English

Limiting distribution of eigenvalues in the large sieve matrix

Number Theory 2018-06-18 v2

Abstract

The large sieve inequality is equivalent to the bound λ1N+Q21\lambda_1 \leqslant N + Q^2-1 for the largest eigenvalue λ1\lambda_1 of the NN by NN matrix AAA^{\star} A, naturally associated to the positive definite quadratic form arising in the inequality. For arithmetic applications the most interesting range is NQ2N \asymp Q^2. Based on his numerical data Ramar\'e conjectured that when NαQ2N \sim \alpha Q^2 as QQ \rightarrow \infty for some finite positive constant α\alpha, the limiting distribution of the eigenvalues of AAA^{\star} A, scaled by 1/N1/N, exists and is non-degenerate. In this paper we prove this conjecture by establishing the convergence of all moments of the eigenvalues of AAA^{\star} A as QQ\rightarrow\infty. Previously only the second moment was known, due to Ramar\'e. Furthermore, we obtain an explicit description of the moments of the limiting distribution, and establish that they vary continuously with α\alpha. Some of the main ingredients in our proof include the large-sieve inequality and results on nn-correlations of Farey fractions.

Keywords

Cite

@article{arxiv.1609.05843,
  title  = {Limiting distribution of eigenvalues in the large sieve matrix},
  author = {Florin P. Boca and Maksym Radziwiłł},
  journal= {arXiv preprint arXiv:1609.05843},
  year   = {2018}
}

Comments

42 pages; section 5 re-written following referee report

R2 v1 2026-06-22T15:54:29.621Z