)(X − n) = d(n) dx
n≤X 0 n≤x
 
1 2 3
= X log X + C0 − X 2 + O(X ).
2 4
24. Let r (n) be the number of ordered pairs (a, b) of integers for which a 2 +
b2 = n.
(a) Show that
 √     2
r (n) = 1 + 4[ x] + 8 x − n 2 − 4 x/2 .
√
n≤x 1≤n≤ x/2

(b) Show that

   
π 1   1 √
x− n2 = + x − B1 x/2 − x + O(1).
√ 8 2 2
1≤n≤ x/2


(c) Write 0≤n≤xr (n) = π x + R(x). Show that
  
R(x) = −8 B1 x − n 2 + O(1).
√
1≤n≤ x/2

25. (a) Show that if (a, q) = 1, and β is real, then

q  
a
B1 n+β = B1 ({qβ}).
n=1
q

(b) Show that if A ≥ 1, | f  (x) − a/q| ≤ A/q 2 for 1 ≤ x ≤ q, and (a, q) =

1, then

q
B1 ({ f (n)}) A.
n=1
46 The elementary theory of arithmetic functions

(c) Suppose that Q ≥ 1 is an integer, B ≥ 1, and that 1/Q 3 ≤ ± f  (x) ≤

B/Q 3 for 0 ≤ x ≤ N where the choice of sign is independent of
x. Show that numbers ar , qr , Nr can be determined, 0 ≤ r ≤ R for
some R, so that (i) (ar , qr ) = 1, (ii) qr ≤ Q, (iii) | f  (Nr ) − ar /qr | ≤
1/(qr Q), and (iv) N0 = 0, Nr = Nr −1 + qr −1 for 1 ≤ r ≤ R, N − Q ≤
NR ≤ N .
(d) Show that under the above hypotheses

N
B1 ({ f (n)}) B(R + 1) + Q.
n=0

(e) Show that the number of s for which as /qs = ar /qr is Q 2 /q 2 .

Let 1 ≤ q ≤ Q. Show that the number of r for which qr = q is
(Q/q)2 (B N q/Q 3 + 1).
(f) Conclude that under the hypotheses of (c),

N
B1 ({ f (n)}) B 2 N Q −1 log 2Q + B Q 2 .
n=0
√
26. Show that if U ≤ x, then

B1 ({x/n}) x 1/3 log x.
U <n≤2U

Let (x) be as in Exercise 23(b). Show that (x) x 1/3 (log x)2 .
27. Let R(x) be as in Exercise 24(c). Show that R(x) x 1/3 log x.

2.2 The prime number estimates of Chebyshev and

of Mertens
Because of the irregular spacing of the prime numbers, it seems hopeless to
give a useful exact formula for the n th prime. As a compromise we estimate the
n th prime, or equivalently, estimate the number π (x) of primes not exceeding x.



Similarly we put ϑ(x) = p≤x log p, and ψ(x) = n≤x (n). As we shall see,
these three summatory functions are closely related. We estimate ψ(x) first.

Theorem 2.4 (Chebyshev) For x ≥ 2, ψ(x) x.

The proof we give below establishes only that there is an x0 such that
ψ(x) x uniformly for x ≥ x0 . However, both ψ(x) and x are bounded away
from 0 and from ∞ in the interval [2, x0 ], and hence the implicit constants can
be adjusted so that ψ(x) x uniformly for x ≥ 2. In subsequent situations of
 2.2 Estimates of Chebyshev and of Mertens 47

this sort, we shall assume without comment that the reader understands that it
suffices to prove the result for all sufficiently large x.

Proof By applying the Möbius inversion formula to (1.22) we find that


(n) = µ(d) log n/d .
d|n

Thus by (2.7) it follows that


ψ(x) = µ(d)T (x/d) (2.10)
d≤x


where T (x) = n≤x log n. By the integral test we see that
N N +1
log u du ≤ T (N ) ≤ log u du
1 1

for any positive integer N . Since log x d x = x log x − x, it follows easily
that

T (x) = x log x − x + O(log 2x) (2.11)

for x ≥ 1. Despite the precision of this estimate, we encounter difficulties when

we substitute this in (2.10), since we have no useful information concerning the
sums
 µ(d)  µ(d) log d
, ,
d≤x
d d≤x
d

which arise in the main terms. To avoid this problem we introduce an idea that
is fundamental to much of prime number theory, namely we replace µ(d) by
an arithmetic function ad that in some way forms a truncated approximation to
µ(d). Suppose that D is a finite set of numbers, and that ad = 0 when d ∈ / D.
Then by (2.11) we see that
   ad log d
ad T (x/d) = (x log x − x) ad /d − x + O(log 2x).
d∈D d∈D d∈D
d
(2.12)
Here the implicit constant depends on the choice of ad , which we shall consider
to be fixed. Since we want the above to approximate the relation (2.10), and
since we are hoping that ψ(x) x, we restrict our attention to ad that satisfy
the condition
 ad
= 0, (2.13)
d∈D
d
48 The elementary theory of arithmetic functions

and hope that

 ad log d
− is near 1. (2.14)
d∈D
d

By the definition of T (x) we see that the left-hand side of (2.12) is

   
ad log n = ad (k) = ad (k)
dn≤x dn≤x k|n dkm≤x
 (2.15)
= (k)E(x/k)
k≤x



where E(y) = dm≤y ad = d ad [y/d]. The expression above will be near
ψ(x) if E(y) is near 1. If y ≥ 1 then
    
µ(d)[y/d] = µ(d) 1= µ(d) = µ(d) = 1,
d d k≤y/d dk≤y n≤y d|n

in view of (1.20). Thus E(y) will be near 1 for y not too large if ad is near µ(d)


for small d. Moreover, by (2.13) we see that E(y) = − d∈D ad {y/d}, so that
E(y) is periodic with period dividing lcmd∈D d. Hence for a given choice of
the ad , the behaviour of E(y) can be determined by a finite calculation.
The simplest realization of this approach involves taking a1 = 1, a2 = −2,
ad = 0 for d > 2. Then (2.13) holds, the expression (2.14) is log 2, E(y) has
period 2 and E(y) = 0 for 0 ≤ y < 1, E(y) = 1 for 1 ≤ y < 2. Hence for this
choice of the ad the sum in (2.15) satisfies the inequalities
  
ψ(x) − ψ(x/2) = (k) ≤ (k)E(x/k) ≤ (k) = ψ(x).
x/2<k≤x k≤x k≤x

Thus ψ(x) ≥ (log 2)x + O(log x), which is a lower bound of the desired shape.
In addition,

ψ(x) − ψ(x/2) ≤ (log 2)x + O(log x).

On replacing x by x/2r and summing over r we deduce that

ψ(x) ≤ 2(log 2)x + O((log x)2 ),

so the proof is complete.

Chebyshev obtained better constants than above, by taking a1 = a30 = 1,

a2 = a3 = a5 = −1, ad = 0 otherwise. Then (2.13) holds, the expression (2.14)
is 0.92129 . . . , E(y) = 1 for 1 ≤ y < 6, and 0 ≤ E(y) ≤ 1 for all y, with the
result that

ψ(x) ≥ (0.9212)x + O(log x)

 2.2 Estimates of Chebyshev and of Mertens 49

and

ψ(x) ≤ (1.1056)x + O((log x)2 ).

By computing the implicit constants one can use this method to determine a
constant x0 such that ψ(2x) − ψ(x) > x/2 for all x > x0 . Since the contribution
of the proper prime powers is small, it follows that there is at least one prime
in the interval (x, 2x], when x > x0 . After separate consideration of x ≤ x0 ,
one obtains Bertrand’s postulate: For each real number x > 1, there is a prime
number in the interval (x, 2x).
Chebyshev said it, but I’ll say it again:
There’s always a prime between n and 2n.
N. J. Fine

Corollary 2.5 For x ≥ 2,

 
ϑ(x) = ψ(x) + O x 1/2

and
 
ψ(x) x
π(x) = +O .
log x (log x)2
Proof Clearly
 
∞
 
ψ(x) = log p = ϑ x 1/k .
p k ≤x k=1

But ϑ(y) ≤ ψ(y) y, so that


ψ(x) − ϑ(x) = ϑ(x 1/k ) x 1/2 + x 1/3 log x x 1/2 .
k≥2

As for π(x), we note that

x
ϑ(x) x
ϑ(u)
π(x) = (log u)−1 dϑ(u) = + du.
2− log x 2 u(log u)2
This last integral is
x
(log u)−2 du x(log x)−2 ,
2

so we have the stated result.

Corollary 2.6 For x ≥ 2, ϑ(x) x and π (x) x/ log x.

In Chapters 6 and 8 we shall give several proofs of the Prime Number

Theorem (PNT), which asserts that π (x) ∼ x/ log x. By Corollary 2.5 this is
50 The elementary theory of arithmetic functions

equivalent to the estimates ϑ(x) ∼ x, ψ(x) ∼ x. By partial summation it is

easily seen that the PNT implies that
 log p
∼ log x,
p≤x p

and that
1
∼ log log x.
p≤x p

However, these assertions are weaker than PNT, as we can derive them from
Theorem 2.4.

Theorem 2.7 For x ≥ 2,

 (n)
(a) = log x + O(1),
n≤x n
 log p
(b) = log x + O(1),
p≤x p
x
(c) ψ(u)u −2 du = log x + O(1),
1
1
(d) = log log x + b + O(1/ log x),
p≤x p
1 −1
(e) 1− = eC0 log x + O(1)
p≤x p
where C0 is Euler’s constant and
 ∞
1
b = C0 − k
.
p k=2 kp

Proof Taking f (d) = (d) in (2.1), we see from (2.3) that

  (d)
T (x) = log n = x + O (ψ(x)) .
n≤x d≤x
d

By Theorem 2.4 the error term is x. Thus (2.11) gives (a). The sum in (b)
differs from that in (a) by the amount
 log p  log p
≤ 1.
p k ≤x
pk p p( p − 1)
k≥2

To derive (c) we note that the sum in (a) is

x
ψ(u) x x x
u −1 dψ(u) = + ψ(u)u −2 du = ψ(u)u −2 du + O(1)
2− u 2− 2 2
 2.2 Estimates of Chebyshev and of Mertens 51

by Theorem 2.4. We now prove (d) without determining the value of the con-
stant b. We express (b) in the form L(x) = log x + R(x) where R(x) 1.
Then
1 x x
1 x
d R(u)
= (log u)−1 d L(u) = d log u +
p≤x p 2− 2− log u 2− log u

x
du R(u) x x
= + − R(u) d(log u)−1
2− u log u log u 2− 2−
x
R(u) R(x)
= log log x − log log 2 + 1 + du. +
2 u(log u)2 log x
∞ ∞
The
 ∞ penultimate term is 1/ log x, and the integral is 2 − x =
2 +O(1/ log x), so we have (d) with
∞
R(u)
b = 1 − log log 2 + du.
2 u(log u)2
As for (e), we note that
  −1    −1 
1 1  1 1
log 1 − = + log 1 − − .
p≤x p p≤x p p≤x p p

The second sum on the right is

 ∞  
1 −2
k
+ O p
p k=2 kp p>x


and the error term here is n>x n −2 x −1 , so from (d) we have

  −1
1
log 1 − = log log x + c + O(1/ log x) (2.16)
p≤x p



where c = b + p k≥2 (kp k )−1 . Since e z = 1 + O(|z|) for |z| ≤ 1, on expo-
nentiating we deduce that
 −1
1
1− = ec log x + O(1).
p≤x p

To complete the proof it suffices to show that c = C0 . To this end we first note
that if p ≤ x and p k > x, then k ≥ (log x)/ log p. Hence
 1  log p  log p  1  log p 1
p −k ,
p≤x kp k p≤x (log x) p k p log x k≥2
log x p p 2 log x
p k >x p k >x
52 The elementary theory of arithmetic functions

so that from (2.16) we have

 (n)
= log log x + c + O(1/ log x).
1<n≤x
n log n

By Corollary 1.15 this can be written

 (n)  1
= + (c − C0 ) + O(1/ log 2x).
1<n≤x
n log n n≤log x
n

Since this is trivial when 1 ≤ x < 2, the above holds for all x ≥ 1. We
express this briefly as T1 = T2 + T3 + T4 , and estimate the quantities Ii =
 ∞ −1−δ
δ 1 x Ti (x) d x. On comparing the results as δ → 0+ we shall deduce
that c = C0 . By Theorem 1.3, Corollary 1.11, and Corollary 1.13 we see that
1
I1 = log ζ (1 + δ) = log + O(δ)
δ
as δ → 0+ . Secondly,
∞
1 ∞ ∞
1 −δn
I2 = δ x −1−δ d x = e = log(1 − e−δ )−1
n=1
n en n=1
n
= log(δ + O(δ 2 ))−1 = log 1/δ + O(δ).

Thirdly,

I3 = c − C 0 ,

and finally
∞ e1/δ ∞
dx dx
I4 δ x −1−δ δ+δ + δ2 x −1−δ d x δ log 1/δ.
1 log 2x 2 x log x e1/δ

Since the main terms cancel, on letting δ → 0+ we see that c = C0 .

Corollary 2.8 We have

π (x)
lim sup ≥1
x→∞ x/ log x
and
π (x)
lim inf ≤ 1.
x→∞ x/ log x
Proof By Corollary 2.5 it suffices to show that lim sup ψ(u)/u ≥ 1, and that
lim inf ψ(u)/u ≤ 1. Suppose that lim sup ψ(u)/u = a, and suppose that ε > 0.
 2.2 Estimates of Chebyshev and of Mertens 53

Then there is an x0 such that ψ(x) ≤ (a + ε)x for all x ≥ x0 , and hence
x x0 x
ψ(u)u −2 du ≤ ψ(u)u −2 du +(a + ε) u −1 du ≤ (a + ε) log x + Oε (1).
1 1 x0
x
Since this holds for arbitrary ε > 0, it follows that 1 ψ(u)u −2 du ≤ (a +
o(1)) log x. Thus by Theorem 2.7(c) we have a ≥ 1. Similarly lim inf ψ(u)/u
≤ 1.

2.2.1 Exercises
1. (a) Let dn = [1, 2, . . . , n]. Show that dn = eψ(n) . 
1
(b) Let P ∈ Z[x], deg P ≤ n. Put I = I (P) = 0 P(x) d x. Show that
I dn+1 ∈ Z, and hence that dn+1 ≥ 1/|I | if I = 0.
(c) Show that there is a polynomial P as above so that I dn+1 = 1.
 20≤x≤1 |x2 (1 − x) (2x
(d) Verify that max 2 2
− 1)| = 5−5/2 .
2n
(e) For P(x) = x (1 − x) (2x − 1) , verify that 0 < I < 5−5n .
(f) Show that ψ(10n + 1) ≥ ( 12 log 5) · 10n.
2. Let A be the set of integers composed entirely of primes p ≤ A1 , and
let B be the set of integers composed entirely of primes p > A1 . Then n
is uniquely of the form n = ab, a ∈ A, b ∈ B. Let δ(A1 , A2 ) denote the
density of those n such that a ≤ A2 .
(a) Give a formula for δ(A1 , A2 ).
(b) Show that δ(A1 , A2 ) (log A2 )/ log A1 for 2 ≤ A2 ≤ A1 .
3. Let an = 1 + cos log n, and note that an ≥ 0 for all n.
(a) Show that

∞
1 1
an n −s = ζ (s) + ζ (s + i) + ζ (s − i)
n=1
2 2
for σ > 1.
(b) By Corollary 1.15, or otherwise, show that
 an
= log x + O(1).
n≤x n

(c) By integrating by parts as in the proof of Theorem 1.12, show that

  
xi x −i
an = 1 + + x + O(log x).
n≤x 2(1 + i) 2(1 − i)
(d) Deduce that
1 1 1 1
lim inf an = 1 − √ , lim sup an = 1 + √ .
x→∞ x n≤x 2 x→∞ x n≤x 2
54 The elementary theory of arithmetic functions

Thus for the coefficients an we have an analogue of Mertens’ esti-

mate of Theorem 2.7(b), but not an analogue of the Prime Number
Theorem.
4. (Golomb 1992) Let dx denote the least common multiple of the positive
integers not exceeding x. Show that
  ∞
2n (−1)k−1
= d2n/k .
n k=1

5. (Chebyshev 1850) From Corollaries 2.5 and 2.8 we see that if there is a
number a such that ψ(x) = (a + o(1))x as x → ∞, then we must have
a = 1. We now take this a step further.
(a) Suppose that there is a number a such that

ψ(x) = x + (a + o(1))x/ log x (2.17)

as x → ∞. Deduce that
x
ψ(u)
du = log x + (a + o(1)) log log x
2 u2
as x → ∞.
(b) By comparing the above with Theorem 2.7(c), deduce that if (2.17)
holds, then necessarily a = 0.
(c) Suppose that there is a constant A such that
 
x x
π (x) = +o (2.18)
log x − A (log x)2
x
as x → ∞. By writing ϑ(x) = 2− log u dπ (u), integrating by parts,
and estimating the expressions that arise, show that if (2.18) holds,
then

ψ(x) = x + (A − 1 + o(1))x/ log x

as x → ∞.
(d) Deduce that if (2.18) holds, then A = 1.

2.3 Applications to arithmetic functions

The results above are useful in determining the extreme values of familiar
arithmetic functions. We consider three instances.
 2.3 Applications to arithmetic functions 55

Theorem 2.9 For all n ≥ 3,

n  −C0 
ϕ(n) ≥ e + O(1/ log log n) ,
log log n
and there are infinitely many n for which the above relation holds with equality.

Proof Let R be the set of those n for which ϕ(n)/n < ϕ(m)/m for all m < n.
We first prove the inequality for these ‘record-breaking’ n ∈ R. Suppose that
ω(n) = k, and let n ∗ be the product of the first k primes. If n = n ∗ then n ∗ < n
and ϕ(n ∗ )/n ∗ < ϕ(n)/n. Hence R is the set of n of the form

n= p. (2.19)
p≤y

Taking logarithms, we see that log n = ϑ(y) y by Corollary 2.6. On taking

logarithms a second time, it follows that log log n = log y + O(1). Thus by
Mertens’ formula (Theorem 2.7(e)) we see that
 
ϕ(n) 1 e−C0  
= 1− = 1 + O(1/ log y) ,
n p≤y p log y

which gives the desired result for n ∈ R. If n ∈/ R then there is an m < n such
that m ∈ R, ϕ(m)/m < ϕ(n)/n. Hence
  
ϕ(n) ϕ(m) 1 1
> = e−C0 + O
n m log log m log log m
  
1 1
≥ e−C0 + O .
log log n log log n
We note that equality holds for n of the type (2.19), so the proof is complete.

Theorem 2.10 For all n ≥ 3,

log n
1 ≤ ω(n) ≤ (1 + O(1/ log log n)) .
log log n
Proof As in the preceding proof we see that record-breaking values of ω(n)
occur when n is of the form (2.19), and that it suffices to prove the bound for
these n. As in the preceding proof, for n given by (2.19) we have ϑ(y) = log n
and log y = log log n + O(1). This gives the result, and we note that the bound
is sharp for these n.

We now consider the maximum order of d(n). From the pairing d ↔ n/d
√
of divisors, and the fact that at least one of these is ≤ n, it is immediate that
√
d(n) ≤ 2 n. On the other hand, if n is square-free then d(n) = 2ω(n) , which
56 The elementary theory of arithmetic functions

√
can be large, but not nearly as large as n. Indeed, for each ε > 0 there is a
constant C(ε) such that
d(n) ≤ C(ε)n ε (2.20)
for all n ≥ 1. To see this we express n in terms of its canonical factorization,

n = p pa , so that
d(n) a+1
= = f p (a),
nε p paε p

say. Let α p be an integral value of a for which f p (a) is maximized. From the
inequalities f p (α p ) ≥ f p (α p ± 1) we see that
( p ε − 1)−1 − 1 ≤ α p ≤ ( p ε − 1)−1 ,
so that we may take α p = [( p ε − 1)−1 ]. Hence (2.20) holds with

C(ε) = f p (α p ).
p

This constant is best possible, since equality holds when n = p p α p . By
analysing the rate at which C(ε) grows as ε → 0+ , we derive
Theorem 2.11 For all n ≥ 3
log n
log d(n) ≤ (log 2 + O(1/ log log n)) .
log log n
We note that this bound is sharp for n of the form in (2.19).
Proof It suffices to show that there is an absolute constant K such that
 
C(ε) ≤ exp K ε 2 21/ε , (2.21)
since the stated bound then follows by taking ε = (log 2)/ log log n. We observe
that α p = 0 if p > 21/ε , that α p = 1 if (3/2)1/ε < p ≤ 21/ε , and that α p 1/ε
when p ≤ (3/2)1/ε . Hence
 
log C(ε) log(2/ p ε ) + log(1/ε).
p≤21/ε p≤(3/2)1/ε
 
Here the second sum is π (3/2) 1/ε
log 1/ε ε 2 21/ε . The first sum is
(log 2)π (2 ) − εϑ(2 ), and by Corollary 2.5 this is ε 2 21/ε . Thus we have
1/ε 1/ε

(2.21), and the proof is complete.

It is very instructive to consider our various results from the perspective of

elementary probability theory. Let d be a fixed integer. Then the set of n that
are divisible by d has asymptotic density 1/d, and we might say, loosely, that
 2.3 Applications to arithmetic functions 57

the ‘probability’ that d|n when n is ‘randomly chosen’ is 1/d. If d1 and d2

are two fixed numbers then the ‘probability’ that d1 |n and d2 |n is 1/[d1 , d2 ].
If (d1 , d2 ) = 1 then this ‘probability’ is 1/(d1 d2 ), and we see that the ‘events’
d1 |n, d2 |n are ‘independent.’ To make this rigourous we consider the integers
1 ≤ n ≤ N , and assign probability 1/N to each of the N numbers n. Then
1 1
P(d|n) = [N /d]/N = − {N /d}.
d N
This is 1/d if d|N ; otherwise it is close to 1/d if d is small compared to N .
Similarly the events d1 |n, d2 |n are not independent in general, but are nearly
independent if N /(d1 d2 ) is large. The probabilistic heuristic, in which inde-
pendence is assumed, provides a useful means of constructing conjectures.
Many of our investigations can be considered to be directed toward determin-
ing whether the cumulative effect of the error terms {N /d}/N have a discernible
effect.
As an example of the probabilistic approach, we note that n is square-free
if and only if none of the numbers 22 , 32 , 52 , . . . , p 2 , . . . divide n. The ‘prob-
ability’ that p 2
n is approximately 1 − 1/ p 2 . Since these events are nearly
independent, we predict that the probability that a random integer n ∈ [1, N ] is

square-free is approximately p≤N (1 − 1/ p 2 ). This was confirmed in Theorem
2.2. On the other hand, the sieve of Eratosthenes asserts that
 √ 
1 = π (N ) − π N + 1
n≤N
(n,P)=1

where P = p≤√ N p. For a random n ∈ [1, N ] we expect that the probability
that (n, P) = 1 should be approximately
 
ϕ(P) 1 2e−C0
= 1− ∼
P √ p log N
p≤ N

by Mertens’ formula (Theorem 2.7(e)). This would suggest that perhaps

x
π (x) ∼ 2e−C0 .
log x
However, since 2e−C0 = 1.1229189 . . . , this conflicts with the Prime Number
Theorem, and also with Corollary 2.8. Thus the probabilistic model is mislead-
ing in this case.
Suppose now that X p (n) is the arithmetic function

1 if p|n,
X p (n) =
0 otherwise,
58 The elementary theory of arithmetic functions

so that ω(n) = p X p (n). If we were to treat the X p as though they
were independent random variables then we would have E(X p ) = 1/ p,
Var(X p ) = (1 − 1/ p)/ p. Hence we expect that the average of ω(n) should be
approximately
   1
E Xp = E(X p ) = = log log n + O(1),
p≤n p≤n p≤n p

and that its variance is approximately

    
1 1
Var Xp = Var(X p ) = 1− = log log n + O(1).
p≤n p≤n p≤n p p

The first of these is easily confirmed, since by (2.3) we have

 1
ω(n) = x + O (π (x)) .
n≤x p≤x p

By Mertens’ formula (Theorem 2.7(d)) and Chebyshev’s bound (Corollary 2.6)

this is

= x log log x + bx + O(x/ log x). (2.22)

As for the variance, we have

Theorem 2.12 (Turán) For x ≥ 3,


(ω(n) − log log x)2 x log log x (2.23)
n≤x

and

(ω(n) − log log n)2 x log log x. (2.24)
1<n≤x

These estimates also hold with ω(n) replaced by
(n).

Let E be the set of ‘exceptional’ n for which

|ω(n) − log log n| > (log log n)3/4 .

By Theorem 2.12 we see that

  x
1 ≤ (log log x)−3/2 (ω(n) − log log n)2 = o(x),
n∈E n≤2x
(log log x)1/2
x<n≤2x

so we have
 2.3 Applications to arithmetic functions 59

Corollary 2.13 (Hardy–Ramanujan) For almost all n, ω(n) ∼
(n) ∼

log log n.

Note that in analytic number theory we say ‘almost all’ when the excep-
tional set has asymptotic density 0; this conflicts with the usage in some
parts of algebra, where the term means that there are at most finitely many
exceptions.

Proof of Theorem 2.12 To prove (2.23) we first multiply out the square on the
left, and write the sum as

2 − 2(log log x)1 + [x](log log x)2 . (2.25)

We have already determined the size of 1 in (2.22). The new sum is

        
2 = ω(n) =
2
1 1 = 1.
n≤x n≤x p1 |n p2 |n p1 ≤x n≤x
p2 ≤x pi |n

The terms for which p1 = p2 contribute

 1
[x/ p] = x + O (π(x)) = x log log x + O(x).
p≤x p≤x p

The terms p1 = p2 contribute

  x   1
  2
1
≤x ≤x = x(log log x)2 + O(x log log x)
p1 = p2
p 1 p 2 p1 p2 ≤x p 1 p 2 p≤x p
p1 = p2
(2.26)

by Mertens’ formula (Theorem 2.7(d)). Thus

2 ≤ x(log log x)2 + O(x log log x).

The estimate (2.23) now follows by inserting this and (2.22) in (2.25).
We derive (2.24) from (2.23) by applying the triangle inequality x −
y ≤ x − y for vectors. This gives
  1/2   1/2
(ω(n) − log log n)2 − (ω(n) − log log x)2
1<n≤x 1<n≤x
  1/2
≤ (log log x − log log n)2 .
1<n≤x
60 The elementary theory of arithmetic functions

By the integral test the sum on the right is

x
= (log log x − log log u)2 du + O((log log x)2 ).
e

By integrating by parts twice we find that this integral is

x
1 + log log x −log log u x
−e(log log x)2 −2e log log x +2 du .
2 (log u)2 (log x)2
Thus
  1/2   1/2
 
(ω(n)−log log n)2 = (ω(n) − log log x)2 + O x 1/2 / log x ,
1<n≤x n≤x

and (2.24) follows by squaring both sides and applying (2.23). We omit the
similar argument for
(n).

Since 2ω(n) ≤ d(n) ≤ 2
(n) for all n, Corollary 2.13 carries an interesting
piece of information for d(n):

d(n) = (log n)(log 2+o(1))

for almost all n. Since this is smaller than the average size of d(n), we see that
the average is determined not by the usual size of d(n) but by a sparse set of n for
which d(n) is disproportionately large. Since the first moment (i.e., average) of
d(n) is inflated by the ‘tail’ in its distribution, it is not surprising that this effect
is more pronounced for the higher moments. As was originally suggested by
Ramanujan, it can be shown that for any fixed real number κ there is a positive
constant c(κ) such that
 κ
d(n)κ ∼ c(κ)x(log x)2 −1 (2.27)
n≤x

as x → ∞.
In order to handle the error terms that arise in our arguments we are frequently
led to estimate the mean value of multiplicative functions. In most such cases
the method of the hyperbola or the simpler identity (2.3) will suffice, but the
labour involved quickly becomes tiresome. It will therefore be convenient to
have the following result on record, as it is very readily applied.

Theorem 2.14 Let f be a non-negative multiplicative function. Suppose that

A is a constant such that

f ( p) log p ≤ Ax (2.28)
p≤x
 2.3 Applications to arithmetic functions 61

for all x ≥ 1, and that

 f ( p k )k log p
≤ A. (2.29)
k
pk
p
k≥2

Then for x ≥ 2,
 x  f (n)
f (n) (A + 1) .
n≤x log x n≤x n
We note that this is sharper than the trivial estimate
 
f (n) ≤ x f (n)/n (2.30)
n≤x n≤x

that holds whenever f ≥ 0.

If f ≥ 0 and f is multiplicative, then
 f (n)  
f ( p) f ( p2 )
≤ 1+ + + ··· .
n≤x n p≤x p p2
On combining this with Theorem 2.14 we obtain
Corollary 2.15 Under the above hypotheses
  
x f ( p) f ( p2 )
f (n) (A + 1) 1+ + + ··· .
n≤x log x p≤x p p2
Suppose for example that f (n) = d(n)κ . We write
     κ  κ
2κ 3κ 1 −2 1 2
1+ + 2 + ··· = 1− 1−
p≤x p p p≤x p p≤x p
 
2κ 3κ
× 1+ + 2 + ···
p p
and observe that the second product tends to a finite limit as x → ∞, so that
by Mertens’ formula (Theorem 2.7(e)) we have
 κ
d(n)κ x(log x)2 −1 (2.31)
n≤x

for any fixed κ. Though weaker than (2.27), this is all that is needed in many
cases. We can similarly show that for any fixed real κ,
  n κ
x. (2.32)
n≤x ϕ(n)
62 The elementary theory of arithmetic functions

Thus we see that ϕ(n)/n is not often very small.

Proof of Theorem 2.14 The desired bound is obtained by adding the two
estimates
 x  f (n)
f (n) log x , (2.33)
n≤x n n≤x n
  f (n)
f (n) log n Ax . (2.34)
n≤x n≤x n
The first of these is immediate, since f ≥ 0 and log x/n x/n uniformly for


1 ≤ n ≤ x. Since log n = d|n (d), the second sum is
 
(d) f (md).
d≤x m≤x/d

Writing d = pi , m = p j r where p
r , we see that this is

   
(log p) f ( pi+ j ) f (r ) = k(log p) f ( p k ) f (r ).
p,i≥1, j≥0 r ≤x/ pi+ j p,k r ≤x/ p k
pi+ j ≤x p
r p k ≤x p
r

Here we have put i + j = k. We now drop the condition p
r on the right-

hand side, and consider first the contribution of the proper prime powers (i.e.,
k ≥ 2). By (2.30) with x replaced by x/ p we see that the terms for which k ≥ 2
contribute
  
x (log p k ) f ( p k ) p −k f (r )/r ≤ Ax f (n)/n
p,k≥2 r ≤x/ p k n≤x

by (2.29). It remains to bound

   
(log p) f ( p) f (r ) = f (r ) f ( p) log p.
p≤x r ≤x/ p r ≤x p≤x/r


By (2.28) this is ≤ Ax r ≤x f (r )/r , so we have (2.34) and the proof is
complete.

In the above proof we made no use of prime number estimates, but as we

have seen the estimates of Chebyshev are useful in verifying the hypotheses


and Mertens’ formula is helpful in estimating the sum n≤x f (n)/n.

2.3.1 Exercises


1. Let σ (n) = d|n d.
(a) Show that σ (n)ϕ(n) ≤ n 2 for all n ≥ 1 . 
(b) Deduce that n + 1 ≤ σ (n) ≤ eC0 n log log n + O(1) for all n ≥ 3.
 2.3 Applications to arithmetic functions 63

√
2. Show that d(n) ≤ 3n with equality if and only if n = 12.

3. Let f (n) = p|n (1 + p −1/2 ).
(a) Show that there is a constant a such that if n ≥ 3, then
 
f (n) < exp a(log n)1/2 (log log n)−1 .

  
(b) Show that n≤x f (n) = cx + O x 1/2 where c = p (1 + p −3/2 ).
4. Let dk (n) be as in Exercise 2.1.18. Show that if k and κ are fixed, then
 κ
dk (n)κ x(log x)k −1 .
n≤x

for x ≥ 2.
5. (Davenport 1932) Let
 µ(d) log d
f (n) = − .
d|n
d

(a) By recalling Exercise 2.1.16(a), or otherwise, show that f (n) ≥ 0 for

all n.
(b) Show that f (n) log log n for n ≥ 3.

(c) Show that f (n) ∼ 14 log log n if n = y< p≤y 2 p.
 
(d) Show that f (n) ≤ 14 + o(1) log log n as n → ∞.
6. (cf. Bateman & Grosswald 1958) Let F be the set of ‘power-full’ numbers
where n is power-full if p|n ⇒ p 2 |n.
(a) Show that
 ζ (2s)ζ (3s)
n −s =
n∈F
ζ (6s)

for σ > 1/2.

(b) Show that
 
1 if n ∈ F,
µ(c) =
a,b,c
0 otherwise.
a 2 b3 c6 =n

(c) Show that

  
1 = ζ (3/2)y 1/2 + ζ (2/3)y 1/3 + O y 1/5 .
a 2 b3 ≤x

(d) Show that

 ζ (3/2) 1/2 ζ (2/3) 1/3  
1= x + x + O x 1/5 .
n≤x ζ (3) ζ (2)
n∈F
64 The elementary theory of arithmetic functions

7. (Bateman 1949) Let q (z) denote the q th cyclotomic polynomial,

q
q (z) = (z − e(a/q))
a=1
(a,q)=1

where e(θ ) = e2πiθ .

(a) Show that
d (z) = z q − 1.
d|q

(b) Show that

q (z) = (z d − 1)µ(q/d) .
d|q



(c) If P(z) = pn z and Q(z) = qn z n are polynomials with real coeffi-
n

cients, then we say that P  Q if | pn | ≤ qn for all non-negative integers

n. Show that if P1  Q 1 and P2  Q 2 , then P1 + P2  Q 1 + Q 2 and
P1 P2  Q 1 Q 2 .
(d) Show that q (z)  Q q (z) where
Q q (z) = (1 + z d + z 2d + · · · + z q−d ).
d|q

(e) Show that Q q (1) = q d(q)/2 .

(f) Show that for any ε > 0 there is a q0 (ε) such that if q > q0 (ε), then all
coefficients of q have absolute value not exceeding
 
exp q (log 2+ε)/ log log q .
8. (Turán 1934) (a) Show that the first sum in (2.26) is
 1
=x + O(x).
p1 p2 ≤x p1 p2

(b) Explain why the sum above is

 2 ⎛ ⎞2
1  1  1  1
−2 +⎝ ⎠ . (2.35)
p≤x p
√ p p2 √ p
p ≤ x 1
1 x/ p1 < p2 ≤x x< p≤x
√
(c) Show that if y ≤ x, then
 1
= log log x − log log(x/y) + O(1/ log x).
x/y< p≤x
p

(d) Show that the right-hand side above is (log y)/ log x.
 2.4 The distribution of
(n) − ω(n) 65

(e) Deduce that the second and third terms in (2.35) are 1.
(f) Conclude that
2 = x(log log x)2 + (2b + 1) log log x + O(x)
where b is the constant in Theorem 2.7(d).
(g) Show that the left-hand side of (2.23) is = x log log x + O(x).
(h) Show that the left-hand side of (2.24) is = x log log x + O(x).
9. (cf. Pomerance 1977, Shan 1985) Note that ϕ(n)|(n − 1) when n is prime. An
old – and still unsolved – problem of D. H. Lehmer asks whether there exists
a composite integer n such that ϕ(n)|(n − 1). Let S denote the (presumably
empty) set of such numbers.
(a) Show that if n ∈ S, then n is square-free.
(b) Suppose that mp ∈ S. Show that m ≡ 1 (mod p − 1).
(c) Let p be given. Show that the number of m such that mp ≤ x and mp ∈ S
is x/ p 2 .
(d) Show that the number of n ∈ S, n ≤ x, such that n has a prime factor
> y is x/(y log y).
(e) Suppose that x/y < n ≤ x and that n is composed entirely of primes
p ≤ y. Show that ω(n) ≥ (log x)/(log y) − 1.
(f) By Exercise 4, or otherwise, show that the number of n ≤ x such that
ω(n) ≥ z is x(log x)2 /3z .
(g) Conclude that the number of n ≤ x such that n ∈ S is
√
x/ exp( log x).

2.4 The distribution of
(n) − ω(n)

In order to illustrate further the use of elementary techniques we now discuss
an elegant result of Rényi, which asserts that the set of numbers n such that

(n) − ω(n) = k has density dk , where the dk are the power series coefficients
of the meromorphic function
∞   
1 1
F(z) = dk z =
k
1− 1+ . (2.36)
k=0 p p p−z
By examining this product we see that F has simple poles at the points z = p
( p = 3), and simple zeros at the points z = p + 1 ( p = 2), so that the power
series converges for |z| < 2. We let Nk (x) denote the number of n ≤ x for
which
(n) − ω(n) = k; our object is to show that Nk (x) ∼ dk x. If this holds


for each k then we can deduce that dk ≤ 1. By taking z = 1 in (2.36) we see


that dk = 1, which gives us hope that the asymptotic relation may be fairly
66 The elementary theory of arithmetic functions

uniform in k. This is indeed the case, as we see from the following quantitative
form of Rényi’s theorem.

Theorem 2.16 For any non-negative integer k, and any x ≥ 2,

  3 k 
Nk (x) = dk x + O 4
x 1/2 (log x)4/3 .

In preparation for the proof of this result we first establish a subsidiary

estimate.

Lemma 2.17 For any y ≥ 0 and any natural number f ,

  −1   
 6 1  −1
µ(n)2 = 2 1+ y + O y 1/2 1 − p −1/2 .
n≤y π p| f
p p| f
(n, f )=1

Proof Let D = {d : p|d ⇒ p| f }. By considering the Dirichlet series identity


∞
ζ (s) ζ (s) 
µ(n)2 n −s = (1 + p −s ) = (1 + p −s )−1 = λ(d)d −s ,
n=1 p
f
ζ (2s) p| f
ζ (2s) d∈D
(n, f )=1

or by elementary considerations, we see that the characteristic function of the

set of those square-free n such that (n, f ) = 1 may be written

λ(d)µ(m)2 .
dm=n
d∈D

Hence the sum in question is

    
6 y  
λ(d) µ(m) = λ(d)
2
· + O y 1/2 d −1/2
d∈D m≤y/d d∈D
π d
2



by Theorem 2.2. But d∈D λ(d)/d = p| f (1 + 1/ p)−1 and d∈D d −1/2 =
 −1/2 −1
p| f (1 − p ) , so that the proof is complete.

Proof of Theorem 2.16 Let Q denote the set of square-free numbers and F
denote the set of ‘power-full’ numbers (i.e., those f such that p| f ⇒ p 2 | f ).
Every number is uniquely expressible in the form n = q f , q ∈ Q, f ∈ F,
(q, f ) = 1. Hence
 
Nk = 1.
f ≤x q≤x/ f
f ∈F q∈Q

( f )−ω( f )=k (q, f )=1
 2.4 The distribution of
(n) − ω(n) 67

By Lemma 2.17 this is

⎛ ⎞

 1 ⎜  ⎟
6 ⎜ 1/2   ⎟
−1/2 −1 ⎟
x (1 + p ) −1 −1
+O⎜
⎜x f −1/2
1− p ⎟.
π2 f ≤x
f p| f ⎝ f ≤x p| f ⎠
f ∈F f ∈F

( f )−ω( f )=k
( f )−ω( f )=k

In order to appreciate the nature of these sums it is helpful to observe that each
member of F is uniquely of the form a 2 b3 with b square-free, so that there are
x 1/2 members of F not exceeding x. Suppose that z ≥ 1. Then the sum in
the error term is
  −1
≤ z −k z
( f )−ω( f ) f −1/2 1 − p −1/2 .
f ≤x p| f
f ∈F

Since
( f ) − ω( f ) is an additive function, it follows that z
( f )−ω( f ) is a mul-

tiplicative function. Hence the above is
  
−k −1/2
−1 z z2 z3
≤z 1+ 1− p + 3/2 + 2 + · · · .
p≤x p p p
√
When p = 2 the sum converges only for z < 2. Hence we take z = 4/3, and
then the product is
 
4 C
≤ 1+ + 3/2 (log x)4/3
p≤x 3 p p
by Mertens’ formula. Thus
  −1 3 k
f −1/2 1 − p −1/2 (log x)4/3
f ≤x p| f
4
f ∈F

( f )−ω( f )=k

which suffices for the error term.

We now consider the effect of dropping the condition f ≤ x in the main
term. Since
   
1 1 −1  −1
1+ ≤ U −1/2 f −1/2 1 − p −1/2
U < f ≤2U
f p| f p U < f ≤2U p| f
f ∈F f ∈F

( f )−ω( f )=k
( f )−ω( f )=k
3 k
U −1/2
(log 2U )4/3 ,
4
on taking U = x2r and summing over r ≥ 0 we see that
  −1
1 1 3 k
1+ x −1/2 (log x)4/3 .
f ≤x
f p| f
p 4
f ∈F

( f )−ω( f )=k
68 The elementary theory of arithmetic functions

Hence we have the stated result with

  −1
6 1 1
dk = 2 1+ .
π f ∈F
f p| f
p

( f )−ω( f )=k

To see that (2.36) holds, it suffices to multiply this by z k and sum over k.

2.4.1 Exercise
1. Let dk be as in (2.36). Show that
dk = c2−k + O(5−k )
where
1 1 −1
c= 1− .
4 p>2
( p − 1)2

2.5 Notes


Section 2.1. Mertens (1874 a) showed that n≤x ϕ(n) = 3x 2 /π 2 + O(x log x).
This refines an earlier estimate of Dirichlet, and is equivalent to Theorem 2.1,
by partial summation. Let R(x) denote the error term in Theorem 2.1. Chowla
(1932) showed that
x
x
R(u)2 du ∼
1 2π 2
as x → ∞, and Walfisz (1963, p. 144) showed that
R(x) (log x)2/3 (log log x)4/3 .
In the opposite direction, Pillai & Chowla (1930) showed (cf. Exercise
7.3.6) that R(x) =
(log log log x). That the error term changes sign in-
finitely often was first proved by Erdős & Shapiro (1951), who showed that
R(x) =
± (log log log log x). More recently, Montgomery (1987) showed that
√
R(x) =
± ( log log x). It may be speculated that R(x) log log x and that
R(x) =
± (log log x).
Theorem 2.2 is due to Gegenbauer (1885).
Theorem 2.3 is due to Dirichlet (1849). The problem of improving the error
term in this theorem is known as the Dirichlet divisor problem. Let (x) denote
the error term. Voronoı̈ (1903) showed that (x) x 1/3 log x (see Exercises
2.1.23, 2.1.25, 2.1.26). van der Corput (1922) used estimates of exponential
sums to show that (x) x 33/100+ε . This exponent has since been reduced
 2.5 Notes 69

by van der Corput (1928), Chih (1950), Richert (1953), Kolesnik (1969, 1973,
1982, 1985), Iwaniec & Mozzochi (1988), and by Huxley (1993), who showed
that (x) x 23/73+ε . In the opposite direction, Hardy (1916) showed that
(x) =
± (x 1/4 ). Soundararajan (2003) showed that
 
(x) =
x 1/4 (log x)1/4 (log log x)b (log log log x)−5/8
with b = 34 (24/3 − 1), and it is plausible that the first three exponents above are
optimal.
The result of Exercise 2.1.12 generalizes to Rn : A lattice point
(a1 , a, . . . , an ∈ Zn ) is said to be primitive if gcd(a1 , a2 , . . . , an ) = 1. The
asymptotic density of primitive lattice points is easily shown to be 1/ζ (n).
In addition, Cai & Bach (2003) have shown that the density of lattice points
a ∈ Zn such that gcd(ai , a j ) = 1 for all pairs with 1 ≤ i < j ≤ n is
 
1 n n 1 n−1
1− + 1− .
p p p p

Section 2.2. Chebyshev (1848) used the asymptotics of log ζ (σ ) as σ → 1+

to obtain Corollary 2.8. In his second paper on prime numbers, Chebyshev
(1850) introduced the notations ϑ(x), ψ(x), T (x), and proved Theorem 2.4,
Corollaries 2.5, 2.6, Theorem 2.7(a), and the results of Exercise 2.2.5. Sylvester
(1881) devised a more complicated choice of the ad that gave better constants
than those of Chebyshev. Diamond & Erdős (1980) have shown that for any
ε > 0 it is possible to choose numbers ad as in the proof of Theorem 2.4 to
show that (1 − ε)x < ψ(x) < (1 + ε)x for all sufficiently large x. This does
not constitute a proof of the Prime Number Theorem, because the PNT is used
in the proof. Chebyshev (1850) also used his main results to prove Bertrand’s
postulate. Simpler proofs have been devised by various authors. For an easy
exposition, see Theorem 8.7 of Niven, Zuckerman & Montgomery (1991).
Richert (1949a, b) (cf. Ma̧kowski 1960) used Bertrand’s postulate to show that
every integer > 6 can be expressed as a sum of distinct primes. Rosser &
Schoenfeld (1962, 1975) and Schoenfeld (1976) have given a large number of
very useful explicit estimates for primes and for the Chebyshev functions, of
which one example is that π(x) > x/ log x for all x ≥ 17. For the k th prime
number, pk , Dusart (1999) has given the lower bound
pk > k(log k + log log k − 1)
for k ≥ 2. For further explicit estimates, see Schoenfeld (1969), Costa Pereira
(1989), and Massias & Robin (1996). In Exercise 2.2.1 we find that ψ(x) ≥
cx + O(1) with c = 12 log 5 = 0.8047 . . . . This approach is mentioned by Gel’-
fond, in his editorial remarks in the Collected Works of Chebyshev (1946,
70 The elementary theory of arithmetic functions

pp. 285–288). Polynomials can be found that produce better constants, but
Gorshkov (1956) showed that the supremum of such constants is < 1, so
the Prime Number Theorem cannot be established by this method. For more
on this subject, see Montgomery (1994, Chapter 10), Pritsker (1999), and
Borwein (2002, Chapter 10).
Theorem 2.7(b)–(e) is due to Mertens (1874a, b). Our determination of the
constant in Theorem 2.7(e) incorporates an expository finesse due to Heath-
Brown.
Section 2.3. Theorem 2.9 is due to Landau (1903). Runge (1885) proved
(2.20), and Wigert (1906/7) showed that d(n) < n (log 2+ε)/ log log n for n > n 0 (ε).
Ramanujan (1915a, b) established the upper bound of Theorem 2.11, first with
an extra log log log n in the error term, and then without. Ramanujan (1915b)
also proved that
log d(n)    
< li(n) + O n exp − c log n
log 2
for all n ≥ 2, and that
log d(n)    
> li(n) + O n exp − c log n
log 2
for infinitely many n. For a survey of extreme value estimates of arithmetic
functions, see Nicolas (1988).
Theorem 2.12 is due to Turán (1934), although Corollary 2.13 and the es-
timate (2.22) used in the proof of Theorem 2.12 were established earlier by
Hardy & Ramanujan (1917). Kubilius (1956) generalized Turán’s inequality to
arbitrary additive functions. See Tenenbaum (1995, pp. 302–304) for a proof,
and discussion of the sharpest constants.
Theorem 2.14 is due to Hall & Tenenbaum (1988, pp. 2, 11). It represents
a weakening of sharper estimates that can be derived with more work. For
example, Wirsing (1961) showed that if f is a multiplicative function such that
f (n) ≥ 0 for all n, if there is a constant C < 2 such that f ( p k ) C k for all
k ≥ 2, and if

f ( p) ∼ κ x/ log x
p≤x

as x → ∞ where κ is a positive real number, then

 e−C0 κ x f ( p) f ( p2 )
f (n) ∼ 1+ + + ··· .
n≤x (κ) log x p≤x p p2

For more information concerning non-negative multiplicative functions, see

Wirsing (1967), Hall (1974), Halberstam & Richert (1979), and Hildebrand
 2.6 References 71

(1984, 1986, 1987). For a comprehensive account of the mean values of (not
necessarily non-negative) multiplicative functions, see Tenenbaum (1995, pp.
48–50, 308–310, 325–357). The two sides of (2.31) are of the same order of
magnitude, and with more work one can derive a more precise asymptotic
estimate; see Wilson (1922).
Section 2.4. Rényi (1955) gave a qualitative form of Theorem 2.16. Robinson
(1966) gave formulæ for the densities dk . Kac (1959, pp. 64–71) gave a proof
by probabilistic techniques. Generalizations have been given by Cohen (1964)
and Kubilius (1964). Sharper estimates for the error term have been derived
by Delange (1965, 1967/68, 1973), Kátai (1966), Saffari (1970), and Schwarz
(1970).
For a much more detailed historical account of the development of prime
number theory, see Narkiewicz (2000).

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 3
Principles and first examples of sieve methods

3.1 Initiation
The aim of sieve theory is to construct estimates for the number of integers
remaining in a set after members of certain arithmetic progressions have been
discarded. If P is given, then the asymptotic density of the set of integers
relatively prime to P is ϕ(P)/P; with the aid of sieves we can estimate how
quickly this asymptotic behaviour is approached. Throughout this chapter we
let S(x, y; P) denote the numbers of integers n in the interval x < n ≤ x + y
for which (n, P) = 1. A first (weak) result is provided by

Theorem 3.1 (Eratosthenes–Legendre) For any real x, and any y ≥ 0,

ϕ(P)  
S(x, y; P) = y + O 2ω(P) .
P
Of course if y is an integral multiple of P then the above holds with no error
term. Since 2ω(P) ≤ d(P) P ε , the main term above is larger than the error
ε
term if y ≥ P ; thus the reduced residues are roughly uniformly distributed in
the interval (0, P].

Proof From the characteristic property (1.20) of the Möbius µ-function, and
the fact that d|(n, P) if and only if d|n and d|P, we see that
 
S(x, y; P) = µ(d)
x<n≤x+y d|n
d|P
 
= µ(d) 1
d|P x<n≤x+y
d|n
 
 x + y x 
= µ(d) − . (3.1)
d|P
d d

76
 3.1 Initiation 77

Removing the square brackets, we see that this is

 
 µ(d) 
=y +O |µ(d)| ,
d|P
d d|P

which is the desired result.

The identity (3.1) can be considered to be an instance of Sylvester’s principle

of inclusion–exclusion, which in general asserts that if S is a finite set and
S1 , . . . , S R are subsets of S, then
 
&' R
card S Sr = card(S) − 1 + 2 − · · · + (−1) R  R (3.2)
r =1

where
 
 (
s
s = card Sr j .
1≤r1 <···<rs ≤R j=1

To obtain (3.1) we take S = {n ∈ Z : x < n ≤ x + y}, R = ω(P), we let

p1 , . . . , p R be the distinct primes dividing P, and we put Sr = {n : x < n ≤
x + y, pr |n}. Here we see that the Möbius µ-function has an important com-
binatorial significance, namely that it enables us to present the inclusion–
exclusion identity in a compact manner, in arithmetic situations such as (3.1)
above.
To prove (3.2) it suffices to note that if an element of S is not in any of the Sr ,
then it is counted once on the right-hand
 side, while if it is in precisely t > 0 of
the sets Sr then it is counted st times in s , and hence it contributes altogether
P    t  
t t
(−1)s = (−1)s = (1 − 1)t = 0.
s=0
s s=0
s
If p is a prime, then either p|P or ( p, P) = 1. Hence
π(x + y) − π (x) ≤ ω(P) + S(x, y; P), (3.3)
so that a bound for S(x, y; P) can be used to bound the number of prime numbers
in an interval. In view of the main term in Theorem 3.1, it is reasonable to expect
that it will be best to take P of the form
P= p. (3.4)
p≤z

On taking z = log y, we see immediately that

  y
π(x + y) − π (x) ≤ e−C0 + ε(y)
log log y
78 Principles and first examples of sieve methods

where ε(y) → 0 as y → ∞. This bound is very weak, but has the interesting
property of being uniform in x. Since the bound for the error term in Theorem 3.1
is very crude, we might expect that more is true, so that perhaps
ϕ(P)
S(x, y; P) ∼ y
P
even when z is fairly large. However, as we have already noted in our remarks
following Theorem 2.11, this asymptotic formula fails when z = y 1/2 .
In order to derive a sharper estimate for S(x, y; P), we replace µ(d) by a more
general arithmetic function λd that in some sense is a truncated approximation
to µ(d). This is reminiscent of our derivation of the Chebyshev bounds, but in
fact the specific properties required of the λd are now rather different. Suppose
that we seek an upper bound for S(x, y; P). Let λ+ n be a function such that
 
1 if n = 1,
λ+
d ≥ (3.5)
d|n
0 otherwise.

Such a λ+d we call an ‘upper bound sifting function’, and by arguing as in the
proof of Theorem 3.1 we see that
 
   
S(x, y; P) ≤ λ+
d = y λ+d /d + O |λ+
d| . (3.6)
x<n≤x+y d|n d|P d|P
d|P


This will be useful if d|P λ+ d /d is not much larger than ϕ(P)/P, and if

+
d|P |λ d | is much smaller than 2ω(P) . Brun (1915) was the first to succeed
with an argument of this kind. He took his λ+n to be of the form

µ(n) if n ∈ D+ ,
λ+
n =
0 otherwise,
where D+ is a judiciously chosen set of integers. A sieve of this kind is called
‘combinatorial’. With Brun’s choice of D+ it is easy to verify (3.5), and it


is not hard to bound d|P |λ+ d |, but the determination of the asymptotic size


of the main term d|P λ+ d /d presents some technical difficulties. We do not
develop a detailed account of Brun’s method, but the spirit of the approach can
be appreciated by considering the following simple choice of D+ : Let r be an
integer at our disposal, and put
D+ = {n : ω(n) ≤ 2r }.
We observe that
 
2r  
2r  
ω(P)
λ+
d = µ(d) = (−1) j
.
d|P j=0 d|P j=0
j
ω(d)= j
 3.1 Initiation 79

Then (3.5) follows on taking J = 2r , h = ω(P) in the binomial coefficient

identity
J    
h h−1
(−1) j = (−1) J .
j=0
j J

This identity can in turn be proved by induction, or by equating coefficients in

the power series identity
      
∞  h
h 
h−1
h−1
x i
(−1) j
x = (1 − x)
j h−1
= (−1) J
xJ.
i=0 j=0
j J =0
J

Lower bounds for S(x, y; P) can be derived in a parallel manner, by intro-

ducing a lower bound sifting function λ− −
n . That is, λn is an arithmetic function
such that
 
− 1 if n = 1,
λd ≤ (3.7)
d|n
0 otherwise.

Corresponding to the upper bound (3.6) we have

 
 
S(x, y; P) ≥ y λ−
d /d − O |λ−
d| . (3.8)
d|P d|P

Unfortunately, this lower bound may be negative, in which case it is useless,

since trivially S(x, y; P) ≥ 0. Brun determined λ− d combinatorially by con-
structing a set D− similar to his D+ . Indeed, an admissible set can be obtained
by taking
D− = {n : ω(n) ≤ 2r − 1}.
By Brun’s method it can be shown that
y
π (x + y) − π (x) . (3.9)
log y
When x = 0 this is merely a weak form of the Chebyshev upper bound. The
main utility of the above is that it holds uniformly in x. We shall establish a
refined form of (3.9) in the next section (cf. Corollary 3.4).

3.1.1 Exercises

1. (Charles Dodgson) In a very hotly fought battle, at least 70% of the combat-
ants lost an eye, at least 75% an ear, at least 80% an arm, and at least 85% a
leg. What can you say about the percentage that lost all four members?
80 Principles and first examples of sieve methods

2. (P. T. Bateman) Would you believe a market investigator who reports that of
1000 people, 816 like candy, 723 like ice cream, 645 like cake, while 562
like both candy and ice cream, 463 like both candy and cake, 470 like both
ice cream and cake, while 310 like all three?
3. (Erdős 1946) For x > 0 write
 ϕ(k)
1= x + E k (x).
1≤n≤x
k
(n,k)=1

(a) Show that if k > 1, then


E k (x) = − µ(d)B1 ({x/d})
d|k

where B1 (z) = z − 1/2 is the first Bernoulli polynomial. Let E k (x) be

defined by this formula when x < 0.
(b) Show that if k > 1, then E k (x) is periodic with period k, that E k (x) is
an odd function (apart from values at discontinuities), and that
k
E k (x) d x = 0.
0

(c) By using the result of Exercise B.10, or otherwise, show that if d|k and
e|k, then
k
(d, e)2
B1 ({x/d})B1 ({x/e}) d x = k.
0 12de
(d) Show that if k > 1, then
k
1 ω(k)
E k (x)2 d x = 2 ϕ(k).
0 12
(e) Deduce that if k > 1, then
 1/2
ω(k)/2 ϕ(k)
max |E k (x)| 2 .
x k
4. (Lehmer 1955; cf. Vijayaraghavan 1951) Let E k (x) be defined as above.
(a) Show that |E k (x)| ≤ 2ω(k)−1 for all k > 1.
(b) Suppose that k is composed of distinct primes p ≡ 3 (mod 4), and that
ω(k) is even. Show that if d|k, then µ(d)B1 ({k/(4d)}) = −1/4.
(c) Show that there exist infinitely many numbers k for which

max |E k (x)| ≥ 2ω(k)−2 .

x
 3.1 Initiation 81

5. (Behrend 1948; cf. Heilbronn 1937, Rohrbach 1937, Chung 1941, van der
Corput 1958) Let a1 , . . . , a J be positive integers, and let T (a1 , . . . , a J ) de-
note the asymptotic density of the set of those positive integers that are not
divisible by any of the ai .


(a) Show that T (a1 , . . . , a J ) = Jj=0 (−1) j  j where
 1
j = .
1≤i 1 <···<i j ≤J
[ai1 , . . . , ai j ]

(b) Show that if a1 , . . . , a J are pairwise relatively prime, then

J  
1
T (a1 , . . . , a J ) = 1− .
j=1
aj

(c) Show if (d, vs ) = 1 for 1 ≤ s ≤ S, then

1
T (du 1 , . . . , du R , v1 , . . . , v S ) = T (u 1 , . . . , u R , v1 , . . . , v S )
d 
1
+ 1− T (v1 , . . . , v S ).
d
(d) Suppose that d|a j for 1 ≤ j ≤ j0 , that (d, a j ) = 1 for j > j0 , that d|bk
for 1 ≤ k ≤ k0 , and that (d, bk ) = 1 for k0 < k ≤ K . Put a j = a j /d for
1 ≤ j ≤ j0 , and bk = bk /d for 1 ≤ k ≤ k0 . Explain why
T (a1 , . . . , a J )T (b1 , . . . , b K )
1
= T (a1 , . . . , a j0 , a j0 +1 , . . . , a J )T (b1 , . . . , bk 0 , bk0 +1 , . . . , b K )
d 
1
+ 1− T (a j0 +1 , . . . , a J )T (bk0 +1 , . . . , b K )
d
 
1 1
− 1− (T (a j0 +1 , . . . , a J ) − T (a1 , . . . , a j0 , a j0 +1 , . . . , a J ))
d d
 
· T (bk0 +1 , . . . , b K ) − T (b1 , . . . , bk 0 , bk0 +1 , . . . , b K ) .
(e) Explain why the factors that constitute the last term above are all non-
negative.
(f) Show that
T (a1 , . . . , a J , b1 , . . . , b K ) ≥ T (a1 , . . . , a J )T (b1 , . . . , b K ).
(g) Show that
J  
1
T (a1 , . . . , a J ) ≥ 1− .
j=1
aj
82 Principles and first examples of sieve methods

3.2 The Selberg lambda-squared method

Let n be a real-valued arithmetic function such that 1 = 1. Then
 2 
 1 if n = 1,
d ≥
d|n
0 if n > 1.

This simple observation can be used to obtain an upper bound for S(x, y; P);
namely
⎛ ⎞2
 ⎜ ⎟
S(x, y; P) ≤ ⎝ d ⎠
x<n≤x+y d|n
d|P
 
= d e 1
d|P x<n≤x+y
e|P d|n,e|n
    
x+y x
= d e −
d|P
[d, e] [d, e]
e|P
⎛ 2 ⎞
 d e 
=y +O⎝ |d | ⎠ . (3.10)
d|P
[d, e] d|P
e|P

In the general framework of the preceding section this amounts to taking


λ+
n = d e ,
d,e
[d,e]=n

since it then follows that

 2
 
λ+
d = d .
d|n d|n

We now suppose that n = 0 for n > z where z is a parameter at our disposal, in

the hope that this will restrict the size of the error term. As for the main term, we
see that we wish to minimize a quadratic form subject to the constraint 1 = 1.
In fact we can diagonalize this quadratic form and determine the optimal n
exactly; this permits us to prove

Theorem 3.2 Let x, y, and z be real numbers such that y > 0 and z ≥ 1. For
any positive integer P we have
y
S(x, y; P) ≤ + O(z 2 L P (z)−2 )
L P (z)
 3.2 The Selberg lambda-squared method 83

where
 µ(n)2
L P (z) = .
n≤z ϕ(n)
n|P

Proof Clearly we may assume that P is square-free. Since [d, e](d, e) = de

and d|n ϕ(d) = n, we see that
1 (d, e) 1 
= = ϕ( f ).
[d, e] de de f |d, f |e

Hence
 d e   d  e
= ϕ( f )
d|P,e|P
[d, e] f |P d
d e e
f |d|P f |e|P

= ϕ( f )yf2
f |P

where
 d
yf = . (3.11)
d
d
f |d|P

This linear change of variables, from d to yf , is non-singular. That is, if the yf

are given then there exist unique d such that the above holds. Indeed, by a form
of the Möbius inversion formula (cf. Exercise 2.1.6) the above is equivalent to
the relation

d = d yf µ( f /d). (3.12)
f
d| f |P

Moreover, from these formulæ we see that d = 0 for all d > z if and only if
yf = 0 for all f > z. Thus we have diagonalized the quadratic form in (3.10),
and by (3.12) we see that the constraint 1 = 1 is equivalent to the linear
condition

yf µ( f ) = 1. (3.13)
f |P

We determine the value of the constrained minimum by completing squares. If

the yf satisfy (3.13), then

   2
µ( f ) 1
ϕ( f )yf2 = ϕ( f ) yf − + . (3.14)
f |P f |P
ϕ( f )L P (z) L P (z)
f ≤z
84 Principles and first examples of sieve methods

Here the right-hand side is minimized by taking

µ( f )
yf = (3.15)
ϕ( f )L P (z)
for f ≤ z, and we note that these yf satisfy (3.13). Hence the minimum of the
quadratic form in (3.10), subject to 1 = 1, is precisely 1/L P (z); this gives the
main term.
We now treat the error term. Since P is square-free, from (3.12) and (3.15)
we see that
d  µ( f )µ( f /d) dµ(d)  µ(m)2
d = = ; (3.16)
L P (z) f ϕ( f ) L P (z)ϕ(d) m|P ϕ(m)
d| f |P (m,d)=1
f ≤z m≤z/d

here we have put m = f /d. Thus

 1  d  1 1  1  d
|d | ≤ = .
d≤z
L P (z) d≤z ϕ(d) m≤z/d ϕ(m) L P (z) m≤z ϕ(m) d≤z/m ϕ(d)


Since d/ϕ(d) = r |d µ2 (r )/ϕ(r ), it follows by the method of Section 2.1 that
 d  µ2 (r )  µ2 (r )
= [y/r ] ≤ y y.
d≤y
ϕ(d) r ≤y ϕ(r ) r r ϕ(r )

On inserting this in our former estimate, we find that

 z  1 z
|d | . (3.17)
d≤z
L P (z) m≤z mϕ(m) L P (z)

This gives the stated error term, so the proof is complete.

In order to apply Theorem 3.2, we require a lower bound for the sum L P (z).
To this end we show that
 µ(n)2
> log z (3.18)
n≤z ϕ(n)

for all z ≥ 1. Let s(n) denote the largest square-free number dividing n (some-
times called the ‘square-free kernel of n’). Then for square-free n,
   1
1 1 1 1
= 1 + + 2 + ··· = ,
ϕ(n) n p|n p p m m
s(m)=n

so that the sum in (3.18) is

 1
.
m m
s(m)≤z
 3.2 The Selberg lambda-squared method 85

Since s(m) ≤ m, this latter sum is

 1
≥ > log z.
m≤z m

Here the last inequality is obtained by the integral test. With more work one can
derive an asymptotic formula for the the sum in (3.18) (recall Exercise 2.1.17).
By taking z = y 1/2 in Theorem 3.2, and appealing to (3.18), we obtain

Theorem 3.3 Let P = p≤√ y p. Then for any x and any y ≥ 2,
  
2y 1
S(x, y; P) ≤ 1+O .
log y log y
By combining the above with (3.3) we obtain an immediate application to
the distribution of prime numbers.
Corollary 3.4 For any x ≥ 0 and any y ≥ 2,
  
2y 1
π (x + y) − π (x) ≤ 1+O .
log y log y
In Theorem 3.3 we consider only a very special sort of P, but the following
lemma enables us to obtain corresponding results for more general P.
Lemma 3.5 Put M(y; P) = maxx S(x, y; P). If (P, q) = 1, then
q
M(y; P) ≤ M(y; q P).
ϕ(q)
Proof It suffices to show that

q
ϕ(q)S(x, y; P) = S(x + Pm, y; q P), (3.19)
m=1

since the right-hand side is bounded above by q M(y; q P). Suppose that x +
Pm < n ≤ x + Pm + y and that (n, q P) = 1. Put r = n − Pm. Then x <
r ≤ x + y, (r, P) = 1, and (r + Pm, q) = 1. Thus the right-hand side above is
  
1 = 1.
m r x<r ≤x+y 1≤m≤q
(r,P)=1 (r +Pm,q)=1

Since (P, q) = 1, the map m → r + Pm permutes the residue classes (mod q).
Hence the inner sum above is ϕ(q), and we have (3.19).

Theorem 3.6 For any real x and any y ≥ 2,

⎛ ⎞
    
C0 ⎜
⎜ 1 ⎟ 1
S(x, y; P) ≤ e y ⎝ 1− ⎟ 1+O .
p|P
p ⎠ log y
√
p≤ y
86 Principles and first examples of sieve methods

Proof Let
P1 = p, q1 = p.
p|P
√ p
P
p≤ y √
p≤ y

Theorem 3.3 provides an upper bound for M(y; q1 P1 ), and hence by Lemma
3.5 we have an upper bound for M(y; P1 ). To complete the argument it suffices
to note that S(x, y; P) ≤ S(x, y; P1 ) ≤ M(y; P1 ), and to appeal to Mertens’
formula (Theorem 2.7(e)).

We note that Theorem 3.3 is a special case of Theorem 3.6. Although we have
taken great care to derive uniform estimates, for many purposes it is enough to
know that
 
1
S(x, y; P) y 1− . (3.20)
p|P
p
p≤y

This follows from Theorem 3.6 since √ y< p≤y (1 − 1/ p)−1 1 by Mertens’
formula. To obtain an estimate in the opposite direction, write P = P1 q1 where
P1 is composed entirely of primes > y, and q1 is composed entirely of primes
≤ y. Since the integers in the interval (0, y] have no prime factor > y, we see
that M(y; P1 ) ≥ [y] . Hence by Lemma 3.5,
 
1
M(y; P) ≥ [y] 1− . (3.21)
p|P
p
p≤y

Thus the bound (3.20) is of the correct order of magnitude.

The advantage of Theorem 3.6 lies in its uniformity. On the other hand, the
use of Lemma 3.5 is wasteful if the P in Theorem 3.6 is much smaller than in

Theorem 3.3. For example, if P = p≤y 1/4 p, then by Theorem 3.6 we find that
  
cy 1
S(x, y; P) ≤ 1+O
log y log y
with c = 4, whereas by Theorem 3.2 with z = y 1/2 we obtain the above with
the better constant
4
c= = 2.4787668 . . . .
3 − 2 log 2
To see this, we note that
 µ(n)2  1  µ(n)2
L P (z) = − . (3.22)
n≤z ϕ(n) z 1/2 < p≤z
p − 1 n≤z/ p ϕ(n)
 3.2 The Selberg lambda-squared method 87

Then by Exercise 2.1.17 and Mertens’ estimates (Theorem 2.7) it follows that
this is 14 (3 − 2 log 2) log y + O(1).

3.2.1 Exercises
1. Let d be defined as in the proof of Theorem 3.2.
(a) Show that
d 2z
d log
L P (z)ϕ(d) d
for d ≤ z.
(b) Use the above to give a second proof of (3.17).
2. Show that for y ≥ 2 the number of prime powers p k in the interval
(x, x + y] is
  
2y 1
≤ 1+O .
log y log y
3. (Chowla 1932) Let f (n) be an arithmetic function, put

g(n) = f (d) f (e),
[d,e]=n

and let σc denote the abscissa of convergence of the Dirichlet series

g(n)n −s .
(a) Show that if σ > max(1, σc ), then
 f (d) f (e)  ∞  2
ζ (s) = f (d) n −s .
d, e
[d, e]s n=1 d|n

(b) Show that

 µ(d)µ(e) 6
= .
d, e
[d, e]2 π2

(c) Show that


µ(d)µ(e) = µ(n)
d, e
[d,e]=n

for all positive integers n.

4. Let f (n) be an arithmetic function such that f (1) = 1. Show that f is
multiplicative if and only if f (m) f (n) = f ((m, n)) f ([m, n]) for all pairs
of positive integers m, n.
88 Principles and first examples of sieve methods

5. (Hensley 1978)

(a) Let P = p≤√ y p. Show that the number of n, x < n ≤ x + y, such
that
(n) = 2, is
  x + y  
x
≤ S(x, y; P) + π −π .
√
p≤ y
p p

(b) By using Theorem 3.3 and Corollary 3.4, show that for y ≥ 2,
   
2y log log y 1
1≤ 1+O .
x<n≤x+y log y log log y

(n)=2

6. (H.-E. Richert, unpublished)

(a) Show that
 2 ⎛ 2 ⎞
   d e 
d = y 2
+O⎝ |d | ⎠ .
x<n≤x+y d 2 |n d, e
[d, e] d


(b) Let f (n) = n 2 p|n (1 − p −2 ). Show that d|n f (d) = n 2 .
(c) For 1 ≤ d ≤ z let d be real numbers such that 1 = 1. Show that the



minimum of d, e d e /[d, e]2 is 1/L where L = n≤z µ(n)2 / f (n).
Show also that d 1 for the extremal d .
(d) Show that ζ (2) − 1/z ≤ L ≤ ζ (2).
(e) Let Q(x) denote the number of square-free numbers not exceeding x.
Show that for x ≥ 0, y ≥ 1,
y  
Q(x + y) − Q(x) ≤ + O y 2/3 .
ζ (2)
7. Let m(y; P) = minx S(x, y; P). Show that if (q, P) = 1, then
q
m(y; P) ≥ m(y; q P).
ϕ(q)
8. (N. G. de Bruijn, unpublished; cf. van Lint & Richert 1964) Let M be an
arbitrary set of natural numbers, and let s(n) denote the largest square-free
divisor of n. Show that
 µ(n)2  1  µ(n)2  1
0≤ − ≤ − 1.
n≤x ϕ(n) n≤x n n≤x ϕ(n) n≤x n
n∈M s(n)∈M

9. (van Lint & Richert 1965)

(a) Show that
⎛ ⎞
 
 µ(n)2  µ(d)2 ⎜  µ(m) ⎟
2
≤ ⎝ ⎠.
n≤z ϕ(n) d|q
ϕ(d) m≤z ϕ(m)
(m,q)=1
 3.3 Sifting an arithmetic progression 89

(b) Deduce that

 µ(n)2 ϕ(q)  µ(n)2
≥ .
n≤z ϕ(n) q n≤z ϕ(n)
(n,q)=1

10. (Hooley 1972; Montgomery & Vaughan 1979)

(a) Let λ+ +
d be an upper bound sifting function such that λd = 0 for all
d > z. Show that for any q,
ϕ(q)  λ+  λ+
0≤ d
≤ d
.
q d
d d
d
(d,q)=1


(Hint: Multiply both sides by P/ϕ(P) = 1/m where m runs over

all integers composed of the primes dividing P, and P = p≤z p.)
(b) Let d be real with d = 0 for d > z. Show that for any q,
ϕ(q)  d e  d e
0≤ ≤ .
q d, e
[d, e] d, e
[d, e]
(de,q)=1

(c) Let λ−
be a lower bound sifting function such that λ−
d d = 0 for d > z.
Show that for any q,
ϕ(q)  λ−  λ−
d
≥ d
.
q d
d d
d
(d,q)=1

3.3 Sifting an arithmetic progression

Thus far we have sifted only the zero residue class from a set of consecutive
integers. We now widen the situation slightly.
Lemma 3.7 Let P be a positive integer, and for each prime p dividing P
suppose that one particular residue class a p has been chosen. Let S  (x, y; P)
denote the number of integers m, x < m ≤ x + y, such that for each p|P,
m ≡ a p (mod p). Then
max S  (x, y; P) = max S(x, y; P).
x x

Since S (x, y; P) reduces to S(x, y; P) when we take a p = 0 for all p|P,
we see that there is no loss of generality in sifting only the zero residue class,
when the initial set of numbers consists of consecutive integers. Also, we note
that the value of the maximum taken above is independent of the choice of the
ap.
90 Principles and first examples of sieve methods

Proof By the Chinese remainder theorem there is a number c such that c ≡ a p

(mod p) for every p|P. Put n = m − c. Thus the inequality x < m ≤ x + y is
equivalent to x − c < n ≤ x − c + y, and the condition that p|P implies m ≡
a p (mod p) is equivalent to (n, P) = 1. Hence S  (x, y; P) = S(x − c, y; P),
so that
max S  (x, y; P) = max S(x − c, y; P) = max S(x, y; P),
x x x

and the proof is complete.

Theorem 3.8 Suppose that (a, q) = 1, that (P, q) = 1, and that x and y are
real numbers with y ≥ 2q. The number of n, x < n ≤ x + y, such that n ≡ a
(mod q) and (n, P) = 1 is
⎛ ⎞
    
⎜
C0 y ⎜ 1 ⎟ 1
≤e 1− ⎟ 1+O .
q ⎝ p|P p ⎠ log y/q
√
p≤ y/q

Proof Write n = mq + a, so that x  < m ≤ x  + y  where x  = (x − a)/q

and y  = y/q. For each p|P let a p be the unique residue class (mod p) such
that a p q + a ≡ 0 (mod p). Thus p|n if and only if m ≡ a p (mod p). Hence
the number of n in question is S  (x  , y  ; P), in the language of Lemma 3.7. The
stated bound now follows from this lemma and Theorem 3.6.

Using the estimate above, we generalize Corollary 3.4 to arithmetic progres-

sions. We let π(x; q, a) denote the number of prime numbers p ≤ x such that
p ≡ a(mod q).
Theorem 3.9 (Brun–Titchmarsh) Let a and q be integers with (a, q) = 1, and
let x and y be real numbers with x ≥ 0 and y ≥ 2q. Then
  
2y 1
π(x + y; q, a) − π(x; q, a) ≤ 1+O . (3.23)
ϕ(q) log y/q log y/q
√
Proof Take P to be the product of those primes p ≤ y/q such that p
q.
Then
     
1 1 −1 1
1− = 1− 1−
p|P
p p|q
p √
p≤ y/q
p
√
p≤ y/q
 −1  
1 1
≤ 1− 1− .
p|q
p √
p≤ y/q
p
By Mertens’ estimate this is
  
q 2e−C0 1
= · 1+O .
ϕ(q) log y/q log y/q
 3.4 Twin primes 91

Thus by Theorem 3.8, the number of primes p, x < p ≤ x + y, such that p ≡ a

(mod q) and ( p, P) = 1 satisfies the bound (3.23). To complete the proof it
remains to note that the number of primes p, x < p ≤ x + y, such that p ≡ a
√
(mod q) and p|P is at most ω(P) ≤ y/q, which can be absorbed in the error
term in (3.23).

3.4 Twin primes

Thus far we have removed at most one residue class per prime. More generally,
we might wish to delete from an interval (x, x + y] those numbers n that lie
in a certain set B( p) of ‘bad’ residue classes modulo p. Let b( p) = card B( p)
denote the number of residue classes to be removed, for p|P where P is a given
square-free number, and set
a(n) = p.
p|P
n∈B( p) (mod p)

Thus the n that remain after sifting are precisely the n for which (a(n), P) = 1.
By the sieve we obtain upper and lower bounds for the number of remaining n
of the form
   
λm = λm 1. (3.24)
x<n≤x+y m|(a(n),P) m|P x<n≤x+y
m|a(n)

Now p|a(n) if and only if n ∈ B( p) (mod p). By the Chinese remainder theo-

rem, this will be the case for all p|m when n lies in one of precisely p|m b( p)
residue classes modulo m. The b( p) are defined only for primes, but it is con-
venient now to extend the definition to all positive integers by putting

b(m) = b( p)α .
p α m

Thus b(m) is the totally multiplicative function generated by the b( p). For
square-free m, b(m) represents the number of deleted residue classes modulo
m. We are now in a position to estimate the inner sum above. We partition the
interval (x, x + y] into [y/m] intervals of length m, and one interval of length
{y/m}m. In each interval of length m there are precisely b(m) values of n for
which m|a(n). In the final shorter interval, the number of such n lies between
0 and b(m). Thus the inner sum on the right above is = yb(m)/m + O(b(m)),
and hence the expression (3.24) is
 
 b(m)λm 
=y + O b(m)|λm | . (3.25)
m|P
m m|P
92 Principles and first examples of sieve methods

To continue from this point, one should specify the choice of λm , and then
estimate the main term and error term. In the context of Selberg’s 2 method,
we have real d with 1 and d = 0 for d > z. The number of n ∈ (x, x + y]
that survive sifting is
 2
   
≤ d = d e 1
x<n≤x+y d|(a(n),P) d|P e|P x<n≤x+y
[d,e]|a(n)
 
  b([d, e]) 
=y d e + O g([d, e])|d e | . (3.26)
d|P e|P
[d, e] d|P e|P


This is (3.25) with λm = [d,e]=m d e .
We consider first the main term above. Clearly [d, e] = de/(d, e) and
b([d, e]) = b(d)b(e)/b((d, e)). For square-free m put
b( p)
g(m) = . (3.27)
p|m
p − b( p)

Here we have 0 in the denominator if there is a prime p for which b( p) = p.

However, in that case all residues modulo p are removed, and no integer survives
sifting. Thus we may confine our attention to b( p) such that b( p) < p for all
p. If m is square-free, then
 1  
p − b( p) m
= 1+ = .
d|m
g(d) p|m
b( p) b(m)

By applying this with m = (d, e) we see that the first sum in (3.26) is
 b(d)d b(e)e (d, e)  b(d)d b(e)e  1
· · = ·
d|P
d e b((d, e)) d|P
d e f |d
g( f )
e|P e|P f |e
 1  b(d)  b(e)
= d e
f |P
g( f ) d d e e
f |d|P f |e|P

 1 2
= y (3.28)
f |P
g( f ) f

where
 b(d)
yf = d . (3.29)
d
d
f |d|P
 3.4 Twin primes 93

The linear change of variables from d to yf is invertible:

d 
d = yf µ( f /d) . (3.30)
b(d) f
d| f |P

By the above formulæ we see that the condition that d = 0 for d > z is
equivalent to the condition that yf = 0 for f > z. Also, the condition that
1 = 1 is equivalent to

yf µ( f ) = 1. (3.31)
f |P

For such yf we see that

 1 2  1  2 1
yf = yf − µ( f )g( f )/L + (3.32)
f |P
g( f ) f |P
g( f ) L
f ≤z

where

L= µ( f )2 g( f ) . (3.33)
f ≤z
f |P

Thus our main term is minimized by taking


µ( f )g( f )/L ( f ≤ z),
yf = (3.34)
0 (otherwise),
and we note that these yf satisfy (3.31). The size of L depends on P, z, and the
b( p). In the case of twin primes we obtain the following estimate.

Theorem 3.10 Let P = p≤√ y p where y ≥ 4. The number of integers n ∈
(x, x + y], such that (n, P) = (n + 2, P) = 1 does not exceed
  
8cy log log y
1 + O
(log y)2 log y
where
 
1
c=2 1− .
p>2
( p − 1)2
√
The number of primes p ∈ (x, x + y] for which p|P is ≤ π ( y). Likewise,
the number of primes p ∈ (x, x + y] for which p + 2 is prime and ( p + 2)|P
√
is ≤ π( y). Otherwise, if p ∈ (x, x + y] and p + 2 is prime, then ( p, P) =
√
( p + 2, P) = 1; the number of such p is bounded by the above. Since π ( y)
is negligible by comparison, the above bound applies also to the number of
primes p ∈ (x, x + y] for which p + 2 is prime.
94 Principles and first examples of sieve methods

Proof We first estimate L as given in (3.33). We have b(2) = 1 and b( p) = 2

for p > 2. Since µ(m)2 g(m) is a multiplicative function that takes the value
2/( p − 2) when m = p > 2, and since d(n)/n is a multiplicative function that
takes the value 2/ p when n = p, we expect that d(n)/n and µ(m)2 g(m) are
‘close’ in the sense that we can obtain the latter function by convolving d(n)/n
with a fairly tame function c(k). On comparing the Euler products of the re-
spective Dirichlet series generating functions, we see that if the c(k) are defined
so that
 ∞   
−s −s −s−1 2 2 1 2
c(k)k = (1 + 2 )(1 − 2 ) 1+ 1 − s+1 ,
k=1 p>2
( p − 2) p s p
(3.35)
then

µ(m)2 g(m) = c(k)d(n)/n.
k,n
kn=m

Hence
  
L= µ(m)2 g(m) = c(k) d(n)/n.
m≤z k≤z n≤z/k

By Theorem 2.3 and (Riemann–Stieltjes) integration by parts we see that


N
d(n) 1
= (log N )2 + O(log N ).
n=1
n 2
Hence

L= c(k)((log z/k)2 /2 + O(log z))
k≤z
 
1  
= (log z)2 c(k) + O (log z) |c(k)| log 2k
2
 k≤z  k

+O |c(k)|(log k)2 .
k

The Euler product in (3.35) is absolutely convergent for σ > −1/2. Hence


|c(k)|k −σ < ∞ for σ > −1/2. Thus the two sums in the error terms above
are convergent. Also,
 1  ∞
1
|c(k)| ≤ |c(k)| log k .
k>z
log z k=1
log z
Thus by taking s = 0 in (3.35) we find that
1
L = (log z)2 + O(log z). (3.36)
2c
 3.4 Twin primes 95

It remains to bound the error term in (3.26). Since 0 ≤ b([d, e]) ≤ b(d)b(e),
the error term is
 2

b(d)|d | .
d≤z

From (3.30) and (3.34) we see that

d  µ(d)dg(d) 
d = µ( f )g( f )µ( f /d) = µ(m)2 g(m) .
b(d)L f ≤z b(d)L m≤z/d
d| f (m,d)=1

Hence
 1 
b(d)|d | µ(d)2 dg(d) µ(m)2 g(m)
d≤z
L d≤z m≤z/d
1 
= µ(m)2 g(m) µ(d)2 dg(d) .
L m≤z d≤z/m

By Corollary 2.15 we see that

 D
µ(d)2 dg(d) (1 + g( p))
d≤D
log D p≤D
 −2
D 1
1− D log D .
log D p≤D
p

Since L (log z)2 , it follows that

 z  z
b(d)|d | µ(m)2 g(m)/m .
d≤z
log z m≤z log z

On combining our estimates, we see that the number of n, x < n ≤ x + y, such

that (a(n), P) = 1 is
   
2cy y z2
≤ + O + O .
(log z)2 (log z)3 (log z)2
In order that the last error term is majorized by the one before it, we take
z = (y/ log y)1/2 . Then
1
log z = log y + O(log log y),
2
so we obtain the stated result.



Corollary 3.11 (Brun) Let ∗p denote a sum over those primes p for which

∗
p + 2 is prime. Then p 1/ p converges.
96 Principles and first examples of sieve methods

Proof The number of twin primes for which 2k−1 < p ≤ 2k is 2k /k 2 .

Hence the contribution of such primes to the sum in question is 1/k 2 . But


1/k < ∞, so we obtain the stated result.
2

Let r be an even non-zero integer. To bound the number of primes p for

which p + r is also prime, it suffices to establish the following monotonicity
principle, which is a natural generalization of Lemma 3.5.

Lemma 3.12 For each prime p let B( p) be the union of b( p) arithmetic

)
progressions with common difference p. Put B = p|P B( p), and set

M(x, y; b) = max 1
B
x<n≤x+y
n ∈B
/

where the maximum is over all choices of the B( p) with b( p) fixed. If 0 ≤

b1 ( p) ≤ b2 ( p) < p for all p, then
   
b1 ( p) −1 b2 ( p) −1
M(x, y; b1 ) 1− ≤ M(x, y; b2 ) 1− .
p|P
p p|P
p


Proof We induct on p|P (b2 ( p) − b1 ( p)). If b1 ( p) = b2 ( p) for all p|P, then
we have equality in the above. Let p  |P be a prime for which b1 ( p  ) < b2 ( p  ).
Suppose that the B1 ( p) are chosen so that card B1 ( p) = b1 ( p) and

1 = M(x, y; b1 ) .
x<n≤x+y
n ∈B
/ 1

We note that
 

p   
p
1 = 1. (3.37)
b=1 x<n≤x+y x<n≤x+y b=1
/ 1 ( p )
b∈B n ∈B
/ 1 n ∈B
/ 1 / 1 ( p )
b∈B
n≡b ( p  ) b≡n ( p  )

Consider the inner sum on the right. Since n ∈ / B1 ( p  ), the variable b is restricted
to lie in one of p  − b1 ( p  ) − 1 residue classes. Hence the right-hand side above
is

= ( p  − b1 ( p  ) − 1)M(x, y; b1 ).

Since there are p  − b1 ( p  ) values of b in the outer sum on the left-hand side of
(3.37), it follows that there is a choice of b such that b ∈ / B1 ( p  ) and
 p  − b1 ( p  ) − 1
1 ≥ M(x, y; b1 ) .
x<n≤x+y p  − b1 ( p  )
n ∈B
/ 1
n≡b ( p  )
 3.4 Twin primes 97

Let b1 ( p) = b1 ( p) for p = p  , b1 ( p  ) = b1 ( p  ) + 1. The left-hand side above

is ≤ M(x, y; b1 ), which by the inductive hypothesis is
 
p − b1 ( p  ) − 1 p − b1 ( p)
≤ M(x, y; b2 ) .
p − b2 ( p  ) p|P
p − b2 ( p)
p= p 

Thus
 
p − b1 ( p)
M(x, y; b1 ) ≤ M(x, y; b2 ) ,
p|P
p − b2 ( p)

and the induction is complete.

By combining Theorem 3.10 and Lemma 3.12, we obtain

Theorem 3.13 Suppose that y ≥ 4. Let B( p) be the union of b( p) arithmetic
)
progressions with common difference p, and put B = p|P B( p). If b(2) ≤ 1
and b( p) ≤ 2 for p > 2, then the number of n ∈ (x, x + y] such that n ∈
/ B is
   −2    
y b( p) 1 log log y
≤8 1− 1− 1+O .
(log y)2 p|P p p log y

Corollary 3.14 Let r be an even non-zero integer, and suppose that y ≥ 4.

The number of primes p ∈ (x, x + y] such that p + r is also prime is
  
8c(r )y log log y
≤ 1+O
(log y)2 log y
uniformly in r where
⎛ ⎞ ⎛ ⎞
  −1    −2
1 ⎝ 2 1 ⎠=⎜ p − 1⎟
c(r ) = 1− 1− 1− ⎝ ⎠c
p|r
p p
r
p p p|r
p−2
p>2

and c is the constant in Theorem 3.10.

Suppose that r is a fixed even non-zero integer. It is conjectured that the
number of primes p ≤ y such that p + r is also prime is asymptotic to
c(r )y
(log y)2
as y tends to infinity. Thus the bound we have derived is larger than this by a
factor of 8. We conclude with an application of the above.
Theorem 3.15 (Romanoff) Let N (x) denote the number of integers n ≤ x
that can be expressed as a sum of a prime and a power of 2. Then N (x) x
for x ≥ 4.
98 Principles and first examples of sieve methods

Proof Let r (n) denote the number of solutions of n = p + 2k . By Cauchy’s

inequality,
 2
 
r (n) ≤ N (x) r (n)2 .
n≤x n≤x

Thus to complete the proof it suffices to show that


r (n) x (x ≥ 4), (3.38)
n≤x

and that

r (n)2 x. (3.39)
n≤x

The first of these estimates is easy: Put y = [(log x)/ log 2]. If 0 ≤ k ≤ y − 1,
then 2k ≤ x/2, and if also p ≤ x/2, then p + 2k ≤ x. Thus the sum in (3.38)
is
x
≥ π (x/2)y log x x
log x
for x ≥ 4.
To prove (3.39), we first observe that the sum on the left-hand side is

= 1.
p1 , p2 , j,k
p1 +2 j ≤x
p2 +2k ≤x
p1 +2 j = p2 +2k

This sum includes ‘diagonal’ terms, in which p1 = p2 and j = k; there are

x/ log x choices for p1 and log x choices for j, so there are x such
terms. The remaining terms above contribute an amount that is

π2 (x, 2k − 2 j ) (3.40)
0≤ j<k≤y

where π2 (x, r ) denotes the number of primes p ≤ x for which p + r is also

prime. From Corollary 3.14 we know that if r = 0, then
   1
x 1 x
π2 (x, r ) 2
1 + 2
,
(log x) p|r p (log x) m|r m
p>2 2
m

uniformly in r . Thus the expression (3.40) is

x   1
.
(log x)2 0≤ j<k≤y m|(2k −2 j )
m
2
m
 3.4 Twin primes 99

Put n = k − j. Thus 0 < n ≤ y. Let h 2 (m) denote the order of 2 modulo m,

which is to say that h 2 (m) is the least positive integer h such that 2h ≡ 1
(mod m). We note that m|(2n − 1) if and only if h 2 (m)|n. The number of such
n, 0 < n ≤ y, is ≤ y/ h 2 (m). There are also ≤ y choices of j. Thus to complete
the proof of (3.39) it suffices to show that
 1
< ∞. (3.41)
m mh 2 (m)
2
m

To this end, let

 1
an = ,
m m
2
m
h 2 (m)=n


and set A(x) = n≤x an . We shall show that
A(x)log x. (3.42)


By summation by parts it follows that an /n converges. (Alternatively, we


could appeal to Theorem 1.3, from which we see that an /n s converges for


σ > 0.) This suffices, since the sum in (3.41) is an /n.
It remains to establish (3.42). Set
P = P(x) = (2n − 1) .
n≤x

If h 2 (m) = n ≤ x, then m|P. Hence

 1  
1 1 P
A(x) ≤ ≤ 1 + + 2 + ··· = log log P
m|P
m p|P
p p ϕ(P)
2
by Theorem 2.9. But P ≤ 2x , so we have (3.42), and the proof is complete.

3.4.1 Exercises
1. For each prime p let B( p) be the union of b( p) ‘bad’ arithmetic progressions
)
with common difference p. Put B = p|P B( p), and let

m(x, y; b) = min 1
B
x<n≤x+y
n ∈B
/

where the minimum is over all choices of the B( p) with b( p) fixed. Show
that if b1 ( p) ≤ b2 ( p) for all p, then
   
b1 ( p) −1 b2 ( p) −1
m(x, y; b1 ) 1− ≥ m(x, y; b2 ) 1− .
p p p p
100 Principles and first examples of sieve methods

2. Show that the number of primes p ≤ 2n such that 2n − p is prime is

⎛ ⎞
  
⎜ p − 1⎟ 2n log log 4n
≤ 8c ⎝ ⎠ 1+O
p|n
p − 2 (log 2n)2 log 2n
p>2

where c is the constant in Theorem 3.10.

3. (Erdős 1940, Ricci 1954)
(a) Show that

c(r ) = x + O(log x)
r ≤x

where c(r ) is defined as in Corollary 3.14.

(b) Let p  denote the least prime > p, and put d( p) = p  − p. Show that
if a and b are fixed real numbers with a < b, then

log p  8(b − a)x .
p≤x
a log p≤d( p)≤b log p

(c) Suppose that f is a non-negative, properly Riemann-integrable function

on a finite interval [a, b]. Show that
  d( p)  b
f log p ≤ (8 + o(1))x f (u) du .
p≤x log p a

(d) Show that if a and b are fixed real numbers with a < b, then

(b log p − d( p))  4(b − a)2 x .
p≤x
a log p≤d( p)≤b log p

(e) Explain why


(d( p) − b log p) ≥ 0 .
p≤x
d( p)>b log p

(f) Deduce that


(b log p − d( p))  4(b − a)2 x .
p≤x
d( p)≥a log p

(g) Show that


d( p) ∼ x .
p≤x

(h) Show that


(b log p − d( p)) = (b − 1 + o(1))x .
p≤x
 3.5 Notes 101

(i) Take b = a + 1/8, and suppose that d( p) ≥ a log p for all p > p0 .
Show that the estimates of (f) and (h) are inconsistent if a > 15/16.
Thus conclude that
d( p) 15
lim inf ≤ .
p→∞ log p 16
4. Let r (n) be defined as in the proof of Theorem 3.15. Show that
 x
r (n) ∼ .
n≤x log 2
5. Let r (n) be defined as in the proof of Theorem 3.15. Show that
 x
r (n) .
n≤x log x
2|n

6. (Erdős 1950)
(a) Show that if n ≡ 1 (mod 3) and k ≡ 0 (mod 2), then 3|(n − 2k ).
(b) Show that if n ≡ 1 (mod 7) and k ≡ 0 (mod 3), then 7|(n − 2k ).
(c) Show that if n ≡ 2 (mod 5) and k ≡ 1 (mod 4), then 5|(n − 2k ).
(d) Show that if n ≡ 8 (mod 17) and k ≡ 3 (mod 8), then 17|(n − 2k ).
(e) Show that if n ≡ 11 (mod 13) and k ≡ 7 (mod 12), then 13|(n − 2k ).
(f) Show that if n ≡ 121 (mod 241) and k ≡ 23 (mod 24), then 241|
(n − 2k ).
(g) Show that every integer k satisfies at least one of the congruences
k ≡ 0 (mod 2), k ≡ 0 (mod 3), k ≡ 1 (mod 4), k ≡ 3 (mod 8), k ≡
7 (mod 12), k ≡ 23 (mod 24).
(h) Show that if n satisfies all the congruences n ≡ 1 (mod 3), n ≡ 1
(mod 7), n ≡ 2 (mod 5), n ≡ 8 (mod 17), n ≡ 11 (mod 13), n ≡
121 (mod 241), then n − 2k is divisible by at least one of the primes
3, 7, 5, 17, 13, 241.
(i) Show that these congruential conditions are equivalent to the single
condition n ≡ 172677 (mod 3728270).
(j) An integer n satisfying the above might still be representable in the
form p + 2k , but if it is, then the prime in question must be one of the
six primes listed. Show that if in addition, n ≡ 9 or 11 or 15 (mod 16),
then n cannot be expressed as a sum of a prime and a power of 2.

3.5 Notes
Sections 3.1, 3.2. The modern era of sieve methods began with the work
of Brun (1915, 1919). Hardy & Littlewood (1922) used Brun’s method to
establish the estimate (3.9). The sharp form of this in Corollary 3.4 is due
102 Principles and first examples of sieve methods

to Selberg (1952a,b). The 2 method of Selberg (1947) provides only upper

bounds, but lower bounds can also be derived from it by using ideas of Buchstab
(1938).
In contrast to the elegance of the Selberg 2 method, the further study of
sieves leads us to construct asymptotic estimates for complicated sums over
integers whose prime factors are distributed in certain ways. In this connection,
the argument (3.22) is a simple foretaste of more complicated things to come.
Hence further discussion of sieves is possible only after the appropriate technical
tools are in place.
In this chapter we have applied the sieve only to arithmetic progressions,
but it can be shown that the sieve is applicable to much more general sets. This
makes sieves very versatile, but it also means that they are subject to certain
unfortunate limitations. In order to estimate the number of elements of a set S
that remain after sifting, it suffices to have a reasonably precise estimate of the
number X d of multiples of d in the set, say of the form X d = f (d)X/d + O(Rd )
where X is an estimate for the cardinality of S, and f is a multiplicative function.
Thus Theorem 3.3 can be generalized to much more general sets, and in that
more general setting it is known that the constant 2 is best-possible. It may be
true that the constant 2 can be improved in the special case that one is sifting
an interval, but this has not been achieved thus far.
When sifting an interval, the error terms can be avoided by using Fourier
analysis as in Selberg (1991, Sections 19–22), or by using the large sieve as
in Montgomery & Vaughan (1973). In particular, the number of integers in
[M + 1, M + N ] remaining after sifting is at most N /L where

 µ(q)2 b( p)
L= . (3.43)
q≤Q 1 + 32 q Q/N p|q
p − b( p)

Here b( p) is the number of residue classes modulo p that are deleted. This is
both a generalization and a sharpening of Theorem 3.2.
Section 3.3. Titchmarsh (1930) used Brun’s method to obtain Theorem 3.9,
but with a larger constant instead of 2. Montgomery & Vaughan (1973) have
shown that Corollary 3.4 and Theorem 3.9 are still valid when the error terms are
omitted. See also Selberg (1991, Section 22). The first significant improvement
of Theorem 3.9 was obtained by Motohashi (1973). Other improvements of
various kinds have been derived by Motohashi (1974), Hooley (1972, 1975),
Goldfeld (1975), Iwaniec (1982), and Friedlander & Iwaniec (1997).
In Lemmas 3.5 and 3.12, and in Exercises 3.2.7, 3.2.9, 3.2.10, 3.4.1 we see
evidence of a monotonicity principle that permeates sieve theory; cf. Selberg
(1991, pp. 72–73).
 3.5 Notes 103

Hooley (1994) has shown that quite sharp sieve bounds can be derived using
the interrupted inclusion–exclusion idea that Brun started with. This approach
has been developed further by Ford & Halberstam (2000). An exposition of
sieves based on these ideas is given by Bateman & Diamond (2004, Chapters 12,
13). Still more extensive accounts of sieve methods have been given by Greaves
(2001), Halberstam & Richert (1974), Iwaniec & Kowalski (2004, Chapter
6), Motohashi (1983), and Selberg (1971, 1991). In addition, a collection of
applications of sieves to arithmetic problems has been given by Hooley (1976),
and additional sieve ideas are found in Bombieri (1977), Bombieri, Friedlander
& Iwaniec (1986, 1987, 1989), Fouvry & Iwaniec (1997), Friedlander & Iwaniec
(1998a, b), and Iwaniec (1978, 1980a, b, 1981).
Section 3.4. The twin prime conjecture is a special case of the prime k-tuple
conjecture. Suppose that d1 , . . . , dk are distinct integers, and let b( p) denote
the number of distinct residue classes modulo p found among the di . The prime
k-tuple conjecture asserts that if b( p) < p for every prime number p, then there
exist infinitely many positive integers n such that the k numbers n + di are all
prime. Hardy & Littlewood (1922) put this in a quantitative form: If b( p) < p
for all p, then the number of n ≤ N for which the k numbers n + di are all
prime is conjectured to be
N
∼ S(d) (3.44)
(log N )k
as N → ∞ where
  −k
b( p) 1
S(d) = 1− 1− . (3.45)
p p p
This product is absolutely convergent, since b( p) = k for all sufficiently large
primes p. Although this remains unproved, by sifting we can obtain an upper
bound of the expected order of magnitude. In particular, from (3.43) it can be
shown that the number of n, M + 1 ≤ n ≤ M + N , for which the numbers
n + di are all prime is
N
 2k k!S(d) . (3.46)
(log N )k
Corollarys 3.4 and 3.14 are special cases of this.
Theorem 3.15 is due to Romanoff (1934). Once the bound for the number
of twin primes is in place, the hardest part of the proof is to establish the
estimate (3.41). Romanoff’s original proof of this was rather difficult. Erdős
& Turán (1935) gave a simpler proof, but the clever proof we have given is
due to Erdős (1951). Let r (n) be defined as in the proof of Theorem 3.15.


Erdős (1950) showed that r (n) =
(log log n), and that n≤x r (n)k k x for
104 Principles and first examples of sieve methods

any positive k. Presumably r (n) = o(log n), but for all we know there could be,
although it seems unlikely, infinitely many n such that n − 2k is prime whenever
0 < 2k < n. The number n = 105 has this property, and is probably the largest
such number. The best upper bound we have for the number of such n not
exceeding X is (Vaughan 1973),
 
c log X log log log X
X exp − .
log log X

For generalizations of Romanoff’s theorem, see Erdős (1950, 1951).

3.6 References
Ankeny, N. C. & Onishi, H. (1964/1965). The general sieve, Acta Arith. 10, 31–62.
Bateman, P. T. & Diamond, H. (2004). Analytic Number Theory, Hackensack: World
Scientific.
Behrend, F. A. (1948). Generalization of an inequality of Heilbronn and Rohrbach, Bull.
Amer. Math. Soc. 54, 681–684.
Bombieri, E. (1977). The asymptotic sieve, Rend. Accad. Naz. XL (5) 1/2 (1975/76),
243–269.
Bombieri, E., Friedlander, J. B., & Iwaniec, H. (1986). Primes in arithmetic progressions
to large moduli, Acta Math. 156, 203–251.
(1987). Primes in arithmetic progressions to large moduli, II, Math. Ann. 277, 361–
393.
(1989). Primes in arithmetic progressions to large moduli, III, J. Amer. Math. Soc. 2,
215–224.
Brun, V. (1915). Über das Goldbachsche Gesetz und die Anzahl der Primzahlpaare,
Archiv for Math. og Naturvid. B 34, no. 8, 19 pp.
(1919). La série 1/5 + 1/7 + 1/11 + 1/13 + 1/17 + 1/19 + 1/29 + 1/31 +
1/41 + 1/43 + 1/59 + 1/61 + · · · où les dénominateurs sont “nombres premiers
jumeaus” est convergente ou finie, Bull. Sci. Math. (2) 43, 100–104; 124–128.
(1967). Reflections on the sieve of Eratosthenes, Norske Vid. Selsk. Skr. Trondheim,
no. 1, 9 pp.
Buchstab, A. A. (1938). New improvements in the method of the sieve of Eratosthenes,
Mat. Sb. (N. S.) 4 (46), 375–387.
Chowla, S. (1932). Contributions to the analytic theory of numbers, Math. Z. 35, 279–
299.
Chung, K.-L. (1941). A generalization of an inequality in the elementary theory of
numbers, J. Reine Angew. Math. 183, 193–196.
van der Corput, J. G. (1958). Inequalities involving least common multiple and other
arithmetical functions, Nederl. Akad. Wetensch. Proc. Ser. A 61 (= Indag. Math.
20), 5–15.
Erdős, P. (1940). The difference of consecutive primes, Duke Math. J. 6, 438–441.
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 4
Primes in arithmetic progressions: I

4.1 Additive characters

∞
If f (z) = n=0 cn z n is a power series, we can restrict our attention to terms
for which n has prescribed parity by considering
1 1 ∞
f (z) + f (−z) = cn z n
2 2 n=0
n≡ 0 (2)

or
1 1 ∞
f (z) − f (−z) = cn z n .
2 2 n=0
n≡1 (2)

That is, we can express the characteristic function of an arithmetic progression

(mod 2) as a linear combination 12 1n ± 12 (−1)n of 1n and (−1)n . Here 1 and
−1 are the square-roots of 1, and we can similarly express the characteristic
function of an arithmetic progression (mod q) as a linear combination of the
sequences ζ n where ζ runs over the q different q th roots of unity. We write
e(θ ) = e2πiθ , and then the q th roots of unity are the numbers ζ = e(a/q) for
1 ≤ a ≤ q. If (a, q) = 1 then the least integer n such that ζ n = 1 is q, and we
say that ζ is a primitive q th root of unity. From the formula

q−1
1 − ζq
ζk =
k=0
1−ζ

for the sum of a geometric progression, we see that if ζ is a q th root of unity

then
q
ζk = 0
k=1

108
 4.1 Additive characters 109

unless ζ = 1. Hence

1
q
1 if n ≡ a (mod q),
e(−ka/q)e(kn/q) = (4.1)
q k=1 0 otherwise,

and thus the characteristic function of an arithmetic progression (mod q) can be

expressed as a linear combination of the sequences e(kn/q). These functions
are called the additive characters (mod q) because they are the homomorphisms
from the additive group (Z/qZ)+ of integers (mod q) to the multiplicative group
C× of non-zero complex numbers.
In the language of linear algebra we see that the arithmetic functions of
period q form a vector space of dimension q. For any k, 1 ≤ k ≤ q, the se-
quence {e(kn/q)}∞ n=−∞ has period q, and these q sequences form a basis
for the space of q-periodic arithmetic functions. Indeed, the formula (4.1)
expresses the a th elementary vector as a linear combination of the vectors
[e(n/q), e(2n/q), . . . , e((q − 1)n/q), 1].
If f (n) is an arithmetic function with period q then we define the finite
Fourier transform of f to be the function
1
q
*
f (k) = f (n)e(−kn/q). (4.2)
q n=1
To obtain a Fourier representation of f we multiply both sides of (4.1) by f (n)
and sum over n to see that
q
f (n) 
q
f (a) = e(−ka/q)e(kn/q)
n=1
q k=1

q
1
q
= e(−ka/q) f (n)e(kn/q)
k=1
q n=1

q
= e(−ka/q) *
f (−k).
k=1

Here the exact values that k runs through are immaterial, as long as the set of
these values forms a complete residue system modulo q. Hence we may replace
k by −k in the above, and so we see that

q
f (n) = *
f (k)e(kn/q). (4.3)
k=1

This includes (4.1) as a special case, for if we take f to be the characteris-

tic function of the arithmetic progression a (mod q) then by (4.2) we have
*f (k) = e(−ka/q)/q, and then (4.3) coincides with (4.1). The pair (4.2), (4.3)
of inversion formulæ are analogous to the formula for the Fourier coefficients
110 Primes in arithmetic progressions: I

and Fourier expansion of a function f ∈ L 1 (T), but the situation here is simpler
because our sums have only finitely many terms.
Let v(h) be the vector v(h) = [e(h/q), e(2h/q), . . . , e((q − 1)h/q), 1].
From (4.1) we see that two such vectors v(h 1 ) and v(h 2 ) are orthogonal un-
less h 1 ≡ h 2 (mod q). These vectors are not normalized, but they all have the
√
same length q, so apart from some rescaling, the transformation from f to * f
is an isometry. More precisely, if f has period q and * f is given by (4.2), then
by (4.3),

q 
q 
q 2
| f (n)|2 = *
f (k)e(kn/q) .
n=1 n=1 k=1

By expanding and taking the sum over n inside, we see that this is
q q 
q
= *
f ( j) *
f (k) e( jn/q)e(−kn/q).
j=1 k=1 n=1

By (4.1) the innermost sum is q if j = k and is 0 otherwise. Hence


q 
q
| f (n)|2 = q |*
f (k)|2 . (4.4)
n=1 k=1

This is analogous to Parseval’s identity for functions f ∈ L 2 (T), or to

Plancherel’s identity for functions f ∈ L 2 (R).
Among the exponential sums that we shall have occasion to consider is
Ramanujan’s sum
q
cq (n) = e(an/q). (4.5)
a=1
(a,q)=1

We now establish some of the interesting properties of this quantity.

Theorem 4.1 As a function of n, cq (n) has period q. For any given n, cq (n)
is a multiplicative function of q. Also,
 
q if q|n,
cd (n) = (4.6)
d|q
0 otherwise.

Finally,
 µ(q/(q, n))
cq (n) = dµ(q/d) = ϕ(q). (4.7)
d|(q,n)
ϕ(q/(q, n))

The case n = 1 of this last formula is especially memorable:

q
e(a/q) = µ(q).
a=1
(a,q)=1
 4.1 Additive characters 111

Proof The first assertion is evident, as each term in the sum (4.5) has period
q. As for the second, suppose that q = q1 q2 where (q1 , q2 ) = 1. By the Chinese
Remainder Theorem, for each a (mod q) there is a unique pair a1 , a2 with ai
determined (mod qi ), so that a ≡ a1 q2 + a2 q1 (mod q). Moreover, under this
correspondence we see that (a, q) = 1 if and only if (ai , qi ) = 1 for i = 1, 2.
Then


q1 
q2
cq (n) = e((a1 q2 + a2 q1 )n/(q1 q2 ))
a1 =1 a2 =1
(a1 ,q1 )=1 (a2 ,q2 )=1
⎛ ⎞⎛ ⎞
⎜  ⎟⎜ 
q1 q2
⎟
=⎝ e(a1 n/q1 )⎠ ⎝ e(a2 n/q2 )⎠
a1 =1 a2 =1
(a1 ,q1 )=1 (a2 ,q2 )=1

= cq1 (n)cq2 (n).

To establish (4.6), suppose that d|q, and consider those a, 1 ≤ a ≤ q, such

that (a, q) = d. Put b = a/d. Then the numbers a are in one-to-one correspon-
dence with those b, 1 ≤ b ≤ q/d, for which (b, q/d) = 1. Hence


q  
q
e(na/q) = e(na/q)
a=1 d|q a=1
(a,q)=d

 
q/d
= e(nb/(q/d))
d|q b=1
(b,q/d)=1

= cq/d (n).
d|q

By (4.1), the left-hand side above is q when q|n, and is 0 otherwise. Thus we
have (4.6).
The first formula in (4.7) is merely the Möbius inverse of (4.6). To obtain
the second formula in (4.7), we begin by considering the special case in which
q is a prime power, q = p k .


k
p
c pk (n) = e(na/ p k )
a=1
p
a

 
k k−1
p p
= e(na/ p ) −k
e(na/ p k−1 ).
a=1 a=1
112 Primes in arithmetic progressions: I

Here the first sum is p k if p k |n, and is 0 otherwise. Similarly, the second
sum is p k−1 if p k−1 |n, and is 0 otherwise. Hence the above is
⎧
⎨0 if p k−1
n,
= −p k−1
if p k−1 n,
⎩ k
p − p k−1 if p k |n
 k 
µ p /(n, p k )
=  k  ϕ( p k ).
ϕ p /(n, p k )
The general case of (4.7) now follows because cq (n) is a multiplicative function
of q.

4.1.1 Exercises
√
1. Let U = [u kn ] be the q × q matrix with elements u kn = e(kn/q)/ q. Show
that UU ∗ = U ∗ U = I , i.e., that U is unitary.
2. (Friedman 1957; cf. Reznick 1995)
(a) Show that
1  
2r 2r
ue(θ/2) + ve(−θ/2) dθ = u r vr
0 r
for any non-negative integer r and arbitrary complex numbers u, v.
(b) Show that if u = (x − i y)/2, v = (x + i y)/2, then
x cos π θ + y sin π θ = ue(θ/2) + ve(−θ/2)
for all θ.
(c) Show that
1  
2r 2r
x cos π θ + y sin π θ dθ = 2−2r (x 2 + y 2 )r
0 r
for any non-negative integer r and arbitrary real or complex numbers
x, y.
(d) Show that
  
q
 πia/q 
−πia/q 2r 2r
ue + ve =q u r vr
a=1
r
if r is an integer, 0 ≤ r < q.
(e) Show that
 q  
2r
(x cos πa/q + y sin πa/q)2r = q 2−2r (x 2 + y 2 )r
a=1
r
if r is an integer, 0 ≤ r < q.
 4.1 Additive characters 113

3. Show that |cq (n)| ≤ (q, n).

4. (Carmichael 1932)
(a) Show that if q > 1, then

q
cq (n) = 0.
n=1

(b) Show that if q1 = q2 and [q1 , q2 ]|N , then


N
cq1 (n)cq2 (n) = 0.
n=1

(c) Show that if q|N , then


N
cq (n)2 = N ϕ(q).
n=1

5. (Grytczuk 1981; cf. Redmond 1983) Show that


|cd (n)| = 2ω(q/(q,n)) (q, n).
d|q

6. (Ramanujan 1918) Show that

ϕ(n)  ∞
µ(d)  ∞
= 2
cq (n) = aq cq (n)
n d=1
d q|d q=1

where
 −1
6µ(q) 1
aq = 2 2 1− 2 .
π q p|q
p

7. (Wintner 1943, Sections 33–35) The orthogonality relations of Exercise 4

give us hope that it might be possible to represent an arithmetic function
F(n) in the form
∞
F(n) = aq cq (n) (4.8)
q=1

by taking
1 1
aq = lim F(n)cq (n) . (4.9)
ϕ(q) x→∞ x n≤x


In the following, suppose that f (r ) is chosen so that F(n) = r |n f (r ) for
all n.
(a) Suppose that
∞
| f (r )|
< ∞. (4.10)
r =1
r
114 Primes in arithmetic progressions: I

Let d be a fixed positive integer. Show that

 x ∞
f (r )
F(n) = (d, r ) + o(x)
n≤x d r =1
r
d|n

as x → ∞.
(b) Suppose that (4.10) holds. Show that
1 ∞
f (r )
lim F(n)cq (n) = ϕ(q) .
x→∞ x r
n≤x r =1
q|r

(c) Put
∞
f (r )
aq = .
r =1
r
q|r

Show that if

∞
| f (r )|d(r )
<∞ (4.11)
r =1
r

∞
then (4.8) and (4.9) hold, and moreover that q=1 |aq cq (n)| < ∞.

∞
8. (Ramanujan 1918) Show that if q > 1, then n=1 cq (n)/n = −(q). (See
also Exercise 8.3.4.)
9. Let q (z) denote the q th cyclotomic polynomial, i.e., the monic polynomial
whose roots are precisely the primitive q th roots of unity, so that
q
q (z) = (z − e(n/q)).
n=1
(n,q)=1

(a) Show that

q (z) = (z d − 1)µ(q/d)
d|q

and that (z d − 1)µ(q/d) has a power series expansion, valid when |z| < 1,
with integer coefficients. Deduce that q (z) ∈ Z[z].
(b) Suppose that z ∈ Z and p | q (z) and let e denote the order of z modulo
p. Show that e | q and that if p | (z d − 1) then e | d.
(c) Choose t so that p t (z e − 1). Show that for m ∈ N with p
m one has
p t (z me − 1).


(d) Show that if p
q, then p ht q (z) where h = µ(q/d). Deduce that
e|d|q
e = q and that q | ( p − 1).
(e) By taking z to be a suitable multiple of q, or otherwise, show that there
are infinitely many primes p with p ≡ 1 (mod q).
 4.2 Dirichlet characters 115

4.2 Dirichlet characters

In the preceding section we expressed the characteristic function of an arithmetic
progression as a linear combination of additive characters. For purposes of
multiplicative number theory we shall similarly represent the characteristic
function of a reduced residue class (mod q) as a linear combination of totally
multiplicative functions χ (n) each one supported on the reduced residue classes
and having period q. These are the Dirichlet characters. Since χ (n) has period
q we may think of it as mapping from residue classes, and since χ (n) = 0 if and
only if (n, q) = 1, we may think of χ as mapping from the multiplicative group
of reduced residue classes to the multiplicative group C× of non-zero complex
numbers. As χ is totally multiplicative, χ (mn) = χ (m)χ (n) for all m, n, we see
that the map χ : (Z/qZ)× −→ C× is a homomorphism. The method we use to
describe these characters applies when (Z/qZ)× is replaced by an arbitrary finite
abelian group G, so we consider the slightly more general problem of finding
all homomorphisms χ : G → C× from such a group G to C× . We call these
homomorphisms the characters of G, and let G * denote the set of all characters
of G. We let χ0 denote the principal character, whose value is identically 1.
We note that if χ ∈ G, * then χ (e) = 1 where e denotes the identity in G. Let n
denote the order of G. If g ∈ G and χ ∈ G, * then g n = e, and hence χ (g n ) = 1.
Consequently χ (g) = 1, and so we see that all values taken by characters are
n

* is finite, since there can be at

n th roots of unity. In particular, this implies that G
most n such maps. If χ1 and χ2 are two characters of G, then we can define
n

a product character χ1 χ2 by χ1 χ2 (g) = χ1 (g)χ2 (g). For χ ∈ G, * let χ be the

character χ (g). Then χ · χ = χ0 , and we see that G * is a finite abelian group
with identity χ0 . The following lemmas prepare for a full description of G * in
Theorem 4.4.

Lemma 4.2 Suppose that G is cyclic of order n, say G = (a). Then there are
exactly n characters of G, namely χk (a m ) = e(km/n) for 1 ≤ k ≤ n. Moreover,
 
n if χ = χ0 ,
χ (g) = (4.12)
g∈G
0 otherwise,

and
 
n if g = e,
χ (g) = (4.13)
*
0 otherwise.
χ ∈G

* is cyclic, G
In this situation, G * = (χ1 ).

Proof Suppose that χ ∈ G. * As we have observed, χ (a) is an n th root of unity,

say χ (a) = e(k/n) for some k, 1 ≤ k ≤ n. Hence χ (a m ) = χ (a)m = e(km/n).
116 Primes in arithmetic progressions: I

Since the characters are now known explicitly, the remaining assertions are
easily verified.

Next we describe the characters of the direct product of two groups in terms
of the characters of the factors.
Lemma 4.3 Suppose that G 1 and G 2 are finite abelian groups, and that G =
G 1 ⊗ G 2 . If χi is a character of G i , i = 1, 2, and g ∈ G is written g = (g1 , g2 ),
gi ∈ G i , then χ (g) = χ1 (g1 )χ2 (g2 ) is a character of G. Conversely, if χ ∈ G, *
then there exist unique χi ∈ G i such that χ (g) = χ1 (g1 )χ2 (g2 ). The identities
(4.12) and (4.13) hold for G if they hold for both G 1 and G 2 .
* corresponds to a pair (χ1 , χ2 ) ∈ G
We see here that each χ ∈ G *1 × G
* 2 . Thus
∼ * *
G = G1 ⊗ G2.
Proof The first assertion is clear. As for the second, put χ1 (g1 ) = χ ((g1 , e2 )),
*i for i = 1, 2, and χ1 (g1 )χ2 (g2 ) = χ (g). The
χ2 (g2 ) = χ ((e1 , g2 )). Then χi ∈ G
χi are unique, for if g = (g1 , e2 ), then
χ (g) = χ ((g1 , e2 )) = χ1 (g1 )χ2 (e2 ) = χ1 (g1 ),
and similarly for χ2 . If χ (g) = χ1 (g1 )χ2 (g2 ), then
  
  
χ (g) = χ1 (g1 ) χ2 (g2 ) ,
g∈G g1 ∈G 1 g2 ∈G 2

so that (4.12) holds for G if it holds for G 1 and for G 2 . Similarly, if g = (g1 , g2 ),
then
⎛ ⎞⎛ ⎞
  
χ (g) = ⎝ χ1 (g1 )⎠ ⎝ χ2 (g2 )⎠ ,
*
χ ∈G *1
χ1 ∈G *2
χ1 ∈ G

so that (4.13) holds for G if it holds for G 1 and G 2 .

* is isomorphic to G,
Theorem 4.4 Let G be a finite abelian group. Then G
and (4.12) and (4.13) both hold.
Proof Any finite abelian group is isomorphic to a direct product of cyclic
groups, say
G∼
= Cn 1 ⊗ Cn 2 ⊗ · · · ⊗ Cnr .
The result then follows immediately from the lemmas.

Though G and G * are isomorphic, the isomorphism is not canonical. That is,
no particular one-to-one correspondence between the elements of G and those
* is naturally distinguished.
of G
 4.2 Dirichlet characters 117

Corollary 4.5 The multiplicative group (Z/qZ)× of reduced residue classes

(mod q) has ϕ(q) Dirichlet characters. If χ is such a character, then
q 
ϕ(q) if χ = χ0 ,
χ (n) = (4.14)
n=1
0 otherwise.
(n,q)=1

If (n, q) = 1, then
 
ϕ(q) if n ≡ 1 (mod q),
χ (n) = (4.15)
χ
0 otherwise,

where the sum is extended over the ϕ(q) Dirichlet characters χ (mod q).

As we remarked at the outset, for our purposes it is convenient to define the

Dirichlet characters (mod q) on all integers; we do this by setting χ (n) = 0
when (n, q) > 1. Thus χ is a totally multiplicative function with period q that
vanishes whenever (n, q) > 1, and any such function is a Dirichlet character
(mod q). In this book a character is understood to be a Dirichlet character unless
the contrary is indicated.

Corollary 4.6 If χi is a character (mod qi ) for i = 1, 2, then χ1 (n)χ2 (n)

is a character (mod [q1 , q2 ]). If q = q1 q2 , (q1 , q2 ) = 1, and χ is a character
(mod q), then there exist unique characters χi (mod q), i = 1, 2, such that
χ (n) = χ1 (n)χ2 (n) for all n.

Proof The first assertion follows immediately from the observations that
χ1 (n)χ2 (n) is totally multiplicative, that it vanishes if (n, [q1 , q2 ]) > 1, and
that it has period [q1 , q2 ]. As for the second assertion, we may suppose that
(n, q) = 1. By the Chinese Remainder Theorem we see that

(Z/qZ)× ∼
= (Z/q1 Z)× ⊗ (Z/q2 Z)×

if (q1 , q2 ) = 1. Thus the result follows from Lemma 4.2.

Our proof of Theorem 4.4 depends on Abel’s theorem that any finite abelian
group is isomorphic to the direct product of cyclic groups, but we can prove
Corollary 4.5 without appealing to this result, as follows. By the Chinese Re-
mainder Theorem we see that
+
(Z/qZ)× ∼ = (Z/ p α Z)× .
p α q

If p is odd, then the reduced residue classes (mod p α ) form a cyclic group; in
classical language we say there is a primitive root g. Thus if (n, p) = 1, then
there is a unique ν (mod ϕ( p α )) such that g ν ≡ n (mod p α ). The number ν is
118 Primes in arithmetic progressions: I

called the index of n, and is denoted ν = indg n. From Lemma 4.2 it follows
that the characters (mod p α ), p > 2, are given by
 
k indg n
χk (n) = e (4.16)
ϕ( p α )
for (n, p) = 1. We obtain ϕ( p α ) different characters by allowing k to assume
integral values in the range 1 ≤ k ≤ ϕ( p α ). By Lemma 4.3 it follows that if q
is odd, then the general character (mod q) is given by
 
 k indg n
χ (n) = e (4.17)
p α q
ϕ( p α )

for (n, q) = 1, where it is understood that k = k( p α ) is determined (mod ϕ( p α ))

and that g = g( p α ) is a primitive root (mod p α ).
The multiplicative structure of the reduced residues (mod 2α ) is more com-
plicated. For α = 1 or α = 2 the group is cyclic (of order 1 or 2, respectively),
and (4.16) holds as before. For α ≥ 3 the group is not cyclic, but if n is odd, then
there exist unique µ (mod 2) and ν (mod 2α−2 ) such that n ≡ (−1)µ 5ν (mod 2α ).
In group-theoretic terms this means that

Z/2α Z)× ∼
= C2 ⊗ C2α−2
when α ≥ 3. By Lemma 4.3 the characters in this case take the form
 
jµ kν
χ (n) = e + α−2 (4.18)
2 2
for odd n where j = 0 or 1 and 1 ≤ k ≤ 2α−2 . Thus (4.17) holds if 8
q, but if
8|q, then the general character takes the form
⎛ ⎞
⎜ jµ kν   indg n ⎟
χ (n) = e ⎝ + α−2 + ⎠ (4.19)
2 2 α
p q
ϕ( p α )
p>2

when (n, q) = 1.
By definition, if f (n) is totally multiplicative, f (n) = 0 whenever (n, q) > 1,
and f (n) has period q, then f is a Dirichlet character (mod q). It is useful to
note that the first condition can be relaxed.
Theorem 4.7 If f is multiplicative, f (n) = 0 whenever (n, q) > 1, and f has
period q, then f is a Dirichlet character modulo q.
Proof It suffices to show that f is totally multiplicative. If (mn, q) > 1, then
f (mn) = f (m) f (n) since 0 = 0. Suppose that (mn, q) = 1. Hence in partic-
ular (m, q) = 1, so that the map k → n + kq (mod m) permutes the residue
classes (mod m). Thus there is a k for which n + kq ≡ 1 (mod m), and
 4.2 Dirichlet characters 119

consequently (m, n + kq) = 1. Then

f (mn) = f (m(n + kq)) (by periodicity)
= f (m) f (n + kq) (by multiplicativity)
= f (m) f (n) (by periodicity),
and the proof is complete.

We shall discuss further properties of Dirichlet characters in Chapter 9.

4.2.1 Exercises
1. Let G be a finite abelian group of order n. Let g1 , g2 , . . . , gn denote the
elements of G, and let χ1 (g), χ2 (g), . . . , χn (g) denote the characters of G.
√
Let U = [u i j ] be the n × n matrix with elements u i j = χi (g j )/ n. Show
that UU ∗ = U ∗ U = I , i.e., that U is unitary.
2. Show that for arbitrary real or complex numbers c1 , . . . , cq ,
 
q 2 
q
cn χ (n) = ϕ(q) |cn |2
χ n=1 n=1
(n,q)=1

where the sum on the left-hand side runs over all Dirichlet characters
χ (mod q).
3. Show that for arbitrary real or complex numbers cχ ,

q  2 
cχ χ (n) = ϕ(q) |cχ |2
n=1 χ χ

where the sum over χ is extended over all Dirichlet characters (mod q).
4. Let (a, q) = 1, and suppose that k is the order of a in the multiplicative group
of reduced residue classes (mod q).
(a) Show that if χ is a Dirichlet character (mod q), then χ (a) is a k th root
of unity.
(b) Show that if z is a k th root of unity, then

k if z = 1,
1 + z + ··· + z k−1
=
0 otherwise.

(c) Let ζ be a k th root of unity. By taking z = χ (a)/ζ , show that each k th

root of unity occurs precisely ϕ(q)/k times among the numbers χ (a) as
χ runs over the ϕ(q) Dirichlet characters (mod q).
5. Let χ be a Dirichlet character (mod q), and let k denote the order of χ in the
character group.
(a) Show that if (a, q) = 1, then χ (a) is a k th root of unity.
120 Primes in arithmetic progressions: I

(b) Show that each k th root of unity occurs precisely ϕ(q)/k times among the
numbers χ (a) as a runs over the ϕ(q) reduced residue classes (mod q).
6. Let χ be a character (mod q) such that χ (a) = ±1 whenever (a, q) = 1, and

q
put S(χ ) = n=1 nχ (n). Thus S(χ ) is an integer.
(a) Show that if (a, q) = 1 then aχ (a)S(χ ) ≡ S(χ ) (mod q).
(b) Show that there is an a such that (a, q) = 1 and (aχ (a) − 1, q)|12.
(c) Deduce that 12S(χ ) ≡ 0 (mod q).
In algebraic number fields we encounter not only Dirichlet characters, but
also characters of ideal class groups and of Galois groups. In addition, algebraic
number fields possessing one or more complex embeddings also have a further
kind of character, Hecke’s Grössencharaktere. In a sequence of exercises, be-
ginning with the one below, we develop the basic properties of these characters
√
for the Gaussian field Q( −1).
7. Let K be the Gaussian field,
√
K =Q −1 = {a + bi : a, b ∈ Q},

and let O K be the ring of algebraic integers in K ,

O K = {a + bi : a, b ∈ Z}.
Elements α = a + bi ∈ K have a norm, N (α) = a 2 + b2 , and we observe
that N (αβ) = N (α)N (β). An element α of a ring is a unit if α has an inverse
in the ring. The ring O K has precisely four units, namely i k for k = 0, 1, 2, 3.
Two elements α, β ∈ O K are associates if α = uβ for some unit u. For each
integer m we define the Hecke Grössencharakter
 4mi arg α
e if α = 0,
χm (α) =
0 if α = 0.

(a) Show that if α and β are associates then χm (α) = χm (β).

(b) Show that χm (αβ) = χm (α)χm (β) for all α and β in O K .

4.3 Dirichlet L-functions

Let χ be a character (mod q). For σ > 1 we put

∞
L(s, χ ) = χ (n)n −s . (4.20)
n=1

Since χ is totally multiplicative, by Theorem 1.9 we have

L(s, χ ) = (1 − χ ( p) p −s )−1 (4.21)
p
 4.3 Dirichlet L-functions 121

for σ > 1. Thus we see that


∞
 
L(s, χ0 ) = n −s = ζ (s) 1 − p −s (4.22)
n=1 p|q
(n,q)=1

for σ > 1. By (4.14) we see that if χ = χ0 , then


χ (n) = 0
1≤n≤kq

for k = 1, 2, 3, . . . . Hence

χ (n) ≤ q (4.23)
n≤x

for any x, so that by Theorem 1.3, the series (4.20) converges for σ > 0. This
result is best possible since the terms in (4.20) do not tend to 0 when σ = 0. On
the other hand, we shall show in Chapter 10 that the function L(s, χ) is entire
if χ = χ0 . For σ > 1 we can take logarithms in (4.21), and differentiate, as in
Corollary 1.11, and thus we obtain

Theorem 4.8 If χ = χ0 , then L(s, χ) is analytic for σ > 0. On the other

hand, the function L(s, χ0 ) is analytic in this half-plane except for a simple
pole at s = 1 with residue ϕ(q)/q. In either case,

∞
(n)
log L(s, χ) = χ (n)n −s (4.24)
n=2
log n

for σ > 1, and

L ∞
− (s, χ ) = (n)χ (n)n −s . (4.25)
L n=1

In these last formulæ we see how relations for L-functions parallel those
for the zeta functions. Indeed, when manipulating Dirichlet series formally, the
only property of n −s that is used is that it is totally multiplicative. Hence all
such calculations can be made with n −s replaced by χ (n)n −s . For example, we


know that µ(n)2 n −s = ζ (s)/ζ (2s) for σ > 1. Hence formally

∞
µ(n)2 χ (n)n −s = L(s, χ )/L(2s, χ 2 ). (4.26)
n=1

Since |χ(n)n −s | ≤ n −σ , this latter series is absolutely convergent whenever the

former one is, and by (4.21) we see that (4.26) holds for σ > 1. In fact, by a
theorem of Stieltjes (see Exercise 1.3.2), the identity (4.26) holds for σ > 1/2
if χ = χ0 .
122 Primes in arithmetic progressions: I

We now use the identity (4.15) to capture a prescribed residue class. If

(a, q) = 1, then

1  1 if n ≡ a (mod q),
χ (a)χ (n) = (4.27)
ϕ(q) χ 0 otherwise

where the sum is extended over all characters χ (mod q). This is the multiplica-
tive analogue of (4.1). Hence if (a, q) = 1 then

∞
1  ∞ 
(n)n −s = (n)n −s χ (a)χ (n)
n=1
ϕ(q) n=1 χ
n≡a (q)
−1  L
= χ (a) (s, χ) (4.28)
ϕ(q) χ L


for σ > 1. As L(s, χ0 ) has a simple pole at s = 1, the function LL (s, χ) has a
simple pole at 1 with residue −1. Thus the term arising from χ0 on the right-hand
side above is
1
+ Oq (1) (4.29)
ϕ(q)(s − 1)

as s → 1+ . This enables us to prove that there are infinitely many primes

p ≡ a (mod q), provided that we can show that the terms from χ = χ0 on the
right-hand side of (4.28) do not interfere with the main term (4.29). But L(s, χ )

is analytic for σ > 0, so that LL (s, χ ) is analytic except at zeros of L(s, χ).
Hence
L L
lim+ (s, χ ) = (1, χ) (4.30)
s→1 L L
for χ = χ0 , provided that L(1, χ ) = 0. Thus the following result lies at the
heart of the matter.

Theorem 4.9 (Dirichlet) If χ is a character (mod q) with χ = χ0 , then

L(1, χ) = 0.

Suppose that (a, q) = 1. Then the above, with (4.28), (4.29), and (4.30) give
the estimate

∞
1
(n)n −s = + Oq (1)
n=1
ϕ(q)(s − 1)
n≡a (q)
 4.3 Dirichlet L-functions 123

as s → 1+ . Consequently
∞
(n)
= ∞.
n=1
n
n≡a (q)

Here the contribution of the proper prime powers is

 log p  ∞  log p
≤ log p p −k = < ∞, (4.31)
p p( p − 1)
p k
p ≡a (q)
k p k=2
k≥2

and thus we have

Corollary 4.10 (Dirichlet’s theorem) If (a, q) = 1, then there are infinitely

many primes p ≡ a (mod q), and indeed
 log p
= ∞.
p≡a (q)
p

We call a character real if all its values are real (i.e., χ (n) = 0 or ±1 for all
n). Otherwise a character is complex. A character is quadratic if it has order
2 in the character group: χ 2 = χ0 but χ = χ0 . Thus a quadratic character is
real, and a real character is either principal or quadratic. In Chapter
  9 we shall
express quadratic characters in terms of the Kronecker symbol dn .

Proof of Theorem 4.9 We treat quadratic and complex characters separately.

Case 1: Complex χ. From (4.24) we have
 
 ∞
(n) −s
L(s, χ ) = exp χ (n)n
χ χ n=2 log n

for σ > 1. By (4.15) this is

⎛ ⎞
⎜ ∞
(n) −s ⎟
= exp ⎝ϕ(q) n ⎠.
n=2
log n
n≡1 (q)

If we take s = σ > 1, then the sum above is a non-negative real number, and
hence we see that

L(σ, χ) ≥ 1 (4.32)
χ

for σ > 1. Now L(s, χ0 ) has a simple pole at s = 1, but the other L(s, χ)
are analytic at s = 1. Thus L(1, χ ) = 0 can hold for at most one χ , since
otherwise the product in (4.32) would tend to 0 as σ → 1+ . If χ is a character
(mod q), then χ is a character (mod q), and χ = χ if χ is complex. Moreover
124 Primes in arithmetic progressions: I

L(s, χ ) = L(s, χ ) by the Schwarz reflection principle, so that L(1, χ ) = 0 if

L(1, χ ) = 0. Consequently L(1, χ ) = 0 for complex χ .


∞ −s
Case 2: Quadratic χ. Let r (n) = d|n χ (d). Thus n=1 r (n)n =
ζ (s)L(s, χ) for σ > 1, r (n) is multiplicative, and
⎧
⎪
⎪ 1 if p | q,
⎨
α + 1 if χ ( p) = 1,
r ( pα ) =
⎪
⎪ 1 if χ ( p) = −1 and 2 | α,
⎩
0 if χ ( p) = −1 and 2
α.

Hence r (n) ≥ 0 for all n, and r (n 2 ) ≥ 1 for all n. Suppose that L(1, χ ) = 0.
Then ζ (s)L(s, χ) is analytic for σ > 0, and by Landau’s theorem (Theorem


1.7) the series r (n)n −s converges for σ > 0. But this is false, since

∞ 
∞ 
∞
r (n)n −1/2 ≥ r (n 2 )n −1 ≥ n −1 = +∞.
n=1 n=1 n=1

Hence L(1, χ ) = 0. Since L(σ, χ ) > 0 for σ > 1 when χ is quadratic, we see
in fact that L(1, χ ) > 0 in this case.

By using the techniques of Chapter 2 we can prove more than the mere
divergence of the series in Corollary 4.10.

Theorem 4.11 Suppose that χ is a non-principal Dirichlet character. Then

for x ≥ 2,
 χ (n)(n)
(a) χ 1,
n≤x n
 χ ( p) log p
(b) χ 1,
p≤x p
 χ ( p)  
1
(c) = b(χ ) + Oχ ,
p≤x p log x
   
χ ( p) −1 1
(d) 1− = L(1, χ ) + Oχ
p≤x p log x
where
 χ ( pk )
b(χ ) = log L(1, χ) − .
k
kp k
p
k>1

Proof We show first that

 χ (n) log n  
 log x
= −L (1, χ) + Oq . (4.33)
n≤x n x


To this end we put S(x) = n≤x χ (n). Then from (4.23) we see that S(x) χ 1.
 4.3 Dirichlet L-functions 125

Thus the error term above is

 χ (n) log n ∞
log u
= d S(u)
n>x n x u
∞
S(x) log x
=− − S(u)(1 − log u)u −2 du
x x
log x
χ .
x


As log n = d|n (d), the left-hand side of (4.33) is
 (d)χ (md)  (d)χ (d)  χ (m)
= . (4.34)
md≤x
md d≤x
d m≤x/d
m

Here the inner sum is of the form

 χ (m)  χ (m)
= L(1, χ) − ,
m≤y m m>y m

and this last sum is

∞ ∞
S(y)
u −1 d S(u) = − + S(u)u −2 du χ y −1 .
y y y

Hence the right-hand side of (4.34) is

 
 (d)χ (d) 1
L(1, χ ) + Oχ (d) .
d≤x
d x d≤x

This last error term is χ 1, and then (a) follows from (4.33) and the fact that
L(1, χ) = 0. The derivation of (b) from (a), and of (c) from (b) proceeds as in
the proof of Theorem 2.7. Continuing as in that proof, we see from (c) that
 (n)χ (n)  
1
= c(χ ) + Oχ
1<n≤x
n log n log x

where
 χ ( pk )
c(χ ) = b(χ ) + .
k
kp k
p
k>1

We let s → 1+ in (4.24), and deduce by Theorem 1.1 that c(χ) = log L(1, χ ).
To complete the derivation of (d) it suffices to argue as in the proof of
Theorem 2.7.

By forming a linear combination of these estimates as in (4.27) we obtain

Corollary 4.12 If (a, q) = 1 and x ≥ 2, then
 (n) 1
(a) = log x + Oq (1),
n≤x n ϕ(q)
n≡a (q)
126 Primes in arithmetic progressions: I

 log p 1
(b) = log x + Oq (1),
p≤x p ϕ(q)
 1
n≡a (q)
 
1 1
(c) = log log x + b(q, a) + Oq ,
p≤x p ϕ(q) log x
n≡a (q)
 −1   
1 1
(d) 1− = c(q, a)(log x)1/ϕ(q) 1 + Oq
p≤x p log x
n≡a (q)
where
    
1  1  1
b(q, a) = C0 + log 1 − + χ (a) log L(1, χ) −
ϕ(q) p χ =χ0
kp k
p|q k
p ≡a (q)
k>1

and
     1/ϕ(q)
ϕ(q) 1 −χ ( p) χ ( p)
c(q, a) = e C0
L(1, χ )χ (a) 1− 1− .
q χ =χ0 p p p
Proof To derive (a) from Theorem 4.11(a) we use (4.27) and the estimate
 (n)χ0 (n)
= log x + Oq (1),
n≤x n
which follows from Theorem 2.7(a) since
 log p  log p
= q 1.
k
pk p|q
p−1
p
p|q

We derive (b) and (c) similarly from the corresponding parts of Theorem 4.11.
In the latter case we use the estimate
 χ0 ( p)  
1
= log log x + b(χ0 ) + Oq
p≤x p log x
where
   
1 χ0 ( p k )
b(χ0 ) = C0 + log 1 − − .
p|q
p k
kp k
p
k>1
To derive (d) we observe first that
     −1
χ0 ( p) −1 1 1
1− = 1− 1− ,
p≤x p p≤x p p≤x p
p|q
which by Theorem 2.7(e) is
⎛ ⎞−1
    
ϕ(q) ⎜ 1 ⎟ −C0 1
= ⎝ 1− ⎠ e (log x) 1 + O .
q p|q
p log x
p>x
 4.3 Dirichlet L-functions 127

Here each term in the product is 1 + O(1/x), and the number of factors is
≤ ω(q), so the product is 1 + Oq (1/x), and hence the above is
  
ϕ(q) 1
= eC0 (log x) 1 + Oq .
q log x
To complete the proof it suffices to combine this with Theorem 4.11(d)
in (4.27).

4.3.1 Exercises
1. Let χ be a Dirichlet character (mod q). Show that if σ > 1, then

∞
(a) (−1)n−1 χ (n)n −s = (1 − χ (2)21−s )L(s, χ );
n=1

∞
L(s, χ)4
(b) d(n)2 χ (n)n −s = .
L(2s, χ 2 )
n=1

2. (Mertens 1895a,b) Let r (n) = d|n χ (d).
(a) Show that if χ is a non-principal character (mod q), then
 χ (n) 1
√ χ √ .
n>x n x
(b) Show that if χ is a non-principal character (mod q), then
 r (n)
1/2
= 2x 1/2 L(1, χ ) + Oχ (1).
n≤x n

(c) Recall that if χ is quadratic then r (n) ≥ 0 for all n, and that r (n 2 ) ≥ 1.
Deduce that if χ is a quadratic character, then the left-hand side above
is log x.
(d) Conclude that if χ is a quadratic character, then L(1, χ ) > 0.


3. (Mertens 1897, 1899) For u ≥ 0, put f (u) = m≤u (1 − m/u).
(a) Show that f (u) ≥ 0, that f (u) is continuous, and that if u is not an
integer, then
[u]([u] + 1)
f  (u) = ;
2u 2
deduce that f is increasing.
(b) Show also that
u 1 u u 1
f (u) = − {v} dv = − + O(1/u) .
2 u 0 2 2


(c) Let r (n) = d|n χ (d), and assume that χ is non-principal. Show that
 
r (n)(1 − n/x) = χ (d) f (x/d) .
n≤x d≤x
128 Primes in arithmetic progressions: I

(d) Write d≤x = d≤y + y<d≤x = S1 + S2 where 1 ≤ y ≤ x. Use
part (b) to show that S1 = 2 x L(1, χ ) + Oχ (x/y) + O(y 2 /x).
1

(e) Use the results of part (a) to show that S2 χ f (x/y).

(f) By making an appropriate choice of y, deduce that if χ is a non-principal
character, then
 x  
r (n)(1 − n/x) = L(1, χ ) + Oχ x 1/3 .
n≤x 2
(g) Argue that if χ is a quadratic character, then the left-hand side above
is x 1/2 ; deduce that L(1, χ) > 0.
4. (Ingham 1929) Let f 1 (n) and f 2 (n) be totally multiplicative functions, and
suppose that | f i (n)| ≤ 1 for all n.
(a) Show that if σ > 1, then
  
∞  
f 1 (d) f 2 (d) n −s
n=1 d|n d|n
   
∞ 
∞ 
∞
ζ (s) f 1 (n)n −s f 2 (n)n −s f 1 (n) f 2 (n)n −s
n=1 n=1 n=1
=

∞
f 1 (n) f 2 (n)n −2s
n=1

f 1 ( p) f 2 ( p)

1−
p p 2s
=     .
1 f 1 ( p) f 2 ( p) f 1 ( p) f 2 ( p)
1− s 1− 1 − 1 −
p p ps ps ps
(b) By considering

∞  2
F(s) = χ (d)d −iu n −s ,
n=1 d|n

show that L(1 + iu, χ ) = 0.

5. Let π(x; q, a) denote the number of primes p ≡ a (mod q) with p not
exceeding x. Similarly, let
 
ϑ(x; q, a) = log p, ψ(x; q, a) = (n).
p≤x n≤x
p≡a (q) n≡a (q)

(a) Show that

 
ϑ(x; q, a) = ψ(x; q, a) + O x 1/2 .
(b) Show that
 
ϑ(x; q, a) x
π(x; q, a) = +O .
log x (log x)2
 4.3 Dirichlet L-functions 129

(c) Show that if x ≥ C, C ≥ 2, and (a, q) = 1, then

 log p log C
= + Oq (1).
x/C< p≤x
p ϕ(q)
p≡a (q)

(d) Show that for any positive integer q there is a small number cq and a
large number Cq such that if x ≥ 2Cq and (a, q) = 1, then
 log p
> cq .
x/Cq < p≤x
p
p≡a (q)

(e) Show that for any positive integer q there is a Cq such that if (a, q) = 1,
then
x
π (x; q, a) q
log x
uniformly for x ≥ Cq .
(f) Show that if (a, q) = 1, then
π(x; q, a) 1 π (x; q, a) 1
lim inf ≤ , lim sup ≥ .
x→∞ x/ log x ϕ(q) x→∞ x/ log x ϕ(q)
6. (a) Show that
 
x
ϑ(x) ≤ π (x) log x ≤ ϑ(x) + O
log x
for x ≥ 2.
(b) Let P denote a set of prime numbers, and put
 
πP (x) = 1, ϑP (x) = log p.
p≤x p≤x
p∈P p∈P

Show that
 
x
ϑP (x) = πP (x) log x + O
log x
for x ≥ 2, where the implicit constant is absolute.
(c) Let

n= p.
p≤y
p∈P

Show that log n = ω(n) log y + O(y/ log y) for y ≥ 2.

(d) From now on, assume that ϑP (x) x for all sufficiently large x, where
the implicit constant may depend on P. Show that log log n = log y +
OP (1).
130 Primes in arithmetic progressions: I

(e) Deduce that

d(n) = n (log 2+o(1))/ log log n

as y → ∞.
7. Let R(n) denote the number of ordered pairs a, b such that a 2 + b2 = n
with a ≥ 0 and b > 0. Also, let r (n) denote
 the number of such pairs for
−4
which (a, b) = 1. Finally, let χ−4 = n be the non-principal character
(mod 4). We recall that if the prime factorization of n is written in the form

n = 2α pβ qγ ,
γ
β
p n q n
p≡1 (4) q≡3 (4)

then r (n) > 0 if and only if γ = 0 for all primes q and α ≤ 1. We also
recall that
  
p (β + 1) if 2|γ for all q,
R(n) = r (n/d 2 ) = χ−4 (d) =
d 2 |n d|n
0 otherwise.

(a) Show that ∞ R(n)n −s = ζ (s)L(s, χ−4 ) for σ > 1.

n=1
∞
(b) Show that n=1 r (n)n −s = ζ (s)L(s, χ−4 )/ζ (2s) for σ > 1.
(c) Show that if x ≥ 0 and y ≥ 2, then
y
card{n ∈ (x, x + y] : r (n) > 0} √ .
log y
(d) Show that
x
card{n ≤ x : R(n) > 0} √
log x
for x ≥ 2.
(e) Suppose that n is of the form

n= p.
p≤y
p≡1 (4)

Thus log n = ϑ(y; , 4, 1) y for y ≥ 5, and hence log y = log log n +

O(1). Show that for such n,

R(n) = n (log 2+o(1))/ log log n .

In the above it is noteworthy that although R(n) ≤ d(n) for all n, that
R(n) is usually 0 and has a smaller average value (cf. Exercise 2.1.9)
than d(n) (cf. Theorem 2.3), the maximum order of magnitude of R(n)
is the same as for d(n).
 4.3 Dirichlet L-functions 131

√
8. Let K = Q( −1) be the Gaussian field, O K = {a + ib : a, b ∈ Z} the ring
of integers in K . Ideals a in O K are principal, a = (a + ib), and have norm
N (a) = a 2 + b2 .
(a) Explain why the number of ideals a with N (a) ≤ x is π4 x + O(x 1/2 ).


(b) For σ > 1, let ζ K (s) = a N (a)−s be the Dedekind zeta function of
K . Show that ζ K (s) = ζ (s)L s, χ−4 .
(c) For the Gaussian field K , show that N (ab) = N (a)N (b). (This is true
in any algebraic number field.)
(d) Assume that ideals in K factor uniquely into prime ideals. (This is true
in any algebraic number field, and is particularly easy to establish for
the Gaussian field since it has a division algorithm.) Deduce that if
σ > 1, then
 
1 −1
ζ K (s) = 1−
p N (p)

where the product runs over all prime ideals p in O K .

(e) Define a function µ(a) = µ K (a) in such a way that
1  µ(a)
=
ζ K (s) a N (a)
s

for σ > 1.
(f) Let a and b be given ideals. Show that
 
1 if gcd(a, b) = 1,
µ(d) =
d|a
0 otherwise.
d|b

(g) Among pairs a, b of ideals with N (a) ≤ x, N (b) ≤ x, show that the
probability that gcd(a, b) = 1 is
1   6  
+ O x −1/2 = 2   + O x 1/2 .
ζ K (2) π L 2, χ−4
9. (Erdős 1946, 1949, 1957, Vaughan 1974, Saffari, unpublished, but see
Bateman, Pomerance & Vaughan 1981; cf. Exercise 2.3.7) Let q (z) =
 µ(q/d)
d|q (z − 1)
d
denote the q th cyclotomic polynomial. Suppose that

q= p
p≤y
p≡±2 (5)

where y is chosen so that ω(q) is odd.

(a) Show that if d|q and ω(d) is even, then |e(d/5) − 1| = |e(1/5) − 1|.
(b) Show that if d|q and ω(d) is odd, then |e(d/5) − 1| = |e(2/5) − 1|.
(c) Deduce that |q (e(1/5))| = |e(1/5) + 1|d(q)/2 .
132 Primes in arithmetic progressions: I

(d) Deduce that q (z) has a coefficient whose absolute value is at least
 
exp q (log 2−ε)/ log log q
if y > y0 (ε).
√
10. Grössencharaktere for Q( −1), continued from Exercise 4.2.7.
(a) For σ > 1 put
  1 
L(s, χm ) = χm (α)N (α)−s = χm (a + bi)(a 2 + b2 )−s
α∈O
4 a,b∈Z
K
(a,b)=(0,0)


where α denotes a sum over unassociated members of O K . Show
that the above sum is absolutely convergent in this half-plane.
(b) We recall that members of O K factor uniquely into Gaussian primes.
Also, the Gaussian primes are obtained by factoring the rational primes:
The prime 2 ramifies, 2 = i 3 (1 + i)2 , the rational primes p ≡ 1 (mod 4)
split into two distinct Gaussian primes, p = (a + bi)(a − bi), and the
rational primes q ≡ 3 (mod 4) are inert. Show that
L(s, χm ) = (1 − χm (p)N (p)−s )−1
p

for σ > 1 where the product is over an unassociated family of Gaussian

primes p.
(c) By grouping associates together, show that if 4
m, then the sum

emi arg(a+bi) (a 2 + b2 )−s
a,b∈Z
(a,b)=(0,0)

vanishes identically for σ > 1.

(d) For 0 ≤ θ ≤ 2π , put N (x; θ ) = card{(a, b) ∈ Z2 : a 2 + b2 ≤ x, 0 <
arg(a + bi) ≤ θ}. Show that for x ≥ 1,
θ  
N (x; θ) = x + O x 1/2
2
uniformly in θ .
(e) Show that if m = 0, then
 π/2
χm (a + bi) = e4miθ d N (x; θ) |m|x 1/2 .
a 2 +b2 ≤x 0
a>0,b≥0

(f) Show that if m = 0, then the Dirichlet series L(s, χm ) is convergent for
σ > 1/2.
(g) Show that L(s, χm ) and L(s, χ−m ) are identically equal, and hence that
L(σ, χm ) ∈ R for σ > 1/2.
 4.4 Notes 133

4.4 Notes
Section 4.1. Ramanujan’s sum was introduced by Ramanujan (1918). Incredi-
bly, both Hardy and Ramanujan missed the fact that cq (n) be written in closed
form: The formula on the extreme right of (4.7) is due to Hölder (1936). Nor-
mally one would say that a function f is even if f (x) = f (−x). However, in
the present context, an arithmetic function f with period q is said to be even
if f (n) is a function only of (n, q). Thus cq (n) is an even function. The space
of almost-even functions is rather small, but includes several arithmetic func-
tions of interest. For such functions one may hope for a representation in the

∞
form f (n) = q=1 aq cq (n), called a Ramanujan expansion. For a survey of the
theory of such expansions, see Schwarz (1988). Hildebrand (1984) established
definitive results concerning the pointwise convergence of Ramanujan expan-
sions. An appropriate Parseval identity has been established for mean-square
summable almost-even functions; see Hildebrand, Schwarz & Spilker (1988).
Section 4.2. The first instance of characters of a non-cyclic group occurs in
Gauss’s analysis of the genus structure of the class group of binary quadratic
forms. The quotient of the class group by the principal genus is isomorphic to
C2 ⊗ C2 ⊗ · · · ⊗ C2 , and the associated characters are given by Kronecker’s
symbol. Dirichlet (1839) defined the Dirichlet characters for the multiplicative
group (Z/qZ)× of reduced residues modulo q, and the same technique suffices
to construct the characters for any finite Abelian group. More generally, if
G is a group, then a homomorphism h : G −→ G L(n, C) is called a group
representation, and the trace of h(g) is a group character. Note that if a and
b are conjugate elements of G, say a = gbg −1 , then h(a) and h(b) are similar
matrices. Hence they have the same eigenvalues, and in particular tr h(a) =
tr h(b). Thus a group character is constant on conjugacy classes. In the case of a
finite Abelian group it suffices to take n = 1, and in this case the representation
and its trace are essentially the same. For an introduction to characters in a
wider setting, see Serre (1977).
Section 4.3. Dirichlet (1837a,b,c) first proved Corollary 4.10 in the case that
q is prime. The definition of the Dirichlet characters is not difficult in that case,
since the multiplicative group (Z/ pZ)× of reduced residues is cyclic. The most
challenging part of the proof is to show that L(1, χ ) when χ is the Legendre
symbol (mod p). If p ≡ 3 (mod 4), then
p−1  
 p−1
a p( p − 1)
a ≡ a= ≡ 1 (mod 2),
a=1
p a=1
2

and hence the sum on the left is non-zero. It follows by (9.9) that L(1, χ p ) = 0
in this case. If p ≡ 1 (mod 4), then one has the identity of Exercise 9.3.7(c),
134 Primes in arithmetic progressions: I

and thus to show that L(1, χ p ) = 0 it suffices to show that Q = 1. Dirichlet

established this by means of Gauss’s theory of cyclotomy. Accounts of this are
found in Davenport (2000, Sections 1–3), and in Narkiewicz (2000, pp. 64–
65). An alternative proof that Q = 1 was given more recently by Chowla &
Mordell (1961) (cf. Exercise 9.3.8). In order to prove that L(1, χ) = 0 when χ
is quadratic, Dirichlet related L(1, χ) to the class number of binary quadratic
 Suppose that d is a fundamental quadratic discriminant, and put χd (n) =
forms.
d
n
, the Kronecker symbol (as discussed in Section 9.3). Suppose first that
d > 0. Among the solutions of Pell’s equation x 2 − dy 2 = 4, let (x0 , y0√) be
the solution with x0 > 0, y0 > 0, and y0 minimal, and put η = 12 (x0 + y0 d).
Dirichlet showed that
h log η
L(1, χd ) = √ (4.35)
d
where h is the number of equivalence classes of binary quadratic forms with
√
discriminant d. Since h ≥ 1 and y0 ≥ 1, it follows that L(1, χd ) (log d)/ d
in this case. Now suppose that d < 0 and that w denotes the number of auto-
morphs of the positive definite binary quadratic forms of discriminant d (i.e.,
w = 6 if d = −3, w = 4 if d = −4, and w = 2 if d < −4). Dirichlet showed
that
2π h
L(1, χd ) = √ . (4.36)
w −d
√
Thus L(1, χd ) ≥ π/ −d when d < −4.
Our treatment of quadratic characters in the proof of Theorem 4.9 is due
to Landau (1906). Mertens (1895a,b, 1897, 1899) gave two elementary proofs
that L(1, χ) > 0 when χ is quadratic; cf. Exercises 2.4.2 and 2.4.3. For a
definitive account of Mertens’ methods, see Bateman (1959). Other proofs
have been given by Teege (1901), Gel’fond & Linnik (1962, Chapter 3 Section
2), Bateman (1966, 1997), Pintz (1971), and Monsky (1993). See also Baker,
Birch & Wirsing (1973).

4.5 References
Baker, A., Birch, B. J., & Wirsing, E. A. (1973). On a problem of Chowla, J. Number
Theory 5, 224–236.

Bateman, P. T. (1959). Theorems implying the non-vanishing of χ(m)m −1 for real
residue-characters, J. Indian

Math. Soc. 23, 101–115.
(1966). Lower bounds for h(m)/m for arithmetical function h similar to real
residue characters, J. Math. Anal. Appl. 15, 2–20.
 4.5 References 135

(1997). A theorem of Ingham implying that Dirichlet’s L-functions have no zeros

with real part one, Enseignement Math. (2) 43, 281–284.
Bateman, P. T., Pomerance, C., & Vaughan, R. C. (1981). On the size of the coefficients
of the cyclotomic polynomial, Coll. Math. Soc. J. Bolyai, pp. 171–202.
Carmichael, R. (1932). Expansions of arithmetical functions in infinite series, Proc.
London Math. Soc. (2) 34, 1–26.
Chowla, S. & Mordell, L. J. (1961). Note on the nonvanishing of L(1), Proc. Amer.
Math. Soc. 12, 283–284.
Davenport, H. (2000). Multiplicative Number Theory, Graduate Texts Math. 74. New
York: Springer-Verlag.
Delange, H. (1976). On Ramanujan expansions of certain arithmetical functions, Acta
Arith. 31, 259–270.
Dirichlet, P. G. L. (1839a). Sur l’usage des intétrales définies dans la sommation des
séries finies ou infinies, J. Reine Angew. Math. 17, 57–67; Werke, Vol. 1, Berlin:
Reimer, 1889, pp. 237–256.
(1837b). Beweis eines Satzes ueber die arithmetische Progression, Ber Verhandl. Kgl.
Preuss. Akad. Wiss., 108–110; Werke, Vol. 1, Berlin: Reimer, 1889, pp. 307–312.
(1837c). Beweis des Satzes, dass jede unbegrenzte arithmetische Progression, deren
erstes Glied und Differenz ganze Zahlen ohne gemeinschaftlichen Factor sind, un-
endlich viele Primzahlen enthält, Abhandl. Kgl. Preuss. Akad. Wiss. 45–81; Werke,
Vol. 1, Berlin: Reimer, 1889, pp. 313–342.
(1839). Recherches sur diverses applications de l’analyse infinitésimale a la théorie
des nombres, J. Reine Angew. Math. 19, 324–369; Werke, Vol. 1, Berlin: Reimer,
1889, pp. 411–496.
Erdős, P. (1946). On the coefficients of the cyclotomic polynomial, Bull. Amer. Math.
Soc. 52, 179–184.
(1949). On the coefficients of the cyclotomic polynomial, Portugal. Math. 8, 63–71.
(1957). On the growth of the cyclotomic polynomial in the interval (O, 1). Proc.
Glasgow Math. Assoc. 3, 102–104.
Friedman, A. (1957). Mean-values and polyharmonic polynomials, Michigan Math. J.
4, 67–74.
Gel’fond, A. O. & Linnik, Ju. V. (1962). Elementary Methods in Analytic Number
Theory. Moscow: Gosudarstv. Izdat. Fiz.-Mat. Lit.; English translation, Chicago:
Rand McNally, 1965; English translation, Cambridge: M. I. T. Press, 1966.
Grytczuk, A. (1981). An identity involving Ramanujan’s sum, Elem. Math. 36, 16–17.
Hildebrand, A. (1984). Über die punkweise Konvergenz von Ramanujan-Entwicklungen
zahlentheoretischer Funktionen, Acta Arith. 44, 108–140.
Hildebrand, A., Schwarz, W., & Spilker, J. (1988). Still another proof of Parseval’s
equation for almost-even arithmetical functions, Aequationes Math. 35, 132–139.
Hölder, O. (1936). Zur Theorie der Kreisteilungsgleichung, Prace Mat.–Fiz. 43, 13–23.
Ingham, A. E. (1929). Note on Riemann’s ζ -function and Dirichlet’s L-functions,
J. London Math. Soc. 5, 107–112.
Landau, E. (1906). Über das Nichtverschwinden einer Dirichletschen Reihe, Sitzungsber.
Akad. Wiss. Berlin 11, 314–320; Collected Works, Vol. 2. Essen: Thales, 1986, pp.
230–236.
Mertens, F. (1895a). Über Dirichletsche Reihen, Sitzungsber. Kais. Akad. Wiss. Wien
104, 2a, 1093–1153.
136 Primes in arithmetic progressions: I

(1895b). Über das Nichtverschwinden Dirichletscher Reihen mit reelen Gliedern,

Sitzber. Kais. Akad. Wiss. Wien 104, 2a, 1158–1166.
(1897). Über Multiplikation und Nichtverschwinden Dirichlet’scher Reihen, J. Reine
Angew. Math. 117, 169–184.
(1899). Eine asymptotische Aufgabe, Sitzber. Kais. Akad. Wiss. Wien 108, 2a, 32–37.
Monsky, P. (1993). Simplifying the proof of Dirichlet’s theorem, Amer. Math. Monthly
100, 861–862.
Narkiewicz, W. (2000). The Development of Prime Number Theory, Berlin: Springer-
Verlag.
Pintz, J. (1971). On a certain point in the theory of Dirichlet’s L-functions, I,II, Mat.
Lapok 22, 143–148; 331–335.
Ramanujan, S. (1918). On certain trigonometrical sums and their applications in the
theory of numbers, Trans. Cambridge Philos. Soc. 22, 259–276; Collected papers.
Cambridge: Cambridge University Press, 1927, pp. 179–199.
Redmond, D. (1983). A remark on a paper: “An identity involving Ramanujan’s sum”
by A. Grytczuk, Elem. Math. 38, 17–20.
Reznick, B. (1995). Some constructions of spherical 5-designs, Linear Algebra Appl.,
226/228, 163–196.
Schwarz, W. (1988). Ramanujan expansions of arithmetical functions, Ramanujan revis-
ited, Proc. Centenary Conference (Urbana, June 1987). Boston: Academic Press,
pp. 187–214.
Serre, J.–P. (1977). Linear representation of finite groups, Graduate Texts Math. 42.
New York: Springer-Verlag.


Teege, H. (1901). Beweis, daß die unendliche Reihe n=∞ n=1
p 1
n n
einen positiven von
Null verschiedenen Wert hat, Mitt. Math. Ges. Hamburg 4, 1–11.
Vaughan, R. C. (1974). Bounds for the coefficients of cyclotomic polynomials, Michigan
Math. J. 21, 289–295.
Wintner, A. (1943). Eratosthenian averages. Baltimore: Waverly Press.
 5
Dirichlet series: II

5.1 The inverse Mellin transform

In Chapter 1 we saw that we can express a Dirichlet series α(s) = ∞n=1 an n
−s


in terms of the coefficient sum A(x) = n≤x an , by means of the formula
∞
α(s) = s A(x)x −s−1 d x, (5.1)
1
which holds for σ > max(0, σc ). This is an example of a Mellin transform. In
the reverse direction, Perron’s formula asserts that
σ0 +i∞
1 xs
A(x) = α(s) ds (5.2)
2πi σ0 −i∞ s
for σ0 > max(0, σc ). This is an example of an inverse Mellin transform.
To understand why we might expect that (2) should be true, note that if
σ0 > 0, then by the calculus of residues
σ0 +i∞ 
1 ds 1 if y > 1,
ys = (5.3)
2πi σ0 −i∞ s 0 if 0 < y < 1.
Thus we would expect that
1 σ0 +i∞
xs  an σ0 +i∞
x s ds 
α(s) ds = = an . (5.4)
2πi σ0 −i∞ s n 2πi σ0 −i∞ n s n≤x

The interchange of limits here is difficult to justify, since α(s) may not be
uniformly convergent, and because the integral in (5.3) is neither uniformly nor
absolutely convergent. Moreover, if x is an integer, then the term n = x in (5.4)
gives rise to the integral (5.3) with y = 1, and this integral does not converge,
although its Cauchy principal value exists:
σ0 +i T
1 ds 1
lim = (5.5)
T →∞ 2πi σ −i T s 2
0

for σ0 > 0. We now give a rigorous form of Perron’s formula.

137
138 Dirichlet series: II

Theorem 5.1 (Perron’s formula) If σ0 > max(0, σc ) and x > 0, then

 1 σ0 +i T
xs
an = lim α(s) ds.
T →∞ 2πi σ −i T s
n≤x 0

Here  indicates that if x is an integer, then the last term is to be counted with
weight 1/2.
Proof Choose N so large that N > 2x + 2, and write
 
α(s) = an n −s + an n −s = α1 (s) + α2 (s),
n≤N n>N

say. By (5.4), modified in recognition of (5.5), we see that

 1 σ0 +i T
xs
an = lim α1 (s) ds;
T →∞ 2πi σ −i T s
n≤x 0

here the justification is trivial since there are only finitely many terms. As for
α2 (s), we observe that
∞ ∞
α2 (s) = u −s d(A(u) − A(N )) = s (A(u) − A(N ))u −s−1 du.
N N

But A(u) − A(N ) u θ for θ > max(0, σc ), and hence

 
|s|
α2 (s) 1+ N θ −σ
σ −θ
for σ > θ > max(0, σc ). Implicit constants here and in the rest of this proof
may depend on the an . Hence
T ±i T ∞
xs Nθ x σ N θ (x/N )σ0
α2 (s) ds dσ ,
σ0 ±i T s σ0 − θ σ0 N σ0 − θ log N /x
and
T +i T
xs
α2 (s) ds N θ (x/N )σ0
T −i T s
for large T . We take θ so that σ0 > θ > max(0, σc ). Hence by Cauchy’s theorem
σ0 +i T T −i T T +i T σ0 +i T
= + + x σ0 N θ −σ0 .
σ0 −i T σ0 −i T T −i T T +i T

On combining our estimates, we see that

 1 σ0 +i T
xs
lim sup an − α(s) ds x0σ N θ −σ0 .
T →∞ n≤x 2πi σ0 −i T s
Since this holds for arbitrarily large N , it follows that the lim sup is 0, and the
proof is complete.

 5.1 The inverse Mellin transform 139

We have now established a precise relationship between (5.1) and (5.2), but
Theorem 5.1 is not sufficiently quantitative to be useful in practice. We express
the error term more explicitly in terms of the sine integral
∞
sin u
si(x) = − du.
x u
By integration by parts we see that si(x) 1/x for x ≥ 1, and hence that
si(x) min(1, 1/x) (5.6)
for x > 0. We also note that
+∞
sin u
si(x) + si(−x) = − du = −π. (5.7)
−∞ u
Theorem 5.2 If σ0 > max(0, σa ) and x > 0, then
 1 σ0 +i T
xs
an = α(s) ds + R (5.8)
n≤x 2πi σ0 −i T s
where
1  x
R= an si T log
π x/2<n<x
n
 
1  n 4σ0 + x σ0  |an |
− an si T log +O σ0
.
π x<n<2x x T n n

Proof Since the series α(s) is absolutely convergent on the interval [σ0 −
i T, σ0 + i T ], we see that
1 σ0 +i T
xs  1 σ0 +i T
x s ds
α(s) ds = an .
2πi σ0 −i T s n 2πi σ0 −i T n s
Thus it suffices to show that
⎧
⎪
⎪ 1 + O(y σ0 /T ) if y ≥ 2,
σ0 +i T ⎨ σ0
1 ds 1 + 1
si(T log y) + O(2 /T ) if 1 ≤ y ≤ 2,
ys = π
σ0
2πi σ0 −i T s ⎪
⎪ − si(T log 1/y) + O(2 /T ) if 1/2 ≤ y ≤ 1,
1
⎩ π σ0
O(y /T ) if y ≤ 1/2
(5.9)
for σ0 > 0.
To establish the first part of this formula, suppose that y ≥ 2, and let C be
the piecewise linear path from −∞ − i T to σ0 − i T to σ0 + i T to −∞ + i T .
Then by the calculus of residues we see that
1 ds
ys = 1,
2πi C s
140 Dirichlet series: II

since the integrand has a pole with residue 1 at s = 0. In addition,

σ0 ±i T σ0 σ0
ds y σ ±i T 1 y σ0 y σ0
ys = dσ y σ dσ = ,
−∞±i T s −∞ σ ± iT T −∞ T log y T
so we have (5.9) in the case y ≥ 2. The case y ≤ 1/2 is treated similarly, but
the contour is taken to the right, and there is no residue.
Suppose now that 1 ≤ y ≤ 2, and take C to be the closed rectangular path
from σ0 − i T to σ0 + i T to i T to −i T to σ0 − i T , with a semicircular inden-
tation of radius ε at s = 0. Then by Cauchy’s theorem
1 ds
ys = 0.
2πi C s
We note that
σ0 ±i T σ0 σ0
ds 1 1 2σ0
ys y σ dσ ≤ 2σ dσ .
±i T s T 0 T 0 T
The integral around the semicircle tends to 1/2 as ε → 0, and the remaining
integral is
 iT −iε  T 
1 ds 1  dt
lim + ys = lim y it − y −it
2πi ε→0 iε −i T s 2πi ε→0 ε t
1 T log y dv
sin v =
π 0 v
1 1
= + si(T log y)
2 π
by (5.7). This gives (5.9) when 1 ≤ y ≤ 2 and the case 1/2 ≤ y ≤ 1 is treated
similarly.

In many situations, Theorem 5.2 contains more information than is really

needed – it is often more convenient to appeal to the following less precise result.
Corollary 5.3 In the situation of Theorem 5.2,
  
x 4σ0 + x σ0 ∞
|an |
R |an | min 1, + .
x/2<n<2x
T |x − n| T n=1
n σ0
n=x

Proof From (5.6) we see that

 
1
si(T | log n/x|) min 1, .
T | log n/x|
But n/x = 1 + (n − x)/x and | log(1 + δ)| |δ| uniformly for −1/2 ≤ δ ≤ 1,
so the above is
 
x
min 1,
T |x − n|
if x/2 ≤ n ≤ 2x. Thus the stated bound follows from Theorem 5.2.

 5.1 The inverse Mellin transform 141

In classical
1 harmonic analysis, for f ∈ L1 (T) we define Fourier coefficients


*
f (k) = 0 f (x)e(−kα) dα, and we expect that the Fourier series *f (k)e(kα)
provides a useful formula for f (α). As it happens, the Fourier series may
diverge, or converge to a value other than f (α), but for most f a satisfactory
alternative can be found. For example, if f is of bounded variation, then
f (α − ) + f (α + ) K
= lim *
f (k)e(kα).
2 K →∞
−K

A sharp quantitative form of this is established in Appendix D.1. Analogously,

if f ∈ L 1 (R), then we can define the Fourier transform of f ,
+∞
*
f (t) = f (x)e(−t x) d x, (5.10)
−∞

and we expect that

+∞
f (x) = *
f (t)e(t x) dt. (5.11)
−∞

As in the case of Fourier series, this may fail, but it is not difficult to show that
if f is of bounded variation on [−A, A] for every A, then
f (α − ) + f (α + ) T
*
= lim f (t)e(t x) dt. (5.12)
2 T →∞ −T

The relationship between (5.1) and (5.2) is precisely the same as between
(5.10) and (5.11). Indeed, if we take f (x) = A(e2π x )e−2π σ x , then f ∈ L 1 (R) by
Theorem 1.3, and by changing variables in (5.1) we find that

* α(σ + it)
f (t) = .
2π (σ + it)
Thus (5.2) is equivalent to (5.11), and an appeal to (5.12) provides a second
(real variable) proof of Theorem 5.1.
In general, if
∞
F(s) = f (x)x s−1 d x, (5.13)
0

then we say that F(s) is the Mellin transform of f (x). By (5.10) and (5.11) we
expect that
σ0 +i∞
1
f (x) = F(s)x −s ds, (5.14)
2πi σ0 −i∞

and when this latter formula holds we say that f is the inverse Mellin transform
of F. Thus if A(x) is the summatory function of a Dirichlet series α(s), then
α(s)/s is the Mellin transform of A(1/x) for σ > max(0, σc ), and Perron’s
formula (Theorem 5.1) asserts that if σ0 > max(0, σc ), then A(1/x) is the inverse
142 Dirichlet series: II

Mellin transform of α(s)/s. Further instances of this pairing arise if we take a

weight function w(x), and form a weighted summatory function
∞
Aw (x) = an w(n/x).
n=1

Let K (s) denote the Mellin transform of w(x),

∞
K (s) = w(x)x s−1 d x.
0

Then we expect that

∞
α(s)K (s) = Aw (x)x −s−1 d x, (5.15)
0

and that
σ0 +i∞
1
Aw (x) = α(s)K (s)x s ds. (5.16)
2πi σ0 −i∞

Alternatively, we may start with a kernel K (s), and define the weight w(x)
to be its inverse Mellin transform. The precise conditions under which these
identities hold depends on the weight or kernel; we mention several important
examples.
1. Cesàro weights. For a positive integer k, put
1 
Ck (x) = an (x − n)k . (5.17)
k! n≤x
x
Then Ck (x) = 0 Ck−1 (u) du for k ≥ 1 where C0 (x) = A(x), and hence
Ck (x) x θ for θ > k + max(0, σc ). (The implicit constant here may depend
on k, on θ, and on the an .) By integrating (5.1) by parts repeatedly, we see
that
∞
α(s) = s(s + 1) · · · (s + k) Ck (x)x −s−k−1 d x (5.18)
1

for σ > max(0, σc ). By following the method used to prove Theorem 5.1, it
may also be shown that
σ0 +i∞
1 x s+k
Ck (x) = α(s) ds (5.19)
2πi σ0 −i∞ s(s + 1) · · · (s + k)
when x > 0 and σ0 > max(0, σc ). Here the critical step is to show that if y ≥ 1
and σ0 > 0, then
σ0 +i∞ k 
1 ys ys
ds = Res
2πi σ0 −i∞ s(s + 1) · · · (s + k) j=0
s(s + 1) · · · (s + k) s=− j
 5.1 The inverse Mellin transform 143

by the calculus of residues; this is

k
(−1) j y − j 1
= = (1 − 1/y)k
j=0
j!(k − j)! k!

by the binomial theorem.

2. Riesz typical means. For positive integers k and positive real x put
1 
Rk (x) = an (log x/n)k . (5.20)
k! n≤x
x
Then Rk (x) = 0 Rk−1 (u)/u du where R0 (x) = A(x), so that Rk (x) x θ for
θ > max(0, σc ). (The implicit constant here may depend on k, on θ, and on the
an .) By integrating (5.1) by parts repeatedly we see that
∞
α(s) = s k+1 Rk (x)x −s−1 d x (5.21)
1

for σ > max(0, σc ). By following the method used to prove Theorem 5.1 we
also find that
σ0 +i∞
1 xs
Rk (x) = α(s) ds (5.22)
2πi σ0 −i∞ s k+1
when x > 0 and σ0 > max(0, σc ). Here the critical observation is that if y ≥ 1
and σ0 > 0, then
σ0 +i∞  s
1 ys y 1
ds = Res k+1 = (log y)k .
2πi σ0 −i∞ s k+1 s s=0 k!
3. Abelian weights. For σ > 0 we have
∞ ∞
(s) = e−u u s−1 du = n s e−nx x s−1 d x.
0 0

We multiply by an n −s and sum, to find that

∞
α(s) (s) = P(x)x s−1 d x (5.23)
0

where

∞
P(x) = an e−nx . (5.24)
n=1

These operations are valid for σ > max(0, σa ), but by partial summation
P(x) x −θ as x → 0+ for θ > max(0, σc ), so that the integral in (5.23) is
absolutely convergent in the half-plane σ > max(0, σc ). Hence the integral is
an analytic function in this half-plane, so that by the principle of uniqueness
144 Dirichlet series: II

of analytic continuation it follows that (5.23) holds for σ > max(0, σc ). In the
opposite direction,
σ0 +i∞
1
P(x) = α(s) (s)x −s ds (5.25)
2πi σ0 −i∞

for x > 0, σ > max(0, σc ). To prove this we recall from Theorem 1.5 that
α(s) τ uniformly for σ ≥ ε + max(0, σc ), and from Stirling’s formula
π
(Theorem C.1) we see that | (s)| e− 2 |t| |t|σ −1/2 as |t| → ∞ with σ bounded.
Thus the value of the integral is independent of σ0 , and in particular we may
assume that σ0 > max(0, σa ). Consequently the terms in α(s) can be integrated
individually, and it suffices to appeal to Theorem C.4.
The formulæ (5.23) and (5.25) provide an important link between the Dirich-
let series α(s) and the power series generating function P(x). Indeed, these
formulæ hold for complex x, provided that x > 0. In particular, by taking
x = δ − 2πiα we find that

∞
1 σ0 +i∞
an e(nα)e−nδ = α(s) (s)(δ − 2πiα)−s ds.
n=1
2πi σ0 −i∞

It may be noted in the above examples that smoother weights w(x) give rise
to kernels K (s) that tend to 0 rapidly as |t| → ∞. Further useful kernels can
be constructed as linear combinations of the above kernels.
Since the Mellin transform is a Fourier transform with altered variables, all
results pertaining to Fourier transforms can be reformulated in terms of Mellin
transforms. Particularly useful is Plancherel’s identity, which asserts that if f ∈
L 1 (R) ∩ L 2 (R), then  f 2 =  *
f 2 . This is the analogue for Fourier transforms


of Parseval’s identity for Fourier series, which asserts that k | * f (k)|2 =  f 22 .
By the changes of variables we noted before, we obtain
∞
Theorem 5.4 (Plancherel’s identity) Suppose that 0  |w(x)|x −σ −1 d x < ∞,
∞ ∞
and also that 0 |w(x)|2 x −2σ −1 d x < ∞. Put K (s) = 0 w(x)x −s−1 d x. Then
∞ +∞
2π |w(x)|2 x −2σ −1 d x = |K (σ + it)|2 dt.
0 −∞

Among the many possible applications of this theorem, we note in particular

that
∞ +∞
α(σ + it) 2
2π |A(x)|2 x −2σ −1 d x = dt (5.26)
0 −∞ σ + it

for σ > max(0, σc ).

 5.1 The inverse Mellin transform 145

5.1.1 Exercises
1. Show that if σc < σ0 < 0, then
1 σ0 +i T
xs 
lim α(s) ds = a .
n>x n
T →∞ 2πi σ0 −i T s
2. (a) Show that if y ≥ 0, then
π
− = si(0) ≤ si(y) ≤ si(π ) = 0.28114 . . . .
2

(b) Show that if y ≥ 0, then

∞ y+i∞
eiu ei z
 du =  dz.
y u y z
(c) Deduce that if y ≥ 0, then |si(y)| < 1/y.
3. (a) Let β > 0 be fixed. Show that if σ0 > 0, then
σ0 +i∞
1 −β
(s/β)y s ds = βe−y .
2πi σ0 −i∞

(b) Let β > 0 be fixed. Show that if x > 0 and σ0 > max(0, σc ), then
1 σ0 +i∞ ∞
β
α(s) (s/β)x s ds = β an e−(n/x) .
2πi σ0 −i∞ n=1

4. (a) Suppose that a > 0 and that b is real. Explain why

σ0 +i∞ σ0 +i∞
e−b /(2a
2 2
)
1 s /2+bs
2 2 2
(s+b/a 2 )2/2
ea ds = ea ds .
2πi σ0 −i∞ 2πi σ0 −i∞

(b) Explain why the values of the integrals above are independent of the
value of σ0 . Hence show that if σ0 = −b/a 2 , then the above is
+∞
e−b /(2a
2 2
)
1
e−a t /2
e−b /a .
2 2 2 2
= dt = √
2π −∞ 2π a
(c) Show that if a > 0, x > 0 and σ0 > σc , then
 
1 σ0 +i∞
a 2 s 2/2 s 1  ∞
(log x/n)2
α(s)e x ds = √ an exp − .
2πi σ0 −i∞ 2π a n=1 2a 2

5. Take k = 1 in (5.22) for several different values of x, and form a suitable

linear combination, to show that if x ≥ 0 and and σc < 0, then
 2
2 +∞ sin 12 t log x 
α(it) dt = an log x/n.
π −∞ t n≤x
146 Dirichlet series: II

6. Let w(x) , and suppose that w(x) x σ as

 ∞x → ∞−σ
for some fixed σ .
Let σw be the infimum of those σ such that 0 w(x)x −1 d x < ∞, and
put
∞
K (s) = w(x)x −s−1 d x
0

for σ > σw .


(a) Show that Aw (x) = ∞
n=1 an w(x/n) satisfies Aw (x) x θ for θ >
max(σw , σc ).
(b) Show that
∞
K (s)α(s) = Aw (x)x −s−1 d x
0

for σ > max(σw , σc ).

(c) Show that
σ0 +i T
1
1
2
(Aw (x − ) + Aw (x + )) = lim α(s)K (s)x s ds
2πi T →∞ σ0 −i T

for σ0 > max(σw , σc ), x > 0.

7. Show that
∞
{x}
ζ (s) = −s dx
0 x s+1
for 0 < σ < 1, and that
∞ +∞
ζ (σ + it) 2
2π {x}2 x −2σ −1 d x = dt
0 −∞ σ + it
for 0 < σ < 1.
8. (a) Show that if f ∈ L 1 (R) and f  ∈ L 1 (R), then f* (t) = 2πit *
f (t).
(b) Suppose that f is a function such that f ∈ L 1 (R), that x f (x) ∈ L 2 (R),
and that f  ∈ L 1 (R) ∩ L 2 (R). Show that
+∞ +∞  
| f (x)|2 d x = − x f  (x) f (x) + f (x) f  (x) d x.
−∞ −∞

The Cauchy–Schwarz inequality asserts that

+∞ 2  +∞  +∞ 
a(x)b(x) d x ≤ |a(x)|2 d x |b(x)|2 d x .
−∞ −∞ −∞

By means of this inequality, or otherwise, show that

 +∞  +∞   +∞ 2
1
|x f (x)|2 d x |t *
f (t)|2 dt ≥ | f (x)|2 d x .
−∞ −∞ 16π 2 −∞
 5.2 Summability 147

This is a form of the Heisenberg uncertainty principle. From it we see that

if f tends to 0 rapidly outside [−A, A], and if *
f tends to 0 rapidly outside
[−B, B], then AB 1.
9. (a) Note the identity

f g = 12 | f + g|2 − 12 | f − g|2 + 2i | f + ig|2 − 2i | f − ig|2 .

(b) Show that if f ∈ L 1 (R) ∩ L 2 (R) and if g ∈ L 1 (R) ∩ L 2 (R), then

+∞ +∞
f (x)g(x) d x = *
f (t)*
g (t) dt.
−∞ −∞

10. Suppose that F is strictly increasing, and that for i = 1, 2 the functions f i
are real-valued with f i ∈ L 1 (R) ∩ L 2 (R) and F( f i ) ∈ L 1 (R) ∩ L 2 (R).
(a) Show that
+∞
( f 1 (x) − f 2 (x))(F( f 1 (x)) − F( f 2 (x))) d x
−∞
+∞   
= f*1 (t) − f*2 (t) F( 
f 1 )(t) − F( f 2 )(t) dt.
−∞

(b) Suppose additionally that * 

f i (t) = 0 for |t| ≥ T , and that F( f 1 )(t) =

F( f 2 )(t) for −T ≤ t ≤ T . Show that f 1 = f 2 a.e.

5.2 Summability



We say that an infinite series an is Abel summable to a, and write an = a
(A) if

∞
lim− an r n = a.
r →1
n=0

Abel proved that if a series converges, then it is A-summable to the same value.
Because of this historical antecedent, we call a theorem ‘Abelian’ if it states
that one kind of summability implies another. Perhaps the simplest Abelian


theorem asserts that if ∞ n=1 an converges to a, then


N
n
lim 1− an = a. (5.27)
N →∞ N
n=1

This is the Cesàro method of summability of order 1, and so we abbreviate the

N
relation above as an = a (C, 1). On putting s N = n=1 an , we reformulate
148 Dirichlet series: II

the above by saying that if lim N →∞ s N = a, then

1 N
lim sn = a. (5.28)
N →∞ N n=1

Here, as in Abel summability and in most other summabilities, each term in

the second limit is a linear function of the terms in the first limit. Following
Toeplitz and Schur, we characterize those linear transformations T = [tmn ] that
preserves limits of sequences. We call T regular if the following three conditions
are satisfied:
∞
There is a C = C(T ) such that |tmn | ≤ C for all m; (5.29)
n=1

lim tmn = 0 for all n; (5.30)

m→∞


∞
lim tmn = 1. (5.31)
m→∞
n=1

We now show that regular transformations preserve limits, and relegate the
verification of the converse to exercises.

Theorem 5.5 Suppose that T satisfies (5.29) above. If {an } is a bounded

sequence, then the sequence

∞
bm = tmn an (5.32)
n=1

is also bounded. If T satisfies (5.29) and (5.30), and if limn→∞ an = 0,

then limm→∞ bm = 0. Finally, if T is regular and limn→∞ an = a, then
limm→∞ bm = a.

The important special case (5.28) is obtained by noting that the (semi-infinite)
matrix [tmn ] with

1/m if 1 ≤ n ≤ m,
tmn =
0 if n > m

is regular. Moreover, the proof of Theorem 5.5 requires only a straightforward

elaboration of the usual proof of (5.28).

Proof If |an | ≤ A and (5.29) holds, then


∞ 
∞
|bm | ≤ |tmn an | ≤ A |tmn | ≤ C A.
n=1 n=1
 5.2 Summability 149

To establish the second assertion, suppose that ε > 0 and that |an | < ε for
n > N = N (ε). Now

N 
|bm | ≤ |tmn an | + |tmn an | = 1 + 2 ,
n=1 n>N

say. From (5.29) and the argument above with A = ε we see that 2 ≤ Cε.
From (5.30) we see that limm→∞ 1 = 0. Hence lim supm→∞ |bm | ≤ Cε, and
we have the desired conclusion since ε is arbitrary. Finally, suppose that T is
regular and that limn→∞ an = a. We write an = a + αn , so that
∞ ∞
bm = a tmn + tmn αn .
n=1 n=1

Since limn→∞ αn = 0, we may appeal to the preceding case to see that

the second sum tends to 0 as m → ∞. Hence by (5.31) we conclude that
limm→∞ bm = a, and the proof is complete.

In Chapter 1 we used Theorem 1.1 to show that if S is a sector of the

form S = {s : σ > σ0 , |t − t0 | ≤ H (σ − σ0 )} where H is an arbitrary positive
constant, and if the Dirichlet series α(s) converges at the point s0 , then
lim α(s) = α(s0 ).
s→s0
s∈S

To see how this may also be derived from Theorem 5.5, let {sm } be an arbitrary
sequence of points of S for which limm→∞ sm = s0 . It suffices to show that
limm→∞ α(sm ) = α(s0 ). Take
tmn = n s0 −sm − (n + 1)s0 −sm ,
so that

∞ 
n 
−s0
α(sm ) = tmn ak k .
n=1 k=1

In view of Theorem 5.5, it suffices to show that [tmn ] is regular. The conditions
(5.30) and (5.31) are clearly satisfied, and (5.29) follows on observing that if
s ∈ S, then s − s0 H σ − σ0 , so that
n+1
n s0 −s − (n + 1)s0 −s = (s − s0 ) u s0 −s−1 du
n
n+1

H
(σ − σ0 ) u σ0 −σ −1 du
n
= n σ0 −σ − (n + 1)σ0 −σ .
Thus we have the result. Abel’s analogous theorem on the convergence of power
series can be derived similarly from Theorem 5.5.
150 Dirichlet series: II

The converse of Abel’s theorem on power series is false, but Tauber (1897)



proved a partial converse: If an = o(1/n) and an = a (A), then an = a.
Following Hardy and Littlewood, we call a theorem ‘Tauberian’ if it provides
a partial converse of an Abelian theorem. The qualifying hypothesis (‘an =
o(1/n)’ in the above) is the ’Tauberian hypothesis’. For simplicity we begin
with partial converses of (5.27).



Theorem 5.6 If ∞ n=1 an = a (C, 1), then an = a provided that one of the
following hypotheses holds:
(a) an ≥ 0 for n ≥ 1;
(b) an = O(1/n) for n ≥ 1;
(c) There is a constant A such that an ≥ −A/n for all n ≥ 1.
Proof Clearly (a) implies (c). If (b) holds, then both an and an satisfy (c).


Thus it suffices to prove that an = a when (c) holds. We observe that if H
is a positive integer, then
  
N
N + H N +H
n N N
n
an = an 1 − − an 1 −
n=1
H n=1
N+H H n=1 N
1 
− an (N + H − n) (5.33)
H N <n<N +H
= T1 − T2 − T3 ,
say. Take H = [εN ] for some ε > 0. By hypothesis, lim N →∞ T1 = a(1 + ε)/ε,
and lim N →∞ T2 = a/ε. From (c) we see that
 1 AH
T3 ≥ −A ≥− ≥ −Aε.
N <n<N +H
n N
Hence on combining these estimates in (5.33) we see that
N
lim sup an ≤ a + Aε.
N →∞ n=1

Since ε can be taken arbitrarily small, it follows that


N
lim sup an ≤ a.
N →∞ n=1

To obtain a corresponding lower bound we note that

  
N
N N
n N − H N−H
n
an = an 1 − − an 1 −
n=1
H n=1
N H n=1
N−H
(5.34)
1 
+ an (n + H − N ).
H N −H <n<N
 5.2 Summability 151

Arguing as we did before, we find that


N
lim inf an ≥ a − Aε/(1 − ε),
N →∞
n=1

so that

N
lim inf an ≥ a,
N →∞
n=1

and the proof is complete.

If we had argued from (a) or (b), then the treatment of the term T3 above
would have been simpler, since from (a) it follows that T3 ≥ 0, while from
(b) we have T3 ε.
Our next objective is to generalize and strengthen Theorem 5.6. The type of
generalization we have in mind is exhibited in the following result, which can
be established by adapting the above proof: Let β be fixed, β ≥ 0. If

N
n
an 1 − = (a + o(1))N β ,
n=1
N

and if an ≥ −An β−1 , then


N
an = (a(β + 1) + o(1))N β .
n=1

Concerning the possibility of strengthening Theorem 5.6, we note that by an

Abelian argument (or by an application of Theorem 5.5) it may be shown that



an = a (C, 1) implies that an = a (A). Thus if we replace (C, 1) by (A)
in Theorem 5.6, then we have weakened the hypothesis, and the result would
therefore be stronger. Indeed, Hardy (1910) conjectured and Littlewood (1911)



proved that if an = a (A) and an = O(1/n), then an = a. That is, the
condition ‘an = o(1/n)’ in Tauber’s theorem can be replaced by the condition
(b) above. In fact the still weaker condition (c) suffices, as will be seen by
taking β = 0 in Corollary 5.9 below. We now formulate a general result for the
Laplace transform, from which the analogues for power series and Dirichlet
series follow easily.

Theorem 5.7 (Hardy–Littlewood) Suppose that a(u) is Riemann-integrable

over [0, U ] for every U > 0, and that the integral
∞
I (δ) = a(u)e−uδ du
0
152 Dirichlet series: II

converges for every δ > 0. Let β be fixed, β ≥ 0, and suppose that

I (δ) = (α + o(1))δ −β (5.35)

as δ → 0+ . If, moreover, there is a constant A ≥ 0 such that

a(u) ≥ −A(u + 1)β−1 (5.36)

for all u ≥ 0, then

 
U
α
a(u) du = + o(1) U β . (5.37)
0 (β + 1)
The basic properties of the gamma function are developed in Appendix C,
but for our present purposes it suffices to put
∞
(β) = u β−1 e−u du
0

for β > 0. From this it follows by integration by parts that

β (β) = (β + 1) (5.38)

when β > 0.
The amount of unsmoothing required in deriving (5.37) from (5.35) is now
much greater than it was in the proof of Theorem 5.6. Nevertheless we follow
the same line of attack. To obtain the proper perspective we review the preceding
proof. Let J = [0, 1], let χJ (u) be its characteristic function, and put K (u) =

N

N
max(0, 1 − u) for u ≥ 0. Thus n=1 an = n an χJ (n/N ), and n=1 an (1 −


n/N ) = n an K (n/N ). Our strategy was to approximate to χJ (u) by linear
combinations of K (κu) for various values of κ, κ > 0. The relation underlying
(5.33) and (5.34) is both simple and explicit:
1  1
K (u) − (1− ε)K (u/(1 − ε)) ≤ χJ (u) ≤ ((1+ ε)K (u/(1+ ε)) − K (u));
ε ε
(5.39)
we took ε = H/N . In the present situation we wish to approximate to χJ (u) by
linear combinations of e−κu , κ > 0. We make the change of variable x = e−u ,
so that 0 ≤ x ≤ 1, and we put J = [1/e, 1]. Then we want to approximate to
χJ (x) by a linear combination P(x) of the functions x κ , κ > 0. In fact it suffices
to use only integral values of κ, so that P(x) is a polynomial that vanishes at
the origin. In place of (5.33), (5.34) and (5.39) we shall substitute

Lemma 5.8 Let ε be given, 0 < ε < 1/4, and put J = [1/e, 1], K =
[e−1−ε , e−1+ε ]. There exist polynomials P± (x) such that for 0 ≤ x ≤ 1 we have

P− (x) ≤ χJ (x) ≤ P+ (x) (5.40)

 5.2 Summability 153

and

|P± (x) − χJ (x)| ≤ εx(1 − x) + 5χK (x). (5.41)

Proof Let g(x) = (χJ (x) − x)/(x(1 − x)). Then g is continuous in [0, 1]
apart from a jump discontinuity at x = 1/e of height e2 /(e − 1) < 5. Hence
by Weierstrass’s theorem on the uniform approximation of continuous func-
tions by polynomials we see that there are polynomials Q ± (x) such that
Q − (x) ≤ g(x) ≤ Q + (x) for 0 ≤ x ≤ 1, and for which

|g(x) − Q ± (x)| ≤ ε + 5χK (x) (5.42)

for 0 ≤ x ≤ 1. Then the polynomials P± (x) = x + x(1 − x)Q ± (x) have the
desired properties.

Proof of Theorem 5.7 We suppose first that α = 0. We note that if P(x) is a

polynomial such that P(0) = 0, say P(x) = rR=1 cr x r , then by (5.35) we see
that
∞ 
R
a(u)P(e−uδ ) du = cr I (r δ) = o(δ −β ) (5.43)
0 r =1

as δ → 0+ . In the notation of the above lemma,

U ∞
a(u) du = a(u)χJ (e−u/U ) du.
0 0

If (5.40) holds, then by (5.36) we see that

∞     
a(u) P+ e−u/U − χJ e−u/U du
0
∞     
≥ −A (u + 1)β−1 P+ e−u/U − χJ e−u/U du.
0

By (5.41) this latter integral is

∞ (1+ε)U
ε (u + 1)β−1 e−u/U (1 − e−u/U ) du + (u + 1)β−1 du.
0 (1−ε)U

In the first term, the integrand is (u + 1)β U −1 for 0 ≤ u ≤ U ; it is

β−1 −u/U
u e for u ≥ U . Hence the first integral is U β . The second integral is
β
εU . On taking δ = 1/U , P = P+ in (5.43) and combining our results, we
find that
U
a(u) du ≤ A1 εU β + o(U β ).
0
154 Dirichlet series: II

Since ε can be arbitrarily small, we deduce that

U
lim sup U −β a(u) du ≤ 0.
U →∞ 0

By arguing similarly with P− instead of P+ , we see that the corresponding

liminf is ≥ 0, and so we have (5.37) in the case α = 0.
Suppose now that α = 0, β > 0. We note first that
∞ ∞ ∞
(u + 1)β−1 e−uδ du = eδ v β−1 e−vδ dv = eδ v β−1 e−vδ dv + O(eδ ),
0 1 0

and that
∞ ∞
v β−1 e−vδ dv = δ −β w β−1 e−w dw = δ −β (β).
0 0

Hence if b(u) = a(u) − α(u + 1)β−1 / (β), then b(u) ≥ −B(u + 1)β−1 , and
∞
b(u)e−uδ du = o(δ −β ).
0
U
Thus 0 b(u) du = o(U β ), so that
U
α
a(u) du = U β + o(U β ),
0 β (β)
and we have (5.37), in view of (5.38).
For the remaining case, β = 0, it suffices to consider b(u) = a(u) −
αχ[0,1] (u).


∞
Corollary 5.9 Suppose that p(z) = n=0 an z n converges for |z| < 1, and
that β ≥ 0. If p(x) = (α + o(1))(1 − x)−β as x → 1− , and if an ≥ −An β−1
for n ≥ 1, then
N  
α
an = + o(1) N β .
n=0
(β + 1)

Proof Put a(u) = an for n ≤ u < n + 1. Then (5.36) holds, and


∞ n+1
1 − e−δ
I (δ) = an e−uδ du = p(e−δ ).
n=0 n δ

But 1 − e−δ ∼ δ as δ → 0+ , so that (5.35) holds. The result now follows by

taking U = N + 1 in (5.37).



N
Corollary 5.10 If an = α (A), and if the sequence s N = n=0 an is


bounded, then an = α (C, 1).
 5.2 Summability 155

∞
Proof Take β = 1, p(z) = ∞ n=0 sn z = (1 − z)
n −1 n
n=0 an z in Corollary

N
5.9. Then n=0 sn = (α + o(1))N , which is the desired result.

For Dirichlet series we have similarly

Theorem 5.11 Suppose that α(s) = ∞ n=1 an n
−s
converges for σ > 1, and
that β ≥ 0. If α(σ ) = (α + o(1))(σ − 1) as σ → 1+ , and if an ≥ −A(1 +
−β

log n)β−1 , then

N  
an α
= + o(1) (log N )β .
n=1
n (β + 1)


Proof Take a(u) = u−1≤log n<u an /n. Then I (δ) converges for δ > 0, and
moreover
 ∞
an 1+log n −uδ 1 − e−δ
I (δ) = e du = α(1 + δ),
n=1
n log n δ

so that (5.37) follows. To obtain the desired conclusion we require a further

appeal to our Tauberian hypothesis. We note that
log N  an  an ne
a(u) du = − log .
0 n≤N
n N /e<n≤N
n N

By our Tauberian hypothesis this is

 an
≤ + A1 (log N )β−1 ,
n≤N
n

so that
 an  
α
≥ + o(1) (log N )β − A1 (log N )β−1 .
n≤N
n (β + 1)

On taking U = 1 + log N in (5.37) we may derive a corresponding upper bound

to complete the proof.

The qualitative arguments we have given can be put in quantitative form as

the need arises. For example, it is easy to see that if

N
√ 
an = N + O N , (5.44)
n=1

then

N
1 2  
an (N − n) = N + O N 3/2 . (5.45)
n=1
2
156 Dirichlet series: II

This is best possible (take an = 1 + n −1/2 ), but if the error term is oscilla-
√
tory, then smoothing may reduce its size (consider an = cos n). Conversely if
(5.45) holds and if the sequence an is bounded, then the method used to prove
Theorem 5.6 can be used to show that

N
 
an = N + O N 3/4 . (5.46)
n=1

This conclusion, though it falls short of (5.44), is best possible (take an =

1 + cos n 1/4 ). We can also put Theorem 5.7 in quantitative form, but here
the loss in precision is much greater, and in general the importance of The-
orem 5.7 and its corollaries lies in its versatility. For example, it can be


shown that if ∞ n=0 an r = (1 − r )
n −1
+ O(1) as r → 1− , and if an = O(1),
then
N  
N
an = N + O .
n=0
log N

This error term, though weak, is best possible (take an = 1 + cos(log n)2 ).
For Dirichlet series it can be shown that if
∞
1
α(s) = an n −s = + O(1)
n=1
s−1

as s → 1+ , and if the sequence an is bounded, then

N  
an log N
= log N + O .
n=1
n log log N

This is also best possible (take an = 1 + cos(log log n)2 ), but we can obtain a
sharper result by strengthening our analytic hypothesis. For example, it can be
shown that if α(s) is analytic in a neighbourhood of 1 and if the sequence an is
bounded, then

N
an
= O(1).
n=1
n

However, even this stronger assumption does not allow us to deduce that

N
an = o(N ),
n=1

as we see by considering an = cos log n. In Chapter 8 we shall encounter further

Tauberian theorems in which the above conclusion is derived from hypotheses
concerning the behaviour of α(s) throughout the half-plane σ ≥ 1.
 5.2 Summability 157

5.2.1 Exercises
1. Let T be a regular matrix such that tmn ≥ 0 for all m, n. Show that if
limn→∞ an = +∞, then limm→∞ bm = +∞.
2. Show that if T = [tmn ] and U = [u mn ] are regular matrices, then so is
T U = V = [vmn ] where

∞
vmn = tmk u kn .
k=1
3. Show that if b = T a and limm→∞ bm = a whenever limn→∞ an = a, then
T is regular.
4. For n = 0, 1, 2, . . . let tn (x) be defined on [0, 1), and suppose that the tn
satisfy the following conditions:


(i) There is a constant C such that if x ∈ [0, 1), then ∞ n=0 |tn (x)| ≤ C.
(ii) For all n, limx→1− tn (x) = 0.


(iii) limx→1− ∞ n=0 tn (x) = 1.

Show that if limn→∞ an = a and if b(x) = ∞ n=0 an tn (x), then
limx→1− b(x) = a.
5. (Kojima 1917) Suppose that the numbers tmn satisfy the following
conditions:


(i) There is a constant C such that ∞ n=1 |tmn | ≤ C for all m.
(ii) For all n, limm→∞ tmn exists.


(iii) limm→∞ ∞ n=1 tmn exists.

Show that if limn→∞ an exists and if bm = ∞ n=1 tmn an , then limm→∞ bm
exists.
6. For positive
∞ integers n let K n (x) be a function defined on [0, ∞) such that
(i) 0 K n (x) d x → 1 as n → ∞;
∞
(ii) 0 |K n (x)| d x ≤ C for all n;
(iii) limn→∞ K n (x) = 0 uniformly for 0 ≤ x ≤ X . ∞
Suppose that a(x) is a bounded function, and that bn = 0 a(x)K n (x) d x.
Show that if limx→∞ a(x) = a, then limn→∞ bn = a.
7. Let rm be a sequence of positive real numbers with rm → 1− as m → ∞ .
For m ≥ 1, n ≥ 1, put tmn = nrmn−1 (1 − rm )2 .
(a) Show that [tmn ] is regular.


(b) Show that if an = n−1 k=0 ck (1 − k/n) and bm is defined by (5.32), then

∞
bm = k=0 ck rmk .



(c) Show that if cn = c (C, 1), then cn = c (A).
8. Suppose that T = [tmn ] is given by
⎧
⎪
⎪ 0 if n = 0,
⎨ m!n
tmn = if m ≥ n > 0,
⎪
⎪ m n+1 (m − n)!
⎩
0 if m < n.
158 Dirichlet series: II

(a) Show that


m
m!
tmn =
n=k
m k (m − k)!

for 1 ≤ k ≤ m .
(b) Verify that T is regular.


(c) Show that if an = nk=0 x k /k! for n ≥ 0, then bm = (1 + x/m)m for
m ≥ 1.
9. (Mercer’s theorem) Suppose that
1 1 a1 + a2 + · · · + am
bm = am + ·
2 2 m
for m ≥ 1. Show that
2n 2 
n−1
an = bn − mbm .
n+1 n(n + 1) m=1

Conclude that limn→∞ an = a if and only if limm→∞ bm = a.

10. For a non-negative integer k we say that an = a (C, k) if
 n k
lim an 1 − = a.
x→∞
n≤x x

This is Cesàro summability of order k.

(a) Show that if an = a (C, j), then an = a (C, k) for all k ≥ j.



(b) Show that if an = a (C, k) for some k, then an = a (A).



11. Show that if an = a (A), then lims→0+ an n −s = a. (See Wintner 1943
for Tauberian converses.)


12. For a non-negative integer k we say that an = a (R, k) if
  
log n k
lim an 1 − = a.
x→∞
n≤x log x

This is Riesz summability of order k.

(a) Show that if an = a (R, j), then an = a (R, k) for all k ≥ j.



(b) Show that if an = a (R, k) for some k, then s→0+ α(s) = a.
13. Put tmn = 0 for n > m, set
m+1
tmm = (log(m + 1) − log m),
log(m + 1)
while for 1 ≤ n < m put
n+1
tmn = (− log n + 2 log(n + 1) − log(n + 2)) .
log(m + 1)
 5.2 Summability 159

(a) Show that if


n  
k
an = ck 1 −
k=1
n+1
for n ≥ 1, then the bm given in (5.32) satisfies
m  
log k
bm = ck 1 − .
k=1
log(n + 1)
(b) Show that tmn ≥ 0 for all m, n.
(c) Show that
∞
log 2
tmn = 1 + .
n=1
log(m + 1)
(d) Show that limm→∞ tmn = 0 .



(e) Conclude that if ck = c (C, 1), then ck = c (R, 1) .


14. Let A(x) = 0<n≤x an .
(a) Show that

N
n 1 N
an 1 − = A(x) d x .
n=1
N N 0

(b) Show that


N   N
log n 1 A(x)
an 1 − = dx .
n=1
log N log N 1 x
(c) Suppose that t is a fixed non-zero real number. By Corollary 1.15, or
otherwise, show that
  
N
−1−it n N −it log N
n 1− = + ζ (1 + it) + O .
n=1
N (1 − it)2 N
(d) Similarly, show that
N    
−1−it log n 1
n 1− = ζ (1 + it) + O .
n=1
log N log N

∞ −1−it
(e) Conclude that n=1 n is not summable (C, 1), but that it is
summable (R, 1) to ζ (1 + it) .


15. We say that a series is Lambert summable, and write an = a (L), if
∞
nan r n
lim− (1 − r ) = a.
r →1
n=1
1 − rn



(a) Show that if an = a, then an = a (L).
160 Dirichlet series: II

(b) Show that if an is a bounded sequence and |z| < 1, then

 
 ∞
nan z n ∞ 
= dad z n .
n=1
1 − zn n=1 d|n


(c) Show that ∞ µ(n)/n = 0 (L).


n=1
(d) Deduce that if ∞ n=1 µ(n)/n converges, then its value is 0. (See (6.18)
and (8.6).)


(e) Show that ∞ ((n) − 1)/n = −2C0 (L).


n=1
(f) Deduce that if n≤x (n)/n = log x + c + o(1) then c = −C0 . (See
Exercise 8.1.1.)
16. (Bohr 1909; Riesz 1909; Phragmén (cf. Landau 1909, pp. 762, 904))




Let α(s) = an n −s , β(s) = bn n −s , and γ (s) = α(s)β(s) = cn n −s



where cn = d|n ad bn/d . Further, put A(x) = n≤x an and B(x) =


n≤x bn .
(a) Show that
x
dy 
A(y)B(x/y) = cn log x/n.
1 y n≤x




(b) Show that if an converges and bn converges, then cn =
α(0)β(0) (R, 1).
(c) (Landau 1907) By taking j = 0 in Exercise 12(a), or otherwise, show





that if the three series an , bn , cn all converge, then cn =



an bn .
17. Suppose that f (n)  ∞. Construct an so that |an | ≤ f (n)/n for all n,

N 
N
lim sup an = 1, lim inf an = −1,
N →∞ n=1 N →∞
n=1

but

N
lim an (1 − n/N ) = 0.
N →∞
n=1

18. (Landau 1908) Show that if f (x) ∼ x as x → ∞ and x f  (x) is increasing,

then limx→∞ f  (x) = 1.
19. (Landau (1913); cf. Littlewood (1986, p. 54–55); Schoenberg 1973) Show
that if f (x) → 0 as x → ∞, and if f  (x) = O(1), then f  (x) → 0 as
x → ∞.


20. (Tauber’s ‘second theorem’) Suppose that P(δ) = ∞ n=0 an e
−nδ
for δ > 0,

N
and put s N = n=0 an .
(a) Show that if an = O(1/n), then s N = P(1/N ) + O(1).
(b) Show that if an = o(1/n), then s N = P(1/N ) + o(1).
 5.2 Summability 161

N

(c) Let B(N ) = n=1 nan . Show that if an converges, then B(N ) =
o(N ) as N → ∞.
(d) Show that if P(δ) converges for δ > 0, then
 
B(N ) N
1 e−u/N e−u/N
s N − P(1/N ) = + B(u) − − du
N 1 u2 u2 uN
∞
u du
+ B(u)e−u/N −1 .
N N u2
(e) Show that if B(N ) = o(N ), then s N − P(1/N ) = o(1).



(f) Show that if an = a (A), then an = a if and only if B(N ) = o(N ).

∞
21. (a) Using Ramanujan’s identity n=1 d(n)2 n −s = ζ (s)4 /ζ (2s) and Theo-


rem 5.11, show that n≤x d(n)2 /n ∼ (4π 2 )−1 (log x)4 .


(b) Show that if n≤x d(n)2 ∼ cx(log x)3 as x → ∞, then c = 1/π 2 .


22. Show that ∞ n=1 1/(d(n)n ) ∼ c(s − 1)
s −1/2
as s → 1+ where
  
p
c= ( p 2 − p)1/2 log .
p p−1

Deduce that
 1 2c
∼ √ (log x)1/2
n≤x nd(n) π
as x → ∞.



23. Show that if n≤N an /n = O(1) and lims→1+ ∞ n=1 an n
−s
= a, then
 an  
log n
lim 1− = a.
n≤x n log x
x→∞

24. Show that

∞
sin x −sx
e d x = arctan 1/s
0 x
for s > 0. Using Theorem 5.7, deduce that
∞
sin x π
dx = .
0 x 2
∞ ∞
25. Suppose that f (u) ≥ 0, that 0 f (u)  du < ∞, and that 0 (1 −
∞
e−δu ) du ∼ δ 1/2 as δ → 0+ . Show that U f (u) du ∼ (πU )−1/2 as U →
∞.


26. Show that ∞ n=1 an = a if and only if

∞
n
lim− an r 2 = a.
r →1
n=0
162 Dirichlet series: II

27. Suppose that for every ε > 0 there is an η > 0 such that



|an | < ε whenever N > 1/η. Show that if an = a (A),


N <n≤(1+η)N
then an = a.



28. Show that if an = a (C, 1) and if an+1 − an = O(|an |/n), then an = a.


29. (Hardy & Littlewood 1913, Theorem 27) Show that if an = a (A) and if


an+1 − an = O(|an |/n), then an = a.
30. (Hardy 1907) Show that

∞
k
lim− (−1)k x 2
x→1
k=0

does not exist.

5.3 Notes
Section 5.1. Theorem 5.1 and the more general (5.22) were first proved rig-
orously by Perron (1908). Although the Mellin transform had been used by
Riemann and Cahen, it was Mellin (1902) who first described a general class
of functions for which the inversion succeeds. Hjalmar Mellin was Finnish, but
his family name is of Swedish origin, so it is properly pronounced mĕ · lēn .
However, in English-speaking countries the uncultured pronunciation mĕl · ı̆n
is universal.
In connection with Theorem 5.4, it should be noted that Plancherel’s formula
 f 2 =  * f 2 holds not just for all f ∈ L 1 (R) ∩ L 2 (R) but actually for all
f ∈ L (R). However, in this wider setting one must adopt a new definition for
2

*f , since the definition we have taken is valid only for f ∈ L 1 (R). See Goldberg
(1961, pp. 46–47) for a resolution of this issue.
For further material concerning properties of Dirichlet series, one should
consult Hardy & Riesz (1915), Titchmarsh (1939, Chapter 9), or Widder (1971,
Chapter 2). Beyond the theory developed in these sources, we call attention to
two further topics of importance in number theory. Wiener (1932, p. 91) proved
that if the Fourier series of f ∈ L 1 (T) is absolutely convergent and is never zero,
then the Fourier series of 1/ f is also absolutely convergent. Wiener’s proof was
rather difficult, but Gel’fand (1941) devised a simpler proof depending on his
theory of normed rings. Lévy (1934) proved more generally that the Fourier
series of F( f ) is absolutely convergent provided that F is analytic at all points
in the range of f . Elementary proofs of these theorems have been given by
Zygmund (1968, pp. 245–246) and Newman (1975). These theorems were
generalized to absolutely convergent Dirichlet series by Hewitt & Williamson


(1957), who showed that if α(s) = an n −s is absolutely convergent for σ ≥
σ0 , then 1/α(s) is represented by an absolutely convergent Dirichlet series
 5.3 Notes 163

in the same half-plane, if and only if the values taken by α(s) in this half-
plane are bounded away from 0. Ingham (1962) noted a fallacy in Zygmund’s
account of Lévy’s theorem, corrected it, and gave an elementary proof of the
generalization to absolutely convergent Dirichlet series. See also Goodman &
Newman (1984). Secondly, Bohr (1919) developed a theory concerning the
values taken on by an absolutely convergent Dirichlet series. This is described
by Titchmarsh (1986, Chapter 11), and in greater detail by Apostol (1976,
Chapter 8). For a small footnote to this theory, see Montgomery & Schinzel
(1977).
Section 5.2. That conditions (5.29)–(5.31) are necessary and sufficient for
the transformation T to preserve limits was proved by Toeplitz (1911) for upper
triangular matrices, and by Steinhaus (1911) in general. See also Kojima (1917)
and Schur (1921). For more on the Toeplitz matrix theorem and various aspects
of Tauberian theorems, see Peyerimhoff (1969).
Theorem 5.6 under the hypothesis (a) is trivial by dominated convergence.
Theorem 5.6(b) is a special case of a theorem of Hardy (1910), who considered
the more general (C,k) convergence, and Theorem 5.6(c) is similarly a special
case of a theorem of Landau (1910, pp. 103–113).
Tauber (1897) proved two theorems, the second of which is found in Exer-
cise 5.2.18. Littlewood (1911) derived his strengthening of Tauber’s first theo-
rem by using high-order derivatives. Subsequently Hardy & Littlewood (1913,
1914a, b, 1926, 1930) used the same technique to obtain Theorem 5.8 and
its corollaries. Karamata (1930, 1931a, b) introduced the use of Weierstrass’s
approximation theorem. Karamata also considered a more general situation,
in which the right-hand sides of (5.35) and (5.36) are multiplied by a slowly
oscillating function L(1/δ), and the right-hand side of (5.37) is multiplied by
L(U ). Our exposition employs a further simplification due to Wielandt (1952).
Other proofs of Littlewood’s theorem have been given by Delange (1952) and
by Eggleston (1951). Ingham (1965) observed that a peak function similar
to Littlewood’s can be constructed by using high-order differencing instead
of differentiation. Since many proofs of the Weierstrass theorem involve con-
structing a peak function, the two methods are not materially different. Sharp
quantitative Tauberian theorems have been given by Postnikov (1951), Kore-
vaar (1951, 1953, 1954a–d), Freud (1952, 1953, 1954), Ingham (1965), and
Ganelius (1971).
For other accounts of the Hardy–Littlewood theorem, see Hardy (1949) or
Widder (1946, 1971). For a brief survey of applications of summability to
classical analysis, see Rubel (1989).
Wiener (1932, 1933) invented a general Tauberian theory that contains the
Hardy–Littlewood theorems for power series (Theorem 5.8 and its corollaries)
164 Dirichlet series: II

as a special case. Wiener’s theory is discussed by Hardy (1949), Pitt (1958), and
Widder (1946). Among the longer expositions of Tauberian theory, the recent
accounts of Korevaar (2002, 2004) are especially recommended.

5.4 References
Apostol, T. (1976). Modular Functions and Dirichlet Series in Number Theory, Graduate
Texts Math. 41. New York: Springer-Verlag.
Bohr, H. (1909). Über die Summabilität Dirichletscher Reihen, Nachr. König. Gesell.
Wiss. Göttingen Math.-Phys. Kl., 247–262; Collected Mathematical Works, Vol. I.
København: Dansk Mat. Forening, 1952, A2.
(1919). Zur Theorie algemeinen Dirichletschen Reihen, Math. Ann. 79, 136–156;
Collected Mathematical Works, Vol. I. København: Dansk Mat. Forening, 1952,
A13.
Delange, H. (1952). Encore une nouvelle démonstration du théorème taubérien de Lit-
tlewood, Bull. Sci. Math. (2) 76, 179–189.
Edwards, D. A. (1957). On absolutely convergent Dirichlet series, Proc. Amer. Math.
Soc. 8, 1067–1074.
Eggleston, H. G. (1951). A Tauberian lemma, Proc. London Math. Soc. (3) 1, 28–45.
Freud, G. (1952). Restglied eines Tauberschen Satzes, I, Acta Math. Acad. Sci. Hungar.
2, 299–308.
(1953). Restglied eines Tauberschen Satzes, II, Acta Math. Acad. Sci. Hungar. 3,
299–307.
(1954). Restglied eines Tauberschen Satzes, III, Acta Math. Acad. Sci. Hungar. 5,
275–289.
Ganelius, T. (1971). Tauberian Remainder Theorems, Lecture Notes Math. 232. Berlin:
Springer-Verlag.
Gel’fand, I. M. (1941). Über absolut konvergente trigonometrische Reihen und Integrale,
Mat. Sb. N. S. 9, 51–66.
Goldberg R. R. (1961). Fourier Transforms, Cambridge Tract 52. Cambridge: Cambridge
University Press.
Goodman, A. & Newman, D. J. (1984). A Wiener type theorem for Dirichlet series,
Proc. Amer. Math. Soc. 92, 521–527.
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 6
The Prime Number Theorem

6.1 A zero-free region

The Prime Number Theorem (PNT) asserts that
x
π (x) ∼
log x

as x tends to infinity. We shall prove this by using Perron’s formula, but in

the course of our arguments it will be important to know that ζ (s) = 0 for
σ ≥ 1. In Chapter 1 we saw that ζ (s) = 0 for σ > 1, but it remains to show
that ζ (1 + it) = 0. To obtain a quantitative form of the Prime Number The-
orem we take some care to show that ζ (s) = 0 for σ ≥ 1 − δ(t) where δ(t)
is some function of t. We would like the width δ(t) of the zero-free region
to be as large as possible, as the rate at which δ(t) tends to 0 determines the
size of the estimate we can derive for the error term in the Prime Number
Theorem.
We begin by reviewing some basic facts concerning functions of a complex
variable. If P(z) is a polynomial, then the rate of growth of |P(z)| as |z| →
∞ reflects the number of zeros of P(z). This is generalized to other analytic
functions by Jensen’s formula. For our purposes we are content to establish the
following simple consequence of Jensen’s formula.

Lemma 6.1 (Jensen’s inequality) If f (z) is analytic in a domain containing

the disc |z| ≤ R, if | f (z)| ≤ M in this disc, and if f (0) = 0, then for r < R the
number of zeros of f in the disc |z| ≤ r does not exceed

log M/| f (0)|

.
log R/r

Proof Let z 1 , z 2 , . . . , z K denote the zeros of f in the disc |z| ≤ R, and

168
 6.1 A zero-free region 169

put
K
R 2 − zz k
g(z) = f (z) .
k=1
R(z − z k )
th
The k factor of the product has been constructed so that it has a pole at z k , and
so that it has modulus 1 on the circle |z| = R. Hence g is an analytic function
in the disc |z| ≤ R, and if |z| = R, then |g(z)| = | f (z)| ≤ M. Hence by the
maximum modulus principle, |g(0)| ≤ M. But
K
R
|g(0)| = | f (0)| .
|z |
k=1 k

Each factor in the product is ≥ 1, and if |z k | ≤ r , then the factor is ≥ R/r . If

there are L such zeros, then the above is ≥ | f (0)|(R/r ) L , which gives the stated
upper bound for L.

We now show that a bound for the modulus of an analytic function can be
derived from a one-sided bound for its real part in a slightly larger region.
Lemma 6.2 (The Borel–Carathéodory Lemma) Suppose that h(z) is analytic
in a domain containing the disc |z| ≤ R, that h(0) = 0, and that h(z) ≤ M
for |z| ≤ R. If |z| ≤ r < R, then
2Mr
|h(z)| ≤
R −r
and
2M R
|h  (z)| ≤ .
(R − r )2
Proof It suffices to show that
h (k) (0) 2M
≤ k (6.1)
k! R
for all k ≥ 1, for then
∞
h (k) (0) k ∞
r k 2Mr
|h(z)| ≤ r ≤ 2M = ,
k=1
k! k=1
R R −r
and

∞
|h (k) (0)|kr k−1 2M ∞
r k−1 2M R
|h  (z)| ≤ ≤ k = .
k=1
k! R k=1 R (R − r )2
To prove (6.1) we first note that
1 
1 dz
h(Re(θ )) dθ = h(z) = h(0) = 0.
0 2πi |z|=R z
170 The Prime Number Theorem

Moreover, if k > 0, then


1
R −k
h(Re(θ ))e(kθ ) dθ = h(z)z k−1 dz = 0,
0 2πi |z|=R

and
1 
Rk R k h (k) (0)
h(Re(θ ))e(−kθ) dθ = h(z)z −k−1 dz = .
0 2πi |z|=R k!
By forming a linear combination of these identities we see that if k > 0, then
1
R k e(−φ)h (k) (0)
h(Re(θ ))(1 + cos 2π(kθ + φ)) dθ = .
0 2 · k!
By taking real parts it follows that
  1
1 k
 R e(−φ)h (k) (0)/k! ≤ M (1 + cos 2π (kθ + φ)) dθ = M
2 0

for k > 0. Since this holds for any real φ, we are free to choose φ so that
e(−φ)h (k) (0) = |h (k) (0)|. Then the above inequality gives (6.1), and the proof
is complete.

K
If P(z) = c k=1 (z − z k ), then

P K
1
(z) = .
P k=1
z − zk

We now generalize this to analytic functions f (z), to the extent that f  / f can
be approximated by a sum over its nearby zeros.

Lemma 6.3 Suppose that f (z) is analytic in a domain containing the disc
|z| ≤ 1, that | f (z)| ≤ M in this disc, and that f (0) = 0. Let r and R be fixed,
0 < r < R < 1. Then for |z| ≤ r we have
  
f K
1 M
(z) = + O log
f k=1
z − zk | f (0)|

where the sum is extended over all zeros z k of f for which |z k | ≤ R. (The implicit
constant depends on r and R, but is otherwise absolute.)

Proof If f (z) has zeros on the circle |z| = R, then we replace R by a very
slightly larger value. Thus we may assume that f (z) = 0 for |z| = R. Set
K
R 2 − zz k
g(z) = f (z) .
k=1
R(z − z k )
 6.1 A zero-free region 171

By Lemma 6.1 we know that

log M/| f (0)| M
K ≤ log . (6.2)
log 1/R | f (0)|
If |z| = R, then each factor in the product has modulus 1. Consequently |g(z)| ≤
M when |z| = R, and by the maximum modulus principle |g(z)| ≤ M for |z| ≤
R. We also note that
K
R
|g(0)| = | f (0)| ≥ | f (0)|.
|z
k=1 k
|
Since g(z) has no zeros in the disc |z| ≤ R, we may put h(z) = log(g(z)/g(0)).
Then h(0) = 0, and
h(z) = log |g(z)| − log |g(0)| ≤ log M − log | f (0)|
for |z| ≤ R. Hence by the Borel–Carathéodory lemma we see that
M
h  (z) log (6.3)
| f (0)|
for |z| ≤ r . But
g f K
1 K
1
h  (z) = (z) = (z) − + . (6.4)
g f k=1
z − zk k=1
z − R 2/z k

Now |R 2/z k | ≥ R, so that if |z| ≤ r then |z − R 2/z k | ≥ R − r . Hence for |z| ≤ r

the last sum above has modulus
K M
≤ log
R −r | f (0)|
by (6.2). To obtain the stated result it suffices to combine this estimate and (6.3)
in (6.4).

We now apply these general principles to the zeta function.

Lemma 6.4 If |t| ≥ 7/8 and 5/6 ≤ σ ≤ 2, then
ζ  1
(s) = + O(log τ )
ζ ρ s −ρ

where τ = |t| + 4 and the sum is extended over all zeros ρ of ζ (s) for which
|ρ − (3/2 + it)| ≤ 5/6.
Proof We apply Lemma 6.3 to the function f (z) = ζ (z + (3/2 + it)), with
R = 5/6 and r = 2/3. To complete the proof it suffices to note that | f (0)| 1
by the (absolutely convergent) Euler product formula (1.17), and that f (z) τ
for |z| ≤ 1 by Corollary 1.17.

172 The Prime Number Theorem

If the zeta function were to have a zero of multiplicity m at 1 + iγ , then we

would have
ζ m
(1 + δ + iγ ) ∼
ζ δ
as δ → 0+ . But
ζ ∞
 (1 + δ + iγ ) = − (n)n −1−δ cos(γ log n),
ζ n=1

and in the very worst case this could be no larger than


∞
ζ 1
(n)n −1−δ = − (1 + δ) ∼ .
n=1
ζ δ

Thus m is at most 1, and even in this case ζ  /ζ would be essentially as large as

it could possibly be. Roughly speaking, this would imply that piγ is near −1
for most primes. But then it would follow that p 2iγ is near 1 for most primes,
so that
ζ 1
(1 + δ + 2iγ ) ∼ −
ζ δ
as δ → 0+ . Then ζ (s) would have a pole at 1 + 2iγ , contrary to Corollary
1.13. The essence of this informal argument is captured very effectively by the
following elementary inequality.

Lemma 6.5 If σ > 1, then

 
ζ ζ ζ
 −3 (σ ) − 4 (σ + it) − (σ + 2it) ≥ 0.
ζ ζ ζ
Proof From Corollary 1.11 we see that the left-hand side above is

∞
 
(n)n −1−δ 3 + 4 cos(t log n) + cos(2t log n) .
n=1

It now suffices to note that 3 + 4 cos θ + cos 2θ = 2(1 + cos θ )2 ≥ 0 for

all θ.

We now use Lemmas 6.4 and 6.5 to establish the existence of a zero-free
region for the zeta function.

Theorem 6.6 There is an absolute constant c > 0 such that ζ (s) = 0 for
σ ≥ 1 − c/ log τ .

This is the classical zero-free region for the zeta function.

 6.1 A zero-free region 173

Proof Since ζ (s) is given by the absolutely convergent product (1.17) for
σ > 1, it suffices to consider σ ≤ 1. From (1.24) we see that
∞
s |s|
ζ (s) − ≤ |s| u −σ −1 du = (6.5)
s−1 1 σ
for σ > 0. From this we see that ζ (s) = 0 when σ > |s − 1|, i.e., in the parabolic
region σ > (1 + t 2 )/2. In particular, ζ (s) = 0 in the rectangle 8/9 ≤ σ ≤ 1,
|t| ≤ 7/8. Now suppose that ρ0 = β0 + iγ0 is a zero of the zeta function with
5/6 ≤ β0 ≤ 1, |γ0 | ≥ 7/8. Since ρ ≤ 1 for all zeros ρ of ζ (s), it follows that
1/(s − ρ) > 0 whenever σ > 1. Hence by Lemma 6.4 with s = 1 + δ + iγ0
we see that
ζ 1
− (1 + δ + iγ0 ) ≤ − + c1 log(|γ0 | + 4).
ζ 1 + δ − β0
Similarly, by Lemma 6.4 with s = 1 + δ + 2iγ0 we find that
ζ
− (1 + δ + 2iγ0 ) ≤ c1 log(|2γ0 | + 4).
ζ
From Corollary 1.13 we see that
ζ 1
− (1 + δ) = + O(1).
ζ δ
On combining these estimates in Lemma 6.5 we conclude that
3 4
− + c2 log(|γ0 | + 4) ≥ 0.
δ 1 + δ − β0
We take δ = 1/(2c2 log(|γ0 | + 4)). Thus the above gives
4
7c2 log(|γ0 | + 4) ≥ ,
1 + δ − β0
which is to say that

1 4
1+ − β0 ≥ .
2c2 log(|γ0 | + 4) 7c2 log(|γ0 | + 4)
Hence

1
1 − β0 ≥ ,
14c2 log(|γ0 | + 4)
so the proof is complete.

In the above argument it is essential that the coefficient of ζ (s) is larger

than the coefficient of ζ (σ ). Among non-negative cosine polynomials T (θ) =
174 The Prime Number Theorem

a0 + a1 cos 2πθ + · · · + a N cos 2π N θ , the ratio a1 /a0 can be arbitrarily close

to 2, as we see in the Fejér kernel

N −1  
n 1 sin π N θ 2
N (θ ) = 1 + 2 1 − cos 2nπ θ = ≥ 0,
n=1
N N sin π θ
but it must be strictly less than 2 since
1
a0 − 12 a1 = T (θ)(1 − cos 2π θ ) dθ > 0.
0

It is useful to have bounds for the zeta function and its logarithmic derivative
in the zero-free region.
Theorem 6.7 Let c be the constant in Theorem 6.6. If σ > 1 − c/(2 log τ )
and |t| ≥ 7/8, then
ζ
(s) log τ , (6.6)
ζ
| log ζ (s)| ≤ log log τ + O(1) , (6.7)
and
1
log τ . (6.8)
ζ (s)
ζ
On the other hand, if 1 − c/(2 log τ ) < σ ≤ 2 and |t| ≤ 7/8, then (s) =
  ζ
−1/(s − 1) + O(1), log ζ (s)(s − 1) 1, and 1/ζ (s) |s − 1|.
Proof If σ > 1, then by Corollary 1.11 and the triangle inequality we see that
ζ ∞
ζ 1
(s) ≤ (n)n −σ = − (σ ) .
ζ n=1
ζ σ −1
Hence (6.6) is obvious if σ ≥ 1 + 1/ log τ . Let s1 = 1 + 1/ log τ + it. In par-
ticular we have
ζ
(s1 ) log τ. (6.9)
ζ
From this estimate and Lemma 6.4 we deduce that
 1
 log τ (6.10)
ρ s1 − ρ

where the sum is over those zeros ρ for which |ρ − (3/2 + it)| ≤ 5/6. Suppose
that 1 − c/(2 log τ ) ≤ σ ≤ 1 + 1/ log τ . Then by Lemma 6.4 we see that
ζ ζ  1 1

(s) − (s1 ) = − + O(log τ ). (6.11)
ζ ζ ρ s−ρ s1 − ρ
 6.1 A zero-free region 175

Since |s − ρ| |s1 − ρ| for all zeros ρ in the sum, it follows that

1 1 1 1
−  .
s−ρ s1 − ρ |s1 − ρ|2 log τ s1 − ρ
Now (6.6) follows on combining this with (6.9) and (6.10) in (6.11).
To derive (6.7) we begin as in our proof of (6.6). From Corollary 1.11 and
the triangle inequality we see that if σ > 1, then

∞
(n)
| log ζ (s)| ≤ n −σ = log ζ (σ ).
n=2
log n

But by Theorem 1.14 we know that ζ (σ ) < 1 + 1/(σ − 1), so that (6.7)
holds when σ ≥ 1 + 1/ log τ . In particular (6.7) holds at the point s1 =
1 + 1/ log τ + it, so that to treat the remaining s it suffices to bound the
difference
s
ζ
log ζ (s) − log ζ (s1 ) = (w) dw.
s1 ζ
We take the path of integration to be the line segment joining the endpoints.
Then the length of this interval multiplied by the bound (6.6) gives the error
term O(1) in (6.7).
The estimate (6.8) follows directly from (6.7), since log 1/|ζ | = − log ζ .
The remaining estimates follow trivially from (6.5).

The ideas we have used enable us not only to derive a zero-free region but
also to place a bound on the number of zeros ρ that might lie near the point
1 + it.

Theorem 6.8 Let n(r ; t) denote the number of zeros ρ of ζ (s) in the disc
|ρ − (1 + it)| ≤ r . Then n(r ; t) r log τ , uniformly for r ≤ 3/4.

Proof If c1 is a small positive constant and r < c1 / log τ , then n(r ; t) = 0 by

Theorem 6.6. Suppose that c1 / log τ ≤ r ≤ 1/6, |t| ≥ 7/8. As in the proof of
Theorem 6.7, the estimate (6.10) holds when we take s1 = 1 + r + it. In the sum
over ρ, each term is non-negative, and those zeros ρ counted in n(r ; t) contribute
at least 1/(2r ) apiece. Hence their number is r log τ . If 1/6 < r ≤ 3/4 and
|t| ≥ 3, then the desired bound follows at once by applying Jensen’s inequality
(Lemma 6.1 above) to the function f (z) = ζ (z + 2 + it), with R = 11/6, in
view of the bounds provided by Corollary 1.17. Note that | f (0)| 1 because
of the absolute convergence of the Euler product. If 1/6 < r ≤ 3/4 and |t| ≤ 3,
then we apply Jensen’s inequality to the function f (z) = (z + 1 + it)ζ (z + 2 +
it).

176 The Prime Number Theorem

6.1.1 Exercises
1. (a) Show that if |z| < R, |w| ≤ R, and z = w, then
zw − R 2
≥ 1.
(z − w)R
(b) Show that if |w| ≤ ρ < R, |z| = r < R, and z = w, then
zw − R 2 rρ + R 2
≥ .
(z − w)R (r + ρ)R
(c) Suppose that f is analytic in the disc |z| ≤ R. For r ≤ R put M(r ) =
max|z|≤r | f (z)|. Show that if 0 < r < R and 0 < ρ < R, then the num-
ber of zeros of f in the disc |z| ≤ ρ does not exceed
M(R)
log
M(r )
.
rρ + R 2
log (r + ρ)R

2. Suppose that R, M, and ε are positive real numbers, and set h(z) =
2M z/(z + R + ε).
(a) Show that h(0) = 0, that h(z) is analytic for |z| < R + ε, and that
h(z) ≤ M for |z| ≤ R + ε.
(b) Show that if 0 < r < R, then
2Mr
max |h(z)| = −h(−r ) = .
|z|≤r R +ε−r
(c) Show that if 0 < r < R, then
2M(R + ε)
max |h  (z)| = h  (−r ) = .
|z|≤r (R + ε − r )2
3. Show that, in the situation of the Borel–Carathéodory lemma (Lemma 6.2),
if |z| ≤ r < R, then
4M R
|h  (z)| ≤ .
(R − r )3
4. (Mertens 1898) Use the Dirichlet series expansion of log ζ (s) to show that
if σ > 1, then
|ζ (σ )3 ζ (σ + it)4 ζ (σ + 2it)| ≥ 1.
The method used to establish a zero-free region for the zeta function can be
applied to any particular Dirichlet L-function, though the constants involved
may depend on the function. We shall pursue this systematically in Chapter 11,
but in the exercise below we treat one interesting example.
 6.1 A zero-free region 177

5. Let χ0 denote the principal character (mod 4), and χ1 the non-principal
character (mod 4).
(a) Show that L(1, χ1 ) = π/4, and hence that there is a neighbourhood of
1 in which L(s, χ1 ) = 0.
(b) Show that if σ > 1, then
 
L L L
 −3 (σ, χ0 ) − 4 (σ + it, χ1 ) − (σ + 2it, χ0 ) ≥ 0.
L L L
(c) Show that there is a constant c > 0 such that L(s, χ1 ) = 0 for σ >
1 − c/ log τ .
(d) Show that there is a constant c > 0 such that if σ > 1 − c/ log τ , then
L
(s, χ1 ) log τ,
L
| log L(s, χ1 )| ≤ log log τ + O(1),
1
log τ.
L(s, χ1 )
6. (a) Show that if 1 < σ1 ≤ σ2 , then
ζ (σ2 ) ζ (σ2 + it) ζ (σ1 )
≤ ≤
ζ (σ1 ) ζ (σ1 + it) ζ (σ2 )
for all real t.
(b) Show that if 1 < σ1 ≤ σ2 ≤ 2, then
σ1 − 1 ζ (σ2 + it) σ2 − 1
σ2 − 1 ζ (σ1 + it) σ1 − 1
uniformly in t.
7. (Montgomery & Vaughan 2001)
(a) Show that if σ > 1, then
 
ζ (σ + i(t + 1)) ∞
(n) 1 
≤ exp 2 sin 2 log n
ζ (σ + it) n=1
n σ log n

uniformly for all real t. 1

(b) Put f (θ) = | sin πθ |, and for integers k set *
f (k) = 0 f (θ)e(−kθ) dθ
where e(θ) = e2πiθ . Show that * f (k) = −2/(π (4k 2 − 1)).
(c) By Corollary D.3, or otherwise, show that

∞
| sin π θ| = *
f (k)e(kθ) .
k=−∞
178 The Prime Number Theorem

(d) Show that if 1 < σ ≤ 2, then

∞
ζ (σ + i(t + 1)) *
≤ |ζ (σ + ik)|2 f (k)
ζ (σ + it) k=−∞

uniformly for all real t.

(e) Show that if σ > 1, then
ζ (σ + i(t + 1))
(σ − 1)4/π (σ − 1)−4/π
ζ (σ + it)
uniformly in t.
(f) Show that
ζ (1 + i(t + 1))
(log t)−4/π (log t)4/π
ζ (1 + it)
uniformly for t ≥ 2.
8. Suppose that a and b are fixed, 0 < a < b < 1. Suppose that f is analytic
in a domain containing the disc |z| ≤ R, that f (0) = 0, and that | f (z)| ≤ M
for |z| ≤ R. Show that
  
f K
1 1 M
(z) = +O log
f k=1
z − zk R | f (0)|
for |z| ≤ a R where the sum is over those zeros z k of f (z) for which
|z k | ≤ b R.
9. (Landau 1924a) Suppose that θ (t) and φ(t) are functions with the following
properties: φ(t) > 0, φ(t) , e−φ(t) ≤ θ(t) ≤ 1/2, θ (t) . Suppose also
that
ζ (s) eφ(t)
for σ ≥ 1 − θ (t), t ≥ 2.
(a) Show that
 1  
ζ φ(t + 1)
(s) = +O
ζ ρ s −ρ θ(t + 1)

for σ ≥ 1 − θ(t + 1)/3 where the sum is over zeros ρ for which |ρ −
(1 + θ (t + 1) + it)| ≤ 5θ (t + 1)/3.
(b) Show that there is an absolute constant c > 0 such that ζ (s) = 0 for
θ (2t + 1)
σ ≥1−c .
φ(2t + 1)
(c) Show that the zero-free region (6.26) follows from the estimate (6.25).
 6.2 The Prime Number Theorem 179

(d) By mimicking the proof of Theorem 6.7, but with s1 = 1 +

θ (2t + 1)/φ(2t + 1) + it, show that
ζ φ(2t + 2)
(s) ,
ζ θ(2t + 2)
φ(2t + 2)
| log ζ (s)| ≤ log + O(1),
θ(2t + 2)
1 φ(2t + 2)
ζ (s) θ(2t + 2)
for σ ≥ 1 − 12 cθ (2t + 2)/φ(2t + 2).
10. Suppose that ζ (s) = 0 for σ ≥ η(t), t ≥ 2, where η(t) , η(t) 1/ log t.
Show that
ζ
(s) log t
ζ
for σ ≥ 1 − 12 η(t + 1), t ≥ 2.

6.2 The Prime Number Theorem

We are now in a position to prove the Prime Number Theorem in a quantitative

form. We apply Perron’s formula to ζζ (s) to obtain an asymptotic estimate for

ψ(x) = (n),
n≤x

and then use partial summation to derive an estimate for π (x). It would be more
direct to apply Perron’s formula to log ζ (s), but our approach is technically

simpler since log ζ (s) has a logarithmic singularity at s = 1 while ζζ (s) has
only a simple pole there.

Theorem 6.9 There is a constant c > 0 such that

 
x
ψ(x) = x + O √ , (6.12)
exp(c log x)
 
x
ϑ(x) = x + O √ , (6.13)
exp(c log x)
and
 
x
π(x) = li(x) + O √ (6.14)
exp(c log x)
uniformly for x ≥ 2.
180 The Prime Number Theorem

Here li(x) is the logarithmic integral,

x
1
li(x) = du.
2 log u
By integrating this integral by parts K times we see that

K −1  
(k − 1)! x
li(x) = x + O K . (6.15)
k=1
(log x)k (log x) K
On combining this with (6.14) we see that
 
x x
π(x) = +O .
log x (log x)2
This is a quantitative form of the Prime Number Theorem. When this main term
is used, the error term is genuinely of the indicated size, since by (6.14) and
(6.15) again we see that
 
x x x
π(x) = + + O .
log x (log x)2 (log x)3
Thus we see that in order to obtain a precise estimate of π (x), it is essential
to use the logarithmic integral (or some similar function) to express the main
term.
Proof From Corollary 1.11 and Theorem 5.2 we see that
σ0 +i T
−1 ζ  xs
ψ(x) = (s) ds + R (6.16)
2πi σ0 −i T ζ s
for σ0 > 1, where by Corollary 5.3 we see that
  
x (4x)σ0 ∞
(n)
R (n) min 1, + .
x/2<n<2x
T |x − n| T n=1
n σ0

Here the second sum is − ζζ (σ0 ), which is 1/(σ0 − 1) for 1 < σ0 ≤ 2. To
estimate the first sum we note that (n) ≤ log n log x. For the n that is
nearest to x we replace the minimum by its first member, and for all other
values of n we replace it by its second member. Thus the first sum is
 
x  1 x
(log x) 1 + log x + (log x)2 .
T 1≤k≤x k T

Suppose that 2 ≤ T ≤ x and that σ0 = 1 + 1/ log x. Then

x
R (log x)2 .
T
 6.2 The Prime Number Theorem 181

Put σ1 = 1 − c/ log T where c is a small positive constant, and let C denote

the closed contour that consists of line segments joining the points σ0 − i T ,

σ0 + i T , σ1 + i T , σ1 − i T . From Theorem 6.6 we know that ζζ (s) has a simple
pole with residue −1 at s = 1, but that it is otherwise analytic within C. Hence
by the calculus of residues,
−1 ζ  xs
(s) ds = x.
2πi C ζ s
If c is small, then the estimate (6.6) of Theorem 6.7 applies on this contour.
Hence
σ1 +i T
ζ  xs log T σ0 x
− (s) ds x (σ0 − σ1 ) ,
σ0 +i T ζ s T T
and similarly for the integral from σ1 − i T to σ0 − i T . Using (6.6) again, we
also see that
σ1 −i T
ζ  xs T
dt 1
dt
− (s) ds x σ1 (log T ) + x σ1
σ1 +i T ζ s −T 1 + |t| −1 |σ 1 + it − 1|
σ1
x
x σ1 (log T )2 + x σ1 (log T )2 .
1 − σ1
On combining these estimates we conclude that
  
1 −c/ log T
ψ(x) = x + O x(log x) 2
+x .
T
We choose T so that the two terms in the last factor of the error term are equal,
√
i.e., T = exp c log x . With this choice of T , the error term above is
     
x(log x)2 exp − c log x x exp − c log x

since we may suppose that 0 < c < 1. Thus the proof of (6.12) is complete.
To derive (6.13) it suffices to combine (6.12) with the first estimate of Corol-
lary 2.5. As for (6.14), we note that
x x
1 1
π(x) = dϑ(u) = li(x) + d(ϑ(u) − u).
2− log u 2− log u
By integrating by parts we see that this last integral is
ϑ(u) − u x x
ϑ(u) − u
+ 2
du,
log u 2− 2 u(log u)
√
and by (6.13) it follows that this is x exp(−c log x). Thus we have (6.14),
and the proof is complete.

182 The Prime Number Theorem

The method we used to derive Theorem 6.9 is very flexible, and can be
applied to many other situations. For example, the summatory function

M(x) = µ(n)
n≤x

can be estimated by applying the above method with ζ  /ζ replaced by 1/ζ .

Thus it may be shown that
  
M(x) x exp − c log x (6.17)
for x ≥ 2. If instead we were to apply the method to the function 1/ζ (s + 1),
we would find that
 µ(n)   
exp − c log x , (6.18)
n≤x n
since 1/(sζ (s + 1)) is analytic at s = 0. Hence in particular,

∞
µ(n)
= 0. (6.19)
n=1
n

6.2.1 Exercises

1. (Landau 1901b; cf. Rosser & Schoenfeld 1962) Use Theorem 6.9 to show
that
π(2x) − 2π (x) = −2(log 2)x(log x)−2 + O(x(log x)−3 ).
Deduce that for all large x, the interval (x, 2x] contains fewer prime num-
bers than the interval (0, x].

2. Use Theorem 6.9 to show that if n is of the form n = p≤y p where y is
sufficiently large, then d(n) > n (log 2)/ log log n .
3. (a) Use Theorem 6.9 to show that
 1 log y    
= log + O exp − c log x .
x< p≤y p log x
(b) Use the above and Theorem 2.7 to show that
1    
= log log x + b + O exp − c log x
p≤x p



where b = C0 − p ∞ k
k=2 1/(kp ) .
4. Show that for x ≥ 2,
 (n)    
= log x − C0 + O exp − c log x .
n≤x n
 6.2 The Prime Number Theorem 183

5. (cf. Cipolla 1902; Rosser 1939) Let p1 < p2 < · · · denote the prime num-
bers. Show that
 
log log n 2 (log log n)2
pn = n log n + log log n − 1 + − +O .
log n log n (log n)2
6. (Landau 1900) Let πk (x) denote the number of integers not exceeding x
that are composed of exactly k distinct primes.
(a) Show that
  
π2 (x) = π(x/ p) + O x(log x)−2 .
√
p≤ x

(b) Show that the sum above is

 x  
+ O x(log log x)(log x)−2 .
√ p log x/ p
p≤ x

(c) Using Theorem 6.9 and integration by parts, show that the sum above
is
√
x
du
x + O(x/ log x).
2 u(log x/u) log u
(d) Conclude that π2 (x) = x(log log x)/ log x + O(x/ log x).
7. (D. E. Knutson) Let dn denote the least common multiple of the numbers
1, 2, . . . , n.
(a) Show that dn = exp(ψ(n)).


(b) Let E(z) = ∞ n=1 z /dn . Show that this power series has radius of
n

convergence e.
(c) Show that E(1) is irrational.
8. (Landau 1905) Let Q(x) denote the number of square-free integers not
exceeding x, and define R(x) by the relation Q(x) = (6/π 2 )x + R(x).
(a) Show that

R(x) = M(y){x/y 2 } − µ(d){x/d 2 }
d≤y
   ∞
+ M x/m − 2x M(u)u −3 du.
m≤x/y 2 y

√
(b) Taking y = x 1/2 exp(−c log x) where c is sufficiently small, show
√
that R(x) x 1/2 exp(−c log x).


9. Let N = N (Q) = 1 + q≤Q ϕ(q) be the number of Farey points of order
Q, and for 0 ≤ α ≤ 1 write

card{(a, q) : q ≤ Q, (a, q) = 1, a/q ≤ α} = N α + R

184 The Prime Number Theorem

where R = R(Q, α).

(a) Show that if α = (1/Q)− , then R = −N /Q −Q.
(b) Show that if α = 1 − 1/Q, then R = N /Q − 1 Q.
(c) Show that

R=− {r α}M(Q/r )
r ≤Q

for 0 ≤ α ≤ 1.
(d) Show that R Q uniformly for 0 ≤ α ≤ 1.
10. (Landau 1903b; Massias, Nicolas & Robin 1988, 1989) Let f (n) denote
the maximal order of any element of the symmetric group Sn .
(a) Show that f (n) = max lcm(n 1 , n 2 , . . . , n k ) where the maximum is ex-
tended over all sets {n 1 , n 2 , . . . , n k ) of natural numbers for which
n 1 + n 2 + · · · + n k ≤ n.


(b) Choose y as large as possible so that p≤y p ≤ n. Show that

log f (n) ≥ log p = (1 + o(1))(n log n)1/2 .
p≤y

(c) Show that f (n) = max q1 q2 · · · qk where qi = pia(i) , pi = p j for i =

j, and qi ≤ n.

(d) Use the arithmetic–geometric mean inequality to show that qi ≤
(n/k)k .
(e) Show that if k is the number of qi ’s in (c), then k ≤ (2 +
o(1))(n/ log n)1/2 .
(f) Conclude that log f (n) (n log n)1/2 .
11. Let λ(n) = (−1)
(n) be Liouville’s lambda function.


(a) Show that ∞ n=1 λ(n)n
−s
= ζ (2s)/ζ (s) for σ > 1.
(b) Using the method of proof of Theorem 6.9, show that
   
λ(n) x exp − c log x .
n≤x


(c) Use (6.17) and the fact that λ(n) = d 2 |n µ(n/d 2 ) to give a second
proof of the above estimate.
12. (Landau 1907, Section 14) Let cn = 1 if n is a prime or a prime power,
cn = 0 otherwise.


(a) Show that µ(n)ω(n) = − d|n cd µ(n/d).
(b) Use (6.18) and the method of the hyperbola to show that

∞
µ(n)ω(n)
= 0.
n=1
n
 6.2 The Prime Number Theorem 185

13. Use the method of proof of Theorem 6.9 to show that

 x 1−it   
(n)n −it = + O(x exp − c log x
n≤x 1 − it
  
log x
+ O x(log x) exp −c
2
log τ
uniformly for |t| ≤ x.
14. Use the method of proof of Theorem 6.9 to show that for any fixed real t,

∞
1
µ(n)n −1−it = .
n=1
ζ (1 + it)
15. (a) Use the method of proof of Theorem 6.9 to show that for any fixed
t = 0,

∞
(n)
n −1−it = log ζ (1 + it).
n=1
log n
(b) Deduce that for any t = 0,
(1 − p −1−it )−1 = ζ (1 + it).
p

16. (Landau 1899b, 1901a, 1903c) Use the method of proof of Theorem 6.9 to
show that
∞
µ(n) log n
(a) = −1;
n=1
n
 ∞
µ(n)(log n)2
(b) = −2C0 ;
n=1
n
∞
λ(n) log n
(c) = −ζ (2).
n=1
n
17. Taking (6.18) and a quantitative form of the first part of the preceding
exercise for granted, use elementary reasoning to show that if q ≤ x then
 µ(n)   
(a) exp − c log x ,
n≤x n
(n,q)=1
 µ(n) log n q    
(b) =− + O exp − c log x .
n≤x n ϕ(q)
(n,q)=1
18. (Hardy 1921) Use the method of proof of Theorem 6.9 to show that
∞
µ(n)
(a) = 0;
n=1
ϕ(n)
∞
µ(n) log n
(b) = 0;
n=1
ϕ(n)
186 The Prime Number Theorem


∞
µ(n)(log n)2
(c) = 4A log 2
n=1
ϕ(n)

where A = p>2 1 − ( p−1)
1
2 .

19. Let Q(x) denote the number of square-free integers not exceeding x, and
recall Theorem 2.2.
(a) Show that
6  µ(n) 
Q(x) = x−x − µ(n){x/n 2 }
π 2 √
n> x
n 2 √
n≤ x

where {θ } = x − [x] is the fractional part of θ .

√
(b) Show that n>y µ(n)/n 2 y −1 exp(−c log y) for y ≥ 2.
(c) Note that if k is a positive integer, then {x/n 2 } is monotonic for n in
√ √
the interval x/(k + 1) < n ≤ x/k. Deduce that if x ≥ 2k 2 , then
    
µ(n){x/n 2 } x/k exp − c log x .
√ √
x/(k+1)<n≤ x/k
√
(d) By using the above for 1 ≤ k ≤ K = exp(−b log x) where b is suit-
ably chosen in terms of c, show that
6 c
Q(x) = x + O x 1/2 exp − log x .
π 2 2


20. (Ingham 1945) Let F(n) = d|n f (d) for all n. From our remarks at the
beginning of Chapter 2 we see that it is natural to expect a connection
between


(i) S(x) := n≤x F(n) = cx + o(x);

∞
(ii) n=1 f (n)/n = c.
Neither of these implies the other, but we show now that (i) implies that the
series (ii) is (C,1) summable to c.


(a) Show that S(x) = n≤x f (n)[x/n].
(b) Show that
 
 f (n) n x  dv
1− = S(v) µ(d)/d .
n≤x n x 1 d≤x/v
v2

(c) Show that

x  µ(d) dv
→1
1 d≤x/v
d v

as x → ∞.
 6.2 The Prime Number Theorem 187

(d) Use the estimate d≤y µ(d)/d (log 2y)−2 to show that
x  µ(d) dv
1.
1 d≤x/v
d v

(e) Mimic the proof of Theorem 5.5, or use Exercise 5.2.6 to show that if
(i) holds, then
 f (n) n
lim 1− = c.
x→∞
n≤x n x
(f) Use Theorem 5.6 to show that if (i) holds and f (n) = O(1), then (ii)
follows.


(g) Take f (n) = µ(n) to deduce that ∞ n=1 µ(n)/n = 0. (Of course we
used much more above in (d). For a result in the converse direction, see
Exercise 8.1.5.)
21. (Landau 1908b) Let R be the set of positive integers that can be expressed
as a sum of two squares, let R(x) denote the number of such integers not
exceeding x, and let χ1 denote the non-principal character (mod 4), as in
Exercise 6.1.5.
(a) Show that

n −s = (1 − 2−s )−1 (1 − p −s )−1 (1 − p −2s )−1
n∈R p≡1 (4) p≡3 (4)

for σ > 1.
√
(b) Show that the Dirichlet series above is f (s) ζ (s)L(s, χ1 ) where
f (s) = (1 − 2−s )−1/2 (1 − p −2s )−1/2
p≡3 (4)

is a Dirichlet series with abscissa of convergence σc = 1/2.

(c) Deduce that the Dirichlet series generating function for R has a
quadratic singularity at s = 1.
(d) Show that
1  xs    
R(x) = f (s) ζ (s)L(s, χ1 ) ds + O x exp − c log x
2πi C s
where C is the contour running from 1 − c − iδ along a straight line
to 1 − iδ, then along the semicircle 1 + δeiθ , −π/2 ≤ θ ≤ π/2, and
finally along a straight line to 1 − c + iδ. Here c should be sufficiently
small and δ = 1/ log x.
(e) Show that the integral above is
1 g(s)x s
= √ ds
2πi C s−1
188 The Prime Number Theorem

where
f (s) 
g(s) = (s − 1)ζ (s)L(s, χ1 )
s
is analytic in a neighbourhood of 1.
(f) Show that
,
π
g(1) = (1 − p −2 )−1/2 .
2 p≡3 (4)

(g) Show that g(s) = g(1) + O(|s − 1|) when s is near 1.

(h) By means of Theorem C.3 with s = 1/2, or otherwise, show that
1 xs x
√ ds = √ + O(x 1−c ).
2πi C s−1 π log x
(i) Show that if δ = 1/ log x, then
x
|s − 1|1/2 x σ |ds| .
C (log x)3/2
(j) Show that
bx  
R(x) = √ + O x(log x)−3/2
log x
where

b = 2−1/2 (1 − p −2 )−1/2 .
p≡3 (4)

22. Let A denote the set of those positive integers that are composed entirely
of the prime 2 and primes ≡ 1 (mod 4), and let B be the the set of those
positive integers that are composed entirely of primes ≡ 3 (mod 4).
(a) Explain why any positive integer n has a unique representation in the
form n = a(n)b(n) where a(n) ∈ A and b(n) ∈ B.
(b) Let A(x) denote the number of a ∈ A, a ≤ x. Show that
 
αx x
A(x) = √ +O
log x (log x)3/2
√
where α = 1/ 2.
(c) Let B(x) denote the number of b ∈ B, b ≤ x. Show that
 
βx x
B(x) = √ +O
log x (log x)3/2
√
where β = 2/π .
 6.2 The Prime Number Theorem 189

(d) For 0 ≤ κ ≤ 1 let Nκ (x) denote the number of n ≤ x such that a(n) ≤
n κ . Show that
 
Nκ (x) = 1.
a≤x κ a 1/κ−1 ≤b≤x/a
a∈A b∈B

(e) Show that if κ is fixed, 0 ≤ κ ≤ 1, then

 
x
Nk (x) = c(κ)x + O √
log x
where
κ
1 du
c(κ) = √ .
π 0 u(