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The transformation law of the weight-two Eisenstein series E_2

Statement

The weight-two Eisenstein series E2(τ)=1−24∑n≥1σ1(n)qn satisfies E2(τ+1)=E2(τ) and, for every γ=(abcd)∈SL2(Z), E2 ⁣(aτ+bcτ+d)=(cτ+d)2E2(τ)−6icπ(cτ+d). In particular E2(−1/τ)=τ2E2(τ)−6iπτ, so E2 is not a modular form of weight 2.

Facts & Assumptions

Given: The series E2=1−24∑n≥1σ1(n)qn, q=e2πiτ, and its half-normalisation H:=(π2/6)E2, all on H (The level-one Eisenstein series E_k and the weight-two series E_2, The unit disc, the upper half-plane, and Blaschke factors).

[F1]

πcot⁡(πz)=1z+∑n≥12zz2−n2 with local uniform convergence on C∖Z (The Mittag-Leffler expansion of pi cotangent), and sin⁡w=w−w36+O(w5), cos⁡w=1−w22+O(w4) (The exponential definitions of complex sine, cosine, hyperbolic sine, and hyperbolic cosine equal their entire power series).

[F2]

Lipschitz: for τ∈H, ∑n∈Z(τ+n)−2=(−2πi)2∑r≥1rqr=−4π2∑r≥1rqr, absolutely on the left (The Lipschitz formula for the reciprocal-power sums).

[F3]

On every compact K⊆H there is cK>0 with ∣mz+n∣≥cKmax⁡(∣m∣,∣n∣) for all (m,n)≠(0,0) and z∈K This estimate is derived locally: if ℑz≥y0>0, ∣ℜz∣≤X, then ∣m∣≤∣mz+n∣/y0 and ∣n∣≤∣mz+n∣+X∣m∣≤(1+X/y0)∣mz+n∣, so one may take cK=min⁡(y0,(1+X/y0)−1).

[F5]

If G is differentiable on [n,n+1] with integrable G′=f, then ∫nn+1f=G(n+1)−G(n); consequently ∣f(n)−∫nn+1f∣≤2sup⁡[n,n+1]∣f′∣ (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a)).

[F6]

If φ(t,ε) and ∂εφ(t,ε) are continuous on R×I, one slice is absolutely integrable, and ∂εφ is dominated on each compact interval of ε by a t-integrable function, then Φ(ε)=∫Rφ(t,ε)dt is differentiable with Φ′(ε)=∫R∂εφ(t,ε)dt (Differentiation under an improper multiple integral under an integrable derivative bound).

Proof

1.1F1F4givenalgebra

We first record ζ(2)=π2/6. By [F1], πcot⁡(πz)=1z−2z∑n≥11n2−z2 for z∉Z; for ∣z∣≤1/2 one has 1n2−z2=1n2+z2n2(n2−z2) with ∣z∣2n2∣n2−z2∣≤2∣z∣2n4, so ∑n≥12zz2−n2=−2z∑n≥11n2+O(z3) by [F4] and πcot⁡(πz)=1z−2z∑n≥1n−2+O(z3). On the other hand [F1] gives πcot⁡(πz)=πcos⁡πzsin⁡πz=π1−(πz)2/2+O(z4)πz−(πz)3/6+O(z5)=1z−π23z+O(z3). Comparing coefficients of z and using ∑n−2>0 gives ∑n≥1n−2=π2/6.

2.1F2F3F4step 1.1givenalgebra

With q=e2πiτ and ∣q∣<1, [F2] gives ∑n∈Z(mτ+n)−2=−4π2∑r≥1rqmr for each m≥1, so ∑m≥1∑n∈Z(mτ+n)−2=−4π2∑m,r≥1rqmr=−4π2∑n≥1σ1(n)qn, the last step regrouping the absolutely summable family (rqmr)m,r≥1 by n=mr [F4]. Hence, by 1.1, H(τ)=ζ(2)+∑m≥1∑n∈Z(mτ+n)−2. For ε>0 define the regularised series Hε(z):=12∑(m,n)≠(0,0)′(mz+n)−2∣mz+n∣−2ε; pairing (m,n) with (−m,−n) and writing fm,ε(t):=(mz+t)−2∣mz+t∣−2ε, we have Hε(z)=ζ(2+2ε)+∑m≥1∑n∈Zfm,ε(n), and this family is absolutely summable for ε>0: on a compact K with c=cK, the shell of pairs with max⁡(∣m∣,∣n∣)=j has 8j elements each bounded by (cj)−2−2ε, so the shell sum is 8c−2−2εj−1−2ε, summable: compare with j−1−r for a rational 0<r<2ε and apply [F4].

3.1F3F4step 2.1givenalgebra

The regularised series satisfies Hε(γτ)=(cτ+d)2∣cτ+d∣2εHε(τ) for every γ=(abcd)∈SL2(Z). Indeed mγτ+n=m′τ+n′cτ+d with (m′,n′)=(ma+nc, mb+nd), and (m,n)↦(m′,n′) is a bijection of Z2 because its matrix (acbd) has determinant ad−bc=1; since (mγτ+n)−2∣mγτ+n∣−2ε=(cτ+d)2∣cτ+d∣2ε(m′τ+n′)−2∣m′τ+n′∣−2ε, the absolutely summable family of 2.1 may be reindexed and regrouped by [F4], giving the displayed law.

4.1F3F4F5step 3.1givenalgebra

Fix τ∈H, y:=Im⁡τ>0, and m≥1. Set Iε(mτ):=∫Rfm,ε(t) dt and Am(ε):=∑n∈Z[fm,ε(n)−∫nn+1fm,ε(t) dt]. The improper integral Iε(mτ) is the sum over n∈Z of ∫nn+1fm,ε, so ∑nfm,ε(n)=Iε(mτ)+Am(ε), and summing over m gives the exact identity Hε(τ)=ζ(2+2ε)+∑m≥1Am(ε)+∑m≥1Iε(mτ) for ε>0. The substitution mτ+t=my(u+i) shows Iε(mτ)=(my)−1−2εI(ε) with I(ε):=∫R(u+i)−2(1+u2)−εdu. Finally ∑m≥1Am(ε) converges uniformly for ε∈[−1/4,1/4]: by [F5], ∣fm,ε(n)−∫nn+1fm,ε∣≤2sup⁡[n,n+1]∣fm,ε′∣, and differentiating the product gives ∣fm,ε′(t)∣≤(2+2∣ε∣)∣mτ+t∣−3−2ε; on [n,n+1] the quantity ∣mτ+t∣ is comparable to ∣mτ+n∣ (their difference has modulus at most 1, and ∣mτ+t∣≥Im⁡mτ=my; for ∣mτ+n∣>2 this gives comparison, and only finitely many n fail it for a given m, none at all once my>2), so the absolute sum of all row differences is dominated uniformly in ε by a constant times ∑j≥18j j−5/2<∞ using [F3] and [F4]. The double series is thus uniformly convergent by the M-test; each row difference is continuous in ε, and regrouping into Am preserves the limit.

5.1F4F5F6step 2.1step 4.1givenalgebra

We let ε→0+. First, ζ(2+2ε)→ζ(2): for 0<ε≤1/4 and every N, ∣∑nn−2−2ε−∑nn−2∣≤∑n≤N∣n−2−2ε−n−2∣+2∑n>Nn−2, and the inner estimate is as small as desired for N large and then ε small. Second, ∑m≥1Am(ε)→∑m≥1Am(0) because the convergence is uniform on [−1/4,1/4] by 4.1 and each Am is continuous in ε; and Am(0)=∑n∈Z(mτ+n)−2 because I0(mτ)=∫R(mτ+t)−2dt=0, the primitive being −(mτ+t)−1. Third, I(0)=∫R(u+i)−2du=0 (same primitive) and I′(0)=−∫R(u+i)−2log⁡(1+u2) du=−π: the differentiation is licensed by [F6] separately on real and imaginary parts, with base slice ε=0 absolutely integrable (its modulus is (1+u2)−1), since for ∣ε∣≤1/4 the ε-difference quotients of (u+i)−2(1+u2)−ε are bounded by (1+u2)−3/4log⁡(1+u2), which is integrable on R, and a primitive of −log⁡(1+t2)/(t+i)2 is 1+log⁡(1+t2)t+i−arctan⁡t, whose endpoint difference is −π. Fourth, by [F5] and [F4] the decreasing function t↦t−1−2ε satisfies ∫1∞t−1−2εdt≤∑m≥1m−1−2ε≤1+∫1∞t−1−2εdt, that is ∑m≥1m−1−2ε=12ε+O(1). Hence ∑m≥1Iε(mτ)=y−1−2εI(ε)∑m≥1m−1−2ε→1y⋅(−π2)=−π2y as ε→0+, and therefore Hε(τ)→H(τ)−π2y, using 2.1, 4.1 and 2ε→0.

6.1step 3.1step 5.1givenalgebra∎

Taking ε→0+ in 3.1 and using 5.1 with ∣cτ+d∣2ε→1, H(γτ)−π2Im⁡(γτ)=(cτ+d)2(H(τ)−π2y). Since Im⁡(γτ)=y/∣cτ+d∣2, this rearranges to H(γτ)=(cτ+d)2H(τ)+π2y(∣cτ+d∣2−(cτ+d)2). Writing w:=cτ+d we have w2−∣w∣2=w(w−w‾)=2icy w, so the correction is −πic(cτ+d) and H(γτ)=(cτ+d)2H(τ)−πic(cτ+d). Multiplying by 6/π2 proves the stated transformation law; E2(τ+1)=E2(τ) is immediate from E2(τ+1)=1−24∑σ1(n)qn=E2(τ); and at γ=S, where c=1 and d=0, the law reads E2(−1/τ)=τ2E2(τ)−6iπτ, which differs from τ2E2(τ) for τ≠0, so E2 is not a modular form of weight 2.

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