Random Matrix Models for Gram's Law C˘At˘Alin Hanga March 2020
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Random matrix models for Gram's Law Cat˘ alin˘ Hanga Doctor of Philosophy University of York Mathematics March 2020 Abstract Gram's Law refers to the empirical observation that the zeros of the Riemann zeta function typically alternate with certain prescribed points, called Gram points. Although this pattern does not hold true for each and every zero, numerical results suggest that, as the height up the criti- cal line increases, the proportion of zeros that obey Gram's Law converges to a finite, non-zero limit. It is also well-known that the eigenvalues of random unitary matrices provide a good statistical model for the distri- bution of zeros of the zeta function, so one could try to determine the value of this limit by analyzing an analogous model for Gram's Law in the framework of Random Matrix Theory. In this thesis, we will review an existing model based on random unitary matrices, for which the limit can be computed analytically, but has the wrong rate of convergence. We will then present an alternative model that uses random special unitary matrices, which gives the correct convergence rate, and discuss the large- N limit of this model. We shall conclude that at very large heights up the critical line, the local distribution of the zeta zeros is the same with respect to any sequence of points that are spaced like the Gram points. For the purpose of this thesis, we will assume throughout that all Gram points are different from zeta zeros, although this is not a proven fact. Contents Abstract..............................2 Contents..............................2 List of Tables...........................4 List of Figures...........................5 Acknowledgements........................6 Declarations............................7 1 Gram's Law for the Riemann zeta function8 1.1 The Riemann zeta function................8 1.1.1 Zero-free regions..................9 1.2 Counting zeros in the critical strip............. 11 1.3 Counting zeros on the critical line............. 15 1.3.1 The Euler−Maclaurin summation formula.... 17 1.3.2 The Riemann−Siegel formula........... 19 1.4 Gram points and Gram intervals.............. 20 1.5 Gram's Law and the Weak Gram's Law.......... 22 1.5.1 WGL is true infinitely often............ 25 1.5.2 Discrete moments of Hardy's function....... 27 1.5.3 WGL is true for a positive proportion....... 28 1.5.4 GL and WGL fail infinitely often......... 28 1.5.5 GL and WGL fail for a positive proportion.... 30 1.6 Gram blocks and Rosser's Rule.............. 31 1.6.1 RR and WRR fail infinitely often......... 32 1.6.2 RR and WRR fail for a positive proportion.... 32 1.7 Turing's method....................... 33 2 Gram's Law for random unitary matrices 37 2.1 GUE and the Montgomery conjecture........... 37 2.2 CUE and the zeta moments conjecture.......... 42 2.3 Fujii's conjecture for Gram's Law............. 46 2.3.1 Rate of convergence................. 49 2.4 U(N) Gram points and intervals.............. 51 2 2.4.1 The U(2) case.................... 53 2.5 SU(N) Gram points and intervals............. 54 3 SU(N) theory 61 3.1 The standard method.................... 61 3.2 SU(N) n-level density................... 63 3.3 SU(N) generating function................. 69 3.4 Upper bound on the Dyson coefficients.......... 73 3.5 Magnitude of the additional terms............. 74 3.6 The X1 and X2 terms................... 80 4 Numerical analysis 87 4.1 Description of data..................... 87 4.2 The IEEE double-precision floating-point format..... 88 4.3 Reconstruction of zeta zeros................ 89 4.4 Computation of Gram points............... 91 4.5 Gram's Law within a block................. 92 4.6 Gram's Law for the first 1011 intervals.......... 97 4.7 Comparison with previous results............. 100 5 Other remarks and further work 102 5.1 Averages over U(N).................... 102 5.2 SU(N) Haar measure has mass 1............. 106 5.3 Generalizing a Selberg-type integral............ 107 5.4 Further work........................ 112 Bibliography 113 References............................. 113 Index 122 3 List of Tables 1.1 The first Gram points and zeta zeros........... 23 1.2 Summary of results by Brent, van de Lune et al...... 25 1.3 History of zeta zeros computation............. 35 2.1 EU(N)(k; J) for k = 0; 1; 2 and N = 2;:::; 21....... 49 2.2 GMN ;MN+1 (k) for k = 0; 1; 2 and N = 2;:::; 21...... 50 2.3 ESU(N)(k; J ) for k = 0; 1; 2 and N = 2;:::; 21...... 60 9 9 9 4.1 10 GM;M+109 (k) for M = 0; 10 ;:::; 19 × 10 ....... 97 9 9 9 4.2 10 GM;M+109 (k) for M = 20 × 10 ;:::; 59 × 10 ..... 98 9 9 9 4.3 10 GM;M+109 (k) for M = 60 × 10 ;:::; 99 × 10 ..... 99 8 4.4 10 GL;M (k) for k = 0; 1; 2; 3; 4............... 101 4 List of Figures 1.1 The curves @R (left) and C (right)............ 11 1.2 The S(T ) function..................... 14 1 1.3 Parametric plot of ζ( 2 + it)................ 15 1 1.4 The functions Z(t) and ζ( 2 + it) ............. 17 1.5 The θ(t) function...................... 20 1.6 Alternation between Gram points and zeros of Z(t)... 24 1.7 Application of the Brent−Lehman theorem....... 34 2.1 Montgomery's pair correlation function.......... 38 2.2 E(k; s) for k = 0; 1; 2.................... 48 5 Acknowledgements I would like to thank Dr. David Platt and the entire LMFDB Collab- oration [62] for providing access to their numerical data on the first 100 billion non-trivial zeros of the Riemann zeta function, without which the computation of the results from Table 2.2, as well as Section 4.6, would not have been possible. 6 Declaration I declare that this thesis is a presentation of original work and I am the sole author. This work has not previously been presented for an award at this, or any other, University. All sources are acknowledged in the Bibliography. The thesis includes published work [37]. 7 Chapter 1 Gram's Law for the Riemann zeta function 1.1 The Riemann zeta function The Riemann zeta function can be defined, in the case of complex numbers s = σ + it with real part σ > 1, as a convergent series of the form 1 X 1 ζ(s) := : ns n=1 It was first studied by Euler [27] in 1744, who remarked that in the region σ > 1 of the complex plane, ζ(s) can also be represented as a convergent infinite product over all the prime numbers (the Euler product formula) 1 −1 X 1 Y 1 = 1 − (Re s > 1): ns ps n=1 p And because an infinite product that converges doesn't vanish, this formula implies that ζ(s) does not have any zeros in the semi-plane σ > 1. One of the main results of Riemann's 1859 paper [86], was to show that ζ(s) can be extended by analytic continuation to a meromorphic function on the entire complex plane except at the point s = 1, where it has a simple pole of residue 1. Riemann also proved that the zeta function satisfies a functional equa- tion, which may be expressed in several equivalent ways. For example, let Z 1 Γ(s) := e−tts−1dt 0 denote the gamma function for Re s > 0, and analytically continued elsewhere; it can be shown that Γ(s) has simple poles at all the non- 8 positive integers s = 0; −1; −2;:::. Also, consider the function πs χ(s) := 2sπs−1 sin Γ(1 − s) (1.1) 2 1 − s Γ s− 1 2 = π 2 s : (1.2) Γ 2 With these definitions, the functional equation for the zeta function can be represented as ζ(s) = χ(s)ζ(1 − s): (1.3) Because of the presence of the sine function in (1.1), the functional equation implies that ζ(s) has simple zeros at all the negative even inte- gers s = −2; −4; −6;:::; these are called the trivial zeros and are the only zeros of ζ(s) in the semi-plane σ < 0 (in the case when s is a positive even number, the zeros of the sine function are canceled by the corresponding poles of Γ(1 − s): −1; −3; −5;:::). Therefore, all the remaining zeros of ζ(s) are constrained to the vertical strip 0 ≤ σ ≤ 1 in the complex plane, and are called the non-trivial zeros of the zeta function. If we now define the entire function s(s − 1) − s s ξ(s) := π 2 Γ ζ(s); (1.4) 2 2 one can use (1.2) to re-express the functional equation (1.3) in a way that is invariant under the substitution s ! 1 − s, and highlights one of the fundamental symmetries of the zeta function ξ(s) = ξ(1 − s): (1.5) We also note that in definition (1.4), the trivial zeros of the zeta function are canceled by the poles of the gamma function, which means that the zeros of ξ(s) coincide with all the non-trivial zeros of ζ(s). 1.1.1 Zero-free regions In 1896, Hadamard [38] and de la Vall´eePoussin [104] extended the methods developed by Riemann, and independently proved the Prime Number Theorem (PNT) π(x) ∼ Li(x); 9 where π(x) represents the number of primes less than x, and Li(x) is the logarithmic integral Z x 1 Li(x) := dt: 2 log t It can be shown that the PNT is equivalent to the statement that ζ(s) has no zeros along the line σ = 1 (and, by symmetry, neither on σ = 0); therefore, the PNT implies that all the non-trivial zeros of the zeta function are strictly inside the region 0 < σ < 1, which is called the critical strip.