We propose a new experiment to measure the running of the fine-structure constant in the space-like region by scattering high-energy muons on atomic electrons of a low-Z target through the process $mu e to mu e$. The differential cross section of this process, measured as a function of the squared momentum transfer $t=q^2<0$, provides direct sensitivity to the leading-order hadronic contribution to the muon anomaly $a^{rm{HLO}}_{mu}$. By using a muon beam of 150 GeV, with an average rate of $sim1.3times 10^7$ muon/s, currently available at the CERN North Area, a statistical uncertainty of $sim 0.3%$ can be achieved on $a^{rm{HLO}}_{mu}$ after two years of data taking. This direct measurement of $a^{rm{HLO}}_{mu}$ will provide an independent determination, competitive with the time-like dispersive approach, and consolidate the theoretical prediction for the muon $g$-2 in the Standard Model. It will allow therefore a firmer interpretation of the measurements of the future muon $g$-2 experiments at Fermilab and J-PARC.
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