I’ve just uploaded to the arXiv my paper “Almost all Collatz orbits attain almost bounded values“, submitted to the proceedings of the Forum of Mathematics, Pi. In this paper I returned to the topic of the notorious Collatz conjecture (also known as the ${3x+1}$ conjecture), which I previously discussed in this blog post. This conjecture can be phrased as follows. Let ${{\bf N}+1 = \{1,2,\dots\}}$ denote the positive integers (with ${{\bf N} =\{0,1,2,\dots\}}$ the natural numbers), and let ${\mathrm{Col}: {\bf N}+1 \rightarrow {\bf N}+1}$ be the map defined by setting ${\mathrm{Col}(N)}$ equal to ${3N+1}$ when ${N}$ is odd and ${N/2}$ when ${N}$ is even. Let ${\mathrm{Col}_{\min}(N) := \inf_{n \in {\bf N}} \mathrm{Col}^n(N)}$ be the minimal element of the Collatz orbit ${N, \mathrm{Col}(N), \mathrm{Col}^2(N),\dots}$. Then we have

Conjecture 1 (Collatz conjecture) One has ${\mathrm{Col}_{\min}(N)=1}$ for all ${N \in {\bf N}+1}$.

Establishing the conjecture for all ${N}$ remains out of reach of current techniques (for instance, as discussed in the previous blog post, it is basically at least as difficult as Baker’s theorem, all known proofs of which are quite difficult). However, the situation is more promising if one is willing to settle for results which only hold for “most” ${N}$ in some sense. For instance, it is a result of Krasikov and Lagarias that

$\displaystyle \{ N \leq x: \mathrm{Col}_{\min}(N) = 1 \} \gg x^{0.84}$

for all sufficiently large ${x}$. In another direction, it was shown by Terras that for almost all ${N}$ (in the sense of natural density), one has ${\mathrm{Col}_{\min}(N) < N}$. This was then improved by Allouche to ${\mathrm{Col}_{\min}(N) < N^\theta}$ for almost all ${N}$ and any fixed ${\theta > 0.869}$, and extended later by Korec to cover all ${\theta > \frac{\log 3}{\log 4} \approx 0.7924}$. In this paper we obtain the following further improvement (at the cost of weakening natural density to logarithmic density):

Theorem 2 Let ${f: {\bf N}+1 \rightarrow {\bf R}}$ be any function with ${\lim_{N \rightarrow \infty} f(N) = +\infty}$. Then we have ${\mathrm{Col}_{\min}(N) < f(N)}$ for almost all ${N}$ (in the sense of logarithmic density).

Thus for instance one has ${\mathrm{Col}_{\min}(N) < \log\log\log\log N}$ for almost all ${N}$ (in the sense of logarithmic density).

The difficulty here is one usually only expects to establish “local-in-time” results that control the evolution ${\mathrm{Col}^n(N)}$ for times ${n}$ that only get as large as a small multiple ${c \log N}$ of ${\log N}$; the aforementioned results of Terras, Allouche, and Korec, for instance, are of this time. However, to get ${\mathrm{Col}^n(N)}$ all the way down to ${f(N)}$ one needs something more like an “(almost) global-in-time” result, where the evolution remains under control for so long that the orbit has nearly reached the bounded state ${N=O(1)}$.

However, as observed by Bourgain in the context of nonlinear Schrödinger equations, one can iterate “almost sure local wellposedness” type results (which give local control for almost all initial data from a given distribution) into “almost sure (almost) global wellposedness” type results if one is fortunate enough to draw one’s data from an invariant measure for the dynamics. To illustrate the idea, let us take Korec’s aforementioned result that if ${\theta > \frac{\log 3}{\log 4}}$ one picks at random an integer ${N}$ from a large interval ${[1,x]}$, then in most cases, the orbit of ${N}$ will eventually move into the interval ${[1,x^{\theta}]}$. Similarly, if one picks an integer ${M}$ at random from ${[1,x^\theta]}$, then in most cases, the orbit of ${M}$ will eventually move into ${[1,x^{\theta^2}]}$. It is then tempting to concatenate the two statements and conclude that for most ${N}$ in ${[1,x]}$, the orbit will eventually move ${[1,x^{\theta^2}]}$. Unfortunately, this argument does not quite work, because by the time the orbit from a randomly drawn ${N \in [1,x]}$ reaches ${[1,x^\theta]}$, the distribution of the final value is unlikely to be close to being uniformly distributed on ${[1,x^\theta]}$, and in particular could potentially concentrate almost entirely in the exceptional set of ${M \in [1,x^\theta]}$ that do not make it into ${[1,x^{\theta^2}]}$. The point here is the uniform measure on ${[1,x]}$ is not transported by Collatz dynamics to anything resembling the uniform measure on ${[1,x^\theta]}$.

So, one now needs to locate a measure which has better invariance properties under the Collatz dynamics. It turns out to be technically convenient to work with a standard acceleration of the Collatz map known as the Syracuse map ${\mathrm{Syr}: 2{\bf N}+1 \rightarrow 2{\bf N}+1}$, defined on the odd numbers ${2{\bf N}+1 = \{1,3,5,\dots\}}$ by setting ${\mathrm{Syr}(N) = (3N+1)/2^a}$, where ${2^a}$ is the largest power of ${2}$ that divides ${3N+1}$. (The advantage of using the Syracuse map over the Collatz map is that it performs precisely one multiplication of ${3}$ at each iteration step, which makes the map better behaved when performing “${3}$-adic” analysis.)

When viewed ${3}$-adically, we soon see that iterations of the Syracuse map become somewhat irregular. Most obviously, ${\mathrm{Syr}(N)}$ is never divisible by ${3}$. A little less obviously, ${\mathrm{Syr}(N)}$ is twice as likely to equal ${2}$ mod ${3}$ as it is to equal ${1}$ mod ${3}$. This is because for a randomly chosen odd ${\mathbf{N}}$, the number of times ${\mathbf{a}}$ that ${2}$ divides ${3\mathbf{N}+1}$ can be seen to have a geometric distribution of mean ${2}$ – it equals any given value ${a \in{\bf N}+1}$ with probability ${2^{-a}}$. Such a geometric random variable is twice as likely to be odd as to be even, which is what gives the above irregularity. There are similar irregularities modulo higher powers of ${3}$. For instance, one can compute that for large random odd ${\mathbf{N}}$, ${\mathrm{Syr}^2(\mathbf{N}) \hbox{ mod } 9}$ will take the residue classes ${0,1,2,3,4,5,6,7,8 \hbox{ mod } 9}$ with probabilities

$\displaystyle 0, \frac{8}{63}, \frac{16}{63}, 0, \frac{11}{63}, \frac{4}{63}, 0, \frac{2}{63}, \frac{22}{63}$

respectively. More generally, for any ${n}$, ${\mathrm{Syr}^n(N) \hbox{ mod } 3^n}$ will be distributed according to the law of a random variable ${\mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$ on ${{\bf Z}/3^n{\bf Z}}$ that we call a Syracuse random variable, and can be described explicitly as

$\displaystyle \mathbf{Syrac}({\bf Z}/3^n{\bf Z}) = 2^{-\mathbf{a}_1} + 3^1 2^{-\mathbf{a}_1-\mathbf{a}_2} + \dots + 3^{n-1} 2^{-\mathbf{a}_1-\dots-\mathbf{a}_n} \hbox{ mod } 3^n, \ \ \ \ \ (1)$

where ${\mathbf{a}_1,\dots,\mathbf{a}_n}$ are iid copies of a geometric random variable of mean ${2}$.

In view of this, any proposed “invariant” (or approximately invariant) measure (or family of measures) for the Syracuse dynamics should take this ${3}$-adic irregularity of distribution into account. It turns out that one can use the Syracuse random variables ${\mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$ to construct such a measure, but only if these random variables stabilise in the limit ${n \rightarrow \infty}$ in a certain total variation sense. More precisely, in the paper we establish the estimate

$\displaystyle \sum_{Y \in {\bf Z}/3^n{\bf Z}} | \mathbb{P}( \mathbf{Syrac}({\bf Z}/3^n{\bf Z})=Y) - 3^{m-n} \mathbb{P}( \mathbf{Syrac}({\bf Z}/3^m{\bf Z})=Y \hbox{ mod } 3^m)| \ \ \ \ \ (2)$

$\displaystyle \ll_A m^{-A}$

for any ${1 \leq m \leq n}$ and any ${A > 0}$. This type of stabilisation is plausible from entropy heuristics – the tuple ${(\mathbf{a}_1,\dots,\mathbf{a}_n)}$ of geometric random variables that generates ${\mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$ has Shannon entropy ${n \log 4}$, which is significantly larger than the total entropy ${n \log 3}$ of the uniform distribution on ${{\bf Z}/3^n{\bf Z}}$, so we expect a lot of “mixing” and “collision” to occur when converting the tuple ${(\mathbf{a}_1,\dots,\mathbf{a}_n)}$ to ${\mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$; these heuristics can be supported by numerics (which I was able to work out up to about ${n=10}$ before running into memory and CPU issues), but it turns out to be surprisingly delicate to make this precise.

A first hint of how to proceed comes from the elementary number theory observation (easily proven by induction) that the rational numbers

$\displaystyle 2^{-a_1} + 3^1 2^{-a_1-a_2} + \dots + 3^{n-1} 2^{-a_1-\dots-a_n}$

are all distinct as ${(a_1,\dots,a_n)}$ vary over tuples in ${({\bf N}+1)^n}$. Unfortunately, the process of reducing mod ${3^n}$ creates a lot of collisions (as must happen from the pigeonhole principle); however, by a simple “Lefschetz principle” type argument one can at least show that the reductions

$\displaystyle 2^{-a_1} + 3^1 2^{-a_1-a_2} + \dots + 3^{m-1} 2^{-a_1-\dots-a_m} \hbox{ mod } 3^n \ \ \ \ \ (3)$

are mostly distinct for “typical” ${a_1,\dots,a_m}$ (as drawn using the geometric distribution) as long as ${m}$ is a bit smaller than ${\frac{\log 3}{\log 4} n}$ (basically because the rational number appearing in (3) then typically takes a form like ${M/2^{2m}}$ with ${M}$ an integer between ${0}$ and ${3^n}$). This analysis of the component (3) of (1) is already enough to get quite a bit of spreading on ${ \mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$ (roughly speaking, when the argument is optimised, it shows that this random variable cannot concentrate in any subset of ${{\bf Z}/3^n{\bf Z}}$ of density less than ${n^{-C}}$ for some large absolute constant ${C>0}$). To get from this to a stabilisation property (2) we have to exploit the mixing effects of the remaining portion of (1) that does not come from (3). After some standard Fourier-analytic manipulations, matters then boil down to obtaining non-trivial decay of the characteristic function of ${\mathbf{Syrac}({\bf Z}/3^n{\bf Z})}$, and more precisely in showing that

$\displaystyle \mathbb{E} e^{-2\pi i \xi \mathbf{Syrac}({\bf Z}/3^n{\bf Z}) / 3^n} \ll_A n^{-A} \ \ \ \ \ (4)$

for any ${A > 0}$ and any ${\xi \in {\bf Z}/3^n{\bf Z}}$ that is not divisible by ${3}$.

If the random variable (1) was the sum of independent terms, one could express this characteristic function as something like a Riesz product, which would be straightforward to estimate well. Unfortunately, the terms in (1) are loosely coupled together, and so the characteristic factor does not immediately factor into a Riesz product. However, if one groups adjacent terms in (1) together, one can rewrite it (assuming ${n}$ is even for sake of discussion) as

$\displaystyle (2^{\mathbf{a}_2} + 3) 2^{-\mathbf{b}_1} + (2^{\mathbf{a}_4}+3) 3^2 2^{-\mathbf{b}_1-\mathbf{b}_2} + \dots$

$\displaystyle + (2^{\mathbf{a}_n}+3) 3^{n-2} 2^{-\mathbf{b}_1-\dots-\mathbf{b}_{n/2}} \hbox{ mod } 3^n$

where ${\mathbf{b}_j := \mathbf{a}_{2j-1} + \mathbf{a}_{2j}}$. The point here is that after conditioning on the ${\mathbf{b}_1,\dots,\mathbf{b}_{n/2}}$ to be fixed, the random variables ${\mathbf{a}_2, \mathbf{a}_4,\dots,\mathbf{a}_n}$ remain independent (though the distribution of each ${\mathbf{a}_{2j}}$ depends on the value that we conditioned ${\mathbf{b}_j}$ to), and so the above expression is a conditional sum of independent random variables. This lets one express the characeteristic function of (1) as an averaged Riesz product. One can use this to establish the bound (4) as long as one can show that the expression

$\displaystyle \frac{\xi 3^{2j-2} (2^{-\mathbf{b}_1-\dots-\mathbf{b}_j+1} \mod 3^n)}{3^n}$

is not close to an integer for a moderately large number (${\gg A \log n}$, to be precise) of indices ${j = 1,\dots,n/2}$. (Actually, for technical reasons we have to also restrict to those ${j}$ for which ${\mathbf{b}_j=3}$, but let us ignore this detail here.) To put it another way, if we let ${B}$ denote the set of pairs ${(j,l)}$ for which

$\displaystyle \frac{\xi 3^{2j-2} (2^{-l+1} \mod 3^n)}{3^n} \in [-\varepsilon,\varepsilon] + {\bf Z},$

we have to show that (with overwhelming probability) the random walk

$\displaystyle (1,\mathbf{b}_1), (2, \mathbf{b}_1 + \mathbf{b}_2), \dots, (n/2, \mathbf{b}_1+\dots+\mathbf{b}_{n/2})$

(which we view as a two-dimensional renewal process) contains at least a few points lying outside of ${B}$.

A little bit of elementary number theory and combinatorics allows one to describe the set ${B}$ as the union of “triangles” with a certain non-zero separation between them. If the triangles were all fairly small, then one expects the renewal process to visit at least one point outside of ${B}$ after passing through any given such triangle, and it then becomes relatively easy to then show that the renewal process usually has the required number of points outside of ${B}$. The most difficult case is when the renewal process passes through a particularly large triangle in ${B}$. However, it turns out that large triangles enjoy particularly good separation properties, and in particular afer passing through a large triangle one is likely to only encounter nothing but small triangles for a while. After making these heuristics more precise, one is finally able to get enough points on the renewal process outside of ${B}$ that one can finish the proof of (4), and thus Theorem 2.