Topics in analytic number theory, Lent 2013.

Lecture 17: Large sieve I

Bob Hough
February 26, 2013
Reference for this lecture: Iwaniec and Kowalski, Sections 7.3 7.4.
Note: at the beginning of this lecture I made some remarks regarding Perron
summation. Ive added this material to the section on Perron summation in the
notes for Lecture 10.
One way of expressing the Fourier transform
plication. Let f : Z/qZ C. Then

e( 01
e( 00
f(0)
q )
q )

10
11
f(1)
e(
)
e(
1
q
q )

=
..
.
..
q

f(q 1)
e( (q1)0
) e( (q1)1
)
q
q

on Z/qZ is as a matrix multie( 0(q1)

)
q
e( 1(q1)
)
q
..
.
(q1)(q1)
... e(
)
q
...
...

f (0)
f (1)
..
.
f (q 1)

Call the inner matrix MF T , so that f = MF T f . The orthogonality relations

for the additive characters x 7 e(ax/q) are equivalent to the statement that
t
MF T is unitary, that is MF T MF T = I. A particular consequence is that
kMF T f k2 = kf k2 .
We recall the definition of an operator norm.
Definition 17.1. Let A : Cm Cn be a linear map. Then its operator norm
(between L2 spaces) is defined by
kAkop =

kAxk2 .

sup
xCm ,kxk2 =1

Remark. Notice that since L2 is self-dual, we may write

kAkop =

sup
yCn ,kyk

y t Ax =

sup
2 =1

xCm ,kxk

sup
yCn ,kyk

2 =1

xt A y.

sup
2 =1

xCm ,kxk

2 =1

This makes transparent the equality kAkop = kA kop between the norm of A
and its adjoint.
Thus kMF T kop = 1. One interpretation of the Large Sieve is that it is an
approximation to this bound for matrices A similar to MF T , but with A not
square, e.g. with rows missing. To this end, we think of the frequencies a/q as
elements of R/Z. We put the norm on R/Z induced from that on R, that is,
kxkR/Z = min kx + nkR .
nZ

Definition 17.2. Let > 0. We say that a set {xi }R

i=1 R/Z is -well-spaced
if
min kxi xj kR/Z .
i6=j

Remark. Trivially, for q 1, the fractions {a/q, 1 a < q} are 1q -well-spaced.

The set of Farey fractions of level Q 1 is defined to be
FQ = {

a
: 1 q Q, 1 a < q, (a, q) = 1}.
q

This set is at least 1/Q2 well-spaced, since




 0
 a a0 
 aq a0 q 
1
1
 


=
0 2.
q
q 0 R/Z  qq 0 R/Z
qq
Q
We may now state the analytic form of the large sieve inequality.
Theorem 17.1 (Analytic large sieve inequality). Let > 0. Let
R/Z be -well-spaced and let M, N Z with N > 0. Let

e(x1 (M + 1)) e(x1 (M + 2)) ... e(x1 (M + N ))

e(x2 (M + 1)) e(x2 (M + 2)) ... e(x2 (M + N ))

A=
..
..

.
.

x1 , ..., xR

e(xR (M + 1)) e(xR (M + 2)) ... e(xR (M + N ))

Then
kAk2op
Equivalently, let aM +1 , ..., aM +N

2
(N + 2 1 ).
4
be arbitrary complex numbers. We have


2
R  M
M
+N
+N

X
X
2
 X

(2 1 + N )
|an |2 .
ak e(xj k)



4
j=1

(1)

n=M +1

k=M +1

Equivalently, let b1 , ..., bR be arbitrary complex numbers. Then

2


R
M
+N X
X
X

 R
2

(2 1 + N )
|bj |2 .
bj e(xj k)

4


j=1
k=M +1 j=1

(2)

Remark. The equivalence of the three statements follows from the equality of
t
the operator norms kAkop = kA kop .
Remark. In fact, all three estimates hold with the leading constant ( 1 +N 1),
which is best possible, but the loss here is usually irrelevant, and allows for a
simpler proof.
Remark. We may show that both a term of shape N and a term of shape 1
must be included in any bound for the operator norm. In (1) take ak = e(x1 k)
for each k. Then the j = 1 term has size
N2 = N

M
+N
X
k=M +1

|ak |2 .

On the other hand, a maximal set of -well spaced points is the set {j}1j<1 ,
and for this set

2

2
Z
+N
+N
NX
+M


 MX
X  MX



1
ak e(xj k)
ak e(xk) dx = 1
|an |2 ,






R/Z
1
1j<

k=M +1

n=N +1

k=M +1

by approximation with the Riemann integral. Thus the Large Sieve may be
seen as a compromise between the average behavior and the pointwise worst
case behavior.
Our proof of the Analytic Large Sieve will use the Fejer kernel, and some
simple properties of the Fourier transform
Z
f 7 f,
f() =
f (x)e2ix dx.

The Fejer kernel is defined by


F (x) =

sin x
x

2
.

Lemma 17.2. The Fejer kernel satisfies F (x) 0, and for |x| < 1/2 we have
F (x) 42 . The Fourier transform is given by
F () = max(0, 1 ||).
In particular F () has support in [1, 1].
Proof. Non-negativity is immediate and the lower bound for |x| 1/2 is elementary. The Fourier transform may be evaluated by residue methods. We
leave this as an exercise.
The properties that we need regarding the Fourier transform are as follows.
R
Lemma 17.3. Let f L1 (R) with Fourier transform f() = f (x)e2ix dx.
Define fN (x) = f (x/N ) and for R, f (x) = f (x)e(x). Then
fN () = N f(N ),

f () = f( ).

Proof. These are immediate from the definition.

We also recall the Poisson summation formula.
Lemma (Poisson summation formula). Let f C 1 (R) satisfy for some c, > 0,
c
c
0
|f (x)| < (1+|x|)
1+ and |f (x)| (1+|x|)1+ . Then
X

f (n) =

nZ

f(m).

mZ

It is straightforward to verify that these growth conditions are satisfied by

the Fejer kernel.

Proof of the analytic large sieve inequality. (See Iwaniec-Kowalski pp. 177-178)
Notice that the bound in (1) is trivial if N = 1, so we assume N 2. We now
work with the condition (2).
We first make a simple reduction to the case in which k ranges in the centered
interval N/2 < k N/2. Note that if we set b0j = bj e(xj (M + bN/2c)) then
|b0j | = |bj | and

2

2

 R

 R
X

X

X 0



bj e(xj k) ,
bj e(xj k) =




k=M +1  j=1
N/2<kN/2  j=1
M
+N
X

so that neither side of the inequality (2) is changed. We will assume that we
have modified bj in this way, and omit the 0 .
Using the lower bound for the Fejer kernel, we have
2

2

 R

 R

2 X
X
X

X





F (k/N ) 
bj e(xj k) .
bj e(xj k)

4


 j=1
kZ
N/2<kN/2  j=1
Opening the square and exchanging the order of summation, the RHS becomes
R
X
2 X
F (k/N )e((xj1 xj2 )k).
bj1 bj2
4 j ,j =1
1

(3)

kZ

We recognize the function

F (k/N )e((xj1 xj2 )) = F (

k
k
)e(N (xj1 xj2 ) ) = (F(N (xj1 xj2 )) )N (k).
N
N

Therefore, applying the Poisson summation formula in the inner sum, and the
two properties of the Fourier transform above, we obtain
(3) =

R
X
X
2
N
bj1 bj2
F (N (xj1 xj2 + m)).
4 j ,j =1
1

mZ

Since F is supported in [1, 1] and N 2, only the term m which minimizes

kxj1 xj2 1 + mk may contribute to the inner sum. Thus, using that F 1, the
above becomes
R

X
2
N
bj bj F (N kx1 x2 kR/Z ))
4 j ,j =1 1 2
1

X |bj |2 + |bj |2
2
1
2
N
1(kxj1 xj2 kR/Z 1/N )
4 j ,j =1
2
1

R
X

N
4 j

1 =1

|bj1 |2

R
X

1(kxj1 xj2 kR/Z 1/N )

j2 =1

where for statement S, 1(S) = 1 if S is true and 0 otherwise. The inner sum
now just counts the number of xj2 with kxj2 xj1 k < N1 . By the well-spaced
4

assumption, this is bounded by 1 +

2
N .

We deduce that

2

 R

R
X

X
 4 (N + 2 1 )

b
e(x
k)
|bj |2 ,
j
j


2



j=1
N/2<kN/2 j=1
X

as desired.
At this point the Large Sieve bears little resemblance to an object concerning
Dirichlet characters, and still less to a sieve. Next lecture we will reintroduce
arithmetic by taking the points xj to be Farey fractions, and then make the
transition from additive to multiplicative characters via the Gauss sum.