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This is a blog version of a talk I recently gave at the IPAM workshop on “The Kakeya Problem, Restriction Problem, and Sum-product Theory”.
Note: the discussion here will be highly non-rigorous in nature, being extremely loose in particular with asymptotic notation and with the notion of dimension. Caveat emptor.
One of the most infamous unsolved problems at the intersection of geometric measure theory, incidence combinatorics, and real-variable harmonic analysis is the Kakeya set conjecture. We will focus on the following three-dimensional case of the conjecture, stated informally as follows:
Conjecture 1 (Kakeya conjecture) Let be a subset of that contains a unit line segment in every direction. Then .
This conjecture is not precisely formulated here, because we have not specified exactly what type of set is (e.g. measurable, Borel, compact, etc.) and what notion of dimension we are using. We will deliberately ignore these technical details in this post. It is slightly more convenient for us here to work with lines instead of unit line segments, so we work with the following slight variant of the conjecture (which is essentially equivalent):
Conjecture 2 (Kakeya conjecture, again) Let be a family of lines in that meet and contain a line in each direction. Let be the union of the restriction to of every line in . Then .
As the space of all directions in is two-dimensional, we thus see that is an (at least) two-dimensional subset of the four-dimensional space of lines in (actually, it lies in a compact subset of this space, since we have constrained the lines to meet ). One could then ask if this is the only property of that is needed to establish the Kakeya conjecture, that is to say if any subset of which contains a two-dimensional family of lines (restricted to , and meeting ) is necessarily three-dimensional. Here we have an easy counterexample, namely a plane in (passing through the origin), which contains a two-dimensional collection of lines. However, we can exclude this case by adding an additional axiom, leading to what one might call a “strong” Kakeya conjecture:
Conjecture 3 (Strong Kakeya conjecture) Let be a two-dimensional family of lines in that meet , and assume the Wolff axiom that no (affine) plane contains more than a one-dimensional family of lines in . Let be the union of the restriction of every line in . Then .
Actually, to make things work out we need a more quantitative version of the Wolff axiom in which we constrain the metric entropy (and not just dimension) of lines that lie close to a plane, rather than exactly on the plane. However, for the informal discussion here we will ignore these technical details. Families of lines that lie in different directions will obey the Wolff axiom, but the converse is not true in general.
In 1995, Wolff established the important lower bound (for various notions of dimension, e.g. Hausdorff dimension) for sets in Conjecture 3 (and hence also for the other forms of the Kakeya problem). However, there is a key obstruction to going beyond the barrier, coming from the possible existence of half-dimensional (approximate) subfields of the reals . To explain this problem, it easiest to first discuss the complex version of the strong Kakeya conjecture, in which all relevant (real) dimensions are doubled:
Conjecture 4 (Strong Kakeya conjecture over ) Let be a four (real) dimensional family of complex lines in that meet the unit ball in , and assume the Wolff axiom that no four (real) dimensional (affine) subspace contains more than a two (real) dimensional family of complex lines in . Let be the union of the restriction of every complex line in . Then has real dimension .
The argument of Wolff can be adapted to the complex case to show that all sets occuring in Conjecture 4 have real dimension at least . Unfortunately, this is sharp, due to the following fundamental counterexample:
Proposition 5 (Heisenberg group counterexample) Let be the Heisenberg group
and let be the family of complex lines
with and . Then is a five (real) dimensional subset of that contains every line in the four (real) dimensional set ; however each four real dimensional (affine) subspace contains at most a two (real) dimensional set of lines in . In particular, the strong Kakeya conjecture over the complex numbers is false.
This proposition is proven by a routine computation, which we omit here. The group structure on is given by the group law
giving the structure of a -step simply-connected nilpotent Lie group, isomorphic to the usual Heisenberg group over . Note that while the Heisenberg group is a counterexample to the complex strong Kakeya conjecture, it is not a counterexample to the complex form of the original Kakeya conjecture, because the complex lines in the Heisenberg counterexample do not point in distinct directions, but instead only point in a three (real) dimensional subset of the four (real) dimensional space of available directions for complex lines. For instance, one has the one real-dimensional family of parallel lines
with ; multiplying this family of lines on the right by a group element in gives other families of parallel lines, which in fact sweep out all of .
The Heisenberg counterexample ultimately arises from the “half-dimensional” (and hence degree two) subfield of , which induces an involution which can then be used to define the Heisenberg group through the formula
Analogous Heisenberg counterexamples can also be constructed if one works over finite fields that contain a “half-dimensional” subfield ; we leave the details to the interested reader. Morally speaking, if in turn contained a subfield of dimension (or even a subring or “approximate subring”), then one ought to be able to use this field to generate a counterexample to the strong Kakeya conjecture over the reals. Fortunately, such subfields do not exist; this was a conjecture of Erdos and Volkmann that was proven by Edgar and Miller, and more quantitatively by Bourgain (answering a question of Nets Katz and myself). However, this fact is not entirely trivial to prove, being a key example of the sum-product phenomenon.
We thus see that to go beyond the dimension bound of Wolff for the 3D Kakeya problem over the reals, one must do at least one of two things:
- (a) Exploit the distinct directions of the lines in in a way that goes beyond the Wolff axiom; or
- (b) Exploit the fact that does not contain half-dimensional subfields (or more generally, intermediate-dimensional approximate subrings).
(The situation is more complicated in higher dimensions, as there are more obstructions than the Heisenberg group; for instance, in four dimensions quadric surfaces are an important obstruction, as discussed in this paper of mine.)
Various partial or complete results on the Kakeya problem over various fields have been obtained through route (a) or route (b). For instance, in 2000, Nets Katz, Izabella Laba and myself used route (a) to improve Wolff’s lower bound of for Kakeya sets very slightly to (for a weak notion of dimension, namely upper Minkowski dimension). In 2004, Bourgain, Katz, and myself established a sum-product estimate which (among other things) ruled out approximate intermediate-dimensional subrings of , and then pursued route (b) to obtain a corresponding improvement to the Kakeya conjecture over finite fields of prime order. The analogous (discretised) sum-product estimate over the reals was established by Bourgain in 2003, which in principle would allow one to extend the result of Katz, Laba and myself to the strong Kakeya setting, but this has not been carried out in the literature. Finally, in 2009, Dvir used route (a) and introduced the polynomial method (as discussed previously here) to completely settle the Kakeya conjecture in finite fields.
Below the fold, I present a heuristic argument of Nets Katz and myself, which in principle would use route (b) to establish the full (strong) Kakeya conjecture. In broad terms, the strategy is as follows:
- Assume that the (strong) Kakeya conjecture fails, so that there are sets of the form in Conjecture 3 of dimension for some . Assume that is “optimal”, in the sense that is as large as possible.
- Use the optimality of (and suitable non-isotropic rescalings) to establish strong forms of standard structural properties expected of such sets , namely “stickiness”, “planiness”, “local graininess” and “global graininess” (we will roughly describe these properties below). Heuristically, these properties are constraining to “behave like” a putative Heisenberg group counterexample.
- By playing all these structural properties off of each other, show that can be parameterised locally by a one-dimensional set which generates a counterexample to Bourgain’s sum-product theorem. This contradiction establishes the Kakeya conjecture.
Nets and I have had an informal version of argument for many years, but were never able to make a satisfactory theorem (or even a partial Kakeya result) out of it, because we could not rigorously establish anywhere near enough of the necessary structural properties (stickiness, planiness, etc.) on the optimal set for a large number of reasons (one of which being that we did not have a good notion of dimension that did everything that we wished to demand of it). However, there is beginning to be movement in these directions (e.g. in this recent result of Guth using the polynomial method obtaining a weak version of local graininess on certain Kakeya sets). In view of this (and given that neither Nets or I have been actively working in this direction for some time now, due to many other projects), we’ve decided to distribute these ideas more widely than before, and in particular on this blog.
Roth’s theorem on arithmetic progressions asserts that every subset of the integers of positive upper density contains infinitely many arithmetic progressions of length three. There are many versions and variants of this theorem. Here is one of them:
Theorem 1 (Roth’s theorem) Let be a compact abelian group, with Haar probability measure , which is -divisible (i.e. the map is surjective) and let be a measurable subset of with for some . Then we have
where denotes the bound for some depending only on .
This theorem is usually formulated in the case that is a finite abelian group of odd order (in which case the result is essentially due to Meshulam) or more specifically a cyclic group of odd order (in which case it is essentially due to Varnavides), but is also valid for the more general setting of -divisible compact abelian groups, as we shall shortly see. One can be more precise about the dependence of the implied constant on , but to keep the exposition simple we will work at the qualitative level here, without trying at all to get good quantitative bounds. The theorem is also true without the -divisibility hypothesis, but the proof we will discuss runs into some technical issues due to the degeneracy of the shift in that case.
We can deduce Theorem 1 from the following more general Khintchine-type statement. Let denote the Pontryagin dual of a compact abelian group , that is to say the set of all continuous homomorphisms from to the (additive) unit circle . Thus is a discrete abelian group, and functions have a Fourier transform defined by
If is -divisible, then is -torsion-free in the sense that the map is injective. For any finite set and any radius , define the Bohr set
where denotes the distance of to the nearest integer. We refer to the cardinality of as the rank of the Bohr set. We record a simple volume bound on Bohr sets:
Lemma 2 (Volume packing bound) Let be a compact abelian group with Haar probability measure . For any Bohr set , we have
Proof: We can cover the torus by translates of the cube . Then the sets form an cover of . But all of these sets lie in a translate of , and the claim then follows from the translation invariance of .
Given any Bohr set , we define a normalised “Lipschitz” cutoff function by the formula
where is the constant such that
thus
The function should be viewed as an -normalised “tent function” cutoff to . Note from Lemma 2 that
We then have the following sharper version of Theorem 1:
Theorem 3 (Roth-Khintchine theorem) Let be a -divisible compact abelian group, with Haar probability measure , and let . Then for any measurable function , there exists a Bohr set with and such that
where denotes the convolution operation
A variant of this result (expressed in the language of ergodic theory) appears in this paper of Bergelson, Host, and Kra; a combinatorial version of the Bergelson-Host-Kra result that is closer to Theorem 3 subsequently appeared in this paper of Ben Green and myself, but this theorem arguably appears implicitly in a much older paper of Bourgain. To see why Theorem 3 implies Theorem 1, we apply the theorem with and equal to a small multiple of to conclude that there is a Bohr set with and such that
But from (2) we have the pointwise bound , and Theorem 1 follows.
Below the fold, we give a short proof of Theorem 3, using an “energy pigeonholing” argument that essentially dates back to the 1986 paper of Bourgain mentioned previously (not to be confused with a later 1999 paper of Bourgain on Roth’s theorem that was highly influential, for instance in emphasising the importance of Bohr sets). The idea is to use the pigeonhole principle to choose the Bohr set to capture all the “large Fourier coefficients” of , but such that a certain “dilate” of does not capture much more Fourier energy of than itself. The bound (3) may then be obtained through elementary Fourier analysis, without much need to explicitly compute things like the Fourier transform of an indicator function of a Bohr set. (However, the bound obtained by this argument is going to be quite poor – of tower-exponential type.) To do this we perform a structural decomposition of into “structured”, “small”, and “highly pseudorandom” components, as is common in the subject (e.g. in this previous blog post), but even though we crucially need to retain non-negativity of one of the components in this decomposition, we can avoid recourse to conditional expectation with respect to a partition (or “factor”) of the space, using instead convolution with one of the considered above to achieve a similar effect.
A core foundation of the subject now known as arithmetic combinatorics (and particularly the subfield of additive combinatorics) are the elementary sum set estimates (sometimes known as “Ruzsa calculus”) that relate the cardinality of various sum sets
and difference sets
as well as iterated sumsets such as , , and so forth. Here, are finite non-empty subsets of some additive group (classically one took or , but nowadays one usually considers more general additive groups). Some basic estimates in this vein are the following:
Lemma 1 (Ruzsa covering lemma) Let be finite non-empty subsets of . Then may be covered by at most translates of .
Proof: Consider a maximal set of disjoint translates of by elements . These translates have cardinality , are disjoint, and lie in , so there are at most of them. By maximality, for any , must intersect at least one of the selected , thus , and the claim follows.
Lemma 2 (Ruzsa triangle inequality) Let be finite non-empty subsets of . Then .
Proof: Consider the addition map from to . Every element of has a preimage of this map of cardinality at least , thanks to the obvious identity for each . Since has cardinality , the claim follows.
Such estimates (which are covered, incidentally, in Section 2 of my book with Van Vu) are particularly useful for controlling finite sets of small doubling, in the sense that for some bounded . (There are deeper theorems, most notably Freiman’s theorem, which give more control than what elementary Ruzsa calculus does, however the known bounds in the latter theorem are worse than polynomial in (although it is conjectured otherwise), whereas the elementary estimates are almost all polynomial in .)
However, there are some settings in which the standard sum set estimates are not quite applicable. One such setting is the continuous setting, where one is dealing with bounded open sets in an additive Lie group (e.g. or a torus ) rather than a finite setting. Here, one can largely replicate the discrete sum set estimates by working with a Haar measure in place of cardinality; this is the approach taken for instance in this paper of mine. However, there is another setting, which one might dub the “discretised” setting (as opposed to the “discrete” setting or “continuous” setting), in which the sets remain finite (or at least discretisable to be finite), but for which there is a certain amount of “roundoff error” coming from the discretisation. As a typical example (working now in a non-commutative multiplicative setting rather than an additive one), consider the orthogonal group of orthogonal matrices, and let be the matrices obtained by starting with all of the orthogonal matrice in and rounding each coefficient of each matrix in this set to the nearest multiple of , for some small . This forms a finite set (whose cardinality grows as like a certain negative power of ). In the limit , the set is not a set of small doubling in the discrete sense. However, is still close to in a metric sense, being contained in the -neighbourhood of . Another key example comes from graphs of maps from a subset of one additive group to another . If is “approximately additive” in the sense that for all , is close to in some metric, then might not have small doubling in the discrete sense (because could take a large number of values), but could be considered a set of small doubling in a discretised sense.
One would like to have a sum set (or product set) theory that can handle these cases, particularly in “high-dimensional” settings in which the standard methods of passing back and forth between continuous, discrete, or discretised settings behave poorly from a quantitative point of view due to the exponentially large doubling constant of balls. One way to do this is to impose a translation invariant metric on the underlying group (reverting back to additive notation), and replace the notion of cardinality by that of metric entropy. There are a number of almost equivalent ways to define this concept:
Definition 3 Let be a metric space, let be a subset of , and let be a radius.
- The packing number is the largest number of points one can pack inside such that the balls are disjoint.
- The internal covering number is the fewest number of points such that the balls cover .
- The external covering number is the fewest number of points such that the balls cover .
- The metric entropy is the largest number of points one can find in that are -separated, thus for all .
It is an easy exercise to verify the inequalities
for any , and that is non-increasing in and non-decreasing in for the three choices (but monotonicity in can fail for !). It turns out that the external covering number is slightly more convenient than the other notions of metric entropy, so we will abbreviate . The cardinality can be viewed as the limit of the entropies as .
If we have the bounded doubling property that is covered by translates of for each , and one has a Haar measure on which assigns a positive finite mass to each ball, then any of the above entropies is comparable to , as can be seen by simple volume packing arguments. Thus in the bounded doubling setting one can usually use the measure-theoretic sum set theory to derive entropy-theoretic sumset bounds (see e.g. this paper of mine for an example of this). However, it turns out that even in the absence of bounded doubling, one still has an entropy analogue of most of the elementary sum set theory, except that one has to accept some degradation in the radius parameter by some absolute constant. Such losses can be acceptable in applications in which the underlying sets are largely “transverse” to the balls , so that the -entropy of is largely independent of ; this is a situation which arises in particular in the case of graphs discussed above, if one works with “vertical” metrics whose balls extend primarily in the vertical direction. (I hope to present a specific application of this type here in the near future.)
Henceforth we work in an additive group equipped with a translation-invariant metric . (One can also generalise things slightly by allowing the metric to attain the values or , without changing much of the analysis below.) By the Heine-Borel theorem, any precompact set will have finite entropy for any . We now have analogues of the two basic Ruzsa lemmas above:
Lemma 4 (Ruzsa covering lemma) Let be precompact non-empty subsets of , and let . Then may be covered by at most translates of .
Proof: Let be a maximal set of points such that the sets are all disjoint. Then the sets are disjoint in and have entropy , and furthermore any ball of radius can intersect at most one of the . We conclude that , so . If , then must intersect one of the , so , and the claim follows.
Lemma 5 (Ruzsa triangle inequality) Let be precompact non-empty subsets of , and let . Then .
Proof: Consider the addition map from to . The domain may be covered by product balls . Every element of has a preimage of this map which projects to a translate of , and thus must meet at least of these product balls. However, if two elements of are separated by a distance of at least , then no product ball can intersect both preimages. We thus see that , and the claim follows.
Below the fold we will record some further metric entropy analogues of sum set estimates (basically redoing much of Chapter 2 of my book with Van Vu). Unfortunately there does not seem to be a direct way to abstractly deduce metric entropy results from their sum set analogues (basically due to the failure of a certain strong version of Freiman’s theorem, as discussed in this previous post); nevertheless, the proofs of the discrete arguments are elementary enough that they can be modified with a small amount of effort to handle the entropy case. (In fact, there should be a very general model-theoretic framework in which both the discrete and entropy arguments can be processed in a unified manner; see this paper of Hrushovski for one such framework.)
It is also likely that many of the arguments here extend to the non-commutative setting, but for simplicity we will not pursue such generalisations here.
(This is an extended blog post version of my talk “Ultraproducts as a Bridge Between Discrete and Continuous Analysis” that I gave at the Simons institute for the theory of computing at the workshop “Neo-Classical methods in discrete analysis“. Some of the material here is drawn from previous blog posts, notably “Ultraproducts as a bridge between hard analysis and soft analysis” and “Ultralimit analysis and quantitative algebraic geometry“‘. The text here has substantially more details than the talk; one may wish to skip all of the proofs given here to obtain a closer approximation to the original talk.)
Discrete analysis, of course, is primarily interested in the study of discrete (or “finitary”) mathematical objects: integers, rational numbers (which can be viewed as ratios of integers), finite sets, finite graphs, finite or discrete metric spaces, and so forth. However, many powerful tools in mathematics (e.g. ergodic theory, measure theory, topological group theory, algebraic geometry, spectral theory, etc.) work best when applied to continuous (or “infinitary”) mathematical objects: real or complex numbers, manifolds, algebraic varieties, continuous topological or metric spaces, etc. In order to apply results and ideas from continuous mathematics to discrete settings, there are basically two approaches. One is to directly discretise the arguments used in continuous mathematics, which often requires one to keep careful track of all the bounds on various quantities of interest, particularly with regard to various error terms arising from discretisation which would otherwise have been negligible in the continuous setting. The other is to construct continuous objects as limits of sequences of discrete objects of interest, so that results from continuous mathematics may be applied (often as a “black box”) to the continuous limit, which then can be used to deduce consequences for the original discrete objects which are quantitative (though often ineffectively so). The latter approach is the focus of this current talk.
The following table gives some examples of a discrete theory and its continuous counterpart, together with a limiting procedure that might be used to pass from the former to the latter:
(Discrete) | (Continuous) | (Limit method) |
Ramsey theory | Topological dynamics | Compactness |
Density Ramsey theory | Ergodic theory | Furstenberg correspondence principle |
Graph/hypergraph regularity | Measure theory | Graph limits |
Polynomial regularity | Linear algebra | Ultralimits |
Structural decompositions | Hilbert space geometry | Ultralimits |
Fourier analysis | Spectral theory | Direct and inverse limits |
Quantitative algebraic geometry | Algebraic geometry | Schemes |
Discrete metric spaces | Continuous metric spaces | Gromov-Hausdorff limits |
Approximate group theory | Topological group theory | Model theory |
As the above table illustrates, there are a variety of different ways to form a limiting continuous object. Roughly speaking, one can divide limits into three categories:
- Topological and metric limits. These notions of limits are commonly used by analysts. Here, one starts with a sequence (or perhaps a net) of objects in a common space , which one then endows with the structure of a topological space or a metric space, by defining a notion of distance between two points of the space, or a notion of open neighbourhoods or open sets in the space. Provided that the sequence or net is convergent, this produces a limit object , which remains in the same space, and is “close” to many of the original objects with respect to the given metric or topology.
- Categorical limits. These notions of limits are commonly used by algebraists. Here, one starts with a sequence (or more generally, a diagram) of objects in a category , which are connected to each other by various morphisms. If the ambient category is well-behaved, one can then form the direct limit or the inverse limit of these objects, which is another object in the same category , and is connected to the original objects by various morphisms.
- Logical limits. These notions of limits are commonly used by model theorists. Here, one starts with a sequence of objects or of spaces , each of which is (a component of) a model for given (first-order) mathematical language (e.g. if one is working in the language of groups, might be groups and might be elements of these groups). By using devices such as the ultraproduct construction, or the compactness theorem in logic, one can then create a new object or a new space , which is still a model of the same language (e.g. if the spaces were all groups, then the limiting space will also be a group), and is “close” to the original objects or spaces in the sense that any assertion (in the given language) that is true for the limiting object or space, will also be true for many of the original objects or spaces, and conversely. (For instance, if is an abelian group, then the will also be abelian groups for many .)
The purpose of this talk is to highlight the third type of limit, and specifically the ultraproduct construction, as being a “universal” limiting procedure that can be used to replace most of the limits previously mentioned. Unlike the topological or metric limits, one does not need the original objects to all lie in a common space in order to form an ultralimit ; they are permitted to lie in different spaces ; this is more natural in many discrete contexts, e.g. when considering graphs on vertices in the limit when goes to infinity. Also, no convergence properties on the are required in order for the ultralimit to exist. Similarly, ultraproduct limits differ from categorical limits in that no morphisms between the various spaces involved are required in order to construct the ultraproduct.
With so few requirements on the objects or spaces , the ultraproduct construction is necessarily a very “soft” one. Nevertheless, the construction has two very useful properties which make it particularly useful for the purpose of extracting good continuous limit objects out of a sequence of discrete objects. First of all, there is Łos’s theorem, which roughly speaking asserts that any first-order sentence which is asymptotically obeyed by the , will be exactly obeyed by the limit object ; in particular, one can often take a discrete sequence of “partial counterexamples” to some assertion, and produce a continuous “complete counterexample” that same assertion via an ultraproduct construction; taking the contrapositives, one can often then establish a rigorous equivalence between a quantitative discrete statement and its qualitative continuous counterpart. Secondly, there is the countable saturation property that ultraproducts automatically enjoy, which is a property closely analogous to that of compactness in topological spaces, and can often be used to ensure that the continuous objects produced by ultraproduct methods are “complete” or “compact” in various senses, which is particularly useful in being able to upgrade qualitative (or “pointwise”) bounds to quantitative (or “uniform”) bounds, more or less “for free”, thus reducing significantly the burden of “epsilon management” (although the price one pays for this is that one needs to pay attention to which mathematical objects of study are “standard” and which are “nonstandard”). To achieve this compactness or completeness, one sometimes has to restrict to the “bounded” portion of the ultraproduct, and it is often also convenient to quotient out the “infinitesimal” portion in order to complement these compactness properties with a matching “Hausdorff” property, thus creating familiar examples of continuous spaces, such as locally compact Hausdorff spaces.
Ultraproducts are not the only logical limit in the model theorist’s toolbox, but they are one of the simplest to set up and use, and already suffice for many of the applications of logical limits outside of model theory. In this post, I will set out the basic theory of these ultraproducts, and illustrate how they can be used to pass between discrete and continuous theories in each of the examples listed in the above table.
Apart from the initial “one-time cost” of setting up the ultraproduct machinery, the main loss one incurs when using ultraproduct methods is that it becomes very difficult to extract explicit quantitative bounds from results that are proven by transferring qualitative continuous results to the discrete setting via ultraproducts. However, in many cases (particularly those involving regularity-type lemmas) the bounds are already of tower-exponential type or worse, and there is arguably not much to be lost by abandoning the explicit quantitative bounds altogether.
Let be a field. A definable set over is a set of the form
where is a natural number, and is a predicate involving the ring operations of , the equality symbol , an arbitrary number of constants and free variables in , the quantifiers , boolean operators such as , and parentheses and colons, where the quantifiers are always understood to be over the field . Thus, for instance, the set of quadratic residues
is definable over , and any algebraic variety over is also a definable set over . Henceforth we will abbreviate “definable over ” simply as “definable”.
If is a finite field, then every subset of is definable, since finite sets are automatically definable. However, we can obtain a more interesting notion in this case by restricting the complexity of a definable set. We say that is a definable set of complexity at most if , and can be written in the form (1) for some predicate of length at most (where all operators, quantifiers, relations, variables, constants, and punctuation symbols are considered to have unit length). Thus, for instance, a hypersurface in dimensions of degree would be a definable set of complexity . We will then be interested in the regime where the complexity remains bounded, but the field size (or field characteristic) becomes large.
In a recent paper, I established (in the large characteristic case) the following regularity lemma for dense definable graphs, which significantly strengthens the Szemerédi regularity lemma in this context, by eliminating “bad” pairs, giving a polynomially strong regularity, and also giving definability of the cells:
Lemma 1 (Algebraic regularity lemma) Let be a finite field, let be definable non-empty sets of complexity at most , and let also be definable with complexity at most . Assume that the characteristic of is sufficiently large depending on . Then we may partition and with , with the following properties:
My original proof of this lemma was quite complicated, based on an explicit calculation of the “square”
of using the Lang-Weil bound and some facts about the étale fundamental group. It was the reliance on the latter which was the main reason why the result was restricted to the large characteristic setting. (I then applied this lemma to classify expanding polynomials over finite fields of large characteristic, but I will not discuss these applications here; see this previous blog post for more discussion.)
Recently, Anand Pillay and Sergei Starchenko (and independently, Udi Hrushovski) have observed that the theory of the étale fundamental group is not necessary in the argument, and the lemma can in fact be deduced from quite general model theoretic techniques, in particular using (a local version of) the concept of stability. One of the consequences of this new proof of the lemma is that the hypothesis of large characteristic can be omitted; the lemma is now known to be valid for arbitrary finite fields (although its content is trivial if the field is not sufficiently large depending on the complexity at most ).
Inspired by this, I decided to see if I could find yet another proof of the algebraic regularity lemma, again avoiding the theory of the étale fundamental group. It turns out that the spectral proof of the Szemerédi regularity lemma (discussed in this previous blog post) adapts very nicely to this setting. The key fact needed about definable sets over finite fields is that their cardinality takes on an essentially discrete set of values. More precisely, we have the following fundamental result of Chatzidakis, van den Dries, and Macintyre:
Proposition 2 Let be a finite field, and let .
- (Discretised cardinality) If is a non-empty definable set of complexity at most , then one has
where is a natural number, and is a positive rational number with numerator and denominator . In particular, we have .
- (Definable cardinality) Assume is sufficiently large depending on . If , and are definable sets of complexity at most , so that can be viewed as a definable subset of that is definably parameterised by , then for each natural number and each positive rational with numerator and denominator , the set
is definable with complexity , where the implied constants in the asymptotic notation used to define (4) are the same as those that appearing in (3). (Informally: the “dimension” and “measure” of depends definably on .)
We will take this proposition as a black box; a proof can be obtained by combining the description of definable sets over pseudofinite fields (discussed in this previous post) with the Lang-Weil bound (discussed in this previous post). (The former fact is phrased using nonstandard analysis, but one can use standard compactness-and-contradiction arguments to convert such statements to statements in standard analysis, as discussed in this post.)
The above proposition places severe restrictions on the cardinality of definable sets; for instance, it shows that one cannot have a definable set of complexity at most and cardinality , if is sufficiently large depending on . If are definable sets of complexity at most , it shows that for some rational with numerator and denominator ; furthermore, if , we may improve this bound to . In particular, we obtain the following “self-improving” properties:
- If are definable of complexity at most and for some , then (if is sufficiently small depending on and is sufficiently large depending on ) this forces .
- If are definable of complexity at most and for some and positive rational , then (if is sufficiently small depending on and is sufficiently large depending on ) this forces .
It turns out that these self-improving properties can be applied to the coefficients of various matrices (basically powers of the adjacency matrix associated to ) that arise in the spectral proof of the regularity lemma to significantly improve the bounds in that lemma; we describe how this is done below the fold. We also make some connections to the stability-based proofs of Pillay-Starchenko and Hrushovski.
I’ve just uploaded to the arXiv my article “Algebraic combinatorial geometry: the polynomial method in arithmetic combinatorics, incidence combinatorics, and number theory“, submitted to the new journal “EMS surveys in the mathematical sciences“. This is the first draft of a survey article on the polynomial method – a technique in combinatorics and number theory for controlling a relevant set of points by comparing it with the zero set of a suitably chosen polynomial, and then using tools from algebraic geometry (e.g. Bezout’s theorem) on that zero set. As such, the method combines algebraic geometry with combinatorial geometry, and could be viewed as the philosophy of a combined field which I dub “algebraic combinatorial geometry”. There is also an important extension of this method when one is working overthe reals, in which methods from algebraic topology (e.g. the ham sandwich theorem and its generalisation to polynomials), and not just algebraic geometry, come into play also.
The polynomial method has been used independently many times in mathematics; for instance, it plays a key role in the proof of Baker’s theorem in transcendence theory, or Stepanov’s method in giving an elementary proof of the Riemann hypothesis for finite fields over curves; in combinatorics, the nullstellenatz of Alon is also another relatively early use of the polynomial method. More recently, it underlies Dvir’s proof of the Kakeya conjecture over finite fields and Guth and Katz’s near-complete solution to the Erdos distance problem in the plane, and can be used to give a short proof of the Szemeredi-Trotter theorem. One of the aims of this survey is to try to present all of these disparate applications of the polynomial method in a somewhat unified context; my hope is that there will eventually be a systematic foundation for algebraic combinatorial geometry which naturally contains all of these different instances the polynomial method (and also suggests new instances to explore); but the field is unfortunately not at that stage of maturity yet.
This is something of a first draft, so comments and suggestions are even more welcome than usual. (For instance, I have already had my attention drawn to some additional uses of the polynomial method in the literature that I was not previously aware of.)
Define a partition of to be a finite or infinite multiset of real numbers in the interval (that is, an unordered set of real numbers in , possibly with multiplicity) whose total sum is : . For instance, is a partition of . Such partitions arise naturally when trying to decompose a large object into smaller ones, for instance:
- (Prime factorisation) Given a natural number , one can decompose it into prime factors (counting multiplicity), and then the multiset
is a partition of .
- (Cycle decomposition) Given a permutation on labels , one can decompose into cycles , and then the multiset
is a partition of .
- (Normalisation) Given a multiset of positive real numbers whose sum is finite and non-zero, the multiset
is a partition of .
In the spirit of the universality phenomenon, one can ask what is the natural distribution for what a “typical” partition should look like; thus one seeks a natural probability distribution on the space of all partitions, analogous to (say) the gaussian distributions on the real line, or GUE distributions on point processes on the line, and so forth. It turns out that there is one natural such distribution which is related to all three examples above, known as the Poisson-Dirichlet distribution. To describe this distribution, we first have to deal with the problem that it is not immediately obvious how to cleanly parameterise the space of partitions, given that the cardinality of the partition can be finite or infinite, that multiplicity is allowed, and that we would like to identify two partitions that are permutations of each other
One way to proceed is to random partition as a type of point process on the interval , with the constraint that , in which case one can study statistics such as the counting functions
(where the cardinality here counts multiplicity). This can certainly be done, although in the case of the Poisson-Dirichlet process, the formulae for the joint distribution of such counting functions is moderately complicated. Another way to proceed is to order the elements of in decreasing order
with the convention that one pads the sequence by an infinite number of zeroes if is finite; this identifies the space of partitions with an infinite dimensional simplex
However, it turns out that the process of ordering the elements is not “smooth” (basically because functions such as and are not smooth) and the formulae for the joint distribution in the case of the Poisson-Dirichlet process is again complicated.
It turns out that there is a better (or at least “smoother”) way to enumerate the elements of a partition than the ordered method, although it is random rather than deterministic. This procedure (which I learned from this paper of Donnelly and Grimmett) works as follows.
- Given a partition , let be an element of chosen at random, with each element having a probability of being chosen as (so if occurs with multiplicity , the net probability that is chosen as is actually ). Note that this is well-defined since the elements of sum to .
- Now suppose is chosen. If is empty, we set all equal to zero and stop. Otherwise, let be an element of chosen at random, with each element having a probability of being chosen as . (For instance, if occurred with some multiplicity in , then can equal with probability .)
- Now suppose are both chosen. If is empty, we set all equal to zero and stop. Otherwise, let be an element of , with ech element having a probability of being chosen as .
- We continue this process indefinitely to create elements .
We denote the random sequence formed from a partition in the above manner as the random normalised enumeration of ; this is a random variable in the infinite unit cube , and can be defined recursively by the formula
with drawn randomly from , with each element chosen with probability , except when in which case we instead have
Note that one can recover from any of its random normalised enumerations by the formula
with the convention that one discards any zero elements on the right-hand side. Thus can be viewed as a (stochastic) parameterisation of the space of partitions by the unit cube , which is a simpler domain to work with than the infinite-dimensional simplex mentioned earlier.
Note that this random enumeration procedure can also be adapted to the three models described earlier:
- Given a natural number , one can randomly enumerate its prime factors by letting each prime factor of be equal to with probability , then once is chosen, let each remaining prime factor of be equal to with probability , and so forth.
- Given a permutation , one can randomly enumerate its cycles by letting each cycle in be equal to with probability , and once is chosen, let each remaining cycle be equalto with probability , and so forth. Alternatively, one traverse the elements of in random order, then let be the first cycle one encounters when performing this traversal, let be the next cycle (not equal to one encounters when performing this traversal, and so forth.
- Given a multiset of positive real numbers whose sum is finite, we can randomly enumerate the elements of this sequence by letting each have a probability of being set equal to , and then once is chosen, let each remaining have a probability of being set equal to , and so forth.
We then have the following result:
Proposition 1 (Existence of the Poisson-Dirichlet process) There exists a random partition whose random enumeration has the uniform distribution on , thus are independently and identically distributed copies of the uniform distribution on .
A random partition with this property will be called the Poisson-Dirichlet process. This process, first introduced by Kingman, can be described explicitly using (1) as
where are iid copies of the uniform distribution of , although it is not immediately obvious from this definition that is indeed uniformly distributed on . We prove this proposition below the fold.
An equivalent definition of a Poisson-Dirichlet process is a random partition with the property that
where is a random element of with each having a probability of being equal to , is a uniform variable on that is independent of , and denotes equality of distribution. This can be viewed as a sort of stochastic self-similarity property of : if one randomly removes one element from and rescales, one gets a new copy of .
It turns out that each of the three ways to generate partitions listed above can lead to the Poisson-Dirichlet process, either directly or in a suitable limit. We begin with the third way, namely by normalising a Poisson process to have sum :
Proposition 2 (Poisson-Dirichlet processes via Poisson processes) Let , and let be a Poisson process on with intensity function . Then the sum is almost surely finite, and the normalisation is a Poisson-Dirichlet process.
Again, we prove this proposition below the fold. Now we turn to the second way (a topic, incidentally, that was briefly touched upon in this previous blog post):
Proposition 3 (Large cycles of a typical permutation) For each natural number , let be a permutation drawn uniformly at random from . Then the random partition converges in the limit to a Poisson-Dirichlet process in the following sense: given any fixed sequence of intervals (independent of ), the joint discrete random variable converges in distribution to .
Finally, we turn to the first way:
Proposition 4 (Large prime factors of a typical number) Let , and let be a random natural number chosen according to one of the following three rules:
- (Uniform distribution) is drawn uniformly at random from the natural numbers in .
- (Shifted uniform distribution) is drawn uniformly at random from the natural numbers in .
- (Zeta distribution) Each natural number has a probability of being equal to , where and .
Then converges as to a Poisson-Dirichlet process in the same fashion as in Proposition 3.
The process was first studied by Billingsley (and also later by Knuth-Trabb Pardo and by Vershik, but the formulae were initially rather complicated; the proposition above is due to of Donnelly and Grimmett, although the third case of the proposition is substantially easier and appears in the earlier work of Lloyd. We prove the proposition below the fold.
The previous two propositions suggests an interesting analogy between large random integers and large random permutations; see this ICM article of Vershik and this non-technical article of Granville (which, incidentally, was once adapted into a play) for further discussion.
As a sample application, consider the problem of estimating the number of integers up to which are not divisible by any prime larger than (i.e. they are -smooth), where is a fixed real number. This is essentially (modulo some inessential technicalities concerning the distinction between the intervals and ) the probability that avoids , which by the above theorem converges to the probability that avoids . Below the fold we will show that this function is given by the Dickman function, defined by setting for and for , thus recovering the classical result of Dickman that .
I thank Andrew Granville and Anatoly Vershik for showing me the nice link between prime factors and the Poisson-Dirichlet process. The material here is standard, and (like many of the other notes on this blog) was primarily written for my own benefit, but it may be of interest to some readers. In preparing this article I found this exposition by Kingman to be helpful.
Note: this article will emphasise the computations rather than rigour, and in particular will rely on informal use of infinitesimals to avoid dealing with stochastic calculus or other technicalities. We adopt the convention that we will neglect higher order terms in infinitesimal calculations, e.g. if is infinitesimal then we will abbreviate simply as .
The purpose of this post is to isolate a combinatorial optimisation problem regarding subset sums; any improvement upon the current known bounds for this problem would lead to numerical improvements for the quantities pursued in the Polymath8 project. (UPDATE: Unfortunately no purely combinatorial improvement is possible, see comments.) We will also record the number-theoretic details of how this combinatorial problem is used in Zhang’s argument establishing bounded prime gaps.
First, some (rough) motivational background, omitting all the number-theoretic details and focusing on the combinatorics. (But readers who just want to see the combinatorial problem can skip the motivation and jump ahead to Lemma 5.) As part of the Polymath8 project we are trying to establish a certain estimate called for as wide a range of as possible. Currently the best result we have is:
Theorem 1 (Zhang’s theorem, numerically optimised) holds whenever .
Enlarging this region would lead to a better value of certain parameters , which in turn control the best bound on asymptotic gaps between consecutive primes. See this previous post for more discussion of this. At present, the best value of is applied by taking sufficiently close to , so improving Theorem 1 in the neighbourhood of this value is particularly desirable.
I’ll state exactly what is below the fold. For now, suffice to say that it involves a certain number-theoretic function, the von Mangoldt function . To prove the theorem, the first step is to use a certain identity (the Heath-Brown identity) to decompose into a lot of pieces, which take the form
for some bounded (in Zhang’s paper never exceeds ) and various weights supported at various scales that multiply up to approximately :
We can write , thus ignoring negligible errors, are non-negative real numbers that add up to :
A key technical feature of the Heath-Brown identity is that the weight associated to sufficiently large values of (e.g. ) are “smooth” in a certain sense; this will be detailed below the fold.
The operation is Dirichlet convolution, which is commutative and associative. We can thus regroup the convolution (1) in a number of ways. For instance, given any partition into disjoint sets , we can rewrite (1) as
where is the convolution of those with , and similarly for .
Zhang’s argument splits into two major pieces, in which certain classes of (1) are established. Cheating a little bit, the following three results are established:
Theorem 2 (Type 0 estimate, informal version) The term (1) gives an acceptable contribution to whenever
for some .
Theorem 3 (Type I/II estimate, informal version) The term (1) gives an acceptable contribution to whenever one can find a partition such that
where is a quantity such that
Theorem 4 (Type III estimate, informal version) The term (1) gives an acceptable contribution to whenever one can find with distinct with
and
The above assertions are oversimplifications; there are some additional minor smallness hypotheses on that are needed but at the current (small) values of under consideration they are not relevant and so will be omitted.
The deduction of Theorem 1 from Theorems 2, 3, 4 is then accomplished from the following, purely combinatorial, lemma:
Lemma 5 (Subset sum lemma) Let be such that
Let be non-negative reals such that
Then at least one of the following statements hold:
- (Type 0) There is such that .
- (Type I/II) There is a partition such that
where is a quantity such that
- (Type III) One can find distinct with
and
The purely combinatorial question is whether the hypothesis (2) can be relaxed here to a weaker condition. This would allow us to improve the ranges for Theorem 1 (and hence for the values of and alluded to earlier) without needing further improvement on Theorems 2, 3, 4 (although such improvement is also going to be a focus of Polymath8 investigations in the future).
Let us review how this lemma is currently proven. The key sublemma is the following:
Lemma 6 Let , and let be non-negative numbers summing to . Then one of the following three statements hold:
- (Type 0) There is a with .
- (Type I/II) There is a partition such that
- (Type III) There exist distinct with and .
Proof: Suppose Type I/II never occurs, then every partial sum is either “small” in the sense that it is less than or equal to , or “large” in the sense that it is greater than or equal to , since otherwise we would be in the Type I/II case either with as is and the complement of , or vice versa.
Call a summand “powerless” if it cannot be used to turn a small partial sum into a large partial sum, thus there are no such that is small and is large. We then split where are the powerless elements and are the powerful elements.
By induction we see that if and is small, then is also small. Thus every sum of powerful summand is either less than or larger than . Since a powerful element must be able to convert a small sum to a large sum (in fact it must be able to convert a small sum of powerful summands to a large sum, by stripping out the powerless summands), we conclude that every powerful element has size greater than . We may assume we are not in Type 0, then every powerful summand is at least and at most . In particular, there have to be at least three powerful summands, otherwise cannot be as large as . As , we have , and we conclude that the sum of any two powerful summands is large (which, incidentally, shows that there are exactly three powerful summands). Taking to be three powerful summands in increasing order we land in Type III.
Now we see how Lemma 6 implies Lemma 5. Let be as in Lemma 5. We take almost as large as we can for the Type I/II case, thus we set
for some sufficiently small . We observe from (2) that we certainly have
and
with plenty of room to spare. We then apply Lemma 6. The Type 0 case of that lemma then implies the Type 0 case of Lemma 5, while the Type I/II case of Lemma 6 also implies the Type I/II case of Lemma 5. Finally, suppose that we are in the Type III case of Lemma 6. Since
we thus have
and so we will be done if
Inserting (3) and taking small enough, it suffices to verify that
but after some computation this is equivalent to (2).
It seems that there is some slack in this computation; some of the conclusions of the Type III case of Lemma 5, in particular, ended up being “wasted”, and it is possible that one did not fully exploit all the partial sums that could be used to create a Type I/II situation. So there may be a way to make improvements through purely combinatorial arguments. (UPDATE: As it turns out, this is sadly not the case: consderation of the case when , , and shows that one cannot obtain any further improvement without actually improving the Type I/II and Type III analysis.)
A technical remark: for the application to Theorem 1, it is possible to enforce a bound on the number of summands in Lemma 5. More precisely, we may assume that is an even number of size at most for any natural number we please, at the cost of adding the additioal constraint to the Type III conclusion. Since is already at least , which is at least , one can safely take , so can be taken to be an even number of size at most , which in principle makes the problem of optimising Lemma 5 a fixed linear programming problem. (Zhang takes , but this appears to be overkill. On the other hand, does not appear to be a parameter that overly influences the final numerical bounds.)
Below the fold I give the number-theoretic details of the combinatorial aspects of Zhang’s argument that correspond to the combinatorial problem described above.
One of the basic objects of study in combinatorics are finite strings or infinite strings of symbols from some given alphabet , which could be either finite or infinite (but which we shall usually take to be compact). For instance, a set of natural numbers can be identified with the infinite string of s and s formed by the indicator of , e.g. the even numbers can be identified with the string from the alphabet , the multiples of three can be identified with the string , and so forth. One can also consider doubly infinite strings , which among other things can be used to describe arbitrary subsets of integers.
On the other hand, the basic object of study in dynamics (and in related fields, such as ergodic theory) is that of a dynamical system , that is to say a space together with a shift map (which is often assumed to be invertible, although one can certainly study non-invertible dynamical systems as well). One often adds additional structure to this dynamical system, such as topological structure (giving rise topological dynamics), measure-theoretic structure (giving rise to ergodic theory), complex structure (giving rise to complex dynamics), and so forth. A dynamical system gives rise to an action of the natural numbers on the space by using the iterates of for ; if is invertible, we can extend this action to an action of the integers on the same space. One can certainly also consider dynamical systems whose underlying group (or semi-group) is something other than or (e.g. one can consider continuous dynamical systems in which the evolution group is ), but we will restrict attention to the classical situation of or actions here.
There is a fundamental correspondence principle connecting the study of strings (or subsets of natural numbers or integers) with the study of dynamical systems. In one direction, given a dynamical system , an observable taking values in some alphabet , and some initial datum , we can first form the forward orbit of , and then observe this orbit using to obtain an infinite string . If the shift in this system is invertible, one can extend this infinite string into a doubly infinite string . Thus we see that every quadruplet consisting of a dynamical system , an observable , and an initial datum creates an infinite string.
Example 1 If is the three-element set with the shift map , is the observable that takes the value at the residue class and zero at the other two classes, and one starts with the initial datum , then the observed string becomes the indicator of the multiples of three.
In the converse direction, every infinite string in some alphabet arises (in a decidedly non-unique fashion) from a quadruple in the above fashion. This can be easily seen by the following “universal” construction: take to be the set of infinite strings in the alphabet , let be the shift map
let be the observable
and let be the initial point
Then one easily sees that the observed string is nothing more than the original string . Note also that this construction can easily be adapted to doubly infinite strings by using instead of , at which point the shift map now becomes invertible. An important variant of this construction also attaches an invariant probability measure to that is associated to the limiting density of various sets associated to the string , and leads to the Furstenberg correspondence principle, discussed for instance in these previous blog posts. Such principles allow one to rigorously pass back and forth between the combinatorics of strings and the dynamics of systems; for instance, Furstenberg famously used his correspondence principle to demonstrate the equivalence of Szemerédi’s theorem on arithmetic progressions with what is now known as the Furstenberg multiple recurrence theorem in ergodic theory.
In the case when the alphabet is the binary alphabet , and (for technical reasons related to the infamous non-injectivity of the decimal representation system) the string does not end with an infinite string of s, then one can reformulate the above universal construction by taking to be the interval , to be the doubling map , to be the observable that takes the value on and on (that is, is the first binary digit of ), and is the real number (that is, in binary).
The above universal construction is very easy to describe, and is well suited for “generic” strings that have no further obvious structure to them, but it often leads to dynamical systems that are much larger and more complicated than is actually needed to produce the desired string , and also often obscures some of the key dynamical features associated to that sequence. For instance, to generate the indicator of the multiples of three that were mentioned previously, the above universal construction requires an uncountable space and a dynamics which does not obviously reflect the key features of the sequence such as its periodicity. (Using the unit interval model, the dynamics arise from the orbit of under the doubling map, which is a rather artificial way to describe the indicator function of the multiples of three.)
A related aesthetic objection to the universal construction is that of the four components of the quadruplet used to generate the sequence , three of the components are completely universal (in that they do not depend at all on the sequence ), leaving only the initial datum to carry all the distinctive features of the original sequence. While there is nothing wrong with this mathematically, from a conceptual point of view it would make sense to make all four components of the quadruplet to be adapted to the sequence, in order to take advantage of the accumulated intuition about various special dynamical systems (and special observables), not just special initial data.
One step in this direction can be made by restricting to the orbit of the initial datum (actually for technical reasons it is better to restrict to the topological closure of this orbit, in order to keep compact). For instance, starting with the sequence , the orbit now consists of just three points , , , bringing the system more in line with the example in Example 1. Technically, this is the “optimal” representation of the sequence by a quadruplet , because any other such representation is a factor of this representation (in the sense that there is a unique map with , , and ). However, from a conceptual point of view this representation is still somewhat unsatisfactory, given that the elements of the system are interpreted as infinite strings rather than elements of a more geometrically or algebraically rich object (e.g. points in a circle, torus, or other homogeneous space).
For general sequences , locating relevant geometric or algebraic structure in a dynamical system generating that sequence is an important but very difficult task (see e.g. this paper of Host and Kra, which is more or less devoted to precisely this task in the context of working out what component of a dynamical system controls the multiple recurrence behaviour of that system). However, for specific examples of sequences , one can use an informal procedure of educated guesswork in order to produce a more natural-looking quadruple that generates that sequence. This is not a particularly difficult or deep operation, but I found it very helpful in internalising the intuition behind the correspondence principle. Being non-rigorous, this procedure does not seem to be emphasised in most presentations of the correspondence principle, so I thought I would describe it here.
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