Math. Proc. Camb. Phil. Soc. (1991), 110, 337 Printed in Great Britain 337 Effective mean value estimates for complex multiplicative functions BY R. R. HALL Department of Mathematics, York University, Heslington, York Y01 5DD AND G. TENENBAUM Departement de Mathematiques, Universite de Nancy I, BP 239, 54506 Vandoeuvre Cedex, France (Received 7 December 1990; revised 4 February 1991) 1. Introduction Quantitative estimates for finite mean values x-1 s g(n) (l) n^x of multiplicative functions are highly applicable tools in analytic and probabilistic number theory. Extending a result of Hall [4], Halberstam and Richert[3] proved a useful inequality valid for real, non-negative g satisfying for instance a Wirsing type condition, viz 0 ^ g(p") < A^JT1 (v = 1,2,...) for all primes p, with constants Aj ^ 0, 0 ^ A2 < 2. Their upper bound is sharp to within a factor (l+o(l)), but even a weaker and easier to prove estimate, such as x-1 S 9(n) < exp{- 2 A z M l n^x I p ^x P (2) J (where the implied constants depend on Ax and A2), may become a surprisingly strong device. For instance, setting g(p) = l ± e , where e is an arbitrarily small positive number, provides immediately a proof of the famous Hardy-Ramanujan theorem on the normal order of the number of prime factors of an integer. This example, and many others, are discussed in detail in our book [5] where we make extensive use of (2) for various problems connected with the structure of the set of divisors of a normal number. Hildebrand [6,7] refined the Halberstam—Richert inequality and obtained corresponding sharp lower bounds. In another direction, an inequality of Tenenbaum([10], theorem III-4-7) states that, when g: Z + -> [— 1,1], the estimate (2) remains valid provided thep-sum is multiplied by g. The proof rests on Montgomery's effective version of Halasz' mean value theorem (see Lemma 1 below) and the possibility of deducing a result of this sort had been indicated by Montgomery [9]. A slightly weaker version appears in Elliott[1], who uses a different method. It is natural to ask whether there is a similar inequality under the weaker hypothesis \g\ ^ 1, perhaps with a smaller constant and of course 3ieg{p) appearing 338 R. R. H A L L A N D G. T E N B N B A U M in the exponential. The example g(n) = nl shows that this is not the case, for the lefthand side of (2) is then Q(l) whereas s g2 P«x P (Here, and in the sequel, we let logfc denote the k-th fold iterated logarithm.) Nevertheless, we do have a result of this type if we impose an extra condition on g. At first sight this might appear artificial - in fact it is quite practical. For 0 ^ 8 ^ 1, 0 ^ (j> < n, we let S(8, <fi) be the set of complex numbers z with (gro (e-^z))2 ^ 82{l - (We (e^z)) 2 }, (3) ( and we denote by S{8,<1>) the class of all multiplicative functions g such that \g(n)\ ^ 1 for all n and g(p) e $(8, $) for all primes p. We shall also make use of the linear mapping W defined by W(z) = ef*{<Re (e~^z) + i8%m (e'^z)}. (4) We have the following result. THEOREM. For 0 < d ^ 1, 0 < <j> < n, the integral equation W{ea-K)\d6^1-K (5) has a unique solution K = K(8,<j)) ^ 0, which is, for fixed (f>, a decreasing function of 8 such that K > 0 if and only if 0 ^ 8 < 1. We have uniformly for x ^ 1 and ge'S(8,(j)) S g(n)<xexJ-K(S,<t>) £ l~*e9{p)\ (6) Moreover the constant K(8, <j>) is sharp: given (8, <j>) e [0,1] x [0, n[ and x ^ 3, there is a ge&{8,<t>) such that P (ii) | S -K(8,<t>) £ g(n)\>xexJ-K(8,<t>) nix I vix ^ ) \ P ) We prove the statements on K(8,<f>), as well as some extra remarks, in Section 4 which also contains a table of K(8,0) computed by M. G. J. van der Burg. Condition (i) is trivially realized unless 0 = 0 or 8=1- indeed We g(p) < y/ (cos2 <fi + 82 sin2 <f>) for ge(S{8,<f>). When 8 = 0, <f> = \n, we have W(eie—K) = isind for every K. Hence K(0, \n) = 1 — 2/77, and the theorem implies that max I 2J g(n)\ — The case 8 = <f> = 0 of the theorem corresponds to real functions and (6) Complex multiplicative functions 339 provides then the sharp form of Tenenbaum's inequality. It is easily checked that K(0,0) = 0-32867... = — cos^ 0 , where <j>0 is the unique root in (0,n) of the equation s i n 4> — <j) c o s <f> = \ n . Quantitative estimates of the form (6) already appear in Halasz[2], with a different condition on the values g(p). He notes in particular that, for completely multiplicative functions g with values + 1 , his main theorem yields a bound of the type (6) with a constant which can be taken as large as 0-07 but not 0-37. Conditions (i) and (ii) guarantee that the right-hand side of (6) cannot be multiplied by a function having lower limit zero as Zip^x(l — 9ieg{j)))p~1 tends to infinity. Thus K(S, <j>) is sharp in the strongest possible sense. We imagine that our lower bound method is partly close to the lower bound derivation of an unpublished result of Montgomery and Vaughan /i(d)\ >zx (log x^11"^1. max | £ n?l (7) d^x,d\n For a fixed function g, the estimate (6) may lead to an unsharp bound. Consider for instance g(ri) — T(n,d)/r(n) where r(n, 6) ••= Zid\ndlB. This last function occurs in the theory of Hooley's A-function and in the proof of the Maier-Tenenbaum theorem [8] - both applications being developed in [5]. We have g(p) = 1(1 +pie), so g(p) lies in the ellipse ^(1/^/2,0) and (6) yields g(n) (\d\logxf uniformly for 1/logx ^ \6\ < 1 (say), with K = K(\/y/2,0) = 0-135,..., whereas it can be shown directly by contour integration that the correct exponent is K = \. This example raises the problem of finding other conditions on g(p) (i.e. defining a different class of functions), for which there is still a sharp general inequality but with less possible fluctuations in the result. • 2. Proof of the upper bound result In this section, we prove (6). We require the following lemmas, the first of which is the inequality of Montgomery [9] referred to in the Introduction. LEMMA 1. Let ge&(l,0). Set G{x)-.= 2 g(n), F(s)-=2g(n)n-°. n ^ x (8) n—1 For a. > 0, let H(a) be defined by H(a)2--= £ (k' + l)-1 max \F(l+a + ir)\2. Then G(x)^-^—\ •ogzJ H(a) — . (9) (10) a Montgomery restricted his attention to completely multiplicative g. The more general case involves only technical changes. For details, see [10] chapter III-4. 340 R . R . H A L L AND G. T E N B N B A U M LEMMA 2. Let fbea periodic function of bounded variation over the period [0, 2n] and having mean value -If2" f-=— f(v)dv. J JK 2TTJ ' Then for real T, W such that T 4= 0, 0 < W ^ Z and every positive c, we have (U) where M(f) == sup \f{v)\, V(f) ••= P" \df(v)\. v Jo - This is lemma 30 l of [5]. We state the following immediate consequence of Chebyshev's inequality n(t) <^ t/logt for convenience of reference. LEMMA 3. Let 0 < a ^ 1. Then £ p<exp(l/a) p-1'* < I- 1^1+ £ P (12) p> exp(l/a) Recall the definition of W in (5) and set T{z) ••= e** {«e (e-^z) + iS-^m (e^z)}, (13) where, by convention, the term involving £~x is to be deleted if d = 0. The functions T and W may be regarded as linear mappings on C considered as a real vector space. L E M M A 4. For 8 = 0, the restrictions of T and W to g(8, (p) both coincide with the and W-.S1 (1,0)^£(8,0) are identity. For 8 + 0, the restrictions T:g(8,<j))^S(l,0) reciprocal isomorphisms. Moreover, when 8 4= 0, we have )W(z2)) (ZleC,z2eC). (14) Proof. The case <j> = 0 is trivial and we suppose henceforth that 8 > 0. We could of course check the various statements by direct explicit computation, but it will be more satisfactory to make an algebraic reasoning. Let R(</>) denote the matrix of the rotation of angle <p and D(t) the matrix of the dilation (£, ?/)i—>(£, tv). ThenD(i) induces a one-to-one mapping from S(1,0) to S{8, 0) and D{t)~l = D(t~l). Moreover, T and W are respectively associated with R(<j>)D(8~1)R( — <j>) and R((j>)D(8)R( — (j>). Since the unit disc S(i,0) is invariant under R(<j>) and-R(^)"1 = R( — <f>), we immediately obtain the first assertion. Next, let Zx, Z2 be the column matrices associated to the complex numbers zltz2. Using a dash to indicate transposition, we have We(T(Zl)W(z2)) = = Z'xR(-<t>)' D(8-lYR(<fiYR(</>)D(8)R(-<t>)Z2 = Z'1Z2 = me(z1z~2), since R( + <f>)' = R( + <f>) and D(8~1) is symmetric. This establishes Lemma 4. Complex multiplicative functions 341 We may now embark on the proof. We begin by establishing that, uniformly for (<S,0)e[O,l]x[O,7T[,O<as$ 1, re05, we have i | H V T - K ) \ ^ (1 -K) log- + 0(loga(M + 3)). 2 (15) a IXexpd/a)?' We set f(v):=\W(eiv-K)\. When |T| ^ a, we have = \W(l-K) + 0(Tlogp)\ ^ l-K+0(Tlogp), since W(l-K) immediately (16) = (l-K) W(l) and 0 ^K ^ 1, |W(1)| ^ 1. Hence if \T\ ^ a, we have S -/(Tlogp)<(l-Jr)log-+0(1). (17) a p « exp (I/a) P Next, let a < |T| ^ 1. We put w==exp{l/|T|}. By (16), we have 2 -f(Tlogp)^(l-K)log2w + 0(l). (18) Now, we put 2 ~ exp (I/a) > w and apply Lemma 2. We have /"= 1— K by (5), 1. V(f) < 1. and (11) gives S - / ( T l o g p ) ^ ( l - i r ) ( l o g - - l o g 8 t i > ) + 0(l) > (19) so that (18) and (19) imply (17) in this case. Suppose now that \T\ > 1 but log2(|T| + 3) ^ I/a. We select c = 1 in Lemma 2, w;:=exp{log2(|T| + 3)}, z-= exp (I/a). This gives (19) and we make the trivial estimate •^ log2w; for the sum in (18). So we obtain (17) with 0(log2(|T| + 3)) in place of 0(1). Finally, if log2(|r| + 3) > I/a, we estimate the whole sum trivially. Hence (15) holds in all cases. Let us now consider (d, 0)e[0,1] x [0, n[, and ge^(8,(f>). For ae[0,1], we define A = A(a) by p«exp(l/a) P p< exp (I/a) P so that Ae[0,2] since \g(p)\ ^ 1. We claim that (20) implies (21) p « exp (I/a) uniformly for relR. For this we need a device which forces us to consider elliptical sets in the theorem rather than some other family of ovals. For primes only, define the function h(p) by h(p) = T(g(p)). (22) By Lemma 4, we have \h(j))\ ^ 1. Also (14) with z1 = g(p), z2 = 1 gives 342 R. R. H A L L AND G. TENENBATJM and (20) may be written as 1 1 — A(p) W(i) = (1 — A)log—\-0(l). 2 (20' Now we use (14) again to obtain From this and (20') we deduce that 9^ 9ip)p~1~ir = We 2 p«exp(l/a) -h(p)W(piT—K) + (l —A) K log — 2 a p < exp (1/ot) # (23) Using the inequality yie{h(p) W(ph-K)} ^ \W(pir-K)\ and applying (15) yields immediately (21). Now consider the function F defined by (8). We have J T (l+a + i T ) ^ e x p ^ e 2 \zL- \ I p (24) p1+a+n) and, by Lemma 3, we may restrict the p-sum to the range p ^ exp (I/a) and strike out the pa. We recall (20) and deduce from (21) that F(l + <x + iT) -^ aKA~1logB(|T| + 3) (25) uniformly for 0 < a ^ 1, re U, whereB is an absolute constant. Hence Montgomery's function H(a) defined by (9) satisfies TJ i \2 ^ 2 Iocr ^!&l + 4^ & M l "^ / 2u r^—j 2KA—2 V c rt(a) <5 a /ctn\ (^o) H(a) « a^" 1 . and so (27) Now let A e [0,2] be defined by the equation = A V <x i3 2 - = Alo g2 x + 0(l). (28) P Sit? Then we have for 1/logx ^ a. p«exp(l/a) ?* p«s P exp (I/a) () (29) a We deduce from this and (20) that (30) Whence we obtain from (27) B(oc) < a.2*-1 (logx)(2-A)K. (31) Complex multiplicative functions 343 Inserting this in (10) and using the fact that K ^ K(0, TT/2) = 1 — 2/TT < | , to be proved in Section 4 - equation (60) - , we obtain G(x) <-^—(logx)1-2K+^-A)K = x(loga;)-AK. Recalling the definition (28) of A, we obtain (6). 3. Completion of the proof of the theorem We now show that the constant K = K(S, (p) is sharp for all (S, <fi) 6 [0,1] x [0, n[ by constructing for every x > 1 a function ge^(S,(p) which satisfies conditions (i) and (ii) of the theorem. We first introduce some further notation P(n)--=maix{p:p\n} (n>l), P(l)==l, V L(x)-= 2 g(n)logn {g n^x We need two lemmas, the first of which arises as an intermediate step in Montgomery's proof of Lemma 1 - see [9] or [10], p. 380. LEMMA 5. Let ge^(l,0). Then we have 1/logj/ a 6. Let w ^ 2 awd ge@(l,O) be supported on squarefree numbers and such that g(p) = 0 for p > w. Then we have LEMMA G(t)\ogt-L(t)<texp 1 - ' ° g l \ { 2 log w) > 9 in > 9\ IW\ £Z &j W ^ \OO) r m^waL. w Jw where l V(a0log2/) Lif (34) a 0 == max I; , 1. \\ogw logy/ Proof. The left-hand side of (33) is plainly < 2 log (t/n). nit Pin) s; w The required estimate hence follows, by partial summation, from the estimate proved in [10], theorem 111-51. 344 R. R. H A L L AND G. TENENBAUM The proof of (34) consists in a reappraisal of part of the proof of Lemma 1, where we take into account the extra hypothesis that g(n) = 0 whenever P(n) > w. In view of (33) and the estimate H(a.) > 1 (see [9] or [10], p. 375) it is enough to show that \L(t)\ /log?/ it < H(cc0) t2 (35) Now we write Cauchy's inequality (36) and apply the Plancherel identity with <x— I/log?/ in (36) does not exceed e2 times the left-hand side Since the integral involving of (37), we obtain . (37) dr. l+a + ir F' max — dr. (38) By a lemma of Montgomery [9] the last T- integral is logp l+a+jr (39) dr. But one can easily prove by standard contour integration (see e.g. [10], pp. 418-20) that for s = l+ct + ir, \T\ <§ 1, w 1-8 5-1 P min 1 8-l\ , This shows t h a t the integral in (39) is F(l+a + ir) logw; l 1 . We also notice that •4 exp Collecting the above estimates and inserting in (38), we obtain i: I n view of (36), this implies the required bound in (35). We are now in a position to embark on the final p a r t of the argument. We may restrict ourselves to the case S < 1 since K(l,rf>) = 0 and, as we remarked in the introduction, g{n) = nl provides the desired counter-example for 8=1. In the remainder of this section we hence let (8,<j>) be fixed in [0, l [ x [O,TT[. The variable Complex multiplicative functions 345 x being given, we introduce a parameter iv = w(x) to be chosen explicitly later. Let g1 be supported on squarefree numbers and gt(p) = 0 for p > w. We put (40) l i ^^ where, by convention, the right-hand side is to be interpreted as 0 when the denominator vanishes - this case being possible only when # = 0. Since g1(p)eW(& (1,0)), we have g1e^(S,<f>) by Lemma 4. We first show that S1{w)= 2 ^ - ^ + oo (w^+co). J>«HJ (41) P This is trivially satisfied when <fi #= 0, since then (^egfjtp))2 ^ cos2 <j> + S2 sin2 <j> < 1 for all p . For <f> = 0, let f^d) be the periodic function of d defined by ft(6) = 1 if cos (9 < if, Z^/9) = 0 otherwise. Then for all £> and Lemma 2 implies (41) since /x = 1 ArccosX ^ \. 77 Next, we prove that, with an obvious notation, > \MAdt>e-KSlmiogw. (42) For this, we notice on the one hand that f+OO + ») f ;orM#, (43) n-l and on the other hand that (44) n-l But, by Lemma 4, we have for all p p). (45) Hence it follows from Lemma 2 and (5) that P p ^W = log2w-KS1(w) + 0(l). Together with (43) and (44), this yields (42). P (46) 346 R. R. H A L L AND G. TENENBATJM We now show that (42) remains valid when the <-range in the integral is restricted to wc<> ^ t ^ u>c> where c0 and cx are suitable absolute constants, that is (47) We need to show that the contributions of the ranges 1 < t < wc° and t > w°l are relatively small compared to the value of the whole integral in (42). For the first range, we apply (32) and (31). We obtain, with y = wc«, c0 < 1, Since K ^ 1 — 2/TT <\ — see Section 4 - we obtain that, for suitable c0, aiau,. m For the second range, we apply (34) to qx with y = yk = wCl2 , k = 1,2,..., and sum the resulting estimates. This gives, with a0 = I/log w, fc-i y/cx where we used (31) in the last stage. Thus, for suitable cx, we obtain in view of (42) ™ l * (49, The estimate (47) now follows from (42), (48) and (49). The constants c0 and cx being fixed, with c0 < 1 < cx, let $£{w, y) denote, for positive y, the set of all t such that wc" ^ t ^ vf\ \Gx{t)\ > yte'KS^w). (50) Since, by (6), we have \G1(t)\^c2te~KS^ for all t in [wc<>, wCl] and suitable absolute c2, we have f M * < ye-«.« f * + c,e-«.<-> f *. (51) But the first ^-integral on the right does not exceed ct log w, and we may hence infer from (51) and (47) that there exists an absolute constant y > 0 such that dt — >\ogw (52) Complex multiplicative functions 347 — (53) and hence J*(w. > 1. We now reach the last part of the proof. We fix x large and put w = x1/2Cl. Since ^t) — G^s)] ^ l+s — t for 1 ^ t ^ s, we plainly have tesf(w,y) implies MU+j——) - Thus there is a finite sequence tltt2, ...,tr with ti+1/t} ^ (1 + I / l o g 2 #) for all j , such that sf(w,y) S U [ ^ ' ^ ( 1 + i ^ ) ] - ^(w>h>)- (54) In particular it follows from (53) that log8* £ J t , However, by the prime number theorem, we have for every j = 1,2, ...,r (56) It therefore follows from (54), (55) and (56) that We split the above sum into four parts corresponding to the different possibilities of signs for We^G^x/p)} and <5{e{ei't'G1(x/pj\ — !$m{ei't'Gl(x/p)}. One of these is at least \ of the whole sum and we admit for instance that it corresponds to SRe {e^G^x/p)} ^ max (0, ^mle^G^x/p)}). Thus we obtain S<w->1 P (58) IT where the asterisk denotes that summation is restricted to those p such that x , . w < — ^ w x = \/x V p. Zg-KS^x) We now define a multiplicative function g2, supported on squarefree numbers, by 92(P)=9i(P), for p^w, g2(p) = e^, for p counted in (58), g2(p) = 0, otherwise. 348 R . R . H A L L AND G. T B N E N B A U M Plainly, gr 2 e^(5, <f>). Since condition (*) implies p > \/x, we have n ^ a: n <x p n < x/p From condition (*) and (58) it follows that Hence either grx or g2 fulfils conditions (i) and (ii) of the theorem, and the proof is thereby completed. 4. On the function K(8, (/>) For Os$0=$7r, 0 < <$ < 1, 0 < .K" < 1 define G(A) = G(K,S,4>):=K+^- ?n\W{ei0-K)\d6. (59) For ^ = 1, we have W(eie—K) = ete—K and iC = 0 is the only root of the equation G(K) = 1. We hence assume from this point on that S< 1. We have with this hypothesis hence (?(0) < 1 < 6?(1). Moreover, the triangle inequality implies that, as a function of K, \W(eie-K)\ = \W(eie)-KW(i)\ satisfies a Lipchitz condition with modulus | W(l)|, so dG/dK > 0 unless perhaps when <f> = 0. In this latter case, the Lipchitz condition is strict unless 6 = 0(mod7r), whence again dG/dK > 0. We may therefore define K(S, <j>) to be the unique solution of the equation We also observe that, for any fixed z, \W(z)\ = V(^e(ze^)2 + in an increasing function of d, hence dG/dd ^ 0 and K(S, (f>) is a decreasing function of 8. Our main purpose in this section is to show that for all 8, <j> we have K(8,4>) ^ K(0, \n) = 1 - 2/TT and 2 2 \{i-8 )^K(8,4>)^\(\-8 ). (60) (61) We begin with (60). Since K(8,<p) ^K(0,</>), we only have to prove that, for any fixed K, G(K,0, <j>) is minimal when <f> = n/2. But (* J ^~ (\cosd-Kcoa$\dd in Jo Complex multiplicative functions 349 with /?:= Arccos(Xcos^). The function of /? between curly brackets attains its minimum value 1 when ft = \TT, which corresponds to </> = \n, and this is all we need. Next, we show (61). To this end, define, for r ^ 0, M(r) = J - \\W(ei0-K)\rdd. ^n Jo (62) M(2) = |(1 + 82)+K2(cos2<j> + 82sin2^>) ^\(l + 82)+K2. (63) We have = 1 -K and by Cauchy's inequality,M(2) ^ (1-K)2. It follows from (63) that which is equivalent to the lower bound in (61). To obtain the upper bound, it will be sufficient to show that G{\(\-S%8,<j>)^i (64) M(1) ^ \{ 1+ 82). or equivalently (65) By Holder's inequality, M(2) < M(l)2'3M(4)113 and so (65) will follow from M(2)3^\(1 + 82)2M(4:). (66) t--= (l-82)2sin2<f>. Let us set (67) From (63), on substituting K = \{i — 82), we have (68) To compute il/(4), define F(0) = \W(eie-K)\2 = M(2) - 2K (cos <f> cos (6 - <f>)-82 sin <f> sin (d-</>)) +±(1-82) cos 2(d-<p). (69) We have, from (62) and (69), P)2, (70) 2 and we substitute K = \(l — 8 ) and simplify, employing (67), to obtain M(4) = M(2)2 + l(\-82)2-\(i-8i)t. (71) Therefore (66) is equivalent to or M{2)2(2-t)^{i-82)2{%(\-82)-\(Y-82)t}. (72) We substitute the right-hand side of (68) for i f (2) and arrange the desired inequality as a cubic in t; we require that (after multiplication through by 8), {(3 + S4)2 - 5(1 + 82) (1 - 8*)}-{¥-1882-IS4l(l-82)H3^0. (73) 350 R. R. HALL AND G. TENENBAUM Table 1 K(S,0) 0 005 01 0-15 0-2 0-25 0-3 0-35 0-4 0-45 0-5 0-55 0-6 0-65 0-7 0-75 0-8 0-85 0-9 0-95 1 0-32867... 0-326... 0-320... 0-312... 0-302... 0-291... 0-278... 0-264... 0-249... 0-232... 0-215... 0197... 0-178... 0-158... 0138... 0116... 0094... 0072... 0-048... 0-024... 0 (l-S2)/K(S,0) 3042... 3057... 3088... 3126... 3170... 3-218... 3-267... 3-318... 3-370... 3-423... 3-477... 3-530... 3-583... 3-637... 3-690... 3-742... 3-795... 3-847... 3-898... 3-950... 4 Since t ^ 1 the sum of the last two terms on the left is at least |(1 - 82) (l-82 and so it will be sufficient to show that + 28*) t2 ^0 (74) and we notice that when 82 ^ 1/3 this is trivially true because all three coefficients are positive, and 0 ^ t ^ 1. 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