Prime number theorem, which claims the
number of primes below is
asymptotically equal to ,
is one of the most important concept
developed by mathematicians, nevertheless
a flex of its muscle of the analytic
number theory.
Besides a non-trivial distribution rule
of prime numbers, the prime number
theorem is actually a bridge of enormous
analytic method applied to number theory,
which we will see in the following texts.
In this text, we will first introduce
some prime number related distribution
functions, then we will prove the prime
number theorem using a purely real
analysis method (for which they call it
elementary), developed by Selberg and
Erdos. We will also introduce the proof
using complex analysis and properties of
analytic continuation of Riemann zeta
function in the following texts. Finally,
we will demonstrate some real world
applications of the prime number theorem.
Prime distribution functions
First, we will introduce some functions
closely related to prime distribution,
demonstrating their properties and
connection with each other.
Prime counting function
Let the prime indicator function
and prime counting function be:
Definition (Prime Indicator Function)
Definition (Prime Counting Function)
Which counts the number of primes up to
. With them, we can formally express
the prime number theorem:
Assertion (Prime Number Theorem)
Which provides an asymptotic expansion
of the prime counting function, and is
what we will prove in this text later.
Von Mangoldt function
Let the von Mangoldt function
be defined as below:
Definition (von Mangoldt Function)
Such function only yield for
each prime or prime power .
It's not multiplicative since
otherwise it must be
instead of for general cases. But
we can still show:
Proof. Noted that only prime
or prime power will yield non-zero
value at von Mangoldt function, which
means we must only iterate prime power
factors of the input integer, and we have:
In this way, we've shown the connection
between von Mangoldt function and
natural logarithmic function.
It's easy to give an asymptotic
expansion of
:
Proof.
And we are going to reveal the
connection between the prime numbers
and the von Mangoldt function:
Proof. Again, it's time to
utilize the property of
to yield non-zero values only
at prime or prime power ,
thus we have:
We would like to show
equals asymptotically.
Noted that for every prime prime power
, we have
,
so we can expand the summation ranged
from to
into to . Similarily,
for every prime , there must
,
and we don't have to constrain to
. Thus we have:
While one may suspect we've amplified
too much that it must be
rather than , but noted that
is also a series, and by the
rationale above it must also converge
to a constant, or . In this way,
we can have faith in
's
being asymptotically equal to .
Finally we have:
And we are done with the proof.
Although it's in the form of
,
the function
fails to have continous derivative on
, so we may not use the Abel's
identity directly. However, this theorem
still plays an important role in the
proof of prime number theorem.
Chebyshev's Psi and Theta functions
Then, we would like to define the
Chebyshev's - and
-functions as below:
Definition (Chebyshev's Psi and Theta Functions)
These two functions are connected by:
Proof. Again, due to
's yielding non-zero
values at prime or prime
power , it's very easy to
get to a point that:
The point differs from conclusion
we would like to prove only at
the upper bound of summation, which
is versus
.
It won't be hard to find when
is sufficient large, there will
be no summand in
.
And when there's no summand,
must be smaller
than the smallest prime ,
so we have
.
Conversely, if we would like to
correspond to
with non-empty summand, there must be:
And since must be integers,
it must be capped at
,
now we are done.
Based on this connection, we could
show the following limit:
Proof. First, it can be shown
that
is bounded above:
By L'Hospital's rules, we can find:
And we know there's trivially
,
by the squeeze theorem, since
is squeezed between and
,
which tends to as ,
will also tend to as .
On the other hand,
and can be shown to be related
to each other by Abel's identity:
Proof.
In the proof above, noted that
,
and the is introduced to avoid
using as denominator.
This can be used to show:
Lemma (Sufficient Condition of the Prime Number Theorem)
Proof. One can easily do the
transformation that:
And it suffices to show:
However, by
we have and
,
thus we have:
And we are done with the proof.
In this way, if we are able to prove
,
in other word,
,
the prime number theorem would be proven thereby.
Recall that we have already shown
,
and this conclusion could be utilized
by the following analytical theorem:
Theorem (Shapiro's Tauberian Theorem)
For a non-negative sequence
such that
,
we have:
- .
- .
- .
Proof. First, we need to show #1, let
.
Noted that ,
while in the middle of summation, we have:
Where
and , so the sequence
is non-negative, and thus:
Where the
in the summands annihilate to since
,
which is again due to the hyperbola
property of .
Now clearly there's
.
and we can let
,
now we have
.
Consider the following telescopes:
Which can be summed into:
In this way, we've proved #1.
The proof of #2 is just as a simple
transformation as:
Where #1 is required to replace
into .
Finally, in order to prove #3, we need
to interpret the conclusion of #2 as:
Just like what we have done in proving #1,
let
then we have:
Now we can consider the following inequality:
Note that
,
which means there definitely exists
a chose of such that
or
, in
which we have
.
On the other hand, we have:
Which means
.
So we can let
and then complete the proof of #3.
Proof. First, by the Shapiro's
tauberian theorem we know
,
and therefore
and
exists, we just need to determine their range.
Let
,
which means
,
or .
Noted that increase monotonically,
when we have:
Which means
or
divide on both sides
and we have
.
The magnitude of
can be arbitrarily small by requiring
to be sufficiently large so
that we have
or
. And
since such must hold
for arbitrarily small ,
it can only be
.
Similarily, let
,
which means
,
or .
And when we have:
And then we have:
.
The magnitude of
can be arbitrarily small by requiring
to be sufficiently large so
that we have
or
.
And since such must hold
for arbitrarily small ,
it must be
.
Combine all of them together and
we are done with the proof.
However, this is still not
strong enough to prove
since it's very likely that
,
and we still need to move on.
Selberg and Erdos's elementary proof
There're many way to show
in analytic number theory. And in
this text, we will introduce the
"elementary" proof by Selberg and
Erdos. Compared to the non-elementary
proof, the proof is purely technical
and has less profound meaning, but
for proving the correctness of
prime number theorem, it suffices.
The elementary proof begins with
an asymptotic expansion
related to :
Theorem (Selberg's Asymptotic Formula)
Proof. First, let
and compute
:
This will lead us to the following
formula with multipart summations:
Let's begin with the summation part
.
First, we need to show there's
by L'Hospital's rule:
Which will lead us to:
Here's the craziest part. Noted that
each summation parts remained are in the
form of generalized convolution, and
is the Dirichlet
inverse of (by its being
completely multiplicative). Let
,
what we are going to do is looking
for ways to represent
in the form of
. Once it were
possible, since they are in the
form of , then we
will soon have
.
Of course, error terms might be inevitable
and must be handled properly.
By the asymptotic expansion
,
which can be fixed into
,
it turns out we can let
and give it a shot:
The replacement for is
relatively hard to observe (although
can be guessed from what we are
to prove), instead we will just give
out the result for verification:
Thus we can let and
give another a shot:
Finally, put all of them back and
we will get:
Which is exactly what we
are to prove.
Proof. The second part can be
obtained directly by expanding
,
while the first part is due to
the Abel's identity:
Where
and are used.
Substitution of the remainder term
On the other hand, consider the
following expansion:
This inspire us to analyze the
remainder term
, actually
proving prime number theorem
suffices to show:
At the beginning, we definitely have:
And we would like to show:
Proof. We deliberatedly
construct the following expressions:
The error terms can be estimated by:
Thus we have:
Noted that all terms of
are positive,
by triangle inequality we have:
Which is exactly what we
are to prove.
We need to show the right hand
side of the inequality can be
replaced by integral, the proof
and the lemmas required are
shown as the following:
Lemma
For sequence and
any function
, let
,
we have the following transformation:
Proof. In the proof of the
Abel's identity, noted that the
first transformation is completely
formal, we just need to fix the
parameter of there, which will
bring us to:
Which is exactly what we
are to prove.
Proof. We would like to let
and , then apply
the formula above, but let's do
some analysis first.
Then, for the difference of
, we have:
So by putting them together we have:
We need to handle the stair
cases of in
and the trailing
as the following:
Where the amplification of
into
is due to ,
and the substitution of
into is
due to L'Hospital's rule on
.
Thus finally we have:
Which is exactly what we
are to prove.
The elementary proof then construct
a new function
in order to apply some analytic
method easily. It won't be hard to
see there's:
As by the monotonicity of
we have
and vice versa.
To do so, the elementary proof
do some transformation on the
inequality we have just
derived for :
Proof. This is done by a
change-of-variable. If we let
, which indicates
and
, then we have:
Where we let .
A comment on the last two step
for swapping and :
noted that the integral area
is the triangle defined by
.
When we integrate and then
, the triangle is described by
,
and when integrating and then
, the triangle is described by
.
When we put the transformed
integral back and substitute
variables into the inequality
of , we have:
Divide on both sides
simultenously and then we have:
Which is immediately what
we are to prove.
The ultimate elementary proof
Then let
,
and we would like to show:
Proof. Actually one should
find no difficulty in establishing
and thus it's bounded by constant
limit superior , or explicitly
.
The term can be
controlled to be arbitrarily small
(otherwise it's a contradiction to
)
by sufficiently large , which
is asymptotically equivalent to
, and thus
can also be interpreted as
.
This means at any value
is smaller than
, the term
might be large at
small values, but must be
controllable by , otherwise it
conflicts with the definition of
.
Proof. Just take the argument
analogous to
we soon have
,
and therefore
.
Again, this is taken at any
values.
Proof. The following
property is obvious:
And recall that at every values
we have the following inequalities:
So now they can be used to furtherly
show the relationship between
and that:
Please notice that the properties of
and are utilized to bail
them out of their own abosolute value
brackets, which is due to the amplification
of triangle inequalities.
Next, the elementary proof shows the
following theorems to be true:
Proof. First, by Shapiro's
Tauberian theorem with
,
we have
.
And if we take it to the Abel's
identity, we have:
Which can be fixed into
.
Next, subtract
from both sides we have:
Finally, let's do a change-of-variable.
By letting ,
which indicates ,
we have:
Therefore, we have
,
which indicates
,
and now we are done.
Proof. By the Selberg's
asymptotic formula, we have:
Where the last minification
is due to the fact that
.
Noted that
,
which means there's also
,
and now
lies somewhere in between the interval
.
Consider their distances to midpoint
of the interval, we have:
Which can be furtherly fixed into:
Finally, substitute in with
,
which indicates
,
noted that
,
and then we have:
Divides on both sides and
then we have:
Where
has been used to eliminate
.
Proof. Noted that
, let
, we can
see and thus
,
.
While
,
So we can amplify that:
Now we are done with the proof.
Theorem
In an interval rid of zeroes of ,
changes its sign for at most once.
Proof. Recall the form of
,
where will only change its
value at each integer points, and
may not change if the current
integer point is not prime power,
recall that
,
where is non-zero only
if is prime power. Meantime,
minimizes the magnitude
of as increases,
and may create zeroes as
drops below .
So intuitively, the graph of
is in sawtooth shape, with
each teeth in the shape of
for some .
So the behaviour of are
only decreasing continously or
increasing by hopping at
discontinuities. Since hopping
will never decrease its values,
to change its sign, it must be
negative first, which is due
to its being negative first, or
has already descended below
zero. However, the latter case
contradicts with the assumption
that there's no zero in the interval.
So it must only be the former case,
in which either does not
change its sign at all or change
its sign for at most once.
Here comes the final part of the
elementary proof, the proof is
done by assuming
to derive an contradiction:
Theorem (Selberg and Erdos's Elementary Proof)
Proof. The proof is done by
assuming and inspecting
arbitrary interval with deliberatedly
constructed constant stride ,
defined as below:
Where is the fixed upper bound
for
we have introduced above.
Consider an arbitrary interval
, and in the
subinterval ,
there're three exclusive cases:
- has at least one zero in ,
and we let the first zero be .
- is always positive or always negative.
- changes its sign for once at .
For the case #1, we have:
Where we let
,
which fulfils .
For the case #2, we have:
For the case #3, we have:
Both case #2 and #3 can be
generalized as the following:
So under any circumstance, there's always:
Finally, for arbitrary , let
,
and then we have:
Divide on both sides we get:
Take this to the limit superior
and then we have:
And thus by assuming
we have ,
which completes the proof.
Corollary (Prime Number Theorem)
Proof. Naturally there's
, and since
,
which is a contradiction to the natural
indication, there must be ,
which indicates
by squeeze theorem, which is the
sufficient condition of the prime
number theorem.
Applications of prime number theorem
Having gone through such a verbose
and technical proof of the prime number
theorem, we must be eager to know how
we can apply it in real life and
whether it worths such effort. Actually,
We are just about to show how we can
apply it in many different ways.
Estimation of least common multiple
One of the most direct application of
prime number theorem is to estimate the
least common multiple from to
asymptotically:
Proof. Since yields
for every , and
otherwise. Thus summing them from
to yields
.
On the other hand, since
,
by prime number theorem we know
, and thus
.
This is obtained by directly using the
definition of von Mangoldt's function.
Improving prime number sieves
The conclusions of prime number
distribution provides us the tools of
evaluating the time complexity of
the classical Eratosthenes sieve,
and let us know why its improved
version, the Linear sieve is better
than it asymptotically.
Due to its length, we put it in
another text.