in Mathematics
and its Applications
Volume 109
Series Editor
Willard Miller, Jr.
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Institute for Mathematics and
its A pplications
IMA
**********
IMA ANNUAL PROGRAMS
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Dennis A. Hejhal J oeI Friedman
Martin C. Gutzwiller Andrew M. Odlyzko
Editors
Emerging Applications
of Number Theory
Springer
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Dennis A. Hejhal Joel Friedman
School of Mathematics Department of Mathematics
University of Minnesota University of British Columbia
Minneapolis, MN 55455, USA Vancouver, British Columbia V6T lZ2,
Canada
Series Editor:
Willard Miller, Jr.
Institute for Mathematics and its
Applications
University of Minnesota
Minneapolis, MN 55455, USA
Mathematics Subject Classification (1991): 05CXX, 81Q50, lIFXX, II MXX, 30FXX,
35PXX, 35Q40, 58F17, 58F19, 81QXX
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FOREWORD
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PREFACE
vii
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Vlll PREFACE
ber theory. Prime examples of this are particles  say electrons  mov
ing either in a cavity, or on a Riemann surface of negative curvature, and
the resultant description using zeta functions. Applications of these con
cepts have recently been made to small (mesoscopic) switching elements,
quantum computers, quantum dot devices, polymers, and so on.
The lectures during week 1 touched on a good portion of this. The
plenary lectures, in particular, were invaluable for the stateoftheart sur
veys they provided to listeners. (Number theorists, for instance, found it
very stimulating to be able to hear firsthand accounts of progress taking
place in the lab.)
During the second week, the focus gradually shifted over to one of
graph theory. Applicationwise, graphs are frequently used to model
communication networks, both among people and processors. In many
types of analyses, the optimal network often turns out to be one having
properties similar to random networks. One good example of such a prop
erty is "expansion," which guarantees an absence of "hot spots" in the
network. It turns out that random graphs have a great deal of expansion,
but it is a famous open problem to give explicit constructions of graphs
with as much expansion. A lot of excitement has been generated in recent
years with the discovery of explicit constructions having quite good expan
sion; these constructions require number theory and the spectral theory of
graphs (viz., eigenvalue considerations) to prove that they do, in fact, have
the necessary properties. These developments also have ties to the spectral
theory of differential operators, algebraic geometry, representation theory,
and the trace formula.
The graphtheoretic part of the program concentrated largely on the
use of number theory to construct graphs having desirable features such
as the good expansion property mentioned above. There are many ways
number theory can be used to produce large classes of such graphs. To
show that these graphs have the desired properties, one typically combines
the spectral theory of graphs with numbertheoretical estimates to prove
that these graphs' eigenvalues are small, and then checks that any graph
with small eigenvalues necessarily has good behavior. There are a number
of relationships between eigenvalues and graph properties that are not yet
well understood; several of the 2nd week lectures touched on this (e.g., from
the pointofview of combinatorial trace formulae and zeta functions). In
addition, there are a number of new applications of expanders, including
to coding theory, which were reported on.
The week 2 lecturers did an admirable job of not only surveying re
cent developments, but also pinpointing some of the most important tech
nical/structural similarities between areas (a) and (b).
This volume contains the refereed versions of papers from the meeting,
including contributions from 16 of the 29 onehour, plenary speakers.
Taken together, the papers offer a rather good sense of what transpired
at the meeting  both at the lectures and in smaller discussions.
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PREFACE ix
Dennis A. Hejhal
Joel Friedman
Martin C. Gutzwiller
Andrew M. Odlyzko
May, 1998
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CONTENTS
Foreword ............................................................. v
Preface ............................................................. vii
xi
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xii CONTENTS
with
C = YolMdYolBd Bd = {x E ]Rd : Ixl :S I}.
(21T)d '
Hormander [Horl] proves the general estimate for the error function:
and he shows that this estimate is sharp for the ddimensional sphere Sd,
when the eigenvalues have high multiplicity. Duistermaat and Guillemin
[DG] improve the Hormander estimate to
n(E) =0 ( E(dl)/2) ,
under the assumption that the union of all closed geodesics has Lebesgue
measure zero on the cotangent unit bundle. For manifolds of negative
curvature Berard [Ber] proves the estimate
n(E) =0 (E(dl)/2/10gE) ,
is just the number of lattice points inside the circle x~ + x~ = E, and (1.1)
reads
N(E) = 7l"E + n(E).
In this case the problem of evaluating n(E) is the classical circle problem
which goes back to Gauss. Gauss proves the estimate
n(E) = O(E1/ 2),
which is equivalent in this particular case to the Hormander estimate (1.2).
The Gauss estimate is rather obvious since n(E) cannot grow faster than
the length of the boundary. First nontrivial estimate,
is derived by Sierpinski [Sie]. Then the exponent 1/3 in this estimate has
been improved due to the works by Hardy, Landau, Vinogradov, Walfisz,
Titchmarsh, Hua, Kolesnik, Iwaniec and Mozzochi, Huxley, and others.
Huxley [Hux] proves the estimate
(1.5)
which is probably the best estimate at the present time. Hardy's careful
conjecture [Har1]: "it is not unlikely that
for all positive e," remains open. On the other hand, Hardy [Har2] proves
that
. n(E)
hm sup El/4 > 0,
Etoo
(1.7) .. n(E)
lk~l~f EI/4(IogE)l/4 > 0,
which shows that the exponent in (1.6) cannot be smaller than (1/4) + e.
The Hardy conjecture (1.6) combined with (1. 7) suggest that "typical"
values of n(E) are of the order of EI/ 4 , and it is confirmed by the classical
theorem of Cramer [Cra]:
10r = C > O.
T
(1.8) lim T:/2 In(EWdE
Ttoo
Fig. 1 shows the error function n(E) as a function of the radius R = "fE. It
is easy to see that n(R2) is irregularly oscillating around 0, and it looks like
a random function. So it is quite natural to study probabilistic characteris
tics/of n(R2), like average value, mean square deviation, limit distribution,
correlations, etc. Since there is nothing random in the problem, the prob
abilistic characteristics of n(R2) are understood as ergodic averages. Let
us introduce the normalized error function as
(1.10) lim T
Ttoo
liT 0
g(F(R))dR = foo 00
g(x}p(x)dx.
(2.2) R~ 1,
where
A = Area A,
/
where x(n) E r is the unique point on r where the outer normal vector to
r coincides with n/lnl, x(x) is the curvature, and
(2.4) w(n) = 211"(n,x(n)) > OJ ¢(nja) = 211"(a,n) + (311"/4).
The meaning of the B 2 almost periodicity and (2.3) is that
lim limsup ~ r T
Fa(R)  11"1 L Inr3/2Ix(x(n))II/2
N+oo T+oo 10 nEZ2,0<JnJ<N
I'
(2.5)
x eo,{w(njR _ ~(n; oj) dR ~0
(see [Bes] and [LZh]). Since in B2 we have the Parseval identity, Theorem
2.1 has the following corollary, which is an extension of the Cramer theorem.
Denote by 0 < WI < W2 < ... , all different values of w(n), n E Z2, n "I o.
Corollary.
(2.6) lim T
T+oo
liT 0
Fa(R) dR = 0,
and
(2.7) lim T
T+oo
liT
0
lFa(RWdR = C,
TRACE FORMULA 5
where
00
k=l
(2.8)
1 " Inl3/2Ix(x(n))11/2 exp(±i4>(n;a))
211' L...J
n:w(n)=wk
lim T
t+oo
liT 0
g(J(R)) dR = 100
00
g(x) lI(dx).
In addition,
lim T
t+oo
liT . = 1
0
f(R)3 dR
00
00
x 3. 11(dx), j = 1,2.
Corollary. There exists a probability distribution lIa (dx) on a line
such that for all bounded continuous functions g(x),
(2.9) lim T
t+oo
liT 0
g(Fa(R)) dR = 100
00
g(x) lIa (dx).
We would like to know the properties of lIa (dx). For a shifted circle it
is studied by Bleher, Cheng, Dyson, and Lebowitz [BCDLj.
THEOREM 2.3 (See [BCDL]). Assume that r is a circle. Then for
all a E ]R2, lIa (dx) is absolutely continuous with respect to the Lebesgue
measure, and the density Pa(x) = lIa(dx}jdx is an entire function such
that for all e > 0,
(2.1O)
and
Then D(o:) is a continuous function of 0:, and for all rational 0: E QP,
Z = {n = (nl' n2) E Z2 : nl, n2 "# 0 are relatively prime} U (1,0) U (0, 1).
(2.13)
THEOREM 2.5 (See [BIe2] and [BKS]). Assume that the numbers {w(n),
n E Z} are linearly independent over Z, i.e., if kIWI + ... + kmw m = 0 for
some k i E Z then all k i = O. Then for all 0: E ]R2, the distribution lI",(dx)
has a density p",(x) = lI",(dx)/dx which is an entire function in x, and
·
I1m 
logp",(x)
4
 C±
()
0: > 0.
x+±oo x
If r possesses a symmetry then w(n) coincides for symmetric n. In this
case Theorem 2.5 remains valid if w(nd, . .. ,w(nm ) are linearly indepen
dent over Z for all nl, ... ,nm E Z such that ni and nj are not symmetric.
For an ellipse xi + J.t2x~ = 1 the condition of linear independence of w(n)
over Z holds if J.t 2 is a transcendental number (see [BIe2]), hence in this
case we have Theorem 2.5. For the ellipse xi + J.t2X~ = 1 the normalized
error function is
(2.14)
Figs. 210 (taken from [BIe2]) show the density p",(x) of the limit distri
bution of F",(R) for ellipses with different value of J.L and different 0:. It
obviously varies and can be bimodal.
How to explain the nonGaussian nature of p",(x)? Let us consider, as
an example, an ellipse xi + J.L2X~ = 1 with some transcendental J.t 2, and
let us take 0: = O. We rewrite the Fourier series (2.3) in this case as
where Inl~ = ni + p2n~ (see [Ble2]). Now we can take some m from the
set
°
z+ = {m = (ml' m2) E ;Z:;2: ml, m2 > are relatively prime}U(l, O)U(O, 1),
(2.15)
and first make a summation over all n = km, kEN, and symmetric points,
and then over m E Z+. This gives
where
L k
00
(2.20)
k:n(Wk) is rational
r(2/3) 1dx 1 1 / 3
fPk(R) = 23 2 / 3 7r 4 / 3 ds (wd L .
sm[27r(Wk,n(Wk))lnIR27r(n, a)] ,
nEL(Wk), n,tO
(2.22)
and Fcr(R) is a B2almost periodic function of R. The B 2Fourier series
of Fcr(R) is
. Fcr (R) =7r 1L Ix(x)I 1 / 2L Inl 3 / 2 cos [27r(x, n(x))lnIR  4>(x, n, a)],
xErr\W nEL(x),n,tO
(2.23)
where 4>(x,n,a) = (7r/2) + (7r/4)sgnx(x) + 27r(n, a).
We can compare this result with the Colin de Verdiere estimate [CdV2].
THEOREM 2.7 (See [CdV2]). Assume that A satisfies (i) and (ii).
Then
(2.24)
I = r sin = const,
Q
where r is the radial coordinate and Q is the angle between the velocity
vector and the meridian. Let
where <p is the angular coordinate. We will assume that f(s) has a simple
structure, so that
where
f(smax) = O:S;s:S;L
max f(s).
to be the phase of 'Y(1) between Xo and X2 (see Fig. 11). Observe that
w(1) is defined mod 1. To define w(1) uniquely, we choose a continuous
branch of w(1) starting at w(O) = O. Define 7(1) = limI+I0 7(1) and
w(l) = limI+I0 w(I). A finite geodesic 'Y(1) on M2 with 0 < 1 < 1 is
closed if and only if w(1) is rational. More precisely, let nb) denote the
number of revolution of a closed geodesic 'Y around the axis A, and let m( 'Y)
denote the number of oscillations of 'Y along meridian. Then
w(1) = nb(1))  1.
mb(1))
(3.1)
where summation goes over all closed (in general, multiple) oriented
geodesics 'Y =1= 0 on M2, ¢ = (7r /2) + (7r / 4) sgn w' (I) and
A ("f) = 7r l ( _1)m(Y)lw'(I)I l / 2m("f)3/2
(3.3) = 7rl(_1)m(Y)lw'(I)Il/2r(I)3/21'Y13/2, 1= I("f).
10r L
1
lim lim sup T
T
F(R)  A("f) cos(I'YIR  ¢) dR = O.
N+oo T+oo
closed geodesics "I with l"lI<N
Therefore (3.2) is actually an asymptotic trace formula describing the be
havior of F(R) for large R (d. [Gui)). In addition, (3.2) can be viewed
as a rigorous version of the general trace formula of Berry and Tabor (see
[BTl] and [BT3)) for integrable quantum systems, applied to the surface
of revolution.
Fig. 12 taken from [Ble3], shows the phase function w(I) for three sur
faces of revolution: (a) oblong ellipsoid, (b) oblate ellipsoid, and
(c) belllike surface. It is w'(I) > 0 for the oblong ellipsoid, w'(I) < 0
for the oblate ellipsoid, and w(I) has a critical point for the belllike sur
face. Hence Theorem 3.1 is applicable in the cases (a) and (b), and it is
not applicable in the case (c). To extend Theorem 3.1 to the case (c), we
introduce the following condition.
Diophantine Hypothesis. Assume that w(I) has at most finitely
many critical points 0 < h < ... < h < 1, and w"(h) =1= 0 for all
k = 1, ... , K. Assume, in addition, that for all k = 1, ... , K, w(h) is
either rational or Diophantine in the sense that there exist 0 < ( < 1 and
C > 0 such that
\:IE E Q.
q
where iPk(R) are bounded periodic functions and F(R) is B2almost peri
odic function. The Fourier series of iPk(R) is
(3.5)
12 PAVEL BLEHER
and
. iT
hm
Ttoo 0
IN(R2)  NEBK(R2)1ZdR
R = 0.
TRACE FORMULA 13
lim T
T+oo
liT 0
g(F(R)) dR = 100
00
g(x) I/(dx).
If, in addition, the lengths of all primitive closed geodesics on M2 with non
negative Clairaut integral I are linearly independent over Z, then the prob
ability distribution 1/( dx) is absolutely continuous, and the density p( x) =
I/(dx)/dx is an entire function such that
·
1Im logp(x)  0
4 c±>.
x+±oo X
Similar result holds as well for the error function F(R) in the case
when M2 has a simple structure and it satisfies the Diophantine Hypoth
esis (see [BKS]). It is to be noted that the limit distribution I/(dx) is not
Gaussian. As we have discussed before, it is related to the convergence of
the series of squared amplitudes in the trace formula. For chaotic systems,
Aurich, Bolte, and Steiner [ABS] have found universally a Gaussian limit
distribution of the error function. This can be explained as follows.
In the chaotic case we can apply the Gutzwiller trace formula and we
can write it for 0 < R < T as
n(R2) = L AkfkbkR) + error term,
k:'Yk <I(T)
where 0 < /1 < /2 < ... are all the different lengths of primitive closed
geodesics on the manifold, l(T) is a cutoff, and h(t) are periodic functions
of period 1 with
14 PAVEL BLEHER
Assume that the numbers {rk} are incommensurable. Then the limit dis
tribution of n(R2) is to be the one of the random series
L Akik((h),
k:'Yk<I(T}
(4.1)
where 0 ~ ql,q2 ~ 1 are coordinates on the torus and U1 (qd, U2(Q2) are
smooth periodic functions of period 1 satisfying the inequality Udqd >
U2(q2) for all Ql,Q2. The Laplacian is then
(4.2)
(4.3)
The geodesic flow on the Liouville surface is integrable due to the integral
TRACE FORMULA 15
A direct computation shows that ~ and (J' commute. Consider the counting
function N(E) of ~ and the normalized error function
(4.5)
c = AreaM2
471"
The asymptotic behavior of F(R) is studied in the paper of Kosygin, Mi
nasov, and Sinai [KMS]. It is shown in [KMS] that under some condition
of nondegeneracy of the Liouville surface, the function F(R) is Blalmost
periodic. If, in addition, the Liouville surface is "generic" then the distri
bution density of F(R) is an entire function, and it decays at infinity at
least as exp( _lxl(16/9)E). These results are further extended by Bleher,
Kosygin, and Sinai (see [BKS)). To describe the results we have to discuss
some properties of the geodesic flow. Define
S(p,q) _ U2(q2)p~+Ul(qdp~
(4.7)
H(p,q)  p~ + p~
hence on ME the value c = S(p, q)j H(P, q) varies from C4 to Cl' If C4 < c <
C3 or C2 < C < Cl the set ME,c is a union oftwo twodimensional torii which
correspond to two opposite directions of motion. In this case the projection
of ME,c onto M2 is a band, and a geodesic goes along the band oscillating
between its two edges. If C3 < C < C2 then ME,c is a union of four two
dimensional torii which correspond to different directions of motion along
the axes ql and q2. In this case the projection of ME,c on M2 is the whole
manifold M2 and a geodesic winds around M2. At C = C4 and C = Cl, ME,c
degenerates into two circles, and a geodesic is a stable periodic orbit. At
C = C2 and C = C3, ME,c consists of two unstable periodic orbits and four
separatrix cylinders.
16 PAVEL BLEHER
Let h,I2, 'P1 ,'P2 be the actionangle variables for the geodesic flow on
the Liouville surface M2. The action variables 11 ,12 are constant on the
invariant torii and they are calculated as follows:
and
The sign ± in the last formula corresponds to the invariant torii with
positive and negative direction of motion along q1. Similarly,
and
(4.10)
Let
(4.13) a(e)
a2H ) = det (aWk)
= det ( alkalI ah .
The function a(e) can be computed by the formula
4Ll2
(4.14) a(e) = m(c)Ll~'
TRACE FORMULA 17
where m(c) is the number of invariant torii in the set ME,c and
We call a pair of real numbers (a1' a2) Diophantine if there exist T >1
and C > 0 such that for all nonzero pairs of integers (k1' k 2 ),
C
Ik 1 a 1 + k2a 21 2: Ikl(1og Ikl)r '
x('}')=ldet (8~::IJ (c)l, O'('}')= sgn det (8~::IJ (c), l' E ME,c,
·
11m logp(x)  0
 4  c± > .
x+±oo X
(5.1) AreaA = 1.
Let
(5.3) lim
S,T+00:(S/Tl/2)+00, (S/T)+D
112Tg (Fa(E, S)) dE=1 g(x)/ta(dx),
T
T
00
00
F. (E) = Na(E)  E
a El/4
(5.4) lim 112T9 (Fa(E, S)) dE= /21 00 g(x)j.t", (dx; z/c) dc.
T
S,T+00:(SjTl/2)+z T 1 00
·
I1m logp",(x; z)  (.) 0
 4  z > .
C± 0,
x+±oo x
Also in this case, if ~""z is a random variable with the distribution J1", (dx; z),
then as z + 0 the distribution of the random variable ~a,z/(E~~,z)lj2 ap
proaches the standard Gaussian distribution, with zero mean and variance
1.
If r has a symmetry, Theorem 5.2 is valid if the numbers w(nd, ... ,
w(n m ) are linearly independent for all n1, . .. , nm such that all ni and nj
are not symmetric. In particular, this holds for all ellipses xi + j.t2X~ = 1
with transcendental j.t. A special consideration shows that an analog of
Theorem 5.2 holds for the circle as well (see [BL1]). The second moment
of the distribution J1e. (dx; z),
(5.5) lim
S,T+00:(SjTl/2)+Z
1 12T F",(E, S)2dE
T
T
= /21 Da(z/c) dc.
Figs. 1416, taken from [BL1J, show the number variance D",(z) for the
circle and 0 = 0, for the ellipse with j.t = 7r and 0 = 0, and for the same
ellipse and 0 = (0.1,0.1). The number variance approaches an almost
periodic function at infinity, and it has different asymptotics at the origin,
which depends on the symmetry of the problem (see [BL1]). For the circle
0102 =I °
Do{z) '" Cz 1I0gzl, and for the ellipse Do{z) '" 4z and D",{z) '" z if
(see Figs. 1416).
20 PAVEL BLEHER
iJ.t  :: i ~ e ciqi
, i = 1,2, ....
(5.8) ·
11m .!.12T IN(E + 8) 8 N(E) 
sup T
81 2 dE _
 00.
Ttoo T
The limit (5.6) is consistent with the conjecture that for every Dio
phantine J.t, the numbers
The last part of Theorem 5.2 concerning the Gaussian limit of 'a,z as
Z + 00, supports the following conjecture.
The Gaussian Conjecture. Let
F (E S) = N(E + S)  N(E)  S
a , D(T, SP/2 '
where
D(T, S) =~
TiT
r
2T
IN(E + S)  N(E)  SI 2dE,
and S = T"I where 0 < , < 1/2 is fixed. Then for every bounded continuous
function g(x),
1
lim T
T+oo
iT
2T
g(Fa(E, S)) dE = (27r)1/2 fOO
00
2
g(x)e X /2dx.
(5.9)
is done in the paper [BT2] by Berry and Tabor (see also [Ber2] and [Tab]).
Sinai [Sin1,Sin2] and Major [Maj] prove a limit Poisson distribution for
N(E, S) in the case of a random domain A. Major [Maj] also proves some
other results in this direction, and he shows that a typical oval from the
probability space, used in his and Sinai's papers, is not twice differentiable:
the derivative of the oval equation behaves roughly as a Brownian trajec
tory. For smooth (say, analytic) ovals the Poisson conjecture remains open.
Sarnak [Sar2] studies the distribution of the values at nonnegative integers
of a positive binary quadratic form P(x, y) = ax 2 + /3xy + 'Yy2. He proves
that there is a set M in the space of the coefficients (a, /3, 'Y) with 4a'Y > /3 2
of full Lebesgue measure such that for all (a,/3.7) E M, the second cor
relation function of the values of P(m, n), m, nEZ, m, n ~ 0, has the
Poisson asymptotics. To prove the individual asymptotics for the second
correlation function, Sarnak actually estimates the fourth correlation func
tion in the ensemble of the quadratic forms. Cheng, Lebowitz, and Major
[CLM] proves the Poissontype asymptotics for the second order correlation
function in the latticepoint problem with a random shift.
The conjecture of local Poisson distribution for integrable quantum sys
tems is a part of the universality conjecture for generic quantum systems:
for integrable systems the local statistics is Poissonian, while for hyperbolic
systems it is the WignerDyson statistics of the ensemble of Gaussian ma
trices. This conjecture is based on a number of analytical, numerical and
experimental results; see the papers and monographs by Bohigas, Gian
noni, Schmidt [BGS], Bohigas [Boh] , Casati, Chirikov, Guarneri [CCG],
Berry and Tabor [BT], Berry [Ber2], Gutzwiller [Gut], Ozorio de Almeida
[OdA], Tabor [Tab], Steiner [Ste], Graf, Harney, Lengeler, Lewenkopf, Ran
gacharyulu, Richter, Schardt, and Weidenmiiller [GW], Stoffregen, Stein,
Stockmann, KUB, and Haake [SH], and many others.
6. Latticepoint problem in dimension greater than 2. Let a E
IRd be a fixed point. Define
NcAR) = # {n E Zd: In  al ~ R,
which is the number of lattice points in a ddimensional ball of radius R
centered at a, and
NO/(R)  ndRd
FO/(R) = R(dl)/2 '
where nd is the volume of a unit ball in Rd. We will assume that d ~ 3. Let
a = (al, . .. ,ad) satisfy the following Diophantine condition: for all e > 0
there exists C(e) > 0 such that for all m = (mo, ml, ... , md) E Zd+I, m =I
0,
d
(6.1) mo + L mjaj ~ C(e).
j=1
TRACE FORMULA 23
This condition is fulfilled for almost all 0: with respect to the Lebesgue
measure. BIeher and Bourgain [BB) prove the following result.
THEOREM 6.1 (See [BBl).
(1) Let 0: satisfy (6.1). Then Fa(R) has for R + 00 a limit distribution
Va (dx) satisfying for all e > 0 the tail estimate
(3) For d = 3 and almost all 0:, Pa(x) extends to an entire function and,
in addition, one has for all e > 0 the lower estimate
The proof of Theorem 6.1 uses the Poisson summation formula, which
yields essentially that
(6.4) fm(t) ¢)
k=l
and
(6.5)
2: Irm(O:W« M~+c,
m5,M
With the help of Lemma 6.2, it is proved that for typical a, Fa:(R) is
a B1almost periodic function and Theorem 6.1 holds. The Diophantine
condition on a is essential. If a is rational then Na:(R) has big jumps. To
see it let us consider a = O. For d > 4 the number of solutions of the
equation
n 21 + ... +nd2 =m
is of the order of m(d2)/2, which gives rise to the jumps of the function
No(R).
For d = 3 Jarnik [Jar] proves the following result. Let
and
No(R) _ 41rR3
Fo(R) = R 3 , R2:1.
lim TI 1 T
T+oo og
iT !Fo(R)1 dR = K > o.
0
2
K _ 32(2)
 7(3) ,
and they conjecture that the limit distribution of Fo(R) is Gaussian. The
orem 6.3 can be extended to Fa:(R) with rational a.
THEOREM 6.4. If
then
lim
T+oo
I1 T
T og
iT !Fa: (RWdR = K(a) > O.
0
32(2) p2
K(a) = 7q2(3) II p2 + P + 1 '
plq
TRACE FORMULA 25
where q is the least common multiplier of ql, q2, q3 and the product is taken
over all prime divisors p of q. If all qi = 2mod4 then K(a) = K(a/2). In
all other cases
K 8((2) p2
(a) = q2((3) II p2 + P + 1 .
plq
The proof of Theorem 6.4 is an application of the formula (6.2) and the
following lemma which is based on the HardyLittlewood circle method.
LEMMA 6.5. Assume that d = 3, a E 1R3 , and rm(a) is defined as in
{6.5}. Then
M
lim M 2
M+oo
L Irm(aW = L(a) > 0,
m=l
hence the problem of finding the asymptotics of the eigenvalues E(nl' n2)
reduces to the same problem for the numbers
(7.2)
Sj = _3_,
~.
~min
and the distribution function P).. (s) as
P ( ) = # {Aj ~ >. : Sj ~ s}
).. S # {Aj ~ >.} .
THEOREM 7.1 (See [Ble5]). Assume that 0: = (V5 1)/2. Then there
exists a periodic of period 1 family of distribution functions P(s; T),
P(s; T + 1) = P(s; T),
such that
lim sup 1P)..(s)  P(s; log,e >')1 = 0,
)..+00 O:S;s<oo
°
[Sta], [PBG], and [Ble5]). This implies a hard core repulsion of energy levels
with P)..(s) = for all s < 1. Along the same lines, a similar result can
be obtained for every quadratic irrational 0:. The important point in the
proof is that the continued fraction of any quadratic irrational is periodic.
The case of generic a is more complicated. In general, there exists no
limit of spacing distribution, and the problem is to find, in what sense the
limit can exist? This problem is studied by Bleher [Ble6] and by Greenman
[Gre]. Consider the continued fraction [a1, a2,"'] which represents a and
the partial fractions
Pk
 = [a1, ... ,ak], k>1.
qk
THEOREM 7.2 (See [Ble6]). There exists a probability distribution func
tion P(s) such that for almost all a on [0,1] with respect to Lebesgue mea
sure,
n
lim n 1 "
n+oo ~
PPk (s) = P(s).
k=l
TRACE FORMULA 27
R
FIG. 1. The graph of the function n(R2) = # {n E £;2 : Inl :<:; R}  7rR2.
28 PAVEL BLEHER
1.0 ....,~_..__r__r~___,..__,
0.5
1.0 r.r~,;__r_.__._.,_.__,
0.5
0.5
_ ____'
0.0 L.........:::""....I._'_L_L._J,._~__..::~'__
3.6 1.2 1.2 3.6 6.0
6.0
FIG. 4. J.I = rr/50, a = (0,0).
1.0 r~,~.r___r_~_.__~
_,
0.5
1.0 r~''',___r"____'r~___,
I~
0.5
6.0 3.6
) ~
0.0 ' ' ... ...,Q .l._ .3..... _........._  
1.2 1.2
I . ._
3.6
_ _ _ _  '
6.0
1.0 r~r...__r____r_..,.____,r~___,
0.5
___'
0.0 '..1..'''_..L.._L._L.~______ _~_ _
3.6 1.2 1.2 3.6 6.0
6.0
FIG. 7. J1. = 11'/50, a: = (0.2,0.2).
TRACE FORMF LA 31
,
1.0 r~'~"r_~_~_._~_
0.5
_   I
0.0 L....'"""~~I...._l._L.:~_...J" _
3.6 1.2 1.2 3.6 6.0
6.0
FIG. 8. J.I = 1, a = (0.3437,0.4304).
_~_ ,
1.0 r~'~"rr~_r
0.5
0.5
0.0 L..""'"'~~'.l.._1._IIo...~L...._
_::"
GJ
(e)
0r__ ~_
'0 0
I I
(b)
0
1
2 '"''''L.''_'.L.'''L.''_'"''''
o 0.2 0.4 0.6 0.8
FIG. 12. The phase function w(I) for different surfaces of revolution. Cross sections of
the surfaces of revolution are shown in the lower part of the figure.
0.5
0.5
1
o 0.5 1.5 2
FIG. 13. The energy level set for the surfaces of revolution shown on Figure 12.
34 PAVEL BLEHER
2 4 6 8 10
z
10r'r~'r..r~r~.r~~.r~'r..T./
•.'~'
....
/
.'"
.......
8 .. ,~
/
..
....... ".
.,'/
6 ./"
.,,,."'"
/
.0""
./'
/
4 .......
.'
·····1········_
2 /
2 4 6 8 10
z
FIG. 15. The number variance for an ellipse with J.I = 1r, Q = (0,0).
TRACE FORMULA 35
0.25 r.rr~~__,
0.2
0.15
0.1
0.05
6 4 2 o 2 4 6
FIG. 17. The density of distribution of the number of lattice points in a circular annulus
with the parameter "I = 0.25.
36 PAVEL BLEHER
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THETALIFTS OF MAASS WAVEFORMS
JENS BOLTE· AND STEFAN JOHANSSONt
(1.1)
QZ+ f3
r ,
ZI+
,z+u
where Z E 1/. and (~n E SL2(lR). A cofinite Fuchsian group r is a
discrete subgroup of SL 2 (JR) such that the orbit space Xr := r\1/. is of
finite volume,
82 82)
(1.3) ~ = y2 ( 8x 2 + 8y2 .
THETALIFTS OF MAASS WAVEFORMS 41
0 1 := {x EO: n(x) = I}
in the full modular group fo(l) = SL 2 (Z). Here the product extends over
all prime divisors p of d. Furthermore, the groups fo(d) have
(1. 7)
inequivalent parabolic fixed points, where 4> denotes the Euler phifunction
[14, Thm.4.2.7). Hence, the orbit space Xd := fo(d)\1£ is noncompact,
but has finite volume [14, Thms.4.1.2, 4.2.5)
(1.8) Ad := vol(X d ) = ~d II (1 + ~)
3 I
pd P
42 JENS BOLTE AND STEFAN JOHANSSON
(1.9)
Ao
(1.10) No(>") '" >.., >.. t 00.
411"
Let {<Pk: kENo} be an orthonormal basis for L2(XO) consisting of
eigenfunctions of fj., with fj.<Pk = >"k<Pk, such that
Here we understand the right hand side to denote the closure of the or
thogonal sum. We denote by L5(Xo) the closed subspace spanned by all
eigenfunctions with positive eigenvalues, so that L2(XO) = [Opo]EBL5(Xo),
where <Po(z) = (Ao)! is constant.
Due to the noncompactness of X d , the spectral resolution of fj. on
L2(Xd) has a richer structure. The spectrum consists of a discrete and an
absolutely continuous part; the latter is given by the interval [h
00). The
absolutely continuous subspace £d of L2(Xd) is spanned by the Eisenstein
series E~i)(z), i = 1, ... ,Kd, with spectral parameter 8(1 8) E a,oo),
or 8 = ~ + ir, r E JR. The constant function go(z) = (Ad)~ is an
L 2 normalized eigenfunction of fj. with eigenvalue J.Lo = O. Besides go, the
discrete subspace of L2(Xd) is spanned by MaaB cusp forms g: 1i t te,
with (i) g(')'z) = g(z) V, E fo(d), (ii) fj.g = J.Lg (J.L > 0), and (iii) 9
vanishes at every cusp. See [6, 7, 9, 22] for details.
Since (~~) E fo(d), any Laplace eigenfunction 9 E L2(Xd) has to be
invariant under z t+ z + 1. Hence it can be expanded in a Fourier series
in x = Re z. Cusp forms are then identified by a vanishing zerocoefficient
for the Fourier expansions at every cusp. In particular, the cusp at infinity
yields
t
where J.L = r2 + is the Laplace eigenvalue corresponding to g, and Kv(w)
denotes a modified Bessel function. The cusp forms span a closed subspace
Cd of L 2 (X d ), so that one has the orthogonal decomposition
(1.13)
THETALIFTS OF MAASS WAVEFORMS 43
Next we will show that we may more or less reduce to the case when
c is a prime power. Let p be a prime, and c = pS C1 with (p, cd = 1. IT p is
a primitive cth root of unity, then there are primitive roots P1 and Pp of
orders C1 and pS respectively, such that p = P1Pp. In this case,
= FQ(pdFQ(pp},
where the second equality holds since p~(x) only depends on x modulo
pszn. By induction, we have the following result.
PROPOSITION 2.1. Let FQ(a,c} be defined as in (2.1). If c = I1 ppsp,
then
(2.4) FQ(a,c} = II FQ(ap,pSp}
pic
Proof. If A and A' are the matrices of the corresponding bilinear forms,
then Q and Q' being equivalent over Zp means that there exists a matrix
BE GLn(Zp), such that A' = Bt AB.
Let p be a primitive p8th root of unity. If x E Z;, then let x E zn be
an arbitrary choice of a vector such that x := x mod p8 Z n. The following
reasoning will not depend on the particular choice of x. Let y = Bx E zn,
with B as above. Then, when y runs through all classes modulo pszn, so
does x. Hence, we have
(2.5) FQ(p) = ~
""'
p21 Y'A Y = ""'
~ P21 x' (B' AB)x
yEZ n /pszn BxEzn /psZn
as was to be shown. 0
Now let Hand J be the quadratic forms with corresponding matrices
(2.6)
respectively. We recall the following well known result from the theory of
quadratic forms. For a proof see for example [12, Ch.5j.
THEOREM 2.1. Let Q be an integral quadratic form, and let p be a
prime.
1. If p is odd, then Q is equivalent over Zp to a diagonal integral
quadratic form.
2. If p = 2, then Q is equivalent over Z2 to an orthogonal sum of a
diagonal integral quadratic form and integer multiples of Hand J.
Summing up everything achieved this far, we see that calculation
of FQ(a, c) has been reduced to the calculation of quadratic GauB sums
G(a,pS) for prime powers, FH(a, 28 ) and FJ(a, 28 ). A proof of the follow
ing can for example be found in [13, Ch.lV.3j.
PROPOSITION 2.3. Let p be a prime and c = pS. Then
(~)sJC, ifc:=lmod4
G(a,c) = { (~)iJC, ifc:=3mod4
0, if c = 2
IPs (a)JC, if c:= 0 mod 4,
where
1 + i,
~,(a) ~
if a:= 1 mod 8
(1)8(1i), if a:= 3 mod 8
{ (l)S(l+i), if a:= 5 mod 8
1  i, if a:= 7 mod 8.
46 JENS BOLTE AND STEFAN JOHANSSON
We conclude this section with the calculations of FH(a, 28 ) and FJ(a, 28).
PROPOSITION 2.4. Let a be an odd integer and H, J as in (2.6). If
o :s r < s, then
27fi
Proof. If Pd = e 2d and c = 28 , then
c c
(2.7) FH(a, c) = LLP~XY.
x=ly=l
But the inner sum is equal to 0 except when clx, so FH(a, c) = c. Further
more, we have
c c
FH(a2 r , c) = L p~2rxy = L p~:~ = 22rFH(a,2sr) = 28+r.
x,y=l x,y=l
where the first part is over even y and the second one over odd y. The
second part is equal to 0, since
c
(2.8) ""'
L...J psa(x+l)2
2 = O.
x=l
a(x+l)2 a(x+"+1)2
To prove this, we observe that Ps 2 = P8 2 2 Hence, we get by
Proposition 2.3 that
1
FJ (a, c)  _2
2c
""' (C
""' Y 2 3 2)
L...J L...J P8a«x+"2) +iY )
y=l,yeven x=l
_ ~G(3 )G( ) _ { ~IG(a, cW = c if s is even,
2 a,c a,c  ~IG(a,cW=c ifsisodd.
The proof for the case r > 0 is exactly the same as for FH. 0
3. Quaternion orders. Let A be a quaternion algebra over Q. It is
always possible to find a basis l,j, k,jk of A over Q, such that
One defines the (reduced) norm, n : A + IQ, and the (reduced) trace,
tr : A + IQ, by
(3.5) M 1 = (trUdj))·
48 JENS BOLTE AND STEFAN JOHANSSON
f = L aijXiXj ,
1::;i::;j9
where the sum is over all even permutations (i,j, k) of (1, 2, 3).
Proof. For a proof of the first statement, see [2, (3.6)]. To prove the
formula for Q, one can make use of [4, (5.2)]. We remark that in both
references, the results are formulated for Gorenstein orders. However, if
o = R + b(O)G(O), with b(O) the Brandt invariant and G(O) ~ Co(f)
the Gorenstein closure (see [3] for definitions), then 0 ~ Co(b(O) . f). 0
Let Q be a quadratic form on L with corresponding matrix A. Then
the notation
(3.7)
means that there is a basis Xl, ... , Xn of L, which is orthogonal with respect
to A and satisfies Q(Xi) = Qj.
PROPOSITION 3.1. Let 0 be an order in a quaternion algebra over Q,
with d( 0) = TIp pdp. Furthermore, let Q be the norm form on o.
If p is an odd prime, then there are k, n, m, fi E No such that
Q2 = H ..L 2n H ,
Q3 = (1) ..L (_22k2) ..L 2k+n H ,
Q4 = J ..L 2n J ,
Qs = (1) ..L (3· 22k  2 ) ..L 2k+n J ,
where Hand J are defined in (2.6). In the case Ql, ti are odd integers,
d2 = 2 + k + n + m and max{2k, n + 2m} ~ d 2  2. Moreover, d2 = n in
the cases Q2 and Q4, and d2 = 2k + n in the cases Q3 and Q5.
Proof Let 0 = Co(l) for a ternary integral quadratic form f.
If p is odd, then according to Theorem 2.1, we may assume that
(3.8)
where 8; E Z and (8i ,p) = 1. From Lemma 3.2, we get that the norm form
on 0 is
If we rename the 8; 's and observe that at least one of the exponents has
to be even, we get Q in the desired form and max{ k + n, k + m, n + m} ~
k+n+m = dp •
If p = 2, then according to Theorem 2.1 we have 3 possibilities I = Ii
with
(3.11)
F.
Q(a, c) 
_ {c
c2d,
2d, if A is definite,
if A is indefinite.
The result follows from this and Proposition 2.1, since A is definite iff it is
ramified at an odd number of (finite) primes.
First assume that p is odd. According to Propositions 2.2 and 3.1, we
may assume that
EQ
D (
a,pC) _ (
pc
'"'
L...J Pcazo
2) (L...J Pc
pc
'"'  aE 1P
2k zl2)
X
zo=1 zl=1
But A is ramified at p iff n is odd and (~) = 1. To show this, one can
for example calculate the Hasse invariant, S(Q), of Q [12, §3.4j. Namely,
we get that
(3.16)
where (a, b)p is the Hilbert symbol for ijp. The assertion follows since A is
ramified iff S(Q) = 1 [12, Th.3.5.1j.
THETALIFTS OF MAASS WAVEFORMS 51
Now assume that p = 2 and set c = C2' This case is a little more
elaborate, since we have to take some nondiagonal forms into account. By
Proposition 3.1, we get 5 different possibilities Q ~ Qi. Analogous to the
odd case, we first get
FQl (a, 2C ) = 22(k+n+m)G(a, 2C)G( af1, 2c2k)G(  af2, 2c n ) x
x G(af1f2,2cn2m)
= 22c+k+ n+mc,oc (a )c,oc("af1~)c,oc_n~(;af2'7)c,ocn (a€ 1 €2) ,
where c,os is defined in Proposition 2.3. Notice that C2 2: d2 2: max{2k, n +
2m} + 2 is crucial here. We have
(3.17)
Hence, if a == (1 )n3.B mod 8, then
if (€1 == 1) V (€1 == 3 t\ €2 == 3 V 7)
V(f1 == 7 t\ €2 == 1 V 5) mod 8,
otherwise.
For the other 4 cases, we get:
= FH(a, 2C)FH(a2 n , 2 = 22c+n = 22c2+d2
FQ2 (a, 2C ) C)
= (I)n+k+c22c+2k+n1c,oc(a)c,oc(3a) = (_I)n+k22c2+d2 .
(4.1)
S~ U~1 ~1 D
Since S2 = id, the identity matrix is a majorant of S. For L l , L2 E S L2 (~),
(i ) i),
we define A(L1' L 2 ) E M4 (~) by requiring that
Since a 18l  (31/1 = a8  (3" we find that A(L1' L2)tSA(Ll , L2) = S, and
that A(Ll' L2)t A(Ll' L 2} is a majorant of S. For w, Z = x + iy E 1i, we
define
i)~
BEG L4 (~) which for every q satisfies
Since
ll7q W  zl2
(4.4) ¢(q,z,w):=lm (l7 )1mz '
q W
(4.5)
Igz  gwl 2 Iz  wl 2
Imgzlmgw  Imzlmw'
(4.6)
for ql E 0 1 = {q EO: n(q) = I}.
LEMMA 4.1. Let kq, P~w and ¢ be defined as above. Then
(4.7)
Proof This is (v) of Proposition 4.1 in [8], though in the form which
appears in the proof of this proposition at the end of page 138. The proof
only requires elementary algebraic manipulations and (4.5). 0
Now fix Zo E 1l and let r = u + iv, z = x + iy E 1l. With R :=
uS' + ivP~zo' we define a Siegel theta function 8(z; r) by
Notice that 8(z; T) differs from the theta function used in [8] by the ex
tra factor of 1m T, which we introduce for convenience. By (4.3) and
Lemma 4.1, we find that
qEO
We will need 8(Z;gT) for 9 = (~~) E SL2(Z), "( i= O. The result can be
taken from [8, (2.4)],
where
'(k) = 1 ~ i'lrfq'S'I+2'';k'l+i'lr~k'S'lk
1\
The main result of this section, which is crucial for the application in
Section 5, is summarized in
PROPOSITION 4.1. Let 0 be an order in an indefinite quaternion
algebra over Q, with (reduced) discriminant d. Then
1. O(O"qZjT) = O(ZjT), Vq E 0 1,
2. O(Zj gT) = O(Zj 1'), Vg E ro(d).
Proof. Take q1 E 0 1. Then by (4.6) and (4.9), we get
0(0" z· 1')  1m l' ~ e'lrn(q)[2ui+v(t!>(q'0"91 z,zo)+2)]
ql'  L..J
qEO
= 1m l' L e'lrn(ql1q)[2ui+v(t!>(ql1q,z,zo)+2)] = O(Zj 1'),
qEO
for any 9 = (~n E ro(d). A complete proof of this relation can be found
in [20]. Since dl7 and (a,7) = 1 for 9 E ro(d), we can apply Theorem 3.1
in order to determine that Fn (a, 7) = 7 2 d. Moreover, d = I det S' I! and
ImgT = 171' + ai 2 1m 1', so that finally O(Zj gT) = O(Zj 1'). 0
5. Thetalifts. As before, let A be an indefinite quaternion division
algebra over Q, O· an order in A and X 0 = 0 1 \ 1£ the associated compact
surface. Given an eigenfunction cp E L~(Xo) with tlcp = >'cp, we now
consider the following linear integral transformation,
(5.2)
THETALIFTS OF MAASS WAVEFORMS 55
(5.3)
also compare [8, p.147,p.192]. Since any cusp form 9 vanishes exponentially
fast towards a cusp, g(r) = O(e 2 11'V) and g(plrd = O(e 2 11'Vl) [9, §3.3],
one finally concludes an absolute convergence of the integral. Both 6(cp)
and 9(g) are known as thetalifts of cp and g, respectively.
In order to distinguish the hyperbolic Laplacian in the zvariable from
the one in the rvariable, we temporarily employ the notations Do z =
y2(8; + 8;) and DoT = v2(8~ + 8;), respectively. It can be shown, either
directly or by referring to [8, (12.2)], that
(5.4)
As a consequence, we observe
LEMMA 5.1.
1. If cp E L~(Xo) is an eigenfunction of Do z with eigenvalue >., then
6(cp) is an eigenfunction of DoT with the same eigenvalue.
2. If 9 E Cd is an eigenfunction of DoT with eigenvalue /L, then 9(g)
is an eigenfunction of Do z with the same eigenvalue.
Proof One exploits (5.4) to obtain
2. 8(<p) E Cd C L2(Xd).
REMARKS:
1. In order to arrive at the Fourier expansion (5.7), one notices in the
definition (4.8) of the theta function that the sum over kq E Z4
may be viewed as a summation over the elements q E O. As in [8],
this sum can be split into one over n E Z, and a remaining sum
over the elements of the set on:= {q E 0; n(q) = n}. According
to the lemma on p.1l8 in [5], on decomposes into a finite number
of (left) cosets of the unit group 0 1 ,
d(n)
(5.9) on = U01'Yj .
j=1
This defines the quantities d(n) E Nand 'Yj E on appearing in
(5.8). Moreover, Zo E H is an arbitrary reference point that enters
8(<p) through the matrix P;zo appearing in the definition (4.8) of
the Siegel theta function. We have also defined Zo := Zo for n > 0,
and Zo := Zo for n < O. This implies that 'YjZO E H, irrespective of
the sign of n. A further discussion on the Fourier coefficients will
be postponed to Section 6.
2. The Fourier expansion (5.7) also shows that the thetalift 8(<p)
does not depend on the choice of the embedding (J : 0 t M 2 (lR),
although this appears in the Siegel theta function through the ma
trix B, see (4.2)(4.8). So obviously, the thetalift in fact only
depends on the choice of the reference point Zo0
THETALIFTS OF MAASS WAVEFORMS 57
and
(5.10) 6(cp)(T) = v L
kEZ 4\ {O}
e i7ruk'S' k 1 Fa
e 7rvk ' P;%Ok cp(z) dJ.L(z) ,
(5.11) 16(cp)(T) I ~ v L
kEZ4\{O}
1 Fa
e 7rvk ' P;%Ok Icp(z)1 dJ.L(z) .
For z E Fo one can bound the quadratic form in the exponent from below,
1rkt P~zokt 2: aktk, with a suitable a > 0, since the fundamental domain
Fo is compact. Also, the Holder inequality implies
Thus,
This estimate can be used for T E Fd away from the rational cusps. In
a cuspidal region of Fd related to a cusp on the real axis, we use (5.3) to
obtain in analogy to the above
(5.13)
(5.14)
Since 0(tpk) and 0(tpl) are eigenfunctions of the Laplacian with eigenvalues
Ak :j:. Al for k :j:. I, the summands appearing on the r.h.s. of (5.15) are
mutually orthogonal. Hence
:S C~ L Iltpklli2(XO) = C~ Ilcplli2(XO) ,
k
(5.17)
( IB(z;pIrdllg(pIrl)1 dp(rd
Jpu;
(5.18) ~ ~ C(8') L 1 VI eavlktk Ig(pIrdl dp(rd
kEZ 4 pU;
Squaring this result, integrating over the compact domain Fo, and pro
ceeding as in (5.15)(5.16) then shows that e is bounded. 0
We now have a closer look at the properties of the linear maps e
and e. To this end we introduce the closed linear subspaces V C Cd
and W C L5(Xo) as the orthogonal complements of ran e and ran e,
respectively. That is,
(5.20)
60 JENS BOLTE AND STEFAN JOHANSSON
Proof. One simply inserts the definition (5.1) into the l.h.s. of (5.20)
and observes
(5.22)
then implies that V ~ ker '0. Conversely, let 9 E ker '0 and <p E L6 (X 0 ).
Then
 
shows that ker 8 ~ (ran 8) = V, and hence V = ker 8. Interchanging 8
~
(5.25)
The Weyl asymptotics (1.10) and (1.15) therefore allow one to obtain the
geometric information Av ::; Ad from the spectral information contained
in Lemma 5.4 through (5.25).
d(u) in 0 1 , so that
d(u)
(6.1) 01=UO(U)Cj,
j=l
for some representatives c1, ... ,Cd(u) E 0 1. Since the norm n(u) is rational,
one can choose q E Z such that n(qu) = q2 n(u) E Z. However, O(qu) =
O(u) so that we can restrict to U E A with integral norm. Moreover, an
Eichler order always contains a unit C with norm n(c) = 1, see [11, (6.4)].
This allows to restrict ones attention to n(u) ~ 1, since if n(u) < 0 one can
change to w with norm n(w) = n(u) and O(w) = O(u).
The decomposition (6.1) of the proper unit group now yields a corre
sponding decomposition
d(u)
(6.2) 01U0 1 = U01UCj
j=l
of the double coset 01U0 1. Following the general scheme, one can give the
set 'R(O) := {01U0 1; U E 0, n(u) ~ I} a ring structure, see [14, §2.7].
'R( 0) is called the Hecke ring of 0 and in case of an Eichler order is known
to be commutative, see [14, Cor.5.3.7].
The Hecke ring 'R(O) can be represented on L2(XO) by introducing
operators Tu through
d(u)
(6.3) (Tu<p) (z):= L<P(uCjz).
j=l
(6.4)
(6.5)
we obtain that the Hecke operator (6.4) applied to <p E L2(XO) reads
(6.6)
THETALIFTS OF MAASS WAVEFORMS 63
(6.7)
(6.8)
(6.9)
(6.10)
TnTm = L
lI(n.~)
Tnm/12
(l,d(O))=l
64 JENS BOLTE AND STEFAN JOHANSSON
Thus the Hecke operators Tn, (n, d) = 1, together with the hyperbolic
Laplacian form a commutative ring of selfadjoint operators. One can
therefore introduce a Hecke basis {gk; kEN} for Cd,
(6.14) Llgk = {lkgk , Tng k = tk(n)gk ,
where (n,d) = 1. As in (1.12), every eigenform gk admits a Fourier expan
sion
(6.15) gk(T) = L ck(n) Fv Kir(21rlnlv) e21rinu .
n#O
In complete analogy to [14, Lem.4.5.15] one obtains for the Fourier coeffi
cients of gk
LEMMA 6.2. The Fourier coefficients ck(n) with (n, d) = 1 obey
ck(n) = ck(l)tk(n).
Hence, all Fourier coefficients Ck (n) with (n, d) = 1 vanish whenever
ck(l) = O. On the other hand, if cd1) =1= 0, one can express the Hecke
eigenvalues in terms of the Fourier coefficients as tk(n) = ~~t~~, (n, d) = 1.
To complete the discussion of Hecke operators on Cd, one still has to
introduce Hecke operators Tp for primes p dividing the level d. In explicit
terms these read
(6.16) (Tpg)(T) =
1
;;;
p1
L 9 (T + (3) ,
yp f3=O P
THETALIFTS OF MAASS WAVEFORMS 65
On the other hand, according to the well known action of Tm, (m, d) = 1,
on Cd,
Tp (8(cp)) (r) =
1
L 8(cp)
t:n
pi (
~
(3)
yP {3=O P
= 8 (TpCP ) (r) .
(6.23)
p p
Exploiting this, one applies the relation in 1. for the different prime powers
successively.
THETALIFTS OF MAASS WAVEFORMS 67
again for all n E N. The thetalifts 8 and 8 therefore not only preserve
Laplace eigenvalues, but also Hecke eigenvalues.
7. Newforms. In this section, we will investigate to which extent the
thetalifts of waveforms in L5(Xo) are socalled newforms or not. First we
recall the oldformnewform formalism as developed in [1] for holomorphic
modular forms. However, the concepts and principal results carryover to
MaaB cusp forms, see for example [9, §8.5].
Let a, mEN, m < d, be such that amid, and take some h E Cm . The
inclusion ro(d) C ro(m) implies that Cm C Cd so that h E Cd, but also
Ma) E Cd with Ma)(r) := h(ar). The linear span of all such forms h(a) E Cd
that derive from all possible a, m is called the oldspace Cd1d • Its orthogonal
complement within Cd is the newspace CJew, so that Cd = Cd1d EB CJew .
The oldspace is closed under the action of the Hecke operators Tn with
(n, d) = 1. Since the latter are selfadjoint, the same is true for the new
space. One can therefore introduce a Hecke basis of Cd such that one part of
this basis spans the oldspace, and the remaining part spans the newspace.
A Hecke eigenform in the newspace is then called a newform. If h is a
newform in Cm, then h(a) is called an oldform in Cd'
68 JENS BOLTE AND STEFAN JOHANSSON
niO
m=O mod a
"' Ao)..
(7.2) Nd ()..) :S No()..) '" 47r ).. =: 12 'lj;o, ).. + 00 .
procedure can be traced back to the lowest possible level m' = 1, i.e. to the
full modular group. By definition, C1 = Clew. Hence Cd is constructed from
the newforms of all levels dividing d, including d itself. In this procedure
one can form as many oldforms Ma) from h E c:;,ew as there are divisors a
of .;!;, and all these forms have the same Laplace eigenvalue. Denoting the
number of positive divisors of n E N by T(n), one therefore obtains
(7.5)
f(n) = Lg(d) .
din
(7.7)
70 JENS BOLTE AND STEFAN JOHANSSON
Part 2. of Lemma 7.2 then shows that 'IjJ' is multiplicative since 'IjJ is. We
therefore only need the values of 'IjJ' on prime powers. An easy calculation
gives
e = 1,
(7.8) e = 2,
e 2: 3.
(7.10) N~ (>.) ,...., ~ 'IjJ" (d) with 'IjJ" (d) = L 'IjJ' (m) .
mid
(7.11)
II
'IjJ (pe) =
{pp~2(p _ 1)(p + 1), e=1
e 2: 2 :
In summary, we have
PROPOSITION 7.1. Let N~(>') and N~ (>.) be defined as above. Then
for>. t 00
when 'IjJ' and 'IjJ" are given by (7.8) and (7.11) respectively, and d = ITpe p
is the prime factorization of d.
Therefore, the asymptotic fraction of thetalifts that are newforms in
Cd is bounded from above by
(7.12) .
Fa:= hm ;;;(')
N~(>') .
2: )..+00
N~(>')
hm N a (')
1
= 'ljJa
II 'IjJ ' (p e )
)..+00 Nd A A
p •
pld
since c(l) ¥ 0 for thetalifts by the proof of Corollary 5.1. This puts a
restriction on the least possible level d for a fixed order O. In particular,
if 0 is maximal then one can conclude that d = d( 0) is best possible.
Now let 0 be a nonmaximal order. Hence there exists an order 0' in
A containing 0 as a proper suborder. In this case d' = d( 0') is a proper
divisor of d = d(O). Since L5(Xo ') C L5(Xo) one can lift cP E L5(Xo ')
either to 8' (cp) E Cd" or to 8(cp) E Cd.
PROPOSITION 7.2. Let O 2 ~ 0 1 be two Eichler orders in an indefinite
quaternion algebra over Q, and let cP E L5 (X0,) ~ L5 (X02). Fix a base
point Zo E 11. and let 8 1 and 9 2 be the thetalifts of L5(Xo,) and L5(X0 2),
respectively (each corresponding to the same zo). Then 8 1 (cp) = 8 2 (cp).
Proof Let CPk be a function in a Hecke basis of L5(Xo,). We may
assume that CPk(ZO) ¥ O. Take an arbitrary mEN, such that (m, d(02)) =
1. Since d(Odld(02), this also implies (m,d(Od) = 1. Then the action of
the Hecke operators Tm (Tm) is the same on L6(Xo ,) and L5(X0 2) (Cd(o,)
and Cd (02»). Hence by (6.25), we obtain
Tm(8 j (CPk)) = h(m)8 j (CPk) , j = 1,2.
Therefore, 8 1 (CPk) and 8 2 (CPk) have the same eigenvalues for all m with
(m, d(02)) = 1. By the nonholomorphic analogue of [1, Th.5), this implies
that 8 1 (CPk) and 8 2 (CPk) are in the same class in the sense of [1). Since
the first Fourier coefficients C1 = 4cpk(ZO) ¥ 0 agree, this implies that
8dcpk) = 8 2 (CPk). The result then follows by the linearity of 9 1 and 9 2 .
o
In the case of Proposition 7.2, we now denote the thetalift of the
intersection L5(X o ,) n L5(XoJ simply as 8.
COROLLARY 7.1. If cP E L5(XO, ) n L5(X0 2) for Eichler orders O 2 S;;
0 1 , then 8(cp) is not a newform in Cd (02). In particular, if 0 is a non
maximal Eichler order, then there are cP E L5(Xo) such that 8(cp) is not
a newform in Cd(O).
72 JENS BOLTE AND STEFAN JOHANSSON
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THE TRANSFER OPERATOR APPROACH TO SELBERG'S
ZETA FUNCTION AND MODULAR AND MAASS WAVE
FORMS FOR PSL (2, iZ)*
CHENGHUNG CHANGt AND DIETER H. MAYERt
Key words. quantum chaos, Selberg zeta function, dynamical zeta function, trans
fer operator, functional equation, modular forms, Maass wave forms, period polynomial,
period function.
the Selberg function. All the eigenfunctions of the transfer operator to the
eigenvalue A = 1 are related to classical modular functions for the group
PSL (2,~) as for instance the holomorphic modular forms, the Maas wave
forms and presumably also the nonholomorphic Eisenstein series describing
the scattering theory for the group. Since the Maass cusp forms are just the
stationary states of the quantized geodesic flow we see that these states can
be determined in principle from a classical object like the transfer operator.
In detail the paper is organized as follows: we briefly recall the defini
tion and the analytic properties of the transfer operator £r; for P SL (2,~)
and its relation to the generalized PerronFrobenius operator Cr; for the
continued fraction map of Gauss. We discuss next the poles and the
residues of the Fredholm determinants det(1 ± Cr;) and determine the
singularities of the eigenvalues of Cr; at the corresponding ,Bvalues. We
decompose Cr; into a part regular at the poles of Cr; and a finite rank
operator containing the singularities and show how the spectra of these
two operators are related to the spectrum of Cr;. Of special interest are
obviously those ,Bvalues for which Cr; has the numbers A = 1 or A = 1
as eigenvalues, since these are closely related to the zeros of the Selberg
function. We determine the eigenfunctions of Cr; to the eigenvalues ±1 for
the ,Bvalues ,B = ,Bk = l;k, k = 2N + 1 and N E IN, which correspond
to the so called "trivial" zeros of Selberg's function. It is shown that the
eigenfunctions at ,B = ,Bk are the period polynomials of the holomorphic
modular cusp forms of weight k + 1, both their even and odd parts, and
the period functions of the holomorphic Eisenstein series, again both the
even and odd parts. We show that these eigenfunctions are just enough in
number to give the correct order of the zeros at the ,BValues ,Bk = l;k,
k = 3, 5, 7, .... We show also that there are enough eigenfunctions with
eigenvalues A = ±1 to describe correctly the behaviour of the Selberg func
tion at the points /3 = !, 0 and the negative half integers. By using a recent
result by J. Lewis where he established an explicit relation between Maass
cusp forms and certain holomorphic "period functions" fulfilling a simple
functional equation, we establish a relation between all the eigenfunctions
of the LaplaceBeltrami operator for PSL (2,~) and the eigenfunctions of
Cr; with eigenvalue A = ±1 vanishing at infinity for ~,B > O. We finally
show that a certain function hr;(z) introduced recently by D. Zagier [ZI]
which for all /3 =J. 1 fulfills Lewis functional equation indeed is identical for
,B = ,Bk, k = 3,5, 7, ... , that means for those ,Bvalues which constitute the
trivial zeros ((2,B) = 0 of Riemanns zeta function, to the odd parts of the
period functions of the holomorphic Eisenstein series of weight k + 1 and
hence is an eigenfunction of Cr; with eigenvalue A = 1.
For ,Bvalues with ((2,B) = 0 corresponding to the nontrivial zeros of
Riemanns function the analytic extension of hr;(z) is an eigenfunction of
Cr; with eigenvalue A = 1. However the explicit form of these functions
is rather complicated and their relation to the nonholomorphic Eisenstein
76 CHENGHUNG CHANG AND DIETER H. MAYER
series to the same ,avalue is not known in detail, even if such a relation is
certainly expected.
2. The thermodynamic formalism.
2.1. The modular surface. Consider the Poincare upper halfplane
11. = {x + iylx,y E JR,y > O} with Poincare metric ds 2 = dx2:J;.d y2 and
the quotient space 1£/r, where r is a discrete subgroup of PSL(2, JR)
acting on 11. as z' = ~::t~ if 'Y = (~~). This is a hyperbolic surface with
constant negative curvature 1. The geodesics on this surface are either
straight lines parallel to the y axis or circles orthogonal to the xaxis,
projected down to 1£/r. The flow along these geodesics with unit speed
is well known to be chaotic: starting from the same point in different
directions there is an exponential fast separation, that means a positive
Lyapunov exponent and hence sensitive dependence on initial conditions
[M]. This geodesic flow corresponds to free classical motion of a particle
on the surface. The standard quantization of this motion is just described
by the LaplaceBeltrami operator on the surface
which hence describes the quantized free motion of a particle on the surface.
The main question in'quantum chaos now is to relate classical and quantum
motion especially for those systems which classically are chaotic. In the
following we address this question in the special case of the modular surface
11./ PSL (2, 7£), where PSL (2, 7£) denotes the group SL(2,7£) mod ± 1
whose elements 'Y E SL(2,7£) we identify with 'Y = (~~) for a, b, c, d E
7£, adbc= 1.
2.2. The transfer operator for PSL (2, 7£). The ergodic properties
of the geodesic flow on the space 1£/ PSL (2, 7£) have been studied in [Se]
and [AF] by constructing the symbolic dynamics for this flow: the geodesic
flow for this surface is more or less isomorphic to the suspension flow over
the map T : I x I X 7£2 + I x I X 7£2 ,
I I
(1) T(x,y,e) = ( x mod I, [1]'
y+ x
e)
under the roof function p(x,y,e) = logx 2 and hence closely related to
the continued fraction map
operator £/3 for the geodesic flow on the modular surface has the form
£/3 : B(D) EB B(D) + B(D) EB B(D) with
(3) 
£/3f(z, c) . ._ L ( 1 ) 2/3 f ( 1 , c),
oo
c ± 1,
n=l
n+z n+z
where B(D) denotes the Banach space of holomorphic functions on the disc
zED := {z : Z E C, 1z  11< ~} ,
with the sup norm. For 'fR{3 > !,
£/3 in (3) defines a nuclear operator of
order zero holomorphic in (3 and has a holomorphic Fredholm determinant
det(l  £/3)' Obviously the operator £/3 can be written as
The Fredholm determinant det(l  £/3) hence can be written for 'fR{3 > !
as
det(l  £/3) = det(l + £/3) det(l  £/3),
where det (1 ± £/3) are the Fredholm determinants of the generalized Perron
Frobenius operator £/3' The analytic extension of £/3 and its Fredholm
determinant follow immediately from the one for the operator £/3 and its
Fredholm determinants det(l ± £/3) which were discussed in detail in [M2].
Indeed, writing £/3 as
£ f(z)= L(_1_)2/3
00 [ k
f(_l_)_ ' " ~
(I) ( )
(_1_)1 ]
/3 n+z n+z ~ l! z+n
n=l 1=0
f(l) (0)
+L
k
(7) l!((2{3 + l,z + 1)
1=0
78 CHENGHUNG CHANG AND DIETER H. MAYER
defines a meromorphic extension of C{3 to the half plane rR/3 >  ~ ,k E IND.
Denoting the first sum in (7) by C1k ) J(z) and the second one by A1k ) J(z),
then C1k ) is a nuclear operator analytic in rR/3 > ~. The operator A1k )
is nuclear and meromorphic in the entire /3plane with simple poles at the
/3values /31 = 1~1 , l = 0, 1, ... , k. The residue of A1k ) at /31 is the rank 1
operator N(I) where
N (I)J( ) = ~ J(I)(O)
z 2 l! .
For the following discussion it will be helpful to consider also the operator
A1k ) : B(D) + B(D) defined as
k1 J(I)(O)
(8) (k) ( ._ ' " (3 )
A{3 J{3z)·~l!((2/3+l,z+1,
1=1
which is a finite rank operator meromorphic in the entire /3plane with
simple poles at /31 = 1~1, l = 1, ... , k  1. The operator is regular at
/3 = ~ and /3 = 13k = l;k and will be used to discuss the spectral properties
of C{3 for /3 approaching 13k.
2.3. The Selberg zeta function for PSL (2, ~). For r c
PSL(2,IR) a discrete Fuchsian subgroup acting discontinuously on 1l de
note by ¢t : Sl1l/r + Sl1l/r the geodesic flow on the unit tangent bundle
of the surface 1l/r. The RuelleSmale dynamical zeta function for ¢t is
defined as [Ru3]
where the product is over the closed primitive orbits 'Y of ¢t whose prime
period is l("l). It was realized presumably first by Sinai that Selberg's zeta
function [S] for the Fuchsian group r
II II (1  N("I)(SH)) ,
00
Zs(s) =
h}k=O
where the product is over the equivalence classes {'Y} of the hyperbolic
elements in r with norm N ('Y), can be interpreted also in a dynamical way
and coincides indeed with the function
II (SR(S + k)l,
00
Zs(s) =
k=O
the SmaleRuelle zeta function it was shown in [M3], that the Selberg zeta
function for PSL (2, iZ) can be expressed in terms of the transfer operator
Cf3 for the geodesic flow for the modular surface in (3) simply as
 1
(10) Zs(f3) = det(1  Lf3), iRf3 > 2'
respectively in terms of the PerronFrobenius operator Lf3 in (7) as
1
(11) Zs(f3) = det(l Lf3) det(1 + Lf3), iRf3 > 2·
Hence, in principle it should be possible to derive all the properties of the
Selberg function Zs(f3) from properties of the PerronFrobenius operator
Lf3. The standard approach to this function is through Selberg's trace
formula for PSL (2, iZ) [S], which Selberg derived without any reference to
the dynamical properties of the geodesic flow associated to such a Fuchsian
group. Since Selberg's zeta function connects in a surprising way classical
and quantum mechanics for a free particle on such surfaces of constant
negative curvature, this function is of utmost interest in all the recent
discussions related to quantum chaos. The possibility to replace Selberg's
approach, which is based mainly on harmonic analysis and group theory,
by something which uses mainly the dynamics of the classical system, is by
itself of great interest [Sa]. Indeed, it turns out, that the transfer operator
method not only connects through the Fredholm determinants det(1 ± Lf3)
the poles and zeros of Zs(f3) with the spectrum of Lf3 but it provides also
through the eigenfunctions of Lf3 a new point of view on different aspects
of the theory of modular forms for PSL (2, iZ) and especially the Maass
cusp forms for this group, as we will show later.
3. The operator Lf3 and its Fredholm determinants. For j3 =
f3k = l;k, k E INo the operator Lf3 has a simple pole of order 1 with residue
the rank 1 operator
(ii) for n 22
nl
(14) n trace [/\f=IBi) =  L trace [Bl /\ ... /\ BiBn /\ ... /\ Bn 1)
i=1
where /\~1 Bi denotes the outer product of the operators Bi acting on the
Banach space /\f=1 B.
Hence for 13 :j:. 13k we have
00
Inserting the decomposition of Cj3 into the operators A~k) and C~k) as
defined in (7), where A~k) is an operator of finite rank k + 1, namely the
sum of the rank 1 operators NJI)
'L an_l,nO,nl ,"',nk I\n_l .c~k) I\noNJO) I\nl NJl) I\n2 .. ·I\ nk NJk),
no,nl,···,nkE{O,l},l::=_l ni=n
(18)
where an_l,nO,nl, ... ,nk = n~:! is just a combinatorial factor describing the
different possibilities for getting a fixed outer product. Thereby we used
the facts that exchanging any two operators in an outer product doesn't
change the result and that nl E {O, I} for l = 0, 1, ... , k since the NJl)
are rankl operators and hence NJl) 1\ NJI) = 0 for alll = 0, 1, ... , k. We
next use formula (14) repeatedly to transform
(ii) For k 2: 1 only trace [NJO) NJk) 1 has a pole of first order at 13 ~ 13k
with residue  2\ .
Proof. Obviously the trace in (19) has a singularity at f3 = 13k only if
the operator NJk) appears in the expression under the trace, since it is the
only operator singular at 13 = 13k. We have to consider three cases:
(1) only the operators NJk) and C1k) appear in the trace of expression
(19): that means we have to consider
82 CHENGHUNG CHANG AND DIETER H. MAYER
J(l )"( 0)
NJ1o) J(z) = l:! ((213 + lo, z + 1),
where
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 83
Since all the li, i = 0, 1, ... are different we have n ::; k and get
for the trace of the operator in (20)
Since for n 2: 1 limH1 iznn ((s, z) Iz=l < 00, (21) can be singular
at ,8 = ,8k only in the following two cases:
where the li :j:. 0 for all i. We will show next that the trace in
(24) is regular at ,8 = ,8k if n 2: 2. Inserting NJlo) = NJk) and
NJltl = NJO) into expression (21), we see that
t race [N{3(ln)N(lnl) .. ·N(12)N(0)N(k) 1
{3 {3 {3 {3
is equal to
(25)
In the limit,8 +,8k the only singular term in (25) is ((2,8 + k): it
behaves like (,8  ,8k) 1. On the other hand the term ((k) (2,8 + In)
in (25) has the form
84 CHENGHUNG CHANG AND DIETER H. MAYER
(0) (k) 1 [d k
trace[N,8 N,8 ]= k! dzk(2,8,z+I) z=o (2,8+k)
]
The residue of trace [NJO) NJk)] at,8 = ,8k is just the one of part
(ii) of Lemma 2. 0
(b)
(29)
Proof.
(a) Repeated application of formula (14) in Lemma 1 to (n + 1)
trace An+1 C~k) gives
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 85
(n + 1) trace [l\n+lC1k) ]
= (n + 1) trace [l\nC1k) 1\ C1k)]
= trace [l\nC1k) ] trace£1k)  n trace [l\n_l C1k) 1\ (c1k) )2]
(n + 1) trace [l\n+lC{3(k) ]
nl
r=O
But the last term is just trace (C1k) )n+l and statement (a) of Lemma 3
follows.
(b) To prove statement (b) we use induction on n. For n = 0 the statement
is trivially true. Assume next that the statement is true for n = N, that
means
(31)
trace [1\
N+1 13k
d k ) 1\ N(lt} 1\ N(12) 1\ ... 1\ N(lm)
13k 13k 13k
]
1 { (k) N (k)
= (N + m + 1) trace [I\NC{3k 1\ ] traceC{3k
The traces in the last sum vanish since C1~) NJ~;) is the zero operator for
li :j:. k. Thus we get
86 CHENGHUNG CHANG AND DIETER H. MAYER
x trace[AN_rc'~~ ANJtrace(c,~:)(r+1)}
1 N (N + m  (N  I))! N!
+(  ) (N + m + I)! (N  (N  1)  I)!
x trace [ANNc'~~) AN A (C,~~)(N+1) J.
Using next (30) we get
where we used also part (a) of the Lemma. This shows that also part (b)
of Lemma 3 holds. 0
Now we are finally prepared to prove Proposition 1.
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 87
Proof of Proposition 1.
(i) Since A~O) = NJO) , its Fredholm determinants det(1 ± A~O» can be
simply expanded by using formula (13) as
00
=
n=O
= 1 ± traceNJO) ,
since trace /\n NJO) = 0 for n ~ 2. Its residue at 13 = 13k is equal to ± the
residue of traceNJO) which according to Lemma 2 is ±~.
det{1 ± C(3)
n=O
00
= traceNJO)
n=l
n=O
= ±traceNJO) det(1 ± C~O» + rest.
The residue of det(1 ± C(3) at 13 = 13o = ~ is therefore equal to ±~ det(1 ±
C~O».
88 CHENGHUNG CHANG AND DIETER H. MAYER
(iii) Let us first look for possible poles of trace /\n A~k) at 13 = 13k for
n ~ 0: Since trace /\0 A~k) = 1 and trace /\1 A~k) = trace [~~=o NJI) ]
there is no pole at 13 = 13k, since traceNJk) is regular there [M2]. For
2 :S n :S k + 1 we have
(32) trace /\n A~) = trace /\n (NJO) + Nt) + ... + NJk») .
As we have seen in Lemma 2, only trace [NJol NJk) j is for k ::j; 0 singular
at 13 = 13k, so we try to isolate it in trace /\n A~kl in the following way:
first, due to A /\ B = B /\ A, we expand expression (32) as follows
where ~*1 := Ll<1t <12< ... <l n 2<kI' Next we apply formula (14) twice
to get  
=L*I( l)(n  2)! trace [NJ1d /\ ... /\ NJ1n2)j trace [NJol NJkl]+rest
= trace [NJol NJk l] L*1 (n  2) ! trace [NJ1d /\ ... /\ NJ1 l] +rest n 2
k+l
= trace [NJO) NJk)] I:(±)n S;2(k) + rest
n=2
kl
= trace [NJO) NJk)] I:(±)nSH(k) + rest
n=O
trace An C(3
_ ",*2 {",*1 (n  2) ! _ (0) (k) (n  r  2) ! r!
~ ~ (nr2)!( trace[Nj3 N(3]) (n2)!
r
_
trace
[ AdO) Ar(k)
JV{3 JV{3
",*2 trace[An r2 C{3(k) lS{3(k)+rest,
lLJ r
with S~(k) as defined in (33). The Fredholm determinant det(l ± C(3) can
be written for 13 near 13k as
= I: (±ttrace An C{3
00
n=O
n=2
=
n=2 r
n=2 r
kl
I: I:
00
Hence due to Lemma 2 the Fredholm determinant det(l ± C(3) has residue
2\det{l ± C1k))det(1 ± A1k)) at the point 13 = 13k' 0
Proposition 2.
A1
(i) The operator k) has a pole of first order at /3 = /3k with residue the
rank 1 operator
N (k)f( ) = ~ f(k)(O)
z 2 k! .
{3+{3o 1
A{3 = ((2/3) '" 2(/3 _ /30) + 0(1) ,
(3+{3o 1
f{3(z) = ((2/3, z + 1) '" 2(/3 _ /30)  'lj;(z + 1) + 0(1) ,
. f'(z)
wzth 'lj;(z) := r(z) .
L al(/3) zl
00
f{3(z) =
ao(/3) = 0(1) ,
(34) with { al(/3)=al+o(l), l:Sl:Skl,
ak(/3) = Ck (/3  /3k) + 0(/3  /3k),
al(/3) =0(1), k+1:S1.
_~((r)(lk+l)
(35) Aa r  L..J , al , 1 :S r :S k  1,
r.
1=1
92 CHENGHUNG CHANG AND DffiTER H. MAYER
(iv) The operator A~k) has for k ~ 1 two eigenvalues which in the limit
{3 + 13k are singular:
(37) A±
(3
= ± 0.
Y"2k\/iT=7J; +
1 (Sk + ((1 
2
k» + 0
(1)
.
(39) 
ao ({3)  =fy~. 1 (Sk  ((1  k»k ()
e11)((1 
2~ ..[fJ=7Jk + 2 +0 1 ,
(41) ak({3) = 1,
Proof.
(i) is clear.
(42)
The eigenfunction f(3 with nonvanishing eigenvalue can be chosen as
f{3(z) = ((2{3, z + 1). Its eigenvalue A{3 is obviously equal to f{3(O) = ((2{3).
For {3 + {3o = 1/2 one gets the asymptotic behaviour
1
((2{3) '" 2({3 _ {3o) + 0(1) ,
1
respectively ((2{3, z + 1) '" 2({3 _ {3o) 1/J(z + 1) + 0(1) ,
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 93
where 'l/J(z) = ~(~? with r Eulers gamma function. From this property (ii)
follows immediately.
/1) (0)
=L
k
(43) A~k) ff3(z) T((2{3 + l, Z + 1) ,
1=0
=L
00
1 [ dl ]
A~k) ff3(z) = ~ li
k
dz l ff3(z) z=O ((213 + l, z + 1)
kI
= L al({3)((2{3 + l, z + 1) + ak(f3)((2f3 + k, z + 1)
1=0
=>'f3 L
00
(46) ar (f3)zr
r=O
The only singular term at (3 = 13k in the left hand side of expression (46)
is ((213 + k, z + 1), which for 13 + 13k behaves as
1
((2{3 + k, z + 1) rv 2(13 _ 13k) + 0(1) .
To get a regular right hand side, this singularity must be cancelled by ak ({3)
for {3 + {3k, i.e.
(47)
The number P must be chosen such that all other ar , r E !No have regular
limits for {3 = 13k. We show now that choosing P = 1 will guarantee this:
for p = 1 we get
94 CHENGHUNG CHANG AND DIETER H. MAYER
(48)
c;
k1 k1
(49) L al((3k)((l  k + l, z + 1) + = A L ar ((3k)Zr .
1=1 r=l
Expanding the left hand side into a Taylor series and comparing the coef
ficients with the right hand side one gets
(50)
and
k1
Ck = 2 L ((1  k + l)al(f3k ),
1=1
and assume limf3+,lh >'13 = 00. The eigenfunction equation A~k) ff3(z) =
>'f3ff3(z) reads again
k
(51) L ar (3)((2!3 + r)((2!3, Z + 1)
k1 1 k
+ LIT L ar (!3)(I) (213 + r)((2!3 + l, Z + 1)
1=1 r=O
1 k
+ k! L ar (!3)(k) (213 + r)((2!3 + k, z + 1)
r=O
k1
+ ak (/3)((213 + k, z + 1) ] .
Comparing the coefficients of the zeta functions in (51) and (52) we get
k
(53) >'f3 ao(!3) = L ar (!3)((2!3 + r),
r=O
1 k
(54) >'f3 a/(!3) = IT La r (!3)((l)(2!3+r), 1:S l:S k1,
r=O
(55)
and therefore
and hence
. (k  I)!
i~~k al({3) = k l!(k _l_I)!((1  k + 1)
and therefore
1 = 1, ... , k  1.
(58) SI := t
r=l
ar ({3k)((l;!(2{3k + r), 1 = 1, 2, ... , k,
The only singularity for 13 + 13k is in C(f3). Expanding the square root
gives
ao (13) = =fy/k. 1
'2z ~ +
(Sk  ((1  k))k
2 +0
(1)
,
o
Since the operator A~k) is of finite rank k + 1, its eigenspace for the
eigenvalues different from zero is of dimension k + 1. A natural basis for
this space is given by the Hurwitz functions ((2.8 +l, z+ 1), 1 = 0, 1, ... , k.
In the limit 13 + .8k = 12k the functions ((1 k+l, z + 1) are for 1 < k pro
portional to the Bernoulli polynomials whereas ((2.8 + k, z + 1) develops a
singularityat.8 = .8k. Obviously one can also use the powers {zl}, 1 E !No
A1
as a basis of the eigenspace of k ). One only has to be careful with conver
gence properties of the corresponding series expansions, since the functions
are only known to belong to the space B(D). In the limit 13 + .8k however
one gets
Proposition 3.
A1
(i) Let>. be a regular eigenvalue of k) for.8 + 13k with regular eigen
function f(z) with lim,lH,8k >',8 = >. "" 0 and lim,8+.Bk f,8(z) = f(z).
If the eigenfunctions f.B in the basis {zl}, 1 E !No and the basis
{((2f3 + l, z + I)}, 1 = 0, 1, ... , k have the representations
(ii) Let A{3 be an eigenvalue of A~k) with eigenfunction f{3(z) which for
{3 + {3k becomes singular. If the f{3 in the basis {zl}, 1 E INo and
the basis {((2{3+l, z+ I)}, 1 = 0,1, "', k have the representations
then for {3 + {3k the coefficients al ({3) and bl ((3) can be chosen such
that for all 1
(64)
Proof
(i) To prove statement (i) of this Proposition, assume the eigenfunction f {3
of A~k) has the two representations
L al({3)ZI = L bl({3)((2{3+l,z+1),
00 00
f{3(z) =
1=0 1=0
aO({3k) = 0,
al({3k) = 0(1), 1::; 1 ::; k  1,
ak({3k) = 0,
al({3k) =0, l~k+1.
1 1 f(l) (0)
= >:A~) f{3(z) = L
k
f{3(z) >:T((2{3 + l, Z + 1)
{3 1=0 {3
k
=L bl({3) ((2{3 + l, Z + 1).
1=0
Since A
(I)
=f ° we can find a neighbourhood of {3 = (3k such that A{3 =f 0.
But ff3 l !(O) is nothing but al({3). Taking the limit {3 + {3k proves (i) of
Proposition 3.
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 99
(ii) To prove this statement recall the asymptotic form of the divergent
eigenvalues of the operator A1:)
given in Proposition 2:
0(1)
= [±~; 1 + (Sk((lk))k]
V"2 z v1J73k 2
~ [ k
+ k1 (k ~ 1) ((1  k + l) ]zl + zk + 0(1)
k
(65) = L bl(l')zl + 0(1).
l=O
100 CHENGHUNG CHANG AND DIETER H. MAYER
(ii) The regular eigenvalues of A1~ coincide with the eigenvalues of A1~)·
Proof.
(i) To show A1~) has real spectrum we rewrite ((2(3k +1, z+ 1) for (3k = 1;k
and I = 1, ... , k  1 as follows:
Bk_l(z+l) ~_(k~I)B () r
(
( 2(3k + I, z + 1) =  k I =~ (k _ I) kIr 1 z .
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 101
It is clear that the operators ,,41~ and ,,41:) have the same spectra: if
,,41:) J(z) = >..J(z) and>" =P 0 then
1 k1 J(l) (0)
g(z) = J(z)  :x L  1!((2{3k + 1)
1=1
L
k1 J(l) ( )
,,41:)g(z) = >..J(z)  ;((2{3k + 1) = >..g(z).
1=1
And vice versa if ,,41:) g(z) = >..g(z) and>" =P 0 then the function
1 (I) (0)
:x L
k1
J(z) = g(z) + ~((2{3k + 1)
1=1
~
Aij =
{_(k:i) Bk i ~(l)
,(kJ)'
Jor i + J. < k
 ,
0, else.
and has the property [U1]ij = l/Uij. We will prove that [UAU 1]ij is a
symmetric matrix. For the case (i,j) with i + j > k we get due to Aij = 0
A 1 A_1
[U AU ]ij = UirArlUlj = O.
In the remaining cases we have
lUAU
A 1
]ij = UirArlUlj
A_1
Hence [U AU 1]i j is symmetric and has therefore real spectrum. Since
U A~~ U 1 is isomorphic to A~~) and j{~~) in the space p~(k1), also the
spectrum of the operator j{~~) is real.
Proposition 5.
(i) For k E INo the polynomials oj degree::; k belong to the kernel oj £'1~) .
(ii) For k E INo the operator £'1~) has). = (_l)k+1 as an eigenvalue with
eigenfunction
1
J(z) = z + 1 .
Proof
(i) This follows immediately from the definition of the operator £,~~).
C(k) J(z)
fJk
= ~(_I_)1_k
00
L...J z +n
[
1
1 + _1_
_ ~k ~(_I_)I
(I) ( )
L...J l ! z +n
1
n=1 z+n 1=0
It is a simple calculation that the term in the second sum vanishes whereas
the first sum just gives (_I)k+l Z!l'
(iii) The proof will be done in two steps. In the first step we show that
the operator C~~ is isomorphic to the operator (I)k(C_fJk+1  N~~k+1)
where NJO) JfJ(z) = JfJ(0)((2{3, z + 1). Indeed denote by V; the differential
operator
nk ._ dk
V z . dz k •
Lemma 4.
(67) V; C~~) J(z) = (_I)k(C_fJk+l  N~~k+1) V; j(z),
=L J.,p) (z 
00 (.)
j(z) J 1);
j=O J.
and
C~k)(zI)j= t
I=k+l
(I)j/G)((2{3+l,Z+1) for j>k,
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 105
D; C1k ) J(z)
j (.)J(j)(l)
L (l)j1 ~ .!(1)k(l+2,8hW+2,8+k,z+1),
00
= L
j=k+11=k+1 J
= £)_1_)2/3+2
n=l Z +n
x{ ~ j=kH
J.(j) (1)
L..t (Jk)!
[~(jk)(_l
L..t
1=0
l z+n
)1(l)jkI(l)jkl}
= L
00 J(j) (1) jk ( . 
·_k!L J I
k) (1)jkI((2,8+2+I,z+1)
j=kH (J ) 1=1
00 jk . J(j) (1)
= L L( l)1k1 (" _ k _ l)!l! (( 2,8 + 2 + l, z + 1)
j=k+ll=1 J
_ 00 j j_1 J(j)(l)
 L L (1) ("_l)!(l_k)!((2,8+Ik+2,z+1).
j=k+11=k+1 J
106 CHENGHUNG CHANG AND DIETER H. MAYER
00 jl J(j)(l)
L L
j
(1) (" l)!(l k)!((l + 1,z + 1),
j=k+1l=k+1 J
which coincides with expression (68) for the left hand side of (67) up to the
factor (_l)k. 0
Let us go back to the proof of statement (iii) of Proposition 5. The
space of polynomials of degree ~ k 1, denoted by p9l, lies obviously in
the kernel of £~). Thus, up to the point zero, £~) has the same spectrum
on B(D) as on the quotient space B(D)/p'5. k 1. Furthermore, the operator
V: is invertible on B(D)/p9 1. That means, on the space B(D)/p'!:.k1
we have
(69)
have the same spectrum on this space. But the last operator has besides
zero the same spectrum as the operator (l)k (£/3k+1  N~~k+l) in the
space B(D).
In [M2] it was shown that the operator £/3 : B(D) + B(D) for SR{3 > ~
has the same spectrum as the operator £/3 when acting in the Hilbert space
1l~h(H_l/2)' which is some generalized Hardy space:
1l~h (H 1/2)
= { J holomorphic in H 1/ 2, bounded in Hl/2+e 't:/ E: > 0 and
100
x 2'R/3 2dx [:00 dy(1 J(x _ ~ + i y) 12 I J(x + i y) 12) < 00 } ,
where H6 denotes the half plane SR z > o. It was furthermore shown in [M2]
that J E 1l~J(Hl/2) iff there exists 'P E L2(dm, IR+) such that
with
Since [MOS]
1 {'XJ
(71) ((2{3, z + 1) = f(2{3) io s2(Jle zs dm(s)
(72) M(O)
(J
cp(t) .=
.
1°
00 t(Jl/2
dm(s)s(Jl/2 cp(s)
f(2{3) .
Then we get
Lemma 5. For (3 E C with R{3 > 1/2 the operators NJO) and M1°) are
isomorphic via the isomorphism J(J : L2(dm, 1R+) + 1i~J(Hl/2) given by
J(J cp(z) := 1 00
dm(s)e SZ s(Jl/2cp(s).
Proof. Since for (3 E C with R{3 > ~ every f E 1i~J(Hl/2) has the
unique representation
f(z) = 1 00
dm(s)e sz s(Jl/2cp(s) ,
1(0) = 1 00
dm(s)s(Jl/2cp(s).
Using representation (71) for the Hurwitz zeta function the operator NJO)
can be written as
with M1°)
defined on L 2 (dm, 1R+) as in (72). Introducing hence the iso
morphism
as
(74)
o
That Jf3 is indeed an isomorphism can be seen easily as in [M2]. In
[M2] it was shown also that for ~(3 > !
the operator £f3 when acting
on 1l~~(H1/2) is isomorphic via the same isomorphism Jf3 in (74) to
the integral operator ICf3 : L2 (dm, IR+) + L2 (dm, IR+) whose kernel is
ICf3(s, t) = J2f31 (2v'St) with Jr the Bessel function of order r.
From this and Lemma 5 we then get
Lemma 6. For {3 E C with ~(3 > 1/2 the operator £f3  Nt) act
ing in 1l~~(H1/2) is isomorphic to the operator ICf3  M~O) acting in
L 2(dm,IR+).
!
This shows that indeed for ~(3 > the eigenvalues of the operator £f3NJO)
acting in the Banach space B(D) are real. The same holds then true for the
operator £~~) which has the same eigenvalues as (_l)k (£_f3k+lN~~k+l)
for (3k = 12k, k E IN as was shown before. 0
Remark. In the case k = 0 the operator /Cf3  M~O) has still a sym
metric kernel but the isomorphism Jf3 does not exist anymore for (3 = !,
so that our argument does not work. But we conjecture that £~~ has real
spectrum also.
We are now ready to discuss the relation of the spectra of A~k) and £~k) and
the spectrum of the generalized PerronFrobenius operator £f3 for {3 + (3k.
3.4. Spectral properties of the operator £f3.
THEOREM 1.
(i) In the limit {3 + {3k the regular eigenvalues of £(3 belong either to the
regular spectrum of A~k) or to the spectrum of £~~) .
(iii) Let A: be the two eigenvalues of the operator A~k) with eigenfunctions
fi(z) diverging for {3 + {3k. Then the operator £{3 has also exactly
two eigenvalues >.:divergent for {3 + (3k such that
. ± ±
hm I Af3 (z)  A{3 (z)
f3tf3k
I = O.
The eigenfunctions li(z) can be chosen such that
. ± ±
hm 1f{3 (z)  f(3 (z)
{3tf3k
I = O.
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 109
Since A1:) has only finitely many eigenvalues different from zero the
spectrum of C{3k differs from the combined spectra of the operators C1:)
and A1~ only in finitely many points. As we will see later, it turns out
however that for odd k the number A = 1 which is both an eigenvalue of
C1:) and A1:) is also an eigenvalue of C{3k' For even k ~ 2 however A = 1
is both an eigenvalue of C1~ and A1:) but in general it does not belong
to the regular spectrum of C{3k' In the case k = 0 the number A = 1 is
not an eigenvalue of A1:) and Theorem 1 can be applied. As a corollary of
Theorem 1 we hence get
(75)
where ]Jk is a polynomial of degree ~ k. Define Pk(Z) = ]Jk(Z)/A and
g(z) = f(z)  Pk(Z). Then either (1) g(z) == 0 or (2) g(z) =to.
(1) If g(z) = f(z)Pk(z) == 0, then f(z) = Pk(Z) is a polynomial. Therefore
Since Pk(Z) lies in the kernel of the operator C1~), C1~Pk(Z) van
ishes. Thus
(ii) We want to show that for 13 t 13k the regular eigenvalues and eigen
functions of A1k ) are also eigenvalues and eigenfunctions of Cf3.
Let Af3 be an eigenvalue of A1k) with eigenfunction 113 with
lim Af3
f3+f3k
= A < 00 and lim 113 = I .
f3+f3k
2: al(13) ((213 + l, z + 1)
00
ff3(z) =
1=0
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 111
This system of linear equations is very similar to the one for the operator
A~k) from (53) to (55). We can assume again that ak(,6k) = 1 and conclude
that the coefficient ao (,6) must be the most singular term for ,6 ~ ,6k.
Indeed one finds again:
and therefore
Hence if lim,6t,6k A~) (f + P,6) = )"Pk holds then).. will be a regular eigen
value of £,6 for 13 + 13k with eigenfunction j + Pk . But
(79)
Since the right hand side must be regular at 13 = 13k, pJk) (0) + j(k) (0) must
behave as 2 k! c (13  13k) for 13 + 13k, where c is some constant. Thus we
get
The equation lim,6t,6k A~k) (J + P,6) = )..Pk then has the form
Compare next the coefficients of zk in (81). On the left hand side it is the
coefficient of Zk in ((2f3k'Z+ 1) which is 11k. The coefficient of zk on the
(0)
'B
>.p(k)
right hand side is and therefore
(83)
and
p(k)(O)
Pk = PdO) +Q+ k k! zk
f(k) (0) «k 1)
=Pk(O) + Q  k!_zk for some Q E Po  ,
(85)
(86)
(87)
Then Q' will in general be a polynomial in p~(k1). But chosing the con
stant c' appropriately we can make Q' vanish at z = o. But every .A which
A1
is not a regular eigenvalue of k) at 13 = 13k obviously belongs to the re
solvent set of .A1~). 0
114 CHENGHUNG CHANG AND DIETER H. MAYER
Proposition 6.
(i) The function ht(z) = (z + l)kl  1 is an eigenfunction of both the
operators A~~) and .c{3k with eigenvalue A = 1 for all k ~ 2.
(ii) Let
denote the odd part of the period function of the holomorphic Eisen
stein series of weight k + 1 for odd k ~ 3. Then the function
hI: (z) = Pk (z + 1) is an eigenfunction of the operator L.{3k with
eigenvalue A = 1.
(89)
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 115
(92)
kl f(/)
)~ [ A f(z + N)  ~ l'((1  k + l, z + 1 + N) = c
(0) 1
uniformly in D for some constant c.
00 1 1 k f(I)(O) 1
L 1 (z) = "
f3 f3
( _ ) 2 f3 [1 (  ) _ "_f3_ (_)1]
~ n+z f3 n+z ~ l' n+z
n=l 1=0
k i l ) (0)
+ LT((2/3+l,z+ 1)
1=0
we find
Lf3ff3(z)  Lf3ff3(z + 1)
k f(l) (0)
= (_1_)2f3 [f (_1_) _ L _f3_ (_1_)1 ]
l+z f3 l+z l' l+z
1=0
But the Hurwitz zeta function obeys for all /3 E C the functional equation
[MOS]
((8, z)  ((s, z + 1) = zs
116 CHENGHUNG CHANG AND DIETER H. MAYER
and hence
lim [)..(31(3(z
N+oo
+ N)  £(31(3(z + N)]
/1)(0)
I: Lll ((2/3 + l,z + 1 + N)]
k
= N+oo
lim [)..(3f(3(z + N) 
.
1=0
/1)(0)
L
k
lim [)..(31(3(z + N)  ~ll (2/3 + l,z + 1 + N)] = 0
(3+~ .
1=0
we find
and 1(3 is an eigenfunction of £p. The argument goes through also in the
case /3 + (3k for regular).. and 1:
. ft)(O) 1
= c hm   :~::
(3+(3k k! 2 (/3  /3k)
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 117
lk)(O)
Hence chosing ~ = 2 c ({3  {3k) we see that 1 = lim.8+.8k 1.8(z) is a
regular eigenfunction for C.8 at {3 = {3k with eigenvalue A.
For {3values with R{3 > ~ condition (90) reduces to limN+oo 1.8(z +
N) = 0, since limN+oo ((2{3, z + 1 + N) = 0 if !R{3 > ~. In the case
!R{3 = ~ on the other hand a solution 1(3 of Lewis' equation (89) vanishing at
infinity determines an eigenfunction of the operator C.8 iff 1.8(0) = O. This
follows again from condition (90) since for R{3 = ~ the Hurwitz function
((2{3, z + N) does not vanish for N ~ 00. 0
Proof of Proposition 6.
(i) Consider first the function ht(z) = (z + l)kl  1 for k ~ 2. For
{3 ={3k = 12k and A = 1 we get
1 1
ht(z + 1) + (z + 1 ).810 ht( z + 1)
= (z + 2)kl + 1 + (_l_)lk ((1 + _l_)kl  1)
z+l z+l
+ 2)kl
= (z + 2)kl + 1 + (z + l)kl (Z  (z + l)kl
(z + l)kl
= ((z + l)kl  1) = ht(z)
and ht(z) is a solution of Lewis equation with A= 1. Obviously ht(k) (0) =
o and ht(O) = O. Next consider condition (92) of Proposition 7:
(k
1
1) k 
1 (k  1) ! 1
1 = l! (k  1  1) ! k  1 =
1 (kk!l)! k1(klk )
k l! =
we see with the identity [MOS]
zkl =k_ 1L
1 kl (k)1 BI(z)
1=0
( ) h ( ) " Bn+! B k n ( )n
94 I: Z = ~ (n + I)! (k _ n)! z +1
l:Sn:Sk, n odd
To prove, that these functions are eigenfunctions of the operator £{3 at
{3 = (3k with eigenvalue>. = 1 we recall a result by Zagier, who showed in
[Zl] that the function h{3, defined for '!R{3 > 1 as
has an analytic extension into the entire {3plane with a simple pole at
{3 = 1. Its analytic extension is a solution of Lewis equation for all {3 # 1.
We show next
(95) 1 ~ Br+1 tr
e t  1 ,...., L.J (r + 1) !
r=l
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 119
as
respectively
1 1 ) 1
Fz(t) '"   C
2
z+l
+ BoB1(1 + 1
z+
C
+ t;
00 (1+1 . B I n+1
Bn+1
n~l (n + I)! (I  n + I)! (z + 1)
n) 1
t.
From this asymptotic expansion one gets for the analytic extension of 9{3 (z)
to the half plane lRz > k21
2/: +1
k 1 k
9{3(Z) = r(~,8) { 2:
n=2
n
0
[Fz(t)  2:
n=2
cn(z) t n ] t 2{31 dt
9n/2(Z)
. 1 1 . 2,8 + n
= hm cn     = cn (l)nn! hm  
{3+n/2 ·2,8 + n r(2,8) {3+n/2 2,8 + n
= (_l)n n!
n+1
L Br+1 Bnr+l
r=l (r + I)! (n  r + I)!
(z + 1r .
This shows that the function 9{3(Z) takes for ,8 = ,8k = 12k the following
form
k
Br+1 B k r (
9{3k ()
Z = ( 1 )k 1 (k  1)'. ""'
L..J (r + I)! (k _ r)! z + 1)r
r=l
which up to the factor (1)k1(k I)! is just the function h;;(z) in (94).
This proves Lemma 7. 0
120 CHENGHUNG CHANG AND DIETER H. MAYER
As a corollary we get from this Lemma that the functions hl:(z) fulfill
Lewis equation (91) for 13 = 13k, k = 3, 5, 7, .... To make sure that these
functions are indeed eigenfunctions of the operator £(3 at 13 = 13k we still
have to check if the following relations hold
(i)
k kl (I)
(96) "" Br+1 B k r zr _ "" hk (0) BkI(z + 1) =c
L....J(r+1)!(kr)! L....J l! kl
r=l 1=0
(97)
(98) hk
(I)
o
(O)=B B k+1(_l)I+""
k
B r+1 B kr (r)
l! (k+1)! L....J(r+1)!(kr)! l
r=1
(99)
n) B n+ 1 B k n
L l (n + I)! (k  n)! + L
k2 ( 1 (k l  n n) (k Bkn
1 B
n) ! (n + 1) !
n+l
n=l+l n=l
(100) (n + l)zn = fo m
n + (
n 1) Bm(z) ,
the first term on the left hand side of relation (96) has therefore the form
(101) L L
k1 11 (
k  n  1) b BkI Z + 1
()
k 1 +
Lk
~
1=0 n=1
1 n kn1
n=O
n+ 1
But it is easy to check that the expression under the brackets coincides with
the left hand side of relation (99) and hence vanishes for all 0 ~ 1 ~ k  1.
Chasing hence c =  L~=o rf+r shows that also Property (ii) in (97) is
fulfilled for the functions hk (z) and they are regular eigenfunctions for .cf3k
as we claimed.
lim [
N+oo
11 N
z+ +
+ 1] = const .
Hence fo(z) determines a regular eigenfunction of .cf3 at fJ = ~ with eigen
value A = 1. Indeed, we will see later that the corresponding Af3 behaves
for fJ t ! as Af3 = 1  4 (fJ  !) + o(fJ  !).
122 CHENGHUNG CHANG AND DIETER H. MAYER
lim [h(z
Ntoo
+ N)  h(O) ((O,z + 1 + N)]
=2+ lim [z+NB1(z+I+N)] =const.
Ntoo
Remark. The functions r;;(z) = h;;(z  1) are just the odd parts
of the period functions of the holomorphic Eisenstein series of weight k + 1,
k = 3, 5, 7, ... for the group PSL (2,~) determined some time ago by
Zagier in [Z2]. The even parts of the period functions to these non cusp
forms are the functions [Z2]
rt(z) = ht(z  1) = zkl  1,
which were discussed in (i) Proposition 6.
(105)  = [f<k)(O)
A k!
~ J(i)(O) (_I)i
+~ i! (k  i)
1/ [J(k)(I)]
k!
<=0
(111)
k!
I:
. :. :. (J_k.. .:. )_(kO.)(O.. :. ) = 2
1=0
_f(l_)(_0) ((1 k
l!
+ 1)+2f(0)2 Bk+1
(k+1)!'
(ii) If f(z) = 2::::'=0 anz n denotes the Taylor expansion of hJ;(z) around
z = 0 then the coefficients an are related to the coefficients bn as follows:
(112) al = L
kt1
b2i  1
(2i _
1
1) + Ll , for 1 even,
i=~+1
t 1) L
k+1
h(O) = '"
Bn+1 Bkn
k LJ (n + I)! (k  n)!
l<n<k
  , n odd
k+1
(114) 

LBn B k n+1

n! (k  n + I)!
for k = 3, 5, 7, ...
n=O
124 CHENGHUNG CHANG AND DIETER H. MAYER
k'
(115) = '"' Bn Bk'n
~ , (k' _ )'
n. n. for k
,
= k + 1 = 4,6,8, ....
n=O
The last sum is a Cauchy product, indeed it is the coefficient Ck' of zk' in
the Taylor series of the function g2(z), where g(z) is defined as
z 00 Bk, ,
g(z):= (   ) = '"' _zk .
e 1
Z ~ k'!
k'=O
But then
=L
00
2
9 (z) = ()
e 1
Z
Z 2
Ck' Z
k'
,
k'=O
d z 1 z Z 2
dz g (z)=e z 1 +:;((e z 1)(e z 1))'
k' B k ,
k' = 0,1,2, ....
k' !
This implies
B k '1
(k'  1) ! '
k' = 0, 1,2, ....
Restricting k' to the values k' =k+ 1= 4, 6, 8, ... for which B k '1 = 0,
we get finally
Taking next the limit 13 + 13k = 12k and setting z = 0, the first term is
equal to
k1 (I)
L: hk l/O) ((1  k + l) .
1=0
[d13kk) (~
+ 1 + p k )] = b_ 1 (_I)k+1 ,
Z z=o
Lemma 9.
(i) Let k 2: 3 be an odd integer. Then
(117) c
(k ) .= ~ 2Bk _1 + (1)1
,r . L...J kl
(r)l ·
1=0
Proof.
(i) This identity is proved by induction on k = 3, 5, 7, .... The case
k = 3 is trivial since c.p(3) = 2B2  t
= 0 as B2 = ~. We will show that
c.p(k + 2)  c.p(k) = o. In a first step, we decompose c.p(k) into four parts:
c.p
(k) = 2 ~ B (k) _2 ~
L...J kl 1
k IB ~ _1_
L...J kl + L...J kl
k I
+L
k2 (1)1
k l
(k)1 for k = 3,5, 7, ...
1=0
:= c1(k) + c2(k) + c3(k) + c4(k) ,
where the ci(k) ,i = 1, 2, 3, 4 denote the four sums in c.p(k). Consider first
B k  1 ( k)
c1(k) = 2 L
k2
1=0
k l 1 '
respectively
cdk + 2) = 2 '"' 1 2)
L...J kB2 _ 1 (k +
k
H2  1
1=0 +
(118) = 2k + 2B '"' B k  1 ( k + 2) .
2 k2
k + 1 H1 + L...J k  1 1 + 2
1=0
(119)
and
(120)
n+1m m
1 (n) =n+1 (n + 1
m
1)
we can write
(k+2) (kH) (k+1) (k+2) (k) (k)
.f±!... = 1+2 + 1+1 = .f±!... + IH + 1
kl kl k+2 kl
(H2) (k+1) (k)
=.f±!...+~+_I_.
k+2 k+1 kl
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 127
cl(k+2) =2
k+ 2
k IBk+l +
+
k2
+ 1=0
L
2 k2 (k + 2)
l 2 BkI
+
(121)
2 k2
+k + 1 L (kl ++ 11) BkI + 2 k2
L (k)l BkI
k l .
1=0 1=0
The first and second sum of expression (121) can be simplified by means
of (119) and [MOS]
~ (:)B n m = ~ (:)Bm = Bn
as follows
2 k2
k+ 2
(k + 2) 2 k (k + 2)
~ l + 2 B k = k + 2 ~ l B +21
I k
k
= k + 2  2Bk+1 .
2 k2 (k + 1) 2 kl (k + 1) k 1
k + 1 ~ l + 1 B k I = k + 1 ~ l B k+11 = k + 1 .
Bk+1 k2+kl
(122) cd k + 2 )Cl(k)=2[k+l + (k+l)(k+2)]·
(124)
(125)
2kl .
(126) c(2k+1,2k)=L k(l)t .(2~)
2 +12 2
i=O
~ 2B2(ki) ( 2k ).
+ i=O 2k  2i 2i + 1
Applying again equality (120) the first sum in relation (126) can
be simplified to
~ 2B2(ki)
~ 2k  2i
( 2k ) _ _
2i + 1  2k + 1 ~
2_ ~ B . (2k +
2(kt) 2i + 1 .
1)
The last sum however is well known [N], and is given by
t=O
2
1"2.
This leads to
1
c(2k + 1, 2k) =  2k + 1·
From the definition of c(k, r) in (117) we get on the other hand
1
c(2k + 1,0) = 2k + 1·
tp(k, r)  tp(k, r  1)
= I: t
j=2kr m=O
(~)9(2klm).
Hence
r2
tp(k, r)  tp(k, r  1) = L c(2k  1, i)
j=2kr
r2
= L [c(2k  l,j)+c(2k  1, 2k  2  j)] +c(2k  1, k  1)
j=k
r2 1
= Ltp(k 1,j) + 2tp(k 1,k 1),
j=k
where the last equality follows from the induction hypothesis. Hence, start
ing with r = 2k we see from (127)
Proof of Proposition 8.
To determine 5. for the eigenvalue A = 1 belonging to the eigenfunction
f = h;(z) of C{3 at 13 = 13k, we insert the (13  f3k)expansion of A{3 and
f{3(z) in (103) and (104) into Lewis equation at 13 = 13k and get
[( _l)k+l + 5.(13  13k) + O( (13  f3k)2)]
x [(f(z)  f(z + 1)) + (/(z)  f{z + 1))(13  13k) + O( (13  f3k)2))]
= [(_1_)2{3k _ 2ln(z + 1) (_1_)2{3k (13  13k) + O( (13  f3k)2 )]
z+l z+l
x[j(~l)
z+
+!( ~l)(f3
z+
 13k) + O( (13  f3k)2)].
G~k) (k, z) I
2 k! z=l
(130)
 _ [(k)
A f (0) +L
kl f(i)(O) (_l)kli
i! (k _ i)
1 f(k)(l)
/k! .
,=0
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 131
._ [ (k)
A. I (0) +~
k1 I{i) (0) (_I)k1i
i! (k _ i)
1
.=0
k2 I{I) ( ) ( )1
0 [2((1 k+ 1) +
A = '" __ ~l.
~ 1! (k 1)
1=0
A= L
k
1=1
b1c(k,l), with c(k, l)
I .
= ~ 2 Bk~ ~ i( 1)' G) .
Since from (106) bl = bk  1  1 and from (116) c(k, l) = c(k, k  1  1), we
get A = 0 and hence ~ = O.
In the special case k = 1 we have
B2 1
I(z) = 2"" ( z + 1  2 + z) .
 1(1)(0) + 1(0)
,\ = 1(1) = 8,
Denote by r<pk+l (z) = r~k+l (z) + r:;;k+l (z) its decomposition into the even
and odd parts, that means r~k+l (z) is an even polynomial and r:;;k+l (z) is
an odd polynomial. From the transformation property
for the modular form 'PHI (z) of weight k + lone shows very easily [Z2]
that the polynomial r <P k+ 1 (z) fulfills the following two relations
(131)
(132)
Proof The case of the odd period polynomial was discussed in [Zl]. So
we can restrict ourselves to the even case and just follow Zagiers arguments
more or less word by word. Denote by E, Sand U the following matrices
in GL(2,~)
(1 + S*)'I/J = (1 + U* + U*2)'I/J = 0
we find S*'I/J = (U* + U*2)'I/J and therefore
and hence
which shows that the function (1 + S*)'lj;(z) is invariant under all transfor
mations 'Y* with 'Y E PSL (2, iZ) and hence must be identical zero. This
shows that 'lj; E Wkl and hence is modulo the function zkl  1 the odd
part of a period polynomial. 0
We still have to show that the polynomials pt(z) = r;k+l (z + 1) are eigen
functions of £/3 at 13 = 13k with eigenvalue A :r=l. But this follows
immediately from Lewis' equation
1
A±Pt(Z) = A±Pt(Z + 1) + (z + l)kl pt(l)'
z+
and therefore
and pt
is a regular eigenfunction of £(3 at 13 = 13k with eigenvalue A = A±
by Proposition 7.
Combining then all the above results about the regular and singular
eigenvalues of the operator £(3 for 13 = 13k we get
THEOREM 2. The Selberg zeta function Zs(s) for PSL (2, 7L) has
"trivial" zeros of order 2 dim Sk+l + 1 at the points s = 13k for k =
3, 5, 7, . ". It has simple poles at the points s = 13k for k = 0, 1, 2, 4, 6, .. '.
Remark. For even Maass cusp forms ips one has indeed [Ll]
1
f(z) = z +1.
The function is holomorphic away from the point z = 1, vanishes at
infinity and fulfills the functional equation
1 1
(138) f(z) = f(z + 1) + (_)28 f() ,
z+l z+l
with s = 1. This shows that also this eigenfunction of 6LB for PSL (2,~)
falls under Lewis' Theorem when the vanishing condition of f at z = 0 is
suppressed.
Proof. Any eigenfunction f{3 of £(3 for 0 < !R{3 ::; ~ vanishing at infinity
must vanish also at the point z = O. This follows immediately from the
eigenfunction equation
lim [f{3(z
N+oo
+ N)  f{3(O)((2{3, z + 1 + N)] = 0
and f{3 is an eigenfunction of £(3 with eigenvalue A = ±l. The eigenfunction
CPo = c of 6LB with eigenvalue p = 0 determines via the Lewis transform
the function h(z) = Z!l as we have mentioned already. It fulfills trivially
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 137
If ~/3 > 1 we obviously find h{3(oo) = ~ ((2/3), on the other hand the
function fulfills Lewis equation with A = 1
1 1
h{3(z) = h{3(z + 1) + (__
z+l
)2{3 h{3()
z+l
and hence
(139)
Since the left hand side has a meromorphic extension to the entire /3plane
with h{3 E B(D) also the right hand side has this property and equation
(139) holds true in the entire /3plane. This shows immediately that the
function h{3 is an eigenfunction of £{3 for those /3values for which ((2/3) = O.
For the trivial zeros 2/3 =  2, 4, ... the corresponding functions have
been discussed already in Proposition 6. The analytic extension of h{3 for
138 CHENGHUNG CHANG AND DIETER H. MAYER
with
1 1 1 1
Fz(t) = t1
e e
t(
Z
+1)
1
, C2(Z) = 
z+l
and C1(Z) = B1 (1 + ).
z+l
Since these functions are eigenfunctions of C{3 for these ,8values with
((2,8) = 0 with eigenvalue ). = 1 according to Proposition 7 they must
fulfill the relation
But [MOS]
t _ = ~ B k (l) t k 
_e_ 1 ,
et1 ~ k!
r=O
1 [ f(2,8  1) 1 f(2,8) ]
((2,8, z) = f(2,8) + "2 ;2t3
1 (      )
Z 2{31
1
+
00
e t I l e tz t 2{3  1 dt.
f(2,B) 0 et  1 t 2
This equality holds for all iR,8 > ~. But this shows that for large N
1 1 [ 1 ] 2{3
((2,8, z + 1 + N) + 1 + N?2{3 +"2
'" 2,8 _ 1 (z z +1+N
+O((z + 1 + N)(2{3+1)).
TRANSFER OPERATOR APPROACH TO SELBERG'S ZETA FUNCTION 139
(141) h{3(z)
1
= r(2,8) 10
ro Fz(t) t 2{31 dt, for ~,8 >1
with
1 e t (z+1)
F (t)  _ _ t(z+1)
z  e t _ 1 et(z+1) _ 1 e .
But
B (1)
= '"" _r_( t(z + 1) r 1
t(z+1) 00
e
et (z+1)  1 L...J r!
r=O
and therefore
\.....
h{3 (zrr(2,8)
1
10
00
[
1
e
t(z+1) m
'"" r2 ()] t(z+1) 2{31
et _ 1 et(z+1) _ 1  ~ t Cr Z e t
d
t
1 m r(2,8 + r  2)
(142) +r(2,8) ~ cr(z) (z + 1)2{3+r2
with
~ BrI Bz(l) ( )11
Cr(Z) = L...J (r _ l) ! l! z +1 .
1=0
The representation (142) obviously makes sense for !R,8 > 1 2m. For z large
cr(z) '" (z + It 1 and hence
~ r(2,8 + r  2) ~ r(2,8 + r  2)
~ cr(z) (z + 1)2{3+r2 '" ~ (z + 1)2{31 .
respectively
a relation well known in the literature [MOS]. We have seen that the func
tions h{3(z) for the trivial zeros 2{3 = 2m, m E IN of Riemann's zeta
function are just the odd parts of the period functions (argument shifted
by 1) of the holomorphic Eisenstein series of integer weight. Obviously
one expects the functions h{3(z) with {3 a nontrivial zero of Riemann, to
be related to the nonholomorphic Eisenstein series for these {3values. Pre
sumably Lewis transformation in (136) when regularized in an appropriate
way will give the explicit connection between the two functions 2 •
REFERENCES
L[y] = 0
be a linear differential equation over C(x). One can compute the mon
odromy group and the Stoke's matrices of this equation with the precision
Here A = k2 , Tij is the distance between Si and Sj, <Pij is the angle
between Si  Sj and the normal to Si at the boundary and U(Si) = n(si) .
V'r(1jJ(r(si)). Thus, k 2 is an approximate eigenvalue iff it is a root of the
determinant
10 1
rm I n (>\1r) JI()..2 r ) dr
MULTIPLY CONNECTED DOMAINS 147
L
00
I
1
{w ·n}
for algebraic w.
This problem arises in the design of new high performance memory
chips. For a conventional memory design to achieve the highest perfor
mance, the memory space is divided into separate individual components
 banks ("interleaved"), whose number is typically a power of 2. The bank
number in this case is simply determined by looking at the lowest bits in
the address A of the word: bank = A mod 2b.
This approach is used in high performance systems, with large Japan
ese machines using as many as 512 banks of memory.
A famous problem with this memory representation lies in the perfor
mance degradation it incurs, when accessing vectors with a stride which
is even, or divisible by a higher power of 2. E.g., in a 16bank system,
accesses of stride 16 arrays result in the worst performance, since only one
of 16 banks is accessed.
There are, nevertheless, some important practical reasons to use mul
tiple banks of memories in modern computer systems. The first of them
is the bandwidth from the memory system to the processing unit. By
increasing the number of memory units, one increases the throughput of
memory. This throughput had been traditionally the weakest point in
computer operations. Modern advances alleviated somewhat this bottle
neck by allowing faster memory operations, provided that data contiguities
are kept for successive memory requests (RAMBUS and other similar tech
nologies). The second need for multiple bank systems is still unmet by the
existing technologies, and this is the need for the fast access to scattered
data. Typically, these are accesses to either random address locations or to
arrays or blocks of data with different strides. First attempts to create eco
nomical memory subsystems on a single chip, comprising many individual
banks of memory blocks, are under way now. In creating these subsystems,
one should remember an important lesson of 20 years of multi bank use in
high end computers and supercomputers [K2]. Bank conflicts are the most
serious causes of performance degradation in multibank gather/scatter op
erations. Only by providing conflictfree accesses for most commonly used
data structures (such as large contiguous blocks, linear arrays with a fixed
stride, matrix subblocks, etc.), can multibank chips achieve higher perfor
mance compared to conventional architecture.
The simplest decomposition of address space among memory banks
assumes the number n of banks that is a power of 2: n = 2b. This still is
the most popular hardwired implementation of multibank architecture. It
requires almost no additional decoding logic, provides conflictfree accesses
to arrays of odd strides, but creates conflicts for all even strides. Unfor
tunately, in many practical applications, arrays have strides divisible by a
152 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
a t A = f(a)
that is IIon the full K  bit address space. The bank, where a word with
the address a resides, is determined by b bits of A. The power of the scram
bling mapping f determines the number of conflicts in different patterns
of memory accesses. This problem is a bit similar to the general problem
of cryptography, and one can use "one way functions" from cryptographic
recipes to generate the scrambling of address mappings.
We start, however, with a specific example of a future multibank,
single chip memory module. In this example there are 16 memory banks
on a chip. The stream of accesses is buffered by a FIFO on the input and
a FIFO on the output of each memory bank. This buffering is necessary
to guarantees proper inorder sequence of memory accesses. The definition
of bank conflict is based solely on the cycle time of each memory bank.
In the advanced technology, and a system cycle of T ns. (T '" 5), each
bank of memory has a cycle of lOT (or even 8T in the next generation
of the process) ns. It means that the conflictfree pattern of accesses is a
much more relaxed condition than one would naively expect. Namely, if
among ten successive memory requests there was no bank conflicts, these
accesses are processed with no additional latency and at a peak bandwidth
of the system. In the discussion below we assume exactly this memory
MULTIPLY CONNECTED DOMAINS 153
with the bank number being the top (not bottom) bits of the scrambled
address A, and A an odd number. The choice of A follows the recipe of
optimization of diophantine approximation properties  we are trying to
minimize the discrepancy  the deviation from the uniform distribution.
Even though the problem is finite (over the set of 2K elements), it
is very similar to a problem of deviation from the uniform distribution of
fractional parts {n . B}. Indeed, looking at the top bits of the (modular)
product A . a here is, in a sense equivalent to looking at n· B. Conse
quently, like in the quasicrystal problems, multipliers A, that are similar to
quadratic irrationalities, give better uniform distribution properties. One
simple recipe is inspired by the golden section T = ~1. One can take A
as an integer close to T . 2M for M :S K.
Several interesting classes of multipliers A immediately occur. One
of the choices guarantees conflictfree bank accesses, and thus, minimal
latency, in memory accesses for all strides of sizes up to O(2M), that are
not multiples of 13. The number 13 is the best (largest) number with this
property, and, of course, 11 can be used (or smaller primes). For example,
one can use the scrambling scheme only at the low 14 bits of the address
with the scrambling multiplier:
A = 3781
for mod 214 operations.
This very simple algorithm provides a perfect performance, 100% me
mory utilization and minimal latency for all strides up to 350, not divisible
by 13. The patterns of bank accesses in this scrambling scheme for fixed
stride arrays resemble quasicrystal finite tilings.
Another possibility is to allow for minimal conflicts between memory
banks for strides higher than one. For example, by computing the appro
priate discrepancies, one can exhibit interesting multipliers A such that
the scrambling scheme a + A = Aa mod 2M provides a conflictfree bank
accesses for stride one (contiguous) arrays, 100% bandwidth for all higher
strides (up to O(2M)) not divisible by 89, but a higher latency than the
minimal one for some of the strides under 89.
The choice of 2M modulus is the most appropriate from the point of
view of the simplest hardware implementation of the scrambling scheme.
Since the scrambling adds one additional pipeline stage to the memory
access (5 ns.), this scheme should have only a few gate delays. Modular
multiplication mod, say, 216 , occupies only half of the area of the 16 bit
fixed point multiplier. It is also sufficiently fast, since the multiplier A is
known in advance, and is Booth encoded to reduce the number of stages
in the (Wallace) multiplication tree. In terms of its overall performance
the new bank addressing scheme almost doubles the effective bandwidth of
memory throughput to a single processor.
An interesting variation on the bank encoding problem appears when
one looks at a problem of memory failure. To increase the yield of mem
MULTIPLY CONNECTED DOMAINS 155
a + A = Aa mod 2K.
If, however, one or many memory units have defects, one has fewer
good memory units, and the address space shrinks to AD = n . 2m memory
locations, where n < 2b. In this case it is necessary to translate an "abso
lute" address a with a valid range O... AD  1 to a unique unit number u
in o... n  1, and a local address la in o... 2m  1. Since these translation
units are needed for all multiprocessors inside the part, the ease of the
hardware implementation of the translation logic is crucial. As a practical
example, we consider b = 6 case of 64 memory units with 64 microproces
sors, with each of memory units containing 213 cache lines (up to 32 bytes
per cache line). In this case the address space in the "defect free" case is
219 of addressable locations (cache lines, say). Because of a relatively large
chip area, defects will be common, and the number n of good processors
can go typically to 32. These parts can be salvaged only with memory
translation units.
We have several low cost solutions to the memory translation (remap
ping) problem that also use the scrambling technique to achieve better fixed
stride access. These solutions are all based on the modular multiplication
(with additional low discrepancy features). One of them is a novel way to
subdivide the address space into n banks and to perform the scrambling at
the same time. Namely, if you have the address space as 2K (as before),
and n memory units (banks), that is an arbitrary number, you perform the
scrambling mapping first:
a + A = Aa mod 2K ,
156 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
and then determine the unit number u = (A· n) /2 K , where this memory
location resides, with a local address La = A  u . 2K In. Here n is a
short constant, and 2K /n is a (longer) constant. In addition to the stan
dard scrambling, this approach requires only 2 multiplies by short (6bit)
numbers and addition/subtraction. One can merge various modular mul
tiplications (scrambling and translation) into a one block, to speed up the
whole process, that has to be completed in time T (= 5 ns.).
A further complexity in translation and scrambling algorithms occurs
when each of N memory units is subdivided into S local banks, and because
of defects, both Nand S can be arbitrary. Using modular scrambling we
can design especially fast, simple and small translation units (scheme II).
The notations in this setting are the following. There are N memory
banks, 1 ::; N ::; 64, with each memory bank consisting of exactly S . 210
"words" for 1 ::; S ::; 8 (with a "word" representing as above a "cache line"
of 32 Bytes). Thus there are N· S· 210 ::; 219 valid words. All 19bit valid
global addresses A are in the range 0 ::; A < N . S . 210 . The scrambling
and remapping scheme II below produces, for each valid global address A,
a valid bank number Bank, and a valid local address Local in the ranges:
0::; Bank < N,O::; Local < S· 210. This mapping, A + (Bank, Local) is
provided by the final, "N Box" Box of the scrambling scheme II.
The Scrambling Scheme II consists of 3 scrambling boxes: "S Box"
and "M Box" operating at the same time, and an "N Box", combining
their results.
To prepare for the operations, decompose the address number A into
the top and the bottom parts: Atop = A[18 : 10] (top 9 bits of A)j A bot =
A[9 : 0] (bottom 10 bits of A). A 9bit Atop number is sent to the "S Box",
and a 10bit number Abot is sent to the "M Box". The "S Box" produces
2 numbers, Q and R, and the "M Box" produces 1 number Dj the "N
Box" takes Q and D, and computes X = D· N + Q (where D is a 10bit
number, Q is (at most) 6bit number, and N is a 6bit constant). Then
6 bits [15 : 10] of a 16bit number X is the Bank number, and the Local
address is a concatenation of R (as the top 3 bits of Local) and the bottom
10 bits, [9 : 0], of X.
A brief description of "S, M, N Boxes" is the following. The "S Box"
takes a 9bit number B (= Atop), and divides it by S, producing both the
quotient and the remainder Q and R of B / S: B = Q . S + R. For this B
is multiplied by a (relatively short) constant L (depending only on S), and
Q is (typically): Q = (L . B)[15 : 10]. The remainder R is then simply:
R = BS·Q mod 8  i.e., R is only 3 lowest bits of BS·Q. The "M Box"
is simple  it takes a lObit number C (= A bot ), and uses a 9bit constant
A (depending on N, S and the specific patterns of memory accesses), to
produce a lObit number: D = C . A mod 210  i.e., we just retain 10 lowest
bits of C . A. The "N Box" takes Q from the "S Box", and D from the
"M Box", and computes X = D . N + Q, from which bits [15 : 10] give
the Bank number (while bits [9 : 0] give bits [9 : 0] of the Local address,
MULTIPLY CONNECTED DOMAINS 157
whose bits [12 : 10] are simply R). To speed up the operations, one can
start computing X even before D and Q are fully computed  in the case
of the Wallace tree computations, one can pass the Sum/Carry pair of D
directly to the "N Box".
"S Box". The "S Box" takes a 9bit number B as an input (this
number constitutes bits [18 : 10] of the global address A)  it is actually
< N . 8. To compute Q from B we run the multiplication B . L(8) for an
8bit constant L(8) (or B· L(7) + 27 for 8 = 7), and take top 6 bits of that
multiplication, typically [15 : 10]. Specifically, this is the list for different
8:
Case 8 = 1. Q = (B· 1024)[15 : 10] (or ... Q = (B· 128)[12 : 7] or
... Q = B[5 : 0]);
Case 8 = 2. Q = (B· 512)[15 : 10] (or ... Q = (B· 64)[12 : 7] or
... Q = B[6: 1]);
Case 8 = 3. Q = (B· 342)[15: 10] (or Q = (B ·171)[14: 9]));
Case 8 = 4. Q = (B . 256)[15 : 10] (or ... Q = (B . 32)[12 : 7] or
... Q = B[7 : 2]);
Case 8 = 5. Q = (B· 205)[15 : 10];
Case 8 = 6. Q = (B· 171)[15 : 10];
Case 8 = 7. Q = (B· 146 + 128)[15: 10] (or Q = (B· 73 + 64)[14: 9]);
Case 8 = 8. Q = (B· 128)[15 : 10];
The product(sum) Q can be passed to the "N Box" as a partial sum
even before it is completed (where it is accumulated to bottom bits only).
Meanwhile, when the "N Box" processes Q, one can compute R in the
simplest way simply by looking at 3bit computations: R = B  8·Q mod 8.
Here the lowest 2 bits [1 : 0] of R are actually trivial to compute (only 3
XORs), while the bit 2 is slightly more involved. The 3bit R is mapped
directly as bits [12 : 10] of the local address Local.
"M Box." The "M Box" takes a lObit number C  bits [9: 0] of the
Global Address A, and uses a 9bit constant A (depending on N, 8 and the
specific patterns of memory accesses), and computes D  the 10 lowest bits
of the product C· A: D = C· A mod 210. Some (quasicrystal) A for given
Nand 8 (33 ::; N ::; 64,1 ::; 8 ::; 8) are provided below. The number D is
passed to the "N Box;" and again it can be passed even in a noncompleted
form.
"N Box." The "N Box" takes a 6bit number Q from the "S Box,"
and a 10bit number D from the "M Box," and computes a 6xlO bit mul
tiplication by a constant N with a 6bit sum: X = D . N + Q. Then 6 bits
[15: 10] of a 16bit number X is the Bank number, and the Local address
has as its bits [12 : 10] the number R (also produced by the "S Box," but
later than Q), and as its bottom 10 bits, [9 : 0], the bits [9 : 0] of X.
Seemingly simpler than Scheme II, is a Scheme I, where one has to
perform a 19bit multiplication of A by a 19bit constant LL, looking at
bits [36 : 18] of the product A . LL. It uses more gates, and is potentially
158 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
for arithmetic circuits attracted a wider than usual audience after a well
publicized numerical error in the Pentium divider cost Intel about $475
million. By the way, few customers demanded the replacement, proving
that accuracy matters only to numerical mathematicians.
Relatively small circuits (say, having a small number of inputs and in
ner states) are easily verifiable by exhaustiontesting all possible patterns.
For a 32bit adder, multiplier or divider, this is clearly impossible because
of 264 distinct test patterns. Nevertheless a ready design of a 32 bit adder
can be verified relatively fast using formal methods. Unfortunately, the
same cannot be said for a multiplier design (even a 17bit one). A common
technique for formal verification is known as Binary Decision Diagrams
(BDDs). This is an interesting graphbased method of dealing symboli
cally with logical (Boolean) identities. It represents a rather interesting
counterpart to the classical symbolic algebra based on integer computation
(following Kronecker's suggestion). Instead, in the simplest of BDD worlds
you have only YES or NO  1/0 variables. A BDD of a boolean function
9 = Xi . 9Xi + Xi . fixi
of the vertex "g." The graph ends at two constant Boolean functions 0 and
1.
BBD had been invented in the 60s by Akers, but came to prominence
after 1986, when Randal Bryant proved [Br1] that ordered BDDs (DBDDs)
have a unique normal (i.e., without redundant terms) form, and thus for a
given order of variables, two circuits are equivalent iff their OBDD graphs
coincide. BDDs have a nice property that BDD of any composition of
Boolean functions can be computed in time roughly proportional to the
total sizes of BDDs involved. This makes it a very useful instrument in a
hierarchical design development. Often, BDDs are quite simple, especially
compared to any of the Boolean normal forms (conjunctive or disjunctive),
which involve number of terms exponential in the number of variables. For
example, all symmetric Boolean functions of n variables have their OBDD
at most quadratic in n. For example, parity function
Pn = Xl EB ... EB Xn
(i.e. Xl + ... + Xn (mod 2)) has a very simple OBDD with 2n + 1 vertices.
160 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
The OBBD for the adder of n bits is at most quadratic in n (if one
imposes the following order of input variables x(O : n  1), y(O : n  1):
o(n 3 ), and, by increasing the number of BDDs, the total complexity can
be decreased to O(n 2 .5 ). The order of variables here is different from that
of an adder: it is
Xo, Xl,···, Xnl, Yo, YI,···, Ynl·
The real trick is, of course, a divider (remember Pentium). The actual
Pentium bug is a relatively simple one. The Pentium divider does not really
divide one number by another in a giant combinatorial circuit. And that
circuit would have been a giant indeedfor a double precision on operands
it would have occupied an area 50% larger than the whole floating point
unit of Pentium, adding, perhaps, as much as 20% to the cost of the chip.
Instead Pentium does iterative division popular since the late 60s. It
processes 2 bits at a time by "guessing" the next two bits in the quotient
using adder/subtracter and a table lookup for leading digits (table lookup
is implemented in a combinatorial logic, not in ROM). Intel made 5 errors
in the table lookup, most likely because the same error occurred in a well
known textbook used in graduate courses. Since the iterative circuit is the
only one that has to be verified, and it is roughly equivalent to an n by 2
multiplier, its OBDD can be easily constructed, which had been, of course,
done about a year after Intel bug had been initially discovered.
Again, the BDD size for a complete divider circuitry is still exponential.
Nevertheless, we can construct a sequence of BDDs whose identification
prove the accuracy of the divider's logic equation. The total size of these
BDDs is bounded by O(n 4 ). Similarly, one can verify an n bit square root
of a 2n bit integer. We hope that we would be able to extend this method
to the verification of the full IEEE compliant nbit floating point square
roots.
For a symbolic approach to integer multiplication algorithms from the
point of view of interpolation on algebraic surfaces, we refer to [Ch3].
8. Approximate polynomial factoring problems. We want to
present another application on numbertheoretical methods; this time to
computer image (post) processing. Problems of deblurring, deconvolu
tion or blind deconvolution can be typically reduced to algebraic problems
of approximate factoring, [L1]. In these, as well as in many other prob
lems (such as phase reconstruction and zero crossing ... etc), one looks at
a polynomial F(ZI' Z2) in the transform domain, representing blurred or
contaminated images, and tries to recover the original image P(ZI' Z2), or,
perhaps, the blurring or contaminating filter D(Zb Z2) (known also as a
point spread function), from the approximate equation
(I)
that represents the linear nature of filtering.
Assuming finite support for both the image and the blurring function,
equation (1) is an (approximate) polynomial equation .. If it would be ex
act, then (1) would be a classical algebraic problem of factorization of a
162 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
polynomial F(ZI' Z2) over C[Zl, Z2]. However, in practice, (1) is only an
approximate identity, and this poses the question of a proper formulation
for an approximate factorization problem. Similarly, very often one con
siders a sequence of acquired images with uncorrelated blurring functions
(as it is common in the adaptive optics class of tasks); and in this case
of simultaneous blind deconvolution of several images of the same object,
one is led to the problem of finding an appropriate GCD of a family of
polynomials {Fl (ZI' Z2), F2(ZI, Z2), . .. , Fn(ZI' Z2)}'
These approximate problems may be viewed as exact problems in the
neighborhood of input polynomials. Because of the rigidity of the corre
sponding spaces, it is possible to arrive at an "exact!' approximate question,
following [CGTW]. The use of a specific norm considerably influences the
approximation result. Typically for polynomials two norms are in use: II
and l2 norms, defined as II or l2 norms of the vector formed by all poly
nomial coefficients. For the purpose of accurate analysis we prefer the l2
norm.
Let us formulate the general basic algebraic "approximate" problems
in the twodimensional case.
°
Approximate Polynomial Factorization Problem. Let F(ZI' Z2) be a
polynomial in Zl, Z2, and let E > be an approximation error. Then for a
given E > 0, determine a polynomial factorization
(2)
deg(P) = deg(F), liP  FII ~ E, that has the largest number m of factors
Pi, each of which is a power of an irreducible polynomial.
Approximate GGD Problem. Let {Fl (ZI' Z2), . .. ,Fn (ZI' Z2)} be a sys
°
tem of n polynomials, and let E > be an approximation error. Then for a
given E > 0, determine a polynomial G(ZI' Z2) ofthe highest possible degree
r, such that there exist perturbations FHzl,Z2) of Fi (ZI,Z2), with
(3) deg(Fi) = deg(Fi ) , IIFi  Fill ~ E, i = 1, ... , n,
for which G(ZI' Z2) is an exact GCD of {FI (ZI' Z2), . .. ,Fn(ZI' Z2)}.
Remark: If there is more than one such G(ZI' Z2), we choose the one
that minimizes the total perturbation L:~=1 IIFi  Fill·
(10) deg(G)~mk+l,
then
(11)
Remark: The bound in (9) is the worst €separation bound for €gaps
in the sequence of singular values. Then can be considerably improved in a
generic case, or by analyzing the minors of the Sylvester (Bezout) matrix.
The gap in the sequence of singular values tells at which levels of
approximation the degrees of approximate GCD decrease as € + 0 (so that
at € = 0 we obtain an exact GCD degree).
The cost of this operation using conventional algorithms is very high,
it is O(m 3 ). An important problem is to reduce the above complexity
bound to a conjectural worst case complexity of O(m log2 m) in the case of
12 norm; we discuss this in the next section.
However, once the degree r is found, the corresponding G (z) can be
computed, at least in principle, in O(m log 2 m) operation only. For this, one
may use fast GCD computations following Schonhage's algorithm [Sch] of
fast Euclid method, based on fast polynomial multiplication and division.
It is important to emphasize that G(z) is not unique, and is known only
€approximately.
Once an approximate GCD G(z) is found (or a candidate G(z) is
obtained as a part of an iterative procedure), one has to find approximate
Fi(Z), such that G(z) = GCD{F1 (z), F2(Z)} by minimizing IIPi  Fill, i =
1,2.
In the next section we will examine the complexity of approximate
GCD computations.
8.2. Complexity of direct GCD computations. Exact GCD com
putations are typically performed using Euclid's algorithm (with various
rescaling additions known as subresultant algorithms [K3]). The average
run time of this classical algorithm is O(n4 log2 n), where n is a bound for
the degrees of two polynomials. Modifications of Euclid's algorithm that
use fast polynomial multiplication and division (using fast convolution and
FFTs) bring the complexity down to O(n 2 log 2 n). The fast GCD algorithm
of SchonhageKnuth, which is fairly involved [K4], has complexity of only
O(n log2 n).
Approximate GCD problems cannot use Euclid algorithm or its fast
versions because of an incredible accumulation of numerical errors in com
putation of consecutive remainders in these algorithms.
The SVD approach to an approximate GCD analysis is stable, but
the SVD decomposition alone requires O(n 3 ) operations. One would like
to have lower complexity SVD computations of Sylvester matrices that
MULTIPLY CONNECTED DOMAINS 165
use the special structure of these nearly dense matrices. For example, an
interesting problem is whether it is possible to compute singular values,
especially those close to zero, in less then O(n 3 ) operations? Indeed, we
present an approach for stable singular value computations that is also fast.
Towards this, recall that the singular values Wi in (5) and (7) are square
roots of the eigenvalues Ai, of the symmetric matrix
(12)
where
(13)
(14)
(15)
1 Even in one dimensional case, this can lead to simplifications. For example, the
(nl + n2) x (nl + n2) Sylvester matrix can be reduced to an nl x nl matrix called
Bezoutian, discovered by Bezout, if one looks at [Fl{Z)F2{Z')  Fl{Z')F2{Z)]/{z  z').
MULTIPLY CONNECTED DOMAINS 167
(16)
As a classical algebraic problem, this has been well studied for different
fields K of definition (containing coefficients of all polynomials involved).
Its counterpart  the problem of factorization of univariant polynomials is
even wider studied. For K = C, this is a problem of finding of all roots
of a univariant polynomial of degree n. The best known results for generic
polynomials give complexity of only O(n 2 ), but require extended precision
and accuracy growing like at least O(n 2 ) [eh4]. For K = Q the complex
ity bound of a deterministic algorithm in a univariant case is O(n 6 ). To
demonstrate the difference between approximate and exact factorization
problem, it is a good moment to return to the modular arithmetic. If one
looks at an exact factorization over Z, then this problem can be specialized
mod p to a sequence of factorization problems over F p[t], and there exist
randomized algorithms with an expected run time of O(n2+ f ). Of course,
none of these number theoretic tricks can be used in the approximate fac
torization problem, where reduction mod p is impossible. Successes in uni
variate polynomial factorization are due to progress in polynomial discrete
and linear programming algorithms, especially in fast finding of relatively
short vectors in multidimensional integer lattices [KA].
Integer lattice algorithms can be applied to multivariate factorization
as well. For example, the best complexity bound for univariate factoriza
tion for K = Q and K = RIC is O(n 8 ) or O(n7), iffast matrix multiplica
tion algorithms are used. So far it had been the best theoretically known
complexity bound.
In order to describe new algorithms and their relationship with the
known ones, both theoretical and Lane Bates type, we restate the factor
ization problem using the language of linear differential equations in the
complex plane. We look at the initial algebraic equation
(17)
(18)
given by
not reached this goal. A move towards this goal lies in the use of multipoint
generalized Pade approximations [Ch6]. In this approach to factorization,
we are looking at an approximate factor of (17) that can be written in the
form
k
(20) I:aj(zdz4(Zl):::::: O.
j=O
(21)
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IEEE 1rans. Computers, 20 (1971), 15661569.
[BO) O. BOHIGAS, D. BoosE, R. EGYDIO DE CARVALHO, AND V. MARVALLE , Quantum
tunneling and chaotic dynamics, Nuclear Physics, v. A560 (1993), 197210.
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diagrams, 32nd Design Automation Conference, June 1995, 535541.
[Cll) E. CLARKE, M. FUJITA, X. ZHAO, Hybrid Decision Diagrams: Overcoming
the Limitations of MTBDDs and BMDs International Conference on CAD,
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[CGTW) R. CORLESS, P.M. GIANNI, B.M. TRAGER, S.M. WATT, "The Singular Value
Decomposition for Polynomial Systems," Proc. 1995 Int. Symp. on Symbolic
and Algebraic Computations, 112.
[ChI) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, Transcendental methods and theta
functions, in Proc. Symp. Pure Mathematics v. 49, part 2, 167232, AMS,
Providence, RI, 1989.
[Ch2) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, Use of computer algebra for dio
phantine and differential equations, in Computer Algebra, M. Dekker, NY,
1988, 182.
[Ch3) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, Elliptic formal groups over Z and
F p in applications to number theory, computer science and topology, Lecture
Notes Math., 1326 (1988), 1154.
[Ch4) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, "Computer Algebra in the Service
of Mathematical Physics and Number Theory," Computers in Mathematics,
M. Dekker, 109232, 1990.
[Ch5) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, "Approximations and Complex Mul
tiplication According to Ramanujan," Ramanujan Revisited, Academic Press,
375472, 1988.
[Ch6) D.V. CHUDNOVSKY AND G.V. CHUDNOVSKY, "Rational and Pade Approximation
to Solutions of Linear Differential Equations and the Monodromy Theory,"
Lecture Notes Physics, v.126, 136169, Springer, 1980.
[Cu) J. CULLUM, R. WILLOUGHBY, Lanczos Algorithms for Large Symmetric Eigenvalue
Computations, v.l and 2, Birkhauser, 1998.
[KA) E. KALTOFEN, "Polynomial Factorization 19821986," Computers in Mathemat
ics, M. Dekker, 285310, 1990.
[K1) M. KAC, Can one hear the shape of a drum?, Amer. Math. Monthly, 73 (1966),
123.
[K2) D.J. KUCK, The structure of computers and computations, v.1, J.Wiley, 1978.
[K3) D. KNUTH, The Art of Computer Programming, v.2, AddisonWesly, 1981.
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269274, 1970.
[Ll) R.G. LANE AND R.H.T. BATES, "Automatic Multidimensional Deconvolution," J.
Opt. Soc. Am. A Vol. 4, 180188, Jan. 1988.
[MK) S.W. McDONALD AND A.N. KAUFMANN, Spectrum and eigenfunctions for a
Hamiltonian with stochastic trajectories, Phys. Rev. Lett., 42 (1979), 1189
1191.
[PS) G. POLYA AND M. SCHIFFER, Convexity offunctionals of transplantation, J. Anal
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[S) G. SZEGO, Inequalities for certain eigenvalues of a membrane of a given area, J.
Rational Mechanics and Analysis, 3 (1954), 343356.
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form., 1, 139144.
174 DAVID V. CHUDNOVSKY AND GREGORY V. CHUDNOVSKY
LP(u,v) = 1.
"IJ
with P(v,u) :j:. 0, so that the values for w(v,u) are either 0 or 1 for a
simple graph.) The random walk on a weighted graph has as its transition
probabilities
P( ) _ w(u,v)
u,v  du '
dv = Lw(u,v).
u
We define
dv  w(v,v) if u = v,
L(u,v) = { w(u,v) if u and v are adjacent,
o otherwise.
In particular, for a function f : V + JR, we have
Lf(x) = L(f(x)  f(y))w(x, y).
y
x~y
Let T denote the diagonal matrix with the (v, v)th entry having value
d v . The Laplacian of G is defined to be
1 w(v,v)
1
if u = v, and do :j:. 0,
dv
C(u, v) = _ w(u, v)
if u and v are adjacent,
Vdudv
o otherwise.
LOGARITHMIC SOBOLEV TECHNIQUES FOR RANDOM WALKS 177
Since [ is symmetric, its eigenvalues which are all real and nonnegative
are denoted by
o= AO :::; A1 :::; ... :::; An1
where Ii is the projection to the ith eigenfunction cPi of the graph. (Al
though the ith eigenfunction is not unique in general, we can choose a set
of orthonormal eigenfunctions, breaking ties arbitrarily.) For any t 2: 0,
the heat kernel H t of G is defined to be the n x n matrix
Ht = l: e>'i t Ii
i
= et.c
+ t
2
= I  t[ [2  ...
2
In particular,
Ho =1.
For a function f : V + lR, we consider
F(x,t) = l: Ht(x,y)f(y)
yESuc5S
= (Hd)(x).
178 FAN CHUNG
of = £F
at
(iv) L (F~)  F(Yq!h2W(x, y) =L F(x, t)£F(x, t)
{x,y}EE x V"'y x
where
if 1  Al 2:
(2) A={ otherwise.
AnI  1
(3)
i;to
~ (1  ,x)S IIHs  10 II
~ e s ).
LOGARITHMIC SOBOLEV TECHNIQUES FOR RANDOM WALKS 179
Although A occurs in the above upper bound for the distance between
the stationary distribution and the sstep distribution, in fact, only Al
is crucial in the following sense. Note that A is either Al or 2  AnI.
Suppose the latter holds, i.e., An1  1 2: 1  AI. We can consider a
modified random walk, called the lazy walk, on the graph G' formed by
adding a loop of weight dv to each vertex v. The new graph has Laplacian
eigenvalues ~k = Ak/2 ::; 1, which follows from equation (I). Therefore,
1  ~1 2: 1  ~n1 2: 0,
and the convergence bound in L2 distance in (4) for the modified random
walk becomes
(4) w'{u
,
V)={ w{v,v)+cdv
w{ u, v)
ifu=~
otherWIse.
A~ =~ = 2Ak
1+ c An1 + Ak
where
Then we have
In particular we set
\ _ \' _ 2A1
A  Al
An1 + Al
Therefore the modified random walk corresponding to the weight function
w' has an improved bound for the convergence rate in L2 distance:
180 FAN CHUNG
A( ) _ JPS(y, x)  1f(x)1
uS  max
x,y
( )
1f X
.
Let I x denote
if Y = x,
otherwise,
We have
then, after t steps, we have 6.(t) ~ E where A is as defined in (2) or for the
lazy walk as defined in (4), A can be taken to be
if 1  Al 2: Anl  1
(6) otherwise
"""
.l..J (J(x)  f(y))2 wx ,y ~ Q
"""
.l..J f2(X)dx log L
p (x) vol G
2
{x,y}EE xEV f (z)dz
zEV
In other words, Q can be expressed as follows:
L (J(x)  f(yWwx,y
. f {x,Y}EE
(7) = = In
#0 L f2(x)d x log f (x)vol G
Qa Q 2
xEV L f2(Z)d z
zEV
where f ranges over all nontrivial functions f : V ~ llt
Logarithmic Sobolev inequalities first arose in the analysis of ellip
tic differential operators in infinite dimensions. Many developments and
applications can be found in several survey papers [1, 6, 7, 9]. Diaconis
and SaloffCoste [5] introduced a discrete version of logarithmic Sobolev
inequality to prove that for a regular graph on n vertices
1 c
if t ~ 2Q log log n + ~.
We will give a simple proof of the above result by deriving the following
slightly stronger statements.
THEOREM 1. In a weighted graph G with logSobolev constant Q, we
have ~(t) :S e2 c if
1 vol G c
t ~ 2'" log log
...
. d
mInx x
+"\A .
1 vol G c
t ~ 4'" log log . d +"\ .
... mInx x A
The proofs for the above theorem will be given in the next section.
182 FAN CHUNG
In particular,
The main proof for Theorems 1 and 2 consists of two parts. In the first
part (Theorem 3), we will see that the inequality (8) relating the pnorm
to the 2norm, for certain p, implies the improved convergence bound for
random walks. The second part (Theorem 5) states that the inequality (8)
can be derived from the logSobolev inequality.
THEOREM 3. Suppose that in a weighted graph G, its heat kernel Hs
satisfies
(8)
for all I : V(G) + JR, and p = e{3s for some positive value j3. Then the
random walk on G satisfies
if
2 volG c
t'2 j3loglog . d
m1n x x
+ ,.A
We consider
we have
volG ) l/p log log ~,88
(
minx dx
= ee ~
=e
From (8) and (9), we have, for any 1,
l1/Jx 11"1/2 Hs 11"1/2 11::; e 11"11111"1/2 Hs 11"1/21Ip
::; e 11"11/112,
In particular, for the heat kernel and the projection 10 into the Oth eigen
function, we have
l1/Jx 11"1/2 (Hs+r  10)11"1/2 1 1 ::; l1/Jx 11"1/2 Hs(Hr  10)11"1/211
::; e 1I"1111"1/2(Hr  10)11"1/21112
::; ell(Hr  10)11"1/21112
s:; ell(Hr  10)112 1I'7r 1/ 21112
::; e1 Ar 11" 111112.
This is equivalent to
::; max II1/Jx 11"1/2 (Hs+r  10) 112 . II1/Jy11"1/2 (Hs+r  10) 112
x,y
::; e 2 2Ar
184 FAN CHUNG
by using (10) and the Cauchy Schwarz inequality. Now, we take r = 2c),. ,
t = 2s + 2r, and the proof is complete. 0
We can also obtain a similar statement for the convergence bound
under the total variation distance.
THEOREM 4. Suppose that in a weighted graph G, its heat kernel Hs
satisfies
if
1 volG c
t ~ (3 log log . d +"\.
mInx x A
< ~el),.r
 2
by using (10). 0
Now we proceed to show that the logSobolev constant can be used
to determine (3 in the above theorems. This proof is very similar to the
continuous case (see [5]).
THEOREM 5. In a graph G with logSobolev constant 0:, its heat kernel
H t satisfies
z
LOGARITHMIC SOBOLEV TECHNIQUES FOR RANDOM WALKS 185
2
(13) :S 4( Pl) :L(fVl(X)  fVl(y))(f(x)  f(y))w""y
p "'~y
p = p(t) = 1 + e4a:t.
Note that p' = p'(t) = 4a(p  1). From (13), we have
Now we define
F(t) = ".llgllv.
Clearly, F(O) = ".l/fI12. If we can show that the derivative F'(t) :S 0, then
we have ".I/gl/v = F(t) :S F(O) = ".l/fl/2 as desired. It remains to show
F'(t) :S O. Since
we have
I = P gP 1 7r 1 / 2 ! Ht 7r 1 / 2 f*
= p gP 1 7r 1j2 CHt 7r 1 / 2 f*
= _p gP 1 7r 1 / 2 C7r 1 / 2 g*
by using the heat equation in the weighted version of Lemma 10.3. Substi
tuting into (15), we obtain
FI(t)
pI
= 2(Z=
p
gP(x)7r(x) loggP(x) logG(t))
x
1
 vol G Z)gPl(X)  gPl(y))(g(x)  g(y))
x~y
1 (pI gP(x)
= vol G p2 L L gP(x)d x log logG(t)
x x
:So
by using (14). Theorem 5 is proved. 0
Together with Theorem 3 and 4, we have completed the proofs for the
main results in Theorem 1 and 2.
REFERENCES
Abstract. The eigenvalue statistics of quantum ideal gases with single particle
energies en = nO are studied. A recursion relation for the partition function allows one
to calculate the mean density of states from the asymptotic expansion for the single
particle density. For integer a > lone expects and finds number theoretic degeneracies
and deviations from the Poissonian spacing distribution. By semiclassical arguments,
the length spectrum of the classical system is shown to be related to sums of integers to
the power alta  I}. In particular, for a = 3/2, the periodic orbits are related to sums
of cubes, for which one again expects number theoretic degeneracies, with consequences
for the two point correlation function.
Key words. Quantum ideal gases, level spacing distributions, form factor.
where the last sum extends over all eigenvalues E j . The density of states
p(E) is related to Z by a Laplace transform, so that the poles in an asymp
totic expansion of Z for small (3 are related to the rate of divergence of
p(E) for large energy and thus to the mean density of states. In particular,
if
then
(6) p(E) = l.
(7)
L
00
L L
00
the last sum on quantum numbers is restricted by the selection rules for
the different statistics. Passing to an occupation number representation,
where gn denotes the number of particles in quantum state n, one obtains
(11)
In the case of the BoseEinstein statistics, the occupation numbers can take
on all nonnegative integer values, and the summation on gn gives rise to
190 BRUNO ECKHARDT
II (1  zBe,l3n")
00 0
(12) n(z,,8) =  ,
n=l
8n(z,,8) 00 e,l3n"
(13) ::'''
8z  '~" 1  Bze,l3n" n(z,,8)
n=l
(14) = S(z, ,8)n(z,,8) .
The recursion relation (8) now follows from the formula for derivatives of
a product and the observation that the kth derivative of S at z = 0 is
related to the single particle partition function,
(15)
This result holds for other forms of the single particle energies as well.
2.3. Examples. The first few partition functions when reduced to
the single particle partition function become
where the plus signs apply for the BEstatistics and the minus signs for the
FDstatistics. The corresponding densities of states become
(17)
etc.
EIGENVALUE STATISTICS IN QUANTUM IDEAL GASES 191
The leading order contribution is Z(M B) / D!, with the familiar permutation
factor D!. Thus the mean density of states is to leading order the same
for BoseEinstein and FermiDirac statistics and equal to 1/ D! the density
of states for the MaxwellBoltzmann statistics. The next to leading order
terms correct for the counting of states with two or more identical quantum
numbers.
Further progress can be made if either the full single particle partition
function or at least its asymptotic expansion are known. Such is the case
for Q = 1, the harmonic oscillator, and for Q = 2 and n = 0, ±1, ±2, ±3, ...,
i.e. a particle on a ring.
The single particle partition function for the harmonic energies Q = 1
and its asymptotic expansion have been given above (5). The partition
functions for two particles then become
(18)
(19)
(20)
BE
P2 ({3) = 21E  1

4
FD 1 3
(21) P2 ({3) = 2E  4 .
Here the correction terms have the same sign but different magnitude.
As a second example we take a particle on a ring (periodic boundary
conditions on the interval), for which
(22)
Z2({3)
1
= 2 (j
(1f') 1
±
v'2 (1f') 1/2
4 (j
(23) Z3 ({3)
1 (1f') 3/2
= 6{3 v'2 (7r)
± 
1
+ v'3 (7r)
 1/2
4 {3 9 (3
Z4({3) = 
1 (1f')

2
± v'2 (1f')
 3/2
24 {3 8 {3
v'3+ 
+ (9 16
1) (7r) 1(7r)
{3
1
±
8 {3
1/2
192 BRUNO ECKHARDT
P2(E) = ~ ± v'2 E 1 / 2
J3
2 4
(24) p (E) = ~ E 1/ 2 ± v'27r + E 1/ 2
3 4 9
+ (J3
3
_P4(E ) =7r2 E ±
v'27rE1/2 + 1 ) 7r±E
1 1/2
24 4 9 16 8
Again, the plus sign refers to the BoseEinstein statistics and the minus
sign to the FermiDirac statistics. Evidently, since the one particle partition
function consists of the the leading order term only, all lower order terms
are due to symmetrization and the signs clearly reflect the statistics.
The size of the next to leading order corrections increase rapidly with
the particle number D and become very important for large D. As can
easily been shown by induction,
D/2
(25) ZD({3) = 7rD! {3(D/2) (1 ± cD{31/2 ± ... )
so that the mean density of states becomes
D/2
(26) P ({3) =
D
7r
D!f(D/2)
E(D2)/2 (1 ± C
D
E 1/ 2 ± ... )
with
The energy Ee, where cDE;1/2 '" 1 thus increases like (D _1)5. This may
be compared to the ground state energy of the Fermi system, EF '" D3.
Even when compared to this the importance of this term increases like
Ee / E F '" (D  1)5/3. The approach to the density of states of the classical
ideal gas is thus very slow, and it will be difficult to estimate ground states
accurately from the leading order terms (something that works surprisingly
well in many cases in few degree of freedom systems). Some examples for
the behaviour of the next to leading order corrections are shown in Fig. 1.
Similar behavior can be found in the harmonic oscillator case.
2.4. Asymptotic expansions of single particle partition func
tions. For integer 0: one can use the EulerMacLaurin summation formula
to derive an asymptotic expansion for the single particle partition function
starting from the representation
(28)
n=O
EIGENVALUE STATISTICS IN QUANTUM IDEAL GASES 193
~ 5.0 D=2
CD
:::; 0=4
a. D=6
> 4.0
.c 0=8
'C
.§ 3.0
(ij
'.
E
o 2.0
.....
c
W
'0: 1.0 ==: 
=          _
= = = = .. _ ..  :....= ==
 ~
. =        
= ~.=...:...""=~===....:..
FIG. 1. Mean density of states for Dparticle systems in the Bose (top) and Fermi
(bottom) subspaces for particles on a ring. The densities are normalized by the desym
metrized MaxwellBoltzmann densities.
where B2k are the Bernoulli numbers, B2k '" (1)kl{2k) !/(7f2k22kl).
The leading order divergence comes from the integral, whereas the remain
0: 1)
ing terms give a power series in {3,
A power series expansion of exp( (3n a ) shows that only the powers "y =
(2k  1)0 carry nonzero weights. As noted before, these do not contribute
to the density of states for the single particle but can be brought to live
in the many particle system through combinations with sufficiently many
powers of the first term.
For rational 0 this does not work, since the derivatives required in the
EulerMacLaurin formula do not terminate, giving diverging coefficients
for the powers of {3. Numerical results are consistent with the leading
order behavior being given by the integral and the further terms in the
desymmetrized version being a power series in Ella.
For later reference, I note the mean density of states for D particles
that results from this asymptotic expansion,
2.0
a) b)
1.5
1.5
Cil 1.0
D:" 1.0
0.5
0.0 0.2
0.5
0.0
2.0
c) d)
1.5
Cil
D:" 1.0
0.5
0.0
0 2 4 0 2 4
s s
FIG. 2. Level spacing distribution P(s) for a: = 3 and various D. The dashed
curves refer to the FD, the dotted curves to the BE subspaces. (a) D = 2, (b) D =
3,
(c) D = 4 and (d) D = 5. The number of levels included in each diagram was about
96000 for each symmetry subspace. In (c) and (d) there is a strong delta function at
the origin. The remaining features seen are not stationary and disappear as the number
of levels is increased.
TABLE 1
Results on Warings numbers, taken from (Ribenboim 1991). The probabilistic lower
estimate is often found to be too optimistic. The critical energies Ec (computed using
32) in the last two columns increase rather rapidly. Some numerical consequences of
this will be studied in section 4.3.
and the derived quantities spectral rigidity and number variance (Berry
1985, Seligman and Verbaarschot 1987, Verbaarschot 1987, Bohigas 1991).
The Fourier transform of the correlation function (33), the form factor, is
the absolute value square of the Fourier transform of the spectrum. Since
the latter can be related to periodic obits via the BerryTabor (1977b)
EIGENVALUE STATISTICS IN QUANTUM IDEAL GASES 197
(34)
where
and
Ix> 0
(36) 8(x) = { 1/2 x = 0
o x <0
is the Heaviside step function. The Fourier transform of the product of
step functions gives rise to another set of corrections to the leading order
term, which can be combined with the ones due to symmetrization.
Going through the algebra of expressing the delta function by its
Fourier representation, doing the xintegrals and then the final kintegral
in stationary phase, one ends up with an expression of the form (Seligman
and Verbaarschot 1987)
where
(38) L =L m~a/(al)) .
Semiclassically, the L(ml, . .. ,mD) are the periods of the classical motions.
The lower order terms where one or two quantum numbers are equal are
of similar form, but with coefficients multiplying the powers of mi.
198 BRUNO ECKHARDT
(40) Sm = L(m)(al)/a
and the amplitudes given above. The Fourier transform in the scaling
variable x = El/a (alternatively one can expand around a reference en
ergy Eo + 00 and consider a small interval around Eo) then consists of
8functions at actions Sm. When taking the absolute value square, there
are two contributions, one from every orbit with itself and one from differ
ent orbits. If there are no degeneracies in orbit actions, the diagonal part
gives the constant form factor expected for Poissonian distributed levels
(Berry 1985). However, with degeneracies as in the case 0 = 3/2, there are
additional contributions from the cross terms and the form factor is higher
by a factor g, the mean degeneracy of actions (Biswas et al. 1991).
The diagonal approximation can be good at best up to a period TH '"
np(E), for then the individual eigenvalues can be resolved and a quantum
sum rule predicts the saturation to a constant, the Fourier transform of
a 8function (Berry 1985). Since the degeneracy increases slowly with the
period, its effect will only be noticeable if the density of states is sufficiently
high so that for orbits of period near TH the degeneracies will become im
portant. For the lowest 100000 states studied here and in the studies of
Biswas et al. (1991), no effect of periodic orbit degeneracies on pair corre
lation functions was found. This may have to do with the large numbers
involved before the mean density of states is so high that degeneracies are
enforced (see Table 1). This problem awaits further study.
REFERENCES
[1) M.V. BERRY AND C. HOWLS, Proc. R. Soc. (London) A 447,527 (1994).
[2) M.V. BERRY AND M. TABOR, Proc. R. Soc. (London) A 356, 375 (1977).
[3) M.V. BERRY AND M. TABOR, J. Phys. A 10,371 (1977).
[4) M.V. BERRY, Proc. R. Soc. (London) A 400,229 (1985).
[5) D. BISWAS, M. AZAM AND S.V. LAWANDE, J. Phys. A 24, 1825 (1991).
[6) O. BOHIGAS, in Chaos and Quantum Physics, M.J. Ginnoni, A. Voros and
J. ZinnJustin (eds) (NorthHolland, Amsterdam 1991), 87.
EIGENVALUE STATISTICS IN QUANTUM IDEAL GASES 199
Our aim in this note is to point out that the complex numbers which
parameterize the even Maass forms on the modular group 8L{2, Z} are
generalized Hausdorff, or fractal, dimensions of the set of irrationals, when
the latter is appropriately viewed as a multifractal.
To introduce this notion we recall that the middlethird Cantor set is
the limit, as n + 00, of unions
n = 1: [0, ~] U [~, 1]
and that its dimension is the unique s which scale the lengths i 1, ... , i 2 n
to give rise in the limit to the full interval length:
2n
L ii '" 1 as n + 00.
i=l
log2
s = log3.
Here it is used that {a} all subintervals of level n are of equal length, and
{b} the probabilities of membership in any of these subintervals are equal
as well. More general fractal sets, however, may not exhibit such simple
symmetries. Indeed, these typically arise as limit sets of dynamical systems,
where different limit points occur with different frequencies. One familiar
example is the strange attractor of the logistic map x f+ rx{l  x} at
the Feigenbaum threshold roo ~ 3.5699. Such objects have been receiving
considerable attention in statistical mechanics, where they are referred to as
multifractals, i.e., fractal sets which are the support of a singular measure.
Main Example. The set of irrationals in the unit interval I irr = {O, I} \ Q
That is, at the nth level we remove all rationals of the form
1
O(s, q) = LP~£i
i=1
where Pi is the weight attached to the ith subinterval at the level n. Then
the condition 0 '" 1 as n + 00 isolates key functions q(s) and s(q). In
particular, if all Pi = 21n we have
2n
L £i '" 2nq (s).
i=1
Then
2Q(S) = '\(s)
is the largest eigenvalue of the transformation
x 1
,\(s)t/J{x) = (I + x)2S{t/J{1+x
 ) + t/J{1)),
+x
and using that t/J{~) = x 2s t/J{x) this is formally equivalent to
1
,\(s)t/J{x) = t/J(x + 1) + x 2s t/J{1 + ).
x
Thus it is required that the line generated by t/J(x) be invariant under the
action
(~ ~).
Recalling that our focus is on the case '\(8) = 1, we can now state
Theorem. s{l 8) is an eigenvalue of an even Maass form on SL{2, Z) if
and only if there exists a t/J(x) holomorphic in C \ (00,0], with t/J(1) = 0,
°
lim ••~~ t/J(x) = and
1
t/J(x) = t/J{x + 1) + x 2s t/J{1 + ).
x
204 ISAAC EFRAT
See [Lewis] for details. For necessity, use the conditions to write
Then it is shown in [Efrat] that the Selberg zeta function of SL(2, Z) can
be decomposed as the product
and that for lR(8) 2: ~, det(l Ls) = 0 if and only if 8(18) is an eigenvalue
of an even Maass form.
To illustrate some of the concepts outlined here, we note that as the
real dimension of [iTT is 1, one must have that for even forms
That is, the uniqueness of the Hausdorff dimension implies the Ramanujan
bound.
REFERENCES
[Efrat] I. Efrat, Dynamics of the continued fraction map and the spectral theory of
S£(2, Z), Invent. Math., vol. 114 (1993), 207218.
[Feig] M. Feigenbaum, Presentation functions, fixed points and the theory of scaling
function dynamics, J. of Stat. Phys., vol. 52 (1988), 527569.
[Lewis] J. Lewis, Spaces of holomorphic functions equivalent to the even Maass cusp
forms, Invent. Math., vol. 127, no. 2 (1997).
NUMBER THEORY AND ATOMIC DENSITIES
CHARLES L. FEFFERMAN" AND LUIS A. SECOt
(1.1)
(1.2)
For the time being, we content ourselves knowing that ThomasFermi the
ory is simpler than the Schrodinger equation. We will postpone the deriva
tion and explanation of the ThomasFermi equations until later.
The problem to understand ThomasFermi theory mathematically was
tackled in 1973 with the work of Lieb and Simon (see [LS] and [Llj) , which is
now a central piece in modern mathematical physics. In their setting, large
atoms were viewed as a limit Z ~ 00. Since then, largeZ asymptotics have
become the mathematical paradigm of large atoms. In particular, the work
of Lieb and Simon proves that (1.1) is the leading expression as Z ~ 00.
The purpose of this presentation is to give an updated account of
some ongoing work related to the theory of large atoms in the context
of largeZ asymptotics. The goal of that work is to produce a refined
version of the ThomasFermi theory that accounts for observed physical
features such as electronic orbitals or an atomic shell structure, which seem
to have connections to quantum chaos. Much of the presentation will be
nonrigorous, descriptive, and often incomplete, all for the sake of a quick
didactic overview of some of the basic arithmetic issues of the theory. We
refer the reader to the references for a more complete, but probably heavy
treatment.
  Z ) +!. 1
L 2 L Ix'  x'I'
N ( ~
i=1 Xi IX'I' i o p j , J
Lr
N
p(y) dy ! r p(x) p(y) dx dy,
i=1 I R3 IXi  yl J~.3xR3 Ix  yl
where the last term accounts for the nonquantum effect appearing in the
right hand side of electrons interacting with themselves: for this reason
it is referred to as the selfenergy term. There are several delicate points
in this physical argument, one of them being that we need to choose the
functions p in a clever way. We postpone the discussion of this problem
until later, and content ourselves with knowing that the ThomasFermi
density achieves this purpose very well.
NUMBER THEORY AND ATOMIC DENSITIES 207
The first such rigorous results go back to Lieb and his collaborators
(see, for example, one of the seminal papers [L2)), and are by know well
known in the mathematical physics folklore as Lieb's formulas. Here is
one:
THEOREM 2.1. (Lieb's inequality): Assume 1/J(Xl, ... ,XN), (Z ~ N ~
2Z) is such that
where
N
Ht,t = L {~Xi  VTF(Xi)}.
i=l
The proof of this result can be found in Lemma 2 in [SW2]. The role
of this inequality is that it reduces the analysis of systems with interaction
to a system without it.
We remark that this procedure can be viewed as a map from densities
into potentials: given a density p(x), we produce a total effective potential
felt by electrons, given by
(2.1) P tt  Vp x =
eff ( ) Z
I
x 1+
1 I I
IRS X 
p(y) d
Y
y.
where
p(x) = L 1'l/Jk(xW·
k
a> O.
The first term above was introduced by Thomas and Fermi in [T], [Fer],
and proved rigorously in [LS] (See also [L1] for a review of ThomasFermi
theory). The Z2 term was discovered by Scott in [Sco] and proved to be
true in a series of papers by HughesSiedentopWeikard, in [Hug], [SW1],
[SW2] and [SW3]. Its generalization to molecules was obtained by Ivrii
Sigal ([IS)). The Z% term was obtained by Schwinger in [Sch], and proved
to be correct in [FS1], [FS2], [FS3], [FS4], [FS5], [FS6], [FS7] and [FS8].
In this setting we find, as part of the error term in (3.3), trigonometric
expressions of the form
NUMBER THEORY AND ATOMIC DENSITIES 209
for elementary functions such as f3(t) = t  [t] t, (Here [t] is the greatest
integer in t) and a certain function F which depends on the potential.
Since f3 is bounded, we obtain trivially the estimate S = 0 ( Z% ) . If
F(O) = 7rP,O + v with J1, rational, then the trivial estimate for S is easily
seen to be the best possible. On the other hand, if d 2 F / d0 2 < C < 0, then
one can prove that the numbers
(PL = Z% F(Z_1/3l)
q, (Z) 
Q 
~ 1. J(v.z (r)UtIl(l+l»)
L..J
l=I" TF ;:r +
1/2 dr J1,
(1 J~(v.z
1< I TF
(r) _ l(l+
r2
l))l/~r)
t
(3.4)
where J1,(x) = dist (x, Z)2  112 and lTF is the greatest integer such that
VlF(r) l(l + 1)/r2 is positive somewhere.
The book of Englert ([E]; see also references thereof) contains a dis
cussion of oscillatory terms in the asymptotics of E{Z).
The sum q, Q (Z) turns out to be an adaptation of similar expressions
wellknown in analytic number theory, related to the circle and the divisor
problem, among others. It was proved in [CFSl] and [CFS2] that this sum
q, Q corresponds to a sum of classical data of a certain classical Hamiltonian,
which would then suggest that the expansion for E{Z) is a trace formula
which one would expect from a path integral picture.
4. Number theory. Consider sums of the form
1¢"{x)1 ~ Co > o.
210 CHARLES L. FEFFERMAN AND LUIS A. SECO
Particular cases of sums of this kind give rise to two wellknown problems
in analytic number theory, namely
1. f == 1, J.L(x) = e211"ix, </>(x) = x 2 • In this case, S('x), for'x integer,
corresponds to the Gauss sums. The value of S is then known
explicitly, and satisfies the estimate
2. f == 1, J.L(x) = x  [xl  !,
</>(x) = Vl x 2 . In this case, S is
related to the error E('x) in the lattice point problem for the circle
in ]R2, which can is defined as follows: take a large circle on ]R2 of
radius ,x, and denote by N('x) the number of lattice points in Z2
which fall inside this circle. Then
E('x) = O(,XQ)
for the best possible value of 0:. It was observed very early, by
Gauss and Dirichlet, that one can take 0: = 1 which is an obvious
geometric fact, and is also obviously satisfied by S('x). Different
probabilistic approaches (as the one by Cramer, for instance) in
dicate that 0: above will not be smaller than !.
What follows is a
brie/historic overview of the estimates for 0: (see [GK] for details).
0: = 1, GaussDirichlet, 1849.
i = 0.666 .. , Voronoi 1904, Hardy, 1917.
16060 = 0.6600, Van der Corput 1922.
~:~ = 0.659919 .. , Walfisz 1927.
~r = 0.6585 .. , NielandVan der Corput 1928.
~~ = 0.6521.., Tichmarsh 1935.
~~ = 0.6500, Loo Keng Hua 1942.
~~ = 0.6486 .. , KolesnikYin Wen Lin 1962.
~~ = 0.6481.., Kolesnik 1971.
~~: = 0.648018 .. , Kolesnik 1985.
t1 = 0.636636 .. , IwaniecMozzochi 1988.
~~ = 0.63014 Huxley, 1993.
Note now that the perfect scaling condition (1.2) of the ThomasFermi
potential shows that our sum WQ is (almost exactly) of the form S('x) as
NUMBER THEORY AND ATOMIC DENSITIES 211
defined above, where f..L{x) = dist{x,Z)2  112, >. = Z%, and a certain
explicit ¢. The proof of the nondegeneracy condition for ¢ was done in
[FS8j, and it has the peculiarity that its is a computer assisted proof.
A natural question then arises: what is the level of difficulty in ana
lyzing the size of WQ ? Is is as simple as the analysis of the Gauss sums
above? Or so hard as the analysis of the lattice point problem?
A method devised by Van der Corput (or at least, a variant of it), in
his attempts to understand the lattice point problem provides the answer:
we compute our sum using Poisson summation, and then we expand each
Fourier integral using stationary phase. In doing this, we end up with a
sum in which f. L is replaced by its Fourier coefficients P( n). If they decrease
fast enough (like !n!%, it so happens), the sum is bounded by >.1/2. In our
case, f..L{n) '" !n!2, therefore, after realizing that the size of our amplitude
function is Z%, we can conclude that wQ '" Z~+!.
5. A density model. In this section we will present some of the
implications of the ideas above to the study of atomic densities. This can
be put in the context of some recent improvements of our understanding
of atomic densities, which includes also the work in [HLj and [ILSj.
5.1. Selfconsistent mean fields. We now come to the basic issue:
our previous discussion was based in a fundamental way on the Thomas
Fermi density and potentials, although their nature has been left intention
ally in the dark.
Recall that given a charge density p we formed the effective potential
it generates Vpeff. Also, given a potential V we constructed the density
arising from the Schrodinger operator it gives rise to, pv.
A natural requirement for a "reasonable" guess for a charge distribu
tion would be that it satisfies the equation
(5.1) pv  Vpeff •
We call this the selfconsistent mean field model, which has been proved
by Solovej to have a number of physically interesting properties.
The ThomasFermi density and potentials arise as the solutions to the
semiclassical selfconsistent mean field density: we replace pv in (5.1) by
its semiclassical approximation (3.2),
(5.2) 1 %
pv ~ 671"2 V+ (x),
(5.3) u
AV  .1..V%
211" + .
212 CHARLES L. FEFFERMAN AND LUIS A. SECD
where
2 )%
with a = ( 3;
0.9
O.B
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 10 15 20
YTF'
with
where
NUMBER THEORY AND ATOMIC DENSITIES 213
x(t} = t  [t]  ~,
and [t] denotes the integral part of t. Note the similarities between (5.4)
and (3.4).
The selfconsistency relation (5.1) then yields the semiclassical self
consistent approximation to V given by
V = V';" + V/,
with
Vl z (x) = Z Vl ( Z 1/3 X) ,
~(x) = y(alxl}/lxl,
a% % (r)
"( ) _ _
{ Y r 
q~1/ Y ()
r + 41fr a 3Z '13 5
PNT
(lZ
a
1
13 r ) ,
1f r 2
y(O} = y(oo} = O.
0.025 ~.......~
"20"
0.02
0.015
0.01
0.005
10 20 30 40 50
"30"
10 20 30 40
'90'  
0.001
0004LL~~~~~
10 20 30 40 50
0.0006 ,r....,
"1000" 
0.0004
0.0002
0.0002
0.0004
0.0006
0.0008
.0.001
0.0012
The main feature of these graphs is the fact that all corrections are es
sentially different for each atom, and that the oscillations we clearly observe
take place where one would expect to find the electronic shells.
It seems that Yeo, is in practice very small compared to YTF' The graph
below shows the graph for the resulting function YTF + Yeo, against YTF, for
Z = 20. This, again, is a numbertheoretic effect, which was studied in
[CFS3], and has to do with the cancellations that take place in (5.4).
'20' 
!homelseco/mavtf/datalgraph!y_tt .
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
10
[Ba] Bach, V., "Accuracy of Mean Field Approximations for Atoms and Molecules",
Comm. Math. Phys. 155, no. 2, 295310 (1993).
[CFS1] Cordoba, A., Fefferman, C., Seco, L., "A TIigonometric Sum relevant to the
Nonrelativistic Theory of Atoms", Proc. Nat. Acad. Sci. USA 91, 57765778,
June 1994.
[CFS2] Cordoba, A., Fefferman, C., Seco, L., "Weyl Sums and Atomic Energy Oscilla
tions", Revista Matematica Iberoamericana 11, no. 1, 167228 (1995).
[CFS3] Cordoba, A., Fefferman, C., Seco, L., "A NumberTheoretic Estimate for the
ThomasFermi Density", Comm. P. D. E. 21 (1996), 10871102.
[E] Englert, B.G., "Semiclassical Theory of the Atom", Springer Verlag Lecture Notes
in Physics 301.
NUMBER THEORY AND ATOMIC DENSITIES 217
[FS1] Fefferman, C. and Seco, L., "The GroundState Energy of a Large Atom", Bull.
A.M.S., 23, no. 2, 525530, 1990.
[FS2] Fefferman, C. and Seco, L., "Eigenvalues and Eigenfunctions of Ordinary Differ
ential Operators", Adv. Math. 95, no. 2, 145305 (1992).
[FS3] Fefferman, C. and Seco, L., "The Eigenvalue Sum for a OneDimensional Poten
tial", Advances in Math 108, no. 2, 263335, Oct 1994.
[FS4] Fefferman, C. and Seco, L., "The Density in a OneDimensional Potential", Ad
vances in Math. 107, no. 2, 18736, Sep 1994.
[FS5] Fefferman, C. and Seco, L., "The Eigenvalue Sum for a ThreeDimensional Radial
Potential", To appear in Adv. Math.
[FS6] Fefferman, C. and Seco, L., "The Density in a ThreeDimensional Radial Poten
tial", Advances in Math. 111, no. 1,88161, March 1995.
[FS7] Fefferman, C. and Seeo, L., "On the Dirac and Schwinger Corrections to the
GroundState Energy of an Atom", Advances in Math. 107, no. 1, 1185, Aug
1994.
[FS8] Fefferman, C. and Seco, L., "Aperiodicity of the Hamiltonian Flow in the Thomas
Fermi Potential", Revista Matematiea Iberoamericana 9, no. 3, 409551 (1993).
[FS9] Fefferman, C., Seco, L., "Asymptotic Neutrality of Large Ions", Comm. Math.
Phys. 128,109130 (1990).
[Fef] Fefferman, C., "Atoms and Analytic Number Theory") A.M.S. Centennial Publi
cation II, 2736 (1992).
[Fer] Fermi, E., "Un Metodo Statistico per la Determinazione di alcune Priorieta
dell'Atome", Rend. Accad. Naz. Lincei 6, 602607 (1927).
[GS] Graf, G.M. and Solovej, J.P., "A Correlation Estimate with Applications to Quan
tum Systems with Coulomb Interactions", Reviews in Math. Phys. 6, No. 5a,
977997 (1994).
[GK] S.W. Graham and G. Kolesnik, "Van der Corput's Method of Exponential Sums",
Cambridge University Press. London Math. Soc. Lecture Notes Series, 126.
[HL] O.J. Heilmann and E.H. Lieb, "Electron Density near the Nucleus ofa large Atom",
Phys. Rev A 52, 36283643 (1995).
[Hug] Hughes, W., "An Atomic Energy Lower Bound that Agrees with Scott's Correc
tion", Advances in Mathematics 79, 213270, 1990.
[IS] Ivrii, V. and Sigal, I.M., "Asymptotics of the Ground State Energies of Large
Coulomb Systems", Annals of Math. 138, no. 2,243335 (1993).
[LS] Lieb, E. and Simon, B., "ThomasFermi Theory of Atoms, Molecules and Solids",
Adv. Math. 23,22116 (1977).
[Ll] Lieb, E., "ThomasFermi and Related Theories of Atoms and Molecules", Reviews
of Modern Physics 53, no. 4, 603641 (1981).
218 CHARLES L. FEFFERMAN AND LUIS A. SECO
[L2] Lieb, E.H., "A Lower Bound for Coulomb Energies", Phys. Lett. 70A, 444446
(1979).
[L3] Lieb, E.H., "Atomic and Molecular Negative Ions" , Phys. Rev. Lett. 52, 315.
[L4] Lieb, E.H., "Bound on the Maximum Negative Ionization of Atoms and Molecules",
Phys. Rev. A29, 30183028.
[LSST] Lieb, E.H, Sigal, I., Simon, B. & Thirring, W., "Approximate Neutrality of
LargeZ Ions", Communications in Mathematical Physics 116(4}, 635644 (1988).
[Ru] Ruskai, M.B., "Absence of Discrete Spectrum in Highly Negative Ions", I & II
Comm. Math. Phys. 82,457469 and 85, 325327 (1982).
[Sco] Scott, J .M.C., "The Binding Energy of the ThomasFermi Atom", Phil. Mag.
43, 859867 (1952).
[SW1] Siedentop, H., Weikard, R., "On the Leading Energy Correction for the Statistical
Model of the Atom: Interacting Case", Communications in Mathematical Physics
112,471490 (1987).
[SW2] Siedentop, H., Weikard, R., "On the Leading Correction of the ThomasFermi
Model: Lower Bound" and an appendix by A.M.K. Millier. Inv. Math., 97,
159193 (1989).
[SW3] Siedentop, H., Weikard, R. (1990), "A New Phase Space Localization Technique
with Applications to the Sum of Negative Eigenvalues of Schrodinger Operators. "
Ann. Scient. Ecole Normale Superieure 24,215225 (1991).
lSi] Sigal, LM., "Geometric Methods in the Quantum ManyBody Problem. Nonexis
tence of Very Negative Ions", Comm. Math. Phys. 85, 309324 (1982).
[T] Thomas, L.H., "The Calculation of Atomic Fields", Proc. Cambridge Philos. Soc.
23, 542548 (1927).
EXPLICIT FORMULAS AND OSCILLATIONS
AKIO FUJII·
Moreover, the year 1996 saw its 100th anniversary. It seems, as many
people feel, that the prime numbers are as old as our universe. Even if we
are modest, they go back at least two thousand years, to Euclid's theorem:
where p runs over the prime numbers. The last expression is called the
Euler product and was discovered in 1748 by Euler for real values of s.
The relation between the zeros of ((8) and the distribution of the
prime numbers can be expressed explicitly. First we shall state Riemann's
original explicit formula as follows. For X > 1, we have
~ ~1l"(xt)=
L.J k
L A(n)
logn
l
k=l n<X
1
L Li(XP) log2 +
oo
= Li(X)  (2 1) I dt,
x t t  ogt
P
where p = f3 +iT runs over the nontrivial zeros of ((8) and for any positive
Y > 0, we put
was naturally noticed by Riemann himself as above. And our central prob
lem is certainly to
It is simpler to see the explicit relation between the primes and the
zeros in the following Riemannvon Mangoldt formula: for X > 1
XP
2:P + 2: 2
00 x2n
'lj;(X) = X  log27f,
P nn=l
where we put
and
'lj;(X)  X
2:P XPP .
The prime number theorem corresponds exactly to the property:
XP
2:
PP
=o(X) as X + 00.
222 AKIO FUJII
Its rigorous proof had to await another 50 years until the works by
Hadamard and de la Vallee Poussin appeared in 1896. One hundred years
have passed since then as mentioned already above. In spite of many math
ematicians' efforts, we are far from establishing the following law which is
called the Riemann Hypothesis (R.H.):
""' XP
L...J = O(X2+E)
1
for every c > 0 and for all X > Xo(c).
P P
Extending the above fact, we are concerned with the following prob
lem:
Lf(p)?
P
Let
1 1
S(T) = ;arg("2 + iT) for T ~ "I,
Then the well known Riemannvon Mangoldt formula (cf. p.212 of Titch
marsh[66]) states that
1
N(T) = 'I9(T)
7r
+ 1 + S(T),
where 'I9(T) is the continuous function defined by
1 iT 1
'I9(T) = ~(log r( 4 + 2))  "2 T log 7r
with
'19(0) = 0,
EXPLICIT FORMULAS AND OSCILLATIONS 223
S(T) «logT.
S(T),
namely,
~~{log(( ~ + it)}.
7r 2
We may recall here some of the well known facts concerning the be
havior of S(t) as t + 00. Under R.H., Littlewood[51] and Selberg[62] have
shown that
i o
T
S(t) = 0(1
logT
og 1og T)'
For the higher moments, Selberg[62] has shown that for each j
1,2,3, ...
i T
o
S(t)
2"
3 dt = (2
2j! " " 1
)2" ",T(loglogT), + 0(T(loglogT)'2).
7r 3J.
224 AKIO FUJII
ior S(t)2i dt =
T 2·'
(27r{;jj!T(loglogT)i + O(T(loglogT)il).
T /,00 F(a) 00 1 1 1
+{ da+Co+~~(+)}+o(T),
~ ~ ~~ m m 2 pm
1 m=2 p
where p runs over the prime numbers, Co is the Euler constant and F(a)
is Montgomery's sum [56] defined by
1 ~ T. ( ')
F(a) == F(a, T) == T ~ (2")W '"'('"'( w(r .,,'),
211" logT 0 <'"'(,'"'( '<T

7r
." and .,,' running over the imaginary parts of the zeros of ((8) and
4
w(t) =  42·
+t
To have more precise information on the distribution ·of the zeros of
((8), it is important to study the mean values
for all T > To, for any h > 0 and for j = 1,2,3, .... This will be the theme
of the next section. There we shall also see that
We now return to the problem of the behavior of l:p f(p) for various
I's.
EXPLICIT FORMULAS AND OSCILLATIONS 225
This sum picks up one prime power for each X > 1. It implies also,
by Weyl's criterion, that
where "In denotes the nth positive imaginary part of the zeros of (s).
However, unfortunately, Landau's theorem does not tell us what kind of
oscillation the sum
for any fixed X> 1 and for all T > To, we have
~ Xi'Y = _~ A(X) + X iT log f.r + XiTS(T) + O( logT ).
Lt 211"...;x 211"i log X (log log T)2
O<'Y::;T
Thus we see the first and the second oscillating terms. A further
oscillation must be hidden in the remainder term, since the normal order
of S(t) is
1
211" Vloglogt.
2: { 2: 1
A(m)A(k)nII(l+ p_l)II(l (pl)2)}
1
and one applies BohrJessen's theory[2], where they have studied the value
distribution of
where we put
L ======
1
r=
J,2 + tJ,2 + t
1'>0
;0;.
~N Z
( ) _
 iofl iofl ... iofl;o;. (z r 3 e
~2
I 27ri1/3 I 27ri1/4
r4 e
I 27riI/N)
 ... rNe
de 3 de4··· de N,
where we put
We define cI>(z) by
Hardy and Littlewood[45] proved under R.H. that for all T > To and
for all positive a and e
L eia1' log (')'1/) = O(T Ita).
O<1'::o T
228 AKIO FUJII
Moreover, they have conjectured on p.25 of [45] that for all T > To
and for all positive a and B, we have for all 8 > 0
L eiaylog(yO) = O(T!+c5).
O<y::;T
". .. . This seems to indicate that, for suitable a and B, the index
~(1 + a)
in (1.33) cannot be reduced, contrary to what is suggested at the
end of §1.3."
In fact, we[14,29] have shown that this comment is correct. The fol
lowing result has been proved under R.H.
.
hm 1 ~ I
LJ e(log) I
T+oo 2T
11" O<y::;T
27r 27rea
= {
e*i C (£)
q
if a = £q with integers a and q 2: 1, (a, q) =1
o if a is irrational,
where we put
a
C() = cp(q) la la
()28(),
q q q
and
q
L e(~b) = p,(q),
q
b=l,(b,q)=l
e(t) denotes e 2 11"it, cp(q) is the Euler function and p,(q) is the Mobius func
tion.
For all T > To, for any a in 0 <a « T and for any fixed b > 0, we
have
L "b 1
e,yog2~'"
b, ~ "..;a
=e 4'  L A(n)
LLe(anb)
1
b n2 2b
O<y::;T l::;n::;( 2~~Y
T b T log T
+ 0(T2 2 a 2 ) + O((v'a + 1) 10gT + ( 2 ).
1 b b b
+0((  )2 log  )2)
a a (loglogT
EXPLICIT FORMULAS AND OSCILLATIONS 229
L A(n)e(an) ".l _ 1
= _e T L . 1....J.... IV
+O(vX( log X )2 ).
1 <n<X
..;a O<y<21TaXe'Y og2".", log log X
  
Any refinement of the last remainder term with an explicit dependence
on a would be very interesting because the circle method, which starts with
L
N=m+n
A(m)A(n) = 11 (L
0 1~n~N
A(n)e( an))2e(aN) da
Conjecture 1. For all T > To, for any b > 0 and for any positive a,
we have
Conjecture 2. For any b > 0 and for any positive a, b"fn log 2;:a is
uniformly distributed mod 1.
Thus we see that the vertical distribution of the zeros of ((s) is re
ally important to the Generalized Riemann Hypothesis for Dirichlet L
functions.
+( ;:
00 {t} 1
; 2 log t dt 
;:00 1  10g Y R(y) dy + 2)2
2
1 T
1 t 1 Y 7r
+ O(Texp(Cy'logT)),
EXPLICIT FORMULAS AND OSCILLATIONS 231
R(y) = 2: A(n)  y
n:SY
for y ~ l.
= 11"0 (
l_Si~;~O T
+ z,(sin1l"0)2)Tl
   og
11"0 11"0 b b
T 'fOOR(Y) 1e(0) fOO{t}!
 211" (2 + (1 + z~) 1 y2+ill. dy  21 _ i~  e( 0) 1 t 2  i ll. dt)
+ O(T'i log'i T).
1 5
Thus we see that the approach to the origin of ((! + it) in the 4th
quadrant has the major influence and that the goingout of (( ~ + it) from
the origin in the 1st quadrant has the major influence (cf. Figure 3 in
section 5 which is taken from the graph in p.85 of Shanks[63]).
Figure 3 fits very well with our result mentioned above because the
graph (cf. Figure 4 in section 5) of
1 sin 211"0 •
for all T > To and for any 10: I::; 4~ log irr, we have
L 1«(~ + i(y + 27r~)) 12={1 (sin7r0:)2}~log2 ~
O<T~T 2 log 211" 7r0: 27r 27r
+ O(TlogT).
A further refinement under R.H. was obtained by Fujii[33] as follows.
(' . 27r0: 0:
lR( 7(1 + zT )) = Co + O(  1
T)·
.. log 211" og
1 27r0:
and 1 «("2 +i(y+ 1 T)) 12.
og 271"
In fact, we have shown more generally the following formula under the
Generalized Riemann Hypothesis (cf. Fujii[23]):
!
where L(s,X) is the Dirichlet Lfunction, +iy(1jJ) runs over the zeros of
Dirichlet Lfunction L(s,1jJ) and 8(X,1jJ) = 1 if X = 1jJ, and = 0 otherwise.
Thus the sum depends first on the arithmetic nature of X. Even when
X = 1, the appearance of the factor
8(X, 1jJ)
is significant. Namely, when X ::j;1jJ, then the sum on the left hand side
does not tend to 0, but to 1 as T ~ 00.
From the author's point of view, this should be considered as a part of
a comparative study of the zeros of Dirichlet Lfunctions, where our final
object might be to prove the following two conjectures.
Concerning this conjecture, we may recall our old result (cf. Fujii [8]
and V of Fujii[12]):
i o
T
S(t, x)S(t, 1jJ) dt = 8(x,1jJ)2
11"
T T
2 log log T + 2 A(x, 1jJ) + O( ~),
211" ylogT
T
234 AKIO FUJII
where we put S(t, X) = ~arg L( ~ + it, X) and S(t, 'lj;) = ~arg L( ~ + it, 'lj;)
as usual and A(X,'lj;) is a constant which depends on X and 'lj;. Here there
is also an important factor
<5(x, 'lj;).
We can see the details of the statement in p.248 and the proof in
pp.273279 of [26].
3. The number variance of the zeros of the Riemann zeta
function and the random matrix theory. In the last half of the pre
vious section, we have seen the singular behaviours of ((8) near the zeros.
For example, the asymptotic behaviours of the sums
and
N+(T) = L .l.
O<'Y:S T
91 = 9.666908
"II = 14.134725
90 = 17.845600
"12 = 21.022040
91 = 23.170283
"13 = 25.010858
92 = 27.670182
"14 = 30.424876
93 = 31. 717980
"15 = 32.935062
94 = 35.467184
"16 = 37.586178
95 = 38.999210
"17 = 40.918710
96 = 42.363550
"18 = 43.327073
g7 = 45.593029
"19 = 48.005151
98 = 48.710777
"lID = 49.77832
99 = 51. 733843.
It appears at first sight that this might continue to hold for m > 9. How
ever as we know at present, many counterexamples have been found since
236 AKIO FUJII
lim M1 GM(k,a)
Mtoo
for each k = 0,1,2, ... and for any positive a, where we put
L(x, a) =  1
211"
l
a
x
log  t dt.
211"
1 ebbk
lim M l{l:Sm<M;!b,a(m)=k}I=k' for k=0,1,2, ....
Mtoo .
In pp.124128 of [13], the author has shown that this is not correct for
b > bo > 0 and for any a > 0 (Cf. also GallagherMueller[38]). Similarly,
we[16] can show that
and
1
MGM(3, 1) = 0.0018 ...
Conjecture 5. For each integer k 2: 0 and for 0 < a < aD < 00,
lim M1 GM(k,a) = E(k,a),
M+oo
where Aj'S for j 2: 0 run over the eigen values of the integral operator
>.J(y} = r l
sin«y  x}7ra) f(x) dx.
iI (yx}lI'
Numerical computations on p.350 of MehtaCloizeaux[54] suggest that
E(O, 1) =0.17 .. · , E(l,l) =0.74 .. · and E(2,1} =0.13 .. ·
These should be compared with the data given by van de Lune, te Riele
and Winter[52] mentioned above.
We expect also the following version of the conjecture.
Conjecture 5(+). For each integer k 2: 0 and for 0 < a < aD < 00,
lim M1 Gt(k,a) = E(k,a).
M+oo
238 AKIO FUJII
for each j = 1,2,3, ... and for any positive Q. This amounts to evaluating
the mean values
L (S(gm+a)  S(gm))i,
m~M
For any integer k ~ 1 , for any positive Q « log M and for all M >
M o , we have
m~M
2k'
= (21r)~k!M(2log(Q
1
+ l))k + O(M(Ak)k(kk + (log(Q + 1))k2)).
and
Berry Conjecture. For all T > To and for any 0 < Q «TlogT, we
have
EXPLICIT FORMULAS AND OSCILLATIONS 239
where p runs over the prime numbers, r runs over the integers, B(t) being
the inverse function for t > to of the function
t t 7
A(t) = (log   1) + ,
27r 27r 8
T* (cf. (26) of Berry[l]) satisfies
log 2 *
T « T «1,
log 21T
we put
Ci(x) =  1 x
00 cost
dt
t
and
Si(x) = l
o
x sin t

t
dt.
• log 2
T 2 T'
log 21T
the arithmetic part. The GUE part has no term containing T explicitly,
although a may depend on T.
We have seen in [35] that when a is small enough, namely, when a =
o(logT), then the GUE part dominates the arithmetic part. And that when
a is large enough, namely, when log T « a « T log T, then the GUE part
and the arithmetic part are mixed and they produce the beautiful term
1 . 27ra
"2{loglogT log 1((1 + zT ) I}·
7r log 21T
240 AKIO FUJII
In conclusion, we have
V(a, T, r*)
;r\{log(21Ta)  Ci(21Ta)  21Ta· Si(21Ta) + 1T 2 a  cos(21Ta)
+1 + Co + o(l)}
if 0 < a = o(1ogT)
;2 {loglogT log I ((1 + T'l;g 1.. + il;g1r~ ) I +O(l)}
271' 271'
if logT« a « T log T.
( log log T )! *
log T 3« r «1,
Concerning the order of log I ((1 + it) I, we may notice that for all
t > to, we have
2 1
log 1((1 + it) I:::; "3loglogt + "3logloglogt + log A
< loglogt  A.
If we assume the Riemann hypothesis, then it is wellknown (cf. Theorem
14.9 of Titchmarsh[66]) that for all t > to
Taking account ofthe Berry Conjecture and our evaluation of V(a, T, r*),
we might have the following conjecture for the discrete number variance.
EXPLICIT FORMULAS AND OSCILLATIONS 241
V(a, T) = T 10
1 r T
(S(B(x
a:
+ "2)) 
a
S(B(x  "2 )))2 dx
log2 T
+ O( r)'
It is much simpler to treat a simplified number variance
io
T
(S(t + T )
27ra
log 2"
 S(t))2 dt.
r (S(t + log27r~)
T
_ S(t))2 dt
1
10 2"
T
+ 1,00 2(1
2 "'" 1 cos a F(a)
= 2{ da  cos(27raa)) da + o(1)}.
7r 0 a 1 a
for 0 < a: = o(logT), where F(a) is introduced in the previous section.
The last condition on a is critical.
With respect to F(a), Montgomery[56) and GoldstonMontgomery[40)
have shown, under R.H., that for 0 :S a :S 1,
1 1
00 F(a)
2
a
da is bounded.
242 AKIO FUJII
Montgomery's conjecture.
io
T
(S(t
21Ta
+ T )
log 211"
 S(t))2 dt
T
= 2{log(21Ta) + Co 
1T
Ci(21Ta)
21Ta
S(t + T )  S(t)
log 2"
for 0 < 1211",? ~ 1, where T > To, the dash indicates that we sum over
og 2"
the different 'Y's and m(r) denotes the multiplicity of 'Y. Concerning the
integrand in the right hand side of the above equality, we have the following
conjecture due to Montgomery[56].
L T
. 1 = logT{
21T
l0
a
(1  ( 1Tt
sin ) 2 ) dt
1Tt
+ 0(1)}.
o<1',1"::;T
0<1'1"< 2"",
 log lrr
EXPLICIT FORMULAS AND OSCILLATIONS 243
sin 7rt)2
1 (  
7rt
is exactly the density function of the pair correlation of the eigenvalues of
Gaussian Unitary Ensembles.
Using the Riemannvon Mangoldt formula for N(T), we(cf. pp.242
243 of (26)) have seen that the following is equivalent to Montgomery's pair
correlation conjecture: for all T > To and for any 0: > 0, we have
We may notice here that the author has recently shown, without as
suming any unproved hypothesis, that
for all T > To and for 0: satisfying 0: « T log T. This will appear elsewhere.
Previously, we[19] have needed to assume R.H.
Now GallagherMueller's Theorem 1 in [38] shows that if Montgomery's
pair correlation conjecture holds uniformly in each interval 0 < 0:0 :S 0: :S
0:1 < 00, then we have
L /m 2 (,)
T
= log (1
27r
T
27r
+ 0(1)).
O<'Y:'::T
For all T > To, for any h in 0 < h « T and for any integer k in
1 ~ k « IO~~~T' we have
+ O(T(Ak)k{(Cin(hlog~)  Cin(hlog2))k!
2rr
T
+ (Cin(hlog 2rr)  Cin(hlog2))klloglog(h + 3) + kk
+ (loglog(h + 3))k}),
where A is some positive absolute constant and we put
1 T
(S(t + h)  S(t))2k dt
2k! 2kT=k
(2rr)2kk! ~
+ O(T(Ak)k(kk + =k!))
~,
where we put
3 == 3(Z) == L 1  cos(hlogp) ,
p<Z p
Z= (i:r)
t with some positive constant b and the dependence on the integer
k ~ 1 is written down explicitly. We suppose above that
k
<.
log i:r
b log2
EXPLICIT FORMULAS AND OSCILLATIONS 245
3(Z) = 3(T) + O(
b
l: b
~)
P
min(T,( 2~)"Ii )<p:S;max(T,( 2~)"Ii)
1 .
= loglogT log 1((1 + logT + zh) I +O(log(3k))
loglogT log I ((1 + ih) I +O(log(3k)).
io
T
(S(t
27ra
+ T)
log 211"
 S(tW k dt
i o
T
(S(t + T )
log
27ra
211"
 S(t))2 dt
Thus we have obtained the same main term as V(a, T, r*) when a is
sufficiently large.
246 AKIO FUJII
io
T
(S(t
27fa
+ T )
log 27r
 S(t»
2k
dt = (
27f
2k! k
)2kk,2 T::.
.
~k ~kl
+ O(T::. ).
i o
T
(S(t + T )
27fa
log 271"
 S(t»2k dt
if logT« a « T logT.
;!,
og 211'
i o
T
(S(t
log
27fa
+ T )
271"
 S(t»2 dt
One sees in the above results that we do not have an asymptotic for
mula for the case when 0 < a « 1. We can recover this case for k = 1 as
follows.
i
!
T 271"0:
(S(t + T )  S(t))2 dt
o log 27r
i o
T
(S(t
271"0:
+ T )
log 27r
 S(t))2 dt
The right hand side is exactly the right hand side of V(o:, T, T*) given
above. We may repeat that even without assuming any unproved hy
pothesis, the main terms coincide in both our mean value theorem and
V{o:, T, T*), when 0: is sufficiently large. For 0 < 0: « 1, we need the Rie
mann Hypothesis and Montgomery's Conjecture as described just above.
In the section 5, we give the graph of
for k = 1 with T = 10 20 and for various ranges of 0: > 0 in the other figures.
248 AKIO FUJII
hT
2"
T
(S(B(x
a
+ )) 
2
a
S(B(x   )))2 dx
2
t ~{log(a + 1) + O( Jlog(21fa + I))}
_ { if 0 < a « log T
 t ~ {log log T + 0 ( y'log log T)}
if logT« a« T l 1/.
It is clear that we can obtain the higher moments of the above results.
It is also clear that such modified conjectures as
~
~
T
. 1 = logT{
21f
1"
0
sin 1ft
(1  (_)2)
1ft
dt + o(l)}
O<'Y,y' <;.T,
0< ~19b)~19b')<;'''
k=O
'" T~{log(211"a)
11"
 Ci(211"a)  211"a· Si(211"a) + 1I"2 a  cos(211"a) + 1 + Co}.
Finally, we return to the discrete case. In fact, we have shown the
following results. When 0 < a « Mlf/ with a positive constant ~ ~ 'fJ < 1,
we can extend our proof in [13] and [16] and prove the following results.
L 211"a
(S(G(m) +~)  S(G(m)))2
log
l!f::;m:=;M k
if logM« a «M.
250 AKIO FUJII
O<a«l.
Under the Conjecture 5(+) we can show, in fact, for any bounded a(> 0),
m'5.M
The right hand side is nothing but the GUE part of the discrete version of
the Berry Conjecture for a bounded a.
We note that there is a gap between
L (S+(gm+a)  S+(gm))2
m'5.M
and
L (S(gm+a)  S(gm))2.
m'5.M
We can certainly extend our theorems to the higher moments, namely,
although we shall omit writing them. We can also replace SO in the above
results by S+ () without changing the other parts.
We also note that even to get the asymptotic formula
.1
m'5.M m< ~!9(Y)'5.m+a
'" aM,
EXPLICIT FORMULAS AND OSCILLATIONS 251
and thus gives a proof of the following conjecture which is similar to the
conjecture stated in the previous section.
In conclusion, it might be that all of our results in this section and the
numerical computations mentioned above might permit us to say that the
distribution of the zeros of (s) may be controlled by the eigenvalues of the
Gaussian Unitary Ensembles (GUE) as far as the problem is local within
the magnitude of 0 < a = o(logT). And that as a trial of the unification
of the local aspect and the global aspect, the Berry Conjecture has been
proposed.
(s,Q) for u
X,Y
k = Jidl.
2a
Stark's "kanalogue"[65] of the "Riemann Hypothesis" holds in the
following form.
For k > K, all the zeros of (s, Q) in the region 1 < u < 2, 2k ::;
t ::; 2k are simple zeros ; with the exception of two real zeros between 0 and
1, all are on the line u = ~ and for 0 < T ::; 2k,
T kT
+ 3)(loglog(T + 3))"6),
1 1
N(T, Q) = log() + O(logS" (T
1C' 1C'e
252 AKIO FUJII
where N(T, Q) denotes the number of the zeros of ((s, Q) in the region
1 < (j < 2, 0:::; t :::; T.
and
2. arg( ~) !+iT + 2. argr ( 2. + iT) = '£ log( kT ) + 0(1),
~ ~ ~ 2 ~ e~
1
T 1 T
2T  2
(SQ(t + a
:T)  SQ(t))2 dt,
log;.
where we put
1
T 1
2T  2
T
(SQ(t+ a: T )SQ(t))2dt",Cloga
log;.
as atoo
with some positive constant C. Contrary to this, we[31][36] can show the
following result.
For all k >K and 0 <T :::; k, there exists some positive constant C
such that

T
1 1T
2T  2
(SQ(t
a~ 
+ ;;T)
log;.
SQ(t))2 dt :::; C
11

k k
2k  2
(SQ(t + a~
k 2 )
log 1r
 SQ(t))2 dt :::; C
EXPLICIT FORMULAS AND OSCILLATIONS 253
Lemma 1. For all T > To and for any a in ~ < a ~ 1, there exists
a positive constant 8(a) which may depend on a such that
A2(n)
= T"
00
(1  cos(hlogn)) + 0(T 1  c5 (<7))
~ n 2 <7log2 n
It is clear that this with a = 1 implies the above result, since ~Q(t) =
0(1).
We can extend further the present results. A part has appeared in
Fujii[36] and the other parts will appear elsewhere.
where we put
1 1
L2(T) = 81r 2T 2 log2 T  81r 2T 2 1ogT{3 + 2Iog(21r)}
1
+ 161r2 T2 {7 + 6Iog(21r) + 2log2 (21r)  2(2)}
+ C1TlogT + C2T + o (log2 T)
with some constants C1 and C 2 , and we put
(i)
R 2(T) = O(TlogT),
(iii)
and
loo
T
R 2(t) dt =  (1r 1100 log 1 (a) 1
T
da) . 2 logT
1
2
1r
log 1 (1 + iT) 1
(v)
R2(T) = O(TlogT)
and
(vi)
i T
R2(t) dt
1100
=  (7f log I (0) I do)· T
2 logT
o !
2
7f
T .
 2 log 1(1 + zT) I +O(Ty'loglogT).
27f
Thus, (v) reaches the previous best result without assuming any un
proved hypothesis and (vi) approaches the corresponding result under R.H.
The proofs of (v) and (vi) will appear elsewhere.
We shall indicate below briefly how we get the main terms in (iv),
especially,
log I (1 + iT) I .
We shall assume the Riemann Hypothesis below.
We notice first that
i
0 0<,9
= l: T
, 8(t) dt
O<,:ST 0
= L 8 1 (T  '}') ,say.
O<,:S:T
where we put
and
+O(T).
f) + 2)
lo~ log T :c.....:::.,,~:
log( (log
+ VX logT 1 }),
loglogT log((lo:T loglogT) + 2)
where we put
M(X, T) = 
1 jT t
Xit log 2 dt
27T 1 7T
and
1 . 1
B(X, T)= IV
vX
L A(k) mm(T, I log
x I)
f<k<2X k
k#X
log(2X) . X
= O( jX mm(T, I X  P(X) I))
+ O(v'Xlog(3X) loglog(3X)),
EXPLICIT FORMULAS AND OSCILLATIONS 257
Consequently, we get
i T
o
R2(t) dt =  (.!. [00 log 1 ((0")
1rh
1 dO") . ~
1r
logT
 ~2
21r
log 1 ((1 + iT) 1 +O(T).
for all T > To, there exist "I and "I' such that
, c
1T  b + "I ) 1< log T '
where C is some positive constant.
for h = lO~T.
For a comparison, it may be not worthless to recall that for all T > To,
there exists a "I such that
C
1T  "I 1< logloglogT
where an is written as the sum "I + "I' and we suppose that an < a n+l for
n?l.
n:S;X
rri
e 4
_ 3
"
~ e'.:r..±.:L
2
1 ( :r..±.:L
og 22~ea
1 )
+ O(X2' log3 X ·loglogX).
5
4a2'
O<"Y,"Y'<411'X 2
"Y+"Y' <411'aX2
This should be compared with the following result which is a special case
of an explicit formula in the second section, namely
EXPLICIT FORMULAS AND OSCILLATIONS 259
On the other hand, we have also the following result whose remainder
term is slightly larger than what we should expect, unfortunately,
n::oX
1ri
e4~ '"
~
.(
e''Y+Y /)1 ~ 3 3
og2"." +O(X"2log X.loglogX).
Ct2
0<1',1'/ <21TOX
1'+1'/ <21TOX
However, this implies the following estimate for any positive Ct,
"Y+y' 3
«T"2 log3 T . log log T,
• I
e'(Y+'Y ) log 2"."
for all T > To, for any c > 0 and for any integer a with 1 :S a :S q,
(a, q) = 1, where we put
b
I:
q
x(b)e().
q
b=l,(b,q)=l
0.5
0.5
0.5
1030
0.5
1
FIG. 3. The graph of(( ~ +it) for 0.01:::: t :::: 30, which is taken from the graph
in p.85 of Shanks{63}.
0.5
0.4
0.3
0.2
0.1
FIG. 5. The graph of L( ~ +it, X4) for O:S t :s 30, where X4 is the nonprincipal
character mod 4.
1.5
FIG. 6. The graph of L( ~ +it, X6) for O:S t :s 30, where X6 is the nonprincipal
character mod 6.
EXPLICIT FORMULAS AND OSCILLATIONS 263
0.8
0.6
0.4
0.2
20 40 60 80 100
0.4
0.2
5 10 15 20
0.2
0.4
0.5
0.45
0.4
0.35
0.3
0.25
20 40 60 80 100 120
FIG. 10. The graph of (2;)~kk!2k{loglogT  log I ((1 + ilO~"'lc) I}k for k = 1,
T = 10 20 and for 0 ::; a: ::; 120.
EXPLICIT FORMULAS AND OSCILLATIONS 265
0.45
0.4
0.35
0.25
FIG. 11. The graph of (2,,2)~~k!2k{loglogT log I ((1 + il:g";,,) I}k for k = 1,
T = 10 20 and for 499900 :::: Q :::: 500000.
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EXPLICIT FORMULAS AND OSCILLATIONS 267
[41] S. Gonek, Mean values of the Riemann zeta function and its derivatives, Inv. Math.
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27 (1925), 4960 .
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16 (1964), 126135.
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function in the critical strip IV, Compo of Math. 46 (1986), 667681.
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H. Rademacher, vol II, 1974,434459.
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(g(p», p prime mod 1, Mon. Math. 87 (1979), 2152.
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[63] D. Shanks, Review of Haselgrove, Math. Compo 15 (1961), 8486.
[64] V. Sprindzuk, Vertical distribution of the zeros of the zeta function and extended
Riemann hypothesis, Acta Arith. XXVII (1975), 317332.
[65] H.M. Stark, On the zeros of Epstein's zeta functions, Mathemtika 14 (1967), 4755.
[66] E.C. Titchmarsh, The theory of the Riemann zeta function (2nd ed. rev. by D.R.
HeathBrown), Oxford Univ. Press, 1951 (1988).
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE
BILLIARDS IN HYPERBOLIC GEOMETRY
CHRISTIAN GROSCHE·
an(E) = Jcaoo InE for (generic) classically chaotic systems. The conjec
ture states that for strongly chaotic systems the distribution P(a n ) of the
normalized fluctuations an, considered as random numbers, have due to
the central limit theorem a limit distribution P(a), which is Gaussian with
mean zero and standard deviation one. Steiner et al. gave evidence for their
conjecture in the examples of a generic hyperbolic octagon [1, 34), hyper
bolic triangles [1, 3, 34), Artin's billiard [34), the hyperbola billiard [1, 31],
and the cardioid billiard [5]. Their studies are based on the Selberg trace
formula [25,30] and the semiclassical GutzwillerSieberSteiner (GSS) trace
formula for nonintegrable systems [22, 31, 33), which connects the quan
tal energyeigenvalues with the lengths of the unstable isolated periodic
classical orbits.
However, in contrast to the universal situation for chaotic systems, the
situation is quite different for classically integrable systems. Whereas it fol
lows from the spectral rigidity [1, 11) that the normalized fluctuations for
classically integrable systems still give a distribution with mean zero and
deviation one, there seems to be in general no central limit theorem for the
fluctuations, and the profile of the density P(a) can be very different for
different systems. Indeed, in a particular integrable billiard system in the
hyperbolic strip, called "Hyperbolic rectangle in the hyperbolic strip" [18),
I have found for the distribution of the normalized fluctuations that they
are nonGaussian with skewness K, i= 0 [21), therefore displaying the ex
pected features of the conjecture for classically integrable systems. In fact,
for certain systems it can be explicitly proven that the limit distribution
is definitely nonGaussian, e.g., for the circle [10) or for the square, respec
tively rectangles [24, 28) with a behaviour according to P(a) <X cle C204 ,
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 271
N(E) = AE _
47r
8A v'E + ~ "
47r 24 L..J
(!!..
a
_ Qr)
7r
r
corners
Here aT denotes the angle of the rthcorner, A the area of the system, and
8A the length of its boundary. K is the Gaussian curvature, dcr the surface
integral, and K, the boundary mean curvature.
In three dimensions Weyl's law is given by [2, 6, 7)
(2.2) N(E) = A E 3 / 2 + BE + C E 1 / 2 + D ,
A Volume B  107f
Area
67f2
(2.3) C 1 +
1 dcr (1 1)
127f2 &A Rl R2 '
D 11 (1 1r
5127f 2 &A dcr Rl  R~
where R 1 , R2 are the two main curvature radii at each point of the bound
ary. In the case of a volume with polyhedral domains and polygonal crossec
tions, C and D are given by [7)
(2.5) P(S) = e s ,
which is a Poisson distribution. The result from random matrix theory
for the level spacing distribution of a COEensemble is approximated by a
Wigner distribution
(2.6)
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 273
(2.7)
(2.8)
The ~3 statistics is defined as the local average of the mean square devia
tion of the staircase N'(£) from the best fitting of a straight line over an
energy range corresponding to L mean level spacings, namely
(2.9)
It can be expressed as
(2.1O)
Whenever L « 1, the very fact that N(E) is a staircase leads in this limit
to [8]
(2.12)
and both statistics are linear and show the socalled Poissonian behaviour,
i.e. in the case of a genuine Poisson distributed level sequence, these results
are exact. The spectral rigidity gives therefore no information about the
274 CHRISTIAN GROSCHE
~2(L) = :2 {
log(21fL) + 'Y + 1
(3.1)
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 275
with nl, n2 natural numbers and a, b the sides of the rectangle, and I have
taken natural units fi = 2m = 1. Weyl's law has the form [7]
(3.5)
with nl, n2, n3 natural numbers. Weyl's law has the form [7]
(3.6)
! !
X(t")=X" Y(t")=Y" ". .
x V(IXI<Lo)X(t) VUYI<Yo)Y(t) exp (~~ [,t ~:; ~2 dt)
X(t')=X' Y(t')=Y'
_ 27r ~ ( sin(klX') sin(klX") )
 Lo 6 COS(klX') COS(klX")
1=0
Go(Y",Y';E) Go(Y",Yo;E) Go(Y", Yo; E)
Go( Yo, Y'; E) Go( Yo, Yo; E) Go( Yo, Yo; E)
Go(Yo, Y'; E) Go (Yo, Yo; E) Go(Yo, Yo; E)
x ~~~~
Go(Yo,Yo;E) Go(Yo,Yo;E) I
I Go(Yo,Yo;E) Go (Yo, Yo; E)
(3.9)
with kl chosen accordingly for odd/even states in X, and Go(E) for the
unrestricted motion in Y is given by [26]
Go ( Y /I ,Y;E
I )
= 1l,2r
m (1
~.
Iiv2mElkl+2 1) r (1Iiv2mE+lkl+2
~. 1)
(3.10) V2mE/n(. y )pV 2mE / n (
Pik,1/2 . Y)
X sm > ik,~1/2  sm < .
For the entire hyperbolic rectangle Weyl's law has the form
 VE [
. (3.11) N(E) ':::' E  4
7r 4ln
( 1 + sinYrYo )
cos 0
2Lo
+ v
cos .l 0
1 121 + 48Locostan Yo
2 Yr '
0
and similarly for the desymmetrized domains, where one takes into account
Dirichlet and Neumann boundary conditions on the lines X = 0 and Y = 0,
respectively. Lo and Yo are chosen in such a way that the area of the
entire rectangle is 47r [18]. For the numerical investigation one uses the
representation [16, p.1009]
J J
T(t")=T" <p(t")=<p"
K( T", T' , y
(f')" (f')"
,...,..., T) = V(T<R)T(t) sinh T V<p(t)
T(t')=T' <p(t')=<p'
X exp { ~
Ii it'r
t"
[m2 (7"2 + sinh2 T0 2)  ~2
8m
(1  ~)]smh T
dt
}
(3.14)
The remaining Tpath integration gives for the free (unrestricted) motion
for the corresponding Green function (E = ~(p} + 1/4»
Pt(z}
= r(v  1/2} (Z2 _ 1}(v+1}/2 F (V Y+1 v+y+1. v + ~. _1_)
2v+1V1iT(v _ J.L} 2 1 2 ' 2' 2' 1z 2
x I
y(t"}=y"
V(y>l}y(t} exp [~
y fi it'
t
"
(iJ 2 _
y2
fi 21271"2) dt _ ifiT]
2my2 4m
y(t'}=y'
(3.22)
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 279
(3.24) P l/2+ipn
Il/2 ( ) _
3  0 , 1 = 0,1, ... , n = 1,2 ....
I I I
r(t")=r" 19(tl)=19" <p(t")=<p"
I
r(t")=r" "
x V(r<R)r(t)exP{ni
1tt , [mj2_~l~l+21)ldt_inT}.
2 2m smh r 2m
r(t')=r'
(3.25)
280 CHRISTIAN GROSCHE
Here the Yjm ({), 'P) are the spherical harmonics on the sphere. The
quantization condition then follows from the corresponding Green function
G(T<R) (E) by replacing in (3.16) v + l + 1/2. For l > 0 the energy levels
En = P;' + 1 are (2l + I)fold degenerate, and Weyl's law has the form
where ~2(L) (average value) and ~3(L) saturate and ~2(L) ::: 2~3(L),
as L + 00. For more details, c.f. [8, 13]. In table 1 I have also listed
for comparison the effect of different values of b, i.e., A = b. For the
investigation of the circlebilliard, which scales, see [27].
In figure 2 I have displayed for the hyperbolic circle billiard the nice
fitting of the spectral staircase (solid line) with Weyl's law (dashed line,
c.f., the enlargement), the normalized fluctuations an, and the spectral
rigidity ~3(L) for the number of energy levels of # = 1000, 2000, 2500,
3000, 4000, 5000 and 10056, respectively, from which the number Ct;.oo can
be determined. Note that I have also incorporated the spectral rigidity for
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 281
20.0 N(E)
E03 ~~.~~. ..~~,
l~a~
'M 60.0
l~O~ '5.0
'M
30.0
1500.0
5000.0
15.0
2500.0
0.0 B 0.0
0.0 2M '1,1 7~,1 '181 0'~~lo '18,0 'l~lo 218,0 2~!,O 0.0 200.0 1100.0 600.0 800.0 1000.0
W.rl', law
.CE)
'.0
'.0
0.0
2.0
1.0 0 ••
0.0
\.O
..,
z.o
•• 2
... ... ..
3.0
11.0
'.0 2 •• 3 •• '.0 ,
Narllol,z.d fluctuation.
..CLI
25.0 10.0
20.0 ...
9.'
/'
......
15.0
7••
F':.
... Y£
10.0
'.0
... ...
3.'
...
..
2.' :r
.....
\
200.0 400.0 000•• 0.0.0 1000.0 ... 200.0 ..0.0 0.0.0 1000.0
Rfaldllr
N(E)
10.0·10' 106<1.0
11000.0 1040.0
6000.0
2000.0
0.0 2000.0 _.0 .000.0 .000.0 10.0'0' 1020.0 1040.0 1060.0 1010.0 1100.0
w.yt'. law for the hyp.rbollc clrcl. W.yI'. IlIw fM fh. hyp.rbolle elrel. (dMaM)
.a.(L)
'.0 12.0
~
'.0
'.0
2.0
'.0
1.0 7.0
'.0 f/
r"
',0 '.0
2:.0
3.0
3.0
2.0
'.0
S.D 0.0
0.0 2000.0 4000.0 6000.0 8000.0 10,0·,0' 0.0 200.0 600.0 800.0 1000.0
Normallud fll.tctuoHon. In thl hyperbolic clrcl, Spectral rloldlty for Ihl hyplrbollc clrcl.
P(a)
1.0
0.8
0.6
0.4
0.2
0.0 a
5.0 4.0 3.0 2.0 1.0 0.0 1.0 2.0 3.0 4.0 5.0
P(a)
0.5
0.4
0.3
0.2
0.1
:
0.0 a
5.0 4.0 3.0 2.0 1.0 0.0 1.0 2.0 3.0 4.0 5.0
FIG. 3. Distribution of deviations in the Euclidean plane (a,top) and in the hyperbolic
plane (b,bottom).
ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 285
12.0·'0
N(EJ Nm
' ...0
,0.0·10' 125.0
.....0 '00.0
1000.0 75.0
.....0 ....
2000.0 ...0
0.0
0.0 ,..... .....0 4500.0 1000.0 1500.0
0.0
0.0 100.0 ....0 ....0 ..... ....0
.........,\
0.3
4.0
0.7
2.0 0.1 ....',
.,
·.1
0.0 0.. ·A
LD 0.' \
\
...0., ....
0..
4.0 \.
,,
....0
....0 0.0
0.0 , ....0 .....0 .....0 .....0 7....0 0.0 ,.0 '.0 '.0 4.0 '.0
r.(L) Ao(LI
10.0 .5.0
20.0
00.0
,...
40.0
....
'0.0
_..
..0
.
0.0 0.0
0.0 ....0 1000.0 '500.0 .....0 0.0 ....0 ,_0 .....0
...,
' ....0
1500.0
1000.0
......
1000.0
75....
0.0 2DO.O 400.0 100.0 100.0 I 000.0 1200.0 520.0 540,0 510.0 510.0 100.0
... IS.O·IO'
... 12.0·'0'
(\ ,f'., ,r,. ../.....:::,........ ".'
' ' r ,.., '
... 1D00.0
,., :.: \ !
\,'
'I ...~', ..\.)
......
..••...
\
'i
/~ 'v'~V '\....../
1000.0
2.0
~~/~
3000.0
Nlllm'lalIIH fluctuation. for tIM tlyperbolkl Iph.,.. Numb... ¥Orlano. GrId .pectral rf.'~ far tho hyperbolic .ph.,.
p(a:)
1.0
0.8
J\
0.6
0.4
0.2
.............:..., a:
0.0
5.0 4.0 3.0 2.0 1.0 0.0 1.0 2.0 3.0 4.0 5.0
have been found, i.e., fitting with Weyl's law, the growing of 8n oc E(dl)/4
such that the normalized fluctuations an form a distribution P(a n ) with
mean zero, deviation one, and (nonvanishing) skewness K., and the typical
features of the number variance and the spectral rigidity. It can also be
observed that in the rectangular billiard with b = 1f strong fluctuations in
an appear which are due to bouncing ball modes according to Sieber et al.
[32].
The problem of a analytical deviation of ~oo and c~oo will be addressed
elsewhere.
Of course, it is just a question of doing the numerical calculations and
computer power to investigate more systems, may they be flat or hyper
bolic. But I think the presented selection of systems shows already the
typical features of classically integrable systems, and every more detailed
study would only add "more statistics".
Acknowledgements. I would like to thank R.Graham and G.Vattay
for sending me kindly some numerical data for analysis, and H.Primack,
M.8ieber and F.Steiner for helpful information about billiard systems.
I would also like to thank the organizers for their warm hospitality
during my stay.
288 CHRISTIAN GROSCHE
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R.GRAHAM, R.HuBNER, P.SZEPFALUSY AND G.VATTAY, Level Statistics of a
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ENERGY FLUCTUATION ANALYSIS IN INTEGRABLE BILLIARDS 289
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543564.
ON EIGENFUNCTIONS OF THE LAPLACIAN FOR
HECKE TRIANGLE GROUPS·
DENNIS A. HEJHALt
!
numerical instability level 2 once the eigenvalue A = + R2 passes beyond
a certain limit. In 64bit arithmetic on the Cray, going beyond R = 500
was generally found to be prohibitive even for N's like 3. To overcome this
difficulty, a more robust, less sensitive algorithm  applicable in the setting
of general N  would clearly be desirable.
A surprisingly simple way of constructing such an algorithm emerged
from a conversation the author had with Harold Stark during the 1991
Workshop on Automorphic Forms and Ergodic Theory held at MSRI.
Our primary aim in this paper will be to give a brief exposition of
this new algorithm and to, then, illustrate its power by means of several
experimental examples on GN \H akin to those we discussed earlier (in [H5]
and [H6]) for N = 3.
To make this work more accessible to nonspecialists, we shall include
a modicum of background material along the way.
2. Some preliminaries. Let r be a Fuchsian group [discrete sub
group of SL(2, 1R)] acting on the Poincare upper halfplane H. Assume
that the quotient space r\H has finite area. A Maass waveform on r\H is
simply a squareintegrable, nonconstant, r invariant eigenfunction of the
hyperbolic Laplacian
~ = y2 [::2 :;2 ].
+
L
00
(~ ~1) and (~ f) •
with {, = 2 cos N
7r
'
and is a particular realization of the Schwarz triangle group '][' (~, N' ,:).
The set FN == {z E H: Izl > 1, IRe(z)1 < cos N} provides a fundamental
region for G'N. 3 (As mentioned earlier, ~ = SL(2,Z).)
It is known that GIN is arithmetic if and only if N = 3,4,6. Cf. [HI,
p. 5]. In all other cases, GN is its own SL(2, lR)commensurator; see [L3].
In these latter cases, by virtue of [S7, pp. 51, 73ff], the group GN admits
no Heeke operators. There is accordingly no reason to expect any type of
multiplicative relation among the Cn [ef. (1)] on such GN.
For N = 3,4,6, however, GIN is commensurable with SL(2, Z) and
Heeke operators a la [S7, lac. cit.] exist in abundance. Coefficient relations
for these three cases can be found in [HI, pp. 1316].
The first calculations of Maass waveforms on general GN \H were done
several years ago in [HI]. The method used there employed collocation and
was able to give both A [ef. (2)] and the first few Fourier coefficients to
good accuracy so long as A didn't become too large.
It is only natural to ask to what extent the results of [H5] and [H6, §3
and S11S16] can now be adapted to the setting of GN .
Before this can be done  at least in any serious way  the algorithmic
setup must be upgraded so as to ensure that: (a) there is a good capability
of computing waveforms <p with large A over a variety of disparate N;
(b) for each <p thus calculated, there should be a concomitant capability of
generating "arbitrarily large" numbers of Fourier coefficients Cn .
To fulfill both (a) and (b), the algorithm of [HI] needs to be substan
tially refined. We discuss how to do this in §4.
In §§57, we'll look at a number of experimental results derived using
the upgraded algorithm.
Interest will focus there on 3 main topics; viz.,
(A) the value distribution of individual waveforms <p with large A;
(B) statistics of Fourier coefficients for fixed <Pi
(C) the "ripple effect" in the topography of highenergy waveforms.
In (A) and (B), we shall principally be concerned with nonarithmetic
GN.
Since this paper is fundamentally a continuation of [HI] and [H5], we
assume that the reader already has at least some previous exposure to the
ideas found in [HI, H5].
Familiarity with [H6] is basically unnecessary.
3. Recollection of some fundamental facts. It is easily verified
that GN \H admits a symmetry R(z) == 2 corresponding to reflection in
the imaginary axis. This symmetry is readily checked to induce a unitary +
hermitian map on L 2 (GN \H) which commutes with ~ ; ef. [H4, p. 590(13)).
Maass forms on GN \H are said to be even or odd according to whether
<p(Rz) = ±<p(z).
(3)
cp
(x+i
Y
)=~d r.;KR(21fny)
L....J nyY, .c { c?s(21fnxj.c)
sm(21fnxj.c)
}.4
n=l
at = ~tl1/1
ili a1/1
2m
= E1/1.
Cf. [G2, pp. 358, 196198,343]. This in turn yields:
2mE
(5) 1/1 = cp(P)e iEt / \ tlcp + h,2cp = 0, P E r\H .
r\H
! Icpl2d/L = 1.
(6)
for every Jordan region B£S, so long as An avoids a certain "thin" set S
of exceptional eigenvalues [which is negligible for purposes of Weyl's law].
Though references [S8, C, Zl] apply only to compact S (where things
are purely discrete), Zelditch has remarked that the techniques of [Z2] can
readily be adapted to yield (6) at least for the odd forms on any nonarith
metic <GN .
(For N = 3,4,6, reference [Z2] applies as is  and (6) is obtained
independently of parity. Compare [L4].)
Given these facts, and the discussion in [B3] and [H5, §6], one nat
urally suspects that (4) will "go Gaussian" (with mean 0 and standard
deviation 11'P112/J/1(FN)) for every N. Implicit in this is the simultaneous
expectation that the exceptional set S is empty.
Issue (B) [in the preceding section] is typically looked at in arithmetic
cases under the heading of "Langlands Lfunctions and symmetric powers
of automorphic representations." See [H6, §1] and the references cited
there. The multiplicative relations on the d n playa key role, and one is led
to expect that, for each (properly normalized) 'P, the coefficients dp , with
p = prime, satisfy Idpl ~ 2 and a semicircle distribution law (a la Wigner).
In nonarithmetic <GN , prime indices have no special significance and
what should be sought in the "size/distribution department" is not imme
diately clear. In [H7] we present evidence supporting the conjecture that
dn = O(nc).
One point worth keeping in mind in this regard is that there are entirely
analogous questions for the classical holomorphic cusp forms
L
00
The reHection 'R acts on the space of holomorphic cusp forms (call it
A 2q ) by virtue of the slash operator:
(11)
=L
00
L dn = 0 (x~+e)
n~X
M(y)
(13) j(x + iy) = L dnv!YK,(ny)e27rinx/C + [10 16 ] ,
n=l
where [10 16 ] is shorthand for a quantity of absolute value less than 10 16 .
Let Mo = M (sin ft). (Remember that the corners of FN have sin ft as
their imaginary part!)
Machinewise, the function j(z) is now a finite Fourier series in x for
each y. Keep Y < sin (ft). For Inl ~ M(Y) < Q, it follows tautologically
that
(14)
(15)
(17)
The essential point here is that we have M o, not M(Y), in (16). (Read
ers familiar with Stark's paper [S9] should feel a sense of deja vu.)
Restricting (16) to 2 ~ n ~ Mo (say) then gives:
Mo
(18) L dlVn1 = Vn1 + 2[10 16 ],
l=2
wherein
(19)
Since Y < sin (N)' each Cj in eq. (15) is nonzero and system (18) won't
even be close to a tautology. If things are reasonable (and the parameters
Y, Mo, M(Y), Q not too extreme), it should now be possible to solve (18)
with some wellconditioned matrix operations to get {d 2 , ••• ,dMo} to good
accuracy. It is easily seen, incidentally, that the numbers Vnl are real.
The important thing to notice in this new setup is that, under ap
propriate choice of Y, the 8n l terms in (19) have a tendency to cause the
column norms of [linl] to all lie roughly in the same ballpark  at least for
modest Nand q. Cf. (11). This eliminates the scaling factor issue in [HI,
pp. 47, 52] and offers some hope that the dn "hump" phenomenon (as in
[HI, pp. 30, 129]) will be circumvented. [The thing that is much less clear,
of course, is whether (18) will actually be wellconditioned for one's given
Y.]
Assuming we do get (dn)~~2 to reasonable accuracy8, the higher coef
ficients can then be derived from
Mo
L dtVnl
(16') d  =l;::=::l _ _
n  JY~(nY)
Thus far, the new aZgorithm10 has been found to work quite well 
with the conditioning improvement hoped for in equation (18) taking place
largely as expected. The following points do need to be kept in mind,
however. Though stated for the holomorphic case, they apply equally well
to rp.
(A) The fact that (18) makes perfectly good sense even when the
dimension D =j:. 1 underscores two points. First, the necessity of always
checking that one's dn are independent of Y. (This point was alluded to
earlier.) Second, of always attaching some type of conditioningcontrol
record to any machine output for (dn)~~2 [even if only to help gauge the
accuracy].
(B) Since max v't,..(nt) = c(q, N)/ fo , the procedure in (16') cannot
be continued ad infinitum on a singleprecision machine. This stems from
the fact that there are always errors of size .2:10 15 present in the numer
ator of (16'). Under division by vY ,..(nY) , these terms will eventually
overpower the true dn, which is typically ~ 0(1). Cf. §3(iv).
(C) A second [more subtle] source of error in the calculation of higher
d n arises from the hyperbolic geometry of H. Indeed: note that the basic
errorlevel in zj is controlled (from below) by
10 (which is still something of a prototype, given that no optimization has been made)
EIGENFUNCTIONS FOR HECKE TRIANGLE GROUPS 301
06
.
"LOG60S1601" 0
"LOG6051602"
M
0.5
0'
03
02
., .
0.'
"
,
00··
0
5 ·3 ·2 ,
(A)
0.6
,. ,
"L0G6051.60al" <>
"lOG605160a2"
,
O.S
0.4
03
0.2
... .'"
0'
,
,,
0
., ·2
(B)
...
0.6
"l0G6051.6Ob1" <>
"LOG6051.60b2"
OS
0.4
0.3
0.2
0.'
_~,oO
, ..
'"
0
., ·3 2
(C)
FIG. 1.
1(A): N=3, R = 6051.00668973, (U, V) = (.2217,1), e= .05
1 (B): N=3, R = 6051.00668973, (U, V) = (.2217,2), e= .10
1(e): N=3, R = 6051.00668973, (U, V) = (.2217,3), e= .15
EIGENFUNCTIONS FOR HECKE TRIANGLE GROUPS 303
0.6 r~''.r'',
"lOG1005.601" 0
"LOG1005.602"
0.5
•
0.4
0.'
02
•
.
,
.
0.1
\.
ti '0"
>.
0
. . #.'
.. ·1
.'0.0
(A)
0.5
,.0.. "LOG1005.6Oa'" 0
.6 \
"lOG1005.6Oa2"
0.45
•
0.4
0.35
0.'
0.25
0.'
0.15
0.1 '~
0.05
. .,•... \ .
0
. ., '
·1
'"
(B)
0.5
"lOG1005.6Ob1" 0
"LOG1005.6Ob2"
0.45
0.4
0.35
0.'
0.25
0.'
0.15
......
0.1
0.05
.
.......rl
0
·5 ., ·2
(C)
FIG. 2.
2{A}: N = 5, R = 1000.00672599, (U, V) = (.4217,1), l = .30
2{B}: N = 5, R = 1000.00672599, (U, V) = (.4217,2), l =
.60
2{C}: N = 5, R = 1000.00672599, (U, V) = (.4217,3), l = .90
304 DENNIS A. HEJHAL
04'
·",
"LOG1001601" "
"lOG1007.602"
OA
0.35
0.3
0.25
0.2
015
0.1
0.05
,. .
.,
0,
.,
()\'I'o·
0
·5 ·3 ·2
(A)
·'.
045
"LOG1007.6Oal"
"lOG10076Oa2"
OA
035
0.3
02'
02
015
0.1
. ..
0.05
,
' "
0
., ·3 ·2
(B)
·..
0.'
"lOG1007 SOb'· 0
"lOG1007.6Ob2"
045
0'
035
0.3
025
0.2
0.15
0.1
0.05
.. ..
0
., ., ·3
" ·2 ·1
"
(C)
FIG. 3.
3(A): N=7, R = 1000.06813977, (U, V) = (.4217,1), l = .30
3(B): N=7, R = 1000.06813977, (U, V) = (.4217,2), l = .60
3(C): N=7, R = 1000.06813977, (U, V) = (.4217,3), l = .90
EIGENFUNCTIONS FOR HECKE TRIANGLE GROUPS 305
FIG. 4. R=6051.00668973
At least in the case of G.3, it would be useful to know how far R can
be "pushed" before the algorithm of §4 starts to break down. In part, of
course, the answer depends on the specific machine. Recently, using a series
of background jobs on a Cray YMPEL 4/1024 (at Uppsala University), we
were able to calculate several <Pk'S on G.3 \H with R ~ 11000. Mo is here
something like 2048.
Though the algorithm of §4 remains robust (in singleprecision arith
metic), there is a degradation in cpaccuracy down to about 5 decimal places.
Given the size of M o, this is perhaps not too surprising.
Over and beyond this, there are matters of memory size and user
patience which start to become factors. At R ~ 11000, each background
job on the EL already required something like 700 Mbytes of memory and
10 days' wallclock time ('" 400 total cpu hours). Optimization of the code
can be expected to reduce these amounts by maybe a factor of 2 '" 3. Since
memory and cpu time both grow at least like R2, reaching R = 50000 (for
instance) in singleprecision arithmetic seems rather doubtful.
We hope to say more about "pushing the Renvelope" in a subsequent
paper.
Finally, we might mention that the Rvalue featured in Fig. 2, and an
analogous one for G4 , grew out of work done in 1993 by Erik Streed and
Mike Oltmans during their participation in the SuperTrek Program (for
talented high school students) sponsored by the Minnesota Supercomputer
Center.
306 DENNIS A. HEJHAL
I am grateful to Barry Rackner and Ze Wang for their help with this
and several other components of the large R investigation.
6. Results concerning the Fourier coefficients. Given GN \H
and a waveform !p, or holomorphic form F, as in §3. In view of §3 (iii)(iv)
and the difficulties inherent in calculating dn , it is only natural to ask
about the statistical behavior of d n as n 4 00. There are, of course, any
number of directions in which this question can be pursued. These range
from mere value distribution with respect to n to, for instance, the kinds of
multicorrelation issues that appear to underlie [H5, sections 6 and 7(2)].
In the present paper, we shall be concerned only with the value distri
bution with respect to n.
For ~ \H and n = prime, this matter was discussed at some length
in [H6]. Good agreement with the conjectured SatoTate (equivalently:
Wigner semicircle) distribution was found.
See [S10] for some later results.
When d n is looked at over all n (prime or not), the situation changes. 13
The presence of logarithmic factors in the vth moment of Idnl for v =f 2
(due to multiplicativity) forces the limiting measure to be simply a Dirac
delta concentrated at O. Cf., e.g., [M, R2, R3, R4]. Though, technically, the
necessary moment results have been established only for holomorphic F,
there is little doubt (from the pointofview of automorphic representations
and the Langlands theory of Lfunctions) that the same results continue to
hold for Maass waveforms.
The situation on G4 and G6 is entirely similar to that over ~ \H.
For nonarithmetic GN , multiplicativity and Langlands Lfunctions are
both absent, and one is pretty much left to attack the distribution question
experimentally using the algorithm of §4. So long as d2 , • •• ,dMo (and R)
can be determined to proper accuracy, the process engendered by (16') can
basically be continued limited only by cpu time.
In setting up our experiments, we chose to concentrate on 6 cases; viz.,
(i) N = 5, R = 6.473699749441;
(ii) N = 5, R = 14.307856962033;
(iii) N = 7, R = 5.921981251387;
(iv) N = 7, R = 7.933888770062;
(v) N = 5, F = the unique unitnormalized cusp form with q = 8;
(vi) N = 7, F = the unique unitnormalized cusp form with q = 8.
In each of these cases, there was little difficulty calculating d2 , ••• , dMo
to an accuracy of 9 '" 11 places (and R to approximately 1 more) using
singleprecision arithmetic on the Cray. The door was thus open to calcu
lating large numbers of higher dn by way of (16').
The Maass cases were pursued out to n = 50000 on a CrayT3E (us
ing 50 processors)14; the holomorphic ones were done on a Cray2 (using
ordinary vectorization) out to n = 30000.
f
0.06
0.05
0."
0.03
,
.
0.02
~
.. .
0.01
>. ..,
0
·25 ·20 ·IS ·10 ·S 10 IS 20 25
(A)
0.7
0.6
,
o.s
."
0.4
0.2
i
..
0.1
,(j'."
0 "
·2S ·20 ·IS ·10 ·S 10 IS 20 25
(B)
'dens5!l8A' 0
'densS08S'
'.L.____..... ...
"'~_~_~ _ __,:__:_'
(A) (B)
·danssn... • 0
'dens592S'
..."..... '''51592A' 0
'110&15928'
(A) (B)
'den.79M' 0 'do.1793A' 0
'dans793B' '''617938'
'.
(A) (B)
TABLE 2
Figs. 58 and table 2 manifestly support the conjecture that dn has
Gaussian value distribution for N :f. 3,4,6.
The evidence that the successive moments of dn converge to their
Gaussian counterparts is reasonably good as well.
Tables 3 and 4 show the values of
N R,q X Al A2 A3 A4 A5 A6 A7 As A9
5 14.31 50k 1.00 1.00 1.01 1.02 1.03 1.04 1.06 1.08 1.09
5 6.47 50k 1.00 1.00 1.01 1.03 1.06 1.09 1.14 1.19 1.26
5 q=8 30k 1.00 1.00 1.00 1.01 1.02 1.04 1.06 1.09 1.14
7 5.92 50k 1.00 1.00 1.00 1.00 1.00 1.00 .99 .98 .96
7 7.93 50k 1.00 1.00 1.00 1.00 1.00 1.00 .99 .99 .99
7 q=8 30k 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
TABLE 4
N R,q X BI B2 B3 B4 B5 B6 B7 Bs B9
5 14.31 50k .00 1.00 .00 1.02 .01 1.04 .02 1.08 .02
5 6.47 50k .00 1.00 .02 1.03 .05 1.09 .11 1.19 .22
5 q=8 30k +.00 1.00 .01 1.01 .05 1.04 .12 1.09 .27
7 5.92 50k +.00 1.00 .01 1.00 .03 1.00 .04 .98 .04
7 7.93 50k +.00 1.00 .00 1.00 .03 1.00 .07 .99 .14
7 q=8 30k +.00 1.00 .01 1.00 .04 1.00 .09 1.00 .16
15(Degradation of highorder moments often stems from nothing more than insuffi
cient density accuracy over regions of comparatively large Idlj SD.)
310 DENNIS A. HEJHAL
(20) dn = O(n")
for any positive E. This would say that the standard RamanujanPetersson
estimate continues to hold for nonarithmetic IGN. We conjecture that this
is indeed so  and that the limit of each Ak is simply l.
As mentioned earlier near eq. (7), alternate evidence for (20) can be
found in [H7].
Finally, recall that among all distributions on IR with mean 0 and
standard deviation a, the Gaussian distribution has maximal entropy (or
"disorder"). See [R5, S6, T]. The occurrence of a Gaussian limit for d n
thus has a certain "naturalness" to it  given §3 (iii) (iv), the remarks
prior to (6), and the lack of any multiplicative relations when N ::J 3,4,6.
A similar remark holds for the Gaussian of §5; cf. (6) and footnote 12.
7. Ripples near infinity. If one imagines a Maass waveform r.p to
be something akin to a sea state, the results of §§5, 6, and [H5, §6] may
well be construed loosely as saying that r.p starts to look more and more
like a random wave as the eigenvalue .A tends to 00 (particularly for a
nonarithmetic IGN ).
In this connection, see also [B3] and [S4, pp. 187 bot, 209] as well as
[H5, figs. 9 and 10].
Some caution with this viewpoint is necessary, however. The "chop
piness" seen in Fig. 4 above may well be typical, but it is certainly not
universally valid on IGN \H. One has to remember that, in accordance with
(3), r.p(z) ultimately decays exponentially fast as y + 00 (y > (l.5)£Rj27r
certainly suffices).
Color plots of the wavefunction topography coming down from y = 00
inevitably show a simple ripple pattern prior to the onset of any "chaos".
The occurrence of such ripples is easily understood. For simplicity, take r.p
to be odd and of L2 norm 1 on IGN \H. One then knows that:
(21) /d n / ~ covmax(R,n)
(22) lim
X+oo
~
X
' " /d n /2 = c(1
L
+ e 27rR ) ,
n:S:X
for certain positive constants depending solely on N. See [I, pp. 60,
118(8.5)(8.8)] and the KBessel convention of footnote 4 apropos (21); for
(22), see [I, pp. 119, 120], §3(iv), and [S5, eq. (2.16)]. Let m be any positive
integer and 8 = ~ (m + 1) 1. Keep R large and take
EIGENFUNCTIONS FOR HECKE TRIANGLE GROUPS 311
RC
y"?  ( 1  8)
 27rm
so that
m 13m
1 .2770
2 .1065
3 .0598
4 .0395
Though (23) can easily be made more precise16 , the essential point
is clear. For large R, the error term is microscopic and the topography
of cp is dictated solely by the KBessel sum. The observed ripples are
simply due to the oscillations of the addends in this sum for very small m
(chiefly m = 1,2). Cf. [E2, p. 88(19)] and, e.g., the top third of [H5, fig. 4
(cp even)].
The KBessel function has a curious anomaly, however. For large R,
it is not too far wrong to say that:
s~nuso~'d al] ,
v'2iu 2 [. u < R 12Ri/3
~
{tR2
(24) K .. (u) { KiR(R), Iu  RI ~ 12Ri /3 } 17
0, U > R + 12Ri / 3
where
16(w.r.t. y)
17This description is very crude, but sufficient for present purposes. (In reality,
KiR(R + 12R 1 / 3 ), for instance, has magnitude about 5.398 x 10 18 x R 1 / 3 .)
312 DENNIS A. HEJHAL
Cf. [E2, pp. 8788) and [Bl, B2); note that [E2, p. 88(20)) contains a
misprint. In view of (25), KiR(U) basically "ends" with a final surge over
the (relatively short) stretch [R  12Rl, R + 12Rl).
!
Taking m = 1 in (23) now yields
~(z)
+ 0(I)e R / 4 ,
= d1JYsine~X)[1.405257)R1/3 + O(I)e R /4,
0(I)e R / 4 ,
for IY  RI ~ 12R1/3 ,
where Y = 27rY/£ and Q = 27r/Jl (Y/R)2. Note that ~ > ~ and that
Q = 0(1) generally (if R is large). Insofar as Id1 1 > Rf:, one dearly gets
a kind of tidal "pulse" (or undulation) in cp's topography over
~(R
27r
 12R1/ 3) ~ Im(z) ~ ~(R
 27r
+ 12R1/ 3)
having amplitude at least (constant). R 1 / 6 f: . 18
The situation for m > 1 is less clear. If Rf: < min(ld11, ... , Idml} ~
max(ld11, ... , Idml} < Rf:, one naturally gets similar pulses in every
virtually perfectly. Consistent with the approximate nature of (24), the pulse maximum
(i.e. crest) occurred at a yvalue somewhat less than R/27r. With dl = 1, it was a
case of 'P = 2.393153 vs. 3.607801. Interestingly, the value 3.607801 is not the absolute
maximum of I'PI; near y = R/47r, 'P takes on the value 4.732321.
EIGENFUNCTIONS FOR HECKE TRIANGLE GROUPS 313
Cf., e.g., [I, pp. 128132). Here, at least, the j = 1 pulse will always be
present.
As a corollary, one sees that the Loo norm of cp necessarily scales at
least like R 1 / 6 c. Compare: [I, p. 196) and [S4, thm 3.11 and conj 3.10).
In line with the RamanujanPetersson and SatoTate conjectures, one
naturally expects that, for most eigenvalues, the relation
r.; 1.405257
R e vy Rl/3
= 0 ()1 ,
19In accordance with [SI, theorems (4.3.1), (4.5.1)], the local Loo norms of'P in this
regime can thus be expected to grow about like y'log R. Compare [H5, p. 299 following
(7.2)].
314 DENNIS A. HEJHAL
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EIGENVALUE SPACINGS FOR REGULAR GRAPHS
DMITRY JAKOBSON", STEPHEN D. MILLERt, IGOR RIVIN" t, AND
ZEEV RUDNICK§
Key words. regular graphs, graph spectra, GOE, random matrices, quantum chaos.
the sum being over all neighbors of the vertex x. The IVI eigenvalues 0 =
Eo ::; El ::; ... ::; EIVIl lie in the interval between 0 and 2k. If we take a
sequence of graphs with the number of vertices IVI t 00, then under certain
conditions (see Section 2) there is a limiting density of states analogous
to Weyl's law. This gives a mean counting function N(E), the expected
number of levels below E, which we can use to measure the fluctuation
properties of the eigenvalues in a large graph. If we "unfold" the sequence
of eigenvalues (for instance by setting Ej = N(Ej )), then we get a sequence
Ej with mean spacing unity: Sj := Ej+l  E j '" 1. The distribution
function of the spacings {Si}  P N (s) = 1:t L: 8(s  Si)  is called the level
spacing distribution of the graph. It is one of several quantities used to
measure the statistical fluctuations of a spectrum. We wish to examine it
in the limit as we increase the number of vertices to infinity.
2 The terminology varies: occasionally what we call a graph is called a simple graph,
while what we call a multigraph is simply called a graph.
320 DMITRY JAKOBSON ET AL.
Denote by B the diagonal matrix whose ith entry is the degree of Vij then
~ = BA
(2.2) ~ = k ·ld  A
(2.3)
One may consider the set £ of all directed edges (1£1 = 21EI) and think
of directed edges one of whose endpoints is V as a tangent space to G at Vj D
can then be interpreted as a combinatorial analog of exterior differentiation
d. The adjoint D* of D acts on functions 9 : £ + R by
D*g(v) =
1'(v) = { f(v), v E VI
 f(v), v E V2
l' is an eigenfunction of a(G) with eigenvalue
It is not hard to check that
2k E.
Denote the eigenvalues of the adjacency matrix A(G) of a kregular
graph G by
(2.4) 1 L o(x 
n
Ai)
n i=1
of A.
A closed walk (vo, VI, ... , vT ) is called a cycle if VI, ... , Vr are distinct.
The girth, (G) of G is the length of the shortest cycle of G; all closed walks
of length less than ,(G) necessarily involve backtracking (i.e. Vi+! = Vil
for some i). The number of closed walks of (necessarily even) length 2r < ,
starting and ending at any vertex V of a kregular graph G is equal to the
number of such closed walks starting and ending at any vertex of the infinite
kregular tree T k .
We denote by Gn,k the set of kregular graphs with n vertices. It
is known [19J (and not hard to see) that for any fixed r 2: 3 the expected
number Cr (G) of rcycles in a regular graph G E G n,k approaches a constant
as n + 00; accordingly, for "most" graphs G E Gn,k cr(G)/n + 0 as
n + 00.
It is easy to show ([15, Lemma 2.2]) that the last condition implies that
for each fixed r and for most graphs G E Gn,k the average number of closed
walks of length r on G is asymptotic to that of the tree. Accordingly, the
rth moments of the spectral density (2.4) approach those of the spectral
density of the of the infinite kregular tree Tk as n + 00.
It follows ([15]) that the spectral density (2.4) for a general G E Gn,k
converges to the tree density ([11]) given by
k(4(k  1)  X 2 )1/2
(2.5) j,(x) ~ { 27r(k 2  x 2 )
Ixl < 2.;k=1
Ixl > 2.;k=1
o
322 DMITRY JAKOBSON ET AL.
(3.2)
Pw(s) = ".!...se
2
1Ts2
/ 4
(a) cubic graph on 2000 vertices (b) 5valent graph on 500 vertices.
J,
FIG. 2. Level spacing distribution of a cubic graph on 2000 vertices vs. GOE.
In the case that the Si'S are spacings of uncorrelated levels (hence cer
tainly not independent!), the level spacing distribution is exponential
P(s) = e s as N + 00 and Pyke [18] derives a limit law for the normalized
discrepancy.
In the case where the Si'S are spacings of certain models of RMT (not
GOE, however), Katz and Sarnak [10] prove that the discrepancy goes to
zero almost surely as N + 00 and conjecture that there is a limit law as
in the case of KolmogorovSmirnov and Pyke.
Miller (work in progress) has investigated this distribution for random
symmetric and hermitian matrices and has numerically discovered that,
after being normalized by multiplying by VN, it approaches a limiting
distribution which seems independent of the type of matrix involved. In
Figure 3 we show this cumulative distribution function LCOE(Z) of the nor
326 DMITRY JAKOBSON ET AL .
/.6
J5
/.
/./ IfJ 1M
REFERENCES
(A) := w 
2
T+oo
1
lim T IT ut AUtdt
T
of the observable A (at least when the spectrum Sp(~) is simple). The limit
points of {(A¢j, ¢j)} therefore fill out the essential spectrum Spess ((A)).
Since the high eigenvalue limit is a semiclassical limit, one may hope or sus
pect that SPess ((A)) can be described in terms of the classical limit. Were
(A) a nice observable (i.e. pseudo differential operator) then Spess ((A))
would be the essential range of (a), the timeaveraged symbol. It is an
open question to decide how generally this relation actually holds.
Intuitively, the limits of the matrix elements describe the concentration
and oscillation properties of the eigenfunctions. In the case of completely
integrable systems, one imagines that subsequences of the eigenfunctions
correspond to certain invariant tori for the geodesic flow (specifically, the
quantizable ones), and concentrate on them in the classical limit. Although
there are rigorous results in this direction (cf. §2), it is quite an open prob
lem to establish such results for general completely integrable systems. The
difficulty is that the tori actually correspond to quasimodes rather than
actual modes (eigenfunctions), and the relation between quasimodes and
modes is notoriously unclear (see [Arl). For KAM systems, in which a pos
itive measure of the tori break up, essentially nothing rigorous is known.
In the case of ergodic systems, it is known that the only point of density
in Sp( (A)) is the constant (a) (the space average of the symbol); but there
may exist other limit points. This is often viewed as the 'scarring problem':
can sequences of eigenfunctions of quantum ergodic systems singularly con
centrate on closed geodesics? The answer is known to be no in the case
of some arithmetic hyperbolic manifolds [RS], but is generally not known.
There are also many computer studies of eigenfunctions, devoted to un
raveling the patterns of critical points and nodal surfaces. They suggest
that eigenfunctions of quantum chaotic systems might have local Gaussian
limit distributions, a statement going far beyond the analysis of matrix
elements (which involve only the first two moments of the distribution).
Another muchstudied topic in the physics literature is the comparison of
matrix elements (A¢i, ¢j) of chaotic systems with those of various kinds of
random matrix ensembles.
Let us now state the specific problems and results of this article more
precisely. To study matrix elements, we consider the distributions <P j E
VI (S* M) defined for a E Coo (S* M) by:
r
1S *M
ad<Pj := (Op(a)¢j,¢j)
where the Cj's are isometries of the universal Riemannian cover (M, g) and
where Tc is assumed to commute with the deck transformation group r
of !VI + M and hence to preserve COO(M). The classical examples are
the Heeke operators associated to discrete arithmetic subgroups of SL 2 (R)
[Shi]. Since the Cj's are isometries, [.6., Tel = 0 and hence there exists an
orthonormal basis of joint eigenfunctions
(2)
where Gn is a constant depending only on the dimension. To eliminate the
constants, let us rescale the metric so that Gnvol(M) = 1. To make the
consecutive eigenvalue spacings >';+1  >.; equal to 1 on average, we also
renormalize b.. + b.. *. By the Weyl law, the spectrum of b.. * = b.. t has
growth rate
n
for any 0 ::; a ::; b < 00. The problem is then to determine whether there
exists a unique weak limit JtN + Jt as N + 00 and if so, to compute
it. The physicists conjecture (and sometimes claim to have proved) that
there exists a unique weak limit in case the classical limit dynamics is
chaotic, namely the GOE level spacings distribution JtCOE. However, from
the mathematical standpoint there is no proof that even a uniquely defined
limit measure exists. Moreover, it is invisible why the limit measure should
be so universal and in particular depend only the principal symbol of b..
Indeed, addition of a perturbation term b. + b. + V with V a pseudodif
ferential operator of order 2: n + 2 will move the eigenvalues by amounts
at or above the mean level spacing. We may assume the mean value of V
with respect to Liouville measure dw on S* M equals zero since addition
of a constant will not change the level spacings. Our observation is that
in the borderline case a perturbation V E q,n+2 will not change the level
spacings distribution if it exists.
THEOREM 1.5. Suppose the Laplacian b. of a compact Riemannian
nmanifold has a welldefined level spacings distribution v. Then if the
curvature is negative, v is also the level spacings distribution of b. + V
where V is any pseudodifferential operator of order n + 2.
The authors would like to thank Yves Colin de Verdiere, Dennis Hejhal,
Andrei Komech, Denis Kosygin, Zeev Rudnick, Peter Sarnak, John Toth
and Maciej Zworski for helpful comments. The authors would also like to
thank the organizers of the conference for their hospitality.
2. Background. The matrix element (A<pj, <pj) represents the ex
pected value of the observable A in the energy state <pj. The offdiagonal
elements (A<Pi' <Pj) represent amplitudes for making transitions between en
ergy states. The problem of determining their semiclassical asymptotics
can be found in many classical books on quantum mechanics such as the
classic text of LandauLifshits [LL, §48, 51]. In this text, the system is
assumed to have one degree of freedom, and the discussion is implicitly
based on the fact that the system to be completely integrable.
2.1. Completely integrable systems: quantum torus action.
A geodesic flow on a compact ndimensional compact M is completely in
tegrable if there exist n integrals of motion in involution, i.e. n functions
(PI, . .. Pn) on T* M (homogeneous of degree one) commuting with each
other (and with the generator v1ZJ2 of G t ) and forming an elliptic sys
tem (i.e. L:i Pi(X, ~)2 > 0 on T* M\ {O}; it is often the case that L:i PT =
1~12). There are stronger and weaker versions of complete integrability; the
334 DMITRY JAKOBSON AND STEVE ZELDITCH
IThe points cannot lie on a ray pointing in an irrational direction; in that case one
can take a sequence of lattice points corresponding to Diophantine approximants of the
slope.
CLASSICAL LIMITS OF EIGENFUNCTIONS 335
Kosygin, Minasov, Sinai and others ([Bll, [BKS), [KMS)) for geodesic flow
on Liouville surfaces. 2
2.3. Spheres. Our results in this paper show that on (sn, can) the
set Q of weak* limit points of the sequence <I> rS is the largest possible.
However, the second author showed in [Z5) that for a random choice of
an orthonormal basis of eigenfunctions (in the sense made precise in [Z5)),
Theorem 2.4 holds, as in the ergodic case. Moreover, J. VanderKam showed
in [Va) that a random orthonormal basis on (S2,can) is uniquely ergodic,
that is there are no exceptional subsequences in the statement of Theorem
2.4.
2.4. Flat tori. We next discuss the classical limits on flat tori. Let
Tn = Rn/(21f' L) and let 'Pt; = ei(t;,.) be an eigenfunction on Tn (here
~ E L*), and let d<I>nt; be the distribution on S*Tn corresponding to 'Pnt;·
Then it is easy to see that d<I>nt;s converge to the deltameasure on the
invariant torus Txi for G t consisting of unit vectors pointing in the direction
UI~I. The projection of any Tt; onto the base Tn is an isometry, so delta
measure on any Tt; projects to the Lebesgue measure on Tn.
In [J1) the first author studied the case L = zn, the standard integer
lattice. The multiplicity of the eigenvalue A E N is then equal to the
number of ways of representing A as a sum of n squares (or, equivalently,
to the number of lattice points on the sphere SA of radius .j). centered at
the origin), and it is well known that multiplicities can become arbitrarily
large for n 2: 2. Since an eigenfunction 'PA satisfying D..'P + A'P = 0 can be
arbitrary linear combinations of 'Pt;S for 1~12 = A, unbounded multiplicities
may give rise to more complicated limits than deltameasure on Tt;s, and
in particular their projections may be more complicated than the Lebesgue
measure. Most of the results in [JI) deal with those projections, which
are nothing but weak* limits of all possible sequences of l'Pj 12S for various
eigenfunctions 'Pj of D.. with eigenvalues ).,j + 00.
We first state the result of Bourgain (d. [JI)):
THEOREM 2.1. On Tn, weak* limits of l'Pj 12 s are absolutely contin
uous with respect to the Lebesgue measure for all n.
Accordingly, we will speak of possible densities (with respect to the
Lebesgue measure) of weak* limits. It is easy to see that the number of
frequencies in l'Pj 12 can be arbitrarily large for n 2: 2 (those are just chords
connecting lattice points on SA); accordingly, the following result (proved
by the first author in [J1)) seems rather surprising:
THEOREM 2.2. The density of any weak* limit of l'PjI2S on T2 is a
trigonometric polynomial all of whose nonzero frequencies lie on the union
of (at most) two circles centered at the origin.
2There are several examples in the literature (cf. [CP] and [T2]) of eigenfunctions
of completely integrable separable systems concentrating on unstable closed geodesics.
336 DMITRY JAKOBSON AND STEVE ZELDITCH
f(x) = 1+ L crei(r,x)
O#rEzn
Writing dw as
(where B is the variable on snl and where gr(B) projects to Cr ), one can
show easily that for 7 :j:. 0 the support of gr lies on the (n  2)dimensional
sphere S(7) of the unit vectors on snl orthogonal to 7 (guaranteeing the
invariance of dw under G t ). There are no such restrictions on the support
of go.
The more detailed information about gr is given by the asymptotic dis
tribution oflattice points on certain "parallels" SJ on Sj := S>'jS (namely,
the locus of the endpoints of chords on Sj that are translates of 7); the
information about go is given by the distribution of lattice points on the
whole sy := Sj. If the lattice points on SJ become equidistributed then
gr can be any nonnegative measure on S(7) with certain upper bounds on
its mass (depending on Cr ). However, studying the asymptotic distribution
of lattice points on SJ for all 7S is a difficult problem which the authors
cannot solve.
2.5. Ergodic systems. We next turn to the discussion of weak* lim
its of iPjS for manifolds with ergodic geodesic flows. The following result
is due to Shnirelman ([Shnl, Shn2]), the second author ([Z6]) and Colin de
Verdiere ([CV3]):
THEOREM 2.4. Let M be a compact manifold with ergodic geodesic
flow. Then for any orthonormal basis CPj of eigenfunctions of ~ on M
there exists a subsequence CPjk of density one such that the weak* limit of
iP jk s is the Liouville measure on S* M.
CLASSICAL LIMITS OF EIGENFUNCTIONS 337
(5) o
Let us first recall the properties of this space. Since the geodesic flow of
can is periodic it defines a free S1action on the unit sphere bundle S* sn.
The quotient space, G+(sn, can), is the symplectic manifold formed by
the set of all oriented great circles of (sn, can). Since each oriented great
circle determines an oriented plane, G(Sn,can) can be identified with the
Grassmann manifold Gr(2, n) of oriented planes thru the origin in Rn. In
particular, when n=2, G(S2,can) = S2. In general, SO(n + 1) acts on
G (sn, can) and the space of oriented geodesics is the symmetric space
When the eigenfunctions are real, the <P j 's are invariant under the the
canonical involution T : (x,O + (x, 0 on T* sn, which we will refer to as
the 'time reversal.' It is obvious that T takes an oriented closed geodesic 1
to the same closed geodesic with the opposite orientation. Hence T acts on
s*sn and on G(sn, can), and the quotient G(Sn,can)/T = G_(Sn,can),
the space of unoriented closed geodesics. However, we will be interested
in complex eigenfunctions, so will work on the space of oriented closed
geodesics.
Corresponding to each oriented closed geodesic 1 we now associate two
objects: first, the periodic orbit measure /1"1 with Iso M fd/1 = 1"1 fds, and
second the sequence (flo of highest weight spherical harmonics associated to
I. Let us recall the definition of the latter. The spectral decomposition of
Do on (sn, can) takes the form
2..: 1h,
00
L2(sn, can) =
k=O
where t is a choice of Cartan subalgebra and where {a} runs over the set
of positive roots of o(n + 1). As is wellknown, a presentation of o(n + 1)
is then given by a (Chevalley) basis {Ha,X,t,X';} where each triple (for
fixed a) forms an slz. By a highest weight vector in llk relative to this
basis (i.e. choice of t) we mean a vector satisfying x;tv = 0 for all a.
Such a vector is unique by the theorem of the highest weight [BDJ. In the
case n = 2 the Cartan subalgebra is onedimensional and corresponds to a
choice of an axis of revolution. The 0(3) basis is then given by L z ) L+, L
CLASSICAL LIMITS OF EIGENFUNCTIONS 339
in the usual physics notation; and the highest weight vector in 1lk is the
spherical harmonic usually denoted by ykk := Ck(x + iy)k. For n > 2, one
can choose the maximal torus in SO(n + 1) and a basis el, ... ,e", with
J.t = [(n + 1)/2] for its Lie algebra t such that el generates rotations in the
Xlx2plane. The highest weight vector is then ¢7:
= Ck(Xl + iX2)k, where
'Yo is the great circle x~ + x~ = 1, X3 = ... = 0 ([Ta, (3.34)]).
Since 1lk is irreducible, every vector in it is cyclic. In particular, any
vector v E 1lk may be expressed as a linear combination of the elements
¢I. That is, we may express each eigenfunction in the form
¢~ = !
G(sn,can)
¢J.dJ.t("{) = r
lS0(n+l)
Tg¢J.°dJ.t(g)
with
T",:= r
l S0 (n+l)
TgdJ.t(g).
(~~, a) := (Op(a)¢~, ¢n
where Op is a fixed choice of quantization. We then make the standard
observation that ~~(a) depends only on the diagonal part IhOp(a)Ilk of
Op(a) where Ilk : L2(sn) + 1lk is the orthogonal projection. As is also
wellknown, the direct sum of the diagonal parts is just the time average
of Op(a), that is,
aave := ~ ra
21r 10
21r
0 Gtdt
where Gt denotes the geodesic flow. Hence the weak limits of ~~ depend
only on aave and it suffices to consider flowinvariant symbols. Thus, we
may assume henceforth that a E COO (G(sn, can)).
340 DMITRY JAKOBSON AND STEVE ZELDITCH
r
Js·sn
adv r
JG(sn,can)
R(a)(')') dD (')')
Va E C(G(sn, can)).
Y JL(B) := ikB .
k=O
expansion as k + (Xl of (T; Opave (a )Tp. ¢>zo , ¢>ZO) with principal asymptote
given by the principal symbol of Y I"
To show that Y p. is Lagrangean and to determine its symbol, we ex
press it as the trace:
Yp.(B) = Tr eiIiDIT'oT;Opave(a)Tp.
where D is (as above) the positive elliptic first order pseudo differential
operator equaling k on 11k and where
IT,D =
k=O
T;ATp. = L VCjckT;jATgk
j,k
and consider the individual traces
Tr eiliDIT,o VCjckT;j ATgk .
It is clear that Tg is an FlO associated to the graph of the canonical trans
formation Xg on T* sn lifted from Tg on sn.
Hence T;j ATgk is an FlO
associated to Xgj1 gk • Also, eiliD is associated to G Ii , the geodesic flow, and
IT,D is the restriction to /0 x /0' Hence the singularities of the trace occur at
values of B for which the fixed point set Fix(G Ii Xg:1 gk I,J is nonempty. It
J
is clear that no fixed points can occur unless gjlgk fixes /0' Since we may
assume with no loss of generality that gilD are distinct geodesics, gjlgk
will only fix /0 when j = k. Moreover, when j = k, the only B for which
Fix(G Ii Xg:1 gk I,J is nonempty is B = O. The fixed point set is obviously
J
clean, and so by the composition formula [BG, Theorem 7.5] we have
Tr eiIiDIT,oVCjCkT;jATgk E J*(Sl,T;(Sl))
with principal symbol OjkCk flo a 0Tgkds. Summing over (j, k) we get that
(<I>~, a) + r
lG(sn,can)
adp,
completing the proof of the Lemma 3.1 and hence of the Theorem 1.1. 0
342 DMITRY JAKOBSON AND STEVE ZELDITCH
(M,g)
\,p
(M,g) (M,g)
C:M7M,
7r X P : S*(M) 7 SAc
o 7 K 7 q,0 7 C (S* M) 7 0
CLASSICAL LIMITS OF EIGENFUNCTIONS 343
with IC the compact operators. Since the linear functionals <I> j are states
on '110 and since any weak limit v annihilates w 1 (M) (the 1st order
operators) and hence annihilates IC, v may be identified with a state on
C(8* M), i.e. with a probability measure on 8* M. Moreover, invariance of
<I>j under at implies that v is invariant under the quotient automorphism,
the geodesic flow.
To take Hecke operator T e into account, we will extend the algebra
'110 to the algebra
Proof: We have:
where Csgn(j)
J
= CJ· if j > 0 and = C: 1 if j
J
< O. The Hecke operator Te is
then given by
N
Tef(x) =L f(Cjx) + f(C;l X ).
j=l
CLASSICAL LIMITS OF EIGENFUNCTIONS 345
v«voTc·
But
hence
or
C := {C2
l ' C
1 C2, C
1
1 C
1
2 ' ... , C
1
1 C}
1
N
(8) <Pjk (x) =  [<Pjk (C1 2 x) + <Pjk (C2C1 1 x) + <Pjk (C2 1 C1 1 X) + ... +
+<Pjk (CNC11x) + <Pjk (CiV 1Cl 1x )] + o(l)<pjk (C1 1 x)
we get
v(D) ~ 2Nv(C(D)). D
CLASSICAL LIMITS OF EIGENFUNCTIONS 347
11('It,···,'I,nijl,.··,]1
.. .) «1I0(C·.11 0·· .oC·)
jl ,
(9)
348 DMITRY JAKOBSON AND STEVE ZELDITCH
k
(10) + (Tc l Op( a )Tcl <Pjm , <Pjm 1+ (TOl Op( a )TOl <Pjm , <Pjm 1
+ L(TciOp(a)Tc;<pjm, <pjml
where in the last sum at least one of indices i, j is not equal to 1, and the
indices are not opposites to each other.
LEMMA 4.5. Assume that the limiting measure v of the joint Tc  ~
eigenfunctions satisfies v = 0"1 and that I is fixed by W, W l where W is
a word of length at most two in the free group F generated by the symbols
Gj (and that W is not a power of another element in F). Let 0 :::; n, I :::; 2
and let N :::; i l , ... , in,jl,'" ,jl :::; N. Assume that the word
Proof: We let /l = Vi, ,... ,in;j, ,... ,jl' It follows from Proposition 4.4, the
ergodicity of delta measures on closed geodesics and the flow invariance of
/l that that /l is a multiple of the delta measure on the geodesic Gj, ... Gjn I
on the one hand, and that it is a multiple of the delta measure on the
geodesic Gi~l ... Gi~l, on the other hand. If /l =/: 0 then
2L
N
j=2 cn
1 ads = b' I'Y
ads.
(11)
By (8),
(12)
as m t 00.
Expanding (11) and using (12), we get
L ((Tc;ATCllCjePim,ePim) + (TC;lC1ATC12ePim,ePim)) +
#±l
Passing to the limit, we see that the first term in (13) cancels the right
hand side. The last two sums in (13) converge to zero by Lemma 4.5 (with
W = Cd, so we get
(15) L
#±1
1 'Y
TCll Cj (a) ds = 0.
L1
N
i=2 cn
ads = O.
As in the case Moo (C) =/: 0, this contradicts the assumptions of Theorem
1.4 and completes the proof in case 2A. 0
Case 2B: 'Y is not fixed by any of the Crs. It follows then from part
(c) of Proposition 4.3 that 'Y is fixed by one of C1 l Cr s (for j =/: ±1). By
the assumption (i) of the Theorem 1.4 and by the definition (7) of To there
is at most one such term, say C11 C2 . Then
1/ = 1/ 0 C1 1 C2
350 DMITRY JAKOBSON AND STEVE ZELDITCH
Let 5. j be the new eigenvalues and 'ljJj the new eigenfunctions. Since ~ + V
has the same principal symbol as tl., the Weyllaw for the 5.r s is the same
as for tl., and hence the renormalized operator is (tl. + V) t. Without loss of
generality we can assume that f S ' M V(x)dxd~ = 0 (since adding a constant
to V doesn't change the spacings).
THEOREM 5.1. The consecutive spacings between the 5. r s have the
same limiting distribution, 1'.
Proof of Theorem 5.1. We consider the perturbed Laplacian (for
o :::; t :::; 1)
(16) A(t) = tl. + tV.
By standard results in perturbation theory (cf. [ReI, §2.2]), one can choose
the eigenvalue branches so that the eigenvalues Aj(t) are real analytic func
CLASSICAL LIMITS OF EIGENFUNCTIONS 351
tions oft. Let Xj(t) = .Aj(t)~  .Aj_l(t)~. We want to prove that the lim
iting