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Arithmetic aspects of short random walks Number Theory Seminar - - PowerPoint PPT Presentation

Arithmetic aspects of short random walks Number Theory Seminar Armin Straub September 27, 2012 University of Illinois at UrbanaChampaign Based on joint work with : Jon Borwein James Wan Wadim Zudilin University of Newcastle, Australia


slide-1
SLIDE 1

Arithmetic aspects

  • f short random walks

Number Theory Seminar Armin Straub September 27, 2012 University of Illinois

at Urbana–Champaign

Based on joint work with: Jon Borwein James Wan Wadim Zudilin

University of Newcastle, Australia

Arithmetic aspects of short random walks Armin Straub 1 / 35
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SLIDE 2

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
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SLIDE 3

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
slide-4
SLIDE 4

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
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SLIDE 5

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
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SLIDE 6

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
slide-7
SLIDE 7

Random walks

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
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SLIDE 8

Random walks

d

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

Arithmetic aspects of short random walks Armin Straub 2 / 35
slide-9
SLIDE 9

Random walks

d

  • n-step uniform planar random walk in the plane:
  • n steps, each of length 1,
  • taken in randomly chosen direction

What is the distance traveled in n steps? pn(x) probability density Wn(s) sth moment

Q

W2(1) = 4 π

EG

Arithmetic aspects of short random walks Armin Straub 2 / 35
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SLIDE 10

Random walks are only about 100 years old

  • Karl Pearson asked for

pn(x) in Nature in 1905.

This famous question coined the term random walk.

Applications include:

  • dispersion of mosquitoes
  • random migration of

micro-organisms

  • phenomenon of laser speckle
Arithmetic aspects of short random walks Armin Straub 3 / 35
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SLIDE 11

Long random walks

pn(x) ≈ 2x n e−x2/n for large n

THM

Rayleigh, 1905

10 20 30 40 50 0.01 0.02 0.03 0.04 0.05 0.06

EG

p200

The lesson of Lord Rayleigh’s solution is that in open country the most probable place to find a drunken man who is at all capable of keeping on his feet is somewhere near his starting point!

Karl Pearson, 1905

Arithmetic aspects of short random walks Armin Straub 4 / 35
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SLIDE 12

Densities of short walks

p2

0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8

p3

0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

p4

1 2 3 4 0.1 0.2 0.3 0.4 0.5

p5

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35

p6

1 2 3 4 5 6 0.05 0.10 0.15 0.20 0.25 0.30 0.35

p7

1 2 3 4 5 6 7 0.05 0.10 0.15 0.20 0.25 0.30 Arithmetic aspects of short random walks Armin Straub 5 / 35
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SLIDE 13

Densities of short walks

p2

0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8

p3

0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

p4

1 2 3 4 0.1 0.2 0.3 0.4 0.5

p5

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35

p6

1 2 3 4 5 6 0.05 0.10 0.15 0.20 0.25 0.30 0.35

p7

1 2 3 4 5 6 7 0.05 0.10 0.15 0.20 0.25 0.30 Arithmetic aspects of short random walks Armin Straub 5 / 35
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SLIDE 14

The density of a five-step random walk

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35

. . . the graphical construction, however carefully reinvestigated, did not permit of our considering the curve to be anything but a straight

  • line. . . Even if it is not absolutely true, it exemplifies the extraordinary power
  • f such integrals of J products to give extremely close approximations to

such simple forms as horizontal lines.

Karl Pearson, 1906

p5(x) = ∞ xtJ0(xt)J5

0(t) dt

  • H. E. Fettis

On a conjecture of Karl Pearson Rider Anniversary Volume, p. 39–54, 1963

Arithmetic aspects of short random walks Armin Straub 6 / 35
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SLIDE 15

Classical results on the densities

p2(x) = 2 π √ 4 − x2 easy p3(x) = Re √x π2 K

  • (x + 1)3(3 − x)

16x

  • G. J. Bennett

1905

p4(x) = ?? . . . pn(x) = ∞ xtJ0(xt)Jn

0 (t) dt

  • J. C. Kluyver

1906

Arithmetic aspects of short random walks Armin Straub 7 / 35
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SLIDE 16

Classical results on the densities

p2(x) = 2 π √ 4 − x2 easy p3(x) = Re √x π2 K

  • (x + 1)3(3 − x)

16x

  • G. J. Bennett

1905

p4(x) = ?? . . . pn(x) = ∞ xtJ0(xt)Jn

0 (t) dt

  • J. C. Kluyver

1906

10 20 30 40 50 0.004 0.003 0.002 0.001 0.001 0.002 0.003

n = 4, x = 3/2

Arithmetic aspects of short random walks Armin Straub 7 / 35
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SLIDE 17

An exact probability

The probability that a random walk is within one unit from its

  • rigin after n steps is . . .?

THM

Arithmetic aspects of short random walks Armin Straub 8 / 35
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SLIDE 18

An exact probability

The probability that a random walk is within one unit from its

  • rigin after n steps is

1 n+1.

THM

Arithmetic aspects of short random walks Armin Straub 8 / 35
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SLIDE 19

An exact probability

The probability that a random walk is within one unit from its

  • rigin after n steps is

1 n+1.

THM

The cumulative density function Pn can be expressed as Pn(x) = ∞ xJ1(xt)Jn

0 (t) dt.

Then: Pn(1) = J0(0)n+1 n + 1 = 1 n + 1.

Proof.

  • Recently: remarkably short proof by Olivier Bernardi
Arithmetic aspects of short random walks Armin Straub 8 / 35
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SLIDE 20

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ?

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 21

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ? = 1

  • 1 + e2πiy

dy

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 22

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ? = 1

  • 1 + e2πiy

dy = 1 2 cos(πy)dy

  • 1 + e2πiy
  • = |1 + cos(2πy) + i sin(2πy)|

=

  • 2 + 2 cos(2πy)

= 2 cos(πy)

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 23

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ? = 1

  • 1 + e2πiy

dy = 1 2 cos(πy)dy = 4 π ≈ 1.27324

  • 1 + e2πiy
  • = |1 + cos(2πy) + i sin(2πy)|

=

  • 2 + 2 cos(2πy)

= 2 cos(πy)

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 24

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ? = 1

  • 1 + e2πiy

dy = 1 2 cos(πy)dy = 4 π ≈ 1.27324

  • Mathematica 7 and Maple 14 think the double integral is 0.

Better: Mathematica 8 just does not evaluate the integral.

  • 1 + e2πiy
  • = |1 + cos(2πy) + i sin(2πy)|

=

  • 2 + 2 cos(2πy)

= 2 cos(πy)

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 25

The average distance traveled in two steps

  • The average distance in two steps:

W2(1) = 1 1

  • e2πix + e2πiy

dxdy = ? = 1

  • 1 + e2πiy

dy = 1 2 cos(πy)dy = 4 π ≈ 1.27324

  • Mathematica 7 and Maple 14 think the double integral is 0.

Better: Mathematica 8 just does not evaluate the integral.

  • This is the average length of a random arc on a

unit circle.

  • 1 + e2πiy
  • = |1 + cos(2πy) + i sin(2πy)|

=

  • 2 + 2 cos(2πy)

= 2 cos(πy)

Arithmetic aspects of short random walks Armin Straub 9 / 35
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SLIDE 26

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

Arithmetic aspects of short random walks Armin Straub 10 / 35
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SLIDE 27

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

  • On a desktop:

W3(1) ≈ 1.57459723755189365749 W4(1) ≈ 1.79909248 W5(1) ≈ 2.00816

Arithmetic aspects of short random walks Armin Straub 10 / 35
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SLIDE 28

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

  • On a desktop:

W3(1) ≈ 1.57459723755189365749 W4(1) ≈ 1.79909248 W5(1) ≈ 2.00816

  • On a supercomputer:

Lawrence Berkeley National Laboratory, 256 cores

W5(1) ≈ 2.0081618

Arithmetic aspects of short random walks Armin Straub 10 / 35
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SLIDE 29

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

  • On a desktop:

W3(1) ≈ 1.57459723755189365749 W4(1) ≈ 1.79909248 W5(1) ≈ 2.00816

  • On a supercomputer:

Lawrence Berkeley National Laboratory, 256 cores

W5(1) ≈ 2.0081618

  • Hard to evaluate numerically to high precision.

Monte-Carlo integration gives approximations with an asymptotic error of O(1/ √ N) where N is the number of sample points.

Arithmetic aspects of short random walks Armin Straub 10 / 35
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SLIDE 30

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

n s = 1 s = 2 s = 3 s = 4 s = 5 s = 6 s = 7 2 1.273 2.000 3.395 6.000 10.87 20.00 37.25 3 1.575 3.000 6.452 15.00 36.71 93.00 241.5 4 1.799 4.000 10.12 28.00 82.65 256.0 822.3 5 2.008 5.000 14.29 45.00 152.3 545.0 2037. 6 2.194 6.000 18.91 66.00 248.8 996.0 4186.

Arithmetic aspects of short random walks Armin Straub 10 / 35
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SLIDE 31

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

n s = 1 s = 2 s = 3 s = 4 s = 5 s = 6 s = 7 2 1.273 2.000 3.395 6.000 10.87 20.00 37.25 3 1.575 3.000 6.452 15.00 36.71 93.00 241.5 4 1.799 4.000 10.12 28.00 82.65 256.0 822.3 5 2.008 5.000 14.29 45.00 152.3 545.0 2037. 6 2.194 6.000 18.91 66.00 248.8 996.0 4186. W2(1) = 4

π

Arithmetic aspects of short random walks Armin Straub 10 / 35
slide-32
SLIDE 32

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

n s = 1 s = 2 s = 3 s = 4 s = 5 s = 6 s = 7 2 1.273 2.000 3.395 6.000 10.87 20.00 37.25 3 1.575 3.000 6.452 15.00 36.71 93.00 241.5 4 1.799 4.000 10.12 28.00 82.65 256.0 822.3 5 2.008 5.000 14.29 45.00 152.3 545.0 2037. 6 2.194 6.000 18.91 66.00 248.8 996.0 4186. W2(1) = 4

π

W3(1) = 1.57459723755189 . . . = ?

Arithmetic aspects of short random walks Armin Straub 10 / 35
slide-33
SLIDE 33

Moments of random walks

The sth moment Wn(s) of the density pn: Wn(s) := ∞ xspn(x) dx =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx

DEF

n s = 1 s = 2 s = 3 s = 4 s = 5 s = 6 s = 7 2 1.273 2.000 3.395 6.000 10.87 20.00 37.25 3 1.575 3.000 6.452 15.00 36.71 93.00 241.5 4 1.799 4.000 10.12 28.00 82.65 256.0 822.3 5 2.008 5.000 14.29 45.00 152.3 545.0 2037. 6 2.194 6.000 18.91 66.00 248.8 996.0 4186. W2(1) = 4

π

W3(1) = 1.57459723755189 . . . = ?

Arithmetic aspects of short random walks Armin Straub 10 / 35
slide-34
SLIDE 34

Even moments

n s = 0 s = 2 s = 4 s = 6 s = 8 s = 10 Sloane’s 2 1 2 6 20 70 252 A000984 3 1 3 15 93 639 4653 A002893 4 1 4 28 256 2716 31504 A002895 5 1 5 45 545 7885 127905 A169714 6 1 6 66 996 18306 384156 A169715

Arithmetic aspects of short random walks Armin Straub 11 / 35
slide-35
SLIDE 35

Even moments

n s = 0 s = 2 s = 4 s = 6 s = 8 s = 10 Sloane’s 2 1 2 6 20 70 252 A000984 3 1 3 15 93 639 4653 A002893 4 1 4 28 256 2716 31504 A002895 5 1 5 45 545 7885 127905 A169714 6 1 6 66 996 18306 384156 A169715 W3(2k) =

k

  • j=0

k j 22j j

  • W4(2k) =

k

  • j=0

k j 22j j 2(k − j) k − j

  • W5(2k) =

k

  • j=0

k j 22(k − j) k − j

  • j
  • ℓ=0

j ℓ 22ℓ ℓ

  • EG
Arithmetic aspects of short random walks Armin Straub 11 / 35
slide-36
SLIDE 36

A combinatorial formula for the even moments

  • sth moment Wn(s) of the density pn:

Wn(s) =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx Wn(2k) =

  • a1+···+an=k
  • k

a1, . . . , an 2

THM

Borwein- Nuyens- S-Wan 2010

Arithmetic aspects of short random walks Armin Straub 12 / 35
slide-37
SLIDE 37

A combinatorial formula for the even moments

  • sth moment Wn(s) of the density pn:

Wn(s) =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx Wn(2k) =

  • a1+···+an=k
  • k

a1, . . . , an 2

THM

Borwein- Nuyens- S-Wan 2010

  • Wn(2k) counts the number of abelian squares: strings xy of length

2k from an alphabet with n letters such that y is a permutation of x.

Arithmetic aspects of short random walks Armin Straub 12 / 35
slide-38
SLIDE 38

A combinatorial formula for the even moments

  • sth moment Wn(s) of the density pn:

Wn(s) =

  • [0,1]n
  • e2πix1 + . . . + e2πixn

s dx Wn(2k) =

  • a1+···+an=k
  • k

a1, . . . , an 2

THM

Borwein- Nuyens- S-Wan 2010

  • Wn(2k) counts the number of abelian squares: strings xy of length

2k from an alphabet with n letters such that y is a permutation of x.

  • Introduced by Erd˝
  • s and studied by others.

acbc ccba is an abelian square. It contributes to f3(4).

EG

  • L. B. Richmond and J. Shallit

Counting abelian squares The Electronic Journal of Combinatorics, Vol. 16, 2009.

Arithmetic aspects of short random walks Armin Straub 12 / 35
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SLIDE 39

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b

EG

Arithmetic aspects of short random walks Armin Straub 13 / 35
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SLIDE 40

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b

EG

Arithmetic aspects of short random walks Armin Straub 13 / 35
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SLIDE 41

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-42
SLIDE 42

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

With k = 1

2:

1

1/2

  • =

1! (1/2)!2 = 1 Γ2(3/2) = 4 π

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-43
SLIDE 43

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

With k = 1

2:

1

1/2

  • =

1! (1/2)!2 = 1 Γ2(3/2) = 4 π

If f(z) is analytic for Re (z) 0, “nice”, and f(0) = 0, f(1) = 0, f(2) = 0, . . . , then f(z) = 0 identically.

THM

Carlson

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-44
SLIDE 44

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

With k = 1

2:

1

1/2

  • =

1! (1/2)!2 = 1 Γ2(3/2) = 4 π

If f(z) is analytic for Re (z) 0, “nice”, and f(0) = 0, f(1) = 0, f(2) = 0, . . . , then f(z) = 0 identically.

THM

Carlson

|f(z)| Aeα|z|, and |f(iy)| Beβ|y| for β < π

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-45
SLIDE 45

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

With k = 1

2:

1

1/2

  • =

1! (1/2)!2 = 1 Γ2(3/2) = 4 π

If f(z) is analytic for Re (z) 0, “nice”, and f(0) = 0, f(1) = 0, f(2) = 0, . . . , then f(z) = 0 identically.

THM

Carlson

  • Wn(s) is nice!

|f(z)| Aeα|z|, and |f(iy)| Beβ|y| for β < π

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-46
SLIDE 46

Moments of a two-step walk

W2(2k): abelian squares of length 2k from 2 letters b a b a a a b a a b Hence W2(2k) = 2k

k

  • .

EG

With k = 1

2:

1

1/2

  • =

1! (1/2)!2 = 1 Γ2(3/2) = 4 π

If f(z) is analytic for Re (z) 0, “nice”, and f(0) = 0, f(1) = 0, f(2) = 0, . . . , then f(z) = 0 identically.

THM

Carlson

  • Wn(s) is nice!
  • Indeed, W2(s) =

s

s/2

  • .

|f(z)| Aeα|z|, and |f(iy)| Beβ|y| for β < π

Arithmetic aspects of short random walks Armin Straub 13 / 35
slide-47
SLIDE 47

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • EG
Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-48
SLIDE 48

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • EG

3F2

1

2, − 1 2, − 1 2

1, 1

  • 4
  • ≈ 1.574597238 − 0.126026522i
Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-49
SLIDE 49

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • =:V3(2k)

EG

3F2

1

2, − 1 2, − 1 2

1, 1

  • 4
  • ≈ 1.574597238 − 0.126026522i
2 4 6 8 10 0.15 0.10 0.05 0.05

Re (W3(s) − V3(s))

Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-50
SLIDE 50

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • =:V3(2k)

EG

3F2

1

2, − 1 2, − 1 2

1, 1

  • 4
  • ≈ 1.574597238 − 0.126026522i
2 4 6 8 10 0.15 0.10 0.05 0.05

Re (W3(s) − V3(s))

Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-51
SLIDE 51

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • =:V3(2k)

EG

3F2

1

2, − 1 2, − 1 2

1, 1

  • 4
  • ≈ 1.574597238 − 0.126026522i
2 4 6 8 10 0.15 0.10 0.05 0.05

Re (W3(s) − V3(s))

|V3(−i(s + 1)) / V3(−is)|:

20 40 60 80 100 120 140 22.4 22.6 22.8 23.0

eπ = 23.1407 . . .

Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-52
SLIDE 52

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • =:V3(2k)

EG

For integers k, W3(k) = Re 3F2 1

2, − k 2, − k 2

1, 1

  • 4
  • .

THM

Borwein- Nuyens- S-Wan, 2010

Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-53
SLIDE 53

Moments of a three-step walk

W3(2k) =

k

  • j=0

k j 22j j

  • = 3F2

1

2, −k, −k

1, 1

  • 4
  • =:V3(2k)

EG

For integers k, W3(k) = Re 3F2 1

2, − k 2, − k 2

1, 1

  • 4
  • .

THM

Borwein- Nuyens- S-Wan, 2010

W3(1) = 3 16 21/3 π4 Γ6 1 3

  • + 27

4 22/3 π4 Γ6 2 3

  • = 1.57459723755189 . . .

COR

Arithmetic aspects of short random walks Armin Straub 14 / 35
slide-54
SLIDE 54

Moments of a four-step walk

  • Using Meijer G-function representations and transformations:

W4(−1) = π 4 7F6 5

4, 1 2, 1 2, 1 2, 1 2, 1 2, 1 2 1 4, 1, 1, 1, 1, 1

  • 1
  • = π

4 6F5 1

2, 1 2, 1 2, 1 2, 1 2, 1 2

1, 1, 1, 1, 1

  • 1
  • + π

64 6F5 3

2, 3 2, 3 2, 3 2, 3 2, 3 2

2, 2, 2, 2, 2

  • 1
  • = π

4

  • n=0

(4n + 1) 2n

n

6 46n .

THM

Borwein- S-Wan, 2010

W4(1) = 3π 4 7F6 7

4, 3 2, 3 2, 3 2, 1 2, 1 2, 1 2 3 4, 2, 2, 2, 1, 1

  • 1
  • − 3π

8 7F6 7

4, 3 2, 3 2, 1 2, 1 2, 1 2, 1 2 3 4, 2, 2, 2, 2, 1

  • 1
  • .

THM

Borwein- S-Wan, 2010
  • We have no idea about the case of five steps.
Arithmetic aspects of short random walks Armin Straub 15 / 35
slide-55
SLIDE 55

A combinatorial convolution

  • From the interpretation as abelian squares:

Wn+m(2k) =

k

  • j=0

k j 2 Wn(2j) Wm(2(k − j)).

Arithmetic aspects of short random walks Armin Straub 16 / 35
slide-56
SLIDE 56

A combinatorial convolution

  • From the interpretation as abelian squares:

Wn+m(2k) =

k

  • j=0

k j 2 Wn(2j) Wm(2(k − j)). For even n, Wn(s) ? =

  • j=0

s/2 j 2 Wn−1(s − 2j).

CONJ

Arithmetic aspects of short random walks Armin Straub 16 / 35
slide-57
SLIDE 57

A combinatorial convolution

  • From the interpretation as abelian squares:

Wn+m(2k) =

k

  • j=0

k j 2 Wn(2j) Wm(2(k − j)). For even n, Wn(s) ? =

  • j=0

s/2 j 2 Wn−1(s − 2j).

CONJ

  • True for even s
  • True for n = 2
  • True for n = 4 and integer s
  • In general, proven up to some technical growth conditions
Arithmetic aspects of short random walks Armin Straub 16 / 35
slide-58
SLIDE 58

Complex moments

Wn(2k) =

  • a1+···+an=k
  • k

a1, . . . , an 2

THM

  • Inevitable recursions

K · f(k) = f(k + 1)

  • (k + 2)2K2 − (10k2 + 30k + 23)K + 9(k + 1)2

· W3(2k) = 0

  • (k + 2)3K2 − (2k + 3)(10k2 + 30k + 24)K + 64(k + 1)3

· W4(2k) = 0

Arithmetic aspects of short random walks Armin Straub 17 / 35
slide-59
SLIDE 59

Complex moments

Wn(2k) =

  • a1+···+an=k
  • k

a1, . . . , an 2

THM

  • Inevitable recursions

K · f(k) = f(k + 1)

  • (k + 2)2K2 − (10k2 + 30k + 23)K + 9(k + 1)2

· W3(2k) = 0

  • (k + 2)3K2 − (2k + 3)(10k2 + 30k + 24)K + 64(k + 1)3

· W4(2k) = 0

  • Via Carlson’s Theorem these become functional equations
  • W3(s) has a simple pole at −2 with residue

2 √ 3π; others at −2k.

6 4 2 2 3 2 1 1 2 3 4 6 4 2 2 3 2 1 1 2 3 4 Arithmetic aspects of short random walks Armin Straub 17 / 35
slide-60
SLIDE 60

W4(s) in the complex plane

6 4 2 2 3 2 1 1 2 3 4 Arithmetic aspects of short random walks Armin Straub 18 / 35
slide-61
SLIDE 61

W4(s) in the complex plane

6 4 2 2 3 2 1 1 2 3 4 Arithmetic aspects of short random walks Armin Straub 18 / 35
slide-62
SLIDE 62

Crashcourse on the Mellin transform

  • Mellin transform F(s) of f(x):

M [f; s] = ∞ xsf(x)dx x Wn(s − 1) = M [pn; s]

Arithmetic aspects of short random walks Armin Straub 19 / 35
slide-63
SLIDE 63

Crashcourse on the Mellin transform

  • Mellin transform F(s) of f(x):

M [f; s] = ∞ xsf(x)dx x

  • F(s) is analytic in a strip
  • Functional properties:
  • M [xµf(x); s] = F(s + µ)
  • M [Dxf(x); s] = −(s − 1)F(s − 1)
  • M [−θxf(x); s] = sF(s)

Wn(s − 1) = M [pn; s] Thus functional equations for F(s) translate into DEs for f(x)

Arithmetic aspects of short random walks Armin Straub 19 / 35
slide-64
SLIDE 64

Crashcourse on the Mellin transform

  • Mellin transform F(s) of f(x):

M [f; s] = ∞ xsf(x)dx x

  • F(s) is analytic in a strip
  • Functional properties:
  • M [xµf(x); s] = F(s + µ)
  • M [Dxf(x); s] = −(s − 1)F(s − 1)
  • M [−θxf(x); s] = sF(s)
  • Poles of F(s) left of strip

= ⇒ asymptotics of f(x) at zero

1 (s+m)n+1 (−1)n n! xm(log x)n

Wn(s − 1) = M [pn; s] Thus functional equations for F(s) translate into DEs for f(x)

Arithmetic aspects of short random walks Armin Straub 19 / 35
slide-65
SLIDE 65

Mellin approach illustrated for p2

  • W2(2k) =

2k

k

  • (s + 2)W2(s + 2) − 4(s + 1)W2(s) = 0
  • x2 (θx + 1) − 4θx
  • · p2(x) = 0
0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8 Arithmetic aspects of short random walks Armin Straub 20 / 35
slide-66
SLIDE 66

Mellin approach illustrated for p2

  • W2(2k) =

2k

k

  • (s + 2)W2(s + 2) − 4(s + 1)W2(s) = 0
  • x2 (θx + 1) − 4θx
  • · p2(x) = 0
  • Hence: p2(x) =

C √ 4−x2

0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8 Arithmetic aspects of short random walks Armin Straub 20 / 35
slide-67
SLIDE 67

Mellin approach illustrated for p2

  • W2(2k) =

2k

k

  • (s + 2)W2(s + 2) − 4(s + 1)W2(s) = 0
  • x2 (θx + 1) − 4θx
  • · p2(x) = 0
  • Hence: p2(x) =

C √ 4−x2

W2(s) = 1 π 1 s + 1 + O(1) as s → −1 p2(x) = 1 π + O(x) as x → 0+

  • Taken together: p2(x) =

2 π √ 4−x2

0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8 Arithmetic aspects of short random walks Armin Straub 20 / 35
slide-68
SLIDE 68

p3 in hypergeometric form

  • W3(s) has simple poles at −2k − 2 with residue

2 π √ 3 W3(2k) 32k p3(x) =

2x π √ 3

k=0 W3(2k)

x

3

2k

for 0 x 1

0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 Arithmetic aspects of short random walks Armin Straub 21 / 35
slide-69
SLIDE 69

p3 in hypergeometric form

  • W3(s) has simple poles at −2k − 2 with residue

2 π √ 3 W3(2k) 32k p3(x) =

2x π √ 3

k=0 W3(2k)

x

3

2k

for 0 x 1

  • W3(2k) = k

j=0

k

j

22j

j

  • is an Ap´

ery-like sequence

0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 Arithmetic aspects of short random walks Armin Straub 21 / 35
slide-70
SLIDE 70

p3 in hypergeometric form

  • W3(s) has simple poles at −2k − 2 with residue

2 π √ 3 W3(2k) 32k p3(x) =

2x π √ 3

k=0 W3(2k)

x

3

2k

for 0 x 1

  • W3(2k) = k

j=0

k

j

22j

j

  • is an Ap´

ery-like sequence p3(x) = 2 √ 3x π (3 + x2) 2F1

  • 1

3, 2 3; 1; x2 9 − x22 (3 + x2)3

  • Easy to verify once found
  • Holds for 0 x 3
0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 Arithmetic aspects of short random walks Armin Straub 21 / 35
slide-71
SLIDE 71

p4 and its differential equation

  • (s + 4)3S4 − 4(s + 3)(5s2 + 30s + 48)S2 + 64(s + 2)3

· W4(s) = 0 translates into A4 · p4(x) = 0 with A4 = x4(θx + 1)3 − 4x2θx(5θ2

x + 3) + 64(θx − 1)3

1 2 3 4 0.1 0.2 0.3 0.4 0.5 Arithmetic aspects of short random walks Armin Straub 22 / 35
slide-72
SLIDE 72

p4 and its differential equation

  • (s + 4)3S4 − 4(s + 3)(5s2 + 30s + 48)S2 + 64(s + 2)3

· W4(s) = 0 translates into A4 · p4(x) = 0 with A4 = x4(θx + 1)3 − 4x2θx(5θ2

x + 3) + 64(θx − 1)3

p4(x) ≈ C√4 − x as x → 4−. Thus p′′

4 is not locally integrable

and does not have a Mellin transform in the classical sense.

!!

Care needed

1 2 3 4 0.1 0.2 0.3 0.4 0.5 Arithmetic aspects of short random walks Armin Straub 22 / 35
slide-73
SLIDE 73

p4 and its differential equation

  • (s + 4)3S4 − 4(s + 3)(5s2 + 30s + 48)S2 + 64(s + 2)3

· W4(s) = 0 translates into A4 · p4(x) = 0 with A4 = x4(θx + 1)3 − 4x2θx(5θ2

x + 3) + 64(θx − 1)3

= (x − 4)(x − 2)x3(x + 2)(x + 4)D3

x + 6x4

x2 − 10

  • D2

x

+ x

  • 7x4 − 32x2 + 64
  • Dx +
  • x2 − 8

x2 + 8

  • p4(x) ≈ C√4 − x as x → 4−. Thus p′′

4 is not locally integrable

and does not have a Mellin transform in the classical sense.

!!

Care needed

1 2 3 4 0.1 0.2 0.3 0.4 0.5 Arithmetic aspects of short random walks Armin Straub 22 / 35
slide-74
SLIDE 74

Densities in general

  • The density pn satisfies a DE of order n − 1.
  • pn is real analytic except at 0 and the integers

n, n − 2, n − 4, . . ..

THM

Borwein- S-Wan- Zudilin, 2011

Arithmetic aspects of short random walks Armin Straub 23 / 35
slide-75
SLIDE 75

Densities in general

  • The density pn satisfies a DE of order n − 1.
  • pn is real analytic except at 0 and the integers

n, n − 2, n − 4, . . ..

THM

Borwein- S-Wan- Zudilin, 2011

The second statement relies on an explicit recursion by Verrill (2004) as well as the combinatorial identity

  • 0m1,...,mj<n/2

mi<mi+1

j

  • i=1

(n − 2mi)2 =

  • 1α1,...,αjn

αiαi+1−2

j

  • i=1

αi(n + 1 − αi).

First proven by Djakov-Mityagin (2004). Direct combinatorial proof by Zagier.

Arithmetic aspects of short random walks Armin Straub 23 / 35
slide-76
SLIDE 76

Densities in general

  • The density pn satisfies a DE of order n − 1.
  • pn is real analytic except at 0 and the integers

n, n − 2, n − 4, . . ..

THM

Borwein- S-Wan- Zudilin, 2011

The second statement relies on an explicit recursion by Verrill (2004) as well as the combinatorial identity

  • 0m1,...,mj<n/2

mi<mi+1

j

  • i=1

(n − 2mi)2 =

  • 1α1,...,αjn

αiαi+1−2

j

  • i=1

αi(n + 1 − αi).

First proven by Djakov-Mityagin (2004). Direct combinatorial proof by Zagier.

n/2−1

  • m=0

(n − 2m)2 =

n

  • α=1

α(n + 1 − α) = n + 2 3

  • n/2−1
  • m1=0

m1−1

  • m2=0

(n − 2m1)2(n − 2m2)2 =

n

  • α1=1

α1−2

  • α2=1

α1(n + 1 − α1)α2(n + 1 − α2)

EG

Arithmetic aspects of short random walks Armin Straub 23 / 35
slide-77
SLIDE 77

p4 and its asymptotics at zero

W4(s) = 3 2π2 1 (s + 2)2 + 9 log 2 2π2 1 s + 2 + O(1) as s → −2 p4(x) = − 3 2π2 x log(x) + 9 log 2 2π2 x + O(x3) as x → 0+

EG

  • W4(s) has double poles:

W4(s) = s4,k (s + 2k + 2)2 + r4,k s + 2k + 2 + O(1) as s → −2k − 2

Arithmetic aspects of short random walks Armin Straub 24 / 35
slide-78
SLIDE 78

p4 and its asymptotics at zero

W4(s) = 3 2π2 1 (s + 2)2 + 9 log 2 2π2 1 s + 2 + O(1) as s → −2 p4(x) = − 3 2π2 x log(x) + 9 log 2 2π2 x + O(x3) as x → 0+

EG

  • W4(s) has double poles:

W4(s) = s4,k (s + 2k + 2)2 + r4,k s + 2k + 2 + O(1) as s → −2k − 2 p4(x) =

  • k=0

(r4,k − s4,k log(x)) x2k+1

for small x 0

Arithmetic aspects of short random walks Armin Straub 24 / 35
slide-79
SLIDE 79

p4 and its asymptotics at zero

W4(s) = 3 2π2 1 (s + 2)2 + 9 log 2 2π2 1 s + 2 + O(1) as s → −2 p4(x) = − 3 2π2 x log(x) + 9 log 2 2π2 x + O(x3) as x → 0+

EG

  • W4(s) has double poles:

W4(s) = s4,k (s + 2k + 2)2 + r4,k s + 2k + 2 + O(1) as s → −2k − 2 p4(x) =

  • k=0

(r4,k − s4,k log(x)) x2k+1

for small x 0

s4,k = 3 2π2 W4(2k) 82k W4(2k) =

k

  • j=0

k j 22j j 2n − 2j n − j

  • r4,k known recursively

Domb numbers

  • Arithmetic aspects of short random walks
Armin Straub 24 / 35
slide-80
SLIDE 80

The Domb numbers

  • y0(z) :=

k0 W4(2k)zk is the analytic solution of

  • 64z2(θ + 1)3 − 2z(2θ + 1)(5θ2 + 5θ + 2) + θ3

· y(z) = 0. (DE)

  • Let y1(z) solve (DE) and y1(z) − y0(z) log(z) ∈ zQ[[z]].

Then p4(x) = − 3x

4π2 y1(x2/64).

Arithmetic aspects of short random walks Armin Straub 25 / 35
slide-81
SLIDE 81

The Domb numbers

  • y0(z) :=

k0 W4(2k)zk is the analytic solution of

  • 64z2(θ + 1)3 − 2z(2θ + 1)(5θ2 + 5θ + 2) + θ3

· y(z) = 0. (DE)

  • Let y1(z) solve (DE) and y1(z) − y0(z) log(z) ∈ zQ[[z]].

Then p4(x) = − 3x

4π2 y1(x2/64).

Generating function for Domb numbers:

  • k=0

W4(2k)zk = 1 1 − 4z 3F2 1

3, 1 2, 2 3

1, 1

  • 108z2

(1 − 4z)3

  • THM

Chan- Chan-Liu 2004; Rogers 2009

Arithmetic aspects of short random walks Armin Straub 25 / 35
slide-82
SLIDE 82

The Domb numbers

  • y0(z) :=

k0 W4(2k)zk is the analytic solution of

  • 64z2(θ + 1)3 − 2z(2θ + 1)(5θ2 + 5θ + 2) + θ3

· y(z) = 0. (DE)

  • Let y1(z) solve (DE) and y1(z) − y0(z) log(z) ∈ zQ[[z]].

Then p4(x) = − 3x

4π2 y1(x2/64).

Generating function for Domb numbers:

  • k=0

W4(2k)zk = 1 1 − 4z 3F2 1

3, 1 2, 2 3

1, 1

  • 108z2

(1 − 4z)3

  • THM

Chan- Chan-Liu 2004; Rogers 2009

  • Basis at ∞ for the hypergeometric equation of 3F2

1

3, 1 2 , 2 3

1,1

  • t
  • :

[as x → 4 then z = x2

64 → 1 4 and t = 108z2 (1−4z)3 → ∞]

t−1/33F2

  • 1

3 , 1 3 , 1 3 2 3 , 5 6

  • 1

t

  • ,

t−1/23F2

  • 1

2 , 1 2 , 1 2 5 6 , 7 6

  • 1

t

  • ,

t−2/33F2

  • 2

3 , 2 3 , 2 3 4 3 , 7 6

  • 1

t

  • Arithmetic aspects of short random walks
Armin Straub 25 / 35
slide-83
SLIDE 83

p4 in hypergeometric form

For 2 x 4, p4(x) = 2 π2 √ 16 − x2 x

3F2

  • 1

2, 1 2, 1 2 5 6, 7 6

  • 16 − x23

108x4

  • .

THM

Borwein- S-Wan- Zudilin 2011

  • Easily (if tediously) provable once found
1 2 3 4 0.1 0.2 0.3 0.4 0.5 Arithmetic aspects of short random walks Armin Straub 26 / 35
slide-84
SLIDE 84

p4 in hypergeometric form

For 2 x 4, p4(x) = 2 π2 √ 16 − x2 x

3F2

  • 1

2, 1 2, 1 2 5 6, 7 6

  • 16 − x23

108x4

  • .

THM

Borwein- S-Wan- Zudilin 2011

  • Easily (if tediously) provable once found
  • Quite marvelously, as first observed numerically:

For 0 x 4, p4(x) = 2 π2 √ 16 − x2 x Re 3F2

  • 1

2, 1 2, 1 2 5 6, 7 6

  • 16 − x23

108x4

  • .

THM

Borwein- S-Wan- Zudilin 2011

1 2 3 4 0.1 0.2 0.3 0.4 0.5 Arithmetic aspects of short random walks Armin Straub 26 / 35
slide-85
SLIDE 85

The density of a five-step random walk, again

p5(x) = 0.32993 x+0.0066167x3+0.00026233x5+0.000014119x7+O(x9)

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35

. . . the graphical construction, however carefully reinvestigated, did not permit of our considering the curve to be anything but a straight

  • line. . . Even if it is not absolutely true, it exemplifies the extraordinary power
  • f such integrals of J products to give extremely close approximations to

such simple forms as horizontal lines.

Karl Pearson, 1906

p5(x) = ∞ xtJ0(xt)J5

0(t) dt

Arithmetic aspects of short random walks Armin Straub 27 / 35
slide-86
SLIDE 86

The density of a five-step random walk, again

p5(x) = 0.32993

=p4(1)

x+0.0066167x3+0.00026233x5+0.000014119x7+O(x9)

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35

. . . the graphical construction, however carefully reinvestigated, did not permit of our considering the curve to be anything but a straight

  • line. . . Even if it is not absolutely true, it exemplifies the extraordinary power
  • f such integrals of J products to give extremely close approximations to

such simple forms as horizontal lines.

Karl Pearson, 1906

p5(x) = ∞ xtJ0(xt)J5

0(t) dt

Arithmetic aspects of short random walks Armin Straub 27 / 35
slide-87
SLIDE 87

Modular differential equations

Let f(τ) be a modular form and x(τ) a modular function w.r.t. Γ.

  • Then y(x) defined by f(τ) = y(x(τ)) satisfies a linear DE.
  • If x(τ) is a Hauptmodul for Γ, then the DE has polynomial

coefficients.

  • The solutions of the DE are y(x), τy(x), τ 2y(x), . . ..

THM

Arithmetic aspects of short random walks Armin Straub 28 / 35
slide-88
SLIDE 88

Modular differential equations

Let f(τ) be a modular form and x(τ) a modular function w.r.t. Γ.

  • Then y(x) defined by f(τ) = y(x(τ)) satisfies a linear DE.
  • If x(τ) is a Hauptmodul for Γ, then the DE has polynomial

coefficients.

  • The solutions of the DE are y(x), τy(x), τ 2y(x), . . ..

THM

  • Dedekind eta function: η(τ) = q1/24

  • n=1

(1 − qn),

q = e2πiτ

2F1

1/2, 1/2 1

  • λ(τ)
  • = θ3(τ)2
  • λ(τ) = 16η(τ/2)8η(2τ)16

η(τ)24

is the elliptic lambda function, a Hauptmodul for Γ(2).

  • θ3(τ) =

η(τ)5 η(τ/2)2η(2τ)2 is the usual Jacobi theta function.

EG

Classic

Arithmetic aspects of short random walks Armin Straub 28 / 35
slide-89
SLIDE 89

Modular differential equations

Let f(τ) be a modular form and x(τ) a modular function w.r.t. Γ.

  • Then y(x) defined by f(τ) = y(x(τ)) satisfies a linear DE.
  • If x(τ) is a Hauptmodul for Γ, then the DE has polynomial

coefficients.

  • The solutions of the DE are y(x), τy(x), τ 2y(x), . . ..

THM

  • Dedekind eta function: η(τ) = q1/24

  • n=1

(1 − qn),

q = e2πiτ

x(τ) = − η(2τ)η(6τ) η(τ)η(3τ) 6 , f(τ) = (η(τ)η(3τ))4 (η(2τ)η(6τ))2 = −q − 6q2 − 21q3 − 68q4 + . . . = 1 − 4q + 4q2 − 4q3 + 20q4 + . . . Here, Γ =

  • Γ0(6),

1 √ 3

3 −2

6 −3

  • .

EG

Chan- Chan-Liu 2004

Arithmetic aspects of short random walks Armin Straub 28 / 35
slide-90
SLIDE 90

Modular differential equations

Let f(τ) be a modular form and x(τ) a modular function w.r.t. Γ.

  • Then y(x) defined by f(τ) = y(x(τ)) satisfies a linear DE.
  • If x(τ) is a Hauptmodul for Γ, then the DE has polynomial

coefficients.

  • The solutions of the DE are y(x), τy(x), τ 2y(x), . . ..

THM

  • Dedekind eta function: η(τ) = q1/24

  • n=1

(1 − qn),

q = e2πiτ

x(τ) = − η(2τ)η(6τ) η(τ)η(3τ) 6 , f(τ) = (η(τ)η(3τ))4 (η(2τ)η(6τ))2 = −q − 6q2 − 21q3 − 68q4 + . . . = 1 − 4q + 4q2 − 4q3 + 20q4 + . . . Here, Γ =

  • Γ0(6),

1 √ 3

3 −2

6 −3

  • . Then, in a neighborhood of i∞,

f(τ) = y0(x(τ)) =

  • k=0

W4(2k)x(τ)k.

EG

Chan- Chan-Liu 2004

Arithmetic aspects of short random walks Armin Straub 28 / 35
slide-91
SLIDE 91

Modular parametrization of p4

For τ = −1/2 + iy and y > 0: p4

  • 8i

η(2τ)η(6τ) η(τ)η(3τ) 3

=√ 64x(τ)

  • = 6(2τ + 1)

π η(τ)η(2τ)η(3τ)η(6τ)

=√ −x(τ)f(τ)

THM

Borwein- S-Wan- Zudilin 2011

Arithmetic aspects of short random walks Armin Straub 29 / 35
slide-92
SLIDE 92

Modular parametrization of p4

For τ = −1/2 + iy and y > 0: p4

  • 8i

η(2τ)η(6τ) η(τ)η(3τ) 3

=√ 64x(τ)

  • = 6(2τ + 1)

π η(τ)η(2τ)η(3τ)η(6τ)

=√ −x(τ)f(τ)

THM

Borwein- S-Wan- Zudilin 2011

  • When τ = − 1

2 + 1 6

√−15, one obtains p4(1) = p′

5(0) as an η-product.

Arithmetic aspects of short random walks Armin Straub 29 / 35
slide-93
SLIDE 93

Modular parametrization of p4

For τ = −1/2 + iy and y > 0: p4

  • 8i

η(2τ)η(6τ) η(τ)η(3τ) 3

=√ 64x(τ)

  • = 6(2τ + 1)

π η(τ)η(2τ)η(3τ)η(6τ)

=√ −x(τ)f(τ)

THM

Borwein- S-Wan- Zudilin 2011

  • When τ = − 1

2 + 1 6

√−15, one obtains p4(1) = p′

5(0) as an η-product.

  • Applying the Chowla–Selberg formula, eventually leads to:

p4(1) = p′

5(0) =

√ 5 40π4 Γ( 1

15)Γ( 2 15)Γ( 4 15)Γ( 8 15) ≈ 0.32993

COR

Arithmetic aspects of short random walks Armin Straub 29 / 35
slide-94
SLIDE 94

Chowla–Selberg formula

h

  • j=1

a−6

j |η(τj)|24 =

1 (2π|d|)6h  

|d|

  • k=1

Γ

  • k

|d|

( d

k )

 

3w

where the product is over reduced binary quadratic forms [aj, bj, cj] of discriminant d < 0. Further, τj = −bj+

√ d 2aj

.

THM

Chowla– Selberg 1967

Arithmetic aspects of short random walks Armin Straub 30 / 35
slide-95
SLIDE 95

Chowla–Selberg formula

h

  • j=1

a−6

j |η(τj)|24 =

1 (2π|d|)6h  

|d|

  • k=1

Γ

  • k

|d|

( d

k )

 

3w

where the product is over reduced binary quadratic forms [aj, bj, cj] of discriminant d < 0. Further, τj = −bj+

√ d 2aj

.

THM

Chowla– Selberg 1967

Q(√−15) has discriminant ∆ = −15 and class number h = 2. Q1 = [1, 1, 4] , Q2 = [2, 1, 2] with corresponding roots τ1 = − 1

2 + 1 2

√ −15, τ2 = 1

2τ1.

1 √ 2 |η(τ1)η(τ2)|2 = 1 30π

  • Γ( 1

15)Γ( 2 15)Γ( 4 15)Γ( 8 15)

Γ( 7

15)Γ( 11 15)Γ( 13 15)Γ( 14 15)

1/2 = 1 120π3 Γ( 1

15)Γ( 2 15)Γ( 4 15)Γ( 8 15)

EG

Arithmetic aspects of short random walks Armin Straub 30 / 35
slide-96
SLIDE 96

Evaluating eta-quotients

If σ1, σ2 ∈ H both belong to Q( √ −d), then the quotient η (σ1) /η (σ2) is an algebraic number.

Fact

Arithmetic aspects of short random walks Armin Straub 31 / 35
slide-97
SLIDE 97

Evaluating eta-quotients

If σ1, σ2 ∈ H both belong to Q( √ −d), then the quotient η (σ1) /η (σ2) is an algebraic number.

Fact

  • We can write σ2 = M · σ1 for some M ∈ GL2(Z).
  • f(τ) =

η(τ) η(M·τ) is a modular function.

Proof.

Arithmetic aspects of short random walks Armin Straub 31 / 35
slide-98
SLIDE 98

Evaluating eta-quotients

If σ1, σ2 ∈ H both belong to Q( √ −d), then the quotient η (σ1) /η (σ2) is an algebraic number.

Fact

  • We can write σ2 = M · σ1 for some M ∈ GL2(Z).
  • f(τ) =

η(τ) η(M·τ) is a modular function.

  • σ1 = N · σ1 for some non-identity N ∈ GL2(Z).
  • f(N · τ) is another modular function.

Proof.

Arithmetic aspects of short random walks Armin Straub 31 / 35
slide-99
SLIDE 99

Evaluating eta-quotients

If σ1, σ2 ∈ H both belong to Q( √ −d), then the quotient η (σ1) /η (σ2) is an algebraic number.

Fact

  • We can write σ2 = M · σ1 for some M ∈ GL2(Z).
  • f(τ) =

η(τ) η(M·τ) is a modular function.

  • σ1 = N · σ1 for some non-identity N ∈ GL2(Z).
  • f(N · τ) is another modular function.
  • There is an algebraic relation Φ(f(τ), f(N · τ)) = 0.

Proof.

Arithmetic aspects of short random walks Armin Straub 31 / 35
slide-100
SLIDE 100

Evaluating eta-quotients

If σ1, σ2 ∈ H both belong to Q( √ −d), then the quotient η (σ1) /η (σ2) is an algebraic number.

Fact

  • We can write σ2 = M · σ1 for some M ∈ GL2(Z).
  • f(τ) =

η(τ) η(M·τ) is a modular function.

  • σ1 = N · σ1 for some non-identity N ∈ GL2(Z).
  • f(N · τ) is another modular function.
  • There is an algebraic relation Φ(f(τ), f(N · τ)) = 0.
  • Then: Φ(f(σ1), f(σ1)) = 0

Proof.

Arithmetic aspects of short random walks Armin Straub 31 / 35
slide-101
SLIDE 101

What we know about p5

  • W5(s) has simple poles at −2k − 2 with residue r5,k
  • Hence: p5(x) = ∞

k=0 r5,k x2k+1

Surprising bonus of the modularity of p4: r5,0 = p4(1) = √ 5 40 Γ( 1

15)Γ( 2 15)Γ( 4 15)Γ( 8 15)

π4 r5,1

?

= 13 225r5,0 − 2 5π4 1 r5,0

THM

Borwein- S-Wan- Zudilin, 2011

  • Other residues given recursively
  • p5 solves the DE
  • x6(θ + 1)4 − x4(35θ4 + 42θ2 + 3) + x2(259(θ − 1)4 + 104(θ − 1)2)

− (15(θ − 3)(θ − 1))2 · p5(x) = 0

1 2 3 4 5 0.05 0.10 0.15 0.20 0.25 0.30 0.35 Arithmetic aspects of short random walks Armin Straub 32 / 35
slide-102
SLIDE 102

Hypergeometric formulae summarized

0.5 1.0 1.5 2.0 0.2 0.4 0.6 0.8

p2(x)

0.5 1.0 1.5 2.0 2.5 3.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

p3(x)

1 2 3 4 0.1 0.2 0.3 0.4 0.5

p4(x) p2(x) = 2 π √ 4 − x2 easy p3(x) = 2 √ 3 π x (3 + x2) 2F1

  • 1

3, 2 3

1

  • x2

9 − x22 (3 + x2)3

  • classical

with a spin

p4(x) = 2 π2 √ 16 − x2 x Re 3F2 1

2, 1 2, 1 2 5 6, 7 6

  • 16 − x23

108x4

  • new

BSWZ

Arithmetic aspects of short random walks Armin Straub 33 / 35
slide-103
SLIDE 103

Some problems

  • Given a linear differential equation automatically find its

“hypergeometric-type” solutions.

Promising work by Mark van Hoeij and his group

  • What is the average distance travelled in five steps?

Wn(1) = n ∞ J1(x)J0(x)n−1 dx

x

  • What more can be said about p5?

We know it satisfies a (non-modular) DE, as well as its expansion at zero. Conjecture: p′′′

5 (0) = 78 225p′ 5(0) − 12 5π4 1 p′

5(0)
  • Countless generalization . . .

higher dimensions, different step sizes, . . .

Arithmetic aspects of short random walks Armin Straub 34 / 35
slide-104
SLIDE 104

THANK YOU!

  • Slides for this talk will be available from my website:

http://arminstraub.com/talks

  • J. Borwein, D. Nuyens, A. Straub, J. Wan

Some arithmetic properties of short random walk integrals The Ramanujan Journal, Vol. 26, Nr. 1, 2011, p. 109-132

  • J. Borwein, A. Straub, J. Wan

Three-step and four-step random walk integrals Experimental Mathematics — to appear

  • J. Borwein, A. Straub, J. Wan, W. Zudilin (appendix by D. Zagier)

Densities of short uniform random walks Canadian Journal of Mathematics — to appear

Arithmetic aspects of short random walks Armin Straub 35 / 35
slide-105
SLIDE 105

. . .

Arithmetic aspects of short random walks Armin Straub 36 / 43
slide-106
SLIDE 106

Mahler measure

(Logarithmic) Mahler measure of p(x1, . . . , xn): µ(p) := 1 · · · 1 log

  • p
  • e2πit1, . . . , e2πitn

dt1dt2 . . . dtn

DEF

Arithmetic aspects of short random walks Armin Straub 37 / 43
slide-107
SLIDE 107

Mahler measure

(Logarithmic) Mahler measure of p(x1, . . . , xn): µ(p) := 1 · · · 1 log

  • p
  • e2πit1, . . . , e2πitn

dt1dt2 . . . dtn

DEF

1 log

  • α + e2πi t

dt = log (max{|α|, 1})

LEM

Jensen

Arithmetic aspects of short random walks Armin Straub 37 / 43
slide-108
SLIDE 108

Mahler measure

(Logarithmic) Mahler measure of p(x1, . . . , xn): µ(p) := 1 · · · 1 log

  • p
  • e2πit1, . . . , e2πitn

dt1dt2 . . . dtn

DEF

1 log

  • α + e2πi t

dt = log (max{|α|, 1})

LEM

Jensen

If p(x) is not a product of cyclotomics then µ(p) µ(1−x+x3 −x4 +x5 −x6 +x7 −x9 +x10) = 0.162358.

CONJ

Lehmer, 1931

Arithmetic aspects of short random walks Armin Straub 37 / 43
slide-109
SLIDE 109

Mahler measure

(Logarithmic) Mahler measure of p(x1, . . . , xn): µ(p) := 1 · · · 1 log

  • p
  • e2πit1, . . . , e2πitn

dt1dt2 . . . dtn

DEF

1 log

  • α + e2πi t

dt = log (max{|α|, 1})

LEM

Jensen

If p(x) is not a product of cyclotomics then µ(p) µ(1−x+x3 −x4 +x5 −x6 +x7 −x9 +x10) = 0.162358.

CONJ

Lehmer, 1931

µ(1 + x + y) = 1 π Cl2 π 3

  • µ(1 + x + y + z) = 7

2 ζ(3) π2

EG

Smyth, 1981

Arithmetic aspects of short random walks Armin Straub 37 / 43
slide-110
SLIDE 110

Mahler measure

(Logarithmic) Mahler measure of p(x1, . . . , xn): µ(p) := 1 · · · 1 log

  • p
  • e2πit1, . . . , e2πitn

dt1dt2 . . . dtn

DEF

1 log

  • α + e2πi t

dt = log (max{|α|, 1})

LEM

Jensen

If p(x) is not a product of cyclotomics then µ(p) µ(1−x+x3 −x4 +x5 −x6 +x7 −x9 +x10) = 0.162358.

CONJ

Lehmer, 1931

µ(1 + x + y) = 1 π Cl2 π 3

  • = W ′

3(0)

µ(1 + x + y + z) = 7 2 ζ(3) π2 = W ′

4(0)

EG

Smyth, 1981

Arithmetic aspects of short random walks Armin Straub 37 / 43
slide-111
SLIDE 111

Mahler measure and random walks

  • Wn(s) =
  • [0,1]n
  • e2πx1i + . . . + e2πxni

s dx

  • W ′

n(0) = µ(x1 + . . . + xn) = µ(1 + x1 + . . . + xn−1)

Arithmetic aspects of short random walks Armin Straub 38 / 43
slide-112
SLIDE 112

Mahler measure and random walks

  • Wn(s) =
  • [0,1]n
  • e2πx1i + . . . + e2πxni

s dx

  • W ′

n(0) = µ(x1 + . . . + xn) = µ(1 + x1 + . . . + xn−1)

Typical conjecture (Deninger, 1997): µ(1 + x + y + 1/x + 1/y) = 15 4π2 LE(2) where LE is the L-series for an elliptic curve of conductor 15.

EG

Rogers– Zudilin, 2011

Arithmetic aspects of short random walks Armin Straub 38 / 43
slide-113
SLIDE 113

Mahler measure and random walks

  • Wn(s) =
  • [0,1]n
  • e2πx1i + . . . + e2πxni

s dx

  • W ′

n(0) = µ(x1 + . . . + xn) = µ(1 + x1 + . . . + xn−1)

Typical conjecture (Deninger, 1997): µ(1 + x + y + 1/x + 1/y) = 15 4π2 LE(2) where LE is the L-series for an elliptic curve of conductor 15.

EG

Rogers– Zudilin, 2011

W ′

5(0) ?

= 15 4π2 5/2 ∞

  • η3(e−3t)η3(e−5t)

+ η3(e−t)η3(e−15t)

  • t3 dt

CONJ

Rodriguez- Villegas

W ′

6(0) ?

= 3 π2 3 ∞ η2(e−t)η2(e−2t)η2(e−3t)η2(e−6t) t4 dt

CONJ

Rodriguez- Villegas

Arithmetic aspects of short random walks Armin Straub 38 / 43
slide-114
SLIDE 114

Mahler measure and random walks

  • Representations for Wn(s) give us, for instance,

W ′

n(0) = log(2) − γ −

1 (Jn

0 (x) − 1) dx

x − ∞

1

Jn

0 (x)dx

x = log(2) − γ − n ∞ log(x)Jn−1 (x)J1(x)dx.

Arithmetic aspects of short random walks Armin Straub 39 / 43
slide-115
SLIDE 115

(Multiple) Mahler measure

Multiple Mahler measure of polynomials pi(x1, . . . , xn): µ(p1, . . . , pk) :=

  • [0,1]n

k

  • i=1

log

  • pi
  • e2πit1, . . . , e2πitn

dt µk(p) :=

  • [0,1]n logk

p

  • e2πit1, . . . , e2πitn

dt

DEF

Arithmetic aspects of short random walks Armin Straub 40 / 43
slide-116
SLIDE 116

(Multiple) Mahler measure

Multiple Mahler measure of polynomials pi(x1, . . . , xn): µ(p1, . . . , pk) :=

  • [0,1]n

k

  • i=1

log

  • pi
  • e2πit1, . . . , e2πitn

dt µk(p) :=

  • [0,1]n logk

p

  • e2πit1, . . . , e2πitn

dt

DEF

W (k)

n (0) = µk(1 + x1 + . . . + xn−1)

EG

Arithmetic aspects of short random walks Armin Straub 40 / 43
slide-117
SLIDE 117

Moments of a 3-step random walk

µ1(1 + x + y) = 3 2π Ls2 2π 3

  • µ2(1 + x + y) = 3

π Ls3 2π 3

  • + π2

4 µ3(1 + x + y) ? = 6 π Ls4 2π 3

  • − 9

π Cl4 π 3

  • − π

4 Cl2 π 3

  • − 13

2 ζ(3) µ4(1 + x + y) ? = 12 π Ls5 2π 3

  • − 49

3π Ls5 π 3

  • + 81

π Gl4,1 2π 3

  • + 3π Gl2,1

2π 3

  • + 2

πζ(3) Cl2 π 3

  • + Cl2

π 3 2 − 29 90π4

EG

Borwein- Borwein- S-Wan Arithmetic aspects of short random walks Armin Straub 41 / 43
slide-118
SLIDE 118

Derivatives of moments

  • Using the residues r5,k = Res−2k−2 W5:

p5(x) =

  • k=0

r5,k x2k+1 r5,0 = 16 + 1140W ′

5(0) − 804W ′ 5(2) + 64W ′ 5(4)

225 , r5,1 = 26r5,0 − 16 − 20W ′

5(0) + 4W ′ 5(2)

225 .

EG

  • Unfortunately, the Mahler measure W ′

5(0) “cancels” out.

Arithmetic aspects of short random walks Armin Straub 42 / 43
slide-119
SLIDE 119

Drunken birds

Arithmetic aspects of short random walks Armin Straub 43 / 43
slide-120
SLIDE 120

Drunken birds

A drunk man will find his way home, but a drunk bird may get lost forever.

Shizuo Kakutani, 1911–2004 ”

Arithmetic aspects of short random walks Armin Straub 43 / 43