Department of Mathematics University of California Berkeley, California 94720Copyright © 1994 Henry Helson 15 The Crescent Berkeley, CA 94708NOTES 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 13iv 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 48Chapter 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 Productvi 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 108Chapter 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 111 112 113 114 115 117 117 141 143PREFACE 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, 1994I, 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. The2 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 theCOMPLEX 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, with4 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)|5COMPLEX 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 2anaeui8 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 z28 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. The36 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 the38 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 precedingELEMENTARY 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 that44 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 ofELEMENTARY 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 —048 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 IPOWER 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. ThenPOWER 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 original52 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 of54 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 inPOWER 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, where68 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 ot72 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 itselfSIMPLE 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 > @. HeuceSIMPLE 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 that90 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|*/* nes92 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

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