On the average least negative Hecke eigenvalue

We show that the first sign change of Hecke eigenvalues of classical newforms has a finite mean, which we also compute. We distinguish between the first negative prime Hecke eigenvalue, and the first negative Hecke eigenvalue. This problem can be considered to be an analogue of the least quadratic non-residue problem, of which the average was explored by Erd\H{o}s in 1961. In fact, the average least negative prime Hecke eigenvalue has the same value as the average least quadratic non-residue, under GRH. To compute these averages, we develop large sieve inequalities that are uniform in both the weight and level aspect.