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# 1 Introduction

## 1 Introduction

There has been recent progress in classifying supersymmetric bosonic solutions in supergravity theories  (for older work using techniques specific to four dimensions, see ). Such a classification is desirable as it may allow one to find new kinds of solutions that have been hitherto missed by the usual procedure of starting with an inspired ansatz. In turn this could elucidate interesting new phenomena in string/M-theory. In addition such a classification allows one to precisely characterise supersymmetric geometries of interest, which is important when explicit solutions are not available.

The basic strategy is to assume the existence of a Killing spinor, that is assume a solution preserves at least one supersymmetry, and then consider the differential forms that can be constructed as bi-linears from the spinor. These satisfy a number of algebraic and differential conditions which can be used to determine the form of the metric and other bosonic fields. Geometrically, the Killing spinor, or equivalently the differential forms, defines a preferred $`G`$-structure and the differential conditions restrict its intrinsic torsion111The utility of using $`G`$-structures in analysing supersymmetric solutions of supergravity was discussed earlier in ..

The analysis of the most general bosonic supersymmetric solutions of D=11 supergravity was initiated in . It was shown that the solutions always have a Killing vector constructed as a bi-linear from the Killing spinor and that it is either time-like or null. A detailed analysis was undertaken for the time-like case and it was shown that an $`SU(5)`$ structure plays a central role in determining the local form of the most general bosonic supersymmetric configuration. A similar analysis for the null case, which has yet to be carried out, would then complete this classification of the most general supersymmetric geometries of D=11 supergravity. A finer classification would be to carry out a similar analysis assuming that there is more than one Killing spinor and some indications of how this might be tackled were discussed in . Of course, a fully complete classification of D=11 supersymmetric geometries would require classifying the explicit form of the solutions within the various classes, but this seems well beyond reach at present.

While more progress on D=11 or 10 supergravity is possible, it seems a daunting challenge to carry through the programme of  in full. Thus, it is of interest to analyse simpler supergravity theories. In the cases where the theory arises via dimensional reduction from a higher dimensional supergravity theory, the analysis can be viewed as classifying a restricted class of solutions of the higher dimensional theory. In  minimal supergravity in D=5 was analysed, which arises, for example, as a truncation of the dimensional reduction of D=11 supergravity on a six torus. As in D=11 supergravity, the general supersymmetric solutions of the D=5 theory have either a timelike or a null Killing vector that is constructed from the Killing spinor. In the time-like case there is an $`SU(2)`$ structure. More precisely it was shown that working in a neighbourhood in which the Killing vector is timelike, the D=5 geometry is completely determined by a hyper-Kähler base-manifold, orthogonal to the orbits of the Killing vector, along with a function and a connection one-form defined on the base that satisfy a pair of simple differential equations. A similar analysis for the null case, revealed that the most general solution was a plane fronted wave determined by three harmonic functions. Although the null case has an $`\text{}^3`$-structure, this did not play an important role in the analysis. In addition, it was shown that the generic solutions for both the time-like and null case preserve 1/2 supersymmetry, but they can also be maximally supersymmetric. A further analysis determined the explicit form of the most general maximally supersymmetric solutions.

Here we shall analyse minimal gauged supergravity in d=5. This theory arises as a consistent truncation of the dimensional reduction of type IIB supergravity on a five-sphere. The gauged theory has the same field content as the ungauged theory, and given their similarity it is not surprising that some of the analysis parallels that of . However, it is interesting that there are some important differences. Once again there are two classes of supersymmetric solutions, the time-like class and the null class. In the time-like case, we show that the base manifold of the D=5 geometry orthogonal to the orbits of the Killing vector is now a Kähler manifold with a $`U(2)`$ structure, and the solutions generically preserve 1/4 of the supersymmetry. However, in contrast to the ungauged case, the whole of the geometry is determined by the base-space up to an anti-holomorphic function on the base. This formalism thus provides a very powerful method for the generation of new solutions.

When the Killing vector is null, we show that the five-dimensional solution is again fixed up to three functions, as in the ungauged case. However, unlike the ungauged case, these functions are no longer harmonic, but rather satisfy more complicated elliptic differential equations on $`\text{}^3`$. These solutions generically preserve 1/4 of the supersymmetry.

By examining the integrability conditions for the Killing spinor equation it is simple to show that $`AdS_5`$ is the unique solution preserving all supersymmetry. This is in contrast to the ungauged case where there is a rich class of maximally supersymmetric solutions.

By using this formalism, we construct some new solutions of five dimensional gauged supergravity. As in the ungauged case, we find that many of the new solutions have closed time-like curves. More specifically, we find a family of solutions corresponding to deformations of $`AdS_5`$, in which the deformation depends on a holomorphic function on a Kähler manifold equipped with the Bergmann metric. In the special case that the holomorphic function is constant, we find a regular deformation of $`AdS_5`$ with, for a range of parameters, no closed time-like curves. We also find a 1-parameter family of solutions for which the geometry corresponds to a certain double analytic continuation of the coset space $`T^{pq}`$. All of these solutions can be lifted on a five-sphere to obtain solutions of type IIB theory .

The plan of this paper is as follows; in section 2 we examine the structure of the minimal five dimensional gauged supergravity, and describe the algebraic and differential constraints which bilinears constructed out of the Killing spinor must satisfy. In section 3, we present a classification of the solutions when the Killing vector constructed from the Killing spinor is timelike. We show how the solutions are completely fixed up to an arbitrary Kähler 4-manifold together with an anti-holomorphic function, and we present some new solutions. In section 4, we examine solutions for which the Killing vector is null; again, we find a simple prescription for constructing solutions in this case. In section 5 we investigate maximally supersymmetric solutions. In section 6 we present our conclusions.

## 2 D=5 Gauged supergravity

The bosonic action for minimal gauged supergravity in five dimensions is

$$S=\frac{1}{4\pi G}(\frac{1}{4}({}_{}{}^{5}R\chi ^2)1\frac{1}{2}FF\frac{2}{3\sqrt{3}}FFA),$$
(2.1)
where $`F=dA`$ is a $`U(1)`$ field strength and $`\chi 0`$ is a real constant. We will adopt the same conventions as , including a mostly minus signature for the metric. The bosonic equations of motion are

$`{}_{}{}^{5}R_{\alpha \beta }^{}+2F_{\alpha \gamma }F_\beta {}_{}{}^{\gamma }{\displaystyle \frac{1}{3}}g_{\alpha \beta }(F^2+\chi ^2)`$ $`=`$ $`0`$
$`dF+{\displaystyle \frac{2}{\sqrt{3}}}FF`$ $`=0`$ (2.2)
where $`F^2F_{\alpha \beta }F^{\alpha \beta }`$. A bosonic solution to the equations of motion is supersymmetric if it admits a super-covariantly constant spinor obeying

$$[D_\alpha +\frac{1}{4\sqrt{3}}\left(\gamma _\alpha {}_{}{}^{\beta \gamma }4\delta _\alpha ^\beta \gamma ^\gamma \right)F_{\beta \gamma }]ϵ^a\chi ϵ^{ab}(\frac{1}{4\sqrt{3}}\gamma _\alpha \frac{1}{2}A_\alpha )ϵ^b=0$$
(2.3)
where $`ϵ^a`$ is a symplectic Majorana spinor. We shall call such spinors Killing spinors. Our strategy for determining the most general bosonic supersymmetric solutions222Note that there are spacetimes admitting a Killing spinor that do not satisfy the equations of motion. These can be viewed as solutions of the field equations with additional sources, and supersymmetry imposes conditions on these sources. It is straightforward to determine the conditions, but for simplicity of presentation, we will restrict ourselves to solutions of the field equations without sources. is to analyse the differential forms that can be constructed from commuting Killing spinors. We first investigate algebraic properties of these forms, and then their differential properties.

From a single commuting spinor $`ϵ^a`$ we can construct a scalar $`f`$, a 1-form $`V`$ and three 2-forms $`\mathrm{\Phi }^{ab}\mathrm{\Phi }^{(ab)}`$:

$$fϵ^{ab}=\overline{ϵ}^aϵ^b,$$
(2.4)
$$V_\alpha ϵ^{ab}=\overline{ϵ}^a\gamma _\alpha ϵ^b,$$
(2.5)
$$\mathrm{\Phi }_{\alpha \beta }^{ab}=\overline{ϵ}^a\gamma _{\alpha \beta }ϵ^b,$$
(2.6)
$`f`$ and $`V`$ are real, but $`\mathrm{\Phi }^{11}`$ and $`\mathrm{\Phi }^{22}`$ are complex conjugate and $`\mathrm{\Phi }^{12}`$ is imaginary. It is useful to work with three real two-forms defined by

$$\mathrm{\Phi }^{(11)}=X^{(1)}+iX^{(2)},\mathrm{\Phi }^{(22)}=X^{(1)}iX^{(2)},\mathrm{\Phi }^{(12)}=iX^{(3)}.$$
(2.7)
It will be useful to record some of these identities which can be obtained from various Fierz identities.

We first note that

$$V_\alpha V^\alpha =f^2$$
(2.8)
which implies that $`V`$ is timelike, null or zero. The final possibility can be eliminated using the arguments in . Now $`f`$ either vanishes everywhere or it is non-vanishing at a point $`p`$. In the former “null case”, the Killing vector $`V`$ is a globally defined null Killing vector. In the latter “time-like case” there is a neighbourhood of $`p`$ in which $`f`$ is non-vanishing and for which $`V`$ is time-like. We will work in such a neighbourhood for this case, and then find the full solution by analytic continuation. In later sections we will analyse the time-like and null cases separately.

We also have

$$X^{(i)}X^{(j)}=2\delta _{ij}fV,$$
(2.9)
$$i_VX^{(i)}=0,$$
(2.10)
$$i_VX^{(i)}=fX^{(i)},$$
(2.11)
$$X_{\gamma \alpha }^{(i)}X^{(j)\gamma }{}_{\beta }{}^{}=\delta _{ij}(f^2\eta _{\alpha \beta }V_\alpha V_\beta )+ϵ_{ijk}fX_{\alpha \beta }^{(k)}$$
(2.12)
where $`ϵ_{123}=+1`$ and, for a vector $`Y`$ and $`p`$-form $`A`$, $`(i_YA)_{\alpha _1\mathrm{}\alpha _{p1}}Y^\beta A_{\beta \alpha _1\mathrm{}\alpha _{p1}}`$. Finally, it is useful to record

$$V_\alpha \gamma ^\alpha ϵ^a=fϵ^a,$$
(2.13)
and

$$\mathrm{\Phi }_{\alpha \beta }^{ab}\gamma ^{\alpha \beta }ϵ^c=8fϵ^{c(a}ϵ^{b)}.$$
(2.14)
We now turn to the differential conditions that can be obtained by assuming that $`ϵ`$ is a Killing spinor. We differentiate $`f`$, $`V`$, $`\mathrm{\Phi }`$ in turn and use (2.3). Starting with $`f`$ we find

$$df=\frac{2}{\sqrt{3}}i_VF.$$
(2.15)
Taking the exterior derivative and using the Bianchi identity for $`F`$ then gives

$$_VF=0,$$
(2.16)
where $``$ denotes the Lie derivative. Next, differentiating $`V`$ gives

$$D_\alpha V_\beta =\frac{2}{\sqrt{3}}F_{\alpha \beta }f+\frac{1}{2\sqrt{3}}ϵ_{\alpha \beta \gamma \delta ϵ}F^{\gamma \delta }V^ϵ+\frac{\chi }{2\sqrt{3}}(X^1){}_{\alpha \beta }{}^{},$$
(2.17)
which implies $`D_{(\alpha }V_{\beta )}=0`$ and hence $`V`$ is a Killing vector. Combining this with (2.16) implies that $`V`$ is the generator of a symmetry of the full solution $`(g,F)`$. Note that (2.17) implies

$$dV=\frac{4}{\sqrt{3}}fF+\frac{2}{\sqrt{3}}(FV)+\frac{\chi }{\sqrt{3}}X^1.$$
(2.18)
Finally, differentiating $`X^{(i)}`$ gives

$`D_\alpha X_{\beta \gamma }^{(i)}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}[2F_\alpha {}_{}{}^{\delta }(X^{(i)})_{\delta \beta \gamma }^{}2F_{[\beta }{}_{}{}^{\delta }(X^{(i)})_{\gamma ]\alpha \delta }^{}+\eta _{\alpha [\beta }F^{\delta ϵ}(X^{(i)})_{\gamma ]\delta ϵ}]`$ (2.19)
$``$ $`{\displaystyle \frac{\chi }{\sqrt{3}}}\delta ^{1i}\eta _{\alpha [\beta }V_{\gamma ]}+\chi ϵ^{1ij}[A_\alpha X^{(j)}{}_{\beta \gamma }{}^{}+{\displaystyle \frac{1}{2\sqrt{3}}}(X^{(j)}){}_{\alpha \beta \gamma }{}^{}].`$
Note that (2.19) implies that

$$dX^{(i)}=\chi ϵ^{1ij}\left(AX^{(j)}+\frac{\sqrt{3}}{2}X^{(j)}\right)$$
(2.20)
so $`dX^{(1)}=0`$ but $`X^{(2)}`$ and $`X^{(3)}`$ are not closed. In particular, this implies that

$$_VX^{(i)}=\chi ϵ^{1ij}(i_VA\frac{\sqrt{3}}{2}f)X^{(j)}.$$
(2.21)
It is useful to consider the effect of gauge transformations $`AA+d\mathrm{\Lambda }`$. In particular, the Killing spinor equation is left invariant under the transformation

$`ϵ^1`$ $``$ $`\mathrm{cos}({\displaystyle \frac{\chi \mathrm{\Lambda }}{2}})ϵ^1\mathrm{sin}({\displaystyle \frac{\chi \mathrm{\Lambda }}{2}})ϵ^2`$
$`ϵ^2`$ $``$ $`\mathrm{cos}({\displaystyle \frac{\chi \mathrm{\Lambda }}{2}})ϵ^2+\mathrm{sin}({\displaystyle \frac{\chi \mathrm{\Lambda }}{2}})ϵ^1.`$ (2.22)
Under these transformations, $`ff`$, $`VV`$ and $`X^1X^1`$, but $`X^2+iX^3e^{i\chi \mathrm{\Lambda }}(X^2+iX^3)`$. We shall choose to work in a gauge in which

$$i_VA=\frac{\sqrt{3}}{2}f$$
(2.23)
and so $`_VA=0`$ and also $`_VX^{(i)}=0`$.

To make further progress we will examine separately the case in which the Killing vector is time-like and the case in which it is null in the two following sections.

## 3 The timelike case

### 3.1 The general solution

In this section we shall consider solutions in a neighbourhood in which $`f`$ is non-zero and hence $`V`$ is a timelike Killing vector field. Equation (2.12) implies that the 2-forms $`X^{(i)}`$ are all non-vanishing. Introduce coordinates such that $`V=/t`$. The metric can then be written locally as

$$ds^2=f^2(dt+\omega )^2f^1h_{mn}dx^mdx^n$$
(3.1)
where we have assumed, essentially with no loss of generality, $`f>0`$; $`f`$, $`\omega `$ and $`h`$ depend only on $`x^m`$ and not on $`t`$. The metric $`f^1h_{mn}`$ is obtained by projecting the full metric perpendicular to the orbits of $`V`$. The manifold so defined will be referred to as the base space $`B`$.

Define

$$e^0=f(dt+\omega )$$
(3.2)
and if $`\eta `$ defines a positive orientation on $`B`$ then we define $`e^0\eta `$ to define a positive orientation for the D=5 metric. The two form $`d\omega `$ only has components tangent to the base space and can therefore be split into self-dual and anti-self-dual parts with respect to the metric $`h_{mn}`$:

$$fd\omega =G^++G^{}$$
(3.3)
where the factor of $`f`$ is included for convenience.

Equation (2.10) implies that the $`2`$-forms $`X^{(i)}`$ can be regarded as $`2`$-forms on the base space and Equation (2.11) implies that they are anti-self-dual:

$$_4X^{(i)}=X^{(i)},$$
(3.4)
where $`_4`$ denotes the Hodge dual associated with the metric $`h_{mn}`$. Equation (2.12) can be written

$$X^{(i)}{}_{m}{}^{}{}_{}{}^{p}X_{}^{(j)}{}_{p}{}^{}{}_{}{}^{n}=\delta ^{ij}\delta _m{}_{}{}^{n}+ϵ_{ijk}X^{(k)}{}_{m}{}^{}^n$$
(3.5)
where indices $`m,n,\mathrm{}`$ have been raised with $`h^{mn}`$, the inverse of $`h_{mn}`$. This equation shows that the $`X^{(i)}`$’s satisfy the algebra of imaginary unit quaternions.

To proceed, we use (2.15) and (2.18) to solve for the gauge field strength $`F`$. This gives

$$F=\frac{\sqrt{3}}{2}de^0\frac{1}{\sqrt{3}}G^+\frac{\chi }{2f}X^{(1)}.$$
(3.6)
It is convenient to write

$$H=\frac{\sqrt{3}}{2}de^0\frac{1}{\sqrt{3}}G^+$$
(3.7)
so that $`F=H\frac{\chi }{2f}X^{(1)}`$. Substituting this into (2.19) we find that

$`D_\alpha X_{\beta \gamma }^{(i)}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}[2H_\alpha {}_{}{}^{\delta }(X^{(i)})_{\delta \beta \gamma }^{}2H_{[\beta }{}_{}{}^{\delta }(X^{(i)})_{\gamma ]\alpha \delta }^{}+\eta _{\alpha [\beta }H^{\delta ϵ}(X^{(i)})_{\gamma ]\delta ϵ}]`$ (3.8)
$`+`$ $`\chi ϵ^{1ij}(A_\alpha {\displaystyle \frac{\sqrt{3}}{2f}}V_\alpha )X_{\beta \gamma }^{(j)}.`$
We also find that

$`_mX_{np}^{(1)}`$ $`=`$ $`0`$
$`_mX_{np}^{(2)}`$ $`=`$ $`P_mX_{np}^{(3)}`$
$`_mX_{np}^{(3)}`$ $`=`$ $`P_mX_{np}^{(2)}`$ (3.9)
where $``$ is the Levi-Civita connection on $`B`$ with respect to $`h`$ and we have introduced

$$P_m=\chi \left(A_m\frac{\sqrt{3}}{2}f\omega _m\right).$$
(3.10)
Recall that $`X^{(1)}`$ is gauge-invariant. From (3.5) and (3.1) we conclude that the base space is Kähler, with Kähler form $`X^{(1)}`$. Thus the base space has a $`U(2)`$ structure.

One might be tempted to conclude that the additional presence of $`X^{(2)}`$ and $`X^{(3)}`$ satisfying (3.5) implies that the manifold actually has an $`SU(2)`$ structure. However, this is not the case since $`X^{(2)}`$ and $`X^{(3)}`$ are not gauge invariant. To obtain some further insight, note that we can invert (3.1) to solve for $`P`$:

$$P_m=\frac{1}{8}\left(X^{(3)np}_mX_{np}^{(2)}X^{(2)np}_mX_{np}^{(3)}\right)$$
(3.11)
from which we deduce that

$$dP=\mathrm{}$$
(3.12)
where $`\mathrm{}`$ is the Ricci-form of the base space $`B`$ defined by

$$\mathrm{}_{mn}=\frac{1}{2}X^{(1)pq}R_{pqmn}$$
(3.13)
and $`R_{pqmn}`$ denotes the Riemann curvature tensor of $`B`$ equipped with metric $`h`$. Now on any Kähler four-manifold, with anti-self dual Kähler two-form $`X^{(1)}`$ and Ricci-form $`\mathrm{}`$, there is always a section of the canonical bundle, $`X^{(2)}+iX^{(3)}`$, with anti-self-dual two-forms $`X^{(2)},X^{(3)}`$, satisfying (3.5), and $`(+iP)(X^{(2)}+iX^{(3)})=0`$. But this is equivalent to the last two equations in (3.1). (Note that shifting $`P`$ by a gradient of a function on the Kähler manifold, shifts $`X^{(2)}+iX^{(3)}`$ by a phase, which precisely corresponds to the time-independent gauge transformations of $`X^{(2)}+iX^{(3)}`$.)

Thus the content of (3.5), (3.1) and (3.10) is simply that the base $`B`$ is Kähler and that the base determines $`A_m\frac{\sqrt{3}}{2}f\omega _m`$ (up to a gradient of a time independent function). In fact, as we now show all of the five-dimensional geometry is determined in terms of the geometry of the base space $`B`$, up to an anti-holomorphic function on the base. To see this we first substitute (3.10) into (3.12) to get

$$\frac{1}{\sqrt{3}}G^+{}_{mn}{}^{}\frac{\chi }{2f}X_{mn}^{(1)}=\frac{1}{\chi }\mathrm{}_{mn}.$$
(3.14)
Upon contracting (3.14) with $`(X^1)^{mn}`$, and using $`\mathrm{}_{mn}X^{(1)mn}=R`$, we obtain

$$f=\frac{2\chi ^2}{R}$$
(3.15)
where $`R`$ is the Ricci scalar curvature of $`B`$. In particular, we see $`B`$ cannot be hyper-Kähler, as we must have $`R0`$. Substituting back into (3.14) we find that

$$G^+{}_{mn}{}^{}=\frac{\sqrt{3}}{\chi }(\mathrm{}_{mn}\frac{1}{4}RX_{mn}^{(1)}).$$
(3.16)
Now the Bianchi identity $`dF=0`$ is satisfied since

$$dG^+=\frac{\sqrt{3}\chi }{2f^2}dfX^1$$
(3.17)
which is implied by (3.14). The gauge field equation implies that

$$_m^mf^1=\frac{2}{9}(G^+)^{mn}(G^+)_{mn}+\frac{\chi }{2\sqrt{3}f}(G^{})_{mn}(X^1)^{mn}\frac{2\chi ^2}{3f^2}.$$
(3.18)
If we write

$$G^{}=\lambda ^iX^i,$$
(3.19)
for some functions $`\lambda ^i`$, we see that (3.18) fixes $`\lambda ^1`$ in terms of the base space geometry via

$$\lambda ^1=\frac{\sqrt{3}}{\chi R}\left(\frac{1}{2}^m_mR+\frac{2}{3}\mathrm{}_{mn}\mathrm{}^{mn}\frac{1}{3}R^2\right).$$
(3.20)
Next we note that (3.3) implies that $`R(G^++G^{})`$ is closed. Hence, on taking the exterior derivative and using (3.1) we find that

$$T+\left[d(R\lambda ^2)R\lambda ^3P\right]X^2+\left[d(R\lambda ^3)+R\lambda ^2P\right]X^3=0$$
(3.21)
where

$$T=\frac{\sqrt{3}}{\chi }\left(dR\mathrm{}+d\left[\frac{1}{2}_m^mR+\frac{2}{3}\mathrm{}_{mn}\mathrm{}^{mn}\frac{1}{12}R^2\right]X^1\right)$$
(3.22)
is determined by the geometry of the base. In particular $`\lambda ^2=\lambda ^3=0`$ is only possible if and only if $`T=0`$. On defining

$$\mathrm{\Theta }_m=(X^2)_m{}_{}{}^{n}(_4T)_{n}^{}$$
(3.23)
and adopting complex co-ordinates $`z^j,z^{\overline{j}}`$ on $`B`$ with respect to $`X^1`$, (3.21) simplifies to

$$\mathrm{\Theta }_j=\left(_jiP_j\right)\left[R(\lambda ^2i\lambda ^3)\right]$$
(3.24)
which fixes $`\lambda ^2i\lambda ^3`$ up to an arbitrary anti-holomorphic function. In summary, we have determined $`f`$ and $`G^\pm `$ in terms of the Kähler base up to an anti-holomorphic function; then, up to a time independent gradient, $`\omega `$ is determined by (3.3), and then $`A_m`$ by $`P_m`$. This state of affairs should be contrasted with the ungauged case , where $`f`$ and $`\omega `$ satisfied a pair of differential equations on a hyper-Kähler base.

We remark that there are no solutions for which $`V`$ is hyper-surface orthogonal; in other words there are no solutions with $`d\omega =0`$. To see this note that if $`d\omega =0`$ then $`G^+=G^{}=0`$, and from (3.17) we find that $`df=0`$. On substituting this into (3.18) and using $`G^+=G^{}=0`$ we obtain a contradiction. This would seem problematic, as it is known that many of the known solutions such as $`AdS_5`$ and certain types of nakedly singular black hole solutions can be written in co-ordinates in which the solution is static with respect to some time-like killing vector. This apparent contradiction is resolved by noting that this time-like killing vector is not the killing vector constructed from the Killing spinor. Hence, it is clear that the co-ordinates which arise naturally from the construction described here are not in fact the co-ordinates in which the known solutions can be written in a static form. This is, however, a minor inconvenience in recovering the known solutions, since as we shall see, the two co-ordinate systems are typically related by rather simple co-ordinate transformations. Moreover, it is clear that the formalism described above is particularly useful in generating new solutions.

We have obtained all of the constraints on the bosonic quantities $`f`$, $`V`$ and $`X^{(i)}`$ imposed by the Killing spinor equations and the equations of motion. It remains to check whether, conversely, the geometry we have found always admits Killing spinors. We shall impose the constraint

$$ϵ^a=\frac{1}{4}ϵ^{ab}(X^1)_{AB}\mathrm{\Gamma }^{AB}ϵ^b$$
(3.25)
where $`e^A`$ denotes a vielbein adapted for the Kähler base space and $`\mathrm{\Gamma }_A=i\gamma _A`$ satisfy

$$\mathrm{\Gamma }_m\mathrm{\Gamma }_n+\mathrm{\Gamma }_n\mathrm{\Gamma }_m=2h_{mn}.$$
(3.26)
The constraint (3.25) reduces the number of degrees of freedom in the Killing spinor from 8 to 2, hence 1/4 of the supersymmetry is preserved. Note also that (3.25) implies that $`\gamma ^0ϵ^a=ϵ^a`$. Using this constraint we note that the Killing spinor equation can be rewritten in terms of $`H`$ as

$`[D_\alpha +{\displaystyle \frac{1}{4\sqrt{3}}}\left(\gamma _\alpha {}_{}{}^{\beta \lambda }\delta _\alpha ^\beta \gamma ^\lambda \right)H_{\beta \lambda }+{\displaystyle \frac{\sqrt{3}\chi }{4f}}(X^1)_{\alpha \lambda }\gamma ^\lambda ]ϵ^a{\displaystyle \frac{\chi }{2}}ϵ^{ab}({\displaystyle \frac{\sqrt{3}}{2}}\gamma _\alpha A_\alpha )ϵ^b=0.`$ (3.27)
Then, using (2.23), the $`t`$ component of (3.27) requires that $`\frac{ϵ^a}{t}=0`$, so that $`ϵ^a`$ depends only on the $`x^m`$. Next we consider the $`m`$ component of (3.27); it is convenient to re-scale

$$ϵ^a=f^{\frac{1}{2}}\eta ^a,$$
(3.28)
and we then obtain

$$_m\eta ^a+\frac{1}{2}P_mϵ^{ab}\eta ^b=0.$$
(3.29)
Since (3.29) always admits two linearly independent solutions on a Kähler manifold given the projections (3.25), (see e.g. ), we have shown that the geometry does indeed admit Killing spinors; and generically we find that the timelike solutions preserve at least 1/4 of the supersymmetry333 Note that one can use the spinorial construction of $`X^{(2)},X^{(3)}`$ to show that a Kähler manifold always satisfies (3.1)..

### 3.2 Some Examples

Using the techniques described in the previous section, it is possible to construct gauged supergravity solutions with timelike $`V`$. In the following, we shall denote an orthonormal basis of the Kähler base space $`B`$ by $`\{e^1,e^2,e^3,e^4\}`$ and take $`e^1e^2e^3e^4`$ to define a positive orientation with

$`X^1`$ $`=`$ $`e^1e^2e^3e^4`$
$`X^2`$ $`=`$ $`e^1e^3+e^2e^4`$
$`X^3`$ $`=`$ $`e^1e^4e^2e^3.`$ (3.30)
#### 3.2.1 Bergmann base space and deformations of $`AdS_5`$

The simplest class of examples are those for which the base space $`B`$ is Einstein. From (3.14) we see that this is equivalent to $`G^+=0`$. Moreover, if $`G^+=0`$ then from (3.17) we obtain $`df=0`$, and without loss of generality we set $`f=1`$, and so $`R=2\chi ^2`$ and $`\mathrm{}=\frac{\chi ^2}{2}X^1`$. Hence, from (3.20) we find $`\lambda ^1=\frac{\chi }{\sqrt{3}}`$ and we note that $`\mathrm{\Theta }=0`$. Hence, locally (3.24) can be written as

$$_j(\lambda ^2i\lambda ^3)+\frac{\chi ^2}{4}_jK(\lambda ^2i\lambda ^3)=0$$
(3.31)
where $`K`$ is the Kähler potential of $`B`$, so

$$\lambda ^2i\lambda ^3=e^{\frac{\chi ^2K}{4}}(\overline{z})$$
(3.32)
where $`(\overline{z})`$ is an anti-holomorphic function. Note that the field strength takes the simple form

$$F=\frac{\sqrt{3}}{2}(\lambda ^2X^2+\lambda ^3X^3).$$
(3.33)
A simple Einstein base is obtained by taking the base metric to be given by the Bergmann metric

$$ds^2=dr^2+\frac{3}{\chi ^2}\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})\left((\sigma _1^L)^2+(\sigma _2^L)^2\right)+\frac{3}{\chi ^2}\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})\mathrm{cosh}^2(\frac{\chi r}{2\sqrt{3}})(\sigma _3^L)^2$$
(3.34)
where $`\sigma _L^i`$ are right invariant one-forms on the three-sphere and we use the same Euler angles and notation as in . The $`SU(2)`$ structure is given by (3.2) if we choose the orthonormal basis

$$e^1=dr,e^2=\frac{\sqrt{3}}{\chi }\mathrm{sinh}(\frac{\chi r}{2\sqrt{3}})\mathrm{cosh}(\frac{\chi r}{2\sqrt{3}})\sigma _3^L,e^3=\frac{\sqrt{3}}{\chi }\mathrm{sinh}(\frac{\chi r}{2\sqrt{3}})\sigma _1^L,e^4=\frac{\sqrt{3}}{\chi }\mathrm{sinh}(\frac{\chi r}{2\sqrt{3}})\sigma _2^L$$
(3.35)
More explicitly we have

$`X^1`$ $`=`$ $`{\displaystyle \frac{3}{\chi ^2}}d\left[\mathrm{sinh}^2({\displaystyle \frac{\chi r}{2\sqrt{3}}})\sigma _3^L\right],`$
$`X^2`$ $`=`$ $`{\displaystyle \frac{3}{\chi ^2}}\mathrm{cosh}^3({\displaystyle \frac{\chi r}{2\sqrt{3}}})d\left[\mathrm{tanh}^2({\displaystyle \frac{\chi r}{2\sqrt{3}}})\sigma _1^L\right],`$
$`X^3`$ $`=`$ $`{\displaystyle \frac{3}{\chi ^2}}\mathrm{cosh}^3({\displaystyle \frac{\chi r}{2\sqrt{3}}})d\left[\mathrm{tanh}^2({\displaystyle \frac{\chi r}{2\sqrt{3}}})\sigma _2^L\right],`$ (3.36)
and $`P=\frac{3}{2}\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})\sigma _3^L`$.

For solutions with $`=0`$ (and so $`\lambda ^2=\lambda ^3=0`$ and $`F=0`$) we find $`\omega =\frac{\sqrt{3}}{\chi }\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})\sigma _3^L`$. The five dimensional geometry can be written, after shifting the Euler angle $`\varphi \varphi +\chi /\sqrt{3}t`$, as

$$ds^2=\mathrm{cosh}^2(\frac{\chi r}{2\sqrt{3}})dt^2dr^2\frac{12}{\chi ^2}\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})d\mathrm{\Omega }_3^2$$
(3.37)
which is the simply the metric of $`AdS_5`$ with radius $`2\sqrt{3}/\chi `$.

In order to construct new solutions with $`F0`$ we exploit the fact that the Kähler potential is well known in complex co-ordinates (see e.g. ). In particular if we introduce the complex coordinates

$`z^1`$ $`=`$ $`\mathrm{tanh}({\displaystyle \frac{\chi r}{2\sqrt{3}}})\mathrm{cos}({\displaystyle \frac{\theta }{2}})e^{\frac{i}{2}(\varphi +\psi )}`$
$`z^2`$ $`=`$ $`\mathrm{tanh}({\displaystyle \frac{\chi r}{2\sqrt{3}}})\mathrm{sin}({\displaystyle \frac{\theta }{2}})e^{\frac{i}{2}(\varphi \psi )}`$ (3.38)
the Kähler potential is

$$K=\frac{6}{\chi ^2}\mathrm{log}(1|z^1|^2|z^2|^2).$$
(3.39)
Thus in the real coordinates, $`K=\frac{12}{\chi ^2}\mathrm{log}\mathrm{cosh}(\frac{\chi r}{2\sqrt{3}})`$ and hence $`\lambda ^2i\lambda ^3=\mathrm{cosh}^3(\frac{\chi r}{2\sqrt{3}})(\overline{z})`$. If we write $`_1i_2`$ then we find

$$d\omega =d\left[\frac{\sqrt{3}}{\chi }\mathrm{sinh}^2(\frac{\chi r}{2\sqrt{3}})\sigma _3^L\right]+_1d\left[\frac{3}{\chi ^2}\mathrm{tanh}^2(\frac{\chi r}{2\sqrt{3}})\sigma _1^L\right]+_2d\left[\frac{3}{\chi ^2}\mathrm{tanh}^2(\frac{\chi r}{2\sqrt{3}})\sigma _2^L\right].$$
(3.40)
It would be interesting to explore these deformation of $`AdS_5`$ in more detail. Let us just note here that if we consider the special case when $`_i`$ are constant, it is trivial to find the explicit form of $`\omega `$. Interestingly, this case seems to be a completely regular deformation of $`AdS_5`$. Moreover, by considering the norm of the left vector fields $`\xi _1^L`$ and $`\xi _2^L`$, we find that there are closed time-like curves, for sufficiently small $`r`$, when $`_i^2>\frac{4}{3}\chi ^2`$ and they appear to be absent otherwise.

#### 3.2.2 Base space is a product of two-manifolds

Let us now consider some examples in which the base manifold is a product $`B=M_2\times N_2`$ where $`M_2`$, $`N_2`$ are two 2-manifolds. When the base space is itself not Einstein, then these solutions have $`G^+0`$. In the first case, we take $`B=H^2\times H^2`$ equipped with metric

$$ds^2=(dr^2+\mathrm{sinh}^2rd\theta ^2)+\beta ^2(d\rho ^2+\mathrm{sinh}^2\rho d\varphi ^2)$$
(3.41)
for $`\beta `$ constant. Note that setting the radius of the first factor to one, as we have done, does not in fact result in any loss of generality in the resulting five dimensional geometries. Clearly this base is Einstein iff $`\beta ^2=1`$. We take the orthonormal basis to be

$$e^1=dr,e^2=\mathrm{sinh}rd\theta ,e^3=\beta d\rho ,e^4=\beta \mathrm{sinh}\rho d\varphi .$$
(3.42)
It is straightforward to show that for this solution

$`P`$ $`=`$ $`\mathrm{coth}re^2+\beta ^1\mathrm{coth}\rho e^4`$
$`f`$ $`=`$ $`{\displaystyle \frac{\chi ^2\beta ^2}{1+\beta ^2}}`$
$`G^+`$ $`=`$ $`{\displaystyle \frac{\sqrt{3}(\beta ^21)}{2\chi \beta ^2}}(e^1e^2+e^3e^4)`$
$`\lambda ^1`$ $`=`$ $`{\displaystyle \frac{4}{\sqrt{3}\chi (1+\beta ^2)}}`$
$`\mathrm{\Theta }`$ $`=`$ $`0.`$ (3.43)
Since $`\mathrm{\Theta }=0`$ we can set $`\lambda ^2=\lambda ^3=0`$, which we do for simplicity. We then find that

$$f\omega =\frac{1}{2\sqrt{3}\chi (1+\beta ^2)}\left[\beta ^2(3\beta ^21)(\beta ^2+3)\mathrm{cosh}rd\theta +(\beta ^23)(3\beta ^2+1)\mathrm{cosh}\rho d\varphi \right]$$
(3.44)
where

$$F=\frac{(\beta ^21)}{4\chi (1+\beta ^2)}\left[\beta ^2(3\beta ^2)\mathrm{sinh}rdrd\theta +(3\beta ^21)\mathrm{sinh}\rho d\rho d\varphi \right].$$
(3.45)
After re-scaling $`t=\frac{(1+\beta ^2)}{\chi ^2\beta ^2}t^{}`$ we find

$`ds^2`$ $`=`$ $`\left[dt^{}+{\displaystyle \frac{1}{2\sqrt{3}\chi (1+\beta ^2)}}\left\{\beta ^2(3\beta ^21)(\beta ^2+3)\mathrm{cosh}rd\theta +(\beta ^23)(3\beta ^2+1)\mathrm{cosh}\rho d\varphi \right\}\right]^2`$ (3.46)
$``$ $`{\displaystyle \frac{(1+\beta ^2)}{\chi ^2}}\left[{\displaystyle \frac{1}{\beta ^2}}(dr^2+\mathrm{sinh}^2rd\theta ^2)+(d\rho ^2+\mathrm{sinh}^2\rho d\varphi ^2)\right].`$
From these expressions we observe that the solution remains unchanged (up to a co-ordinate transformation) under the operation $`\beta \frac{1}{\beta }`$.

There are two special cases to consider. Firstly, when $`\beta =1`$ we obtain the geometry

$$ds^2=\left[d\widehat{t}+\frac{2}{\sqrt{3}\chi }(\mathrm{cosh}rd\theta \mathrm{cosh}\rho d\varphi )\right]^2\frac{2}{\chi ^2}\left[dr^2+\mathrm{sinh}^2rd\theta ^2+d\rho ^2+\mathrm{sinh}^2\rho d\varphi ^2\right]$$
(3.47)
with $`F=0`$. This an Einstein metric, admitting a Killing spinor (it is not maximally symmetric and so it is not $`AdS_5`$). Secondly, if we take $`\beta =\frac{1}{\sqrt{3}}`$ we obtain

$$ds^2=\left[d\widehat{t}\frac{2}{\sqrt{3}\chi }\mathrm{cosh}\rho d\varphi \right]^2\frac{4}{3\chi ^2}\left[3(dr^2+\mathrm{sinh}^2rd\theta ^2)+(d\rho ^2+\mathrm{sinh}^2\rho d\varphi ^2)\right]$$
(3.48)
with $`F=\chi ^1\mathrm{sinh}rdrd\theta `$. This is the metric of $`AdS_3\times H^2`$, and we recover the near horizon limit of the supersymmetric black string solution with hyperbolic transverse space .

Thus our general solution, (3.46), (3.45), is a one parameter family of supersymmetric solutions interpolating between the Einstein metric (3.47) and $`AdS_3\times H^2`$. Note that for the entire family of solutions there are closed timelike curves in the neighbourhood of $`r=0`$ or $`\rho =0`$ parallel to $`\frac{}{\theta }`$ or $`\frac{}{\varphi }`$ respectively. Of course we know that the closed timelike curves can be eliminated for $`AdS_3\times H^2`$ by going to the covering space, and it would be interesting to know if this happens for the entire family of solutions. Finally, we note that if we perform a double analytic continuation $`\theta i\theta `$, $`\varphi i\varphi `$, and periodically identify the time co-ordinate, we see from the discussion in, for example, , that the metric is that on the coset space $`T^{p,q}=SU(2)\times SU(2)/U(1)_{p,q}`$ with squashing parameterized by $`\beta `$ and $`p`$, $`q`$ are related via

$$\beta ^2(3\beta ^21)(\beta ^2+3)p(\beta ^23)(3\beta ^2+1)q=0.$$
(3.49)
The second class of solutions is obtained when we take the base space to be $`B=H^2\times S^2`$. In fact this solution can be obtained from the expressions given above on mapping $`\rho i\rho `$ (and restricting $`0<\rho <\pi `$) and $`\beta i\beta `$. We thus find that the solution, with $`\lambda ^2=\lambda ^3=0`$, can be written

$`ds^2`$ $`=`$ $`\left[dt^{}+{\displaystyle \frac{1}{2\sqrt{3}\chi (1\beta ^2)}}\left\{\beta ^2(3\beta ^2+1)(\beta ^2+3)\mathrm{cosh}rd\theta (\beta ^2+3)(3\beta ^2+1)\mathrm{cos}\rho d\varphi \right\}\right]^2`$
$``$ $`{\displaystyle \frac{(\beta ^21)}{\chi ^2}}\left[{\displaystyle \frac{1}{\beta ^2}}(dr^2+\mathrm{sinh}^2rd\theta ^2)+(d\rho ^2+\mathrm{sin}^2\rho d\varphi ^2)\right]`$
$`F`$ $`=`$ $`{\displaystyle \frac{(\beta ^2+1)}{4\chi (1\beta ^2)}}\left[\beta ^2(3+\beta ^2)\mathrm{sinh}rdrd\theta (3\beta ^2+1)\mathrm{sin}\rho d\rho d\varphi \right].`$ (3.50)
In contrast to the previous solution, it is clear that we must have $`\beta >1`$. Thus, in this case, it is not possible to choose $`\beta `$ in such a way as to obtain an Einstein metric. By considering the norm of the vector $`_\varphi `$ we see that the solutions have closed time-like curves. It is also interesting to note that for the special solution $`\beta ^2=3`$ the metric becomes a direct product of a three-space with $`H^2`$.

For a final example of a solution with product base space, we take the base to be $`B=M_2\times \text{}^2`$ with metric

$$ds^2=\frac{1}{r^2(\alpha r^2+\frac{\beta }{r^4})}dr^2+r^4(\alpha r^2+\frac{\beta }{r^4})dz^2+dx^2+dy^2$$
(3.51)
for positive constants $`\alpha `$, $`\beta `$; and we take an orthonormal basis

$$e^1=\frac{1}{r\sqrt{\alpha r^2+\frac{\beta }{r^4}}}dr,e^2=r^2\sqrt{\alpha r^2+\frac{\beta }{r^4}}dz,e^3=dx,e^4=dy.$$
(3.52)
This solution has

$`P`$ $`=`$ $`3\alpha r^4dz`$
$`f`$ $`=`$ $`{\displaystyle \frac{\chi ^2}{12\alpha r^2}}`$
$`G^+`$ $`=`$ $`{\displaystyle \frac{6\sqrt{3}\alpha r^2}{\chi }}(e^1e^2+e^3e^4)`$
$`\lambda ^1`$ $`=`$ $`{\displaystyle \frac{6\sqrt{3}\alpha r^2}{\chi }}`$
$`\mathrm{\Theta }`$ $`=`$ $`0.`$ (3.53)
For simplicity we set $`\lambda ^2=\lambda ^3=0`$ and obtain

$$\omega =\frac{24\alpha ^2\sqrt{3}r^6}{\chi ^3}dz.$$
(3.54)
The solution has $`F=\frac{\sqrt{3}}{2}dtdf`$ and setting $`z=\frac{z^{}}{\sqrt{\beta }}+\frac{\chi ^3t}{24\sqrt{3}\alpha \beta }`$ the metric simplifies to

$$ds^2=\frac{\chi ^4}{144\alpha ^2\beta }(\alpha r^2+\frac{\beta }{r^4})dt^2\frac{12\alpha }{\chi ^2}(\alpha r^2+\frac{\beta }{r^4})^1dr^2\frac{12\alpha r^2}{\chi ^2}ds^2(\text{}^3).$$
(3.55)
This metric is a supersymmetric “topological black hole”  and it can be obtained from taking the infinite volume limit of the nakedly-singular supersymmetric “black hole” solution to be discussed next.

#### 3.2.3 Black Hole Solutions

In order to obtain black hole solutions we shall set the metric on the base manifold to be

$$ds^2=H^2dr^2+\frac{r^2}{4}H^2(\sigma _3^L)^2+\frac{r^2}{4}[(\sigma _1^L)^2+(\sigma _2^L)^2]$$
(3.56)
with orthonormal basis

$$e^1=H^1dr,e^2=\frac{rH}{2}\sigma _3^L,e^3=\frac{r}{2}\sigma _1^L,e^4=\frac{r}{2}\sigma _2^L$$
(3.57)
and we set

$$H=\sqrt{1+\frac{\chi ^2}{12}r^2(1+\frac{\mu }{r^2})^3}.$$
(3.58)
With this choice of $`H`$, $`\mathrm{\Theta }=0`$. Once again, this allows us to set $`\lambda ^2=\lambda ^3=0`$ for simplicity. Moreover,

$`P`$ $`=`$ $`{\displaystyle \frac{\chi ^2}{8r^2}}(r^2+\mu )^2\sigma _3^L`$
$`\omega `$ $`=`$ $`{\displaystyle \frac{\chi }{4\sqrt{3}r^4}}(r^2+\mu )^3\sigma _3^L`$
$`f`$ $`=`$ $`(1+{\displaystyle \frac{\mu }{r^2}})^1`$
$`\lambda ^1`$ $`=`$ $`{\displaystyle \frac{\chi }{2\sqrt{3}r^4}}(r^2+\mu )(2r^2\mu )`$
$`G^+`$ $`=`$ $`{\displaystyle \frac{\sqrt{3}\chi \mu }{2r^4}}(r^2+\mu )(e^1e^2+e^3e^4).`$ (3.59)
On setting $`\varphi =\varphi ^{}+\frac{\chi }{\sqrt{3}}t`$ the spacetime geometry simplifies to

$$ds^2=f^2(1+\frac{\chi ^2}{12}r^2f^3)dt^2f^1\left[(1+\frac{\chi ^2}{12}r^2f^3)^1dr^2+r^2d\mathrm{\Omega }_3^2\right]$$
(3.60)
with $`F=\frac{\sqrt{3}}{2}dtdf`$, where $`d\mathrm{\Omega }_3^2`$ denotes the metric on $`S^3`$. These are the supersymmetric black holes, with naked singularities, first constructed in  (to get the same coordinates shift $`r^2=R^2\mu `$). On taking the “infinite volume” limit, in which the 3-sphere blows-up to $`\text{}^3`$, we recover, up to a co-ordinate transformation the metric (3.55) . Note that on holding $`\mu `$ constant and letting $`\chi 0`$, we obtain, as expected, the electrically charged static black hole solution of the ungauged theory.

We remark that all of these timelike solutions have $`\mathrm{\Theta }=0`$, which is a strong restriction on the base. It would appear therefore that there is a rich structure of new solutions for which $`\mathrm{\Theta }0`$. It would be interesting to see if the rotating black hole solutions examined in  lie within this class.

## 4 The null case

### 4.1 The general solution

In this section we shall find all solutions of minimal gauged $`N=1`$, $`D=5`$ supergravity for which the function $`f`$ introduced in section 2 vanishes everywhere.

From (2.18) it can be seen that $`V`$ satisfies $`VdV=0`$ and is therefore hypersurface-orthogonal. Hence there exist functions $`u`$ and $`H`$ such that

$$V=H^1du.$$
(4.1)
A second consequence of (2.17) is

$$VDV=0,$$
(4.2)
so $`V`$ is tangent to affinely parameterized geodesics in the surfaces of constant $`u`$. One can choose coordinates $`(u,v,y^m)`$, $`m=1,2,3`$, such that $`v`$ is the affine parameter along these geodesics, and hence

$$V=\frac{}{v}.$$
(4.3)
The metric must take the form

$$ds^2=H^1\left(du^2+2dudv\right)H^2\gamma _{mn}dy^mdy^n,$$
(4.4)
where the quantities $`H`$, $``$, and $`\gamma _{mn}`$ depend on $`u`$ and $`y^m`$ only (because $`V`$ is Killing). It is particularly useful to introduce a null basis

$$e^+=V=H^1du,e^{}=dv+\frac{1}{2}du,e^i=H\widehat{e}^i$$
(4.5)
satisfying

$$ds^2=2e^+e^{}e^ie^i$$
(4.6)
where $`\widehat{e}^i=\widehat{e}_m^idy^m`$ is an orthonormal basis for the 3-manifold with $`u`$-dependent metric $`\gamma _{mn}`$; $`\delta _{ij}\widehat{e}^i\widehat{e}^j=\gamma _{mn}dy^mdy^n`$.

Equations (2.10) and (2.11) imply that $`X^{(i)}`$ can be written

$$X^{(i)}=e^+L^{(i)}$$
(4.7)
where $`L^{(i)}=L^{(i)}{}_{m}{}^{}e_{}^{m}`$ satisfy $`L^{(i)}{}_{m}{}^{}L_{}^{(j)}{}_{n}{}^{}\delta _{}^{mn}=\delta ^{ij}`$. In fact, by making a change of basis we can set $`L^{(i)}=e^i`$, so

$$X^{(i)}=e^+e^i=du\widehat{e}^i.$$
(4.8)
We set $`ϵ_{+123}=\eta `$; $`\eta ^2=1`$. Then (2.20) implies

$`dud\widehat{e}^1`$ $`=`$ $`0`$
$`du\left[d\widehat{e}^2\chi (A\widehat{e}^3+\eta {\displaystyle \frac{\sqrt{3}}{2}}H\widehat{e}^1\widehat{e}^2)\right]`$ $`=`$ $`0`$
$`du\left[d\widehat{e}^3+\chi (A\widehat{e}^2\eta {\displaystyle \frac{\sqrt{3}}{2}}H\widehat{e}^1\widehat{e}^3)\right]`$ $`=`$ $`0.`$ (4.9)
Now define $`\stackrel{~}{d}\widehat{e}^i=\frac{1}{2}(\frac{\widehat{e}_m^i}{y^n}\frac{\widehat{e}_n^i}{y^m})dy^ndy^m`$. Then (4.1) implies that

$`\stackrel{~}{d}\widehat{e}^1`$ $`=`$ $`0`$
$`\stackrel{~}{d}\widehat{e}^2\chi (A\widehat{e}^3+\eta {\displaystyle \frac{\sqrt{3}}{2}}H\widehat{e}^1\widehat{e}^2)`$ $`=`$ $`0`$
$`\stackrel{~}{d}\widehat{e}^3+\chi (A\widehat{e}^2\eta {\displaystyle \frac{\sqrt{3}}{2}}H\widehat{e}^1\widehat{e}^3)`$ $`=`$ $`0.`$ (4.10)
Hence, in particular $`(\widehat{e}^2+i\widehat{e}^3)\stackrel{~}{d}(\widehat{e}^2+i\widehat{e}^3)=0`$ from which it follows that there exists a complex function $`S(u,y)`$ and real functions $`x^2=x^2(u,y)`$, $`x^3=x^3(u,y)`$ such that

$$(\widehat{e}^2+i\widehat{e}^3)_m=S\frac{}{y^m}(x^2+ix^3)$$
(4.11)
and hence $`(\widehat{e}^2+i\widehat{e}^3)=Sd(x^2+ix^3)+\psi du`$ for some complex function $`\psi (u,y)`$. Similarly, there exists a real function $`x^1=x^1(u,y)`$ such that $`\widehat{e}^1=dx^1+a^1du`$ for some real function $`a^1`$. Hence, from this it is clear that we can change coordinates from $`u,y^m`$ to $`u,x^m`$. Moreover, we can make a gauge transformation of the form $`AA+d\mathrm{\Lambda }`$ where $`\mathrm{\Lambda }=\mathrm{\Lambda }(u,x)`$ in order to set $`X^2+iX^3Sdu(dx^2+idx^3)`$ where $`S`$ is now a real function. Note that such a gauge transformation preserves the original gauge restriction (2.23) that $`A_v=0`$.

Hence, the null basis can be simplified to

$`e^+=V`$ $`=`$ $`H^1du,e^{}=dv+{\displaystyle \frac{1}{2}}du`$
$`e^1=H(dx^1+a^1du),e^2`$ $`=`$ $`H(Sdx^2+S^1a^2du),e^3=H(Sdx^3+S^1a^3du)`$ (4.12)
for real functions $`H(u,x^m)`$, $`S(u,x^m)`$, $`a^i(u,x^m)`$, and $`X^i=e^+e^i`$.

Equation (2.15) implies that $`i_VF=0`$ and hence

$$F=F_{+i}e^+e^i+\frac{1}{2}F_{ij}e^ie^j.$$
(4.13)
To proceed, we use (2.18) to solve for the components $`F_{ij}`$; we find

$$F_{12}=\eta \frac{\sqrt{3}}{2}H^2S^1_3H,F_{13}=\eta \frac{\sqrt{3}}{2}H^2S^1_2H,F_{23}=\eta (\frac{\chi }{2}\frac{\sqrt{3}}{2}H^2_1H)$$
(4.14)
where $``$ denotes the flat connection on $`\text{}^3`$, $`_i\frac{}{x^i}`$, and we set $`a^1=a_1`$, $`a^2=a_2`$ and $`a^3=a_3`$. Next we consider the constraints implied by (2.19). After a long calculation we find 444The origin of this fixed orientation is that we chose a frame such $`X^{(i)}=e^+e^i`$, as in (4.8), rather than $`X^{(i)}=e^+e^i`$. $`\eta =1`$ together with

$$_1S=\frac{\chi \sqrt{3}}{2}HS$$
(4.15)
and we also find that the gauge field strength is

$`F`$ $`=`$ $`\left({\displaystyle \frac{\chi }{\sqrt{3}}}HA_u+{\displaystyle \frac{1}{2\sqrt{3}}}S^2H^2\left[_2(H^3a_3)_3(H^3a_2)\right]\right)dudx^1`$ (4.16)
$``$ $`{\displaystyle \frac{1}{2\sqrt{3}}}H^2\left[_1(H^3a_3)_3(H^3a_1)\right]dudx^2+{\displaystyle \frac{1}{2\sqrt{3}}}H^2\left[_1(H^3a_2)_2(H^3a_1)\right]dudx^3`$
$`+`$ $`{\displaystyle \frac{\sqrt{3}}{2}}(_3Hdx^1dx^2_2Hdx^1dx^3)+{\displaystyle \frac{1}{2}}(\sqrt{3}_1H\chi H^2)S^2dx^2dx^3`$
and the gauge field potential is

$$A=A_udu+\frac{1}{\chi S}(_2Sdx^3_3Sdx^2).$$
(4.17)
We require that $`F=dA`$, which implies that

$`{\displaystyle \frac{1}{2\sqrt{3}}}\left[_2(H^3a_3)_3(H^3a_2)\right]`$ $`=`$ $`H^2S^{\frac{4}{3}}_1(S^{\frac{2}{3}}A_u)`$
$`{\displaystyle \frac{1}{2\sqrt{3}}}\left[_3(H^3a_1)_1(H^3a_3)\right]`$ $`=`$ $`H^2_2A_u{\displaystyle \frac{H^2}{\chi }}_3\left(S^1{\displaystyle \frac{S}{u}}\right)`$
$`{\displaystyle \frac{1}{2\sqrt{3}}}\left[_1(H^3a_2)_2(H^3a_1)\right]`$ $`=`$ $`H^2_3A_u+{\displaystyle \frac{H^2}{\chi }}_2\left(S^1{\displaystyle \frac{S}{u}}\right)`$ (4.18)
and

$$S_1_1S\frac{1}{3}(_1S)^2+S^1(_2_2S+_3_3S)S^2\left[(_2S)^2+(_3S)^2\right]=0$$
(4.19)
where we have made use of (4.15) in order to simplify these equations. Observe that (4.1) implies the following integrability condition:

$$_1\left[H^2S^{\frac{4}{3}}_1(S^{\frac{2}{3}}A_u)\right]+_2(H^2_2A_u)+_3(H^2_3A_u)=\frac{2H}{\chi }\left[_3H_2(S^1\frac{S}{u})_2H_3(S^1\frac{S}{u})\right].$$
(4.20)
In fact, it is straightforward to show that these constraints ensure that the Bianchi identity and the gauge field equations hold automatically. In addition, all but the $`uu`$ component of the Einstein equations also hold automatically. The $`uu`$ component fixes $``$ in terms of the other fields.

Finally, it remains to substitute the bosonic constraints into the killing spinor equation (2.3) and to check that the geometry does indeed admit Killing spinors. If we impose the constraint

$$\gamma ^+ϵ^a=0$$
(4.21)
on the Killing spinor, then the $`\alpha =`$ component of the Killing spinor equation implies that

$$\frac{ϵ^a}{v}=0,$$
(4.22)
so $`ϵ^a=ϵ^a(u,x^1,x^2,x^3)`$. Next we set $`\alpha =+`$; we find that

$`H\left({\displaystyle \frac{ϵ^a}{u}}a^1_1ϵ^aS^2a^2_2ϵ^aS^2a^3_3ϵ^a\right)`$
$`{\displaystyle \frac{\chi }{4\sqrt{3}}}\gamma ^{}(\gamma ^1ϵ^a+ϵ^{ab}ϵ^b)+{\displaystyle \frac{\chi A_+}{2}}(\gamma ^1ϵ^a+ϵ^{ab}ϵ^b)=0.`$ (4.23)
Acting on (4.1) with $`\gamma ^+`$ we find the algebraic constraint

$$\gamma ^1ϵ^a+ϵ^{ab}ϵ^b=0.$$
(4.24)
Next set $`\alpha =1,2,3`$; it is straightforward to show that these components of the Killing spinor equation imply that

$$_1ϵ^a=_2ϵ^a=_3ϵ^a=0$$
(4.25)
and substituting this back into (4.1) we also find

$$\frac{ϵ^a}{u}=0.$$
(4.26)
Hence the Killing spinor equation implies that $`ϵ^a`$ is constant.

It is also useful to examine the effect on the solution of certain co-ordinate transformations. In particular, under the shift $`v=v^{}+g(u,x)`$ we note that the form of the solution remains the same, with $`v`$ replaced by $`v^{}`$, and $`a_i`$ and $``$ replaced by

$`a^{}_i`$ $`=`$ $`a_iH^3_ig`$
$`^{}`$ $`=`$ $`+2{\displaystyle \frac{g}{u}}2(a_1_1g+S^2\left[a_2_2g+a_3_3g\right])`$ (4.27)
$`+`$ $`H^3\left((_1g)^2+S^2\left[(_2g)^2+(_3g)^2\right]\right)`$
hence we see that $`H^3a`$ is determined only up to a gradient.

To summarize, it is possible to construct a null supersymmetric solution as follows. First choose $`S(u,x)`$ satisfying (4.19). Then use (4.15) to obtain $`H`$. Next find $`A_u(u,x)`$ satisfying (4.20). Given such an $`A_u`$ the equations (4.1) can always be solved, at least locally, to give $`H^3a`$ up to a gradient; this gradient term can be removed by making a shift in $`v`$ as described above. Then the gauge potential is given by (4.17). Lastly, fix $``$ by solving the $`uu`$ component of the Einstein equations. In this sense the solutions are determined by three functions $`S,A_u`$ and $``$. The Killing spinors are constant and constrained by (4.21) and (4.24). Note that these solutions are therefore generically 1/4-supersymmetric, in contrast with the null solutions in the ungauged supergravity, which are generically 1/2-supersymmetric.

### 4.2 Magnetic String solutions.

To construct a solution to these equations, we take $`S`$ to be independent of $`u`$ and separable, $`S=P(x^1)Q(x^2,x^3)`$, so that from (4.19) we find that

$$\left(_2_2+_3_3\right)\mathrm{log}Q=kQ^2$$
(4.28)
and

$$P\ddot{P}\frac{1}{3}(\dot{P})^2k=0$$
(4.29)
for constant $`k`$, where here $`\dot{}=\frac{d}{dx^1}`$. We then have $`H=\frac{2}{\chi \sqrt{3}}P^1\dot{P}`$. We set $`A_u=a^1=a^2=a^3=0`$ and seek solutions that also have $`=0`$. The metric and the gauge field strength are given by

$$ds^2=\chi \sqrt{3}P(\dot{P})^1dudv\frac{4}{3\chi ^2}P^2(\dot{P})^2(dx^1)^2\frac{4}{3\chi ^2}(\dot{P})^2ds^2(M_2)$$
(4.30)
and

$$F=k\chi ^1dvol(M_2)$$
(4.31)
where $`M_2`$ is a 2-manifold with metric

$$ds^2(M_2)=Q^2\left[(dx^2)^2+(dx^3)^2\right].$$
(4.32)
Because $`Q`$ satisfies (4.28), we see that $`M_2`$ has constant curvature and hence can be taken to be $`\text{}^2`$ if $`k=0`$, $`S^2`$ if $`k>0`$ (with radius $`k^{\frac{1}{2}}`$), or $`H^2`$ if $`k<0`$ (with radius $`(k)^{\frac{1}{2}}`$). Next we simplify the metric by defining $`R=\dot{P}`$, and we note that (4.29) implies that $`R=\sqrt{\mu P^{\frac{2}{3}}3k}`$ for constant $`\mu `$ and also $`R^2(\frac{R^2}{3}+k)^2dR^2=P^2\dot{P}^2(dx^1)^2`$. Hence, on re-scaling $`\widehat{v}=9\chi \mu ^{\frac{3}{2}}v`$ we obtain

$$ds^2=R^{\frac{1}{2}}(\frac{R}{3}+\frac{k}{R})^{\frac{3}{2}}dud\widehat{v}\frac{4}{3\chi ^2}(\frac{R}{3}+\frac{k}{R})^2dR^2\frac{4}{3\chi ^2}R^2ds^2(M_2).$$
(4.33)
It is straightforward to show that all components of the Einstein equations are satisfied. These solutions are the black string solutions of . For $`k<0`$ the solution has a horizon at $`R^2=3k`$ and the near horizon limit gives $`AdS_3\times H^2`$, which we also found in the timelike class of solutions.

## 5 Integrability and Maximal Supersymmetry

The Killing spinor equation (2.3) implies the following integrability conditions on the Killing spinor:

$`{\displaystyle \frac{1}{8}}{}_{}{}^{5}R_{\rho \mu \nu _1\nu _2}^{}\gamma ^{\nu _1\nu _2}ϵ^a`$ $`=`$ $`{\displaystyle \frac{1}{4\sqrt{3}}}(\gamma {}_{[\mu }{}^{}{}_{}{}^{\nu _1\nu _2}+4\gamma ^{\nu _1}\delta _{[\mu }^{\nu _2})_{\rho ]}F_{\nu _1\nu _2}ϵ^a`$ (5.1)
$`+`$ $`{\displaystyle \frac{1}{48}}(2F^2\gamma _{\mu \rho }8F_{\nu [\rho }^2\gamma ^\nu {}_{\mu ]}{}^{}+12F_{\mu \nu _1}F_{\rho \nu _2}\gamma ^{\nu _1\nu _2}+8F_{\nu _1\nu _2}F_{\nu _3[\rho }\gamma _{\mu ]}{}_{}{}^{\nu _1\nu _2\nu _3})ϵ^a`$
$`+`$ $`{\displaystyle \frac{\chi }{24}}(\gamma _{\rho \mu }{}_{}{}^{\nu _1\nu _2}F_{\nu _1\nu _2}^{}4F_{\nu [\rho }\gamma _{\mu ]}{}_{}{}^{\nu }6F_{\rho \mu })ϵ^{ab}ϵ^b+{\displaystyle \frac{\chi ^2}{48}}\gamma _{\rho \mu }ϵ^a.`$
To obtain a geometry preserving maximal supersymmetry, we require that this integrability condition imposes no algebraic constraints on the Killing spinor. In particular, it is required that the terms which are zeroth, first and second order in the gamma-matrices should vanish independently (after rewriting the terms cubic, quartic and quintic in gamma-matrices in terms of quadratic, linear and zeroth order terms, respectively). Hence from the zeroth order term we immediately obtain $`F=0`$. The integrability condition then simplifies considerably to give

$${}_{}{}^{5}R_{\rho \mu \nu _1\nu _2}^{}=\frac{\chi ^2}{12}\left(g_{\rho \nu _1}g_{\mu \nu _2}g_{\rho \nu _2}g_{\mu \nu _1}\right),$$
(5.2)
which implies that that the five dimensional geometry must be $`AdS_5`$. This is in contrast to the case of the ungauged theory, for which it has been shown  that there is a rich structure of maximally supersymmetric solutions.

Note also that if we contract the integrability condition with $`\gamma ^\mu `$ we get

$`0`$ $`=`$ $`(R_{\rho \mu }+2F_{\rho \nu }F_\mu {}_{}{}^{\nu }{\displaystyle \frac{1}{3}}g_{\rho \mu }(F^2+\chi ^2))\gamma ^\mu ϵ`$ (5.3)
$``$ $`{\displaystyle \frac{1}{\sqrt{3}}}[(dF+{\displaystyle \frac{2}{\sqrt{3}}}FF)]^\nu (2g_{\nu \rho }\gamma _{\rho \nu })ϵ`$
$``$ $`{\displaystyle \frac{1}{6\sqrt{3}}}dF_{\nu _1\nu _2\nu _3}(\gamma _\rho {}_{}{}^{\nu _1\nu _2\nu _3}6\delta _\rho ^{\nu _1}\gamma ^{\nu _2\nu _3})ϵ.`$
Suppose we have a geometry admitting a Killing spinor and in addition the equation of motion and Bianchi identity for $`F`$ are satisfied. By following exactly the same argument presented in  we conclude that if the Killing spinor is timelike, then all of Einstein’s equations are automatically satisfied while if it is null, the $`++`$ component, in the frame (4.6), might not be satisfied.

## 6 Conclusions

In this paper we have presented a classification of all supersymmetric solutions of minimal five-dimensional gauged supergravity. One of the interesting differences with the ungauged theory is that in the timelike case much more of the solution is fixed by the geometric structure of the base manifold. On the other hand, in the gauged case the base must be Kähler and not hyper-Kähler, whereas in the ungauged case the base must be hyper-Kähler. In the null case the solutions are still determined by three differential equations as in the ungauged case, but these equations are more complicated than those in the ungauged theory. In addition we have shown that the gauging generically reduces the proportion of supersymmetry preserved from 1/2 to 1/4. In the gauged theory, $`AdS_5`$ is the unique maximally supersymmetric solution, while there are a number of different possibilities in the ungauged case.

We have also presented some new solutions, that would be worth investigating further both in $`d=5`$ and in $`d=10`$ after uplifting with a five-sphere. Many of the new solutions we have presented have closed timelike curves, as was seen in the ungauged case, which provides additional evidence that they are a commonplace amongst supersymmetric solutions. It would be interesting to see if they can be removed in our solutions by going to a covering space either in five or ten dimensions. Moreover, all of the timelike solutions which we have examined correspond to Kähler geometries for which the tensor $`T`$ given by (3.22) vanishes. Clearly, there are many new solutions for which $`T0`$.

It may also be possible to use the generic form of the supersymmetric solutions to examine the geometry of black hole solutions. In , the constraints on ungauged solutions found in  were used to show that the near horizon geometry of all supersymmetric black holes is isometric to the near horizon geometry of the BMPV solutions; and from this a uniqueness theorem was proven. In contrast, it is known that the static asymptotically anti-de-Sitter black holes have no horizon, as they are nakedly singular. However, there does exist a class of rotating AdS black hole solutions which have horizons, and hence a similar investigation could be feasible.

### Acknowledgments

J.B.G. thanks EPSRC for support. We would like to thank Dario Martelli and Harvey Reall for useful discussions.


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# On the distribution of lattice points in thin annuli

## 1. Introduction

Let $`N(t)`$ be the number of integer lattice points in a disk of radius $`t`$ centered at the origin. Thus $`N(t)=_{nt^2}r(n)`$ where $`r(n)`$ is the number of ways of writing $`n=x^2+y^2`$ as a sum of two squares. As is well known, $`N(t)`$ is asymptotic to the area $`\pi t^2`$ of the disk. Much effort has gone into understanding the growth of the remainder term. Heath-Brown  considered the distribution of the normalized remainder term $`(N(t)\pi t^2)/\sqrt{t}`$, and proved that it has a limiting value distribution in the sense that there exists a probability distribution function $`\nu `$ such that for any interval $`𝒜`$,

$$\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{N(t)\pi t^2}{\sqrt{t}}𝒜\right\}_𝒜\nu (x)dx$$

where the measure is the ordinary Lebesgue measure. It is known that $`\nu (x)`$ is not the Gaussian measure, for instance the tails have been shown to decay roughly like $`\mathrm{exp}(x^4)`$, .

Bleher, Dyson and Lebowitz  investigated the distribution of a similarly scaled remainder term of the number $`N(t,\rho ):=N(t+\rho )N(t)`$ of lattice points in an annulus of inner radius $`t`$ and width $`\rho (t)`$ depending on $`t`$. The “expected” number of points is the area $`\pi (2t\rho +\rho ^2)`$ of the annulus. Define a normalized remainder term by

$$S(t,\rho ):=\frac{N(t+\rho )N(t)\pi (2t\rho +\rho ^2)}{\sqrt{t}}.$$

The picture that emerges is that there is a number of distinct regimes:

* The “global”, or “macroscopic”, regime $`\rho (t)\mathrm{}`$ (but $`\rho =o(t)`$), in which case Bleher and Lebowitz  show that $`S(t,\rho )`$ has a limiting distribution with tails which decay roughly as $`\mathrm{exp}(x^4)`$. In fact the distribution is that of the difference of two i.i.d. random variables whose distribution is the limiting distribution of $`(N(t)\pi t^2)/\sqrt{t}`$.
* The intermediate, or “mesoscopic”, regime $`\rho 0`$ but $`\rho t\mathrm{}`$. The variance of $`S(t,\rho )`$ is given by

$$\frac{1}{T}_T^{2T}|S(t,\rho )|^2dt\sigma ^2:=16\rho \mathrm{log}\frac{1}{\rho }$$

and Bleher and Lebowitz  conjectured that $`S(t,\rho )/\sigma `$ has a standard Gaussian distribution.
* The “saturation” regime $`0<\rho (t)<\mathrm{}`$ is fixed as $`t\mathrm{}`$, where it has been shown  that $`S(t,\rho )`$ has a distribution with rapidly decaying tails. As $`\rho \mathrm{}`$ the distribution converges to that found in the macroscopic regime, and as $`\rho 0`$ it converges to the conjectured mesoscopic distribution.
* The local regime, $`\rho 1/t`$. If the annulus were centered at a generic point rather than at a lattice point, or if we consider “generic” lattices instead of the integer lattice $`^2`$, then it is consistent with conjectures of Berry and Tabor  that the statistics are Poissonian; see  for some progress on this, as well as .

In this paper we prove part of the Gaussian distribution conjecture of Bleher and Lebowitz. We will show that $`S(t,\rho )`$ has a Gaussian distribution when $`\rho `$ shrinks to zero sufficiently slowly:

###### Theorem 1.

If $`\rho 0`$ but $`\rho T^\delta `$ for all $`\delta >0`$, then for any interval $`𝒜`$

$$\underset{T\mathrm{}}{lim}\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{S(t,\rho )}{\sigma }𝒜\right\}=\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

where $`\sigma ^2=16\rho \mathrm{log}\frac{1}{\rho }`$.

The structure of the argument is as follows: We replace the sharp counting function $`N(t)`$ by a smooth counting function $`\stackrel{~}{N}_M(t)`$ whose smoothness parameter $`M=M(T)`$ depends on $`T`$ (note that though $`t`$ and $`T`$ are formally independent, we always think of $`t`$ as being around $`T`$). Since we are only interested in $`\rho 0`$ we will set $`\rho =1/L`$ where $`L=L(T)`$ tends to infinity with $`T`$, and we define the corresponding normalized remainder term to be

$$\stackrel{~}{S}_{M,L}(t):=\frac{\stackrel{~}{N}_M(t+1/L)\stackrel{~}{N}_M(t)2\pi /L\pi /L^2}{\sqrt{t}}$$

We compute the moments of $`\stackrel{~}{S}_{M,L}(t)`$ when $`t`$ is chosen at random with respect to a smooth measure. We show in Section 3 that the $`m`$th moment of $`\stackrel{~}{S}_{M,L}/\sigma `$ converges to that of a standard normal random variable provided $`LT^{\nu (m)}`$, with $`0<\nu (m)<1/(2^{m1}1)`$. Thus $`\stackrel{~}{S}_{M,L}`$ has a normal distribution if $`L\mathrm{}`$ but $`LT^\delta `$ for all $`\delta >0`$. In Section 4 we show that the variance of the difference $`(S(t,1/L)\stackrel{~}{S}_{M,L}(t))/\sigma `$ goes to zero, and hence $`S(t,\rho )/\sigma `$ has a normal distribution with respect to the smooth measure. Finally we use an approximation argument to pass from smooth measures to the Lebesgue measure used in Theorem 1.

## 2. Smoothing

To obtain Theorem 1 we will replace sharp cutoffs by smooth ones. First, we will replace Lebesgue measure with a smooth average of $`t`$ around $`T`$, that is we pick $`t`$ at random by taking a smooth function $`\omega 0`$, of total mass unity, such that both $`\omega `$ and its Fourier transform $`\widehat{\omega }`$ are rapidly decaying, in the sense that for any $`A>2`$,

(1)
$$\omega (t)\frac{1}{(1+|t|)^A},\widehat{\omega }(t)\frac{1}{(1+|t|)^A}$$

for all $`t`$. (In fact we also choose $`\omega `$ to be supported on the positive reals as this makes the analysis simpler).

Define the averaging operator

(2)
$$f=\frac{1}{T}_{\mathrm{}}^{\mathrm{}}f(t)\omega \left(\frac{t}{T}\right)dt$$

(this is the expected value of $`f`$ with respect to this measure), and let $`_{\omega ,T}`$ be the associated probability measure:

$$_{\omega ,T}(f𝒜)=\frac{1}{T}_{\mathrm{}}^{\mathrm{}}11_𝒜(f(t))\omega \left(\frac{t}{T}\right)dt$$

(Throughout the paper we will extend $`N(t)`$, $`S(t,\rho )`$ and similar functions, initially defined for $`t>0`$, to the whole real line. Since $`\omega (t)=0`$ for $`t0`$ we are free to choose whichever extension makes the analysis most simple).

We will also smooth the edges of the circle, and show that this modified counting function has a Gaussian distribution: Let $`\chi `$ be the indicator function of the unit disc, and $`\psi `$ a smooth, even, function on the real line, of total mass unity, whose Fourier transform $`\widehat{\psi }`$ is smooth and has compact support. Define a rotationally symmetric function $`\mathrm{\Psi }`$ on $`^2`$ by setting $`\widehat{\mathrm{\Psi }}(\stackrel{}{y})=\widehat{\psi }(|\stackrel{}{y}|)`$ where $`|\stackrel{}{y}|`$ denotes the standard Euclidean norm of $`\stackrel{}{y}^2`$, and where the Fourier transform is

$$\widehat{f}(\stackrel{}{y})=_^2f(\stackrel{}{x})e^{2\pi \mathrm{i}\stackrel{}{x},\stackrel{}{y}}d\stackrel{}{x}$$

with $`\stackrel{}{x},\stackrel{}{y}`$ the usual Euclidean inner product. For $`ϵ>0`$ set

(3)
$$\mathrm{\Psi }_ϵ(\stackrel{}{x})=\frac{1}{ϵ^2}\mathrm{\Psi }(\frac{\stackrel{}{x}}{ϵ})$$

Now set $`\chi _ϵ=\chi \mathrm{\Psi }_ϵ`$ to be the convolution of $`\chi `$ and $`\mathrm{\Psi }_ϵ`$, which is a smoothed indicator function of the unit disc with “fuzziness” of width $`ϵ`$, in the sense that $`0\chi _ϵ1`$, and if $`\psi `$ (rather than its Fourier transform $`\widehat{\psi }`$) had compact support then $`\chi \chi _ϵ`$ would be concentrated in the shell $`1ϵ<|\stackrel{}{x}|<1+ϵ`$. Due to the rapid decay of tails, this is essentially still the case when $`\psi `$ is in the Schwarz class, as it is for us.

Now take $`ϵ=1/t\sqrt{M}`$ where $`M=M(T)`$ depends on $`T`$ and tends to infinity with $`T`$, and define a smooth counting function, or smooth linear statistic, by

$$\stackrel{~}{N}_M(t)=\underset{\stackrel{}{n}^2}{}\chi _ϵ(\frac{\stackrel{}{n}}{t})$$

This counts lattice points in a “fuzzy circle” of radius about $`t`$, with fuzziness about $`tϵ=1/\sqrt{M}`$.

The number of lattice points in a smooth annulus of inner radius $`t`$ and width $`\rho `$ is therefore given by $`\stackrel{~}{N}_M(t+\rho )\stackrel{~}{N}_M(t)`$. Since we are interested in radii $`t`$ in an interval $`[T,2T]`$, we will in what follows freeze the width of the annulus to be $`\rho (T)`$ as $`t`$ varies in $`[T,2T]`$ rather than allowing it to vary with $`t`$; this will simplify some of the calculations. Furthermore, since from henceforth we are only concerned with $`\rho 0`$, we will set $`\rho =1/L`$, and let $`L(T)\mathrm{}`$ as $`T\mathrm{}`$.

Set

(4)
$$\stackrel{~}{S}_{M,L}=\frac{\stackrel{~}{N}_M(t+1/L)\stackrel{~}{N}_M(t)2\pi t/L\pi /L^2}{\sqrt{t}}$$

The width of the smoothed sides of $`\stackrel{~}{N}_M`$ is $`𝒪(ϵt)=𝒪(1/\sqrt{M})`$. In order for $`\stackrel{~}{S}_{M,L}`$ to approximate $`S(t,1/L)`$, it must be that $`1/L`$ is much larger than the width of the sides, so we insist that $`L/\sqrt{M}0`$.

We will show:

###### Theorem 2.

Suppose that $`M(T)`$, $`L(T)`$ are increasing to infinity with $`T`$ such that $`M=𝒪(T^\delta )`$ for all $`\delta >0`$, and $`L/\sqrt{M}0`$, then for any interval $`𝒜`$,

$$\underset{T\mathrm{}}{lim}_{\omega ,T}\left\{\frac{\stackrel{~}{S}_{M,L}}{\sigma }𝒜\right\}=\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

where $`\stackrel{~}{S}_{M,L}`$ is given by (4) and

$$\sigma ^2=\frac{16\mathrm{log}L}{L}$$

###### Remark.

The arguments given below for the proof of Theorem 2 will also prove a central limit theorem for smooth linear statistics in higher dimensions: Defining $`\chi _ϵ=\chi \mathrm{\Psi }_ϵ`$ where $`\chi `$ is the indicator function of the unit ball and $`\mathrm{\Psi }_ϵ`$ is defined in analogy with (3), we have a smooth counting function $`\stackrel{~}{N}_M(t):=_{\stackrel{}{n}^d}\chi _ϵ(\frac{\stackrel{}{n}}{t}).`$ where as before $`ϵ=1/t\sqrt{M}`$.

The asymptotic behaviour of $`\stackrel{~}{N}_M(t)`$ is given by $`c_dt^d`$, with $`c_d`$ the volume of the unit ball in $`^d`$.

It may then be shown that if $`M=𝒪(T^\delta )`$ for all $`\delta >0`$, then the distribution of the normalized remainder term $`\stackrel{~}{S}_M(t)=\frac{\stackrel{~}{N}_M(t)c_dt^d}{t^{(d1)/2}}`$ when averaged over $`t`$ around $`T`$ weakly converges to a Gaussian with mean zero and variance

$$\sigma ^2=\{\begin{array}{cc}\frac{2}{\pi ^2}K_3\mathrm{log}M\hfill & \text{ when }d=3\hfill \\ \frac{d1}{\pi ^2}K_d_0^{\mathrm{}}y^{d4}\widehat{\psi }(y)^2dyM^{(d3)/2}\hfill & \text{ when }d4\hfill \end{array}$$

where

$$K_d=\frac{4^{d1}\pi ^{d1/2}}{2^d1}\frac{\mathrm{\Gamma }(\frac{1}{2}d\frac{1}{2})}{\mathrm{\Gamma }(d)\mathrm{\Gamma }(\frac{1}{2}d)}\frac{\zeta (d1)}{\zeta (d)}.$$

## 3. The distribution of $`\stackrel{~}{N}_M`$

###### Lemma 3.

As $`t\mathrm{}`$, we have

$$\stackrel{~}{N}_M(t)=\pi t^2\frac{\sqrt{t}}{\pi }\underset{n=1}{\overset{\mathrm{}}{}}\frac{r(n)}{n^{3/4}}\mathrm{cos}(2\pi t\sqrt{n}+\frac{1}{4}\pi )\widehat{\psi }(\sqrt{\frac{n}{M}})+𝒪\left(\frac{1}{\sqrt{t}}\right)$$

with the error term independent of $`M`$.

###### Proof.

By Poisson summation,

$`\stackrel{~}{N}_M(t)`$ $`:={\displaystyle \underset{\stackrel{}{n}^2}{}}(\chi \mathrm{\Psi }_ϵ)\left({\displaystyle \frac{\stackrel{}{n}}{t}}\right)`$
(5) $`=t^2{\displaystyle \underset{\stackrel{}{k}^2}{}}\widehat{\chi }(t\stackrel{}{k})\widehat{\mathrm{\Psi }}_ϵ(t\stackrel{}{k})`$
Changing into polar coordinates, and using the fact that $`\chi `$ is rotationally symmetric, the 2-dimensional Fourier transform of $`\chi `$ is

$`\widehat{\chi }(\stackrel{}{y})`$ $`={\displaystyle _0^1}r{\displaystyle _0^{2\pi }}e^{2\pi \mathrm{i}r|\stackrel{}{y}|\mathrm{cos}\theta }d\theta dr`$
$`={\displaystyle \frac{\mathrm{cos}(2\pi |\stackrel{}{y}|+\frac{1}{4}\pi )}{\pi |\stackrel{}{y}|^{3/2}}}+𝒪\left({\displaystyle \frac{1}{|\stackrel{}{y}|^{5/2}}}\right)`$
as $`|\stackrel{}{y}|\mathrm{}`$. By its definition in (3), $`\widehat{\mathrm{\Psi }}_ϵ(\stackrel{}{y})=\widehat{\mathrm{\Psi }}(ϵ\stackrel{}{y})=\widehat{\psi }(ϵ|\stackrel{}{y}|)`$. Therefore, inserting this into (5), treating the mean (when $`\stackrel{}{k}=\stackrel{}{0}`$) separately, and setting $`ϵ=1/t\sqrt{M}`$,

$`\stackrel{~}{N}_M(t)`$ $`=\pi t^2{\displaystyle \frac{\sqrt{t}}{\pi }}{\displaystyle \underset{\stackrel{}{k}\stackrel{}{0}}{}}\left\{{\displaystyle \frac{\mathrm{cos}(2\pi t|\stackrel{}{k}|+\frac{1}{4}\pi )}{|\stackrel{}{k}|^{3/2}}}\widehat{\psi }(ϵt|\stackrel{}{k}|)+𝒪\left({\displaystyle \frac{1}{t}}{\displaystyle \frac{\widehat{\psi }(ϵt|\stackrel{}{k}|)}{|\stackrel{}{k}|^{5/2}}}\right)\right\}`$
$`=\pi t^2{\displaystyle \frac{\sqrt{t}}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r(n)}{n^{3/4}}}\mathrm{cos}(2\pi t\sqrt{n}+\frac{1}{4}\pi )\widehat{\psi }(\sqrt{{\displaystyle \frac{n}{M}}})+𝒪\left({\displaystyle \frac{1}{\sqrt{t}}}\right)`$
with the constant implicit in the error term independent of $`M(T)`$. ∎

Note that the compact support of $`\widehat{\psi }`$ means that the sum truncates at $`nM`$. Thus we need $`M1`$ in order for there to be any terms in the sum.

Now, since

$$\stackrel{~}{S}_{M,L}=\frac{\stackrel{~}{N}_M(t+1/L)\stackrel{~}{N}_M(t)\pi (2t/L+1/L^2)}{\sqrt{t}}$$

then for $`t1`$ and $`L1`$,

$`\stackrel{~}{S}_{M,L}`$ $`={\displaystyle \frac{1}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r(n)}{n^{3/4}}}\left[\mathrm{cos}(2\pi t\sqrt{n}+\frac{\pi }{4})\mathrm{cos}(2\pi (t+\frac{1}{L})\sqrt{n}+\frac{\pi }{4})\right]\widehat{\psi }(\sqrt{{\displaystyle \frac{n}{M}}})+𝒪\left({\displaystyle \frac{1}{t}}\right)`$
(6) $`={\displaystyle \frac{2}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r(n)}{n^{3/4}}}\mathrm{sin}\left({\displaystyle \frac{\pi \sqrt{n}}{L}}\right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{\pi }{4}\right)\widehat{\psi }(\sqrt{{\displaystyle \frac{n}{M}}})+𝒪\left({\displaystyle \frac{1}{t}}\right)`$
Note that we have three independent variables. The variable $`t`$, which we always consider to be large, is the radius of the annulus. This is the variable we average over. The width of the annulus is $`1/L`$. Since we want a thin annulus, $`L\mathrm{}`$, and Gaussian behaviour is not seen if this condition does not hold. The annulus does not have sharp sides, but smoothed edges, and the third independent variable is $`M`$; the larger $`M`$ is, the sharper the annulus’ sides (in the sense that it better approximates the indicator function). We must have $`L/\sqrt{M}0`$ in order for the annulus to have some width, and not be “just sides”. That is, the annulus shouldn’t be too smooth.

###### Proof of Theorem 2.

First we show the mean is $`𝒪(1/T)`$. Since $`\omega (t)`$ is real,

$$\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{1}{4}\pi \right)=𝔪\left\{\widehat{\omega }(T\sqrt{n})e^{\mathrm{i}\pi (\frac{\sqrt{n}}{L}+\frac{1}{4})}\right\}\frac{1}{T^An^{A/2}}$$

for any $`A>2`$, where we have used the rapid decay of $`\widehat{\omega }`$. Thus

$`\stackrel{~}{S}_{M,L}`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r(n)}{n^{3/4}}}{\displaystyle \frac{1}{T^An^{A/2}}}+𝒪({\displaystyle \frac{1}{T}})`$
$`=𝒪({\displaystyle \frac{1}{T}})`$
Setting

(7)
$$_m:=\left(\frac{2}{\pi }\underset{n=1}{\overset{\mathrm{}}{}}\frac{r(n)}{n^{3/4}}\mathrm{sin}\left(\frac{\pi \sqrt{n}}{L}\right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{1}{4}\pi \right)\widehat{\psi }(\sqrt{\frac{n}{M}})\right)^m$$

then from (6), the Cauchy-Schwartz inequality implies that the $`m\text{th}`$ moment of $`\stackrel{~}{S}_{M,L}`$ is

(8)
$$\begin{array}{c}(\stackrel{~}{S}_{M,L})^m=\hfill \\ \hfill \left\{\frac{2}{\pi }\underset{n=1}{\overset{\mathrm{}}{}}\frac{r(n)}{n^{3/4}}\mathrm{sin}\left(\frac{\pi \sqrt{n}}{L}\right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{1}{4}\pi \right)\widehat{\psi }(\sqrt{\frac{n}{M}})+𝒪\left(\frac{1}{T}\right)\right\}^m\\ \hfill =_m+𝒪\left(\underset{j=1}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m}{j}\right)\frac{\sqrt{_{2m2j}}}{T^j}\right)\end{array}$$

The conditions of Theorem 2 are that $`M=𝒪(T^\delta )`$ for all $`\delta >0`$, and that $`L\mathrm{}`$ in such a way that $`L/\sqrt{M}0`$. In which case, Proposition 4 allows us to deduce that $`\sigma ^2:=_2\frac{16\mathrm{log}L}{L}`$, and Proposition 5 shows that for all $`m>2`$,

$$\frac{_m}{\sigma ^m}=\{\begin{array}{cc}\frac{m!}{2^{m/2}(m/2)!}+𝒪\left(\frac{1}{L^{1\delta ^{}}}\right)\hfill & \text{ if }m\text{ is even}\hfill \\ 𝒪\left(\frac{1}{L^{1\delta ^{}}}\right)\hfill & \text{ if }m\text{ is odd}\hfill \end{array}$$

These are the moments of the standard normal distribution, and inserting these into (8), we see this is sufficient to prove that the distribution of $`\stackrel{~}{S}_{M,L}/\sigma `$ weakly converges as $`T\mathrm{}`$ to a Gaussian with mean zero and variance $`1`$. ∎

### 3.1. The variance

###### Proposition 4.

If $`M=𝒪(T^{2(1\delta )})`$ for fixed $`\delta >0`$, then the variance of $`\stackrel{~}{S}_{M,L}`$ is asymptotic to

(9)
$$\sigma ^2:=\frac{2}{\pi ^2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{r(n)^2}{n^{3/2}}\mathrm{sin}^2\left(\frac{\pi \sqrt{n}}{L}\right)\widehat{\psi }^2\left(\sqrt{\frac{n}{M}}\right)$$

If $`L\mathrm{}`$ but $`L/\sqrt{M}0`$, then

(10)
$$\sigma ^2\frac{16\mathrm{log}L}{L}$$

###### Proof.

Expanding out (7) we have

$$\begin{array}{c}_2=\frac{4}{\pi ^2}\underset{m,n}{}\frac{r(m)r(n)\mathrm{sin}(\pi \sqrt{m}/L)\mathrm{sin}(\pi \sqrt{n}/L)\widehat{\psi }(\sqrt{\frac{m}{M}})\widehat{\psi }(\sqrt{\frac{n}{M}})}{(mn)^{3/4}}\times \hfill \\ \hfill \times \mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{m}+\frac{1}{4}\pi \right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{1}{4}\pi \right)\end{array}$$

Now the average on the bottom line is

$$\begin{array}{c}\frac{1}{4}[\widehat{\omega }\left(T(\sqrt{m}\sqrt{n})\right)e^{\mathrm{i}\pi \frac{1}{L}(\sqrt{n}\sqrt{m})}+\widehat{\omega }\left(T(\sqrt{n}\sqrt{m})\right)e^{\mathrm{i}\pi \frac{1}{L}(\sqrt{m}\sqrt{n})}\hfill \\ \hfill \widehat{\omega }\left(T(\sqrt{m}+\sqrt{n})\right)e^{\mathrm{i}\pi (\frac{1}{2}+\frac{1}{L}(\sqrt{m}+\sqrt{n}))}\widehat{\omega }(T(\sqrt{m}+\sqrt{n}))e^{\mathrm{i}\pi (\frac{1}{2}+\frac{1}{L}(\sqrt{m}+\sqrt{n}))}]\end{array}$$

The support condition on $`\widehat{\psi }`$ means that $`m,n`$ are both constrained to be $`𝒪(M)`$, and so either $`m=n`$ or else $`|\sqrt{m}\sqrt{n}|\frac{1}{\sqrt{M}}`$. Using the bound $`\widehat{\omega }(t)(1+|t|)^A`$ for all $`A>0`$, the off-diagonal terms contribute at most

$$\underset{1nmM}{}\left(\frac{\sqrt{M}}{T}\right)^A\frac{M^{A/2+2}}{T^A}T^{4\delta A}$$

using the assumption $`M=𝒪(T^{2(1\delta )})`$. Therefore, for any $`B>0`$,

$$_2=\frac{2}{\pi ^2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{r(n)^2}{n^{3/2}}\mathrm{sin}^2\left(\frac{\pi \sqrt{n}}{L}\right)\widehat{\psi }^2\left(\sqrt{\frac{n}{M}}\right)+𝒪(T^B)$$

Define $`\sigma ^2`$ to be the infinite sum above. Since $`r(n)n^\eta `$ for all $`\eta >0`$, $`\sigma ^2`$ is bounded for all $`L`$. To find the asymptotics as $`L\mathrm{}`$, we use a formula of Ramanujan 111We wish to thank Bob Vaughan for pointing this reference out to us.:

$$\underset{nX}{}r(n)^2=4X\mathrm{log}X+O(X).$$

We then have

$`\sigma ^2`$ $`:={\displaystyle \frac{2}{\pi ^2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r(n)^2}{n^{3/2}}}\mathrm{sin}^2\left({\displaystyle \frac{\pi \sqrt{n}}{L}}\right)\widehat{\psi }^2\left(\sqrt{{\displaystyle \frac{n}{M}}}\right)`$
$`{\displaystyle \frac{8}{\pi ^2}}{\displaystyle _1^{\mathrm{}}}{\displaystyle \frac{\mathrm{log}x}{x^{3/2}}}\mathrm{sin}^2({\displaystyle \frac{\pi \sqrt{x}}{L}})\widehat{\psi }^2(\sqrt{{\displaystyle \frac{x}{M}}})dx`$
$`={\displaystyle \frac{32}{L\pi ^2}}{\displaystyle _{1/L}^{\mathrm{}}}\mathrm{log}(yL){\displaystyle \frac{\mathrm{sin}^2(\pi y)}{y^2}}\widehat{\psi }^2\left({\displaystyle \frac{yL}{\sqrt{M}}}\right)dy`$
$`{\displaystyle \frac{\mathrm{log}L}{L}}{\displaystyle \frac{32}{\pi ^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{sin}^2(\pi y)}{y^2}}\widehat{\psi }^2\left({\displaystyle \frac{yL}{\sqrt{M}}}\right)dy`$
on changing variables to $`x=y^2L^2`$, and using the fact that we assume that $`L\mathrm{}`$. Now using the additional restriction (caused by the fuzziness of the annulus’ sides) that $`L/\sqrt{M}0`$, we see that since $`\widehat{\psi }(yL/\sqrt{M})1`$ for all $`y=o(\sqrt{M}/L)`$, the integral can be evaluated asymptotically to equal $`\pi ^2/2`$, and so

$$\sigma ^2\frac{16\mathrm{log}(L)}{L}$$

Since $`L=o(T^{1\delta })`$, the error terms in (8) are all smaller than $`\sigma ^2`$, and so the variance of $`\stackrel{~}{S}_{M,L}`$ is asymptotic to $`\sigma ^2`$ as $`T\mathrm{}`$. ∎

The constraints on $`M`$, that $`M=𝒪(T^{22\delta })`$ but $`L/\sqrt{M}0`$, illustrate the role of smoothing. The first constraint, that $`M`$ is not too big, comes from requiring that the annulus is sufficiently smooth to easily handle the averages (to enable us to reduce to the diagonal). The second constraint, that $`M`$ is not too small, is to ensure the function is not too smooth, so that the width of the edges is greater than the size of the annulus. (That $`L\mathrm{}`$ forces $`M`$ to go to infinity. If it did not, the function would be so smooth as to have no fluctuations!)

### 3.2. The higher moments

###### Proposition 5.

For fixed $`\delta >0`$, if $`M=𝒪\left(T^{2(1\delta )/(2^{m1}1)}\right)`$, and if $`L\mathrm{}`$ such that $`L/\sqrt{M}0`$, then for arbitrary $`\delta ^{}>0`$,

$$\frac{_m}{\sigma ^m}=\{\begin{array}{cc}\frac{m!}{2^{m/2}(m/2)!}+𝒪\left(\frac{1}{L^{1\delta ^{}}}\right)\hfill & \text{ if }m\text{ is even}\hfill \\ 𝒪\left(\frac{1}{L^{1\delta ^{}}}\right)\hfill & \text{ if }m\text{ is odd}\hfill \end{array}$$

where $`_m`$ is given in (7) and $`\sigma ^2`$ is given in (9).

We will need to give lower bounds for alternating sums $`\pm \sqrt{n_j}`$. To do so, we use the following lemma, a form of Liouville’s theorem, (cf ):

###### Lemma 6.

For $`j=1,\mathrm{},m`$, let $`n_jM`$ be positive integers. Then

* either $`ϵ_j\sqrt{n_j}=0`$ for some $`ϵ_j=\pm 1`$,
* or for all $`ϵ_j=\pm 1`$,

$$\left|\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}\right|\frac{1}{(m\sqrt{M})^{2^{m1}1}}$$

###### Proof.

Assume that $`ϵ_j\sqrt{n_j}0`$ for all choices of $`ϵ_j=\pm 1`$. Then

$$P:=\underset{ϵ_j=\pm 1}{}\left(\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}\right)$$

is non-zero. By Galois theory, since $`ϵ_j\sqrt{n_j}`$ is an algebraic number, and $`P`$ is the product over all possible symmetries, $`P`$ is an integer. Since we assumed that no term in $`P`$ vanishes, $`|P|1`$. Since both $`ϵ_j\sqrt{n_j}`$ and $`ϵ_j\sqrt{n_j}`$ are terms in $`P`$, if

$$Q:=\underset{\begin{array}{c}ϵ_j=\pm 1\\ j=2,3,\mathrm{},m\end{array}}{}\left(\sqrt{n_1}+\underset{j=2}{\overset{m}{}}ϵ_j\sqrt{n_j}\right)$$

then $`P=(1)^{2^{m1}}Q^2`$, and so $`|Q|=\sqrt{|P|}1`$.

By assumption $`n_jM`$ for all $`j`$, and so, independent of the $`ϵ_j`$,

$$\left|\sqrt{n_1}+\underset{j=2}{\overset{m}{}}ϵ_j\sqrt{n_j}\right|m\sqrt{M}$$

and so for any $`\eta _j=\pm 1`$,

$$\left|\sqrt{n_1}+\underset{j=2}{\overset{m}{}}\eta _j\sqrt{n_j}\right|=\frac{|Q|}{^{}\left|\sqrt{n_1}+_{j=2}^mϵ_j\sqrt{n_j}\right|}\frac{1}{(m\sqrt{M})^{2^{m1}1}}$$

where $`^{}`$ denotes the product over all $`ϵ_j`$ distinct from $`\eta _j`$, there being $`2^{m1}1`$ terms in such a product. ∎

From this, it is simple to derive the following lemma.

###### Lemma 7.

For $`j=1,\mathrm{},m`$ let $`n_jM`$ be positive integers, and let $`ϵ_j=\pm 1`$ be such that

$$\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}0$$

Then

$$\left|\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}\right|\frac{1}{(m\sqrt{M})^{2^{m1}1}}$$

###### Proof.

Either $`\eta _j\sqrt{n_j}0`$ for any choice of $`\eta _j=\pm 1`$, and we are done by Lemma 6, or else there exists a (strict) subset $`S\{1,\mathrm{},m\}`$ such that

$$\underset{jS}{}ϵ_j\sqrt{n_j}\underset{jS}{}ϵ_j\sqrt{n_j}=0$$

so that

$$\left|\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}\right|=2\left|\underset{jS}{}ϵ_j\sqrt{n_j}\right|$$

Note that, by assumption, $`_{jS}ϵ_j\sqrt{n_j}0`$ and, if $`m^{}`$ denotes the number of terms in the sum, then $`1m^{}<m`$. Now repeat the argument: Either $`_{jS}\eta _j\sqrt{n_j}0`$ for any choice of $`\eta _j=\pm 1`$, in which case Lemma 6 gives that

$$\left|\underset{jS}{}ϵ_j\sqrt{n_j}\right|\frac{1}{(m^{}\sqrt{M})^{2^{m^{}1}1}}>\frac{1}{(m\sqrt{M})^{2^{m1}1}}$$

or else one can find a further subdivide the set $`S`$ as before. Since the number of terms in the sum is a positive integer and reduces upon each subdivision, this process terminates. ∎

###### Proof of Proposition 5..

Expanding (7) out,

$$\begin{array}{c}_m=\frac{2^m}{\pi ^m}\underset{n_1,\mathrm{},n_m1}{}\underset{j=1}{\overset{m}{}}\frac{r(n_j)}{n_j^{3/4}}\mathrm{sin}\left(\frac{\pi \sqrt{n_j}}{L}\right)\widehat{\psi }(\sqrt{\frac{n_j}{M}})\hfill \\ \hfill \times \underset{j=1}{\overset{m}{}}\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n_j}+\frac{1}{4}\pi \right)\end{array}$$

Now,

$$\begin{array}{c}\underset{j=1}{\overset{m}{}}\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n_j}+\frac{1}{4}\pi \right)\hfill \\ \hfill =\underset{j=1}{\overset{m}{}}\frac{1}{2\mathrm{i}}\left[e^{2\pi \mathrm{i}((t+1/2L)\sqrt{n_j}+1/8)}e^{2\pi \mathrm{i}((t+1/2L)\sqrt{n_j}+1/8)}\right]\\ \hfill =\underset{ϵ_j=\pm 1}{}\frac{1}{2^m\mathrm{i}^m}_{\mathrm{}}^{\mathrm{}}\underset{j=1}{\overset{m}{}}ϵ_j\mathrm{exp}\left(ϵ_j2\pi \mathrm{i}\left((t+\frac{1}{2L})\sqrt{n_j}+\frac{1}{8}\right)\right)\frac{1}{T}\omega \left(\frac{t}{T}\right)\mathrm{d}t\\ \hfill =\underset{ϵ_j=\pm 1}{}\frac{ϵ_j}{2^m\mathrm{i}^m}\widehat{\omega }\left(T\underset{j=1}{\overset{m}{}}ϵ_j\sqrt{n_j}\right)e^{_{j=1}^mϵ_j\pi \mathrm{i}\left(\frac{1}{L}\sqrt{n_j}+1/4\right)}\end{array}$$

By the compact support condition of $`\widehat{\psi }`$, we may always assume that $`n_j=𝒪(M)`$. By Lemma 7 and the fact that $`\widehat{\omega }`$ decays faster than any polynomial power, the off-diagonal terms (those terms with $`_{j=1}^mϵ_j\sqrt{n_j}0`$) contribute at most

$$\underset{1n_1,\mathrm{},n_mM}{}\left(\frac{(\sqrt{M})^{2^{m1}1}}{T}\right)^A\frac{M^{(2^{m1}1)A/2+m}}{T^A}T^{\delta A+2m/(2^{m1}1)}$$

which is vanishingly small, since $`A`$ can be arbitrarily large. Thus the only contributing terms are those with $`_{j=1}^mϵ_j\sqrt{n_j}=0`$, and using the fact that $`\widehat{\omega }(0)=1`$, we therefore have for any $`B>0`$,

$$_m=\underset{n_1,\mathrm{},n_m}{}\underset{\begin{array}{c}ϵ_j=\pm 1\\ {\scriptscriptstyle ϵ_j\sqrt{n_j}}=0\end{array}}{}\underset{j=1}{\overset{m}{}}\frac{\mathrm{i}ϵ_jr(n_j)}{\pi n_j^{3/4}}\mathrm{sin}\left(\frac{\pi \sqrt{n_j}}{L}\right)\widehat{\psi }(\sqrt{\frac{n_j}{M}})e^{\mathrm{i}\pi ϵ_j/4}+𝒪(T^B)$$

In order to estimate the size of $`_m/\sigma ^m`$ when $`L\mathrm{}`$, we need to use a lemma of Besicovitch .

###### Lemma 8.

If $`q_j`$, (for $`j=1,\mathrm{},m`$), are distinct squarefree positive integers, then $`\sqrt{q_1},\mathrm{},\sqrt{q_m}`$ are linearly independent over the rationals.

Therefore, if $`_{j=1}^mϵ_j\sqrt{n_j}=0`$ with $`n_j1`$, then there must exists a division of $`\{1,\mathrm{},m\}`$ into $`\{S_i\}`$ such that

$$\{1,\mathrm{},m\}=\underset{i=1}{\overset{\mathrm{}}{}}S_i$$

where $`_{i=1}^{\mathrm{}}|S_i|=m`$ such that for $`i=1,2,\mathrm{},\mathrm{}`$, for all $`jS_i`$, $`n_j=q_if_j^2`$ with the $`q_i`$ being distinct square-free integers, and with the $`f_j`$ satisfying

$$\underset{jS_i}{}ϵ_jf_j=0$$

Summing over all possible divisions we see that

$$\begin{array}{c}\frac{_m}{\sigma ^m}=\underset{\mathrm{}=1}{\overset{m}{}}\underset{\{1,\mathrm{},m\}=_{i=1}^{\mathrm{}}S_i}{}\left(\frac{1}{\sigma ^{|S_1|}}\underset{q_1\mathrm{}\text{free}}{}D_{q_1}(S_1)\right)\hfill \\ \hfill \times \left(\frac{1}{\sigma ^{|S_2|}}\underset{\begin{array}{c}q_2\mathrm{}\text{free}\\ q_2q_1\end{array}}{}D_{q_2}(S_2)\right)\mathrm{}\left(\frac{1}{\sigma ^{|S_{\mathrm{}}|}}\underset{\begin{array}{c}q_{\mathrm{}}\mathrm{}\text{free}\\ q_{\mathrm{}}q_1,\mathrm{},q_\mathrm{}1\end{array}}{}D_q_{\mathrm{}}(S_{\mathrm{}})\right)\end{array}$$

where

(11)
$$\begin{array}{c}D_q(S):=\hfill \\ \hfill \frac{1}{q^{3|S|/4}}\underset{\begin{array}{c}f_j1\\ ϵ_j=\pm 1\\ _{jS}ϵ_jf_j=0\end{array}}{}\underset{jS}{}\frac{\mathrm{i}ϵ_je^{\mathrm{i}\pi ϵ_j/4}r(qf_j^2)}{\pi f_j^{3/2}}\mathrm{sin}\left(\pi \frac{1}{L}f_j\sqrt{q}\right)\widehat{\psi }\left(f_j\sqrt{\frac{q}{M}}\right)\end{array}$$

We will show in Lemma 9 that if $`L\mathrm{}`$ such that $`L/\sqrt{M}0`$ then for all $`\delta ^{}>0`$,

$$\frac{1}{\sigma ^{|S|}}\underset{q\mathrm{}\text{free}}{}D_q(S)=\{\begin{array}{cc}0\hfill & \text{ if }|S|=1\hfill \\ 1\hfill & \text{ if }|S|=2\hfill \\ 𝒪\left(\frac{1}{L^{1\delta ^{}}}\right)\hfill & \text{ otherwise}\hfill \end{array}$$

Therefore the only terms in $`_m/\sigma ^m`$ which do not vanish as $`L\mathrm{}`$ are those where $`|S_i|=2`$ for all $`i`$. If $`m`$ is odd, there are no such terms, and if $`m=2k`$ is even, then the number of terms is equal to the number of ways of partitioning $`\{1,\mathrm{},2k\}`$ into $`_{i=1}^kS_i`$ with $`|S_i|=2`$, which equals

$$\frac{1}{k!}\left(\genfrac{}{}{0pt}{}{2k}{2}\right)\left(\genfrac{}{}{0pt}{}{2k2}{2}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{2}{2}\right)=\frac{(2k)!}{k!2^k}$$

This completes the proof of Proposition 5

###### Lemma 9.

If $`L\mathrm{}`$ is such that $`L/\sqrt{M}0`$ then

$$\frac{_{q\mathrm{}\text{free}}D_q(S)}{\sigma ^{|S|}}=\{\begin{array}{cc}1\hfill & \text{ if }|S|=2\hfill \\ 𝒪\left(\frac{1}{L^{1\delta }}\right)\hfill & \text{ otherwise}\hfill \end{array}$$

for all $`\delta >0`$, where $`D_q(S)`$ is defined in (11), and $`\sigma ^2`$ is defined in (9).

###### Proof.

For convenience we assume, without loss of generality, that $`S=\{1,2,\mathrm{},|S|\}`$. Using $`r(n)n^\delta `$ for all $`\delta >0`$, and $`\widehat{\psi }(x)1`$, we can upper bound by

(12)
$$\underset{q\mathrm{}\text{free}}{}D_q(S)\underset{q=1}{\overset{\mathrm{}}{}}\frac{q^{|S|\delta }}{q^{3|S|/4}}Q(q)$$

where

$$Q(q)=\underset{ϵ_j=\pm 1}{}\underset{\begin{array}{c}f_j1\\ _{j=1}^{|S|}ϵ_jf_j=0\end{array}}{}\underset{j=1}{\overset{|S|}{}}\frac{f_j^\delta }{f_j^{3/2}}\left|\mathrm{sin}\left(\pi f_j\sqrt{q}/L\right)\right|$$

Note that $`Q(q)1`$ for all $`q`$. When $`qL^2`$ a sharper result can be deduced by a more careful treatment of $`Q(q)`$. In order for $`_{j=1}^{|S|}ϵ_jf_j=0`$, at least two of the $`ϵ`$ must have different signs, and so, with no loss of generality, we put $`ϵ_{|S|}=1`$ and $`ϵ_{|S|1}=+1`$. Hence

$$f_{|S|}=f_{|S|1}+\underset{j=1}{\overset{|S|2}{}}ϵ_jf_j$$

In order for both $`f_{|S|}1`$ and $`f_{|S|1}1`$, it must be that

$$f_{|S|1}1+\mathrm{max}\{0,\underset{j=1}{\overset{|S|2}{}}ϵ_jf_j\}$$

Therefore,

$$\begin{array}{c}Q(q)=2\underset{ϵ_1,\mathrm{},ϵ_{|S|2}=\pm 1}{}\underset{f_1,\mathrm{},f_{|S|2}1}{}\underset{f_{|S|1}1+\mathrm{max}\{0,_{j=1}^{|S|2}ϵ_jf_j\}}{}\hfill \\ \hfill \left(\underset{j=1}{\overset{|S|1}{}}\frac{\left|\mathrm{sin}\left(\pi f_j\sqrt{q}/L\right)\right|}{f_j^{3/2\delta }}\right)\frac{\left|\mathrm{sin}\left(\pi \frac{\sqrt{q}}{L}\left(f_{|S|1}+_{j=1}^{|S|2}ϵ_jf_j\right)\right)\right|}{\left(f_{|S|1}+_{j=1}^{|S|2}ϵ_jf_j\right)^{3/2\delta }}\end{array}$$

Changing sums into integrals gives

$$\begin{array}{c}Q(q)\int \cdots \int _1^{\mathrm{}}dx_1\mathrm{}dx_{|S|2}\underset{ϵ_j=\pm 1}{}_{1+\mathrm{max}\{0,_{j=1}^{|S|2}ϵ_jx_j\}}^{\mathrm{}}dx_{|S|1}\hfill \\ \hfill \times \left(\underset{j=1}{\overset{|S|1}{}}\frac{|\mathrm{sin}(\pi \frac{1}{L}x_j\sqrt{q})|}{x_j^{3/2\delta }}\right)\frac{|\mathrm{sin}(\pi \frac{1}{L}\sqrt{q}(x_{|S|1}+_{j=1}^{|S|2}ϵ_jx_j))|}{(x_{|S|1}+_{j=1}^{|S|2}ϵ_jx_j\})^{3/2\delta }}\end{array}$$

and changing variables to $`x_j\sqrt{q}/Ly_j`$,

$$\begin{array}{c}Q(q)\frac{q^{|S|/4+1/2|S|\delta /2}}{L^{|S|/2+1|S|\delta }}\int \cdots \int _{\sqrt{q}/L}^{\mathrm{}}\underset{ϵ_j=\pm 1}{}_{\mathrm{max}\{0,{\scriptscriptstyle ϵ_jy_j}\}+\sqrt{q}/L}^{\mathrm{}}\hfill \\ \hfill \left(\underset{j=1}{\overset{|S|1}{}}\frac{|\mathrm{sin}(\pi y_j)|}{y_j^{3/2\delta }}\right)\frac{|\mathrm{sin}(\pi (y_{|S|1}+_{j=1}^{|S|2}ϵ_jy_j)|}{\left(y_{|S|1}+_{j=1}^{|S|2}ϵ_jy_j\right)^{3/2\delta }}\mathrm{d}y_{|S|1}\mathrm{d}y_{|S|2}\mathrm{}\mathrm{d}y_1\end{array}$$

Since the multiple integral is bounded, we may conclude that

$$Q(q)\{\begin{array}{cc}\frac{q^{|S|/4+1/2|S|\delta /2}}{L^{|S|/2+1|S|\delta }}\hfill & \text{ if }q<L^2\hfill \\ 1\hfill & \text{ if }qL^2\hfill \end{array}$$

substituting this into (12) we see that

$$\underset{q\mathrm{}\text{free}}{}D_q(S)\{\begin{array}{cc}\frac{L^\delta ^{}}{L}\hfill & \text{ if }|S|=2\hfill \\ \frac{L^\delta ^{}}{L^{|S|/2+1}}\hfill & \text{ if }|S|3\hfill \end{array}$$

Hence

$$\frac{1}{\sigma ^{|S|}}\underset{q\mathrm{}\text{free}}{}D_q(S)\{\begin{array}{cc}L^\delta ^{}\hfill & \text{ if }|S|=2\hfill \\ \frac{1}{L^{1\delta ^{}}}\hfill & \text{ if }|S|3\hfill \end{array}$$

since equation (10) gives $`\sigma \frac{4\sqrt{\mathrm{log}L}}{\sqrt{L}}`$ when $`L\mathrm{}`$ but $`L/\sqrt{M}0`$. However, in the case $`|S|=2`$, by the definition of $`D_q(S)`$ and $`\sigma ^2`$ we see that

$$\underset{q\mathrm{}\text{free}}{}D_q(S)=\sigma ^2.$$

This completes the proof of the lemma. ∎

## 4. Unsmoothing

Recall that $`S(t,1/L)`$ is the normalized remainder term for the number of lattice points in an annulus of inner radius $`t`$ and width $`1/L`$. In this section we prove Theorem 1 by showing that the variance of the difference $`(S(t,1/L)\stackrel{~}{S}_{M,L}(t))/\sigma `$ vanishes and then combining this with Chebyshev’s inequality to deduce a distribution theorem for $`S(t,1/L)`$.

We begin with an approximation result for $`N(t)`$:

###### Lemma 10.

For any $`a>0`$, $`c>1`$ we have

$$N(t)=\pi t^2\frac{\sqrt{t}}{\pi }\underset{nX}{}\frac{r(n)}{n^{3/4}}\mathrm{cos}(2\pi t\sqrt{n}+\frac{1}{4}\pi )+𝒪(|t|^{1/2})+𝒪\left(X^a\right)+𝒪(\frac{|t|^{2c1}}{\sqrt{X}})$$

This Lemma was already invoked by Heath-Brown in , with the proof being an argument similar to that which derives (12.4.4) in .

###### Lemma 11.

Suppose $`L\mathrm{}`$ as $`T\mathrm{}`$ and choose $`M`$ so that $`L/\sqrt{M}0`$ as $`T\mathrm{}`$ but $`M=𝒪(T^{2(1\delta )})`$ (for a fixed $`\delta >0`$). Then as $`T\mathrm{}`$,

$$|S(t,1/L)\stackrel{~}{S}_{M,L}(t)|^2\frac{\mathrm{log}M}{\sqrt{M}}$$

###### Proof.

Putting $`a=\delta ^{}`$ and $`c=1+\delta ^{}/2`$ for $`\delta ^{}>0`$ arbitrarily small in Lemma 10, we have

$`S(t,1/L)`$ $`:={\displaystyle \frac{N(t+1/L)N(t)\pi (2t/L+1/L^2)}{\sqrt{t}}}`$
$`={\displaystyle \frac{2}{\pi }}{\displaystyle \underset{nX}{}}{\displaystyle \frac{r(n)}{n^{3/4}}}\mathrm{sin}\left({\displaystyle \frac{\pi \sqrt{n}}{L}}\right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{1}{4}\pi \right)+R(X,t)`$
where

$$R(X,t)\frac{1}{|t|}+\frac{X^\delta ^{}}{\sqrt{|t|}}+\frac{|t|^{1/2+\delta ^{}}}{\sqrt{X}}$$

Set $`X=T^{2\delta }`$. Since $`M=𝒪(T^{2(1\delta )})`$ and $`\widehat{\psi }`$ has compact support, the infinite sum in $`\stackrel{~}{S}_{M,L}(t)`$, given in (6), is truncated before $`n=T^{2\delta }`$, and so

$$\begin{array}{c}S(t,1/L)\stackrel{~}{S}_{M,L}(t)=\hfill \\ \hfill \frac{2}{\pi }\underset{nT^{2\delta }}{}\frac{r(n)}{n^{3/4}}\mathrm{sin}\left(\frac{\pi \sqrt{n}}{L}\right)\mathrm{sin}\left(2\pi (t+\frac{1}{2L})\sqrt{n}+\frac{\pi }{4}\right)\left(1\widehat{\psi }(\sqrt{\frac{n}{M}})\right)+R(T^{2\delta },t)\end{array}$$

Let $`P`$ denote the sum, then Cauchy-Schwartz gives

(13)
$$(S(t,1/L)\stackrel{~}{S}_{M,L}(t))^2=P^2+R(T^{2\delta },t)^2+𝒪\left(\sqrt{P^2}\sqrt{R(T^{2\delta },t)^2}\right)$$

Observe that

$$R(T^{2\delta },t)^2T^{1+\delta ^{\prime \prime }}$$

for arbitrarily small $`\delta ^{\prime \prime }>0`$, and

$$\begin{array}{c}P^2=\frac{2}{\pi ^2}\underset{nT^{2\delta }}{}\frac{r(n)^2}{n^{3/2}}\mathrm{sin}^2\left(\frac{\pi \sqrt{n}}{L}\right)\left(1\widehat{\psi }(\sqrt{\frac{n}{M}})\right)^2\hfill \\ \hfill +𝒪\left(\underset{1mnT^{2\delta }}{}\widehat{\omega }(T(\sqrt{n}\sqrt{m}))\right)\end{array}$$

The same argument used in §3.1 shows the error term here vanishes like $`𝒪(T^B)`$ for any $`B>0`$.

Since $`_{nX}r(n)^24X\mathrm{log}X`$, partial summation gives

$`P^2`$ $`{\displaystyle \frac{8}{\pi ^2}}{\displaystyle _1^{T^{2\delta }}}{\displaystyle \frac{\mathrm{log}x}{x^{3/2}}}\mathrm{sin}^2\left({\displaystyle \frac{\pi \sqrt{x}}{L}}\right)\left(1\widehat{\psi }(\sqrt{{\displaystyle \frac{x}{M}}})\right)^2dx`$
$`={\displaystyle \frac{32}{L\pi ^2}}{\displaystyle _{1/L}^{T/L}}{\displaystyle \frac{\mathrm{log}(Ly)\mathrm{sin}^2(\pi y)}{y^2}}\left(1\widehat{\psi }({\displaystyle \frac{yL}{\sqrt{M}}})\right)^2dy`$
by change of variables $`x=y^2L^2`$. If $`yL/\sqrt{M}1`$ then

$$\widehat{\psi }(\frac{yL}{\sqrt{M}})=1+𝒪\left(\frac{yL}{\sqrt{M}}\right)$$

leading to

$`P^2`$ $`{\displaystyle \frac{L}{M}}{\displaystyle _0^{\sqrt{M}/L}}\mathrm{log}(Ly)\mathrm{sin}^2(\pi y)dy+{\displaystyle \frac{1}{L}}{\displaystyle _{\sqrt{M}/L}^{T/L}}{\displaystyle \frac{\mathrm{log}(Ly)\mathrm{sin}^2(\pi y)}{y^2}}dy`$
$`{\displaystyle \frac{\mathrm{log}M}{\sqrt{M}}}`$
Inserting this into (13), using $`M=𝒪(T^{2(1\delta )})`$ and choosing $`0<\delta ^{\prime \prime }<\delta `$ in the estimate of $`R(X,t)^2`$ we have that

$`(S(t,1/L)\stackrel{~}{S}_{M,L}(t))^2`$ $`{\displaystyle \frac{\mathrm{log}M}{\sqrt{M}}}+{\displaystyle \frac{1}{T^{1\delta ^{\prime \prime }}}}+{\displaystyle \frac{\sqrt{\mathrm{log}M}}{M^{1/4}T^{1/2\delta ^{\prime \prime }/2}}}`$
$`=𝒪\left({\displaystyle \frac{\mathrm{log}M}{\sqrt{M}}}\right)`$
###### Lemma 12.

Under the conditions of Lemma 11, we have for all fixed $`\eta >0`$,

$$_{\omega ,T}\left\{\left|\frac{S(t,1/L)}{\sigma }\frac{\stackrel{~}{S}_{M,L}(t)}{\sigma }\right|>\eta \right\}0$$

as $`T\mathrm{}`$, where $`\sigma ^2=16\mathrm{log}L/L`$.

###### Proof.

For fixed $`\eta >0`$, Chebychev’s inequality gives

$`_{\omega ,T}\left\{\left|{\displaystyle \frac{S(t,1/L)}{\sigma }}{\displaystyle \frac{\stackrel{~}{S}_{M,L}(t)}{\sigma }}\right|>\eta \right\}`$ $`{\displaystyle \frac{(S(t,1/L)\stackrel{~}{S}_{M,L}(t))^2}{\eta ^2\sigma ^2}}`$
$`{\displaystyle \frac{L}{\mathrm{log}L}}{\displaystyle \frac{\mathrm{log}M}{\sqrt{M}}}`$
which tends to zero as $`T\mathrm{}`$ by the assumptions placed on $`M`$ and $`L`$. ∎

###### Corollary 13.

If $`L\mathrm{}`$ but $`L=𝒪(T^\delta )`$ for all $`\delta >0`$ as $`T\mathrm{}`$, then for any interval $`𝒜`$,

(14)
$$_{\omega ,T}\left\{\frac{S(t,1/L)}{\sigma }𝒜\right\}\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

where $`\sigma ^2=16\mathrm{log}L/L`$.

###### Proof.

Set $`M=L^3`$, then $`M=𝒪(T^\delta )`$ for all $`\delta >0`$ and $`L/\sqrt{M}0`$. Thus $`\stackrel{~}{S}_{M,L}/\sigma `$ weakly converges to a standard normal distribution as $`T\mathrm{}`$ when $`t`$ is smoothly averaged around $`T`$ by Theorem 2. But Lemma 12 implies that $`S(t,1/L)/\sigma `$ must also weakly converge to a standard normal distribution too. ∎

We are now able to prove our main result, Theorem 1, which says that if $`L\mathrm{}`$ but $`L=𝒪(T^\delta )`$ for all $`\delta >0`$, then for any interval $`𝒜`$

$$\underset{T\mathrm{}}{lim}\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{S(t,1/L)}{\sigma }𝒜\right\}=\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

###### Proof of Theorem 1.

Fix $`ϵ>0`$, and approximate the indicator function $`11_{[1,2]}`$ above and below by smooth functions $`\chi _\pm 0`$ so that $`\chi _{}11_{[1,2]}\chi _+`$, where both $`\chi _\pm `$ and their Fourier transforms are smooth and of rapid decay, and so that their total masses are within $`ϵ`$ of unity: $`|\chi _\pm (x)dx1|<ϵ`$. Now set $`\omega _\pm :=\chi _\pm /\chi _\pm `$. Then $`\omega _\pm `$ are “admissible” and for all $`t`$,

(15)
$$(1ϵ)\omega _{}(t)11_{[1,2]}(t)(1+ϵ)\omega _+(t)$$

Now

$$\mathrm{meas}\left\{t[T,2T]:\frac{S(t,1/L)}{\sigma }𝒜\right\}=_{\mathrm{}}^{\mathrm{}}11_𝒜\left(\frac{S(t,1/L)}{\sigma }\right)11_{[1,2]}\left(\frac{t}{T}\right)𝑑t$$

and since (15) holds, we find

$$\begin{array}{c}(1ϵ)_{\omega _{},T}\left\{\frac{S(t,1/L)}{\sigma }𝒜\right\}\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{S(t,1/L)}{\sigma }𝒜\right\}\hfill \\ \hfill (1+ϵ)_{\omega _+,T}\left\{\frac{S(t,1/L)}{\sigma }𝒜\right\}\end{array}$$

By Corollary 13 the two extreme sides of this inequality have a limit as $`T\mathrm{}`$, of

$$(1\pm ϵ)\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

and so we get that

$$(1ϵ)\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx\underset{T\mathrm{}}{lim\; inf}\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{S(t,1/L)}{\sigma }𝒜\right\}$$

with a similar statement for limsup; since $`ϵ>0`$ is arbitrary this shows that the limit exists and equals

$$\underset{T\mathrm{}}{lim}\frac{1}{T}\mathrm{meas}\left\{t[T,2T]:\frac{S(t,1/L)}{\sigma }𝒜\right\}=\frac{1}{\sqrt{2\pi }}_𝒜e^{x^2/2}dx$$

which is the Gaussian law. ∎

## Acknowledgments

We would like to thank Jens Marklof for helpful discussions. This work was supported in part by the EC TMR network Mathematical Aspects of Quantum Chaos, EC-contract no HPRN-CT-2000-00103 and the Israel Science Foundation founded by the Israel Academy of Sciences and Humanities.