Riemann zeta function

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In mathematics, the Riemann zeta function, named after German mathematician Bernhard Riemann, is a function of significant importance in number theory, because of its relation to the distribution of prime numbers. It also has applications in other areas such as physics, probability theory, and applied statistics.

[edit] Definition

Riemann zeta function for real s > 1

The Riemann zeta-function ζ(s) is the function of a complex variable s initially defined by the following infinite series:

$\zeta(s) = \sum_{n=1}^\infty \frac{1}{n^s}$

for certain values of s and then analytically continued to all complex s ≠ 1. This Dirichlet series converges for all real values of s greater than one. Since the 1859 paper of Bernhard Riemann, it has become standard to extend the definition of ζ(s) to complex values of the variable s, in two stages. First, Riemann showed that the series converges for all complex s whose real part Re(s) is bigger than one and defines an analytic function of the complex variable s in the region {s ∈ C : Re(s) > 1} of the complex plane C. Secondly, he demonstrated how to extend the function ζ(s) to all complex values of s different from 1. As a result, zeta-function becomes a meromorphic function of the complex variable s, which is holomorphic in the region {s∈C:s≠ 1} of the complex plane and has a simple pole at s=1. The analytic continuation process is unambiguous, resulting in a unique function, and in addition to extending ζ(s) beyond the domain of the convergence of the original series, Riemann established a functional equation for the zeta function, which relates its values at points s and 1 − s. The celebrated Riemann hypothesis, formulated in the same paper of Riemann, is concerned with zeros of this analytically extended function. To emphasize that s is viewed as a complex number, it is frequently written in the form s = σ + it, where σ = Re(s) is the real and t = Im(s) is the imaginary part of s.

[edit] Relationship to prime numbers

The connection between this function and prime numbers was already realized by Leonhard Euler, who discovered

$\begin{align} \zeta(s)& = \prod_{p\in\mathbb{P}} \frac{1}{1-p^{-s}}\\ & = \left(1 + \frac{1}{2^s} + \frac{1}{4^s} + \frac{1}{8^s} + \cdots \right) \left(1 + \frac{1}{3^s} + \frac{1}{9^s} + \frac{1}{27^s} + \cdots \right) \cdots \left(1 + \frac{1}{p^s} + \frac{1}{p^{2s}} + \frac{1}{p^{3s}} + \cdots \right) \cdots, \end{align}$

an infinite product extending over all prime numbers p. This Euler product formula converges for Re(s) > 1. It is a consequence of two simple and fundamental results in mathematics; the formula for the geometric series and the fundamental theorem of arithmetic. Euler's formula for ζ(s) is proved here.

[edit] Various properties

For the Riemann zeta function on the critical line, see Z-function. For sums involving the zeta-function at integer values, see rational zeta series.

[edit] Specific values

Main article: Zeta constant

The following are the most commonly used values of the Riemann zeta function.

$\zeta(1) = 1 + \frac{1}{2} + \frac{1}{3} + \cdots = \infty$ ; this is the harmonic series.

$\zeta(3/2) \approx 2.612$

$\zeta(2) = 1 + \frac{1}{2^2} + \frac{1}{3^2} + \cdots = \frac{\pi^2}{6} \approx 1.645$ ; the demonstration of this equality is known as the Basel problem.

$\zeta(5/2) \approx 1.341$

$\zeta(3) = 1 + \frac{1}{2^3} + \frac{1}{3^3} + \cdots \approx 1.202$ ; this is called Apéry's constant

$\zeta(7/2) \approx 1.127$

$\zeta(4) = 1 + \frac{1}{2^4} + \frac{1}{3^4} + \cdots = \frac{\pi^4}{90} \approx 1.0823$

[edit] The functional equation

The zeta-function satisfies the following functional equation:

$\zeta(s) = 2^s\pi^{s-1}\sin\left(\frac{\pi s}{2}\right)\Gamma(1-s)\zeta(1-s)$

valid for all s in $\scriptstyle{C \setminus \lbrace 0,1 \rbrace}$ . Here, Γ denotes the gamma function. This formula is used to construct the analytic continuation in the first place. At s = 1, the zeta-function has a simple pole with residue 1. The equation also shows that the zeta function has trivial zeros at −2, −4, ... .

There is also a symmetric version of the functional equation, given by first defining

$\xi(s) = \pi^{-s/2}\Gamma\left(\frac{s}{2}\right)\zeta(s).$

The functional equation is then given by

$\xi(s) = \xi(1 - s).\$

The functional equation also gives the asymptotic limit

$\zeta \left( {1 - s} \right) = \left( {\frac{s}{{2\pi e}}} \right)^s \sqrt {\frac{{8\pi }}{s}} \cos \left( {\frac{{\pi s}}{2}} \right)\left( {1 + O\left( {\frac{1}{s}} \right)} \right).$

(Nemes)

[edit] Zeros of the Riemann zeta function

The Riemann zeta function has zeros at the negative even integers (see the functional equation). These are called the trivial zeros. They are trivial only in the sense that their existence is relatively easy to prove, for example, from the connection with the gamma function as shown below. The non-trivial zeros have captured far more attention because their distribution not only is far less understood but, more importantly, opens the way to an astonishingly rich vein of mathematical inquiry. It is known that any non-trivial zero lies in the open strip {s ∈ C: 0 < Re(s) < 1}, which is called the critical strip. The Riemann hypothesis, considered to be one of the greatest unsolved problems in mathematics, asserts that any non-trivial zero s has Re(s) = 1/2. In the theory of the Riemann zeta function, the set {s ∈ C: Re(s) = 1/2} is called the critical line.

The location of the Riemann zeta function's zeros is of great importance in the theory of numbers. From the fact that at all non-trivial zeros lie in the critical strip one can deduce the prime number theorem. A better result^[1] is that ζ(σ+it) ≠ 0 whenever |t| ≥ 3 and

$\sigma\ge 1-\frac{1}{57.45(\log{|t|})^{3/2}(\log{\log{|t|}})^{1/3}}.$

The strongest result of this kind one can hope for is the truth of the Riemann hypothesis, which would have many profound consequences in the theory of numbers.

It is known that there are infinitely many zeros on the critical line. Littlewood showed that if the sequence (γ_n) contains the imaginary parts of all zeros in the upper half-plane in ascending order, then

$\lim_{n\rightarrow\infty}\gamma_{n+1}-\gamma_n=0.$

The critical line theorem asserts that a positive percentage of the nontrivial zeros lies on the critical line.

In the critical strip, the zero with smallest non-negative imaginary part is 1/2+i14.13472514... Directly from the functional equation one sees that the non-trivial zeros are symmetric about the axis Re(s) = 1/2. Furthermore, the fact that ζ(s)=ζ(s*)* for all complex s ≠ 1 (* indicating complex conjugation) implies that the zeros of the Riemann zeta function are symmetric about the real axis.

[edit] Reciprocal

The reciprocal of the zeta function may be expressed as a Dirichlet series over the Möbius function μ(n):

$\frac{1}{\zeta(s)} = \sum_{n=1}^{\infin} \frac{\mu(n)}{n^s}$

for every complex number s with real part > 1. There are a number of similar relations involving various well-known multiplicative functions; these are given in the article on the Dirichlet series.

The above, together with the expression for ζ(2), can be used to prove that the probability of two random integers being coprime is 6/π². The Riemann hypothesis is equivalent to the claim that this expression is valid when the real part of s is greater than 1/2.

[edit] Universality

The critical strip of the Riemann zeta function has the remarkable property of universality. This zeta-function universality states that there exists some location on the critical strip that approximates any holomorphic function arbitrarily well. Since holomorphic functions are very general, this property is quite remarkable.

[edit] Representations

[edit] Mellin transform

The Mellin transform of a function f(x) is defined as

$\{ \mathcal{M} f \}(s) = \int_0^\infty f(x)x^s \frac{dx}{x}$

in the region where the integral is defined. There are various expressions for the zeta-function as a Mellin transform. If the real part of s is greater than one, we have

$\Gamma(s)\zeta(s) =\left\{ \mathcal{M} \left(\frac{1}{\exp(x)-1}\right) \right\}(s).$

By subtracting off the first terms of the power series expansion of 1/(exp(x) − 1) around zero, we can get the zeta-function in other regions. In particular, in the critical strip we have

$\Gamma(s)\zeta(s) = \left\{ \mathcal{M}\left(\frac{1}{\exp(x)-1}-\frac1x\right)\right\}(s)$

and when the real part of s is between −1 and 0,

$\Gamma(s)\zeta(s) = \left\{\mathcal{M}\left(\frac{1}{\exp(x)-1}-\frac1x+\frac12\right)\right\}(s).$

We can also find expressions which relate to prime numbers and the prime number theorem. If π(x) is the prime counting function, then

$\log \zeta(s) = s \int_0^\infty \frac{\pi(x)}{x(x^s-1)}\,dx$

for values with $\Re(s)>1$ . We can relate this to the Mellin transform of π(x) by $\frac{\log \zeta(s)}{s} - \omega(s) = \left\{\mathcal{M} \pi(x)\right\}(-s)$ where

$\omega(s) = \int_0^\infty \frac{\pi(s)}{x^{s+1}(x^s-1)}\,dx$

converges for $\Re(s)>\frac12$ .

A similar Mellin transform involves the Riemann prime counting function J(x), which counts prime powers pⁿ with a weight of 1/n, so that $J(x) = \sum \frac{\pi(x^{1/n})}{n}.$ Now we have

$\frac{\log \zeta(s)}{s} = \left\{\mathcal{M} J \right\}(-s).$

These expressions can be used to prove the prime number theorem by means of the inverse Mellin transform. Riemann's prime counting function is easier to work with, and π(x) can be recovered from it by Möbius inversion.

[edit] Laurent series

The Riemann zeta function is meromorphic with a single pole of order one at s = 1. It can therefore be expanded as a Laurent series about s = 1; the series development then is

$\zeta(s) = \frac{1}{s-1} + \gamma_0 + \gamma_1(s-1) + \gamma_2(s-1)^2 + \cdots.$

The constants here are called the Stieltjes constants and can be defined as

$\gamma_k = \frac{(-1)^k}{k!} \lim_{N \rightarrow \infty} \left(\sum_{m \le N} \frac{\ln^k m}{m} - \frac{\ln^{k+1}N}{k+1}\right).$

The constant term γ₀ is the Euler-Mascheroni constant.

[edit] Rising factorial

Another series development valid for the entire complex plane is

$\zeta(s) = \frac{1}{s-1} - \sum_{n=1}^\infty (\zeta(s+n)-1)\frac{s^{\overline{n}}}{(n+1)!}$

where $s^{\overline{n}}$ is the rising factorial $s^{\overline{n}} = s(s+1)\cdots(s+n-1)$ . This can be used recursively to extend the Dirichlet series definition to all complex numbers.

The Riemann zeta function also appears in a form similar to the Mellin transform in an integral over the Gauss-Kuzmin-Wirsing operator acting on x^s−1; that context gives rise to a series expansion in terms of the falling factorial.

[edit] Hadamard product

On the basis of Weierstrass' factorization theorem, Hadamard gave the infinite product expansion

$\zeta(s) = \frac{e^{As}}{2(s-1)\Gamma(1+s/2)} \prod_\rho \left(1 - \frac{s}{\rho} \right) e^{s/\rho}$

where the product is over the non-trivial zeros ρ of ζ and

A = log(2π) − 1 − γ/2,

the letter γ again denoting the Euler-Mascheroni constant.

[edit] Globally convergent series

A globally convergent series for the zeta function, valid for all complex numbers s except s = 1, was conjectured by Konrad Knopp and proved by Helmut Hasse in 1930:

$\zeta(s)=\frac{1}{1-2^{1-s}} \sum_{n=0}^\infty \frac {1}{2^{n+1}} \sum_{k=0}^n (-1)^k {n \choose k} (k+1)^{-s}.$

The series only appeared in an Appendix to Hasse's paper, and did not become generally known until it was rediscovered more than 60 years later (see Sondow, 1994).

Peter Borwein has shown a very rapidly convergent series suitable for high precision numerical calculations. The algorithm, making use of Chebyshev polynomials, is described in the article on the Dirichlet eta function.

[edit] Applications

Although mathematicians regard the Riemann zeta function as being primarily relevant to the "purest" of mathematical disciplines, number theory, it also occurs in applied statistics (see Zipf's law and Zipf-Mandelbrot law), physics, and the mathematical theory of musical tuning.

During several physics-related calculations, one must evaluate the sum of the positive integers; paradoxically, on physical grounds one expects a finite answer. When this situation arises, there is typically a rigorous approach involving much in-depth analysis, as well as a "short-cut" solution relying on the Riemann zeta-function. The argument goes as follows: we wish to evaluate the sum 1 + 2 + 3 + 4 + · · ·, but we can re-write it as a sum of reciprocals:

$\begin{align} S &{}=1 + 2 + 3 + 4 + \cdots \\ &{}= \left(\frac{1}{1}\right)^{-1} + \left(\frac{1}{2}\right)^{-1} + \left(\frac{1}{3}\right)^{-1} + \left(\frac{1}{4}\right)^{-1} + \cdots \\ &{}=\sum_{n=1}^{\infin} \frac{1}{n^{-1}}. \end{align}$

The sum S appears to take the form of $ζ( - 1)$ . However, −1 lies outside of the domain for which the Dirichlet series for the zeta-function converges. However, a divergent series of positive terms such as this one can sometimes be summed in a reasonable way by the method of Ramanujan summation (see Hardy, Divergent Series.) Ramanujan summation involves an application of the Euler-Maclaurin summation formula, and when applied to the zeta-function, it extends its definition to the whole complex plane. In particular

$1+2+3+\cdots = -\frac{1}{12} (\Re)$

where the notation $(\Re)$ indicates Ramanujan summation^[2].

For even powers we have:

$1+2^{2k}+3^{2k}+\cdots = 0 (\Re)$

and for odd powers we have a relation with the Bernoulli numbers:

$1+2^{2k+1}+3^{2k+1}+\cdots = -\frac{B_{2k}}{2k} (\Re).$

Zeta function regularization is used as one possible means of regularization of divergent series in quantum field theory. In one notable example, the Riemann zeta-function shows up explicitly in the calculation of the Casimir effect.

[edit] Generalizations

There are a number of related zeta functions that can be considered to be generalizations of Riemann's zeta-function. These include the Hurwitz zeta function

$\zeta(s,q) = \sum_{k=0}^\infty (k+q)^{-s},$

which coincides with Riemann's zeta-function when q = 1 (note that the lower limit of summation in the Hurwitz zeta function is 0, not 1), the Dirichlet L-functions and the Dedekind zeta-function. For other related functions see the articles Zeta function and L-function.

The polylogarithm is given by

$\mathrm{Li}_s(z) = \sum_{k=1}^\infty {z^k \over k^s}$

which coincides with Riemann's zeta-function when z = 1.

The Lerch transcendent is given by

$\Phi(z, s, q) = \sum_{k=0}^\infty \frac { z^k} {(k+q)^s}$

which coincides with Riemann's zeta-function when z = 1 and q = 1 (note that the lower limit of summation in the Lerch transcendent is 0, not 1).

The Clausen function $C l s (θ)$ that can be chosen as the real or imaginary part of $Li s (e i θ)$

[edit] Zeta-functions in fiction

Neal Stephenson's 1999 novel Cryptonomicon mentions the zeta-function as a pseudo-random number source, a useful component in cipher design.

The zeta-function is a major part of the plot of Thomas Pynchon's novel Against the Day (2006).

The popular T.V. Show NUMB3RS had criminals who ransomed a child for a possible proof from a mathematician in order to steal interest rates from an encrypted website.

[edit] See also

[edit] Notes

^ Ford, K. Vinogradov's integral and bounds for the Riemann zeta function, Proc. London Math. Soc. (3) 85 (2002), pp. 565-633
^ http://algo.inria.fr/seminars/sem01-02/delabaere2.pdf

[edit] References

Bernhard Riemann, Über die Anzahl der Primzahlen unter einer gegebenen Grösse (1859). In Gesammelte Werke, Teubner, Leipzig (1892), Reprinted by Dover, New York (1953).
Jacques Hadamard, Sur la distribution des zéros de la fonction ζ(s) et ses conséquences arithmétiques, Bulletin de la Societé Mathématique de France 14 (1896) pp 199-220.
Helmut Hasse, Ein Summierungsverfahren für die Riemannsche ζ-Reihe, (1930) Math. Z. 32 pp 458-464. (Globally convergent series expression.)
E. T. Whittaker and G. N. Watson (1927). A Course in Modern Analysis, fourth edition, Cambridge University Press (Chapter XIII).
H. M. Edwards (1974). Riemann's Zeta Function. Academic Press. ISBN 0-486-41740-9.
G. H. Hardy (1949). Divergent Series. Clarendon Press, Oxford.
A. Ivic (1985). The Riemann Zeta Function. John Wiley & Sons. ISBN 0-471-80634-X.
E. C. Titchmarsh (1986). The Theory of the Riemann Zeta Function, Second revised (Heath-Brown) edition. Oxford University Press.
Jonathan Borwein, David M. Bradley, Richard Crandall (2000). "Computational Strategies for the Riemann Zeta Function". J. Comp. App. Math. 121: p.11. (links to PDF file)

Djurdje Cvijović and Jacek Klinowski (2002). "Integral Representations of the Riemann Zeta Function for Odd-Integer Arguments". J. Comp. App. Math. 142: pp.435-439.

Djurdje Cvijović and Jacek Klinowski (1997). "Continued-fraction expansions for the Riemann zeta function and polylogarithms". Proc. Amer. Math. Soc. 125: pp.2543-2550.

Jonathan Sondow, "Analytic continuation of Riemann's zeta function and values at negative integers via Euler's transformation of series", Proc. Amer. Math. Soc. 120 (1994) 421-424.

[edit] External links

Riemann Zeta Function, in Wolfram Mathworld - an explanation with more mathematical approach
Tables of selected zeroes

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Category: Zeta and L-functions