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Moments of the Hurwitz zeta function on the critical line

Anurag Sahay Department of Mathematics, University of Rochester
Rochester, NY 14627, USA
anuragsahay@rochester.edu
Abstract.

We study the moments Mk(T;α)=T2T|ζ(s,α)|2k𝑑tM_{k}(T;\alpha)=\int_{T}^{2T}|\zeta(s,\alpha)|^{2k}\,dt of the Hurwitz zeta function ζ(s,α)\zeta(s,\alpha) on the critical line, s=1/2+its=1/2+it with a rational shift α\alpha\in\mathbb{Q}. We conjecture, in analogy with the Riemann zeta function, that Mk(T;α)ck(α)T(logT)k2M_{k}(T;\alpha)\sim c_{k}(\alpha)T(\log T)^{k^{2}} . Using heuristics from analytic number theory and random matrix theory, we conjecturally compute ck(α)c_{k}(\alpha). In the process, we investigate moments of products of Dirichlet LL-functions on the critical line. We prove some of our conjectures for the cases k=1,2k=1,2.

1. Introduction

Estimating the moments of the Riemann zeta function ζ(s)\zeta(s) on the critical line,

Mk(T)=T2T|ζ(12+it)|2k𝑑t,M_{k}(T)=\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it\right)\right|^{2k}\,dt,

is a classical problem in analytic number theory (see [43, Chapter VII]). It is widely believed that Mk(T)ckT(logT)k2M_{k}(T)\sim c_{k}T(\log T)^{k^{2}} for all real k0k\geqslant 0, where ckc_{k} is a fixed positive constant depending only on kk. This conjecture is trivial for k=0k=0, was proved by Hardy and Littlewood [20] for k=1k=1, was proved by Ingham [30] for k=2k=2, and is wide open in all other cases.

Despite the history and intractability of the problem, very precise conjectures for the exact value of ckc_{k} exist. On the basis of number theoretic calculations, Conrey and Ghosh [13] conjectured the value of ckc_{k} for k=3k=3 and by a different, but still number theoretic, method Conrey and Gonek [14] conjectured the value of ckc_{k} for k=3,4k=3,4. Finally, using heuristics modeling ζ(s)\zeta(s) by characteristic polynomials of random matrices from the Gaussian unitary ensemble, Keating and Snaith [32] conjectured the value of ckc_{k} for all k>0k>0, agreeing with the conjectures from [13] and [14].

The analogy with random matrix theory has led to many fruitful conjectures for moments of LL-functions; see, for example, [12] and the references therein for details.

A weaker, and hence theoretically more tractable version of the above conjecture is the estimate Mk(T)kT(logT)k2M_{k}(T)\asymp_{k}T(\log T)^{k^{2}}. By work of Ramachandra [37, 38, 39], and Heath-Brown [28], the lower bound Mk(T)kT(logT)k2M_{k}(T)\gg_{k}T(\log T)^{k^{2}} was known conditionally on the Riemann Hypothesis (RH) for k>0k>0, and by work of Radziwiłł and Soundararajan [36], it was known unconditionally for all k1k\geqslant 1. Recent work of Heap and Soundararajan [27] establishes the lower bound unconditionally for all k>0k>0.

For the upper bound, Soundararajan [41] had shown on RH that Mk(T)k,ϵT(logT)k2+ϵM_{k}(T)\ll_{k,\epsilon}T(\log T)^{k^{2}+\epsilon} for every ϵ>0\epsilon>0 and k>0k>0. Harper [21] removed the dependence on ϵ\epsilon, conditionally establishing the sharp upper bound for every k>0k>0. The upper bound was known unconditionally for k=1/nk=1/n, nn\in\mathbb{N} due to Heath-Brown [28], and for k=1+1/nk=1+1/n, nn\in\mathbb{N} due to Bettin, Chandee and Radziwiłł [5]. Recently, Heap, Radziwiłł and Soundararajan [25] subsumed both of these results by proving the upper bound unconditionally for 0k20\leqslant k\leqslant 2.

The object of this paper is to investigate analogous moments of the Hurwitz zeta function, ζ(s,α)\zeta(s,\alpha). For 0<α10<\alpha\leqslant 1 and for s>1\Re s>1, ζ(s,α)\zeta(s,\alpha) is defined by the series

ζ(s,α)=n=01(n+α)s.\zeta(s,\alpha)=\sum_{n=0}^{\infty}\frac{1}{(n+\alpha)^{s}}.

As with the Riemann zeta function, the Hurwitz zeta function can be continued to a meremorphic function on the entire complex plane with a simple pole at s=1s=1 satisfying the Hurwitz relation (an analogue of the functional equation, see [33]). Clearly, ζ(s,1)=ζ(s)\zeta(s,1)=\zeta(s) and ζ(s,1/2)=(2s1)ζ(s)\zeta(s,1/2)=(2^{s}-1)\zeta(s). For these values of α\alpha, thus, ζ(s,α)\zeta(s,\alpha) has an Euler product, derived from the usual Euler product for ζ(s)\zeta(s). However, for 0<α<10<\alpha<1, α1/2\alpha\neq 1/2, ζ(s,α)\zeta(s,\alpha) does not have an Euler product, and, in fact, the behaviour of its zeroes is very different from that of ζ(s)\zeta(s). Spira [42] showed that like ζ(s)\zeta(s), ζ(s,α)\zeta(s,\alpha) may have trivial zeros on the negative real line, and also that ζ(s,α)\zeta(s,\alpha) is zero-free in the region s1+α\Re s\geqslant 1+\alpha. However, it is well-known, due to Davenport and Heilbronn [15] for the cases of rational or transcendental α\alpha, and due to Cassels [11] for the case of algebraic irrational α\alpha that if α1/2,1\alpha\neq 1/2,1, then ζ(s,α)\zeta(s,\alpha) always has a zero in the strip 1<s<1+δ1<\Re s<1+\delta for every δ>0\delta>0. Voronin showed [45] that for rational α1/2,1\alpha\neq 1/2,1, and fixed σ1,σ2\sigma_{1},\sigma_{2} with 1/2<σ1<σ2<11/2<\sigma_{1}<\sigma_{2}<1, there are infinitely many zeros of ζ(s,α)\zeta(s,\alpha) satisfying σ1<s<σ2\sigma_{1}<\Re s<\sigma_{2}. This result was established also for transcendental α\alpha by Gonek [18]. Finally, Gonek [19] showed that if α=a/q\alpha=a/q with (a,q)=1(a,q)=1, and φ(q)=2\varphi(q)=2, where φ\varphi is Euler’s totient function, then ζ(s,α)\zeta(s,\alpha) has a positive proportion of its nontrivial zeros off the critical line s=1/2\Re s=1/2. All of these are in contrast to the expected behaviour of ζ(s)\zeta(s).

To study the moments of the Hurwitz zeta functions in the critical line, we define in analogy with Mk(T)M_{k}(T),

(1) Mk(T;α)=T2T|ζ(12+it,α)|2k𝑑t,M_{k}(T;\alpha)=\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it,\alpha\right)\right|^{2k}\,dt,

so that Mk(T;1)=Mk(T)M_{k}(T;1)=M_{k}(T). One might expect the following:

Conjecture 1.1.

Let 0<α10<\alpha\leqslant 1 be a fixed rational and k>0k>0 be a fixed real number. Then for some constant ck(α)c_{k}(\alpha), we have

Mk(T;α)ck(α)T(logT)k2M_{k}(T;\alpha)\sim c_{k}(\alpha)T(\log T)^{k^{2}}

as TT\to\infty.

When k=1k=1, this is a theorem due to Rane [40, Theorem 2], with c1(α)=1c_{1}(\alpha)=1. In fact, he proved for 0<α10<\alpha\leqslant 1 (not necessarily rational),

(2) M1(T;α)=TlogT+B(α)T1α+O(T1/2logTα1/2)\begin{split}M_{1}(T;\alpha){}=T\log T+B(\alpha)T-\frac{1}{\alpha}+O\left(\frac{T^{1/2}\log T}{\alpha^{1/2}}\right)\end{split}

uniformly in α\alpha and TT with an effective constant B(α)B(\alpha). This was improved further by several authors, with the current best error term due to Zhan [48, Theorem 2].

Winston Heap (private communication) has indicated that the above conjecture may not extend to irrational shifts α\alpha if k1k\neq 1, and the true behaviour in this case appears quite delicate. Heap and the author are currently exploring the higher moments and distributions of Hurwitz zeta functions with irrational shifts in an ongoing project. A Diophantine problem with a paucity of non-diagonal solutions connected to these moments was considered by Heap, the author, and Wooley in [26] (see also [6, Theorem 26]).

For k=2k=2, the conjecture can be proved using methods for fourth moments of LL-functions of degree 11. This was done in an unpublished section of Andersson’s thesis [1, pp. 71-72]. We restate and reprove this result here for convenience:

Theorem 1.2.

Let a,q1a,q\geqslant 1 be fixed integers with (a,q)=1(a,q)=1, 1aq1\leqslant a\leqslant q. Then, for α=a/q\alpha=a/q,

M2(T;α)=T2T|ζ(12+it,α)|4𝑑tT(logT)42π2qpq(11p+1),\begin{split}M_{2}(T;\alpha)=\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it,\alpha\right)\right|^{4}\,dt\sim\frac{T(\log T)^{4}}{2\pi^{2}q}\prod_{p\mid q}\left(1-\frac{1}{p+1}\right),\end{split}

as TT\to\infty. That is, Conjecture 1.1 is true for k=2k=2 and α=a/q\alpha=a/q, with

c2(α)=12π2qpq(11p+1)=c2qpq(11p+1),c_{2}(\alpha)=\frac{1}{2\pi^{2}q}\prod_{p\mid q}\left(1-\frac{1}{p+1}\right)=\frac{c_{2}}{q}\prod_{p\mid q}\left(1-\frac{1}{p+1}\right),

where c2=c2(1)=1/(2π2)c_{2}=c_{2}(1)=1/(2\pi^{2}) is the usual proportionality constant for the fourth moment of ζ(s)\zeta(s). More precisely, we have

M2(T;α)=c2(α)T(logT)4+Oq(T(logT)3).M_{2}(T;\alpha)=c_{2}(\alpha)T(\log T)^{4}+O_{q}(T(\log T)^{3}).

We show later that this agrees with our conjecture for ck(α)c_{k}(\alpha). In principle, one could also work out the lower order terms in this asymptotic.

Our goal for the rest of the paper is to provide evidence for Conjecture 1.1 when kk\in\mathbb{N}. In this case, Mk(T;α)M_{k}(T;\alpha) can be related to the mean square of products of Dirichlet LL-functions on the critical line.

To explain this connection, we fix some notation that will be used throughout the paper. We assume α=a/q\alpha=a/q with (a,q)=1(a,q)=1 and 1aq1\leqslant a\leqslant q. Dirichlet characters will be denoted χ\chi or ν\nu, and will be modulo qq unless noted otherwise. We will use bolded, lower case (Greek or Latin) letters such as \boldsymbol{\ell} for tuples of natural numbers indexed by characters modulo qq. Thus, if \boldsymbol{\ell} is such a tuple, we think of it as a function :𝒟(q)\boldsymbol{\ell}:\mathcal{D}(q)\to\mathbb{N} where 𝒟(q)\mathcal{D}(q) is the set of Dirichlet characters modulo qq. We denote (χ)\boldsymbol{\ell}(\chi) as χ\ell_{\chi}. Further, we define,

||=χχ,λ()=χχ2,(s)=χL(s,χ)χ.|\boldsymbol{\ell}|=\sum_{\chi}\ell_{\chi},\,\lambda(\boldsymbol{\ell})=\sum_{\chi}\ell_{\chi}^{2},\,\mathcal{L}^{\boldsymbol{\ell}}(s)=\prod_{\chi}L(s,\chi)^{\ell_{\chi}}.

Here, and later, sums and products over χ\chi or ν\nu run over 𝒟(q)\mathcal{D}(q). If \boldsymbol{\ell} is clear from context, we suppress it and denote λ()\lambda(\boldsymbol{\ell}) simply as λ\lambda. Finally, we denote by d(n)d_{\boldsymbol{\ell}}(n) the coefficient of nsn^{-s} in the Dirichlet series expansion of (s)\mathcal{L}^{\boldsymbol{\ell}}(s).

To see how products of the form (s)\mathcal{L}^{\boldsymbol{\ell}}(s) arise naturally in considering Conjecture 1.1 for α=a/q\alpha=a/q, we observe that for s>1\Re{s}>1, the orthogonality of Dirichlet characters gives

ζ(s,α)=qsφ(q)χχ¯(a)L(s,χ).\begin{split}\zeta(s,\alpha)&{}=\frac{q^{s}}{\varphi(q)}\sum_{\chi}\overline{\chi}(a)L(s,\chi).\end{split}

By analytic continuation, this equality holds everywhere. Thus, by the multinomial theorem

(3) |ζ(s,α)|2k=|qksφ(q)k||=k(k)χ{χ¯(a)L(s,χ)}χ|2=q2kσφ(q)2k|(1)|=k|(2)|=k(k(1))(k(2))s(a;(1),(2))(1)(s)(2)(s)¯,\begin{split}|\zeta(s,\alpha)|^{2k}&{}=\bigg{|}\frac{q^{ks}}{\varphi(q)^{k}}\sum_{|\boldsymbol{\ell}|=k}\binom{k}{\boldsymbol{\ell}}\prod_{\chi}\bigg{\{}\overline{\chi}(a)L(s,\chi)\bigg{\}}^{\ell_{\chi}}\bigg{|}^{2}\\ &{}=\frac{q^{2k\sigma}}{\varphi(q)^{2k}}\sum_{\begin{subarray}{c}|\boldsymbol{\ell}^{(1)}|=k\\ |\boldsymbol{\ell}^{(2)}|=k\end{subarray}}\binom{k}{\boldsymbol{\ell}^{(1)}}\binom{k}{\boldsymbol{\ell}^{(2)}}s(a;\boldsymbol{\ell}^{(1)},\boldsymbol{\ell}^{(2)})\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)},\end{split}

where (k)=k!/χχ!\binom{k}{\boldsymbol{\ell}}=k!/\prod_{\chi}\ell_{\chi}! are multinomial coefficients, the sums runs over \boldsymbol{\ell} such that ||=χχ=k|\boldsymbol{\ell}|=\sum_{\chi}\ell_{\chi}=k, and s(a;(1),(2))=χχ(a)χ(2)χ(1)s(a;\boldsymbol{\ell}^{(1)},\boldsymbol{\ell}^{(2)})=\prod_{\chi}\chi(a)^{\ell^{(2)}_{\chi}-\ell^{(1)}_{\chi}}. In particular, when we integrate both sides from 1/2+iT1/2+iT to 1/2+i2T1/2+i2T, the terms of this sum whose phase oscillates will probably not contribute to the main term. The terms that do not have oscillations correspond to the diagonal terms (1)=(2)\boldsymbol{\ell}^{(1)}=\boldsymbol{\ell}^{(2)} where the phases of each term in the product cancel out, yielding a positive real number. Thus, heuristically,

(4) Mk(T;α)=T2T|ζ(12+it,α)|2k𝑑tqkφ(q)2k||=k(k)2T2T|(12+it)|2𝑑t.\begin{split}M_{k}(T;\alpha)&{}=\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it,\alpha\right)\right|^{2k}\,dt\\ &{}\approx\frac{q^{k}}{\varphi(q)^{2k}}\sum_{|\boldsymbol{\ell}|=k}\binom{k}{\boldsymbol{\ell}}^{2}\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}\left(\tfrac{1}{2}+it\right)\right|^{2}\,dt.\end{split}

whence, the problem of estimating Mk(T;α)M_{k}(T;\alpha) naturally reduces to studying the mean square of (s)\mathcal{L}^{\boldsymbol{\ell}}(s) along the critical line.

To study such moments, we will use a hybrid Euler-Hadamard product, a tool introduced originally by Gonek, Hughes and Keating [17] in the context of the Riemann zeta function. Specifically, we will need the following version for Dirichlet LL-functions in the tt-aspect:

Theorem 1.3.

Let s=σ+its=\sigma+it with σ0\sigma\geqslant 0 and |t|2|t|\geqslant 2, let X2X\geqslant 2 be a real parameter, and let KK be any fixed positive integer. Further, let f(x)f(x) be a non-negative CC^{\infty}-function of mass one supported on [0,1][0,1], and set u(x)=Xf(Xlog(x/e)+1)/xu(x)=Xf(X\log(x/e)+1)/x so that uu is a non-negative CC^{\infty}-function of mass one supported on [e11/X,e][e^{1-1/X},e]. Set

U(z)=0u(x)E1(zlogx)𝑑x,U(z)=\int_{0}^{\infty}u(x)E_{1}(z\log x)\,dx,

where E1(z)=zeww1𝑑wE_{1}(z)=\int_{z}^{\infty}e^{-w}w^{-1}\,dw is the exponential integral.

Let qq be a fixed positive integer, and χ\chi be a Dirichlet character modulo qq with conductor q(χ)q^{*}(\chi). Further, suppose that χ\chi is induced by the primitive character χ\chi^{*} modulo q(χ)q^{*}(\chi). Then,

L(s,χ)=PX(s,χ)ZX(s,χ)(1+O(logXXσ)+OK,f(XK+2(|s|logX)K)),L(s,\chi)=P_{X}(s,\chi)Z_{X}(s,\chi)\Bigg{(}1+O\Big{(}\frac{\log X}{X^{\sigma}}\Big{)}+O_{K,f}\Big{(}\frac{X^{K+2}}{(|s|\log X)^{K}}\Big{)}\Bigg{)},

where

PX(s,χ)={pq(1χ(p)ps)}exp(nXχ(n)Λ(n)nslogn),P_{X}(s,\chi)=\Bigg{\{}\prod_{p\mid q}\bigg{(}1-\frac{\chi^{*}(p)}{p^{s}}\bigg{)}\Bigg{\}}\exp\bigg{(}\sum_{n\leqslant X}\frac{\chi^{*}(n)\Lambda(n)}{n^{s}\log n}\bigg{)},

and

ZX(s,χ)=exp(ρ0ρ1L(ρ,χ)=0U((s0ρ)logX)).Z_{X}(s,\chi)=\exp\Bigg{(}-\sum_{\begin{subarray}{c}\rho\\ 0\leqslant\Re\rho\leqslant 1\\ L(\rho,\chi^{*})=0\end{subarray}}U((s_{0}-\rho)\log X)\Bigg{)}.

The implied constants are uniform in all parameters including qq, unless indicated otherwise.

Such a hybrid Euler-Hadamard product was proved by Bui and Keating [9] in their study of moments in the qq-aspect of Dirichlet LL-functions at the central point s=1/2s=1/2 (see [9, Remark 1]). Similar hybrid Euler-Hadamard products have been used in the literature for studying moments in many other contexts such as for for orthogonal and symplectic families of LL-functions [10]; for ζ(s)\zeta^{\prime}(s) [8]; for the Dedekind zeta function ζ𝕂(s)\zeta_{\mathbb{K}}(s) of a Galois extension 𝕂\mathbb{K} of \mathbb{Q} [23]; for quadratic Dirichlet LL-functions over function fields [7], [3]; for normalized symmetric square LL-functions associated with SL2()SL_{2}(\mathbb{Z}) eigenforms [16]; and for quadratic Dirichlet LL-functions over function fields associated to irreducible polynomials [2].

With P(s,χ)P(s,\chi) and Z(s,χ)Z(s,\chi) as in Theorem 1.3, we define

𝒫X(s)=χPX(s,χ)χ,𝒵X(s)=χZX(s,χ)χ.\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)=\prod_{\chi}P_{X}(s,\chi)^{\ell_{\chi}},\,\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)=\prod_{\chi}Z_{X}(s,\chi)^{\ell_{\chi}}.

We can view (s)\mathcal{L}^{\boldsymbol{\ell}}(s) as an LL-function of degree |||\boldsymbol{\ell}|, 𝒫X(s)\mathcal{P}_{X}^{\boldsymbol{\ell}}(s) as an approximation to its Euler product, and 𝒵X(s)\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s) as an approximation to its Hadamard product. Roughly, Theorem 1.3 implies that (s)𝒫X(s)𝒵X(s)\mathcal{L}^{\boldsymbol{\ell}}(s)\approx\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s).

As is usually the case with hybrid Euler-Hadamard products, XX mediates between the primes and zeroes; if we want to take fewer primes in the Euler product we must take more zeroes in the Hadamard product and vice-versa.

For XX growing relatively slowly with TT, we expect the two terms in the decomposition (s)𝒫X(s)𝒵X(s)\mathcal{L}^{\boldsymbol{\ell}}(s)\approx\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s) to behave like independent random variables due to a separation of scales. This is analogous to the splitting conjecture of Gonek, Hughes and Keating [17, Conjecture 2]. Concretely, we have:

Conjecture 1.4 (Splitting).

Let X,TX,T\to\infty with Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon}. Then, for any tuple of nonnegative integers \boldsymbol{\ell} indexed by characters modulo qq, we have for s=1/2+its=1/2+it,

1TT2T|(s)|2𝑑t(1TT2T|𝒫X(s)|2𝑑t)×(1TT2T|𝒵X(s)|2𝑑t).\frac{1}{T}\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\sim\left(\frac{1}{T}\int_{T}^{2T}\left|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\right)\times\left(\frac{1}{T}\int_{T}^{2T}\left|\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\right).

On [17, p. 511], it is suggested that this splitting conjecture holds for a much wider range of XX and TT with X=o(T)X=o(T). Recently, Heap [24] has justified this suggestion. He proved on RH that the splitting conjecture for ζ(s)\zeta(s) holds for every k>0k>0 and a much wider range of XX provided one requires only an order of magnitude result, instead of an asymptotic. He also established the splitting conjecture for k=1k=1 and k=2k=2 for wider ranges of XX both with and without RH.

The mean square of 𝒫X(s)\mathcal{P}_{X}^{\boldsymbol{\ell}}(s) can be computed exactly.

Theorem 1.5.

Let k0k\geqslant 0 be a fixed integer and ϵ>0\epsilon>0 be fixed. Let \boldsymbol{\ell} be a tuple of nonnegative integers indexed by characters modulo qq such that ||=χχ=k|\boldsymbol{\ell}|=\sum_{\chi}\ell_{\chi}=k. Finally, suppose that q2<Xϵ(logT)2ϵ)q^{2}<X\ll_{\epsilon}(\log T)^{2-\epsilon)}. Then for s=1/2+its=1/2+it,

1TT2T|𝒫X(s)|2𝑑t=b()FX()(1+Oq,k,ϵ(1logX))\frac{1}{T}\int_{T}^{2T}|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt=b(\boldsymbol{\ell})F_{X}(\boldsymbol{\ell})\left(1+O_{q,k,\epsilon}\left(\frac{1}{\log X}\right)\right)

where b()b(\boldsymbol{\ell}) and FX()F_{X}(\boldsymbol{\ell}) are given by

(5) b()=pq{(11p)|d(p)|2m=0|d(pm)|2pm},b(\boldsymbol{\ell})=\prod_{p\nmid q}\left\{\left(1-\frac{1}{p}\right)^{|d_{\boldsymbol{\ell}}(p)|^{2}}\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right\},
(6) FX()=(eγlogX)λp(11p)λ|d(p)|2,F_{X}(\boldsymbol{\ell})=(e^{\gamma}\log X)^{\lambda}\prod_{p}\left(1-\frac{1}{p}\right)^{\lambda-|d_{\boldsymbol{\ell}}(p)|^{2}},

where γ\gamma is the Euler-Mascheroni constant, d(n)d_{\boldsymbol{\ell}}(n) is the coefficient of nsn^{-s} in the Dirichlet series for (s)\mathcal{L}^{\boldsymbol{\ell}}(s), and λ=χχ2\lambda=\sum_{\chi}\ell_{\chi}^{2}.

One could prove a similar result uniformly in cc on any vertical line s=σ\Re{s}=\sigma with 1>σc1/21>\sigma\geqslant c\geqslant 1/2 given Xϵ(logT)1/(1c+ϵ)X\ll_{\epsilon}(\log T)^{1/(1-c+\epsilon)} , but we choose not to do so for conciseness. Note that the product over pp in (6) is conditionally convergent but not absolutely convergent.

For the mean square of 𝒵X(s)\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s), we use random matrix theory to model each LL-function appearing in the product by random unitary matrices. One expects that the matrices representing distinct LL-functions behave independently as in [23, Conjecture 2]. This leads to:

Conjecture 1.6.

Suppose that X,TX,T\to\infty with Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon}. Then, for any tuple \boldsymbol{\ell} of nonnegative integers indexed by characters modulo qq, we have for s=1/2+its=1/2+it,

1TT2T|𝒵X(s)|2𝑑tχ[G(χ+1)2G(2χ+1)(logq(χ)TeγlogX)χ2],\frac{1}{T}\int_{T}^{2T}|\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt\sim\prod_{\chi}\Bigg{[}\frac{G(\ell_{\chi}+1)^{2}}{G(2\ell_{\chi}+1)}\left(\frac{\log q^{*}(\chi)T}{e^{\gamma}\log X}\right)^{\ell_{\chi}^{2}}\Bigg{]},

where G()G(\cdot) is the Barnes G-function, and q(χ)q^{*}(\chi) is the conductor of χ\chi.

It is clear that one can use Conjectures 1.4 and 1.6 together with Theorem 1.5 to get a conjectural asymptotic for T2T|(1/2+it)|2𝑑t\int_{T}^{2T}|\mathcal{L}^{\boldsymbol{\ell}}(1/2+it)|^{2}\,dt. Precisely, we get,

Theorem 1.7.

If Conjecture 1.4 and Conjecture 1.6 are true for a tuple of nonnegative integers \boldsymbol{\ell} indexed by characters modulo qq satisfying ||=k|\boldsymbol{\ell}|=k, then we have for s=1/2+its=1/2+it,

1TT2T|(s)|2𝑑t=(c(q)+oq,k(1)){χ(logq(χ)T)χ2},\frac{1}{T}\int_{T}^{2T}|\mathcal{L}^{\boldsymbol{\ell}}(s)|^{2}\,dt=(c_{\boldsymbol{\ell}}(q)+o_{q,k}(1))\bigg{\{}\prod_{\chi}\left(\log q^{*}(\chi)T\right)^{\ell_{\chi}^{2}}\bigg{\}},

where c(q)c_{\boldsymbol{\ell}}(q) is given by

p{(11p)λm=0|d(pm)|2pm}χG(χ+1)2G(2χ+1).\prod_{p}\Bigg{\{}\left(1-\frac{1}{p}\right)^{\lambda}\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\Bigg{\}}\prod_{\chi}\frac{G(\ell_{\chi}+1)^{2}}{G(2\ell_{\chi}+1)}.

Here λ\lambda, and G()G(\cdot) and q(χ)q^{*}(\chi) are the same as above.

Note that for a fixed qq, the above says that the mean square of a product of Dirichlet LL-functions grows as k,qT(logT)λ\asymp_{k,q}T(\log T)^{\lambda}. This is known for ||2|\boldsymbol{\ell}|\leqslant 2, and we shall show that in these cases our predicted constant matches up.

Due to the conditional hypotheses, the above theorem is really a conjecture. We note here that Heap made a similar conjecture about moments of products of LL-functions from the Selberg class (see [23, Section 6]) using the recipe of Conrey, Farmer, Keating, Rubinstein and Snaith [12]. Specializing to Dirichlet LL-functions, one can recover the above conjecture.

He also discussed how such conjectures could be reproduced by using hybrid Euler-Hadamard products under appropriate hypotheses. However, since he has not worked out the details of this approach in this specific context, we do so here for completeness.

It is evident that our previous discussion about (4) and Theorem 1.7 can together be used to compute the correct value of ck(α)c_{k}(\alpha) in Conjecture 1.1.

Theorem 1.8.

Let k0k\geqslant 0 and a,q1a,q\geqslant 1 be fixed integers with (a,q)=1(a,q)=1, 1aq1\leqslant a\leqslant q. If Conjecture 1.4 and Conjecture 1.6 are true for all tuples of nonnegative integers \boldsymbol{\ell} indexed by characters modulo qq satisfying ||=k|\boldsymbol{\ell}|=k, then Conjecture 1.1 follows for that value of kk and α=a/q\alpha=a/q with

(7) ck(α)=ckqkφ(q)2k1pq{m=0(m+k1k1)2pm}1,c_{k}(\alpha)=c_{k}\frac{q^{k}}{\varphi(q)^{2k-1}}\prod_{p\mid q}\bigg{\{}\sum_{m=0}^{\infty}\binom{m+k-1}{k-1}^{2}p^{-m}\bigg{\}}^{-1},

where ck=ck(1)c_{k}=c_{k}(1) is the usual proportionality constant for moments of ζ(s)\zeta(s). In other words, under the above hypotheses,

T2T|ζ(12+it,α)|2k𝑑tck(α)T(logT)k2,\begin{split}\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it,\alpha\right)\right|^{2k}\,dt\sim c_{k}(\alpha)T(\log T)^{k^{2}},\end{split}

as TT\to\infty where ck(α)c_{k}(\alpha) is as in (7).

Since the current levels of technology can handle second moments and fourth moments of ζ(s)\zeta(s) really well, it is natural to hope that we can prove Conjectures 1.4 and 1.6 for ||2|\boldsymbol{\ell}|\leqslant 2. We define the Kronecker delta 𝜹χ\boldsymbol{\delta}^{\chi} by

δνχ={1 if χ=ν0 if χν.\delta_{\nu}^{\chi}=\begin{cases}1&\text{ if }\chi=\nu\\ 0&\text{ if }\chi\neq\nu.\end{cases}

Then, we can prove:

Theorem 1.9.

Conjecture 1.4 and Conjecture 1.6 hold unconditionally for ||=1|\boldsymbol{\ell}|=1. In particular ||=1|\boldsymbol{\ell}|=1 if and only if =𝛅χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi} for some character χ\chi, in which case we have that for s=1/2+its=1/2+it, and X,TX,T\to\infty with Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon},

1TT2T|L(s,χ)|2𝑑t(1TT2T|PX(s,χ)|2𝑑t)×(1TT2T|ZX(s,χ)|2𝑑t),\begin{split}\frac{1}{T}\int_{T}^{2T}\left|L(s,\chi)\right|^{2}\,dt\sim\left(\frac{1}{T}\int_{T}^{2T}\left|P_{X}(s,\chi)\right|^{2}\,dt\right)\times\left(\frac{1}{T}\int_{T}^{2T}\left|Z_{X}(s,\chi)\right|^{2}\,dt\right),\end{split}

and

(8) 1TT2T|ZX(s,χ)|2𝑑tlogq(χ)TeγlogX.\frac{1}{T}\int_{T}^{2T}\left|Z_{X}\left(s,\chi\right)\right|^{2}\,dt\sim\frac{\log q^{*}(\chi)T}{e^{\gamma}\log X}.

The above theorem can almost certainly be extended to the case ||=2|\boldsymbol{\ell}|=2. This corresponds to =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu}, and (s)=L(s,χ)L(s,ν)\mathcal{L}^{\boldsymbol{\ell}}(s)=L(s,\chi)L(s,\nu) with χ\chi and ν\nu not necessarily distinct characters modulo qq.

We note first that some of these have already been proved. The case =2𝜹χ0\boldsymbol{\ell}=2\boldsymbol{\delta}^{\chi_{0}} where χ0\chi_{0} is the principal character modulo qq was essentially proved by Gonek, Hughes, and Keating [17, Theorem 3]. More generally, the case =𝜹χ0+𝜹χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi_{0}}+\boldsymbol{\delta}^{\chi} where χ\chi is a (not necessarily primitive) quadratic Dirichlet character modulo qq was essentially proved by Heap [23, Theorem 3]. To see this, note from (12) that ZX(s,χ)Z_{X}(s,\chi) depends only on the primitive character χ\chi^{*} modulo q(χ)q^{*}(\chi) that induces χ\chi. In particular, one can replace L(s,χ0)2L(s,\chi_{0})^{2} with ζ(s)2\zeta(s)^{2} and L(s,χ0)L(s,χ)L(s,\chi_{0})L(s,\chi) with ζ(s)L(s,χ)=ζ𝕂(s)\zeta(s)L(s,\chi^{*})=\zeta_{\mathbb{K}}(s) where 𝕂\mathbb{K} is a quadratic extension of \mathbb{Q} and ζ𝕂(s)\zeta_{\mathbb{K}}(s) is its Dedekind zeta function. Analogues of splitting for these products is precisely what was proven in these papers.

By following both these arguments, one should be able to extend to the general case =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu}. To do so, one would need a moment result for the product of two primitive Dirichlet LL-functions and a short Dirichlet polynomial, generalizing that of [22]. That is, we would need an asymptotic for

(9) T2T|L(s,χ)L(s,ν)nTθanns|2𝑑t,\int_{T}^{2T}\left|L(s,\chi)L(s,\nu)\sum_{n\leqslant T^{\theta}}\frac{a_{n}}{n^{s}}\right|^{2}\,dt,

where χ\chi and ν\nu are any primitive characters with conductor dividing qq, and some 0<θ<10<\theta<1 sufficiently large. Such asymptotics exist in the special cases of ζ(s)2\zeta(s)^{2} [29, 4] and ζ(s)L(s,χ)\zeta(s)L(s,\chi) [22], for any character χ\chi. Proving (9) and the splitting conjecture for =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu} for more general χ,ν\chi,\nu by using the methods of [23], [22] and [17] as outlined above should be possible but long and technical. Thus, we do not pursue this here.

Note that Theorem 1.8 and Theorem 1.9 together establish Conjecture 1.1 with k=1k=1 and α\alpha rational, giving an alternate proof of the leading term of Rane’s asymptotic (2) in this case.

Lastly, as a final piece of evidence for Conjecture 1.1, we prove the following results about upper and lower bounds:

Theorem 1.10.

Let k0k\geqslant 0 and a,q1a,q\geqslant 1 be fixed integers with (a,q)=1(a,q)=1, 1aq1\leqslant a\leqslant q. If the Generalized Riemann Hypothesis (GRH) holds for every Dirichlet LL-function modulo qq, then for α=a/q\alpha=a/q, s=1/2+its=1/2+it and ϵ>0\epsilon>0,

T(logT)k2q,kT2T|ζ(s,α)|2k𝑑tq,k,ϵT(logT)k2+ϵT(\log T)^{k^{2}}\ll_{q,k}\int_{T}^{2T}\left|\zeta\left(s,\alpha\right)\right|^{2k}\,dt\ll_{q,k,\epsilon}T(\log T)^{k^{2}+\epsilon}

In principle, it should be possible to remove the ϵ\epsilon in the upper bound by using the methods of Harper [21].

The rest of the paper is structured as follows. In Section 2, we sketch a proof of Theorem 1.3; in Section 3, we prove Theorem 1.5; in Section 4, we provide some evidence for Conjecture 1.6; in Section 5, we prove Theorem 1.9; and in Section 6, we prove Theorems 1.2, 1.7, 1.8, and 1.10 and verify our conjectured constants are correct in the known cases (viz. ||2|\boldsymbol{\ell}|\leqslant 2 or k2k\leqslant 2).

Acknowledgements

I would like to thank my adviser, Steven Gonek, for introducing me to this problem, for his encouragement and for his helpful comments on an earlier version of this manuscript. I would also like to thank Winston Heap for helpful discussions, and for pointing out that Theorem 1.2 had been proved in Andersson’s thesis [1]. Finally, I would like to thank the anonymous referee for numerous corrections and comments that helped improve this manuscript considerably.

2. Proof of Theorem 1.3

The proof of Theorem 1.3 is very similar to [17, Theorem 1] and [9, Theorem 1]. The main difference lies in the fact that we are not assuming that the character is primitive.

Recall that if χ\chi and χ\chi^{*} are as in the theorem, then

(10) L(s,χ)=L(s,χ)pq(1χ(p)ps).L(s,\chi)=L(s,\chi^{*})\prod_{p\mid q}\left(1-\frac{\chi^{*}(p)}{p^{s}}\right).

Further, by inspection we see that if P(s,)P(s,\cdot) and Z(s,)Z(s,\cdot) are as in the theorem, then

(11) PX(s,χ)=PX(s,χ)pq(1χ(p)ps),P_{X}(s,\chi)=P_{X}(s,\chi^{*})\prod_{p\mid q}\left(1-\frac{\chi^{*}(p)}{p^{s}}\right),
(12) ZX(s,χ)=ZX(s,χ).Z_{X}(s,\chi)=Z_{X}(s,\chi^{*}).

Clearly, (10),(11) and (12) show that we can assume without loss of generality that χ\chi is a primitive character modulo qq.

At this point, one can follow [17, Theorem 1] and [9, Theorem 1] mutatis mutandis to complete the proof.

3. Proof of Theorem 1.5

We briefly discuss some notation for this section. Recall that d(n)d_{\boldsymbol{\ell}}(n) is the coefficient of nsn^{-s} in the Dirichlet series of (s)\mathcal{L}^{\boldsymbol{\ell}}(s). d(n)d_{\boldsymbol{\ell}}(n) is essentially a divisor function ‘twisted’ by the Dirichlet characters modulo qq. We also use dk(n)d_{k}(n) for the true divisor function, i.e., the coefficient of nsn^{-s} in ζ(s)k\zeta(s)^{k}. In particular, it is immediate from writing d(n)d_{\boldsymbol{\ell}}(n) out as a convolution that |d(n)|dk(n)|d_{\boldsymbol{\ell}}(n)|\leqslant d_{k}(n) for every nn\in\mathbb{N}. We will use the notation 𝒮q(X)\mathscr{S}_{q}(X) to denote the set of XX-smooth (also known as XX-friable) numbers which are coprime to qq. That is,

𝒮q(X)={n:pnpX and pq}.\mathscr{S}_{q}(X)=\{n\in\mathbb{N}:p\mid n\implies p\leqslant X\text{ and }p\nmid q\}.

We will need as a lemma, Mertens’ theorem for arithmetic progressions:

Lemma 3.1.

Let κ\kappa be a fixed real number, and (c,q)=1(c,q)=1. Then,

pXpc(modq)(11p)κ=Hcq(κ)(1+Oq,κ(1logX))\prod_{\begin{subarray}{c}p\leqslant X\\ p\equiv c\pmod{q}\end{subarray}}\left(1-\frac{1}{p}\right)^{-\kappa}=H^{q}_{c}(\kappa)\left(1+O_{q,\kappa}\left(\frac{1}{\log X}\right)\right)

where,

Hcq(κ)={eγlogXp(11p)1δq(p,c)φ(q)}κφ(q).H^{q}_{c}(\kappa)=\left\{e^{\gamma}\log X\prod_{p}\left(1-\frac{1}{p}\right)^{1-\delta_{q}(p,c)\varphi(q)}\right\}^{\frac{\kappa}{\varphi(q)}}.

Here γ\gamma is the Euler-Mascheroni constant and δq(x,y)\delta_{q}(x,y) is the Kronecker delta in /q\mathbb{Z}/{q}\mathbb{Z},

δq(x,y)={1 if xy(modq),0 otherwise.\delta_{q}(x,y)=\begin{cases}1&\text{ if }x\equiv y\pmod{q},\\ 0&\text{ otherwise.}\end{cases}
Proof.

Clearly the result for general κ\kappa\in\mathbb{R} follows from the case κ=1\kappa=1 by exponentiating. The latter is precisely Merten’s theorem for arithmetic progressions which was proved by Williams [46]. The expression for the constant Hcq(1)H^{q}_{c}(1), however, is due to Languasco and Zaccagnini [34, Section 6] who also improved the error term to one uniform in qq. The weaker form suffices for our purposes.

We also have the following, which is immediate from [9, Lemma 3]:

Lemma 3.2.

Let \boldsymbol{\ell} be a tuple of nonnegative integers indexed by characters modulo qq such that ||=χχ=k|\boldsymbol{\ell}|=\sum_{\chi}\ell_{\chi}=k, let

PX(s,χ)=pX(1χ(p)ps)1X<pX(1+χ(p)22p2s)1,P^{*}_{X}(s,\chi)=\prod_{p\leqslant X}\left(1-\frac{\chi(p)}{p^{s}}\right)^{-1}\prod_{\sqrt{X}<p\leqslant X}\left(1+\frac{\chi(p)^{2}}{2p^{2s}}\right)^{-1},

and let

𝒫X(s)=χPX(s)χ.\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)=\prod_{\chi}P^{*}_{X}(s)^{\ell_{\chi}}.

Then, uniformly for σ1/2\sigma\geqslant 1/2 and X>q2X>q^{2},

𝒫X(s)=𝒫X(s)(1+Ok(1logX)).\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)=\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)\left(1+O_{k}\left(\frac{1}{\log X}\right)\right).
Proof.

From [9, Lemma 3], we get that

PX(s,χ)χ=PX(s,χ)χ(1+Oχ(1logX)),P_{X}(s,\chi^{*})^{\ell_{\chi}}=P^{*}_{X}(s,\chi^{*})^{\ell_{\chi}}\left(1+O_{\ell_{\chi}}\left(\frac{1}{\log X}\right)\right),

where χ\chi^{*} is the primitive character modulo q(χ)q^{*}(\chi) which induces χ\chi. Since X>q2X>q^{2}, we see that pqp\mid q implies that pXp\leqslant\sqrt{X}. Thus, by inspection,

PX(s,χ)=PX(s,χ)pq(1χ(p)ps).P_{X}^{*}(s,\chi)=P_{X}^{*}(s,\chi^{*})\prod_{p\mid q}\left(1-\frac{\chi^{*}(p)}{p^{s}}\right).

Putting the above two equalities together with (11), we get that

PX(s,χ)χ=PX(s,χ)χ(1+Oχ(1logX)).P_{X}(s,\chi)^{\ell_{\chi}}=P^{*}_{X}(s,\chi)^{\ell_{\chi}}\left(1+O_{\ell_{\chi}}\left(\frac{1}{\log X}\right)\right).

The lemma follows by taking a product over characters χ\chi modulo qq. ∎

For the rest of this section, we will fix s=1/2+its=1/2+it. Now, we want to estimate T2T|𝒫X(s)|2𝑑t\int_{T}^{2T}\left|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\right|^{2}dt assuming that q2<Xϵ(logT)2ϵq^{2}<X\ll_{\epsilon}(\log T)^{2-\epsilon}. Clearly, by Lemma 3.2,

1TT2T|𝒫X(s)|2𝑑t=(1TT2T|𝒫X(s)|2𝑑t)(1+Ok(1logX)),\frac{1}{T}\int_{T}^{2T}|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt=\left(\frac{1}{T}\int_{T}^{2T}|\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)|^{2}\,dt\right)\left(1+O_{k}\left(\frac{1}{\log X}\right)\right),

and so it suffices to compute T2T|𝒫X(s)|2𝑑t\int_{T}^{2T}|\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)|^{2}\,dt.

From the definition of 𝒫X(s)\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s) in Lemma 3.2, it follows that if

(13) 𝒫X(s)=n=1β(n)ns,\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)=\sum_{n=1}^{\infty}\frac{\beta_{\boldsymbol{\ell}}(n)}{n^{s}},

then β(n)\beta_{\boldsymbol{\ell}}(n) is multiplicative and supported on 𝒮q(X)\mathscr{S}_{q}(X), |β(n)|d2k(n)|\beta_{\boldsymbol{\ell}}(n)|\leqslant d_{2k}(n) for all nn, and finally for n𝒮q(X)n\in\mathscr{S}_{q}(\sqrt{X}) and p𝒮q(X)p\in\mathscr{S}_{q}(X), we have β(n)=d(n)\beta_{\boldsymbol{\ell}}(n)=d_{\boldsymbol{\ell}}(n) and β(p)=d(p)\beta_{\boldsymbol{\ell}}(p)=d_{\boldsymbol{\ell}}(p).

We truncate the sum in (13) at TθT^{\theta} where θ>0\theta>0 will be chosen later. Thus,

𝒫X(s)=n𝒮q(X)nTθβ(n)ns+O(n𝒮q(X)n>Tθ|β(n)|n1/2).\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)=\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n\leqslant T^{\theta}\end{subarray}}\frac{\beta_{\boldsymbol{\ell}}(n)}{n^{s}}+O\Bigg{(}\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n>T^{\theta}\end{subarray}}\frac{|\beta_{\boldsymbol{\ell}}(n)|}{n^{1/2}}\Bigg{)}.

Applying Rankin’s trick and the estimate |β(n)|d2k(n)|\beta_{\boldsymbol{\ell}}(n)|\leqslant d_{2k}(n) to the error term, we see that it is

ϵn𝒮q(X)n>Tθ(nTθ)ϵ|β(n)|n1/2Tϵθn𝒮q(X)d2k(n)n1/2ϵ=TϵθpXpq(1pϵ1/2)2k.\begin{split}\ll_{\epsilon}\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n>T^{\theta}\end{subarray}}\left(\frac{n}{T^{\theta}}\right)^{\epsilon}\frac{|\beta_{\boldsymbol{\ell}}(n)|}{n^{1/2}}&{}\leqslant T^{-\epsilon\theta}\sum_{n\in\mathscr{S}_{q}(X)}\frac{d_{2k}(n)}{n^{1/2-\epsilon}}\\ &{}=T^{-\epsilon\theta}\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(1-p^{\epsilon-1/2}\right)^{-2k}.\end{split}

Using log(1x)1=O(x)\log(1-x)^{-1}=O(x), we see that the product on the right is

Tϵθexp(O(kpXpϵ1/2)).T^{-\epsilon\theta}\exp\left(O\left(k\sum_{p\leqslant X}p^{\epsilon-1/2}\right)\right).

Applying the prime number theorem and integrating by parts, we see that since Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon}, this is

Tϵθexp(O(kX1/2+ϵ(1/2+ϵ)logX))Tϵθexp(Oϵ(klogTloglogT))k,ϵ,θTϵθ/2.\begin{split}&\ll T^{-\epsilon\theta}\exp\left(O\left(\frac{kX^{1/2+\epsilon}}{(1/2+\epsilon)\log X}\right)\right)\\ &{}\ll T^{-\epsilon\theta}\exp\left(O_{\epsilon}\left(\frac{k\log T}{\log\log T}\right)\right)\ll_{k,\epsilon,\theta}T^{-\epsilon\theta/2}.\end{split}

Hence, we have

(14) 𝒫X(s)=n𝒮q(X)nTθβ(n)ns+Ok,ϵ,θ(Tϵθ/2).\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)=\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n\leqslant T^{\theta}\end{subarray}}\frac{\beta_{\boldsymbol{\ell}}(n)}{n^{s}}+O_{k,\epsilon,\theta}(T^{-\epsilon\theta/2}).

Now, by the classical mean value theorem for Dirichlet polynomials, we have that

T2T|n𝒮q(X)nTθβ(n)n1/2+it|2𝑑t=(T+O(TθlogT))n𝒮q(X)nTθ|β(n)|2n.\int_{T}^{2T}\Bigg{|}\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n\leqslant T^{\theta}\end{subarray}}\frac{\beta_{\boldsymbol{\ell}}(n)}{n^{1/2+it}}\Bigg{|}^{2}\,dt=(T+O(T^{\theta}\log T))\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n\leqslant T^{\theta}\end{subarray}}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}.

Extending the sum on the right hand side to infinity introduces an error Ok,ϵ,θ(Tϵθ/2)O_{k,\epsilon,\theta}(T^{-\epsilon\theta/2}), by the same argument as before. Thus, setting θ=1/2\theta=1/2, we see that

(15) 1TT2T|n𝒮q(X)nT1/2β(n)n1/2+it|2𝑑t=n𝒮q(X)|β(n)|2n(1+Ok,ϵ(Tϵ/4))\frac{1}{T}\int_{T}^{2T}\Bigg{|}\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X)\\ n\leqslant T^{1/2}\end{subarray}}\frac{\beta_{\boldsymbol{\ell}}(n)}{n^{1/2+it}}\Bigg{|}^{2}\,dt=\sum_{n\in\mathscr{S}_{q}(X)}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}(1+O_{k,\epsilon}(T^{-\epsilon/4}))

Using (14) to replace 𝒫X(s)\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s) with a short Dirichlet polynomial together with (15) and Cauchy-Schwarz, we conclude that

1TT2T|𝒫X(s)|2𝑑t=n𝒮q(X)|β(n)|2n(1+Ok,ϵ(Tϵ/4)).\frac{1}{T}\int_{T}^{2T}|\mathcal{P}_{X}^{*\boldsymbol{\ell}}(s)|^{2}\,dt=\sum_{n\in\mathscr{S}_{q}(X)}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}(1+O_{k,\epsilon}(T^{-\epsilon/4})).

Thus, it remains to estimate the sum n𝒮q(X)|β(n)|2n\sum_{n\in\mathscr{S}_{q}(X)}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}. Since β\beta_{\boldsymbol{\ell}} is multiplicative and supported on 𝒮q(X)\mathscr{S}_{q}(X), we see that

n𝒮q(X)|β(n)|2n=pXpq(m=0|β(pm)|2pm).\sum_{n\in\mathscr{S}_{q}(X)}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}=\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(\sum_{m=0}^{\infty}\frac{|\beta_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right).

Heuristically, β(n)\beta_{\boldsymbol{\ell}}(n) was chosen to approximate d(n)d_{\boldsymbol{\ell}}(n). So, we expect that we can replace β(pm)\beta_{\boldsymbol{\ell}}(p^{m}) with d(pm)d_{\boldsymbol{\ell}}(p^{m}) on the right with a tolerable multiplicative error. Now, recall that β(n)=d(n)\beta_{\boldsymbol{\ell}}(n)=d_{\boldsymbol{\ell}}(n) when n𝒮q(X)n\in\mathscr{S}_{q}(\sqrt{X}), and β(p)=d(p)\beta_{\boldsymbol{\ell}}(p)=d_{\boldsymbol{\ell}}(p) for pXp\leqslant X. Thus, we can replace β(pm)\beta_{\boldsymbol{\ell}}(p^{m}) by d(pm)d_{\boldsymbol{\ell}}(p^{m}) if pXp\leqslant\sqrt{X} or m=1m=1. Hence, it suffices to bound

X<pX1+|d(p)|2p+m=2|β(pm)|2pmm=0|d(pm)|pm.\prod_{\sqrt{X}<p\leqslant X}\frac{1+\frac{|d_{\boldsymbol{\ell}}(p)|^{2}}{p}+\sum_{m=2}^{\infty}\frac{|\beta_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}}{\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|}{p^{m}}}.

However, this is clearly

X<pX(1+Ok(1p2))=1+Ok(X1/2logX).\prod_{\sqrt{X}<p\leqslant X}\left(1+O_{k}\left(\frac{1}{p^{2}}\right)\right)=1+O_{k}\left(\frac{X^{-1/2}}{\log X}\right).

Thus,

(16) n𝒮q(X)|β(n)|2n=(1+Ok(X1/2logX))pXpq(m=0|d(pm)|2pm).\sum_{n\in\mathscr{S}_{q}(X)}\frac{|\beta_{\boldsymbol{\ell}}(n)|^{2}}{n}=\left(1+O_{k}\left(\frac{X^{-1/2}}{\log X}\right)\right)\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right).

Note that we can write the product on the right as

pXpq((11p)|d(p)|2m=0|d(pm)|2pm)pXpq(11p)|d(p)|2\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(\left(1-\frac{1}{p}\right)^{|d_{\boldsymbol{\ell}}(p)|^{2}}\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right)\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(1-\frac{1}{p}\right)^{-|d_{\boldsymbol{\ell}}(p)|^{2}}

The constraint pXp\leqslant X can be removed from the first product here as that induces a multiplicative error given by

p>X((11p)|d(p)|2m=0|d(pm)|2pm)=p>X(1+Ok(1p2))=1+Ok(1XlogX).\begin{split}\prod_{p>X}\left(\left(1-\frac{1}{p}\right)^{|d_{\boldsymbol{\ell}}(p)|^{2}}\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right)&{}=\prod_{p>X}\left(1+O_{k}\left(\frac{1}{p^{2}}\right)\right)\\ &{}=1+O_{k}\left(\frac{1}{X\log X}\right).\end{split}

On doing so, the expression now looks like

(17) b(,σ)pXpq(11p2σ)|d(p)|2.b(\boldsymbol{\ell},\sigma)\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(1-\frac{1}{p^{2\sigma}}\right)^{-|d_{\boldsymbol{\ell}}(p)|^{2}}.

Now, define

rχ=ν,ννν¯=χνν=νννχ.r_{\chi}=\sum_{\begin{subarray}{c}\nu,\nu^{\prime}\\ \nu\overline{\nu^{\prime}}=\chi\end{subarray}}\ell_{\nu}\ell_{\nu^{\prime}}=\sum_{\nu}\ell_{\nu}\ell_{\nu\chi}.

In particular, note that rχ=rχ¯r_{\chi}=r_{\overline{\chi}} and rχ0=χχ2=λr_{\chi_{0}}=\sum_{\chi}\ell_{\chi}^{2}=\lambda. Further, define,

κ(c)=χrχχ(c).\kappa(c)=\sum_{\chi}r_{\chi}\chi(c).

Clearly κ(c)\kappa(c) is real, and further the definition of d(n)d_{\boldsymbol{\ell}}(n) as a convolution gives us that

|d(p)|2=χrχχ(p)=χrχχ(c)=κ(c).|d_{\boldsymbol{\ell}}(p)|^{2}=\sum_{\chi}r_{\chi}\chi(p)=\sum_{\chi}r_{\chi}\chi(c)=\kappa(c).

if pc(modq)p\equiv c\pmod{q}. In particular, this means that the product in (17) can be divided along congruence classes modulo qq, giving

(c,q)=1pXpc(modq)(11p2σ)κ(c).\prod_{(c,q)=1}\prod_{\begin{subarray}{c}p\leqslant X\\ p\equiv c\pmod{q}\end{subarray}}\left(1-\frac{1}{p^{2\sigma}}\right)^{-\kappa(c)}.

where the outside product runs over a set of representatives of all residue classes coprime to qq. Thus, applying Lemma 3.1, this is

(1+Oq(1logX))(c,q)=1Hcq(κ(c)).\left(1+O_{q}\left(\frac{1}{\log X}\right)\right)\prod_{(c,q)=1}H^{q}_{c}(\kappa(c)).

In fact, we have that FX()=(c,q)=1Hcq(κ(c))F_{X}(\boldsymbol{\ell})=\prod_{(c,q)=1}H^{q}_{c}(\kappa(c)). To see this, note by orthogonality of characters,

(c,q)=1κ(c)=(c,q)=1χrχχ(c)=rχ0φ(q)=λφ(q).\sum_{(c,q)=1}\kappa(c)=\sum_{(c,q)=1}\sum_{\chi}r_{\chi}\chi(c)=r_{\chi_{0}}\varphi(q)=\lambda\varphi(q).

Thus,

(c,q)=1Hcq(κ(c))=(c,q)=1[eγlogXp(11p)1δq(p,c)φ(q)]κ(c)φ(q)=(eγlogX)λ(c,q)=1p(11p)κ(c)φ(q)δq(p,c)κ(c)=(eγlogX)λp(11p)λ|d(p)|2=FX().\begin{split}\prod_{(c,q)=1}H^{q}_{c}(\kappa(c))&{}=\prod_{(c,q)=1}\left[e^{\gamma}\log X\prod_{p}\left(1-\frac{1}{p}\right)^{1-\delta_{q}(p,c)\varphi(q)}\right]^{\frac{\kappa(c)}{\varphi(q)}}\\ &{}=(e^{\gamma}\log X)^{\lambda}\prod_{(c,q)=1}\prod_{p}\left(1-\frac{1}{p}\right)^{\frac{\kappa(c)}{\varphi(q)}-\delta_{q}(p,c)\kappa(c)}\\ &{}=(e^{\gamma}\log X)^{\lambda}\prod_{p}\left(1-\frac{1}{p}\right)^{\lambda-|d_{\boldsymbol{\ell}}(p)|^{2}}=F_{X}(\boldsymbol{\ell}).\end{split}

Collecting our estimates together proves Theorem 1.5.

4. Heuristics for Conjecture 1.6

We closely follow the arguments in [23, Section 4] and [17, Section 4]. We want to heuristically estimate

1TT2T|𝒵X(s)|2𝑑t\frac{1}{T}\int_{T}^{2T}|\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt

for s=1/2+its=1/2+it. The factor ZX(s,χ)Z_{X}(s,\chi) arises as a partial Hadamard product for L(s,χ)L(s,\chi^{*}), where χ\chi^{*} is the unique primitive character that induces χ\chi. For a fixed χ\chi, L(s,χ)L(s,\chi^{*}) in the tt-aspect forms a unitary family, and so we replace each ZX(s,χ)Z_{X}(s,\chi) with a unitary matrix chosen uniformly with respect to the Haar measure.

The approximate mean density of the zeros of L(s,χ)L(s,\chi^{*}) in the region 0σ10\leqslant\sigma\leqslant 1 and Tt2TT\leqslant t\leqslant 2T is given by

1π𝔇(χ,T)=1πlog(q(χ)T2π)\frac{1}{\pi}\mathfrak{D}(\chi,T)=\frac{1}{\pi}\log\left(\frac{q^{*}(\chi)T}{2\pi}\right)

where q(χ)q^{*}(\chi) is the conductor of χ\chi. The rescaled zeroes of L(s,χ)L(s,\chi^{*}) at height TT are well-modeled by the eigenangles of a uniformly sampled unitary matrix 𝔘(N(χ))\mathfrak{U}(N(\chi)) of size N(χ)=𝔇(χ,T)N(\chi)=\left\lfloor{\mathfrak{D}(\chi,T)}\right\rfloor.

We now assume the Generalized Riemann Hypothesis for all characters modulo qq. Thus, the non-trivial zeros of L(s,χ)L(s,\chi^{*}) are of the form 1/2+iγ(χ)1/2+i\gamma(\chi) where γ\gamma runs over a discrete (multi)set of real numbers depending on χ\chi. Now, consider the trignometric integral

Ci(z)=zcosww𝑑w.\operatorname{Ci}(z)=-\int_{z}^{\infty}\frac{\cos w}{w}\,dw.

If E1(z)=zeww1𝑑wE_{1}(z)=\int_{z}^{\infty}e^{-w}w^{-1}\,dw is the exponential integral as in Theorem 1.3, then {E1(ix)}=Ci(|x|)\Re\{E_{1}(ix)\}=-\operatorname{Ci}(|x|).

Hence, using the definition of 𝒵X(s)\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s) and ZX(s,χ)Z_{X}(s,\chi),

1TT2T|𝒵X(12+it)|2𝑑t=1TT2Tχ|ZX(12+it,χ)|2χdt=1TT2Tχγ(χ)exp(2χ1eu(y)Ci(|tγ(χ)|logylogX))dydt,\frac{1}{T}\int_{T}^{2T}\left|\mathcal{Z}_{X}^{\boldsymbol{\ell}}\left(\tfrac{1}{2}+it\right)\right|^{2}\,dt=\frac{1}{T}\int_{T}^{2T}\prod_{\chi}\left|Z_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2\ell_{\chi}}\,dt\\ {}=\frac{1}{T}\int_{T}^{2T}\prod_{\chi}\prod_{\gamma(\chi)}\exp\left(2\ell_{\chi}\int_{1}^{e}u(y)\operatorname{Ci}(|t-\gamma(\chi)|\log y\log X)\right)\,dy\,dt,

where u(y)u(y) is a non-negative function of mass 11 supported in [e11/X,e][e^{1-1/X},e], as in Theorem 1.3, and we have used GRH. Now, following [23, Equation 4.8], if we define ϕ(m,θ)\phi(m,\theta) by,

ϕ(m,θ)=exp(2m1eu(y)Ci(|θ|logylogX)),\phi(m,\theta)=\exp\left(2m\int_{1}^{e}u(y)\operatorname{Ci}(|\theta|\log y\log X)\right),

then we see that the above integral is modeled by

𝔼[χn=1N(χ)ϕ(χ,θn(χ))],\mathbb{E}\left[\prod_{\chi}\prod_{n=1}^{N(\chi)}\phi(\ell_{\chi},\theta_{n}(\chi))\right],

where θn(χ)\theta_{n}(\chi) is the nnth eigenangle of 𝔘(N(χ))\mathfrak{U}(N(\chi)). Here, the expectation is taken against the probability space from which the random matrices 𝔘(N(χ))\mathfrak{U}(N(\chi)) are drawn. In particular, we make an independence assumption between the 𝔘(N(χ))\mathfrak{U}(N(\chi)) for any finite set of distinct characters χ\chi, similar to [23]. Thus, the expectation factorises, giving

χ𝔼[n=1N(χ)ϕ(χ,θn(χ))].\prod_{\chi}\mathbb{E}\left[\prod_{n=1}^{N(\chi)}\phi(\ell_{\chi},\theta_{n}(\chi))\right].

We can now use [17, Theorem 4] (see also [23, Equation 4.10]), to compute the expectation inside. This gives us

χ[G(χ+1)2G(2χ+1)(N(χ)eγlogX)χ2(1+Oχ(1logX))].\prod_{\chi}\left[\frac{G(\ell_{\chi}+1)^{2}}{G(2\ell_{\chi}+1)}\left(\frac{N(\chi)}{e^{\gamma}\log X}\right)^{\ell_{\chi}^{2}}\left(1+O_{\ell_{\chi}}\left(\frac{1}{\log X}\right)\right)\right].

Finally, recall that N(χ)log(q(χ)T)N(\chi)\approx\log(q^{*}(\chi)T), completing the heuristic.

5. Proof of Theorem 1.9

We begin this section by observing that to prove Theorem 1.9 for ||=1|\boldsymbol{\ell}|=1, it suffices to verify Conjecture 1.6 for ||=1|\boldsymbol{\ell}|=1. To see this note that ||=1|\boldsymbol{\ell}|=1 is the same as =𝜹χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}. Now, it is well-known (see, for example, Lemma 5.2) that for a fixed qq,

1TT2T|L(12+it,χ)|2𝑑tφ(q)qlogT.\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\sim\frac{\varphi(q)}{q}\log T.

Further, putting =𝜹χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi} in Theorem 1.5 gives

1TT2T|PX(12+it,χ)|2𝑑tφ(q)q(eγlogX),\frac{1}{T}\int_{T}^{2T}\left|P_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\sim\frac{\varphi(q)}{q}(e^{\gamma}\log X),

provided that q2<Xϵ(logT)2ϵq^{2}<X\ll_{\epsilon}(\log T)^{2-\epsilon}. Finally, Conjecture 1.6 for =𝜹χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi} states that for X,TX,T\to\infty with Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon},

(18) 1TT2T|ZX(12+it,χ)|2𝑑tlogq(χ)TeγlogX.\frac{1}{T}\int_{T}^{2T}\left|Z_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\sim\frac{\log q^{*}(\chi)T}{e^{\gamma}\log X}.

Thus, we see that if we can prove (18), then Theorem 1.9 follows.

Our first step towards proving (18) is the following lemma which is a straightforward corollary of Lemma 3.2:

Lemma 5.1.

Let \boldsymbol{\ell} be a tuple of nonnegative integers indexed by characters modulo qq such that ||=χχ=k|\boldsymbol{\ell}|=\sum_{\chi}\ell_{\chi}=k, define

QX(s,χ)=pX(1χ(p)ps)X<pX(1χ(p)ps+χ(p)22p2s),Q_{X}(s,\chi)=\prod_{p\leqslant\sqrt{X}}\left(1-\frac{\chi(p)}{p^{s}}\right)\prod_{\sqrt{X}<p\leqslant X}\left(1-\frac{\chi(p)}{p^{s}}+\frac{\chi(p)^{2}}{2p^{2s}}\right),

and define

𝒬X(s)=χQX(s,χ)χ.\mathcal{Q}_{X}^{\boldsymbol{\ell}}(s)=\prod_{\chi}Q_{X}(s,\chi)^{\ell_{\chi}}.

Then, uniformly for σ1/2\sigma\geqslant 1/2 and X>q2X>q^{2},

[𝒫X(s)]1=𝒬X(s)(1+Ok(1logX))\left[\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\right]^{-1}=\mathcal{Q}_{X}^{\boldsymbol{\ell}}(s)\left(1+O_{k}\left(\frac{1}{\log X}\right)\right)
Proof.

Clearly it suffices to restrict ourselves to =𝜹χ\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}. Then, by Lemma 3.2,

PX(s,χ)QX(s,χ)=PX(s,χ)QX(s,χ)(1+O(1logX))=(1+O(1logX))X<pX(1+O(1p3σ))=1+O(1logX),\begin{split}P_{X}(s,\chi)Q_{X}(s,\chi)&{}=P_{X}^{*}(s,\chi)Q_{X}(s,\chi)\left(1+O\left(\frac{1}{\log X}\right)\right)\\ &{}=\left(1+O\left(\frac{1}{\log X}\right)\right)\prod_{\sqrt{X}<p\leqslant X}\left(1+O\left(\frac{1}{p^{3\sigma}}\right)\right)\\ &{}=1+O\left(\frac{1}{\log X}\right),\end{split}

as desired.

In view of the previous lemma and Theorem 1.3, to prove (18) we want to show

1TT2T|L(12+it,χ)QX(12+it,χ)|2𝑑tlogq(χ)TeγlogX.\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)Q_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\sim\frac{\log q^{*}(\chi)T}{e^{\gamma}\log X}.

Furthermore, we can assume without loss of generality that χ\chi is primitive. To see this, let χ\chi^{*} be the Dirichlet character modulo q(χ)q^{*}(\chi) which induces χ\chi. Then, L(s,χ)L(s,\chi) and L(s,χ)L(s,\chi^{*}) differ only by local factors corresponding to primes pp dividing qq but not dividing q(χ)q^{*}(\chi) and similarly for X>q2X>q^{2}, QX(s,χ)Q_{X}(s,\chi) and QX(s,χ)Q_{X}(s,\chi^{*}) also differ only by local factors corresponding to such pp. In particular, we see that on multiplying these local factors cancel out, giving L(s,χ)QX(s,χ)=L(s,χ)QX(s,χ)L(s,\chi)Q_{X}(s,\chi)=L(s,\chi^{*})Q_{X}(s,\chi^{*}).

Thus, for χ\chi primitive, we want to show that

1TT2T|L(12+it,χ)QX(12+it,χ)|2𝑑tlogqTeγlogX.\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)Q_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\sim\frac{\log qT}{e^{\gamma}\log X}.

To evaluate a mean square like this, we need a second moment asymptotic for a Dirichlet LL-function twisted by a short Dirichlet polynomial. We use one proved by Wu [47]:

Lemma 5.2.

Let χ\chi be a primitive Dirichlet character modulo qq with logq=o(logT)\log q=o(\log T), let θ>0\theta>0 be a parameter, and let b(n)b(n) be an arithmetic function satisfying b(n)ϵnϵb(n)\ll_{\epsilon}n^{\epsilon} for all ϵ>0\epsilon>0. Further, let

Bθ(s,χ)=nTθχ(n)b(n)ns,B_{\theta}(s,\chi)=\sum_{n\leqslant T^{\theta}}\frac{\chi(n)b(n)}{n^{s}},
Mθ(T;χ,b)=1TT2T|L(12+it,χ)Bθ(12+it,χ)|2𝑑t,M_{\theta}(T;\chi,b)=\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)B_{\theta}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt,

and

Mθ(T;χ,b)=φ(q)qm,nTθ(mn,q)=1b(m)b(n)¯[m,n](logqT(m,n)22πmn+C+pqlogpp1),M^{\prime}_{\theta}(T;\chi,b)=\frac{\varphi(q)}{q}\sum_{\begin{subarray}{c}m,n\leqslant T^{\theta}\\ (mn,q)=1\end{subarray}}\frac{b(m)\overline{b(n)}}{[m,n]}\left(\log\frac{qT(m,n)^{2}}{2\pi mn}+C+\sum_{p\mid q}\frac{\log p}{p-1}\right),

with C=2γ1+2log2C=2\gamma-1+2\log 2. Then,

Mθ(T;χ,b)=Mθ(T;χ,b)+O(Tεθ)M_{\theta}(T;\chi,b)=M_{\theta}^{\prime}(T;\chi,b)+O(T^{-\varepsilon_{\theta}})

where the parameter εθ\varepsilon_{\theta} depends on θ\theta, and εθ>0\varepsilon_{\theta}>0 when θ<17/33\theta<17/33.

Proof.

This is contained in [47, Theorem 1.1]. ∎

Now, writing QX(s,χ)Q_{X}(s,\chi) as a Dirichlet series, we have

QX(s,χ)=n=1β1(n)ns,Q_{X}\left(s,\chi\right)=\sum_{n=1}^{\infty}\frac{\beta_{-1}(n)}{n^{s}},

where β1(n)\beta_{-1}(n) is multiplicative and supported on 𝒮q(X)\mathscr{S}_{q}(X), |β1(n)|d(n)|\beta_{-1}(n)|\ll d(n), and for n𝒮q(X)n\in\mathscr{S}_{q}(\sqrt{X}) and p𝒮q(X)p\in\mathscr{S}_{q}(X), we have β1(n)=μ(n)χ(n)\beta_{-1}(n)=\mu(n)\chi(n) and β1(p)=μ(p)χ(p)\beta_{-1}(p)=\mu(p)\chi(p).

Now, further, define QX(s)=QX(s,1)Q_{X}(s)=Q_{X}(s,1) where 11 here is the sole character modulo 11, and let

QX(s)=n=1α1(n)ns.Q_{X}(s)=\sum_{n=1}^{\infty}\frac{\alpha_{-1}(n)}{n^{s}}.

Then we see that α1(n)\alpha_{-1}(n) as defined above is the same as in [17, Section 5], and further it is immediate that for n𝒮q(X)n\in\mathscr{S}_{q}(X), β1(n)=α1(n)χ(n)\beta_{-1}(n)=\alpha_{-1}(n)\chi(n).

Mimicking the argument for (14), one can show that

(19) QX(12+it,χ)=nTθn𝒮q(X)β1(n)n1/2+it+Oϵ,θ(Tθϵ/10)=nTθn𝒮q(X)α1(n)χ(n)n1/2+it+Oϵ,θ(Tθϵ/10),\begin{split}Q_{X}\left(\tfrac{1}{2}+it,\chi\right)&{}=\sum_{\begin{subarray}{c}n\leqslant T^{\theta}\\ n\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\beta_{-1}(n)}{n^{1/2+it}}+O_{\epsilon,\theta}(T^{-\theta\epsilon/10})\\ &{}=\sum_{\begin{subarray}{c}n\leqslant T^{\theta}\\ n\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\alpha_{-1}(n)\chi(n)}{n^{1/2+it}}+O_{\epsilon,\theta}(T^{-\theta\epsilon/10}),\end{split}

for ϵ>0\epsilon>0 small enough.

Putting θ=1/20\theta=1/20, and b(n)=α1(n)b(n)=\alpha_{-1}(n) in Lemma 5.2, we get that

(20) M(T;χ,α1)=M(T;χ,α1)+O(Tε),M(T;\chi,\alpha_{-1})=M^{\prime}(T;\chi,\alpha_{-1})+O(T^{-\varepsilon}),

with M=M120M=M_{\frac{1}{20}}, M=M120M^{\prime}=M^{\prime}_{\frac{1}{20}} and ε=ε120>0\varepsilon=\varepsilon_{\frac{1}{20}}>0.

We first compute the main term M(T;χ,α1)M^{\prime}(T;\chi,\alpha_{-1}). Since, [m,n](m,n)=mn[m,n](m,n)=mn, M(χ,α1,T)M^{\prime}(\chi,\alpha_{-1},T) is

φ(q)qm,nT1/20m,n𝒮q(X)α1(m)mα1(n)n(m,n){log(qT(m,n)22πmn)+Oq(1)}.\frac{\varphi(q)}{q}\sum_{\begin{subarray}{c}m,n\leqslant T^{1/20}\\ m,n\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\alpha_{-1}(m)}{m}\frac{\alpha_{-1}(n)}{n}(m,n)\left\{\log\left(\frac{qT(m,n)^{2}}{2\pi mn}\right)+O_{q}(1)\right\}.

Now, note that any estimates [17, pp. 530-531] can be applied to the above, provided we add the restrictions (m,q)=(n,q)=(g,q)=1(m,q)=(n,q)=(g,q)=1 to the sums, and replace logT\log T with logqT\log qT. In particular, following the argument for [17, Equation 34], we conclude that M(T;χ,α1)M^{\prime}(T;\chi,\alpha_{-1}) is

φ(q)logqTqm,nT1/20m,n𝒮q(X)α1(m)mα1(n)n(m,n)+Oq((logX)10).\frac{\varphi(q)\log qT}{q}\sum_{\begin{subarray}{c}m,n\leqslant T^{1/20}\\ m,n\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\alpha_{-1}(m)}{m}\frac{\alpha_{-1}(n)}{n}(m,n)+O_{q}((\log X)^{10}).

Since gmgnφ(g)=(m,n)\sum_{\begin{subarray}{c}g\mid m\\ g\mid n\end{subarray}}\varphi(g)=(m,n), the inner sum is

m,nT1/20m,n𝒮q(X)α1(m)mα1(n)ngmgnφ(g)=gT1/20g𝒮q(X)φ(g)g2(nT1/20gn𝒮q(X))α1(gn)n)2\sum_{\begin{subarray}{c}m,n\leqslant T^{1/20}\\ m,n\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\alpha_{-1}(m)}{m}\frac{\alpha_{-1}(n)}{n}\sum_{\begin{subarray}{c}g\mid m\\ g\mid n\end{subarray}}\varphi(g)=\sum_{\begin{subarray}{c}g\leqslant T^{1/20}\\ g\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\varphi(g)}{g^{2}}\Bigg{(}\sum_{\begin{subarray}{c}n\leqslant\frac{T^{1/20}}{g}\\ n\in\mathscr{S}_{q}(X))\end{subarray}}\frac{\alpha_{-1}(gn)}{n}\Bigg{)}^{2}

Following the argument for [17, Equation 37] here, we can extend both the summations above to infinity to get that M(T;χ,α1)M^{\prime}(T;\chi,\alpha_{-1}) is

φ(q)logqTqg𝒮q(X)φ(g)g2(n𝒮q(X))α1(gn)n)2+Oq((logX)10).\frac{\varphi(q)\log qT}{q}\sum_{\begin{subarray}{c}g\in\mathscr{S}_{q}(X)\end{subarray}}\frac{\varphi(g)}{g^{2}}\left(\sum_{\begin{subarray}{c}n\in\mathscr{S}_{q}(X))\end{subarray}}\frac{\alpha_{-1}(gn)}{n}\right)^{2}+O_{q}((\log X)^{10}).

By the muliplicativity of α1\alpha_{-1} and φ\varphi, the sum here can be written as an Euler product

pXpq(r,j,k0φ(pr)α1(pr+j)α1(pr+k)p2r+j+k).\prod_{\begin{subarray}{c}p\leqslant X\\ p\nmid q\end{subarray}}\left(\sum_{r,j,k\geqslant 0}\frac{\varphi(p^{r})\alpha_{-1}(p^{r+j})\alpha_{-1}(p^{r+k})}{p^{2r+j+k}}\right).

Now, recalling that α1(n)=μ(n)\alpha_{-1}(n)=\mu(n) if n𝒮q(X)n\in\mathscr{S}_{q}(\sqrt{X}), α1(p)=μ(p)\alpha_{-1}(p)=\mu(p) for all pXp\leqslant X and α1(n)d(n)\alpha_{-1}(n)\ll d(n) for all n𝒮q(X)n\in\mathscr{S}_{q}(X), we get that this product is equal to

pXpq(11p)X<pXpq(11p+O(1p2))=qφ(q)pX(11p)X<pX(1+O(1p2))=qφ(q)1eγlogX(1+O(1logX)).\begin{split}\prod_{\begin{subarray}{c}p\leqslant\sqrt{X}\\ p\nmid q\end{subarray}}&\left(1-\frac{1}{p}\right)\prod_{\begin{subarray}{c}\sqrt{X}<p\leqslant X\\ p\nmid q\end{subarray}}\left(1-\frac{1}{p}+O\left(\frac{1}{p^{2}}\right)\right)\\ &{}=\frac{q}{\varphi(q)}\prod_{p\leqslant X}\left(1-\frac{1}{p}\right)\prod_{\sqrt{X}<p\leqslant X}\left(1+O\left(\frac{1}{p^{2}}\right)\right)\\ &{}=\frac{q}{\varphi(q)}\cdot\frac{1}{e^{\gamma}\log X}\left(1+O\left(\frac{1}{\log X}\right)\right).\end{split}

Thus, since logXloglogT\log X\ll\log\log T, we see that, in fact

(21) M(T;χ,α1)=logqTeγlogX(1+O(1logX))M^{\prime}(T;\chi,\alpha_{-1})=\frac{\log qT}{e^{\gamma}\log X}\left(1+O\left(\frac{1}{\log X}\right)\right)

Writing (19) with θ=1/20\theta=1/20 as QX(1/2+it,χ)=QX+O(Tϵ/200)Q_{X}(1/2+it,\chi)=Q^{*}_{X}+O(T^{-\epsilon/200}),

1TT2T|L(12+it,χ)QX(12+it,χ)|2𝑑t=1TT2T|L(12+it,χ)QX|2𝑑t+O(1T1+ϵ200T2T|L(12+it,χ)2QX|𝑑t)+O(1T1+ϵ100T2T|L(12+it,χ)|2𝑑t).\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)Q_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\\ {}=\frac{1}{T}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)Q^{*}_{X}\right|^{2}\,dt\\ {}+O\left(\frac{1}{T^{1+\tfrac{\epsilon}{200}}}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)^{2}Q^{*}_{X}\right|\,dt\right)\\ {}+O\left(\frac{1}{T^{1+\tfrac{\epsilon}{100}}}\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\right).

The first term here is M(T;χ,α1)+O(Tε)M^{\prime}(T;\chi,\alpha_{-1})+O(T^{-\varepsilon}). The last term is qTϵ/200\ll_{q}T^{-\epsilon/200} since the second moment of L(s,χ)L(s,\chi) is qTlogT\ll_{q}T\log T. Finally, by Cauchy-Schwarz and (21), the second term is

1T1+ϵ200(T2T|L(12+it,χ)QX|2𝑑tT2T|L(12+it,χ)|2𝑑t)1/21T1+ϵ200(T2(logT)2logX)1/2Tϵ400.\begin{split}&{}\ll\frac{1}{T^{1+\tfrac{\epsilon}{200}}}\left(\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)Q^{*}_{X}\right|^{2}\,dt\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\right)^{1/2}\\ &{}\ll\frac{1}{T^{1+\tfrac{\epsilon}{200}}}\left(\frac{T^{2}(\log T)^{2}}{\log X}\right)^{1/2}\ll T^{-\tfrac{\epsilon}{400}}.\end{split}

Putting these estimates together with (21), we get that

1TT2T|L(12+it,χ)QX(12+it,χ)|2dt=M(T;χ,α1)+O(Tϑ)=logqTeγlogX(1+O(1logX)),\begin{split}\frac{1}{T}\int_{T}^{2T}&\left|L\left(\tfrac{1}{2}+it,\chi\right)Q_{X}\left(\tfrac{1}{2}+it,\chi\right)\right|^{2}\,dt\\ &{}=M^{\prime}(T;\chi,\alpha_{-1})+O(T^{-\vartheta})\\ &{}=\frac{\log qT}{e^{\gamma}\log X}\left(1+O\left(\frac{1}{\log X}\right)\right),\end{split}

for some ϑ=ϑ(ϵ,ε120)>0\vartheta=\vartheta(\epsilon,\varepsilon_{\frac{1}{20}})>0 completing the proof of Theorem 1.9.

6. Evidence for Conjecture 1.1

In this section, we will discuss the proofs of Theorem 1.2, Theorem 1.7, Theorem 1.8 and Theorem 1.10. We will also show that in all cases where our conjectures are known, the constants match up with our predictions. This will complete the presentation of our evidence for Conjecture 1.1.

In several results here, we must assume one of the following two hypotheses:

  • The Generalized Riemann Hypothesis holds for L(s,χ)L(s,\chi) for every character χ\chi modulo qq. We denote this by 𝖦𝖱𝖧(q)\mathsf{GRH}(q).

  • The mean squares of (s)\mathcal{L}^{\boldsymbol{\ell}}(s) on the critical line for all ||=k|\boldsymbol{\ell}|=k satisfy Conjecture 1.4 and Conjecture 1.6. We denote this by 𝖲𝗉(q,k)\mathsf{Sp}(q,k), for splitting conjecture.

We introduce the above shorthand for convenience, as many of the results in this section will hold under either hypothesis.

6.1. The Asymptotic Formula for Moments of Products of Dirichlet LL-functions

In this subsection, we will prove Theorem 1.7. This is straightforward. By Theorem 1.5, we get that assuming we hold q,,q,\boldsymbol{\ell}, and ϵ\epsilon fixed, and let X,TX,T\to\infty with Xϵ(logT)2ϵX\ll_{\epsilon}(\log T)^{2-\epsilon},

(22) 1TT2T|𝒫X(s)|2𝑑t=(eγlogX)λp{(11p)λm=0|d(pm)|2pm}.\frac{1}{T}\int_{T}^{2T}|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt=(e^{\gamma}\log X)^{\lambda}\prod_{p}\left\{\left(1-\frac{1}{p}\right)^{\lambda}\sum_{m=0}^{\infty}\frac{|d_{\boldsymbol{\ell}}(p^{m})|^{2}}{p^{m}}\right\}.

Further, since we are assuming Conjecture 1.6 for \boldsymbol{\ell}, we get that under the same conditions as before,

(23) 1TT2T|𝒵X(s)|2𝑑tχ[G(χ+1)2G(2χ+1)(logq(χ)TeγlogX)χ2]=1(eγlogX)λχ[G(χ+1)2G(2χ+1)(logq(χ)T)χ2].\begin{split}\frac{1}{T}\int_{T}^{2T}|\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)|^{2}\,dt&{}\sim\prod_{\chi}\left[\frac{G(\ell_{\chi}+1)^{2}}{G(2\ell_{\chi}+1)}\left(\frac{\log q^{*}(\chi)T}{e^{\gamma}\log X}\right)^{\ell_{\chi}^{2}}\right]\\ &=\frac{1}{(e^{\gamma}\log X)^{\lambda}}\prod_{\chi}\left[\frac{G(\ell_{\chi}+1)^{2}}{G(2\ell_{\chi}+1)}\left(\log q^{*}(\chi)T\right)^{\ell_{\chi}^{2}}\right].\end{split}

Finally, since we are assuming that Conjecture 1.4 is true for \boldsymbol{\ell}, we get that for X,TX,T as before,

1TT2T|(s)|2𝑑t(1TT2T|𝒫X(s)|2𝑑t)×(1TT2T|𝒵X(s)|2𝑑t).\frac{1}{T}\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\sim\left(\frac{1}{T}\int_{T}^{2T}\left|\mathcal{P}_{X}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\right)\times\left(\frac{1}{T}\int_{T}^{2T}\left|\mathcal{Z}_{X}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\right).

Multiplying (22) and (23) and inserting above, we see that the (eγlogX)λ(e^{\gamma}\log X)^{\lambda} factors cancel out, and the constants combine to become c(q)c_{\boldsymbol{\ell}}(q), giving

1TT2T|(s)|2𝑑tc(q)χ(logq(χ)T)χ2,\frac{1}{T}\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}(s)\right|^{2}\,dt\sim c_{\boldsymbol{\ell}}(q)\prod_{\chi}\bigg{(}\log q^{*}(\chi)T\bigg{)}^{\ell_{\chi}^{2}},

as desired.

6.2. Computing ck(α)c_{k}(\alpha)

The main result of this subsection is the following proposition which is one way to make the heuristic in (4) rigorous:

Proposition 6.1.

Let Mk(T;α)M_{k}(T;\alpha) be as in (1), and for any Dirichlet character χ\chi modulo qq, define Mk(T;χ)M_{k}(T;\chi) by

Mk(T;χ)=T2T|L(12+it,χ)|2k𝑑t.M_{k}(T;\chi)=\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi\right)\right|^{2k}\,dt.

If either 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds, and α=a/q\alpha=a/q with (a,q)=1(a,q)=1, then

Mk(T;α)=qkφ(q)2kχMk(T;χ)+oq,k(T(logT)k2).M_{k}(T;\alpha)=\frac{q^{k}}{\varphi(q)^{2k}}\sum_{\chi}M_{k}(T;\chi)+o_{q,k}(T(\log T)^{k^{2}}).

If k=1k=1 or k=2k=2, then the above can be proved unconditionally.

We show that this proposition establishes Theorem 1.8. Note that under the hypothesis of Theorem 1.8, 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds, and hence so does the conclusion of Theorem 1.7. Thus, for a fixed q,χq,\chi, and with =k𝜹χ\boldsymbol{\ell}=k\boldsymbol{\delta}^{\chi}, we get the asymptotic

Mk(T;χ)=(c(q)+oq,k(1))T(logT)k2.M_{k}(T;\chi)=(c_{\boldsymbol{\ell}}(q)+o_{q,k}(1))T(\log T)^{k^{2}}.

Thus, by Proposition 6.1,

Mk(T;α)=qkφ(q)2k(=k𝜹χc(q))T(logT)k2+oq,k(T(logT)k2),M_{k}(T;\alpha)=\frac{q^{k}}{\varphi(q)^{2k}}\left(\sum_{\boldsymbol{\ell}=k\boldsymbol{\delta}^{\chi}}c_{\boldsymbol{\ell}}(q)\right)T(\log T)^{k^{2}}+o_{q,k}(T(\log T)^{k^{2}}),

which establishes Theorem 1.8 with

(24) ck(α)=qkφ(q)2k(=k𝜹χc(q)),c_{k}(\alpha)=\frac{q^{k}}{\varphi(q)^{2k}}\left(\sum_{\boldsymbol{\ell}=k\boldsymbol{\delta}^{\chi}}c_{\boldsymbol{\ell}}(q)\right),

where the sum runs over all tuples \boldsymbol{\ell} of the form k𝜹χk\boldsymbol{\delta}^{\chi} for some character χ\chi. It remains to simplify the constant. Note that for =k𝜹χ\boldsymbol{\ell}=k\boldsymbol{\delta}^{\chi}, d(n)=χ(n)dk(n)d_{\boldsymbol{\ell}}(n)=\chi(n)d_{k}(n), where dk(n)d_{k}(n) is the usual divisor function. In particular, this means that |d(pm)|2=χ0(pm)dk(pm)2|d_{\boldsymbol{\ell}}(p^{m})|^{2}=\chi_{0}(p^{m})d_{k}(p^{m})^{2}, and hence c(q)c_{\boldsymbol{\ell}}(q) depends only on the modulus of χ\chi. Further, λ()=k2\lambda(\boldsymbol{\ell})=k^{2}. Thus,

c(q)=p{(11p)k2m=0χ0(pm)dk(pm)2pm}G(k+1)G(2k+1),c_{\boldsymbol{\ell}}(q)=\prod_{p}\left\{\left(1-\frac{1}{p}\right)^{k^{2}}\sum_{m=0}^{\infty}\frac{\chi_{0}(p^{m})d_{k}(p^{m})^{2}}{p^{m}}\right\}\frac{G(k+1)}{G(2k+1)},

for every \boldsymbol{\ell} appearing in the sum in (24). We see that c(q)c_{\boldsymbol{\ell}}(q) is the same as usual constant for ζ(s)\zeta(s), ck=ck(1)c_{k}=c_{k}(1) but with a slight change in the local factors in the Euler product corresponding to those primes pp which divide qq. That is,

(25) c(q)=ckpq{m=0d(pm)2pm}1=ckpq{m=0(m+k1k1)2pm}1.\begin{split}c_{\boldsymbol{\ell}}(q)=c_{k}\prod_{p\mid q}\left\{\sum_{m=0}^{\infty}\frac{d(p^{m})^{2}}{p^{m}}\right\}^{-1}=c_{k}\prod_{p\mid q}\left\{\sum_{m=0}^{\infty}\binom{m+k-1}{k-1}^{2}p^{-m}\right\}^{-1}.\end{split}

Substituting this back into (24),

ck(α)=ckqkφ(q)2k1pq{m=0(m+k1k1)2pm}1,\begin{split}c_{k}(\alpha)&{}=c_{k}\frac{q^{k}}{\varphi(q)^{2k-1}}\prod_{p\mid q}\left\{\sum_{m=0}^{\infty}\binom{m+k-1}{k-1}^{2}p^{-m}\right\}^{-1},\end{split}

as desired. This completes the proof of Theorem 1.8 from Proposition 6.1.

We now turn to the proof of Proposition 6.1. By (3), Mk(T;α)M_{k}(T;\alpha) is equal to

(26) qkφ(q)2k|(1)|=k,|(2)|=k(k(1))(k(2))[χχ(a)χ(2)χ(1)]T2T(1)(s)(2)(s)¯𝑑t,\frac{q^{k}}{\varphi(q)^{2k}}\sum_{\begin{subarray}{c}|\boldsymbol{\ell}^{(1)}|=k,\\ |\boldsymbol{\ell}^{(2)}|=k\end{subarray}}\binom{k}{\boldsymbol{\ell}^{(1)}}\binom{k}{\boldsymbol{\ell}^{(2)}}\left[\prod_{\chi}\chi(a)^{\ell^{(2)}_{\chi}-\ell^{(1)}_{\chi}}\right]\int_{T}^{2T}\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)}\,dt,

where s=1/2+its=1/2+it. We divide the terms in the sum into four types:

  • The primary diagonal terms. These correspond to (1)=(2)=k𝜹χ\boldsymbol{\ell}^{(1)}=\boldsymbol{\ell}^{(2)}=k\boldsymbol{\delta}^{\chi} for some character χ\chi. For such terms, it is clear that (k(j))=1\binom{k}{\boldsymbol{\ell}^{(j)}}=1 and the integral devolves to Mk(T;χ)M_{k}(T;\chi).

  • The secondary diagonal terms. These correspond to diagonal terms (1)=(2)\boldsymbol{\ell}^{(1)}=\boldsymbol{\ell}^{(2)} which are not main diagonal terms. Thus, =(1)=(2)k𝜹χ\boldsymbol{\ell}=\boldsymbol{\ell}^{(1)}=\boldsymbol{\ell}^{(2)}\neq k\boldsymbol{\delta}^{\chi} for every character χ\chi modulo qq. For such terms, the integral devolves to the mean square of (1/2+it)\mathcal{L}^{\boldsymbol{\ell}}(1/2+it) over [T,2T][T,2T].

  • The major off-diagonal terms. These correspond to (1)=k𝜹χ\boldsymbol{\ell}^{(1)}=k\boldsymbol{\delta}^{\chi} and (2)=k𝜹ν\boldsymbol{\ell}^{(2)}=k\boldsymbol{\delta}^{\nu} for distinct characters χ,ν\chi,\nu. For these terms, the integral devolves to T2TL(s,χ)kL(s,ν)¯k𝑑t\int_{T}^{2T}L(s,\chi)^{k}\overline{L(s,\nu)}^{k}\,dt.

  • The minor off-diagonal terms. These correspond to any terms which are not of any of the above three forms.

The primary diagonal terms clearly give rise to the main term in Proposition 6.1. We will show, through a series of lemmata, that all the other terms can be subsumed by the error term, thereby proving the proposition.

The following lemma is a corollary of a result of Milinovich and Turnage-Butterbaugh [35]:

Lemma 6.2.

Suppose that either 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds, and that \boldsymbol{\ell} is tuple of nonnegative integers indexed by the characters modulo qq satisfying ||=k|\boldsymbol{\ell}|=k. Then, for λ()=χχ2\lambda(\boldsymbol{\ell})=\sum_{\chi}\ell_{\chi}^{2} and any ϵ>0\epsilon>0,

T2T|(12+it)|2𝑑tq,k,ϵT(logT)λ+ϵ.\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}\left(\tfrac{1}{2}+it\right)\right|^{2}\,dt\ll_{q,k,\epsilon}T(\log T)^{\lambda+\epsilon}.

In particular, if k𝛅χ\boldsymbol{\ell}\neq k\boldsymbol{\delta}^{\chi} for all characters χ\chi modulo qq, then

T2T|(12+it)|2𝑑tq,k,ϵT(logT)k21+ϵ,\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}\left(\tfrac{1}{2}+it\right)\right|^{2}\,dt\ll_{q,k,\epsilon}T(\log T)^{k^{2}-1+\epsilon},

and hence, the secondary diagonal terms in (26) contribute at most oq,k(T(logT)k2)o_{q,k}(T(\log T)^{k^{2}}) to the sum.

Proof.

First, suppose that 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds. Then, the first inequality is trivally true due to Theorem 1.7. Alternatively, suppose that 𝖦𝖱𝖧(q)\mathsf{GRH}(q) holds. Then, the first inequality follows by applying [35, Theorem 1.1] in the specific case where all the LL-functions involved are Dirichlet LL-functions.

Now note that under the constraints χ0\ell_{\chi}\geqslant 0 and χχ=k\sum_{\chi}\ell_{\chi}=k, we have that λ=χχ2k2\lambda=\sum_{\chi}\ell_{\chi}^{2}\leqslant k^{2} with equality if and only if the entire weight of \boldsymbol{\ell} is concentrated on a single character. In particular, if k𝜹χ\boldsymbol{\ell}\neq k\boldsymbol{\delta}^{\chi} for all characters χ\chi, then λ()<k2\lambda(\boldsymbol{\ell})<k^{2} and so, λ()k21\lambda(\boldsymbol{\ell})\leqslant k^{2}-1. Thus, the second inequality in the lemma follows from the first.

Finally, it is clear that the constant (k)2\binom{k}{\boldsymbol{\ell}}^{2} in the the secondary diagonal terms can be subsumed into the implicit constant from the second bound. Taking, for example, ϵ=1/2\epsilon=1/2 shows that each such term is oq,k(T(logT)k2)o_{q,k}(T(\log T)^{k^{2}}) and since there are only q,k1\ll_{q,k}1 such terms it follows that these contribute only oq,k(T(logT)k2)o_{q,k}(T(\log T)^{k^{2}}).

The minor off-diagonal terms can be handled by Cauchy-Schwarz. This is very far from sharp, but our other error terms are already of size q,kT(logT)k22k+2\asymp_{q,k}T(\log T)^{k^{2}-2k+2} and so this suffices for our purposes.

Lemma 6.3.

Suppose that either 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds and that (1)\boldsymbol{\ell}^{(1)} and (2)\boldsymbol{\ell}^{(2)} are tuples of nonnegative integers characters modulo qq satisfying |(1)|=|(2)|=k|\boldsymbol{\ell}^{(1)}|=|\boldsymbol{\ell}^{(2)}|=k. Further, suppose that (1),(2)\boldsymbol{\ell}^{(1)},\boldsymbol{\ell}^{(2)} correspond to a minor off-diagonal term, as defined above. Then, for s=1/2+its=1/2+it and any ϵ>0\epsilon>0,

T2T(1)(s)(2)(s)¯𝑑tq,k,ϵT(logT)k21/2+ϵ,\int_{T}^{2T}\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)}\,dt\ll_{q,k,\epsilon}T(\log T)^{k^{2}-1/2+\epsilon},

and hence, the minor off-diagonal terms in (26) contribute at most oq,k(T(logT)k2)o_{q,k}(T(\log T)^{k^{2}}) to the sum.

Proof.

Since ((1),(2))(\boldsymbol{\ell}^{(1)},\boldsymbol{\ell}^{(2)}) corresponds to an off-diagonal term, (1)(2)\boldsymbol{\ell}^{(1)}\neq\boldsymbol{\ell}^{(2)}. Further, since it is not a major off-diagonal term we must have that either (1)\boldsymbol{\ell}^{(1)} or (2)\boldsymbol{\ell}^{(2)} is not of the form k𝜹χk\boldsymbol{\delta}^{\chi} for some character χ\chi. Due to symmetry, we can assume without loss of generality that (1)k𝜹χ\boldsymbol{\ell}^{(1)}\neq k\boldsymbol{\delta}^{\chi} for all characters χ\chi. Then, by Cauchy-Schwarz and Lemma 6.2, we get for s=1/2+its=1/2+it,

T2T(1)(s)(2)(s)¯dt(T2T|(1)(s)|2𝑑t)1/2(T2T|(2)(s)|2𝑑t)1/2q,k,ϵ{T(logT)k21+ϵ}1/2{T(logT)k2+ϵ}1/2=T(logT)k21/2+ϵ.\begin{split}\int_{T}^{2T}\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)&\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)}\,dt\\ &{}\ll\left(\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\right|^{2}\,dt\right)^{1/2}\left(\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)\right|^{2}\,dt\right)^{1/2}\\ {}&\ll_{q,k,\epsilon}\left\{T(\log T)^{k^{2}-1+\epsilon}\right\}^{1/2}\left\{T(\log T)^{k^{2}+\epsilon}\right\}^{1/2}\\ &{}=T(\log T)^{k^{2}-1/2+\epsilon}.\end{split}

Showing that these terms contribute to the error is similar to the previous lemma, hence we omit the proof.

We note in passing that if k=1k=1, there are no secondary diagonal terms or minor off-diagonal terms, and so the previous two lemmata are unnecessary.

It remains to deal with the major non-diagonal terms. If k2k\geqslant 2, then again Cauchy-Schwarz suffices.

Lemma 6.4.

Suppose that either 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k) holds for some k2k\geqslant 2 and that χ\chi and ν\nu are distinct characters modulo qq. Then, for s=1/2+its=1/2+it and any ϵ>0\epsilon>0,

T2TL(s,χ)kL(s,ν)¯k𝑑tq,k,ϵT(logT)k22k+2+ϵ,\int_{T}^{2T}L(s,\chi)^{k}\overline{L(s,\nu)}^{k}\,dt\ll_{q,k,\epsilon}T(\log T)^{k^{2}-2k+2+\epsilon},

and hence, the major off-diagonal terms in (26) contribute at most oq,k(T(logT)k2)o_{q,k}(T(\log T)^{k^{2}}) to the sum.

Proof.

Note that,

L(s,χ)kL(s,ν)¯k=[L(s,χ)k1L(s,ν)¯][L(s,χ)L(s,ν)¯k1].L(s,\chi)^{k}\overline{L(s,\nu)}^{k}=\left[L(s,\chi)^{k-1}\overline{L(s,\nu)}\right]\left[L(s,\chi)\overline{L(s,\nu)}^{k-1}\right].

Thus, setting

(1)=(k1)𝜹χ+𝜹ν\boldsymbol{\ell}^{(1)}=(k-1)\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu}

and

(2)=𝜹χ+(k1)𝜹ν,\boldsymbol{\ell}^{(2)}=\boldsymbol{\delta}^{\chi}+(k-1)\boldsymbol{\delta}^{\nu},

we see by Cauchy-Schwarz and Lemma 6.2 that

T2TL(s,χ)kL(s,ν¯)kdt(T2T|(1)(1/2+it)|2𝑑t)1/2(T2T|(2)(1/2+it)|2𝑑t)1/2q,k,ϵ{T(logT)k22k+2+ϵ}1/2{T(logT)k22k+2+ϵ}1/2=T(logT)k22k+2+ϵ,\begin{split}\int_{T}^{2T}&L(s,\chi)^{k}\overline{L(s,\nu})^{k}\,dt\\ {}&\ll\left(\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(1/2+it)\right|^{2}\,dt\right)^{1/2}\left(\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(1/2+it)\right|^{2}\,dt\right)^{1/2}\\ {}&\ll_{q,k,\epsilon}\left\{T(\log T)^{k^{2}-2k+2+\epsilon}\right\}^{1/2}\left\{T(\log T)^{k^{2}-2k+2+\epsilon}\right\}^{1/2}\\ &{}=T(\log T)^{k^{2}-2k+2+\epsilon},\end{split}

proving the desired bound. Showing that these terms contribute to the error is similar to the above lemmata, and hence omitted.

From the discussion above, it remains to deal with the off-diagonal terms when k=1k=1, and to show that the argument can be made unconditional for k=2k=2. We postpone the latter to Section 6.4, as it will be a corollary of the discussion about Theorem 1.2.

For the former, since we also claimed that Proposition 6.1 is unconditional in this case, we cannot use the hypotheses 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k). For such terms, standard techniques developed to handle the mean square of ζ(s)\zeta(s) can be applied. For our purposes, the following lemma suffices:

Lemma 6.5.

Let χ\chi and ν\nu be distinct characters modulo qq. Then, for s=1/2+its=1/2+it,

T2TL(s,χ)L(s,ν)¯𝑑tqT(logT)3/4,\int_{T}^{2T}L(s,\chi)\overline{L(s,\nu)}\,dt\ll_{q}T(\log T)^{3/4},

unconditionally. Hence, if k=1k=1, the off-diagonal terms in (26) contribute only oq(TlogT)o_{q}(T\log T) to the sum.

Proof.

The upper bound is [31, Equation 4] with χj=χ\chi_{j}=\chi and χk=ν\chi_{k}=\nu. Showing that these terms contribute to the error is similar to the previous lemmata, and hence omitted.

Proposition 6.1 follows by putting all these lemmata together, thus completing the proof of Theorem 1.8.

6.3. Upper and Lower Bounds for Mk(T;α)M_{k}(T;\alpha)

In order to prove Theorem 1.10, we have to find bounds on Mk(T;α)M_{k}(T;\alpha) conditionally on GRH.

The claimed upper bound follows trivially from the previous subsection, since Proposition 6.1 tells us that on 𝖦𝖱𝖧(q)\mathsf{GRH}(q),

Mk(T;α)q,kχMk(T;χ)+T(logT)k2,M_{k}(T;\alpha)\ll_{q,k}\sum_{\chi}M_{k}(T;\chi)+T(\log T)^{k^{2}},

and Lemma 6.2 tells us that on 𝖦𝖱𝖧(q)\mathsf{GRH}(q),

Mk(T;χ)q,k,ϵT(logT)k2+ϵ.M_{k}(T;\chi)\ll_{q,k,\epsilon}T(\log T)^{k^{2}+\epsilon}.

To prove the lower bound, we proceed by reducing the problem to computing lower bounds for the moments of ζ(s)\zeta(s), i.e. lower bounds on Mk(T)M_{k}(T). The key fact is the following obvious lemma:

Lemma 6.6.

Let χ0\chi_{0} be the principal Dirichlet character modulo qq. Then,

T2T|L(12+it,χ0)|2k𝑑tq,kT2T|ζ(12+it)|2k𝑑t.\int_{T}^{2T}\left|L\left(\tfrac{1}{2}+it,\chi_{0}\right)\right|^{2k}\,dt\asymp_{q,k}\int_{T}^{2T}\left|\zeta\left(\tfrac{1}{2}+it\right)\right|^{2k}\,dt.

In particular, this tells us that Mk(T;χ0)q,kMk(T)M_{k}(T;\chi_{0})\gg_{q,k}M_{k}(T). By the deep results in the literature about lower bounds for Mk(T)M_{k}(T) mentioned in the introduction, we can conclude that in fact Mk(T;χ0)q,kT(logT)k2M_{k}(T;\chi_{0})\gg_{q,k}T(\log T)^{k^{2}}.

Then, by Proposition 6.1, we have conditionally on GRH,

Mk(T;α)q,kχMk(T;χ)+oq,k(T(logT)k2)Mk(T;χ0)+oq,k(T(logT)k2)q,kT(logT)k2,\begin{split}M_{k}(T;\alpha)&{}\gg_{q,k}\sum_{\chi}M_{k}(T;\chi)+o_{q,k}(T(\log T)^{k^{2}})\\ &{}\geqslant M_{k}(T;\chi_{0})+o_{q,k}(T(\log T)^{k^{2}})\\ &{}\gg_{q,k}T(\log T)^{k^{2}},\end{split}

completing the proof.

6.4. The Fourth Moment of ζ(s,α)\zeta(s,\alpha)

The goal here is to compute the asymptotic for M2(T;α)M_{2}(T;\alpha), for α\alpha\in\mathbb{Q} originally proved (unpublished) in Andersson’s thesis [1, pp. 71-72]. We reprove this here as, in the process, we will be able to verify that our conjectures for the constants c(q)c_{\boldsymbol{\ell}}(q) and ck(α)c_{k}(\alpha) are correct when ||2|\boldsymbol{\ell}|\leqslant 2 or k2k\leqslant 2. Further, our discussion will imply that the conclusion in Proposition 6.1 is true unconditionally if k=2k=2.

To do this, we make use of a recent result of Topacogullari [44], where he computes the full asymptotic formula for the fourth moments of L(s,χ)L(s,\chi) and the mean-square of L(s,χ)L(s,ν)L(s,\chi)L(s,\nu) with a power saving in the error term, and an explicit dependence on the conductors. We state the weaker result we need as propositions.

Proposition 6.7.

Let χ\chi be a Dirichlet character modulo qq. Then, for s=1/2+its=1/2+it,

T2T|L(s,χ)|4𝑑t=C(χ)T(logT)4+Oq(T(logT)3)\int_{T}^{2T}\left|L\left(s,\chi\right)\right|^{4}\,dt=C(\chi)T(\log T)^{4}+O_{q}(T(\log T)^{3})

where C(χ)C(\chi) is given by

C(χ)=12π2φ(q)2q2pq(12p+1).C(\chi)=\frac{1}{2\pi^{2}}\frac{\varphi(q)^{2}}{q^{2}}\prod_{p\mid q}\left(1-\frac{2}{p+1}\right).
Proof.

This is an immediate corollary of [44, Theorem 1.1]. ∎

Proposition 6.8.

Let χ\chi and ν\nu be distinct Dirichlet characters modulo qq. Then, for s=1/2+its=1/2+it,

T2T|L(s,χ)L(s,ν)|2𝑑t=D(χ,ν)T(logT)2+Oq(TlogT)\int_{T}^{2T}\left|L\left(s,\chi\right)L\left(s,\nu\right)\right|^{2}\,dt=D(\chi,\nu)T(\log T)^{2}+O_{q}(T\log T)

where D(χ,ν)D(\chi,\nu) is given by

D(χ,ν)=6π2|L(1,χν¯)|2φ(q)qpq(11p+1).D(\chi,\nu)=\frac{6}{\pi^{2}}|L(1,\chi\overline{\nu})|^{2}\frac{\varphi(q)}{q}\prod_{p\mid q}\left(1-\frac{1}{p+1}\right).
Proof.

This is a corollary of [44, Theorem 1.3], by setting χ1=χ\chi_{1}=\chi, χ2=ν\chi_{2}=\nu, q1=q2=qq_{1}=q_{2}=q, noting that this implies q1=q2=1q_{1}^{\star}=q_{2}^{\star}=1 and noting that φ(q2)=qφ(q)\varphi(q^{2})=q\varphi(q). ∎

We note here that the previous two propositions show that the result of Proposition 6.1 can be obtained unconditionally when k=2k=2, which we had not shown previously. This is because the hypotheses 𝖦𝖱𝖧(q)\mathsf{GRH}(q) or 𝖲𝗉(q,k)\mathsf{Sp}(q,k) were used only in the proof of Lemma 6.2 and this use can be replaced by the above propositions, which trivially give the bound

T2T|(12+it)|2𝑑tqT(logT)λ\int_{T}^{2T}\left|\mathcal{L}^{\boldsymbol{\ell}}\left(\tfrac{1}{2}+it\right)\right|^{2}\,dt\ll_{q}T(\log T)^{\lambda}

for \boldsymbol{\ell} satisfying ||=2|\boldsymbol{\ell}|=2.

Now, these propositions clearly raise the question of whether the constants in them are consistent with the conjectural constant one obtains in Theorem 1.7 with ||=2|\boldsymbol{\ell}|=2. Let C(χ)C^{\prime}(\chi) and D(χ,ν)D^{\prime}(\chi,\nu) be the constants predicted by Theorem 1.7. Then, C(χ)=c(q)C^{\prime}(\chi)=c_{\boldsymbol{\ell}}(q) for =2𝜹χ\boldsymbol{\ell}=2\boldsymbol{\delta}^{\chi}, and D(χ,ν)=c(q)D^{\prime}(\chi,\nu)=c_{\boldsymbol{\ell}}(q) for =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu}, χν\chi\neq\nu.

To show that C(χ)=C(χ)C(\chi)=C^{\prime}(\chi) and D(χ,ν)=D(χ,ν)D(\chi,\nu)=D^{\prime}(\chi,\nu), the plan of attack will be to write everything involved as an Euler product, and then compare what happens on both sides in the local factors for different primes pp.

In particular, recall Ingham’s result that c2=12π2c_{2}=\frac{1}{2\pi^{2}}. Thus, using this, we can suppress the local factors for pqp\nmid q when showing C(χ)=C(χ)C(\chi)=C^{\prime}(\chi). Rewriting C(χ)C(\chi) in Euler product form using a standard formula for φ(q)/q\varphi(q)/q, we see that

(27) C(χ)=c2pq(11p)2(12p+1)=c2pq(11p)3(1+1p)1.\begin{split}C(\chi)&{}=c_{2}\prod_{p\mid q}\left(1-\frac{1}{p}\right)^{2}\left(1-\frac{2}{p+1}\right)\\ &{}=c_{2}\prod_{p\mid q}\left(1-\frac{1}{p}\right)^{3}\left(1+\frac{1}{p}\right)^{-1}.\end{split}

Now since C(χ)=c(q)C^{\prime}(\chi)=c_{\boldsymbol{\ell}}(q) for =2𝜹χ\boldsymbol{\ell}=2\boldsymbol{\delta}^{\chi}, we get that λ=22=4\lambda=2^{2}=4, d(n)=χ0(n)d2(n)d_{\boldsymbol{\ell}}(n)=\chi_{0}(n)d_{2}(n) where χ0\chi_{0} is the principal character modulo qq, and hence

C(χ)=c(q)=[p{(11p)4m=0χ0(pm)d2(pm)2pm}][G(3)2G(5)].\begin{split}C^{\prime}(\chi)=c_{\boldsymbol{\ell}}(q)=\left[\prod_{p}\left\{\left(1-\frac{1}{p}\right)^{4}\sum_{m=0}^{\infty}\frac{\chi_{0}(p^{m})d_{2}(p^{m})^{2}}{p^{m}}\right\}\right]\left[\frac{G(3)^{2}}{G(5)}\right].\end{split}

Recall that

c2=[p{(11p)4m=0d2(pm)2pm}][G(3)2G(5)].c_{2}=\left[\prod_{p}\left\{\left(1-\frac{1}{p}\right)^{4}\sum_{m=0}^{\infty}\frac{d_{2}(p^{m})^{2}}{p^{m}}\right\}\right]\left[\frac{G(3)^{2}}{G(5)}\right].

Thus, we see that

(28) C(χ)=c2pq{m=0d2(pm)2pm}1.C^{\prime}(\chi)=c_{2}\prod_{p\mid q}\left\{\sum_{m=0}^{\infty}\frac{d_{2}(p^{m})^{2}}{p^{m}}\right\}^{-1}.

In light of (27) and (28), it suffices to note the power series equality

m=0d2(pm)2zm=1+z(1z)3,\sum_{m=0}^{\infty}d_{2}(p^{m})^{2}z^{m}=\frac{1+z}{(1-z)^{3}},

for |z|<1|z|<1, as then plugging in z=1/pz=1/p and taking products over pqp\mid q gives us C(χ)=C(χ)C(\chi)=C^{\prime}(\chi). To see the above power series equality, note that d2(pm)=m+1d_{2}(p^{m})=m+1 and hence this follows straightforwardly from the geometric series formula.

Now, we turn to showing D(χ,ν)=D(χ,ν)D(\chi,\nu)=D^{\prime}(\chi,\nu). Since D(χ,ν)=c(q)D^{\prime}(\chi,\nu)=c_{\boldsymbol{\ell}}(q) for =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu}, hence (s)=L(s,χ)L(s,ν)\mathcal{L}^{\boldsymbol{\ell}}(s)=L(s,\chi)L(s,\nu) and d=χνd_{\boldsymbol{\ell}}=\chi*\nu, where * denotes Dirichlet convolution. Because ν\nu is completely multiplicative, d(n)=ν(n){1(χν¯)}(n)d_{\boldsymbol{\ell}}(n)=\nu(n)\{1*(\chi\overline{\nu})\}(n). In particular, it follows that |d(n)|2|d_{\boldsymbol{\ell}}(n)|^{2} depends only on χν¯\chi\overline{\nu} and not the individual characters χ\chi and ν\nu. Thus, D(χ,ν)D^{\prime}(\chi,\nu) also depends only on χν¯\chi\overline{\nu}. By inspection, we see that D(χ,ν)D(\chi,\nu) also depends only on χν¯\chi\overline{\nu}. Thus, without loss of generality, we can assume that ν=χ0\nu=\chi_{0}. It now suffices to show that for χχ0\chi\neq\chi_{0}, D(χ,χ0)=D(χ,χ0)D(\chi,\chi_{0})=D^{\prime}(\chi,\chi_{0}).

For =𝜹χ+𝜹χ0\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\chi_{0}}, we see that λ=12+12=2\lambda=1^{2}+1^{2}=2. Further, d(n)=χ0(n){1χ}(n)d_{\boldsymbol{\ell}}(n)=\chi_{0}(n)\{1*\chi\}(n). Finally the product over χ\chi in the expression for c(q)c_{\boldsymbol{\ell}}(q) vanishes, since G(1)2/G(3)=1G(1)^{2}/G(3)=1. Thus, we get

(29) D(χ,χ0)=p{(11p)2m=0χ0(pm)|(1χ)(pm)|2pm}D^{\prime}(\chi,\chi_{0})=\prod_{p}\left\{\left(1-\frac{1}{p}\right)^{2}\sum_{m=0}^{\infty}\frac{\chi_{0}(p^{m})|(1*\chi)(p^{m})|^{2}}{p^{m}}\right\}

Now, using the Euler product formulae,

6π2=1ζ(2)=p(11p2)\frac{6}{\pi^{2}}=\frac{1}{\zeta(2)}=\prod_{p}\left(1-\frac{1}{p^{2}}\right)

and

L(1,χ)=p11χ(p)p1,L(1,\chi)=\prod_{p}\frac{1}{1-\chi(p)p^{-1}},

where the latter holds because χχ0\chi\neq\chi_{0}, we see that

(30) D(χ,χ0)=6π2|L(1,χ)|2φ(q)qp(11p+1)={p1p2(1χ(p)p1)(1χ¯(p)p1)}{pq1p11+p1}.\begin{split}D(\chi,\chi_{0})&{}=\frac{6}{\pi^{2}}|L(1,\chi)|^{2}\frac{\varphi(q)}{q}\prod_{p}\left(1-\frac{1}{p+1}\right)\\ &{}=\left\{\prod_{p}\frac{1-p^{-2}}{(1-\chi(p)p^{-1})(1-\overline{\chi}(p)p^{-1})}\right\}\left\{\prod_{p\mid q}\frac{1-p^{-1}}{1+p^{-1}}\right\}.\end{split}

Comparing the local factors corresponding to primes pp dividing qq, we see that for D(χ,χ0)D^{\prime}(\chi,\chi_{0}) these are (1p1)2(1-p^{-1})^{2}, while for D(χ,χ0)D(\chi,\chi_{0}), they are

(1p2)(1p1)1+p1=(1p1)2.\frac{(1-p^{-2})(1-p^{-1})}{1+p^{-1}}=(1-p^{-1})^{2}.

Thus, it remains to check the local factors corresponding to primes pp which are coprime to qq. For D(χ,χ0)D(\chi,\chi_{0}), these are of the shape

1p2(1χ(p)p1)(1χ¯(p)p1),\frac{1-p^{-2}}{(1-\chi(p)p^{-1})(1-\overline{\chi}(p)p^{-1})},

while for D(χ,χ0)D^{\prime}(\chi,\chi_{0}), these are of the shape

(11p)2m=0|(1χ)(pm)|2pm.\left(1-\frac{1}{p}\right)^{2}\sum_{m=0}^{\infty}\frac{|(1*\chi)(p^{m})|^{2}}{p^{m}}.

Thus, to prove D(χ,χ0)=D(χ,χ0)D(\chi,\chi_{0})=D^{\prime}(\chi,\chi_{0}) it clearly suffices to prove the power series equality

1+z(1ωz)(1ω¯z)=(1z)m=0|j=0mωj|2zm,\frac{1+z}{(1-\omega z)(1-\overline{\omega}z)}=(1-z)\sum_{m=0}^{\infty}\left|\sum_{j=0}^{m}\omega^{j}\right|^{2}z^{m},

for |z|<1|z|<1 and |ω|=1|\omega|=1, as then plugging in z=1/pz=1/p, ω=χ(p)\omega=\chi(p) and multiplying both sides by (1p1)(1-p^{-1}) gives us the desired equality.

To prove this power series equality note that both sides are equal to

(31) m0(|j|mωj)zm,\sum_{m\geqslant 0}\left(\sum_{|j|\leqslant m}\omega^{j}\right)z^{m},

where the sum over jj runs through all integers in [m,m][-m,m]. For the right hand side, this follows from opening the square; for the left hand side it follows from the geometric series formula.

This discussion shows that the conjectural constants c(q)c_{\boldsymbol{\ell}}(q) from Theorem 1.7 are correct for =𝜹χ+𝜹ν\boldsymbol{\ell}=\boldsymbol{\delta}^{\chi}+\boldsymbol{\delta}^{\nu} where χ,ν\chi,\nu are not necessarily distinct Dirichlet characters modulo qq. One could, in principle, use Topacogullari’s results from [44] to verify the analoguous constants for products of the form L(s,χ)L(s,ν)L(s,\chi)L(s,\nu) with χ,ν\chi,\nu possibly having distinct moduli.

We now return to the proof of Theorem 1.2. We will set k=2k=2 in (26), and use the same classification for the different terms that arise in the right hand side of (26) as from Section 6.2.

We state some lemmata. Their proofs are analogous to the corresponding ones from Section 6.2 and hence the details are omitted.

Lemma 6.9.

Suppose that χ\chi and ν\nu are distinct characters modulo qq. Then, for s=1/2+its=1/2+it,

T2TL(s,χ)2L(s,ν)¯2qT(logT)2.\int_{T}^{2T}L(s,\chi)^{2}\overline{L(s,\nu)}^{2}\ll_{q}T(\log T)^{2}.
Proof.

This is analogous to Lemma 6.4. ∎

Lemma 6.10.

Suppose that (1)\boldsymbol{\ell}^{(1)} and (2)\boldsymbol{\ell}^{(2)} are tuples of nonnegative integers indexed by characters modulo qq satisfying |(1)|=|(1)|=2|\boldsymbol{\ell}^{(1)}|=|\boldsymbol{\ell}^{(1)}|=2. Further, suppose that (1)\boldsymbol{\ell}^{(1)} and (2)\boldsymbol{\ell}^{(2)} corresponds to a minor off-diagonal term. Then, for s=1/2+its=1/2+it,

T2T(1)(s)(2)(s)¯𝑑tqT(logT)3.\int_{T}^{2T}\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)}\,dt\ll_{q}T(\log T)^{3}.
Proof.

This is analogous to Lemma 6.3. ∎

We can now prove the theorem. Putting k=2k=2 in (26), we get

(32) q2φ(q)4|(1)|=2,|(2)|=2(k(1))(k(2))[χχ(a)χ(2)χ(1)]T2T(1)(s)(2)(s)¯𝑑t.\frac{q^{2}}{\varphi(q)^{4}}\sum_{\begin{subarray}{c}|\boldsymbol{\ell}^{(1)}|=2,\\ |\boldsymbol{\ell}^{(2)}|=2\end{subarray}}\binom{k}{\boldsymbol{\ell}^{(1)}}\binom{k}{\boldsymbol{\ell}^{(2)}}\left[\prod_{\chi}\chi(a)^{\ell^{(2)}_{\chi}-\ell^{(1)}_{\chi}}\right]\int_{T}^{2T}\mathcal{L}^{\boldsymbol{\ell}^{(1)}}(s)\overline{\mathcal{L}^{\boldsymbol{\ell}^{(2)}}(s)}\,dt.

We now use Proposition 6.7 to deal with the terms with the primary diagonal terms (i.e. those corresponding to (1)=(2)=2𝜹χ\boldsymbol{\ell}^{(1)}=\boldsymbol{\ell}^{(2)}=2\boldsymbol{\delta}^{\chi}). The discussion from Section 6.2 tells us that summing the main terms from Proposition 6.7 over χ\chi contributes c2(α)T(logT)4c_{2}(\alpha)T(\log T)^{4}, which gives the main term in Theorem 1.2. Note that this matches up with the conjectural constant from Theorem 1.8 for k=2k=2.

It remains to show that all the remaining terms can be absorbed in the error term in Theorem 1.2. We do this by applying Proposition 6.8, Lemma 6.9 and Lemma 6.10 appropriately to terms in (32), depending on their classification. There are φ(q)4\ll\varphi(q)^{4} such terms in (32), and they each contribute at most qT(logT)3\ll_{q}T(\log T)^{3}. This completes the proof.

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