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We continue the discussion of sieve theory from Notes 4, but now specialise to the case of the linear sieve in which the sieve dimension ${\kappa}$ is equal to ${1}$, which is one of the best understood sieving situations, and one of the rare cases in which the precise limits of the sieve method are known. A bit more specifically, let ${z, D \geq 1}$ be quantities with ${z = D^{1/s}}$ for some fixed ${s>1}$, and let ${g}$ be a multiplicative function with

$\displaystyle g(p) = \frac{1}{p} + O(\frac{1}{p^2}) \ \ \ \ \ (1)$

and

$\displaystyle 0 \leq g(p) \leq 1-c \ \ \ \ \ (2)$

for all primes ${p}$ and some fixed ${c>0}$ (we allow all constants below to depend on ${c}$). Let ${P(z) := \prod_{p, and for each prime ${p < z}$, let ${E_p}$ be a set of integers, with ${E_d := \bigcap_{p|d} E_p}$ for ${d|P(z)}$. We consider finitely supported sequences ${(a_n)_{n \in {\bf Z}}}$ of non-negative reals for which we have bounds of the form

$\displaystyle \sum_{n \in E_d} a_n = g(d) X + r_d. \ \ \ \ \ (3)$

for all square-free ${d \leq D}$ and some ${X>0}$, and some remainder terms ${r_d}$. One is then interested in upper and lower bounds on the quantity

$\displaystyle \sum_{n\not \in\bigcup_{p

The fundamental lemma of sieve theory (Corollary 19 of Notes 4) gives us the bound

$\displaystyle \sum_{n\not \in\bigcup_{p

where ${V(z)}$ is the quantity

$\displaystyle V(z) := \prod_{p

This bound is strong when ${s}$ is large, but is not as useful for smaller values of ${s}$. We now give a sharp bound in this regime. We introduce the functions ${F, f: (0,+\infty) \rightarrow {\bf R}^+}$ by

$\displaystyle F(s) := 2e^\gamma ( \frac{1_{s>1}}{s} \ \ \ \ \ (6)$

$\displaystyle + \sum_{j \geq 3, \hbox{ odd}} \frac{1}{j!} \int_{[1,+\infty)^{j-1}} 1_{t_1+\dots+t_{j-1}\leq s-1} \frac{dt_1 \dots dt_{j-1}}{t_1 \dots t_j} )$

and

$\displaystyle f(s) := 2e^\gamma \sum_{j \geq 2, \hbox{ even}} \frac{1}{j!} \int_{[1,+\infty)^{j-1}} 1_{t_1+\dots+t_{j-1}\leq s-1} \frac{dt_1 \dots dt_{j-1}}{t_1 \dots t_j} \ \ \ \ \ (7)$

where we adopt the convention ${t_j := s - t_1 - \dots - t_{j-1}}$. Note that for each ${s}$ one has only finitely many non-zero summands in (6), (7). These functions are closely related to the Buchstab function ${\omega}$ from Exercise 28 of Supplement 4; indeed from comparing the definitions one has

$\displaystyle F(s) + f(s) = 2 e^\gamma \omega(s)$

for all ${s>0}$.

Exercise 1 (Alternate definition of ${F, f}$) Show that ${F(s)}$ is continuously differentiable except at ${s=1}$, and ${f(s)}$ is continuously differentiable except at ${s=2}$ where it is continuous, obeying the delay-differential equations

$\displaystyle \frac{d}{ds}( s F(s) ) = f(s-1) \ \ \ \ \ (8)$

for ${s > 1}$ and

$\displaystyle \frac{d}{ds}( s f(s) ) = F(s-1) \ \ \ \ \ (9)$

for ${s>2}$, with the initial conditions

$\displaystyle F(s) = \frac{2e^\gamma}{s} 1_{s>1}$

for ${s \leq 3}$ and

$\displaystyle f(s) = 0$

for ${s \leq 2}$. Show that these properties of ${F, f}$ determine ${F, f}$ completely.

For future reference, we record the following explicit values of ${F, f}$:

$\displaystyle F(s) = \frac{2e^\gamma}{s} \ \ \ \ \ (10)$

for ${1 < s \leq 3}$, and

$\displaystyle f(s) = \frac{2e^\gamma}{s} \log(s-1) \ \ \ \ \ (11)$

for ${2 \leq s \leq 4}$.

We will show

Theorem 2 (Linear sieve) Let the notation and hypotheses be as above, with ${s > 1}$. Then, for any ${\varepsilon > 0}$, one has the upper bound

$\displaystyle \sum_{n\not \in\bigcup_{p

and the lower bound

$\displaystyle \sum_{n\not \in\bigcup_{p

if ${D}$ is sufficiently large depending on ${\varepsilon, s, c}$. Furthermore, this claim is sharp in the sense that the quantity ${F(s)}$ cannot be replaced by any smaller quantity, and similarly ${f(s)}$ cannot be replaced by any larger quantity.

Comparing the linear sieve with the fundamental lemma (and also testing using the sequence ${a_n = 1_{1 \leq n \leq N}}$ for some extremely large ${N}$), we conclude that we necessarily have the asymptotics

$\displaystyle 1 - O(e^{-s}) \leq f(s) \leq 1 \leq F(s) \leq 1 + O( e^{-s} )$

for all ${s \geq 1}$; this can also be proven directly from the definitions of ${F, f}$, or from Exercise 1, but is somewhat challenging to do so; see e.g. Chapter 11 of Friedlander-Iwaniec for details.

Exercise 3 Establish the integral identities

$\displaystyle F(s) = 1 + \frac{1}{s} \int_s^\infty (1 - f(t-1))\ dt$

and

$\displaystyle f(s) = 1 + \frac{1}{s} \int_s^\infty (1 - F(t-1))\ dt$

for ${s \geq 2}$. Argue heuristically that these identities are consistent with the bounds in Theorem 2 and the Buchstab identity (Equation (16) from Notes 4).

Exercise 4 Use the Selberg sieve (Theorem 30 from Notes 4) to obtain a slightly weaker version of (12) in the range ${1 < s < 3}$ in which the error term ${|r_d|}$ is worsened to ${\tau_3(d) |r_d|}$, but the main term is unchanged.

We will prove Theorem 2 below the fold. The optimality of ${F, f}$ is closely related to the parity problem obstruction discussed in Section 5 of Notes 4; a naive application of the parity arguments there only give the weak bounds ${F(s) \geq \frac{2 e^\gamma}{s}}$ and ${f(s)=0}$ for ${s \leq 2}$, but this can be sharpened by a more careful counting of various sums involving the Liouville function ${\lambda}$.

As an application of the linear sieve (specialised to the ranges in (10), (11)), we will establish a famous theorem of Chen, giving (in some sense) the closest approach to the twin prime conjecture that one can hope to achieve by sieve-theoretic methods:

Theorem 5 (Chen’s theorem) There are infinitely many primes ${p}$ such that ${p+2}$ is the product of at most two primes.

The same argument gives the version of Chen’s theorem for the even Goldbach conjecture, namely that for all sufficiently large even ${N}$, there exists a prime ${p}$ between ${2}$ and ${N}$ such that ${N-p}$ is the product of at most two primes.

The discussion in these notes loosely follows that of Friedlander-Iwaniec (who study sieving problems in more general dimension than ${\kappa=1}$).

Many problems in non-multiplicative prime number theory can be recast as sieving problems. Consider for instance the problem of counting the number ${N(x)}$ of pairs of twin primes ${p,p+2}$ contained in ${[x/2,x]}$ for some large ${x}$; note that the claim that ${N(x) > 0}$ for arbitrarily large ${x}$ is equivalent to the twin prime conjecture. One can obtain this count by any of the following variants of the sieve of Eratosthenes:

1. Let ${A}$ be the set of natural numbers in ${[x/2,x-2]}$. For each prime ${p \leq \sqrt{x}}$, let ${E_p}$ be the union of the residue classes ${0\ (p)}$ and ${-2\ (p)}$. Then ${N(x)}$ is the cardinality of the sifted set ${A \backslash \bigcup_{p \leq \sqrt{x}} E_p}$.
2. Let ${A}$ be the set of primes in ${[x/2,x-2]}$. For each prime ${p \leq \sqrt{x}}$, let ${E_p}$ be the residue class ${-2\ (p)}$. Then ${N(x)}$ is the cardinality of the sifted set ${A \backslash \bigcup_{p \leq \sqrt{x}} E_p}$.
3. Let ${A}$ be the set of primes in ${[x/2+2,x]}$. For each prime ${p \leq \sqrt{x}}$, let ${E_p}$ be the residue class ${2\ (p)}$. Then ${N(x)}$ is the cardinality of the sifted set ${A \backslash \bigcup_{p \leq \sqrt{x}} E_p}$.
4. Let ${A}$ be the set ${\{ n(n+2): x/2 \leq n \leq x-2 \}}$. For each prime ${p \leq \sqrt{x}}$, let ${E_p}$ be the residue class ${0\ (p)}$ Then ${N(x)}$ is the cardinality of the sifted set ${A \backslash \bigcup_{p \leq \sqrt{x}} E_p}$.

Exercise 1 Develop similar sifting formulations of the other three Landau problems.

In view of these sieving interpretations of number-theoretic problems, it becomes natural to try to estimate the size of sifted sets ${A \backslash \bigcup_{p | P} E_p}$ for various finite sets ${A}$ of integers, and subsets ${E_p}$ of integers indexed by primes ${p}$ dividing some squarefree natural number ${P}$ (which, in the above examples, would be the product of all primes up to ${\sqrt{x}}$). As we see in the above examples, the sets ${E_p}$ in applications are typically the union of one or more residue classes modulo ${p}$, but we will work at a more abstract level of generality here by treating ${E_p}$ as more or less arbitrary sets of integers, without caring too much about the arithmetic structure of such sets.

It turns out to be conceptually more natural to replace sets by functions, and to consider the more general the task of estimating sifted sums

$\displaystyle \sum_{n \in {\bf Z}} a_n 1_{n \not \in \bigcup_{p | P} E_p} \ \ \ \ \ (1)$

for some finitely supported sequence ${(a_n)_{n \in {\bf Z}}}$ of non-negative numbers; the previous combinatorial sifting problem then corresponds to the indicator function case ${a_n=1_{n \in A}}$. (One could also use other index sets here than the integers ${{\bf Z}}$ if desired; for much of sieve theory the index set and its subsets ${E_p}$ are treated as abstract sets, so the exact arithmetic structure of these sets is not of primary importance.)

Continuing with twin primes as a running example, we thus have the following sample sieving problem:

Problem 2 (Sieving problem for twin primes) Let ${x, z \geq 1}$, and let ${\pi_2(x,z)}$ denote the number of natural numbers ${n \leq x}$ which avoid the residue classes ${0, -2\ (p)}$ for all primes ${p < z}$. In other words, we have

$\displaystyle \pi_2(x,z) := \sum_{n \in {\bf Z}} a_n 1_{n \not \in \bigcup_{p | P(z)} E_p}$

where ${a_n := 1_{n \in [1,x]}}$, ${P(z) := \prod_{p < z} p}$ is the product of all the primes strictly less than ${z}$ (we omit ${z}$ itself for minor technical reasons), and ${E_p}$ is the union of the residue classes ${0, -2\ (p)}$. Obtain upper and lower bounds on ${\pi_2(x,z)}$ which are as strong as possible in the asymptotic regime where ${x}$ goes to infinity and the sifting level ${z}$ grows with ${x}$ (ideally we would like ${z}$ to grow as fast as ${\sqrt{x}}$).

From the preceding discussion we know that the number of twin prime pairs ${p,p+2}$ in ${(x/2,x]}$ is equal to ${\pi_2(x-2,\sqrt{x}) - \pi_2(x/2,\sqrt{x})}$, if ${x}$ is not a perfect square; one also easily sees that the number of twin prime pairs in ${[1,x]}$ is at least ${\pi_2(x-2,\sqrt{x})}$, again if ${x}$ is not a perfect square. Thus we see that a sufficiently good answer to Problem 2 would resolve the twin prime conjecture, particularly if we can get the sifting level ${z}$ to be as large as ${\sqrt{x}}$.

We return now to the general problem of estimating (1). We may expand

$\displaystyle 1_{n \not \in \bigcup_{p | P} E_p} = \prod_{p | P} (1 - 1_{E_p}(n)) \ \ \ \ \ (2)$

$\displaystyle = \sum_{k=0}^\infty (-1)^k \sum_{p_1 \dots p_k|P: p_1 < \dots < p_k} 1_{E_{p_1}} \dots 1_{E_{p_k}}(n)$

$\displaystyle = \sum_{d|P} \mu(d) 1_{E_d}(n)$

where ${E_d := \bigcap_{p|d} E_p}$ (with the convention that ${E_1={\bf Z}}$). We thus arrive at the Legendre sieve identity

$\displaystyle \sum_{n \in {\bf Z}} a_n 1_{n \not \in \bigcup_{p | P} E_p} = \sum_{d|P} \mu(d) \sum_{n \in E_d} a_n. \ \ \ \ \ (3)$

Specialising to the case of an indicator function ${a_n=1_{n \in A}}$, we recover the inclusion-exclusion formula

$\displaystyle |A \backslash \bigcup_{p|P} E_p| = \sum_{d|P} \mu(d) |A \cap E_d|.$

Such exact sieving formulae are already satisfactory for controlling sifted sets or sifted sums when the amount of sieving is relatively small compared to the size of ${A}$. For instance, let us return to the running example in Problem 2 for some ${x,z \geq 1}$. Observe that each ${E_p}$ in this example consists of ${\omega(p)}$ residue classes modulo ${p}$, where ${\omega(p)}$ is defined to equal ${1}$ when ${p=2}$ and ${2}$ when ${p}$ is odd. By the Chinese remainder theorem, this implies that for each ${d|P(z)}$, ${E_d}$ consists of ${\prod_{p|d} \omega(p)}$ residue classes modulo ${d}$. Using the basic bound

$\displaystyle \sum_{n \leq x: n = a\ (q)} 1 = \frac{x}{q} + O(1) \ \ \ \ \ (4)$

for any ${x > 0}$ and any residue class ${a\ (q)}$, we conclude that

$\displaystyle \sum_{n \in E_d} a_n = g(d) x + O( \prod_{p|d} \omega(p) ) \ \ \ \ \ (5)$

for any ${d|P(z)}$, where ${g}$ is the multiplicative function

$\displaystyle g(d) := \prod_{p|d: p|P(z)} \frac{\omega(p)}{p}.$

Since ${\omega(p) \leq 2}$ and there are at most ${\pi(z)}$ primes dividing ${P(z)}$, we may crudely bound ${\prod_{p|d} \omega(p) \leq 2^{\pi(z)}}$, thus

$\displaystyle \sum_{n \in E_d} a_n = g(d) x + O( 2^{\pi(z)} ). \ \ \ \ \ (6)$

Also, the number of divisors of ${P(z)}$ is at most ${2^{\pi(z)}}$. From the Legendre sieve (3), we thus conclude that

$\displaystyle \pi_2(x,z) = (\sum_{d|P(z)} \mu(d) g(d) x) + O( 4^{\pi(z)} ).$

We can factorise the main term to obtain

$\displaystyle \pi_2(x,z) = x \prod_{p < z} (1-\frac{\omega(p)}{p}) + O( 4^{\pi(z)} ).$

This is compatible with the heuristic

$\displaystyle \pi_2(x,z) \approx x \prod_{p < z} (1-\frac{\omega(p)}{p}) \ \ \ \ \ (7)$

coming from the equidistribution of residues principle (Section 3 of Supplement 4), bearing in mind (from the modified Cramér model, see Section 1 of Supplement 4) that we expect this heuristic to become inaccurate when ${z}$ becomes very large. We can simplify the right-hand side of (7) by recalling the twin prime constant

$\displaystyle \Pi_2 := \prod_{p>2} (1 - \frac{1}{(p-1)^2}) = 0.6601618\dots$

(see equation (7) from Supplement 4); note that

$\displaystyle \prod_p (1-\frac{1}{p})^{-2} (1-\frac{\omega(p)}{p}) = 2 \Pi_2$

so from Mertens’ third theorem (Theorem 42 from Notes 1) one has

$\displaystyle \prod_{p < z} (1-\frac{\omega(p)}{p}) = (2\Pi_2+o(1)) \frac{1}{(e^\gamma \log z)^2} \ \ \ \ \ (8)$

as ${z \rightarrow \infty}$. Bounding ${4^{\pi(z)}}$ crudely by ${\exp(o(z))}$, we conclude in particular that

$\displaystyle \pi_2(x,z) = (2\Pi_2 +o(1)) \frac{x}{(e^\gamma \log z)^2}$

when ${x,z \rightarrow \infty}$ with ${z = O(\log x)}$. This is somewhat encouraging for the purposes of getting a sufficiently good answer to Problem 2 to resolve the twin prime conjecture, but note that ${z}$ is currently far too small: one needs to get ${z}$ as large as ${\sqrt{x}}$ before one is counting twin primes, and currently ${z}$ can only get as large as ${\log x}$.

The problem is that the number of terms in the Legendre sieve (3) basically grows exponentially in ${z}$, and so the error terms in (4) accumulate to an unacceptable extent once ${z}$ is significantly larger than ${\log x}$. An alternative way to phrase this problem is that the estimate (4) is only expected to be truly useful in the regime ${q=o(x)}$; on the other hand, the moduli ${d}$ appearing in (3) can be as large as ${P}$, which grows exponentially in ${z}$ by the prime number theorem.

To resolve this problem, it is thus natural to try to truncate the Legendre sieve, in such a way that one only uses information about the sums ${\sum_{n \in E_d} a_n}$ for a relatively small number of divisors ${d}$ of ${P}$, such as those ${d}$ which are below a certain threshold ${D}$. This leads to the following general sieving problem:

Problem 3 (General sieving problem) Let ${P}$ be a squarefree natural number, and let ${{\mathcal D}}$ be a set of divisors of ${P}$. For each prime ${p}$ dividing ${P}$, let ${E_p}$ be a set of integers, and define ${E_d := \bigcap_{p|d} E_p}$ for all ${d|P}$ (with the convention that ${E_1={\bf Z}}$). Suppose that ${(a_n)_{n \in {\bf Z}}}$ is an (unknown) finitely supported sequence of non-negative reals, whose sums

$\displaystyle X_d := \sum_{n \in E_d} a_n \ \ \ \ \ (9)$

are known for all ${d \in {\mathcal D}}$. What are the best upper and lower bounds one can conclude on the quantity (1)?

Here is a simple example of this type of problem (corresponding to the case ${P = 6}$, ${{\mathcal D} = \{1, 2, 3\}}$, ${X_1 = 100}$, ${X_2 = 60}$, and ${X_3 = 10}$):

Exercise 4 Let ${(a_n)_{n \in {\bf Z}}}$ be a finitely supported sequence of non-negative reals such that ${\sum_{n \in {\bf Z}} a_n = 100}$, ${\sum_{n \in {\bf Z}: 2|n} a_n = 60}$, and ${\sum_{n \in {\bf Z}: 3|n} a_n = 10}$. Show that

$\displaystyle 30 \leq \sum_{n \in {\bf Z}: (n,6)=1} a_n \leq 40$

and give counterexamples to show that these bounds cannot be improved in general, even when ${a_n}$ is an indicator function sequence.

Problem 3 is an example of a linear programming problem. By using linear programming duality (as encapsulated by results such as the Hahn-Banach theorem, the separating hyperplane theorem, or the Farkas lemma), we can rephrase the above problem in terms of upper and lower bound sieves:

Theorem 5 (Dual sieve problem) Let ${P, {\mathcal D}, E_p, E_d, X_d}$ be as in Problem 3. We assume that Problem 3 is feasible, in the sense that there exists at least one finitely supported sequence ${(a_n)_{n \in {\bf Z}}}$ of non-negative reals obeying the constraints in that problem. Define an (normalised) upper bound sieve to be a function ${\nu^+: {\bf Z} \rightarrow {\bf R}}$ of the form

$\displaystyle \nu^+ = \sum_{d \in {\mathcal D}} \lambda^+_d 1_{E_d}$

for some coefficients ${\lambda^+_d \in {\bf R}}$, and obeying the pointwise lower bound

$\displaystyle \nu^+(n) \geq 1_{n \not \in\bigcup_{p|P} E_p}(n) \ \ \ \ \ (10)$

for all ${n \in {\bf Z}}$ (in particular ${\nu^+}$ is non-negative). Similarly, define a (normalised) lower bound sieve to be a function ${\nu^-: {\bf Z} \rightarrow {\bf R}}$ of the form

$\displaystyle \nu^-(n) = \sum_{d \in {\mathcal D}} \lambda^-_d 1_{E_d}$

for some coefficients ${\lambda^-_d \in {\bf R}}$, and obeying the pointwise upper bound

$\displaystyle \nu^-(n) \leq 1_{n \not \in\bigcup_{p|P} E_p}(n)$

for all ${n \in {\bf Z}}$. Thus for instance ${1}$ and ${0}$ are (trivially) upper bound sieves and lower bound sieves respectively.

• (i) The supremal value of the quantity (1), subject to the constraints in Problem 3, is equal to the infimal value of the quantity ${\sum_{d \in {\mathcal D}} \lambda^+_d X_d}$, as ${\nu^+ = \sum_{d \in {\mathcal D}} \lambda^+_d 1_{E_d}}$ ranges over all upper bound sieves.
• (ii) The infimal value of the quantity (1), subject to the constraints in Problem 3, is equal to the supremal value of the quantity ${\sum_{d \in {\mathcal D}} \lambda^-_d X_d}$, as ${\nu^- = \sum_{d \in {\mathcal D}} \lambda^-_d 1_{E_d}}$ ranges over all lower bound sieves.

Proof: We prove part (i) only, and leave part (ii) as an exercise. Let ${A}$ be the supremal value of the quantity (1) given the constraints in Problem 3, and let ${B}$ be the infimal value of ${\sum_{d \in {\mathcal D}} \lambda^+_d X_d}$. We need to show that ${A=B}$.

We first establish the easy inequality ${A \leq B}$. If the sequence ${a_n}$ obeys the constraints in Problem 3, and ${\nu^+ = \sum_{d \in {\mathcal D}} \lambda^+_d 1_{E_d}}$ is an upper bound sieve, then

$\displaystyle \sum_n \nu^+(n) a_n = \sum_{d \in {\mathcal D}} \lambda^+_d X_d$

and hence (by the non-negativity of ${\nu^+}$ and ${a_n}$)

$\displaystyle \sum_{n \not \in \bigcup_{p|P} E_p} a_n \leq \sum_{d \in {\mathcal D}} \lambda^+_d X_d;$

taking suprema in ${f}$ and infima in ${\nu^+}$ we conclude that ${A \leq B}$.

Now suppose for contradiction that ${A, thus ${A < C < B}$ for some real number ${C}$. We will argue using the hyperplane separation theorem; one can also proceed using one of the other duality results mentioned above. (See this previous blog post for some discussion of the connections between these various forms of linear duality.) Consider the affine functional

$\displaystyle \rho_0: (a_n)_{n \in{\bf Z}} \mapsto C - \sum_{n \not \in \bigcup_{p|P} E_p} a_n.$

on the vector space of finitely supported sequences ${(a_n)_{n \in {\bf Z}}}$ of reals. On the one hand, since ${C > A}$, this functional is positive for every sequence ${(a_n)_{n \in{\bf Z}}}$ obeying the constraints in Problem 3. Next, let ${K}$ be the space of affine functionals ${\rho}$ of the form

$\displaystyle \rho: (a_n)_{n \in {\bf Z}} \mapsto -\sum_{d \in {\mathcal D}} \lambda^+_d ( \sum_{n \in E_d} a_n - X_d ) + \sum_n a_n \nu(n) + X$

for some real numbers ${\lambda^+_d \in {\bf R}}$, some non-negative function ${\nu: {\bf Z} \rightarrow {\bf R}^+}$ which is a finite linear combination of the ${1_{E_d}}$ for ${d|P}$, and some non-negative ${X}$. This is a closed convex cone in a finite-dimensional vector space ${V}$; note also that ${\rho_0}$ lies in ${V}$. Suppose first that ${\rho_0 \in K}$, thus we have a representation of the form

$\displaystyle C - \sum_{n \not \in \bigcup_{p|P} E_p} a_n = -\sum_{d \in {\mathcal D}} \lambda^+_d ( \sum_{n \in E_d} a_n - X_d ) + \sum_n a_n \nu(n) + X$

for any finitely supported sequence ${(a_n)_{n \in {\bf Z}}}$. Comparing coefficients, we conclude that

$\displaystyle \sum_{d \in {\mathcal D}} \lambda^+_d 1_{E_d}(n) \geq 1_{n \not \in \bigcup_{p|P} E_p}$

for any ${n}$ (i.e., ${\sum_{d \in {\mathcal D}} \lambda^+_d 1_{E_d}}$ is an upper bound sieve), and also

$\displaystyle C \geq \sum_{d \in {\mathcal D}} \lambda^+_d X_d,$

and thus ${C \geq B}$, a contradiction. Thus ${\rho_0}$ lies outside of ${K}$. But then by the hyperplane separation theorem, we can find an affine functional ${\iota: V \rightarrow {\bf R}}$ on ${V}$ that is non-negative on ${K}$ and negative on ${\rho_0}$. By duality, such an affine functional takes the form ${\iota: \rho \mapsto \rho((b_n)_{n \in {\bf Z}}) + c}$ for some finitely supported sequence ${(b_n)_{n \in {\bf Z}}}$ and ${c \in {\bf R}}$ (indeed, ${(b_n)_{n \in {\bf Z}}}$ can be supported on a finite set consisting of a single representative for each atom of the finite ${\sigma}$-algebra generated by the ${E_p}$). Since ${\iota}$ is non-negative on the cone ${K}$, we see (on testing against multiples of the functionals ${(a_n)_{n \in {\bf Z}} \mapsto \sum_{n \in E_d} a_n - X_d}$ or ${(a_n)_{n \in {\bf Z}} \mapsto a_n}$) that the ${b_n}$ and ${c}$ are non-negative, and that ${\sum_{n \in E_d} b_n - X_d = 0}$ for all ${d \in {\mathcal D}}$; thus ${(b_n)_{n \in {\bf Z}}}$ is feasible for Problem 3. Since ${\iota}$ is negative on ${\rho_0}$, we see that

$\displaystyle \sum_{n \not \in \bigcup_{p|P} E_p} b_n \geq C$

and thus ${A \geq C}$, giving the desired contradiction. $\Box$

Exercise 6 Prove part (ii) of the above theorem.

Exercise 7 Show that the infima and suprema in the above theorem are actually attained (so one can replace “infimal” and “supremal” by “minimal” and “maximal” if desired).

Exercise 8 What are the optimal upper and lower bound sieves for Exercise 4?

In the case when ${{\mathcal D}}$ consists of all the divisors of ${P}$, we see that the Legendre sieve ${\sum_{d|P} \mu(d) 1_{E_d}}$ is both the optimal upper bound sieve and the optimal lower bound sieve, regardless of what the quantities ${X_d}$ are. However, in most cases of interest, ${{\mathcal D}}$ will only be some strict subset of the divisors of ${P}$, and there will be a gap between the optimal upper and lower bounds.

Observe that a sequence ${(\lambda^+_d)_{d \in {\mathcal D}}}$ of real numbers will form an upper bound sieve ${\sum_d \lambda^+_d 1_{E_d}}$ if one has the inequalities

$\displaystyle \lambda^+_1 \geq 1$

and

$\displaystyle \sum_{d|n} \lambda^+_d \geq 0$

for all ${n|P}$; we will refer to such sequences as upper bound sieve coefficients. (Conversely, if the sets ${E_p}$ are in “general position” in the sense that every set of the form ${\bigcap_{p|n} E_p \backslash \bigcup_{p|P; p\not | n} E_p}$ for ${n|P}$ is non-empty, we see that every upper bound sieve arises from a sequence of upper bound sieve coefficients.) Similarly, a sequence ${(\lambda^-_d)_{d \in {\mathcal D}}}$ of real numbers will form a lower bound sieve ${\sum_d \lambda^-_d 1_{E_d}}$ if one has the inequalities

$\displaystyle \lambda^-_1 \leq 1$

and

$\displaystyle \sum_{d|n} \lambda^-_d \leq 0$

for all ${n|P}$ with ${n>1}$; we will refer to such sequences as lower bound sieve coefficients.

Exercise 9 (Brun pure sieve) Let ${P}$ be a squarefree number, and ${k}$ a non-negative integer. Show that the sequence ${(\lambda_d)_{d \in P}}$ defined by

$\displaystyle \lambda_d := 1_{\omega(d) \leq k} \mu(d),$

where ${\omega(d)}$ is the number of prime factors of ${d}$, is a sequence of upper bound sieve coefficients for even ${k}$, and a sequence of lower bound sieve coefficients for odd ${k}$. Deduce the Bonferroni inequalities

$\displaystyle \sum_{n \in {\bf Z}} a_n 1_{n \not \in \bigcup_{p | P} E_p} \leq \sum_{d|P: \omega(p) \leq k} \mu(d) X_d \ \ \ \ \ (11)$

when ${k}$ is even, and

$\displaystyle \sum_{n \in {\bf Z}} a_n 1_{n \not \in \bigcup_{p | P} E_p} \geq \sum_{d|P: \omega(p) \leq k} \mu(d) X_d \ \ \ \ \ (12)$

when ${k}$ is odd, whenever one is in the situation of Problem 3 (and ${{\mathcal D}}$ contains all ${d|P}$ with ${\omega(p) \leq k}$). The resulting upper and lower bound sieves are sometimes known as Brun pure sieves. The Legendre sieve can be viewed as the limiting case when ${k \geq \omega(P)}$.

In many applications the sums ${X_d}$ in (9) take the form

$\displaystyle \sum_{n \in E_d} a_n = g(d) X + r_d \ \ \ \ \ (13)$

for some quantity ${X}$ independent of ${d}$, some multiplicative function ${g}$ with ${0 \leq g(p) \leq 1}$, and some remainder term ${r_d}$ whose effect is expected to be negligible on average if ${d}$ is restricted to be small, e.g. less than a threshold ${D}$; note for instance that (5) is of this form if ${D \leq x^{1-\varepsilon}}$ for some fixed ${\varepsilon>0}$ (note from the divisor bound, Lemma 23 of Notes 1, that ${\prod_{p|d} \omega(p) \ll x^{o(1)}}$ if ${d \ll x^{O(1)}}$). We are thus led to the following idealisation of the sieving problem, in which the remainder terms ${r_d}$ are ignored:

Problem 10 (Idealised sieving) Let ${z, D \geq 1}$ (we refer to ${z}$ as the sifting level and ${D}$ as the level of distribution), let ${g}$ be a multiplicative function with ${0 \leq g(p) \leq 1}$, and let ${{\mathcal D} := \{ d|P(z): d \leq D \}}$. How small can one make the quantity

$\displaystyle \sum_{d \in {\mathcal D}} \lambda^+_d g(d) \ \ \ \ \ (14)$

for a sequence ${(\lambda^+_d)_{d \in {\mathcal D}}}$ of upper bound sieve coefficients, and how large can one make the quantity

$\displaystyle \sum_{d \in {\mathcal D}} \lambda^-_d g(d) \ \ \ \ \ (15)$

for a sequence ${(\lambda^-_d)_{d \in {\mathcal D}}}$ of lower bound sieve coefficients?

Thus, for instance, the trivial upper bound sieve ${\lambda^+_d := 1_{d=1}}$ and the trivial lower bound sieve ${\lambda^-_d := 0}$ show that (14) can equal ${1}$ and (15) can equal ${0}$. Of course, one hopes to do better than these trivial bounds in many situations; usually one can improve the upper bound quite substantially, but improving the lower bound is significantly more difficult, particularly when ${z}$ is large compared with ${D}$.

If the remainder terms ${r_d}$ in (13) are indeed negligible on average for ${d \leq D}$, then one expects the upper and lower bounds in Problem 3 to essentially be the optimal bounds in (14) and (15) respectively, multiplied by the normalisation factor ${X}$. Thus Problem 10 serves as a good model problem for Problem 3, in which all the arithmetic content of the original sieving problem has been abstracted into two parameters ${z,D}$ and a multiplicative function ${g}$. In many applications, ${g(p)}$ will be approximately ${\kappa/p}$ on the average for some fixed ${\kappa>0}$, known as the sieve dimension; for instance, in the twin prime sieving problem discussed above, the sieve dimension is ${2}$. The larger one makes the level of distribution ${D}$ compared to ${z}$, the more choices one has for the upper and lower bound sieves; it is thus of interest to obtain equidistribution estimates such as (13) for ${d}$ as large as possible. When the sequence ${a_d}$ is of arithmetic origin (for instance, if it is the von Mangoldt function ${\Lambda}$), then estimates such as the Bombieri-Vinogradov theorem, Theorem 17 from Notes 3, turn out to be particularly useful in this regard; in other contexts, the required equidistribution estimates might come from other sources, such as homogeneous dynamics, or the theory of expander graphs (the latter arises in the recent theory of the affine sieve, discussed in this previous blog post). However, the sieve-theoretic tools developed in this post are not particularly sensitive to how a certain level of distribution is attained, and are generally content to use sieve axioms such as (13) as “black boxes”.

In some applications one needs to modify Problem 10 in various technical ways (e.g. in altering the product ${P(z)}$, the set ${{\mathcal D}}$, or the definition of an upper or lower sieve coefficient sequence), but to simplify the exposition we will focus on the above problem without such alterations.

As the exercise below (or the heuristic (7)) suggests, the “natural” size of (14) and (15) is given by the quantity ${V(z) := \prod_{p < z} (1 - g(p))}$ (so that the natural size for Problem 3 is ${V(z) X}$):

Exercise 11 Let ${z,D,g}$ be as in Problem 10, and set ${V(z) := \prod_{p \leq z} (1 - g(p))}$.

• (i) Show that the quantity (14) is always at least ${V(z)}$ when ${(\lambda^+_d)_{d \in {\mathcal D}}}$ is a sequence of upper bound sieve coefficients. Similarly, show that the quantity (15) is always at most ${V(z)}$ when ${(\lambda^-_d)_{d \in {\mathcal D}}}$ is a sequence of lower bound sieve coefficients. (Hint: compute the expected value of ${\sum_{d|n} \lambda^\pm_d}$ when ${n}$ is a random factor of ${P(z)}$ chosen according to a certain probability distribution depending on ${g}$.)
• (ii) Show that (14) and (15) can both attain the value of ${V(z)}$ when ${D \geq P(z)}$. (Hint: translate the Legendre sieve to this setting.)

The problem of finding good sequences of upper and lower bound sieve coefficients in order to solve problems such as Problem 10 is one of the core objectives of sieve theory, and has been intensively studied. This is more of an optimisation problem rather than a genuinely number theoretic problem; however, the optimisation problem is sufficiently complicated that it has not been solved exactly or even asymptotically, except in a few special cases. (It can be reduced to a optimisation problem involving multilinear integrals of certain unknown functions of several variables, but this problem is rather difficult to analyse further; see these lecture notes of Selberg for further discussion.) But while we do not yet have a definitive solution to this problem in general, we do have a number of good general-purpose upper and lower bound sieve coefficients that give fairly good values for (14), (15), often coming within a constant factor of the idealised value ${V(z)}$, and which work well for sifting levels ${z}$ as large as a small power of the level of distribution ${D}$. Unfortunately, we also know of an important limitation to the sieve, known as the parity problem, that prevents one from taking ${z}$ as large as ${D^{1/2}}$ while still obtaining non-trivial lower bounds; as a consequence, sieve theory is not able, on its own, to sift out primes for such purposes as establishing the twin prime conjecture. However, it is still possible to use these sieves, in conjunction with additional tools, to produce various types of primes or prime patterns in some cases; examples of this include the theorem of Ben Green and myself in which an upper bound sieve is used to demonstrate the existence of primes in arbitrarily long arithmetic progressions, or the more recent theorem of Zhang in which (among other things) used an upper bound sieve was used to demonstrate the existence of infinitely many pairs of primes whose difference was bounded. In such arguments, the upper bound sieve was used not so much to count the primes or prime patterns directly, but to serve instead as a sort of “container” to efficiently envelop such prime patterns; when used in such a manner, the upper bound sieves are sometimes known as enveloping sieves. If the original sequence was supported on primes, then the enveloping sieve can be viewed as a “smoothed out indicator function” that is concentrated on almost primes, which in this context refers to numbers with no small prime factors.

In a somewhat different direction, it can be possible in some cases to break the parity barrier by assuming additional equidistribution axioms on the sequence ${a_n}$ than just (13), in particular controlling certain bilinear sums involving ${a_{nm}}$ rather than just linear sums of the ${a_n}$. This approach was in particular pursued by Friedlander and Iwaniec, leading to their theorem that there are infinitely many primes of the form ${n^2+m^4}$.

The study of sieves is an immense topic; see for instance the recent 527-page text by Friedlander and Iwaniec. We will limit attention to two sieves which give good general-purpose results, if not necessarily the most optimal ones:

• (i) The beta sieve (or Rosser-Iwaniec sieve), which is a modification of the classical combinatorial sieve of Brun. (A collection of sieve coefficients ${\lambda_d^{\pm}}$ is called combinatorial if its coefficients lie in ${\{-1,0,+1\}}$.) The beta sieve is a family of upper and lower bound combinatorial sieves, and are particularly useful for efficiently sieving out all primes up to a parameter ${z = x^{1/u}}$ from a set of integers of size ${x}$, in the regime where ${u}$ is moderately large, leading to what is sometimes known as the fundamental lemma of sieve theory.
• (ii) The Selberg upper bound sieve, which is a general-purpose sieve that can serve both as an upper bound sieve for classical sieving problems, as well as an enveloping sieve for sets such as the primes. (One can also convert the Selberg upper bound sieve into a lower bound sieve in a number of ways, but we will only touch upon this briefly.) A key advantage of the Selberg sieve is that, due to the “quadratic” nature of the sieve, the difficult optimisation problem in Problem 10 is replaced with a much more tractable quadratic optimisation problem, which can often be solved for exactly.

Remark 12 It is possible to compose two sieves together, for instance by using the observation that the product of two upper bound sieves is again an upper bound sieve, or that the product of an upper bound sieve and a lower bound sieve is a lower bound sieve. Such a composition of sieves is useful in some applications, for instance if one wants to apply the fundamental lemma as a “preliminary sieve” to sieve out small primes, but then use a more precise sieve like the Selberg sieve to sieve out medium primes. We will see an example of this in later notes, when we discuss the linear beta-sieve.

We will also briefly present the (arithmetic) large sieve, which gives a rather different approach to Problem 3 in the case that each ${E_p}$ consists of some number (typically a large number) of residue classes modulo ${p}$, and is powered by the (analytic) large sieve inequality of the preceding section. As an application of these methods, we will utilise the Selberg upper bound sieve as an enveloping sieve to establish Zhang’s theorem on bounded gaps between primes. Finally, we give an informal discussion of the parity barrier which gives some heuristic limitations on what sieve theory is able to accomplish with regards to counting prime patters such as twin primes.

These notes are only an introduction to the vast topic of sieve theory; more detailed discussion can be found in the Friedlander-Iwaniec text, in these lecture notes of Selberg, and in many further texts.

A fundamental and recurring problem in analytic number theory is to demonstrate the presence of cancellation in an oscillating sum, a typical example of which might be a correlation

$\displaystyle \sum_{n} f(n) \overline{g(n)} \ \ \ \ \ (1)$

between two arithmetic functions ${f: {\bf N} \rightarrow {\bf C}}$ and ${g: {\bf N} \rightarrow {\bf C}}$, which to avoid technicalities we will assume to be finitely supported (or that the ${n}$ variable is localised to a finite range, such as ${\{ n: n \leq x \}}$). A key example to keep in mind for the purposes of this set of notes is the twisted von Mangoldt summatory function

$\displaystyle \sum_{n \leq x} \Lambda(n) \overline{\chi(n)} \ \ \ \ \ (2)$

that measures the correlation between the primes and a Dirichlet character ${\chi}$. One can get a “trivial” bound on such sums from the triangle inequality

$\displaystyle |\sum_{n} f(n) \overline{g(n)}| \leq \sum_{n} |f(n)| |g(n)|;$

for instance, from the triangle inequality and the prime number theorem we have

$\displaystyle |\sum_{n \leq x} \Lambda(n) \overline{\chi(n)}| \leq x + o(x) \ \ \ \ \ (3)$

as ${x \rightarrow \infty}$. But the triangle inequality is insensitive to the phase oscillations of the summands, and often we expect (e.g. from the probabilistic heuristics from Supplement 4) to be able to improve upon the trivial triangle inequality bound by a substantial amount; in the best case scenario, one typically expects a “square root cancellation” that gains a factor that is roughly the square root of the number of summands. (For instance, for Dirichlet characters ${\chi}$ of conductor ${O(x^{O(1)})}$, it is expected from probabilistic heuristics that the left-hand side of (3) should in fact be ${O_\varepsilon(x^{1/2+\varepsilon})}$ for any ${\varepsilon>0}$.)

It has proven surprisingly difficult, however, to establish significant cancellation in many of the sums of interest in analytic number theory, particularly if the sums do not have a strong amount of algebraic structure (e.g. multiplicative structure) which allow for the deployment of specialised techniques (such as multiplicative number theory techniques). In fact, we are forced to rely (to an embarrassingly large extent) on (many variations of) a single basic tool to capture at least some cancellation, namely the Cauchy-Schwarz inequality. In fact, in many cases the classical case

$\displaystyle |\sum_n f(n) \overline{g(n)}| \leq (\sum_n |f(n)|^2)^{1/2} (\sum_n |g(n)|^2)^{1/2}, \ \ \ \ \ (4)$

considered by Cauchy, where at least one of ${f, g: {\bf N} \rightarrow {\bf C}}$ is finitely supported, suffices for applications. Roughly speaking, the Cauchy-Schwarz inequality replaces the task of estimating a cross-correlation between two different functions ${f,g}$, to that of measuring self-correlations between ${f}$ and itself, or ${g}$ and itself, which are usually easier to compute (albeit at the cost of capturing less cancellation). Note that the Cauchy-Schwarz inequality requires almost no hypotheses on the functions ${f}$ or ${g}$, making it a very widely applicable tool.

There is however some skill required to decide exactly how to deploy the Cauchy-Schwarz inequality (and in particular, how to select ${f}$ and ${g}$); if applied blindly, one loses all cancellation and can even end up with a worse estimate than the trivial bound. For instance, if one tries to bound (2) directly by applying Cauchy-Schwarz with the functions ${\Lambda}$ and ${\chi}$, one obtains the bound

$\displaystyle |\sum_{n \leq x} \Lambda(n) \overline{\chi(n)}| \leq (\sum_{n \leq x} \Lambda(n)^2)^{1/2} (\sum_{n \leq x} |\chi(n)|^2)^{1/2}.$

The right-hand side may be bounded by ${\ll x \log^{1/2} x}$, but this is worse than the trivial bound (3) by a logarithmic factor. This can be “blamed” on the fact that ${\Lambda}$ and ${\chi}$ are concentrated on rather different sets (${\Lambda}$ is concentrated on primes, while ${\chi}$ is more or less uniformly distributed amongst the natural numbers); but even if one corrects for this (e.g. by weighting Cauchy-Schwarz with some suitable “sieve weight” that is more concentrated on primes), one still does not do any better than (3). Indeed, the Cauchy-Schwarz inequality suffers from the same key weakness as the triangle inequality: it is insensitive to the phase oscillation of the factors ${f, g}$.

While the Cauchy-Schwarz inequality can be poor at estimating a single correlation such as (1), its power improves when considering an average (or sum, or square sum) of multiple correlations. In this set of notes, we will focus on one such situation of this type, namely that of trying to estimate a square sum

$\displaystyle (\sum_{j=1}^J |\sum_{n} f(n) \overline{g_j(n)}|^2)^{1/2} \ \ \ \ \ (5)$

that measures the correlations of a single function ${f: {\bf N} \rightarrow {\bf C}}$ with multiple other functions ${g_j: {\bf N} \rightarrow {\bf C}}$. One should think of the situation in which ${f}$ is a “complicated” function, such as the von Mangoldt function ${\Lambda}$, but the ${g_j}$ are relatively “simple” functions, such as Dirichlet characters. In the case when the ${g_j}$ are orthonormal functions, we of course have the classical Bessel inequality:

Lemma 1 (Bessel inequality) Let ${g_1,\dots,g_J: {\bf N} \rightarrow {\bf C}}$ be finitely supported functions obeying the orthonormality relationship

$\displaystyle \sum_n g_j(n) \overline{g_{j'}(n)} = 1_{j=j'}$

for all ${1 \leq j,j' \leq J}$. Then for any function ${f: {\bf N} \rightarrow {\bf C}}$, we have

$\displaystyle (\sum_{j=1}^J |\sum_{n} f(n) \overline{g_j(n)}|^2)^{1/2} \leq (\sum_n |f(n)|^2)^{1/2}.$

For sake of comparison, if one were to apply the Cauchy-Schwarz inequality (4) separately to each summand in (5), one would obtain the bound of ${J^{1/2} (\sum_n |f(n)|^2)^{1/2}}$, which is significantly inferior to the Bessel bound when ${J}$ is large. Geometrically, what is going on is this: the Cauchy-Schwarz inequality (4) is only close to sharp when ${f}$ and ${g}$ are close to parallel in the Hilbert space ${\ell^2({\bf N})}$. But if ${g_1,\dots,g_J}$ are orthonormal, then it is not possible for any other vector ${f}$ to be simultaneously close to parallel to too many of these orthonormal vectors, and so the inner products of ${f}$ with most of the ${g_j}$ should be small. (See this previous blog post for more discussion of this principle.) One can view the Bessel inequality as formalising a repulsion principle: if ${f}$ correlates too much with some of the ${g_j}$, then it does not have enough “energy” to have large correlation with the rest of the ${g_j}$.

In analytic number theory applications, it is useful to generalise the Bessel inequality to the situation in which the ${g_j}$ are not necessarily orthonormal. This can be accomplished via the Cauchy-Schwarz inequality:

Proposition 2 (Generalised Bessel inequality) Let ${g_1,\dots,g_J: {\bf N} \rightarrow {\bf C}}$ be finitely supported functions, and let ${\nu: {\bf N} \rightarrow {\bf R}^+}$ be a non-negative function. Let ${f: {\bf N} \rightarrow {\bf C}}$ be such that ${f}$ vanishes whenever ${\nu}$ vanishes, we have

$\displaystyle (\sum_{j=1}^J |\sum_{n} f(n) \overline{g_j(n)}|^2)^{1/2} \leq (\sum_n |f(n)|^2 / \nu(n))^{1/2} \ \ \ \ \ (6)$

$\displaystyle \times ( \sum_{j=1}^J \sum_{j'=1}^J c_j \overline{c_{j'}} \sum_n \nu(n) g_j(n) \overline{g_{j'}(n)} )^{1/2}$

for some sequence ${c_1,\dots,c_J}$ of complex numbers with ${\sum_{j=1}^J |c_j|^2 = 1}$, with the convention that ${|f(n)|^2/\nu(n)}$ vanishes whenever ${f(n), \nu(n)}$ both vanish.

Note by relabeling that we may replace the domain ${{\bf N}}$ here by any other at most countable set, such as the integers ${{\bf Z}}$. (Indeed, one can give an analogue of this lemma on arbitrary measure spaces, but we will not do so here.) This result first appears in this paper of Boas.

Proof: We use the method of duality to replace the role of the function ${f}$ by a dual sequence ${c_1,\dots,c_J}$. By the converse to Cauchy-Schwarz, we may write the left-hand side of (6) as

$\displaystyle \sum_{j=1}^J \overline{c_j} \sum_{n} f(n) \overline{g_j(n)}$

for some complex numbers ${c_1,\dots,c_J}$ with ${\sum_{j=1}^J |c_j|^2 = 1}$. Indeed, if all of the ${\sum_{n} f(n) \overline{g_j(n)}}$ vanish, we can set the ${c_j}$ arbitrarily, otherwise we set ${(c_1,\dots,c_J)}$ to be the unit vector formed by dividing ${(\sum_{n} f(n) \overline{g_j(n)})_{j=1}^J}$ by its length. We can then rearrange this expression as

$\displaystyle \sum_n f(n) \overline{\sum_{j=1}^J c_j g_j(n)}.$

Applying Cauchy-Schwarz (dividing the first factor by ${\nu(n)^{1/2}}$ and multiplying the second by ${\nu(n)^{1/2}}$, after first removing those ${n}$ for which ${\nu(n)}$ vanish), this is bounded by

$\displaystyle (\sum_n |f(n)|^2 / \nu(n))^{1/2} (\sum_n \nu(n) |\sum_{j=1}^J c_j g_j(n)|^2)^{1/2},$

and the claim follows by expanding out the second factor. $\Box$

Observe that Lemma 1 is a special case of Proposition 2 when ${\nu=1}$ and the ${g_j}$ are orthonormal. In general, one can expect Proposition 2 to be useful when the ${g_j}$ are almost orthogonal relative to ${\nu}$, in that the correlations ${\sum_n \nu(n) g_j(n) \overline{g_{j'}(n)}}$ tend to be small when ${j,j'}$ are distinct. In that case, one can hope for the diagonal term ${j=j'}$ in the right-hand side of (6) to dominate, in which case one can obtain estimates of comparable strength to the classical Bessel inequality. The flexibility to choose different weights ${\nu}$ in the above proposition has some technical advantages; for instance, if ${f}$ is concentrated in a sparse set (such as the primes), it is sometimes useful to tailor ${\nu}$ to a comparable set (e.g. the almost primes) in order not to lose too much in the first factor ${\sum_n |f(n)|^2 / \nu(n)}$. Also, it can be useful to choose a fairly “smooth” weight ${\nu}$, in order to make the weighted correlations ${\sum_n \nu(n) g_j(n) \overline{g_{j'}(n)}}$ small.

Remark 3 In harmonic analysis, the use of tools such as Proposition 2 is known as the method of almost orthogonality, or the ${TT^*}$ method. The explanation for the latter name is as follows. For sake of exposition, suppose that ${\nu}$ is never zero (or we remove all ${n}$ from the domain for which ${\nu(n)}$ vanishes). Given a family of finitely supported functions ${g_1,\dots,g_J: {\bf N} \rightarrow {\bf C}}$, consider the linear operator ${T: \ell^2(\nu^{-1}) \rightarrow \ell^2(\{1,\dots,J\})}$ defined by the formula

$\displaystyle T f := ( \sum_{n} f(n) \overline{g_j(n)} )_{j=1}^J.$

This is a bounded linear operator, and the left-hand side of (6) is nothing other than the ${\ell^2(\{1,\dots,J\})}$ norm of ${Tf}$. Without any further information on the function ${f}$ other than its ${\ell^2(\nu^{-1})}$ norm ${(\sum_n |f(n)|^2 / \nu(n))^{1/2}}$, the best estimate one can obtain on (6) here is clearly

$\displaystyle (\sum_n |f(n)|^2 / \nu(n))^{1/2} \times \|T\|_{op},$

where ${\|T\|_{op}}$ denotes the operator norm of ${T}$.

The adjoint ${T^*: \ell^2(\{1,\dots,J\}) \rightarrow \ell^2(\nu^{-1})}$ is easily computed to be

$\displaystyle T^* (c_j)_{j=1}^J := (\sum_{j=1}^J c_j \nu(n) g_j(n) )_{n \in {\bf N}}.$

The composition ${TT^*: \ell^2(\{1,\dots,J\}) \rightarrow \ell^2(\{1,\dots,J\})}$ of ${T}$ and its adjoint is then given by

$\displaystyle TT^* (c_j)_{j=1}^J := (\sum_{j=1}^J c_j \sum_n \nu(n) g_j(n) \overline{g_{j'}}(n) )_{j=1}^J.$

From the spectral theorem (or singular value decomposition), one sees that the operator norms of ${T}$ and ${TT^*}$ are related by the identity

$\displaystyle \|T\|_{op} = \|TT^*\|_{op}^{1/2},$

and as ${TT^*}$ is a self-adjoint, positive semi-definite operator, the operator norm ${\|TT^*\|_{op}}$ is also the supremum of the quantity

$\displaystyle \langle TT^* (c_j)_{j=1}^J, (c_j)_{j=1}^J \rangle_{\ell^2(\{1,\dots,J\})} = \sum_{j=1}^J \sum_{j'=1}^J c_j \overline{c_{j'}} \sum_n \nu(n) g_j(n) \overline{g_{j'}(n)}$

where ${(c_j)_{j=1}^J}$ ranges over unit vectors in ${\ell^2(\{1,\dots,J\})}$. Putting these facts together, we obtain Proposition 2; furthermore, we see from this analysis that the bound here is essentially optimal if the only information one is allowed to use about ${f}$ is its ${\ell^2(\nu^{-1})}$ norm.

For further discussion of almost orthogonality methods from a harmonic analysis perspective, see Chapter VII of this text of Stein.

Exercise 4 Under the same hypotheses as Proposition 2, show that

$\displaystyle \sum_{j=1}^J |\sum_{n} f(n) \overline{g_j(n)}| \leq (\sum_n |f(n)|^2 / \nu(n))^{1/2}$

$\displaystyle \times ( \sum_{j=1}^J \sum_{j'=1}^J |\sum_n \nu(n) g_j(n) \overline{g_{j'}(n)}| )^{1/2}$

as well as the variant inequality

$\displaystyle |\sum_{j=1}^J \sum_{n} f(n) \overline{g_j(n)}| \leq (\sum_n |f(n)|^2 / \nu(n))^{1/2}$

$\displaystyle \times | \sum_{j=1}^J \sum_{j'=1}^J \sum_n \nu(n) g_j(n) \overline{g_{j'}(n)}|^{1/2}.$

Proposition 2 has many applications in analytic number theory; for instance, we will use it in later notes to control the large value of Dirichlet series such as the Riemann zeta function. One of the key benefits is that it largely eliminates the need to consider further correlations of the function ${f}$ (other than its self-correlation ${\sum_n |f(n)|^2 / \nu(n)}$ relative to ${\nu^{-1}}$, which is usually fairly easy to compute or estimate as ${\nu}$ is usually chosen to be relatively simple); this is particularly useful if ${f}$ is a function which is significantly more complicated to analyse than the functions ${g_j}$. Of course, the tradeoff for this is that one now has to deal with the coefficients ${c_j}$, which if anything are even less understood than ${f}$, since literally the only thing we know about these coefficients is their square sum ${\sum_{j=1}^J |c_j|^2}$. However, as long as there is enough almost orthogonality between the ${g_j}$, one can estimate the ${c_j}$ by fairly crude estimates (e.g. triangle inequality or Cauchy-Schwarz) and still get reasonably good estimates.

In this set of notes, we will use Proposition 2 to prove some versions of the large sieve inequality, which controls a square-sum of correlations

$\displaystyle \sum_n f(n) e( -\xi_j n )$

of an arbitrary finitely supported function ${f: {\bf Z} \rightarrow {\bf C}}$ with various additive characters ${n \mapsto e( \xi_j n)}$ (where ${e(x) := e^{2\pi i x}}$), or alternatively a square-sum of correlations

$\displaystyle \sum_n f(n) \overline{\chi_j(n)}$

of ${f}$ with various primitive Dirichlet characters ${\chi_j}$; it turns out that one can prove a (slightly sub-optimal) version of this inequality quite quickly from Proposition 2 if one first prepares the sum by inserting a smooth cutoff with well-behaved Fourier transform. The large sieve inequality has many applications (as the name suggests, it has particular utility within sieve theory). For the purposes of this set of notes, though, the main application we will need it for is the Bombieri-Vinogradov theorem, which in a very rough sense gives a prime number theorem in arithmetic progressions, which, “on average”, is of strength comparable to the results provided by the Generalised Riemann Hypothesis (GRH), but has the great advantage of being unconditional (it does not require any unproven hypotheses such as GRH); it can be viewed as a significant extension of the Siegel-Walfisz theorem from Notes 2. As we shall see in later notes, the Bombieri-Vinogradov theorem is a very useful ingredient in sieve-theoretic problems involving the primes.

There is however one additional important trick, beyond the large sieve, which we will need in order to establish the Bombieri-Vinogradov theorem. As it turns out, after some basic manipulations (and the deployment of some multiplicative number theory, and specifically the Siegel-Walfisz theorem), the task of proving the Bombieri-Vinogradov theorem is reduced to that of getting a good estimate on sums that are roughly of the form

$\displaystyle \sum_{j=1}^J |\sum_n \Lambda(n) \overline{\chi_j}(n)| \ \ \ \ \ (7)$

for some primitive Dirichlet characters ${\chi_j}$. This looks like the type of sum that can be controlled by the large sieve (or by Proposition 2), except that this is an ordinary sum rather than a square sum (i.e., an ${\ell^1}$ norm rather than an ${\ell^2}$ norm). One could of course try to control such a sum in terms of the associated square-sum through the Cauchy-Schwarz inequality, but this turns out to be very wasteful (it loses a factor of about ${J^{1/2}}$). Instead, one should try to exploit the special structure of the von Mangoldt function ${\Lambda}$, in particular the fact that it can be expressible as a Dirichlet convolution ${\alpha * \beta}$ of two further arithmetic sequences ${\alpha,\beta}$ (or as a finite linear combination of such Dirichlet convolutions). The reason for introducing this convolution structure is through the basic identity

$\displaystyle (\sum_n \alpha*\beta(n) \overline{\chi_j}(n)) = (\sum_n \alpha(n) \overline{\chi_j}(n)) (\sum_n \beta(n) \overline{\chi_j}(n)) \ \ \ \ \ (8)$

for any finitely supported sequences ${\alpha,\beta: {\bf N} \rightarrow {\bf C}}$, as can be easily seen by multiplying everything out and using the completely multiplicative nature of ${\chi_j}$. (This is the multiplicative analogue of the well-known relationship ${\widehat{f*g}(\xi) = \hat f(\xi) \hat g(\xi)}$ between ordinary convolution and Fourier coefficients.) This factorisation, together with yet another application of the Cauchy-Schwarz inequality, lets one control (7) by square-sums of the sort that can be handled by the large sieve inequality.

As we have seen in Notes 1, the von Mangoldt function ${\Lambda}$ does indeed admit several factorisations into Dirichlet convolution type, such as the factorisation ${\Lambda = \mu * L}$. One can try directly inserting this factorisation into the above strategy; it almost works, however there turns out to be a problem when considering the contribution of the portion of ${\mu}$ or ${L}$ that is supported at very small natural numbers, as the large sieve loses any gain over the trivial bound in such settings. Because of this, there is a need for a more sophisticated decomposition of ${\Lambda}$ into Dirichlet convolutions ${\alpha * \beta}$ which are non-degenerate in the sense that ${\alpha,\beta}$ are supported away from small values. (As a non-example, the trivial factorisation ${\Lambda = \Lambda * \delta}$ would be a totally inappropriate factorisation for this purpose.) Fortunately, it turns out that through some elementary combinatorial manipulations, some satisfactory decompositions of this type are available, such as the Vaughan identity and the Heath-Brown identity. By using one of these identities we will be able to complete the proof of the Bombieri-Vinogradov theorem. (These identities are also useful for other applications in which one wishes to control correlations between the von Mangoldt function ${\Lambda}$ and some other sequence; we will see some examples of this in later notes.)

For further reading on these topics, including a significantly larger number of examples of the large sieve inequality, see Chapters 7 and 17 of Iwaniec and Kowalski.

Remark 5 We caution that the presentation given in this set of notes is highly ahistorical; we are using modern streamlined proofs of results that were first obtained by more complicated arguments.

We now move away from the world of multiplicative prime number theory covered in Notes 1 and Notes 2, and enter the wider, and complementary, world of non-multiplicative prime number theory, in which one studies statistics related to non-multiplicative patterns, such as twins ${n,n+2}$. This creates a major jump in difficulty; for instance, even the most basic multiplicative result about the primes, namely Euclid’s theorem that there are infinitely many of them, remains unproven for twin primes. Of course, the situation is even worse for stronger results, such as Euler’s theorem, Dirichlet’s theorem, or the prime number theorem. Finally, even many multiplicative questions about the primes remain open. The most famous of these is the Riemann hypothesis, which gives the asymptotic ${\sum_{n \leq x} \Lambda(n) = x + O( \sqrt{x} \log^2 x )}$ (see Proposition 24 from Notes 2). But even if one assumes the Riemann hypothesis, the precise distribution of the error term ${O( \sqrt{x} \log^2 x )}$ in the above asymptotic (or in related asymptotics, such as for the sum ${\sum_{x \leq n < x+y} \Lambda(n)}$ that measures the distribution of primes in short intervals) is not entirely clear.

Despite this, we do have a number of extremely convincing and well supported models for the primes (and related objects) that let us predict what the answer to many prime number theory questions (both multiplicative and non-multiplicative) should be, particularly in asymptotic regimes where one can work with aggregate statistics about the primes, rather than with a small number of individual primes. These models are based on taking some statistical distribution related to the primes (e.g. the primality properties of a randomly selected ${k}$-tuple), and replacing that distribution by a model distribution that is easy to compute with (e.g. a distribution with strong joint independence properties). One can then predict the asymptotic value of various (normalised) statistics about the primes by replacing the relevant statistical distributions of the primes with their simplified models. In this non-rigorous setting, many difficult conjectures on the primes reduce to relatively simple calculations; for instance, all four of the (still unsolved) Landau problems may now be justified in the affirmative by one or more of these models. Indeed, the models are so effective at this task that analytic number theory is in the curious position of being able to confidently predict the answer to a large proportion of the open problems in the subject, whilst not possessing a clear way forward to rigorously confirm these answers!

As it turns out, the models for primes that have turned out to be the most accurate in practice are random models, which involve (either explicitly or implicitly) one or more random variables. This is despite the prime numbers being obviously deterministic in nature; no coins are flipped or dice rolled to create the set of primes. The point is that while the primes have a lot of obvious multiplicative structure (for instance, the product of two primes is never another prime), they do not appear to exhibit much discernible non-multiplicative structure asymptotically, in the sense that they rarely exhibit statistical anomalies in the asymptotic limit that cannot be easily explained in terms of the multiplicative properties of the primes. As such, when considering non-multiplicative statistics of the primes, the primes appear to behave pseudorandomly, and can thus be modeled with reasonable accuracy by a random model. And even for multiplicative problems, which are in principle controlled by the zeroes of the Riemann zeta function, one can obtain good predictions by positing various pseudorandomness properties of these zeroes, so that the distribution of these zeroes can be modeled by a random model.

Of course, one cannot expect perfect accuracy when replicating a deterministic set such as the primes by a probabilistic model of that set, and each of the heuristic models we discuss below have some limitations to the range of statistics about the primes that they can expect to track with reasonable accuracy. For instance, many of the models about the primes do not fully take into account the multiplicative structure of primes, such as the connection with a zeta function with a meromorphic continuation to the entire complex plane; at the opposite extreme, we have the GUE hypothesis which appears to accurately model the zeta function, but does not capture such basic properties of the primes as the fact that the primes are all natural numbers. Nevertheless, each of the models described below, when deployed within their sphere of reasonable application, has (possibly after some fine-tuning) given predictions that are in remarkable agreement with numerical computation and with known rigorous theoretical results, as well as with other models in overlapping spheres of application; they are also broadly compatible with the general heuristic (discussed in this previous post) that in the absence of any exploitable structure, asymptotic statistics should default to the most “uniform”, “pseudorandom”, or “independent” distribution allowable.

As hinted at above, we do not have a single unified model for the prime numbers (other than the primes themselves, of course), but instead have an overlapping family of useful models that each appear to accurately describe some, but not all, aspects of the prime numbers. In this set of notes, we will discuss four such models:

1. The Cramér random model and its refinements, which model the set ${{\mathcal P}}$ of prime numbers by a random set.
2. The Möbius pseudorandomness principle, which predicts that the Möbius function ${\mu}$ does not correlate with any genuinely different arithmetic sequence of reasonable “complexity”.
3. The equidistribution of residues principle, which predicts that the residue classes of a large number ${n}$ modulo a small or medium-sized prime ${p}$ behave as if they are independently and uniformly distributed as ${p}$ varies.
4. The GUE hypothesis, which asserts that the zeroes of the Riemann zeta function are distributed (at microscopic and mesoscopic scales) like the zeroes of a GUE random matrix, and which generalises the pair correlation conjecture regarding pairs of such zeroes.

This is not an exhaustive list of models for the primes and related objects; for instance, there is also the model in which the major arc contribution in the Hardy-Littlewood circle method is predicted to always dominate, and with regards to various finite groups of number-theoretic importance, such as the class groups discussed in Supplement 1, there are also heuristics of Cohen-Lenstra type. Historically, the first heuristic discussion of the primes along these lines was by Sylvester, who worked informally with a model somewhat related to the equidistribution of residues principle. However, we will not discuss any of these models here.

A word of warning: the discussion of the above four models will inevitably be largely informal, and “fuzzy” in nature. While one can certainly make precise formalisations of at least some aspects of these models, one should not be inflexibly wedded to a specific such formalisation as being “the” correct way to pin down the model rigorously. (To quote the statistician George Box: “all models are wrong, but some are useful”.) Indeed, we will see some examples below the fold in which some finer structure in the prime numbers leads to a correction term being added to a “naive” implementation of one of the above models to make it more accurate, and it is perfectly conceivable that some further such fine-tuning will be applied to one or more of these models in the future. These sorts of mathematical models are in some ways closer in nature to the scientific theories used to model the physical world, than they are to the axiomatic theories one is accustomed to in rigorous mathematics, and one should approach the discussion below accordingly. In particular, and in contrast to the other notes in this course, the material here is not directly used for proving further theorems, which is why we have marked it as “optional” material. Nevertheless, the heuristics and models here are still used indirectly for such purposes, for instance by

• giving a clearer indication of what results one expects to be true, thus guiding one to fruitful conjectures;
• providing a quick way to scan for possible errors in a mathematical claim (e.g. by finding that the main term is off from what a model predicts, or an error term is too small);
• gauging the relative strength of various assertions (e.g. classifying some results as “unsurprising”, others as “potential breakthroughs” or “powerful new estimates”, others as “unexpected new phenomena”, and yet others as “way too good to be true”); or
• setting up heuristic barriers (such as the parity barrier) that one has to resolve before resolving certain key problems (e.g. the twin prime conjecture).

See also my previous essay on the distinction between “rigorous” and “post-rigorous” mathematics, or Thurston’s essay discussing, among other things, the “definition-theorem-proof” model of mathematics and its limitations.

Remark 1 The material in this set of notes presumes some prior exposure to probability theory. See for instance this previous post for a quick review of the relevant concepts.