Department of Mathematics
University of California
Berkeley, California 94720Copyright © 1994
Henry Helson
15 The Crescent
Berkeley, CA 94708NOTES ON COMPLEX FUNCTION THEORY
Preface
Chapter
Chapter
II
IL.
IL2
hg
IL4
IL5
iL6
IL7
IL8
IL9
IL10
IL11
IL12
113
IL.14
IL15
IL16
Complex Numbers
Definition of C
Field Axioms
Embedding of R in C. The Imaginary Unit
Geometric Representation
Triangle Inequality
Parallelogram Equality
Plane Geometry Via Complex Numbers
C as a Metric Space
Polar Form
De Mi
Roots
Stereographic Projection
Spherical Metric
Extended Complex Plane
Bosna
Complex Differentiation
Definition of the Derivative
Restatement in Terms of Linear Approximation
Immediate Consequences
Polynomials and Rational Functions
Comparison Between Differentiability in the Real
and Complex Senses
Cauchy-Riemann Equations
Sufficient Condition for Differentiability
Holomorphic Functions
Picturing a Holomorphic Function
Curves in C
Conformality
Harmonic Conjugates
Complex Partial Differential Operators
yew
N
HHO dmaaanR Ae
=6S
13iv
TABLE OF CONTENTS
Chapter
Chapter
Chapter
III
TiL1
IIL.2
TIL3
IIL4
NLS
TIL6
IL7
TIL8
IIL9
IV
Iv.1
Iv.2
IV.3
Iv.4
IV.5
IV.6
IV.7
ive
Iv.9
IV.10
IV.11
IV.12
IV.13
IV.14
IV.15
IV.16
IV.17
Linear Fractional Transformations
Complex Projective Space
Linear Fractional Transformations
Conformality
Fixed Points
Three-Fold Transitivity
Factorization
Clircles
Preservation of Clircles
Analyzing a Linear Fractional Transformation—
an Example
Elementary Functions
Definition of c?
Law of Exponents
é* is Holomorphic
Periodicity
e* asa Map
Hyperbolic Functions
Zeros of cosh z and sinh z
Trigonomeiric Fuuciious
Logarithms
Branches of arg z and log z
log z as a Holomorphic Function
Logarithms of Holomorphic Functions
Roots
Inverses of Holomorphic Functions
Inverse Trigonometric Functions
Powers
Aualytic Continuation and Riemann Surfaces
Power Series
Infinite Series
Necessary Condition for Convergence
Geometric Series
Triangle Inequality for Series
25.
25
26
26
27
27
28
29
47
47
47
47
48Chapter
Chapter
VI
Vi
VL2
VL3
VL4
VL5
VL6
VL7
VL8
VL9
VIL10
VL11
VI12
VII
Absolute Convergence
Sequences of Functions
Series of Functions
Power Series
Region of Convergence
Radius of Convergence
Limits Superior
Cauchy-Hadamard Theorem
Ratio Test
Examples
Differentiation of Power Series
Examples
Cauchy Product
Complex Integration
Riemann Integral for Complex Valued Fu
Riemann Integral for Complex Valued Fur
Fundamental Theorem of Calculus
‘Triangle Inequality for Integration
Are Length
The Complex Integral
Integral of a Derivative
An Example
Reparameterization
The Reverse of a Curve
Estimate of the Integral
Integral of a Limit
An Example
Simple Versions of Cauchy’s Theorem,
and Consequences
Cauchy’s Theorem for a Triangle
Cauchy’s Theorem for a Convex Region
Existence of a Primitive
More Definite Integrals
Cauchy’s Formula. for a Circle
Mean Value Property
Cauchy Integrals
Implications for Holomorphic Functions
Cauchy Productvi TABLE OF CONTENTS,
VII.10 Converse of Cauchy’s Theorem 81
VIL.11 — Liouville’s Theorem 81
VIL12 Fundamental Theorem of Algebra 82
VIL13 Zeros of Holomorphic Functions 83
VIL14 The Identity Theorem 84
VIL15 Weierstrass Convergence Theorem 85
VIL16 = Maximum Modulus Principle 86
VIL17)— Schwarz’s Lemma 87
VIL18 Existence of Harmonic Conjugates 88
VIL19 Indefinite Differentiability of Harmonic Functions 89
VIL.20 Mean Value Property for Harmonic Functions 89
VIL.21 Identity Theorem for Harmonic Functions 89
VIIL.22 Maximum Principle for Harmonic Functions 90
VII.23 Harmonic Functions in Higher Dimensions 90
Chapter VIII Laurent Series and Isolated Singularities 91
VIIL1 Simple Examples 91
VIII.2 Laurent Series 91
VIIL3 Cauchy Integrals near Infinity 92
VIIL.4 Cauchy’s Theorem for Two Concentric Circles 93
VUIL5 Cauchy’s Formula for an Annulus 94
VIIL6 Existence of Laurent Series Representations 95
VIIL7 Isolated Singularities 96
Criterion for a Removable Singularity v8
VIIL9 — Criterion for a Pole 99
VIIL10 Casorati-Weierstrass Theorem 99
VIII11 Picard’s Theorem 99
VIIL12 Residues 100
Chapter 1X 102
1X1 Jontinuous Logarithms 103
IX.2 Piecewise C1 Case 103
IX.3 increments in the Logarithm and Argument along
a Curve 104
IX.4 Winding Number 104
IX.5 Case of a Piecewise C! Curve 106
IX.6 Contours 107
IX.7 Winding Numbers of Contours 107
IX.8 Separation Lemma 108Chapter
References
Index
IX.9
IX.10
IX.11
1X.12
IX.13
X.18
X.19
X.20
TABLE OF CONTENTS vii
Addendum to the Separation Lemma
Cauchy’s Theorem
Runge’s Approximation Thcorem
Second Proof of Cauchy’s Theorem
Sharpened Form of Runge’s Theorem
Further Development of Basic Complex
Function Theory
Simply Connected Domains
Winding Number Criterion
Cauchy’s Theorem for Simply Connected Domains
Existence of Primitives
Existence of Logarithms
Existence of Harmonic Conjugates
Remarks on Simpie Connectivity
The Residue Theorem
Cauchy's Formula
More Definite Integrals
The Argument Principle
Rouché’s Theorem
The Local Mapping Theorem
Consequences of the Lacal Mapping Theorem
Inverses
Conformal Equivalence
The Riemann Mapping Theorem
An Extremal Property of Riemann Maps
Stieltjes-Osgood Theorem
Proof of the Riemann Mapping Theorem
111
112
113
114
115
117
117
141
143PREFACE
These are the notes for a one-semester introductory course in the theory of func-
tions of a complex variable. The aim of the notes is to help students of mathematics
and related sciences acquire a basic understanding of the subject, as a preparation
for pursuing it at a higher level or for employing it in other areas. The approach is
standard and somewhat old-fashioned.
The user of the notes is assumed to have a thorough grounding in basic real
analysis, as one can obtain, for example, from the book of W. Rudin cited in the
list of references. Notions like metric, open set, closed set, interior, boundary,
limit point, and uniform convergence are employed without explanation. Especially
important are the notions of a connected set and of the connected components of
a set. Basic notions from abstract algebra also occur now and then. These are all
concepts that ordinarily are familiar to students by the time they reach complex
function theory.
As these notes are a rather bare-bones introduction to a vast subject, the
student or instructor who uses them may well wish to supplement them with other
eee ee SE aalebat teste eee nA A LIesee raed cate
references. The notes owe a great deal te the book of L. V. Ablfors and to the
book of S. Saks and A. Zygmund, which, together with the teaching of George
Piranian, were largely responsible for my own love affair with the subject. Several
other excellent books are mentioned in the list of references.
‘The notes contain only a handful of pictures, not enough to do justice to the
strong geometric component of complex function theory. The user is advised to
make his or her own sketches as an aid to visualization. Thanks go to Andrew
Hwang for drawing the pictures.
The approach in these notes to Cauchy’s theorem, the central theorem of the
subject, follows the one used by Ahlfors, attributed by him to A. FP. Beardon. An
alternative approach based on Range’ 's approximation theorem, adapted from Saks
The terminology used in eu notes is for the most part standard. Two excep-
tions need mention. Some authors use the term “region” specifically to refer to an
open connected subset of the plane. Here the term is used,
jess formai way. On the other hand, the term “contou
specific way not employed by other authors.
I wish to thank my Berkeley Math H185 class in the Spring Semester, 1994,
for pointing out a number of corrections to the prepublication version of the notes,
and my wife, Mary Jennings, who read the first draft of the notes and helped me
to anticipate some of the questions students might raise as they work through this
material. She also typed the manuscript. I deeply appreciate her assistance and
support. The notes are dedicated to her.
from time to time, in a
is used in the notes in a
Berkeley, California
June 8, 1994I, COMPLEX NUMBERS
In algebraic terms, the complex number system, C, is the field one obtains by
adjoining a square root of the number —1 to R, the field of real numbers. It is
remarkable that the field so created contains not only square roots of each of its
elements, but even n-th roots for every positive integer n. All the more remarkable
is that adjoining a solution of the single equation z? + 1 = 0 to R results in an
algebraically closed field: every nonconstant polynomial with coefficients in C can be
factored over C into linear factors. This is the “Fundamental Theorem of Algebra,”
first established by C. F. Gauss (1777-1855) in 1799. Despite the theorem’s name,
it is in the final analysis a theorem in analysis. Many proofs are now known—over
100, by one estimate—one of which will be presented below, in Chapter VII. Gauss
himself discovered four different proofs.
When complex numbers were first introduced, in the 16th century, and for many
years thereafter, they were viewed with suspicion, a feeling the reader perhaps has
shared. In high school one learns how to add and multiply two complex numbers,
a+ib and c+ id, by treating them as binomials, with the extra rule ¢? = —1 to be
ee eee am aug
the product. According to thi
recipe,
(a +16) +(c+id) = (a+c)+i(b+d)
(a+ ibe + id) = (ac — bd) + i(ad + bc),
Everything seems to work out, but where does this number i come from? How can
one just “make up” a square root of —1?
Nowadays it is routine for mathematicians to create new number systems from
existing ones using the basic constructions of set theory. We shall create C in a
simple direct way by imposing an algebraic structure, suggested by the rules above
for addition and multiplication, on R?, the set of ordered pairs of real numbers.
The machinery of field extensions will not be used.
(I.1) DEFINITION OF C. The complex number system is defined to be
the set C of all ordered pairs (1, y) of real numbers equipped with operations of
addition and multiplication defined as follows:
(x1, 91) + (#2542) = (21 + 22,91 + 2)
(21, y1)(2,y2) = (2iz2 — yry2, Tiy2 + yiz2).
(a. 2) FIELD AXIOMS. It is straightforward, although a bit t
verify that C is a field with additive identity (0,0) and multiplicative identity-(1,0).
The commutative laws for addition and multiplication and the associative law for
addition are easily seen to follow from the corresponding properties of R. The2 NOTES ON COMPLEX FUNCTION THEORY
associative law for multiplication and the distributive law require more work; the
details are left to the reader (Exercise 1 below). As for inverses, it is clear that
the element (a,¥) of C has the additive inverse (—a,—b). If (a,b)4(0,0), then
finding the multiplicative inverse (x,y) of (a,b) amounts to solving the pair of
linear equations
az ~ by =1, be + ay =0
for x and y. The determinant of the system is a? + 6*, which is not 0, and thus a
unique solution cxists: 2 = a/(a? + b*), y = —b/(a? + B*). In other words,
eae ree
«= (a5. are)
Exercises
1. Prove that C obeys the associative law for multiplication and the distributive
law.
2, Find the multiplicative inverses of the complex numbers (0,1) and (1,1).
3. Let the map ¢ from C into the alechra of real two by
3. Let the map ¢ from © into the algcbra of real two by
by
ae (FY):
Prove that ¢ is an isomorphism (i.e., a one-to-one map preserving addition and
multiplication) of C onto ¢(C).
(L3) EMBEDDING OF R IN GC. THE IMAGINARY UNIT. The set
of complex numbers of the form (z,0) is a subfield of CG; it is the isomorphic image
of R under the map z+ (2,0). Henceforth we shall identify this subfield with
R itself, in part
1, we shall notationally ideutify dae complex uumber (w, 0)
with the real number z. Additionally, we use the symbol i to denote the complex
number (0,1), the so-called imaginary unit; it is one of the two square roots of ~1
(= (-1,0)), the other being —i. (‘The reader should verify these statements directly
from the definition of how complex numbers multiply.) With these conventions, the
complex number (z,y) can be written as ¢ + iy (or as x + yi)
de 4) GEOMETRIC KEPRKESEN'LTATION. Since a compiex number is
nothing but an ordered pair of real numbers, it can be envisioned geometrically as
a point in the coordinatized Euclidean plane. To say it another way, each point
in the plane can be labeled by a complex number. The real numbers correspond
to points on the horizontal axis, which is thus referred to in this context as the
real axis. Complex numbers of the form iy with y real, so-called purcly imaginary
numbers, correspond to points on the vertical axis, which is thus referred to as theCOMPLEX NUMBERS 3
imaginary axis. When wishing to emphasize this geometric interpretation, we shall
refer to C as the “complex plane.”
In geometric terms, addition of two complex numbers is just vector addition
according to the parallelogram law. The geometric interpretation of multiplication
will be presented later, in Section (1.9).
If z = ¢ + iy is a complex number, then the Euclidean distance of z from
the origin is denoted by |2| and is called the absolute value (or the modulus) of 2:
|z| = V2? +y2. The reflection of z with respect to the real axis is denoted by =
and is called the complex conjugate of z: 7 = 2 — iy. The coordinates of z on the
horizontal and vertical axes are denoted by Re z and Im z, respectively, and are
called the real and imaginary parts of z: Rez = 2, Imz = y. The reader should
verify the following basic identities:
lz] =l2]=V2z, Rez
3(2 +2),
Exercises
1. Prove that if z; and 22 are complex numbers then 2 + #2 = 71+22, 472 = 7172;
and |2122| = |ei||z2]-
2. Prove that the nonzero complex numbers 7; and zp are positive multiples of
each other if and only if 212 is real and positive. (Note that, in geometric
terms, 2; and zp are positive multiples of each other if and only if they lie on
the same ray emanating from the origin.)
3. Prove that if a polynomial with real coefficients has the complex root z, then
it also has 7 as a root.
(1.8) TRIANGLE INEQUALITY. If 2: and zz are complex numbers, then
ler + 22| < |za| + |22|. The inequality is strict unless one of x1 and zz is zero, or 2
In view of the interpretation of addition in C as vector addition, the inequality
expresses the geometric fact that the length of any side of a triangle does not exceed
the sum of the lengths of the other two sides. To obtain an analytic proof we note
that
(lea + lea)? — [ea + #2]? = (leal + |e2l)? ~ (21 + 22)(@1 +72)
P+ [zol? + 2lzs 20] ~ 21% — 21%_ — 29% — 227%
|[F2| — 2122 — 22%)
(|z1Z2| — Re 2172).
The reader will easily validate this string of equalities on the basis of some of the
identitics from the preceding scction (including those in Exercise 1). Now if z is
any complex number it is plain from the basic definitions that |z| > Re z, with4 NOTES ON COMPLEX FUNCTION THEORY
equality if and only if z is real and nonnegative. From this we conclude, in view
of the equality between the extreme left and right sides in the string above, that
(lz1| + |z2|)? > |z1 + 22|?, with equality if and only if z1Z2 is real and nonnegative.
By Exercise 2 in the preceding section, the latter happens if and only if one of z1
and zq is 0, or z; aud z are positive multiples of each other. This establishes the
triangle inequality.
Exercises
1. Prove that if 21,22,...,2n are complex numbers then |z1 + 22 + +++ + zn] <
|21| + |zo] + +++ + [zn].
2. Prove that if z: and z2 are complex numbers then |z1 — z2| > |zi| — |zel.
Determine the condition for equality.
(1.6) PARALLELOGRAM EQUALITY. If 2; and zz are complex num-
bers, then
Ce 2 (la)? + lal?)-
In geometric terms the equality says that the sum of the squares of the lengths
of the diagonals of a parallelogram equals the sum of the squares of the lengths of
the sides. To establish it we note that the left side equals
(21 + 20)(Z1 + Za) + (21 — 22)(Z1 — Za),
which, when multiplied out, becomes
After making the obvious cancellations, we obtain the right side.
(1.7) PLANE GEOMETRY VIA COMPLEX NUMBERS. The two
preceding sections illustrate how geometric facts can be translated into the lan-
guage of complex numbers, and vice versa. The following exercises contain further
illustrations.
Exercises
A
. Prove = and 2z are thought of as vectors in R?
then their dot product equals Re 2172. Hence, those vectors are orthogonal if
and only if 2% is purely imaginary (equivalently, if and only if 21727122 = 0)
2. Let z1, 22, 23 be points in the complex plane, with z; # 22. Prove that the
distance from z3 to the line determined by z; and 22 equals
aa] |21(Z2 — Zs) + 20(Zs — 21) + za(Zi — 2)|5COMPLEX NUMBERS 5
in particular, the points 21, zp, zg are collinear if and only if 21(Z2 —Z3) +
22(Z3 — %) + 23(Z1 — Zz) = 0. (Suggestion: Reduce to the case where z1 = 0
and 22 is real and positive.)
3. Prove that if 21, 22, 23 are noncollinear points in the complex plane then the
medians of the triangle with vertices z1, 22, 29 intersect at the point $(21 +
22 +23).
4. Prove that the distinct complex numbers 21, 22, 23 are the vertices of an equi-
lateral triangle if and only if
tate = yx + 22234 221.
(1.8) C AS A METRIC SPACE. Since C as a set coincides with the Bu-
clidean plane, R?, it becomes a metric space if we endow it with the Euclidean met-
ric. In this metric, the distance between the two points z1 and 22 equals |z — z9|.
We can thus use in C all of the standard notions from the theory of metric spaces,
such as open and closed sets, compactness, connectedness, convergence, and conti-
nuity. For example, a sequence (z,){° in C will be said to converge to the complex
number z provided
lim |z — zal =0.
nooo
Exercises
1. Prove that each of the following inequalities defines an open subset of C.
(a) lel <1 (b) Rez >0 AS GinahGi
pee Peete ee sateen ke fat
. Prove that the following complex-valued fun
points of C where they are defined.
po
(a) f(z)=2?— (b) a(z) == (c) A(z) =
Rie
3. Prove that addition and multiplication define continuous maps of CxC into
Cc.
(1.9) POLAR FORM. Let z = 2 + iy be a nonzero point in the complex
plane, and let (r,@) be polar coordinates for the point. Thus, r = |z|, and 6 is the
angle between ihe positive real axis and the ray from the origin through z, with the
usual sign convention. The angle @ is called an argument of z, written arg z.
This angle is determined by z only to within addition of an integer multiple of 27,
in other words, if @ = arg z, then 6 + 27k = arg z for every integer k. (This mild
misuse of the equality sign will cause no trouble in practice.) The particular value
of arg z in the interval (—7, 7] is called the principal value and denoted by Arg z.
For example, Arg 1 = 0, Arg (-1) = 7, Argi = 3, Arg (-i) = —%6 NOTES ON COMPLEX FUNCTION THEORY
Because « = rcos@ and y = rsin§, the number z can be rewritten as
z = r(cosd +i sind).
The expression on the right is the polar form of z.
Consider two nonzero complex numbers in polar form, 21 = (cos 4; +i sin 41)
and 22 = 1r2(cos 6, +i sin 2). Their product is given by
2122 = 1172[(cos 4, cos 62 — sin 6; sin 82) + 7 (cos 6; sin 82 + sin 4 cos 62)],
which, because of the addition formulas for the sine and cosine functions, can be
rewritten as
2129 = rre[cos (61 + 2) +i sin(A + 42).
The expression on the right side is in polar form, giving us a geometric picture
of the effect of complex multiplication: when one multiplies two nonzero complex
numbers, one multiplies their absolute values and adds their arguments.
1. Prove that arg Z = arg z~! = —arg z for any nonzero complex number z.
2. Let #1, 22, 23 be distinct points on the unit circle (i.e., |z;| = 1 for each j).
Prove that
only if 2B? is real and positive.)
(1.10) DE MOIVRE’S FORMULA. If z = r(cos@ +i sin@) is a nonzero
complex number then, for every integer n,
2" =r" (cosnd +i sinn6).
For n > 0, one can establish this by repeated applications of the product
formula from the last section. The case n = —1 follows from Exercise 1 in the last
section. Once the case n = ~1 has been established, the case n < 0 follows from
the case n > 0.
A typical application: By de Moivre’s formula,
cos 38 4 i sin 38 = (ens 8 +i sin )®
= cos* 6 + 3cos? 6(i sin@) + 3.cos 6 (i sin 6)? + (i sin6)*
= cos* 6 — 3cos 6 sin? 6 + i(3 cos? @sin 6 — sin® 8).COMPLEX NUMBERS 7
Equating real and imaginary parts, we obtain the following trigonometric identities:
cos 30 = cos? @—3cos@sin?@, sin 30 = 3cos” @sin@ — sin’ 6.
Exercises
1, Use de Moivre’s formula to find expressions for cos 56 and sin 5 as polynomials
in cos@ and sin 8.
2. Establish the formulas
an 6 Giminannig)
cost +i sind 1= 2005 (soe +4 sing),
6 6 6
cos6 +i sind—1=2 cing (coo5 + sing).
3. Establish the formulas
sin(n + 4)6
2sin 5 ,
1 4 34 4
5 + 008 + cos26 +--+ + cosnd =
@
cos £ — cos(n
sin 8 + sin2@4--- + sinn@ = —2—— i
2sin 2
(important in the theory of Fourier series) by making the substitution
z = co0s6 +i sin@ in the identity
gmt 4
4242 4-42" =——,
z—1
(2 #1).
(L.11) ROOTS. de Moivre'’s formula enables us to find the n-th roots of any
complex number. To illustrate, suppose we seek the cube roots of 1. Any such cube
root obviously has absolute value 1, so it has the form cosa +i sina for some angle
a. By de Moivre'’s formula we must have cos 3a +7 sin3a = 1, which is true if and
only if 3a = 2nk for some integer k. The cube roots of 1 are thus the numbers
cos 24 +i sin 224 with k an integer. Two different choices of k yield the same root
if and only if the choices are congruent modulo 3. There are thus three distinct
cube roots of 1, which we obtain, for example, from the choices k = 0, 1,2; besides
1 itself, they are
- .
cos = se gets mene Se
3 3 Zz Zz
ee )
3 Sian 2anaeui8 NOTES ON COMPLEX FUNCTION THEORY
By similar reasoning one sees that if z = r(cos +i sin @) is any nonzero complex
number and n is any positive integer, then the n-th roots of z are the numbers
*( O4+2rk |, O42nk
r™ | cos +e 7
sin
n
: k=0,1,...,9-1.
Exercises
. Find all cube roots of i.
. Find all eighth roots of 1.
. An n-th root of 1 is called a primitive n-th root if it is not an m-th root of 1
for any positive integer m less than n. Prove that the number of primitive n-th
roots of 1 is the same as the number of positive integers less than and relatively
prime to n. Prove that one can obtain every n-th root of 1 by taking the first
_ through the n-th powers of any given primitive n-th root.
‘4, Prove that the sum of the n-th roots of 1 equals 0.
. Let w be an n-th root of 1 different from 1 itself. Establish the formulas
ee
on
L424 Brn? $0. be nan) =
wl’
L44w+9w? +--+ n?wrt =
(1.12) STEREOGRAPHIC PROJECTION. To obtain another geometric
picture of C, we identify C with the horizontal coordinate plane in R?. Let S?
denote the unit sphere (the sphere of unit radius with center (0,0,0)) in R*. A
given point z = z + iy in C and the point (0,0, 1) (the north pole of S?) determine
a line in R3. That line intersects S? at one point other than the north pole. We
denote that other point by (£,7,¢) and map C to S? by sending z to (€,7,¢). The
map is clearly one-to-one, and each point of the sphere other than the north pole
is an image point.
To represent the map analytically we note that the line determined by z and
(0,0, 1) is given parametrically by the function
(tz, ty, 1-1), 00
= ;
2. Prove that if u is a real-valued harmonic function then the function z is
holomorphic.II. LINEAR FRACTIONAL TRANSFORMATIONS
A linear fractional transformation is a nonconstant function ¢ of the form
2) = 2+ snore a, b,c, d are complex constants, These are the simplest
ata’ 6 P
nonconstant rational functions. Linear fractional transformations have many inter-
esting algebraic and geometric properties and they surface in many different aspects
of complex function theory.
It is instructive to introduce linear fractional trausformatious from a “projec-
tive” viewpoint.
(III.1) COMPLEX PROJECTIVE SPACE. By C? we shall mean the
complex vector space of two-dimensional complex column vectors:
o={(): amec}
We introduce an equivalence relation between nonzero vectors in C? by declaring
that two vectors shall be equivalent if they are linearly dependent, in other words,
if they are (complex) scalar multiples of each other. The equivalence classes are
thus the one-dimensional subspaces of C?, with the origin deleted. The equivalence
class determined by the pair
a
22
will be denoted by (21, 22]. ‘The space of equivalence classes is called one-dimensional
complex projective space and denoted by CP’. ii
There is a naturai one-to-one map of ? onto C, namely, the map
a
[ar 22] ae
the right
the right
of thinking about the extended complex plane.
(IIT.2) LINFAR. FRACTIONAL TRANSFORMATIONS, A non:
gular linear transformation of C? to itself maps each one-dimensional subspace of
C? onto a one-dimensional subspace. It thus induces a map from CP" to itself;
that he is easily seen to bea bijection (one-to-one and onto). In view of the cor-
respondeuce beiween CP" and C, therefore, each nonsingular linear transformation
of C? determines a bijection of C with itself.
The linear transformations of C? are in one-to-one correspondence with the
two-by-two complex matrices, each matrix corresponding to the transformation it
induces via left multiplication. Suppose
w(t)26 NOTES ON COMPLEX FUNCTION THEORY
is such a matrix, and suppose that M is nonsingular, in other words, that det M =
ad — be # 0. Let ¢ denote the bijection of C that M induces according to the
recipe above. If z is a point of C, then
z az+b
u (3) as (E43):
az+b
cz+d aay
formation. (We shall always regard these transformations as acting on ©. If c= 0
from which we conclude that ¢(z) = . Thus, ¢ is a linear fractional trans-
onc has ¢(00) = oo, and otherwise one has ¢(o0) = * and ¢ 4 = 00.)
c
Certain conclusions are immediate. First, the composition of two linear frac-
tional transformations is again a linear fractional transformation. More precisely,
if 6: and @y are the linear fractional transformations induced by the matrices M;
and Mp, respectively, then ¢} 0 is the linear fractional transformation induced by
Mj, Mp. Since the identity transformation of C is the linear fractional transforma-
tion induced by the identity matrix, it follows that the inverse of a linear fractional
irausformation is a linear fractioual trausformation: if ¢ is the linear fractional
transformation induced by the matrix M, then ¢~1 is induced by M71.
Thus, the linear fractional transformations form a group under composition.
Under the map that sends each matrix to its induced linear fractional transfor-
mation, this group is the homomorphic image of the group GL(2,C), the general
linear group for dimension two (alias the group of nonsingular two-by-two complex
matrices). The kernel of the homomorphism consists of the scalar multiples of Io,
the two-by-two identity matrix. The group of linear fractional transformations is
thus isomorphic to the quotient group GL(2,C)/Ch.
(III.3) CONFORMALITY. If ¢ is a linear fractional transformation and »
is its inverse, then the chain rule gives "(¢(z))¢"(z) = 1, implying that ¢! is never
az+b
0. The same conclusion is easily reached directly, for if (=) = 3,
cz
then a short
calculation gives
ad — be
(Fae
Hence, a linear fractional transformation is a conformal map.
(2) =
(III.4) FIXED POINTS. A lincar fractional transformation, eacept for the
identity transformation, has one or two fized points.
+h
salt G. It is evident that
oo is a fixed point if and only if ¢ = 0. The finite fixed points are the solutions
for z of the equation cz? + (d—a)z —b= 0. Ifc £ 0 that equation has either two
For the proof, suppose the transformation is $(z) =LINEAR FRACTIONAL TRANSFORMATIONS 27
distinct roots or one repeated root (given by the standard quadratic formula). If
c = 0, then there is one root in case d # a and none in case d = a (since in the last
case b # 0). In all cases, therefore, the number of fixed points is one or two.
(III.5) THREE-FOLD TRANSITIVITY. [/f 21, 22, 23 are three distinct
points of C, and wy, we, wg are three distinct points of C, then there is a unique
linear fractional transformation $ such that 4(z;) = w;, j= 1, 2, 3.
To establish the uniqueness we note that if the two linear fractional transfor-
mations ¢ and w both have the required property, then p—" 0 ¢ is a linear fractional
transformation with three fixed points; hence it is the identity, by (III.3), implying
that ¢ =v. This settles uniqueness.
As for existence, because the linear fractional transformations form a group,
it will suffice to prove that ¢ exists for some particular choice of wi, w2, w3. We
consider the case w; = 00, wz = 0, ws = 1. It is then a simple matter to write
down the required ¢:
fica) pate iaectall fate
\e — Aa — 43)
zz
if #1 =00
“) = a3 22
2) = 4 OF
BoA Fee
z-Ay 2
z
if 2 = 00.
z—%
This scttles existence.
Exercises
1. Exhibit the linear fractional transformation that maps 0, 1, 00 to 1, co, i,
respectively.
2. Given four distinct points 21, 2, 2, 2 in C, their cross ratio, which is de-
noted by (21, 29323, 24), is defined to be the image of 24 under the linear frac-
tional transformation that sends z1, 22, 23 to 00, 0, 1, respectively. Prove that
if ¢ is a linear fractional transformation then (4(z1), $(z2); $(z3), ¢(24)) =
(Pa
(215 25 23524).
um. 6) FACTORIZATION. It was observed in Section (11.9) that every
be written as the Composition of a homothetic map, a jee Be a translation.
+ 5 _ 1
Those three kinds of transformations, plus the transformation z ++ -, called the
z28 NOTES ON COMPLEX FUNCTION THEORY
inversion, are enough to build the general linear fractional transformation. Indeed,
ree a Se ern eae aati
b-adfe . a
OO ede!
from which one sees that one can obtain ¢ by applying a linear function followed
by the inversion followed by a translation. Because of the natural isomorphism
between GL(2,C)/Clp and the group of linear fractional transformations, it follows
that every matrix in GL(2,C) is a scalar multiple of a product of matrices of the
following four kinds:
k 0
( 0 4) sini iO)
0
(3 a p=1
1b ;
(3 8). see
01
1 0)"
Exercise
Prove, either directly or by using the last result, that every matrix in GL(2,C)
is a product of matrices of the preceding four kinds.
(III.7) CLIRCLES. By a clircle we shall mean a circle in C, or a straight line
in C together with the point at oo. These are, according to the exercise in Section
(1.12), just the images in C of the circles on the sphere S? under the stercographic
projection (extended in the obvious way to a map of S? onto C).
(IL-8) PRESERVATION OF CLIRCLES. A linear fractional transfor-
mation maps clircles onto clircles.
This is obviously true of homothetic maps, rotations, and translations. It will
therefore suffice, by (III.5), to prove it is true of the inversion. The equation of the
general clircle, or rather, the part of it in C, has the form
alz|?+@Rez+yImz+6=0,LINEAR FRACTIONAL TRANSFORMATIONS 29
1
where a, 3, y, 6 are real constants. Under the map z ++ re the locus of the
preceding equation is sent to the locus of the equation
a, BRez yImz
iReisseseasecsase b=
=e 2
which can be rewritten as
6|z/2 + BRez —yImz+a=0,
again the equation of a clircle. This establishes the proposition.
Exercise
Prove that the four distinct points 21, 22, 22, za of C lie on a clircle if and only
if the cross ratio (z1, 2} 23, 24) is real.
(III.9) ANALYZING A LINEAR FRACTIONAL TRANSFORMA-
TION - AN EXAMPLE. A clircle in C is determined by any three distinct
points it contains. Thus, by (III.7), in order to find the image under a given lin-
ear fractional transformation of a given clircle, it suffices to find the images of
three points on that clircle. One can obtain a good geometric picture of any linear
fractional transformation on the basis of this property and two others: a linear
fractional transformation is conformal, and, being a continuous function, it maps
connected sets panto connected sets. This remark will be illustrated with the func-
tion ¢(z) = = (‘The reader is advised to supplement the following discussion
with appropriate sketches.)
First, we have immediately ¢(—i) = 0, (0) = —1, ¢(i) = 00. The clircle
determined by —i, 0, i is the extended i imaginary axis, and the clircle determined
by 0, -1, 09 ie th
by 9,
ary axis
onto the ‘extended real axis.
‘The extended imaginary axis separates G into two half-planes, the right half-
plane, Rez > 0, which we denote by P,, and the left half-plane, Rez < 0, which
we denote by P_. Similariy, the extended real axis separates C into the upper half-
plane, Imz > 0, which we denote by H4, and the lower half-plane, Imz < 0, which
we denote by H_. Because ¢ is a bijection of C sending the extended imaginary
axis onto the extended real axis, it must map P, U P_ outo Hy U H_:
o(Ps) U o(P_) = Hy U HL.
Because the sets P; and P_ are connected, so are their images, $(P;) and $(P_).
The set 4(P;) thus cannot intersect both Hy and H-, for if it did, the decompo-
sition
o(Py) = [6(P1) Hy] U [6(Py) 9 B_]30 NOTES ON COMPLEX FUNCTION THEORY
would be a separation of ¢(P+) into the union of two nonempty sets each disjoint
from the closure of the other. Hence, either $(P,) C Hy or ¢(Py) © H-. To
LE =, which
is in Hy. Thus #(P,) C Hy. By the same reasoning, either ¢(P_) C Hy or
$(P_) C H_. Because ¢ maps € onto C, it cannot map both Py and P_ onto
H4, so it must be that ¢(P_) C H_. Moreover, the inclusions ¢(P,.) C Hy and
$(P_) C H- cannot be proper, again because ¢(C) = C. Hence $(P;) = Hy and
$(P_) = HL.
The unit circle, |z| = 1, is sent by ¢ onto a clircle that contains 0 (= ¢(—i))
and oo (= ¢(i)). By the conformality of ¢, the image of the unit circle is orthogonal
to the real axis (the image of the imaginary axis) at the origin (= 4(—i)). Hence ¢
sends the unit circle onto the imaginary axis.
Let D denote the interior of the unit circle, the set |z| < 1, and E the extended
exterior, the set 1 < |z| < oo. A repetition of the reasoning above shows that
either 4(D) = P, or $(D) = P_. Since 4(0) = —1, the second equality is correct.
Reasoning again as above, we find that (E) = P,.
The image under ¢ of the extended real axis is a clircle that contains the points
4 (= (1), —1 (= $(0)) and 1 (= 4(00)). Hence @ maps the extended real axis onto
the unit circle. Another repetition of the reasoning above shows that ¢(H4) = B
and ¢(H_) =D.
We can enhance the picture already obtained by determining the image under
¢ of the coordinate grid (the families of vertical and horizontal lines). An extended
vertical line other than the imaginary axis must be sent by ¢ to a circle containing
the point i (= ¢(co)) and orthogonal to the unit circie (the image of the extended
real axis). The family of extended vertical lines is thus sent to the family of circles
tangent to the real axis at the point 1 (plus the real axis itself). By the conformality
of ¢, the family of extended horizontal lincs must be sent to the family of clircles
orthogonal to the preceding ones. Thus, extended horizontal lines are sent to circles
through the point 1 orthogonal to the real axis, except for the extended horizontal
line through the point i, which is sent to the extended vertical line through the
point 1.
determine which inclusion is correct, it suffices to note that ¢(1) =
Exercises
1. Find the image of the haif-piane Re z > UO under the linear fractional trans-
formation that maps 0, i, —i to 1, —1, 0, respectively.
2. Find the images of the disk |z| < 1 and the half-plane Re z > 0 under the linear
fractional transformation that maps oo to 1 and has i and —i as fixed points
3. Prove that a linear fractional transformation maps the half-plane Imz > 0
onto itself if and only if it is induced by a matrix with real entries and unit
determinant.LINEAR FRACTIONAL TRANSFORMATIONS 31
. Prove that the linear fractional transformations mapping the disk |z| < 1 onto
Me — 20)
itself are those of the form ¢(z) = Brot?
gee
where |z9| <1 and |A| = 1.
. Prove that the linear fractional transformations mapping the disk |z| < 1 onto
itself are those induced by matrices of the form
with [al? — [bf? = 1.
z-1
. Find the image under the linear fractional transformation $(z) = yi of the
intersection of the disk |z| < 1 with the half-plane Im z > 0.
2
. For the function f(z) = (2 4 (defined to equal 1 at z= 00 and oo at
z=1), find the images of the following scts. (a) The extended real axis.
(b) The extended imaginary axis. (c) The half-plane Rez > 0.
. Find all linear fractional transformations that fix the points 1 and —1. Is the
group of those transformations abelian’ Is it isomorphic to any group with
which you are familiar?By the elementary functions of calculus one ordinarily means, in addition to
the rational functions, those on the following list:
1. The exponential function.
2. The logarithm function.
3. The trigonometric and inverse trigonometric functions.
4. All functions obtainable in finitely many steps from those already mentioned
by means of the operations of addition, subtraction, multiplication, division, and
composition. (An example is /1 — 2? = e3/29(1-2") )
‘We have already encountered complex rational functions; they are holomorphic
and they generalize real rational functions in an obvious way. We shall now see that.
the other basic elementary functions also have complex holomorphic versions.
(IV.1) DEFINITION OF e?. To motivate the definition we follow L. Euler
(1707-1783) and perform a simple manipulation with power series, disregarding
questions of convergence. One expects that, if there is a natural way of defining e,
it should maintain the law of exponents: e*!+#? = e*te*?, Thus, writing 2 = z + iy
as usual, we should have e* = e*e'¥. As we know what e* means from real variahle
theory, it only remains to make sense of e'¥. Euler’s idea was to write out e! as a
power series, and to fiddle a bit with that series. Since e* = }>)p2g%7, we expect
to have ev = 7% ,@)" | summing separately the even and odd terms of the last
n=0" nt
series, we obtain
ke
ey 2h
=o (2k +1)!
2 (—1)ky2ht
yey
& (Qk+1)!
‘The considerations above suggest how we should define e*, namely, by setting
e =e" (cosy +i siny).
We adopt this as our definition. (‘The formal manipulations with power series that
led to the definition can be made rigorous, as will be clear in the next chapter,
where power series are studied systematicaily.)
As in real variable theory, we write exp z instead of e* when convenient.
Exercise
Find the real and imaginary parts of the function exp(e*).34 NOTES ON COMPLEX FUNCTION THEORY
(IV.2) LAW OF EXPONENTS. The expression defining e* is in polar
form: we have |e"| = e* and arg e” = y. The law of exponents, e*e? = e"+,
follows immediately from the rule for multiplying complex numbers in polar form.
Note that, having defined the exponential function, we can rewrite the polar
form, r(cos @ + isin 8), of a complex number, as re’,
(IV.3) e* IS HOLOMORPHIC. We prove that e? is holomorphic by veri-
fying that its real and imaginary parts satisfy the Cauchy-Riemann equations. This
is a simple calculation. We have Ree* = e* cosy and Ime* = e” siny. Since
a a .
Hele? cosy) = e* cosy, Byles) = ~eFsiny
see meg) eat VME: (cz ate g) ee eg
de oy
the Cauchy-Riemann equations hold. By (II.7) we can conclude that 7 is holomor-
phic, and from (II.5) we see that its derivative is e*.
Exercises
1. Suppose the function f is holomorphic in C and satisfies f' = f. Prove that f
is a constant times c#. (Suggestion: Consider the function ¢~* f(z).)
2. What is the most general holomorphic function f in C that satisfies f’ = cf,
where c is a constant?
(IV.4) PERIODICITY. Because the functions cosy and siny are periodic
with period 27, we see that the function e* is periodic with period 2mi: e*+2*#
In particular, since e? = 1, we have e?*' = 1, a remarkable identity discovered
by Buler. Ii is a favorite of mathomaniacs because it coutains in the same short
expression the numbers 1, 2, ¢, 7, and i, arguably the five most important constants
in mathematics.
len
Exercise
Prove that if a and 6 are complex numbers such that e* = e®+®, then 6 is an
integer multiple of 271.
(IV.5) e? AS A MAP. Since |e*| = e*, the map z ++ e* sends the vertical
line x = zo onto the circle with center 0 and radius e*°. As a point moves along
the vertical line in Uhe upward direction, its image point on the circle moves in the
counterclockwise direction, making one complete circuil each time its pre-image
traverses an interval of length 2m.ELEMENTARY FUNCTIONS 35
Since arg e? = y, the map z ++ e* maps the horizontal line y = yo onto the
open ray emanating from the origin that makes the angle yo with the positive real
axis. As a point moves toward the right on the horizontal line, its image point on
the ray moves away from the origin.
Thus, the map z ++ ¢* sends the coordinate grid for rectangular coordinates
to the coordinate grid for polar coordinates. Its range is C\{0}, and every point
in the range has infinitely many pre-images, any two of which differ by an integer
multiple of 2ai. The restriction of the map z +4 e* to an open horizontal strip of
width at most 2m is one-to-one, and the map sends the strip to the interior of an
angle with vertex at the origin. For example, the strip
is sent onto the right half-plane.
Exercises
ages under the map z ++ e* of the line y =z and of the strip
Ze mae ines
-reyertt.
<4 2
2. Describe the curves |f| = constant and arg f = constant for the function
F(z) = exp(2’).
3. Repeat Problem 2 for the function
im
fle) = op (2+).
\e-dy
(IV.6) HYPERBOLIC FUNCTIONS. The hyperbolic functions are de-
ined in terms of the exponential function just as in the theory of functions of a real
tert
coe en osetctie minke
5)
me eae saasan
era ea coene? a sinh z
1 im
sech z = eschz = ———.
cosh2’ sinhz
Because the function e* is holomorphic, so are the hyperbolic functions at every
point where they are defined, which is everywhere for the first two, and everywhere
the denominator in the defining expression does not vanish for the other four. The36 NOTES ON COMPLEX FUNCTION THEORY
expressions for the derivatives of the hyperbolic functions and various identities i
volving the functions are easily obtained from properties of the exponential function
(Exercises 1 and 2 below).
Exercises
1. Derive the expressions for the derivatives of the hyperbolic functions.
2. Derive the identities
cosh(z1 + z2) = cosh zy cosh ze + sinh z sinh zg
sinh(z1 + 2) = sinh 2; cosh 29 + cosh z; sinh zo.
3. Suppose the holomorphic function f in © has a holomorphic derivative and
satisfies the differential equation f! = f. Prove that f has the form f(z) =
a coshz + 6 sinhz, where a and 6 are constants.
Ne 7) ZEROS OF cosh z AND sinh z. The zeros of the function sinhz
solutions for « of the on ef oem can be rewritten as 2? =
are the solutions for z of the equation e* = e7*, which can be rewritten as e?* = 1.
Since e?* = 1 only when 2z is an integer multiple of 27i, we conclude that the zeros
of sinh z are the numbers nmi with n an integer.
Similarly, the zeros of cosh z are the solutions for z of the equation e? = —e~*,
which can be written as 7? = —1, or as e##—™! = 1 (since e™! = —1). It follows
i ;
that the zeros of cosh z are the numbers (n + 5) with n an integer.
(IV.8) TRIGONOMETRIC ee If y is real then we have
ev
fe define the functions cos z and sin z
The other trigonometric functions are defined in terms of cosine and sine just as in
real variable theory:
tanz =
sec z ese z
These functions are holomorphic, the first two everywhere, the other four every-
where their denominators are nonzero.ELEMENTARY FUNCTIONS 37
In previous encounters with trigonometric and hyperbolic functions, the reader
has perhaps taken note of the formal similaritics between the two function classes.
The addition formula for the hyperbolic sine, for example, is the same as that for
the sine, and the addition formula for the hyperbolic cosine differs from that for
the cosine only in a minus sign. The complex viewpoint explains these similarities,
because from the basic definitions we have the relations
sinhiz
cos z = coshiz, sing =
Roughly speaking, one obtains the trigonometric functions by composing the hy-
perbolic functions with a rotation of the complex plane through 90 degrees.
The basic properties of the trigonometric functions are easily deduced from
those of the exponential function and the hyperbolic functions. For example, from
what we already know about the latter functions, we sce that the functions cos z
and sinz are periodic with period 2n, that the zeros of sin z are the numbers n=
. . i
with n an integer, and that the zeros of cos are the numbers (n+ =) with n an
integer. In particular, in extending the functions sine and cosine from R. to C we
have not introduced additional zeros.
Further properties are left for the reader to establish.
Exercises
. Find all the roots of the equation cos z = 2.
. Establish the identities
ye
ens z = cos reosh y — isin x sin
sin z =sinwcoshy + icoswsinhy
|cos 2[? = cos?z + sinh?y
i et ean
|sin2[? = sin’x + sinh’y.
3. Describe the images of the lines Re z = constant and Im z = constant under
the map z ++ cosz.
(IV.9) LOGARITHMS. If a is a complex number, then by a logarithm of a
one ineans any complex number 6 such that e = a. If a = 0 there is no such }, but
otherwise there are infinitely many, any two of which differ by an integer multiple
of 277. For example, the logarithms of the number 1 are the numbers 2n7i with n
an integer, the logarithms of the number —1 are the numbers (2n + 1)mi with n an
integer, and the logarithms of the number i are the numbers (2n +2) i with n an
integer. “
Since |e| = eX*! and arg
number a if and only if eRe? =
Reb
Im b, the number 6 is a logarithm of the nonzcro
and Im b = arg a. Thus, letting In denote the38 NOTES ON COMPLEX FUNCTION THEORY
natural logarithm function of calculus, we see that the logarithms of a are the num-
bers In |a| +i arg a. If 6 is a logarithm of a, we shall write 6 = loga. The particular
logarithm of a whose imaginary part is in the interval (—1, 7], corresponding to the
principal value of arg a, will be denoted by Log a; i.c., Log a = In|a| +i Arg a.
Exercises
1. Find all values of cosh (log 2).
2. Find all values of log (log i).
3. In what sensc is it true that log aja = log a; + log az for complex numbers
a, and az?
(TV.10) BRANCHES OF arg z AND log z. Let G be an open connected
subset of C not containing the origin. By a branch of arg z in G is meant a
continuous function a in G such that, for each z in G, the value a(z) is a value of
arg z vie a branch of log z in G is meant a continuous function | in G such that,
‘the va is a logarithm of z. Fora
for each z in G, the value Kz) is a logarithm of 2. For
ies ave con
le, we can
P!
fale at GAS cise cucrobe dae by removing fren the iaaral ("se 0] oat
real axis; in this region the functions a(z) = Arg z and I(z) = Log z are branches
of arg z and log z, respectively.
ple
As we shall see, depending on the shape of G, there may or may not exist
branches of arg z and log z in G. However, if there is a branch a of arg z in G then
there is a branch of log z, namely, the function [(z) = In|z| + ia(z). Similarly, if
Eee eee eee ye ration:
there is a branch ? of log z in G then there is a branch of arg z, nam function
a(z) = Im I(z).
If @ is a branch of arg 2 in G then a + 27n is another branch for any integer n.
On the other hand, if a1 and a2 are two branches of arg z in G, then the function
Oy — oe
oe is continuous in G and takes only integer valucs, so it must be constant
(because by assumption G is connected). Thus, if there is a branch of arg z in G,
then any two branches differ by a constant integer multiple of 27. Similarly, if there
is a branch / of log z in G, then 1+ 2zni is another branch for every integer n, and
every branch has this form.
An example of a region that carries no branch of arg z is given in the exercise
at the end of the section. On the other hand, if G 1s any open disk that excludes the
origin, then G does carry such a branch. In fact, suppose 4» is a particular value of
the argument of the center of the disk. Then the disk is contained in the half-plane
io > 0.6 Techn 1 ybain ihe desired | ae
Oe iO Oi fs de Cae tae tlhe oe beanen Gy
letting a(z), for z in G, equal the value of arg z in the interval (4 = 2, H+ 3):ELEMENTARY FUNCTIONS 39
Exercise
Prove that there is no branch of arg z in the region 0 < |z| <1.
(IV.11) log z AS A HOLOMORPHIC FUNCTION. [f | is a branch of
log z in the open connected set G, then | is holomorphic, and I'(z) = =.
z
We shall verify that 1 is holomorphic by checking that | satisfies the Cauchy-
Riemann equations in polar coordinates, whose derivation is Exercise 3 of Section
(11.6). Let wu = Relandv =Im 1. The Cauchy-Riemann equations in polar
coordinates are uo» du __ ov
or 00" OO paaOta
Since | is a branch of log z we have u(
it is immediate that
oul ju Qe ae
~ or’? 8
‘The Cauchy-Riemann equations are thus satisfied, and we can conclude by (IL.7)
that 1 is holomorphic. Moreover, by (II.6) we have I! = a + iz, Using the chain
rule, we obtain
du _ dudr ud _ 2 du__y du
Oc Ordz 00de =rdr 206 x
dv _ Ovdr 006 _ zdv_ ydv _ -y
dz ~ drdz * 0602 ~ ror 1? 08 re
(IV.12) LOGARITHMS OF HOLOMORPHIC FUNCTIONS, Let @
be an open connected subset of C, and let f be a holomorphic function in G that
does not assume the value 0. By a branch of log f in G one means a continuous
function g in G such that f = e9, in other words, such that, for each z in G, the
value g(z) is a logarithm of f(z). The special case of the function f(z) = z is the
one discussed in the three preceding sections. Here in general, just as in that special
case, one sees that if there is a branch of log f in G, then one obtains the most
general such branch by adding a constant integer multiple of 277 to any particular
one.
If it happens that the range of f is contained in a region in which there is a
branch | of log z, then the composite function 10 f is a branch of log f; moreover,40 NOTES ON COMPLEX FUNCTION THEORY
being a composite function of two holomorphic functions it is holomorphic, and by
the chain rule its derivative equals 7
Whether or not there is a branch of log f in G, such branches exist locally, in
the following sense. Fix a point zp in G, Since by assumption f(2o) # 0, there is
by the continuity of f an open disk D with center 2 such that f(D) is contained
in an open disk D! that excludes the origin. Then, as seen in Section (IV.10), there
is a branch ! of log z in D', and by composing | with f we obtain a branch of log
f in D. In case there happens to be a branch g of log f in all of G, the functions g
and lo f differ in D by a constant integer multiple of 2mi. In fact, we can arrange
to have g = 10 f by choosing for ! the particular branch of log 2 in D’ satisfying
U(F(20)) = 9(0). Since 1 J is a holomorphic fanction with derivative =F, we can
draw the following conclusion: If there is a branch of log f in G, then any such
1
branch is a holomorphic function whose derivative is i Whether or not there is a
branch of log f in G, one refers to the function £ as the logarithmic derivative of
f.
Although, as just seen, a branch of log f in G, if it exists, is locally the com-
posite of f with a branch of log z, it may not be globally such a composite. A
simple example is provided by the function f(z) = e* in C. The function g(z) = z
is a branch of log f, yet the range of f is C\{0}, in which there is no branch of log
z (according to the exercise in Section (IV.10)). Whether, for a particular f and
G, there exists a branch of log f in G, is a subtle question with which we shall only
be able to deal adequately much later, in Chapter X.
Exercise
Prove that the logarithmic derivative of the product of two holomorphic func-
tions equals the sum of their logarithmic derivatives.
(IV.13) ROOTS. Let G be a connected open subset of C and let f bea
holomorphic function in G that does not assume the value 0. Let n be a positive
integer. By a branch of f* in G one means a continuous function h in G such that,
for each z in G, the value h(z) is an n-th root of f(z). (The presumption that f
omits the value 0 is explained by Exercise 1 below.) The discussion of branches
of f* parallels that of branches of log f and will only be briefly sketched. The
basic facts are as follows. If there is a branch of f* in G then there are precisely n
such branches, each obtainable from any particular one through multiplication by
an n-th root of 1. If there is a branch g of log f in G, then the function e* is a
branch of f* in G. Any branch of f* can be obtained locally in the precedingELEMENTARY FUNCTIONS 41
way from a local branch of log f. If h is a branch of f* then A is holomorphic and
ieee
ah nf
Exercises
1. Prove that for n > 1 there is no branch of z# in the region 0 < |z| <1
jf"
nf
3. Let G be the open set one obtains by removing from C the interval [-1,1]
z+1
nh!
2. Prove that if h is a branch of f# then A is holomorphic and >- =
on the real axis. Prove that there is a branch of the function inG
lt,
l-z )
4. Let G be as in Exercise 3. Prove that there is a branch of the function V/2? — 1
inG.
(Suggestion: What is the image of G under the map z +>
(TV.14) INVERSES OF NOLOMORPHIC FUNCTIONS. Ti
(IV.14) INVERSES OF HOLOMORPHIC FUNCTIONS. The use of
branches gives a way of dealing with inverses of functions that are not onc-to-
one. This device appears already in the theory of functions of a real variable. For
example, the function f(z) = 2? on R has range [0, 00), and each point in its range,
except for the origin, has two pre-images. The “inverse function” has two branches,
namely, the function g(x) = \/z (the positive square root), and the function —g.
The function g is the bona fide inverse of the restriction of f to the interval [0, 00),
while —g is the inverse of the restriction of f to the interval (—oo, 0]; both of those
restrictions of f are one-to-one functions. Similarly, the sine function on R has
range [-1,1], and cach point in its range has infinitely many pre-images. The so-
called inverse sine function, the Sey aresin, is the inverse of the restriction of
the sine function to the interval [$5 a ; it is only one of intinitely many branches
of the inverse of the sine function.
Suppose f is a holomorphic function in the open connected subset G of C.
If f is one-to-one, or, in the parlance of complex analysis, “univaient,” then the
inverse of f is the function g defined in the region f(G) by the rule g(f(z)) = z.
It turns out, as we shall see later (in Chapter X), that if f is univalent then f(G)
is an open set; in fact, that much is true under the weaker assumption that f is
nonconstant. Morcover, its derivative, f’, is never 0, and its inverse function is
continuous. Granted these facts, one easily sees, by the same reasoning onc uscs in
calculus, that the inverse function is holomorphic, its derivative at the point f(z)
1
FS
If the holomorphic function f, defined in the open connected set G, is not
univalent, then it does not possess an inverse function in the strict sense of the
being equai to (Exercise 1 below).42 NOTES ON COMPLEX FUNCTION THEORY
term. Nevertheless, it is still possible to speak of branches of the inverse of f. All
one needs is an open connected subset H of G on which f is univalent; the inverse
of the restriction of f to H is then called a branch of the inverse of f. Starting with
the function f(z) = e* one obtains in this way what we called the branches of log
z; starting with the function f(z) = 2" one obtains the branches of z=
Exercises
1. Let f be a univalent holomorphic function in the open connected set G, and
let g be the inverse function. Assume that f(G) is open, that g is continuous,
and that f" is never 0. Prove that g is holomorphic.
2. Prove that a branch of the inverse of a holomorphic function is always univalent.
(IV.15) INVERSE TRIGONOMETRIC FUNCTIONS. The preceding
discussion, applied to any of the trigonometric functions, explains what one means
by the branches of the corresponding inverse function. Because of the relation
between the trigonometric functions and the exponential function, those branches
can be reijated to the iogarithm function.
To illustrate we consider the cosine function; the branches of its inverse are
referred to as the branches of arccos z. Let us fix a point z in the domain of such a
branch and ask what possible values the branch can have at z. If w is such a value,
cit 4 en iw
2
then w solves the equation cos w = 2; in other words, = 2, which can
be rewritten as
e%™ — 22 41 =
This is a quadratic equation in e’”. The quadratic formula gives us two roots (or
one repeated onc), namely ci” = z + /z? — 1 (recall that the square root has two
le values if x £ +1). The possible values of w arc therefore essed
ralues if 2 # £1).
Je 7 aed be
le valu The possible values of w are therefore expressed by
ae Flog (« ene 1). One sees in this way that the branches of arccosz are
i ai
just the branches of = log(z + V2? —1).
Exercise
P
(IV.16) POWERS. If a and c are complex numbers, with a # 0, then by the
values of a° one means the values of e184. For example, th of 1 are the
numbers e!(2*"4), in other words, the numbers e~2*", with n = 0, +1, £2,--.. If
c is an integer or the reciprocal of an integer, the preceding definition reduces to
the usual one. For completeness one defines 0° to be 0 if c #0 and 1 ifc=0.ELEMENTARY FUNCTIONS 43
On the basis of the preceding definition one can give a meaning, for any complex
number ¢, to the branches of z°, or, more generally, to the branches of f° for any
holomorphic function f. As this involves no ideas not encountered earlier, the
details will not be spelled out.
Exercises
1. Find all the values of (1 +i).
2. Let a be a complex number of unit modulus and c an irrational real number.
Prove that the values of a° form a dense subset of the unit circle.
3. Prove that if f is a branch of z°, then f is holomorphic and f’ is a branch of
ent
cz
(IV.17) ANALYTIC CONTINUATION AND RIEMANN SURFACES.
The notion of a branch has enabled us to make sense of so-called multiple-valued
functions like log z and \/z. What we have done so far in this direction, although
it will be adequate for our purposes, is really only the first step in a more profound
treatment of multiple-valued functions. ‘This more profound treatment is generally
not included in an introductory course; it relies on results we shall only develop
later on. Its main ideas will be very vaguely sketched, with emphasis on the simple
example \/Z, in this concluding section of Chapter IV.
A key observation is that the different branches of ,/7 are related to one another
through a process called analytic continuation. To illustrate, consider the four open
disks Do, D1, D2, Ds, each of unit radius, with respective centers 1, i, —1, ~i. In
th piety seeactcer neat RSD iit aetna yictee cae
Do there are two branches of \/Z, which we call f and g, one of which, say f,
takes the valuc 1 at z = 1, and the other the valuc —1 at z = 1. In D, there are
also two branches of \/z, and one of them, which we call f,, agrees with f in the
overlap Dy Dy. The reader will easily check that f,(i) = ¢%. Similarly, in D2
there are two branches of /z, one of which, say fz, agrees with f, in the overlap
D,M Dz. One then has f;(—1) = i. We continue in this way for two more steps.
‘The branch of /z in Ds that agrees with fz in Dz MDs will be called fy; it satisfles
fs(—8) — et! Finally, the branch of 4/2 i th f in Ds ADs
Sof fs in D3 9 Dy
is g (not f). The two branches f and g of /7 that live in Dp are thus linked
by the successive branches fi, fe, fa; one says that g arises from f by analytic
continuation. A precise definition of the latter term will not be attempted—it will
oniy be mentioned that any two branches of ,/Z are linked in this way, and that
through analytic continuation of a branch of \/Z only other branches of \/z can
arise,
It thus appears that the totality of the branches of 4/2 farm some kind of
organic whole, and it seems sensible to conceive of \/z as the collection of all of its
branches. Except for certain technical modifications, this is what is actually done.
When 2 is interpreted this way, it acquires a natural topological structure that44 NOTES ON COMPLEX FUNCTION THEORY
makes it into a surface. That surface can be visualized as follows.
‘We consider two copies of C, each slit along the negative real axis; we imagine
them as stacked one above the other in real three-dimensional space. Let A denote
the one on top and B the bottom one. (It might help to associate A with one of
the branches of /z in C\(—o0,0] and B with the other branch.) We join A and
B, making a single surface, by identifying the top edge of the slit in A with the
bottom edge of the slit in B, and vice versa (see sketch). As there are to be no
additional identifications, the resulting surface cannot actually he embedded in real
three-dimensional space, but by cheating a little we can imagine it as so embedded.
Set-theoretically the construction poses no difficulty, although we shall not worry
here about the technical details. Let $ denote the resulting surface. From the way
we constructed S$, out of two copies of C, we obtain a natural map from S$ to C.
‘The map is two-to-one but locally one-to-one, so by using it we can introduce local
complex coordinates in S$, thereby obtaining a way to define what it means for a
complex-valued function on $ to be holomorphic, or for a function of C into $ to be
holomorphic. (There might seem to be trouble at the origin, but the construction,
is performed in such a way that the origin is deleted from S.) We can reinterpret
the function z? in a natural way as a univalent function from C\{0} onto S; that
function then has a well-defined inverse, a function mapping S to C. In this way
we can think of /z, not as a “multiple-valued function” in C, but as a bona fide
(single-valued) function on the surface S.
A similar construction is possible for other multiple-valued functions. For ex-
ample, to form a surface that carries log 2 as a single-valued function, one uses
countably many copies of C, each slit along the negative real axis, indexed by all
of the integers, and imagined as stacked one above the other in three-dimensional
space. One makes a single surface by identifying the upper edge of the slit in each
plane with the lower edge of the slit in the plane immediately above it. As in the
preceding example, there is a natural way of introducing local complex coordinates
‘The surfaces associated with the functions //7 and log 7 are examples of what
are called Riemann surfaces. One can associate such a surface with any multiple-
valued holomorphic function. While for simple cases like ./z and log z the surface
can be described concretely, as sketched above, in the general case it is constructed
in a natural way from the branches of the function. The surfaces serve to make
mathematically rigorous the intuitive notion of multiple-valued function; at the
ae de domains on which their assuciated wultiple-valued fuuctious:
become single-valued.
In general, a Riemann surface is a surface equipped in a consistent way with
local complex coordinates. Such a surface need not arise from a multinle-valued.
function. The simplest example of one that does not is C, the extended complex
plane (or Riemann sphere). To make C into a Riemann surface one needs only to
introduce complex coordinates in a neighborhood of co, which one does by means ofELEMENTARY FUNCTIONS 45
HAS
A depiction of the Riemann surface of \/2, with the natural map from the surface to C.
1 : erst cate 2
the map z > —. It was Riemann’s brilliant insight that Riemann surfaces, and uot
z ' :
merely the complex plane itself, form the natural setting for complex analysis. ‘Vhe
study of Riemann surfaces is a major activity in modern complex function theory.Power series play a central role in complex function theory because, as we shall
see in Chapter VII, every holomorphic function can be represented locally by such
series. The basic theory of complex power series, to be developed in this chapter,
is largely indistinguishable from its real counterpart.
(V.1) INFINITE SERIES. Given a sequence co, ¢1, cz,... of complex num-
bers, one says that the infinite series 72.4 cn converges if lim hen cn exists and
is finite. The number s = lim SO*_y¢n is then called the sum of the series,
N==00
written s = S[°%g¢n. The number cp is called the n-th term and the number
sv = Svan the n-th partial sum of the series. A series that does not converge
is said to diverge.
(V.2) NECESSARY CONDITION FOR CONVERGENCE. Ifthe series
Doce converges then lim cn = 0.
The proof is the same as for real series. Namely, assume the series converges,
let 2 be ite cum, and
Jour. Then 24 —2n—i = ny 0
Jim ew = lim (sy — S51)
= lim sy ~ lim sy-y
N00 N00
Mme tie cnet taste
(Use has be
(Use has
,
then the sequence of differences converges to the difference of the limits. This is a
corollary of Exercise 3 in Section (I.8).)
(V.3) GEOMETRIC SERIES. If ¢ is a complex number, then the series
Tye" converges to if |c| <1 and diverges if |c| > 1.
¢
The state:
n=0
which holds whenever ¢ # 1, and which one can easily verify by multiplyi
sides by | — c and making cancellations on the left side. If jc] < 1 then j,
as N — + oo, and the desired conclusion follows.
both
—048 NOTES ON COMPLEX FUNCTION THEORY
(V.4) TRIANGLE INEQUALITY FOR SERIES. If the series 27g en
S Dnro leal-
In fact, let s denote the sum of the series and sy its N-th partial sum. We have
Iso < lel
n=0
converges, then |S 0-9 cn
(by Exercise 1 in Section (1.5)). As 1 —+ oo the left side converges to |s| (by
Exercise 2 of Section (I.5)) and the right side converges to 17°. |en|. The desired
inequality follows.
(V.5) ABSOLUTE CONVERGENCE. The series 37°24 cn is said to con-
verge absolutely if the series 5°24 |en| converges. Just as for real series, the absolute
convergence of a complex series implies its convergence. In fact, letting sy as usual
denote the n-th partial sum of the series 772.9 cn, we have, for 0 oo. Stated in e-language, the sequence converges uniformly to
g on S if, for each positive number e, there exists a positive integer no such that
|g(z) — gn(z)| < € for all n > no and all z in $. An equivalent condition, which does
not mention the limit function, is that the sequence (gn)%9 be uniformly Cauchy
on S, in other words, that for each positive number ¢, there exist a positive integer
no such that |gn(z) — gm(2)| < ¢ for all m > no, all n > no, and all z in $ (sce
Exercise 1 below).
The sequ 2 (94, )°
q (Gade
of G has a neighborhood in which the sequence converges uniformly. A simple
example, with G the open unit disk, is provided by the sequence ga(z) = z". If
0 <1ro <1 then this sequence converges uniformly to 0 in the disk |z| < ro, and so
9 converge locally
° g IPOWER SERIES 49
it converges locally uniformly to 0 in the disk |z| < 1. However, the sequence does
not converge uniformly in the disk |2| < 1.
Exercises
1. Prove, with the notations above, that the sequence (gn)S29 converges uniformly
on § if and only if it is uniformly Cauchy on S.
2. Prove that the sequence (gn) converges locally uniformly in the open set G
if and only if it converges uniformly on cach compact subset of G.
(V.7) SERIES OF FUNCTIONS. Consider an infinite series °° fn,
where the terms f, now are not complex numbers but complex-valued functions,
all defined in some open subset G of C. As was the case with series of numbers, we
define convergence for a series of functions by referring to the sequence of partial
sums. The N-th partial sum of the series °° 5 fn is the function gv = O_o fn-
We say the series converges, or converges uniformly, on the subset S of G if the
sequence (9y)%Pap of partial sums does. We say that the series converges locally
uniformly in G if the sequence of partial sums does. It is an elementary exercise tu
show that if the series )°° 4 |fn| converges locally uniformly in G then so does the
series 7, fu (Exercise 1 below).
As a simple example, consider the geometric series )>~_, 2". From the discus-
we + + . 1
sion in Section (V.3) we know that the series converges in the disk |z| < 1 to ae:
and that
It follows that the series 0° , z” converges locally uniformly to
le] <1.
2 in the disk
-2
Exercises
1. Prove, using the notations above, that the local uniform convergence of the se-
ties 70 | fal in G implies the local uniform convergence of the series 7.) fn
inG.
. Prove that the series ee
plane Rez > 0, and find the sum.
re
Ve
ray) converges locally uniformly in the half-
n=O
(V.8) POWER SERIES. A power series is a series of the form
Dro an(z — 20)”, Where Zo, Go, @1, a2,... are complex constants. The number 2p
is called the center of the series, and the number ay is called the n-th coefficient.50 NOTES ON COMPLEX FUNCTION THEORY
The series converges at least at 7 = 29. (Note that, when working with power series,
we always use the convention 0° = 1. Thus, when z = Zo, the initial term of the
series )>*° 4 dn(z — 20)” has the value ao.)
Power series can be thought of as “generalized polynomials.” As we shall see,
they can often be manipulated exactly as if they were polynomials. From this per-
spective, a polynomial is just a power series in which only finitely many coefficients
are nonzero, and for which therefore questions of convergence do not arise.
If a power series converges to a function f in a given region, we shall say
that the series represents f in that region. It is important, however, to distinguish
the series from the function it represents. For example, as shown at the end of
in the disk
lel <1. However, the series is not “equal” to the function, in a formal sense,
the preceding section, the series }>°°_ 2" represents the function
even though we can write Dig2y2" = 7— for |z| < 1. The same function
is represented by other power series; for example, it is represented by the series
DFM z +1)" in the larger disk |z +1] <2, as the reader will easily verily.
‘A power series is best thought of as a formal sum, uniquely determined once its
Meee parte te eee bee Gesu aneeaad
center and its coefficients have been specified.
Exercise
Let k be a positive integer and let zp be a point of C. Find the power series
with center 2 that represents the function z*
(V.9) KEGL OF CONVERS Ei. The region of convergence of a
power series with center zo is either the singleton {zo}, the entire complez plane, or
an open disk with center zo plus a subset of the boundary of that disk. In any open
disk with center zo where it converges, the series converges absolutely and locally
uniformly.
Thus, the convergence picture for power series is relatively simple. The preced-
ing proposition describes the situation completely, except for the question of how
the third of the th:
the boundary between the region of convergence and the region of divergence. Al
though that is an interesting question which has been the subject of deep studies,
it is peripheral to the present development.
In proving the proposition we shall for simplicity treat only the case where
2 = 0. It will be clear that the general case is no different. The proposition is an
immediate consequence of the following assertion: If the power series J>-° 4 dnz”
converges at a point on the circle |z| = ra, where ro > 0, then it converges absolutely
and locally uniformly in the disk |z| < ro.
We shall prove this assertion by comparing the given series with a geometric
series. Suppose the series }°° 9 @nz” converges for z = c, where |c| = ro. ThenPOWER SERIES 51
lanc"| + 0 as n — 00 (by V.2)), so the number M = sup{lan|rq : 7 = 0,1,...} is
finite. Since
2"
ro
ro
Janz™| = lanlro . The last series converges
iz
locally uniformly in the disk |z| < ro; in fact, its sum in that disk is ——., and
(1 — |z/rol)
i i i ; iain | 2/0 [een y
the difference between its sum and its N-th partial sum is i) (see Section
V.7). Using the Cauchy criterion for uniform convergence (stated in Section (V.6),
with the proof requested in Exercise 1 of that section) we can conclude that the
series Sy |an2"| also converges locally uniformly in the disk |2| < ro, which is
the desired conclusion (in view of Exercise 1 in Section (V.7)).
(V.10) RADIUS OF CONVERGENCE. Let 2.4 dn(z—z0)" be a power
series, and let & denote the supremum of |z — zoj over all numbers z for which the
series converges. The number R is called the radius of convergence of the series.
By the assertion proved in the preceding section, if R > 0 then the scries converges
absolutely and locally uniformly in the disk |z — zo| < R; if R < oo then the series
diverges at cach point of the region |z — zo| > R.
Presently we shall obtain a general expression for the radius of convergence
of a power series in terms of its coefficients. Its proof involves a comparison with
geometric series, as did the proof of (V.9). The next exercise makes explicit the
simple comparison test involved.
Exercises
1. Let E22, anz” and 224 baz” be power series with respective radii of con-
vergence Rj and R,. Assume that there is a positive constant M such that
lan] < M|bq| for all but finitely many n. Prove that R, > Ro. Use this test to
prove that the radius of convergence of the series 7%, n-2" is oo.
2. Prove that the series 0°24 nz” has radius of convergence 0.
(V.11) LIMITS SUPERIOR. A basic notion from real analysis will now be
reviewed. Given a sequence (cn )°2, of real numbers, we form the sequence
sup{az: k 2 n}, n=
2,3,
a nonincreasing sequence in [—00, co]. Being nonincreasing, the preceding sequence
converges to a point in [—00, oo]; its limit is called the limit superior of the original52 NOTES ON COMPLEX FUNCTION THEORY
sequence and denoted by a nsup @,. The notion of limit inferior is defined anal-
ogously and satisfies lim minfan = = —limsup(—an). ‘The sequence (an)f° converges
finitely if and only if its limit superior and limit inferior are equal and finite
Here are a few simple examples:
(2) tim sup(1-+ *) = lim sup(1 - *) =1
(2) limsup(-1)" =1
(3) limsup n = 00
2-100
(4) limsup(—n)
The following properties of limit superior can be found in any book on real
analysis. Their proofs would be good exercises for the reader unfamiliar with the
notion.
(3) If (an)9 and (Bn) are two sequences of real numbers, then
lim sup(am + Bn) < lim sup an + lim sup Bn,
provided the sum on the right is well defined (i.e., excluding the case where one
summand is oo and the other is —00). If one of the sequences converges then the
cquality holds (with the same proviso).
lim sup(@nfn) S (lim sup an )(lim sup Bn),
provided the product on the right is well defined (i.e., excluding the case where one
factor is 0 and the other is 00). If onc of the sequences converges then the equality
holds (with the same proviso).
(iii) If (an)% is a sequence of real numbers, and the real number p satisfies
p limsupan, then the inequality p > ap holds for all but perhaps finitely many
n—00
indices n.POWER SERIES 53
(V.12) CAUCHY-HADAMARD THEOREM. The radius of convergence
of the power series 9 an(z — zo)" is equal to ————_.
lism sup |ay|*
The proof of this theorem is essentially the same as the proof in Section (V.9).
One could avoid the duplication of proofs by combining the Cauchy-Hadamard
theorem and the proposition of (V.9) into a single statement. The gain in efficiency,
however, would be at the expense of digestibility.
It will obviously suffice to prove the theorem for the case 2) = 0. Let R denote
the radius of convergence of the power series )7*.)an2". We first. establish the
inequality R > ——————-, assuming that limsup|an|* < oo (since otherwise
lim sup Jan|" noo
the inequality is trivial). Let p be any positive number exceeding lim sup |an|*. By
See Ee ee ie ee sae aaa cent pate oe
finitely many indices n. Thus, with finitely many exceptions, the n-th coefficient
of the series Dro a,2" is dominated in absolute value by the * th coefficient of
the geometric series S7™°_, p"z", whose radius of convergence is ~. It. follows that
R> 1 (by Bxercise 1 in Section (V.10)). Since p can be taken arbitrarily close to
Pp
1
limsup |a,|*, we obtain the desired inequality, R > —————.
‘8100 limsup |an|*
‘n=00
2 ro 5 1
To complete the proof we establish the opposite inequality, R < =
limanp |la,.!*
assuming that jim n sup Ja,|* > 0. Let p be any positive number less than lim sup |a,
N00
By property Gi) i in the preceding section we then have p < |a,|* for infinitely
1
many indices n. Hence, if |z| = —, then |anz| > 1 for infinitely many indices n,
Pp
implying that the series 7°
i: 7
modn2” diverges. It follows that R < 2, and since
p can be taken arbitrarily close to limsup|an|*, we obtain the desired inequality,
7:
< + The proof of the theorem is complete.
lim sup lan|*
Exercises
1. Let the power series Dy anz" and 7°45 bnz" have respective radii of
convergence R; and Rz. Prove that the radius of convergence of the scrics
Dolan + bn)2" is at least the minimum of Ry and Rz, and the radius of54 NOTES ON COMPLEX FUNCTION THEORY
convergence of the series J>7- 5 dnbnz” is at least Ri Ro (provided the product.
is well defined).
2. Prove that a power series (°°, anz” and its termwise derivative, the series
T%, nanz"-1, have the same radius of convergence.
3. If the series [°° )anz" has radius of convergence R, what are the radii of
convergence of the series 7° an2?" and 7° a42"?
an
exists, then that limit is the radius of
ntl
(V.13) RATIO TEST. /f lim |
noo] a,
convergence of the power series 722.5 n(z — 20)”
This will be deduced from the Cauchy-Hadamard theorem. Let R denote the
radius of convergence of the power series, and let R! = lim |-""-| (R' = 00 is
noel dn1
allowed). We suppose first that R’ is finite and prove that R < R’. Let p be any
positive number exceeding R'. Then the inequality |
a
perhaps finitely many indices n, say for all n > no. We can assume an, # 0 (since
our hypothesis implies that only finitely many of the coefficients a, can vanish).
Iteration of the inequality |an4i] > p~!lan| gives
| < p holds for all except
lanote] > p7*lan,|, k= 1,2,3,..
Hence, for n > no we have
The right side in the preceding inequality tends to — as n —+ oo, implying (in view
of the Cauchy-Hadamard theorem) that
= =limeup|a,|* >
Ro noe
In
Since p can be taken arbitrarily close to R’, the desired inequality, R < R’, follows.
To complete the proof we suppose F' > 0 and show that R > R'. The argument
is nearly identical to the preceding one. Let p be any positive number less than R’,
Then the inequality
n, say for all n > ng
get, for n > no,POWER SERIES 55
The quantity on the right side having the limit : as mn + 00, we can conclude that
e
: = fim sup |an|* <
Ie
Since p can be taken arbitrarily close to R’, the desired inequality, R > R’, follows.
(V.14) EXAMPLES. When it applies, the ratio test is generally easier to use
than the Cauchy-Hadamard theorem. Often, however, the simple comparison test
given in Exercise 1 of Section (V.10) suffices to determine the radius of convergence.
on
Example 1. zu ry
One can use the ratio test to show that the radius of convergence of the series
is 1. Alternatively, a comparison with the series 0°, 2" shows that the radius of
convergence is at least 1. The radius of convergence is at most 1 because the series
diverges at z = 1.
Example 2. )°(n + 1)z"
=
Again, the ratio test gives immediately that the radius of convergence equals
1. The same conclusion can be reached from Exercise 2 of Section (V.12), since the
given series is the termwise derivative of the series 0°, 2"
22 yn oS
Example 3. Ss Example 4. 0(n!)z
n=0 n=0
In each case the ratio test applies, In Example 3 the radius of convergence is
oo, in Example 4 it is 0.
Exercises
1, Find the radius of convergence of each of the following series.
ee E
OL OLE OL
= & =
(4) nye fepueaaune
n=o a=l
0
2. Prove that the series)” — converges at every point of the unit circle
n
n=l
except the point z =56 NOTES ON COMPLEX FUNCTION THEORY
(V.15) DIFFERENTIATION OF POWER SERIES. Let the power series
Dg dn(z—20)" have a positive radius of convergence, R. Then the function in the
disk |z—z0| < R that is represented by the series is holomorphic, and its derivative is
represented in that disk by the series ).~°, nan(z — 20)", the termwise derivative
of the original series.
An immediate corollary is that the function in the disk |z — z| < R that is
represented by the original series is differentiable to all orders, its k-th derivative
being represented by the termwise k-th derivative of the original series. In partic-
ular, the value at zo of the k-th derivative of that function is kla,. A power series
with center z9 and positive radius of convergence R is thus the Taylor series with
center 2 of the function it represents.
In proving the proposition, we can assume without loss of generality that
zo = 0. From Exercise 2 of Section (V.12) we know that the series 7% 9anz”
and [32.4 nanz"! have the same radius of convergence. Let f and g denote the
respective functions in the disk |z| < R represented by these series. Fix a point
2 in that disk. We shall prove that f(z) = g(z1) by estimating the size of the
fl) - fla)
2— 2]
difference between and g(z1) as z tends to 2. Use will be made of the
following standard algebraic identity, which holds for any two complex numbers z
and w and any positive integer n:
n-1
(*) z*—w" = (z—w) D> zhor
io
One proves this by multiplying out the right side and making the obvious cancella-
tions. (The case w = 1 of (x) appeared earlier in this chapter, in Section (V.3), in
the analysis of ceomet )
the analysis of geometric series.
Fix a positive number p such that |z1| °., ba(2—20)" has a positive
radius of convergence Ro. We shall prove that their Cauchy product converges inPOWER SERIES 59
the disk |z — zo| < min{R1, Ro} to the product of the functions represented by the
two original series.
We can assume without loss of generality that 29 = 0. Suppose |z| < min{ Ry, Ry}.
For W a positive integer we have
ono
y
= YS ahsitt- > YO ajheit#
On
It follows that
Ie
dew’) (Sa) = ene’ |
< Slats
OSs RSW
S+k>N
< 3 Jaybyzit*|
Fcmax{jk} Sw
clude that
as desired.
Exercises
1. Deduce the law of exponents, ee = e+", from the power series represen-
tation of e*.60 NOTES ON COMPLEX FUNCTION THEORY
2. Consider the correspondence that associates with cach power series 7°°.y an2”
centered at 0 the infinite matrix (jx )% ja defined by
— faj-rk forgzk
ai Ag for j C is a piecewise C™ curve with (a) = 7(b), and let
a, be a point in (a,b). Let 6) = a1 +(b—a), and define the curve 7 : [a1,b] —+ C
by
is a I, fl2dz = 0.
(VL9) THE REVERSE OF A CURVE. If 7 : [a,b] — C is a curve,
then the reverse of +y is the curve —y : [-b, a] —+ C defined by (—7)(t) = 7(-t).
It is the curve one obtains from ¥ by reversing its direction. If 7 is piecewise C',
then so is ~7, and [_, f(z\dz =— ff f(z)dz for any function f that is defined and
continuous on 7. ‘The reader will easily verify this on the basis of the change of
variables formula for the Riemann integral.
(VL10) ESTIMATE OF THE INTEGRAL. Let 7 : [a,b] — C be a
piecewise C! curve and f a continuous complez-valued function on y. Let M be the
maximum of |f| on y, that is,
M = mox(|f(7(#))|! @St 5 8}.
‘Then
| f Hae] < ML(7).
In fact, by (VI3) we have
[[ sere
iy
2
If fore
IA
,
f[ ownin'eiae.COMPLEX INTEGRATION 67
The last integral is majorized by M f° |y'(t)|dt, which equals M L(7).
(VI.11) INTEGRAL OF A LIMIT. Let 7 : [a,b] —> C be a piecewise
C? curve. Let the sequence (fn)%2, of continuous complez-valued functions on
converge uniformly on + to the function f. Then
Jim, i fulz)dz = 7 flz)dz.
In fact, let My denote the maximum of |f — fal on 7. By (VI10),
| [tere - f teres
Since lim My = 0 (by the hypothesis that f, —+ f uniformly on 7), the desired
< M,L(7).
= Lf Lie) = fale) dz
n=00
conclusion follows.
(V1.12) AN EXAMPLE. It is now possible to illustrate how complex meth-
ods can be used to evaluate improper Riemann integrals that are inaccessible by
the usual techniques of calculus. Many other examples of this kind will be given
later, in Chapters VII and X, after more machinery has been developed.
The function e~*” is by (V.16) represented in the whole plane by the power
See tet) eee teens
sorics Deo ar: Ot
the power series
patho de ofthe: Bente
f
is therefore the derivative of the function reproscnted by
co (a1)hztntt
n=0 GnFijnl
#
e~** around any closed curve in the plane is 0.
. By (V1.6) we can conclude that the integral of
ta + ib, oriented counterclockwise. By the observation in the last paragraph,
fume ang
Jia =
We are going to hold 6 fixed and let a tend to oo. The preceding integral is the sum
of the integrals of 6" over the four segumenis [—a, a}, {a,a + id}, [a + id, —a + id},
[-a+ib, —a}; let those integrals be denoted by Iy(a), I2(a), Is(a), Lu(a), respectively.
Obviously,
a sy
lw) =f Mae.
Parameterizing the segment [—a + ib,a + ib] by the function »(t) = ¢ + ib, where68 NOTES ON COMPLEX FUNCTION THEORY
—a St 0, and letting R —+ oo.
2. Evaluate the integrals f° cost?dt and fy” sint?dt (the Fresnel integrals) by
integrating e~*" around the triangle with vertices 0, R, Re“, where R > 0,
and letting R — co.VII. SIMPLE VERSIONS OF CAUCHY’S THEOREM, AND
CONSEQUENCES
Cauchy’s theorem is the central theorem of complex function theory. It states,
in one of its versions, that f\ f(z)dz = 0 whenever 7 is a closed curve and the
function f is holomorphic in an open set containing +y and its interior. In a more
sophisticated version, the single curve 7 is replaced by a system of curves
A general version of Cauchy’s theorem is presented in Chapter IX; it requires
considerable preparation. In the present chapter two special cases will be estab-
lished, the case where 7 is a triangle, and, on the basis of that, the case where the
function f is holomorphic in a convex open set containing . This will be enough to
enable us to draw far-reaching conclusions concerning the behavior of holomorphic
functions. Some applications to harmonic functions are given at the end of the
chapter.
(VIL. 1) CAUCHY’S THEOREM FOR A TRIANGLE. Let T be a tri-
angle in C, and let f be a holomorphic function in an open set containing T and
its Then {,, f(z\dz =O.
ite Then fr fl2}de = 9.
This is sometimes called Goursat’s lemma, after E. Goursat, who, in the late
1800's, was the first to recognize that, in the definition of a holomorphic function,
one can dispense with the requirement that the derivative be continuous.
To prove the theorem we assume for definiteness that T has the counterclock-
wise orientation, and we let IT = J, f(z)dz. By means of segments joining the
midpoints of the sides of T, we construct four triangles Tp;, j = 1,2,3,4, each sim-
ilar to but one-half the size of T (see sketch). Orienting each Ta; counterclockwise,
we have
I. fede = > [ fledae.
Hence there is a j such that
le Fl2)de| > ale
Pick such a j, and lei T; denote 7; for that 7.
From T; we construct four triangles T1;, 7 = 1,2,3,4, in the same way that
the triangles Tp; were constructed from T. Orienting each T;; counterclockwise, we
have
=a I fled,
nf ot72 NOTES ON COMPLEX FUNCTION THEORY
_—
Carving up the triangle T
ly
s0, since |fn, $(z)de| > alt there must be a j such that
|, Herte| > lth
Pick such a j, and let Tp denote 7;; for that j.
Proceeding in this manner, we obtain a sequence (T',) ~~, of triangles, each
Ty being one of the four triangles obtained from T,_1 by the process of connecting
midpoints, such that
| [ jteae! 2
[ieee
for each n. We note that L(T,) = 2-L(T) for each n.SIMPLE VERSIONS OF CAUCHY’S THEOREM, AND CONSEQUENCES 73
Let Kn be the union of T, and its interior. The sets K’, are compact, they
decrease as n increases, and their diameters tend to 0. Hence, their intersection
consists of a single point, which we call z. The point z is either on T or in the
interior of T, and thus it is in the open set where f is holomorphic. Hence, by
R
(11.2), we can write f(z) = f(0) + f"(20)(2 ~ 20) + R(z), where lim , FO ae
ee
By (VI) the integral of the function f(zo) + {"(zo)(z — 20) around Tr is 0, 50
I. f(z)dz = I, R(z)dz.
Ve thus have
\z| <4" vi R(z)dz}.
Th
: R(z)
For each n, let €, denote the maximum of for z in T,\{zo}. Then
— 2
lim en = 0, aud for z in Tn,
nae
|R(z)| S €n diameter(In) < én L(Tn).
Hence
R(z)dz| < ) -L(Tn)
(VII.2) CAUCHY’S THEOREM FOR A CONVEX EON: Let G
n subset of C and f a holomorphic function in @. Then f, fejde =
0 for every piecewise C? closed curve +y in G.
We recall that a subset of C is called convex if, whenever it contains two points
x and zg, it contains also the entire segment with endpoints z; and z,. To prove
the theorem we fix a point zy in G and define the function g in G by
ac) =f oMs.
We shall show that g is holomorphic and that g! = f. The desired conclusion will
then follow by (V1.6).74 NOTES ON COMPLEX FUNCTION THEORY
Fix a point z; in G. If z is any other point of G, then
[Hows
[+0,=1)
F()de + i F(C)de = 0,
] [=,70]
by Cauchy’s theorem for a triangle (or trivially in case the points zo, 21, 7 happen
to be collinear). The preceding equality can be written as
92) ~ g(a) = F(¢)d¢.
[21,2]
Consequently
9(2) — 9(z1) = f(a) =
2-2
ff Fen]as.
Now fix a positive number e. By the continuity of f, there is a positive number 6
such that [70 a fla)| < € whenever lc —a| <6. Hence, if |z—2:| < 6, then the
absolute value of the integrand in the preceding integral is bounded by ¢, and we
have
7
1
fe
g(2) = g(21) fla)
z- 24
"1
J. o-sen]ac
=
fm H7)- 94) _ 7,
0 OR Ry
zy and g'(z1) = f(21), as desired.
(VIL.3) EXISTENCE OF A PRIMITIVE. if the function f is defined in
the open subset G of C, then by a primitive of f one means a holomorphic function
in G whose derivative equals f. The preceding proof shows that f has a primitive
in case it is holomorphic and @ is convex. The proof in fact establishes something
that seems stronger; If the continuous complez-valued function f in the open conver
set G has integral 0 around every triangle contained in G, then f has a primitive
in G. This is not in reality stronger, because, as we shall show very shortly, the
derivative of a holomorphic function is itself holomorphic (which means a function
f satisfying the hypotheses in the preceding statement is in fact holomorphic). The
statement will nevertheless be useful later, in Section (VIL.10), where a converse of
Cauchy’s theorem is established.
(VII.4) MORE DEFINITE INTEGRALS. Cauchy’s theorem for a convex
region, although very special compared to the general Cauchy theorem, is by itselfSIMPLE VERSIONS OF CAUCHY’S THEOREM, AND CONSEQUENCES 75
enough for many applications. In the following exercises it is used to evaluate
improper integrals.
Exercises
1. Let 0 <8 <1. Derive the equality
ma 1-b+¢2 d
eae
by integrating the function (1 + z?)~? around the rectangle with vertices +a,
+a+ivo (a > 0) and taking the limit as a + co. What goes wrong if b > 1?
2. Let a be a posilive number. Evaluate the integrals
1, ~
ow galas
i, apa i Bat
by integrating the function (2? + a”)~? around the triangle with vertices 0, R,
Re%# (R > 0) and taking the limit as R — co
(VII.5) CAUCHY’S FORMULA FOR A CIRCLE. Let C be a counter-
clockwise oriented circle, and let f be a holomorphic function defined in an open set
containing C and its interior. Then
for all points z in the interior of C.
Thus, the values of f in the interior of C can be reconstructed from the values
on C. A holomorphic function “hangs together.”
Cauchy’s formula for a circle is a very special case of a more general formula,
to be established i in Chapter X. The case of a circle is all we shall need to show
tee hola Betad leenlle by Gaioeeea Gad tenn
that holom sented locally by ps serics and thus are
differentiable to all orders.
To establish the formula we fix a point zp in the interior of C. For 0 < « <
dist (zo,C), let C, be the circle with center zo and radius e, oriented counterclock-
£O
aca ace
The preceding equality will be ae from Cauchy’s ees for a convex
region. For each € we subdivide the region between C and C, into four subregions
by means of two horizontal and two vertical segments connecting C with C:, as in
the sketch. The boundary of each subregion is a closed curve made up of a subarc
of C, a subarc of C,, and two of the segments, one horizontal and one vertical.
wise. Our first task is to prove that Le FO) ae for every €.76 NOTES ON COMPLEX FUNCTION THEORY
t
+
Let these boundary curves be denoted bn “ty 74 76) 74) and let them be given the
£0
open halfplane with an open disk containing C' in which f is holomorphic). By
Cauchy’s theorem for a convex region, therefore,
ee eb aehieh
Each 7; is @ convex open set in which
the function
is holomorphic (for example, in the intersection of a suitable
fox =o, j= 1,234
nS
El fe. [dL ee
Since
—2n
we have the desired equality, I i. d= hi HO 4
ta"SIMPLE VERSIONS OF CAUCHY’S THEOREM, AND CONSEQUENCES 77
In Section (VI.7) it is shown that
1
dC = Qmi.
[ 2. 6 — 20
This in conjunction with the preceding casa gives
li fend in peta af. £9- SO) = F20) ae
Imi Jo C— 2 —
for each ¢ between 0 and dist (zo,C). Let M, denote the maximum of Bie
20
for ¢ on C;. The absolute value of the last integral is then bounded by ie L(C.),
implying that
x f Poa - 120)
As € tends to 0 so does « M; (since 7 —+ |f"(z0)|), and the desired equality follows.
S< eM.
Dri
Exercise
Let f and C be as in the statement of Cauchy’s formula. What is the value of
if fou when z is in the exterior of C?
gue
(VIL.6) MEAN VALUE PROPERTY. Let the function f be holomorphic
in the disk i ~ zo| < R, and for 0 . g°—*(20)
am”
0,1,2,....
But this is just the well-known Leibniz formuta for the n-th derivative of the prod-
uct of two functions, which the reader has probably encountered in real analysis.
The case n = 1 is just the product rule for differentiation, and a straightforward
induction argument yields the general case.
Exercises
1. If the function f is holomorphic in a neighborhood of the origin and % 4 a,2
is its Taylor series about the origin, what is the Taylor series about the origin
of the function (1 — z)~? f(z)?SIMPLE VERSIONS OF CAUCIIY’S THEOREM, AND CONSEQUENCES 81
2. Prove that the Taylor scrics about the origin of the function [Log(1 — z)]” is
Se tt,
att tl
aust Hk
where Hp = 1+ 3 + 3 +++++— (the n-th partial sum of the harmonic series).
n
(VII.10) CONVERSE OF CAUCHY’S THEOREM. Let f be a contin-
uous complea-valued function in the open subset G of C. If fp f(z)dz = 0 for every
triangle T contained with its interior in G, then f is holomorphic.
Because being holomorphic is a local property, it is enough to prove this for
the case where G is a disk. In that case, as pointed out in Section (VII3), the
hypotheses imply that f has a primitive, in other words, there is a holomorphic
fanction g in G such that g! — f. Since holomorphic functions have holomorphic
derivatives, the desired conclusion follows.
Exercise
Prove Morera’s theorem (a stronger converse to Cauchy’s theorem than the one
above): If f is a continuous complex-valued function in the open subset G of C,
and if fp f(z)dz = 0 for every rectangle R, with edges parallel to the coordinate
axes, contained with its intcrior in G, then f is holomorphic.
(VII.11) LIOUVILLE’S THEOREM. A function that is holomorphic in
all of C is called an entire function. The theorem of Liouville states that the only
bounded entire functions are the constant functions.
For the proof, assume f is a bounded entire function, say |f(z)| 0 let Cp denote the circle |z — z| = R, with the
counterclockwise orientation. By (VIL8)(i) we have
fo) = sf Pow.
mi Jo, (e — 20)?
i M
The integrand in the preceding integral is bounded in absolute value by -p7, giving
the estimate
IF'eo)l <
This being true for all R > 0, we have f"(zo) = 0. Since the derivative of f vanishes
identically, the function f must be constant, as desired.82 NOTES ON COMPLEX FUNCTION THEORY
Exercises
1. Let f be an entire function satisfying
A
limsup
a] < 00,
2
where n is a positive integer. Prove that f is a polynomial of degree at most
n
2. Let f be a holomorphic map of the open unit disk into itself. Prove that
If@|
for all z in the disk.
3. Prove that an entire function with a positive real part is constant.
(VII.12) FUNDAMENTAL THEOREM OF ALGEBRA. Every non-
constant polynomial with complex coefficients can be factored over C into linear
faciors.
Purely algebraic reasoning reduces this to the statement that every nonconstant
polynomial with complex coefficients has a complex root. In fact, suppose the
preceding statement is known, and let p be a nonconstant polynomial with complex
coefficients. Let zo be a root of p. The standard division algorithm of algebra then
enables one to write p(z) = (z — z0)q(z), where q is a polynomial whose degree is
one less than that of p. The same reasoning can now be applied to g, and so on,
yielding the desired linear factorization in finitely many steps.
To prove that nonconstant polynomials with complex coefficients have complex
roots we argue by contradiction. Suppose p(z) = anz"+an—12"-) +-+-+a1z+ag is
a polynomial of positive degree n. with complex coefficients. but without complex
1
roots. Let f =
270,
Then f is an entire function. Since a, # 0 we can write, for
7:
‘The quantity in parentheses on the right will be no smaller than 5 when |2| is
sufficiently large, say when jzj > @. HeuceSIMPLE VERSIONS OF CAUCHY'S THEOREM, AND CONSEQUENCES 83
On the other hand, since |f| is a continuous function, it is bounded on the compact
set |z| < R. Thus f is a bounded entire function, and so it is constant by Liouville’s
theorem. This is the desired contradiction, because the polynomial p was assumed
to be nonconstant.
The proof just given is purely an existence proof; it does not provide one with
a method of locating the roots of a polynomial. The problem of finding accurate
approximations to the roots of complex polynomials is a major theme in numerical
analysis.
(VII.13). ZEROS OF HOLOMORPHIC FUNCTIONS. Zeros of holo-
morphic functions can be treated like zeros of polynomials. Suppose f is a holo-
morphic function in the open subset G of C, and suppose 29 is a point of G such
that f(zo) = 0. The point zp is called a zero of f of order (or multiplicity) m, where
m is a positive integer, if f(")(z)) = 0 for n =0,...,m—1, while f(™(29) #0. In
that case the Taylor series for f about 2) has the form 7°, an(z— 20)", where
£O"(z0) 5 o m. ;
Sy #0. We can write f(z) = (2 — 20)"9(z), where the function g,
gz) = {© — 2)" f(z), 2 € G\f{zo}
am; z= 2,
is holomorphic in @. The function g, being nonzero at zp, is nonzero in some
neighborhood of zy, implying that zy is at a positive distance from f~1(0)\{zo},
the set of all the other zeros of f. In other words, zeros of finite order of holomorphic
functions are isolated.
‘The point 29 is called a simple zero of f if it is a zero of order 1. In that case the
function g defined above takes the value f!(zo) at 2. The reasoning above shows
that if zo is a zero of f of any order, then the function that equals (z — zo)~1 f(z)
in G\{zo} and equals f’(za) at zo is holomorphic.
What about zeros of infinite order, that is, points at which f and all of its
derivatives vanish? It turns out that these exist only in trivial cases. First, if G is
connected, then f can have a zero of infinite order only if it is the zero function.
ee
n set, arid, by the
discussion in the preceding paragraph, so do the points of G that are not zeros of
f of infinite order. If G is connected, then one of these sets must be empty. If
G is not connected, and if f has a zero of infinite order at the point 2) of G, one
can at. least conclude that f vanishes identically in the connected component of G
containing zo.
In contrast to the behavior of holomorphic functions, it is possible for a real-
valued C° function on R to have a zero of infinite order and yet. not. vanish iden-
tically. A standard example is the function that equals 0 at the origin and equals
e~1/** elsewhere. One can show that the origin is a zero of infinite order of this
function.84 NOTES ON COMPLEX FUNCTION THEORY
Most often in complex function theory one is concerned with holomorphic func-
tions in connected open sets. The following statement summarizes what is estab-
lished above about the zeros of such functions. Let f be a holomorphic function,
not the zero function, in the connected open subset G of C. Then cach zero of f is
of finite order, and f—1(0), the zero set of f, has no limit points in G. Since an
uncountable subset. of C always contains limit points of itself, one can conclude in
particular that the set f~1(0) is at most countable. The same is true of f-?(w),
for any complex number w, provided f is not the constant function w.
Exercises
1. Prove that there is no holomorphic function f in the open unit disk such that
f(4) = 27" for n = 2,3,....
2. Let f be a holomorphic function in the open subset G of C. Let the point 2»
of G be a zero of f of order m. Prove that there is a branch of f# in some
open disk centered at zo.
(VII.14) THE IDENTITY THEOREM. Lei f and y be holomorphic func-
tions in the connected open subset G of C. If f(z) = 9(z) for all z in a subset of G
that has a limit point in G, then f = 9.
Thus, for example, a holomorphic function in the open unit disk is uniquely
determined by the values it assumes on the set {2-" : n = 1,2,3,...}.
‘To prove the theorem one notes that, if f and g agree on a subset of G that
has a limit point in G, then the zero set. of the function f —g has a limit point in G,
which implies by what is proved in the last section that f — g is the zero function.
Exercises
1. Prove that there is no holomorphic function f in the open unit disk such that
i(2)- De ee Ore
a ae
2. Let G be a nonempty, connected, open subset of C which is symmetric with
respect to the real axis. Let f be a holomorphic function in G such that f is
real-valued on GR. Prove that f(Z) = J(z) for all z in G. (Suggestion: Use
Exercise 2 of Section (IL8).)
3. Let G be as in the preceding exercise, and let f be a holomorphic function in
G such that f is real-valued on a nonempty subinterval of GR. Prove that
f is real-valued on all of GN R.SIMPLE VERSIONS OF CAUCHY’S THEOREM, AND CONSEQUENCES 85
(VII.15) WEIERSTRASS CONVERGENCE THEOREM. Let G be
an open subset of C and (fx)g_, @ sequence of holomorphic functions in G that
converges locally uniformly in G to the function f. Then f is holomorphic, and for
cach positive integer n, the sequence (f{”)<, converges locally uniformly in G to
fo.
Once again we have a contrast between real function theory and complex func-
tion theory. The local uniform convergence on R of a sequence of real-valued C™
functions docs not imply even the differentiability, let alone the indefinite differen-
tiability, of the limit function. In fact, by the classical Weierstrass approximation
theorem, any continuous real-valued function on R, even a nowhere differentiable
one, is the local uniform limit of a. sequence of polynomials.
‘To prove the Weierstrass convergence theorem, fix a point 29 in G, and let r be
a positive number such that the disk |z ~ zo| 0 into the open unit
disk. Prove that
< lelfe)P
If@l < Re
for all z in the half-plane.
5. Prove that, except for the identity function, a holomorphic map of the open
unit disk into itself has at most one fixed point in the disk.
(Vii.i8) EXISTENCE OF HARMONIC CONJUGATES. Zeit u be a
real-valued harmonic function in the convex open subset G of C. Then there is a
holomorphic function g in G such that u = Reg. The function g is unique to within
addition of an imaginary constant.
In other words, u has a harmonic conjugate in G, unique to within addition
of a constant. The conclusion is true under a much weaker assumption on G than
convexity, as will be shown later on the basis of the general Cauchy theorem.
To prove the proposition we consider the function f = =—
Ou
which is holomorphic in G (by Exercise 2 of Section (II.16)). As shown in the proof
of Cauchy’s theorem for a convex region, the function f has a primitive in G; that
nection g in G euch that g! — f. Fix a p. G. By
is, ther
2 holomorp!
adding a constant to g, we may assume g(79)
We hi:
fe have a
go = atta
and also
=a oon
i ae "ay"
a
Hence ee a and $Y = a The first partial derivatives of the function u—u
thus vanish throughout G, implying that u — uy is constant. Since u(zo) = wi(zo),
the constant is 0, and «= val
As for uniqueness, if two holomorphic functions in G have the same real part,
then their difference has derivative 0, by the Cauchy-Riemann equations. In that
case the functions differ by a constant.SIMPLE VERSIONS OF CAUCHY’S THEOREM, AND CONSEQUENCES 89
Exercises
1. Prove that a real-valued harmonic function u in the open unit disk has a series
representation
u(re"®) = ao + > r"(ancosnO + bn sinné),
n=l
where the coefficients ap and bp are real numbers.
2. Prove that a positive harmonic function in C is constant.
3. Let u be a nonconstant real-valucd harmonic function in C. Prove that the set
u71(c) is unbounded for every real number c.
(VIL.19) INDEFINITE DIFFERENTIABILITY OF HARMONIC
FUNCTIONS. Harmonic functions are of class C*.
Because differentiability is a local property, it will suffice to prove this for a
harmonic function w in an open disk D. We may assume without loss of generality
ae ea eee erage ere eT a BY
that u is real-valued. Then, by (VIL18), we can
te u — Reg with g holomor-
phic in D. The desired conclusion now follows by the indefinite differentiability of
holomorphic functions.
(VII.20) MEAN VALUE PROPERTY FOR HARMONIC FUNC-
TIONS. Let u be a harmonic function in the open subset G of C, and let 29 be a
point of G. Then
=
uz) = xf u(zo t+reit\dt, 0 0 such that90 NOTES ON COMPLEX FUNCTION THEORY
the disk |z—%0| 1 by a
l-z
re
different series, the series —
—z
oo a series in negative powers of z.
For a slightly more complicated example, consider the function eaness
mae
: 1 1 : . .
which can be written as ——; ~ ———. The function — is represented in the
disk |z| < 2 by a power series in z, and we have just seen that the function is
represented in the region jz| > i by a series in negative powers of z. Hence, by using
a series in both positive and negative powers of z, we can represent the function
———> in the annulus 1 < |z| < 2.
(z= 1(z-2) Al
Exercise
Let a and 6 be complex numbers such that 0 < |al < |b]. Find a series in
(2 = a)(z—
positive and negative powers of z that represents the function
annulus |a| < |z| < [6].
(VIII.2) LAURENT SERIES. A Laurent series centered at the point zo of
C is, by definition, a series of the form 7° __, an(z — zo)", where the coefficients
a, are complex constants. The series is said to converge at the point z if both of
the series 1°29 an(z — zo)" and \>%, a_n(z — zy)~" converge. In that case
lim, a,(z — 20)”
exists and is defined to be the sum of the series.
Let
Ri = limsup|a_n|!/",
1
R, = ———_-.
? Tim sup Jan|*/*
nes92 NOTES ON COMPLEX FUNCTION THEORY
By the Cauchy-Hadamard theorem (V.12), the series 37°) an(z— 20)" con-
verges absolutely and locally uniformly in the disk |z — zo| < Re, and the series
© Ja—n(z—20)~ converges absolutely and locally uniformly in the region
|z — 20| > Ri. Hence, if Ry < Ro, then the Laurent series [%_.. dn(z — 20)”
converges absolutely and locally uniformly in the annulus Ri < zo| < Ro,
called the annulus of convergence of the series.
Assume Ri < Re, and let f be the function to which the Laurent series
converges in the annulus Ri < |z—2zo|< Ro, in other words, let f(z) =
an(z — 20)". Then f is holomorphic, by the Weierstrass convergence
. For Ry R. We have
aaa if
¢-2 ~ (€-2)— (2-2)
iz 1
— 2) |1— G2
=z
eae
nai
the series converging locally uniformly (with respect to ¢) in the region |¢ — zo| <
Jz — zo|, and hence uniformly on 7. The series
— YS HONG - 20)" Me - 20)"
n=
9(¢)
thus converges uniformly to ago We can therefore integrate the series
term-by-term over +7 to obtain
in other words, the Laurent expansion f(z) = S771_,, an(z — 20)", with
an f no) OCMC,
,
holds in the region |z — zo| > R.
(VIII.4) CAUCHY’S THEOREM FOR TWO CONCENTRIC
CIRCLES. Let the function f be holomorphic in the annulus Ry < |z — 2| < Ko
For Ri