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# Linear statistics of low-lying zeros of 𝐿–functions

## 1. Introduction

Let $`q`$ be an odd prime and $`\chi `$ a Dirichlet character modulo $`q`$. For $`𝔢(s)>1`$ the Dirichlet $`L`$–function $`L(s,\chi )`$ is defined as

$$L(s,\chi ):=\underset{n=1}{\overset{\mathrm{}}{}}\frac{\chi (n)}{n^s}=\underset{p}{}\left(1\frac{\chi (p)}{p^s}\right)^1$$

Each function $`L(s,\chi )`$ has an infinite set of non-trivial zeros $`1/2+\mathrm{i}\gamma _{\chi ,j}`$ which can be ordered so that

$$\mathrm{}𝔢(\gamma _{\chi ,2})𝔢(\gamma _{\chi ,1})<0𝔢(\gamma _{\chi ,1})𝔢(\gamma _{\chi ,2})\mathrm{}$$

Note that we don’t assume the Generalised Riemann Hypothesis (GRH) since we allow the $`\gamma _{\chi ,j}`$ to be complex.

Denote by $`N(T,\chi )`$ number of non-trivial zeros such that $`0<𝔢(\gamma _{\chi ,j})<T`$. Then for fixed $`T>0`$,

$$\frac{1}{q2}\underset{\chi \chi _0}{}N(T,\chi )\frac{T}{2\pi }\mathrm{log}\frac{qT}{2\pi e}\text{ as }q\mathrm{}$$

where the sum is taken over all the $`q2`$ non-trivial characters modulo the prime $`q`$, see Titchmarsh , Siegel , Selberg . We will therefore scale the zeros by defining

$$x_{\chi ,j}:=\frac{\mathrm{log}q}{2\pi }\gamma _{\chi ,j}.$$

The purpose of this paper is to consider linear statistics of the low-lying $`x_{\chi ,j}`$. Let $`f`$ be a rapidly decaying even test function, and consider the linear statistic

$$W_f(\chi ):=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}f(x_{\chi ,j})$$

Linear statistics for low-lying zeros of several families of $`L`$-functions were investigated systematically by Katz and Sarnak  and by Iwaniec, Luo and Sarnak  where they were called “one-level densities”. We prefer to use the terminology “linear statistic” which is traditional in random matrix theory.

Define the $`\chi `$–average of $`W_f(\chi )`$ as

$$W_f_q:=\frac{1}{q2}\underset{\chi \chi _0}{}W_f(\chi )$$

In order to understand the distribution of $`W_f(\chi )`$ we calculate its first few moments $`W_f^m_q`$ . In §3 we prove that if $`\mathrm{supp}\widehat{f}[2,2]`$, then the mean of $`W_f(\chi )`$ is $`_{\mathrm{}}^{\mathrm{}}f(x)dx`$, and in §4 we show that the variance converges to $`_1^1|u|\widehat{f}(u)^2du`$ if $`\mathrm{supp}\widehat{f}[1,1]`$. In §5 we show that if $`\mathrm{supp}\widehat{f}(2/m,2/m)`$ (for $`m2`$) then the first $`m`$ moments of $`W_f`$ converge to the first $`m`$ moments of a normal random variable with mean and variance as above.

If all moments of $`W_f(\chi )`$ were Gaussian, then we would be able to conclude that $`W_f`$ was normally distributed. Indeed, it follows from the work of Selberg  that scaling the $`\gamma _{\chi ,j}`$ by anything much less than $`\mathrm{log}q`$, leads to a Gaussian distribution. However, with scaling on the order of $`\mathrm{log}q`$, this cannot be the case for all $`f`$ since taking $`f`$ to be an indicator function, the limiting distribution is discrete. We therefore say that $`W_f`$ displays mock-Gaussian behaviour.

As suggested by Katz and Sarnak , one may try to model properties of $`W_f(\chi )`$ by random matrix theory. Let $`U`$ be an $`N\times N`$ unitary matrix, with eigenvalues $`e^{\mathrm{i}\theta _n}`$. The statistical distribution of $`\frac{N}{2\pi }\theta _n`$ has been conjectured to converge to the empirical distribution of $`x_{\chi ,j}`$ as $`q`$ and $`N`$ both tend to infinity

Therefore, as an aide to understanding $`W_f(\chi )=_{j=\mathrm{}}^{\mathrm{}}f(x_{\chi ,j})`$, one might wish to calculate the moments of $`_{n=1}^Nf(\frac{N}{2\pi }\theta _n)`$. However, since the $`\theta _n`$ are angles, it is more natural (and indeed more convenient) to consider the $`2\pi `$–periodic function

$$F_N(\theta ):=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}f\left(\frac{N}{2\pi }(\theta +2\pi j)\right)$$

and model $`W_f(\chi )`$ by

$$Z_f(U):=\underset{j=1}{\overset{N}{}}F_N(\theta _j)$$

where $`U`$ is an $`N\times N`$ unitary matrix with eigenangles $`\theta _1,\mathrm{},\theta _N`$. Note that the scaling $`N/2\pi `$ (the mean density) is equivalent to the scaling $`\frac{\mathrm{log}q}{2\pi }`$ for the zeros of $`L`$–functions.

Our results for $`Z_f(U)`$ are given in §§6,7. Writing $`𝔼`$ to denote the average over the unitary group with Haar measure, then without any restrictions on the support of the function $`f`$, we prove that $`𝔼\{Z_f(U)\}=_{\mathrm{}}^{\mathrm{}}f(x)dx`$, and that the variance tends to

(1.1)
$$\sigma (f)^2=_{\mathrm{}}^{\mathrm{}}\mathrm{min}(1,|u|)\widehat{f}(u)^2du$$

Observe that this is in complete agreement with the mean and variance of $`W_f(\chi )`$ if $`\widehat{f}`$ has the same support restrictions. Furthermore, we show in §6.1 that for any integer $`m2`$, if $`\mathrm{supp}\widehat{f}[2/m,2/m]`$, then

$$\underset{N\mathrm{}}{lim}𝔼\left\{\left(Z_f𝔼\{Z_f\}\right)^m\right\}=\{\begin{array}{cc}0\hfill & \text{ if }m\text{ odd}\hfill \\ \frac{m!}{2^{m/2}(m/2)!}\sigma ^m\hfill & \text{ if }m\text{ even}\hfill \end{array}$$

where $`\sigma ^2`$, the variance, is given in (1.1). These are the moments of a normal random variable, so again we see mock-Gaussian behaviour, with the same restrictions on the support of $`\widehat{f}`$ as in $`W_f(\chi )`$.

To understand the mock-Gaussian behaviour, note that if we had defined

$$F_N^{(L)}(\theta )=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}f\left(L(\theta +2\pi j)\right)$$

where $`L\mathrm{}`$ subject to $`\frac{L}{N}0`$, then Soshnikov  (see also ) has shown that the mean of $`Z_f^{(L)}(U)`$ converges to $`\frac{N}{2\pi L}_{\mathrm{}}^{\mathrm{}}f(x)dx`$, and that the centered random variable $`Z_f^{(L)}𝔼\left\{Z_f^{(L)}\right\}`$ converges in distribution to a normal random variable with mean zero and variance $`_{\mathrm{}}^{\mathrm{}}\widehat{f}(u)^2|u|du`$. Our scaling is $`L=\frac{N}{2\pi }`$, which is just outside the range of Soshnikov’s result. Indeed, note that the variance (1.1) is different if $`\mathrm{supp}\widehat{f}[1,1]`$.

In §7 we show that all moments of $`Z_f`$ can be calculated exactly within random matrix theory, without any restrictions on the support of $`\widehat{f}`$. They are given by a complicated expression, but are certainly not Gaussian moments in general. The moments of $`Z_f(U)`$ grow sufficiently slowly that they uniquely determine its distribution.

Finally, in §8 we apply the results of §§3,4 to show that, under the assumption of GRH, for each $`q`$, there exist $`\chi `$ such that the height of the lowest zero is less than $`1/4`$ times the expected height. We also obtain a similar result where a positive proportion of $`L`$–functions have their first zero less than $`0.633`$ times the expected height.

Linear statistics of the high zeros of a *fixed* $`L`$–function also show mock-Gaussian behaviour , having the same moments as the linear statistics of low-lying zeros considered in this paper.

Moments of linear statistics in other classical compact groups, like $`SO(2N)`$, $`SO(2N+1)`$ and $`Sp(2N)`$ also show mock-Gaussian behaviour, . Other $`L`$–functions can be modeled by these groups. For example, in the case of quadratic $`L`$–functions mock-Gaussian behaviour can be deduced from the work of Rubinstein . Specifically, if $`\mathrm{supp}\widehat{f}(\frac{1}{m},\frac{1}{m})`$ then the first $`m`$ moments are Gaussian with mean $`\widehat{f}(0)_0^1\widehat{f}(u)du`$ and variance $`4_0^{1/2}u\widehat{f}(u)^2du`$, exactly as in the group $`Sp(2N)`$. We remark that this is half the unitary range. Assuming GRH, the results of Özlück and Snyder  show that the mean is indeed $`\widehat{f}(0)_0^1\widehat{f}(u)du`$ so long as $`\mathrm{supp}\widehat{f}(2,2)`$, in the sense that

$$\frac{1}{D}\underset{d}{}e^{\pi d^2/D^2}\underset{\gamma }{}f(\frac{\gamma \mathrm{log}D}{2\pi })=\widehat{f}(0)_0^1\widehat{f}(u)du+o(1)$$

We note that the arguments given here to study moments of the linear statistic show that the “$`n`$-level densities”  of this family of $`L`$-functions coincide with those of the unitary group, in a suitable range, by purely combinatorial arguments. Since that is not our purpose here, we leave it for the reader.

Throughout all this paper, the Fourier transform is $`\widehat{f}(u)=_{\mathrm{}}^{\mathrm{}}f(x)e^{2\pi \mathrm{i}xu}dx`$, and thus the inverse transform is $`f(x)=_{\mathrm{}}^{\mathrm{}}\widehat{f}(u)e^{2\pi \mathrm{i}xu}du`$.

## 2. The scaled level density $`W_f`$

### 2.1. Zeros and the Explicit Formula

A Dirichlet character $`\chi :`$ is a function such that $`\chi (n+q)=\chi (n)`$ for all $`n`$; $`\chi (n)=0`$ if $`n`$ and $`q`$ have a common divisor; and $`\chi (mn)=\chi (m)\chi (n)`$ for all $`m,n`$. We say $`\chi `$ is the trivial character modulo $`q`$ (denoted $`\chi _0`$) if $`\chi (n)=1`$ for all $`n`$ coprime to $`q`$. We say that $`\chi `$ is even if $`\chi (1)=1`$, and odd if $`\chi (1)=1`$.

The Explicit Formula is the following relation between a sum over zeros of $`L(s,\chi )`$ and a sum over prime powers. To describe it, let

$$a(\chi )=\{\begin{array}{cc}0,\hfill & \chi \text{ even}\hfill \\ 1,\hfill & \chi \text{ odd}\hfill \end{array}$$

and let $`h(r)`$ be any even analytic function in the strip $`c𝔪(r)1+c`$ (for $`c>0`$) such that $`|h(r)|A(1+|r|)^{(1+\delta )}`$ (for $`r`$, $`A>0`$, $`\delta >0`$). Set $`g(u)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}h(r)e^{\mathrm{i}ru}dr`$, so that $`h(r)=_{\mathrm{}}^{\mathrm{}}g(u)e^{\mathrm{i}ru}du`$. Then

(2.1)
$$\begin{array}{c}\underset{j}{}h(\gamma _{j,\chi })=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}h(r)\left(\mathrm{log}q+G_\chi (r)\right)dr\hfill \\ \hfill \underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}g(\mathrm{log}n)\left(\chi (n)+\overline{\chi }(n)\right)\end{array}$$

where

$$G_\chi (r)=\frac{\mathrm{\Gamma }^{}}{\mathrm{\Gamma }}(\frac{1}{2}+a(\chi )+\mathrm{i}r)+\frac{\mathrm{\Gamma }^{}}{\mathrm{\Gamma }}(\frac{1}{2}+a(\chi )\mathrm{i}r)\frac{1}{2}\mathrm{log}\pi .$$

and the von Mangoldt function $`\mathrm{\Lambda }(n)`$ is defined as $`\mathrm{log}p`$ if $`n=p^k`$ is a prime power, and zero otherwise.

### 2.2. A decomposition of $`W_f`$

For test functions $`f`$ define the scaled level density $`W_f(\chi )`$ as

$$W_f(\chi ):=\underset{j}{}f(\frac{\mathrm{log}q}{2\pi }\gamma _{\chi ,j})$$

the sum over all nontrivial zeros of $`L(s,\chi )`$.

###### Definition 2.1.

$`f(x)`$ is an admissible test functions for $`W_f(\chi )`$ if it is a real, even function, whose Fourier transform $`\widehat{f}(u)`$ is compactly supported, and such that $`f(r)(1+|r|)^{1\delta }`$.

We will transform $`W_f`$ into a sum over prime powers by using the explicit formula for $`L(s,\chi )`$. In (2.1), take $`h(r)=f(\frac{\mathrm{log}q}{2\pi }r)`$, so that $`g(u)=\frac{1}{\mathrm{log}q}\widehat{f}(\frac{u}{\mathrm{log}q})`$, and note that the conditions on $`\widehat{f}`$ easily imply the analyticity and decay condition on $`h(r)`$ in the explicit formula. We then get a decomposition of $`W_f(\chi )`$ as

(2.2)
$$W_f(\chi )=\overline{W_f}(\chi )+W_f^{osc}(\chi )$$

where

$$\overline{W_f}(\chi ):=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}f(\frac{\mathrm{log}q}{2\pi }r)\left(\mathrm{log}q+G_\chi (r)\right)dr$$

and an oscillatory term

(2.3)
$$W_f^{osc}(\chi ):=\frac{1}{\mathrm{log}q}\underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\left(\chi (n)+\overline{\chi }(n)\right).$$

The first term $`\overline{W_f}(\chi )`$ gives

$$\overline{W_f}(\chi )=_{\mathrm{}}^{\mathrm{}}f(x)dx+𝒪(\frac{1}{\mathrm{log}q})$$

which is asymptotically independent of $`\chi `$.

## 3. The expectation of $`W_f`$

The “expectation” of $`W_f`$ is defined as the average over all $`q2`$ nontrivial characters modulo prime $`q`$

$$W_f_q:=\frac{1}{q2}\underset{\chi \chi _0}{}W_f(\chi )$$

###### Theorem 3.1.

Let $`f`$ be an admissible function, and assume $`\mathrm{supp}(\widehat{f})[2,2]`$. Then as $`q\mathrm{}`$,

$$W_f_q=_{\mathrm{}}^{\mathrm{}}f(x)dx+𝒪\left(\frac{1}{\mathrm{log}q}\right).$$

###### Proof.

We will use the decomposition (2.2) and average over $`\chi `$:

$$W_f_q=\overline{W_f}_q+W_f^{osc}_q.$$

Since $`\overline{W_f}`$ is asymptotically constant for any $`f`$, we have

$$\overline{W_f}_q=_{\mathrm{}}^{\mathrm{}}f(x)dx+𝒪(\frac{1}{\mathrm{log}q})$$

and thus it will suffice to show that

$$W_f^{osc}_q=𝒪(\frac{1}{\mathrm{log}q}).$$

We will show this under the assumption $`\mathrm{supp}(\widehat{f})[2,2]`$.

We have by (2.3) that

$$W_f^{osc}_q=\frac{1}{\mathrm{log}q}\underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\left(\chi (n)_q+\overline{\chi }(n)_q\right).$$

The mean value of $`\chi `$ is

$$\chi (n)_q=\overline{\chi }(n)_q=\{\begin{array}{cc}1,\hfill & n1\mathrm{mod}q\hfill \\ 0,\hfill & qn\hfill \\ \frac{1}{q2},\hfill & n0,1\mathrm{mod}q\hfill \end{array}$$

Thus we find

$$\begin{array}{c}W_f^{osc}_q=\frac{2}{\mathrm{log}q}\underset{n1\mathrm{mod}q}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})+\frac{2}{\mathrm{log}q}\frac{1}{q2}\underset{n1,0\mathrm{mod}q}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\hfill \end{array}$$

Assume that $`\mathrm{supp}(\widehat{f})[\alpha ,\alpha ]`$ for $`\alpha >0`$. Then the sum is over $`nq^\alpha `$. Since $`\widehat{f}`$ is bounded, we may replace it by $`1`$ over that range, and we therefore have

(3.1)
$$W_f^{osc}_q\frac{1}{\mathrm{log}q}\underset{\begin{array}{c}n1\mathrm{mod}q\\ nq^\alpha \end{array}}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}+\frac{1}{\mathrm{log}q}\frac{1}{q2}\underset{\begin{array}{c}nq^\alpha \end{array}}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}$$

To deal with the first sum in (3.1) one could replace primes by integers by noting that $`\mathrm{\Lambda }(n)\mathrm{log}n`$, obtaining

$`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \underset{\begin{array}{c}n1\mathrm{mod}q\\ nq^\alpha \end{array}}{}}{\displaystyle \frac{\mathrm{\Lambda }(n)}{\sqrt{n}}}`$ $`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \underset{\begin{array}{c}n1\mathrm{mod}q\\ nq^\alpha \end{array}}{}}{\displaystyle \frac{\mathrm{log}n}{\sqrt{n}}}`$
$`={\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \underset{m<q^{\alpha 1}}{}}{\displaystyle \frac{\mathrm{log}(mq+1)}{\sqrt{mq+1}}}`$
$`{\displaystyle \frac{1}{\sqrt{q}}}q^{(\alpha 1)/2}`$
which vanishes for $`\alpha <2`$. However, one gets a slightly stronger result by the Brun-Titchmarsh Theorem, , which says that if $`\pi (x;q,a)`$ is the number of primes $`px`$, $`pa\mathrm{mod}q`$, where $`q`$ and $`a`$ are coprime, then for $`x>2q`$,

$$\pi (x;q,a)<\frac{2x}{\phi (q)\mathrm{log}(x/q)}$$

Therefore, for $`\alpha >1`$,

$`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \underset{\begin{array}{c}n1\mathrm{mod}q\\ nq^\alpha \end{array}}{}}{\displaystyle \frac{\mathrm{\Lambda }(n)}{\sqrt{n}}}`$ $`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \underset{\begin{array}{c}p1\mathrm{mod}q\\ pq^\alpha \end{array}}{}}{\displaystyle \frac{\mathrm{log}p}{\sqrt{p}}}`$
$`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle _{2q}^{q^\alpha }}{\displaystyle \frac{\mathrm{log}x}{\sqrt{x}}}{\displaystyle \frac{1}{q}}{\displaystyle \frac{\mathrm{d}x}{\mathrm{log}(x/q)}}`$
$`{\displaystyle \frac{1}{\mathrm{log}q}}q^{1+\alpha /2}`$
which vanishes for $`\alpha 2`$.

To deal with the second sum in (3.1), one could similarly replace primes by integers, and note that

$$\frac{1}{\mathrm{log}q}\frac{1}{q2}\underset{\begin{array}{c}nq^\alpha \end{array}}{}\frac{\mathrm{log}n}{\sqrt{n}}q^{1+\alpha /2}$$

which vanishes if $`\alpha <2`$. Again this result can be strengthened by using the Prime Number Theorem, since

$`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \frac{1}{q2}}{\displaystyle \underset{\begin{array}{c}nq^\alpha \\ n0,1\mathrm{mod}q\end{array}}{}}{\displaystyle \frac{\mathrm{\Lambda }(n)}{\sqrt{n}}}`$ $`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \frac{1}{q}}{\displaystyle \underset{pq^\alpha }{}}{\displaystyle \frac{\mathrm{log}p}{\sqrt{p}}}`$
$`{\displaystyle \frac{1}{\mathrm{log}q}}{\displaystyle \frac{1}{q}}{\displaystyle _2^{q^\alpha }}{\displaystyle \frac{\mathrm{log}x}{\sqrt{x}}}{\displaystyle \frac{\mathrm{d}x}{\mathrm{log}x}}`$
$`{\displaystyle \frac{1}{\mathrm{log}q}}q^{1+\alpha /2}`$
which vanishes for $`\alpha 2`$.

Thus $`W_f^{osc}_q\frac{q^{1+\alpha /2}}{\mathrm{log}q}`$ and so if $`\alpha 2`$ we find $`W_f^{osc}_q0`$ as required. ∎

###### Remark.

Set

$$W_f^{(t)}(\chi )=\underset{\gamma _{\chi ,j}}{}f\left(\frac{\mathrm{log}q}{2\pi }(\gamma _{\chi ,j}t)\right)$$

which is like $`W_f(\chi )`$ but with the zeros shifted by height $`t`$. Averaging over all characters modulo $`q`$, and doing an extra smooth average over $`t`$, the expected value of $`W_f^{(t)}`$ converges to $`_{\mathrm{}}^{\mathrm{}}f(x)dx`$ without any restriction on the support of $`\widehat{f}`$.

## 4. The variance of $`W_f`$

###### Theorem 4.1.

Let $`f`$ be an admissible function and assume $`\mathrm{supp}\widehat{f}[1,1]`$, then the variance of $`W_f`$ tends to

(4.1)
$$\sigma (f)^2=_1^1|u|\widehat{f}(u)^2du$$

###### Proof.

The variance of $`W_f`$ is, by Theorem 3.1

$$\left(W_fW_f_q\right)^2_q=(W_f^{osc})^2_q+𝒪\left(\frac{1}{\mathrm{log}q}\right)$$

and by (2.3)

$$\begin{array}{c}(W_f^{osc})^2_q=\frac{1}{(\mathrm{log}q)^2}\underset{n_1}{}\underset{n_2}{}\frac{\mathrm{\Lambda }(n_1)}{\sqrt{n_1}}\frac{\mathrm{\Lambda }(n_2)}{\sqrt{n_2}}\widehat{f}\left(\frac{\mathrm{log}n_1}{\mathrm{log}q}\right)\widehat{f}\left(\frac{\mathrm{log}n_2}{\mathrm{log}q}\right)\times \hfill \\ \hfill \times \left(\chi (n_1)\chi (n_2)_q+\chi (n_1)\overline{\chi }(n_2)_q+\overline{\chi }(n_1)\chi (n_2)_q+\overline{\chi }(n_1)\overline{\chi }(n_2)_q\right)\end{array}$$

Now,

$$\chi (n_1)\chi (n_2)_q=\chi (n_1n_2)_q=\{\begin{array}{cc}1,\hfill & n_1n_21\mathrm{mod}q\hfill \\ 0,\hfill & n_1\text{ or }n_20\mathrm{mod}q\hfill \\ \frac{1}{q2},\hfill & \text{ otherwise}\hfill \end{array}$$

and

$$\chi (n_1)\overline{\chi }(n_2)_q=\{\begin{array}{cc}1,\hfill & n_1n_20\mathrm{mod}q\hfill \\ 0,\hfill & n_1\text{ or }n_20\mathrm{mod}q\hfill \\ \frac{1}{q2},\hfill & \text{ otherwise}\hfill \end{array}$$

Since we assume $`\mathrm{supp}\widehat{f}[1,1]`$, we need only consider $`n_1,n_2q`$. Therefore, writing $`\overline{n}_1`$ for the inverse of $`n_1`$ modulo $`q`$,

(4.2)
$$\begin{array}{c}(W_f^{osc})^2_q=\frac{1}{(\mathrm{log}q)^2}(2\underset{n_1=2}{\overset{q1}{}}\frac{\mathrm{\Lambda }(n_1)^2}{n_1}\widehat{f}\left(\frac{\mathrm{log}n_1}{\mathrm{log}q}\right)^2\hfill \\ \hfill +2\underset{n_1=2}{\overset{q1}{}}\frac{\mathrm{\Lambda }(n_1)}{\sqrt{n_1}}\frac{\mathrm{\Lambda }(\overline{n}_1)}{\sqrt{\overline{n}_1}}\widehat{f}\left(\frac{\mathrm{log}n_1}{\mathrm{log}q}\right)\widehat{f}\left(\frac{\mathrm{log}\overline{n}_1}{\mathrm{log}q}\right))\\ \hfill +𝒪\left(\frac{1}{q2}\left(\frac{1}{\mathrm{log}q}\underset{nq}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\right)^2\right)\end{array}$$

By the Prime Number Theorem,

$$\frac{1}{\mathrm{log}q}\underset{nq}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\frac{\sqrt{q}}{\mathrm{log}q}$$

and so the $`𝒪`$ term in (4.2) is bounded by $`\frac{1}{(\mathrm{log}q)^2}`$.

Now,

$`{\displaystyle \frac{2}{(\mathrm{log}q)^2}}{\displaystyle \underset{n_1=2}{\overset{q1}{}}}{\displaystyle \frac{\mathrm{\Lambda }(n_1)}{\sqrt{n_1}}}{\displaystyle \frac{\mathrm{\Lambda }(\overline{n}_1)}{\sqrt{\overline{n}_1}}}\widehat{f}\left({\displaystyle \frac{\mathrm{log}n_1}{\mathrm{log}q}}\right)\widehat{f}\left({\displaystyle \frac{\mathrm{log}\overline{n}_1}{\mathrm{log}q}}\right)`$ $`{\displaystyle \underset{\begin{array}{c}p<q\\ p,\overline{p}\text{ prime}\end{array}}{}}{\displaystyle \frac{1}{\sqrt{p}}}{\displaystyle \frac{1}{\sqrt{\overline{p}}}}`$
$`={\displaystyle \underset{\begin{array}{c}p<q\\ p,\overline{p}\text{ prime}\end{array}}{}}{\displaystyle \frac{1}{\sqrt{k_pq+1}}}`$
where $`k_p`$ is defined so that $`p\overline{p}=1+k_pq`$. By unique factorization, there are exactly two primes less than $`q`$ which produce a given $`k_p`$, namely $`p`$ and $`\overline{p}`$. Therefore there can be at most $`\frac{1}{2}\pi (q)`$ different $`k_p`$, all lying between $`1`$ and $`q1`$, and so

$`{\displaystyle \frac{1}{(\mathrm{log}q)^2}}{\displaystyle \underset{n_1=2}{\overset{q1}{}}}{\displaystyle \frac{\mathrm{\Lambda }(n_1)}{\sqrt{n_1}}}{\displaystyle \frac{\mathrm{\Lambda }(\overline{n}_1)}{\sqrt{\overline{n}_1}}}`$ $`{\displaystyle \underset{k=1}{\overset{\pi (q)/2}{}}}{\displaystyle \frac{1}{\sqrt{kq+1}}}`$
$`{\displaystyle \frac{1}{\sqrt{q}}}\sqrt{{\displaystyle \frac{q}{\mathrm{log}q}}}`$
Inserting this into (4.2) we have

$`(W_f^{osc})^2_q`$ $`={\displaystyle \frac{2}{(\mathrm{log}q)^2}}{\displaystyle \underset{n=2}{\overset{q1}{}}}{\displaystyle \frac{\mathrm{\Lambda }(n)^2}{n_1}}\widehat{f}({\displaystyle \frac{\mathrm{log}n}{\mathrm{log}q}})^2+𝒪\left({\displaystyle \frac{1}{\sqrt{\mathrm{log}q}}}\right)`$
$`={\displaystyle \frac{2}{(\mathrm{log}q)^2}}{\displaystyle \underset{p<q}{}}{\displaystyle \frac{(\mathrm{log}p)^2}{p}}\widehat{f}({\displaystyle \frac{\mathrm{log}p}{\mathrm{log}q}})^2+𝒪\left({\displaystyle \frac{1}{\sqrt{\mathrm{log}q}}}\right)`$
$`={\displaystyle \frac{2}{(\mathrm{log}q)^2}}{\displaystyle _2^q}{\displaystyle \frac{(\mathrm{log}x)^2}{x}}\widehat{f}({\displaystyle \frac{\mathrm{log}x}{\mathrm{log}q}})^2{\displaystyle \frac{\mathrm{d}x}{\mathrm{log}x}}+𝒪\left({\displaystyle \frac{1}{\sqrt{\mathrm{log}q}}}\right)`$
$`=2{\displaystyle _{\mathrm{log}2/\mathrm{log}q}^1}u\widehat{f}(u)^2du+𝒪\left({\displaystyle \frac{1}{\sqrt{\mathrm{log}q}}}\right)`$
and so we see that, since $`\widehat{f}(u)`$ is an even function,

$$\underset{q\mathrm{}}{lim}(W_f^{osc})^2_q=_1^1|u|\widehat{f}(u)^2du$$

as required. ∎

###### Remark.

Assuming GRH, Özlück  shows that the variance of linear statistics of the scaled zeros shifted by $`t`$ and weighted by a smooth function $`K`$, converge to the weighted form of (4.1) so long as $`\mathrm{supp}\widehat{f}(2,2)`$, when averaged over $`t`$ and over all characters of modulus less than $`q`$. In fact, random matrix theory suggests that (4.1) is the correct variance for all admissible functions (Theorem 6.2).

## 5. The moments of $`W_f`$

We now attempt to understand the distribution of the scaled level density $`W_f`$ around its expected value. We will find that the first few moments of $`W_f`$ converge to those of a Gaussian random variable with mean $`lim\overline{W_f}=_{\mathrm{}}^{\mathrm{}}f(x)dx`$ and variance

$$_{\mathrm{}}^{\mathrm{}}\mathrm{min}(1,|u|)\widehat{f}(u)^2du.$$

###### Theorem 5.1.

Let $`f`$ be an admissible function, and assume that

(5.1)
$$\mathrm{supp}\widehat{f}[\alpha ,\alpha ],\alpha >0.$$

If $`m<2/\alpha `$, then the $`m`$-th moment of $`W_f^{osc}`$ is

$$\underset{q\mathrm{}}{lim}(W_f^{osc})^m_q=\{\begin{array}{cc}\frac{m!}{2^{m/2}(m/2)!}\sigma (f)^m,\hfill & m\text{ even}\hfill \\ 0,\hfill & m\text{ odd}\hfill \end{array}$$

where $`\sigma (f)^2`$, the variance, is given in (4.1).

###### Proof.

By (2.3), we have

$$W_f^{osc}(\chi )=\frac{1}{\mathrm{log}q}\underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\left(\chi (n)+\overline{\chi }(n)\right)$$

This gives

$$\begin{array}{cc}\hfill (W_f^{osc}(\chi ))^m& =(\frac{1}{\mathrm{log}q})^m\underset{j=1}{\overset{m}{}}\underset{n_j}{}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})\left(\chi (n_j)+\overline{\chi }(n_j)\right)\hfill \\ & =\underset{S\{1,\mathrm{},m\}}{}J(S)(\chi )\hfill \end{array}$$

where for any subset of indices $`S\{1,\mathrm{},m\}`$, the summand $`J(S)(\chi )`$ corresponds to the different ways of picking $`\chi `$ and $`\overline{\chi }`$:

$$J(S)(\chi ):=(\frac{1}{\mathrm{log}q})^m\underset{n_1,\mathrm{},n_m}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})\chi (\underset{jS}{}n_j)\overline{\chi }(\underset{iS}{}n_i).$$

Now average over the nontrivial characters $`\chi `$, using

$$\chi (\underset{jS}{}n_j)\overline{\chi }(\underset{iS}{}n_i)_q=\{\begin{array}{cc}1,\hfill & _{jS}n_j_{iS}n_i0\mathrm{mod}q\hfill \\ 0,\hfill & \text{ any one of }n_j0\mathrm{mod}q\hfill \\ 1/(q2),\hfill & \text{ otherwise}\hfill \end{array}$$

This gives

$$(W_f^{osc}(\chi ))^m_q=\underset{S\{1,\mathrm{},m\}}{}J(S)_q$$

with

(5.2)
$$\begin{array}{c}J(S)_q=(\frac{1}{\mathrm{log}q})^m\underset{_{jS}n_j_{iS}n_i\mathrm{mod}q}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})\hfill \\ \hfill +𝒪\left(\frac{1}{q}\left(\frac{1}{\mathrm{log}q}\underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\right)^m\right).\end{array}$$

To bound the remainder term, use $`\mathrm{supp}\widehat{f}[\alpha ,\alpha ]`$ with $`\alpha <2/m`$ to estimate the sum

$$\underset{n}{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})\underset{nq^\alpha }{}\frac{\mathrm{\Lambda }(n)}{\sqrt{n}}q^{\alpha /2}$$

Thus the $`𝒪`$-term in (5.2) is bounded by

$$\frac{1}{q(\mathrm{log}q)^m}q^{m\alpha /2}q^{(1m\alpha /2)}0$$

Thus we find

$$J(S)_q=(\frac{1}{\mathrm{log}q})^m\underset{_{jS}n_j_{iS}n_i\mathrm{mod}q}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})+𝒪(q^{(1m\alpha /2)})$$

We split the sum for $`J(S)_q`$ into terms $`J_{eq}(S)`$ where we have equality $`_{jS}n_j=_{iS}n_i`$ rather then mere congruence modulo $`q`$, and the remaining terms:

$$J(S)_q=J_{eq}(S)+J_{cong}(S)+𝒪(q^{(1m\alpha /2)})$$

with

(5.3)
$$J_{eq}(S):=(\frac{1}{\mathrm{log}q})^m\underset{_{jS}n_j=_{iS}n_i}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})$$

$$J_{cong}(S):=(\frac{1}{\mathrm{log}q})^m\underset{\begin{array}{c}_{jS}n_j_{iS}n_i\mathrm{mod}q\\ _{jS}n_j_{iS}n_i\end{array}}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{\Lambda }(n_j)}{\sqrt{n_j}}\widehat{f}(\frac{\mathrm{log}n_j}{\mathrm{log}q})$$

### 5.1. Eliminating congruential terms

We will show that the terms $`J_{cong}(S)`$ are negligible:

$$J_{cong}(S)q^{(1m\alpha /2)+ϵ}$$

for all $`ϵ>0`$.

###### Lemma 5.2.

Assume $`XY=o(q^2)`$. Then

$$\underset{\begin{array}{c}M<X,N<Y\\ MN\\ MN\mathrm{mod}q\end{array}}{}\frac{1}{\sqrt{MN}}\frac{\sqrt{XY}}{q}$$

and moreover if $`\mathrm{max}(X,Y)=o(q)`$ then the sum is empty, hence equals zero.

###### Proof.

We may assume $`XY`$ and so certainly $`X=o(q)`$. Then in the sum we must have $`M<N`$ since otherwise, $`M=kq+N`$ with $`k1`$ and so $`q<M<X=o(q)`$ which gives a contradiction. If $`Y=o(q)`$ then likewise the sum is empty. Thus we now assume that $`Yq`$. In that case we write $`N=kq+M`$, $`1kY/q`$. Then our sum is

$$\begin{array}{cc}\hfill \underset{M<X}{}\frac{1}{\sqrt{M}}\underset{kY/q}{}\frac{1}{\sqrt{kq+M}}& \underset{M<X}{}\frac{1}{\sqrt{M}}\underset{kY/q}{}\frac{1}{\sqrt{kq}}\hfill \\ & \underset{M<X}{}\frac{1}{\sqrt{M}}\frac{\sqrt{Y}}{q}\frac{\sqrt{XY}}{q}\hfill \end{array}$$

as required. ∎

###### Lemma 5.3.

Assume that $`r+s=m`$, and that $`\alpha <2/m`$. Then

$$\frac{1}{(\mathrm{log}q)^m}\underset{\begin{array}{c}n_1,\mathrm{},n_r,m_1,\mathrm{}m_s<q^\alpha \\ {\scriptscriptstyle n_i}{\scriptscriptstyle m_j\mathrm{mod}q}\\ {\scriptscriptstyle n_i}{\scriptscriptstyle m_j}\end{array}}{}\frac{\mathrm{\Lambda }(n_i)}{\sqrt{n_i}}\frac{\mathrm{\Lambda }(m_j)}{\sqrt{m_j}}q^{m\alpha /21+ϵ}$$

###### Proof.

We replace the sum over prime powers by the sum over all integers and since all variables are bounded by $`q^\alpha `$, we replace $`\mathrm{\Lambda }(n)`$ by $`\mathrm{log}q`$. Thus our sum is $``$ than

$$\underset{\begin{array}{c}n_1,\mathrm{},n_r,m_1,\mathrm{}m_s<q^\alpha \\ {\scriptscriptstyle n_i}{\scriptscriptstyle m_j\mathrm{mod}q}\\ {\scriptscriptstyle n_i}{\scriptscriptstyle m_j}\end{array}}{}\frac{1}{\sqrt{n_i}}\frac{1}{\sqrt{m_j}}.$$

Now set $`N=n_i`$, $`M=m_j`$ and sum separately over those tuples $`n_1,\mathrm{},n_r`$ with $`N,M`$ fixed. The number of such tuples is $`q^ϵ`$ for all $`ϵ>0`$. Thus our sum is $``$ than

$$q^ϵ\underset{\begin{array}{c}M<q^{s\alpha },N<q^{r\alpha }\\ MN\mathrm{mod}q\\ MN\end{array}}{}\frac{1}{\sqrt{MN}}$$

which by Lemma 5.2 is $`q^{ϵ+m\alpha /21}`$ for all $`ϵ>0`$, since $`q^{r\alpha }q^{s\alpha }=o(q^2)`$ if $`m\alpha =(r+s)\alpha <2`$. ∎

Thus we find that

(5.4)
$$(W_f^{osc})^m_q=\underset{S\{1,\mathrm{},m\}}{}J_{eq}(S)+𝒪(q^{(1m\alpha /2)+ϵ})$$

for all $`ϵ>0`$.

### 5.2. Reduction to diagonal terms

Fix a subset $`S\{1,\mathrm{},m\}`$. The sum in $`J_{eq}(S)`$ (5.3) is over tuples $`(n_1,\mathrm{},n_m)`$ which satisfy $`_{jS}n_j=_{iS}n_i`$. We say that there is a perfect matching of terms if there is a bijection $`\sigma `$ of $`S`$ onto its complement $`S^c`$ in $`\{1,\mathrm{},m\}`$ so that $`n_j=n_{\sigma (j)}`$, for all $`jS`$. This can happen only if $`m=2k`$ is even and $`\mathrm{\#}S=\mathrm{\#}S^c=k`$.

Decompose

(5.5)
$$J_{eq}(S)=J_{diag}(S)+J_{non}(S)$$

where $`J_{diag}(S)`$ is the sum of matching terms - the diagonal part of the sum (nonexistent for most $`S`$), and $`J_{non}(S)`$ is the sum over the remaining, nonmatching, terms.

### 5.3. Diagonal terms

Assume that $`m=2k`$ is even. The diagonal terms are the sum over all $`\left(\genfrac{}{}{0pt}{}{2k}{k}\right)`$ subsets $`S\{1,\mathrm{}2k\}`$ of cardinality $`k=m/2`$ and for each such subset $`S`$, $`J_{diag}(S)`$ is the sum over all $`k!`$ bijections $`\sigma :SS^c`$ of $`S`$ onto its complement, of terms

$$\left(\frac{1}{(\mathrm{log}q)^2}\underset{n}{}\frac{\mathrm{\Lambda }(n)^2}{n}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})^2\right)^k$$

We evaluate each factor by using the Prime Number Theorem:

(5.6)
$$\begin{array}{cc}\hfill \frac{1}{(\mathrm{log}q)^2}\underset{n}{}\frac{\mathrm{\Lambda }(n)^2}{n}\widehat{f}(\frac{\mathrm{log}n}{\mathrm{log}q})^2& \frac{1}{(\mathrm{log}q)^2}_2^{\mathrm{}}\frac{\mathrm{log}t}{t}\widehat{f}(\frac{\mathrm{log}t}{\mathrm{log}q})^2dt\hfill \\ & _0^{\mathrm{}}u\widehat{f}(u)^2du\hfill \end{array}$$

Since our function is even and supported inside $`(2/m,2/m)(1,1)`$ (since $`m2`$), we can rewrite this as

$$\frac{1}{2}_{\mathrm{}}^{\mathrm{}}\mathrm{min}(1,|u|)\widehat{f}(u)^2\mathrm{d}u=:\sigma (f)^2/2$$

This shows that for $`m=2k`$ even we have as $`q\mathrm{}`$ that

$$\underset{S\{1,\mathrm{},m\}}{}J_{diag}(S)\frac{(2k)!}{2^kk!}\sigma (f)^{2k}$$

Below we will show that the nondiagonal terms $`J_{non}(S)`$ are negligible, and hence by (5.4) and (5.5) we will have thus proved Theorem 5.1. ∎

### 5.4. Bounding the off-diagonal terms $`J_{non}(S)`$

We will show that

###### Lemma 5.4.

$$J_{non}(S)\frac{1}{\mathrm{log}q}$$

###### Proof.

Since

$$\frac{1}{\mathrm{log}q}\underset{p}{}\underset{k3}{}\frac{\mathrm{log}p}{p^{k/2}}\frac{1}{\mathrm{log}q}\underset{p}{}\frac{\mathrm{log}p}{p^{3/2}}\frac{1}{\mathrm{log}q}$$

the contribution of cubes and higher prime powers to (5.3) is negligible, and we may assume in $`J_{non}(S)`$ that the $`n_i`$ are either prime or squares of primes (upto a remainder of $`𝒪(1/\mathrm{log}q)`$). By the Fundamental Theorem of Arithmetic, an equality $`_{iS}n_i=_{jS^c}n_j`$ forces some of the terms to match, and unless there is a perfect matching of all terms, the remaining integers satisfy equalities of the form $`n_1n_2=n_3`$ with $`n_1=n_2=p`$ prime and $`n_3=p^2`$ a square of that prime. Thus upto a remainder of $`𝒪(1/\mathrm{log}q)`$, $`J_{non}(S)`$ is a sum of terms of the form

$$\left(\frac{1}{(\mathrm{log}q)^2}\underset{\begin{array}{c}p\\ k=1,2\end{array}}{}\frac{(\mathrm{log}p)^2}{p^k}\widehat{f}(\frac{\mathrm{log}p^k}{\mathrm{log}q})^2\right)^u\left(\frac{1}{(\mathrm{log}q)^3}\underset{p}{}\frac{(\mathrm{log}p)^3}{p^2}\widehat{f}(\frac{\mathrm{log}p}{\mathrm{log}q})^2\widehat{f}(\frac{\mathrm{log}p^2}{\mathrm{log}q})\right)^v$$

with $`2u+3v=m`$, and $`v1`$.

We showed (5.6) that the matching terms have an asymptotic value, hence are bounded. We bound the second type of term by

$$\frac{1}{(\mathrm{log}q)^3}\underset{p}{}\frac{(\mathrm{log}p)^3}{p^2}\widehat{f}(\frac{\mathrm{log}p}{\mathrm{log}q})^2\widehat{f}(\frac{\mathrm{log}p^2}{\mathrm{log}q})\frac{1}{(\mathrm{log}q)^3}\underset{p}{}\frac{(\mathrm{log}p)^3}{p^2}\frac{1}{(\mathrm{log}q)^3}$$

Thus as long as $`v1`$ (that is if there is no perfect matching of all terms), we get that the contribution of $`J_{non}(S)`$ is $`𝒪(1/\mathrm{log}q)`$. This proves Lemma 5.4. ∎

## 6. The random matrix model

Let $`f(x)`$ be an even real function subject to the decay condition that there exists a fixed $`ϵ>0`$ and $`A>0`$ such that

(6.1)
$$f(x)<A(1+|x|)^{(1+ϵ)}\text{ for all }x$$

Define

$$F_N(\theta ):=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}f\left(\frac{N}{2\pi }(\theta +2\pi j)\right)$$

so that $`F_N(\theta )`$ is $`2\pi `$-periodic. Define

$$Z_f(U):=\underset{j=1}{\overset{N}{}}F_N(\theta _j)$$

where $`U`$ is an $`N\times N`$ unitary matrix with eigenangles $`\theta _1,\mathrm{},\theta _N`$. This is the random matrix equivalent of $`W_f(\chi )`$.

The Fourier coefficients of $`F_N(\theta )`$ are

$`a_{n,N}`$ $`={\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }F_N(\theta )e^{\mathrm{i}n\theta }d\theta `$
$`={\displaystyle \frac{1}{N}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}f(x)e^{2\pi \mathrm{i}nx/N}dx`$
$`={\displaystyle \frac{1}{N}}\widehat{f}\left({\displaystyle \frac{n}{N}}\right)`$
and so, if the matrix $`U`$ has eigenangles $`\theta _1,\mathrm{},\theta _N`$,

$`Z_f(U)`$ $`:={\displaystyle \underset{j=1}{\overset{N}{}}}F_N(\theta _j)`$
(6.2) $`={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N}}\widehat{f}\left({\displaystyle \frac{n}{N}}\right)\mathrm{Tr}U^n.`$
Since

$$𝔼\left\{\mathrm{Tr}U^n\right\}=\{\begin{array}{cc}N,\hfill & n=0\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array}$$

we have thus proven

###### Theorem 6.1.

$$𝔼\left\{Z_f\right\}=\widehat{f}(0)$$

The definition of Fourier transform we use is such that $`\widehat{f}(0)=_{\mathrm{}}^{\mathrm{}}f(x)dx`$, so this Theorem is in perfect agreement with Theorem 3.1.

###### Theorem 6.2.

The variance of $`Z_f`$ tends to $`\sigma ^2`$ as $`N\mathrm{}`$, where

(6.3)
$$\sigma ^2=_{\mathrm{}}^{\mathrm{}}\mathrm{min}(|u|,1)\widehat{f}(u)^2du$$

###### Proof.

Since

$$𝔼\left\{\mathrm{Tr}U^n\mathrm{Tr}U^m\right\}=\{\begin{array}{cc}N^2\hfill & \text{ if }n=m=0\hfill \\ |n|\hfill & \text{ if }n=m\text{ and }|n|N\hfill \\ N\hfill & \text{ if }n=m\text{ and }|n|N\hfill \\ 0\hfill & \text{ otherwise}\hfill \end{array}$$

we have

$`𝔼\left\{\left(Z_f\widehat{f}(0)\right)^2\right\}`$ $`={\displaystyle \underset{\begin{array}{c}n=\mathrm{}\\ n0\end{array}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N^2}}\widehat{f}\left({\displaystyle \frac{n}{N}}\right)\widehat{f}\left({\displaystyle \frac{n}{N}}\right)\mathrm{min}(|n|,N)`$
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{min}(|u|,1)\widehat{f}(u)^2du`$
the last line following from the definition of a Riemann integral, and from the fact that $`f(x)`$ is even. ∎

Note that this is the same as the variance of $`W_f(\chi )`$ (Theorem 4.1) when $`\widehat{f}`$ is restricted to have support contained in $`[1,1]`$.

### 6.1. Mock-Gaussian behaviour

From (6.2) and Theorem 6.1, the $`m`$th centered moment is

$$\begin{array}{c}𝔼\left\{\left(Z_f𝔼\{Z_f\}\right)^m\right\}\hfill \\ \hfill =\underset{\begin{array}{c}n_1=\mathrm{}\\ n_10\end{array}}{\overset{\mathrm{}}{}}\mathrm{}\underset{\begin{array}{c}n_m=\mathrm{}\\ n_m0\end{array}}{\overset{\mathrm{}}{}}\frac{1}{N}\widehat{f}\left(\frac{n_1}{N}\right)\mathrm{}\frac{1}{N}\widehat{f}\left(\frac{n_m}{N}\right)𝔼\left\{\mathrm{Tr}U^{n_1}\mathrm{}\mathrm{Tr}U^{n_m}\right\}\end{array}$$

The following two Lemmas will enable us to calculate these moments, under certain restrictions on the support of $`\widehat{f}(u)`$.

###### Lemma 6.3.

If $`_{j=1}^mn_j0`$ then

$$𝔼\left\{\underset{j=1}{\overset{m}{}}\mathrm{Tr}U^{n_j}\right\}=0$$

###### Proof.

By rotation invariance of Haar measure, the left hand-side is left unchanged by multiplication by $`Ie^{\mathrm{i}\theta }`$ (where $`\theta `$ is an arbitrary angle, and $`I`$ is the identity matrix). Since $`\mathrm{Tr}\left((UIe^{\mathrm{i}\theta })^n\right)=e^{\mathrm{i}n\theta }\mathrm{Tr}U^n`$, this means

$$𝔼\left\{\underset{j=1}{\overset{m}{}}\mathrm{Tr}U^{n_j}\right\}=\mathrm{exp}\left(\mathrm{i}\theta \underset{j=1}{\overset{m}{}}n_j\right)𝔼\left\{\underset{j=1}{\overset{m}{}}\mathrm{Tr}U^{n_j}\right\}$$

which is true only if either both sides are zero, or if $`_{j=1}^mn_j=0`$. ∎

###### Lemma 6.4.

(Diaconis, Shahshahani ). For $`a_j,b_j\{0,1,2,\mathrm{}\}`$, if

$$N\mathrm{max}(\underset{j=1}{\overset{k}{}}ja_j,\underset{j=1}{\overset{k}{}}jb_j),$$

then

$$𝔼\left\{\underset{j=1}{\overset{k}{}}\left(\mathrm{Tr}U^j\right)^{a_j}\left(\mathrm{Tr}U^j\right)^{b_j}\right\}=\delta _{a,b}\underset{j=1}{\overset{k}{}}j^{a_j}a_j!$$

where $`\delta _{a,b}=1`$ if $`a_j=b_j`$ for $`j=1,\mathrm{},k`$, and $`\delta _{a,b}=0`$ otherwise.

###### Theorem 6.5.

For any integer $`m2`$, if $`\mathrm{supp}\widehat{f}(u)[2/m,2/m]`$, then

$$\underset{N\mathrm{}}{lim}𝔼\left\{\left(Z_f\widehat{f}(0)\right)^m\right\}=\{\begin{array}{cc}0\hfill & \text{ if }m\text{ odd}\hfill \\ \frac{(2k)!}{2^kk!}\sigma ^m\hfill & \text{ if }m=2k,k1\text{ an integer}\hfill \end{array}$$

where $`\sigma ^2`$, the variance, is given by (6.3).

###### Proof.

The restriction on the support of $`\widehat{f}(u)`$ gives

(6.4)
$$\begin{array}{c}𝔼\left\{\left(Z_f\widehat{f}(0)\right)^m\right\}\hfill \\ \hfill =\frac{1}{N^m}\underset{\begin{array}{c}n_1=2N/m\\ n_10\end{array}}{\overset{2N/m}{}}\mathrm{}\underset{\begin{array}{c}n_m=2N/m\\ n_m0\end{array}}{\overset{2N/m}{}}\widehat{f}\left(\frac{n_1}{N}\right)\mathrm{}\widehat{f}\left(\frac{n_m}{N}\right)𝔼\left\{\mathrm{Tr}U^{n_1}\mathrm{}\mathrm{Tr}U^{n_m}\right\}\end{array}$$

Lemma 6.3 means that to have a non-zero contribution, $`n_j=0`$, and so

$$\underset{\begin{array}{c}n_j\\ |n_j|<2N/m\\ {\scriptscriptstyle n_j}=0\end{array}}{\mathrm{max}}\left\{\underset{j=1}{\overset{m}{}}n_j11_{\{n_j>0\}}\right\}\frac{m}{2}\frac{2N}{m}=N$$

the maximum is obtained by all the positive terms equal to $`2N/m`$, and all the negative terms to $`2N/m`$. (This maximum is obtainable only if $`m`$ is even). Thus we see that the support restriction means all the nonzero terms in (6.4) can be calculated using Lemma 6.4.

To obtain anything nonzero using Lemma 6.4, there must be a bijection $`\sigma `$ mapping $`\{1,\mathrm{},m\}`$ into itself so that $`n_j=n_{\sigma (j)}`$ for all $`j`$. Note that no $`n_j`$ can equal zero, since this is expressly forbidden in (6.4).

For odd $`m`$, it is impossible to pair off the $`n_j`$ without having at least one $`n_j=0`$. Therefore (6.4) is zero for $`m`$ odd.

For even $`m=2k`$, assume the $`n_j`$ are such that they can be paired off, and relabel so that $`r_1=n_{j_1}`$ where $`j_1`$ is the smallest number such that $`n_{j_1}>0`$, $`r_2=n_{j_2}`$ where $`j_2`$ is the second smallest number such that $`n_{j_2}>0`$ etc. There are $`\left(\genfrac{}{}{0pt}{}{2k}{k}\right)`$ ways of arranging the positive $`n_j>0`$ to give the same $`r_i`$. The number of ways of ordering the negative $`n_j`$ such that each positive term has a negative partner equals $`\frac{k!}{b_1!b_2!\mathrm{}}`$ where $`b_i=\mathrm{\#}\{j:n_j=i\}`$. Therefore, after reordering, (6.4) equals

$`{\displaystyle \underset{r_1=1}{\overset{N/k}{}}}\mathrm{}{\displaystyle \underset{r_k=1}{\overset{N/k}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{2k}{k}}\right){\displaystyle \frac{k!}{b_1!b_2!\mathrm{}}}`$ $`𝔼\left\{\left|\mathrm{Tr}U^{r_1}\right|^2\mathrm{}\left|\mathrm{Tr}U^{r_k}\right|^2\right\}{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{1}{N^2}}\widehat{f}({\displaystyle \frac{r_i}{N}})\widehat{f}({\displaystyle \frac{r_i}{N}})`$
$`={\displaystyle \frac{(2k)!}{k!}}\left({\displaystyle \underset{r=1}{\overset{N/k}{}}}r\left|{\displaystyle \frac{1}{N}}\widehat{f}\left({\displaystyle \frac{r}{N}}\right)\right|^2\right)^k`$
$`{\displaystyle \frac{(2k)!}{k!2^k}}\sigma ^2`$
since

$$\frac{1}{b_1!b_2!\mathrm{}}𝔼\left\{\left|\mathrm{Tr}U^{r_1}\right|^2\mathrm{}\left|\mathrm{Tr}U^{r_k}\right|^2\right\}=\underset{j=1}{\overset{k}{}}r_j$$

by Lemma 6.4, and since

$$\underset{r=1}{\overset{N/k}{}}r\left|\frac{1}{N}\widehat{f}\left(\frac{r}{N}\right)\right|^2\frac{1}{2}_{1/k}^{1/k}|u|\left|\widehat{f}(u)\right|^2du=\frac{1}{2}\sigma ^2$$

when $`\mathrm{supp}\widehat{f}[1/k,1/k]`$, where $`\sigma ^2`$ is given by (6.3). ∎

###### Remark.

One can also prove Theorem 6.5 by a completely different method, using techniques found in ; we need to take this route when dealing with the other classical groups in .

## 7. Unrestricted moments of $`Z_f(U)`$

In this section we will calculate the (uncentered) $`m`$th moment of $`Z_f(U)`$ without restriction on the support. This allows us to conjecture an extension to Theorems 3.1 and 5.1. In particular, it appears that the $`m`$th centered moment of $`W_f(\chi )`$ is not Gaussian outside of the range given in Theorem 5.1, which would imply that $`W_f(\chi )`$ does not converge to a normal distribution.

We wish to calculate the (uncentered) $`m`$th moment of $`Z_f(U)`$.

$`M_m`$ $`:=\underset{N\mathrm{}}{lim}𝔼\left\{\left(Z_f\right)^m\right\}`$
(7.1) $`=\underset{N\mathrm{}}{lim}𝔼\left\{{\displaystyle \underset{i_1=1}{\overset{N}{}}}\mathrm{}{\displaystyle \underset{i_n=1}{\overset{N}{}}}F_N(\theta _{i_1})\mathrm{}F_N(\theta _{i_n})\right\}`$
To evaluate $`M_m`$, we use the $`r`$-point correlation function of Dyson:

###### Lemma 7.1.

(Dyson). For an arbitrary function $`g`$ of $`r`$ variables which is $`2\pi `$–periodic in all its variables,

$$\begin{array}{c}𝔼\left\{\underset{\begin{array}{c}i_1,\mathrm{},i_r=1\\ i_j\text{ all distinct}\end{array}}{\overset{N}{}}g(\theta _{i_1},\mathrm{},\theta _{i_r})\right\}\hfill \\ \hfill =\frac{1}{(2\pi )^r}_\pi ^\pi \mathrm{}_\pi ^\pi g(\theta _1,\mathrm{},\theta _r)R_r^{(N)}(\theta _1,\mathrm{},\theta _r)d\theta _1\mathrm{}d\theta _r\end{array}$$

where

$$R_r^{(N)}(\theta _1,\mathrm{},\theta _r)=det\left\{S_N(\theta _j\theta _i)\right\}_{1i,jr}$$

with

$$S_N(x)=\frac{\mathrm{sin}(Nx/2)}{\mathrm{sin}(x/2)}$$

Note that the sums in (7.1) range unrestrictedly over all variables (they include both diagonal and off-diagonal terms), whereas Lemma 7.1 requires the sums to be over distinct variables (off-diagonals only). We overcome this problem by summing over the diagonals separately.

###### Definition 7.2.

$`\sigma `$ is said to be a set partition of $`m`$ elements into $`r`$ non-empty blocks if

$$\sigma :\{1,\mathrm{},m\}\{1,\mathrm{},r\}$$

satisfying

1. For every $`q\{1,\mathrm{},r\}`$ there exists at least one $`j`$ such that $`\sigma (j)=q`$ (this is the non-emptiness of the blocks).
2. For all $`j`$, either $`\sigma (j)=1`$ or there exists a $`k<j`$ such that $`\sigma (j)=\sigma (k)+1`$. (Roughly speaking, if we think of $`\{1,\mathrm{},r\}`$ as denoting ordered pigeonholes, then $`\sigma (j)`$ either goes into a non-empty pigeonhole, or into the next empty hole).

The collection of all set partitions of $`m`$ elements into $`r`$ blocks is denoted $`P(m,r)`$.

###### Remark.

The number of $`\sigma P(m,r)`$ is equal to $`S(m,r)`$, a Stirling number of the second kind. The number of set partitions of $`m`$ elements into any number of non-empty blocks is $`_{r=1}^mS(m,r)=B_m`$, a Bell number.

###### Lemma 7.3.

For any function $`g`$ of $`m`$ variables,

$$\underset{j_1,\mathrm{},j_m}{}g(x_{j_1},\mathrm{},x_{j_m})=\underset{r=1}{\overset{m}{}}\underset{\sigma P(m,r)}{}\underset{\begin{array}{c}\mathrm{i}_1,\mathrm{},i_r\\ i_j\text{ all distinct}\end{array}}{}g(x_{i_{\sigma (1)}},\mathrm{},x_{i_{\sigma (m)}})$$

###### Proof.

Each term on the LHS appears once and only once on the RHS, so they are equal. ∎

###### Theorem 7.4.

$$M_m=\underset{r=1}{\overset{m}{}}\underset{r}{\underset{}{\mathrm{}}}_{\mathrm{}}^{\mathrm{}}R_r(x_1,\mathrm{},x_r)\underset{\sigma P(m,r)}{}\underset{q=1}{\overset{r}{}}f^{\lambda _q}(x_q)\mathrm{d}x_q$$

where $`\lambda _q=\mathrm{\#}\{j:\sigma (j)=q\}`$, and where

$$R_r(x_1,\mathrm{},x_r)=det\left\{\frac{\mathrm{sin}(\pi (x_jx_i))}{\pi (x_jx_i)}\right\}_{1i,jr}$$

###### Proof.

Recall (7.1), that

$$M_m=\underset{N\mathrm{}}{lim}𝔼\left\{\underset{i_1=1}{\overset{N}{}}\mathrm{}\underset{i_m=1}{\overset{N}{}}F_N(\theta _{i_1})\mathrm{}F_N(\theta _{i_m})\right\}$$

Lemma 7.3 gives

(7.2)
$$\begin{array}{c}𝔼\left\{\underset{i_1=1}{\overset{N}{}}\mathrm{}\underset{i_m=1}{\overset{N}{}}F_N(\theta _{i_1})\mathrm{}F_N(\theta _{i_m})\right\}\hfill \\ \hfill =\underset{r=1}{\overset{m}{}}\underset{\sigma P(m,r)}{}𝔼\left\{\underset{\begin{array}{c}i_1,\mathrm{},i_r=1\\ i_j\text{ all distinct}\end{array}}{\overset{N}{}}F_N(\theta _{i_{\sigma (1)}})\mathrm{}F_N(\theta _{i_{\sigma (m)}})\right\}\\ \hfill =\underset{r=1}{\overset{m}{}}\underset{\sigma P(m,r)}{}𝔼\left\{\underset{\begin{array}{c}i_1,\mathrm{},i_r=1\\ i_j\text{ all distinct}\end{array}}{\overset{N}{}}F_N^{\lambda _1}(\theta _{i_1})\mathrm{}F_N^{\lambda _r}(\theta _{i_r})\right\}\end{array}$$

where $`\lambda _q=\mathrm{\#}\{j:\sigma (j)=q\}`$. Lemma 7.1 now applies, and gives

$$\begin{array}{c}𝔼\left\{\underset{\begin{array}{c}i_1,\mathrm{},i_r=1\\ i_j\text{ all distinct}\end{array}}{\overset{N}{}}F_N^{\lambda _1}(\theta _{i_1})\mathrm{}F_N^{\lambda _r}(\theta _{i_r})\right\}\hfill \\ \hfill =\frac{1}{(2\pi )^r}\mathrm{}_\pi ^\pi F_N^{\lambda _1}(\theta _1)\mathrm{}F_N^{\lambda _r}(\theta _r)R_r^{(N)}(\theta _1,\mathrm{},\theta _r)d\theta _1\mathrm{}d\theta _r\\ \hfill =\frac{1}{N^r}\mathrm{}_{N/2}^{N/2}R_r^{(N)}(\frac{2\pi x_1}{N},\mathrm{},\frac{2\pi x_r}{N})\underset{q=1}{\overset{r}{}}F_N^{\lambda _q}\left(\frac{2\pi x_q}{N}\right)\mathrm{d}x_q\end{array}$$

upon change variables to $`x_n=\frac{N}{2\pi }\theta _n`$. Now,

$`F_N\left({\displaystyle \frac{2\pi x}{N}}\right)`$ $`={\displaystyle \underset{j=\mathrm{}}{\overset{\mathrm{}}{}}}f(x+Nj)`$
$`=f(x)+𝒪\left({\displaystyle \frac{1}{N^{1+ϵ}}}\right)`$
uniformly for all $`x[N/2,N/2]`$, due to the decay condition on $`f`$, (6.1).

Since

$$\underset{N\mathrm{}}{lim}\frac{1}{N^r}R_r^{(N)}(\frac{2\pi x_1}{N},\mathrm{},\frac{2\pi x_r}{N})=R_r(x_1,\mathrm{},x_r)$$

where

$$R_r(x_1,\mathrm{},x_r)=det\left\{\frac{\mathrm{sin}(\pi (x_jx_i))}{\pi (x_jx_i)}\right\}_{1i,jr}$$

we have

(7.3)
$$\begin{array}{c}\underset{N\mathrm{}}{lim}𝔼\left\{\underset{\begin{array}{c}i_1,\mathrm{},i_r=1\\ i_j\text{ all distinct}\end{array}}{\overset{N}{}}F_N^{\lambda _1}(\theta _{i_1})\mathrm{}F_N^{\lambda _r}(\theta _{i_r})\right\}\hfill \\ \hfill =\mathrm{}_{\mathrm{}}^{\mathrm{}}R_r(x_1,\mathrm{},x_r)\underset{q=1}{\overset{r}{}}f^{\lambda _q}(x_q)\mathrm{d}x_q\end{array}$$

Hence, combining (7.1), (7.2) and (7.3)

$`M_m`$ $`=\underset{N\mathrm{}}{lim}𝔼\left\{{\displaystyle \underset{i_1=1}{\overset{N}{}}}\mathrm{}{\displaystyle \underset{i_m=1}{\overset{N}{}}}F_N(\theta _{i_1})\mathrm{}F_N(\theta _{i_m})\right\}`$
(7.4) $`={\displaystyle \underset{r=1}{\overset{m}{}}}{\displaystyle \underset{\sigma P(m,r)}{}}\underset{r}{\underset{}{{\displaystyle \mathrm{}}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}R_r(x_1,\mathrm{},x_r){\displaystyle \underset{q=1}{\overset{r}{}}}f^{\lambda _q}(x_q)\mathrm{d}x_q`$
as required. ∎

###### Remark.

One can show that the moments $`M_m`$ of $`Z_f`$ uniquely determine the distribution $`Z_f`$ weakly converges to as $`N\mathrm{}`$.

## 8. Application: small first zeros of $`L(s,\chi )`$

In this section we will apply the results of §§3 and 4 to show that, under the assumption of GRH there exist Dirichlet $`L`$–functions whose first zero is lower than the expected height. Small gaps between high zeros of the Riemann zeta function (which also obey unitary statistics) have been much studied. Montgomery  showed that an infinite number of zeros are less than $`0.68`$ times their average spacing. This was reduced to $`0.5179`$ by Montgomery and Odlyzko ; to $`0.5171`$ by Conrey, Ghosh and Gonek ; and to $`0.5169`$ by Conrey and Iwaniec, as announced in . Conrey, Ghosh, Goldston, Gonek and Heath-Brown  showed that a positive proportion of zeros are less than $`0.77`$ times the average spacing, a result improved to $`0.6878`$ by Soundararajan . We should perhaps point out that the main difference between gaps between the zeta zeros, and the height of the lowest Dirichlet zero is that the point $`1/2`$ in not expected to “repel” low-lying zeros.

### 8.1. Infinitely many small first zeros

Using Theorem 3.1 we are able to obtain some partial results for extreme low-lying zeros of Dirichlet $`L`$–functions.

###### Theorem 8.1.

Assume GRH. If

(8.1)
$$\underset{q\mathrm{}}{lim}W_f_q=_{\mathrm{}}^{\mathrm{}}f(x)dx$$

for all admissible functions $`f`$ with $`\mathrm{supp}\widehat{f}[2R,2R]`$, then

$$\underset{q\mathrm{}}{lim\; inf}\underset{\chi \chi _0}{\mathrm{min}}x_{\chi ,1}\frac{1}{4R}$$

where the minimum of the first zero of $`L(s,\chi )`$ is taken over all non-trivial characters modulo $`q`$.

###### Proof.

Let $`\widehat{g}(u)`$ be an even, continuous function, with $`\mathrm{supp}\widehat{g}[R,R]`$, and such that $`\widehat{g}(u)`$ is differentiable in $`[R,R]`$ and $`g(x)|x|^{3/2\delta }`$, $`\delta >0`$.

Let

$$B:=\sqrt{\frac{_0^{\mathrm{}}x^2g^2(x)dx}{_0^{\mathrm{}}g^2(x)dx}}=\sqrt{\frac{\frac{1}{4\pi ^2}_0^{\mathrm{}}\widehat{g}^{}(u)^2du}{_0^{\mathrm{}}\widehat{g}(u)^2du}}$$

so, by assumptions on $`\widehat{g}(u)`$ and its derivative, we see that $`\beta `$ is a strictly positive finite real number.

Define, for $`\beta >B`$,

$$f(x)=(x^2\beta ^2)g^2(x)$$

so that $`f`$ has the properties

(8.2)
$$_0^{\mathrm{}}f(x)dx=(\beta ^2B^2)_0^{\mathrm{}}g^2(x)dx<0$$

and

$$f(x)\begin{array}{c}\\ \end{array}0\text{ for }|x|\begin{array}{c}\\ \end{array}\beta $$

Note that the conditions on $`\widehat{g}(u)`$ mean that $`f`$ is an admissible function.

Observe that

$`\widehat{f}(u)`$ $`={\displaystyle \frac{1}{4\pi ^2}}{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}u^2}}(\widehat{g}\widehat{g})(u)\beta ^2(\widehat{g}\widehat{g})(u)`$
$`=\frac{1}{4\pi ^2}(\widehat{g}^{}\widehat{g}^{})(u)\beta ^2(\widehat{g}\widehat{g})(u)`$
where $`(\widehat{g}\widehat{g})(u)`$ is the convolution of $`\widehat{g}`$ with itself. Since differentiation and multiplication by a constant does not increase the support of a function, we may conclude that $`\mathrm{supp}\widehat{f}[2R,2R]`$ since, by assumption, $`\mathrm{supp}\widehat{g}[R,R]`$.

Therefore, by assumption (8.1) and by (8.2),

$$\frac{1}{q2}\underset{\chi \chi _0}{}\underset{j1}{}f\left(x_{\chi ,j}\right)_0^{\mathrm{}}f(x)dx<0.$$

By the assumption of GRH all the $`x_{\chi ,j}`$ are real, and so we may conclude that there exists a $`q_0`$ such that for all $`q>q_0`$,

$$\frac{1}{q2}\underset{\chi \chi _0}{}\underset{\begin{array}{c}j1\\ x_{\chi ,j}\beta \end{array}}{}f\left(x_{\chi ,j}\right)<\frac{1}{q2}\underset{\chi \chi _0}{}\underset{j1}{}f\left(x_{\chi ,j}\right)<0$$

and so, for all $`q>q_0`$ at least one $`\chi `$, a non-trivial character modulo $`q`$, exists with $`x_{\chi ,1}\beta `$. (Note that this method produces a non-vacuous result only if $`\beta <1`$, since by definition, $`x_{\chi ,1}_q1`$.) The Theorem will follow if we can construct a $`g(x)`$ satisfying all the conditions such that $`B=1/4R`$, by letting $`\beta B`$.

Taking $`\widehat{g}(u)=\mathrm{cos}\left(\frac{\pi u}{2R}\right)11_{\{|u|R\}}`$, so that

$$g(x)=\frac{4R\mathrm{cos}(2\pi xR)}{\pi (16x^2R^21)},$$

we see that

$$B^2=\frac{_0^{\mathrm{}}x^2g^2(x)dx}{_0^{\mathrm{}}g^2(x)dx}=\frac{1}{16R^2}$$

This concludes the proof of Theorem 8.1. ∎

###### Remark.

Our choice of $`\widehat{g}(u)=\mathrm{cos}\left(\frac{\pi u}{2R}\right)11_{\{|u|R\}}`$ was not an arbitrary one, as this is the optimizing function for this method.

###### Corollary 8.2.

If the Generalised Riemann Hypothesis holds, then

$$\underset{q\mathrm{}}{lim\; inf}\underset{\chi \chi _0}{\mathrm{min}}x_{\chi ,1}\frac{1}{4}$$

where the minimum of the first scaled zero of $`L(s,\chi )`$ is taken over all non-trivial characters modulo $`q`$.

###### Proof.

By Theorem 3.1 we may take $`R=1`$ in Theorem 8.1. ∎

###### Remark.

Random matrix theory suggests that

$$\underset{q\mathrm{}}{lim\; inf}\underset{\chi \chi _0}{\mathrm{min}}x_{\chi ,1}=0$$

### 8.2. Positive proportion of small first zeros

Theorem 8.1 combined with Theorem 5.1 allows us to deduce a statement about a positive proportion (rather than just infinitely many) of the $`\chi `$ have smaller than expected first zeros.

###### Theorem 8.3.

Assume GRH. For $`\beta 0.633`$,

$$\begin{array}{c}\underset{q\mathrm{}}{lim\; inf}\frac{1}{q2}\mathrm{\#}\{\chi \chi _0:x_{\chi ,1}<\beta \}\hfill \\ \hfill \frac{11\pi ^2372\beta ^288\pi ^2\beta ^248\beta ^4+176\pi ^2\beta ^4}{12\pi ^2(4\beta ^21)^2}\end{array}$$

###### Remark.

Random matrix theory suggests that a positive proportion of the $`\chi `$ have $`x_{\chi ,1}<\beta `$ for any $`\beta >0`$.

###### Proof of Theorem 8.3.

Take

$$f_\beta (x)=(x^2\beta ^2)g^2(x)$$

where

$$\widehat{g}(u)=\mathrm{cos}(\pi u)11_{\{|u|1/2\}}$$

(so $`\widehat{f}(u)`$ has support in $`[1,1]`$, and $`f(x)0`$ for $`|x|\beta `$, and $`f(x)0`$ otherwise).

As in the proof of Theorem 8.1 we have

$`\underset{q\mathrm{}}{lim}W_f_q`$ $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}f(x)dx`$
$`<0\text{ for }\beta >1/2\text{.}`$
By Theorem 5.1,

$$\underset{q\mathrm{}}{lim}\left(W_fW_f_q\right)^2_q=_1^1|u|\left|\widehat{f}(u)\right|^2du$$

Chebyshev’s inequality gives

$$\underset{q\mathrm{}}{lim\; sup}\frac{1}{q2}\mathrm{\#}\{\chi \chi _0:\left|W_fW_f_q\right|ϵ\}\frac{_1^1|u|\left|\widehat{f}(u)\right|^2du}{ϵ^2}$$

and so, using the fact that $`f`$ is even,

$$\begin{array}{c}\underset{q\mathrm{}}{lim\; inf}\frac{1}{q2}\mathrm{\#}\{\chi \chi _0:\left|\underset{j1}{}f(x_{\chi ,j})_0^{\mathrm{}}f(x)dx\right|ϵ_1\}\hfill \\ \hfill 1\frac{_1^1|u|\left|\widehat{f}(u)\right|^2du}{4ϵ_1^2}\end{array}$$

where $`ϵ_1=ϵ/2`$.

If $`\beta >1/2`$, putting $`ϵ_1=\left|_0^{\mathrm{}}f(x)dx\right|=\frac{1}{2}\left|\widehat{f}(0)\right|`$, we get

$$\begin{array}{c}\underset{q\mathrm{}}{lim\; inf}\frac{1}{q2}\mathrm{\#}\{\chi \chi _0:2\left|_0^{\mathrm{}}f(x)dx\right|\underset{j1}{}f(x_{\chi ,j})0\}\hfill \\ \hfill 1\frac{_1^1|u|\left|\widehat{f}(u)\right|^2du}{\widehat{f}(0)^2}\end{array}$$

(Note we need GRH here, so that $`_{j1}f(x_{\chi ,j})`$ is real). Since $`f(x_{\chi ,j})<0`$ implies $`x_{\chi ,j}<\beta `$ we may conclude that, after working out the integrals on the right hand side,

$$\begin{array}{c}\underset{q\mathrm{}}{lim\; inf}\frac{1}{q2}\mathrm{\#}\{\chi \chi _0:x_{\chi ,1}<\beta \}\hfill \\ \hfill 1\frac{3+\pi ^2+72\beta ^28\pi ^2\beta ^2+48\beta ^4+16\pi ^2\beta ^4}{12\pi ^2(4\beta ^21)^2}\end{array}$$

The right hand side is greater than zero for

$$\beta \frac{1}{2}\frac{\sqrt{9+11\pi ^2+2\sqrt{18+66\pi ^2}}}{\sqrt{11\pi ^23}}0.633$$

as required. ∎

###### Remark.

The test function we used in the proof is the optimum test function for Theorem 8.1, but that does not necessarily make it the optimum test function here. Indeed, the word “optimum” is not well defined here, as one can either try to find a function that maximises the estimate of the proportion of $`\chi `$ satisfying $`x_{1,\chi }<\beta `$, or one could try to find a function which minimises the $`\beta `$ for which this method proves a positive proportion of $`x_{1,\chi }\beta `$.