Analytic number theory is often concerned with the asymptotic behaviour of various arithmetic functions: functions or from the natural numbers to the real numbers or complex numbers . In this post, we will focus on the purely algebraic properties of these functions, and for reasons that will become clear later, it will be convenient to generalise the notion of an arithmetic function to functions taking values in some abstract commutative ring . In this setting, we can add or multiply two arithmetic functions to obtain further arithmetic functions , and we can also form the Dirichlet convolution by the usual formula

Regardless of what commutative ring is in used here, we observe that Dirichlet convolution is commutative, associative, and bilinear over .

An important class of arithmetic functions in analytic number theory are the multiplicative functions, that is to say the arithmetic functions such that and

for all coprime . A subclass of these functions are the completely multiplicative functions, in which the restriction that be coprime is dropped. Basic examples of completely multiplicative functions (in the classical setting ) include

- the Kronecker delta , defined by setting for and otherwise;
- the constant function and the linear function (which by abuse of notation we denote by );
- more generally monomials for any fixed complex number (in particular, the “Archimedean characters” for any fixed ), which by abuse of notation we denote by ;
- Dirichlet characters ;
- the Liouville function ;
- the indicator function of the –smooth numbers (numbers whose prime factors are all at most ), for some given ; and
- the indicator function of the –rough numbers (numbers whose prime factors are all greater than ), for some given .

Examples of multiplicative functions that are not completely multiplicative include

- the Möbius function ;
- the divisor function (also referred to as );
- more generally, the higher order divisor functions for ;
- the Euler totient function ;
- the number of roots of a given polynomial defined over ;
- more generally, the point counting function of a given algebraic variety defined over (closely tied to the Hasse-Weil zeta function of );
- the function that counts the number of representations of as the sum of two squares;
- more generally, the function that maps a natural number to the number of ideals in a given number field of absolute norm (closely tied to the Dedekind zeta function of ).

These multiplicative functions interact well with the multiplication and convolution operations: if are multiplicative, then so are and , and if is completely multiplicative, then we also have

Finally, the product of completely multiplicative functions is again completely multiplicative. On the other hand, the sum of two multiplicative functions will never be multiplicative (just look at what happens at ), and the convolution of two completely multiplicative functions will usually just be multiplicative rather than completley multiplicative.

The specific multiplicative functions listed above are also related to each other by various important identities, for instance

where is an arbitrary arithmetic function.

On the other hand, analytic number theory also is very interested in certain arithmetic functions that are *not* exactly multiplicative (and certainly not completely multiplicative). One particularly important such function is the von Mangoldt function . This function is certainly not multiplicative, but is clearly closely related to such functions via such identities as and , where is the natural logarithm function. The purpose of this post is to point out that functions such as the von Mangoldt function lie in a class closely related to multiplicative functions, which I will call the *derived multiplicative functions*. More precisely:

Definition 1Aderived multiplicative functionis an arithmetic function that can be expressed as the formal derivativeat the origin of a family of multiplicative functions parameterised by a formal parameter . Equivalently, is a derived multiplicative function if it is the coefficient of a multiplicative function in the extension of by a nilpotent infinitesimal ; in other words, there exists an arithmetic function such that the arithmetic function is multiplicative, or equivalently that is multiplicative and one has the Leibniz rule

More generally, for any , a

-derived multiplicative functionis an arithmetic function that can be expressed as the formal derivativeat the origin of a family of multiplicative functions parameterised by formal parameters . Equivalently, is the coefficient of a multiplicative function in the extension of by nilpotent infinitesimals .

We define the notion of a -derived completely multiplicative function similarly by replacing “multiplicative” with “completely multiplicative” in the above discussion.

There are Leibniz rules similar to (2) but they are harder to state; for instance, a doubly derived multiplicative function comes with singly derived multiplicative functions and a multiplicative function such that

for all coprime .

One can then check that the von Mangoldt function is a derived multiplicative function, because is multiplicative in the ring with one infinitesimal . Similarly, the logarithm function is derived completely multiplicative because is completely multiplicative in . More generally, any additive function is derived multiplicative because it is the top order coefficient of .

Remark 1One can also phrase these concepts in terms of the formal Dirichlet series associated to an arithmetic function . A function is multiplicative if admits a (formal) Euler product; is derived multiplicative if is the (formal) first derivative of an Euler product with respect to some parameter (not necessarily , although this is certainly an option); and so forth.

Using the definition of a -derived multiplicative function as the top order coefficient of a multiplicative function of a ring with infinitesimals, it is easy to see that the product or convolution of a -derived multiplicative function and a -derived multiplicative function is necessarily a -derived multiplicative function (again taking values in ). Thus, for instance, the higher-order von Mangoldt functions are -derived multiplicative functions, because is a -derived completely multiplicative function. More explicitly, is the top order coeffiicent of the completely multiplicative function , and is the top order coefficient of the multiplicative function , with both functions taking values in the ring of complex numbers with infinitesimals attached.

It then turns out that most (if not all) of the basic identities used by analytic number theorists concerning derived multiplicative functions, can in fact be viewed as coefficients of identities involving purely multiplicative functions, with the latter identities being provable primarily from multiplicative identities, such as (1). This phenomenon is analogous to the one in linear algebra discussed in this previous blog post, in which many of the trace identities used there are derivatives of determinant identities. For instance, the Leibniz rule

for any arithmetic functions can be viewed as the top order term in

in the ring with one infinitesimal , and then we see that the Leibniz rule is a special case (or a derivative) of (1), since is completely multiplicative. Similarly, the formulae

are top order terms of

and the variant formula is the top order term of

which can then be deduced from the previous identities by noting that the completely multiplicative function inverts multiplicatively, and also noting that annihilates . The Selberg symmetry formula

which plays a key role in the Erdös-Selberg elementary proof of the prime number theorem (as discussed in this previous blog post), is the top order term of the identity

involving the multiplicative functions , , , with two infinitesimals , and this identity can be proven while staying purely within the realm of multiplicative functions, by using the identities

and (1). Similarly for higher identities such as

which arise from expanding out using (1) and the above identities; we leave this as an exercise to the interested reader.

An analogous phenomenon arises for identities that are not purely multiplicative in nature due to the presence of truncations, such as the Vaughan identity

for any , where is the restriction of a multiplicative function to the natural numbers greater than , and similarly for , , . In this particular case, (4) is the top order coefficient of the identity

which can be easily derived from the identities and . Similarly for the Heath-Brown identity

valid for natural numbers up to , where and are arbitrary parameters and denotes the -fold convolution of , and discussed in this previous blog post; this is the top order coefficient of

and arises by first observing that

vanishes up to , and then expanding the left-hand side using the binomial formula and the identity .

One consequence of this phenomenon is that identities involving derived multiplicative functions tend to have a dimensional consistency property: all terms in the identity have the same order of derivation in them. For instance, all the terms in the Selberg symmetry formula (3) are doubly derived functions, all the terms in the Vaughan identity (4) or the Heath-Brown identity (5) are singly derived functions, and so forth. One can then use dimensional analysis to help ensure that one has written down a key identity involving such functions correctly, much as is done in physics.

In addition to the dimensional analysis arising from the order of derivation, there is another dimensional analysis coming from the value of multiplicative functions at primes (which is more or less equivalent to the order of pole of the Dirichlet series at ). Let us say that a multiplicative function has a *pole of order * if one has on the average for primes , where we will be a bit vague as to what “on the average” means as it usually does not matter in applications. Thus for instance, or has a pole of order (a simple pole), or has a pole of order (i.e. neither a zero or a pole), Dirichlet characters also have a pole of order (although this is slightly nontrivial, requiring Dirichlet’s theorem), has a pole of order (a simple zero), has a pole of order , and so forth. Note that the convolution of a multiplicative function with a pole of order with a multiplicative function with a pole of order will be a multiplicative function with a pole of order . If there is no oscillation in the primes (e.g. if for *all* primes , rather than on the average), it is also true that the product of a multiplicative function with a pole of order with a multiplicative function with a pole of order will be a multiplicative function with a pole of order . The situation is significantly different though in the presence of oscillation; for instance, if is a quadratic character then has a pole of order even though has a pole of order .

A -derived multiplicative function will then be said to have an *underived pole of order * if it is the top order coefficient of a multiplicative function with a pole of order ; in terms of Dirichlet series, this roughly means that the Dirichlet series has a pole of order at . For instance, the singly derived multiplicative function has an underived pole of order , because it is the top order coefficient of , which has a pole of order ; similarly has an underived pole of order , being the top order coefficient of . More generally, and have underived poles of order and respectively for any .

By taking top order coefficients, we then see that the convolution of a -derived multiplicative function with underived pole of order and a -derived multiplicative function with underived pole of order is a -derived multiplicative function with underived pole of order . If there is no oscillation in the primes, the product of these functions will similarly have an underived pole of order , for instance has an underived pole of order . We then have the dimensional consistency property that in any of the standard identities involving derived multiplicative functions, all terms not only have the same derived order, but also the same underived pole order. For instance, in (3), (4), (5) all terms have underived pole order (with any Mobius function terms being counterbalanced by a matching term of or ). This gives a second way to use dimensional analysis as a consistency check. For instance, any identity that involves a linear combination of and is suspect because the underived pole orders do not match (being and respectively), even though the derived orders match (both are ).

One caveat, though: this latter dimensional consistency breaks down for identities that involve infinitely many terms, such as Linnik’s identity

In this case, one can still rewrite things in terms of multiplicative functions as

so the former dimensional consistency is still maintained.

I thank Andrew Granville, Kannan Soundararajan, and Emmanuel Kowalski for helpful conversations on these topics.

## 16 comments

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24 September, 2014 at 2:59 pm

Eytan PaldiIt seems that the sum of two multiplicative functions can be multiplicative only if one of them is the constant function .

[By definition, multiplicative functions are required to take the value at . -T.]24 September, 2014 at 3:30 pm

AnonymousDear Prof. Tao, My browser (IE) mentions a parsing error for the formula preceding Remark 1.

[Corrected, thanks – T.]24 September, 2014 at 6:59 pm

ACBShould the second j in the sentence beginning, “Note that the convolution of a multiplicative function…” be a j’?

[Corrected, thanks – T.]25 September, 2014 at 5:44 am

MrCactu5 (@MonsieurCactus)If you don’t like the language of nilpotents, maybe just use matrices? Your epsilon can be written as

0 1

0 0

27 September, 2014 at 5:55 pm

David RobertsWouldn’t Hecke operators on modular curves be an example of a multiplicative function , considered as a map to endomorphisms of modular forms?

28 September, 2014 at 7:47 am

Terence TaoYes, this is an example. It looks like the corresponding endomorphism-valued Dirichlet series generates scalar Dirichlet series associated to various modular forms as coefficients using a basis of Hecke eigenforms, though this statement is basically tautological and I don’t know if one can do much with it that one can’t already do with the usual formulation of Hecke operators and eigenforms.

9 October, 2014 at 7:34 am

valuevarVery nice! I was just wondering the other day – is there a name for the “higher identities” such as the one involving ? (I know about Diamond-Steinig identities for .) I thought these identities were somehow associated with Bombieri, but that may be an association that existed partly in my head. (I’ve also heard some people crediting them to Faa di Bruno, who wrote down a chain rule for higher derivatives in the nineteenth century, but was not the first to do so.)

9 October, 2014 at 8:00 am

Terence TaoThe identity explicitly appears in this 1975 paper of Bombieri: http://matwbn.icm.edu.pl/ksiazki/aa/aa28/aa2828.pdf . I don’t know if this is the earliest explicit appearance of it, though. For instance, Selberg already (implicitly) used the k=2 version of this formula in his 1949 proof of the prime number theorem in http://www.jstor.org/stable/1969455 , so I would find it plausible that he was aware of some version of the higher k identity also (but perhaps using different notation than the now-standard ). Actually, I think the use of as a tool to detect k-almost primes even predates Selberg, though I’ll have to track down a precise reference for this…

[UPDATE: I found the reference, but it turns out to postdate Selberg by a little bit: a close relative of the above identity appears in the 1956 PhD thesis of Golomb, “Problems in the distribution of the prime numbers”, in which it is observed that whenever are coprime; see http://www.sciencedirect.com/science/article/pii/0022314X70900193 .]

13 October, 2014 at 12:40 am

valuevarThis is helpful; thanks. However, for several applications (including at least some of those of Selberg, I believe) an identity involving $L^k\mu \ast 1$ has got $L^k$ attached to the wrong factor; it is much nicer to have it attached to $1$ rather than to $\mu$.

13 October, 2014 at 4:31 am

Mats GranvikMöbius function calculated from arbitrary numbers as input:

http://math.stackexchange.com/questions/268159/m%c3%b6bius-function-from-random-number-sequence

27 November, 2014 at 7:58 pm

FanThe use of and is inconsistent in Definition 1.

[Corrected, thanks – T.]11 January, 2015 at 12:19 pm

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