Fluctuation of the primitive of Hardys function - crowlogic/arb4j GitHub Wiki
Fluctuation of the Primitive of Hardy's Function
Statement of the Subject
The paper by Matti Jutila, published in Hardy-Ramanujan Journal 41 (2018), 32–39, studies the oscillatory and local behavior of the primitive
$$ F(T) = \int_0^T Z(t),\mathrm{d}t $$
of Hardy's function $Z(t) = \chi(\tfrac{1}{2}+it)^{-1/2},\zeta(\tfrac{1}{2}+it)$, where $\chi(s) = 2^s \pi^{s-1}\sin(\tfrac{1}{2}\pi s),\Gamma(1-s)$ is as in the functional equation $\zeta(s) = \chi(s)\zeta(1-s)$. The central objects of study are:
- The local integrals $I(T_1,T_2) = \int_{T_1}^{T_2} Z(t),\mathrm{d}t = F(T_2) - F(T_1)$, which measure the net mass of $Z$ on an interval.
- The occurrence of a Gibbs-type phenomenon for $F(t)$ at certain critical points, analogous to the classical Gibbs phenomenon for partial sums of Fourier series, first observed by M. A. Korolev.
- An asymmetry in the behavior of $F(t)$ near the critical points $t(1/4)$ and $t(3/4)$, traced to the differing large-argument asymptotics of $K$-Bessel and $J$-Bessel functions.
Prerequisites
Hardy's function and the χ-factor
The functional equation for the Riemann zeta-function is
$$ \zeta(s) = \chi(s),\zeta(1-s), \qquad \chi(s) = 2^s\pi^{s-1}\sin\left(\tfrac{1}{2}\pi s\right),\Gamma(1-s). $$
On the critical line $s = \tfrac{1}{2}+it$, the factor $\chi(\tfrac{1}{2}+it)$ has modulus 1, so $|\zeta(\tfrac{1}{2}+it)| = |Z(t)|$. Hardy's function $Z(t)$ is real-valued for real $t$, and its sign changes are the zeros of $\zeta$ on the critical line.
Korolev's bound
The sharpest global estimate for $F(T)$ is $F(T) = O(T^{1/4})$, due to M. A. Korolev. This is the best possible order. It says that the positive and negative values of $Z(t)$ nearly cancel on $[0,T]$, with remainder of order $T^{1/4}$.
Atkinson-type formula
Jutila proved in [Jut09] the decomposition
$$ F(T) = S_1(T,L) + S_2(T,L') + O\left((\log T)^{5/4}\right), $$
where $S_1$ and $S_2$ are certain finite sums of lengths $L, L' \simeq \sqrt{T}$. This is an analogue for $F(T)$ of Atkinson's formula for the error term in the mean-square of $\zeta$.
Step function K(x)
$$ K(x) = \begin{cases} 0 & \text{for } 0 \le x < 1/4 \text{ and } 3/4 < x \le 1, \ 2\pi & \text{for } 1/4 < x < 3/4. \end{cases} $$
This piecewise-constant function is the leading-order profile of $F(t)$ as $t$ varies through one "period" of the lattice structure determined by $\sqrt{T/2\pi}$.
Parametrization by ϑ
Write $\sqrt{T/2\pi} = P + \vartheta$ with $P \in \mathbb{N}$ and $0 \le \vartheta < 1$. Define $t(\vartheta) = 2\pi(P + \vartheta)^2$, so $\sqrt{t(\vartheta)/2\pi} = P + \vartheta$. Fix $T = t(0) = 2\pi P^2$. The paper studies $F(t(\vartheta))$ as a function of $\vartheta \in [0,1)$.
Van der Corput's lemma (Titchmarsh, Lemma 4.8)
If $f$ is a real-valued $C^1$-function on $[a,b]$ with $|f'(x)| \le \theta < 1$ for all $x \in [a,b]$, then
$$ \sum_{a \le n \le b} e^{2\pi i f(n)} = \int_a^b e^{2\pi i f(x)},\mathrm{d}x + O(1). $$
This converts sums over integers into integrals, with bounded error, when the phase has small derivative.
Airy function
$$ \text{Ai}(z) = \int_0^\infty \cos\left(\frac{x^3}{3} + xz\right)\mathrm{d}x. $$
This is one of the standard representations of the Airy function. It satisfies $\text{Ai}''(z) = z,\text{Ai}(z)$. For large positive $z$, $\text{Ai}(z)$ decays exponentially; for large negative $z$, it oscillates with slowly decaying amplitude.
Bessel functions $J_{\pm 1/3}$ and $K_{1/3}$
For $0 < x \ll 1$:
$$ J_{\pm 1/3}(x) = \frac{x^{\pm 1/3}}{2^{\pm 1/3},\Gamma(1 \pm 1/3)}\left(1 + O(x)\right), \qquad K_{1/3}(x) = 2^{-2/3},\Gamma(1/3),x^{-1/3}\left(1 + O(x)\right). $$
For $x \gg 1$:
$$ K_{1/3}(x) = \sqrt{\frac{\pi}{2x}},e^{-x}\left(1 + O(x^{-1})\right). $$
The $J$-Bessel functions oscillate for large argument; the $K$-Bessel function decays exponentially. This dichotomy is the source of the asymmetry in sec. 6 of the paper.
The Gibbs phenomenon (classical)
For a function with a jump discontinuity, partial sums of its Fourier series overshoot the discontinuity by a fixed proportion (approximately 8.95%) that does not vanish as the number of terms increases. Jutila's paper demonstrates an analogous overshoot for $F(t)$ at the points where the step function $K(\vartheta)$ jumps.
Complete Exegesis
1. The global formula for F(T): equation (1.2)
Let $\vartheta_0 = \min(|\vartheta - 1/4|, |\vartheta - 3/4|)$. For $\vartheta_0 \neq 0$:
$$ F(T) = (T/2\pi)^{1/4}(-1)^P,K(\vartheta) + O\left(T^{1/6}\log T\right) + O\left(\min\left(T^{1/4},, T^{1/8}\vartheta_0^{-3/4}\right)\right). $$
This says: away from the critical fractional parts $\vartheta = 1/4$ and $\vartheta = 3/4$, the primitive is well-approximated by the step function $K$ scaled by $(T/2\pi)^{1/4}(-1)^P$. The second error term blows up as $\vartheta_0 \to 0$, reflecting the discontinuity of $K$ versus the continuity of $F$.
At the exceptional values $\vartheta = j/4$ with $j = 1$ or $3$:
$$ F(T) = (T/2\pi)^{1/4}(-1)^P\left(\pi + (-1)^{(j-1)/2}(\pi/3)\right) + O(T^{1/6}\log T). $$
For $j = 1$: the value is $\pi + \pi/3 = 4\pi/3$, multiplied by the prefactor. For $j = 3$: the value is $\pi - \pi/3 = 2\pi/3$, multiplied by the prefactor. These are the midpoint values of the step function's jump, analogous to the Cesàro value of a Fourier series at a discontinuity, but with a correction from the cubic phase.
2. The approximate functional equation: equation (1.5)
For $T \le t \le T + 2\sqrt{2\pi T} + 2\pi$ (i.e., one "period" of the lattice):
$$ F(t) = S_1(t, L_0) + O(T^c), $$
where $L_0 \simeq T^{1/4}$ and $c = 27/164 < 1/6$. This is a shorter sum than in (1.1): only $T^{1/4}$ terms instead of $T^{1/2}$. The second sum $S_2$ is absorbed into the error. This comes from a generalized approximate functional equation proved in [Jut17], where the splitting parameter is allowed to vary.
3. Simplification to S(ϑ): equations (2.6)–(2.8)
The simplified form of $S_1(t(\vartheta), L_0)$ retains only the leading-order terms of the coefficients:
$$ S_1(t(\vartheta), L_0) = 2\sqrt{2},(T/2\pi)^{1/4}(-1)^P,S(\vartheta) + O(1), $$
where
$$ S(\vartheta) = \sum_{0 \le n \le L_0} (n+\tfrac{1}{2})^{-1},(-1)^{n(n+1)/2},\sin\left(2\pi(n+\tfrac{1}{2})\vartheta + A(n+\tfrac{1}{2})^3\right), $$
and $A = A(T) = \frac{1}{12}\sqrt{2\pi^3},T^{-1/2}$.
The simplification steps are: (i) replace error terms $O((n+\tfrac{1}{2})^2/T)$ by 1; (ii) replace $t$ by $T$ in $A(t)$ and in the $(t/2\pi)^{1/4}$ prefactor; (iii) drop the fifth-order phase correction $O((n+\tfrac{1}{2})^5 T^{-3/2})$. These are all legitimate because $n \le L_0 \simeq T^{1/4}$, so the dropped terms contribute $O(1)$ in total.
Combining (1.5) and (2.6):
$$ F(t(\vartheta)) = 2\sqrt{2},(T/2\pi)^{1/4}(-1)^P,S(\vartheta) + O(T^c). $$
The change in $F$ is then
$$ F(t_2) - F(t_1) = 2\sqrt{2},(T/2\pi)^{1/4}(-1)^P \int_{\vartheta_1}^{\vartheta_2} S'(\vartheta),\mathrm{d}\vartheta + O(T^c). $$
4. The derivative S′(ϑ): equation (2.10)
Differentiating (2.7) term-by-term with respect to $\vartheta$:
$$ S'(\vartheta) = 2\pi \sum_{0 \le n \le L_0} (-1)^{n(n+1)/2},\cos\left(2\pi(n+\tfrac{1}{2})\vartheta + A(n+\tfrac{1}{2})^3\right). $$
The factor $(n+\tfrac{1}{2})^{-1}$ in $S(\vartheta)$ is cancelled by the derivative of the sine, which brings down the factor $2\pi(n+\tfrac{1}{2})$. Term-by-term differentiation is justified because the sum is finite (length $L_0$).
5. Arithmetic of the sign factors: equations (3.11)–(3.14)
Setting $\vartheta = j/4 + \delta$ and expanding the cosine using the angle-addition identity:
$$ \cos\left(2\pi(n+\tfrac{1}{2})\tfrac{j}{4}\right)\cos\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right) - \sin\left(2\pi(n+\tfrac{1}{2})\tfrac{j}{4}\right)\sin\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right). $$
The key computation: the products
$$ (-1)^{n(n+1)/2}\cos\left(2\pi(n+\tfrac{1}{2})\tfrac{j}{4}\right) \quad \text{and} \quad (-1)^{n(n+1)/2}\sin\left(2\pi(n+\tfrac{1}{2})\tfrac{j}{4}\right) $$
depend only on $n \bmod 4$. Computing for $n = 0,1,2,3$:
- The sequence $(-1)^{n(n+1)/2}$ takes values $1, -1, -1, 1$ (for $n = 0,1,2,3$).
- For $j = 1$: $\cos(2\pi(n+\tfrac{1}{2})/4)$ at half-integers gives $\cos(\pi/4), \cos(3\pi/4), \cos(5\pi/4), \cos(7\pi/4) = \tfrac{1}{\sqrt{2}}(-1, -1, 1, 1)$ after the shift.
- Multiplying entry-by-entry: the products for the cosine factor yield $\tfrac{1}{\sqrt{2}}(1,1,1,1)$ up to the sign $(-1)^{(j-1)/2}$.
- For the sine factor, the products yield $\tfrac{1}{\sqrt{2}}(1,-1,1,-1)$ for both $j = 1$ and $j = 3$.
Therefore:
$$ S'\left(\tfrac{j}{4}+\delta\right) = \sqrt{2},\pi,(-1)^{(j-1)/2}\sum_{0 \le n \le L_0}\cos\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right) $$
$$ \quad - \sqrt{2},\pi\sum_{0 \le n \le L_0}(-1)^n\sin\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right). $$
The first sum has all signs aligned (the arithmetic of residues modulo 4 produced a constant vector). The second sum has alternating signs via the $(-1)^n$ factor.
6. Euler–Maclaurin / van der Corput replacement: equations (3.16)–(3.17)
Define $f(x) = (x+\tfrac{1}{2})\delta + (A/2\pi)(x+\tfrac{1}{2})^3$. For the constraints $|\delta| \le a$ and $L_0 = bT^{1/4}$ with $a, b$ sufficiently small:
$$ f'(x) = \delta + \tfrac{3A}{2\pi}(x+\tfrac{1}{2})^2. $$
Since $A \simeq T^{-1/2}$ and $x \le L_0 = bT^{1/4}$, we get $f'(x) \le a + \tfrac{3b^2}{2\pi}\cdot\text{const}$, which can be made $\le \theta < 1$ by choosing $a$ and $b$ small. Van der Corput's lemma then gives:
$$ \sum_{0 \le n \le L_0}\cos\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right) = \Re\int_0^{L_0} e(f(x)),\mathrm{d}x + O(1). $$
For the alternating sum (3.14): splitting into even and odd $n$ produces two integrals whose difference is $O(1)$ (by the same lemma, since the phase functions for even and odd subsequences are close). Hence:
$$ \sum_{0 \le n \le L_0}(-1)^n\sin\left(2\pi(n+\tfrac{1}{2})\delta + A(n+\tfrac{1}{2})^3\right) = O(1). $$
The alternating sign $(-1)^n$ introduces a half-integer shift in the effective frequency, pushing $|f'|$ away from zero and making the sum bounded.
7. Extension to infinity and the Airy integral B(u): equations (3.18)–(3.22)
Extending the integral from $[0, L_0]$ to $[0, \infty)$ is justified by integration by parts: for $x \ge L_0$, $|f'(x)| \gg 1$ (the cubic term dominates), provided $a$ is small relative to $b^2$. The tail integral is $O(L_0^{-2}T^{1/2}) = O(1)$.
Combining (3.13), (3.14), (3.16), (3.17):
$$ S'\left(\tfrac{j}{4}+\delta\right) = \sqrt{2},\pi,(-1)^{(j-1)/2},B(\delta) + O(1), $$
where
$$ B(u) = \int_0^\infty \cos(Ax^3 + 2\pi u x),\mathrm{d}x. $$
This integral is a scaled Airy function. The substitution $x = (3/A)^{1/3}y$ transforms the cubic into $y^3/3$, yielding:
$$ B(u) = \sqrt{2/\pi},\text{Ai}\left(2\sqrt{2\pi},T^{1/6}u\right),T^{1/6}. $$
Alternatively, via Watson's formula (p. 190 of [Wat66]):
For $u > 0$:
$$ B(u) = \frac{\sqrt{2\pi u}}{3\sqrt{A}},K_{1/3}\left(\frac{2(2\pi u)^{3/2}}{3\sqrt{3A}}\right). $$
For $u < 0$:
$$ B(u) = \frac{\pi\sqrt{2\pi|u|}}{3\sqrt{3A}}\left(J_{1/3}\left(\frac{2(2\pi|u|)^{3/2}}{3\sqrt{3A}}\right) + J_{-1/3}\left(\frac{2(2\pi|u|)^{3/2}}{3\sqrt{3A}}\right)\right). $$
At $u = 0$:
$$ B(0) = \sqrt{2\pi},3^{-2/3},\Gamma(2/3)^{-1},T^{1/6}. $$
This follows from the known value $\text{Ai}(0) = 3^{-2/3}/\Gamma(2/3)$ and the relation (3.22).
8. Theorem 1: the variation formula
Combining (2.9) and (3.18):
Theorem 1. Define $t_{i,j} = t(j/4 + \delta_i)$ for $i = 1,2$ and $j = 1,3$. Suppose $|\delta_i| \le a$ with $a$ sufficiently small. Then:
$$ F(t_{2,j}) - F(t_{1,j}) = 4\pi(T/2\pi)^{1/4}(-1)^P(-1)^{(j-1)/2}\int_{\delta_1}^{\delta_2} B(u),\mathrm{d}u + O(T^c) + O(|\delta_2-\delta_1|,T^{1/4}). $$
The coefficient $4\pi$ arises as $2\sqrt{2}\cdot\sqrt{2}\pi = 4\pi$. The last error term comes from the $O(1)$ in (3.18), integrated over $[\delta_1, \delta_2]$ and multiplied by the prefactor $2\sqrt{2}(T/2\pi)^{1/4}$.
9. Theorem 2: controlled bias of Z(t) near the critical points
Theorem 2. Let $t_1 < t_2$ with both $t_i$ in the interval $[t(j/4) - dT^{1/3},, t(j/4) + dT^{1/3}]$ for $j = 1$ or $3$ and $d$ sufficiently small. Suppose $U = t_2 - t_1 \gg c_4 T^{c+1/12}$. Then:
$$ c_5,U,T^{-1/12} \le (-1)^P(-1)^{(j-1)/2},I(t_1,t_2) \le c_6,U,T^{-1/12}. $$
Proof mechanism. The constraint $|t_i - t(j/4)| \le dT^{1/3}$ translates to $|\delta_i| \le d_1 T^{-1/6}$ (since $t(\vartheta) = 2\pi(P+\vartheta)^2$ and the derivative is $\approx 4\pi P \simeq T^{1/2}$). Then $\delta_2 - \delta_1 \simeq T^{-1/2}U$. The arguments of the Bessel functions in (3.20)–(3.21) are $O(1)$ (small), so the small-argument expansions apply, giving $B(u) \simeq T^{1/6}$ (positive). Hence the leading term in (4.24) is $\simeq T^{1/4}\cdot T^{1/6}\cdot T^{-1/2}U = T^{-1/12}U$. This dominates the error terms when $c_4$ is sufficiently large. The positivity of $B(u)$ in this range is essential: it ensures $I(t_1,t_2)$ has a definite sign.
The mean bias of $Z(t)$ over $[t_1,t_2]$ is therefore
$$ \frac{I(t_1,t_2)}{t_2 - t_1} \simeq T^{-1/12}, $$
confirming that Hardy's function has a persistent (though small) directional bias in these intervals.
10. The Gibbs phenomenon for F(t): Section 5
Let $u_0 < 0$ with $|u_0|$ minimal such that $B(u_0) = 0$. By (3.22), this corresponds to $v_0 = 2\sqrt{2\pi},T^{1/6}u_0$, where $v_0$ is the first negative zero of the Airy function. Since $v_0 \approx -2.338$ (a numerical constant), $|u_0| \simeq T^{-1/6}$.
The integral from $u_0$ to 0:
$$ \int_{u_0}^0 B(u),\mathrm{d}u = \frac{1}{3} + c_0, $$
where $c_0 > 0$. This is established as follows: by (3.19) and a known identity (eq. (2.13) in [Jut11]),
$$ \int_{-\infty}^0 B(u),\mathrm{d}u = \frac{1}{3}. $$
Therefore
$$ \int_{u_0}^0 B(u),\mathrm{d}u = \frac{1}{3} - \int_{-\infty}^{u_0} B(u),\mathrm{d}u. $$
The integral $\int_{-\infty}^{u_0}\text{Ai}(v),\mathrm{d}v$ is negative (the Airy function oscillates for negative argument, and the integral from $-\infty$ to the first zero undershoots zero). Hence subtracting a negative quantity from $1/3$ gives $1/3 + c_0$ with $c_0 > 0$.
The computation of the overshoot: write
$$ F(t(j/4+u_0)) = F(t(j/4)) - \left(F(t(j/4)) - F(t(j/4+u_0))\right). $$
The first term is given by (1.3). The second term is given by Theorem 1 with $\delta_1 = u_0$, $\delta_2 = 0$:
$$ F(t(j/4)) - F(t(j/4+u_0)) = 4\pi(T/2\pi)^{1/4}(-1)^P(-1)^{(j-1)/2}\int_{u_0}^0 B(u),\mathrm{d}u + O(T^c). $$
Using (3.23) and combining:
$$ F(t(j/4+u_0)) = \pi(T/2\pi)^{1/4}(-1)^P\left(1 - (-1)^{(j-1)/2}(1+4c_0)\right) + O(T^{1/6}\log T). $$
For $P$ even and $j = 3$:
$$ F(t(3/4+u_0)) = 2\pi(T/2\pi)^{1/4}(1+2c_0) + O(T^{1/6}\log T). $$
Comparing with (1.2): away from the jump, $F$ would be $2\pi(T/2\pi)^{1/4}$. The factor $(1+2c_0)$ is the overshoot — exactly analogous to the classical Gibbs overshoot for Fourier series. Korolev showed numerically that there exist large $T$ with
$$ F(T) = 2\pi(T/2\pi)^{1/4}(1 + 0.277435\ldots + o(1)), $$
identifying $2c_0 \approx 0.277435$.
11. Asymmetry near t(1/4) vs. t(3/4): Section 6
Decompose $F(t) = (T/2\pi)^{1/4}(-1)^P K(\vartheta) + G(t)$, where
$$ G(t) \ll T^{1/6}\log T + \min(T^{1/4},, T^{1/8}\vartheta_0^{-3/4}). $$
The behavior of $G(t)$ depends on the sign of $\delta$ (where $\vartheta = j/4 + \delta$), because $B(u)$ is expressed via $K_{1/3}$ for $u > 0$ and via $J_{\pm 1/3}$ for $u < 0$.
Case δ > 0: Using the exponential decay of $K_{1/3}$ (eq. 6.28):
$$ B(u) = 2^{-5/4}3^{-1/4}\pi^{1/4}A^{-1/4}u^{-1/4}\exp\left(-\frac{2(2\pi u)^{3/2}}{3\sqrt{3A}}\right)\left(1 + O(T^{-1/4}u^{-3/2})\right). $$
The error term in (6.25) is sharpened to
$$ E \ll T^{5/28} + T^{1/8}\vartheta_0^{-3/4}\exp\left(-\frac{2(2\pi\vartheta_0)^{3/2}}{3\sqrt{3A}}\right), $$
in the range $c_7 T^{-1/6} \le \delta \ll T^{-1/14}$. The exponential suppression means the error decays much faster than the estimate (6.26) suggests. The balancing parameter $\delta' = T^{-1/14}$ is chosen to equalize $T^{1/4}\delta' = T^{1/8}(\delta')^{-3/4} = T^{5/28}$.
Case δ < 0: The $J$-Bessel functions oscillate, and so does $B(u)$. Using the Bombieri–Iwaniec asymptotic for the Airy integral:
$$ B(u) = 2^{-1/4}3^{-1/4}\pi^{1/4}A^{-1/4}|u|^{-1/4}\cos\left(-\frac{2(2\pi|u|)^{3/2}}{3\sqrt{3A}} + \pi/4\right) + O(D^{-1}) $$
for $|u| \simeq D$. By choosing $\delta_i$ to lie on a single arch of this cosine, with $|\delta_2 - \delta_1| \simeq D^{-1/2}T^{-1/4}$ and $|B(u)| \simeq D^{-1/4}T^{1/8}$ throughout, Theorem 1 gives
$$ |F(t_{2,j}) - F(t_{1,j})| \simeq T^{1/8}D^{-3/4}. $$
Since the main terms in (6.25) agree at $t_{1,j}$ and $t_{2,j}$ (both have the same value of $K(\vartheta)$), the full difference must come from $G$, proving $G(t(j/4-\vartheta_0)) \simeq T^{1/8}D^{-3/4}$ for some $\vartheta_0 \simeq D$. This shows (6.26) is best possible for $\delta < 0$.
Assumptions and Their Roles
| Assumption | Where Used | Consequence of Removal |
|---|---|---|
| $|\delta| \le a$, $a$ small | Van der Corput application (3.16) | $|f'|$ may exceed 1; sum-to-integral conversion fails |
| $L_0 = bT^{1/4}$, $b$ small | Same | Same |
| $a$ small relative to $b^2$ | Extending integral to $\infty$ | $|f'(x)|$ may not be $\gg 1$ for $x \ge L_0$; tail not negligible |
| $U \gg c_4 T^{c+1/12}$ in Thm. 2 | Ensuring main term dominates error | For shorter intervals, the $O(T^c)$ error may swamp the integral |
| $c_7 T^{-1/6} \le \vartheta_0 \ll T^{-1/18-\varepsilon}$ in sec. 6 | Bessel asymptotics for large argument | Outside this range, either the trivial bound suffices or the $\vartheta_0$-dependence vanishes |
Consequences
Corollary (Persistent bias)
In intervals of length $U \gg T^{c+1/12}$ centered at $t(j/4)$, Hardy's function $Z(t)$ has a net integral of definite sign, with magnitude $\simeq UT^{-1/12}$. This exceeds the "expected" order $U^{1/2}$ by a factor $\simeq T^{1/12}$ when $U \simeq T^{1/3}$ (recovering estimate (1.4)).
Corollary (Gibbs overshoot is quantified)
The overshoot constant $2c_0 \approx 0.277435$ is determined by the integral of the Airy function from its first negative zero to zero. This is a universal constant, independent of $T$.
Connection to mean-value results
The mean-value result $\frac{1}{T}\int_T^{2T}I(t,t+U)^2,\mathrm{d}t \simeq U$ from [Jut15] would suggest $|I|$ is typically $\simeq U^{1/2}$. The present paper shows this heuristic fails because the jumps of $F$ near $t(j/4)$ provide atypically large contributions to the integral $I$. These rare, large jumps inflate the mean square.
Example: A Concrete Instance
Take $P = 1000$, so $T = 2\pi \cdot 10^6$. Then:
- $A = \frac{1}{12}\sqrt{2\pi^3},T^{-1/2} \approx 1.04 \times 10^{-4}$.
- $L_0 \simeq T^{1/4} \approx 63$.
- The critical points are $t(1/4) = 2\pi(1000.25)^2$ and $t(3/4) = 2\pi(1000.75)^2$.
- The Gibbs overshoot occurs at $t(3/4 + u_0)$ where $|u_0| \simeq T^{-1/6} \approx 0.023$, i.e., about 0.023 in the $\vartheta$-parameter past the jump.
- $F$ overshoots its "plateau" value $2\pi(T/2\pi)^{1/4}$ by a factor $1 + 0.2774\ldots$, reaching approximately $1.2774 \times 2\pi(T/2\pi)^{1/4}$ before oscillating back.
- For $\delta > 0$ (after the jump), the exponential decay in (6.29) causes the error $G(t)$ to be vastly smaller than the worst-case bound.
- For $\delta < 0$ (before the jump), the oscillatory $J$-Bessel behavior means the bound (6.26) is tight, and fluctuations of order $T^{1/8}D^{-3/4}$ genuinely occur.
Demythologization
The paper's central mechanism is straightforward once unpacked. The primitive $F(t)$ is well-approximated by a step function in the parameter $\vartheta$. Step functions have jumps. The natural question is: how does the continuous function $F$ negotiate these jumps?
The answer is given entirely by the Airy function. The sum $S'(\vartheta)$, after arithmetic simplification modulo 4 and sum-to-integral conversion, collapses to a single Airy integral $B(\delta)$. The Airy function is the universal transition profile for integrals with a cubic-phase stationary point — it governs how the sum transitions from constructive to destructive interference as $\delta$ passes through zero.
The asymmetry ($\delta > 0$ vs. $\delta < 0$) is not mysterious either: it reflects the elementary fact that the $K$-Bessel function decays exponentially while the $J$-Bessel functions oscillate. On one side of the jump, interference dies out exponentially fast; on the other, it persists as oscillation. This dichotomy is built into the Airy function itself (exponential decay for positive argument, oscillation for negative argument).
Summary
Jutila's paper establishes the following about the primitive $F(T) = \int_0^T Z(t),\mathrm{d}t$ of Hardy's function:
- $F(t)$ is approximated to order $O(T^c)$ (with $c < 1/6$) by a sum $S(\vartheta)$ of length $T^{1/4}$, via the approximate functional equation (1.5).
- The derivative $S'(\vartheta)$ near the critical fractional parts $\vartheta = 1/4, 3/4$ reduces to a scaled Airy integral $B(\delta)$, after: (a) angle-addition and mod-4 arithmetic to disentangle the sign factor $(-1)^{n(n+1)/2}$; (b) van der Corput's lemma to convert the sum to an integral; (c) extension to infinity.
- The positivity of $B(\delta)$ for small $|\delta|$ implies that $F(t)$ is monotonic through the critical points, yielding Theorem 2: Hardy's function has a definite-sign bias of magnitude $\simeq T^{-1/12}$ in intervals of appropriate length near $t(j/4)$.
- The integral $\int_{u_0}^0 B(u),\mathrm{d}u = 1/3 + c_0$ with $c_0 > 0$ produces an overshoot at the jump — a Gibbs phenomenon for $F(t)$ — quantified by Korolev as a multiplicative factor $1 + 0.277435\ldots$.
- The error term in the step-function approximation (1.2) is best possible for $\delta < 0$ (the oscillatory Bessel side) but exponentially improved for $\delta > 0$ (the decaying Bessel side), revealing a fundamental asymmetry in the local structure of $F(t)$.