Problems and Solutions in

REAL AND COMPLEX ANALYSIS
William J. DeMeo
June 9, 2010
Abstract
The pages that follow contain “unofficial” solutions to problems appearing on the comprehensive exams in
analysis given by the Mathematics Department at the University of Hawaii over the period from 1991 to 2007. I have
done my best to ensure that the solutions are clear and correct, and that the level of rigor is at least as high as that
expected of students taking the ph.d. exams. In solving many of these problems, I benefited enormously from the
wisdom and guidance of professors Tom Ramsey and Wayne Smith. Of course, some typos and mathematical errors
surely remain, for which I am solely responsible. Nonetheless, I hope this document will be of some use to you as
you prepare to take the comprehensive exams. Please email comments, suggestions, and corrections to
williamdemeo@gmail.com.
Contents
1 Real Analysis 3
1.1 1991 November 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 1994 November 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3 1998 April 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 2000 November 17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.5 2001 November 26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.6 2004 April 19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.7 2007 November 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2 Complex Analysis 37
2.1 1989 April . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.2 1991 November 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.3 1995 April 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.4 2001 November 26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.5 2004 April 19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.6 2006 November 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.7 2007 April 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
2.8 2007 November 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
2.9 Some problems of a certain type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
A Miscellaneous Theorems 71
A.1 Real Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
A.1.1 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
A.1.2 Measurable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
1
A.1.3 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
A.1.4 Absolute Continuity of Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
A.1.5 Absolute Continuity of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
A.1.6 Product Measures and the Fubini-Tonelli Theorem . . . . . . . . . . . . . . . . . . . . . . . 73
A.2 Complex Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
A.2.1 Cauchy’s Theorem
1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
A.2.2 Maximum Modulus Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
B List of Symbols 77
2
1 REAL ANALYSIS
1 Real Analysis
1.1 1991 November 21
1. (a) Let f
n
be a sequence of continuous, real valued functions on [0, 1] which converges uniformly to f. Prove that
lim
n→∞
f
n
(x
n
) = f(1/2) for any sequence ¦x
n
¦ which converges to 1/2.
(b) Must the conclusion still hold if the convergence is only point-wise? Explain.
Solution: (a) Let ¦x
n
¦ be a sequence in [0, 1] with x
n
→ 1/2 as n → ∞. Fix > 0 and let N
0
∈ N be such
that n ≥ N
0
implies [f
n
(x) − f(x)[ < /2, for all x ∈ [0, 1]. Let δ > 0 be such that [f(x) − f(y)[ < /2,
for all x, y ∈ [0, 1] with [x − y[ < δ. Finally, let N
1
∈ N be such that n ≥ N
1
implies [x
n
− 1/2[ < δ. Then
n ≥ max¦N
0
, N
1
¦ implies [f
n
(x
n
) −f(1/2)[ ≤ [f
n
(x
n
) −f(x
n
)[ +[f(x
n
) −f(1/2)[ < /2 +/2 = . ¯ .
(b) Suppose the convergence is only point-wise. Then the conclusion is false, as the following counterexample
demonstrates:
Define f
n
(x) to be the function
f(x) =

0, if 0 ≤ x <
1
2

1
2n
,
2nx −(n −1), if
1
2

1
2n
≤ x <
1
2
,
1, if
1
2
≤ x ≤ 1.
(1)
That is, f
n
(x) is constantly zero for x less than
1
2

1
2n
, then it increases linearly until it reaches one at x = 1/2,
and then it remains constantly one for x bigger than 1/2. Now define the sequence x
n
=
1
2

1
n
. Then f
n
(x
n
) = 0
for all n ∈ N and x
n
→ 1/2, while the sequence f
n
approaches the characteristic function f χ
[
1
2
,1]
which is one
on [
1
2
, 1] and zero elsewhere. Therefore, f(1/2) = 1 = 0 = lim
n
f
n
(x
n
). ¯ .
2. Let f : R → R be differentiable and assume there is no x ∈ R such that f(x) = f

(x) = 0. Show that
S = ¦x[ 0 ≤ x ≤ 1, f(x) = 0¦ is finite.
Solution: Consider f
−1
(¦0¦). Since ¦0¦ is closed and f continuous, f
−1
(¦0¦) is closed. Therefore S = [0, 1] ∩
f
−1
(¦0¦) is a closed and bounded subset of R. Hence, S is compact. Assume, by way of contradiction, that S is
infinite. Then (by theorem A.1) there is a limit point x ∈ S; i.e., there is a sequence ¦x
n
¦ of distinct points in S
which converges to x. Also, as all points are in S, f(x
n
) = f(x) = 0 for all n ∈ N.
We now show that f

(x) = 0, which will give us our desired contradiction. Since [x
n
−x[ → 0, we can write the
derivative of f as follows:
f

(x) = lim
n→∞
f(x + (x
n
−x)) −f(x)
x
n
−x
= lim
n→∞
f(x
n
) −f(x)
x
n
−x
= 0.
The last equality holds since f(x) = f(x
n
) = 0 holds for all n ∈ N. ¯ .
3
1.1 1991 November 21 1 REAL ANALYSIS
3. If (X, Σ, µ) is a measure space and if f is µ integrable, show that for every > 0 there is E ∈ Σ such that
µ(E) < ∞and

X\E
[f[ dµ < .
Solution: For n = 1, 2, . . ., define
A
n
= ¦x ∈ X : 1/n ≤ [f(x)[ < n¦.
Clearly,
A
1
⊆ A
2
⊆ ↑ A

¸
n=1
A
n
and each A
n
is measurable (why?).
2
Next, define
A
0
= ¦x ∈ X : f(x) = 0¦ and A

= ¦x ∈ X : [f(x)[ = ∞¦.
Then X = A
0
∪ A∪ A

is a disjoint union, and

X
[f[ =

A0
[f[ +

A
[f[ +

A∞
[f[ =

A
[f[. (2)
The first term in the middle expression is zero since f is zero on A
0
, and the third term is zero since f ∈ L
1
(µ)
implies µ(A

) = 0. To prove the result, then, we must find a measurable set E such that

A\E
[f[ < , and
µ(E) < ∞.
Define f
n
= [f[χ
An
. Then ¦f
n
¦ is a sequence of non-negative measurable functions and, for each x ∈ X,
lim
n→∞
f
n
(x) = [f(x)[χ
A
(x). Since A
n
⊆ A
n+1
, we have 0 ≤ f
1
(x) ≤ f
2
(x) ≤ , so the monotone
convergence theorem
3
implies

X
f
n

A
[f[, and, by (2),
lim
n→∞

An
[f[ dµ =

A
[f[ dµ =

X
[f[ dµ.
Therefore, there is some N > 0 for which

X\A
N
[f[ dµ < .
Finally, note that 1/N ≤ [f[ < N on A
N
, so
µ(A
N
) ≤ N

A
N
[f[ dµ ≤ N

X
[f[ dµ < ∞.
Therefore, the set E = A
N
meets the given criteria. ¯ .
2
Answer: f is measurable and x → |x| is continuous, so g = |f| is measurable. Therefore, An = g
−1
([1/n, n)) is measurable (theorem A.2).
3
Alternatively, we could have cited the dominated convergence theorem here since fn(x) ≤ |f(x)| (x ∈ X; n = 1, 2, . . .).
4
1.1 1991 November 21 1 REAL ANALYSIS
4.
4
If (X, Σ, µ) is a measure space, f is a non-negative measurable function, and ν(E) =

E
f dµ, show that ν is a
measure.
Solution: Clearly µ(E) = 0 ⇒ ν(E) = 0. Therefore, ν(∅) = µ(∅) = 0. In particular ν is not identically infinity,
so we need only check countable additivity. Let ¦E
1
, E
2
, . . .¦ be a countable collection of disjoint measurable sets.
Then,
ν(∪
n
E
n
) =

S
n
En
f dµ =


S
n
En

=


¸
n=1

En
dµ (∵ the E
n
are disjoint)
=

¸
n=1


En
dµ (∵ fχ
En
≥ 0, n = 1, 2, . . .)
=

¸
n=1
ν(E
n
).
The penultimate equality follows from the monotone convergence theorem applied to the sequence of non-negative
measurable functions g
m
=
¸
m
n=1

En
(m = 1, 2, . . .). (See also: April ’98, problem A.3.) ¯ .
5. Suppose f is a bounded, real valued function on [0, 1]. Show that f is Lebesgue measurable if and only if
sup

ψ dm = inf

φdm
where m is Lebesgue measure on [0, 1], and ψ and φ range over all simple functions, ψ ≤ f ≤ φ.
Solution: This is proposition 4.3 of Royden, 3ed. [6].
6.
5
If f is Lebesgue integrable on [0, 1] and > 0, show that there is δ > 0 such that for all measurable sets E ⊂ [0, 1]
with m(E) < δ,

E
f dm

< .
Solution: This problem appears so often, I think it’s worth giving two different proofs. The first relies on the
frequently useful technique, employed in problem 3, in which the domain is written as a union of the nested sets
A
n
= ¦x ∈ X : 1/n ≤ [f(x)[ < n¦. The second is a shorter proof, but it relies on a result about absolute
continuity of measures, which is almost equivalent to the original problem statement. I recommend that you learn
the first proof. The second proof is also worth studying, however, as it connects this result to the analogous result
about absolutely continuous measures.
4
See also: Rudin [8], chapter 1. Thanks to Matt Chasse for pointing out a mistake in my original solution to this problem. I believe the solution
given here is correct, but the skeptical reader is encouraged to consult Rudin.
5
See also: April ’92 (4), November ’97 (6), April ’03 (4).
5
1.1 1991 November 21 1 REAL ANALYSIS
Proof 1: Let A
n
, n = 1, 2, . . . be the sequence of measurable sets defined in problem 3. That is,
A
n
= ¦x ∈ X : 1/n ≤ [f(x)[ < n¦.
Here, X = [0, 1]. As we saw in problem 3,
lim
n→∞

An
[f[ dm =

A
[f[ dm =

X
[f[ dm.
Let n > 0 be such that

X\An
[f[ dm < /2.
Define δ = (2n)
−1
, and suppose E ⊂ [0, 1] is a measurable set with mE < δ. We must show [

E
f dm[ < .

E
f dm

E
[f[ dm
=

(X\An)∩E
[f[ dm+

An∩E
[f[ dm

X\An
[f[ dm+

An∩E
[f[ dm
< /2 +nm(A
n
∩ E)
< /2 +n

2n
= .
The penultimate inequality holds because [f[ < n on A
n
. ¯ .
Proof 2:
6
This proof relies on the following lemma about absolute continuity of measures:
Lemma 1.1 Let ν be a finite signed measure and µ a positive measure on a measurable space (X, M). Then ν < µ
if and only if for every > 0 there is a δ > 0 such that [ν(E)[ < whenever µ(E) < δ.
The signed measure defined by
ν(E) =

E
f dµ
is finite iff
7
f ∈ L
1
(µ). It is also clearly absolutely continuous with respect to µ. Therefore, lemma 1.1 can be
applied to the real and imaginary parts of any complex-valued f ∈ L
1
(µ). It follows that, for every > 0, there is
a δ > 0 such that
[ν(E)[ =

E
f dµ

< , whenever µ(E) < δ.
¯ .
6
See also Folland [4], page 89.
7
For what follows we only need that ν is finite if f is integrable, but the converse is also true.
6
1.1 1991 November 21 1 REAL ANALYSIS
7.
8
Suppose f is a bounded, real valued, measurable function on [0, 1] such that

x
n
f dm = 0 for n = 0, 1, 2, . . .,
with m Lebesgue measure. Show that f(x) = 0 a.e.
Solution: Fix an arbitrary continuous function on [0, 1], say, φ ∈ C[0, 1]. By the Stone-Weierstrass theorem, there
is a sequence ¦p
n
¦ of polynomials such that |φ − p
n
|

→ 0 as n → ∞. Then, since all functions involved are
integrable,

=

f(φ −p
n
+p
n
)

[f[[φ −p
n
[ +

fp
n

≤ |f|
1
|φ −p
n
|

+

fp
n

= |f|
1
|φ −p
n
|

. (3)
The last equality holds since

x
n
f = 0 for all n = 0, 1, 2, . . ., which implies that

fp
n
= 0 for all polynomials
p
n
. Finally, note that |f|
1
< ∞, since f is bounded and Lebesgue measurable on the bounded interval [0, 1].
Therefore, the right-hand side of (3) tends to zero as n tends to infinity. Since the left-hand side of (3) is independent
of n, we have thus shown that

fφ = 0 for any φ ∈ C[0, 1].
Now, since C[0, 1] is dense in L
1
[0, 1], let ¦φ
n
¦ ⊂ C[0, 1] satisfy |φ
n
−f|
1
→ 0 as n → ∞. Then
0 ≤

f
2
=

f(f −φ
n

n
)

[f[[f −φ
n
[ +


n

.
The second term on the right is zero by what we proved above. Therefore, if M is the bound on [f[, we have
0 ≤

f
2
≤ M|f − φ
n
|
1
→ 0. As

f
2
is independent of n, we have

f
2
= 0. Since f
2
≥ 0, this implies
f
2
= 0 a.e., hence f = 0 a.e. ¯ .
Alternative Solution: Quinn Culver suggests shortening the proof by using the fact that polynomials are dense in
L
1
[0, 1]. Simply start from the line, “Now, since C[0, 1] is dense in L
1
[0, 1], let ¦φ
n
¦ ⊂ C[0, 1] satisfy...” but
instead write, “Since Pol[0, 1] is dense in L
1
[0, 1], let ¦φ
n
¦ ⊂ Pol[0, 1] satisfy...” This is a nice observation and
disposes of the problem quickly and efficiently. However, I have left the original, somewhat clumsy proof intact
because it provides a nice demonstration of the Stone-Weierstrass theorem (which appears on the exam syllabus),
and because everyone should know how to apply this fundamental theorem to problems of this sort.
8.
9
If µ and ν are finite measures on the measurable space (X, Σ), show that there is a nonnegative measurable function
f on X such that for all E in Σ,

E
(1 −f) dµ =

E
f dν. (4)
Solution: There’s an assumption missing here: µ and ν must be positive measures.
10
In fact, one can prove the
result is false without this assumption. So assume µ and ν are finite positive measures on the measurable space
8
This question appears very often in varying forms of difficulty. cf. November ’92 (7b, very easy version), November ’96 (B2, very easy),
November ’91 (this question, easy), April ’92 (6, moderate), November ’95 (6, hard–impossible?). I have yet to solve the November ’95 version.
One attempted solution (which I think is the one given in the black notebook), seems to assume f ∈ L
1
, but that assumption makes the problem
even easier than the others.
9
See also: November ’97 (7).
10
Note that a measure µ is called “positive” when it is, in fact, nonnegative; that is, µE ≥ 0 for all E ∈ Σ.
7
1.1 1991 November 21 1 REAL ANALYSIS
(X, Σ). By the linearity property of the integral, and since µ(E) =

E
dµ, we have

E
(1 −f) dµ =

E
dµ −

E
f dµ = µ(E) −

E
f dµ.
Therefore, (4) is equivalent to
µ(E) =

E
f dµ +

E
f dν =

E
f d(µ +ν) (∀ E ∈ Σ) (5)
so this is what we will prove. The Radon-Nikodym theorem (A.7) says, if λ < m are σ-finite positive measures
on a σ-algebra Σ, then there is a unique g ∈ L
1
(dm) such that
λ(E) =

E
g dm, ∀E ∈ Σ.
In the present case, µ < µ + ν (since the measures are positive), so the theorem provides an f ∈ L
1
(µ + ν) such
that
µ(E) =

E
f d(µ +ν) ∀ E ∈ Σ,
which proves (5). ¯ .
9.
11
If f and g are integrable functions on (X, o, µ) and (Y, T , ν), respectively, and F(x, y) = f(x) g(y), show that
F is integrable on X Y and

F d(µ ν) =

f dµ

g dν.
Solution:
12
To show F(x, y) = f(x)g(y) is integrable, an important (but often overlooked) first step is to prove
that F(x, y) = f(x)g(y) is (o ⊗T )-measurable. Define Ψ : X Y →RR by Ψ(x, y) = (f(x), g(y)), and let
Φ : R R →R be the continuous function Φ(s, t) = st. Then,
F(x, y) = f(x)g(y) = (Φ ◦ Ψ)(x, y).
Theorem A.2 states that a continuous function of a measurable function is measurable. Therefore, if we can show
that Ψ(x, y) is an (o ⊗T )-measurable function fromXY into RR, then it will follow that F(x, y) is (o ⊗T )-
measurable. To show Ψ is measurable, let R be an open rectangle in R R. Then R = AB for some open sets
A and B in R, and
Ψ
−1
(R) = Ψ
−1
(AB)
= ¦(x, y) : f(x) ∈ A, g(y) ∈ B¦
= ¦(x, y) : f(x) ∈ A¦ ∩ ¦(x, y) : g(y) ∈ B¦
= (f
−1
(A) Y ) ∩ (X g
−1
(B))
= f
−1
(A) g
−1
(B).
11
See also: November ’97 (2), and others.
12
I’m not sure if the claim is true unless the measure spaces are σ-finite, so I’ll assume all measure spaces σ-finite.
In my opinion, the most useful version of the Fubini-Tonelli theorem is the one in Rudin [8], which assumes σ-finite measure spaces. There is a
version appearing in Royden [6] that does not require σ-finiteness. Instead it begins with the assumption that f is integrable. To me, the theorem
in Rudin is much easier to apply. All you need is a function that is measurable with respect to the product σ-algebra S ⊗ T , and from there, in a
single theorem, you get everything you need to answer any of the standard questions about integration with respect to a product measure.
8
1.1 1991 November 21 1 REAL ANALYSIS
Now, f
−1
(A) ∈ o and g
−1
(B) ∈ T , since f and g are o- and T -measurable, resp. Therefore, Ψ
−1
(R) ∈ o ⊗T ,
which proves the claim.
Now that we knowF(x, y) = f(x)g(y) is (o⊗T )-measurable, we can apply part (b) of the Fubini-Tonelli theorem
(A.8) to prove that F(x, y) = f(x)g(y) is integrable if one of the iterated integrals of [F(x, y)[ is finite. Indeed,

X

Y
[f(x)g(y)[ dν(y) dµ(x) =

X

Y
[f(x)[[g(y)[ dν(y) dµ(x)
=

X
[f(x)[

Y
[g(y)[ dν(y)

dµ(x)
=

X
[f(x)[ dµ(x)

Y
[g(y)[ dν(y) < ∞,
which holds since f ∈ L
1
(µ) and g ∈ L
1
(ν). The Fubini-Tonelli theorem then implies that F(x, y) ∈ L
1
(µ ν).
Finally, we must prove that

F d(µν) =

f dµ

g dν. Since F(x, y) ∈ L
1
(µν), part (c) of the Fubini-Tonelli
theorem asserts that φ(x) =

Y
F(x, y) dν(y) is defined almost everywhere, belongs to L
1
(µ), and, moreover,

X×Y
F d(µ ν) =

X

Y
F(x, y) dν(y) dµ(x).
Therefore,

X×Y
F d(µ ν) =

X

Y
f(x)g(y) dν(y) dµ(x)
=

X
f(x)

Y
g(y) dν(y) dµ(x)
=

X
f(x) dµ(x)

Y
g(y) dν(y).
¯ .
9
1.2 1994 November 16 1 REAL ANALYSIS
1.2 1994 November 16
Masters students: Do any 5 problems.
Ph.D. students: Do any 6 problems.
1. Let E be a normed linear space. Show that E is complete if and only if, whenever
¸

1
|x
n
| < ∞, then
¸

1
x
n
converges to an s ∈ E.
Solution: Suppose E is complete. Let ¦x
n
¦ ⊂ E be absolutely convergent; i.e.,
¸
|x
n
| < ∞. We must

¸
n=1
x
n
:= lim
N→∞
N
¸
n=1
x
n
= s ∈ E. (6)
Let S
N
=
¸
N
n=1
x
n
. Then, for any j ∈ N,
|S
N+j
−S
N
| =

N+j
¸
n=N+1
x
n


N+j
¸
n=N+1
|x
n
| → 0
as N → ∞, since
¸
|x
n
| < ∞. Therefore, ¦S
N
¦ is a Cauchy sequence. Since E is complete, there is an s ∈ E
such that
¸

n=1
x
n
= lim
N→∞
S
N
= s.
Conversely, suppose whenever
¸

1
|x
n
| < ∞, then
¸

1
x
n
converges to an s ∈ E. Let ¦y
n
¦ ⊂ E be a Cauchy
sequence. That is, |y
n
−y
m
| → 0 as n, m → ∞. Let n
1
< n
2
< be a subsequence such that
n, m ≥ n
j
⇒ |y
n
−y
m
| < 2
−j
.
Next observe, for k > 1,
y
n
k
= y
n1
+ (y
n2
−y
n1
) + (y
n3
−y
n2
) + + (y
n
k
−y
n
k−1
) = y
n1
+
k−1
¸
j=1
(y
nj+1
−y
nj
),
and

¸
j=1
|y
nj+1
−y
nj
| <

¸
j=1
2
−j
= 1
By hypothesis, this implies that
y
n
k
−y
n1
=
k−1
¸
j=1
(y
nj+1
−y
nj
) → s ∈ E,
as k → ∞. We have thus found a subsequence ¦y
n
k
¦ ⊆ ¦y
n
¦ having a limit in E. Finally, since ¦y
n
¦ is Cauchy,
it is quite easy to verify that ¦y
n
¦ must converge to the same limit. This proves that every Cauchy sequence in E
converges to a point in E. ¯ .
2. Let f
n
be a sequence of real continuous functions on a compact Hausdorff space X. Show that if f
1
≥ f
2
≥ f
3

, and f
n
(x) → 0 for all x ∈ X, then f
n
→ 0 uniformly.
10
1.2 1994 November 16 1 REAL ANALYSIS
3. Let f be integrable on the real line with respect to Lebesgue measure. Evaluate lim
n→∞


−∞
f(x − n)

x
1+|x|

dx.
Justify all steps.
Solution: Fix n > 0. Consider the change of variables, y = x −n. Then dy = dx and x = y +n, so


−∞
f(x −n)
x
1 +[x[
dx =


−∞
f(y)
y +n
1 +[y +n[
dy
=


−n
f(y)
y +n
1 +y +n
dy +

−n
−∞
f(y)
y +n
1 −(y +n)
dy. (7)
Note that, when y ≥ −n,
y+n
1+y+n
∈ [0, 1), and increases to 1 as n tends to infinity. Thus,
0 ≤ [f(y)[
y +n
1 +y +n
≤ [f(y)[,
for all y ≥ −n. Define the function
13
g
n
(y) = f(y)
y +n
1 +y +n
1
[−n,∞)
(y).
Then [g
n
[ ≤ [f[ and lim
n→∞
g
n
= f. Therefore, by the dominated convergence theorem,
lim
n→∞


−n
f(y)
y +n
1 +y +n
dy = lim
n→∞


−∞
g
n
(y) dy =


−∞
f(y) dy.
Next, consider the second term in (7). Define the function
h
n
(y) = f(y)
y +n
1 −(y +n)
1
(−∞,−n]
(y).
It is not hard to check that
[y +n[
[1 −(y +n)[
1
(−∞,−n]
(y) ∈ [0, 1),
from which it follows that [h
n
[ ≤ [f[. Also, it is clear that, for all y,
lim
n→∞
h
n
(y) = f(y) lim
n→∞
y +n
1 −(y +n)
1
(−∞,−n]
(y) = 0.
Therefore, the dominated convergence theorem implies that
lim
n→∞

−n
−∞
f(y)
y +n
1 −(y +n)
dy = 0.
Combining the two results above, we see that lim
n→∞


−∞
f(x −n)

x
1+|x|

dx =


−∞
f(x) dx. ¯ .
Remark. Intuitively, this is the result we expect because the translation f(x −n) = T
n
f(x) is merely shifting the
support of f to the right tail of the measure dµ :=
x
1+|x|
dx, and in the tail this measure looks like dx.
13
Here 1
A
(x) denotes the indicator function of the set A, which is 1 if x ∈ A and 0 if x / ∈ A.
11
1.3 1998 April 3 1 REAL ANALYSIS
1.3 1998 April 3
Instructions Do at least four problems in Part A, and at least two problems in Part B.
PART A
1. Let ¦x
n
¦

n=1
be a bounded sequence of real numbers, and for each positive n define
ˆ x
n
= sup
k≥n
x
k
(a) Explain why the limit = lim
n→∞
ˆ x
n
exists.
(b) Prove that, for any > 0 and positive integer N, there exists an integer k such that k ≥ N and [x
k
−[ < .
2. Let C be a collection of subsets of the real line R, and define
A
σ
(C) =
¸
¦A : C ⊂ A and A is a σ-algebra of subsets of R¦.
(a) Prove that A
σ
(C) is a σ-algebra, that C ⊂ A
σ
(C), and that A
σ
(C) ⊂ A for any other σ-algebra A containing
all the sets of C.
(b) Let O be the collection of all finite open intervals in R, and F the collection of all finite closed intervals in R.
Show that
A
σ
(O) = A
σ
(F).
3. Let (X, A, µ) be a measure space, and suppose X = ∪
n
X
n
, where ¦X
n
¦

n=1
is a pairwise disjoint collection of
measurable subsets of X. Use the monotone convergence theorem and linearity of the integral to prove that, if f is
a non-negative measurable real-valued function on X,

X
f dµ =
¸
n

Xn
f dµ.
Solution:
14
Define f
n
=
¸
n
k=1

X
k
= fχ

n
1
X
k
. Then it is clear that the hypotheses of the monotone conver-
gence theorem are satisfied. That is, for all x ∈ X,
(i) 0 ≤ f
1
(x) ≤ f
2
(x) ≤ ≤ f(x), and
(ii) lim
n→∞
f
n
(x) = f(x)χ
X
(x) = f(x).
14
Note that the hypotheses imply ν(E) =
R
E
f dµ is a measure (problem 4, Nov. ’91), from which the desired conclusion immediately follows.
Of course, this does not answer the question as stated, since the examiners specifically require the use of the MCT and linearity of the integral.
12
1.3 1998 April 3 1 REAL ANALYSIS
Therefore,

¸
k=1

X
k
f dµ = lim
n→∞
n
¸
k=1

X

X
k

= lim
n→∞

X
n
¸
k=1

X
k
dµ (by linearity of the integral)
= lim
n→∞

X
f
n
dµ (by definition of f
n
)
=

X
lim
n→∞
f
n
dµ (by the monotone convergence theorem)
=

X
f dµ.
¯ .
4. Using the Fubini/Tonelli theorems to justify all steps, evaluate the integral

1
0

1
y
x
−3/2
cos

πy
2x

dxdy.
Solution: By Tonelli’s theorem, if f(x, y) ≥ 0 is measurable and one of the iterated integrals

f(x, y) dxdy or

f(x, y) dy dx exists, then they both exist and are equal. Moreover, if one of the iterated integrals is finite, then
f(x, y) ∈ L
1
(dx, dy). Fubini’s theorem states: if f(x, y) ∈ L
1
(dx, dy), then the iterated integrals exist and are
equal.
Now let g(x, y) = x
−3/2
cos(πy/2x), and apply the Tonelli theorem to the non-negative measurable function
[g(x, y)[ as follows:

1
0

x
0
[g(x, y)[ dy dx =

1
0

x
0
[x[
−3/2

cos

πy
2x

dy dx ≤

1
0

x
0
x
−3/2
1 dy dx =

1
0
x
−1/2
dx = 2.
Thus one of the iterated integrals of [g(x, y)[ is finite which, by the Tonelli theorem, implies g(x, y) ∈ L
1
(dx, dy).
Therefore, the Fubini theorem applies to g(x, y), and gives the first of the following equalities:

1
0

1
y
x
−3/2
cos

πy
2x

dxdy =

1
0

x
0
x
−3/2
cos

πy
2x

dy dx
=

1
0
x
−3/2

2x
π

sin

πy
2x

y=x
y=0
dx
=

1
0
2
π
x
−1/2
dx
=
2
π

2x
1/2

x=1
x=0
=
4
π
.
¯ .
13
1.3 1998 April 3 1 REAL ANALYSIS
5. Let I be the interval [0, 1], and let C(I), C(I I) denote the spaces of real valued continuous functions on I and
I I, respectively, with the usual supremum norm on these spaces. Show that the collection of finite sums of the
form
f(x, y) =
¸
i
φ
i
(x)ψ
i
(y),
where φ
i
, ψ
i
∈ C(I) for each i, is dense in C(I I).
6. Let m be Lebesgue measure on the real line R, and for each Lebesgue measurable subset E of R define
µ(E) =

E
1
1 +x
2
dm(x).
Show that m is absolutely continuous with respect to µ, and compute the Radon-Nikodym derivative dm/dµ.
Solution: Obviously both measures are non-negative. We must first prove m < µ. To this end, suppose m(E) >
0, where E ∈ M, the σ-algebra of Lebesgue measurable sets. Then, if we can show µ(E) > 0, this will establish
that the implication µ(E) = 0 ⇒ m(E) = 0 holds for all E ∈ M; i.e., m < µ.
For n = 1, 2, . . ., define
A
n
=

x ∈ R :
1
n + 1
<
1
1 +x
2

1
n

.
Then A
i
∩ A
j
= ∅ for all i = j in N, and, for all n = 1, 2, . . .,
µ(A
n
) ≥
1
n + 1
m(A
n
).
Also, R = ∪A
n
, since 0 <
1
1+x
2
≤ 1 holds for all x ∈ R. Therefore,
µ(E) = µ(E ∩ (∪
n
A
n
)) = µ(∪
n
(A
n
∩ E)) =
¸
n
µ(A
n
∩ E).
The last equality might need a bit of justification: Since f(x) =
1
1+x
2
is continuous, hence measurable, the sets
¦A
n
¦ are measurable. Therefore, the last equality holds by countable additivity of disjoint measurable sets.
Now note that m(E) =
¸
m(A
n
∩E) > 0 implies the existence of an n ∈ Nsuch that m(A
n
∩E) > 0. Therefore,
µ(E) ≥ µ(A
n
∩ E) ≥
1
n + 1
m(A
n
∩ E) > 0,
which proves that m < µ. By the Radon-Nikodym theorem (A.1), there is a unique h ∈ L
1
(µ) such that
m(E) =

hdµ, and

f dm =

fhdµ ∀ f ∈ L
1
(m).
In particular, if E ∈ Mand f(x) =
1
1+x
2
χ
E
, then
µ(E) =

E
1
1 +x
2
dm(x) =

E
h(x)
1 +x
2
dµ(x).
That is,

E
dµ =

E
h(x)
1+x
2
dµ(x) holds for all measurable sets E, which implies
15
that,
h(x)
1+x
2
= 1 holds for
µ-almost every x ∈ R. Therefore,
dm

(x) = h(x) = 1 +x
2
.
One final note: h is uniquely defined only up to an equivalence class of functions that are equal to 1+x
2
, µ-a.e. ¯ .
15
Recall the standard result: if f and g are integrable functions such that
R
E
f =
R
E
g holds for all measurable sets E, then f = g, µ-a.e.
This is an exam problem, but I can’t remember on which exam it appears. When I come across it again I’ll put a cross reference here.
14
1.3 1998 April 3 1 REAL ANALYSIS
PART B
7. Let φ(x, y) = x
2
y be defined on the square S = [0, 1] [0, 1] in the plane, and let mbe two-dimensional Lebesgue
measure on S. Given a Borel subset E of the real line R, define
µ(E) = m(φ
−1
(E)).
(a) Show that µ is a Borel measure on R.
(b) Let χ
E
denote the characteristic function of the set E. Show that

R
χ
E
dµ =

S
χ
E
◦ φdm.
(c) Evaluate the integral


−∞
t
2
dµ(t).
8. Let f be a real valued and increasing function on the real line R, such that f(−∞) = 0 and f(∞) = 1. Prove that
f is absolutely continuous on every closed finite interval if and only if

R
f

dm = 1.
Solution:
16
First note that f is increasing, so f

exists for a.e. x ∈ R, and f

(x) ≥ 0 wherever f

exists. Also, f

is measurable. To see this, define
g(x) = limsup
n→∞
[f(x + 1/n) −f(x)] n.
As a lim sup of a sequence of measurable functions, g is measurable (Rudin [8], theorem 1.14?). Let E be the set
on which f

exists. Then m(R ` E) = 0, and f

= g on E (by the definition of derivative), so f

is measurable.
(⇐) Suppose

R
f

dm = 1. We must show f ∈ AC[a, b] for all −∞ < a < b < ∞. First, check that
f

∈ L
1
(R), since
1 =

R
f

dm =

R\E
f

dm+

E
f

dm =

E
f

dm,
and, since f is increasing, f

≥ 0 on E, so

R
[f

[dm =

R\E
[f

[dm+

E
[f

[dm =

E
[f

[dm =

E
f

dm = 1.
Thus, f

∈ L
1
(R) as claimed. A couple of lemmas will be needed to complete the ⇐ direction of the proof. The
first is proved in the appendix (sec. A), while the second can be found in Royden [6] on page 100.
Lemma 1.2 Let f : R → R be a function. If f is differentiable on [a, b], f

∈ L
1
([a, b]), and

x
a
f

(t)dt =
f(x) −f(a) for a ≤ x ≤ b, then f ∈ AC[a, b].
16
I have worked this problem a number of times, and what follows is the clearest and most instructive proof I’ve come up with. It’s by no means
the shortest, most elegant solution, and probably not the type of detailed answer one should give on an actual exam. However, some of the facts that
I prove in detail have appeared as separate questions on other exams, so the proofs are worth knowing.
15
1.3 1998 April 3 1 REAL ANALYSIS
The converse of this lemma is also true.
17
Lemma 1.3 If f : R →R is increasing and f

∈ L
1
([a, b]), then

x
a
f

(t)dt ≤ f(x) −f(a).
To finish the ⇐ direction of the proof, by lemma 1.2, it suffices to show that

R
f

dm = 1 implies

b
a
f

(t)dt =
f(b) −f(a) holds for all −∞ < a < b < ∞. By lemma 1.3, we have

b
a
f

(t)dt ≤ f(b) −f(a), so we need only
show that strict inequality cannot hold. Suppose, by way of contradiction, that

b
a
f

(t)dt < f(b) −f(a) holds for
some −∞ < a < b < ∞. Then,
1 =

R
f

dm =

a
−∞
f

dm+

b
a
f

dm+


b
f

dm
< [f(a) −f(−∞)] + [f(b) −f(a)] + [f(∞) −f(b)]
= f(∞) −f(−∞) = 1.
This contradiction proves that

R
f

dm = 1 implies

b
a
f

(t)dt = f(b) −f(a) holds for all −∞ < a < b < ∞, as
desired.
(⇒) Now assume f ∈ AC[a, b] for all −∞ < a < b < ∞. We must show

R
f

dm = 1. By assumption
f(∞) −f(−∞) = 1, so this is equivalent to showing
lim
x→∞

x
−x
f

(t)dm(t) = lim
x→∞
[f(x) −f(−x)].
Let x ∈ R, x > 0, and f ∈ AC[−x, x]. Then we claim f(x) − f(−x) =

x
−x
f

dm. Assuming the claim is true
(see Royden [6], p. 110 for the proof), we have
1 = lim
x→∞
[f(x) −f(−x)] = lim
x→∞

x
−x
f

(t)dm(t) =

R
f

dm.
¯ .
9. Let F be a continuous linear functional on the space L
1
[−1, 1], with the property that F(f) = 0 for all odd
functions f in L
1
[−1, 1]. Show that there exists an even function φ such that
F(f) =

1
−1
f(x)φ(x) dx, for all f ∈ L
1
[−1, 1].
[Hint: One possible approach is to use the fact that any function in L
p
[−1, 1] is the sum of an odd function and an
even function.]
Solution: Since F ∈ L
1
[−1, 1]

, then by the Riesz representation theorem
18
there is a unique h ∈ L

[−1, 1]
such that
F(f) =

1
−1
f(x)h(x) dx (∀f ∈ L
1
[−1, 1])
17
See Folland [4] for a nice, concise treatment of the fundamental theorem of calculus for Lebesgue integration.
18
See problem 3 of section 1.5.
16
1.3 1998 April 3 1 REAL ANALYSIS
Now (using the hint) write h = φ +ψ, where φ and ψ are the even and odd functions
φ(x) =
h(x) +h(−x)
2
and ψ(x) =
h(x) −h(−x)
2
.
Similarly, let f = f
e
+ f
o
be the decomposition of f into a sum of even and odd functions. Then, by linearity of
F, and since F(f
o
) = 0 by hypothesis,
F(f) = F(f
e
) +F(f
o
) = F(f
e
) =

1
−1
f
e
h =

1
−1
f
e
φ +

1
−1
f
e
ψ.
Now note that f
e
ψ is an odd function (since it’s an even times an odd), so

1
−1
f
e
ψ = 0, since [−1, 1] is symmetric.
Similarly,

1
−1
f
o
φ = 0. Therefore,
F(f) = F(f
e
) =

1
−1
f
e
φ =

1
−1
f
e
φ +

1
−1
f
o
φ =

1
−1
(f
e
+f
o
)φ =

1
−1
fφ.
¯ .
17
1.4 2000 November 17 1 REAL ANALYSIS
1.4 2000 November 17
Do as many problems as you can. Complete solutions to five problems would be considered a good performance.
1. (a)
19
State the inverse function theorem.
(b) Suppose L : R
3
→ R
3
is an invertible linear map and that g : R
3
→ R
3
has continuous first order partial
derivatives and satisfies |g(x)| ≤ C|x|
2
for some constant C and all x ∈ R
3
. Here |x| denotes the usual
Euclidean norm on R
3
. Prove that f(x) = L(x) +g(x) is locally invertible near 0.
Solution:
(a) (Inverse function theorem (IFT) of calculus)
20
Let f : E → R
n
be a C
1
-mapping of an open set E ⊂ R
n
. Suppose that f

(a) is invertible for some a ∈ E and
that f(a) = b. Then,
(i) there exist open sets U and V in R
n
such that a ∈ U, b ∈ V , and f maps U bijectively onto V , and
(ii) if g is the inverse of f (which exists by (i)), defined on V by g(f(x)) = x, for x ∈ U, then g ∈ C
1
(V ).
(b) First note that L and g both have continuous first order partial derivatives; i.e., L, g ∈ C
1
(R
3
). Therefore, the
derivative of f = L +g,
f

(x) J
f
(x)

∂f
i
∂x
j

3
i,j=1
exists. Furthermore, J
f
(x) is continuous in a neighborhood of the zero vector, because this is true of the partials of
g(x), and the partials of L(x) are the constant matrix L. Therefore, f ∈ C
1
(R
3
). By the IFT, then, we need only
show that f

(0) is invertible. Since f

(x) = L + g

(x), we must show f

(0) = L + g

(0) is invertible. Consider
the matrix g

(0) = J
g
(0). We claim, J
g
(0) = 0. Indeed, if x
1
, x
2
, x
3
are the elementary unit vectors (also known
as i, j, k), then the elements of J
g
(0) are
∂g
i
∂x
j
(0) = lim
h→0
g
i
(0 +hx
j
) −g
i
(0)
h
= lim
h→0
g
i
(hx
j
)
h
. (8)
The second equality follows by the hypothesis that g is continuous and satisfies |g(x)| ≤ C|x|
2
, which implies
that g(0) = 0. Finally, to show that (8) is zero, consider
[g
i
(hx
j
)[ ≤ |g(hx
j
)| ≤ C|hx
j
|
2
= C[h[
2
,
which implies
[g
i
(hx
j
)[
[h[
≤ C
[hx
j
[
2
[h[
= C[h[ → 0, as h → 0.
This proves that f

(0) = L, which is invertible by assumption, so the IFT implies that f(x) is locally invertible
near 0. ¯ .
2. Let f be a differentiable real valued function on the interval (0, 1), and suppose the derivative of f is bounded on
this interval. Prove the existence of the limit L = lim
x→0
+ f(x).
19
The inverse function theorem does not appear on the syllabus and, as far as I know, this is the only exam problem in which it has appeared. The
implicit function theorem does appear on the syllabus, but I have never encountered an exam problem that required it.
20
See Rudin [7].
18
1.4 2000 November 17 1 REAL ANALYSIS
3. Let f and g be Lebesgue integrable functions on [0, 1], and let F and G be the integrals
F(x) =

x
0
f(t) dt, G(x) =

x
0
g(t) dt.
Use Fubini’s and/or Tonelli’s theorem to prove that

1
0
F(x)g(x) dx = F(1)G(1) −

1
0
f(x)G(x) dx.
Other approaches to this problem are possible, but credit will be given only to solutions based on these theorems.
4. Let (X, A, µ) be a finite measure space and suppose ν is a finite measure on (X, A) that is absolutely continuous
with respect to µ. Prove that the norm of the Radon-Nikodym derivative f =


is the same in L

(µ) as it is in
L

(ν).
5. Suppose that ¦f
n
¦ is a sequence of Lebesgue measurable functions on [0, 1] such that lim
n→∞

1
0
[f
n
[ dx = 0 and
there is an integrable function g on [0, 1] such that [f
n
[
2
≤ g, for each n. Prove that lim
n→∞

1
0
[f
n
[
2
dx = 0.
6. Denote by {
e
the family of all even polynomials. Thus a polynomial p belongs to {
e
if and only if p(x) =
p(x)+p(−x)
2
for all x. Determine, with proof, the closure of {
e
in L
1
[−1, 1]. You may use without proof the fact
that continuous functions on [−1, 1] are dense in L
1
[−1, 1].
7. Suppose that f is real valued and integrable with respect to Lebesgue measure m on R and that there are real
numbers a < b such that
a m(U) ≤

U
f dm ≤ b m(U),
for all open sets U in R. Prove that a ≤ f(x) ≤ b a.e.
19
1.5 2001 November 26 1 REAL ANALYSIS
1.5 2001 November 26
Instructions Masters students do any 4 problems Ph.D. students do any 5 problems. Use a separate sheet of paper for
each new problem.
1. Let ¦f
n
¦ be a sequence of Lebesgue measurable functions on a set E ⊂ R, where E is of finite Lebesgue mea-
sure. Suppose that there is M > 0 such that [f
n
(x)[ ≤ M for n ≥ 1 and for all x ∈ E, and suppose that
lim
n→∞
f
n
(x) = f(x) for each x ∈ E. Use Egoroff ’s theorem to prove that

E
f(x) dx = lim
n→∞

E
f
n
(x) dx.
Solution: First note that [f(x)[ ≤ M for all x ∈ E. To see this, suppose it’s false for some x
0
∈ E, so that
[f(x
0
)[ > M. Then there is some > 0 such that [f(x
0
)[ = M +. By the triangle inequality, then, for all n ∈ N,
[f(x
0
) −f
n
(x
0
)[ ≥ [[f(x
0
)[ −[f
n
(x
0
)[[ = [M + −[f
n
(x
0
)[[ ≥ ,
which contradicts f
n
(x
0
) → f(x
0
). Thus, [f(x)[ ≤ M for all x ∈ E.
Next, fix > 0. By Egoroff’s theorem (A.6), there is a G ⊂ E such that µ(E ` G) < and f
n
→ f uniformly
on G. Furthermore, since [f
n
[ ≤ M and [f[ ≤ M and µ(E) < ∞, it’s clear that ¦f
n
¦ ⊂ L
1
and f ∈ L
1
, so the
following inequalities make sense (here we’re using the notation |f|
G
= sup¦[f(x)[ : x ∈ G¦):

E
f dµ −

E
f
n

E
[f −f
n
[ dµ =

E\G
[f −f
n
[ dµ +

G
[f −f
n
[ dµ

E\G
[f[ dµ +

E\G
[f
n
[ dµ +|f(x) −f
n
(x)|
G
µ(G)
≤ 2Mµ(E ` G) +|f(x) −f
n
(x)|
G
µ(G)
< +|f(x) −f
n
(x)|
G
µ(G).
Finally, µ(G) ≤ µ(E) < ∞and |f(x) −f
n
(x)|
G
→ 0, which proves that

E
f
n
dµ →

E
f dµ. ¯ .
2. Let f(x) be a real-valued Lebesgue integrable function on [0, 1].
(a) Prove that if f > 0 on a set F ⊂ [0, 1] of positive measure, then

F
f(x) dx > 0.
(b) Prove that if

x
0
f(x) dx = 0, for each x ∈ [0, 1],
then f(x) = 0 for almost all x ∈ [0, 1].
Solution: (a) Define F
n
= ¦x ∈ F : f(x) > 1/n¦. Then
F
1
⊆ F
2
⊆ ↑
¸
n
F
n
= F,
and m(F) > 0 implies
0 < m(F) = m(∪
n
F
n
) ≤
¸
n
m(F
n
).
20
1.5 2001 November 26 1 REAL ANALYSIS
Therefore, m(F
k
) > 0 for some k ∈ N, and then it follows from the definition of F
k
that
0 <
1
k
m(F
k
) ≤

F
k
f dm ≤

F
f dm.
¯ .
(b) Suppose there is a subset E ⊂ [0, 1] of positive measure such that f > 0 on E. Then part (a) implies

E
f dm > 0. Let F ⊂ E be a closed subset of positive measure. (That such a closed subset exists follows from
Prop. 3.15 of Royden [6].) Then, again by (a),

F
f dm > 0. Now consider the set G = [0, 1] ` F, which is open
in [0, 1], and hence
21
is a countable union of disjoint open intervals; i.e., G = ∪
n
(a
n
, b
n
). Therefore,
0 =

[0,1]
f dm =
¸
n

(an,bn)
f dm+

F
f dm,
so

F
f dm > 0 implies
¸
n

(an,bn)
f dm < 0.
Thus,

(a
k
,b
k
)
f dm < 0 for some (a
k
, b
k
) ⊂ [0, 1]. On the other hand,

(a
k
,b
k
)
f dm =

b
k
0
f(x) dm(x) −

a
k
0
f(x) dm(x).
By the initial hypothesis, both terms on the right are zero, which gives the desired contradiction. ¯ .
3. State each of the following:
(a) The Stone-Weierstrass theorem
(b) The Lebesgue (dominated) convergence theorem
(c) H¨ older’s inequality
(d) The Riesz representation theorem for L
p
(e) The Hahn-Banach theorem.
Solution:
22
(a) (Stone-Weierstrass theorem)
Let X be a compact Hausdorff space and let / be a closed subalgebra of functions in C(X, R) which separates
points. Then either / = C(X, R), or / = ¦f ∈ C(X, R) : f(x
0
) = 0¦ for some x
0
∈ X. The first case occurs iff
/ contains the constant functions.
(b) (Lebesgue dominated convergence theorem)
23
Let ¦f
n
¦ be a sequence of measurable functions on (X, M, µ)
such that f
n
→ f a.e.. If there exists g ∈ L
1
(X, M, µ) such that [f
n
(x)[ ≤ g(x) holds for all x ∈ X and
n = 1, 2, . . .. Then ¦f
n
¦ ⊂ L
1
, f ∈ L
1
, lim

X
f
n
dµ =

X
f dµ, and |f
n
−f|
1
→ 0.
21
Every open set of real numbers is the union of a countable collection of disjoint open intervals (Royden [6], Prop. 8, page 42).
22
The presentations of (a) and (c) in Folland [4] are especially nice. For (b) and (e), as well as (c), I like Rudin [8]. A version of (d) appears in
Royden [6].
23
See theorem A.5 for a more general version.
21
1.5 2001 November 26 1 REAL ANALYSIS
(c) (H¨ older’s inequality)
Let f and g be measurable functions.
(i) If 1 < p < ∞and
1
p
+
1
q
= 1, then |fg|
1
= |f|
p
|g|
q
. Thus, if f ∈ L
p
and g ∈ L
q
, then fg ∈ L
1
(ii) If p = ∞and if f ∈ L

and g ∈ L
1
, then [fg[ ≤ |f|

[g[, so |fg|
1
≤ |f|

|g|
1
.
(d) (Riesz representation theorem for L
p
)
24
Suppose 1 < p < ∞and
1
p
+
1
q
= 1. If Λ is a linear functional on L
p
, then there is a unique g ∈ L
q
such that
Λf =

fg dµ (∀f ∈ L
p
).
(e) (Hahn-Banach theorem)
Suppose X is a normed linear space, Y ⊆ X is a subspace, and T : Y → R is a bounded linear functional.
Then there exists a bounded linear functional
¯
T : X → R such that
¯
T(y) = T(y) for all y ∈ Y , and such that
|
¯
T|
X
= |T|
Y
, where |
¯
T|
X
and |T|
Y
are the usual operator norms,
|
¯
T|
X
= sup¦[
¯
Tx[ : x ∈ X, |x| ≤ 1¦ and |T|
Y
= sup¦[Tx[ : x ∈ Y, |x| ≤ 1¦.
4. (a) State the Baire category theorem.
(b) Prove the following special case of the uniform boundedness theorem: Let X be a (nonempty) complete metric
space and let F ⊆ C(X). Suppose that for each x ∈ X there is a nonnegative constant M
x
such that
[f(x)[ ≤ M
x
for all f ∈ F.
Prove that there is a nonempty open set G ⊆ X and a constant M > 0 such that
[f(x)[ ≤ M holds for all x ∈ G and for all f ∈ F.
Solution:
25
(a) (Baire category theorem)
If X is a complete metric space and ¦A
n
¦ is a collection of open dense subsets, then
¸

n=1
A
n
is dense in X.
Corollary 1. If X is a complete metric space and G ⊆ X is a non-empty open subset and G =
¸

n=1
G
n
then
¯
G
n
o
= ∅ for at least one n ∈ N.
Corollary 2. A nonempty complete metric space is not a countable union of nowhere dense sets.
(b) Define A
m
= ¦x ∈ X : [f(x)[ ≤ m, ∀f ∈ F¦. Then X =
¸

m=1
A
m
, since for every x there is a finite
number M
x
such that [f(x)[ ≤ M
x
for all f ∈ F. Now note that A
m
=
¸
f∈F
¦x ∈ X : [f(x)[ ≤ m¦, and, since f
and a → [a[ are continuous functions, each ¦x ∈ X : [f(x)[ ≤ m¦ is closed, so A
m
is closed. Therefore, corollary
2 of the Baire category theorem implies that there must be some m ∈ N such that A

m
= ∅, so the set G = A

m
and
the number M = m satisfy the given criteria. ¯ .
24
Note to self: add case p = ∞
25
See Royden [6], § 7.8, for an excellent treatment of this topic. Part (b) of this problem appears there as theorem 32, and another popular exam
question is part c of problem 37.
22
1.5 2001 November 26 1 REAL ANALYSIS
5. Prove or disprove:
(a) L
2
convergence implies pointwise convergence.
(b)
lim
n→∞


0
sin(x
n
)
x
n
dx = 0.
(c) Let ¦f
n
¦ be a sequence of measurable functions defined on [0, ∞). If f
n
→ 0 uniformly on [0, ∞), as n → ∞,
then
lim

[0,∞)
f
n
(x) dx =

[0,∞)
limf
n
(x) dx.
Solution:
(a) This is false, as the following example demonstrates: For each k ∈ N, define f
k,j
= χ
[
j−1
k
,
j
k
)
for j = 1, . . . , k,
and let ¦g
n
¦ be the sequence defined by
g
1
= f
1,1
,
g
2
= f
2,1
, g
3
= f
2,2
,
g
4
= f
3,1
, g
5
= f
3,2
, g
6
= f
3,3
,
g
7
= f
4,1
, . . .
Then

[f
k,j
[
2
dµ = 1/k for each j = 1, . . . , k, so |f
k,j
|
2
= 1/

k → 0, as k → ∞. Therefore |g
n
|
2
→ 0 as
n → ∞. However, ¦g
n
¦ does not converge pointwise since, for every x ∈ [0, 1] and every N ∈ N, we can always
find some k ∈ N and j ∈ ¦1, . . . , k¦ such that g
n
(x) = f
k,j
(x) = 1 with n ≥ N, and we can also find a k

∈ N
and j

∈ ¦1, . . . , k

¦ such that g
n
(x) = f
k

,j
(x) = 0 with n

≥ N. ¯ .
(b) For any fixed 0 < x < 1, lim
n→∞
x
n
= 0. Also,
sin t
t
→ 1, as t → 0, which can be proved by L’Hopital’s rule.
Together, these two facts yield
lim
n→∞
sin x
n
x
n
= 1.
Now, recall that [ sin θ[ ≤ [θ[ for all real θ. Indeed, since sin θ =

θ
0
cos xdx, we have, for θ ≥ 0,
[ sin θ[ ≤

θ
0
[ cos x[ dx ≤

θ
0
1 dx = θ,
and, for θ < 0,
[ sin θ[ = [ sin(−θ)[ ≤ [ −θ[ = [θ[.
In particular, for any 0 < x < 1,
| sin x
n
|
|x
n
|
≤ 1. Therefore, we can apply the dominated convergence theorem to the
function
sin x
n
x
n
, to obtain
lim
n→∞

1
0
sin x
n
x
n
dx =

1
0
1 dx = 1. (9)
Next consider the part of the integral over 1 ≤ x < N, for any real N > 1. Fix n ≥ 2. The change of variables
u = x
n
results in du = nx
n−1
dx, and, since u
1/n
= x, we have x
n−1
= u
1−
1
n
. Therefore,

N
1
sin x
n
x
n
dx =

N
n
1
sin u
u
du
nu
1−
1
n
=
1
n

N
n
1
sin u
u
2−
1
n
du.
23
1.5 2001 November 26 1 REAL ANALYSIS
Now,
lim
N→∞
1
n

N
n
1
sin u
u
2−
1
n
du

≤ lim
N→∞
1
n

N
n
1
u
1
n
−2
du = lim
N→∞
1
n
u
1
n
−1
1
n
−1

N
n
1
=
1
n −1
.
Therefore,


1
sin x
n
x
n
dx


1
n −1
,
and so,
lim
n→∞


1
sin x
n
x
n
dx = 0. (10)
Combining results (9) and (10) yields
lim
n→∞


0
sin x
n
x
n
dx = 1.
¯ .
(c) This is false, as the following example demonstrates: Let f
n
=
1
n
χ
[0,n)
. Then f
n
→ 0 uniformly and so

limf
n
= 0. On the other hand,

f
n
= 1 for all n ∈ N. Therefore, lim

f
n
= 1 = 0 =

limf
n
. ¯ .
24
1.5 2001 November 26 1 REAL ANALYSIS
6. Let f : H → H be a bounded linear functional on a separable Hilbert space H (with inner product denoted by
', `). Prove that there is a unique element y ∈ H such that
f(x) = 'x, y` for all x ∈ H and |f| = |y|.
Hint. You may use the following facts: A separable Hilbert space, H, contains a complete orthonormal sequence,
¦φ
k
¦

k=1
, satisfying the following properties: (1) If x, y ∈ H and if 'x, φ
k
` = 'y, φ
k
` for all k, then x = y. (2)
Parseval’s equality holds; that is, for all x ∈ H, 'x, x` =
¸

k=1
a
2
k
, where a
k
= 'x, φ
k
`.
Solution: Define y =
¸

k=1
f(φ
k

k
, and check that this y ∈ H has the desired properties.
First observe that, by properties (1) and (2) given the hint, any x ∈ H can be written as x =
¸

k=1
a
k
φ
k
, where
a
k
= 'x, φ
k
`, for each k ∈ N. Therefore, by linearity of f,
f(x) = f(
¸
k
a
k
φ
k
) =
¸
k
a
k
f(φ
k
). (11)
Now
'x, y` = '
¸
k
a
k
φ
k
, y` =
¸
k
a
k

k
, y`, (12)
and, by definition of y,

k
, y` = 'φ
k
,
¸
j
f(φ
j

j
` =
¸
j
f(φ
j
)'φ
k
, φ
j
` = f(φ
k
). (13)
The last equality holds by orthonormality; i.e., 'φ
k
, φ
j
` is 1 when j = k and 0 otherwise. Putting it all together,
we see that, for every x ∈ H,
f(x) =
¸
k
a
k
f(φ
k
) ∵ (11)
=
¸
k
a
k

k
, y` ∵ (13)
= 'x, y` ∵ (12)
Moreover, this y is unique. For, suppose there is another y

∈ H such that f(x) = 'x, y

` for all x ∈ X. Then
'x, y` = f(x) = 'x, y

` for all x ∈ X. In particular, 'φ
k
, y` = f(φ
k
) = 'φ
k
, y

` for each k ∈ N, which, by
property (1) of the hint, proves that y = y

.
Finally, we must show |f| = |y|. Observe,
|f| = sup
x∈X
¦[f(x)[ : |x| ≤ 1¦ = sup
x∈X
[f(x)[
|x|
= sup
x∈X
[(x, y)[
|x|
,
and recall that [(x, y)[ ≤ |x||y| holds for all x, y ∈ X. Whence,
|f| = sup
x∈X
[(x, y)[
|x|
≤ |y|. (14)
On the other hand,
|f| = sup
x∈X
[(x, y)[
|x|

[(y, y)[
|y|
=
|y|
2
|y|
= |y|. (15)
Together, (14) and (15) give |f| = |y|, as desired. ¯ .
25
1.5 2001 November 26 1 REAL ANALYSIS
7. Let X be a normed linear space and let Y be a Banach space. Let
B(X, Y ) = ¦A[ A : X → Y is a bounded linear operator¦.
Then with the norm |A| = sup
x≤1
|Ax|, B(X, Y ) is a normed linear space (you need not show this). Prove
that B(X, Y ) is a Banach space; that is, prove that B(X, Y ) is complete.
Solution: Let ¦T
n
¦ ⊂ B(X, Y ) be a Cauchy sequence; i.e., |T
n
−T
m
| → 0 as m, n → ∞. Fix x ∈ X. Then,
|T
n
x −T
m
x|
Y
≤ |T
n
−T
m
||x|
X
→ 0, as n, m → ∞.
Therefore, the sequence ¦T
n
x¦ ⊂ Y is a Cauchy sequence in (Y, | |
Y
). Since the latter is complete, the limit
lim
n→∞
T
n
x = y ∈ Y exists. Define T : X → Y by Tx = lim
n→∞
T
n
x, for each x ∈ X. To complete the proof,
we must check that T is linear, bounded, and satisfies lim
n→∞
|T
n
−T| = 0.
• T is linear:
For x
1
, x
2
∈ X,
T(x
1
+x
2
) = lim
n→∞
T
n
(x
1
+x
2
)
= lim
n→∞
(T
n
x
1
+T
n
x
2
) (∵ T
n
is linear)
= lim
n→∞
T
n
x
1
+ lim
n→∞
T
n
x
2
(∵ both limits exist)
= Tx
1
+Tx
2
.
• T is bounded:
First, note that ¦|T
n
|¦ is a Cauchy sequence of real numbers, since [ |T
n
| −|T
m
| [ ≤ |T
n
− T
m
| → 0,
as n, m → ∞. Therefore, there is a c ∈ R such that |T
n
| → c, as n → ∞. For some N ∈ N, then,
|T
n
| ≤ c + 1 for all n ≥ N. Thus,
|T
n
x|
Y
≤ |T
n
||x|
X
≤ (c + 1)|x|
X
(∀x ∈ X). (16)
Now, by definition, T
n
x → Tx, for all x ∈ X and, since the norm | |
Y
is uniformly continuous,
26
|T
n
x|
Y
→ |Tx|
Y
(∀x ∈ X). (17)
Taken together, (16) and (17) imply |Tx|
Y
≤ (c + 1)|x|
X
, for all x ∈ X. Therefore, T is bounded.
• lim
n→∞
|T
n
−T| = 0:
Fix > 0 and choose N ∈ N such that n, m ≥ N implies |T
n
−T
m
| < . Then,
|T
n
x −T
m
x| ≤ |T
n
−T
m
||x|
X
< |x|
X
holds for all n, m ≥ N, and x ∈ X. Letting m go to infinity, then,
|T
n
x −Tx| = lim
m→∞
|T
n
x −T
m
x| ≤ |x|
X
.
That is, |T
n
x −Tx| ≤ |x|
X
, for all n ≥ N and x ∈ X. Whence, |T
n
−T| ≤ for all n ≥ N.
¯ .
26
Proof: | a
Y
−b
Y
| ≤ a −b
Y
(∀a, b ∈ Y ).
26
1.6 2004 April 19 1 REAL ANALYSIS
1.6 2004 April 19
Instructions. Use a separate sheet of paper for each new problem. Do as many problems as you can. Complete
solutions to five problems will be considered as an excellent performance. Be advised that a few complete and well
written solutions will count more than several partial solutions.
Notation: f ∈ C(X) means that f is a real-valued, continuous function defined on X.
1. (a) Let S be a (Lebesgue) measurable subset of R and let f, g : S → R be measurable functions. Prove that (i)
f +g is measurable and (ii) if φ ∈ C(R), then φ(f) is measurable.
(b) Let f : [a, b] → [−∞, ∞] be a measurable function. Suppose that f takes the value ±∞ only on a set of
(Lebesgue) measure zero. Prove that for any > 0 there is a positive number M such that [f[ ≤ M, except on a
set of measure less than .
Solution:
(a) Proof 1: Since f and g are real measurable functions of S, and since the mapping Φ : R R → R defined by
Φ(x, y) = x+y is continuous, theorem A.3 implies that the function f +g = Φ(f, g) is measurable. If φ ∈ C(R),
then φ(f) is measurable by part (b) of theorem A.2.
Proof 2: Let ¦q
i
¦

i=1
be an enumeration of the rationals. Then, for any α ∈ R,
¦x ∈ S : f(x) +g(x) < α¦ =

¸
i=1
¦x ∈ S : f(x) < α −q
i
¦ ∩ ¦x ∈ S : g(x) < q
i
¦.
Since each set on the right is measurable, and since σ-algebras are closed under countable unions and intersections,
¦x ∈ S : f(x) +g(x) < α¦ is measurable. Since α was arbitrary, f +g is measurable.
The function φf is measurable if and only if, for any open subset U of R, the set (φf)
−1
(U) is measurable. Let U
be open in R. Then φ
−1
(U) is open, since φ ∈ C(R), and so (φf)
−1
(U) = f
−1

−1
(U)) is measurable, since f
is measurable. Therefore, φf is measurable.
(b) Fix > 0. For n ∈ N, define A
n
= ¦x ∈ [a, b] : [f(x)[ ≤ n¦. Then
[a, b] =

¸
n=1
A
n
∪ A

, (18)
where
27
A

= ¦x : f(x) = ±∞¦. Also, A
1
⊆ A
2
⊆ and, since f is measurable, each A
n
is measurable.
Therefore, µ(A
n
) ↑ µ(∪
n
A
n
), as n → ∞. Note that all sets are contained in [a, b] and thus have finite measure.
Let M ∈ N be such that µ(∪
n
A
n
) −µ(A
M
) < . Then [f[ ≤ M except on [a, b] ` A
M
, and by (18),
µ([a, b] ` A
M
) = µ(∪
n
A
n
∪ A

` A
M
)
≤ µ(∪
n
A
n
` A
M
) +µ(A

)
= µ(∪
n
A
n
` A
M
) < .
The second equality holds since we assumed f(x) = ±∞only on a set of measure zero; i.e., µ(A

) = 0. ¯ .
27
Since f is an extended real valued function, we must not forget to include A∞, without which the union in (18) would not be all of [a, b].
27
1.6 2004 April 19 1 REAL ANALYSIS
2. (a) State Egorov’s theorem.
(b) State Fatou’s lemma.
(c) Let ¦f
n
¦ ⊂ L
p
[0, 1], where 1 ≤ p < ∞. Suppose that f
n
→ f a.e., where f ∈ L
p
[0, 1]. Prove that
|f
n
−f|
p
→ 0 if and only if |f
n
|
p
→ |f|
p
.
Solution:
(a) See theorem A.6.
(b) See theorem A.4.
(c) (⇒) By the Minkowsky inequality, |f
n
|
p
= |f
n
− f + f|
p
≤ |f
n
− f|
p
+ |f|
p
. Similarly, |f|
p

|f
n
−f|
p
+|f
n
|
p
. Together, the two inequalities yield [|f
n
|
p
−|f|
p
[ ≤ |f
n
−f|
p
. Therefore, |f
n
−f|
p
→ 0
implies [|f
n
|
p
−|f|
p
[ → 0. This proves necessity.
(⇐) I know of three proofs of sufficiency. The second is similar to the first, only much shorter as it exploits the full
power of the general version of Lebesgue’s dominated convergence theorem, whereas the first proof merely relies
on Fatou’s lemma.
28
The third proof uses both Fatou’s lemma and Egoroff’s theorem, so, judging from parts (a)
and (b), this may be closer to what the examiners had in mind. Note that none of the proofs use the assumption that
the measure space is finite, so we may as well work in the more general space L
p
(X, M, µ).
Both proofs 1 and 2 make use of the following:
Lemma 1.4 If α, β ∈ [0, ∞) and 1 ≤ p < ∞, then (α +β)
p
≤ 2
p−1

p

p
).
Proof: When p ≥ 1, φ(x) = x
p
is convex on [0, ∞). Thus, for all α, β ∈ [0, ∞),

α +β
2
«
p
= φ

α +β
2
«

1
2
[φ(α) +φ(β)] =
1
2

p

p
).
When α, β ∈ R, the triangle inequality followed by the lemma yields
[α −β[
p
≤ [[α[ +[β[[
p
≤ 2
p−1
([α[
p
+[β[
p
). (19)
Proof 1: By (19),
[f
n
−f[
p
≤ 2
p−1
([f
n
[
p
+[f[
p
).
In particular, f
n
−f ∈ L
p
, for each n ∈ N. Moreover, the functions
g
n
= 2
p−1
([f
n
[
p
+[f[
p
) −[f
n
−f[
p
. (20)
are non-negative. Now notice that limg
n
= 2
p
[f[
p
. Applying Fatou’s lemma to (20), then,

2
p
[f[
p
=

limg
n
≤ lim

g
n
= lim

¸
2
p−1
([f
n
[
p
+[f[
p
) −[f
n
−f[
p
¸
.
Since |f
n
|
p
→ |f|
p
, this implies
2
p

[f[
p
≤ 2
p

[f[
p
−lim

[f
n
−f[
p
.
Equivalently 0 ≤ −lim

[f
n
−f[
p
. This proves |f
n
−f|
p
→ 0. ¯ .
28
Disclaimer: I made up the first proof, so you should check it carefully for yourself and decide whether you believe me.
28
1.6 2004 April 19 1 REAL ANALYSIS
Proof 2: By (19),
[f
n
−f[
p
≤ 2
p−1
([f
n
[
p
+[f[
p
). (21)
In particular, f
n
−f ∈ L
p
, for each n ∈ N. Define the functions
g
n
= 2
p−1
([f
n
[
p
+[f[
p
) and g = 2
p
[f[
p
.
Then g
n
→ g a.e., and |f
n
|
p
→ |f|
p
implies

g
n

g. Also, g
n
≥ [f
n
− f[
p
→ 0 a.e., by (21). Therefore,
the dominated convergence theorem (theorem A.5) implies

[f
n
−f[
p
→ 0. ¯ .
Proof 3: Since f ∈ L
p
, for all > 0, there is a number δ > 0 and a set B ∈ Mof finite measure such that f is
bounded on B,

X\B
[f[
p
dµ < /2, and

E
[f[
p
dµ < /2, for all E ∈ Mwith µE < δ. By Egoroff’s theorem,
there is a set A ⊆ B such that µ(A` B) < δ and f
n
→ f uniformly on A. Therefore,

X
[f[
p
=

X\B
[f[
p
+

B\A
[f[
p
+

A
[f[
p
< /2 +/2 +

A
[f[
p
≤ + lim

A
[f
n
[
p
, (22)
since, by Fatou’s lemma,

A
[f[
p
=

A
lim[f
n
[
p
≤ lim

A
[f
n
[
p
. By hypothesis, |f
n
|
p
→ |f|
p
. Therefore
lim

A
[f
n
[
p
= lim

X
[f
n
[
p

X\A
[f
n
[
p
¸
=

X
[f[
p
−lim

X\A
[f
n
[
p
.
By (22), then,

X
[f[
p
< +

X
[f[
p
−lim

X\A
[f
n
[
p
.
Therefore, lim

X\A
[f
n
[
p
< (since f ∈ L
p
). Finally, note that
|f
n
−f|
p
= |(f
n
−f)χ
A
+ (f
n
−f)χ
X\A
|
p
≤ |(f
n
−f)χ
A
|
p
+|(f
n
−f)χ
X\A
|
p
(Minkowsky)
≤ |(f
n
−f)χ
A
|
p
+|f
n
χ
X\A
|
p
+|fχ
X\A
|
p
.
Therefore,
lim|f
n
−f|
p
≤ lim¦[f
n
(x) −f(x) : x ∈ A¦µ(A)
1/p
+ lim

X\A
[f
n
[
p

1/p
+

X\A
[f[
p

1/p
.
The first term on the right goes to zero since f
n
→ f uniformly on A. The other terms are bounded by 2
1/p
. ¯ .
29
1.6 2004 April 19 1 REAL ANALYSIS
3. (a) Let S = [0, 1] and let ¦f
n
¦ ⊂ L
p
(S), where 1 < p < ∞. Suppose that f
n
→ f a.e. on S, where f ∈ L
p
(S). If
there is a constant M such that |f
n
|
p
≤ M for all n, prove that for each g ∈ L
q
(S),
1
p
+
1
q
= 1, we have
lim
n→∞

S
f
n
g =

S
fg.
(b) Show by means of an example that this result is false for p = 1.
4. State and prove the closed graph theorem.
5. Prove or disprove:
(a) For 1 ≤ p < ∞, let
p
:= ¦x = ¦x
k
¦ [ |x|
p
= (
¸

k=1
[x
k
[
p
)
1/p
< ∞¦. Then for p = 2,
p
is a Hilbert
space.
(b) Let X = (C[0, 1], | |
1
), where the linear space C[0, 1] is endowed with the L
1
-norm: |f|
1
=

1
0
[f(x)[ dx.
Then X is a Banach space.
(c) Every real, separable Hilbert space is isometrically isomorphic to
2
.
6. (a) Give a precise statement of some version of Fubini’s theorem that is valid for non-negative functions.
(b) Let f, g ∈ L
1
(R). (i) Prove that the integral
h(x) =

R
f(x −t)g(t) dt
exists for almost all x ∈ R and that h ∈ L
1
(R). (ii) Show that |h|
1
≤ |f|
1
|g|
1
.
7. (a) State the Radon-Nikodym theorem.
(b) Let (X, B, µ) be a complete measure space, where µ is a positive measure defined on the σ-algebra, B, of
subsets of X. Suppose µ(X) < ∞. Let S be a closed subset of R and let f ∈ L
1
(µ), where f is an extended
real-valued function defined on X. If
A
E
(f) =
1
µ(E)

E
f dµ ∈ S
for every E ∈ B with µ(E) > 0, prove that f(x) ∈ S for almost all x ∈ X.
30
1.7 2007 November 16 1 REAL ANALYSIS
1.7 2007 November 16
Notation: R is the set of real numbers and R
n
is n-dimensional Euclidean space. Denote by m Lebesgue measure on
R and m
n
n-dimensional Lebesgue measure. Be sure to give a complete statement of any theorems from analysis that
you use in your proofs below.
1. Let µ be a positive measure on a measure space X. Assume that E
1
, E
2
, . . . are measurable subsets of X with the
property that for n = m, µ(E
n
∩ E
m
) = 0. Let E be the union of these sets. Prove that
µ(E) =

¸
n=1
µ(E
n
)
Solution: Define F
1
= E
1
, F
2
= E
2
` E
1
, F
3
= E
3
` (E
1
∪ E
2
), . . . , and, in general,
F
n
= E
n
`
n−1
¸
i=1
E
i
(n = 2, 3, . . . ).
If Mis the σ-algebra of µ-measurable subsets of X, then F
n
∈ Mfor each n ∈ N, since Mis a σ-algebra. Also,
F
i
∩ F
j
= ∅ for i = j, and F
1
∪ F
2
∪ ∪ F
n
= E
1
∪ E
2
∪ ∪ E
n
for all n ∈ N. Thus,

¸
n=1
F
n
=

¸
n=1
E
n
E,
and, by σ-additivity of µ,
µ(E) = µ(

¸
n=1
F
n
) =

¸
n=1
µ(F
n
).
Therefore, if we can show µ(E
n
) = µ(F
n
) holds for all n ∈ N, the proof will be complete.
Now, for each n = 2, 3, . . . ,
F
n
= E
n
∩ (
n−1
¸
i=1
E
i
)
c
(23)
and
µ(E
n
) = µ(E
n
∩ (
n−1
¸
i=1
E
i
)
c
) +µ(E
n
∩ (
n−1
¸
i=1
E
i
)). (24)
Equation (24) holds because
¸
n−1
i=1
E
i
is a measurable set for each n = 2, 3, . . . . Finally, note that
E
n
∩ (
n−1
¸
i=1
E
i
) =
n−1
¸
i=1
(E
n
∩ E
i
),
which implies
µ(E
n
∩ (
n−1
¸
i=1
E
i
)) ≤
n−1
¸
i=1
µ(E
n
∩ E
i
),
by σ-subadditivity. By assumption, each term in the last sum is zero, and therefore, by (23) and (24),
µ(E
n
) = µ(E
n
∩ (
n−1
¸
i=1
E
i
)
c
) = µ(F
n
) holds for each n = 2, 3, . . . .
For n = 1, we have F
1
= E
1
, by definition. This completes the proof. ¯ .
31
1.7 2007 November 16 1 REAL ANALYSIS
2. (a) State a theorem that illustrates Littlewood’s Principle for pointwise a.e. convergence of a sequence of functions
on R.
(b) Suppose that f
n
∈ L
1
(m) for n = 1, 2, . . . . Assuming that |f
n
−f|
1
→ 0 and f
n
→ g a.e. as n → ∞, what
relation exists between f and g? Make a conjecture and then prove it using the statement in Part (a).
Solution:
(a) I think it’s generally accepted that the Littlewood principle dealing with a.e. convergence of a sequence of
functions on R is Egoroff’s theorem, which is stated below in section A.6.
(b) Conjecture: f = g a.e.
Proof 1:
29
First recall that L
1
convergence implies convergence in measure. That is, if ¦f
n
¦ ⊂ L
1
(m) and
|f
n
−f|
1
→ 0, then f
n
→ f in measure. (Proof: m(¦x : [f
n
(x) −f(x)[ > ¦) ≤
1

|f
n
−f|
1
→ 0.) Next recall
another important theorem
30
which states that if f
n
→ f in measure then there is a subsequence ¦f
nj
¦ ⊆ ¦f
n
¦
which converges a.e. to f as j → ∞. Combining these two results in the present context (Lebesgue measure on
the real line), we can say the following:
31
If ¦f
n
¦ ⊂ L
1
(m) and |f
n
− f|
1
→ 0 then there is a subsequence
¦f
nj
¦ ⊆ ¦f
n
¦ with the property f
nj
(x) → f(x) for almost all x ∈ R.
Now, if f
n
(x) → g(x) for almost all x ∈ R, and if B
1
be the set of measure zero where f
n
(x) g(x), then off of
B
1
the sequence f
n
, as well as every subsequence of f
n
, converges to g. Let ¦f
nj
¦ be the subsequence mentioned
above which converges to f almost everywhere. Then
[f(x) −g(x)[ ≤ [f(x) −f
nj
(x)[ +[f
nj
(x) −g(x)[. (25)
Define B
2
= ¦x ∈ R : f
nj
(x) f(x)¦. Then the set B = B
1
∪ B
2
has measure zero and, for all x ∈ R ` B,
f
nj
(x) → f(x) and f
nj
(x) → g(x) . Therefore, by (25), [f(x) −g(x)[ = 0 for all x ∈ R ` B. It follows that the
set ¦x ∈ R : f
(
x) = g(x)¦ ⊂ B, as a subset of a null set, must itself be a null set (since m is complete). That is,
f = g a.e. and the conjecture is proved. ¯ .
Proof 2: First, we claim that if f = g a.e. on [−n, n] for every n ∈ N, then f = g a.e. in R. To see this, let
B
n
= ¦x ∈ [−n, n] : f(x) = g(x)¦. Then mB
n
= 0 for all n ∈ N, so that if B = ¦x ∈ R : f(x) = g(x)¦, then
B = ∪B
n
and mB ≤
¸
mB
n
= 0, as claimed. Thus, to prove the conjecture, it is enough to show that f = g for
almost every −n ≤ x ≤ n, for an arbitrary fixed n ∈ N.
Fix n ∈ N, and suppose we know that f − g ∈ L
1
([−n, n], m). (This will follow from the fact that f, g ∈
L
1
([−n, n], m), which we prove below.) Then, for all > 0 there is a δ > 0 such that

E
[f − g[ dm < for
all measurable E ⊆ [−n, n] with mE < δ. Now apply Egoroff’s theorem to find a set A ⊆ [−n, n] such that
m([−n, n] ` A) < δ and f
n
→ g uniformly on A. Then

n
−n
[f −g[ dm =

[−n,n]\A
[f −g[ dm+

A
[f −g[ dm
≤ +

A
[f −f
n
[ dm+

A
[f
n
−g[ dm
≤ +|f −f
n
|
1
+mA sup
x∈A
[f
n
(x) −g(x)[,
29
Note that Proof 1, which seems to me the more natural one, doesn’t use Egoroff’s theorem, so either the examiners were looking for a different
proof, or a different conjecture, or perhaps Egoroff’s theorem was not the Littlewood principle they had in mind. In any event, I have found a way
to prove the conjecture which does make use of Egoroff’s theorem, and this appears here as Proof 2.
30
Folland [4], theorem 2.30 and its corollary.
31
Perhaps this statement is the version of the Littlewood principle dealing with a.e. convergence that we were meant to cite in part (a).
32
1.7 2007 November 16 1 REAL ANALYSIS
where |f −f
n
|
1
→ 0, by assumption, and sup
x∈A
[f
n
(x) −g(x)[ → 0 since f
n
→ g uniformly on A. Since > 0
was arbitrary, it follows that

n
−n
[f −g[ dm = 0 and, for functions f, g ∈ L
1
([−n, n], m), this implies that f = g
a.e. on [−n, n].
It remains to show that f, g ∈ L
1
([−n, n], m). It’s clear that f ∈ L
1
since |f|
1
≤ |f − f
n
|
1
+ |f
n
|
1
< ∞. To
prove g ∈ L
1
([−n, n], m) note that f
n
a.e.
−−→ g implies lim
n
[f
n
(x)[ = [g(x)[ for almost all x, so by Fatou’s lemma,
|g|
1
=

[g[ dm =

lim[f
n
[ dm ≤ lim

[f
n
[ dm = lim|f
n
|
1
= |f|
1
< ∞.
The last equality holds because, by the triangle inequality, [|f
n
|
1
−|f|
1
[ ≤ |f
n
−f|
1
→ 0. ¯ .
3. Let K be a compact subset in R
3
and let f(x) = dist(x, K).
(a) Prove that f is a continuous function and that f(x) = 0 if and only if x ∈ K.
(b) Let g = max(1 −f, 0) and prove that lim
n→∞

g
n
exists and is equal to m
3
(K).
Solution: (a) Define dist(x, K) = f(x) = inf
k∈K
[x −k[. Clearly, for all k ∈ K, f(x) ≤ [x −k[. Therefore, by
the triangle inequality, for any x, y ∈ R
3
,
f(x) ≤ [x −y[ +[y −k[, ∀k ∈ K,
and so, taking the infemum over k ∈ K on the right,
f(x) ≤ [x −y[ +f(y). (26)
Similarly,
f(y) ≤ [x −y[ +f(x). (27)
Obviously, for any given x ∈ R
3
, f(x) is finite. Therefore, (26) and (27) together imply that
[f(x) −f(y)[ ≤ [x −y[, ∀ x, y ∈ R
3
.
Whence f is (Lipschitz) continuous.
Now, if x ∈ K, then it’s clear that f(x) = 0. Suppose x / ∈ K; that is, x is in the complement K
c
of K. Since K is
closed, K
c
is open and we can find an -neighborhood about x fully contained in K
c
, in which case f(x) > . We
have thus proved that f(x) = 0 if and only if x ∈ K. ¯ .
(b) First observe that f(x) = 0 for all x ∈ K, and f(x) > 0 for all x / ∈ K. Define K
1
to be a closed and bounded
set containing K on which f(x) ≤ 1. That is, K
1
is the set of points that are a distance of not more than 1 unit
from the set K. In particular K ⊂ K
1
. Notice that g = max(1 − f, 0) = (1 − f)χ
K1
. Also, if x ∈ K
1
` K,
then 0 ≤ 1 − f(x) < 1, so g
n
→ 0 on the set K
1
` K, while on the set K, g
n
= 1 for all n ∈ N. Therefore,
g
n
→ χ
K
. Finally, note that g
n
≤ χ
K1
∈ L
1
(R
3
) so the dominated convergence theorem can be applied to yield
lim
n→∞

g
n
=

χ
K
= m
3
(K). ¯ .
33
1.7 2007 November 16 1 REAL ANALYSIS
4. Let E be a Borel subset of R
2
.
(a) Explain what this means.
(b) Suppose that for every real number t the set E
t
= ¦(x, y) ∈ E [ x = t¦ is finite. Prove that E is a Lebesgue
null set.
Solution:
(a) The Borel σ-algebra of R
2
, which we denote by B(R
2
), is the smallest σ-algebra that contains the open subsets
of R
2
. The sets belonging to B(R
2
) are called Borel subsets of R
2
.
(b) First observe that if G is a finite subset of R, then G is a Lebesgue null set. That is, mG = 0. In fact, it is easy
to prove that if G is any countable subset, then mG = 0. (Just fix > 0 and cover each point x
n
∈ G with a set
E
n
of measure less than 2
−n
. Then mG ≤
¸
mE
n
< .)
In problems involving 2-dimensional Lebesgue measure, distinguishing x and y coordinates sometimes clarifies
things. To wit, let (X, B(X), µ) = (Y, B(Y ), ν) be two identical copies of the measure space (R, B(R), m), and
represent Lebesgue measure on R
2
by
32
(X Y, B(X) ⊗B(Y ), µ ν) = (R
2
, B(R
2
), m
2
).
Our goal is to prove that m
2
E = 0. First note that
m
2
E = (µ ν)(E) =

X×Y
χ
E
d(µ ν).
The integrand χ
E
is non-negative and measurable (since E is Borel). Therefore, by Tonelli’s theorem (A.8),
m
2
E =

Y

X
χ
E
(x, y) dµ(x) dν(y) =

X

Y
χ
E
(x, y) dν(y) dµ(x). (28)
Now, let
G
t
= ¦y ∈ R : (x, y) ∈ E and x = t¦.
This is the so called “x-section” of E at the point x = t. It is a subset of R, but we can view it as a subset of R
2
by
simply identifying each point y ∈ G
t
with the point (t, y) ∈ E
t
= ¦(x, y) ∈ E : x = t¦. It follows that, for each
t ∈ R, G
t
is a finite subset of R. Therefore, mG
t
= 0. Finally, by (28),
m
2
E =

X

Y
χ
Gt
(y) dν(y) dµ(t) =

X
νG
t
dµ(t) = 0.
since νG
t
mG
t
= 0. ¯ .
5. Let µ and ν be finite positive measures on the measurable space (X, /) such that ν < µ < ν, and let

d(µ+ν)
represent the Radon-Nikodym derivative of ν with respect to µ +ν. Show that
0 <

d(µ +ν)
< 1 a.e. [µ].
Solution: First note that ν < µ implies ν < µ + ν, so, by the Radon-Nikodym theorem (A.7), there is a unique
f ∈ L
1
(µ +ν) such that
ν(E) =

E
f d(µ +ν) ∀E ∈ /.
32
The notation B(X) ⊗B(Y ) denotes the σ-algebra generated by all sets A ×B ⊆ X ×Y with A ∈ B(X) and B ∈ B(Y ). See A.1.6. In
this case, B(X) ⊗B(Y ) is the same as B(R
2
).
34
1.7 2007 November 16 1 REAL ANALYSIS
Indeed, f is the Radon-Nikodym derivative; i.e., f =

d(µ+ν)
. We want to show 0 < f(x) < 1 holds for µ-almost
every x ∈ X. Since we’re dealing with positive measures, we can assume f(x) ≥ 0 for all x ∈ X.
If B
0
= ¦x ∈ X : f(x) = 0¦, then
ν(B
0
) =

B0
f d(µ +ν) = 0.
Therefore, µ(B
0
) = 0, since µ < ν, which proves that f(x) > 0, [µ]-a.e.
If B
1
= ¦x ∈ X : f(x) ≥ 1¦, then
ν(B
1
) =

B1
f d(µ +ν) ≥ (µ +ν)(B
1
) = µ(B
1
) +ν(B
1
).
Since ν is finite by assumption, we can subtract ν(B
0
) from both sides to obtain µ(B
1
) = 0. This proves f(x) < 1,
[µ]-a.e. ¯ .
6.
33
Suppose that 1 < p < ∞and that q = p/(p −1).
(a) Let a
1
, a
2
, . . . be a sequence of real numbers for which the series
¸
a
n
b
n
converges for all real sequences ¦b
n
¦
satisfying the condition
¸
[b
n
[
q
< ∞. Prove that
¸
[a
n
[
p
< ∞.
(b) Discuss the cases of p = 1 and p = ∞. Prove your assertions.
Solution: (a) For each k ∈ N, define T
k
:
q
(N) → R by T
k
(b) =
¸
k
n=1
a
n
b
n
, for b ∈
q
(N). Then ¦T
k
¦ is a
family of pointwise bounded linear functionals. That is, each T
k
is a linear functional, and, for each b ∈
q
(N),
there is an M
b
≥ 0 such that [T
k
(b)[ ≤ M
b
holds for all k ∈ N. To see this, simply note that a convergent sequence
of real numbers is bounded, and, in the present case, we have
S
k

k
¸
n=1
a
n
b
n


¸
n=1
a
n
b
n
= x ∈ R.
Thus, ¦T
k
(b)¦ = ¦S
k
¦ is a convergent sequence of reals, so, if N ∈ N is such that k ≥ N implies [S
k
− x[ < 1,
and if M

b
is defined to be max¦[S
k
[ : 1 ≤ k ≤ N¦, then, for any k ∈ N,
[T
k
(b)[ ≤ M
b
max¦M

b
, x + 1¦.
Next note that
q
is a Banach space, so the (Banach-Steinhauss) principle of uniform boundedness implies that
there is a single M > 0 such that |T
k
| ≤ M for all k ∈ N. In other words,
(∃ M > 0) (∀b ∈
q
) (∀k ∈ N) [T
k
(b)[ ≤ M|b|.
Define let T(b)
¸

n=1
a
n
b
n
= lim
k→∞
T
k
(b), which exists by assumption. Since [ [ is continuous, we conclude
that lim
k→∞
[T
k
(b)[ = [T(b)[. Finally, since [T
k
(b)[ ≤ M|b| for all k ∈ N, we have [T(b)[ ≤ M|b|. That is T is
a bounded linear functional on
q
(N).
Now, by the Riesz representation theorem, if 1 ≤ q < ∞, then any bounded linear functional T ∈

q
is uniquely
representable by some α = (α
1
, α
2
, . . . ) ∈
p
as
T(b) =

¸
n=1
α
n
b
n
. (29)
33
On the original exam this question asked only about the special case p = q = 2.
35
1.7 2007 November 16 1 REAL ANALYSIS
On the other hand, by definition, T(b) =
¸

n=1
a
n
b
n
, for all b ∈
q
. Since the representation in (29) is unique,
a = α ∈
p
. That is,
¸
n
[a
n
[
p
< ∞. ¯ .
(b) Consider the case p = 1 and q = ∞. First recall that the Riesz representation theorem says that every
T ∈

q
(1 ≤ q < ∞) is uniquely representable by some α ∈
p
(where p = q/(q −1), so 1 < p ≤ ∞). That is
p
is the dual of
q
, when 1 ≤ q < ∞ and p = q/(q − 1). However, in the present case we have q = ∞ and p = 1
and
1
is not the dual of

. (Perhaps the easiest way to see this is to note that
1
is separable but

is not. For
the collection of a ∈

such that a
n
∈ ¦0, 1¦, n ∈ N, is uncountable and, for any two distinct such sequences
a, b ∈ ¦0, 1¦
N
, we have |a − b|

= 1, so there cannot be a countable base, so

is not second countable, and a
metric space is separable iff it is second countable.)
So we can’t use the same method of proof for this case. However, I believe the result still holds by the following
simple argument: Define b = (b
1
, b
2
, . . . ) by
b
n
= sgn(a
n
) =

¯ a
n
/[a
n
[, for a
n
= 0,
0, for a
n
= 0,
(n ∈ N).
Then
¸
n
[a
n
[ =
¸
n
a
n
b
n
converges by the hypothesis, since [b
n
[ ∈ ¦0, 1¦ implies b ∈

. Therefore, a ∈
1
.
Finally, in case p = ∞and q = 1, the Riesz representation theorem can be applied as in part (a). ¯ .
Please email comments, suggestions, and corrections to williamdemeo@gmail.com.
36
2 COMPLEX ANALYSIS
2 Complex Analysis
37
2.1 1989 April 2 COMPLEX ANALYSIS
2.1 1989 April
INSTRUCTIONS: Do at least four problems.
TIME LIMIT: 1.5 hours
34
1. (a) Let U be the unit disk in the complex plane C, U = ¦z ∈ C : [z[ < 1¦, and let f be an analytic function in a
neighborhood of the closure of U. Show that if f is real on all the boundary of U, then f must be constant.
(b) Let u be a real harmonic function in all the complex plane C. Show that if u(z) ≥ 0 for all z ∈ C, then
u must be constant.
Solution: (a) The hypotheses imply that Imf(e

) = 0 for all θ ∈ R. Since f is holomorphic in a neighborhood
Ω of U, the series
f(z) =

¸
n=0
a
n
z
n
converges uniformly on any compact subset of Ω. The unit circle T = ¦z : [z[ = 1¦ = ¦e

: θ ∈ R¦ is one such
compact subset, and here the series is
f(e

) =

¸
n=0
a
n
e
inθ
.
If we write the coefficients as a
n
= c
n
+ib
n
, where c
n
, b
n
∈ R, then we have
a
n
e
inθ
= (c
n
+ib
n
)[cos(nθ) +i sin(nθ)] = [c
n
cos(nθ) −b
n
sin(nθ)] +i[c
n
sin(nθ) +b
n
cos(nθ)].
Thus, by the hypothesis, the series
Imf(e

) =

¸
n=0
[c
n
sin(nθ) +b
n
cos(nθ)]
converges uniformly to zero for all θ ∈ [0, 2π]. Therefore, with the possible exception of c
0
, we have c
n
= b
n
= 0,
for all n, so f ≡ c
0
. ¯ .
(b) Since C is simply connected, there is a real-valued harmonic conjugate v(z) such that the function f(z) =
u(z) +iv(z) is entire. Now, since u(z) ≥ 0, f(z) maps the complex plane into the right half-plane, ¦Ref(z) ≥ 0¦.
It follows immediately from Picard’s theorem that f must be constant.
35
However, an elementary argument using
only Liouville’s theorem is probably preferable, so let f be as above, and define g(z) = f(z) + 1. Then g is
entire and maps C into ¦w ∈ C : Rew ≥ 1¦. In particular, g(z) is bounded away from zero, so the function
h(z) = 1/g(z) is a bounded entire function. (In fact, [h(z)[ ≤ 1.) Therefore, by Liouville’s theorem, h is constant,
so f is constant, so u = Ref is constant. ¯ .
34
In 1989 there was a single three hour test covering both real and complex analysis. Students were required to do nine problems, with at least
four from each part.
35
Picard’s theorem states that a non-constant entire function can omit at most one value of C from its range. This is a very powerful theorem, but
if you use it for an easy problem like this one, you might be accused of killing a fly with a sledge hammer!
38
2.1 1989 April 2 COMPLEX ANALYSIS
2. Let f be an analytic function in the region ¦z : [z[ > 1¦, and suppose that
lim
z→∞
f(z) = 0.
Show that if [z[ > 2, then
1
2πi

|ζ|=2
f(ζ)
ζ −z
dζ = −f(z). (30)
Solution: By Cauchy’s formula, if [z[ < R, then
f(z) =
1
2πi

|ζ|=R
f(ζ)
ζ −z
dζ −
1
2πi

|ζ|=2
f(ζ)
ζ −z
dζ. (31)
Note that this holds for all R > [z[ > 2. Fix > 0. Let R

be such that [f(ζ)[ < /2 for all [ζ[ = R

and
R

> 2[z[. Then [ζ −z[ > R

/2 for all [ζ[ = R

, so
1

|ζ|=R
[f(ζ)[
[ζ −z[
[dζ[ <
/2

2πR

R

/2
= .
Therefore, by (31),

1
2πi

|ζ|=2
f(ζ)
ζ −z
dζ +f(z)

< .
This holds for any , which proves (30). ¯ .
3.
36
Let U be the open unit disk in C, and let U
+
be the top half of this disk,
U
+
= ¦z ∈ C : Imz > 0, [z[ < 1¦.
Exhibit a one-to-one conformal mapping from U
+
onto U.
Solution: Consider ϕ
0
(z) =
1−z
1+z
, a linear fractional transformation which takes U onto the right half-plane
Ω = ¦z ∈ C : Rez > 0¦. (This property of ϕ
0
can be seen by considering ϕ
0
(0) = 1 and ϕ
0
(∞) = −1 and
arguing by symmetry.)
Note that ϕ
0
(1) = 0 and ϕ
0
(x) ∈ R, for all x ∈ R. Also, ϕ
0
is conformal, so it preserves the right angle formed
by the intersection of the circle and the real axis at the point z = 1. Therefore, ϕ
0
takes U
+
onto either the first
quadrant, Ω
+
= ¦z ∈ Ω : Imz > 0¦, or the fourth quadrant, Ω

= ¦z ∈ Ω : Imz < 0¦. To see which, consider
z = i/2.
ϕ
0
(i/2) =
1 −i/2
1 +i/2
=

1 −i/2
1 +i/2

1 −i/2
1 −i/2

=
3 −4i
5
∈ Ω

.
Thus, ϕ
0
: U
+
→ Ω

.
Let ϕ
1
(z) = iz, so that ϕ
1
: Ω

→ Ω
+
, let ϕ
2
(z) = z
2
, so that ϕ
2
: Ω
+
→ ¦Imz > 0¦, and let ϕ
3
(z) = −iz,
so that ϕ
3
: ¦Imz > 0¦ → Ω = ¦Rez > 0¦. Finally, note that ϕ
−1
0
(z) = ϕ
0
(z) maps Ω onto U. Putting it all
together, we see that a map satisfying the requirements is
ϕ(z) = (ϕ
0
◦ ϕ
3
◦ ϕ
2
◦ ϕ
1
◦ ϕ
0
)(z).
¯ .
36
This problem also appears in April ’95 (5) and November ’06 (2).
39
2.1 1989 April 2 COMPLEX ANALYSIS
4. Let ¦f
n
¦ be a sequence of analytic functions in the unit disk U, and suppose there exists a constant M such that

C
[f
n
(z)[ [dz[ ≤ M
for each f
n
and for all circles C lying in U. Prove that ¦f
n
¦ has a subsequence converging uniformly on compact
subsets of U.
Solution: See the solution to problem 7 of November ’91.
5. Let Q be a complex polynomial with distinct simple roots at the points a
1
, a
2
, . . . , a
n
, and let P be a complex
polynomial of degree less than that of Q. Show that
P(z)
Q(z)
=
n
¸
k=1
P(a
k
)
Q

(a
k
)(z −a
k
)
.
6. Use contour integration and the residue method to evaluate the integral


0
cos x
(1 +x
2
)
2
dx.
Solution: Denote the integral by I. Since the integrand is even,
2I =


−∞
cos x
(1 +x
2
)
2
dx.
Consider the simple closed contour Γ
R
= γ
R
∪ [−R, R], where the trace of γ
R
is the set ¦Re

: 1 ≤ θ ≤ π¦,
oriented counter-clockwise. Note that, if R > 1, then i is inside the region bounded by Γ
R
.
The function
f(z) =
cos z
(1 +z
2
)
2
=
cos z
(z +i)
2
(z −i)
2
is holomorphic inside and on Γ
R
, except for a double pole at z = i, where the residue is computed as follows:
Res(f, i) = lim
z→i
d
dz
[(z −i)
2
f(z)] = lim
z→i
d
dz
cos z
(z +i)
2
= lim
z→i
−(z +i)
2
sin z −2(z +i) cos z
(z +i)
4
=
−(2i)
2
sin(i) −4i cos(i)
(2i)
4
=
sin(i) −i cos(i)
4
=
−ie
i·i
4
=
−i
4e
.
By the residue theorem, it follows that, for all R > 1,

Γ
R
f(z) dz = 2πi Res(f, i) =
π
2e
.
40
2.1 1989 April 2 COMPLEX ANALYSIS
It remains to check that

γ
R
f(z) dz → 0, as R → ∞, which will allow us to conclude that
2I =


−∞
f(x) dx = lim
R→∞
¸
Γ
R
f(z) dz −

γ
R
f(z) dz

= lim
R→∞

Γ
R
f(z) dz =
π
2e
. (32)
Indeed,

γ
R
f(z) dz

=

γ
R
cos z
(1 +z
2
)
2
dz


1
(R
2
−1)
2

R
) =
πR
(R
2
−1)
2
.
This inequality holds for all R > 1, so, letting R → ∞, we have

γ
R
f(z) dz → 0. Therefore, by (32),
I =


0
cos x
(1 +x
2
)
2
dx =
π
4e
.
¯ .
41
2.2 1991 November 21 2 COMPLEX ANALYSIS
2.2 1991 November 21
INSTRUCTIONS: In each of sections A, B, and C, do all but one problem.
TIME LIMIT: 2 hours
SECTION A
(Do 3 of the 4 problems.)
1. Where does the function
f(z) = zRez + ¯ zImz + ¯ z
have a complex derivative? Compute the derivative wherever it exists.
Solution: Writing f in terms of the real and imaginary parts of z = x +iy, we have
f(x +iy) = (x +iy)x + (x −iy)y +x −iy
= x
2
+xy +x +i(xy −y
2
−y)
= u(x, y) +iv(x, y),
where u(x, y) = x
2
+xy +x and v(x, y) = xy −y
2
−y are the real and imaginary parts of f. Therefore,
u
x
= 2x +y + 1 v
y
= x −2y −1 (33)
u
y
= x v
x
= y. (34)
If f is holomorphic in some region, the Cauchy-Riemann equations (u
x
= v
y
, u
y
= −v
x
) must hold there. By (33)
and (34), this requires 2x +y + 1 = x −2y −1 and x = −y. Substituting the second equation into the first yields
−y + 1 = −3y −1, or y = −1. Then, since x = −y, we must have x = 1. Therefore, f has a complex derivative
at (x, y) = (1, −1), or z = 1 −i.
For any region Ω ⊆ C, we define the linear functional ∂ : H(Ω) → C by ∂ =
1
2


∂x
−i

∂y

, and recall that, if
f ∈ H(Ω), then the derivative of f is given by f

(z) = (∂f)(z), z ∈ Ω. In the present case,
∂f
∂x
= 2x +y + 1 +iy,
∂f
∂y
= x +i(x −2y −1).
Therefore, ∂f(x +iy) =
1
2
[(2x +y + 1 +iy) −i(x +i(x −2y −1))] =
1
2
[(3x −y) +i(y −x)], and finally,
f

(1 −i) =
1
2
(4 −2i) = 2 −i.
¯ .
42
2.2 1991 November 21 2 COMPLEX ANALYSIS
2. (a) Prove that any nonconstant polynomial with complex coefficients has at least one root.
(b) From (a) it follows that every nonconstant polynomial P has the factorization
P(z) = a
N
¸
n=1
(z −λ
n
),
where a and each root λ
n
are complex constants. Prove that if P has only real coefficients, then P has a factorization
P(z) = a
K
¸
k=1
(z −r
k
)
M
¸
m=1
(z
2
−b
m
z +c
m
),
where a and each r
k
, b
m
, c
m
are real constants.
3. Use complex residue methods to compute the integral

π
0
1
5 + 3 cos θ
dθ.
Solution: Let I =

π
0
1
5+3 cos θ
dθ. Note that cos θ is an even function (i.e., cos(−θ) = cos θ), so
2I =

π
−π
1
5 + 3 cos θ
dθ.
For z = e

,
cos θ =
e

+e
−iθ
2
=
1
2
(z +
1
z
),
and dz = ie

dθ, from which it follows that
2I =

|z|=1
1
5 +
3
2
(z +
1
z
)
dz
iz
=
1
i

|z|=1
dz
5z +
3
2
(z
2
+ 1)
=
2
3i

|z|=1
dz
z
2
+
10
3
z + 1
.
Let p(z) = z
2
+
10
3
z +1. Then the roots of p(z) are z
1
= −1/3 and z
2
= −3. Only z
1
= −1/3 is inside the circle
[z[ = 1, so the residue theorem implies
2I =
2
3i
2πi Res

1
p(z)
, z
1

.
Now,
1
p(z)
=
1
(z −z
1
)(z −z
2
)
,
43
2.2 1991 November 21 2 COMPLEX ANALYSIS
which implies
Res

1
p(z)
, z
1

= lim
z→z1
1
z −z
2
=
1

1
3
−(−3)
=
3
8
.
Therefore,
2I =
2
3i
2πi
3
8
=
π
2
,
so I =
π
4
. ¯ .
4. (a) Explain how to map an infinite strip (i.e., the region strictly between two parallel lines) onto the unit disk by a
one-to-one conformal mapping.
(b) Two circles lie outside one another except for common point of tangency. Explain how to map the region
exterior to both circles (including the point at infinity) onto an infinite strip by a one-to-one conformal mapping.
SECTION B
(Do 3 of the 4 problems.)
5.
37
Suppose that f is analytic in the annulus 1 < [z[ < 2, and that there exists a sequence of polynomials converging
to f uniformly on every compact subset of this annulus. Show that f has an analytic extension to all of the disk
[z[ < 2.
Solution: Note that the function f, being holomorphic in the annulus 1 < [z[ < 2, has Laurent series representa-
tion
f(z) =

¸
n=−∞
a
n
(z −z
0
)
n
,
converging locally uniformly for 1 < [z[ < 2, where z
0
is any point in the disk [z[ < 2. I claim that a
n
= 0 for all
negative integers n. To see this, first recall the formula for the coefficients in the Laurent series,
a
n
=
1
2πi

|z|=R
f(z)
(z −z
0
)
n+1
dz, (n ∈ Z; 1 < R < 2).
Let ¦p
m
¦ be the sequence of polynomials mentioned in the problemstatement. Of course, p
m
∈ H(C), so Cauchy’s
theorem implies

|z|=R
p
m
(z) dz = 0, and, more generally,

|z|=R
p
m
(z)(z −z
0
)
−n−1
dz = 0, (n = −1, −2, . . . ).
Therefore,
[a
n
[ =
1

|z|=R
f(z)
(z −z
0
)
n+1
dz −

|z|=R
p
m
(z)
(z −z
0
)
n+1
dz


1

|z|=R
[f(z) −p
m
(z)[
[z −z
0
[
n+1
[dz[. (35)
Finally, p
m
→ f uniformly on [z[ = R, so (35) implies [a
n
[ = 0 for n = −1, −2, . . . . This proves that f(z) =
¸

n=0
a
n
(z −z
0
)
n
, converging locally uniformly in [z[ < 2. Whence f ∈ H([z[ < 2). ¯ .
37
See also: April ’96 (8).
44
2.2 1991 November 21 2 COMPLEX ANALYSIS
6. Let f be analytic in [z[ < 2, with the only zeros of f being the distinct points a
1
, a
2
, . . . , a
n
, of multiplicities
m
1
, m
2
, . . . , m
n
, respectively, and with each a
j
lying in the disk [z[ < 1. Given that g is analytic in [z[ < 2, what
is

|z|=1
f

(z)g(z)
f(z)
dz ?
(Verify your answer.)
7. Let ¦f
n
¦ be a sequence of analytic functions in the unit disk D, and suppose there exists a positive constant M
such that

C
[f
n
(z)[ [dz[ ≤ M
for each f
n
and for every circle C lying in D. Prove that ¦f
n
¦ has a subsequence converging uniformly on compact
subsets of D.
Solution: We must show that T = ¦f
n
¦ is a normal family. If we can prove that T is a locally bounded family
of holomorphic functions – that is, T ⊂ H(D) and, for any compact set K ⊂ D, there is an M
K
> 0 such that
[f
n
(z)[ ≤ M
K
for all z ∈ K and all n = 1, 2, . . . – then the Montel theorem (corollary 2.2) will give the desired
result.
To show T is locally bounded, it is equivalent to show that, for each point z
α
∈ D, there is a number M
α
and a
neighborhood B(z
α
, r
α
) ⊂ D such that [f
n
(z)[ ≤ M
α
for all z ∈ B(z
α
, r
α
) and all n = 1, 2, . . .. (Why is this
equivalent?)
38
So, fix z
α
∈ D. Let R
α
> 0 be such that
¯
B(z
α
, R
α
) = ¦z ∈ C : [z − z
α
[ ≤ R
α
¦ ⊂ D. Then, for
any z ∈ B(z
α
, R
α
/2), Cauchy’s formula gives
[f
n
(z)[ ≤
1

|ζ−zα|=Rα
[f
n
(ζ)[
[ζ −z[
[dζ[

1

1
R
α
/2

|ζ−zα|=Rα
[f
n
(ζ)[ [dζ[

M
πR
α
.
The second inequality holds since [ζ −z
α
[ = R
α
and [z −z
α
[ < R
α
/2 imply [ζ −z[ > R
α
/2. The last inequality
follows from the hypothesis

C
[f
n
(z)[ [dz[ ≤ M for any circle C in D. Letting M
α
=
M
πRα
, and r
α
= R
α
/2, we
have [f
n
(z)[ ≤ M
α
for all z ∈ B(z
α
, r
α
) and all n = 1, 2, . . . , as desired. ¯ .
8. State and prove:
(a) the mean value property for analytic functions
(b) the maximum principle for analytic functions.
38
Answer: If K ⊂ D is compact, we could select a finite covering of K by such neighborhoods B(zα
j
, rα
j
) (j = 1, . . . , J) and then
|fn(z)| ≤ max
j

j
M
K
, for all z ∈ K and n = 1, 2, . . . .
45
2.2 1991 November 21 2 COMPLEX ANALYSIS
SECTION C
(Do 2 of the 3 problems.)
9. Let X be a Hausdorff topological space, let K be a compact subset of X, and let x be a point of X not in K. Show
that there exist open sets U and V such that
K ⊂ U, x ∈ V, U ∩ V = ∅.
10. A topological space X satisfies the second axiom of countability. Prove that every open cover of X has a countable
subcover.
11. Let X be a topological space, and let U be a subset of X.
(a) Show that if an open set intersects the closure of Y then it intersects Y .
(b) Show that if Y is connected and if Y ⊂ Z ⊂
¯
Y , then Z is connected.
46
2.3 1995 April 10 2 COMPLEX ANALYSIS
2.3 1995 April 10
Instructions. Work as many of the problems as you can. Each solution should be clearly written on a separate sheet
of paper.
1. Let f(z) =
¸
a
n
z
n
be an entire function.
(a) Suppose that [f(z)[ ≤ A[z[
N
+ B for all z ∈ C where A, B are finite constants. Show that f is a polynomial
of degree N or less.
(b) Suppose that f satisfies the condition: [f(z
n
)[ → ∞whenever [z
n
[ → ∞. Show that f is a polynomial.
Solution: (a) By Cauchy’s formula, we have
a
n
=
f
(n)
(0)
n!
=
1
2πi

|ζ|=R
f(ζ)
ζ
n+1
dζ,
for every R > 0. Therefore,
[a
n
[ ≤
1

|ζ|=R
[f(ζ)[
[ζ[
n+1
[dζ[ ≤
1

AR
N
+B
R
n+1
2πR = AR
N−n
+BR
−n
.
Again, this holds for every R > 0. Thus, for any n > N and > 0, taking R large enough forces [a
n
[ <
(n = N + 1, N + 2, . . . ). Since was arbitrary, we have a
n
= 0 for all n = N + 1, N + 2, . . . . Therefore,
f(z) =
¸
N
n=0
a
n
z
n
. ¯ .
(b) We give three different proofs. The first is the shortest, but relies on the heaviest machinery.
Proof 1: If we take for granted that any transcendental (i.e. non-polynomial) entire function has an essential singu-
larity at infinity, then the Casorati-Weierstrass theorem (see 3 of Nov. ’01) implies that, for any complex number
w, there is a sequence ¦z
n
¦ with z
n
→ ∞and f(z
n
) → w as n → ∞. Since this contradicts the given hypotheses,
f(z) cannot be a transcendental function. That is, f(z) must be a polynomial. ¯ .
Proof 2: Since f ∈ H(C), the series f(z) =
¸
a
n
z
n
converges locally uniformly in C. The hypotheses imply that
the function f(1/z) has a pole at z = 0. Let
g(z) = f(1/z) =

¸
n=−∞
b
n
z
n
be the Laurent series expansion of the function g about z = 0. Suppose the pole at z = 0 is of order m. Clearly m
is finite, by the criterion for a pole (i.e., lim
z→0
f(1/z) = ∞). Therefore, we can write
g(z) = f(1/z) =

¸
n=−m
b
n
z
n
= b
−m
z
−m
+b
−m+1
z
−m+1
+ b
−1
z
−1
+b
0
+b
1
z + (36)
Now f is entire, so it has the form f(z) =
¸

n=0
a
n
z
n
, which implies that f(1/z) = a
0
+a
1
z
−1
+a
2
z
−2
+ .
Compared with (36),
a
0
+a
1
z
−1
+a
2
z
−2
+ = f(1/z) = b
−m
z
−m
+b
−m+1
z
−m+1
+ b
−1
z
−1
+b
0
+b
1
z +
That is, 0 = a
m+1
= a
m+2
= , so
f(z) =
m
¸
n=0
a
n
z
n
.
47
2.3 1995 April 10 2 COMPLEX ANALYSIS
Proof 3: By the hypotheses, there is an R > 0 such that [f(z)[ > 0 for all [z[ > R. Therefore, the zeros of f are
confined to a closed disk D
R
= ¦[z[ ≤ R¦. Since the zeros of f are isolated, there are at most finitely many of
them in any compact subset of C. In particular, D
R
contains only finitely many zeros of f. This proves that f has
only finitely many zeros in C.
Let ¦α
1
, . . . , α
N
¦ be the collections of all zeros of f (counting multiplicities). Consider the function
g(z) =
f(z)
(z −α
1
) (z −α
N
)
. (37)
This is defined and holomorphic in C`¦α
1
, . . . , α
N
¦, but the α
i
’s are removable singularities, so g(z) is a nonzero
entire function. In particular, for any R > 0,
min
z∈D
R
[g(z)[ ≥ min
|z|=R
[g(z)[ = > 0,
for some > 0. Therefore, 1/g is a bounded entire function, hence constant, by Liouville’s theorem. What we
have shown is that the left hand side of (37) is constant, and this proves that f(z) is a polynomial. ¯ .
Remark: A nice corollary to part (b) is the following:
Corollary 2.1 If f is an injective entire function, then f(z) = az +b for some constants a and b.
The proof appears below in section 2.9.
2. (a) State a form of the Cauchy theorem.
(b) State a converse of the Cauchy theorem.
Solution: (a) See theorem A.11.
(b) See theorem A.13.
3. Let
39
f(z) =
¸

n=0
a
n
z
n
be analytic and one-to-one on [z[ < 1. Suppose that [f(z)[ < 1 for all [z[ < 1.
(a) Prove that

¸
n=1
n[a
n
[
2
≤ 1.
(b) Is the constant 1 the best possible?
Solution: (a) This is a special case of the following area theorem:
Theorem 2.1 Suppose f(z) =
¸

n=0
a
n
z
n
is a holomorphic function which maps the unit disk D = ¦[z[ < 1¦
bijectively onto a domain f(D) = G having area A. Then
A = π

¸
n=1
n[a
n
[
2
.
39
On the original exam, the power series representation was given as f(z) =
P

n=1
anz
n
. However, the problem can be solved without
assuming a
0
= 0 a priori.
48
2.3 1995 April 10 2 COMPLEX ANALYSIS
Proof: The area of the image of D under f is the integral over D of the Jacobian of f. That is,
A =
ZZ
D
|f

(z)|
2
dxdy.
Compute |f

(z)| by differentiating the power series of f(z) term by term,
f

(z) =

X
n=1
nanz
n−1
.
Next, take the squared modulus,
|f

(z)|
2
=

X
m,n=1
mnamanz
m−1
z
n−1
.
This gives,
A =
ZZ
D

X
m,n=1
mnamanz
m−1
z
n−1
dxdy.
Letting z = re

,
A =

X
m,n=1
mnaman
Z
1
0
Z

0
r
m+n−1
e
i(m−n)θ
dθ dr.
Now, for all k = 0, the integral of e
ikθ
over 0 ≤ θ < 2π vanishes, so the only non-vanishing terms of the series are those for
which m = n. That is,
A = 2π

X
n=1
n
2
|an|
2
Z
1
0
r
2n−1
dr = π

X
n=1
n
2
|an|
2
. (38)

To apply this theorem to the problem at hand, note that the hypotheses of the problem imply that f maps the unit
disk bijectively onto its range f(D), which is contained inside D and, therefore, has area less or equal to π. This
and (38) together imply
π ≥ π

¸
n=1
n
2
[a
n
[
2
,
which gives the desired inequality. ¯ .
(b) The identity function f(z) = z satisfies the given hypotheses and its power series expansion has coefficients
a
1
= 1 and 0 = a
0
= a
2
= a
3
= . This shows that the upper bound of 1 is obtained and is therefore the best
possible. ¯ .
4. Let u(z) be a nonconstant, real valued, harmonic function on C. Prove there exists a sequence ¦z
n
¦ with [z
n
[ → ∞
for which u(z
n
) → 0.
Solution: Suppose, by way of contradiction, that there is no such sequence. Then u(z) is bounded away from zero
for all z in some neighborhood of infinity, say, ¦[z[ > R¦, for some R > 0. Since u is continuous, either u(z) > 0
for all [z[ > R, or u(z) < 0 for all [z[ > R. Assume without loss of generality that u(z) > 0 for all [z[ > R.
Since u is continuous on the compact set ¦[z[ ≤ R¦, it attains its minimum on that set. Thus, there is an M > 0
such that −M ≤ u(z) for all [z[ ≤ R. Consider the function U(z) = u(z) + M. By construction, U(z) ≥ 0 for
all z ∈ C, and U is harmonic in C. But this implies U(z), hence u(z), must be constant.
40
This contradicts the
hypothesis that u(z) be nonconstant and completes the proof. ¯ .
40
Recall problem 1(b), April ’89, where we proved that a real valued harmonic function u(z) satisfying u(z) ≥ 0 for all z ∈ C must be constant.
49
2.3 1995 April 10 2 COMPLEX ANALYSIS
5.
41
Find an explicit conformal mapping of the semidisk
H = ¦z : [z[ < 1, Rez > 0¦
onto the unit disk.
Solution: See the solution to (3) of April ’89, or (2) of November ’06.
6.
42
Suppose f(z) is a holomorphic function on the unit disk which satisfies:
[f(z)[ < 1 all [z[ < 1.
(a) State the Schwarz lemma, as applied to f.
(b) If f(0) =
1
2
, how large can [f

(0)[ be?
Solution: (a) See theorem A.17.
(b) Assume f satisfies the given hypotheses. In particular, f(0) =
1
2
. Consider the map
ϕ(z) =
1
2
−z
1 −
z
2
.
This is a holomorphic bijection of the unit disk, with φ(1/2) = 0. Therefore, g = ϕ ◦ f satisfies the hypotheses of
Schwarz’s lemma. In particular, [g

(0)[ ≤ 1. Since g

(z) = ϕ

(f(z))f

(z), we have
1 ≥ [g

(0)[ = [ϕ

(1/2)[[f

(0)[. (39)
Now,
ϕ

(z) =

1 −
z
2

+

1
2

1
2
−z

1 −
z
2

2
.
Therefore, ϕ

(1/2) = −4/3, and it follows from (39) that
[f

(0)[ ≤
1

(1/2)[
= 3/4.
¯ .
41
This problem also appears in April ’89 (3) and November ’06 (2).
42
A very similar problem appeared in November ’06 (3).
50
2.4 2001 November 26 2 COMPLEX ANALYSIS
2.4 2001 November 26
Instructions. Make a substantial effort on all parts of the following problems. If you cannot completely answer Part
(a) of a problem, it is still possible to do Part (b). Partial credit is given for partial progress. Include as many details as
time permits. Throughout the exam, z denotes a complex variable, and C denotes the complex plane.
1. (a) Suppose that f(z) = f(x+iy) = u(x, y) +iv(x, y) where u and v are C
1
functions defined on a neighborhood
of the closure of a bounded region G ⊂ C with boundary which is parametrized by a properly oriented, piecewise
C
1
curve γ. If u and v obey the Cauchy-Riemann equations, show that Cauchy’s theorem

γ
f(z) dz = 0 follows
from Green’s theorem, namely

γ
P dx +Qdy =

G

∂Q
∂x

∂P
∂y

dxdy for C
1
functions P and Q. (40)
(b) Suppose that we do not assume that u and v are C
1
, but merely that u and v are continuous in G and
f

(z
0
) = lim
z→z0
f(z) −f(z
0
)
z −z
0
exists at some (possibly only one!) point z
0
∈ G. Show that given any > 0, we can find a triangular region ∆
containing z
0
, such that if T is the boundary curve of ∆, then

T
f(z) dz

=
1
2
L
2
,
where L is the length of the perimeter of ∆.
Hint for (b) Note that part (a) yields

T
(az + b) dz = 0 for a, b ∈ C, which you can use here in (b), even if you
could not do Part (a). You may also use the fact that

T
g(z) dz

≤ L sup¦[g(z)[ : z ∈ T¦ for g continuous on T.
Solution: (a) Let P = u and Q = −v in (40). Then, by the Cauchy-Riemann equations,
43

γ
u(x, y) dx −v(x, y) dy =

G
(v
x
+u
y
) dxdy = 0. (41)
Similarly, if P = v and Q = u in Green’s theorem, then the Cauchy-Riemann equations imply

γ
v(x, y) dx +u(x, y) dy =

G
(u
x
−v
y
) dxdy = 0. (42)
Next, note that
f(z) dz = [u(x, y) +iv(x, y)] d(x +iy) = u(x, y) dx −v(x, y) dy +i[v(x, y) dx +u(x, y) dy].
Therefore, by (41) and (42),

γ
f(z) dz =

γ
u(x, y) dx −v(x, y) dy +i

γ
v(x, y) dx +u(x, y) dy = 0.
¯ .
43
These are ux = vy and uy = −vx.
51
2.4 2001 November 26 2 COMPLEX ANALYSIS
(b) Suppose u and v are continuous and f

(z) exists at the point z
0
∈ G. Then, for any > 0 there is a δ > 0 such
that B(z
0
, δ) ⊆ G, and

f

(z
0
) −
f(z) −f(z
0
)
z −z
0

< , for all [z −z
0
[ < δ.
Pick a triangular region ∆ ⊂ B(z
0
, δ) with z
0
∈ ∆, and let T be the boundary. Define
R(z) = f(z) −[f(z
0
) +f

(z
0
)(z −z
0
)].
Then, by Cauchy’s theorem (part (a)),

T
[f(z
0
) + f

(z
0
)(z − z
0
)] dz = 0, whence

T
R(z) dz =

T
f(z) dz.
Finally, note that

R(z)
z −z
0

=

f

(z
0
) −
f(z) −f(z
0
)
z −z
0

< , for all [z −z
0
[ < δ.
Therefore,

T
f(z) dz

=

T
R(z) dz

T
[R(z)[ [dz[
=

T

R(z)
z −z
0

[z −z
0
[ [dz[

T
[z −z
0
[ [dz[ ≤ rL.
where L denotes the length of the perimeter of ∆ (i.e., the length of T), and r denotes the length of one side of T,
which must, of course, be greater than [z − z
0
[ for all z ∈ T. Also, the length of one side of ∆ is surely less than
half the length of the perimeter (i.e., r < L/2). Therefore,

T
f(z) dz


1
2
L
2
.
¯ .
2. Give two quite different proofs of the fundamental theorem of algebra, that if a polynomial with complex coeffi-
cients has no complex zero, then it is constant. You may use independent, well-known theorems and principles
such as Liouville’s theorem, the argument principle, the maximum principle, Rouch´ e’s theorem, and/or the open
mapping theorem.
Solution: In the two proofs below, we begin by supposing p(z) is not constant and thus has the form p(z) =
a
0
+ a
1
z + a
2
z
2
+ + a
n
z
n
with a
n
= 0 for some n ≥ 1. Both proofs also rely on the following observation:
If ¦a
j
¦
n
j=0
⊂ C with a
n
= 0, then for all 1 ≤ R ≤ [z[ < ∞,

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1


[a
0
[
[a
n
[
[z[
−n
+ +
[a
n−1
[
[a
n
[
[z[
−1
≤ n max
0≤j<n
[a
j
[
[a
n
[
[z[
−1
≤ n max
0≤j<n
[a
j
[
[a
n
[
R
−1
.
52
2.4 2001 November 26 2 COMPLEX ANALYSIS
In particular, if we choose
44
R = 1 + 2 n max
0≤j<n
[a
j
[/[a
n
[, then

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

≤ 1/2, for all [z[ ≥ R. (43)
Proof 1: Assume p(z) = a
0
+a
1
z+ +a
n
z
n
with a
n
= 0 for some n ≥ 1, and let R = 1+2 n max
0≤j<n
[a
j
[/[a
n
[,
as above. We claim that
[p(z) −a
n
z
n
[ < [a
n
z
n
[, for all [z[ = R. (44)
To see this, check that
[p(z) −a
n
z
n
[
[a
n
z
n
[
=

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

< 1, for all [z[ = R.
In fact, (43) implies that the sum is no greater than 1/2, for all [z[ ≥ R, which is more than we need. Now (44)
and Rouch´ e’s theorem imply that the function g(z) = a
n
z
n
has the same number of zeros in [z[ < R as does the
function p(z). Clearly z = 0 is a zero of g(z) (of multiplicity n). Therefore, p(z) has a zero in [z[ < R. ¯ .
Proof 2:
45
Assume p(z) = a
0
+a
1
z + +a
n
z
n
with a
n
= 0 for some n ≥ 1, and consider
[p(z)[ = [a
n
z
n
[

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1
+ 1

≥ [a
n
[[z[
n

1 −[
n−1
¸
j=0
a
j
a
n
z
−n+j
[

. (45)
If we choose R = 1 + 2 n max
0≤j<n
[a
j
[/[a
n
[ as above, then
0 ≤

n−1
¸
j=0
a
j
a
n
z
−n+j

=

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

≤ 1/2, for all [z[ ≥ R,
and (45) becomes [p(z)[ ≥ [a
n
[[z[
n
/2, for all [z[ ≥ R. Therefore, the function f(z) 1/p(z) satisfies
[f(z)[ =
1
[p(z)[

2
[a
n
[[z[
n
, for all [z[ ≥ R.
Now suppose p(z) has no complex zero. Then f(z) ∈ H(C). In particular, f(z) is continuous, hence bounded
on the compact set [z[ ≤ R. Therefore f(z) is a bounded entire function, so, by Liouville’s theorem, it must be
constant, but then p(z) must be constant. This contradicts our initial assumption and proves that p(z) must have a
complex zero. ¯ .
In fact, we have proved a bit more: If p(z) = a
0
+ a
1
z + + a
n
z
n
with a
n
= 0 for some n ≥ 1, and R is
either 1 or R = 2 n max
0≤j<n
[a
j
[/[a
n
[ (whichever is greater), then p(z) vanishes for some [z[ < R, while for all
[z[ ≥ R, [p(z)[ is bounded from below by [a
n
[[z[
n
/2. Thus all the zeros of p(z) are contained in the disk [z[ < R.
44
Note, we add 1 here just to be sure R is safely over 1.
45
Conway [3] (p. 77) presents a similar, but more elegant proof.
53
2.4 2001 November 26 2 COMPLEX ANALYSIS
3. (a) State and prove the Casorati-Weierstrass theorem concerning the image of any punctured disk about a certain
type of isolated singularity of an analytic function. You may use the fact that if a function g is analytic and bounded
in the neighborhood of a point z
0
, then g has a removable singularity at z
0
.
(b) Verify the Casorati-Weierstrass theorem directly for a specific analytic function of your choice, with a suitable
singularity.
Solution:
Theorem 2.2 (Casorati-Weierstrass) If f is a holomorphic function in a region G ∈ C except for an essential
singularity at the point z = z
0
, then for any w ∈ C there is a sequence ¦z
n
¦ ⊂ G approaching z
0
such that
f(z
n
) → w as n → ∞.
Proof: Fix w
0
∈ C and suppose there is no sequence ¦z
n
¦ ⊂ G approaching z
0
such that f(z
n
) → w
0
as n → ∞.
Then there is a punctured disk
¯
D
0
B(z
0
, ) ` ¦z
0
¦ ⊂ G such that [f(z) − w
0
[ > δ > 0 for all z ∈
¯
D
0
. Define
g(z) = 1/(f(z) −w
0
) on D
0
. Then
limsup
z→z0
z∈D0
[g(z)[ = limsup
z→z0
z∈D0
1
[f(z) −w
0
[

1
δ
< ∞.
Thus, by lemma 2.1 (Nov. ’06, prob. 1), z
0
is a removable singularity of g(z). Therefore, g(z) ∈ H(B(z
0
, )). In
particular, g is continuous and non-zero at z = z
0
, so it is non-zero in a neighborhood B(z
0
,
0
) of z
0
. Therefore,
f(z)−w
0
= 1/g(z) is holomorphic in B(z
0
,
0
), which implies that the singularity of f(z) at z = z
0
is removable.
This contradiction proves the theorem. ¯ .
(b) Consider f(z) = e
z
. This function has an essential singularity at ∞, and, for every horizontal strip,
S
α
= ¦x +iy : x ∈ R, α ≤ y < α + 2π¦,
of width 2π, f(z) maps S
α
onto C ` ¦0¦. (In particular, f(z) comes arbitrarily close to every w ∈ C.) Now let
^
R
= ¦z ∈ C : [z[ > R¦ be any neighborhood of ∞. There is clearly a strip S
α
contained in ^
R
(e.g., with
α = R + 1). Therefore, f(z) = e
z
maps points in ^
R
to points arbitrarily close (in fact equal when w = 0) to all
points w ∈ C. ¯ .
54
2.4 2001 November 26 2 COMPLEX ANALYSIS
4. (a) Define γ : [0, 2π] → C by γ(t) = sin(2t) + 2i sin(t). This is a parametrization of a “figure 8” curve, traced
out in a regular fashion. Find a meromorphic function f such that

γ
f(z) dz = 1. Be careful with minus signs and
factors of 2πi.
(b) From the theory of Laurent expansions, it is known that there are constants a
n
such that, for 1 < [z[ < 4,
1
z
2
−5z + 4
=

¸
n=−∞
a
n
z
n
.
Find a
−10
and a
10
by the method of your choice.
Solution: (a) Let G be the region whose boundary is the curve γ, and suppose f(z) ∈ H(C) except for isolated
singularities at the points ¦z
1
, . . . , z
n
¦ ⊂ G. By the residue theorem,

γ
f(z) dz = 2πi
n
¸
j=1
Res(f, z
j
).
Therefore, if we were to find a function f(z) ∈ H(C) with exactly two isolated singularities in G (e.g., at z
1
= i
and z
2
= −i), and such that Res(f, z
j
) =
−i

, then

γ
f(z) dz = 2πi
¸
j
Res(f, z
j
) = 2πi

−i

+
−i

= 1,
and the problem would be solved. Clearly,
f(z) =
−i

1
z −i

1
z +i

=
1
2πi
z
z
2
+ 1
is such a function. ¯ .
(b) Expand the function in partial fractions:
1
z
2
−5z + 4
=
1
(z −4)(z −1)
=
1/3
z −4

1/3
z −1
.
Then, note that
1/3
z −4
=
1
3
−1
4(1 −z/4)
= −
1
12

¸
n=0

z
4

n
converges for [z[ < 4, while
1/3
z −1
= −
1
3
1
z(1 −1/z)
= −
1
3z

¸
n=0
z
−n
converges for [z[ > 1. Therefore,
1
z
2
−5z + 4
= −
1
3
−1
¸
n=−∞
z
n

1
12

¸
n=0

1
4

n
z
n
, for 1 < [z[ < 4.
∴ a
−10
= −
1
3
and a
10
= −
1
12

1
4

10
.
¯ .
55
2.4 2001 November 26 2 COMPLEX ANALYSIS
5. (a) Suppose that f is analytic on a region G ⊂ C and ¦z ∈ C : [z − a[ ≤ R¦ ⊂ G. Show that if [f(z)[ ≤ M for
all z with [z −a[ = R, then for any w
1
, w
2
∈ ¦z ∈ C : [z −a[ ≤
1
2
R¦, we have
[f(w
1
) −f(w
2
)[ ≤
4M
R
[w
1
−w
2
[
(b) Explain how Part (a) can be used with the Arzela-Ascoli theorem to prove Montel’s theorem asserting the
normality of any locally bounded family F of analytic functions on a region G.
Solution: (a) By Cauchy’s formula (A.9), if w is any point in the disk [w −a[ < R, then
f(w) =
1
2πi

|ζ−a|=R
f(ζ)
ζ −w
dζ.
In particular, if w
1
, w
2
are any two points inside the “half-disk” [w −a[ < R/2 (see figure 1), then
f(w
1
) −f(w
2
) =
1
2πi

|ζ−a|=R
¸
f(ζ)
ζ −w
1

f(ζ)
ζ −w
2


=
w
1
−w
2
2πi

|ζ−a|=R
f(ζ)
(ζ −w
1
)(ζ −w
2
)
dζ.
R
.
w
.
a
W
1
W
2
.
.
R/2
.
ζ
Figure 1: Note that, if ζ is any point on the outer radius, [ζ −a[ = R, and if w is any point in the disk [w−a[ < R/2,
then [ζ −w[ > R/2.
Now, for all ζ on the outer radius in figure 1, it is clear that [ζ −w
1
[ > R/2 and [ζ −w
2
[ > R/2. Therefore,
[f(w
1
) −f(w
2
)[ ≤
[w
1
−w
2
[

|ζ−a|=R
[f(ζ)[
(R/2)
2
[dζ[

[w
1
−w
2
[

sup
γ
[f(ζ)[
R
2
/4
(γ)

4M
R
[w
1
−w
2
[,
where γ denotes the positively oriented circle ¦ζ : [ζ −a[ = R¦, and (γ) denotes its length, 2πR. ¯ .
56
2.4 2001 November 26 2 COMPLEX ANALYSIS
(b)
46
We must explain how part (a) can be used with the Arzela-Ascoli theorem to prove Montel’s theorem asserting
the normality of any locally bounded family T ⊂ H(G).
Theorem 2.3 (Arzela-Ascoli) Let T ⊂ C(G, S) be a family of continuous functions from an open set G ⊆ C into
a metric space (S, d). Then T is a normal family if and only if
(i) T is equicontinuous on each compact subset of G, and
(ii) for each z ∈ G, the set ¦f(z) : f ∈ T¦ is contained in a compact subset of S.
Recall that a family T of functions is called locally bounded on G iff for all compact K ⊂ G there is a constant
M
K
such that [f(z)[ ≤ M
K
for all f ∈ T and z ∈ K.
Corollary 2.2 (little Montel theorem) Assume the set-up of the Arzela-Ascoli theorem, and suppose S = C and
T ⊂ H(G). Then T is a normal family if and only if it is locally bounded.
Because of the way the problem is stated, it is probably enough to prove just one direction of Montel’s theorem;
i.e., local boundedness implies normality. For a proof of the other direction, see Conway [3], page 153.
Let S = C in the Arzela-Ascoli theorem. In that case, K ⊂ C is compact if and only if K is closed and bounded.
Therefore, if T is locally bounded, condition (ii) of the theorem is clearly satisfied. To check that local boundedness
also implies condition (i), we use part (a).
It suffices (why?)
47
to prove that for any a ∈ G there is a neighborhood B(a, r) in which T is equicontinuous with
equicontinuity constant
48
δ. So, fix a ∈ G and > 0, and let
¯
B(a, R) ⊂ G. Then, by local boundedness, there is
an M > 0 such that [f(z)[ ≤ M for all z ∈
¯
B(a, R) and all f ∈ T. Therefore, by part (a),
[f(w
1
) −f(w
2
)[ ≤
4M
R
[w
1
−w
2
[, for all w
1
, w
2
∈ ¦[w −a[ ≤ R/2¦.
If δ =
R
4M
and r = R/2, then [f(w
1
) − f(w
2
)[ < whenever w
1
, w
2
∈ B(a, r) and [w
1
− w
2
[ < δ. Therefore,
T is equicontinuous in B(a, r). We have thus shown that local boundedness implies conditions (i) and (ii) of the
Arzela-Ascoli theorem and thereby implies normality. ¯ .
46
The best treatment of normal families and the Arzela-Ascoli theorem is Ahlfors [1].
47
Answer: If, instead of a single point a ∈ G, we are given a compact set K ⊂ G, then there is a finite cover {B(a
j
, r
j
) : j = 1, . . . , n} by
such neighborhoods with equicontinuity constants δ
1
, . . . , δn. Then, δ = min
j
δ
j
, is a single equicontinuity constant that works for all of K.
48
The careful reader might note the distinction between this type of “uniform” equicontinuity, which is taken for granted in complex analysis
texts, e.g., Ahlfors [1] and Rudin [8], and the “pointwise” equicontinuity discussed in topology books like the one by Munkres [5]. To make peace
with this apparent discrepancy, check that the two notions coincide when the set on which a family of functions is declared equicontinuous is
compact.
57
2.5 2004 April 19 2 COMPLEX ANALYSIS
2.5 2004 April 19
Instructions. Use a separate sheet of paper for each new problem. Do as many problems as you can. Complete
solutions to five problems will be considered as an excellent performance. Be advised that a few complete and well
written solutions will count more than several partial solutions.
Notation. D(z
0
, R) = ¦z ∈ C : [z − z
0
[ < R¦ R > 0. For an open set G ⊆ C, H(G) will denote the set of
functions which are analytic in G.
1. Let γ be a rectifiable curve and let ϕ ∈ C(γ

). (That is, ϕ is a continuous complex function defined on the trace,
γ

, of γ.)
Let F(z) =

γ
ϕ(w)
(w−z)
dw, z ∈ C ` γ

.
Prove that F

(z) =

γ
ϕ(w)
(w−z)
2
dw, z ∈ C ` γ

, without using Leibniz’s Rule.
2. (a) State the Casorati-Weierstrass theorem.
(b) Evaluate the integral
I =
1
2πi

|z|=R
(z −3) sin

1
z + 2

dz where R ≥ 4.
3. Let f(z) be an entire function such that f(0) = 1, f

(0) = 0 and
0 < [f(z)[ ≤ e
|z|
for all z ∈ C
Prove that f(z) = 1 for all z ∈ C.
Solution: I know of two ways to prove this. One can be found in Rudin’s Functional Analysis ([9], p. 250). The
other goes as follows:
49
By the Hadamard factorization theorem (see, e.g., [11]), an entire function f with zeros at ¦a
n
¦ ⊂ C ` ¦0¦ and m
zeros at z = 0 has the form
f(z) = e
P(z)
z
m

¸
n=0

1 −
z
a
n

e
z/an
, (46)
where P(z) is a polynomial of degree ρ, the “order of growth,” and k ≤ ρ < k + 1. For the function in question,
we have [f(z)[ > 0 so ¦a
n
¦ = ∅ and m = 0. Also, since [f(z)[ ≤ e
|z|
, the order of growth is ρ = 1, which implies
that P(z) is a polynomial of degree 1. Therefore, (46) takes the simple form,
f(z) = e
Bz+C
,
for some constants B, C. We are given that f(0) = 1 and f

(0) = 0, so e
C
= 1, and f

(0) = Be
C
= B = 0. It
follows that f(z) = 1. ¯ .
49
This proof came to me by sheer lucky coincidence – I worked on this exam after having just read a beautiful treatment of the Hadamard
factorization theorem in Stein and Sharkachi’s new book [11]. If you need convincing that this theorem is worth studying, take a look at how easily
it disposes of this otherwise challenging exam problem. Also, Stein and Sharkachi seem to have set things up just right, so that the theorem is very
easy to apply.
58
2.6 2006 November 13 2 COMPLEX ANALYSIS
2.6 2006 November 13
Notation: C is the set of complex numbers, D = ¦z ∈ C : [z[ < 1¦ is the open unit disk, Π
+
and Π

are the upper
and lower half-planes, respectively, and, given an open set G ⊂ C, H(G) is the set of holomorphic functions on G.
1. (a) Suppose that f ∈ H(D ` ¦0¦) and that [f(z)[ < 1 for all 0 < [z[ < 1. Prove that there is F ∈ H(D) with
F(z) = f(z) for all z ∈ D ` ¦0¦.
(b) State a general theorem about isolated singularities for holomorphic functions.
Solution:
Lemma 2.1 Suppose G ⊂ C is an open set and f is holomorphic in G except for an isolated singularity at z
0
∈ G.
If
limsup
z→z0
z∈G
[f(z)[ < ∞,
then z
0
is a removable singularity and f may be extended holomorphically to all of G.
Proof: Under the stated hypotheses, there is an > 0 and an M > 0 such that the deleted neighborhood B
o

¦z ∈ C : 0 < [z −z
0
[ ≤ ¦ is contained in G and such that [f(z)[ ≤ M for all z ∈ B
o
.
Let
f(z) =

¸
n=−∞
a
n
(z −z
0
)
n
be the Laurent expansion of f for z ∈ B
o
, where
a
n
=
1
2πi

C
f(ζ)
(ζ −z
0
)
n+1
dζ.
Here C denotes the positively oriented circle [ζ −z
0
[ = . Changing variables,
ζ = z
0
+e

⇒ dζ = i e


the coefficients are
a
n
=
1
2π i


0
f(z
0
+e

)
(z
0
+e

−z
0
)
n+1
ie

dθ.
Therefore,
[a
n
[ ≤
1


0
M

n+1
d[θ[ =
M

n
,
which makes it clear that, if n < 0, then [a
n
[ can be made arbitrarily small, by choosing a sufficiently small . This
proves that a
n
= 0 for negative n, and so
f(z) =

¸
n=0
a
n
(z −z
0
)
n
.
Thus, f ∈ H(G). ¯ .
The lemma solves part (a) and is also an example of a general theorem about isolated singularities of holomorphic
functions, so it answers part (b). Here is another answer to part (b):
59
2.6 2006 November 13 2 COMPLEX ANALYSIS
Theorem 2.4 (Criterion for a pole) Let G ⊂ C be open. and suppose f(z) is holomorphic for all z ∈ G except
for an isolated singularity at z = z
0
∈ G. Then
(i) z
0
is a pole of f if and only if lim
z→z0
[f(z)[ = ∞;
(ii) if m > 0 is the smallest integer such that lim
z→z0
[(z − z
0
)
m
f(z)[ remains bounded, then z
0
is a pole of
order m.
¯ .
2. (a) Explicitly construct, through a sequence of mappings, a one-to-one holomorphic function mapping the disk D
onto the half disk D ∩ Π
+
.
(b) State a general theorem concerning one-to-one mappings of D onto domains Ω ⊂ C.
Solution: (a)
50
Let φ
0
(z) =
1−z
1+z
. Our strategy will be to show that φ
0
maps the fourth quadrant onto D ∩ Π
+
,
and then to construct a conformal mapping, f, of the unit disk onto the fourth quadrant. Then the composition
φ
0
◦ f will have the desired properties.
Consider the boundary of the first quadrant. Note that φ
0
maps the real line onto itself. Furthermore, φ
0
takes 0 to
1 and takes ∞to -1. Since φ
0
(1) = 0, we see that the positive real axis (0, ∞) is mapped onto the segment (−1, 1).
Now, since φ
0
maps the right half-plane P
+
onto the unit disk, it must map the boundary of P
+
(i.e., the imaginary
axis) onto the boundary of the unit disk. Thus, as 0 → 1 and ∞ → −1, the positive imaginary axis is mapped to
either the upper half-circle or the lower half-circle, and similarly for the negative imaginary axis. Checking that
φ
0
(i) = −i, it is clear that the positive imaginary axis is mapped to the lower half-circle ¦e

: −π < θ < 0¦.
Therefore, in mapping the right half-plane onto the unit disk, φ
0
maps the first quadrant to the lower half-disk
D ∩ Π

, and must therefore map the fourth quadrant to the upper half-disk. That is, φ
0
: Q
4
→ D ∩ Π
+
, where
Q
4
= ¦z ∈ C : Rez > 0, Imz < 0¦.
Next construct a mapping of the unit disk onto the fourth quadrant as follows: If φ
1
(z) = iz, then φ
1
◦ φ
0
: D →
Π
+
. Let φ
2
(z) = z
1/2
be a branch of the square root function on Π
+
. Then φ
2
maps Π
+
onto the first quadrant,
Q
1
= ¦z ∈ C : Rez > 0, Imz > 0¦. Finally, let φ
3
(z) = e
−iπ/2
z = −iz, which takes the first quadrant to the
fourth quadrant. Then, since all of the mappings are conformal bijections, f = φ
3
◦ φ
2
◦ φ
1
◦ φ
0
is a conformal
bijection of D onto Q
4
. Therefore, φ
0
◦ f is a conformal bijection of D onto D ∩ Π
+
. ¯ .
(b) (Riemann)
51
Let Ω ⊂ C be a simply connected region such that Ω = C. Then Ω is conformally equivalent
to D. That is, there is a conformal bijection, φ, of Ω onto the unit disk. Moreover, if we specify that a particular
z
0
∈ Ω must be mapped to 0, and we specify the value of arg φ(z
0
), then the conformal mapping is unique.
50
This problem also appears in April ’89 (3) and April ’95 (5).
51
Look up the precise statement of the Riemann mapping theorem.
60
2.6 2006 November 13 2 COMPLEX ANALYSIS
3.
52
(a) State the Schwarz lemma.
(b) Suppose that f ∈ H(Π
+
) and that [f(z)[ < 1 for all z ∈ Π
+
. If f(i) = 0 how large can [f

(i)[ be? Find the
extremal functions.
Solution: (a) See theorem A.17.
(b) In order to apply the Schwarz lemma, map the disk to the upper half-plane with the M¨ oebius map φ : D → Π
+
defined by
φ(z) = i
1 −z
1 +z
.
Then, φ(0) = i. Therefore, the function g = f ◦ φ : D
φ
−→ Π
+
f
−→ D satisfies [g(z)[ ≤ 1 and g(0) = f(φ(0)) =
f(i) = 0. By Schwarz’s lemma, then, [g

(0)[ ≤ 1. Finally, observe that g

(z) = f

(φ(z))φ

(z), and then check
that φ

(0) = −2i. Whence, g

(0) = f

(φ(0))φ

(0) = f

(i)(−2i), which implies 1 ≥ [g

(0)[ = 2[f

(i)[. Therefore
[f

(i)[ ≤ 1/2. ¯ .
4. (a) State Cauchy’s theorem and its converse.
(b) Suppose that f is a continuous function defined on the entire complex plane. Assume that
(i) f ∈ H(Π
+
∪ Π

)
(ii) f(¯ z) = f(z) all z ∈ C.
Prove that f is an entire function.
Solution: (a) See theorems A.11 and A.13.
(b) See Marsden and Hoffman.
52
A very similar problem appeared in April ’95 (6).
61
2.6 2006 November 13 2 COMPLEX ANALYSIS
5. (a) Define what it means for a family T ⊂ H(Ω) to be a normal family. State the fundamental theorem for normal
families.
(b) Suppose f ∈ H(Π
+
) and [f(z)[ < 1 all z ∈ Π
+
. Suppose further that
limt → 0+f(it) = 0.
Prove that f(z
n
) → 0 whenever the sequence z
n
→ 0 and z
n
∈ Γ where
Γ = ¦z ∈ Π
+
: [Rez[ ≤ Imz¦.
Hint. Consider the functions f
t
(z) = f(tz) where t > 0.
Solution: (a) Let Ω be an open subset of the plane. A family T of functions in Ω is called a normal family if
every sequence of functions in T has a subsequence which converges locally uniformly in Ω. (The same definition
applies when the family T happens to be contained in H(Ω).)
53
I think of the Arzela-Ascoli theorem as the fundamental theorem for normal families. However, since the examiners
asked specifically about the special case when T is a family of holomorphic functions, they probably had in mind
the version of Montel’s theorem stated below, which is an easy consequence of the Arzela-Ascoli theorem.
54
Theorem 2.5 (Arzela-Ascoli) Let T ⊂ C(Ω, S) be a family of continuous functions from an open set Ω ⊆ C into
a metric space (S, d). Then T is a normal family if and only if
(i) T is equicontinuous on each compact subset of Ω, and
(ii) for each z ∈ Ω, the set ¦f(z) : f ∈ T¦ is contained in a compact subset of S.
Recall that a family T of functions is called locally bounded on Ω iff for all compact K ⊂ Ω there is a constant
M
K
such that [f(z)[ ≤ M
K
for all f ∈ T and z ∈ K.
Corollary 2.3 (little Montel theorem
55
) Assume the set-up of the Arzela-Ascoli theorem, and suppose S = C
and T ⊂ H(Ω). Then T is a normal family if and only if it is locally bounded.
(b) Fix a sequence ¦z
n
¦ ⊂ Γ with z
n
→ 0 as n → ∞. We must prove f(z
n
) → 0. Define f
n
(z) = f([z
n
[z).
Then, since z ∈ Γ ⇒ [z
n
[z ∈ Γ, we have
[f
n
(z)[ = [f([z
n
[z)[ < 1, for all z ∈ Γ and n ∈ N.
Therefore, T is a normal family in Γ. Also note that each f
n
is holomorphic in Γ since f(tz) ∈ H(Γ) for any
constant t > 0. Thus, T is a normal family of holomorphic functions in Γ.
Let g be a normal limit of ¦f
n
¦; i.e., there is some subsequence n
k
such that, as k → ∞, f
n
k
→ g locally uniformly
in Γ.
Consider the point z = i. Since f(it) → 0 as t ↓ 0,
g(i) = lim
k→∞
f
n
k
(i) = lim
k→∞
f([z
n
k
[i) = 0.
In fact, for any point z = iy with y > 0, we have g(z) = 0. Since g is holomorphic in Γ, the identity theorem
implies that g ≡ 0 in Γ.
53
Despite the wording of the problem, the family need not satisfy F ⊂ H(Ω) in order to be normal.
54
Problem 5 (b) of the November 2001 exam asks for a proof of Montel’s theorem using the Arzela-Ascoli theorem.
62
2.6 2006 November 13 2 COMPLEX ANALYSIS
Next, consider
f
n

z
n
[z
n
[

= f

[z
n
[
z
n
[z
n
[

= f(z
n
). (47)
The numbers z
n
/[z
n
[ lie in the compact set γ = ¦z ∈ Γ : [z[ = 1¦. Since f
n
k
→ g uniformly in γ, for any > 0,
there is a K > 0 such that [f
n
k
(z) −g(z)[ = [f
n
k
(z)[ < , for all k ≥ K and all z ∈ γ. That is,
lim
k→∞
sup¦[f
n
k
(z)[ : z ∈ γ¦ lim
k→∞
|f
n
k
|
γ
= 0,
and, since z
n
k
/[z
n
k
[ ∈ γ,

f
n
k

z
n
k
[z
n
k
[

≤ |f
n
k
|
γ
.
∴ lim
k→∞
f
n
k

z
n
k
[z
n
k
[

= 0.
By (47), then, lim
k→∞
f(z
n
k
) = 0.
Finally, recall that f(z
n
) → 0 iff every subsequence z
nj
has a further subsequence z
nj
k
such that f(z
nj
k
) → 0,
as k → ∞. Now, if z
nj
is any subsequence, then ¦f(z
nj
)¦ is a normal family, and, repeating the argument above,
there is, indeed, a further subsequence z
nj
k
such that f(z
nj
k
) → 0. This completes the proof. ¯ .
Remark: In the last paragraph, we made use of the fact that a sequence converges to zero iff any subsequence has,
in turn, a further subsequence that converges to zero. An alternative concluding argument that doesn’t rely on this
result, but proceeds by way of contradiction, runs as follows: Assume we have already shown lim
k→∞
f(z
n
k
) = 0,
as above, and suppose f(z
n
) does not converge to 0 as n → ∞. Then there is a δ > 0 and a subsequence ¦z
nj
¦
such that [f(z
nj
)[ > δ for all j ∈ N. Relabel this subsequence ¦z
n
¦. Then ¦f(z
n
)¦ is itself a normal family and
we can repeat the argument above to get a further subsequence ¦z
n
k
¦ with lim
k→∞
f(z
n
k
) = 0. This contradicts
the assumption that [f(z
n
)[ > δ for all n ∈ N. Therefore, f(z
n
) → 0, as desired.
63
2.7 2007 April 16 2 COMPLEX ANALYSIS
2.7 2007 April 16
Notation: C is the set of complex numbers, D = ¦z ∈ C : [z[ < 1¦, and, for any open set G ⊂ C, H(G) is the set of
holomorphic functions on G.
1. Give the Laurent series expansion of
1
z(z−1)
in the region A ≡ ¦z ∈ C : 2 < [z + 2[ < 3¦.
Solution:
f(z) =
1
z(z −1)
=
1 −z +z
z(z −1)
=
1
z −1

1
z
.
Let u = z + 2. Then z = u −2 and A = ¦u ∈ C : 2 < [u[ < 3¦. Therefore,
1
z
=
1
u −2
=
1
u
1
(1 −2/u)
=
1
u

¸
n=0

2
u

n
converges for [u[ > 2 and, substituting u = z + 2 in the last expression, we have
1
z
=
1
z + 2

¸
n=0

2
z + 2

n
=

¸
n=0
2
n
(z + 2)
−n−1
=
−1
¸
n=−∞

1
2

n+1
(z + 2)
n
,
converging for 2 < [z + 2[. Next, consider that
1
z −1
=
1
u −3
=
−1
3(1 −u/3)
=
−1
3

¸
n=0

u
3

n
converges for [u[ < 3 and, substituting u = z + 2 in the last expression, we have
1
z −1
= −

¸
n=0

1
3

n+1
(z + 2)
n
,
converging for [z + 2[ < 3. Therefore,
f(z) =
1
z −1

1
z
= −

¸
n=0

1
3

n+1
(z + 2)
n

−1
¸
n=−∞

1
2

n+1
(z + 2)
n
,
for z ∈ A. ¯ .
2. (i) Prove: Suppose that for all z ∈ D and all n ∈ N we have that f
n
is holomorphic in D and [f
n
(z)[ < 1. Also
suppose that lim
n→∞
Imf
n
(x) = 0 for all x ∈ (−1, 0). Then lim
n→∞
Imf
n
(1/2) = 0.
(ii) Give a complete statement of the convergence theorem that you use in part (2i).
Solution: (i)
(ii)
64
2.7 2007 April 16 2 COMPLEX ANALYSIS
3. Use the residue theorem to evaluate


−∞
1
1+x
4
dx.
Solution: Note that
f(z) =
1
1 +x
4
=
1
(z
2
+i)(z
2
−i)
=
1
(z +e
iπ/4
)(z −e
iπ/4
)(z +e
i3π/4
)(z −e
i3π/4
)
,
which reveals that the poles of f in the upper half plane are at e
iπ/4
and e
i3π/4
. Let Γ
R
be the contour shown in
the figure below; i.e., Γ
R
= g(R) ∪ [−R, R], where R > 1. Then, by the residue theorem,

Γ
R
f(z)dz = 2πi

Res(f, e
iπ/4
) + Res(f, e
i3π/4
)

. (48)
The other two poles of f are in the lower half-plane, so both e
iπ/4
and e
i3π/4
are simple poles. Therefore,
Res(f, e
iπ/4
) = lim
z→e
iπ/4
(z −e
iπ/4
)f(z) =
1
2e
iπ/4
(e
iπ/4
−e
i3π/4
)(e
iπ/4
+e
i3π/4
)
= −
1
4
ie
−iπ/4
,
Res(f, e
i3π/4
) = lim
z→e
i3π/4
(z −e
i3π/4
)f(z) =
1
2e
i3π/4
(e
i3π/4
−e
iπ/4
)(e
i3π/4
+e
iπ/4
)
=
1
4
ie
−i3π/4
.
Plugging these into (48) yields

Γ
R
f(z)dz = 2πi

1
4
ie
−i3π/4

1
4
ie
−iπ/4

=
π
2
(e
−iπ/4
−e
−i3π/4
) =
π

2
.
It remains to show
lim
R→∞

g(R)
f(z)dz

= 0.
Changing variables via z = Re

(0 ≤ θ ≤ π),

g(R)
f(z)dz

=

π
0
iRe

1 + (Re

)
4


πR
R
4
−1
→ 0, as R → ∞.
¯ .
65
2.7 2007 April 16 2 COMPLEX ANALYSIS
4. Present a function f that has all of the following properties: (i) f is one-to-one and holomorphic on D. (ii)
¦f(z) : z ∈ D¦ = ¦w ∈ C : Rew > 0 and Imw > 0¦. (iii) f(0) = 1 +i.
Solution: First consider
56
φ
1
(z) =
1−z
1+z
, which maps D onto the right half-plane P
+
= ¦z ∈ C : Rez > 0¦.
Let φ
2
(z) = e
iπ/2
z = iz, which maps P
+
onto the upper half-plane Π
+
= ¦z ∈ C : Imz > 0¦. Next,
let φ
3
(z) = z
1/2
be a branch of the square root function on Π
+
. Then φ
3
maps Π
+
onto the first quadrant
Q
1
= ¦z ∈ C : 0 < arg(z) < π/2¦.
The function φ = φ
3
◦ φ
2
◦ φ
1
satisfies the first two conditions, so we check whether it satisfies condition (iii):
φ
1
(0) = 1 ⇒ (φ
2
◦ φ
1
)(0) = φ
2
(1) = i ⇒ (φ
3
◦ φ
2
◦ φ
1
)(0) = φ
3
(i) =
1 +i

2
so apparently we’re off by a factor of

2. This is easy to fix: let φ
4
(z) =

2z. Then the holomorphic function
f φ
4
◦ φ maps D bijectively onto Q
1
and f(0) = 1 +i, as desired. ¯ .
5. (i) Prove: If f : D → D is holomorphic and f(1/2) = 0, then [f(0)[ ≤ 1/2.
(ii) Give a complete statement of the maximum modulus theorem that you use in part (i).
Solution: (i) Define φ(z) =
1/2−z
1−z/2
. This is a holomorphic bijection
57
of
¯
D onto
¯
D. Therefore, g = f ◦φ ∈ H(D),
[g(z)[ ≤ 1 for all z ∈ D, and g(0) = f(φ(0)) = f(1/2) = 0. Thus g satisfies the hypotheses of Schwarz’s lemma
(theorem A.17), which allows us to conclude the following:
(a) [g(z)[ ≤ [z[, for all z ∈ D, and
(b) [g

(0)[ ≤ 1,
with equality in (a) for some z ∈ D or equality in (b) iff g(z) = e

z for some constant θ ∈ R. By condition (a),
1/2 ≥ [g(1/2)[ = [f(φ(1/2))[ = [f(0)[.
¯ .
(ii) In part (i) I used Schwarz’s lemma, a complete statement of which appears in the appendix (theorem A.17).
This is sometimes thought of as a version of the maximum modulus principle since it is such an easy corollary of
what is usually called the maximum modulus principle. Here is a complete statement of the latter:
(max modulus principle, version 1)
Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus at some point a ∈ G. Then f is constant.
That is, if there is a point a ∈ G with [f(z)[ ≤ [f(a)[ for all z ∈ G, then f is constant.
58
56
This is my favorite M¨ oebius map. Not only does it map the unit disk onto the right half-plane, but also it maps the right half-plane onto the
unit disk. This feature makes φ
1
an extremely useful tool for conformal mapping problems, where you’re frequently required to map half-planes to
the unit disk and vice-versa. Another nice feature of this map is that φ
−1
1
= φ
1
. (Of course this must be the case if φ
1
is to have the first feature.)
Also note that, like all linear fractional transformations, φ
1
is a holomorphic bijection of C. Therefore, if φ
1
is to map the interior of the unit disk
to the right half-plane, it must also map the exterior of the unit disk to the left half-plane.
57
See Rudin [8] page 254-5 (in particular, theorem 12.4) for a nice discussion of functions of the form φα(z) =
z−α
1−¯ αz
. In addition to 12.4,
sec. 12.5 and theorem 12.6 are popular exam questions.
58
There are a couple of other versions of the maximum modulus principle you should know, though for most problems on the comprehensive
exams, the version above usually suffices. The other two versions are stated and proved clearly and concisely in Conway [3], but they also appear
as theorems A.15 and A.16 of the appendix.
66
2.7 2007 April 16 2 COMPLEX ANALYSIS
6. Prove: If G is a connected open subset of C, any two points of G can be connected by a parametric curve in G.
Solution: First, recall that if A ⊂ G ⊂ C, then A is said to be open relative to G, or simply open in G, if for any
a ∈ A there is a neighborhood B(a, ) = ¦z ∈ C : [z −a[ < ¦ such that B(a, ) ∩ G ⊂ A.
59
Next, recall that a subset G ⊂ C is connected iff the only subsets of G that are both open and closed relative to G
are the empty set and G itself. Equivalently, if there exist non-empty disjoint subsets A, B ⊂ G that are open in G
and have the property G = A∪ B, then G is not connected, or disconnected.
60
Now, suppose G is a connected open subset of C. Fix z
0
∈ G and let Ω ⊂ G be the subset of points that can
be connected to z
0
by a parametric curve in G. Since G is open, ∃B(z
0
, ) ⊂ G for some > 0, and clearly
B(z
0
, ) ⊂ Ω. In particular, Ω = ∅ . If we can show Ω is both open and closed in G, then it will follow by
connectedness that Ω = G, and the problem will be solved.
(Ω is open) Let w ∈ Ω be connected to z
0
by a parametric curve γ ⊂ G. Since G is open, ∃ > 0 such that
B(w, ) ⊂ G. Clearly any w
1
∈ B(w, ) can be connected to z
0
by a parametric curve (from w
1
to w, then from w
to z
0
via γ) that remains in G. This proves that B(w, ) ⊂ Ω, so Ω is open.
(Ω is closed) We show G ` Ω is open (and thus, in fact, empty). If z ∈ G ` Ω, then, since G is open, ∃δ > 0
such that B(z, δ) ⊂ G. We want B(z, δ) ⊂ G ` Ω. This must be true since, otherwise, there would be a point
z
1
∈ B(z, δ) ∩ Ω which could be connected to both z and z
0
by parametric curves in G. But then a parametric
curve in G connecting z to z
0
could be constructed, which would put z in Ω – a contradiction.
We have thus shown that Ω is both open and closed in G, as well as non-empty. Since G is connected, Ω = G. ¯ .
59
For example, the set A = [0, 1], although closed in C, is open in G = [0, 1] ∪ {2}.
60
To see the equivalence note that, in this case, A is open in G, as is A
c
= G\ A = B, so A is both open and closed in G. Also it is instructive
to check, using either definition, that G = [0, 1] ∪ {2} is disconnected.
67
2.8 2007 November 16 2 COMPLEX ANALYSIS
2.8 2007 November 16
Do as many problems as you can. Complete solutions (except for minor flaws) to 5 problems would be considered an
excellent performance. Fewer than 5 complete solutions may still be passing, depending on the quality.
1. Let G be a bounded open subset of the complex plane. Suppose f is continuous on the closure of G and analytic
on G. Suppose further that there is a constant c ≥ 0 such that [f[ = c for all z on the boundary of G. Show that
either f is constant on G or f has a zero in G.
2. (a) State the residue theorem.
(b) Use contour integration to evaluate


0
x
2
(x
2
+ 1)
2
dx.
Important: You must carefully: specify your contours, prove the inequalities that provide your limiting arguments,
and show how to evaluate all relevant residues.
3. (a) State the Schwarz lemma.
(b) Suppose f is holomorphic in D = ¦z : [z[ < 1¦ with f(D) ⊂ D. Let f
n
denote the composition of f with
itself n times (n = 2, 3, . . . ). Show that if f(0) = 0 and [f

(0)[ < 1, then ¦f
n
¦ converges to 0 locally uniformly
on D.
4. Exhibit a conformal mapping of the region common to the two disks [z[ < 1 and [z −1[ < 1 onto the region inside
the unit circle [z[ = 1.
5. Let ¦f
n
¦ be a sequence of functions analytic in the complex plane C, converging uniformly on compact subsets of
Cto a polynomial p of positive degree m. Prove that, if n is sufficiently large, then f
n
has at least mzeros (counting
multiplicities).
Do not simply refer to Hurwitz’s theorem; prove this version of it.
6. Let (X, d) be a metric space.
(a) Define what it means for a subset K ⊂ X to be compact.
(b) Prove (using your definition in (a)) that K ⊂ X is compact implies that K is both closed and bounded in X.
(c) Give an example that shows the converse of the statement in (b) is false.
Please email comments, suggestions, and corrections to williamdemeo@gmail.com.
68
2.9 Some problems of a certain type 2 COMPLEX ANALYSIS
2.9 Some problems of a certain type
Collected in this section are miscellaneous problems about such things as what can be said of a holomorphic (or
harmonic) function when given information about how it behaves near a boundary or near infinity.
Behavior near infinity
1. If f(z) is an entire function which tends to infinity as z tends to infinity, then f(z) is a polynomial.
2. If f(z) is an injective entire function, then f(z) = az +b for some constants a and b.
3. If u(z) is a nonconstant real valued harmonic function of C, then there is a sequence ¦z
n
¦ ⊂ C with z
n
→ ∞and
u(z
n
) → 0 as n → ∞.
Behavior on or near the unit circle
4. If f(z) is holomorphic in an open set containing the closed unit disk, and if f(e

) is real for all θ ∈ R, then f(z)
is constant.
5. Prove or disprove: There exists a function f(z) holomorphic on the unit disk D such that [f(z
n
)[ → ∞ whenever
¦z
n
¦ ⊂ D and [z
n
[ → 1.
6. Prove or disprove: There exists a function u(z) harmonic on the unit disk D such that [u(z
n
)[ → ∞ whenever
¦z
n
¦ ⊂ D and [z
n
[ → 1.
Other Problems
7. If f is holomorphic in the punctured disk ¦0 < [z[ < R¦ and if Ref ≤ M for some constant M, then 0 is a
removable singularity.
8. If f is holomorphic in the unit disk, with [f(z)[ ≤ 1, f(0) = 0, and f(r) = f(−r) for some r ∈ (0, 1),
then
[f(z)[ ≤ [z[

z
2
−r
2
1 −r
2
z
2

.
Solutions
1. See (1b) of April ’95.
2. Suppose f ∈ H(C) is injective. Then f
−1
is a continuous function in C which maps compact sets to compact
sets. Therefore, if ¦z
n
¦ ⊂ C is any sequence tending to infinity, then the image f(¦z
n
¦) cannot remain inside any
closed disk (since f
−1
maps all such disks to closed bounded sets in C). Thus f(z) → ∞whenever z → ∞. By the
previous problem, f is a polynomial. Finally, if f has degree greater than one, or if f is constant, then f would not be
injective. Therefore, f is a polynomial of degree one. ¯ .
3. See (4) of April ’95.
4. See (1a) of April ’89.
69
2.9 Some problems of a certain type 2 COMPLEX ANALYSIS
5. & 6. That both of these statements are false is a corollary of the next two lemmas.
Lemma 1: If f ∈ H(D), then there is a sequence ¦z
n
¦ ⊂ D with [z
n
[ → 1 such that the sequence ¦[f(z
n
)[¦ is
bounded.
Lemma 2: If u is harmonic in D, then there is a sequence ¦z
n
¦ ⊂ D with [z
n
[ → 1 such that the sequence ¦u(z
n

is bounded.
Proof of Lemma 1: First suppose that f has infinitely many zeros in D. Then, in any closed disk ¦[z[ ≤ 1 −¦ ⊂ D,
the zeros of f must be isolated (otherwise f ≡ 0). Since such a disk is compact, it contains only finitely many zeros
of f. We conclude that there must be a sequence of zeros of f tending to the boundary of D.
Nowsuppose f has finitely many zeros in D. Let ¦α
1
, . . . , α
N
¦ be the set of all zeros of f (counting multiplicities).
Then
f(z) = (z −α
1
) (z −α
N
)g(z),
where g is holomorphic and non-zero in D. Therefore, the function 1/g is also holomorphic in D. By the maximum
modulus principal, in each compact disk D
n
= ¦[z[ ≤ 1 − 1/n¦ (n ≥ 2), the function [1/g(z)[ attains its maximum
in D
n
on the boundary at, say, the point z
n
, where [z
n
[ = 1 − 1/n. The reciprocals of these maxima must satisfy
[g(x
2
)[ ≥ [g(x
3
)[ ≥ . Of course, the product (z −α
1
) (z −α
N
) is bounded in D, so the sequence ¦[f(z
n
)[¦ is
bounded. ¯ .
70
A MISCELLANEOUS THEOREMS
A Miscellaneous Theorems
A.1 Real Analysis
A.1.1 Metric Spaces
The following theorem is found in Conway [3].
Theorem A.1 Let (X, d) be a metric space; then the following are equivalent statements:
(a) X is compact;
(b) Every infinite set in X has a limit point (in X);
(c) X is sequentially compact
(d) X is complete and for all > 0 there exist ¦x
1
, . . . , x
n
¦ ⊂ X such that
X =
n
¸
k=1
B(x
k
, )
(The last property is called total boundedness.)
A.1.2 Measurable Functions
Continuous functions of continuous functions are continuous, and continuous functions of measurable functions are
measurable. We state this as
Theorem A.2
61
Let Y and Z be topological spaces, and let g : Y → Z be continuous.
(a) If X is a topological space, if f : X → Y is continuous, and if h = g ◦ f, then h : X → Z is continuous.
(b) If X is a measurable space, if f : X → Y is measurable, and if h = g ◦ f, then h : X → Z is measurable.
Proof: If V is open in Z, then g
−1
(V ) is open in Y , and h
−1
(V ) = (g ◦ f)
−1
(V ) = f
−1
(g
−1
(V )). If f is continuous, then
h
−1
(V ) is open, proving (a). If f is measurable, then h
−1
(V ) is measurable, proving (b).
Note, however, that measurable functions of continuous functions need not be measurable.
Theorem A.3
62
Let u and v be real measurable functions on a measurable space X, let Φ be a continuous mapping of
the plane into a topological space Y , and define
h(x) = Φ(u(x), v(x)) (x ∈ X).
Then h : X → Y is measurable.
61
Theorem 1.7 of Rudin [8].
62
Theorem 1.8 of Rudin [8].
71
A.1 Real Analysis A MISCELLANEOUS THEOREMS
A.1.3 Integration
Theorem A.4 (Fatou’s lemma) If f
n
: X → [0, ∞] (n = 1, 2, . . . ) is a sequence of positive measurable functions,
then

liminf f
n
≤ liminf

f
n
Theorem A.5 (Lebesgue’s dominated convergence theorem) Let ¦f
n
¦ be a sequence of measurable functions on
(X, M, µ) such that f
n
→ f a.e. If there is another sequence of measurable functions ¦g
n
¦ satisfying
(i) g
n
→ g a.e.,
(ii)

g
n

g < ∞, and
(iii) [f
n
(x)[ ≤ g
n
(x) (x ∈ X; n = 1, 2, . . .),
then f ∈ L
1
(X, M, µ),

f
n

f, and |f
n
−f|
1
→ 0.
Theorem A.6 (Egoroff) If (X, M, µ) is a measure space, E ∈ M a set of finite measure, and ¦f
n
¦ a sequence of
measurable functions such that f
n
(x) → f(x) for almost every x ∈ E, then for all > 0 there is a measurable subset
A ⊆ E such that f
n
→ f uniformly on A and µ(E ` A) < .
A.1.4 Absolute Continuity of Measures
Two excellent sources for the material appearing in this section are Rudin [8] (' 6.7, 6.10) and Folland [4] (' 3.2).
Let µ be a positive measure on a σ-algebra M, and let λ be an arbitrary complex measure on M. (Recall that
the range of a complex measure is a subset of C, while a positive measure takes values in [0, ∞]. Thus the positive
measures do not form a subclass of the complex measures.)
Suppose, for any E ∈ M, that µ(E) = 0 ⇒ λ(E) = 0. In this case, we say that λ is absolutely continuous with
respect to µ, and write λ < µ. If there is a set A ∈ Msuch that, for all E ∈ M, λ(E) = λ(A ∩ E), then we say that
λ is concentrated on A. Suppose λ
1
and λ
2
are measures on Mand suppose there exists a pair of disjoint sets A and
B such that λ
1
is concentrated on A and λ
2
is concentrated on B. Then we say that λ
1
and λ
2
are mutually singular,
and write λ
1
⊥ λ
2
.
Theorem A.7 (Lebesgue-Radon-Nikodym)
63
Let µ be a positive σ-finite measure on a σ-algebra Min a set X, and
let λ be a complex measure on M.
(a) There is then a unique pair of complex measures λ
a
and λ
s
on Msuch that
λ = λ
a

s
, λ
a
< µ, λ
s
⊥ µ.
If λ is positive and finite, then so are λ
a
and λ
s
.
(b) There is a unique h ∈ L
1
(µ) such that
λ
a
(E) =

E
hdµ ∀E ∈ M.
63
Rudin[8], 6.10.
72
A.1 Real Analysis A MISCELLANEOUS THEOREMS
The pair (λ
a
, λ
s
) is called the Lebesgue decomposition of λ relative to µ. We call h the Radon-Nikodym derivative of
λ
a
with respect to µ, and write h = dλ
a
/dµ and

a
=

a

dµ.
Strictly speaking, dλ
a
/dµ should be viewed as the equivalence class of functions that are equal to h µ-a.e.
Corollary A.1
64
Suppose ν is a σ-finite complex measure and µ, λ are σ-finite measures on (X, M) such that ν <
µ < λ. Then
(a) If g ∈ L
1
(ν), then g


∈ L
1
(µ) and

g dν =

g


dµ.
(b) ν < λ, and


=




λ-a.e.
A.1.5 Absolute Continuity of Functions
Lemma 1.2 Let f : R → R be a function. If f is differentiable on [a, b], f

∈ L
1
([a, b]), and

x
a
f

(t)dt =
f(x) −f(a) for a ≤ x ≤ b, then f ∈ AC[a, b].
Proof Assuming the stated hypotheses, by a standard theorem,
65
f

∈ L
1
implies that for all > 0 there is a δ > 0
such that, if E ⊂ R is measurable mE < δ, then

E
[f

[dm < . (49)
Let A = ∪
n
i=1
(a
i
, b
i
) be a finite union of disjoint open intervals in [a, b] such that
¸
n
i=1
(b
i
− a
i
) < δ. Then
mA ≤
¸
n
i=1
(b
i
−a
i
) < δ, so
n
¸
i=1
[f(b
i
) −f(a
i
)[ =
n
¸
i=1

bi
ai
f

dm


n
¸
i=1

bi
ai
[f

[dm =

A
[f

[dm < (50)
by (49). Thus, f ∈ AC[a, b]. ¯ .
A.1.6 Product Measures and the Fubini-Tonelli Theorem
Let (X, o, µ) and (Y, T , ν) be measure spaces. If we want to construct a measurable space out of X Y , it is natural
to start by considering the collection of subsets o T = ¦A B ⊆ X Y : A ∈ o, B ∈ T ¦. Note, however, that
this collection is not, in general, an algebra of sets. To get an adequate collection on which to define product measure,
then, define
66
o ⊗T = σ(o T ); that is, o ⊗T is the σ-algebra generated by o T .
In my opinion, the most useful version of the Fubini and Tonelli theorems is the one in Rudin [8]. It begins
by assuming only that the function f(x, y) is measurable with respect to the product σ-algebra o ⊗ T . Then, in a
single, combined Fubini-Tonelli theorem, you get everything you need to answer any of the standard questions about
integration with respect to product measure. Here it is:
64
Folland [4], Prop. 3.9.
65
The “standard theorem” cited here appears often on the comprehensive exams (cf. Nov. ’91 #6), but in a slightly weaker form in which the
conclusion is that |
R
E
f

dm| < . In the present case we need
R
E
|f

|dm < to get the sum in (50) to come out right.
66
This notation is not completely standard. In Aliprantis and Burkinshaw [2] (p. 154), for example, S ⊗ T denotes what we call S × T , while
σ(S ⊗ T ) denotes what we have labelled S ⊗ T . At the opposite extreme, I believe Rudin[8] simply takes S × T to be the σ-algebra generated
by the sets {A×B : A ∈ S, B ∈ T }.
73
A.1 Real Analysis A MISCELLANEOUS THEOREMS
Theorem A.8 (Fubini-Tonelli)
Assume (X, o, µ) and (Y, T , ν) are σ-finite measure spaces, and f(x, y) is a (o ⊗T )-measurable function on XY .
(a) If f(x, y) ≥ 0, and if φ(x) =

Y
f(x, y) dν(y) and ψ(y) =

X
f(x, y) dµ(x), then φ is o-measurable, ψ is
T -measurable, and

X
φdµ =

X×Y
f(x, y) d(µ ν) =

Y
ψ dν. (51)
(b) If f : X Y →C and if one of

Y

X
[f(x, y)[ dµ(x) dν(y) < ∞ or

X

Y
[f(x, y)[ dν(y) dµ(X) < ∞
holds, then so does the other, and f ∈ L
1
(µ ν).
(c) If f ∈ L
1
(µ ν), then,
(i) for almost every x ∈ X, f(x, y) ∈ L
1
(ν),
(ii) for almost every y ∈ Y, f(x, y) ∈ L
1
(µ),
(iii) φ(x) =

Y
f dν is defined almost everywhere (by (i)), moreover φ ∈ L
1
(µ),
(iv) ψ(y) =

X
f dµ is defined almost everywhere (by (ii)), moreover ψ ∈ L
1
(ν), and
(v) equation (51) holds.
74
A.2 Complex Analysis A MISCELLANEOUS THEOREMS
A.2 Complex Analysis
A.2.1 Cauchy’s Theorem
67
A continuous function γ : [a, b] → C, where [a, b] ⊂ R, is called a path in C, and such a path is called rectifiable if it
is of bounded variation, i.e., if there is a constant M > 0 such that, for any partition a = t
1
< t
2
< < t
n
= b of
[a, b],
¸
i
[γ(t
i
) −γ(t
i−1
)[ ≤ M. In particular, if γ is a piecewise smooth path, it is rectifiable.
If γ : [a, b] → C is a path in C, the set of points ¦γ(t) : a ≤ t ≤ b¦ is called the trace of γ. Some authors denote
this set by γ

, and others by ¦γ¦. We will write γ

if clarity demands it. Otherwise, if we simply write z ∈ γ, it should
be obvious that we mean γ(t) = z for some a ≤ t ≤ b. Finally, if γ is a closed rectifiable path in C, we call the region
which has γ as its boundary the interior of γ.
A curve is an equivalence class of paths that are equal modulo a change of parameter. If a path γ has some (non-
parametric) property that interests us (e.g., it is closed or smooth or rectifiable), then invariably that property is shared
by every path in the equivalence class of reparameterizations of γ. Therefore, when parametrization has no relevance
to the discussion, we often speak of the “curve” γ, by which we mean any one of the paths that represent the curve.
Definition A.1 If γ is a closed rectifiable curve in C then, for w / ∈ γ

, the number
n(γ; w) =
1
2πi

γ
dz
z −w
is called the index of γ with respect to the point w. It is also sometimes called the winding number of γ around w.
Theorem A.9 (Cauchy’s formula, ver. 1) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). If γ is
a closed rectifiable curve in G such that n(γ; w) = 0 for all w ∈ C ` G, then for all z ∈ G` γ

,
f(z)n(γ; z) =
1
2πi

γ
f(ζ)
ζ −z
dζ.
A number of important theorems include a hypothesis like the one above concerning γ – i.e., a closed rectifiable
curve with n(γ; w) = 0 for all w ∈ C ` G (where G is some open subset of the plane). This simply means that γ
is contained with its interior in G. In other words, γ does not wind around any points in the complement of G (e.g.,
“holes” in G, or points exterior to G). Such a curve γ is called homologous to zero in G, denoted γ ≈ 0, and a version
of a theorem with this as one of its hypotheses may be called the “homology version” of the theorem.
More generally, if G ⊆ C is open and γ
1
, . . . , γ
m
are closed rectifiable curves in G, then the curve γ = γ
1
+ +
γ
m
is homologous to zero in G provided n(γ
1
, w) + +n(γ
m
, w) = 0 for all w ∈ C` G. Thus, either theorem A.9,
or the following generalization, might be called “the homology version of Cauchy’s formula:”
Theorem A.10 (Cauchy’s formula, ver. 2) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). If
γ
1
, . . . , γ
m
are closed rectifiable curves in G with γ = γ
1
+ +γ
m
≈ 0, then for all z ∈ G` γ

,
f(z)
m
¸
j=1
n(γ
j
, z) =
1
2πi
m
¸
j=1

γj
f(ζ)
ζ −z
dζ.
The next theorem (or its generalization below) might be called “the homology version of Cauchy’s theorem:”
Theorem A.11 (Cauchy’s theorem, ver. 1) Let G ⊆ C be an open set and suppose f ∈ H(G). If γ is a closed
rectifiable curve that is homologous to zero in G, then

γ
f(z)dz = 0.
67
Most of the material in this section can be found in Conway [3].
75
A.2 Complex Analysis A MISCELLANEOUS THEOREMS
Theorem A.12 (Cauchy’s theorem, ver. 2) Let G ⊆ C be an open set and suppose f ∈ H(G). If γ
1
, . . . , γ
m
are
closed rectifiable curves in G such that γ = γ
1
+ +γ
m
≈ 0, then
m
¸
j=1

γj
f(z) dz = 0.
A partial converse of Cauchy’s theorem is the following:
Theorem A.13 Let G be an open set in the plane and f ∈ C(G, C). Suppose, for any triangular contour T ⊂ G with
T ≈ 0 in G, that

T
f(z)dz = 0. Then f ∈ H(G).
This theorem is still valid (and occasionally easier to apply) if we replace “any triangular contour” with “any rectan-
gular contour with sides parallel to the real and imaginary axes.” This stronger version is sometimes called Morera’s
theorem, and the exercise on page 81 of Sarason [10] asks you to prove it using theorem A.13.
A.2.2 Maximum Modulus Theorems
Theorem A.14 (max mod principle, ver. 1) Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus
at some point a ∈ G. Then f is constant.
That is, if there is a point a ∈ G with [f(z)[ ≤ [f(a)[ for all z ∈ G, then f is constant.
68
Theorem A.15 (max mod principle, ver. 2) If G ∈ C is open and bounded, and if f ∈ C(
¯
G) ∩ H(G), then
max¦[f(z)[ : z ∈
¯
G¦ = max¦[f(z)[ : z ∈ ∂G¦.
That is, in an open and bounded region, if a holomorphic function is continuous on the boundary, then it attains its
maximum modulus there.
Theorem A.16 (max mod principle, ver. 3) Let G ⊂
ˆ
C = C∪¦∞¦ be open, let f ∈ H(G), and suppose there is an
M > 0 such that
lim
z→a
[f(z)[ ≤ M, for every a ∈ ∂

G.
Then [f(z)[ ≤ M for all z ∈ G.
Theorem A.17 (Schwarz’s lemma) Let f ∈ H(D), [f(z)[ ≤ 1 for all z ∈ D, and f(0) = 0. Then
(a) [f(z)[ ≤ [z[, for all z ∈ D,
(b) [f

(0)[ ≤ 1,
with equality in (a) for some z ∈ D ` ¦0¦ or equality in (b) iff f(z) = e

z for some constant θ ∈ R.
Please email comments, suggestions, and corrections to williamdemeo@gmail.com.
68
This version of the maximum modulus principle is an easy consequence of the open mapping theorem, which itself can be proved via the local
mapping theorem, which in turn can be proved using Rouch´ e’s theorem. Of course, you should know the statements of all of these theorems and,
since proving them in this sequence is not hard, you might as well know the proofs too! Two excellent references giving clear and concise proofs
are Conway [3] and Sarason [10].
76
REFERENCES
B List of Symbols
F an arbitrary field
Q the rational numbers
Z the integers
N the natural numbers, ¦1, 2, . . .¦
C the complex numbers (a.k.a. the complex plane)
ˆ
C the extended complex plane, C ∪ ¦∞¦
R the real numbers (a.k.a. the real line)
T the unit circle, ¦z ∈ C : [z[ = 1¦
ˆ
R the extended real line, [−∞, ∞]
Rez the real part of a complex number z ∈ C
Imz the imaginary part of a complex number z ∈ C
D or U the open unit disk, ¦z ∈ C : [z[ < 1¦
H(G) the holomorphic functions on an open set G ⊂ C
Π
+
the upper half-plane, ¦z ∈ C : Imz > 0¦
Π

the lower half-plane, ¦z ∈ C : Imz < 0¦
P
+
the right half-plane, ¦z ∈ C : Rez > 0¦
P

the left half-plane, ¦z ∈ C : Rez < 0¦


G the extended boundary of a set G ⊂
ˆ
C
C[0, 1] the space of continuous real valued functions on [0, 1].
L
1
the space of integrable functions; i.e., measurable f such that

[f[ < ∞.
L
p
for 0 < p < ∞, the space of measurable functions f such that

[f[
p
< ∞.
L

the space of essentially bounded measurable functions;
i.e., measurable f such that ¦x : [f(x)[ > M¦ has measure zero for some M < ∞.
o ⊗T the product σ-algebra generated by o and T .
References
[1] Lars Ahlfors. Complex Analysis. McGraw-Hill, New York, 3rd edition, 1968.
[2] Charalambos D. Aliprantis and Owen Burkinshaw. Principles of Real Analysis. Academic Press, New York, 3rd
edition, 1998.
[3] John B. Conway. Functions of One Complex Variable I. Springer-Verlag, New York, 2nd edition, 1978.
[4] Gerald B. Folland. Real Analysis: Modern Techniques and Their Applications. John Wiley & Sons Ltd, New
York, 1999.
[5] James R. Munkres. Topology: A First Course. Prentice Hall International, Englewood Cliffs, NJ, 1975.
[6] H. L. Royden. Real Analysis. Macmillan, New York, 3rd edition, 1988.
[7] Walter Rudin. Principles of Mathematical Analysis. McGraw-Hill, New York, 3rd edition, 1976.
[8] Walter Rudin. Real and Complex Analysis. McGraw-Hill, New York, 3rd edition, 1987.
[9] Walter Rudin. Functional Analysis. McGraw-Hill, New York, second edition, 1991.
[10] Donald J. Sarason. Notes on Complex Function Theory. Henry Helson, 1994.
[11] Elias Stein and Rami Shakarchi. Complex Analysis. Princeton University Press, 2003.
77
Index
absolute continuity
of functions, 15–16, 73
of measures, 6, 14, 72
approximating integrable functions, 7
area theorem, 48
Arzela-Ascoli theorem, 57, 62
Baire category theorem, 22
Banach space

p
, 35
of bounded linear operators, 26
Banach-Steinhauss theorem, 22, 35
Borel σ-algebra, 34
Borel set, 34
Casorati-Weierstrass theorem, 54
applied, 47, 58
Cauchy’s formula, 75
applied, 39, 47, 56
Cauchy’s theorem, 75–76
converse of, see Morera’s theorem
problems, 44, 45, 48, 52, 61
proof by Green’s theorem, 51–52
Cauchy-Riemann equations, 42, 51
closed graph theorem, 30
conformal mapping
problems, 39, 44, 50, 60, 66, 68
connected, 67
criterion for a pole, 59
curve, 75
disconnected, 67
dominated convergence theorem
applied, 11, 23, 28, 33
general version, 72
standard version, 21
Egoroff’s theorem, 72
problems, 20, 28–29, 32–33
equicontinuity
pointwise vs. uniform, 57
equicontinuous, 62
even functions, 16
Fatou’s lemma, 72
Fubini-Tonelli theorem, 73–74
applied, 8, 13
fundamental theorem of algebra, 52
fundamental theorem of calculus, 16
Green’s theorem, 51
H¨ older’s inequality, 22
Hadamard factorization theorem
applied, 58
Hahn-Banach theorem, 22
homologous to zero, 75
implicit function theorem, 18
index, 75
inverse function theorem
of calculus, 18
Laurent expansion, 55, 59, 64
Lebesgue decomposition, 73
Liouville’s theorem
applied, 38, 48, 53
maximum modulus theorem, 76
applied, 66
monotone convergence theorem
applied, 4, 5, 12
Montel’s theorem, 57, 62
applied, 45
Morera’s theorem, 76
problems, 48, 61
mutually singular, 72
normal family, 40, 45, 57, 62–63
odd functions, 16
path, 75
Picard’s theorem, 38
product measures, 8, 73
Radon-Nikodym
derivative, 14, 73
problems, 7–8, 14, 19, 30, 34
theorem, 72–73
removable singularity theorem, 59
residue theorem, 68
applied, 40, 43, 55, 65, 68
78
INDEX INDEX
Riemann mapping theorem, 60
Riesz representation theorem, 35–36
applied, 16–17
for L
p
, 22
Rouch´ e’s theorem, 53
Schwarz’s lemma, 76
applied, 50, 61, 66, 68
Stone-Weierstrass theorem, 21
applied, 7
Tonelli’s theorem, see Fubini-Tonelli theorem
uniform boundedness principle, 22, 35
winding number, 75
79

A.1.3 Integration . . . . . . . . . . . . . . . . . . . . . A.1.4 Absolute Continuity of Measures . . . . . . . . . A.1.5 Absolute Continuity of Functions . . . . . . . . . A.1.6 Product Measures and the Fubini-Tonelli Theorem A.2 Complex Analysis . . . . . . . . . . . . . . . . . . . . . . A.2.1 Cauchy’s Theorem1 . . . . . . . . . . . . . . . . . A.2.2 Maximum Modulus Theorems . . . . . . . . . . . B List of Symbols

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

72 72 73 73 75 75 76 77

2

1

REAL ANALYSIS

1 Real Analysis
1.1 1991 November 21
1. (a) Let fn be a sequence of continuous, real valued functions on [0, 1] which converges uniformly to f . Prove that limn→∞ fn (xn ) = f (1/2) for any sequence {xn } which converges to 1/2. (b) Must the conclusion still hold if the convergence is only point-wise? Explain. Solution: (a) Let {xn } be a sequence in [0, 1] with xn → 1/2 as n → ∞. Fix > 0 and let N0 ∈ N be such that n ≥ N0 implies |fn (x) − f (x)| < /2, for all x ∈ [0, 1]. Let δ > 0 be such that |f (x) − f (y)| < /2, for all x, y ∈ [0, 1] with |x − y| < δ. Finally, let N1 ∈ N be such that n ≥ N1 implies |xn − 1/2| < δ. Then n ≥ max{N0 , N1 } implies |fn (xn ) − f (1/2)| ≤ |fn (xn ) − f (xn )| + |f (xn ) − f (1/2)| < /2 + /2 = . (b) Suppose the convergence is only point-wise. Then the conclusion is false, as the following counterexample demonstrates: Define fn (x) to be the function  0,  f (x) = 2nx − (n − 1),   1,
1 1 if 0 ≤ x < 2 − 2n , 1 1 if 2 − 2n ≤ x < 1 , 2 if 1 ≤ x ≤ 1. 2

(1)

1 1 That is, fn (x) is constantly zero for x less than 2 − 2n , then it increases linearly until it reaches one at x = 1/2, 1 and then it remains constantly one for x bigger than 1/2. Now define the sequence xn = 1 − n . Then fn (xn ) = 0 2 for all n ∈ N and xn → 1/2, while the sequence fn approaches the characteristic function f χ[ 1 ,1] which is one 2 on [ 1 , 1] and zero elsewhere. Therefore, f (1/2) = 1 = 0 = limn fn (xn ). 2

2. Let f : R → R be differentiable and assume there is no x ∈ R such that f (x) = f (x) = 0. Show that S = {x | 0 ≤ x ≤ 1, f (x) = 0} is finite. Solution: Consider f −1 ({0}). Since {0} is closed and f continuous, f −1 ({0}) is closed. Therefore S = [0, 1] ∩ f −1 ({0}) is a closed and bounded subset of R. Hence, S is compact. Assume, by way of contradiction, that S is infinite. Then (by theorem A.1) there is a limit point x ∈ S; i.e., there is a sequence {xn } of distinct points in S which converges to x. Also, as all points are in S, f (xn ) = f (x) = 0 for all n ∈ N. We now show that f (x) = 0, which will give us our desired contradiction. Since |xn − x| → 0, we can write the derivative of f as follows: f (x) = lim f (x + (xn − x)) − f (x) f (xn ) − f (x) = lim = 0. n→∞ xn − x xn − x

n→∞

The last equality holds since f (x) = f (xn ) = 0 holds for all n ∈ N.

3

|f | + A |f | + A∞ |f | = A |f |. . n)) is measurable (theorem A. To prove the result. 2. 2. Therefore. we could have cited the dominated convergence theorem here since fn (x) ≤ |f (x)| (x ∈ X. Then {fn } is a sequence of non-negative measurable functions and. and µ(E) < ∞. define An = {x ∈ X : 1/n ≤ |f (x)| < n}. and. there is some N > 0 for which |f | dµ < . Therefore.. f is measurable and x → |x| is continuous.1 1991 November 21 1 REAL ANALYSIS 3. limn→∞ fn (x) = |f (x)|χA (x). If (X.2). Σ.2 Next. for each x ∈ X. . define A0 = {x ∈ X : f (x) = 0} Then X = A0 ∪ A ∪ A∞ is a disjoint union. 2 Answer: 3 Alternatively.). Therefore. we must find a measurable set E such that A\E |f | < . An = g −1 ([1/n. by (2). X\AN Finally. X\E > 0 there is E ∈ Σ such that Solution: For n = 1. so the monotone convergence theorem3 implies X fn → A |f |. µ) is a measure space and if f is µ integrable. then. the set E = AN meets the given criteria. Since An ⊆ An+1 . .1. (2) The first term in the middle expression is zero since f is zero on A0 . Define fn = |f |χAn . n = 1. we have 0 ≤ f1 (x) ≤ f2 (x) ≤ · · · . 4 . A1 ⊆ A2 ⊆ · · · ↑ A n=1 ∞ An and each An is measurable (why?). show that for every µ(E) < ∞ and |f | dµ < . . Clearly. and the third term is zero since f ∈ L1 (µ) implies µ(A∞ ) = 0. n→∞ lim |f | dµ = An A |f | dµ = X |f | dµ. . . and |f | = X A0 and A∞ = {x ∈ X : |f (x)| = ∞}. note that 1/N ≤ |f | < N on AN . so µ(AN ) ≤ N AN |f | dµ ≤ N X |f | dµ < ∞. so g = |f | is measurable.

5 . E Solution: This problem appears so often. show that there is δ > 0 such that for all measurable sets E ⊂ [0. show that ν is a Solution: Clearly µ(E) = 0 ⇒ ν(E) = 0. E f dµ. 1]. f is a non-negative measurable function. In particular ν is not identically infinity. (See also: April ’98. . The second is a shorter proof.3. ψ ≤ f ≤ φ. November ’97 (6). 1] and > 0.5 If f is Lebesgue integrable on [0. and ν(E) = measure. Suppose f is a bounded. 2. I recommend that you learn the first proof. . . and ψ and φ range over all simple functions. . . so we need only check countable additivity. E2 . Show that f is Lebesgue measurable if and only if sup ψ dm = inf φ dm where m is Lebesgue measure on [0. Solution: This is proposition 4. employed in problem 3. Thanks to Matt Chasse for pointing out a mistake in my original solution to this problem. I think it’s worth giving two different proofs. ν(∅) = µ(∅) = 0. 2. which is almost equivalent to the original problem statement. but it relies on a result about absolute continuity of measures. .3 of Royden. n = 1.1 1991 November 21 1 REAL ANALYSIS 4. ν(∪n En ) = S n f dµ = En ∞ f χSn En dµ ( the En are disjoint) = n=1 ∞ f χEn dµ f χEn dµ n=1 ∞ = = n=1 ( f χEn ≥ 0. The second proof is also worth studying. The first relies on the frequently useful technique. April ’03 (4). 4 See also: Rudin [8]. 1]. Then. in which the domain is written as a union of the nested sets An = {x ∈ X : 1/n ≤ |f (x)| < n}. however. Let {E1 . I believe the solution given here is correct. chapter 1.) 5. Therefore. f dm < . as it connects this result to the analogous result about absolutely continuous measures.4 If (X. µ) is a measure space. 6. 3ed.1. 1] with m(E) < δ. but the skeptical reader is encouraged to consult Rudin.) ν(En ). problem A. [6]. . real valued function on [0.} be a countable collection of disjoint measurable sets. . .). The penultimate equality follows from the monotone convergence theorem applied to the sequence of non-negative m measurable functions gm = n=1 f χEn (m = 1. Σ. 5 See also: April ’92 (4).

The penultimate inequality holds because |f | < n on An . whenever µ(E) < δ. The signed measure defined by ν(E) = E µ f dµ is finite iff7 f ∈ L1 (µ). what follows we only need that ν is finite if f is integrable. and suppose E ⊂ [0. That is. As we saw in problem 3. An = {x ∈ X : 1/n ≤ |f (x)| < n}. n = 1.1 1991 November 21 1 REAL ANALYSIS Proof 1: Let An . Then ν if and only if for every > 0 there is a δ > 0 such that |ν(E)| < whenever µ(E) < δ. X = [0. Here. . Therefore. page 89. lemma 1. It follows that. . |f | dm |f | dm + (X\An )∩E An ∩E = ≤ X\An |f | dm |f | dm |f | dm + An ∩E < /2 + n m(An ∩ E) < /2 + n 2n = . 6 . 2. 6 See 7 For also Folland [4]. 1]. X\An Define δ = (2n)−1 . . but the converse is also true.1 Let ν be a finite signed measure and µ a positive measure on a measurable space (X. for every > 0. lim |f | dm = An A n→∞ |f | dm = X |f | dm. Let n > 0 be such that |f | dm < /2. M).1. 1] is a measurable set with mE < δ. We must show | f dm ≤ E E E f dm| < . there is a δ > 0 such that |ν(E)| = E f dµ < . It is also clearly absolutely continuous with respect to µ.1 can be applied to the real and imaginary parts of any complex-valued f ∈ L1 (µ). Proof 2:6 This proof relies on the following lemma about absolute continuity of measures: Lemma 1. be the sequence of measurable sets defined in problem 3.

φ ∈ C[0. show that there is a nonnegative measurable function f on X such that for all E in Σ. 1. fφ = ≤ ≤ f = f f (φ − pn + pn ) |f ||φ − pn | + 1 1 f pn + f pn (3) φ − pn φ − pn ∞ ∞. .. 1] satisfy. we have 0 ≤ f 2 ≤ M f − φn 1 → 0. Σ). somewhat clumsy proof intact because it provides a nice demonstration of the Stone-Weierstrass theorem (which appears on the exam syllabus). 7 . “Now. November ’95 (6. As f 2 is independent of n. 1]. cf. 1. let {φn } ⊂ C[0.10 In fact. 1].1 1991 November 21 1 REAL ANALYSIS 7. . Show that f (x) = 0 a. 1]. since C[0.. November ’92 (7b. 1]. . Then f φn .. Since f 2 ≥ 0. note that f 1 < ∞. moderate). Since the left-hand side of (3) is independent of n. easy). since all functions involved are integrable. Then. . say. 1]. very easy). 1]. Finally. very easy version). in fact. we have f 2 = 0. 1] such that with m Lebesgue measure. nonnegative. that is. The last equality holds since xn f = 0 for all n = 0. 1]. Now. (1 − f ) dµ = E E f dν. November ’91 (this question. |f ||f − φn | + The second term on the right is zero by what we proved above. One attempted solution (which I think is the one given in the black notebook). seems to assume f ∈ L1 .” This is a nice observation and disposes of the problem quickly and efficiently.8 Suppose f is a bounded. this implies f 2 = 0 a. there is a sequence {pn } of polynomials such that φ − pn ∞ → 0 as n → ∞. hence f = 0 a. So assume µ and ν are finite positive measures on the measurable space 8 This question appears very often in varying forms of difficulty. . Simply start from the line.” but instead write. Therefore. 10 Note that a measure µ is called “positive” when it is. let {φn } ⊂ C[0. one can prove the result is false without this assumption.1.. November ’96 (B2. since C[0.. but that assumption makes the problem even easier than the others.. let {φn } ⊂ Pol[0. 1] satisfy φn − f 0≤ f2 = f (f − φn + φn ) ≤ 1 → 0 as n → ∞. Therefore. and because everyone should know how to apply this fundamental theorem to problems of this sort. we have thus shown that f φ = 0 for any φ ∈ C[0. However. 8. (4) Solution: There’s an assumption missing here: µ and ν must be positive measures. I have yet to solve the November ’95 version. µE ≥ 0 for all E ∈ Σ. xn f dm = 0 for n = 0. 1] is dense in L1 [0.. since f is bounded and Lebesgue measurable on the bounded interval [0.e.9 If µ and ν are finite measures on the measurable space (X. . the right-hand side of (3) tends to zero as n tends to infinity. measurable function on [0. 1] satisfy. Solution: Fix an arbitrary continuous function on [0. 1]. By the Stone-Weierstrass theorem. hard–impossible?).e. 2. real valued. Alternative Solution: Quinn Culver suggests shortening the proof by using the fact that polynomials are dense in L1 [0. 9 See also: November ’97 (7). which implies that f pn = 0 for all polynomials pn . “Since Pol[0. I have left the original. 1] is dense in L1 [0. 2. April ’92 (6. if M is the bound on |f |.e. 1] is dense in L1 [0.

9. if we can show that Ψ(x. F (x. y) is an (S ⊗ T )-measurable function from X × Y into R × R. g(y) ∈ B} = {(x. To show Ψ is measurable. in a single theorem. Therefore. In my opinion. and F (x. y) : g(y) ∈ B} = (f −1 (A) × Y ) ∩ (X × g −1 (B)) = f −1 (A) × g −1 (B). 12 I’m 11 See 8 . ∀E ∈ Σ. an important (but often overlooked) first step is to prove that F (x. show that F is integrable on X × Y and F d(µ × ν) = f dµ g dν. so the theorem provides an f ∈ L1 (µ + ν) such µ(E) = E f d(µ + ν) ∀ E ∈ Σ. y) : f (x) ∈ A} ∩ {(x. ν). and let Φ : R × R → R be the continuous function Φ(s. respectively. y) : f (x) ∈ A.2 states that a continuous function of a measurable function is measurable. T . To me. In the present case. y). then there is a unique g ∈ L1 (dm) such that λ(E) = E m are σ-finite positive measures g dm. and others.1. y) = f (x)g(y) is (S ⊗ T )-measurable. not sure if the claim is true unless the measure spaces are σ-finite. the most useful version of the Fubini-Tonelli theorem is the one in Rudin [8].11 If f and g are integrable functions on (X. E dµ − E f dµ = µ(E) − Therefore. Theorem A.7) says. let R be an open rectangle in R × R. t) = st. the theorem in Rudin is much easier to apply. then it will follow that F (x. Instead it begins with the assumption that f is integrable. we have f dµ. y) is (S ⊗ T )measurable. g(y)). Then. and since µ(E) = (1 − f ) dµ = E E E dµ.1 1991 November 21 1 REAL ANALYSIS (X. y) = f (x)g(y) is integrable. and Ψ−1 (R) = Ψ−1 (A × B) = {(x. Then R = A × B for some open sets A and B in R. y) = f (x) g(y). which proves (5). S. y) = f (x)g(y) = (Φ ◦ Ψ)(x. also: November ’97 (2). µ that µ + ν (since the measures are positive). and from there. There is a version appearing in Royden [6] that does not require σ-finiteness. µ) and (Y. which assumes σ-finite measure spaces. Σ). All you need is a function that is measurable with respect to the product σ-algebra S ⊗ T . (4) is equivalent to µ(E) = E f dµ + E f dν = E f d(µ + ν) (∀ E ∈ Σ) (5) so this is what we will prove. Define Ψ : X × Y → R × R by Ψ(x. Solution: 12 To show F (x. The Radon-Nikodym theorem (A. you get everything you need to answer any of the standard questions about integration with respect to a product measure. so I’ll assume all measure spaces σ-finite. y) = (f (x). if λ on a σ-algebra Σ. By the linearity property of the integral.

y) dν(y) is defined almost everywhere. y) = f (x)g(y) is (S ⊗T )-measurable. The Fubini-Tonelli theorem then implies that F (x. which holds since f ∈ L1 (µ) and g ∈ L1 (ν). Now that we know F (x.8) to prove that F (x. Ψ−1 (R) ∈ S ⊗ T . Indeed.1 1991 November 21 1 REAL ANALYSIS Now. Finally.and T -measurable. Y f (x) dµ(x) 9 . moreover. F d(µ × ν) = X×Y X Y f (x)g(y) dν(y) dµ(x) f (x) X Y = = X g(y) dν(y) dµ(x) g(y) dν(y). belongs to L1 (µ). f −1 (A) ∈ S and g −1 (B) ∈ T . since f and g are S. Therefore. Since F (x. F d(µ × ν) = X×Y X Y F (x. and. we must prove that F d(µ×ν) = f dµ g dν. which proves the claim. y) ∈ L1 (µ×ν). resp. Therefore. y) = f (x)g(y) is integrable if one of the iterated integrals of |F (x. y) ∈ L1 (µ × ν). we can apply part (b) of the Fubini-Tonelli theorem (A. y)| is finite. |f (x)g(y)| dν(y) dµ(x) = X Y X Y |f (x)||g(y)| dν(y) dµ(x) |f (x)| X Y = = X |g(y)| dν(y) dµ(x) |f (x)| dµ(x) Y |g(y)| dν(y) < ∞. part (c) of the Fubini-Tonelli theorem asserts that φ(x) = Y F (x.1. y) dν(y) dµ(x).

1. ynk = yn1 + (yn2 − yn1 ) + (yn3 − yn2 ) + · · · + (ynk − ynk−1 ) = yn1 + j=1 (ynj+1 − ynj ). Show that E is complete if and only if. Let n1 < n2 < · · · be a subsequence such that n. then ∞ 1 xn xn < ∞. yn − ym → 0 as n. 10 . N →∞ Conversely. it is quite easy to verify that {yn } must converge to the same limit. this implies that k−1 ynk − yn1 = j=1 (ynj+1 − ynj ) → s ∈ E. This proves that every Cauchy sequence in E converges to a point in E. k−1 ∞ ∞ yn − ym < 2−j . N +j N +j SN +j − SN = n=N +1 xn ≤ n=N +1 xn → 0 as N → ∞. Show that if f1 ≥ f2 ≥ f3 ≥ · · · . Solution: Suppose E is complete. Therefore. students: Do any 6 problems. m → ∞.2 1994 November 16 Masters students: Do any 5 problems. Let {yn } ⊂ E be a Cauchy sequence. as k → ∞. i. and ∞ ∞ ynj+1 − ynj < j=1 j=1 2−j = 1 By hypothesis. Ph. We have thus found a subsequence {ynk } ⊆ {yn } having a limit in E.2 1994 November 16 1 REAL ANALYSIS 1. Let {xn } ⊂ E be absolutely convergent. {SN } is a Cauchy sequence. m ≥ nj ⇒ Next observe. ∞ N ∞ 1 xn < ∞. n=1 Let SN = N n=1 xn . That is.e. 2. suppose whenever 1 xn < ∞. and fn (x) → 0 for all x ∈ X. for k > 1. Let fn be a sequence of real continuous functions on a compact Hausdorff space X. whenever converges to an s ∈ E. Since E is complete. Let E be a normed linear space. Finally. since xn < ∞. there is an s ∈ E ∞ such that n=1 xn = lim SN = s.. then 1 xn converges to an s ∈ E. for any j ∈ N. then fn → 0 uniformly. Then.D. We must (6) xn := lim n=1 N →∞ xn = s ∈ E. 1. since {yn } is Cauchy.

Next. it is clear that. Define the function hn (y) = f (y) It is not hard to check that y+n 1(−∞. 1 − (y + n) (7) Note that. this is the result we expect because the translation f (x − n) = Tn f (x) is merely shifting the x support of f to the right tail of the measure dµ := 1+|x| dx. Then dy = dx and x = y + n. Consider the change of variables. / 11 . 1 − (y + n) f (x − n) x 1+|x| Combining the two results above. 1+y+n for all y ≥ −n. 1). |1 − (y + n)| from which it follows that |hn | ≤ |f |.−n] (y). so ∞ f (x − n) −∞ x dx = 1 + |x| = ∞ f (y) −∞ ∞ y+n dy 1 + |y + n| −n f (y) −n y+n dy + 1+y+n f (y) −∞ y+n dy. we see that lim ∞ n→∞ −∞ dx = ∞ −∞ f (x) dx. and increases to 1 as n tends to infinity. by the dominated convergence theorem. Evaluate lim n→∞ Justify all steps. y+n 1+y+n ∈ [0. for all y. Thus. 1). Intuitively. when y ≥ −n. Also. 0 ≤ |f (y)| y+n ≤ |f (y)|.∞) (y).−n] (y) = 0. 13 Here 1A (x) denotes the indicator function of the set A. the dominated convergence theorem implies that −n n→∞ lim f (y) −∞ y+n dy = 0. Let f be integrable on the real line with respect to Lebesgue measure. 1 − (y + n) |y + n| 1(−∞. Define the function13 gn (y) = f (y) y+n 1[−n.−n] (y) ∈ [0. Therefore. 1+y+n Then |gn | ≤ |f | and lim gn = f . Solution: Fix n > 0.2 1994 November 16 1 REAL ANALYSIS 3. Remark. 1 − (y + n) Therefore. which is 1 if x ∈ A and 0 if x ∈ A. ∞ −∞ f (x − n) x 1+|x| dx. n→∞ ∞ n→∞ lim f (y) −n y+n dy = lim n→∞ 1+y+n ∞ ∞ gn (y) dy = −∞ −∞ f (y) dy.1. y = x − n. and in the tail this measure looks like dx. consider the second term in (7). n→∞ lim hn (y) = f (y) lim n→∞ y+n 1(−∞.

(i) 0 ≤ f1 (x) ≤ f2 (x) ≤ · · · ≤ f (x). That is. Of course.1.3 1998 April 3 Instructions Do at least four problems in Part A. and suppose X = ∪n Xn . 3. and for each positive n define n=1 xn = sup xk ˆ k≥n (a) Explain why the limit = limn→∞ xn exists. for all x ∈ X. this does not answer the question as stated. Then it is clear that the hypotheses of the monotone conver1 gence theorem are satisfied. 2. Let (X. Use the monotone convergence theorem and linearity of the integral to prove that. ’91). PART A 1. ˆ (b) Prove that. (b) Let O be the collection of all finite open intervals in R. that C ⊂ Aσ (C). and F the collection of all finite closed intervals in R. f dµ = X n n Xn f dµ. where {Xn }∞ is a pairwise disjoint collection of n=1 measurable subsets of X. Nov. Solution: 14 Define fn = k=1 f χXk = f χ∪n Xk . since the examiners specifically require the use of the MCT and linearity of the integral. Let {xn }∞ be a bounded sequence of real numbers. there exists an integer k such that k ≥ N and |xk − | < . Let C be a collection of subsets of the real line R. R that the hypotheses imply ν(E) = E f dµ is a measure (problem 4. if f is a non-negative measurable real-valued function on X.3 1998 April 3 1 REAL ANALYSIS 1. for any > 0 and positive integer N . and define Aσ (C) = {A : C ⊂ A and A is a σ-algebra of subsets of R}. and at least two problems in Part B. (a) Prove that Aσ (C) is a σ-algebra. Show that Aσ (O) = Aσ (F ). and that Aσ (C) ⊂ A for any other σ-algebra A containing all the sets of C. and (ii) limn→∞ fn (x) = f (x)χX (x) = f (x). A. µ) be a measure space. from which the desired conclusion immediately follows. 14 Note 12 .

Using the Fubini/Tonelli theorems to justify all steps. y) dx dy or f (x. and gives the first of the following equalities: 1 0 y 1 x−3/2 cos πy 2x 1 x dx dy = 0 1 0 x−3/2 cos x−3/2 · 0 1 πy 2x dy dx y=x = = 0 2x πy sin π 2x dx y=0 2 −1/2 x dx π x=1 x=0 2 2x1/2 π 4 = .1. Moreover. y). dy). Thus one of the iterated integrals of |g(x. Now let g(x. y)| is finite which. Therefore. if one of the iterated integrals is finite. then f (x. y) = x−3/2 cos(πy/2x).3 1998 April 3 1 REAL ANALYSIS Therefore. then they both exist and are equal. if f (x. then the iterated integrals exist and are equal. dy). by the Tonelli theorem. y) dy dx exists. Solution: By Tonelli’s theorem. 4. y) ∈ L1 (dx. implies g(x. y)| as follows: 1 0 0 x 1 x |g(x. dy). ∞ n f dµ = lim k=1 Xk n→∞ f χXk dµ k=1 X n = lim = lim = = X n→∞ f χXk dµ X k=1 (by linearity of the integral) (by definition of fn ) (by the monotone convergence theorem) n→∞ fn dµ X X n→∞ lim fn dµ f dµ. y) ≥ 0 is measurable and one of the iterated integrals f (x. evaluate the integral 1 0 y 1 x−3/2 cos πy 2x dx dy. the Fubini theorem applies to g(x. and apply the Tonelli theorem to the non-negative measurable function |g(x. y) ∈ L1 (dx. y)| dy dx = 0 0 |x|−3/2 cos πy 2x 1 x 1 dy dx ≤ 0 0 x−3/2 · 1 dy dx = 0 x−1/2 dx = 2. y) ∈ L1 (dx. π = 13 . Fubini’s theorem states: if f (x.

the sets {An } are measurable. y) = φi (x)ψi (y).e.1. and for each Lebesgue measurable subset E of R define µ(E) = E 1 dm(x).e. 2. n µ(E) = µ(E ∩ (∪n An )) = µ(∪n (An ∩ E)) = 1 The last equality might need a bit of justification: Since f (x) = 1+x2 is continuous. This is an exam problem. respectively. hence measurable. where E ∈ M.1). Therefore. 1 1+x2 χE . 15 Recall 14 . . but I can’t remember on which exam it appears. m µ. µ-a. i where φi . To this end. µ(E) ≥ µ(An ∩ E) ≥ 1 m(An ∩ E) > 0. Let I be the interval [0. 1 + x2 h(x) That is.. this will establish that the implication µ(E) = 0 ⇒ m(E) = 0 holds for all E ∈ M. there is a unique h ∈ L1 (µ) such that m(E) = h dµ. the last equality holds by countable additivity of disjoint measurable sets. µ-a. then f = g. n+1 which proves that m µ. and let C(I). Then. for all n = 1. C(I × I) denote the spaces of real valued continuous functions on I and I × I. Therefore. Let m be Lebesgue measure on the real line R. .. and then f dm = f h dµ ∀ f ∈ L1 (m).e. define 1 1 1 < ≤ 2 n+1 1+x n Then Ai ∩ Aj = ∅ for all i = j in N. E dµ = dµ(x) holds for all measurable sets E. and compute the Radon-Nikodym derivative dm/dµ. Therefore. Solution: Obviously both measures are non-negative. When I come across it again I’ll put a cross reference here. In particular. i. For n = 1. 1]. is dense in C(I × I). . which implies15 that. since 0 < 1 1+x2 . with the usual supremum norm on these spaces. . 1 m(An ). We must first prove m µ. Therefore. dµ One final note: h is uniquely defined only up to an equivalence class of functions that are equal to 1 + x2 . Show that the collection of finite sums of the form f (x. 6. if E ∈ M and f (x) = µ(E) = E h(x) E 1+x2 1 dm(x) = 1 + x2 E h(x) dµ(x). dm (x) = h(x) = 1 + x2 . Now note that m(E) = m(An ∩E) > 0 implies the existence of an n ∈ N such that m(An ∩E) > 0. . 1 + x2 Show that m is absolutely continuous with respect to µ. suppose m(E) > 0. the σ-algebra of Lebesgue measurable sets. 1+x2 = 1 holds for µ-almost every x ∈ R. µ(An ∩ E). By the Radon-Nikodym theorem (A. and. ψi ∈ C(I) for each i.3 1998 April 3 1 REAL ANALYSIS 5. if we can show µ(E) > 0. R = ∪An . . An = x∈R: µ(An ) ≥ Also.. R R the standard result: if f and g are integrable functions such that E f = E g holds for all measurable sets E. n+1 ≤ 1 holds for all x ∈ R. 2.

R Solution: 16 First note that f is increasing. so f exists for a. Show that χE dµ = R S χE ◦ φ dm. and f (x) − f (a) for a ≤ x ≤ b. theorem 1. (b) Let χE denote the characteristic function of the set E. most elegant solution. Let φ(x. define µ(E) = m(φ−1 (E)). If f is differentiable on [a. check that f ∈ L1 (R). Prove that f is absolutely continuous on every closed finite interval if and only if f dm = 1. f is measurable. b]. f ∈ L1 (R) as claimed. b]. (a) Show that µ is a Borel measure on R. Let E be the set on which f exists. The first is proved in the appendix (sec. x ∈ R. (⇐) Suppose R f dm = 1. define g(x) = lim sup [f (x + 1/n) − f (x)] n. and f (x) ≥ 0 wherever f exists. and f = g on E (by the definition of derivative). b]). n→∞ As a lim sup of a sequence of measurable functions.1. then f ∈ AC[a. A couple of lemmas will be needed to complete the ⇐ direction of the proof. b] for all −∞ < a < b < ∞. However. and.3 1998 April 3 1 REAL ANALYSIS PART B 7.14?). y) = x2 y be defined on the square S = [0. Let f be a real valued and increasing function on the real line R. and what follows is the clearest and most instructive proof I’ve come up with. 1] in the plane. Lemma 1.2 Let f : R → R be a function. and probably not the type of detailed answer one should give on an actual exam. (c) Evaluate the integral ∞ t2 dµ(t). f ∈ L1 ([a. −∞ 8. x a f (t)dt = 16 I have worked this problem a number of times. such that f (−∞) = 0 and f (∞) = 1. 15 . since f is increasing. and let m be two-dimensional Lebesgue measure on S. Also. First. We must show f ∈ AC[a.e. 1] × [0. f ≥ 0 on E. some of the facts that I prove in detail have appeared as separate questions on other exams. g is measurable (Rudin [8]. since 1= R f dm = R\E f dm + E f dm = E f dm. It’s by no means the shortest. Given a Borel subset E of the real line R. so the proofs are worth knowing. Thus. while the second can be found in Royden [6] on page 100. A). so f is measurable. Then m(R \ E) = 0. so |f |dm = R R\E |f |dm + E |f |dm = E |f |dm = E f dm = 1. To see this.

with the property that F (f ) = 0 for all odd functions f in L1 [−1. x]. concise treatment of the fundamental theorem of calculus for Lebesgue integration. 16 . By lemma 1. so this is equivalent to showing x x→∞ R f dm = 1. Let F be a continuous linear functional on the space L1 [−1.17 Lemma 1. 1]. and f ∈ AC[−x.] Solution: Since F ∈ L1 [−1. x > 0. 1]∗ .3. Assuming the claim is true 1 = lim [f (x) − f (−x)] = lim x→∞ x→∞ f (t)dm(t) = −x R f dm. Then we claim f (x) − f (−x) = (see Royden [6]. 1].3 1998 April 3 1 REAL ANALYSIS The converse of this lemma is also true. then by the Riesz representation theorem18 there is a unique h ∈ L∞ [−1. then x a f (t)dt ≤ f (x) − f (a).2. problem 3 of section 1. This contradiction proves that desired. by lemma 1. [Hint: One possible approach is to use the fact that any function in Lp [−1. b]). R f dm = 1 implies b a f (t)dt = f (b) − f (a) holds for all −∞ < a < b < ∞. 1]. −x x→∞ x −x Let x ∈ R. 1] is the sum of an odd function and an even function. Suppose. for all f ∈ L1 [−1. so we need only f (t)dt < f (b) − f (a) holds for show that strict inequality cannot hold. We must show f (∞) − f (−∞) = 1. we have x f dm. we have b a R b a f (t)dt = f (t)dt ≤ f (b) − f (a). By assumption lim f (t)dm(t) = lim [f (x) − f (−x)]. by way of contradiction. as (⇒) Now assume f ∈ AC[a. Then.5. Show that there exists an even function φ such that 1 F (f ) = −1 f (x)φ(x) dx. f dm = 1 implies b a To finish the ⇐ direction of the proof.3 If f : R → R is increasing and f ∈ L1 ([a. that some −∞ < a < b < ∞. it suffices to show that f (b) − f (a) holds for all −∞ < a < b < ∞. p. a b ∞ 1= R f dm = −∞ f dm + a f dm + b f dm < [f (a) − f (−∞)] + [f (b) − f (a)] + [f (∞) − f (b)] = f (∞) − f (−∞) = 1.1. 1]) Folland [4] for a nice. b] for all −∞ < a < b < ∞. 9. 1] such that 1 F (f ) = −1 17 See 18 See f (x)h(x) dx (∀f ∈ L1 [−1. 110 for the proof).

2 Similarly. Now note that fe ψ is an odd function (since it’s an even times an odd). and since F (fo ) = 0 by hypothesis. where φ and ψ are the even and odd functions φ(x) = h(x) + h(−x) 2 and ψ(x) = h(x) − h(−x) .3 1998 April 3 1 REAL ANALYSIS Now (using the hint) write h = φ + ψ. by linearity of F .1. 1 −1 fe ψ = 0. Then. fo φ = 0. 1 1 1 F (f ) = F (fe ) + F (fo ) = F (fe ) = −1 fe h = −1 fe φ + −1 1 −1 fe ψ. 1] is symmetric. 1 1 1 1 1 F (f ) = F (fe ) = −1 fe φ = −1 fe φ + −1 fo φ = −1 (fe + fo )φ = −1 f φ. so Similarly. Therefore. let f = fe + fo be the decomposition of f into a sum of even and odd functions. since [−1. 17 .

Therefore. g ∈ C 1 (R3 ). which is invertible by assumption. 2. Here x denotes the usual Euclidean norm on R3 . consider |gi (hxj )| ≤ g(hxj ) ≤ C hxj which implies |gi (hxj )| |hxj |2 ≤C = C|h| → 0. and suppose the derivative of f is bounded on this interval.e. Furthermore. 19 The 2 = C|h|2 . which implies that g(0) = 0. x3 are the elementary unit vectors (also known as i.4 2000 November 17 Do as many problems as you can. (b) Suppose L : R3 → R3 is an invertible linear map and that g : R3 → R3 has continuous first order partial derivatives and satisfies g(x) ≤ C x 2 for some constant C and all x ∈ R3 . Solution: (a) (Inverse function theorem (IFT) of calculus)20 Let f : E → Rn be a C 1 -mapping of an open set E ⊂ Rn . 1. We claim.j=1 exists. Suppose that f (a) is invertible for some a ∈ E and that f (a) = b. Prove the existence of the limit L = limx→0+ f (x). By the IFT. Complete solutions to five problems would be considered a good performance. then the elements of Jg (0) are ∂gi gi (0 + hxj ) − gi (0) gi (hxj ) (0) = lim = lim . 3 ∂fi f (x) Jf (x) ∂xj i. (b) First note that L and g both have continuous first order partial derivatives. for x ∈ U . h→0 h→0 ∂xj h h (8) The second equality follows by the hypothesis that g is continuous and satisfies g(x) ≤ C x 2 . (i) there exist open sets U and V in Rn such that a ∈ U . i. because this is true of the partials of g(x). Indeed. f ∈ C 1 (R3 ). Let f be a differentiable real valued function on the interval (0. we must show f (0) = L + g (0) is invertible. the derivative of f = L + g. defined on V by g(f (x)) = x. Prove that f (x) = L(x) + g(x) is locally invertible near 0. Therefore. and f maps U bijectively onto V .1. Then. we need only show that f (0) is invertible.. The implicit function theorem does appear on the syllabus. so the IFT implies that f (x) is locally invertible near 0. Consider the matrix g (0) = Jg (0). j. as h → 0. inverse function theorem does not appear on the syllabus and. (a)19 State the inverse function theorem.4 2000 November 17 1 REAL ANALYSIS 1. Since f (x) = L + g (x). |h| |h| This proves that f (0) = L. 20 See Rudin [7]. Jg (0) = 0. then g ∈ C 1 (V ). b ∈ V . if x1 . k). but I have never encountered an exam problem that required it. and the partials of L(x) are the constant matrix L. to show that (8) is zero. x2 . Finally. as far as I know. Jf (x) is continuous in a neighborhood of the zero vector. this is the only exam problem in which it has appeared. then. and (ii) if g is the inverse of f (which exists by (i)). L. 18 . 1).

Prove that limn→∞ 0 |fn |2 dx = 0.1. A) that is absolutely continuous with respect to µ. Let f and g be Lebesgue integrable functions on [0. 1]. but credit will be given only to solutions based on these theorems. A. µ) be a finite measure space and suppose ν is a finite measure on (X. Let (X. Use Fubini’s and/or Tonelli’s theorem to prove that 1 1 F (x)g(x) dx = F (1)G(1) − 0 0 f (x)G(x) dx. Prove that a ≤ f (x) ≤ b a. 1] such that limn→∞ 0 |fn | dx = 0 and 1 there is an integrable function g on [0. Suppose that f is real valued and integrable with respect to Lebesgue measure m on R and that there are real numbers a < b such that a · m(U ) ≤ U f dm ≤ b · m(U ). G(x) = 0 g(t) dt. Denote by Pe the family of all even polynomials. for all open sets U in R. 1] such that |fn |2 ≤ g. Determine. 19 .4 2000 November 17 1 REAL ANALYSIS 3. You may use without proof the fact 2 that continuous functions on [−1. Prove that the norm of the Radon-Nikodym derivative f = L∞ (ν). the closure of Pe in L1 [−1. 1 dν dµ is the same in L∞ (µ) as it is in 5. 1]. for each n. 1] are dense in L1 [−1. 7. and let F and G be the integrals x x F (x) = 0 f (t) dt. 6. Other approaches to this problem are possible. with proof.e. 1]. 4. Suppose that {fn } is a sequence of Lebesgue measurable functions on [0. Thus a polynomial p belongs to Pe if and only if p(x) = p(x)+p(−x) for all x.

By Egoroff’s theorem (A. Use a separate sheet of paper for each new problem. Next. where E is of finite Lebesgue measure. Thus. suppose it’s false for some x0 ∈ E. Solution: (a) Define Fn = {x ∈ F : f (x) > 1/n}. 1]. To see this. µ(G) ≤ µ(E) < ∞ and f (x) − fn (x) G G µ(G). and m(F ) > 0 implies 0 < m(F ) = m(∪n Fn ) ≤ n m(Fn ). there is a G ⊂ E such that µ(E \ G) < and fn → f uniformly on G.5 2001 November 26 1 REAL ANALYSIS 1. Furthermore. Use Egoroff’s theorem to prove that f (x) dx = lim E n→∞ fn (x) dx. → 0. By the triangle inequality. fix > 0. 1]. (a) Prove that if f > 0 on a set F ⊂ [0. then. and suppose that limn→∞ fn (x) = f (x) for each x ∈ E. Then there is some > 0 such that |f (x0 )| = M + . 1] of positive measure. |f (x)| ≤ M for all x ∈ E. 20 . |f (x0 ) − fn (x0 )| ≥ ||f (x0 )| − |fn (x0 )|| = |M + − |fn (x0 )|| ≥ . Let {fn } be a sequence of Lebesgue measurable functions on a set E ⊂ R. F (b) Prove that if 0 x f (x) dx = 0. for each x ∈ [0.6). then f (x) dx > 0.5 2001 November 26 Instructions Masters students do any 4 problems Ph. since |fn | ≤ M and |f | ≤ M and µ(E) < ∞. 1. it’s clear that {fn } ⊂ L1 and f ∈ L1 . so that |f (x0 )| > M .1. E Solution: First note that |f (x)| ≤ M for all x ∈ E. Suppose that there is M > 0 such that |fn (x)| ≤ M for n ≥ 1 and for all x ∈ E. 1]. 2. students do any 5 problems. for all n ∈ N. Let f (x) be a real-valued Lebesgue integrable function on [0.D. which contradicts fn (x0 ) → f (x0 ). which proves that E fn dµ → E f dµ. then f (x) = 0 for almost all x ∈ [0. so the following inequalities make sense (here we’re using the notation f G = sup{|f (x)| : x ∈ G}): f dµ − E E fn dµ ≤ E |f − fn | dµ = E\G |f − fn | dµ + G |f − fn | dµ G µ(G) ≤ E\G |f | dµ + E\G |fn | dµ + f (x) − fn (x) G µ(G) ≤ 2M µ(E \ G) + f (x) − fn (x) < + f (x) − fn (x) Finally. Then F1 ⊆ F2 ⊆ · · · ↑ n Fn = F.

1] \ F .5 for a more general version. 2. State each of the following: (a) The Stone-Weierstrass theorem (b) The Lebesgue (dominated) convergence theorem (c) H¨ lder’s inequality o (d) The Riesz representation theorem for Lp (e) The Hahn-Banach theorem.e. Solution: 22 (a) (Stone-Weierstrass theorem) Let X be a compact Hausdorff space and let A be a closed subalgebra of functions in C(X. f ∈ L1 . If there exists g ∈ L1 (X. n (an .. Let F ⊂ E be a closed subset of positive measure. bk ak f dm = (ak . 1]. R). which gives the desired contradiction. Therefore. page 42).. open set of real numbers is the union of a countable collection of disjoint open intervals (Royden [6]. By the initial hypothesis. (That such a closed subset exists follows from E Prop. G = ∪n (an . presentations of (a) and (c) in Folland [4] are especially nice. 1]. so F f dm > 0 implies f dm < 0. . again by (a). R) : f (x0 ) = 0} for some x0 ∈ X.1. The first case occurs iff A contains the constant functions. (b) Suppose there is a subset E ⊂ [0. 23 See theorem A. bk ) ⊂ [0. Now consider the set G = [0. m(Fk ) > 0 for some k ∈ N. (ak .bk ) 0 f (x) dm(x) − 0 f (x) dm(x).bn ) f dm + F f dm. A version of (d) appears in Royden [6]. M.bn ) Thus.1] f dm = n (an .15 of Royden [6]. Then {fn } ⊂ L1 . Prop. i. . and then it follows from the definition of Fk that 0< 1 m(Fk ) ≤ k f dm ≤ Fk F f dm. 0= [0. as well as (c).e. µ) such that fn → f a. 8. 3. 22 The 21 Every 21 . M. both terms on the right are zero. I like Rudin [8]. bn ). and hence21 is a countable union of disjoint open intervals. Then either A = C(X. For (b) and (e).. F f dm > 0.bk ) f dm < 0 for some (ak .5 2001 November 26 1 REAL ANALYSIS Therefore. µ) such that |fn (x)| ≤ g(x) holds for all x ∈ X and n = 1. lim X fn dµ = X f dµ. or A = {f ∈ C(X. and fn − f 1 → 0.) Then. which is open · in [0. (b) (Lebesgue dominated convergence theorem)23 Let {fn } be a sequence of measurable functions on (X. 3. 1] of positive measure such that f > 0 on E. On the other hand. R) which separates points. . Then part (a) implies f dm > 0.

(d) (Riesz representation theorem for Lp )24 1 Suppose 1 < p < ∞ and p + 1 = 1. ∀f ∈ F }. Then X = m=1 Am . x ≤ 1} and T Y = sup{|T x| : x ∈ Y. (a) State the Baire category theorem. Now note that Am = f ∈F {x ∈ X : |f (x)| ≤ m}.5 2001 November 26 1 REAL ANALYSIS (c) (H¨ lder’s inequality) o Let f and g be measurable functions. then ∞ n=1 An is dense in X. A nonempty complete metric space is not a countable union of nowhere dense sets. then there is a unique g ∈ Lq such that q Λf = f g dµ (∀f ∈ Lp ). where T X and T Y are the usual operator norms. If Λ is a linear functional on Lp .8. Suppose that for each x ∈ X there is a nonnegative constant Mx such that |f (x)| ≤ Mx for all f ∈ F. Thus. to self: add case p = ∞ Royden [6]. 25 See 24 Note ∞ 22 . Gn then (b) Define Am = {x ∈ X : |f (x)| ≤ m. § 7. Prove that there is a nonempty open set G ⊆ X and a constant M > 0 such that |f (x)| ≤ M holds for all x ∈ G and for all f ∈ F . Solution: 25 (a) (Baire category theorem) If X is a complete metric space and {An } is a collection of open dense subsets. 4. then |f g| ≤ f so f g 1 ≤ f ∞ g 1. Corollary 2. and. so Am is closed. (e) (Hahn-Banach theorem) Suppose X is a normed linear space. ¯ T X ¯ = sup{|T x| : x ∈ X. (i) If 1 < p < ∞ and 1 p + (ii) If p = ∞ and if f ∈ L 1 q ∞ = 1. then f g 1 = f p g q . Y ⊆ X is a subspace. and another popular exam question is part c of problem 37. since for every x there is a finite number Mx such that |f (x)| ≤ Mx for all f ∈ F . Part (b) of this problem appears there as theorem 32. Therefore. If X is a complete metric space and G ⊆ X is a non-empty open subset and G = ¯ o Gn = ∅ for at least one n ∈ N. and g ∈ L1 .1. then f g ∈ L1 ∞ |g|. (b) Prove the following special case of the uniform boundedness theorem: Let X be a (nonempty) complete metric space and let F ⊆ C(X). since f and a → |a| are continuous functions. and such that ¯ ¯ T X = T Y . so the set G = A◦ and m m the number M = m satisfy the given criteria. ∞ n=1 Corollary 1. for an excellent treatment of this topic. and T : Y → R is a bounded linear functional. corollary 2 of the Baire category theorem implies that there must be some m ∈ N such that A◦ = ∅. ¯ ¯ Then there exists a bounded linear functional T : X → R such that T (y) = T (y) for all y ∈ Y . each {x ∈ X : |f (x)| ≤ m} is closed. if f ∈ Lp and g ∈ Lq . x ≤ 1}.

1 . for any real N > 1.j = χ[ j−1 . for θ ≥ 0. {gn } does not converge pointwise since. define fk. since sin θ = θ cos x dx. . 1 dx = θ. . Therefore. Fix n ≥ 2. sin xn = 1. and we can also find a k ∈ N and j ∈ {1. . Also. for every x ∈ [0.1. . we can apply the dominated convergence theorem to the 1 . we can always find some k ∈ N and j ∈ {1. g4 = f3. as n → ∞. Therefore. limn→∞ xn = 0. √ Then |fk. k. g3 = f2. The change of variables 1 u = xn results in du = nxn−1 dx. g2 = f2.∞) [0. . . 23 . which can be proved by L’Hopital’s rule.1 . Prove or disprove: (a) L2 convergence implies pointwise convergence.3 . g7 = f4. [0. . N 1 sin xn dx = xn Nn 1 sin u du 1 1 = u nu1− n n Nn 1 sin u u2− n 1 du. | sin θ| = | sin(−θ)| ≤ | − θ| = |θ|. However. and. ∞).5 2001 November 26 1 REAL ANALYSIS 5. we have. k. n→∞ xn lim θ 0 θ Now. . to obtain n→∞ lim 0 sin xn dx = xn 1 1 dx = 1. Therefore gn 2 → 0 as n → ∞. 0 (9) Next consider the part of the integral over 1 ≤ x < N . ∞).1 . since u1/n = x. .2 . | sin θ| ≤ 0 | cos x| dx ≤ 0 and. so fk. . function sin x xn n | sin x | |xn | n ≤ 1. xn (c) Let {fn } be a sequence of measurable functions defined on [0. In particular. 1] and every N ∈ N. g6 = f3. k} such that gn (x) = fk.j 2 = 1/ k → 0. . Indeed.1 . we have xn−1 = u1− n . .2 . as t → 0.∞) Solution: (a) This is false. (b) For any fixed 0 < x < 1. . as k → ∞. . . for any 0 < x < 1.j (x) = 0 with n ≥ N . Together. these two facts yield sin t t → 1. j ) for j = 1. . g5 = f3.j |2 dµ = 1/k for each j = 1. If fn → 0 uniformly on [0. k } such that gn (x) = fk . as the following example demonstrates: For each k ∈ N. recall that | sin θ| ≤ |θ| for all real θ.j (x) = 1 with n ≥ N . . (b) n→∞ ∞ lim 0 sin(xn ) dx = 0. then lim fn (x) dx = lim fn (x) dx. k k and let {gn } be the sequence defined by g1 = f1. for θ < 0. . .

On the other hand. as the following example demonstrates: Let fn = n χ[0.n) . 1 Nn 1 sin u 1 u2− n 1 du ≤ lim N →∞ n ∞ Nn u 1 1 n −2 1 u n −1 du = lim N →∞ n 1 − 1 n 1 Nn = 1 1 . xn (10) Combining results (9) and (10) yields n→∞ lim 0 1 (c) This is false. 24 . fn = 1 for all n ∈ N. lim fn = 1 = 0 = lim fn .1.5 2001 November 26 1 REAL ANALYSIS Now. 1 lim N →∞ n Therefore. Then fn → 0 uniformly and so lim fn = 0. Therefore. xn sin xn dx = 1. xn n−1 ∞ and so. n−1 sin xn 1 dx ≤ . n→∞ lim 1 ∞ sin xn dx = 0.

φk = y. then x = y. k Solution: Define y = ∞ k=1 f (φk )φk . y = f (x) = x. y ∈ X.1. for each k ∈ N. 25 . In particular. f = sup x∈X |(x. proves that y = y . φk . (15) Together. y for each k ∈ N . which. by property (1) of the hint. {φk }∞ . for every x ∈ H. y = φk . y ∈ H and if x. φk . by definition of y. we must show f = y . φk . y . φj = f (φk ). f = sup x∈X |(x. y = f (φk ) = φk . φk for all k. y = k ak φk . (12) and. (14) and (15) give f = y . You may use the following facts: A separable Hilbert space. f (x) = f ( k ak φk . and check that this y ∈ H has the desired properties. y)| ≤ y . for all x ∈ H. any x ∈ H can be written as x = ak = x. where ak = x. Then x. this y is unique. · ). For. satisfying the following properties: (1) If x. that is. x x x∈X and recall that |(x. j f (φj )φj = j f (φj ) φk . Prove that there is a unique element y ∈ H such that f (x) = x. Hint. φj is 1 when j = k and 0 otherwise. f (x) = k ak f (φk ) ak φk . suppose there is another y ∈ H such that f (x) = x. y)| |(y. Now x. (2) k=1 ∞ Parseval’s equality holds. Therefore. where (11) ak φk ) = k ak f (φk ). y Moreover. Finally. (13) The last equality holds by orthonormality. y for all x ∈ X. x = k=1 a2 . contains a complete orthonormal sequence. f = sup {|f (x)| : x ≤ 1} = sup x∈X x∈X |f (x)| |(x. y for all x ∈ H and f = y . by properties (1) and (2) given the hint. y)| = sup . as desired. i. we see that. y for all x ∈ X. Let f : H → H be a bounded linear functional on a separable Hilbert space H (with inner product denoted by ·.5 2001 November 26 1 REAL ANALYSIS 6. φk . by linearity of f .. y = k ak φk . x. ∞ k=1 First observe that. Putting it all together. x 2 (14) On the other hand. Observe. H. y)| y ≥ = x y y = y .e. Whence. y k (11) (13) (12) = = x. φk . y)| ≤ x y holds for all x.

as n. n → ∞. since | Tn − Tm | ≤ Tn − Tm → 0. Letting m go to infinity. Then. that is. for each x ∈ X. m → ∞. Let X be a normed linear space and let Y be a Banach space. 26 Proof: | a Y − b Y |≤ a−b Y (∀a. Therefore. Fix x ∈ X. X. and satisfies limn→∞ Tn − T = 0. Tn x − Tm x ≤ Tn − Tm x X < x X holds for all n. Then with the norm A = sup x ≤1 Ax . Y ) is complete. Whence. the sequence {Tn x} ⊂ Y is a Cauchy sequence in (Y. Thus. there is a c ∈ R such that Tn → c.e. i. To complete the proof. Let B(X. for all x ∈ X and. 26 . note that { Tn } is a Cauchy sequence of real numbers.26 (17) → Tx Y (∀x ∈ X). (16) and (17) imply T x Y Y is uniformly continuous. Tn x − T x ≤ x X. m → ∞. Therefore. • T is linear: For x1 . we must check that T is linear. Y ) be a Cauchy sequence.5 2001 November 26 1 REAL ANALYSIS 7. Then. Y ) is a Banach space. Tn x − Tm x Y ≤ Tn − Tm x X → 0. by definition. then. Y ) is a normed linear space (you need not show this). Tn − T ≤ for all n ≥ N . Tn x → T x. bounded. since the norm · Tn x Taken together.1. · Y ). m ≥ N implies Tn − Tm < .. and x ∈ X. Y ) = {A | A : X → Y is a bounded linear operator}. ≤ (c + 1) x for all x ∈ X. T (x1 + x2 ) = lim Tn (x1 + x2 ) n→∞ = lim (Tn x1 + Tn x2 ) n→∞ ( Tn is linear) ( both limits exist) = lim Tn x1 + lim Tn x2 n→∞ n→∞ = T x1 + T x2 . as n → ∞. for all n ≥ N and x ∈ X. Tn x − T x = lim That is. T is bounded. the limit limn→∞ Tn x = y ∈ Y exists. B(X. Therefore. Define T : X → Y by T x = limn→∞ Tn x. Since the latter is complete. • limn→∞ Tn − T = 0: Fix > 0 and choose N ∈ N such that n. Tn − Tm → 0 as m. • T is bounded: First. m ≥ N . prove that B(X. then. Y (16) Now. Prove that B(X. b ∈ Y ). For some N ∈ N. Solution: Let {Tn } ⊂ B(X. Tn x Y ≤ Tn x X ≤ (c + 1) x X (∀x ∈ X). Tn ≤ c + 1 for all n ≥ N . as n. x2 ∈ X. m→∞ Tn x − Tm x ≤ x X.

If φ ∈ C(R). {x ∈ S : f (x) + g(x) < α} is measurable. Suppose that f takes the value ±∞ only on a set of (Lebesgue) measure zero. i=1 ∞ {x ∈ S : f (x) + g(x) < α} = {x ∈ S : f (x) < α − qi } ∩ {x ∈ S : g(x) < qi }. Solution: (a) Proof 1: Since f and g are real measurable functions of S. Let U be open in R. (b) Let f : [a. b] = n=1 An ∪ A∞ .3 implies that the function f + g = Φ(f. φf is measurable. each An is measurable. b] \ AM . Let M ∈ N be such that µ(∪n An ) − µ(AM ) < . and since σ-algebras are closed under countable unions and intersections. Prove that (i) f + g is measurable and (ii) if φ ∈ C(R). A1 ⊆ A2 ⊆ · · · and. Note that all sets are contained in [a. then φ(f ) is measurable by part (b) of theorem A. Proof 2: Let {qi }∞ be an enumeration of the rationals. b] → [−∞.6 2004 April 19 Instructions. The function φf is measurable if and only if. as n → ∞. the set (φf )−1 (U ) is measurable. 27 Since f is an extended real valued function. f + g is measurable. continuous function defined on X. b] and thus have finite measure. Therefore. Use a separate sheet of paper for each new problem. for any α ∈ R. since f is measurable. g : S → R be measurable functions. µ(A∞ ) = 0.e. then φ(f ) is measurable. b] \ AM ) = µ(∪n An ∪ A∞ \ AM ) ≤ µ(∪n An \ AM ) + µ(A∞ ) = µ(∪n An \ AM ) < . 27 . Then |f | ≤ M except on [a. for any open subset U of R. i=1 Since each set on the right is measurable. 1. g) is measurable. except on a set of measure less than .1. (a) Let S be a (Lebesgue) measurable subset of R and let f.2. Prove that for any > 0 there is a positive number M such that |f | ≤ M. b] : |f (x)| ≤ n}. Since α was arbitrary.. The second equality holds since we assumed f (x) = ±∞ only on a set of measure zero. Then. Be advised that a few complete and well written solutions will count more than several partial solutions. ∞] be a measurable function. since φ ∈ C(R). (18) where27 A∞ = {x : f (x) = ±∞}. For n ∈ N. Therefore. Notation: f ∈ C(X) means that f is a real-valued. µ(An ) ↑ µ(∪n An ). Also. without which the union in (18) would not be all of [a. i. we must not forget to include A∞ . µ([a. define An = {x ∈ [a. theorem A. Then ∞ [a. y) = x + y is continuous. Complete solutions to five problems will be considered as an excellent performance. since f is measurable. (b) Fix > 0. b].6 2004 April 19 1 REAL ANALYSIS 1. Then φ−1 (U ) is open. and so (φf )−1 (U ) = f −1 (φ−1 (U )) is measurable. and since the mapping Φ : R × R → R defined by Φ(x. Do as many problems as you can. and by (18).

|fn − f |p ≤ 2p−1 (|fn |p + |f |p ).28 The third proof uses both Fatou’s lemma and Egoroff’s theorem.6 2004 April 19 1 REAL ANALYSIS 2. β ∈ R. f p ≤ fn − f p + fn p .. (b) State Fatou’s lemma. This proves fn − f → 0.4 If α. whereas the first proof merely relies on Fatou’s lemma. Therefore. so we may as well work in the more general space Lp (X. fn p = fn − f + f p ≤ fn − f p + f p . I made up the first proof. the two inequalities yield | fn p − f p | ≤ fn − f p . «p „ « „ α+β 1 1 α+β =φ ≤ [φ(α) + φ(β)] = (αp + β p ). are non-negative. only much shorter as it exploits the full power of the general version of Lebesgue’s dominated convergence theorem.6. fn − f ∈ Lp . The second is similar to the first. 1]. ∞). judging from parts (a) and (b). where f ∈ Lp [0. ∞). Together. Both proofs 1 and 2 make use of the following: Lemma 1. Proof 1: By (19). Note that none of the proofs use the assumption that the measure space is finite. the triangle inequality followed by the lemma yields |α − β|p ≤ ||α| + |β||p ≤ 2p−1 (|α|p + |β|p ). (⇐) I know of three proofs of sufficiency. This proves necessity. → f p. this implies 2p |f |p ≤ 2p |f |p − lim p |fn − f |p . the functions gn = 2p−1 (|fn |p + |f |p ) − |fn − f |p . fn − f p → 0 implies | fn p − f p | → 0. Proof: When p ≥ 1. (b) See theorem A. Equivalently 0 ≤ − lim 28 Disclaimer: |fn − f |p . In particular. then. 1]. Suppose that fn → f a. Solution: (a) See theorem A. Prove that fn − f p → 0 if and only if fn p → f p . µ). so you should check it carefully for yourself and decide whether you believe me. Applying Fatou’s lemma to (20). β ∈ [0. 2p |f |p = Since fn p (19) (20) lim gn ≤ lim gn = lim 2p−1 (|fn |p + |f |p ) − |fn − f |p . φ(x) = xp is convex on [0. Thus. 2 2 2 2 When α. 28 . then (α + β)p ≤ 2p−1 (αp + β p ).e. (c) Let {fn } ⊂ Lp [0. Similarly.1. for all α. where 1 ≤ p < ∞. (c) (⇒) By the Minkowsky inequality. (a) State Egorov’s theorem. β ∈ [0. ∞) and 1 ≤ p < ∞. this may be closer to what the examiners had in mind. so. Now notice that lim gn = 2p |f |p . Moreover. M.4. for each n ∈ N.

Therefore. By hypothesis. By Egoroff’s theorem. by (21). Therefore |fn |p = lim |f |p − lim X\A |fn |p . 29 .e. The other terms are bounded by 2 . then. Define the functions gn = 2p−1 (|fn |p + |f |p ) and g = 2p |f |p .. + fn χX\A p + f χX\A Therefore. Finally. A (22) p since.5) implies |fn − f |p → 0. lim X\A |fn |p < (since f ∈ Lp ).1. Therefore.. Also. for all > 0. by Fatou’s lemma.6 2004 April 19 1 REAL ANALYSIS Proof 2: By (19).e. fn − f ∈ Lp . there is a set A ⊆ B such that µ(A \ B) < δ and fn → f uniformly on A. Therefore. and E |f |p dµ < /2. there is a number δ > 0 and a set B ∈ M of finite measure such that f is bounded on B. lim A A |f |p = A lim |fn |p ≤ lim |fn |p − X |fn |p . In particular. for each n ∈ N. |f |p < + X X |f |p − lim X\A |fn |p . and fn p → f p implies gn → g. for all E ∈ M with µE < δ. the dominated convergence theorem (theorem A. 1/p 1/p lim fn − f p ≤ lim{|fn (x) − f (x) : x ∈ A}µ(A) 1/p + lim X\A |fn | p + X\A |f | p . note that fn − f p = (fn − f )χA + (fn − f )χX\A ≤ (fn − f )χA ≤ (fn − f )χA p p p p + (fn − f )χX\A (Minkowsky) p. X\B |f |p dµ < /2. gn ≥ |fn − f |p → 0 a. X\A By (22). 1/p The first term on the right goes to zero since fn → f uniformly on A. Proof 3: Since f ∈ Lp . (21) Then gn → g a. fn |fn |p = X → f p. |fn − f |p ≤ 2p−1 (|fn |p + |f |p ). |f |p = X X\B |f |p + B\A |f |p + A p |f |p < /2 + /2 + A |f | ≤ + lim A |fn |p .

1] and let {fn } ⊂ Lp (S). g ∈ L1 (R). Suppose that fn → f a. let space. µ) be a complete measure space. where f is an extended real-valued function defined on X. 1] is endowed with the L1 -norm: f Then X is a Banach space. (ii) Show that h 7. B. (b) Show by means of an example that this result is false for p = 1. 1]. Suppose µ(X) < ∞.6 2004 April 19 1 REAL ANALYSIS 3. where the linear space C[0. If 1 f dµ ∈ S AE (f ) = µ(E) E for every E ∈ B with µ(E) > 0. 4. ≤ f 1 g 1. prove that f (x) ∈ S for almost all x ∈ X. we have q lim fn g = S S n→∞ f g. B. (a) Give a precise statement of some version of Fubini’s theorem that is valid for non-negative functions. If 1 there is a constant M such that fn p ≤ M for all n. separable Hilbert space is isometrically isomorphic to 2 = |f (x)| dx. p := {x = {xk } | x p =( ∞ k=1 |xk |p )1/p < ∞}. · 1 ). 5. where µ is a positive measure defined on the σ-algebra. where 1 < p < ∞. (i) Prove that the integral h(x) = R f (x − t)g(t) dt 1 exists for almost all x ∈ R and that h ∈ L1 (R). .1. (a) State the Radon-Nikodym theorem. State and prove the closed graph theorem.e. 30 . 1 p is a Hilbert 1 0 (b) Let X = (C[0. Prove or disprove: (a) For 1 ≤ p < ∞. Let S be a closed subset of R and let f ∈ L1 (µ). (c) Every real. p + 1 = 1. on S. of subsets of X. (b) Let (X. (b) Let f. 6. where f ∈ Lp (S). prove that for each g ∈ Lq (S). (a) Let S = [0. Then for p = 2.

each term in the last sum is zero. . . . Denote by m Lebesgue measure on R and mn n-dimensional Lebesgue measure. . and. we have F1 = E1 . (24) Equation (24) holds because n−1 i=1 Ei is a measurable set for each n = 2. µ(E) = µ( ∞ Fn ) = n=1 µ(Fn ). and F1 ∪ F2 ∪ · · · ∪ Fn = E1 ∪ E2 ∪ · · · ∪ En for all n ∈ N. F3 = E3 \ (E1 ∪ E2 ). n−1 µ(En ) = µ(En ∩ ( i=1 Ei )c ) = µ(Fn ) holds for each n = 2. Fi ∩ Fj = ∅ for i = j. . F2 = E2 \ E1 . if we can show µ(En ) = µ(Fn ) holds for all n ∈ N. 1. This completes the proof. n−1 Fn = En \ i=1 Ei (n = 2. in general. Let µ be a positive measure on a measure space X.7 2007 November 16 1 REAL ANALYSIS 1. Finally. Assume that E1 . and therefore.7 2007 November 16 Notation: R is the set of real numbers and Rn is n-dimensional Euclidean space. For n = 1. which implies n−1 n−1 µ(En ∩ ( i=1 Ei )) ≤ i=1 µ(En ∩ Ei ). n=1 Therefore. . then Fn ∈ M for each n ∈ N. Prove that ∞ µ(E) = n=1 µ(En ) Solution: Define F1 = E1 . Now. . . Also. ). 3. . Thus.1. . 3. E2 . . 3. If M is the σ-algebra of µ-measurable subsets of X. are measurable subsets of X with the property that for n = m. . by σ-subadditivity. µ(En ∩ Em ) = 0. . . by (23) and (24). the proof will be complete. by definition. . Be sure to give a complete statement of any theorems from analysis that you use in your proofs below. . ∞ ∞ Fn = n=1 n=1 ∞ En E. . 3. by σ-additivity of µ. . note that n−1 n−1 En ∩ ( i=1 Ei ) = i=1 (En ∩ Ei ). By assumption. n−1 Fn = E n ∩ ( i=1 Ei )c n−1 (23) and n−1 µ(En ) = µ(En ∩ ( i=1 Ei )c ) + µ(En ∩ ( i=1 Ei )). 31 . . for each n = 2. since M is a σ-algebra. . . Let E be the union of these sets. . and.

then f = g a. (a) State a theorem that illustrates Littlewood’s Principle for pointwise a. by (25).e. fnj (x) → f (x) and fnj (x) → g(x) . Combining these two results in the present context (Lebesgue measure on the real line). or perhaps Egoroff’s theorem was not the Littlewood principle they had in mind. x∈A that Proof 1.e. convergence that we were meant to cite in part (a). to f as j → ∞. m). (b) Conjecture: f = g a. n]. n] with mE < δ. we claim that if f = g a.6. if fn (x) → g(x) for almost all x ∈ R.e. Let {fnj } be the subsequence mentioned above which converges to f almost everywhere. n] for every n ∈ N.1.e. must itself be a null set (since m is complete). In any event.e. Therefore. n] such that m([−n. for an arbitrary fixed n ∈ N. to prove the conjecture. (This will follow from the fact that f. convergence of a sequence of functions on R. (Proof: m({x : |fn (x) − f (x)| > }) ≤ 1 fn − f 1 → 0. and the conjecture is proved. n]. . Then the set B = B1 ∪ B2 has measure zero and.30 and its corollary. then B = ∪Bn and mB ≤ mBn = 0. convergence of a sequence of functions on R is Egoroff’s theorem. Fix n ∈ N.7 2007 November 16 1 REAL ANALYSIS 2. and this appears here as Proof 2. I have found a way to prove the conjecture which does make use of Egoroff’s theorem. Now apply Egoroff’s theorem to find a set A ⊆ [−n.) Then.e. let Bn = {x ∈ [−n. as claimed. which seems to me the more natural one. as well as every subsequence of fn . (b) Suppose that fn ∈ L1 (m) for n = 1. Then n |f − g| dm = −n [−n. Then mBn = 0 for all n ∈ N. n] : f (x) = g(x)}. Solution: (a) I think it’s generally accepted that the Littlewood principle dealing with a. which is stated below in section A. and if B1 be the set of measure zero where fn (x) g(x). Assuming that fn − f 1 → 0 and fn → g a. Proof 1:29 First recall that L1 convergence implies convergence in measure. for all > 0 there is a δ > 0 such that E |f − g| dm < for all measurable E ⊆ [−n. m). as n → ∞. which we prove below. and suppose we know that f − g ∈ L1 ([−n. 32 . it is enough to show that f = g for almost every −n ≤ x ≤ n. . on [−n. Now. so either the examiners were looking for a different proof.e. converges to g. To see this. |f (x) − g(x)| = 0 for all x ∈ R \ B. Proof 2: First. so that if B = {x ∈ R : f (x) = g(x)}.n]\A |f − g| dm + A |f − g| dm |fn − g| dm A ≤ + A |f − fn | dm + 1 ≤ + f − fn 29 Note + mA sup |fn (x) − g(x)|. f = g a. 2. 31 Perhaps this statement is the version of the Littlewood principle dealing with a. It follows that the set {x ∈ R : f( x) = g(x)} ⊂ B. or a different conjecture.) Next recall another important theorem30 which states that if fn → f in measure then there is a subsequence {fnj } ⊆ {fn } which converges a. in R. . Then |f (x) − g(x)| ≤ |f (x) − fnj (x)| + |fnj (x) − g(x)|. g ∈ L1 ([−n. then fn → f in measure. (25) Define B2 = {x ∈ R : fnj (x) f (x)}. we can say the following:31 If {fn } ⊂ L1 (m) and fn − f 1 → 0 then there is a subsequence {fnj } ⊆ {fn } with the property fnj (x) → f (x) for almost all x ∈ R. That is. theorem 2. . then off of B1 the sequence fn . as a subset of a null set. Thus.e. 30 Folland [4]. what relation exists between f and g? Make a conjecture and then prove it using the statement in Part (a).e. if {fn } ⊂ L1 (m) and fn − f 1 → 0. for all x ∈ R \ B. doesn’t use Egoroff’s theorem. That is. n] \ A) < δ and fn → g uniformly on A.

K). It remains to show that f. and supx∈A |fn (x) − g(x)| → 0 since fn → g uniformly on A. (b) Let g = max(1 − f. (27) (26) ∀k ∈ K. for any given x ∈ R3 . Suppose x ∈ K. Similarly. In particular K ⊂ K1 . Therefore. note that g n ≤ χK1 ∈ L1 (R3 ) so the dominated convergence theorem can be applied to yield limn→∞ gn = χK = m3 (K). so g n → 0 on the set K1 \ K. Now. 0) = (1 − f )χK1 . while on the set K. g n → χK . Since > 0 n was arbitrary. f (y) ≤ |x − y| + f (x). We have thus proved that f (x) = 0 if and only if x ∈ K. f (x) ≤ |x − y| + f (y). 3. g ∈ L1 ([−n. prove g ∈ L1 ([−n. by the triangle inequality. Solution: (a) Define dist(x. Clearly. by assumption. It’s clear that f ∈ L1 since f 1 ≤ f − fn 1 + fn 1 < ∞. m). then it’s clear that f (x) = 0. x is in the complement K c of K. Therefore. 33 . To a.e. Obviously. this implies that f = g a. taking the infemum over k ∈ K on the right. f (x) ≤ |x − y| + |y − k|. g n = 1 for all n ∈ N. Also. it follows that −n |f − g| dm = 0 and. and so. (a) Prove that f is a continuous function and that f (x) = 0 if and only if x ∈ K. ∀ x. Since K is / closed. for functions f. in which case f (x) > . n]. m). K) = f (x) = inf k∈K |x − k|. K1 is the set of points that are a distance of not more than 1 unit from the set K. n]. (b) First observe that f (x) = 0 for all x ∈ K. then 0 ≤ 1 − f (x) < 1. Notice that g = max(1 − f. on [−n. and f (x) > 0 for all x ∈ K. − g 1 = |g| dm = lim |fn | dm ≤ lim |fn | dm = lim fn 1 1 = f 1 1 < ∞. 0) and prove that limn→∞ g n exists and is equal to m3 (K). (26) and (27) together imply that |f (x) − f (y)| ≤ |x − y|.1. Define K1 to be a closed and bounded / set containing K on which f (x) ≤ 1.7 2007 November 16 1 REAL ANALYSIS where f − fn 1 → 0. Therefore. Let K be a compact subset in R3 and let f (x) = dist(x. n]. m) note that fn − → g implies limn |fn (x)| = |g(x)| for almost all x. Finally. Whence f is (Lipschitz) continuous. that is. if x ∈ K1 \ K. g ∈ L1 ([−n. if x ∈ K. for all k ∈ K. so by Fatou’s lemma. That is. f (x) is finite. by the triangle inequality. | fn − f 1| ≤ fn − f → 0. n]. The last equality holds because.e. y ∈ R3 . K c is open and we can find an -neighborhood about x fully contained in K c . for any x. f (x) ≤ |x − k|. y ∈ R3 .

m2 E = Y X χE (x. Solution: (a) The Borel σ-algebra of R2 . then G is a Lebesgue null set. Therefore. it is easy to prove that if G is any countable subset. [µ]. let (X. (a) Explain what this means. B(X). 34 . Let E be a Borel subset of R2 . then mG = 0. y) ∈ E and x = t}. Finally. y) ∈ E | x = t} is finite. (28) Now. A) such that ν represent the Radon-Nikodym derivative of ν with respect to µ + ν. B(X) ⊗ B(Y ). since νGt mGt = 0. there is a unique f d(µ + ν) ∀E ∈ A.) In problems involving 2-dimensional Lebesgue measure. Prove that E is a Lebesgue null set. E ν(E) = 32 The notation B(X) ⊗ B(Y ) denotes the σ-algebra generated by all sets A × B ⊆ X × Y with A ∈ B(X) and B ∈ B(Y ). y) ∈ Et = {(x. y) dν(y) dµ(x). It follows that. Therefore. In fact. (Just fix > 0 and cover each point xn ∈ G with a set En of measure less than 2−n . m2 ). Our goal is to prove that m2 E = 0. B(R2 ). by (28).1. B(R). Show that 0< Solution: First note that ν f ∈ L1 (µ + ν) such that µ implies ν dν <1 d(µ + ν) a. distinguishing x and y coordinates sometimes clarifies things. m). y) dµ(x) dν(y) = X Y χE (x.1.6. and let dν d(µ+ν) µ + ν. Gt is a finite subset of R. The integrand χE is non-negative and measurable (since E is Borel). by the Radon-Nikodym theorem (A.7). Then mG ≤ mEn < . µ ν. See A. µ × ν) = (R2 . and represent Lebesgue measure on R2 by32 (X × Y. mG = 0.8). m2 E = X Y χGt (y) dν(y) dµ(t) = X νGt dµ(t) = 0. but we can view it as a subset of R2 by simply identifying each point y ∈ Gt with the point (t.7 2007 November 16 1 REAL ANALYSIS 4. let Gt = {y ∈ R : (x. The sets belonging to B(R2 ) are called Borel subsets of R2 . µ) = (Y. That is. It is a subset of R. mGt = 0. To wit. ν) be two identical copies of the measure space (R. Let µ and ν be finite positive measures on the measurable space (X. First note that m2 E = (µ × ν)(E) = X×Y χE d(µ × ν). by Tonelli’s theorem (A. which we denote by B(R2 ). so. 5. for each t ∈ R. This is the so called “x-section” of E at the point x = t. (b) First observe that if G is a finite subset of R.e. (b) Suppose that for every real number t the set Et = {(x. y) ∈ E : x = t}. B(X) ⊗ B(Y ) is the same as B(R2 ). In this case. B(Y ). is the smallest σ-algebra that contains the open subsets of R2 .

we have k ∞ k an bn converges for all real sequences {bn } Sk n=1 an bn → n=1 an bn = x ∈ R. then. This proves f (x) < 1..e. 6. ) ∈ p as ∞ ∗ q is uniquely T (b) = n=1 33 On αn bn . i. |Tk (b)| ≤ Mb max{Mb . and. Prove your assertions. (a) Let a1 . Now. That is. then any bounded linear functional T ∈ representable by some α = (α1 . . in the present case. . then ν(B1 ) = B1 f d(µ + ν) ≥ (µ + ν)(B1 ) = µ(B1 ) + ν(B1 ). [µ]-a. for each b ∈ q (N). for any k ∈ N. if 1 ≤ q < ∞. Since |·| is continuous. by the Riesz representation theorem. and. Prove that |an |p < ∞. . define Tk : q (N) → R by Tk (b) = n=1 an bn . we have |T (b)| ≤ M b . x + 1}. Finally.e. be a sequence of real numbers for which the series satisfying the condition |bn |q < ∞. which exists by assumption. Therefore. (∃ M > 0) (∀b ∈ ∞ q ) (∀k ∈ N) |Tk (b)| ≤ M b . α2 . Solution: (a) For each k ∈ N. so. f is the Radon-Nikodym derivative. [µ]-a. each Tk is a linear functional.33 Suppose that 1 < p < ∞ and that q = p/(p − 1). We want to show 0 < f (x) < 1 holds for µ-almost every x ∈ X. . If B0 = {x ∈ X : f (x) = 0}. we can subtract ν(B0 ) from both sides to obtain µ(B1 ) = 0. simply note that a convergent sequence of real numbers is bounded. . 35 . a2 . we can assume f (x) ≥ 0 for all x ∈ X. To see this. and if Mb is defined to be max{|Sk | : 1 ≤ k ≤ N }. Define let T (b) n=1 an bn = limk→∞ Tk (b). we conclude that limk→∞ |Tk (b)| = |T (b)|. if N ∈ N is such that k ≥ N implies |Sk − x| < 1. {Tk (b)} = {Sk } is a convergent sequence of reals. since |Tk (b)| ≤ M b for all k ∈ N. (29) the original exam this question asked only about the special case p = q = 2. Then {Tk } is a family of pointwise bounded linear functionals. for b ∈ q (N). so the (Banach-Steinhauss) principle of uniform boundedness implies that there is a single M > 0 such that Tk ≤ M for all k ∈ N.7 2007 November 16 1 REAL ANALYSIS dν Indeed.e. . (b) Discuss the cases of p = 1 and p = ∞. That is T is a bounded linear functional on q (N). Since ν is finite by assumption. In other words. Next note that q is a Banach space. there is an Mb ≥ 0 such that |Tk (b)| ≤ Mb holds for all k ∈ N. since µ ν. Since we’re dealing with positive measures. Thus. then ν(B0 ) = B0 f d(µ + ν) = 0. which proves that f (x) > 0.1. µ(B0 ) = 0. If B1 = {x ∈ X : f (x) ≥ 1}. f = d(µ+ν) .

However. and corrections to williamdemeo@gmail. by definition. a ∈ 1. is uncountable and. n |an |p < ∞. For the collection of a ∈ ∞ such that an ∈ {0. . That is. for an = 0. That is p q is the dual of q . ) by bn = sgn(an ) = Then |an | = an /|an |. However. . since |bn | ∈ {0. Finally. 36 . we have a − b ∞ = 1. so ∞ is not second countable. ∞. b ∈ {0. n ∈ N. 1}N . First recall that the Riesz representation theorem says that every T ∈ ∗ (1 ≤ q < ∞) is uniquely representable by some α ∈ p (where p = q/(q − 1). for an = 0. ¯ 0. for any two distinct such sequences a. when 1 ≤ q < ∞ and p = q/(q − 1). suggestions. (b) Consider the case p = 1 and q = ∞. (Perhaps the easiest way to see this is to note that 1 is separable but ∞ is not. 1} implies b ∈ Therefore. in case p = ∞ and q = 1.7 2007 November 16 1 REAL ANALYSIS On the other hand. ∞ n=1 an bn . n n an bn converges by the hypothesis.) So we can’t use the same method of proof for this case. in the present case we have q = ∞ and p = 1 and 1 is not the dual of ∞ .1. Since the representation in (29) is unique. the Riesz representation theorem can be applied as in part (a). I believe the result still holds by the following simple argument: Define b = (b1 . so 1 < p ≤ ∞). (n ∈ N). T (b) = a = α ∈ p . so there cannot be a countable base. 1}. for all b ∈ q. b2 .com. . Please email comments. and a metric space is separable iff it is second countable.

2 COMPLEX ANALYSIS 2 Complex Analysis 37 .

5 hours34 1. bn ∈ R. then we have an einθ = (cn + ibn )[cos(nθ) + i sin(nθ)] = [cn cos(nθ) − bn sin(nθ)] + i[cn sin(nθ) + bn cos(nθ)]. f (z) maps the complex plane into the right half-plane. since u(z) ≥ 0. TIME LIMIT: 1. then f must be constant. so f ≡ c0 . an elementary argument using only Liouville’s theorem is probably preferable. for all n. and let f be an analytic function in a neighborhood of the closure of U . Then g is entire and maps C into {w ∈ C : Rew ≥ 1}.) Therefore. so f is constant.2. h is constant. then u must be constant.1 1989 April 2 COMPLEX ANALYSIS 2. U = {z ∈ C : |z| < 1}. Therefore. (a) Let U be the unit disk in the complex plane C. there is a real-valued harmonic conjugate v(z) such that the function f (z) = u(z) + iv(z) is entire. by the hypothesis. you might be accused of killing a fly with a sledge hammer! 38 . {Ref (z) ≥ 0}. Thus. the series ∞ f (z) = n=0 an z n converges uniformly on any compact subset of Ω. If we write the coefficients as an = cn + ibn . (b) Let u be a real harmonic function in all the complex plane C. (In fact. so u = Ref is constant. |h(z)| ≤ 1. but if you use it for an easy problem like this one. Solution: (a) The hypotheses imply that Imf (eiθ ) = 0 for all θ ∈ R. with at least four from each part. so let f be as above. This is a very powerful theorem. Since f is holomorphic in a neighborhood Ω of U . The unit circle T = {z : |z| = 1} = {eiθ : θ ∈ R} is one such compact subset. so the function h(z) = 1/g(z) is a bounded entire function. and define g(z) = f (z) + 1. Students were required to do nine problems. 35 Picard’s theorem states that a non-constant entire function can omit at most one value of C from its range. Show that if u(z) ≥ 0 for all z ∈ C. g(z) is bounded away from zero. Now. 34 In 1989 there was a single three hour test covering both real and complex analysis.35 However. we have cn = bn = 0. In particular. with the possible exception of c0 . the series ∞ Imf (eiθ ) = [cn sin(nθ) + bn cos(nθ)] n=0 converges uniformly to zero for all θ ∈ [0. and here the series is ∞ f (eiθ ) = n=0 an einθ .1 1989 April INSTRUCTIONS: Do at least four problems. by Liouville’s theorem. where cn . It follows immediately from Picard’s theorem that f must be constant. 2π]. Show that if f is real on all the boundary of U . (b) Since C is simply connected.

let ϕ2 (z) = z 2 . a linear fractional transformation which takes U onto the right half-plane 1+z Ω = {z ∈ C : Rez > 0}. ϕ0 : U + → Ω− . ϕ0 takes U + onto either the first quadrant. and let U + be the top half of this disk. Also. Let ϕ1 (z) = iz. 1 2πi This holds for any . U + = {z ∈ C : Imz > 0. and let ϕ3 (z) = −iz. then 1 2πi |ζ|=2 f (ζ) dζ = −f (z). To see which. which proves (30). so that ϕ2 : Ω+ → {Imz > 0}. or the fourth quadrant. and suppose that z→∞ lim f (z) = 0. then f (z) = 1 2πi f (ζ) 1 dζ − ζ −z 2πi f (ζ) dζ. so that ϕ1 : Ω− → Ω+ . we see that a map satisfying the requirements is ϕ(z) = (ϕ0 ◦ ϕ3 ◦ ϕ2 ◦ ϕ1 ◦ ϕ0 )(z). |z| < 1}. Solution: Consider ϕ0 (z) = 1−z . |ζ − z| 2π R /2 f (ζ) dζ + f (z) < . ζ −z 3. for all x ∈ R. 1 − i/2 1 − i/2 3 − 4i 1 − i/2 = = ∈ Ω− . Therefore.) Note that ϕ0 (1) = 0 and ϕ0 (x) ∈ R.36 Let U be the open unit disk in C. 36 This problem also appears in April ’95 (5) and November ’06 (2). ϕ0 is conformal. Then |ζ − z| > R /2 for all |ζ| = R . by (31). Let f be an analytic function in the region {z : |z| > 1}. ϕ0 (i/2) = 1 + i/2 1 + i/2 1 − i/2 5 Thus. so that ϕ3 : {Imz > 0} → Ω = {Rez > 0}. Putting it all 0 together. Let R be such that |f (ζ)| < /2 for all |ζ| = R and R > 2|z|. if |z| < R.1 1989 April 2 COMPLEX ANALYSIS 2. consider z = i/2. note that ϕ−1 (z) = ϕ0 (z) maps Ω onto U . |ζ|=2 |ζ|=R |f (ζ)| /2 2πR |dζ| < = . Ω+ = {z ∈ Ω : Imz > 0}. ζ −z (30) Solution: By Cauchy’s formula. Finally. 39 . so it preserves the right angle formed by the intersection of the circle and the real axis at the point z = 1. Fix > 0. (This property of ϕ0 can be seen by considering ϕ0 (0) = 1 and ϕ0 (∞) = −1 and arguing by symmetry. Show that if |z| > 2.2. so 1 2π Therefore. Exhibit a one-to-one conformal mapping from U + onto U . Ω− = {z ∈ Ω : Imz < 0}. ζ −z (31) |ζ|=R |ζ|=2 Note that this holds for all R > |z| > 2.

oriented counter-clockwise. Q (ak )(z − ak ) 6. 5. a2 . Let {fn } be a sequence of analytic functions in the unit disk U . ∞ 2I = −∞ cos x dx. where the residue is computed as follows: Res(f. if R > 1. Use contour integration and the residue method to evaluate the integral ∞ 0 cos x dx.2. . Prove that {fn } has a subsequence converging uniformly on compact subsets of U . i) = lim z→i = lim = = −(z + i)2 sin z − 2(z + i) cos z z→i (z + i)4 −(2i)2 sin(i) − 4i cos(i) (2i)4 sin(i) − i cos(i) −iei·i −i = = . Note that. and suppose there exists a constant M such that |fn (z)| |dz| ≤ M C for each fn and for all circles C lying in U . it follows that. The function f (z) = cos z cos z = 2 )2 (1 + z (z + i)2 (z − i)2 d d cos z [(z − i)2 f (z)] = lim z→i dz (z + i)2 dz is holomorphic inside and on ΓR . . . . an . except for a double pole at z = i. (1 + x2 )2 Solution: Denote the integral by I. and let P be a complex polynomial of degree less than that of Q.1 1989 April 2 COMPLEX ANALYSIS 4. R]. then i is inside the region bounded by ΓR . Solution: See the solution to problem 7 of November ’91. Show that P (z) = Q(z) n k=1 P (ak ) . 4 4 4e π . i) = ΓR 40 . for all R > 1. f (z) dz = 2πi Res(f. (1 + x2 )2 Consider the simple closed contour ΓR = γR ∪ [−R. where the trace of γR is the set {Reiθ : 1 ≤ θ ≤ π}. 2e By the residue theorem. Let Q be a complex polynomial with distinct simple roots at the points a1 . Since the integrand is even.

I= 0 cos x π dx = . we have ∞ f (z) dz → 0. f (z) dz = γR γR cos z 1 πR dz ≤ (γR ) = . which will allow us to conclude that f (z) dz − ΓR γR 2I = −∞ f (x) dx = lim R→∞ f (z) dz = lim R→∞ f (z) dz = ΓR π . 2e (32) Indeed. Therefore.1 1989 April 2 COMPLEX ANALYSIS It remains to check that ∞ γR f (z) dz → 0.2. as R → ∞. letting R → ∞. 2 )2 2 − 1)2 2 − 1)2 (1 + z (R (R γR This inequality holds for all R > 1. 2 )2 (1 + x 4e 41 . so. by (32).

For any region Ω ⊆ C. z ∈ Ω. or y = −1. 2 f (1 − i) = 1 (4 − 2i) = 2 − i. B. Solution: Writing f in terms of the real and imaginary parts of z = x + iy. Therefore. 2 42 . we must have x = 1. uy = −vx ) must hold there. do all but one problem. y) + iv(x.2. then the derivative of f is given by f (z) = (∂f )(z).2 1991 November 21 2 COMPLEX ANALYSIS 2. −1). this requires 2x + y + 1 = x − 2y − 1 and x = −y. and recall that. Then. Therefore. we define the linear functional ∂ : H(Ω) → C by ∂ = 1 2 ∂ ∂x ∂ − i ∂y . the Cauchy-Riemann equations (ux = vy . In the present case. if f ∈ H(Ω). and C. since x = −y. we have f (x + iy) = (x + iy)x + (x − iy)y + x − iy = x2 + xy + x + i(xy − y 2 − y) = u(x. (33) (34) If f is holomorphic in some region. y) = x2 + xy + x and v(x. and finally. f has a complex derivative at (x.2 1991 November 21 INSTRUCTIONS: In each of sections A. Substituting the second equation into the first yields −y + 1 = −3y − 1. TIME LIMIT: 2 hours SECTION A (Do 3 of the 4 problems. ∂x ∂f = x + i(x − 2y − 1). where u(x.) 1. ∂f (x + iy) = 2 [(2x + y + 1 + iy) − i(x + i(x − 2y − 1))] = 1 [(3x − y) + i(y − x)]. ∂f = 2x + y + 1 + iy. ∂y 1 Therefore. or z = 1 − i. ux = 2x + y + 1 uy = x vy = x − 2y − 1 vx = y. y) = xy − y 2 − y are the real and imaginary parts of f . y) = (1. y). Where does the function f (z) = zRez + z Imz + z ¯ ¯ have a complex derivative? Compute the derivative wherever it exists. By (33) and (34).

cm are real constants. Note that cos θ is an even function (i. 5 + 3 cos θ Solution: Let I = π 1 0 5+3 cos θ dθ. (z − rk ) k=1 (z 2 − bm z + cm ).2 1991 November 21 2 COMPLEX ANALYSIS 2. bm . Prove that if P has only real coefficients. Then the roots of p(z) are z1 = −1/3 and z2 = −3. Use complex residue methods to compute the integral π 0 1 dθ. Only z1 = −1/3 is inside the circle 3 |z| = 1.e. 2 · 2πi · Res 3i 1 . so the residue theorem implies 2I = Now. 2 2 z 1 |z|=1 5+ 3 2 (z + dz 1 z) dz iz = 1 i 2 3i |z|=1 5z + z2 + 3 2 2 (z + 1) . (b) From (a) it follows that every nonconstant polynomial P has the factorization N P (z) = a (z − λn ). then P has a factorization K M P (z) = a where a and each rk . 5 + 3 cos θ For z = eiθ .. m=1 3. (a) Prove that any nonconstant polynomial with complex coefficients has at least one root. = dz |z|=1 10 3 z +1 Let p(z) = z 2 + 10 z + 1. cos θ = and dz = ieiθ dθ. z1 .2. p(z) (z − z1 )(z − z2 ) 43 . n=1 where a and each root λn are complex constants. cos(−θ) = cos θ). p(z) 1 1 = . so π 2I = −π 1 dθ. from which it follows that 2I = eiθ + e−iθ 1 1 = (z + ).

Whence f ∈ H(|z| < 2). so (35) implies |an | = 0 for n = −1. and that there exists a sequence of polynomials converging to f uniformly on every compact subset of this annulus. . and. SECTION B (Do 3 of the 4 problems. .37 Suppose that f is analytic in the annulus 1 < |z| < 2. 2I = so I = π 4. Of course.2 1991 November 21 2 COMPLEX ANALYSIS which implies Res Therefore. more generally. Therefore. pm → f uniformly on |z| = R. Show that f has an analytic extension to all of the disk |z| < 2. the region strictly between two parallel lines) onto the unit disk by a one-to-one conformal mapping.) 5. .2. where z0 is any point in the disk |z| < 2. |z|=R Let {pm } be the sequence of polynomials mentioned in the problem statement. ). |z|=R (n = −1. . . 44 . 37 See also: April ’96 (8). z1 p(z) = lim z→z1 1 1 3 = 1 = . being holomorphic in the annulus 1 < |z| < 2. Solution: Note that the function f .. (z − z0 )n+1 (n ∈ Z. This proves that f (z) = ∞ n n=0 an (z − z0 ) . (b) Two circles lie outside one another except for common point of tangency. |z − z0 |n+1 pm (z) dz (z − z0 )n+1 (35) |z|=R |z|=R |z|=R Finally. 1 . −2. 3i 8 2 4. z − z2 8 − 3 − (−3) 2 3 π · 2πi · = . first recall the formula for the coefficients in the Laurent series. Explain how to map the region exterior to both circles (including the point at infinity) onto an infinite strip by a one-to-one conformal mapping. |an | = ≤ 1 2π 1 2π f (z) dz − (z − z0 )n+1 |f (z) − pm (z)| |dz|.e. −2. pm ∈ H(C). To see this. (a) Explain how to map an infinite strip (i. has Laurent series representation ∞ f (z) = n=−∞ an (z − z0 )n . I claim that an = 0 for all negative integers n. converging locally uniformly for 1 < |z| < 2. an = 1 2πi f (z) dz. so Cauchy’s theorem implies |z|=R pm (z) dz = 0. converging locally uniformly in |z| < 2. . pm (z)(z − z0 )−n−1 dz = 0. . 1 < R < 2).

respectively. . rα ) and all n = 1. Given that g is analytic in |z| < 2. .) 7.2. an . and suppose there exists a positive constant M such that |fn (z)| |dz| ≤ M C for each fn and for every circle C lying in D. . Cauchy’s formula gives |fn (z)| ≤ ≤ ≤ 1 2π |fn (ζ)| |dζ| |ζ − z| |fn (ζ)| |dζ| |ζ−zα |=Rα |ζ−zα |=Rα 1 1 2π Rα /2 M . . as desired. . . rα ) ⊂ D such that |fn (z)| ≤ Mα for all z ∈ B(zα . . . for any z ∈ B(zα . If K ⊂ D is compact. mn . . The last inequality M follows from the hypothesis C |fn (z)| |dz| ≤ M for any circle C in D. Solution: We must show that F = {fn } is a normal family. πRα The second inequality holds since |ζ − zα | = Rα and |z − zα | < Rα /2 imply |ζ − z| > Rα /2. rαj ) (j = 1. If we can prove that F is a locally bounded family of holomorphic functions – that is. m2 . rα ) and all n = 1. . . it is equivalent to show that. Then. To show F is locally bounded. of multiplicities m1 . Rα /2). 2. there is an MK > 0 such that |fn (z)| ≤ MK for all z ∈ K and all n = 1. a2 . 38 Answer: 45 . Let f be analytic in |z| < 2. . for any compact set K ⊂ D. Letting Mα = πRα . . Let Rα > 0 be such that B(zα . 2. . Prove that {fn } has a subsequence converging uniformly on compact subsets of D. . . . for each point zα ∈ D. and rα = Rα /2. fix zα ∈ D. 2. .2 1991 November 21 2 COMPLEX ANALYSIS 6. State and prove: (a) the mean value property for analytic functions (b) the maximum principle for analytic functions. F ⊂ H(D) and. .. . what is f (z)g(z) dz ? f (z) |z|=1 (Verify your answer. we have |fn (z)| ≤ Mα for all z ∈ B(zα . there is a number Mα and a neighborhood B(zα . and with each aj lying in the disk |z| < 1. 8. – then the Montel theorem (corollary 2.2) will give the desired result. . . 2. . for all z ∈ K and n = 1. . with the only zeros of f being the distinct points a1 . Let {fn } be a sequence of analytic functions in the unit disk D. . (Why is this ¯ equivalent?)38 So. J) and then |fn (z)| ≤ maxj Mαj MK . we could select a finite covering of K by such neighborhoods B(zαj . Rα ) = {z ∈ C : |z − zα | ≤ Rα } ⊂ D. .

(a) Show that if an open set intersects the closure of Y then it intersects Y .2.) 9. x ∈ V.2 1991 November 21 2 COMPLEX ANALYSIS SECTION C (Do 2 of the 3 problems. Prove that every open cover of X has a countable subcover. ¯ (b) Show that if Y is connected and if Y ⊂ Z ⊂ Y . Show that there exist open sets U and V such that K ⊂ U. 46 . and let U be a subset of X. 10. and let x be a point of X not in K. 11. Let X be a topological space. U ∩ V = ∅. let K be a compact subset of X. Let X be a Hausdorff topological space. then Z is connected. A topological space X satisfies the second axiom of countability.

Clearly m is finite. we have an = for every R > 0. there is a sequence {zn } with zn → ∞ and f (zn ) → w as n → ∞. Thus. (b) We give three different proofs. N + 2. an z n . Each solution should be clearly written on a separate sheet of paper. Proof 1: If we take for granted that any transcendental (i. a0 + a1 z −1 + a2 z −2 + · · · = f (1/z) = b−m z −m + b−m+1 z −m+1 + · · · b−1 z −1 + b0 + b1 z + · · · That is. Let f (z) = an z n be an entire function. Therefore.2. limz→0 f (1/z) = ∞). Suppose the pole at z = 0 is of order m. we have an = 0 for all n = N + 1. That is. . N + 2.3 1995 April 10 Instructions. non-polynomial) entire function has an essential singularity at infinity. but relies on the heaviest machinery. f (z) must be a polynomial. . Therefore. Let an z n converges locally uniformly in C. 0 = am+1 = am+2 = · · · . . ’01) implies that. we can write ∞ g(z) = f (1/z) = n=−m bn z n = b−m z −m + b−m+1 z −m+1 + · · · b−1 z −1 + b0 + b1 z + · · · ∞ n=0 (36) Now f is entire.. . so f (z) = n=0 m an z n . n+1 |ζ| 2π Rn+1 f (n) (0) 1 = n! 2πi f (ζ) dζ. 1. (a) Suppose that |f (z)| ≤ A|z|N + B for all z ∈ C where A. 47 . Since this contradicts the given hypotheses. Solution: (a) By Cauchy’s formula.e.3 1995 April 10 2 COMPLEX ANALYSIS 2. . N f (z) = n=0 an z n . The hypotheses imply that ∞ g(z) = f (1/z) = n=−∞ bn z n be the Laurent series expansion of the function g about z = 0. |an | ≤ 1 2π |f (ζ)| 1 A RN + B |dζ| ≤ 2πR = A RN −n + B R−n . for any complex number w. for any n > N and > 0. then the Casorati-Weierstrass theorem (see 3 of Nov. taking R large enough forces |an | < (n = N + 1. which implies that f (1/z) = a0 + a1 z −1 + a2 z −2 + · · · . . The first is the shortest. Therefore. (b) Suppose that f satisfies the condition: |f (zn )| → ∞ whenever |zn | → ∞. B are finite constants. the series f (z) = the function f (1/z) has a pole at z = 0. by the criterion for a pole (i. f (z) cannot be a transcendental function. Since was arbitrary.e. Show that f is a polynomial of degree N or less. Proof 2: Since f ∈ H(C). ). ζ n+1 |ζ|=R |ζ|=R Again. this holds for every R > 0. Work as many of the problems as you can. . Show that f is a polynomial. so it has the form f (z) = Compared with (36).

. for any R > 0. This proves that f has only finitely many zeros in C.9. What we have shown is that the left hand side of (37) is constant. Let39 f (z) = (a) Prove that ∞ n=0 an z n be analytic and one-to-one on |z| < 1. Therefore. Suppose that |f (z)| < 1 for all |z| < 1. there are at most finitely many of them in any compact subset of C. hence constant. Remark: A nice corollary to part (b) is the following: Corollary 2. However. there is an R > 0 such that |f (z)| > 0 for all |z| > R. 1/g is a bounded entire function. (a) State a form of the Cauchy theorem. Therefore.13. the problem can be solved without 48 . (b) See theorem A. 3. then f (z) = az + b for some constants a and b. . P∞ n=1 the original exam. the zeros of f are confined to a closed disk DR = {|z| ≤ R}. an z n . Consider the function g(z) = f (z) . 2. (b) State a converse of the Cauchy theorem. and this proves that f (z) is a polynomial. αN } be the collections of all zeros of f (counting multiplicities). (z − α1 ) · · · (z − αN ) (37) This is defined and holomorphic in C \ {α1 . . Then ∞ ∞ A=π n=1 39 On n|an |2 .1 Suppose f (z) = n=0 an z n is a holomorphic function which maps the unit disk D = {|z| < 1} bijectively onto a domain f (D) = G having area A.2. Let {α1 . but the αi ’s are removable singularities.3 1995 April 10 2 COMPLEX ANALYSIS Proof 3: By the hypotheses. In particular. . In particular. the power series representation was given as f (z) = assuming a0 = 0 a priori. n=1 (b) Is the constant 1 the best possible? Solution: (a) This is a special case of the following area theorem: Theorem 2.11. Since the zeros of f are isolated.1 If f is an injective entire function. The proof appears below in section 2. by Liouville’s theorem. DR contains only finitely many zeros of f . . so g(z) is a nonzero entire function. αN }. ∞ n|an |2 ≤ 1. z∈DR min |g(z)| ≥ min |g(z)| = > 0. Solution: (a) See theorem A. . . . |z|=R for some > 0.

therefore. Prove there exists a sequence {zn } with |zn | → ∞ for which u(zn ) → 0. m n am an z m−1 z n−1 . which gives the desired inequality. U (z) ≥ 0 for all z ∈ C. and U is harmonic in C. must be constant. by way of contradiction.n=1 ∞ X D m. take the squared modulus. m n am an z m−1 z n−1 dx dy. has area less or equal to π. Consider the function U (z) = u(z) + M . harmonic function on C. |f (z)|2 = This gives. This shows that the upper bound of 1 is obtained and is therefore the best possible.n=1 ∞ X n=1 nan z n−1 . This and (38) together imply ∞ π≥π n=1 n2 |an |2 . for some R > 0. That is. 40 Recall problem 1(b). (38) To apply this theorem to the problem at hand. But this implies U (z). ikθ ∞ X m. {|z| > R}. or u(z) < 0 for all |z| > R. April ’89. By construction. That is.n=1 ∞ X m. D Compute |f (z)| by differentiating the power series of f (z) term by term. Let u(z) be a nonconstant. ZZ A= Letting z = reiθ . 4. ZZ A= |f (z)|2 dx dy. the integral of e which m = n. so the only non-vanishing terms of the series are those for ∞ X n=1 A = 2π n2 |an |2 Z 0 1 r2n−1 dr = π ∞ X n=1 n2 |an |2 . that there is no such sequence. either u(z) > 0 for all |z| > R. Since u is continuous. where we proved that a real valued harmonic function u(z) satisfying u(z) ≥ 0 for all z ∈ C must be constant. it attains its minimum on that set. real valued. note that the hypotheses of the problem imply that f maps the unit disk bijectively onto its range f (D). Solution: Suppose. Thus. say. 49 . there is an M > 0 such that −M ≤ u(z) for all |z| ≤ R.3 1995 April 10 2 COMPLEX ANALYSIS Proof: The area of the image of D under f is the integral over D of the Jacobian of f . A= Now. over 0 ≤ θ < 2π vanishes.2. which is contained inside D and. Then u(z) is bounded away from zero for all z in some neighborhood of infinity.40 This contradicts the hypothesis that u(z) be nonconstant and completes the proof. for all k = 0. Z m n am an 0 1 Z 0 2π rm+n−1 ei(m−n)θ dθ dr. f (z) = Next. Since u is continuous on the compact set {|z| ≤ R}. Assume without loss of generality that u(z) > 0 for all |z| > R. hence u(z). (b) The identity function f (z) = z satisfies the given hypotheses and its power series expansion has coefficients a1 = 1 and 0 = a0 = a2 = a3 = · · · .

g = ϕ ◦ f satisfies the hypotheses of Schwarz’s lemma. very similar problem appeared in November ’06 (3). |g (0)| ≤ 1.3 1995 April 10 2 COMPLEX ANALYSIS 5. Therefore. and it follows from (39) that |f (0)| ≤ 1 = 3/4. Solution: See the solution to (3) of April ’89. f (0) = 1 . how large can |f (0)| be? Solution: (a) See theorem A. 1 (b) If f (0) = 2 . ϕ (1/2) = −4/3. In particular. In particular. Rez > 0} onto the unit disk.2. 50 .41 Find an explicit conformal mapping of the semidisk H = {z : |z| < 1. or (2) of November ’06. Therefore.17. Now. Since g (z) = ϕ (f (z))f (z).42 Suppose f (z) is a holomorphic function on the unit disk which satisfies: |f (z)| < 1 all |z| < 1. (a) State the Schwarz lemma. Consider the map 2 ϕ(z) = −z . we have 1 ≥ |g (0)| = |ϕ (1/2)||f (0)|. |ϕ (1/2)| 41 This 42 A problem also appears in April ’89 (3) and November ’06 (2). 1− z 2 1 2 This is a holomorphic bijection of the unit disk. as applied to f . 6. with φ(1/2) = 0. ϕ (z) = − 1− z 2 (39) + 1− 1 2 z 2 2 1 2 −z . (b) Assume f satisfies the given hypotheses.

then f (z) dz = T 1 2 L . but merely that u and v are continuous in G and f (z0 ) = lim f (z) − f (z0 ) z − z0 > 0. y) dx − v(x. Show that given any containing z0 . If u and v obey the Cauchy-Riemann equations. y) dx + u(x. y) + iv(x.4 2001 November 26 Instructions. y) dy = 0. If you cannot completely answer Part (a) of a problem. b ∈ C. by the Cauchy-Riemann equations. 43 These are ux = vy and uy = −vx . Partial credit is given for partial progress. y) dy = γ G (ux − vy ) dx dy = 0. f (z) dz = γ γ u(x. 1. You may also use the fact that T g(z) dz ≤ L · sup{|g(z)| : z ∈ T } for g continuous on T . y) + iv(x. Include as many details as time permits. it is still possible to do Part (b). y) dy + i γ v(x. then the Cauchy-Riemann equations imply v(x. y) dy]. (42) Next. namely P dx + Q dy = γ G ∂Q ∂P − ∂x ∂y dx dy for C 1 functions P and Q. Throughout the exam. note that f (z) dz = [u(x. by (41) and (42). y) dx + u(x. we can find a triangular region ∆ z→z0 exists at some (possibly only one!) point z0 ∈ G. y) where u and v are C 1 functions defined on a neighborhood of the closure of a bounded region G ⊂ C with boundary which is parametrized by a properly oriented. if P = v and Q = u in Green’s theorem. y) dx + u(x.4 2001 November 26 2 COMPLEX ANALYSIS 2. y) dx − v(x. even if you could not do Part (a). which you can use here in (b).43 u(x. 51 .2. (40) (b) Suppose that we do not assume that u and v are C 1 . 2 where L is the length of the perimeter of ∆. and C denotes the complex plane. such that if T is the boundary curve of ∆. y)] d(x + iy) = u(x. Hint for (b) Note that part (a) yields T (az + b) dz = 0 for a. (a) Suppose that f (z) = f (x + iy) = u(x. y) dx − v(x. Therefore. show that Cauchy’s theorem γ f (z) dz = 0 follows from Green’s theorem. Make a substantial effort on all parts of the following problems. piecewise C 1 curve γ. Then. (41) Similarly. y) dy = γ G (vx + uy ) dx dy = 0. Solution: (a) Let P = u and Q = −v in (40). z denotes a complex variable. y) dy + i[v(x.

for all |z − z0 | < δ. the maximum principle. the length of T ).2. z − z0 Pick a triangular region ∆ ⊂ B(z0 . of course. T ≤ where L denotes the length of the perimeter of ∆ (i. and f (z) − f (z0 ) f (z0 ) − < . then for all 1 ≤ R ≤ |z| < ∞. z − z0 z − z0 Therefore. Therefore. for all |z − z0 | < δ..e. and r denotes the length of one side of T . that if a polynomial with complex coefficients has no complex zero.4 2001 November 26 2 COMPLEX ANALYSIS (b) Suppose u and v are continuous and f (z) exists at the point z0 ∈ G. for any > 0 there is a δ > 0 such that B(z0 . the argument principle. be greater than |z − z0 | for all z ∈ T . we begin by supposing p(z) is not constant and thus has the form p(z) = a0 + a1 z + a2 z 2 + · · · + an z n with an = 0 for some n ≥ 1. Rouch´ ’s theorem. Solution: In the two proofs below. whence T R(z) dz = Finally.. and/or the open e mapping theorem. f (z) dz = T T T f (z) dz. then it is constant. Both proofs also rely on the following observation: If {aj }n ⊂ C with an = 0. note that f (z) − f (z0 ) R(z) = f (z0 ) − < . Also. f (z) dz ≤ T 1 2 L . Then. the length of one side of ∆ is surely less than half the length of the perimeter (i.e. Give two quite different proofs of the fundamental theorem of algebra. which must. 2 2. δ) with z0 ∈ ∆. by Cauchy’s theorem (part (a)). You may use independent. and let T be the boundary. well-known theorems and principles such as Liouville’s theorem. Define R(z) = f (z) − [f (z0 ) + f (z0 )(z − z0 )]. |an | ≤ n max 0≤j<n 52 . T [f (z0 ) + f (z0 )(z − z0 )] dz = 0. Then. R(z) dz ≤ T |R(z)| |dz| = T R(z) |z − z0 | |dz| z − z0 |z − z0 | |dz| ≤ rL. r < L/2). δ) ⊆ G. j=0 a0 −n an−1 −1 |a0 | −n |an−1 | −1 z + ··· + z ≤ |z| + · · · + |z| an an |an | |an | ≤ n max 0≤j<n |aj | −1 |z| |an | |aj | −1 R .

then n−1 0≤ j=0 an−1 −1 aj −n+j a0 −n z z + ··· + z ≤ 1/2. and R is either 1 or R = 2 n max0≤j<n |aj |/|an | (whichever is greater). 53 . (44) To see this. z + ··· + z an an for all |z| ≥ R. Clearly z = 0 is a zero of g(z) (of multiplicity n). We claim that |p(z) − an z n | < |an z n |. = an an an for all |z| ≥ R. which is more than we need. so. the function f (z) |f (z)| = 2 1 ≤ . In fact. and consider |p(z)| = |an z n | a0 −n an−1 −1 aj −n+j z + ··· + z + 1 ≥ |an ||z|n 1 − | z | . it must be constant. [3] (p. and let R = 1+2 n max0≤j<n |aj |/|an |. by Liouville’s theorem. 45 Conway we add 1 here just to be sure R is safely over 1. as above. p(z) has a zero in |z| < R. (43) implies that the sum is no greater than 1/2. In fact. for all |z| ≥ R. 77) presents a similar. but then p(z) must be constant. hence bounded on the compact set |z| ≤ R. and (45) becomes |p(z)| ≥ |an ||z|n /2. This contradicts our initial assumption and proves that p(z) must have a complex zero. Therefore f (z) is a bounded entire function. Now (44) and Rouch´ ’s theorem imply that the function g(z) = an z n has the same number of zeros in |z| < R as does the e function p(z). |p(z)| |an ||z|n for all |z| ≥ R. Then f (z) ∈ H(C). if we choose44 R = 1 + 2 n max0≤j<n |aj |/|an |.4 2001 November 26 2 COMPLEX ANALYSIS In particular. In particular. for all |z| = R. 1/p(z) satisfies Now suppose p(z) has no complex zero. Thus all the zeros of p(z) are contained in the disk |z| < R. |p(z)| is bounded from below by |an ||z|n /2. check that a0 −n |p(z) − an z n | an−1 −1 = < 1. then a0 −n an−1 −1 ≤ 1/2. 44 Note. Therefore. (43) Proof 1: Assume p(z) = a0 +a1 z+· · ·+an z n with an = 0 for some n ≥ 1. then p(z) vanishes for some |z| < R. an an an j=0 n−1 (45) If we choose R = 1 + 2 n max0≤j<n |aj |/|an | as above.2. Therefore. we have proved a bit more: If p(z) = a0 + a1 z + · · · + an z n with an = 0 for some n ≥ 1. but more elegant proof. for all |z| ≥ R. while for all |z| ≥ R. f (z) is continuous. Proof 2:45 Assume p(z) = a0 + a1 z + · · · + an z n with an = 0 for some n ≥ 1. z + ··· + z n| |an z an an for all |z| = R.

2. Therefore. with a suitable singularity. |f (z) − w0 | δ Thus. Therefore.. of width 2π. Sα = {x + iy : x ∈ R.4 2001 November 26 2 COMPLEX ANALYSIS 3. ¯ ¯ Then there is a punctured disk D0 B(z0 . (b) Verify the Casorati-Weierstrass theorem directly for a specific analytic function of your choice.g. prob. g(z) ∈ H(B(z0 . ’06. There is clearly a strip Sα contained in NR (e. α ≤ y < α + 2π}. (b) Consider f (z) = ez . f (z) = ez maps points in NR to points arbitrarily close (in fact equal when w = 0) to all points w ∈ C. (a) State and prove the Casorati-Weierstrass theorem concerning the image of any punctured disk about a certain type of isolated singularity of an analytic function. You may use the fact that if a function g is analytic and bounded in the neighborhood of a point z0 .2 (Casorati-Weierstrass) If f is a holomorphic function in a region G ∈ C except for an essential singularity at the point z = z0 . with α = R + 1). by lemma 2. Then lim sup |g(z)| = lim sup z→z0 z∈D0 z→z0 z∈D0 1 1 ≤ < ∞.) Now let NR = {z ∈ C : |z| > R} be any neighborhood of ∞. and. This function has an essential singularity at ∞. g is continuous and non-zero at z = z0 . In particular.1 (Nov. 0 ) of z0 . which implies that the singularity of f (z) at z = z0 is removable. Proof: Fix w0 ∈ C and suppose there is no sequence {zn } ⊂ G approaching z0 such that f (zn ) → w0 as n → ∞. 1). then for any w ∈ C there is a sequence {zn } ⊂ G approaching z0 such that f (zn ) → w as n → ∞. f (z) comes arbitrarily close to every w ∈ C. f (z) − w0 = 1/g(z) is holomorphic in B(z0 . ) \ {z0 } ⊂ G such that |f (z) − w0 | > δ > 0 for all z ∈ D0 . This contradiction proves the theorem. Therefore. 54 . so it is non-zero in a neighborhood B(z0 . f (z) maps Sα onto C \ {0}. z0 is a removable singularity of g(z). then g has a removable singularity at z0 . (In particular. 0 ). Define g(z) = 1/(f (z) − w0 ) on D0 . for every horizontal strip. )). Solution: Theorem 2.

By the residue theorem. Be careful with minus signs and factors of 2πi. 1 1 1 =− zn − z 2 − 5z + 4 3 n=−∞ 12 n=0 ∴ a−10 = − 1 3 and −1 ∞ ∞ ∞ n −i 4π 1 1 − z−i z+i = 1 z 2πi z 2 + 1 z −n n=0 1 4 n zn.4 2001 November 26 2 COMPLEX ANALYSIS 4. 2 − 5z + 4 z n=−∞ Find a−10 and a10 by the method of your choice. . n ∞ f (z) dz = 2πi γ j=1 Res(f. 1 4 10 a10 = − . zn } ⊂ G. . Therefore. and the problem would be solved. and such that Res(f. (a) Define γ : [0. if we were to find a function f (z) ∈ H(C) with exactly two isolated singularities in G (e.g. .2. at z1 = i and z2 = −i). note that 1/3 1 −1 1 z = =− z−4 3 4(1 − z/4) 12 n=0 4 converges for |z| < 4. (b) Expand the function in partial fractions: 1 1 1/3 1/3 = = − . Find a meromorphic function f such that γ f (z) dz = 1. and suppose f (z) ∈ H(C) except for isolated singularities at the points {z1 . while 1 1 1 1/3 =− =− z−1 3 z(1 − 1/z) 3z converges for |z| > 1. it is known that there are constants an such that. then 4π f (z) dz = 2πi γ j Res(f.. for 1 < |z| < 4. 55 . zj ) = 2πi −i −i + 4π 4π = 1. Solution: (a) Let G be the region whose boundary is the curve γ. 1 = an z n . Therefore. z 2 − 5z + 4 (z − 4)(z − 1) z−4 z−1 Then. . 2π] → C by γ(t) = sin(2t) + 2i sin(t). (b) From the theory of Laurent expansions. traced out in a regular fashion. f (z) = is such a function. 1 12 for 1 < |z| < 4. This is a parametrization of a “figure 8” curve. zj ) = −i . Clearly. zj ).

. if ζ is any point on the outer radius. Show that if |f (z)| ≤ M for all z with |z − a| = R. Solution: (a) By Cauchy’s formula (A. w . we have 2 |f (w1 ) − f (w2 )| ≤ 4M |w1 − w2 | R (b) Explain how Part (a) can be used with the Arzela-Ascoli theorem to prove Montel’s theorem asserting the normality of any locally bounded family F of analytic functions on a region G. 56 . W1 R/2 . a . (ζ − w1 )(ζ − w2 ) R W2 . Now. it is clear that |ζ − w1 | > R/2 and |ζ − w2 | > R/2. if w is any point in the disk |w − a| < R. Therefore. then |ζ − w| > R/2. R where γ denotes the positively oriented circle {ζ : |ζ − a| = R}.4 2001 November 26 2 COMPLEX ANALYSIS 5. |f (w1 ) − f (w2 )| ≤ ≤ ≤ |w1 − w2 | 2π |ζ−a|=R |f (ζ)| |dζ| (R/2)2 |w1 − w2 | supγ |f (ζ)| (γ) 2π R2 /4 4M |w1 − w2 |. then f (w1 ) − f (w2 ) = = 1 2πi f (ζ) f (ζ) − ζ − w1 ζ − w2 dζ |ζ−a|=R w1 − w2 2πi |ζ−a|=R f (ζ) dζ. (a) Suppose that f is analytic on a region G ⊂ C and {z ∈ C : |z − a| ≤ R} ⊂ G.2. for all ζ on the outer radius in figure 1. then for any w1 . and (γ) denotes its length. then f (w) = 1 2πi f (ζ) dζ. w2 are any two points inside the “half-disk” |w − a| < R/2 (see figure 1).9). if w1 . 2πR. ζ −w |ζ−a|=R In particular. ζ Figure 1: Note that. |ζ − a| = R. w2 ∈ {z ∈ C : |z − a| ≤ 1 R}. and if w is any point in the disk |w − a| < R/2.

. d). see Conway [3]. condition (ii) of the theorem is clearly satisfied. instead of a single point a ∈ G. . an M > 0 such that |f (z)| ≤ M for all z ∈ B(a. 47 Answer: 46 The 57 . and the “pointwise” equicontinuity discussed in topology books like the one by Munkres [5]. by local boundedness..e. . local boundedness implies normality. Corollary 2. We have thus shown that local boundedness implies conditions (i) and (ii) of the Arzela-Ascoli theorem and thereby implies normality.2. w2 ∈ {|w − a| ≤ R/2}. δ = minj δj . δn . rj ) : j = 1. To check that local boundedness also implies condition (i). if F is locally bounded. Ahlfors [1] and Rudin [8]. and let B(a. Then.. Therefore.2 (little Montel theorem) Assume the set-up of the Arzela-Ascoli theorem. Therefore. In that case. r). Then F is a normal family if and only if it is locally bounded. w2 ∈ B(a. and (ii) for each z ∈ G.3 (Arzela-Ascoli) Let F ⊂ C(G. the set {f (z) : f ∈ F} is contained in a compact subset of S.4 2001 November 26 2 COMPLEX ANALYSIS (b)46 We must explain how part (a) can be used with the Arzela-Ascoli theorem to prove Montel’s theorem asserting the normality of any locally bounded family F ⊂ H(G). there is ¯ R) and all f ∈ F. n} by such neighborhoods with equicontinuity constants δ1 . then there is a finite cover {B(aj . To make peace with this apparent discrepancy. Because of the way the problem is stated. S) be a family of continuous functions from an open set G ⊆ C into a metric space (S. r) and |w1 − w2 | < δ. F is equicontinuous in B(a. e. then |f (w1 ) − f (w2 )| < whenever w1 . check that the two notions coincide when the set on which a family of functions is declared equicontinuous is compact. R If δ = 4M and r = R/2. we use part (a). Theorem 2. we are given a compact set K ⊂ G. r) in which F is equicontinuous with ¯ equicontinuity constant48 δ. If. page 153. i. Let S = C in the Arzela-Ascoli theorem. best treatment of normal families and the Arzela-Ascoli theorem is Ahlfors [1]. . Therefore.g. fix a ∈ G and > 0. it is probably enough to prove just one direction of Montel’s theorem. R for all w1 . Then. Then F is a normal family if and only if (i) F is equicontinuous on each compact subset of G. R) ⊂ G. 48 The careful reader might note the distinction between this type of “uniform” equicontinuity. So. and suppose S = C and F ⊂ H(G). For a proof of the other direction. . It suffices (why?)47 to prove that for any a ∈ G there is a neighborhood B(a. is a single equicontinuity constant that works for all of K. Recall that a family F of functions is called locally bounded on G iff for all compact K ⊂ G there is a constant MK such that |f (z)| ≤ MK for all f ∈ F and z ∈ K. . . K ⊂ C is compact if and only if K is closed and bounded. . by part (a). |f (w1 ) − f (w2 )| ≤ 4M |w1 − w2 |. which is taken for granted in complex analysis texts.

We are given that f (0) = 1 and f (0) = 0. for some constants B.. For an open set G ⊆ C. Also. The other goes as follows:49 By the Hadamard factorization theorem (see. (b) Evaluate the integral I= 1 2πi (z − 3) sin |z|=R 1 z+2 dz where R ≥ 4. (46) f (z) = eP (z) z m 1− an n=0 where P (z) is a polynomial of degree ρ. Do as many problems as you can. f (z) = eBz+C . an entire function f with zeros at {an } ⊂ C \ {0} and m zeros at z = 0 has the form ∞ z ez/an . z ∈ C \ γ ∗ . Complete solutions to five problems will be considered as an excellent performance. so that the theorem is very easy to apply. p. H(G) will denote the set of functions which are analytic in G.2. Notation. dw. R) = {z ∈ C : |z − z0 | < R} R > 0.5 2004 April 19 2 COMPLEX ANALYSIS 2. of γ. z ∈ C \ γ∗. Be advised that a few complete and well written solutions will count more than several partial solutions. D(z0 . It follows that f (z) = 1. (a) State the Casorati-Weierstrass theorem. the order of growth is ρ = 1.) Let F (z) = ϕ(w) γ (w−z) dw. Stein and Sharkachi seem to have set things up just right. which implies that P (z) is a polynomial of degree 1. Use a separate sheet of paper for each new problem. the “order of growth.5 2004 April 19 Instructions. (That is. Prove that F (z) = ϕ(w) γ (w−z)2 2. we have |f (z)| > 0 so {an } = ∅ and m = 0. since |f (z)| ≤ e|z| . Therefore. 3. f (0) = 0 and 0 < |f (z)| ≤ e|z| Prove that f (z) = 1 for all z ∈ C. Solution: I know of two ways to prove this. e. ϕ is a continuous complex function defined on the trace. Also. (46) takes the simple form. take a look at how easily it disposes of this otherwise challenging exam problem.” and k ≤ ρ < k + 1. For the function in question. so eC = 1.g. for all z ∈ C 49 This proof came to me by sheer lucky coincidence – I worked on this exam after having just read a beautiful treatment of the Hadamard factorization theorem in Stein and Sharkachi’s new book [11]. If you need convincing that this theorem is worth studying. 1. γ ∗ . and f (0) = BeC = B = 0. Let γ be a rectifiable curve and let ϕ ∈ C(γ ∗ ). 250). without using Leibniz’s Rule. C. [11]). 58 . One can be found in Rudin’s Functional Analysis ([9]. Let f (z) be an entire function such that f (0) = 1.

and so ∞ f (z) = n=0 an (z − z0 )n . (a) Suppose that f ∈ H(D \ {0}) and that |f (z)| < 1 for all 0 < |z| < 1. by choosing a sufficiently small . (ζ − z0 )n+1 o C Here C denotes the positively oriented circle |ζ − z0 | = . where an = 1 2πi f (ζ) dζ. respectively.6 2006 November 13 2 COMPLEX ANALYSIS 2. Let f (z) = n=−∞ ∞ an (z − z0 )n be the Laurent expansion of f for z ∈ B . 1. Changing variables. If lim sup |f (z)| < ∞. if n < 0. The lemma solves part (a) and is also an example of a general theorem about isolated singularities of holomorphic functions. z→z0 z∈G then z0 is a removable singularity and f may be extended holomorphically to all of G. H(G) is the set of holomorphic functions on G. and. f ∈ H(G). (b) State a general theorem about isolated singularities for holomorphic functions. D = {z ∈ C : |z| < 1} is the open unit disk.1 Suppose G ⊂ C is an open set and f is holomorphic in G except for an isolated singularity at z0 ∈ G. then |an | can be made arbitrarily small.6 2006 November 13 Notation: C is the set of complex numbers.2. Proof: Under the stated hypotheses. This proves that an = 0 for negative n. ζ = z0 + eiθ the coefficients are an = Therefore. Π+ and Π− are the upper and lower half-planes. there is an > 0 and an M > 0 such that the deleted neighborhood B o {z ∈ C : 0 < |z − z0 | ≤ } is contained in G and such that |f (z)| ≤ M for all z ∈ B o . (z0 + eiθ − z0 )n+1 2π M n+1 d|θ| = M n . given an open set G ⊂ C. Solution: Lemma 2. Here is another answer to part (b): 59 . Thus. Prove that there is F ∈ H(D) with F (z) = f (z) for all z ∈ D \ {0}. which makes it clear that. |an | ≤ 1 2π 0 ⇒ dζ = i eiθ dθ 1 2π i 2π 0 f (z0 + eiθ ) i eiθ dθ. so it answers part (b).

(ii) if m > 0 is the smallest integer such that limz→z0 |(z − z0 )m f (z)| remains bounded. let φ3 (z) = e−iπ/2 z = −iz. it is clear that the positive imaginary axis is mapped to the lower half-circle {eiθ : −π < θ < 0}. since all of the mappings are conformal bijections. and similarly for the negative imaginary axis..6 2006 November 13 2 COMPLEX ANALYSIS Theorem 2. we see that the positive real axis (0. which takes the first quadrant to the fourth quadrant. through a sequence of mappings.e. Let φ2 (z) = z 1/2 be a branch of the square root function on Π+ . 2. Imz > 0}. Solution: (a)50 Let φ0 (z) = 1−z . (b) (Riemann)51 Let Ω ⊂ C be a simply connected region such that Ω = C. and suppose f (z) is holomorphic for all z ∈ G except for an isolated singularity at z = z0 ∈ G. Then φ2 maps Π+ onto the first quadrant.2. Then the composition φ0 ◦ f will have the desired properties. Then Ω is conformally equivalent to D. 1+z and then to construct a conformal mapping. the imaginary axis) onto the boundary of the unit disk. it must map the boundary of P + (i. Then. Thus. up the precise statement of the Riemann mapping theorem. since φ0 maps the right half-plane P + onto the unit disk. Checking that φ0 (i) = −i. Furthermore. φ. Our strategy will be to show that φ0 maps the fourth quadrant onto D ∩ Π+ . Finally. Therefore. Consider the boundary of the first quadrant. φ0 takes 0 to 1 and takes ∞ to -1. where Q4 = {z ∈ C : Rez > 0. in mapping the right half-plane onto the unit disk. and must therefore map the fourth quadrant to the upper half-disk. f . then φ1 ◦ φ0 : D → Π+ .4 (Criterion for a pole) Let G ⊂ C be open. Now. a one-to-one holomorphic function mapping the disk D onto the half disk D ∩ Π+ . ∞) is mapped onto the segment (−1. then the conformal mapping is unique. Since φ0 (1) = 0. of Ω onto the unit disk. as 0 → 1 and ∞ → −1. if we specify that a particular z0 ∈ Ω must be mapped to 0. (a) Explicitly construct. Then (i) z0 is a pole of f if and only if limz→z0 |f (z)| = ∞. (b) State a general theorem concerning one-to-one mappings of D onto domains Ω ⊂ C. and we specify the value of arg φ(z0 ). 60 . Q1 = {z ∈ C : Rez > 0. That is. φ0 maps the first quadrant to the lower half-disk D ∩ Π− . Therefore. the positive imaginary axis is mapped to either the upper half-circle or the lower half-circle. That is. Next construct a mapping of the unit disk onto the fourth quadrant as follows: If φ1 (z) = iz. there is a conformal bijection. φ0 ◦ f is a conformal bijection of D onto D ∩ Π+ . Moreover. f = φ3 ◦ φ2 ◦ φ1 ◦ φ0 is a conformal bijection of D onto Q4 . Note that φ0 maps the real line onto itself. 50 This 51 Look problem also appears in April ’89 (3) and April ’95 (5). of the unit disk onto the fourth quadrant. φ0 : Q4 → D ∩ Π+ . then z0 is a pole of order m. 1). Imz < 0}.

(b) Suppose that f ∈ H(Π+ ) and that |f (z)| < 1 for all z ∈ Π+ . Solution: (a) See theorems A. Whence. g (0) = f (φ(0))φ (0) = f (i)(−2i). Therefore |f (i)| ≤ 1/2. By Schwarz’s lemma. observe that g (z) = f (φ(z))φ (z). φ(0) = i. (b) Suppose that f is a continuous function defined on the entire complex plane. Finally.52 (a) State the Schwarz lemma. If f (i) = 0 how large can |f (i)| be? Find the extremal functions. and then check that φ (0) = −2i. z Prove that f is an entire function. φ f 4. which implies 1 ≥ |g (0)| = 2|f (i)|. Solution: (a) See theorem A. 61 . (a) State Cauchy’s theorem and its converse.6 2006 November 13 2 COMPLEX ANALYSIS 3. Therefore. |g (0)| ≤ 1. (b) In order to apply the Schwarz lemma. the function g = f ◦ φ : D − Π+ − D satisfies |g(z)| ≤ 1 and g(0) = f (φ(0)) = → → f (i) = 0. 52 A very similar problem appeared in April ’95 (6).11 and A. 1+z Then.2. then. Assume that (i) f ∈ H(Π+ ∪ Π− ) (ii) f (¯) = f (z) all z ∈ C. (b) See Marsden and Hoffman.13. map the disk to the upper half-plane with the M¨ ebius map φ : D → Π+ o defined by 1−z φ(z) = i .17.

Recall that a family F of functions is called locally bounded on Ω iff for all compact K ⊂ Ω there is a constant MK such that |f (z)| ≤ MK for all f ∈ F and z ∈ K. F is a normal family of holomorphic functions in Γ.)53 I think of the Arzela-Ascoli theorem as the fundamental theorem for normal families. Therefore. We must prove f (zn ) → 0. Define fn (z) = f (|zn |z). for all z ∈ Γ and n ∈ N. Since g is holomorphic in Γ. the identity theorem implies that g ≡ 0 in Γ. (b) Suppose f ∈ H(Π+ ) and |f (z)| < 1 all z ∈ Π+ . Prove that f (zn ) → 0 whenever the sequence zn → 0 and zn ∈ Γ where Γ = {z ∈ Π+ : |Rez| ≤ Imz}.2. Then F is a normal family if and only if (i) F is equicontinuous on each compact subset of Ω. Hint. k→∞ k→∞ In fact. for any point z = iy with y > 0. the set {f (z) : f ∈ F} is contained in a compact subset of S. and suppose S = C and F ⊂ H(Ω). as k → ∞. However.6 2006 November 13 2 COMPLEX ANALYSIS 5. (b) Fix a sequence {zn } ⊂ Γ with zn → 0 as n → ∞. F is a normal family in Γ. Then.5 (Arzela-Ascoli) Let F ⊂ C(Ω. State the fundamental theorem for normal families. they probably had in mind the version of Montel’s theorem stated below. Suppose further that lim t → 0+f (it) = 0. 5 (b) of the November 2001 exam asks for a proof of Montel’s theorem using the Arzela-Ascoli theorem. which is an easy consequence of the Arzela-Ascoli theorem. Also note that each fn is holomorphic in Γ since f (tz) ∈ H(Γ) for any constant t > 0. we have |fn (z)| = |f (|zn |z)| < 1. i. there is some subsequence nk such that..3 (little Montel theorem55 ) Assume the set-up of the Arzela-Ascoli theorem. Let g be a normal limit of {fn }. (The same definition applies when the family F happens to be contained in H(Ω). (a) Define what it means for a family F ⊂ H(Ω) to be a normal family. Since f (it) → 0 as t ↓ 0. Consider the point z = i. d). Solution: (a) Let Ω be an open subset of the plane.54 Theorem 2. g(i) = lim fnk (i) = lim f (|znk |i) = 0. we have g(z) = 0. and (ii) for each z ∈ Ω. Then F is a normal family if and only if it is locally bounded. since the examiners asked specifically about the special case when F is a family of holomorphic functions. S) be a family of continuous functions from an open set Ω ⊆ C into a metric space (S. Corollary 2. 62 .e. 53 Despite 54 Problem the wording of the problem. Thus. since z ∈ Γ ⇒ |zn |z ∈ Γ. Consider the functions ft (z) = f (tz) where t > 0. fnk → g locally uniformly in Γ. the family need not satisfy F ⊂ H(Ω) in order to be normal. A family F of functions in Ω is called a normal family if every sequence of functions in F has a subsequence which converges locally uniformly in Ω.

k→∞ lim sup{|fnk (z)| : z ∈ γ} k→∞ lim fnk γ = 0. as k → ∞. That is. then. Now. k→∞ = 0. f (zn ) → 0. Finally. runs as follows: Assume we have already shown limk→∞ f (znk ) = 0. a further subsequence znjk such that f (znjk ) → 0. and suppose f (zn ) does not converge to 0 as n → ∞. limk→∞ f (znk ) = 0. Then there is a δ > 0 and a subsequence {znj } such that |f (znj )| > δ for all j ∈ N. and. there is a K > 0 such that |fnk (z) − g(z)| = |fnk (z)| < . if znj is any subsequence. for all k ≥ K and all z ∈ γ. in turn.2. and. repeating the argument above. consider fn zn |zn | =f |zn | zn |zn | = f (zn ). Remark: In the last paragraph. Therefore. a further subsequence that converges to zero. Relabel this subsequence {zn }.6 2006 November 13 2 COMPLEX ANALYSIS Next. then {f (znj )} is a normal family. we made use of the fact that a sequence converges to zero iff any subsequence has. recall that f (zn ) → 0 iff every subsequence znj has a further subsequence znjk such that f (znjk ) → 0. as above. This completes the proof. An alternative concluding argument that doesn’t rely on this result. there is. This contradicts the assumption that |f (zn )| > δ for all n ∈ N. since znk /|znk | ∈ γ. Since fnk → g uniformly in γ. fnk ∴ By (47). as desired. Then {f (zn )} is itself a normal family and we can repeat the argument above to get a further subsequence {znk } with limk→∞ f (znk ) = 0. but proceeds by way of contradiction. indeed. (47) The numbers zn /|zn | lie in the compact set γ = {z ∈ Γ : |z| = 1}. 63 . znk |znk | lim fnk ≤ fnk znk |znk | γ. for any > 0.

0). consider that 1 1 −1 −1 u = = = z−1 u−3 3(1 − u/3) 3 n=0 3 ∞ n converges for |u| < 3 and. converging for 2 < |z + 2|. H(G) is the set of holomorphic functions on G.2. (i) Prove: Suppose that for all z ∈ D and all n ∈ N we have that fn is holomorphic in D and |fn (z)| < 1. substituting u = z + 2 in the last expression. Therefore. substituting u = z + 2 in the last expression. Then limn→∞ Imfn (1/2) = 0. 2. Next. 1 1 1 1 1 = = = z u−2 u (1 − 2/u) u n=0 ∞ 2 u n converges for |u| > 2 and. f (z) = for z ∈ A. and. Then z = u − 2 and A = {u ∈ C : 2 < |u| < 3}. 1 1 − =− z−1 z n=0 ∞ ∞ 1 3 n+1 (z + 2)n . Therefore. for any open set G ⊂ C. D = {z ∈ C : |z| < 1}. (ii) Give a complete statement of the convergence theorem that you use in part (2i). Give the Laurent series expansion of Solution: f (z) = 1 z(z−1) in the region A ≡ {z ∈ C : 2 < |z + 2| < 3}. we have 1 1 = z z + 2 n=0 ∞ 2 z+2 n ∞ −1 = n=0 2n (z + 2)−n−1 = n=−∞ 1 2 n+1 (z + 2)n . we have 1 =− z−1 n=0 converging for |z + 2| < 3. z(z − 1) z(z − 1) z−1 z Let u = z + 2. 1 3 n+1 −1 (z + 2)n − n=−∞ 1 2 n+1 (z + 2)n .7 2007 April 16 2 COMPLEX ANALYSIS 2. 1 1−z+z 1 1 = = − .7 2007 April 16 Notation: C is the set of complex numbers. Also suppose that limn→∞ Imfn (x) = 0 for all x ∈ (−1. Solution: (ii) (i) 64 . 1.

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3. Use the residue theorem to evaluate Solution: Note that f (z) =

∞ 1 dx. −∞ 1+x4

1 1 1 = 2 = , 1 + x4 (z + i)(z 2 − i) (z + eiπ/4 )(z − eiπ/4 )(z + ei3π/4 )(z − ei3π/4 )

which reveals that the poles of f in the upper half plane are at eiπ/4 and ei3π/4 . Let ΓR be the contour shown in the figure below; i.e., ΓR = g(R) ∪ [−R, R], where R > 1. Then, by the residue theorem, f (z)dz = 2πi Res(f, eiπ/4 ) + Res(f, ei3π/4 ) .
ΓR

(48)

The other two poles of f are in the lower half-plane, so both eiπ/4 and ei3π/4 are simple poles. Therefore, Res(f, eiπ/4 ) = Res(f, ei3π/4 ) = lim (z − eiπ/4 )f (z) =
z→eiπ/4

1 2eiπ/4 (eiπ/4 − ei3π/4 )(eiπ/4 + ei3π/4 )

1 = − ie−iπ/4 , 4

lim (z − ei3π/4 )f (z) =
z→ei3π/4

1 1 = ie−i3π/4 . 4 2ei3π/4 (ei3π/4 − eiπ/4 )(ei3π/4 + eiπ/4 )

Plugging these into (48) yields f (z)dz = 2πi
ΓR

1 −i3π/4 1 −iπ/4 ie − ie 4 4

=

π −iπ/4 π (e − e−i3π/4 ) = √ . 2 2

It remains to show
R→∞

lim

f (z)dz = 0.
g(R)

Changing variables via z = Reiθ (0 ≤ θ ≤ π),
π

f (z)dz =
g(R) 0

πR iReiθ ≤ 4 → 0, 1 + (Reiθ )4 R −1

as R → ∞.

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4. Present a function f that has all of the following properties: (i) f is one-to-one and holomorphic on D. (ii) {f (z) : z ∈ D} = {w ∈ C : Rew > 0 and Imw > 0}. (iii) f (0) = 1 + i. Solution: First consider56 φ1 (z) = 1−z , which maps D onto the right half-plane P + = {z ∈ C : Rez > 0}. 1+z Let φ2 (z) = eiπ/2 z = iz, which maps P + onto the upper half-plane Π+ = {z ∈ C : Imz > 0}. Next, let φ3 (z) = z 1/2 be a branch of the square root function on Π+ . Then φ3 maps Π+ onto the first quadrant Q1 = {z ∈ C : 0 < arg(z) < π/2}. The function φ = φ3 ◦ φ2 ◦ φ1 satisfies the first two conditions, so we check whether it satisfies condition (iii): 1+i (φ3 ◦ φ2 ◦ φ1 )(0) = φ3 (i) = √ 2 √ √ so apparently we’re off by a factor of 2. This is easy to fix: let φ4 (z) = 2z. Then the holomorphic function f φ4 ◦ φ maps D bijectively onto Q1 and f (0) = 1 + i, as desired. φ1 (0) = 1 ⇒ (φ2 ◦ φ1 )(0) = φ2 (1) = i ⇒

5.

(i) Prove: If f : D → D is holomorphic and f (1/2) = 0, then |f (0)| ≤ 1/2. (ii) Give a complete statement of the maximum modulus theorem that you use in part (i). ¯ ¯ Solution: (i) Define φ(z) = 1/2−z . This is a holomorphic bijection57 of D onto D. Therefore, g = f ◦φ ∈ H(D), 1−z/2 |g(z)| ≤ 1 for all z ∈ D, and g(0) = f (φ(0)) = f (1/2) = 0. Thus g satisfies the hypotheses of Schwarz’s lemma (theorem A.17), which allows us to conclude the following: (a) |g(z)| ≤ |z|, for all z ∈ D, and (b) |g (0)| ≤ 1, with equality in (a) for some z ∈ D or equality in (b) iff g(z) = eiθ z for some constant θ ∈ R. By condition (a), 1/2 ≥ |g(1/2)| = |f (φ(1/2))| = |f (0)|.

(ii) In part (i) I used Schwarz’s lemma, a complete statement of which appears in the appendix (theorem A.17). This is sometimes thought of as a version of the maximum modulus principle since it is such an easy corollary of what is usually called the maximum modulus principle. Here is a complete statement of the latter: (max modulus principle, version 1) Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus at some point a ∈ G. Then f is constant. That is, if there is a point a ∈ G with |f (z)| ≤ |f (a)| for all z ∈ G, then f is constant.58

56 This is my favorite M¨ ebius map. Not only does it map the unit disk onto the right half-plane, but also it maps the right half-plane onto the o unit disk. This feature makes φ1 an extremely useful tool for conformal mapping problems, where you’re frequently required to map half-planes to the unit disk and vice-versa. Another nice feature of this map is that φ−1 = φ1 . (Of course this must be the case if φ1 is to have the first feature.) 1 Also note that, like all linear fractional transformations, φ1 is a holomorphic bijection of C. Therefore, if φ1 is to map the interior of the unit disk to the right half-plane, it must also map the exterior of the unit disk to the left half-plane. 57 See Rudin [8] page 254-5 (in particular, theorem 12.4) for a nice discussion of functions of the form φ (z) = z−α . In addition to 12.4, α 1−αz ¯ sec. 12.5 and theorem 12.6 are popular exam questions. 58 There are a couple of other versions of the maximum modulus principle you should know, though for most problems on the comprehensive exams, the version above usually suffices. The other two versions are stated and proved clearly and concisely in Conway [3], but they also appear as theorems A.15 and A.16 of the appendix.

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COMPLEX ANALYSIS

6. Prove: If G is a connected open subset of C, any two points of G can be connected by a parametric curve in G. Solution: First, recall that if A ⊂ G ⊂ C, then A is said to be open relative to G, or simply open in G, if for any a ∈ A there is a neighborhood B(a, ) = {z ∈ C : |z − a| < } such that B(a, ) ∩ G ⊂ A.59 Next, recall that a subset G ⊂ C is connected iff the only subsets of G that are both open and closed relative to G are the empty set and G itself. Equivalently, if there exist non-empty disjoint subsets A, B ⊂ G that are open in G and have the property G = A ∪ B, then G is not connected, or disconnected.60 Now, suppose G is a connected open subset of C. Fix z0 ∈ G and let Ω ⊂ G be the subset of points that can be connected to z0 by a parametric curve in G. Since G is open, ∃B(z0 , ) ⊂ G for some > 0, and clearly B(z0 , ) ⊂ Ω. In particular, Ω = ∅ . If we can show Ω is both open and closed in G, then it will follow by connectedness that Ω = G, and the problem will be solved. (Ω is open) Let w ∈ Ω be connected to z0 by a parametric curve γ ⊂ G. Since G is open, ∃ > 0 such that B(w, ) ⊂ G. Clearly any w1 ∈ B(w, ) can be connected to z0 by a parametric curve (from w1 to w, then from w to z0 via γ) that remains in G. This proves that B(w, ) ⊂ Ω, so Ω is open. (Ω is closed) We show G \ Ω is open (and thus, in fact, empty). If z ∈ G \ Ω, then, since G is open, ∃δ > 0 such that B(z, δ) ⊂ G. We want B(z, δ) ⊂ G \ Ω. This must be true since, otherwise, there would be a point z1 ∈ B(z, δ) ∩ Ω which could be connected to both z and z0 by parametric curves in G. But then a parametric curve in G connecting z to z0 could be constructed, which would put z in Ω – a contradiction. We have thus shown that Ω is both open and closed in G, as well as non-empty. Since G is connected, Ω = G.

example, the set A = [0, 1], although closed in C, is open in G = [0, 1] ∪ {2}. see the equivalence note that, in this case, A is open in G, as is Ac = G \ A = B, so A is both open and closed in G. Also it is instructive to check, using either definition, that G = [0, 1] ∪ {2} is disconnected.
60 To

59 For

67

Show that if f (0) = 0 and |f (0)| < 1. (a) State the residue theorem. 4.8 2007 November 16 Do as many problems as you can. (a) Define what it means for a subset K ⊂ X to be compact. 3. converging uniformly on compact subsets of Cto a polynomial p of positive degree m. Suppose further that there is a constant c ≥ 0 such that |f | = c for all z on the boundary of G. d) be a metric space. Let {fn } be a sequence of functions analytic in the complex plane C. then {fn } converges to 0 locally uniformly on D. (c) Give an example that shows the converse of the statement in (b) is false.8 2007 November 16 2 COMPLEX ANALYSIS 2. if n is sufficiently large. (b) Suppose f is holomorphic in D = {z : |z| < 1} with f (D) ⊂ D. 1. . (b) Use contour integration to evaluate 0 ∞ (x2 x2 dx. then fn has at least m zeros (counting multiplicities). . Suppose f is continuous on the closure of G and analytic on G. Let fn denote the composition of f with itself n times (n = 2. Exhibit a conformal mapping of the region common to the two disks |z| < 1 and |z − 1| < 1 onto the region inside the unit circle |z| = 1.2. Show that either f is constant on G or f has a zero in G. Prove that. 3. + 1)2 Important: You must carefully: specify your contours. 5. Please email comments. suggestions. Let (X. prove the inequalities that provide your limiting arguments. 68 . Do not simply refer to Hurwitz’s theorem. and show how to evaluate all relevant residues. ). prove this version of it. (a) State the Schwarz lemma. Fewer than 5 complete solutions may still be passing. depending on the quality. Complete solutions (except for minor flaws) to 5 problems would be considered an excellent performance. and corrections to williamdemeo@gmail. Let G be a bounded open subset of the complex plane. 6. (b) Prove (using your definition in (a)) that K ⊂ X is compact implies that K is both closed and bounded in X.com. 2. .

Prove or disprove: There exists a function f (z) holomorphic on the unit disk D such that |f (zn )| → ∞ whenever {zn } ⊂ D and |zn | → 1. then the image f ({zn }) cannot remain inside any closed disk (since f −1 maps all such disks to closed bounded sets in C). or if f is constant. Suppose f ∈ H(C) is injective. 3. 2. If f (z) is an injective entire function. then z 2 − r2 |f (z)| ≤ |z| . Thus f (z) → ∞ whenever z → ∞.9 Some problems of a certain type 2 COMPLEX ANALYSIS 2. then f would not be injective. By the previous problem. 6. 3. then there is a sequence {zn } ⊂ C with zn → ∞ and u(zn ) → 0 as n → ∞.2. if {zn } ⊂ C is any sequence tending to infinity. See (1b) of April ’95. with |f (z)| ≤ 1. 4. f is a polynomial of degree one. 5. If f is holomorphic in the unit disk. if f has degree greater than one. If f is holomorphic in the punctured disk {0 < |z| < R} and if Ref ≤ M for some constant M . and if f (eiθ ) is real for all θ ∈ R. If f (z) is holomorphic in an open set containing the closed unit disk. Therefore. Prove or disprove: There exists a function u(z) harmonic on the unit disk D such that |u(zn )| → ∞ whenever {zn } ⊂ D and |zn | → 1. f is a polynomial. 1 − r2 z 2 Solutions 1. then f (z) is a polynomial. Behavior near infinity 1. Finally. then f (z) = az + b for some constants a and b. then f (z) is constant. Then f −1 is a continuous function in C which maps compact sets to compact sets. and f (r) = f (−r) for some r ∈ (0. 8. If f (z) is an entire function which tends to infinity as z tends to infinity. Behavior on or near the unit circle 4. If u(z) is a nonconstant real valued harmonic function of C. 1). Other Problems 7.9 Some problems of a certain type Collected in this section are miscellaneous problems about such things as what can be said of a holomorphic (or harmonic) function when given information about how it behaves near a boundary or near infinity. then 0 is a removable singularity. f (0) = 0. See (1a) of April ’89. Therefore. See (4) of April ’95. 69 . 2.

2. the product (z − α1 ) · · · (z − αN ) is bounded in D. Then. We conclude that there must be a sequence of zeros of f tending to the boundary of D. . in each compact disk Dn = {|z| ≤ 1 − 1/n} (n ≥ 2). . then there is a sequence {zn } ⊂ D with |zn | → 1 such that the sequence {u(zn )} is bounded. By the maximum modulus principal.9 Some problems of a certain type 2 COMPLEX ANALYSIS 5. Therefore. the point zn . the zeros of f must be isolated (otherwise f ≡ 0). Let {α1 . the function |1/g(z)| attains its maximum in Dn on the boundary at. & 6. Of course. Then f (z) = (z − α1 ) · · · (z − αN )g(z). . . so the sequence {|f (zn )|} is bounded. Proof of Lemma 1: First suppose that f has infinitely many zeros in D. Lemma 1: If f ∈ H(D). Since such a disk is compact. it contains only finitely many zeros of f . then there is a sequence {zn } ⊂ D with |zn | → 1 such that the sequence {|f (zn )|} is bounded. Now suppose f has finitely many zeros in D. The reciprocals of these maxima must satisfy |g(x2 )| ≥ |g(x3 )| ≥ · · · . Lemma 2: If u is harmonic in D. say. where |zn | = 1 − 1/n. the function 1/g is also holomorphic in D. That both of these statements are false is a corollary of the next two lemmas. αN } be the set of all zeros of f (counting multiplicities). where g is holomorphic and non-zero in D. in any closed disk {|z| ≤ 1 − } ⊂ D. 70 .

A MISCELLANEOUS THEOREMS A Miscellaneous Theorems A. If f is measurable.1. Proof: If V is open in Z. (b) Every infinite set in X has a limit point (in X). . 61 Theorem 62 Theorem (x ∈ X). 71 . (b) If X is a measurable space. 1. . then h : X → Z is measurable. let Φ be a continuous mapping of the plane into a topological space Y . that measurable functions of continuous functions need not be measurable. ) (The last property is called total boundedness. then the following are equivalent statements: (a) X is compact. . however. then h−1 (V ) is open. and define h(x) = Φ(u(x). d) be a metric space. Theorem A. and continuous functions of measurable functions are measurable. and if h = g ◦ f . . xn } ⊂ X such that n X= k=1 B(xk .362 Let u and v be real measurable functions on a measurable space X. then h−1 (V ) is measurable. (c) X is sequentially compact (d) X is complete and for all > 0 there exist {x1 . and h−1 (V ) = (g ◦ f )−1 (V ) = f −1 (g −1 (V )). and let g : Y → Z be continuous.2 Measurable Functions Continuous functions of continuous functions are continuous.) A.1 Let (X. and if h = g ◦ f .1 A. Note. If f is continuous. if f : X → Y is measurable. (a) If X is a topological space.1.8 of Rudin [8]. Theorem A. v(x)) Then h : X → Y is measurable. then g −1 (V ) is open in Y . proving (b). if f : X → Y is continuous. We state this as Theorem A. 1. proving (a).261 Let Y and Z be topological spaces.1 Real Analysis Metric Spaces The following theorem is found in Conway [3]. then h : X → Z is continuous.7 of Rudin [8].

1. and write λ µ. M.2). (ii) gn → g < ∞. Let µ be a positive measure on a σ-algebra M. . and let λ be a complex measure on M. then lim inf fn ≤ lim inf fn Theorem A. we say that λ is absolutely continuous with respect to µ. then so are λa and λs . µ) is a measure space. Then we say that λ1 and λ2 are mutually singular. (Recall that the range of a complex measure is a subset of C. In this case.10. 6. Suppose λ1 and λ2 are measures on M and suppose there exists a pair of disjoint sets A and B such that λ1 is concentrated on A and λ2 is concentrated on B. ∞] (n = 1.4 (Fatou’s lemma) If fn : X → [0. . µ). and let λ be an arbitrary complex measure on M. and {fn } a sequence of measurable functions such that fn (x) → f (x) for almost every x ∈ E. .1 Real Analysis A MISCELLANEOUS THEOREMS A. λ(E) = λ(A ∩ E). Theorem A.6 (Egoroff) If (X. Thus the positive measures do not form a subclass of the complex measures. λs ⊥ µ. If there is another sequence of measurable functions {gn } satisfying (i) gn → g a. ) is a sequence of positive measurable functions. fn → f . 6. λa µ. and (x ∈ X. that µ(E) = 0 ⇒ λ(E) = 0.). for any E ∈ M. → 0. ∞].7 (Lebesgue-Radon-Nikodym)63 Let µ be a positive σ-finite measure on a σ-algebra M in a set X.1. (b) There is a unique h ∈ L1 (µ) such that λa (E) = E 63 Rudin[8]. 2.) Suppose.A. .3 Integration Theorem A. A. . while a positive measure takes values in [0.5 (Lebesgue’s dominated convergence theorem) Let {fn } be a sequence of measurable functions on (X. h dµ ∀E ∈ M. and fn − f 1 (iii) |fn (x)| ≤ gn (x) then f ∈ L1 (X. M.e. .. If there is a set A ∈ M such that.4 Absolute Continuity of Measures Two excellent sources for the material appearing in this section are Rudin [8] (§ 6. E ∈ M a set of finite measure. then we say that λ is concentrated on A. for all E ∈ M.e. µ) such that fn → f a. If λ is positive and finite. 2.10) and Folland [4] (§ 3. and write λ1 ⊥ λ2 . 72 . n = 1.7. Theorem A. M. (a) There is then a unique pair of complex measures λa and λs on M such that λ = λa + λs . then for all > 0 there is a measurable subset A ⊆ E such that fn → f uniformly on A and µ(E \ A) < .

B ∈ T }. We call h the Radon-Nikodym derivative of λa with respect to µ.65 f ∈ L1 implies that for all such that. S ⊗ T is the σ-algebra generated by S × T .e. bi ) be a finite union of disjoint open intervals in [a. b]. Then. for example. At the opposite extreme. In my opinion. T . Lemma 1. it is natural to start by considering the collection of subsets S × T = {A × B ⊆ X × Y : A ∈ S. then. If we want to construct a measurable space out of X × Y . that this collection is not. Nov. the most useful version of the Fubini and Tonelli theorems is the one in Rudin [8]. Then |f (bi ) − f (ai )| = i=1 i=1 ai f dm ≤ i=1 ai |f |dm = A |f |dm < (50) by (49). “standard R theorem” cited here appears often on the comprehensive exams (cf.1.e. while σ(S ⊗ T ) denotes what we have labelled S ⊗ T . and f (x) − f (a) for a ≤ x ≤ b. I believe Rudin[8] simply takes S × T to be the σ-algebra generated by the sets {A × B : A ∈ S.1. an algebra of sets. and write h = dλa /dµ and dλa = dλa dµ. B ∈ T }. dµ Strictly speaking.5 Absolute Continuity of Functions g dν dµ. y) is measurable with respect to the product σ-algebra S ⊗ T . In Aliprantis and Burkinshaw [2] (p.6 Product Measures and the Fubini-Tonelli Theorem Let (X. Corollary A. 65 The 64 Folland 73 . and dν dν dµ = dλ dµ dλ A. that is. Then dν (a) If g ∈ L1 (ν). in a single. E x a f (t)dt = > 0 there is a δ > 0 (49) n i=1 (bi Let A = ∪n (ai . b]). 3. 66 This notation is not completely standard. Proof Assuming the stated hypotheses.A. b]. To get an adequate collection on which to define product measure. It begins by assuming only that the function f (x. then f ∈ AC[a. f ∈ AC[a. Prop. by a standard theorem.2 Let f : R → R be a function. A. dλa /dµ should be viewed as the equivalence class of functions that are equal to h µ-a.1 Real Analysis A MISCELLANEOUS THEOREMS The pair (λa . f ∈ L1 ([a. S ⊗ T denotes what we call S × T . M) such that ν µ λ. you get everything you need to answer any of the standard questions about integration with respect to product measure. In the present case we need E |f |dm < to get the sum in (50) to come out right. b] such that i=1 n mA ≤ i=1 (bi − ai ) < δ. b]. Note. in general. Here it is: [4]. µ) and (Y. then |f |dm < . λs ) is called the Lebesgue decomposition of λ relative to µ.164 Suppose ν is a σ-finite complex measure and µ. ’91 #6).9. then g dµ ∈ L1 (µ) and g dν = (b) ν λ. however. Thus. so n n bi n bi − ai ) < δ. If f is differentiable on [a. but in a slightly weaker form in which the R conclusion is that | E f dm| < . dµ λ-a. λ are σ-finite measures on (X. ν) be measure spaces. S. 154). define66 S ⊗ T = σ(S × T ). if E ⊂ R is measurable mE < δ. combined Fubini-Tonelli theorem.

1 Real Analysis A MISCELLANEOUS THEOREMS Theorem A. f dµ is defined almost everywhere (by (ii)).A. S. y) is a (S ⊗ T )-measurable function on X × Y . Y f (x. y) dν(y) and ψ(y) = φ dµ = X f (x. and (v) equation (51) holds. y) ∈ L1 (ν). y)| dν(y) dµ(X) < ∞ holds. ν) are σ-finite measure spaces. moreover φ ∈ L1 (µ). T . (iii) φ(x) = (iv) ψ(y) = Y X f dν is defined almost everywhere (by (i)). ψ is ψ dν. (a) If f (x. and f ∈ L1 (µ × ν). y) ∈ L1 (µ). y) d(µ × ν) = X×Y (51) X (b) If f : X × Y → C and if one of |f (x. y) ≥ 0. (c) If f ∈ L1 (µ × ν).8 (Fubini-Tonelli) Assume (X. (ii) for almost every y ∈ Y. (i) for almost every x ∈ X. and Y f (x. and if φ(x) = T -measurable. 74 . and f (x. moreover ψ ∈ L1 (ν). y)| dµ(x) dν(y) < ∞ Y X or X Y |f (x. then so does the other. f (x. µ) and (Y. y) dµ(x). then. then φ is S-measurable. f (x.

or the following generalization. γ does not wind around any points in the complement of G (e. If γ : [a. it should be obvious that we mean γ(t) = z for some a ≤ t ≤ b.g. Therefore. and others by {γ}.e. b] ⊂ R... A curve is an equivalence class of paths that are equal modulo a change of parameter. b] → C. if we simply write z ∈ γ. b]. for w ∈ γ ∗ .1 Complex Analysis Cauchy’s Theorem67 A continuous function γ : [a.9 (Cauchy’s formula. In other words. ζ −z γ A number of important theorems include a hypothesis like the one above concerning γ – i. ζ −z The next theorem (or its generalization below) might be called “the homology version of Cauchy’s theorem:” Theorem A. w) + · · · + n(γm . if γ is a piecewise smooth path. is called a path in C.11 (Cauchy’s theorem. Such a curve γ is called homologous to zero in G. ver. i.2 A. w) = 0 for all w ∈ C \ G. . if there is a constant M > 0 such that. w) = 0 for all w ∈ C \ G.. z) = 1 2πi m γj j=1 f (ζ) dζ. . In particular. when parametrization has no relevance to the discussion. More generally.. and such a path is called rectifiable if it is of bounded variation. f (z)n(γ. denoted γ ≈ 0. γm are closed rectifiable curves in G with γ = γ1 + · · · + γm ≈ 0. If γ1 . .9. “holes” in G.g. Thus.e. 67 Most of the material in this section can be found in Conway [3]. for any partition a = t1 < t2 < · · · < tn = b of [a. z) = 1 2πi f (ζ) dζ. Theorem A. it is rectifiable. by which we mean any one of the paths that represent the curve. . 75 . might be called “the homology version of Cauchy’s formula:” Theorem A. ver. Finally. if γ is a closed rectifiable path in C. . It is also sometimes called the winding number of γ around w. ver. and a version of a theorem with this as one of its hypotheses may be called the “homology version” of the theorem. w) = 0 for all w ∈ C \ G (where G is some open subset of the plane). This simply means that γ is contained with its interior in G. we call the region which has γ as its boundary the interior of γ. w) = 1 2πi dz z−w γ is called the index of γ with respect to the point w. a closed rectifiable curve with n(γ. then for all z ∈ G \ γ ∗ . where [a.A. then γ f (z)dz = 0. either theorem A.2 Complex Analysis A MISCELLANEOUS THEOREMS A. then for all z ∈ G \ γ ∗ .1 If γ is a closed rectifiable curve in C then. . then the curve γ = γ1 + · · · + γm is homologous to zero in G provided n(γ1 . Definition A. 1) Let G ⊆ C be an open set and suppose f ∈ H(G). 1) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). the number / n(γ. Some authors denote this set by γ ∗ . Otherwise.2. if G ⊆ C is open and γ1 . γm are closed rectifiable curves in G. then invariably that property is shared by every path in the equivalence class of reparameterizations of γ. We will write γ ∗ if clarity demands it. b] → C is a path in C. If γ is a closed rectifiable curve that is homologous to zero in G. i |γ(ti ) − γ(ti−1 )| ≤ M . it is closed or smooth or rectifiable).10 (Cauchy’s formula. or points exterior to G). the set of points {γ(t) : a ≤ t ≤ b} is called the trace of γ. If a path γ has some (nonparametric) property that interests us (e. . m f (z) j=1 n(γj . . we often speak of the “curve” γ. 2) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). If γ is a closed rectifiable curve in G such that n(γ.

2) If G ∈ C is open and bounded. . This theorem is still valid (and occasionally easier to apply) if we replace “any triangular contour” with “any rectangular contour with sides parallel to the real and imaginary axes. C). and f (0) = 0. . . e since proving them in this sequence is not hard.” This stronger version is sometimes called Morera’s theorem. let f ∈ H(G). then it attains its maximum modulus there. and suppose there is an M > 0 such that lim |f (z)| ≤ M. you might as well know the proofs too! Two excellent references giving clear and concise proofs are Conway [3] and Sarason [10]. then f is constant.68 ¯ Theorem A. and the exercise on page 81 of Sarason [10] asks you to prove it using theorem A. which itself can be proved via the local mapping theorem. that T f (z)dz = 0.12 (Cauchy’s theorem. Of course. if there is a point a ∈ G with |f (z)| ≤ |f (a)| for all z ∈ G. if a holomorphic function is continuous on the boundary. then ¯ = max{|f (z)| : z ∈ ∂G}. ˆ Theorem A. and if f ∈ C(G) ∩ H(G). (b) |f (0)| ≤ 1.2.A. z→a Then |f (z)| ≤ M for all z ∈ G. That is.com. you should know the statements of all of these theorems and.2 Maximum Modulus Theorems Theorem A. Please email comments. suggestions. for any triangular contour T ⊂ G with T ≈ 0 in G. |f (z)| ≤ 1 for all z ∈ D. in an open and bounded region. 2) Let G ⊆ C be an open set and suppose f ∈ H(G).13.16 (max mod principle. 68 This version of the maximum modulus principle is an easy consequence of the open mapping theorem. and corrections to williamdemeo@gmail. ver.13 Let G be an open set in the plane and f ∈ C(G. Suppose. ver. Theorem A. with equality in (a) for some z ∈ D \ {0} or equality in (b) iff f (z) = eiθ z for some constant θ ∈ R. for all z ∈ D. max{|f (z)| : z ∈ G} That is.17 (Schwarz’s lemma) Let f ∈ H(D).15 (max mod principle. ver. 3) Let G ⊂ C = C ∪ {∞} be open. A. 76 . Then f ∈ H(G).14 (max mod principle. Then (a) |f (z)| ≤ |z|. which in turn can be proved using Rouch´ ’s theorem. 1) Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus at some point a ∈ G. γm are closed rectifiable curves in G such that γ = γ1 + · · · + γm ≈ 0. . ver. Then f is constant. for every a ∈ ∂∞ G. If γ1 . then m f (z) dz = 0. j=1 γj A partial converse of Cauchy’s theorem is the following: Theorem A.2 Complex Analysis A MISCELLANEOUS THEOREMS Theorem A.

the real line) the unit circle.k. [10] Donald J. 3rd edition. Macmillan. 3rd edition. measurable f such that {x : |f (x)| > M } has measure zero for some M < ∞. measurable f such that |f | < ∞. Real and Complex Analysis. [−∞. 1987. McGraw-Hill. {z ∈ C : |z| < 1} the holomorphic functions on an open set G ⊂ C the upper half-plane. Englewood Cliffs. Functions of One Complex Variable I.e. 1975. New York. Principles of Real Analysis. 1994. Springer-Verlag. 1978. New York. McGraw-Hill. Folland. {z ∈ C : Rez < 0} ˆ the extended boundary of a set G ⊂ C the space of continuous real valued functions on [0. 1991. [4] Gerald B. [5] James R. Henry Helson. 2nd edition.k. the space of measurable functions f such that |f |p < ∞. John Wiley & Sons Ltd. Complex Analysis. [2] Charalambos D. McGraw-Hill. 1988. 1976. New York. 3rd edition. Principles of Mathematical Analysis. 1998. second edition.. References [1] Lars Ahlfors. i. Functional Analysis. 1].. the product σ-algebra generated by S and T . Conway. Real Analysis: Modern Techniques and Their Applications. Munkres. [7] Walter Rudin. L.} the complex numbers (a. 2003. [11] Elias Stein and Rami Shakarchi. [8] Walter Rudin. New York. Complex Analysis. . 3rd edition.e. 1] L1 Lp L∞ S ⊗T an arbitrary field the rational numbers the integers the natural numbers.REFERENCES B List of Symbols F Q Z N C ˆ C R T ˆ R Rez Imz D or U H(G) Π+ Π− P+ P− ∂∞ G C[0. ∞] the real part of a complex number z ∈ C the imaginary part of a complex number z ∈ C the open unit disk. the complex plane) the extended complex plane. Academic Press. NJ.a. Real Analysis. {z ∈ C : Imz > 0} the lower half-plane.a. the space of essentially bounded measurable functions. Sarason. 2. Royden. 77 . Aliprantis and Owen Burkinshaw. 3rd edition. [3] John B. the space of integrable functions. New York. New York. {1. New York. {z ∈ C : Imz < 0} the right half-plane. New York. Princeton University Press. . McGraw-Hill. 1999. Prentice Hall International. . 1968. C ∪ {∞} the real numbers (a. {z ∈ C : Rez > 0} the left half-plane. i. Notes on Complex Function Theory. {z ∈ C : |z| = 1} the extended real line. Topology: A First Course. for 0 < p < ∞. [6] H. [9] Walter Rudin.

56 Cauchy’s theorem. uniform. 57. 72–73 removable singularity theorem. 38. 28–29. 18 Laurent expansion. 23. 62–63 odd functions. 52. 76 problems. 66. 61 mutually singular. 7–8. 75 inverse function theorem of calculus. 73 Liouville’s theorem applied. 22. 16 path. 16 Fatou’s lemma. 40. 75–76 converse of. 73 of measures. 47. 45. 75 applied. 7 area theorem. see Morera’s theorem problems. 22 Banach space p . 76 applied. 48. 67 dominated convergence theorem applied. 68 applied. 73 Radon-Nikodym derivative. 73 problems. 72 normal family. 50. 21 Egoroff’s theorem. 68 connected. 67 criterion for a pole. 38 product measures. 14. 5. 14. 62 applied. 11. 20. 39. 66 monotone convergence theorem applied. 68 78 . 42. 14. 59 residue theorem. 59. 57 equicontinuous. 75 disconnected. 75 implicit function theorem. 34 Casorati-Weierstrass theorem. 45 Morera’s theorem. 62 even functions. 58 Cauchy’s formula. 35 Borel σ-algebra. 16 Green’s theorem. 44. 35 of bounded linear operators. 44. 19. 59 curve. 22 o Hadamard factorization theorem applied. 13 fundamental theorem of algebra. 48.Index absolute continuity of functions. 72 problems. 4. 51 H¨ lder’s inequality. 40. 55. 8. 34 theorem. 51 closed graph theorem. 43. 58 Hahn-Banach theorem. 54 applied. 51–52 Cauchy-Riemann equations. 57. 32–33 equicontinuity pointwise vs. 6. 30 conformal mapping problems. 26 Banach-Steinhauss theorem. 65. 72 approximating integrable functions. 62 Baire category theorem. 48. 53 maximum modulus theorem. 28. 72 standard version. 48 Arzela-Ascoli theorem. 18 index. 55. 34 Borel set. 72 Fubini-Tonelli theorem. 60. 15–16. 39. 75 Picard’s theorem. 47. 73–74 applied. 8. 30. 22 homologous to zero. 45. 52 fundamental theorem of calculus. 33 general version. 61 proof by Green’s theorem. 64 Lebesgue decomposition. 57. 12 Montel’s theorem.

22 Rouch´ ’s theorem. 53 e Schwarz’s lemma. 76 applied. 66. 68 Stone-Weierstrass theorem. 50. 35–36 applied. 75 79 . 61. 35 winding number. 16–17 for Lp . 60 Riesz representation theorem. 21 applied. 7 Tonelli’s theorem.INDEX INDEX Riemann mapping theorem. see Fubini-Tonelli theorem uniform boundedness principle. 22.