  In arXiv:2406.0243 two real functions $g(x,t)$ and $f(x,t)$ are defined, so
that the Riemann-Siegel $Z$ function is given as
\[Z(t)=\mathop{\mathrm{Re}}\Bigl\{\frac{u(t)e^{\frac{\pi
i}{8}}}{\frac12+it}\int_0^\infty g(x,t)e^{i f(x,t)}\,dt\Bigr\},\] where $u(t)$
is a real function of order $t^{-1/4}$ when $t\to+\infty$. The function
$g(x,t)$ is indefinitely differentiable and tends to $0$ as well as all its
derivatives when $x\to0^+$ or $x\to+\infty$. Since, furthermore, for
$t\to+\infty$ the function $f(x,t)$ tends to $+\infty$ we may expect that the
integral depends essentially on the behavior of $g(x,t)$ at the extremes.
  As Polya in an analogous situation we consider the substitution of $\psi(x)$
by a simpler similar function. A simple function with this behavior is
\[\psi_0(x):=2\pi(1+\tfrac{1}{4}x^{-5/2})e^{-\pi x-\frac{\pi}{4x}}.\]
Therefore, we define $J_0(t)$ replacing in the definition of $J(t)$ the
function $\psi(x)$ by the simpler $\psi_0(x)$. \begin{equation}
J_0(t)=2\pi\int_0^\infty (1+\tfrac{1}{4}x^{-\frac52})e^{-\pi
x-\frac{\pi}{4x}}(1-ix)^{\frac12(\frac12+it)}\,dx. \end{equation} The resulting
$Z_0(t)$ disappoints us \[Z_0(t)\asymp
\mathop{\mathrm{Re}}\Bigl\{\frac{2}{\sqrt{\pi}}\exp\Bigl\{i\Bigl(\frac{t}{2}\log\frac{t}{2\pi}-\frac{t}{2}-\frac{\pi}{8}\Bigr)\Bigr\}+\frac{2}{(2\pi
t)^{1/4}}\exp\Bigl(\pi i\sqrt{\frac{t}{2\pi}}\;\Bigr)\Bigr\},\quad
t\to+\infty.\] However, the integral $J_0(t)$ is interesting as a technical
challenge. And still we have the possibility to get a better result improving
$\psi_0(x)$.
  This is a preliminary version, and we set it as a challenge: to compute and
study this integral.
