Contents / Number Theory / Analytic Number Theory
Chapter 6
Analytic Number Theory
The zeta function, its convergence, and the Euler product derived from unique factorisation; the pole at s=1 and Euler's proof that the reciprocals of the primes diverge; Chebyshev's elementary bounds and Mertens' estimate; the prime number theorem with its equivalents; Dirichlet characters, their orthogonality, and L-functions; Dirichlet's theorem on primes in arithmetic progressions reduced to one non-vanishing statement; and the Riemann hypothesis stated precisely.
Introduction
The primes are defined by a condition that mentions no analysis at all: has no divisor other than and itself. Yet the only known descriptions of how they are distributed — how many lie below , how they split between the residue classes modulo , how large the -th one is — come from studying a complex-analytic function. That is the subject of this chapter, and the hinge on which all of it turns is a single identity discovered by Euler,
valid whenever the left side converges absolutely. The left-hand side knows nothing about primes; the right-hand side is nothing but primes. The identity is the Fundamental Theorem of Arithmetic rewritten as an analytic statement, and every result in this chapter is, at bottom, a consequence of pushing that equation into regions where one side or the other is hard to control.
The plan is to keep the elementary and the analytic honestly separated. A great deal is elementary: the convergence of the zeta series, the Euler product itself, the pole at , Euler's proof that diverges, Chebyshev's bounds on , Mertens' estimate, the whole theory of Dirichlet characters and their orthogonality, and the reduction of Dirichlet's theorem on arithmetic progressions to one non-vanishing statement. All of that is proved here in full. A few results genuinely require complex analysis — the analytic continuation past , the functional equation, the explicit formula, the final Tauberian step of the prime number theorem — and for those we give a labelled sketch that says exactly which machinery is being borrowed. Nothing is asserted silently.
Throughout, always denotes a prime, is a complex variable with , and is the natural logarithm. We write for , and for with some constant and all large . Familiarity with the multiplicative functions of Arithmetic Functions — in particular , and the notion of a multiplicative function — is assumed.
6.1The series and where it converges
Definition 6.1 (Riemann zeta function). For a complex number with , the Riemann zeta function is
The value has modulus , since .
The whole of the zeta function's behaviour is decided by that last observation: the size of a term depends only on the real part of , while the imaginary part only rotates it. So convergence is a question about the real series , and that is settled by comparison with an integral.
Theorem 6.2 (Convergence of the zeta series). The series converges absolutely for and diverges for real with . Moreover, for real ,
Proof. Fix real . The function is positive and decreasing on , so for every integer ,
Summing the right-hand inequality over and adding the term gives
and summing the left-hand inequality over gives .
If then , so the partial sums are bounded above by and are increasing, hence convergent; and the lower bound tends to . Since , convergence of is absolute convergence of .
If the lower bound is , and if it is . In both cases the series diverges.∎
Two things are worth extracting. First, the bound is not a crude estimate that will later be improved: it is already sharp enough to locate the pole, and we shall use it again in the corollary Simple pole at . Second, the divergence at is the harmonic series, and everything interesting in this chapter is downstream of the fact that the harmonic series just barely diverges.
Intuition. Think of for real as a thermostat. Turn up and the terms collapse fast, so the sum is barely more than . Turn down toward and the terms thin out so slowly that the total blows up like . The primes live at exactly this critical setting, which is why the pole at carries so much arithmetic information.
Example 6.3 (Bounding by hand). Use the integral comparison to bound , and compare with the exact value .
Solution.
- The theorem Convergence of the zeta series with gives .
- Sharpen it by summing the first three terms exactly and bounding the tail: and .
- With this gives .
- The exact value is , comfortably inside. The tail bound is what makes such estimates cheap: truncating at leaves an error between and .
Definition 6.4 (Dirichlet series). A Dirichlet series is a series of the form
Zeta is the case . A Dirichlet series has an abscissa of absolute convergence : it converges absolutely for and not for .
Proposition 6.5 (Zeta is holomorphic on the half-plane). The series converges uniformly on every half-plane with . Consequently is holomorphic on , and there it may be differentiated term by term:
Proof. On we have , and converges by the theorem Convergence of the zeta series. The Weierstrass -test therefore gives uniform convergence there. Each partial sum is entire, and a locally uniform limit of holomorphic functions is holomorphic with termwise-convergent derivatives, by Weierstrass' convergence theorem. Differentiating in gives .∎
Remark. Holomorphy is not a technicality here; it is the entire reason zeta is useful. A merely continuous function agreeing with on could be extended to the rest of the plane in infinitely many ways and would tell us nothing. A holomorphic function has at most one holomorphic extension to a connected larger domain, so "the value of at " is a well-defined arithmetic quantity rather than a choice.
6.2Continuation past the half-plane
The series defines only on , and the most important point of the whole theory, , is on the boundary. The first step is to peel off the divergence explicitly.
Theorem 6.6 (Continuation to ). The function
extends to a holomorphic function on the half-plane . Explicitly, for ,
and the series converges locally uniformly on .
Proof. For the integral converges and equals . Splitting it over the intervals ,
which is legitimate because both series converge absolutely there. Now estimate a single for arbitrary with . Since and
we get for , hence
On a compact subset of we have and , so , a convergent bound independent of . By the -test the sum converges uniformly there, and each is holomorphic on , so the sum is too. It agrees with on , so it is the continuation.∎
Corollary 6.7 (Simple pole at with residue ). continues meromorphically to with a single simple pole at , of residue . Equivalently,
near , where is the Euler–Mascheroni constant.
Proof. By the theorem Continuation to , with holomorphic on . A holomorphic plus a simple pole is a simple pole, and multiplying by gives . Finally , the sum telescoping in its logarithms; this is precisely the definition of .∎
The same peeling can be pushed further, and there is a slicker device that reaches in one line.
Proposition 6.8 (The alternating (eta) representation). For , with ,
The series for converges (conditionally) for , so this formula continues to directly.
Proof. For all series converge absolutely, so we may rearrange:
since subtracting from leaves twice the even terms. Rearranging gives . That converges for follows from summation by parts: the partial sums of are bounded by , and has bounded variation tending to along when .∎
Pitfall. The eta formula has removable trouble: vanishes at for every integer . At all those points except , vanishes too and the quotient is fine, but one cannot see that from the formula alone. The formula is a convenient continuation, not a proof that is the only pole — that came from the theorem Continuation to .
Example 6.9 (Recovering from the alternating series). The alternating series sums to . Use the proposition The alternating (eta) representation to deduce .
Solution.
- At the factor is .
- So .
- With this gives
- The practical point: 's alternating series converges (slowly, but it converges) at values of where 's does not, so this identity is how one computes numerically near the critical strip.
Beyond one needs genuine machinery, and the payoff is a symmetry rather than merely a larger domain.
Theorem 6.11 (Functional equation). continues to a meromorphic function on all of , holomorphic except for the simple pole at . Writing
the completed zeta function satisfies
Unwound, .
Proof. Proof sketch — assumes the theta transformation and Mellin inversion; not elementary. Start from , obtained by substituting in the Gamma integral. Summing over for and exchanging sum and integral (justified by absolute convergence) gives
The borrowed input is the theta transformation for , itself a consequence of the Poisson summation formula applied to the Gaussian. Splitting the integral at and applying the transformation to the piece over yields
The integral converges for every , because decays like ; and the whole expression is visibly unchanged by . This both continues to and proves the symmetry, with the two poles of at coming from the explicit fraction. The pole at is cancelled by the pole of when one solves for .∎
6.3The Riemann hypothesis
Definition 6.12 (Critical strip, trivial and nontrivial zeros). The critical strip is . The zeros of at are the trivial zeros; all other zeros lie in the critical strip and are the nontrivial zeros. The line is the critical line.
Proposition 6.13 (Where the zeros can be). for ; for every integer ; and has no zeros with other than those.
Proof. For non-vanishing follows from the theorem Euler product below: a convergent infinite product of nonzero factors is nonzero, which we verify there. For , use the unwound functional equation . When the argument has real part , so ; also has no zeros anywhere, and never vanishes. So the zeros of in are exactly the zeros of there, namely (the zero of the sine at is cancelled by the pole of at under the reflection, and is not a zero: ).∎
Definition 6.14 (The Riemann hypothesis). The Riemann hypothesis is the assertion
That is, every nontrivial zero lies on the critical line. It is open. It has been verified for the first zeros by height, and it is known that a positive proportion of the zeros lie on the line, but no proof is known and none of the partial results approaches one.
Theorem 6.15 (Von Koch's error term). The Riemann hypothesis is equivalent to the statement
where is the logarithmic integral (principal value at ).
Proof. Proof sketch — assumes the explicit formula and Hadamard product theory. Both directions run through the theorem Explicit formula below, which expresses as a sum over the nontrivial zeros. A zero contributes a term of modulus . If every the sum is after controlling the zero density, giving , and partial summation converts this to the stated bound for . Conversely, a zero with forces to exceed infinitely often — an oscillation theorem of Landau's type — contradicting the error bound. Neither direction is elementary: both need the Hadamard factorisation of to know that the zero sum converges at all.∎
Remark. The error term is the whole content. The prime number theorem says ; what is unknown is the rate. Unconditionally the best known error is roughly , which is smaller than for every but enormously larger than . The gap between those two bounds is exactly the gap between a zero-free region shaped like a thin sliver and a zero-free half-strip.
Example 6.16 (Reading the error numerically). At : , , and . Which approximation is better, and is the error consistent with von Koch's bound?
Solution.
- Error of : , a relative error of about .
- Error of : , a relative error of about — nearly fifty times worse.
- Von Koch's bound at reads . The actual error is far below it, as expected: the bound is an upper limit on the worst oscillation, not a prediction.
- The lesson: is the right shape but the wrong constant at any finite height, because and the correction is still at .
6.4The Euler product and the primes
This is the section the chapter exists for. Everything before it is about a series; everything after it is about primes, and the bridge is one identity.
Theorem 6.17 (Euler product). For ,
the product taken over all primes, converging absolutely. In particular for .
Proof. Fix with and let be a finite set of primes. Since , each factor is the sum of a convergent geometric series,
Multiply these together over . Each of the finitely many series converges absolutely, so the product may be expanded term by term and the resulting multiple series rearranged freely:
where is the set of positive integers all of whose prime factors lie in . Here both halves of unique factorization are used: existence of a factorization says every is hit, and uniqueness says it is hit exactly once, so no is counted twice and the right-hand sum is a genuine subsum of , not an overcount.
Now take . Every integer has all its prime factors , so , and therefore
The last sum is the tail of a convergent series, so it tends to as . Hence the partial products converge to .
For absolute convergence of the product, note , which is the standard criterion for to converge absolutely to a nonzero limit. Non-vanishing follows: each factor is nonzero, and the limit of the partial products is nonzero because converges.∎
Intuition. Expanding the product is exactly the act of building an integer by choosing its exponent of , then of , then of , and so on. The product is a shopping list with one aisle per prime; unique factorization is the statement that every integer appears at exactly one checkout.
Example 6.18 (Truncating the Euler product at ). Compute and compare with .
Solution.
- : .
- : multiply by , giving .
- : multiply by , giving .
- : multiply by , giving .
- The deficit is exactly over those having a prime factor larger than , the smallest being : the tail estimate inside the proof of the theorem Euler product made visible.
Corollary 6.19 (Euclid's theorem, analytically). There are infinitely many primes.
Proof. Suppose there were finitely many. Then the product is a finite product of real numbers, hence bounded as — its limit is the finite number . But by the theorem Euler product it equals , which by the theorem Convergence of the zeta series satisfies . Contradiction.∎
That argument proves more than Euclid's, because it is quantitative: the primes must be numerous enough for their product to diverge. Squeezing the rate out of it is Euler's theorem.
Theorem 6.20 (Divergence of the sum of prime reciprocals).
More precisely, for real ,
Proof. Take logarithms in the theorem Euler product for real , which is legitimate since all factors are positive reals:
using for . The remainder collects the terms and is uniformly bounded:
So . By the corollary Simple pole at with residue , , so , which is the stated asymptotic.
Now let . If converged, say to , then for every , since each term only decreases. But the right side tends to . Hence diverges.∎
Remark. This is strictly stronger than Euclid. The squares are infinite in number but converges; so do the powers of . Euler's theorem says the primes are denser than any such thin set — dense enough that their reciprocals behave like the harmonic series, only slowly. Mertens later showed with
Proposition 6.21 (The Möbius function inverts zeta). For ,
where is the Möbius function and if and otherwise.
Proof. By the theorem Euler product, . Expanding this product over gives : choosing the term from a subset of the primes and from the rest produces the squarefree integer with sign , and non-squarefree never arise, which is exactly the definition of . The tail estimate of the theorem Euler product applies verbatim since .
For the second identity take the logarithmic derivative of , permissible on because the product converges locally uniformly and has no zeros:
and is precisely .∎
Theorem 6.22 (Mertens' first estimate).
Proof. Count the exponent of in by Legendre's formula: it is . Hence
The terms give , since . The terms contribute at most
the last series converging by comparison with . By the theorem Chebyshev's bounds below, , so both error terms are and
Finally Stirling — or just the integral comparison — gives . Dividing by yields , and passing from an integer to a real changes the sum by nothing and by .∎
Example 6.23 (How slowly grows). Given , estimate the sum for and find how large must be for the sum to exceed .
Solution.
- , so .
- The sum is about .
- For the sum to reach we need , so , i.e. .
- Compare: the first million primes contribute under . Divergence this slow is why no numerical experiment could ever have suggested the theorem Divergence of the sum of prime reciprocals.
6.5The prime number theorem and its equivalents
Definition 6.24 (Counting functions). For set
and are the Chebyshev functions.
Theorem 6.25 (Prime number theorem).
Proof. Proof sketch — the analytic input is isolated in the section "How the theorem is proved". The chain is: (i) the proposition Chebyshev functions are interchangeable reduces the claim to ; (ii) the proposition The Möbius function inverts zeta turns into a contour integral of ; (iii) the theorem Non-vanishing on the line shows the only pole of on is the simple pole at of residue ; (iv) a Tauberian theorem converts that analytic fact into . Steps (i) and (iii) are proved in full below; (ii) and (iv) are the borrowed complex analysis.∎
Proposition 6.26 (Chebyshev functions are interchangeable). The three statements
are equivalent.
Proof. versus . By definition . The sum is empty once , i.e. for , and trivially, so
Hence .
versus . One direction: . The other: for any ,
Dividing by and using ,
If , letting and then squeezes . Conversely if the same two inequalities force .∎
Theorem 6.27 (PNT is equivalent to ). Let denote the -th prime. Then
Proof. () Put , so and the hypothesis gives
Taking logarithms of : . Since , , so dividing by gives
Multiplying this by gives , i.e. .
() Assume . Then , so
which is . For general , choose with , so and
Both bounds tend to , because and follow from . Hence .∎
Example 6.28 (Estimating the millionth prime). Use to estimate , and compare with the true value .
Solution.
- , so the first-order estimate is .
- That is low by about . The next term in the expansion is .
- , giving .
- That is within of . The lesson matches the example Reading the error numerically: has the right growth but the secondary terms matter at any height a computer can reach.
6.6How the theorem is proved
The proof has one genuinely hard point and it is not where a first reading expects. Getting a contour integral for is bookkeeping. Knowing that the contour may be pushed onto the line requires knowing that has no zero there, and that is the theorem which resisted Riemann, Chebyshev and everyone else until 1896.
Lemma 6.29 (The three-four-one inequality). For every real ,
Proof. Using ,
Theorem 6.30 (Non-vanishing on the line ). for every real .
Proof. For real and real , take real parts in the logarithm of the Euler product. From the proof of the theorem Divergence of the sum of prime reciprocals,
Apply the lemma The three-four-one inequality with to each term of the combination
Exponentiating,
Now suppose for some . As :
- , by the corollary Simple pole at with residue ;
- , since a zero at makes ;
- , since is holomorphic at — here is used, so that .
The left side of is therefore , which tends to and contradicts .∎
Intuition. The inequality is a rigidity statement. A zero on would mean the phases conspire to be near for essentially all primes. The combination punishes that conspiracy: if then and the weighted sum stays non-negative. The pole at , weighted by , then has more room than a fourth-order zero can consume.
Example 6.31 (Where the inequality is tight). Find every at which , and evaluate the expression at .
Solution.
- By the proof of the lemma The three-four-one inequality, the expression equals .
- This vanishes exactly when , i.e. for integer .
- At : and , so the value is ; and agrees.
- The double zero at is why the weights work where would not: a simple zero would leave the factor unmatched.
Theorem 6.32 (The Tauberian step). Let . If extends holomorphically to an open set containing , then converges, and consequently .
Proof. Proof sketch — assumes Cauchy's theorem and a contour deformation (Newman's method); not elementary. Writing , the hypothesis makes the Laplace transform of holomorphic on a neighbourhood of , and is bounded by the theorem Chebyshev's bounds. Newman's analytic theorem — proved by integrating against around a contour that bulges to the left of , and estimating the three arcs separately — then gives convergence of . The passage from that convergence to is elementary: if for some on a sequence of , then since is non-decreasing, , a fixed positive amount, contradicting convergence; the case with is symmetric.
That satisfies the hypothesis is where the theorem Non-vanishing on the line enters: for , and the two poles at — one from the zeta pole, one explicit — cancel, while the non-vanishing rules out any other pole on the line.∎
Remark. There is also an elementary proof of the prime number theorem, found by Erdős and Selberg in 1949, which uses no complex analysis at all; its engine is Selberg's symmetry formula . It is elementary in the technical sense only: it is considerably longer and harder to motivate than the analytic proof.
6.7The explicit formula
The prime number theorem says . The explicit formula says what the is: a sum of waves, one per zero of zeta.
Theorem 6.33 (Explicit formula). For not a prime power,
the sum running over all nontrivial zeros of , taken in order of increasing .
Proof. Proof sketch — assumes Perron's formula, the residue theorem, and the Hadamard product for . Perron's formula gives, for ,
which is legitimate by the proposition The Möbius function inverts zeta together with the Dirichlet-series inversion or according as or . Now move the contour left to and collect residues of :
- the pole of at gives residue ;
- each nontrivial zero gives ;
- gives ;
- the trivial zeros at give , with a sign.
The borrowed input is the Hadamard product , which is what bounds on the shifted contours well enough for the contour shift to be justified and for the zero sum to converge conditionally.∎
Corollary 6.34 (Zero-free region controls the error). If in a region , then for the classical choice . Under the Riemann hypothesis the bound improves to .
Proof. Proof sketch — assumes the theorem "Explicit formula" and standard zero-density counting. Truncate the zero sum at height , incurring an error . Each surviving zero contributes at most , and the zero-free region bounds , so the truncated sum is . Optimising over by taking balances the two errors and gives the stated bound. Under RH, makes every term and the count of zeros to height makes the sum .∎
Example 6.35 (One zero, one wave). The first nontrivial zero is . What oscillation does the pair contribute to at ?
Solution.
- The pair contributes , of amplitude .
- , and .
- Amplitude .
- Against this is a relative wobble of : the leading zero writes a ripple on with wavelength in , i.e. about a factor in .
6.8Chebyshev's bounds, and what came before
Fifty years before the prime number theorem, Chebyshev proved that has the right order, by an argument that needs nothing beyond binomial coefficients. It is the strongest fully elementary statement in this chapter, and the prime number theorem's own proof (in the theorem The Tauberian step) leans on it.
Theorem 6.36 (Chebyshev's bounds). There exist absolute constants with
One may take and for all sufficiently large . Equivalently .
Proof. Upper bound. Consider . Every prime with divides the numerator exactly once and does not divide , so
the bound because is one term of . Taking logarithms, . Summing this over for telescopes:
For general pick with , so . Then, for ,
Taking gives , and , so .
Lower bound. The exponent of in is , by Legendre's formula applied to numerator and denominator. Each bracket is or , and it vanishes for ; so the exponent is at most , and . Hence
On the other side , since it is the largest of the binomial coefficients summing to . Taking logarithms,
so . For a general , apply this with and note is non-decreasing while changes by a factor .∎
Corollary 6.37 (Order of and ). and ; in particular , the fact used in the theorem Mertens' first estimate.
Proof. was proved above. For , the proof of the proposition Chebyshev functions are interchangeable gives , so as well.∎
Remark. Chebyshev also showed that if has a limit, that limit must be — so the only thing left open in 1850 was the existence of the limit. And in 1852 he deduced Bertrand's postulate: there is always a prime between and . The telescoping upper bound above is the same computation Erdős later compressed into his famous one-page proof.
Example 6.39 (Relative error of the two approximations at ). , , . Compute both relative errors to two decimal places.
Solution.
- For : , i.e. .
- For : , i.e. .
- The ratio of the two errors is about ; at the example Reading the error numerically found a ratio near . The advantage of widens without bound, because the error of is of order while that of is conjecturally .
6.9Dirichlet characters and their L-functions
To study primes in a fixed residue class we need a way to select that class inside a sum, multiplicatively — because the Euler product needs multiplicativity. Dirichlet characters are exactly the multiplicative functions that see a residue class.
Definition 6.40 (Dirichlet character). Let . A Dirichlet character modulo is a function such that
- for all ;
- for all ;
- if and only if .
Equivalently, is a group homomorphism , extended by . The principal character takes the value on every coprime to .
Proposition 6.41 (Character values are roots of unity). If is a character mod and , then ; in particular and .
Proof. By Euler's theorem , so by periodicity and multiplicativity ; and because with . A root of unity has modulus , and for such a number the inverse is the conjugate.∎
Definition 6.42 (Dirichlet L-function). For a character mod and ,
The series converges absolutely for by comparison with , since ; that is the same argument as the theorem Convergence of the zeta series and we do not repeat it.
Theorem 6.43 (Euler product for ). For ,
converging absolutely; in particular for .
Proof. The proof of the theorem Euler product goes through with replaced by , and the only new ingredient is complete multiplicativity. For a finite set of primes, each factor expands as a geometric series, :
the last equality being , which is property 2 of the definition Dirichlet character applied repeatedly. Unique factorization again guarantees each appears exactly once. Taking , the difference from is bounded by . Absolute convergence and non-vanishing follow as before from .∎
Example 6.44 (The characters modulo ). List the Dirichlet characters mod and write down their L-functions at .
Solution.
- has order , so there are two characters.
- : , and for even .
- : the nontrivial homomorphism to , so , , i.e. for odd and for even .
- , Leibniz's series — and crucially it is nonzero.
- , so it inherits the pole at .
6.10Continuation of
Proposition 6.45 (The principal character gives back zeta). For ,
Hence continues meromorphically to with a simple pole at of residue .
Proof. By the theorem Euler product for , , since for and otherwise. Multiplying and dividing by the missing factors turns this into . The finite product is entire, so the continuation and the pole come from ; the residue is by the product formula for Euler's totient.∎
Theorem 6.46 (Non-principal L-series converge for ). Let be a character mod . Then the partial sums satisfy for all , and consequently converges — locally uniformly, hence to a holomorphic function — on the half-plane . In particular is holomorphic at and is a well-defined complex number.
Proof. Bounded partial sums. By the corollary Characters detect a residue class below (whose proof uses only the orthogonality relation over a full period), for every : a non-principal character sums to zero over any complete residue system. So depends only on the incomplete last block, which has at most terms of modulus and in fact at most nonzero ones. Hence .
Convergence. Apply summation by parts (Abel summation): for ,
With and , the first two terms are and the integral is bounded by . All of these tend to as , uniformly for in a compact subset of (where and ). By the Cauchy criterion the series converges locally uniformly there, and a locally uniform limit of the holomorphic partial sums is holomorphic.∎
Pitfall. Convergence for is not absolute convergence; still diverges for . So the Euler product of the theorem Euler product for is not valid on , and one may not conclude from it. That is precisely why non-vanishing at is a theorem and not an observation.
Example 6.47 (Bounded partial sums for a character mod ). The residue generates , with . Let be the character with . Tabulate and check the bound of the theorem Non-principal L-series converge for .
Solution.
- From : , , , and .
- Partial sums for : , , , , .
- The largest modulus is , comfortably below the bound .
- Over each full block of five consecutive integers the sum is , which is the orthogonality relation of the theorem Orthogonality of characters in action — and it is the only reason converges below at all.
Theorem 6.48 (Functional equation for primitive characters). Let be a primitive character mod with , . Then
is entire and satisfies with .
Proof. Proof sketch — assumes Poisson summation and Gauss sums; the same machinery as the theorem "Functional equation". Write via the Gauss sum as a finite linear combination of additive characters, which is where primitivity is needed. Substituting into the theta function and applying Poisson summation converts into times and a power of . Feeding that into the Mellin integral for gives the symmetry. The constant is , and for primitive is the standard Gauss-sum evaluation.∎
6.11Non-vanishing at
Everything in the next three sections rests on one statement, and it is fair to call it the hard input of the whole theory.
Theorem 6.49 (Non-vanishing of ). For every non-principal character modulo ,
Proof. Partly elementary, partly a labelled sketch; this is the deep input the rest of the chapter assumes.
The auxiliary product. Set , the product over all characters. By the proposition Coefficients of the character product are non-negative below, has a Dirichlet series with non-negative coefficients and constant term on .
The complex case, in full. Suppose is not real, so , and suppose . Then also : two distinct factors of vanish to order at least each. The only factor with a pole is , a simple pole by the proposition The principal character gives back zeta. Hence vanishes at : the two zeros outweigh the one pole. But a product of non-negative-coefficient Dirichlet series with constant term satisfies for real — every term of is non-negative and the term is — and is continuous at once the pole has been cancelled, so . Contradiction.
The real case, sketched. If is real and non-principal, only one factor could vanish, and it exactly cancels the simple pole, so the argument above gives no contradiction — would merely be holomorphic and the inequality is not violated. Two standard routes close the gap, neither elementary: (i) Landau's theorem on Dirichlet series with non-negative coefficients says has a singularity at its abscissa of convergence; if then is entire on , forcing the series to converge there, which contradicts the fact that the square terms alone make it diverge at . (ii) Dirichlet's class number formula identifies for a real primitive of conductor with or for the associated quadratic field, a positive quantity because a class number is a positive integer. Either route settles it, and no proof avoiding both is known to be substantially simpler.∎
Proposition 6.50 (Coefficients of the character product are non-negative). For ,
where is the multiplicative order of modulo . Consequently the product equals a Dirichlet series with and .
Proof. Fix and let be its order in . As runs over all characters, runs over the -th roots of unity, each attained exactly times — this is the statement that the characters of a finite abelian group restricted to the cyclic subgroup generated by realise every character of that subgroup equally often. Therefore, with ,
using the factorisation . Taking the reciprocal and multiplying over gives the displayed formula, via the theorem Euler product for .
Each factor expands as a power series in with non-negative (binomial) coefficients, so the whole product, expanded by unique factorization exactly as in the theorem Euler product, is a Dirichlet series with non-negative coefficients; the empty choice gives .∎
Remark. A hypothetical zero of a real at a real very close to is called a Siegel zero. No such zero is known to exist and none is known not to; ruling them out is a stronger version of the theorem Non-vanishing of and remains open. Their possible existence is why the error term in the prime number theorem for arithmetic progressions carries an ineffective constant in the Siegel–Walfisz theorem: one can prove the constant exists without being able to compute it.
6.12What L-functions are good for
Theorem 6.51 (Prime number theorem for arithmetic progressions). Let and . Then
Proof. Proof sketch — the same analytic package as the theorem "Prime number theorem", applied to each . Orthogonality (the theorem Orthogonality of characters) gives
The term gives by the theorem Prime number theorem. For each one shows the inner sum is by running the Tauberian argument on ; this needs on the whole line , which for itself is the theorem Non-vanishing of and for , , follows from the three-four-one argument of the theorem Non-vanishing on the line applied to . Hence , and the proposition Chebyshev functions are interchangeable transfers this to .∎
Remark. Two refinements are worth naming. Siegel–Walfisz: the asymptotic holds uniformly for , with an ineffective implied constant. Linnik's theorem: the least prime is for an absolute ; the current record is . Both are what make the theorem usable as an input to other arguments rather than merely true.
Example 6.52 (How many primes below should be ?). Predict the count from the theorem Prime number theorem for arithmetic progressions, and compare with the true value .
Solution.
- , so each of the four classes should get about a quarter of the primes.
- , and .
- The prediction against the truth is an error of , or .
- Using instead gives — much worse, for exactly the reason the example Relative error of the two approximations at identified. Dividing the true by is the accurate way to use the theorem at finite height.
6.13Dirichlet's theorem
Theorem 6.53 (Dirichlet's theorem on primes in arithmetic progressions). Let and with . Then the arithmetic progression
contains infinitely many primes. In fact .
Proof. This is proved in the section "Reducing the theorem to one non-vanishing", as a corollary of the theorem Density of primes in a residue class. The hypothesis is necessary: if then every term of the progression is divisible by , so the progression contains at most the single prime itself.∎
Example 6.54 (Which progressions can contain infinitely many primes?). Decide for , and .
Solution.
- : , and every term is even and . Only finitely many primes — in fact none.
- : , so by the theorem Dirichlet's theorem on primes in arithmetic progressions there are infinitely many:
- : , so every term is a multiple of ; the only prime is itself, at .
- The rule is entirely captured by the gcd, and the four classes mod in the example How many primes below should be ? are each infinite for the same reason.
6.14Orthogonality of characters
The tool that makes the reduction work is a finite Fourier analysis on , and it is entirely elementary.
Theorem 6.56 (The character group). The Dirichlet characters modulo form a group under pointwise multiplication, with identity and inverse , and
Moreover, for every with there is a character with .
Proof. That is a group is immediate: a product of homomorphisms is a homomorphism, and inverts by the proposition Character values are roots of unity.
For the order, write the finite abelian group as a direct product of cyclic groups with and . A homomorphism is determined freely by its values on the generators , and may be any -th root of unity — any such choice does define a homomorphism, since the only relations are . So there are exactly characters.
For the separation property, let . In the decomposition, has some coordinate of order in ; define by and for . Then where is the -th coordinate of , and , so .∎
Theorem 6.57 (Orthogonality of characters). Let . Then
for , the first sum over any complete residue system, the second over all characters.
Proof. First relation. If the sum counts the residues coprime to . If , pick coprime to with , and write . As runs over the units mod so does , so
Hence and .
Second relation. If then every and the sum is by the theorem The character group. If , that same theorem supplies with . As runs over the group so does , so with ,
and again .∎
Corollary 6.58 (Characters detect a residue class). For and any integer ,
Proof. If every term vanishes, and since is coprime to ; both sides are . Otherwise let be an inverse of mod . Then by the proposition Character values are roots of unity, so the sum is , which by the theorem Orthogonality of characters is if , i.e. , and otherwise.∎
Example 6.59 (Counting characters and evaluating a detector). How many Dirichlet characters are there modulo ? Verify the corollary Characters detect a residue class at , , .
Solution.
- , so there are four characters mod .
- For there are two characters, and , from the example The characters modulo .
- , and indeed .
- With instead: , and . The two characters are exactly enough to separate the two classes.
6.15Reducing the theorem to one non-vanishing
We can now prove Dirichlet's theorem. The structure is Euler's proof that diverges, run one residue class at a time; the character detector is what isolates the class, and the non-vanishing of is what stops the non-principal characters from cancelling the divergence.
Theorem 6.60 (Density of primes in a residue class). Let . Then, as through real values,
Proof. By the corollary Characters detect a residue class,
So everything reduces to the behaviour of as . Exactly as in the proof of the theorem Divergence of the sum of prime reciprocals, take the logarithm of the theorem Euler product for — using the branch of obtained by summing the series, which is legitimate for since :
So , uniformly in . Two cases.
The principal character. By the proposition The principal character gives back zeta, , and the finite product tends to the nonzero constant . With the corollary Simple pole at with residue this gives
Non-principal characters. Here is where the hard input is used. By the theorem Non-principal L-series converge for , is holomorphic at , so as ; and by the theorem Non-vanishing of , that limit is not zero. Therefore stays bounded, i.e. .
(A word on branches: here means the value of the convergent double series, which is a continuous function of on ; it differs from any fixed branch of the logarithm by a constant multiple of , and boundedness of its real part — which is all we use, since the left side of (1) is real — follows from being bounded above and away from .)
Substituting into (1): the term contributes , and each of the other terms contributes . Since there are finitely many characters, the total error is .∎
Corollary 6.61 (Dirichlet's theorem, proved). For the progression contains infinitely many primes, and diverges.
Proof. By the theorem Density of primes in a residue class the sum tends to as . A finite set of primes would make it bounded, so the set is infinite. And if converged to , then for every , again contradicting the divergence — the same final step as in the theorem Divergence of the sum of prime reciprocals.∎
Remark. Notice how little of the argument is analytic. Orthogonality is finite group theory; the Euler product is unique factorization; the pole at is an integral comparison. The single imported fact is , and the proof would collapse without it: if some vanished, that character's term in (1) would contribute times a root of unity and could cancel the principal term exactly. A vanishing would not merely break the proof — it would make the progression finite.
Example 6.62 (Summing the density over all classes). Check that the theorem Density of primes in a residue class is consistent with the theorem Divergence of the sum of prime reciprocals for , and compare with the counts of primes below in each class.
Solution.
- Summing the theorem over the admissible classes gives .
- That is exactly the theorem Divergence of the sum of prime reciprocals, up to the single omitted prime , which contributes . The two results agree.
- Empirically below there are primes, of which are coprime to ; the four classes hold primes.
- The prediction is within of every one of them — equidistribution is already sharp at this height, even though the theorem only claims a statement about densities in the limit.
6.16Equidistribution and prime races
Dirichlet's theorem says each admissible class is infinite. The quantitative theorem says more: they are infinite in equal proportions.
Theorem 6.63 (Equidistribution among residue classes). For ,
Proof. Both statements are immediate from the theorem Prime number theorem for arithmetic progressions: each of and is , so their ratio tends to , and dividing by gives . The content is entirely in the theorem quoted; what is worth noting is that the theorem Density of primes in a residue class already gives the analytic density version — the classes have equal Dirichlet density — with only as input, whereas natural density needs the full non-vanishing on the line .∎
Remark. Equal in the limit is not equal at any finite height. Chebyshev observed in 1853 that exceeds for almost every one checks — the figure Primes below split between the classes and modulo shows the lead persisting across four orders of magnitude. Littlewood proved the lead changes hands infinitely often, and the first crossing is at . The bias is real but it is a bias in logarithmic density, not a violation of equidistribution: the class leads about of the time, yet the ratio still tends to .
Example 6.64 (Density in a class modulo ). What proportion of primes ends in the digit ? What proportion of the first integers' primes should that predict, given ?
Solution.
- Ending in means , and , so the class is admissible.
- (classes ), so the density is by the theorem Equidistribution among residue classes.
- Prediction: primes below ending in . The true count is — an error of .
- The digits get no primes at all beyond and : they are the six inadmissible classes, with .
- Treating as valid everywhere. The series converges only for . Statements like " " are shorthand for the value of the continuation, not for a sum. The series has nothing to say at .
- Concluding from the Euler product. The Euler product holds only where the series converges absolutely, i.e. . At it is not available, and the non-vanishing there is a theorem with a genuinely hard proof for real characters.
- Thinking the prime number theorem is about specifically. It is an asymptotic statement; is asymptotically the same and numerically far better. At the error of is fifty times that of , and the ratio grows.
- Believing RH has been proved because zeros have been checked. Over zeros have been verified to lie on the critical line. That is evidence, not proof, and comparable evidence has misled before — Skewes' number shows changes sign despite being negative for every computed .
- Forgetting the coprimality hypothesis in Dirichlet's theorem. The progression contains no primes at all. Infinitude needs , and the theorem gives nothing without it.
- Confusing with . An asymptotic equivalence controls the ratio. The difference is unbounded; RH asserts only that it is .
- Assuming , and are interchangeable in error terms. They are interchangeable in asymptotics, by the proposition Chebyshev functions are interchangeable, but is of size — the same order as the error term RH predicts, so the distinction matters exactly when the error term does.
- Reading Chebyshev's bias as a failure of equidistribution. leads almost always, but the ratio of the counts still tends to , and the lead changes hands infinitely often.