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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 FubiniTonelli 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 pointwise? 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 pointwise. 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 nonnegative 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 nonnegative 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 =
fχ
S
n
En
dµ
=
∞
¸
n=1
fχ
En
dµ (∵ the E
n
are disjoint)
=
∞
¸
n=1
fχ
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 nonnegative
measurable functions g
m
=
¸
m
n=1
fχ
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 complexvalued 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 StoneWeierstrass theorem, there
is a sequence ¦p
n
¦ of polynomials such that φ − p
n

∞
→ 0 as n → ∞. Then, since all functions involved are
integrable,
fφ
=
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 righthand side of (3) tends to zero as n tends to inﬁnity. Since the lefthand 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
+φ
n
)
≤
[f[[f −φ
n
[ +
fφ
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
≤ Mf − 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 StoneWeierstrass 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 RadonNikodym theorem (A.7) says, if λ < m are σﬁnite positive measures
on a σalgebra 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 σﬁnite, so I’ll assume all measure spaces σﬁnite.
In my opinion, the most useful version of the FubiniTonelli theorem is the one in Rudin [8], which assumes σﬁnite measure spaces. There is a
version appearing in Royden [6] that does not require σﬁniteness. 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 σalgebra 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 FubiniTonelli 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 FubiniTonelli 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 FubiniTonelli
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 σalgebra of subsets of R¦.
(a) Prove that A
σ
(C) is a σalgebra, that C ⊂ A
σ
(C), and that A
σ
(C) ⊂ A for any other σalgebra 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 nonnegative measurable realvalued function on X,
X
f dµ =
¸
n
Xn
f dµ.
Solution:
14
Deﬁne f
n
=
¸
n
k=1
fχ
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
fχ
X
k
dµ
= lim
n→∞
X
n
¸
k=1
fχ
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 nonnegative 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 RadonNikodym derivative dm/dµ.
Solution: Obviously both measures are nonnegative. We must ﬁrst prove m < µ. To this end, suppose m(E) >
0, where E ∈ M, the σalgebra 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 RadonNikodym 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
µalmost every x ∈ R. Therefore,
dm
dµ
(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
, µa.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, µa.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 twodimensional 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) ≤ Cx
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) ≤ Cx
2
, which implies
that g(0) = 0. Finally, to show that (8) is zero, consider
[g
i
(hx
j
)[ ≤ g(hx
j
) ≤ Chx
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 RadonNikodym derivative f =
dν
dµ
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
dµ
≤
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 realvalued 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 StoneWeierstrass theorem
(b) The Lebesgue (dominated) convergence theorem
(c) H¨ older’s inequality
(d) The Riesz representation theorem for L
p
(e) The HahnBanach theorem.
Solution:
22
(a) (StoneWeierstrass 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) (HahnBanach 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 nonempty 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
)φ
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
'φ
k
, y`, (12)
and, by deﬁnition of y,
'φ
k
, y` = 'φ
k
,
¸
j
f(φ
j
)φ
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
'φ
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)[ ≤ xy 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 realvalued, 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 σalgebras 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
(φ
−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
(α
p
+β
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
(α
p
+β
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 nonnegative. 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,
limf
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 nonnegative 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 RadonNikodym theorem.
(b) Let (X, B, µ) be a complete measure space, where µ is a positive measure deﬁned on the σalgebra, 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
realvalued 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 ndimensional Euclidean space. Denote by m Lebesgue measure on
R and m
n
ndimensional 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 σalgebra of µmeasurable subsets of X, then F
n
∈ Mfor each n ∈ N, since Mis a σalgebra. 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 σadditivity 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 σsubadditivity. 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 = limf
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 σalgebra of R
2
, which we denote by B(R
2
), is the smallest σalgebra 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 2dimensional 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 nonnegative 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 “xsection” 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
dν
d(µ+ν)
represent the RadonNikodym derivative of ν with respect to µ +ν. Show that
0 <
dν
d(µ +ν)
< 1 a.e. [µ].
Solution: First note that ν < µ implies ν < µ + ν, so, by the RadonNikodym 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 σalgebra 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 RadonNikodym derivative; i.e., f =
dν
d(µ+ν)
. We want to show 0 < f(x) < 1 holds for µalmost
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 (BanachSteinhauss) 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)[ ≤ Mb.
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)[ ≤ Mb for all k ∈ N, we have [T(b)[ ≤ Mb. 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
iθ
) = 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
iθ
: θ ∈ R¦ is one such
compact subset, and here the series is
f(e
iθ
) =
∞
¸
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
iθ
) =
∞
¸
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 realvalued 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 halfplane, ¦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 nonconstant 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
2π
ζ=R
[f(ζ)[
[ζ −z[
[dζ[ <
/2
2π
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 onetoone 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 halfplane
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
iθ
: 1 ≤ θ ≤ π¦,
oriented counterclockwise. 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
(γ
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 CauchyRiemann 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
iθ
,
cos θ =
e
iθ
+e
−iθ
2
=
1
2
(z +
1
z
),
and dz = ie
iθ
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
onetoone 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 onetoone 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
2π
z=R
f(z)
(z −z
0
)
n+1
dz −
z=R
p
m
(z)
(z −z
0
)
n+1
dz
≤
1
2π
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
2π
ζ−zα=Rα
[f
n
(ζ)[
[ζ −z[
[dζ[
≤
1
2π
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
Mα
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
2π
ζ=R
[f(ζ)[
[ζ[
n+1
[dζ[ ≤
1
2π
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. nonpolynomial) entire function has an essential singu
larity at inﬁnity, then the CasoratiWeierstrass 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 onetoone 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
iθ
,
A =
∞
X
m,n=1
mnaman
Z
1
0
Z
2π
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 nonvanishing 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
[ϕ
(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 CauchyRiemann 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 CauchyRiemann 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 CauchyRiemann 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, wellknown 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 CasoratiWeierstrass 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 CasoratiWeierstrass theorem directly for a speciﬁc analytic function of your choice, with a suitable
singularity.
Solution:
Theorem 2.2 (CasoratiWeierstrass) 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 nonzero at z = z
0
, so it is nonzero 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
4π
, then
γ
f(z) dz = 2πi
¸
j
Res(f, z
j
) = 2πi
−i
4π
+
−i
4π
= 1,
and the problem would be solved. Clearly,
f(z) =
−i
4π
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 ArzelaAscoli 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 “halfdisk” [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
dζ
=
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
[
2π
ζ−a=R
[f(ζ)[
(R/2)
2
[dζ[
≤
[w
1
−w
2
[
2π
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 ArzelaAscoli theorem to prove Montel’s theorem asserting
the normality of any locally bounded family T ⊂ H(G).
Theorem 2.3 (ArzelaAscoli) 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 setup of the ArzelaAscoli 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 ArzelaAscoli 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
ArzelaAscoli theorem and thereby implies normality. ¯ .
46
The best treatment of normal families and the ArzelaAscoli 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 CasoratiWeierstrass 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 halfplanes, 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
iθ
⇒ dζ = i e
iθ
dθ
the coefﬁcients are
a
n
=
1
2π i
2π
0
f(z
0
+e
iθ
)
(z
0
+e
iθ
−z
0
)
n+1
ie
iθ
dθ.
Therefore,
[a
n
[ ≤
1
2π
2π
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 onetoone holomorphic function mapping the disk D
onto the half disk D ∩ Π
+
.
(b) State a general theorem concerning onetoone 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 halfplane 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 halfcircle or the lower halfcircle, 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 halfcircle ¦e
iθ
: −π < θ < 0¦.
Therefore, in mapping the right halfplane onto the unit disk, φ
0
maps the ﬁrst quadrant to the lower halfdisk
D ∩ Π
−
, and must therefore map the fourth quadrant to the upper halfdisk. 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 halfplane 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 ArzelaAscoli 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 ArzelaAscoli theorem.
54
Theorem 2.5 (ArzelaAscoli) 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 setup of the ArzelaAscoli 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 ArzelaAscoli 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 halfplane, 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
iθ
(0 ≤ θ ≤ π),
g(R)
f(z)dz
=
π
0
iRe
iθ
1 + (Re
iθ
)
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 onetoone 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 halfplane P
+
= ¦z ∈ C : Rez > 0¦.
Let φ
2
(z) = e
iπ/2
z = iz, which maps P
+
onto the upper halfplane 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
iθ
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 halfplane, but also it maps the right halfplane onto the
unit disk. This feature makes φ
1
an extremely useful tool for conformal mapping problems, where you’re frequently required to map halfplanes to
the unit disk and viceversa. 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 halfplane, it must also map the exterior of the unit disk to the left halfplane.
57
See Rudin [8] page 2545 (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 nonempty 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 nonempty. 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
iθ
) 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 nonzero 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 σalgebra 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 (LebesgueRadonNikodym)
63
Let µ be a positive σﬁnite measure on a σalgebra 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
+λ
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 RadonNikodym derivative of
λ
a
with respect to µ, and write h = dλ
a
/dµ and
dλ
a
=
dλ
a
dµ
dµ.
Strictly speaking, dλ
a
/dµ should be viewed as the equivalence class of functions that are equal to h µa.e.
Corollary A.1
64
Suppose ν is a σﬁnite complex measure and µ, λ are σﬁnite measures on (X, M) such that ν <
µ < λ. Then
(a) If g ∈ L
1
(ν), then g
dν
dµ
∈ L
1
(µ) and
g dν =
g
dν
dµ
dµ.
(b) ν < λ, and
dν
dλ
=
dν
dµ
dµ
dλ
λa.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 FubiniTonelli 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 σalgebra 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 σalgebra o ⊗ T . Then, in a
single, combined FubiniTonelli 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 σalgebra generated
by the sets {A×B : A ∈ S, B ∈ T }.
73
A.1 Real Analysis A MISCELLANEOUS THEOREMS
Theorem A.8 (FubiniTonelli)
Assume (X, o, µ) and (Y, T , ν) are σﬁnite 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 omeasurable, 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
iθ
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 halfplane, ¦z ∈ C : Imz > 0¦
Π
−
the lower halfplane, ¦z ∈ C : Imz < 0¦
P
+
the right halfplane, ¦z ∈ C : Rez > 0¦
P
−
the left halfplane, ¦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 σalgebra generated by o and T .
References
[1] Lars Ahlfors. Complex Analysis. McGrawHill, 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. SpringerVerlag, 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. McGrawHill, New York, 3rd edition, 1976.
[8] Walter Rudin. Real and Complex Analysis. McGrawHill, New York, 3rd edition, 1987.
[9] Walter Rudin. Functional Analysis. McGrawHill, 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
ArzelaAscoli theorem, 57, 62
Baire category theorem, 22
Banach space
p
, 35
of bounded linear operators, 26
BanachSteinhauss theorem, 22, 35
Borel σalgebra, 34
Borel set, 34
CasoratiWeierstrass 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
CauchyRiemann 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
FubiniTonelli 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
HahnBanach 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
RadonNikodym
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
StoneWeierstrass theorem, 21
applied, 7
Tonelli’s theorem, see FubiniTonelli 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 FubiniTonelli 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 pointwise? 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 pointwise. 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
we have 0 ≤ f1 (x) ≤ f2 (x) ≤ · · · . 2. so the monotone convergence theorem3 implies X fn → A f . and µ(E) < ∞.2 Next.. Then {fn } is a sequence of nonnegative measurable functions and. Therefore. X\E > 0 there is E ∈ Σ such that Solution: For n = 1. we could have cited the dominated convergence theorem here since fn (x) ≤ f (x) (x ∈ X.1. there is some N > 0 for which f  dµ < . . .2). Therefore. Therefore. f  + A f  + A∞ f  = A f . for each x ∈ X. (2) The ﬁrst term in the middle expression is zero since f is zero on A0 . and. n→∞ lim f  dµ = An A f  dµ = X f  dµ. note that 1/N ≤ f  < N on AN . show that for every µ(E) < ∞ and f  dµ < . limn→∞ fn (x) = f (x)χA (x). the set E = AN meets the given criteria. 4 . Since An ⊆ An+1 . then. . deﬁne An = {x ∈ X : 1/n ≤ f (x) < n}. If (X. An = g −1 ([1/n. deﬁne A0 = {x ∈ X : f (x) = 0} Then X = A0 ∪ A ∪ A∞ is a disjoint union. . and the third term is zero since f ∈ L1 (µ) implies µ(A∞ ) = 0. n = 1. Clearly. X\AN Finally. 2. so g = f  is measurable. . To prove the result. . so µ(AN ) ≤ N AN f  dµ ≤ N X f  dµ < ∞. and f  = X A0 and A∞ = {x ∈ X : f (x) = ∞}. f is measurable and x → x is continuous. 2 Answer: 3 Alternatively. Deﬁne fn = f χAn .1 1991 November 21 1 REAL ANALYSIS 3. by (2).). Σ. A1 ⊆ A2 ⊆ · · · ↑ A n=1 ∞ An and each An is measurable (why?). n)) is measurable (theorem A. we must ﬁnd a measurable set E such that A\E f  < . µ) is a measure space and if f is µ integrable.
E f dµ. . real valued function on [0. which is almost equivalent to the original problem statement. f dm < . employed in problem 3. 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. µ) is a measure space.4 If (X. . In particular ν is not identically inﬁnity. 1]. E Solution: This problem appears so often. [6]. 5 See also: April ’92 (4). ψ ≤ f ≤ φ. 1]. ν(∅) = µ(∅) = 0. The second is a shorter proof. show that there is δ > 0 such that for all measurable sets E ⊂ [0. 5 . 1] with m(E) < δ. 1] and > 0. . 2.) 5.1. (See also: April ’98. Let {E1 .). but the skeptical reader is encouraged to consult Rudin. Therefore.} be a countable collection of disjoint measurable sets. and ν(E) = measure. Thanks to Matt Chasse for pointing out a mistake in my original solution to this problem.5 If f is Lebesgue integrable on [0.3 of Royden. . November ’97 (6). n = 1. E2 . April ’03 (4). . as it connects this result to the analogous result about absolutely continuous measures. Suppose f is a bounded. 6. but it relies on a result about absolute continuity of measures. Then. . I think it’s worth giving two different proofs. and ψ and φ range over all simple functions. . 4 See also: Rudin [8]. f is a nonnegative measurable function. The penultimate equality follows from the monotone convergence theorem applied to the sequence of nonnegative m measurable functions gm = n=1 f χEn (m = 1.1 1991 November 21 1 REAL ANALYSIS 4. in which the domain is written as a union of the nested sets An = {x ∈ X : 1/n ≤ f (x) < n}. however. I recommend that you learn the ﬁrst proof. I believe the solution given here is correct. Σ.) ν(En ). The ﬁrst relies on the frequently useful technique. Solution: This is proposition 4. chapter 1.3. The second proof is also worth studying. problem A. . 2. . Show that f is Lebesgue measurable if and only if sup ψ dm = inf φ dm where m is Lebesgue measure on [0. show that ν is a Solution: Clearly µ(E) = 0 ⇒ ν(E) = 0. 3ed. so we need only check countable additivity.
M). and suppose E ⊂ [0. lim f  dm = An A n→∞ f  dm = X f  dm. 2. 6 See 7 For also Folland [4]. there is a δ > 0 such that ν(E) = E f dµ < . 1] is a measurable set with mE < δ. but the converse is also true.1 can be applied to the real and imaginary parts of any complexvalued f ∈ L1 (µ). . 6 . Then ν if and only if for every > 0 there is a δ > 0 such that ν(E) < whenever µ(E) < δ. be the sequence of measurable sets deﬁned in problem 3. . lemma 1. page 89. Proof 2:6 This proof relies on the following lemma about absolute continuity of measures: Lemma 1. . for every > 0. X = [0. X\An Deﬁne δ = (2n)−1 . That is. The penultimate inequality holds because f  < n on An . what follows we only need that ν is ﬁnite if f is integrable. Let n > 0 be such that f  dm < /2. As we saw in problem 3. 1]. It is also clearly absolutely continuous with respect to µ.1 Let ν be a ﬁnite signed measure and µ a positive measure on a measurable space (X.1. It follows that. whenever µ(E) < δ. n = 1. The signed measure deﬁned by ν(E) = E µ f dµ is ﬁnite iff7 f ∈ L1 (µ). We must show  f dm ≤ E E E f dm < . 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 = . An = {x ∈ X : 1/n ≤ f (x) < n}.1 1991 November 21 1 REAL ANALYSIS Proof 1: Let An . Therefore. Here.
Solution: Fix an arbitrary continuous function on [0. since f is bounded and Lebesgue measurable on the bounded interval [0. However. November ’91 (this question.. Σ). 8. . real valued. 2. that is. (4) Solution: There’s an assumption missing here: µ and ν must be positive measures. since C[0. November ’92 (7b. somewhat clumsy proof intact because it provides a nice demonstration of the StoneWeierstrass theorem (which appears on the exam syllabus). moderate). 7 .. So assume µ and ν are ﬁnite positive measures on the measurable space 8 This question appears very often in varying forms of difﬁculty. nonnegative. 1]. “Now. Since f 2 ≥ 0. 1]. show that there is a nonnegative measurable function f on X such that for all E in Σ.9 If µ and ν are ﬁnite measures on the measurable space (X. 1]. Therefore. this implies f 2 = 0 a. 1].8 Suppose f is a bounded. 1]. . hard–impossible?). there is a sequence {pn } of polynomials such that φ − pn ∞ → 0 as n → ∞. 1] satisfy. the righthand side of (3) tends to zero as n tends to inﬁnity. 9 See also: November ’97 (7). 1. and because everyone should know how to apply this fundamental theorem to problems of this sort.10 In fact. one can prove the result is false without this assumption. I have yet to solve the November ’95 version. if M is the bound on f . 1] is dense in L1 [0. 2..” This is a nice observation and disposes of the problem quickly and efﬁciently. 1]. φ ∈ C[0. Now. . 10 Note that a measure µ is called “positive” when it is. Finally. which implies that f pn = 0 for all polynomials pn .. since C[0. very easy version). seems to assume f ∈ L1 . f f − φn  + The second term on the right is zero by what we proved above. Since the lefthand side of (3) is independent of n. we have 0 ≤ f 2 ≤ M f − φn 1 → 0. fφ = ≤ ≤ f = f f (φ − pn + pn ) f φ − pn  + 1 1 f pn + f pn (3) φ − pn φ − pn ∞ ∞. Then. let {φn } ⊂ C[0. Alternative Solution: Quinn Culver suggests shortening the proof by using the fact that polynomials are dense in L1 [0. 1] satisfy φn − f 0≤ f2 = f (f − φn + φn ) ≤ 1 → 0 as n → ∞. measurable function on [0. 1] such that with m Lebesgue measure.e. November ’95 (6. One attempted solution (which I think is the one given in the black notebook). Then f φn . Therefore. 1]. 1. we have f 2 = 0.. The last equality holds since xn f = 0 for all n = 0. . . easy).1. Simply start from the line. . say. As f 2 is independent of n. in fact.e. “Since Pol[0. By the StoneWeierstrass theorem. April ’92 (6. hence f = 0 a. November ’96 (B2. cf. but that assumption makes the problem even easier than the others.1 1991 November 21 1 REAL ANALYSIS 7. I have left the original. note that f 1 < ∞. 1] satisfy. 1] is dense in L1 [0. (1 − f ) dµ = E E f dν. xn f dm = 0 for n = 0. µE ≥ 0 for all E ∈ Σ.. we have thus shown that f φ = 0 for any φ ∈ C[0. let {φn } ⊂ C[0. very easy). 1] is dense in L1 [0. Show that f (x) = 0 a. since all functions involved are integrable. let {φn } ⊂ Pol[0.e.” but instead write. 1]..
show that F is integrable on X × Y and F d(µ × ν) = f dµ g dν. ν). which proves (5). The RadonNikodym theorem (A. y) = (f (x). then there is a unique g ∈ L1 (dm) such that λ(E) = E m are σﬁnite positive measures g dm. ∀E ∈ Σ. In the present case. To me. and others. and F (x. y) = f (x)g(y) is (S ⊗ T )measurable. g(y) ∈ B} = {(x. then it will follow that F (x. In my opinion. Solution: 12 To show F (x. T . which assumes σﬁnite measure spaces. you get everything you need to answer any of the standard questions about integration with respect to a product measure.7) says. Theorem A. also: November ’97 (2). To show Ψ is measurable. By the linearity property of the integral. y). (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.11 If f and g are integrable functions on (X. Then. 9. respectively.2 states that a continuous function of a measurable function is measurable. y) : g(y) ∈ B} = (f −1 (A) × Y ) ∩ (X × g −1 (B)) = f −1 (A) × g −1 (B). S. Then R = A × B for some open sets A and B in R.1 1991 November 21 1 REAL ANALYSIS (X. so the theorem provides an f ∈ L1 (µ + ν) such µ(E) = E f d(µ + ν) ∀ E ∈ Σ. and let Φ : R × R → R be the continuous function Φ(s. and from there. y) : f (x) ∈ A. µ) and (Y. and since µ(E) = (1 − f ) dµ = E E E dµ. Therefore. y) : f (x) ∈ A} ∩ {(x. y) is an (S ⊗ T )measurable function from X × Y into R × R. There is a version appearing in Royden [6] that does not require σﬁniteness. 12 I’m 11 See 8 . g(y)). we have f dµ. let R be an open rectangle in R × R. E dµ − E f dµ = µ(E) − Therefore. the theorem in Rudin is much easier to apply. y) = f (x) g(y). if we can show that Ψ(x. and Ψ−1 (R) = Ψ−1 (A × B) = {(x. not sure if the claim is true unless the measure spaces are σﬁnite. y) = f (x)g(y) is integrable. if λ on a σalgebra Σ. t) = st. in a single theorem. Deﬁne Ψ : X × Y → R × R by Ψ(x. All you need is a function that is measurable with respect to the product σalgebra S ⊗ T . Instead it begins with the assumption that f is integrable. µ that µ + ν (since the measures are positive). the most useful version of the FubiniTonelli theorem is the one in Rudin [8]. F (x. y) = f (x)g(y) = (Φ ◦ Ψ)(x. an important (but often overlooked) ﬁrst step is to prove that F (x. y) is (S ⊗ T )measurable. Σ).1. so I’ll assume all measure spaces σﬁnite.
f −1 (A) ∈ S and g −1 (B) ∈ T . y) = f (x)g(y) is (S ⊗T )measurable. part (c) of the FubiniTonelli theorem asserts that φ(x) = Y F (x. Indeed. since f and g are S. resp.8) to prove that F (x. Therefore. y) dν(y) dµ(x). moreover. which holds since f ∈ L1 (µ) and g ∈ L1 (ν). y) is ﬁnite. which proves the claim. and.1 1991 November 21 1 REAL ANALYSIS Now. Therefore. Now that we know F (x. Y f (x) dµ(x) 9 . we can apply part (b) of the FubiniTonelli theorem (A. y) = f (x)g(y) is integrable if one of the iterated integrals of F (x. 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). 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) < ∞. Ψ−1 (R) ∈ S ⊗ T . y) dν(y) is deﬁned almost everywhere.1. y) ∈ L1 (µ×ν). we must prove that F d(µ×ν) = f dµ g dν.and T measurable. Since F (x. y) ∈ L1 (µ × ν). F d(µ × ν) = X×Y X Y F (x. Finally. The FubiniTonelli theorem then implies that F (x. belongs to L1 (µ).
. Let n1 < n2 < · · · be a subsequence such that n. and fn (x) → 0 for all x ∈ X. Therefore. ynk = yn1 + (yn2 − yn1 ) + (yn3 − yn2 ) + · · · + (ynk − ynk−1 ) = yn1 + j=1 (ynj+1 − ynj ). {SN } is a Cauchy sequence. suppose whenever 1 xn < ∞.2 1994 November 16 Masters students: Do any 5 problems. Ph. then 1 xn converges to an s ∈ E.2 1994 November 16 1 REAL ANALYSIS 1. Let {xn } ⊂ E be absolutely convergent. m ≥ nj ⇒ Next observe. as k → ∞. m → ∞. We must (6) xn := lim n=1 N →∞ xn = s ∈ E. there is an s ∈ E ∞ such that n=1 xn = lim SN = s. Show that E is complete if and only if. 10 . for k > 1.D. i. since {yn } is Cauchy. That is. 2. 1. Show that if f1 ≥ f2 ≥ f3 ≥ · · · . Then. Solution: Suppose E is complete. Finally. ∞ N ∞ 1 xn < ∞. Let {yn } ⊂ E be a Cauchy sequence. for any j ∈ N. This proves that every Cauchy sequence in E converges to a point in E. n=1 Let SN = N n=1 xn . Since E is complete. whenever converges to an s ∈ E. N +j N +j SN +j − SN = n=N +1 xn ≤ n=N +1 xn → 0 as N → ∞. this implies that k−1 ynk − yn1 = j=1 (ynj+1 − ynj ) → s ∈ E. We have thus found a subsequence {ynk } ⊆ {yn } having a limit in E. Let E be a normed linear space. then ∞ 1 xn xn < ∞. since xn < ∞.e. Let fn be a sequence of real continuous functions on a compact Hausdorff space X. N →∞ Conversely.1. k−1 ∞ ∞ yn − ym < 2−j . students: Do any 6 problems. it is quite easy to verify that {yn } must converge to the same limit. yn − ym → 0 as n. then fn → 0 uniformly. and ∞ ∞ ynj+1 − ynj < j=1 j=1 2−j = 1 By hypothesis.
Solution: Fix n > 0. by the dominated convergence theorem. and increases to 1 as n tends to inﬁnity. and in the tail this measure looks like dx.∞) (y). Consider the change of variables. Therefore. 1). ∞ −∞ 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. Then dy = dx and x = y + n. Remark. Also. it is clear that. 1 − (y + n) Therefore. 1 − (y + n) y + n 1(−∞. 1).1. Let f be integrable on the real line with respect to Lebesgue measure. Deﬁne the function hn (y) = f (y) It is not hard to check that y+n 1(−∞. n→∞ lim hn (y) = f (y) lim n→∞ y+n 1(−∞. which is 1 if x ∈ A and 0 if x ∈ A. the dominated convergence theorem implies that −n n→∞ lim f (y) −∞ y+n dy = 0. 1 − (y + n) from which it follows that hn  ≤ f . Evaluate lim n→∞ Justify all steps.2 1994 November 16 1 REAL ANALYSIS 3. Next. y = x − n. 1+y+n for all y ≥ −n. 1+y+n Then gn  ≤ f  and lim gn = f . 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. we see that lim ∞ n→∞ −∞ dx = ∞ −∞ f (x) dx. y+n 1+y+n ∈ [0. Intuitively.−n] (y) = 0. for all y. Thus. / 11 . 0 ≤ f (y) y+n ≤ f (y). 1 − (y + n) f (x − n) x 1+x Combining the two results above. 13 Here 1A (x) denotes the indicator function of the set A. 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.−n] (y) ∈ [0. 1 − (y + n) (7) Note that. consider the second term in (7). Deﬁne the function13 gn (y) = f (y) y+n 1[−n. when y ≥ −n.−n] (y).
R that the hypotheses imply ν(E) = E f dµ is a measure (problem 4.3 1998 April 3 Instructions Do at least four problems in Part A.3 1998 April 3 1 REAL ANALYSIS 1. ˆ (b) Prove that. and deﬁne Aσ (C) = {A : C ⊂ A and A is a σalgebra of subsets of R}. Then it is clear that the hypotheses of the monotone conver1 gence theorem are satisﬁed. and F the collection of all ﬁnite closed intervals in R. and (ii) limn→∞ fn (x) = f (x)χX (x) = f (x). f dµ = X n n Xn f dµ. there exists an integer k such that k ≥ N and xk −  < . and suppose X = ∪n Xn . Let (X. for any > 0 and positive integer N . this does not answer the question as stated. That is. that C ⊂ Aσ (C). Use the monotone convergence theorem and linearity of the integral to prove that. Of course. Solution: 14 Deﬁne fn = k=1 f χXk = f χ∪n Xk . A. Show that Aσ (O) = Aσ (F ). µ) be a measure space. (i) 0 ≤ f1 (x) ≤ f2 (x) ≤ · · · ≤ f (x). from which the desired conclusion immediately follows. where {Xn }∞ is a pairwise disjoint collection of n=1 measurable subsets of X. since the examiners speciﬁcally require the use of the MCT and linearity of the integral. 3.1. ’91). 14 Note 12 . 2. (b) Let O be the collection of all ﬁnite open intervals in R. and that Aσ (C) ⊂ A for any other σalgebra A containing all the sets of C. Nov. and for each positive n deﬁne n=1 xn = sup xk ˆ k≥n (a) Explain why the limit = limn→∞ xn exists. PART A 1. Let {xn }∞ be a bounded sequence of real numbers. for all x ∈ X. (a) Prove that Aσ (C) is a σalgebra. if f is a nonnegative measurable realvalued function on X. Let C be a collection of subsets of the real line R. and at least two problems in Part B.
Now let g(x. evaluate the integral 1 0 y 1 x−3/2 cos πy 2x dx dy. Therefore. ∞ 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. 4. Using the Fubini/Tonelli theorems to justify all steps. dy).3 1998 April 3 1 REAL ANALYSIS Therefore. y) as follows: 1 0 0 x 1 x g(x. y) is ﬁnite which. π = 13 . Moreover. if f (x. y) ∈ L1 (dx. y) ≥ 0 is measurable and one of the iterated integrals f (x. if one of the iterated integrals is ﬁnite. by the Tonelli theorem. 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 = . y) ∈ L1 (dx. y) dy dx exists. then they both exist and are equal. y) = x−3/2 cos(πy/2x). y) dx dy or f (x. Fubini’s theorem states: if f (x. then the iterated integrals exist and are equal. implies g(x. y) ∈ L1 (dx. Solution: By Tonelli’s theorem. dy). 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. dy). the Fubini theorem applies to g(x.1. y). and apply the Tonelli theorem to the nonnegative measurable function g(x. then f (x. Thus one of the iterated integrals of g(x.
R = ∪An . this will establish that the implication µ(E) = 0 ⇒ m(E) = 0 holds for all E ∈ M. 6. suppose m(E) > 0. hence measurable.1. y) = φi (x)ψi (y). the σalgebra of Lebesgue measurable sets. µa. In particular. i. This is an exam problem. the sets {An } are measurable. . 1 + x2 Show that m is absolutely continuous with respect to µ.e. Therefore.e. dµ One ﬁnal note: h is uniquely deﬁned only up to an equivalence class of functions that are equal to 1 + x2 . and let C(I). 1+x2 = 1 holds for µalmost every x ∈ R. dm (x) = h(x) = 1 + x2 . deﬁne 1 1 1 < ≤ 2 n+1 1+x n Then Ai ∩ Aj = ∅ for all i = j in N. Therefore. Therefore. An = x∈R: µ(An ) ≥ Also. We must ﬁrst prove m µ. which implies15 that. is dense in C(I × I). and then f dm = f h dµ ∀ f ∈ L1 (m). and compute the RadonNikodym derivative dm/dµ. ψi ∈ C(I) for each i. since 0 < 1 1+x2 . . µa. E dµ = dµ(x) holds for all measurable sets E. To this end. respectively. and for each Lebesgue measurable subset E of R deﬁne µ(E) = E 1 dm(x). then f = g. 1 + x2 h(x) That is. if we can show µ(E) > 0. 2. .e. 1]. . 1 1+x2 χE .. 1 m(An ). Now note that m(E) = m(An ∩E) > 0 implies the existence of an n ∈ N such that m(An ∩E) > 0. C(I × I) denote the spaces of real valued continuous functions on I and I × I. but I can’t remember on which exam it appears. For n = 1. . for all n = 1. By the RadonNikodym theorem (A. m µ. Therefore. where E ∈ M. Then. i where φi . When I come across it again I’ll put a cross reference here.1).. n+1 ≤ 1 holds for all x ∈ R. Show that the collection of ﬁnite sums of the form f (x. 15 Recall 14 . µ(E) ≥ µ(An ∩ E) ≥ 1 m(An ∩ E) > 0. and. the last equality holds by countable additivity of disjoint measurable sets.. 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. . R R the standard result: if f and g are integrable functions such that E f = E g holds for all measurable sets E. Solution: Obviously both measures are nonnegative. 2. Let I be the interval [0. there is a unique h ∈ L1 (µ) such that m(E) = h dµ. if E ∈ M and f (x) = µ(E) = E h(x) E 1+x2 1 dm(x) = 1 + x2 E h(x) dµ(x).3 1998 April 3 1 REAL ANALYSIS 5. with the usual supremum norm on these spaces. µ(An ∩ E). n+1 which proves that m µ. Let m be Lebesgue measure on the real line R.
so f is measurable. f is measurable. so f exists for a. Show that χE dµ = R S χE ◦ φ dm. 1] × [0. and probably not the type of detailed answer one should give on an actual exam. since f is increasing. f ≥ 0 on E. b]. b]). First. 1] in the plane. To see this. so f dm = R R\E f dm + E f dm = E f dm = E f dm = 1. Prove that f is absolutely continuous on every closed ﬁnite interval if and only if f dm = 1. Thus. and let m be twodimensional Lebesgue measure on S. y) = x2 y be deﬁned on the square S = [0. while the second can be found in Royden [6] on page 100. Let E be the set on which f exists. and f (x) − f (a) for a ≤ x ≤ b. R Solution: 16 First note that f is increasing. If f is differentiable on [a. It’s by no means the shortest.1. However. b] for all −∞ < a < b < ∞. b]. −∞ 8. Also. The ﬁrst is proved in the appendix (sec. x ∈ R. We must show f ∈ AC[a. deﬁne µ(E) = m(φ−1 (E)). and what follows is the clearest and most instructive proof I’ve come up with. check that f ∈ L1 (R).14?). A). such that f (−∞) = 0 and f (∞) = 1.2 Let f : R → R be a function. (b) Let χE denote the characteristic function of the set E. g is measurable (Rudin [8]. and f (x) ≥ 0 wherever f exists. (⇐) Suppose R f dm = 1. (a) Show that µ is a Borel measure on R. Let φ(x. theorem 1. then f ∈ AC[a.3 1998 April 3 1 REAL ANALYSIS PART B 7. most elegant solution. 15 . and f = g on E (by the deﬁnition of derivative). f ∈ L1 ([a. (c) Evaluate the integral ∞ t2 dµ(t).e. some of the facts that I prove in detail have appeared as separate questions on other exams. Lemma 1. Let f be a real valued and increasing function on the real line R. n→∞ As a lim sup of a sequence of measurable functions. and. since 1= R f dm = R\E f dm + E f dm = E f dm. so the proofs are worth knowing. A couple of lemmas will be needed to complete the ⇐ direction of the proof. x a f (t)dt = 16 I have worked this problem a number of times. Then m(R \ E) = 0. f ∈ L1 (R) as claimed. deﬁne g(x) = lim sup [f (x + 1/n) − f (x)] n. Given a Borel subset E of the real line R.
1]) Folland [4] for a nice. p. 1]. −x x→∞ x −x Let x ∈ R. so we need only f (t)dt < f (b) − f (a) holds for show that strict inequality cannot hold. b]).1. Let F be a continuous linear functional on the space L1 [−1. We must show f (∞) − f (−∞) = 1. By assumption lim f (t)dm(t) = lim [f (x) − f (−x)]. x]. so this is equivalent to showing x x→∞ R f dm = 1. b] for all −∞ < a < b < ∞. we have b a R b a f (t)dt = f (t)dt ≤ f (b) − f (a). R f dm = 1 implies b a f (t)dt = f (b) − f (a) holds for all −∞ < a < b < ∞. that some −∞ < a < b < ∞.3. problem 3 of section 1. 1]. we have x f dm. by way of contradiction. Suppose. 1]. Assuming the claim is true 1 = lim [f (x) − f (−x)] = lim x→∞ x→∞ f (t)dm(t) = −x R f dm. 16 . for all f ∈ L1 [−1. as (⇒) Now assume f ∈ AC[a.5. 1] is the sum of an odd function and an even function. 1] such that 1 F (f ) = −1 17 See 18 See f (x)h(x) dx (∀f ∈ L1 [−1. Then we claim f (x) − f (−x) = (see Royden [6]. Show that there exists an even function φ such that 1 F (f ) = −1 f (x)φ(x) dx. 1]∗ . x > 0. it sufﬁces to show that f (b) − f (a) holds for all −∞ < a < b < ∞. 110 for the proof). 9.2. concise treatment of the fundamental theorem of calculus for Lebesgue integration. 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 (−∞) = 1.3 If f : R → R is increasing and f ∈ L1 ([a. then by the Riesz representation theorem18 there is a unique h ∈ L∞ [−1. then x a f (t)dt ≤ f (x) − f (a). and f ∈ AC[−x. by lemma 1.] Solution: Since F ∈ L1 [−1.17 Lemma 1. This contradiction proves that desired. By lemma 1. with the property that F (f ) = 0 for all odd functions f in L1 [−1.3 1998 April 3 1 REAL ANALYSIS The converse of this lemma is also true. [Hint: One possible approach is to use the fact that any function in Lp [−1. Then. f dm = 1 implies b a To ﬁnish the ⇐ direction of the proof.
so Similarly. 1 −1 fe ψ = 0. since [−1. 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. Now note that fe ψ is an odd function (since it’s an even times an odd). Then. let f = fe + fo be the decomposition of f into a sum of even and odd functions. where φ and ψ are the even and odd functions φ(x) = h(x) + h(−x) 2 and ψ(x) = h(x) − h(−x) . 17 .3 1998 April 3 1 REAL ANALYSIS Now (using the hint) write h = φ + ψ. 1] is symmetric.1. 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. Therefore. by linearity of F . and since F (fo ) = 0 by hypothesis. 2 Similarly.
then. g ∈ C 1 (R3 ). Therefore. Finally. and (ii) if g is the inverse of f (which exists by (i)). Consider the matrix g (0) = Jg (0).4 2000 November 17 1 REAL ANALYSIS 1. Then.e. Jf (x) is continuous in a neighborhood of the zero vector. then g ∈ C 1 (V ). b ∈ V . deﬁned on V by g(f (x)) = x. then the elements of Jg (0) are ∂gi gi (0 + hxj ) − gi (0) gi (hxj ) (0) = lim = lim . L. (i) there exist open sets U and V in Rn such that a ∈ 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 . We claim.j=1 exists. 19 The 2 = Ch2 . because this is true of the partials of g(x). k). which implies that g(0) = 0. The implicit function theorem does appear on the syllabus. Complete solutions to ﬁve problems would be considered a good performance. if x1 . as far as I know. and suppose the derivative of f is bounded on this interval. so the IFT implies that f (x) is locally invertible near 0. (b) First note that L and g both have continuous ﬁrst order partial derivatives. and f maps U bijectively onto V . as h → 0. 18 . Suppose that f (a) is invertible for some a ∈ E and that f (a) = b. Indeed.1. x2 . Here x denotes the usual Euclidean norm on R3 . j. (a)19 State the inverse function theorem. Let f be a differentiable real valued function on the interval (0. 1). to show that (8) is zero. but I have never encountered an exam problem that required it. this is the only exam problem in which it has appeared. for x ∈ U . consider gi (hxj ) ≤ g(hxj ) ≤ C hxj which implies gi (hxj ) hxj 2 ≤C = Ch → 0. (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 . inverse function theorem does not appear on the syllabus and. x3 are the elementary unit vectors (also known as i. Since f (x) = L + g (x). By the IFT. which is invertible by assumption. 1. 2. Solution: (a) (Inverse function theorem (IFT) of calculus)20 Let f : E → Rn be a C 1 mapping of an open set E ⊂ Rn . we must show f (0) = L + g (0) is invertible. Jg (0) = 0.4 2000 November 17 Do as many problems as you can. i.. the derivative of f = L + g. Therefore. Prove that f (x) = L(x) + g(x) is locally invertible near 0. and the partials of L(x) are the constant matrix L. f ∈ C 1 (R3 ). 3 ∂fi f (x) Jf (x) ∂xj i. we need only show that f (0) is invertible. h h This proves that f (0) = L. Prove the existence of the limit L = limx→0+ f (x). Furthermore. 20 See Rudin [7].
µ) be a ﬁnite measure space and suppose ν is a ﬁnite measure on (X. 6. Suppose that {fn } is a sequence of Lebesgue measurable functions 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 ). Let f and g be Lebesgue integrable functions on [0. 1] are dense in L1 [−1. Prove that limn→∞ 0 fn 2 dx = 0. 1]. but credit will be given only to solutions based on these theorems.1. 4. with proof. Denote by Pe the family of all even polynomials.4 2000 November 17 1 REAL ANALYSIS 3. 1]. Prove that a ≤ f (x) ≤ b a. for all open sets U in R. the closure of Pe in L1 [−1. 1 dν dµ is the same in L∞ (µ) as it is in 5. You may use without proof the fact 2 that continuous functions on [−1. 1] such that limn→∞ 0 fn  dx = 0 and 1 there is an integrable function g on [0. Let (X. Thus a polynomial p belongs to Pe if and only if p(x) = p(x)+p(−x) for all x. 1]. 1] such that fn 2 ≤ g. and let F and G be the integrals x x F (x) = 0 f (t) dt. A. A) that is absolutely continuous with respect to µ. Other approaches to this problem are possible. G(x) = 0 g(t) dt.e. Prove that the norm of the RadonNikodym derivative f = L∞ (ν). 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. for each n. Determine. 19 . 7.
where E is of ﬁnite Lebesgue measure. Next. 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. suppose it’s false for some x0 ∈ E. ﬁx > 0. so that f (x0 ) > M .5 2001 November 26 Instructions Masters students do any 4 problems Ph. for all n ∈ N. since fn  ≤ M and f  ≤ M and µ(E) < ∞. µ(G) ≤ µ(E) < ∞ and f (x) − fn (x) G G µ(G). Then F1 ⊆ F2 ⊆ · · · ↑ n Fn = F. there is a G ⊂ E such that µ(E \ G) < and fn → f uniformly on G. Use a separate sheet of paper for each new problem. Then there is some > 0 such that f (x0 ) = M + . (a) Prove that if f > 0 on a set F ⊂ [0. then f (x) = 0 for almost all x ∈ [0. 1]. 1].D. By Egoroff’s theorem (A. Suppose that there is M > 0 such that fn (x) ≤ M for n ≥ 1 and for all x ∈ E. Let {fn } be a sequence of Lebesgue measurable functions on a set E ⊂ R. and m(F ) > 0 implies 0 < m(F ) = m(∪n Fn ) ≤ n m(Fn ). Let f (x) be a realvalued Lebesgue integrable function on [0. Furthermore. Solution: (a) Deﬁne Fn = {x ∈ F : f (x) > 1/n}. Thus. F (b) Prove that if 0 x f (x) dx = 0. for each x ∈ [0. 20 . By the triangle inequality. Use Egoroff’s theorem to prove that f (x) dx = lim E n→∞ fn (x) dx. 1]. f (x0 ) − fn (x0 ) ≥ f (x0 ) − fn (x0 ) = M + − fn (x0 ) ≥ . f (x) ≤ M for all x ∈ E.6). 2. and suppose that limn→∞ fn (x) = f (x) for each x ∈ E. 1. 1] of positive measure. which contradicts fn (x0 ) → f (x0 ). To see this.1. then f (x) dx > 0.5 2001 November 26 1 REAL ANALYSIS 1. it’s clear that {fn } ⊂ L1 and f ∈ L1 . E Solution: First note that f (x) ≤ M for all x ∈ E. students do any 5 problems. → 0. which proves that E fn dµ → E f dµ.
Now consider the set G = [0. presentations of (a) and (c) in Folland [4] are especially nice.15 of Royden [6]. Solution: 22 (a) (StoneWeierstrass theorem) Let X be a compact Hausdorff space and let A be a closed subalgebra of functions in C(X. bk ) ⊂ [0. A version of (d) appears in Royden [6].. which gives the desired contradiction. bk ak f dm = (ak . 23 See theorem A. (That such a closed subset exists follows from E Prop.1] f dm = n (an . and then it follows from the deﬁnition of Fk that 0< 1 m(Fk ) ≤ k f dm ≤ Fk F f dm..1. or A = {f ∈ C(X. 1]. 3. µ) such that fn (x) ≤ g(x) holds for all x ∈ X and n = 1.bn ) Thus. G = ∪n (an . The ﬁrst case occurs iff A contains the constant functions.e. Then part (a) implies f dm > 0. which is open · in [0. f ∈ L1 . By the initial hypothesis. . M.5 for a more general version. bn ). R) : f (x0 ) = 0} for some x0 ∈ X. Let F ⊂ E be a closed subset of positive measure. i. Then either A = C(X. open set of real numbers is the union of a countable collection of disjoint open intervals (Royden [6]. µ) such that fn → f a. R). page 42). For (b) and (e). If there exists g ∈ L1 (X. as well as (c). . 8. On the other hand. (b) Suppose there is a subset E ⊂ [0. 22 The 21 Every 21 . n (an . again by (a).bk ) 0 f (x) dm(x) − 0 f (x) dm(x). R) which separates points. . 3. 1] \ F . F f dm > 0. 2. (ak .bn ) f dm + F f dm. 1]. Prop. M. and hence21 is a countable union of disjoint open intervals. Therefore. lim X fn dµ = X f dµ. Then {fn } ⊂ L1 .bk ) f dm < 0 for some (ak . State each of the following: (a) The StoneWeierstrass theorem (b) The Lebesgue (dominated) convergence theorem (c) H¨ lder’s inequality o (d) The Riesz representation theorem for Lp (e) The HahnBanach theorem.e. both terms on the right are zero. I like Rudin [8]. 0= [0.5 2001 November 26 1 REAL ANALYSIS Therefore. so F f dm > 0 implies f dm < 0. and fn − f 1 → 0.. m(Fk ) > 0 for some k ∈ N. (b) (Lebesgue dominated convergence theorem)23 Let {fn } be a sequence of measurable functions on (X. 1] of positive measure such that f > 0 on E.) Then.
to self: add case p = ∞ Royden [6].5 2001 November 26 1 REAL ANALYSIS (c) (H¨ lder’s inequality) o Let f and g be measurable functions. x ≤ 1} and T Y = sup{T x : x ∈ Y. corollary 2 of the Baire category theorem implies that there must be some m ∈ N such that A◦ = ∅. so Am is closed. then f g 1 = f p g q . then f g ≤ f so f g 1 ≤ f ∞ g 1. and. Suppose that for each x ∈ X there is a nonnegative constant Mx such that f (x) ≤ Mx for all f ∈ F. each {x ∈ X : f (x) ≤ m} is closed. and such that ¯ ¯ T X = T Y . since for every x there is a ﬁnite number Mx such that f (x) ≤ Mx for all f ∈ F . § 7. Therefore. Corollary 2. Part (b) of this problem appears there as theorem 32. ∞ n=1 Corollary 1. where T X and T Y are the usual operator norms. If X is a complete metric space and G ⊆ X is a nonempty open subset and G = ¯ o Gn = ∅ for at least one n ∈ N. ∀f ∈ F }. Y ⊆ X is a subspace. ¯ T X ¯ = sup{T x : x ∈ X. ¯ ¯ Then there exists a bounded linear functional T : X → R such that T (y) = T (y) for all y ∈ Y . (i) If 1 < p < ∞ and 1 p + (ii) If p = ∞ and if f ∈ L 1 q ∞ = 1. (b) Prove the following special case of the uniform boundedness theorem: Let X be a (nonempty) complete metric space and let F ⊆ C(X). 4. and g ∈ L1 . then there is a unique g ∈ Lq such that q Λf = f g dµ (∀f ∈ Lp ). then f g ∈ L1 ∞ g. Now note that Am = f ∈F {x ∈ X : f (x) ≤ m}. Thus. A nonempty complete metric space is not a countable union of nowhere dense sets.8. if f ∈ Lp and g ∈ Lq . since f and a → a are continuous functions. (d) (Riesz representation theorem for Lp )24 1 Suppose 1 < p < ∞ and p + 1 = 1. Solution: 25 (a) (Baire category theorem) If X is a complete metric space and {An } is a collection of open dense subsets. 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 . so the set G = A◦ and m m the number M = m satisfy the given criteria.1. Then X = m=1 Am . Gn then (b) Deﬁne Am = {x ∈ X : f (x) ≤ m. If Λ is a linear functional on Lp . 25 See 24 Note ∞ 22 . x ≤ 1}. and T : Y → R is a bounded linear functional. then ∞ n=1 An is dense in X. and another popular exam question is part c of problem 37. (e) (HahnBanach theorem) Suppose X is a normed linear space. for an excellent treatment of this topic. (a) State the Baire category theorem.
j 2 = 1/ k → 0. .1 .∞) Solution: (a) This is false.  sin θ ≤ 0  cos x dx ≤ 0 and. for θ < 0. Therefore. . The change of variables 1 u = xn results in du = nxn−1 dx. (b) n→∞ ∞ lim 0 sin(xn ) dx = 0.j (x) = 0 with n ≥ N . . and. If fn → 0 uniformly on [0. which can be proved by L’Hopital’s rule. Together. deﬁne fk. for θ ≥ 0. Also. we can always ﬁnd some k ∈ N and j ∈ {1.j 2 dµ = 1/k for each j = 1. 1 dx = θ. as k → ∞. 0 (9) Next consider the part of the integral over 1 ≤ x < N . we have xn−1 = u1− n . since u1/n = x. so fk. g3 = f2.∞) [0. 1] and every N ∈ N. we have.j (x) = 1 with n ≥ N . then lim fn (x) dx = lim fn (x) dx. .2 . . for every x ∈ [0. k } such that gn (x) = fk . g7 = f4.j = χ[ j−1 . . to obtain n→∞ lim 0 sin xn dx = xn 1 1 dx = 1. . 23 . sin xn = 1. . . . . . as the following example demonstrates: For each k ∈ N. . limn→∞ xn = 0. as t → 0. for any real N > 1. we can apply the dominated convergence theorem to the 1 . k.1 .5 2001 November 26 1 REAL ANALYSIS 5. (b) For any ﬁxed 0 < x < 1. Indeed. k. recall that  sin θ ≤ θ for all real θ. as n → ∞. ∞). g6 = f3. g4 = f3. xn (c) Let {fn } be a sequence of measurable functions deﬁned on [0. .1. ∞). 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. for any 0 < x < 1.1 . In particular. and we can also ﬁnd a k ∈ N and j ∈ {1.1 . . Therefore gn 2 → 0 as n → ∞. . . function sin x xn n  sin x  xn  n ≤ 1. k k and let {gn } be the sequence deﬁned by g1 = f1.2 . n→∞ xn lim θ 0 θ Now. k} such that gn (x) = fk. . However.  sin θ =  sin(−θ) ≤  − θ = θ. Prove or disprove: (a) L2 convergence implies pointwise convergence. [0. j ) for j = 1. √ Then fk. these two facts yield sin t t → 1. {gn } does not converge pointwise since. Therefore. since sin θ = θ cos x dx. Fix n ≥ 2. g5 = f3. .3 . g2 = f2.
xn (10) Combining results (9) and (10) yields n→∞ lim 0 1 (c) This is false.1.5 2001 November 26 1 REAL ANALYSIS Now. lim fn = 1 = 0 = lim fn . Therefore.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 . n→∞ lim 1 ∞ sin xn dx = 0. xn sin xn dx = 1. On the other hand. 1 lim N →∞ n Therefore. n−1 sin xn 1 dx ≤ . xn n−1 ∞ and so. 24 . Then fn → 0 uniformly and so lim fn = 0. fn = 1 for all n ∈ N. as the following example demonstrates: Let fn = n χ[0.
y = k ak φk . φk for all k. for every x ∈ H. y) ≤ y . Hint. You may use the following facts: A separable Hilbert space. y) = sup . Whence.5 2001 November 26 1 REAL ANALYSIS 6. 25 . k Solution: Deﬁne y = ∞ k=1 f (φk )φk . where (11) ak φk ) = k ak f (φk ). φk . y = φk . x = k=1 a2 . y . H. x x x∈X and recall that (x. f (x) = k ak f (φk ) ak φk . φk . i. x 2 (14) On the other hand.e. this y is unique. y for all x ∈ H and f = y . satisfying the following properties: (1) If x. y for all x ∈ X. Observe. y = k ak φk . Then x. j f (φj )φj = j f (φj ) φk . For.. and check that this y ∈ H has the desired properties. any x ∈ H can be written as x = ak = x. contains a complete orthonormal sequence. {φk }∞ . by deﬁnition of y. (14) and (15) give f = y . suppose there is another y ∈ H such that f (x) = x. y ∈ X. by properties (1) and (2) given the hint. Prove that there is a unique element y ∈ H such that f (x) = x. by linearity of f . (2) k=1 ∞ Parseval’s equality holds. for each k ∈ N. In particular. we see that. y) y ≥ = x y y = y . φk = y.1. φk . y = f (φk ) = φk . φj is 1 when j = k and 0 otherwise. by property (1) of the hint. f (x) = f ( k ak φk . y k (11) (13) (12) = = x. Therefore. φk . y Moreover. ∞ k=1 First observe that. f = sup {f (x) : x ≤ 1} = sup x∈X x∈X f (x) (x. where ak = x. that is. as desired. proves that y = y . then x = y. (13) The last equality holds by orthonormality. Finally. y for each k ∈ N . we must show f = y . y ∈ H and if x. Putting it all together. y) ≤ x y holds for all x. for all x ∈ H. x. f = sup x∈X (x. y = f (x) = x. which. Let f : H → H be a bounded linear functional on a separable Hilbert space H (with inner product denoted by ·. φj = f (φk ). y for all x ∈ X. Now x. · ). (12) and. y) (y. φk . f = sup x∈X (x. (15) Together.
e. m → ∞. b ∈ Y ). Therefore. Deﬁne T : X → Y by T x = limn→∞ Tn x. Therefore. there is a c ∈ R such that Tn → c. Tn x → T x. Then with the norm A = sup x ≤1 Ax . Tn − Tm → 0 as m.. m→∞ Tn x − Tm x ≤ x X. Thus. n → ∞. · Y ). Fix x ∈ X. m ≥ N . then. as n → ∞. 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 . Then. Y ) = {A  A : X → Y is a bounded linear operator}. Tn ≤ c + 1 for all n ≥ N . x2 ∈ X. note that { Tn } is a Cauchy sequence of real numbers. Let B(X.5 2001 November 26 1 REAL ANALYSIS 7. we must check that T is linear. (16) and (17) imply T x Y Y is uniformly continuous. as n. Prove that B(X. Solution: Let {Tn } ⊂ B(X. Since the latter is complete. 26 Proof:  a Y − b Y ≤ a−b Y (∀a. Then. 26 . Letting m go to inﬁnity. Tn x − T x ≤ x X. by deﬁnition. then. the sequence {Tn x} ⊂ Y is a Cauchy sequence in (Y. Y ) is a Banach space. B(X. Tn x − T x = lim That is. ≤ (c + 1) x for all x ∈ X. bounded. Let X be a normed linear space and let Y be a Banach space. Tn x − Tm x Y ≤ Tn − Tm x X → 0. To complete the proof. X. Y (16) Now. that is. and satisﬁes limn→∞ Tn − T = 0. • T is bounded: First. i. prove that B(X. the limit limn→∞ Tn x = y ∈ Y exists. • T is linear: For x1 . Tn x Y ≤ Tn x X ≤ (c + 1) x X (∀x ∈ X).26 (17) → Tx Y (∀x ∈ X). for all x ∈ X and. Y ) is a normed linear space (you need not show this). for each x ∈ X. m → ∞. since  Tn − Tm  ≤ Tn − Tm → 0. T is bounded. Tn x − Tm x ≤ Tn − Tm x X < x X holds for all n. since the norm · Tn x Taken together. Y ) be a Cauchy sequence. as n. Y ) is complete. Whence. and x ∈ X. For some N ∈ N. Therefore. • limn→∞ Tn − T = 0: Fix > 0 and choose N ∈ N such that n.1. Tn − T ≤ for all n ≥ N . m ≥ N implies Tn − Tm < . for all n ≥ N and x ∈ X.
b] → [−∞. For n ∈ N. i=1 Since each set on the right is measurable. (a) Let S be a (Lebesgue) measurable subset of R and let f. as n → ∞. we must not forget to include A∞ . Do as many problems as you can. since φ ∈ C(R). without which the union in (18) would not be all of [a. 1. g) is measurable. b] and thus have ﬁnite measure. b] \ AM . then φ(f ) is measurable. and since σalgebras are closed under countable unions and intersections. ∞] be a measurable function. Proof 2: Let {qi }∞ be an enumeration of the rationals. then φ(f ) is measurable by part (b) of theorem A. g : S → R be measurable functions. b] \ AM ) = µ(∪n An ∪ A∞ \ AM ) ≤ µ(∪n An \ AM ) + µ(A∞ ) = µ(∪n An \ AM ) < .3 implies that the function f + g = Φ(f. for any open subset U of R. A1 ⊆ A2 ⊆ · · · and. the set (φf )−1 (U ) is measurable. µ(A∞ ) = 0. Then f  ≤ M except on [a. Note that all sets are contained in [a. Since α was arbitrary. f + g is measurable. and since the mapping Φ : R × R → R deﬁned by Φ(x. b] = n=1 An ∪ A∞ . Therefore. Be advised that a few complete and well written solutions will count more than several partial solutions. since f is measurable. and by (18). 27 . Prove that (i) f + g is measurable and (ii) if φ ∈ C(R). y) = x + y is continuous. The function φf is measurable if and only if. except on a set of measure less than . The second equality holds since we assumed f (x) = ±∞ only on a set of measure zero. If φ ∈ C(R). Let U be open in R. Solution: (a) Proof 1: Since f and g are real measurable functions of S.1. Suppose that f takes the value ±∞ only on a set of (Lebesgue) measure zero. µ(An ) ↑ µ(∪n An ). i.. µ([a. Then. b] : f (x) ≤ n}. Notation: f ∈ C(X) means that f is a realvalued. for any α ∈ R. theorem A. (18) where27 A∞ = {x : f (x) = ±∞}. Prove that for any > 0 there is a positive number M such that f  ≤ M.6 2004 April 19 1 REAL ANALYSIS 1. Therefore. continuous function deﬁned on X. deﬁne An = {x ∈ [a. (b) Fix > 0.6 2004 April 19 Instructions. Then ∞ [a. φf is measurable. 27 Since f is an extended real valued function. each An is measurable. i=1 ∞ {x ∈ S : f (x) + g(x) < α} = {x ∈ S : f (x) < α − qi } ∩ {x ∈ S : g(x) < qi }. Let M ∈ N be such that µ(∪n An ) − µ(AM ) < .e. Use a separate sheet of paper for each new problem. since f is measurable. b].2. Also. {x ∈ S : f (x) + g(x) < α} is measurable. Then φ−1 (U ) is open. (b) Let f : [a. and so (φf )−1 (U ) = f −1 (φ−1 (U )) is measurable. Complete solutions to ﬁve problems will be considered as an excellent performance.
the functions gn = 2p−1 (fn p + f p ) − fn − f p . for all α. ∞) and 1 ≤ p < ∞. Now notice that lim gn = 2p f p . are nonnegative. φ(x) = xp is convex on [0. Applying Fatou’s lemma to (20). (c) Let {fn } ⊂ Lp [0. Therefore. ∞). Suppose that fn → f a. This proves fn − f → 0.6. In particular. β ∈ [0. Thus. this may be closer to what the examiners had in mind. so. fn − f p ≤ 2p−1 (fn p + f p ).4 If α. so we may as well work in the more general space Lp (X. (c) (⇒) By the Minkowsky inequality.. then (α + β)p ≤ 2p−1 (αp + β p ). where 1 ≤ p < ∞. 2 2 2 2 When α. 2p f p = Since fn p (19) (20) lim gn ≤ lim gn = lim 2p−1 (fn p + f p ) − fn − f p . Equivalently 0 ≤ − lim 28 Disclaimer: fn − f p . then. M. (b) See theorem A. 1]. (⇐) I know of three proofs of sufﬁciency.1. Moreover. «p „ « „ α+β 1 1 α+β =φ ≤ [φ(α) + φ(β)] = (αp + β p ). β ∈ [0. f p ≤ fn − f p + fn p . µ). where f ∈ Lp [0. I made up the ﬁrst proof. fn p = fn − f + f p ≤ fn − f p + f p . Similarly. Both proofs 1 and 2 make use of the following: Lemma 1. (b) State Fatou’s lemma. The second is similar to the ﬁrst. this implies 2p f p ≤ 2p f p − lim p fn − f p . This proves necessity.e. Prove that fn − f p → 0 if and only if fn p → f p . whereas the ﬁrst proof merely relies on Fatou’s lemma. the two inequalities yield  fn p − f p  ≤ fn − f p .4. so you should check it carefully for yourself and decide whether you believe me. Together. fn − f p → 0 implies  fn p − f p  → 0. Proof: When p ≥ 1. the triangle inequality followed by the lemma yields α − βp ≤ α + βp ≤ 2p−1 (αp + βp ). β ∈ R. → f p. (a) State Egorov’s theorem. only much shorter as it exploits the full power of the general version of Lebesgue’s dominated convergence theorem. 28 .6 2004 April 19 1 REAL ANALYSIS 2. ∞). Note that none of the proofs use the assumption that the measure space is ﬁnite. judging from parts (a) and (b). Solution: (a) See theorem A. for each n ∈ N. 1]. fn − f ∈ Lp .28 The third proof uses both Fatou’s lemma and Egoroff’s theorem. Proof 1: By (19).
+ fn χX\A p + f χX\A Therefore. X\A By (22). X\B f p dµ < /2. and fn p → f p implies gn → g. Also. In particular. for each n ∈ N. The other terms are bounded by 2 .e. (21) Then gn → g a. 1/p The ﬁrst term on the right goes to zero since fn → f uniformly on A.e.6 2004 April 19 1 REAL ANALYSIS Proof 2: By (19). Deﬁne the functions gn = 2p−1 (fn p + f p ) and g = 2p f p . By Egoroff’s theorem. the dominated convergence theorem (theorem A. there is a set A ⊆ B such that µ(A \ B) < δ and fn → f uniformly on A. Therefore fn p = lim f p − lim X\A fn p . By hypothesis. Therefore. for all > 0. for all E ∈ M with µE < δ. 29 . lim X\A fn p < (since f ∈ Lp ). there is a number δ > 0 and a set B ∈ M of ﬁnite measure such that f is bounded on B. Proof 3: Since f ∈ Lp .. Therefore. and E f p dµ < /2.1. fn − f p ≤ 2p−1 (fn p + f p ). by Fatou’s lemma. f p = X X\B f p + B\A f p + A p f p < /2 + /2 + A f  ≤ + lim A fn 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. 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 . by (21).. Finally. fn − f ∈ Lp . fn fn p = X → f p. A (22) p since. lim A A f p = A lim fn p ≤ lim fn p − X fn p . gn ≥ fn − f p → 0 a. then. f p < + X X f p − lim X\A fn p . Therefore.5) implies fn − f p → 0.
separable Hilbert space is isometrically isomorphic to 2 = f (x) dx. 1]. 1] and let {fn } ⊂ Lp (S). Suppose that fn → f a. where the linear space C[0. ≤ f 1 g 1. (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] is endowed with the L1 norm: f Then X is a Banach space. p + 1 = 1.e.6 2004 April 19 1 REAL ANALYSIS 3. where f ∈ Lp (S).1. 6. let space. µ) be a complete measure space. where f is an extended realvalued function deﬁned on X. prove that for each g ∈ Lq (S). of subsets of X. 30 . If 1 f dµ ∈ S AE (f ) = µ(E) E for every E ∈ B with µ(E) > 0. (b) Show by means of an example that this result is false for p = 1. Let S be a closed subset of R and let f ∈ L1 (µ). Suppose µ(X) < ∞. . p := {x = {xk }  x p =( ∞ k=1 xk p )1/p < ∞}. where µ is a positive measure deﬁned on the σalgebra. B. 5. · 1 ). prove that f (x) ∈ S for almost all x ∈ X. where 1 < p < ∞. 1 p is a Hilbert 1 0 (b) Let X = (C[0. (a) Give a precise statement of some version of Fubini’s theorem that is valid for nonnegative functions. (a) Let S = [0. g ∈ L1 (R). B. (b) Let (X. State and prove the closed graph theorem. If 1 there is a constant M such that fn p ≤ M for all n. 4. (b) Let f. (ii) Show that h 7. (c) Every real. (a) State the RadonNikodym theorem. we have q lim fn g = S S n→∞ f g. Then for p = 2. on S. Prove or disprove: (a) For 1 ≤ p < ∞.
Assume that E1 . and. E2 . . by σadditivity of µ. µ(En ∩ Em ) = 0. Finally. the proof will be complete. Denote by m Lebesgue measure on R and mn ndimensional Lebesgue measure. . if we can show µ(En ) = µ(Fn ) holds for all n ∈ N. . By assumption. for each n = 2. ∞ ∞ Fn = n=1 n=1 ∞ En E. by σsubadditivity. 3. and F1 ∪ F2 ∪ · · · ∪ Fn = E1 ∪ E2 ∪ · · · ∪ En for all n ∈ N. . each term in the last sum is zero. since M is a σalgebra. . . n−1 µ(En ) = µ(En ∩ ( i=1 Ei )c ) = µ(Fn ) holds for each n = 2. . Prove that ∞ µ(E) = n=1 µ(En ) Solution: Deﬁne F1 = E1 . 1. . Thus. . F2 = E2 \ E1 . Also. This completes the proof. we have F1 = E1 . . and. ). . by (23) and (24). and therefore. Let µ be a positive measure on a measure space X. . . 31 . 3. Let E be the union of these sets. which implies n−1 n−1 µ(En ∩ ( i=1 Ei )) ≤ i=1 µ(En ∩ Ei ). . in general. . 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 )). by deﬁnition. Fi ∩ Fj = ∅ for i = j. . . .1.7 2007 November 16 Notation: R is the set of real numbers and Rn is ndimensional Euclidean space.7 2007 November 16 1 REAL ANALYSIS 1. . If M is the σalgebra of µmeasurable subsets of X. Now. For n = 1. note that n−1 n−1 En ∩ ( i=1 Ei ) = i=1 (En ∩ Ei ). Be sure to give a complete statement of any theorems from analysis that you use in your proofs below. F3 = E3 \ (E1 ∪ E2 ). n=1 Therefore. µ(E) = µ( ∞ Fn ) = n=1 µ(Fn ). (24) Equation (24) holds because n−1 i=1 Ei is a measurable set for each n = 2. . . are measurable subsets of X with the property that for n = m. n−1 Fn = En \ i=1 Ei (n = 2. 3. . 3. then Fn ∈ M for each n ∈ N.
then B = ∪Bn and mB ≤ mBn = 0. to prove the conjecture. Assuming that fn − f 1 → 0 and fn → g a. and the conjecture is proved.1. and suppose we know that f − g ∈ L1 ([−n. n] such that m([−n. (b) Suppose that fn ∈ L1 (m) for n = 1. as claimed.e. 31 Perhaps this statement is the version of the Littlewood principle dealing with a. Solution: (a) I think it’s generally accepted that the Littlewood principle dealing with a.e. then off of B1 the sequence fn . f (x) − g(x) = 0 for all x ∈ R \ B. n]. let Bn = {x ∈ [−n. That is. so that if B = {x ∈ R : f (x) = g(x)}. Then the set B = B1 ∪ B2 has measure zero and. which is stated below in section A. so either the examiners were looking for a different proof. and this appears here as Proof 2.) Then. as n → ∞. what relation exists between f and g? Make a conjecture and then prove it using the statement in Part (a).e. . as a subset of a null set. n] with mE < δ. In any event. we claim that if f = g a. Let {fnj } be the subsequence mentioned above which converges to f almost everywhere. To see this. which seems to me the more natural one. Then f (x) − g(x) ≤ f (x) − fnj (x) + fnj (x) − g(x). if {fn } ⊂ L1 (m) and fn − f 1 → 0. x∈A that Proof 1. it is enough to show that f = g for almost every −n ≤ x ≤ n. Then n f − g dm = −n [−n.) 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. convergence of a sequence of functions on R. I have found a way to prove the conjecture which does make use of Egoroff’s theorem. g ∈ L1 ([−n. It follows that the set {x ∈ R : f( x) = g(x)} ⊂ B. (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. f = g a. Proof 2: First. m). for all > 0 there is a δ > 0 such that E f − g dm < for all measurable E ⊆ [−n.e. m). Proof 1:29 First recall that L1 convergence implies convergence in measure. (a) State a theorem that illustrates Littlewood’s Principle for pointwise a. if fn (x) → g(x) for almost all x ∈ R. converges to g. n] : f (x) = g(x)}. 2. n] \ A) < δ and fn → g uniformly on A.30 and its corollary. n].e. doesn’t use Egoroff’s theorem. (Proof: m({x : fn (x) − f (x) > }) ≤ 1 fn − f 1 → 0. Thus. for all x ∈ R \ B. then f = g a. .7 2007 November 16 1 REAL ANALYSIS 2. convergence of a sequence of functions on R is Egoroff’s theorem. 30 Folland [4]. fnj (x) → f (x) and fnj (x) → g(x) . That is. Then mBn = 0 for all n ∈ N.e. must itself be a null set (since m is complete). Therefore. and if B1 be the set of measure zero where fn (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). (b) Conjecture: f = g a. for an arbitrary ﬁxed n ∈ N. to f as j → ∞. as well as every subsequence of fn . or a different conjecture.e. convergence that we were meant to cite in part (a). which we prove below.6. 32 . or perhaps Egoroff’s theorem was not the Littlewood principle they had in mind. by (25).e.e. (This will follow from the fact that f. Now. theorem 2. n] for every n ∈ N. Combining these two results in the present context (Lebesgue measure on the real line). then fn → f in measure. Now apply Egoroff’s theorem to ﬁnd a set A ⊆ [−n. Fix n ∈ N. . on [−n.
33 . then it’s clear that f (x) = 0. if x ∈ K. g n = 1 for all n ∈ N. n]. (b) Let g = max(1 − f. − g 1 = g dm = lim fn  dm ≤ lim fn  dm = lim fn 1 1 = f 1 1 < ∞. K c is open and we can ﬁnd an neighborhood about x fully contained in K c . and so. y ∈ R3 . Therefore. and supx∈A fn (x) − g(x) → 0 since fn → g uniformly on A. n].e. Now. Since K is / closed. Since > 0 n was arbitrary. Solution: (a) Deﬁne dist(x. so g n → 0 on the set K1 \ K. prove g ∈ L1 ([−n. To a. Obviously. f (x) ≤ x − y + f (y). 3. g ∈ L1 ([−n. by the triangle inequality. m). K).1. for all k ∈ K. f (x) ≤ x − k. K1 is the set of points that are a distance of not more than 1 unit from the set K. 0) and prove that limn→∞ g n exists and is equal to m3 (K). f (x) ≤ x − y + y − k.7 2007 November 16 1 REAL ANALYSIS where f − fn 1 → 0. taking the infemum over k ∈ K on the right. The last equality holds because. Therefore. on [−n. y ∈ R3 . note that g n ≤ χK1 ∈ L1 (R3 ) so the dominated convergence theorem can be applied to yield limn→∞ gn = χK = m3 (K). (26) and (27) together imply that f (x) − f (y) ≤ x − y. in which case f (x) > . Clearly. That is. Similarly. for any x. it follows that −n f − g dm = 0 and. while on the set K. Let K be a compact subset in R3 and let f (x) = dist(x.e. n]. f (x) is ﬁnite. this implies that f = g a. It remains to show that f. Notice that g = max(1 − f. Whence f is (Lipschitz) continuous. x is in the complement K c of K. m) note that fn − → g implies limn fn (x) = g(x) for almost all x. that is. (b) First observe that f (x) = 0 for all x ∈ K. It’s clear that f ∈ L1 since f 1 ≤ f − fn 1 + fn 1 < ∞. so by Fatou’s lemma. by the triangle inequality. by assumption. (a) Prove that f is a continuous function and that f (x) = 0 if and only if x ∈ K. In particular K ⊂ K1 . Also. and f (x) > 0 for all x ∈ K. K) = f (x) = inf k∈K x − k.  fn − f 1 ≤ fn − f → 0. g n → χK . n]. for any given x ∈ R3 . 0) = (1 − f )χK1 . Suppose x ∈ K. (27) (26) ∀k ∈ K. g ∈ L1 ([−n. m). for functions f. if x ∈ K1 \ K. ∀ x. f (y) ≤ x − y + f (x). We have thus proved that f (x) = 0 if and only if x ∈ K. Deﬁne K1 to be a closed and bounded / set containing K on which f (x) ≤ 1. then 0 ≤ 1 − f (x) < 1. Finally. Therefore.
is the smallest σalgebra that contains the open subsets of R2 . B(X) ⊗ B(Y ).) In problems involving 2dimensional Lebesgue measure. Let µ and ν be ﬁnite positive measures on the measurable space (X. m2 E = Y X χE (x. it is easy to prove that if G is any countable subset. [µ]. since νGt mGt = 0. µ) = (Y. there is a unique f d(µ + ν) ∀E ∈ A. y) dν(y) dµ(x). and represent Lebesgue measure on R2 by32 (X × Y. B(R). and let dν d(µ+ν) µ + ν. It is a subset of R. (28) Now. E ν(E) = 32 The notation B(X) ⊗ B(Y ) denotes the σalgebra generated by all sets A × B ⊆ X × Y with A ∈ B(X) and B ∈ B(Y ). y) dµ(x) dν(y) = X Y χE (x. First note that m2 E = (µ × ν)(E) = X×Y χE d(µ × ν).7 2007 November 16 1 REAL ANALYSIS 4. Then mG ≤ mEn < . distinguishing x and y coordinates sometimes clariﬁes things. but we can view it as a subset of R2 by simply identifying each point y ∈ Gt with the point (t. y) ∈ Et = {(x. Our goal is to prove that m2 E = 0. The integrand χE is nonnegative and measurable (since E is Borel). It follows that. for each t ∈ R. y) ∈ E and x = t}. by the RadonNikodym theorem (A.1.7). (b) Suppose that for every real number t the set Et = {(x. The sets belonging to B(R2 ) are called Borel subsets of R2 . (Just ﬁx > 0 and cover each point xn ∈ G with a set En of measure less than 2−n . See A. This is the so called “xsection” of E at the point x = t. B(R2 ). (a) Explain what this means. m). y) ∈ E : x = t}. let (X. so. B(X). then mG = 0. mGt = 0. 5. m2 ). In fact.e. let Gt = {y ∈ R : (x. Finally. 34 . mG = 0. m2 E = X Y χGt (y) dν(y) dµ(t) = X νGt dµ(t) = 0.8). That is. Show that 0< Solution: First note that ν f ∈ L1 (µ + ν) such that µ implies ν dν <1 d(µ + ν) a. Therefore. In this case. µ ν. B(Y ). µ × ν) = (R2 . To wit. Gt is a ﬁnite subset of R. then G is a Lebesgue null set. by Tonelli’s theorem (A. which we denote by B(R2 ).6. B(X) ⊗ B(Y ) is the same as B(R2 ).1. by (28). ν) be two identical copies of the measure space (R. Prove that E is a Lebesgue null set. (b) First observe that if G is a ﬁnite subset of R. Therefore. Let E be a Borel subset of R2 . Solution: (a) The Borel σalgebra of R2 . A) such that ν represent the RadonNikodym derivative of ν with respect to µ + ν. y) ∈ E  x = t} is ﬁnite.
That is T is a bounded linear functional on q (N). for each b ∈ q (N). then any bounded linear functional T ∈ representable by some α = (α1 .7 2007 November 16 1 REAL ANALYSIS dν Indeed. Prove that an p < ∞. . by the Riesz representation theorem.. (∃ M > 0) (∀b ∈ ∞ q ) (∀k ∈ N) Tk (b) ≤ M b . . Thus. ) ∈ p as ∞ ∗ q is uniquely T (b) = n=1 33 On αn bn . f is the RadonNikodym derivative. Finally.e. there is an Mb ≥ 0 such that Tk (b) ≤ Mb holds for all k ∈ N. 35 . Next note that q is a Banach space. In other words. Solution: (a) For each k ∈ N. and. Since ν is ﬁnite by assumption. (a) Let a1 . which proves that f (x) > 0. then ν(B1 ) = B1 f d(µ + ν) ≥ (µ + ν)(B1 ) = µ(B1 ) + ν(B1 ). We want to show 0 < f (x) < 1 holds for µalmost every x ∈ X. 6. simply note that a convergent sequence of real numbers is bounded. Deﬁne let T (b) n=1 an bn = limk→∞ Tk (b). That is. so the (BanachSteinhauss) principle of uniform boundedness implies that there is a single M > 0 such that Tk ≤ M for all k ∈ N. since µ ν. µ(B0 ) = 0. Now. for b ∈ q (N). . if N ∈ N is such that k ≥ N implies Sk − x < 1. Since we’re dealing with positive measures.33 Suppose that 1 < p < ∞ and that q = p/(p − 1). we can assume f (x) ≥ 0 for all x ∈ X. so.e. {Tk (b)} = {Sk } is a convergent sequence of reals. α2 . we have k ∞ k an bn converges for all real sequences {bn } Sk n=1 an bn → n=1 an bn = x ∈ R. [µ]a. we conclude that limk→∞ Tk (b) = T (b). and. if 1 ≤ q < ∞. x + 1}. . Therefore. deﬁne Tk : q (N) → R by Tk (b) = n=1 an bn . . (b) Discuss the cases of p = 1 and p = ∞. be a sequence of real numbers for which the series satisfying the condition bn q < ∞. then. To see this. This proves f (x) < 1. since Tk (b) ≤ M b for all k ∈ N. If B1 = {x ∈ X : f (x) ≥ 1}. If B0 = {x ∈ X : f (x) = 0}. Since · is continuous. . [µ]a. we can subtract ν(B0 ) from both sides to obtain µ(B1 ) = 0. Prove your assertions. then ν(B0 ) = B0 f d(µ + ν) = 0. i. f = d(µ+ν) . we have T (b) ≤ M b . in the present case.1. Then {Tk } is a family of pointwise bounded linear functionals. for any k ∈ N. and if Mb is deﬁned to be max{Sk  : 1 ≤ k ≤ N }. each Tk is a linear functional. which exists by assumption.e. Tk (b) ≤ Mb max{Mb . (29) the original exam this question asked only about the special case p = q = 2. a2 .
1} implies b ∈ Therefore. (b) Consider the case p = 1 and q = ∞. ∞. since bn  ∈ {0. so 1 < p ≤ ∞). T (b) = a = α ∈ p . . ¯ 0. b2 . n ∈ N. for all b ∈ q. 1}N . and a metric space is separable iff it is second countable. n an p < ∞. for an = 0.1. Finally. ∞ n=1 an bn . However. 36 . the Riesz representation theorem can be applied as in part (a).com. That is. ) by bn = sgn(an ) = Then an  = an /an . for any two distinct such sequences a. n n an bn converges by the hypothesis. so there cannot be a countable base. and corrections to williamdemeo@gmail. (Perhaps the easiest way to see this is to note that 1 is separable but ∞ is not. 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). I believe the result still holds by the following simple argument: Deﬁne b = (b1 .7 2007 November 16 1 REAL ANALYSIS On the other hand. 1}. a ∈ 1. That is p q is the dual of q . suggestions. by deﬁnition.) So we can’t use the same method of proof for this case. . However. For the collection of a ∈ ∞ such that an ∈ {0. is uncountable and. . so ∞ is not second countable. Since the representation in (29) is unique. in case p = ∞ and q = 1. b ∈ {0. in the present case we have q = ∞ and p = 1 and 1 is not the dual of ∞ . Please email comments. when 1 ≤ q < ∞ and p = q/(q − 1). we have a − b ∞ = 1. (n ∈ N). for an = 0.
2 COMPLEX ANALYSIS 2 Complex Analysis 37 .
Show that if u(z) ≥ 0 for all z ∈ C. 35 Picard’s theorem states that a nonconstant entire function can omit at most one value of C from its range.) Therefore. In particular. 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)]. and let f be an analytic function in a neighborhood of the closure of U . for all n. Therefore. and here the series is ∞ f (eiθ ) = n=0 an einθ . Then g is entire and maps C into {w ∈ C : Rew ≥ 1}. bn ∈ R. (In fact. so f ≡ c0 . f (z) maps the complex plane into the right halfplane. If we write the coefﬁcients as an = cn + ibn . Students were required to do nine problems. the series ∞ f (z) = n=0 an z n converges uniformly on any compact subset of Ω. (b) Let u be a real harmonic function in all the complex plane C. we have cn = bn = 0. U = {z ∈ C : z < 1}. you might be accused of killing a ﬂy with a sledge hammer! 38 . with at least four from each part. by Liouville’s theorem.1 1989 April 2 COMPLEX ANALYSIS 2. then u must be constant. h(z) ≤ 1. {Ref (z) ≥ 0}. since u(z) ≥ 0. Now. Thus. there is a realvalued harmonic conjugate v(z) such that the function f (z) = u(z) + iv(z) is entire. so f is constant. (b) Since C is simply connected. TIME LIMIT: 1. so the function h(z) = 1/g(z) is a bounded entire function. It follows immediately from Picard’s theorem that f must be constant. The unit circle T = {z : z = 1} = {eiθ : θ ∈ R} is one such compact subset. by the hypothesis. This is a very powerful theorem. then f must be constant. Show that if f is real on all the boundary of U . g(z) is bounded away from zero. 2π]. so let f be as above. the series ∞ Imf (eiθ ) = [cn sin(nθ) + bn cos(nθ)] n=0 converges uniformly to zero for all θ ∈ [0. Solution: (a) The hypotheses imply that Imf (eiθ ) = 0 for all θ ∈ R.2. h is constant.1 1989 April INSTRUCTIONS: Do at least four problems. an elementary argument using only Liouville’s theorem is probably preferable. and deﬁne g(z) = f (z) + 1. Since f is holomorphic in a neighborhood Ω of U . so u = Ref is constant. (a) Let U be the unit disk in the complex plane C.5 hours34 1. 34 In 1989 there was a single three hour test covering both real and complex analysis. but if you use it for an easy problem like this one.35 However. with the possible exception of c0 . where cn .
then 1 2πi ζ=2 f (ζ) dζ = −f (z). Therefore. so that ϕ2 : Ω+ → {Imz > 0}. ζ −z (30) Solution: By Cauchy’s formula. z < 1}.) Note that ϕ0 (1) = 0 and ϕ0 (x) ∈ R. Solution: Consider ϕ0 (z) = 1−z . ζ −z (31) ζ=R ζ=2 Note that this holds for all R > z > 2. so 1 2π Therefore. so it preserves the right angle formed by the intersection of the circle and the real axis at the point z = 1. so that ϕ3 : {Imz > 0} → Ω = {Rez > 0}. 39 . and let U + be the top half of this disk. consider z = i/2. ϕ0 : U + → Ω− . if z < R. 36 This problem also appears in April ’95 (5) and November ’06 (2). Let R be such that f (ζ) < /2 for all ζ = R and R > 2z. Fix > 0. 1 − i/2 1 − i/2 3 − 4i 1 − i/2 = = ∈ Ω− . which proves (30). then f (z) = 1 2πi f (ζ) 1 dζ − ζ −z 2πi f (ζ) dζ. Show that if z > 2. ϕ0 is conformal. Ω− = {z ∈ Ω : Imz < 0}. or the fourth quadrant.2. (This property of ϕ0 can be seen by considering ϕ0 (0) = 1 and ϕ0 (∞) = −1 and arguing by symmetry. Putting it all 0 together. 1 2πi This holds for any . ζ=2 ζ=R f (ζ) /2 2πR dζ < = . Then ζ − z > R /2 for all ζ = R . Also. by (31). Exhibit a onetoone conformal mapping from U + onto U . and let ϕ3 (z) = −iz. let ϕ2 (z) = z 2 . ϕ0 takes U + onto either the ﬁrst quadrant. ζ −z 3.1 1989 April 2 COMPLEX ANALYSIS 2. U + = {z ∈ C : Imz > 0. Ω+ = {z ∈ Ω : Imz > 0}. a linear fractional transformation which takes U onto the right halfplane 1+z Ω = {z ∈ C : Rez > 0}. we see that a map satisfying the requirements is ϕ(z) = (ϕ0 ◦ ϕ3 ◦ ϕ2 ◦ ϕ1 ◦ ϕ0 )(z). and suppose that z→∞ lim f (z) = 0. Let f be an analytic function in the region {z : z > 1}. Let ϕ1 (z) = iz. To see which. ϕ0 (i/2) = 1 + i/2 1 + i/2 1 − i/2 5 Thus. for all x ∈ R. so that ϕ1 : Ω− → Ω+ . ζ − z 2π R /2 f (ζ) dζ + f (z) < . note that ϕ−1 (z) = ϕ0 (z) maps Ω onto U . Finally.36 Let U be the open unit disk in C.
oriented counterclockwise. Let Q be a complex polynomial with distinct simple roots at the points a1 .1 1989 April 2 COMPLEX ANALYSIS 4. Prove that {fn } has a subsequence converging uniformly on compact subsets of U . if R > 1. . Solution: See the solution to problem 7 of November ’91. 2e By the residue theorem. it follows that. Since the integrand is even. . 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 . except for a double pole at z = i. Let {fn } be a sequence of analytic functions in the unit disk U . a2 . R]. Use contour integration and the residue method to evaluate the integral ∞ 0 cos x dx. where the residue is computed as follows: Res(f. then i is inside the region bounded by ΓR . for all R > 1. 4 4 4e π . f (z) dz = 2πi Res(f. where the trace of γR is the set {Reiθ : 1 ≤ θ ≤ π}. Q (ak )(z − ak ) 6. 5. and let P be a complex polynomial of degree less than that of Q.2. . . i) = ΓR 40 . an . ∞ 2I = −∞ cos x dx. 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 . (1 + x2 )2 Consider the simple closed contour ΓR = γR ∪ [−R. (1 + x2 )2 Solution: Denote the integral by I. Show that P (z) = Q(z) n k=1 P (ak ) .
we have ∞ f (z) dz → 0.1 1989 April 2 COMPLEX ANALYSIS It remains to check that ∞ γR f (z) dz → 0.2. 2e (32) Indeed. Therefore. f (z) dz = γR γR cos z 1 πR dz ≤ (γR ) = . 2 )2 (1 + x 4e 41 . 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 . so. letting R → ∞. I= 0 cos x π dx = . by (32). as R → ∞. 2 )2 2 − 1)2 2 − 1)2 (1 + z (R (R γR This inequality holds for all R > 1.
z ∈ Ω. For any region Ω ⊆ C. Therefore. we must have x = 1. then the derivative of f is given by f (z) = (∂f )(z). B. and recall that. f has a complex derivative at (x. or y = −1. since x = −y. ∂y 1 Therefore. and ﬁnally. where u(x. ∂f = 2x + y + 1 + iy. TIME LIMIT: 2 hours SECTION A (Do 3 of the 4 problems. 2 42 . Solution: Writing f in terms of the real and imaginary parts of z = x + iy.) 1. or z = 1 − i. Then. Where does the function f (z) = zRez + z Imz + z ¯ ¯ have a complex derivative? Compute the derivative wherever it exists. y). Therefore. −1). this requires 2x + y + 1 = x − 2y − 1 and x = −y. uy = −vx ) must hold there. 2 f (1 − i) = 1 (4 − 2i) = 2 − i. if f ∈ H(Ω). In the present case. and C. we deﬁne the linear functional ∂ : H(Ω) → C by ∂ = 1 2 ∂ ∂x ∂ − i ∂y . ∂x ∂f = x + i(x − 2y − 1). ∂f (x + iy) = 2 [(2x + y + 1 + iy) − i(x + i(x − 2y − 1))] = 1 [(3x − y) + i(y − x)]. y) = (1. do all but one problem. y) = xy − y 2 − y are the real and imaginary parts of f . y) + iv(x.2 1991 November 21 2 COMPLEX ANALYSIS 2. y) = x2 + xy + x and v(x. the CauchyRiemann equations (ux = vy . (33) (34) If f is holomorphic in some region.2. ux = 2x + y + 1 uy = x vy = x − 2y − 1 vx = y.2 1991 November 21 INSTRUCTIONS: In each of sections A. Substituting the second equation into the ﬁrst yields −y + 1 = −3y − 1. By (33) and (34). we have f (x + iy) = (x + iy)x + (x − iy)y + x − iy = x2 + xy + x + i(xy − y 2 − y) = u(x.
then P has a factorization K M P (z) = a where a and each rk . p(z) (z − z1 )(z − z2 ) 43 . Only z1 = −1/3 is inside the circle 3 z = 1.2 1991 November 21 2 COMPLEX ANALYSIS 2. 5 + 3 cos θ Solution: Let I = π 1 0 5+3 cos θ dθ. (b) From (a) it follows that every nonconstant polynomial P has the factorization N P (z) = a (z − λn ).. (a) Prove that any nonconstant polynomial with complex coefﬁcients has at least one root. bm . cos(−θ) = cos θ). Note that cos θ is an even function (i. Use complex residue methods to compute the integral π 0 1 dθ. so the residue theorem implies 2I = Now. m=1 3. = dz z=1 10 3 z +1 Let p(z) = z 2 + 10 z + 1. cos θ = and dz = ieiθ dθ. z1 .e. Then the roots of p(z) are z1 = −1/3 and z2 = −3. 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) . 2 · 2πi · Res 3i 1 . 5 + 3 cos θ For z = eiθ .2. from which it follows that 2I = eiθ + e−iθ 1 1 = (z + ). p(z) 1 1 = . (z − rk ) k=1 (z 2 − bm z + cm ). so π 2I = −π 1 dθ. Prove that if P has only real coefﬁcients. cm are real constants. n=1 where a and each root λn are complex constants.
(z − z0 )n+1 (n ∈ Z. pm (z)(z − z0 )−n−1 dz = 0. Whence f ∈ H(z < 2). and that there exists a sequence of polynomials converging to f uniformly on every compact subset of this annulus.37 Suppose that f is analytic in the annulus 1 < z < 2. I claim that an = 0 for all negative integers n.2. where z0 is any point in the disk z < 2. . 3i 8 2 4.e. converging locally uniformly in z < 2. the region strictly between two parallel lines) onto the unit disk by a onetoone conformal mapping. . . Solution: Note that the function f . . ). z=R Let {pm } be the sequence of polynomials mentioned in the problem statement. Therefore. z − z0 n+1 pm (z) dz (z − z0 )n+1 (35) z=R z=R z=R Finally.) 5. 37 See also: April ’96 (8). SECTION B (Do 3 of the 4 problems. −2. Of course.2 1991 November 21 2 COMPLEX ANALYSIS which implies Res Therefore. and. pm ∈ H(C). 44 . 2I = so I = π 4. . ﬁrst recall the formula for the coefﬁcients in the Laurent series. To see this. has Laurent series representation ∞ f (z) = n=−∞ an (z − z0 )n . more generally. z − z2 8 − 3 − (−3) 2 3 π · 2πi · = . an  = ≤ 1 2π 1 2π f (z) dz − (z − z0 )n+1 f (z) − pm (z) dz. z1 p(z) = lim z→z1 1 1 3 = 1 = . 1 . being holomorphic in the annulus 1 < z < 2. an = 1 2πi f (z) dz. pm → f uniformly on z = R. so Cauchy’s theorem implies z=R pm (z) dz = 0. z=R (n = −1. Explain how to map the region exterior to both circles (including the point at inﬁnity) onto an inﬁnite strip by a onetoone conformal mapping. (b) Two circles lie outside one another except for common point of tangency. .. Show that f has an analytic extension to all of the disk z < 2. This proves that f (z) = ∞ n n=0 an (z − z0 ) . converging locally uniformly for 1 < z < 2. 1 < R < 2). (a) Explain how to map an inﬁnite strip (i. −2. so (35) implies an  = 0 for n = −1. .
rα ) and all n = 1. . what is f (z)g(z) dz ? f (z) z=1 (Verify your answer. Rα ) = {z ∈ C : z − zα  ≤ Rα } ⊂ D. . . Prove that {fn } has a subsequence converging uniformly on compact subsets of D. . 2. . we could select a ﬁnite covering of K by such neighborhoods B(zαj . we have fn (z) ≤ Mα for all z ∈ B(zα .2. F ⊂ H(D) and. . of multiplicities m1 . State and prove: (a) the mean value property for analytic functions (b) the maximum principle for analytic functions. . . 2. rα ) ⊂ D such that fn (z) ≤ Mα for all z ∈ B(zα . mn . If we can prove that F is a locally bounded family of holomorphic functions – that is. . Rα /2). respectively. . for any compact set K ⊂ D. Solution: We must show that F = {fn } is a normal family. for all z ∈ K and n = 1. Let f be analytic in z < 2. . If K ⊂ D is compact. (Why is this ¯ equivalent?)38 So. . J) and then fn (z) ≤ maxj Mαj MK . 38 Answer: 45 . – then the Montel theorem (corollary 2. 2. . . . . Given that g is analytic in z < 2.. . . . 2. for each point zα ∈ D. and with each aj lying in the disk z < 1. rαj ) (j = 1. it is equivalent to show that.2 1991 November 21 2 COMPLEX ANALYSIS 6. a2 . Let Rα > 0 be such that B(zα . . . . ﬁx zα ∈ D.2) will give the desired result.) 7. as desired. m2 . πRα The second inequality holds since ζ − zα  = Rα and z − zα  < Rα /2 imply ζ − z > Rα /2. there is an MK > 0 such that fn (z) ≤ MK for all z ∈ K and all n = 1. Then. . . an . with the only zeros of f being the distinct points a1 . 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 . . The last inequality M follows from the hypothesis C fn (z) dz ≤ M for any circle C in D. Let {fn } be a sequence of analytic functions in the unit disk D. 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. Letting Mα = πRα . there is a number Mα and a neighborhood B(zα . for any z ∈ B(zα . . and rα = Rα /2. 8. To show F is locally bounded. rα ) and all n = 1.
x ∈ V.2. A topological space X satisﬁes the second axiom of countability. U ∩ V = ∅. then Z is connected. Let X be a Hausdorff topological space. 46 . let K be a compact subset of X. and let U be a subset of X. 10. Let X be a topological space. Show that there exist open sets U and V such that K ⊂ U. and let x be a point of X not in K. Prove that every open cover of X has a countable subcover. ¯ (b) Show that if Y is connected and if Y ⊂ Z ⊂ Y . 11.) 9. (a) Show that if an open set intersects the closure of Y then it intersects Y .2 1991 November 21 2 COMPLEX ANALYSIS SECTION C (Do 2 of the 3 problems.
2. 1. . limz→0 f (1/z) = ∞). Proof 1: If we take for granted that any transcendental (i. (a) Suppose that f (z) ≤ AzN + B for all z ∈ C where A. 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. so f (z) = n=0 m an z n . . Let an z n converges locally uniformly in C. . . Let f (z) = an z n be an entire function. Proof 2: Since f ∈ H(C).. Therefore. N + 2. ζ n+1 ζ=R ζ=R Again.e. n+1 ζ 2π Rn+1 f (n) (0) 1 = n! 2πi f (ζ) dζ. B are ﬁnite constants. Work as many of the problems as you can. N f (z) = n=0 an z n . an z n . (b) We give three different proofs. ’01) implies that.e. 0 = am+1 = am+2 = · · · . Clearly m is ﬁnite. . N + 2. we have an = for every R > 0. which implies that f (1/z) = a0 + a1 z −1 + a2 z −2 + · · · . f (z) must be a polynomial. then the CasoratiWeierstrass theorem (see 3 of Nov. Solution: (a) By Cauchy’s formula. we have an = 0 for all n = N + 1. for any n > N and > 0. f (z) cannot be a transcendental function. . Thus. nonpolynomial) entire function has an essential singularity at inﬁnity. That is. 47 . there is a sequence {zn } with zn → ∞ and f (zn ) → w as 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. 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. the series f (z) = the function f (1/z) has a pole at z = 0. Therefore.3 1995 April 10 Instructions. (b) Suppose that f satisﬁes the condition: f (zn ) → ∞ whenever zn  → ∞. . for any complex number w. Since this contradicts the given hypotheses. Since was arbitrary. an  ≤ 1 2π f (ζ) 1 A RN + B dζ ≤ 2πR = A RN −n + B R−n . Suppose the pole at z = 0 is of order m. so it has the form f (z) = Compared with (36). this holds for every R > 0. Therefore. ). Show that f is a polynomial of degree N or less. The ﬁrst is the shortest. taking R large enough forces an  < (n = N + 1. Show that f is a polynomial. Each solution should be clearly written on a separate sheet of paper.3 1995 April 10 2 COMPLEX ANALYSIS 2. by the criterion for a pole (i. but relies on the heaviest machinery.
Then ∞ ∞ A=π n=1 39 On nan 2 . (a) State a form of the Cauchy theorem. This proves that f has only ﬁnitely many zeros in C. 1/g is a bounded entire function. Consider the function g(z) = f (z) .3 1995 April 10 2 COMPLEX ANALYSIS Proof 3: By the hypotheses. Remark: A nice corollary to part (b) is the following: Corollary 2.9. In particular. . Let39 f (z) = (a) Prove that ∞ n=0 an z n be analytic and onetoone on z < 1. Therefore. Suppose that f (z) < 1 for all z < 1. z∈DR min g(z) ≥ min g(z) = > 0. n=1 (b) Is the constant 1 the best possible? Solution: (a) This is a special case of the following area theorem: Theorem 2. there are at most ﬁnitely many of them in any compact subset of C. ∞ nan 2 ≤ 1.1 If f is an injective entire function. DR contains only ﬁnitely many zeros of f . 2. Solution: (a) See theorem A.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. the zeros of f are conﬁned to a closed disk DR = {z ≤ R}. z=R for some > 0. . hence constant.11. (b) See theorem A. an z n . the problem can be solved without 48 . (z − α1 ) · · · (z − αN ) (37) This is deﬁned and holomorphic in C \ {α1 . (b) State a converse of the Cauchy theorem. . However. so g(z) is a nonzero entire function. but the αi ’s are removable singularities. there is an R > 0 such that f (z) > 0 for all z > R. αN } be the collections of all zeros of f (counting multiplicities). What we have shown is that the left hand side of (37) is constant. . In particular. . then f (z) = az + b for some constants a and b.13.2. P∞ n=1 the original exam. αN }. The proof appears below in section 2. Let {α1 . by Liouville’s theorem. the power series representation was given as f (z) = assuming a0 = 0 a priori. . Therefore. for any R > 0. . Since the zeros of f are isolated. . and this proves that f (z) is a polynomial. 3.
for all k = 0. Let u(z) be a nonconstant. Thus. ZZ A= Letting z = reiθ . Since u is continuous on the compact set {z ≤ R}. that there is no such sequence. where we proved that a real valued harmonic function u(z) satisfying u(z) ≥ 0 for all z ∈ C must be constant. note that the hypotheses of the problem imply that f maps the unit disk bijectively onto its range f (D). But this implies U (z). and U is harmonic in C. take the squared modulus. Prove there exists a sequence {zn } with zn  → ∞ for which u(zn ) → 0. f (z) = Next. or u(z) < 0 for all z > R. say. 4. ikθ ∞ X m. That is. f (z)2 = This gives. D Compute f (z) by differentiating the power series of f (z) term by term. real valued. the integral of e which m = n.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 . April ’89. A= Now. either u(z) > 0 for all z > R. {z > R}. must be constant. Then u(z) is bounded away from zero for all z in some neighborhood of inﬁnity. so the only nonvanishing 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 . (38) To apply this theorem to the problem at hand. m n am an z m−1 z n−1 . Assume without loss of generality that u(z) > 0 for all z > R. harmonic function on C. m n am an z m−1 z n−1 dx dy. U (z) ≥ 0 for all z ∈ C.2. That is.n=1 ∞ X D m. This and (38) together imply ∞ π≥π n=1 n2 an 2 .40 This contradicts the hypothesis that u(z) be nonconstant and completes the proof. for some R > 0. (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 = · · · . there is an M > 0 such that −M ≤ u(z) for all z ≤ R. Z m n am an 0 1 Z 0 2π rm+n−1 ei(m−n)θ dθ dr. 49 . By construction. over 0 ≤ θ < 2π vanishes. This shows that the upper bound of 1 is obtained and is therefore the best possible. Since u is continuous. 40 Recall problem 1(b). which gives the desired inequality. Solution: Suppose. by way of contradiction. ZZ A= f (z)2 dx dy.n=1 ∞ X n=1 nan z n−1 . therefore. Consider the function U (z) = u(z) + M .n=1 ∞ X m. has area less or equal to π. it attains its minimum on that set. which is contained inside D and. hence u(z).
17. (a) State the Schwarz lemma. how large can f (0) be? Solution: (a) See theorem A. In particular. we have 1 ≥ g (0) = ϕ (1/2)f (0). 1− z 2 1 2 This is a holomorphic bijection of the unit disk. g (0) ≤ 1. 50 . (b) Assume f satisﬁes the given hypotheses. Now. ϕ (1/2) = −4/3.41 Find an explicit conformal mapping of the semidisk H = {z : z < 1. and it follows from (39) that f (0) ≤ 1 = 3/4. or (2) of November ’06. Therefore. 1 (b) If f (0) = 2 . Rez > 0} onto the unit disk. Therefore. Since g (z) = ϕ (f (z))f (z).3 1995 April 10 2 COMPLEX ANALYSIS 5.2. g = ϕ ◦ f satisﬁes the hypotheses of Schwarz’s lemma. as applied to f . very similar problem appeared in November ’06 (3). Solution: See the solution to (3) of April ’89. 6. In particular.42 Suppose f (z) is a holomorphic function on the unit disk which satisﬁes: f (z) < 1 all z < 1. ϕ (1/2) 41 This 42 A problem also appears in April ’89 (3) and November ’06 (2). with φ(1/2) = 0. f (0) = 1 . Consider the map 2 ϕ(z) = −z . ϕ (z) = − 1− z 2 (39) + 1− 1 2 z 2 2 1 2 −z .
y) dx − v(x. y) dy = γ G (ux − vy ) dx dy = 0. y) dy + i[v(x. Include as many details as time permits. 2 where L is the length of the perimeter of ∆. 1. we can ﬁnd a triangular region ∆ z→z0 exists at some (possibly only one!) point z0 ∈ G. namely P dx + Q dy = γ G ∂Q ∂P − ∂x ∂y dx dy for C 1 functions P and Q. 43 These are ux = vy and uy = −vx . Make a substantial effort on all parts of the following problems. y) dy = 0. If u and v obey the CauchyRiemann equations.2.43 u(x. y) dx + u(x. which you can use here in (b). it is still possible to do Part (b). note that f (z) dz = [u(x. Show that given any containing z0 . y) dx − v(x. if P = v and Q = u in Green’s theorem. Therefore. (40) (b) Suppose that we do not assume that u and v are C 1 . such that if T is the boundary curve of ∆. 51 . y) + iv(x. and C denotes the complex plane. If you cannot completely answer Part (a) of a problem.4 2001 November 26 Instructions. y) dx − v(x. b ∈ C. (a) Suppose that f (z) = f (x + iy) = u(x. y) + iv(x. Partial credit is given for partial progress. (41) Similarly. You may also use the fact that T g(z) dz ≤ L · sup{g(z) : z ∈ T } for g continuous on T .4 2001 November 26 2 COMPLEX ANALYSIS 2. by (41) and (42). y) dy = γ G (vx + uy ) dx dy = 0. (42) Next. Hint for (b) Note that part (a) yields T (az + b) dz = 0 for a. even if you could not do Part (a). Then. piecewise C 1 curve γ. y)] d(x + iy) = u(x. by the CauchyRiemann equations. z denotes a complex variable. show that Cauchy’s theorem γ f (z) dz = 0 follows from Green’s theorem. then f (z) dz = T 1 2 L . y) dx + u(x. but merely that u and v are continuous in G and f (z0 ) = lim f (z) − f (z0 ) z − z0 > 0. y) dy]. y) dx + u(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. then the CauchyRiemann equations imply v(x. Solution: (a) Let P = u and Q = −v in (40). y) dy + i γ v(x. Throughout the exam. f (z) dz = γ γ u(x.
Then. of course. an  ≤ n max 0≤j<n 52 . and f (z) − f (z0 ) f (z0 ) − < . and let T be the boundary.e. δ) ⊆ G. wellknown theorems and principles such as Liouville’s theorem. Deﬁne R(z) = f (z) − [f (z0 ) + f (z0 )(z − z0 )]. R(z) dz ≤ T R(z) dz = T R(z) z − z0  dz z − z0 z − z0  dz ≤ rL.2. r < L/2). Rouch´ ’s theorem. Then. the length of one side of ∆ is surely less than half the length of the perimeter (i. Give two quite different proofs of the fundamental theorem of algebra. note that f (z) − f (z0 ) R(z) = f (z0 ) − < . Solution: In the two proofs below. be greater than z − z0  for all z ∈ T . the maximum principle. 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. 2 2. T ≤ where L denotes the length of the perimeter of ∆ (i. by Cauchy’s theorem (part (a)). z − z0 z − z0 Therefore. T [f (z0 ) + f (z0 )(z − z0 )] dz = 0. for any > 0 there is a δ > 0 such that B(z0 .e. for all z − z0  < δ. which must. You may use independent.. and r denotes the length of one side of T . the length of T ). then for all 1 ≤ R ≤ z < ∞. that if a polynomial with complex coefﬁcients has no complex zero. for all z − z0  < δ.4 2001 November 26 2 COMPLEX ANALYSIS (b) Suppose u and v are continuous and f (z) exists at the point z0 ∈ 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 it is constant. and/or the open e mapping theorem. z − z0 Pick a triangular region ∆ ⊂ B(z0 . whence T R(z) dz = Finally. f (z) dz = T T T f (z) dz. the argument principle. δ) with z0 ∈ ∆.. Therefore. Also. f (z) dz ≤ T 1 2 L . Both proofs also rely on the following observation: If {aj }n ⊂ C with an = 0.
Clearly z = 0 is a zero of g(z) (of multiplicity n). Therefore f (z) is a bounded entire function. (44) To see this. 53 . and (45) becomes p(z) ≥ an zn /2. 77) presents a similar. 1/p(z) satisﬁes Now suppose p(z) has no complex zero. an an an j=0 n−1 (45) If we choose R = 1 + 2 n max0≤j<n aj /an  as above. we have proved a bit more: If p(z) = a0 + a1 z + · · · + an z n with an = 0 for some n ≥ 1. This contradicts our initial assumption and proves that p(z) must have a complex zero. then a0 −n an−1 −1 ≤ 1/2. as above. 44 Note. by Liouville’s theorem. = an an an for all z ≥ R. In fact. for all z = R. We claim that p(z) − an z n  < an z n . 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). (43) implies that the sum is no greater than 1/2. p(z) is bounded from below by an zn /2. but more elegant proof. In fact. the function f (z) f (z) = 2 1 ≤ . z + ··· + z an an for all z ≥ R. and let R = 1+2 n max0≤j<n aj /an . 45 Conway we add 1 here just to be sure R is safely over 1. for all z ≥ R. Then f (z) ∈ H(C). Thus all the zeros of p(z) are contained in the disk z < R. [3] (p. which is more than we need. (43) Proof 1: Assume p(z) = a0 +a1 z+· · ·+an z n with an = 0 for some n ≥ 1. while for all z ≥ R. and R is either 1 or R = 2 n max0≤j<n aj /an  (whichever is greater). p(z) has a zero in z < R. for all z ≥ R. check that a0 −n p(z) − an z n  an−1 −1 = < 1. so. Proof 2:45 Assume p(z) = a0 + a1 z + · · · + an z n with an = 0 for some n ≥ 1. Therefore. if we choose44 R = 1 + 2 n max0≤j<n aj /an . hence bounded on the compact set z ≤ R. then n−1 0≤ j=0 an−1 −1 aj −n+j a0 −n z z + ··· + z ≤ 1/2. Therefore.4 2001 November 26 2 COMPLEX ANALYSIS In particular. but then p(z) must be constant. p(z) an zn for all z ≥ R. then p(z) vanishes for some z < R. f (z) is continuous. and consider p(z) = an z n  a0 −n an−1 −1 aj −n+j z + ··· + z + 1 ≥ an zn 1 −  z  . it must be constant. z + ··· + z n an z an an for all z = R. In particular.2.
f (z) − w0  δ Thus. f (z) comes arbitrarily close to every w ∈ C. then for any w ∈ C there is a sequence {zn } ⊂ G approaching z0 such that f (zn ) → w as n → ∞. α ≤ y < α + 2π}. g(z) ∈ H(B(z0 . so it is nonzero in a neighborhood B(z0 . This function has an essential singularity at ∞. Therefore. ’06. (a) State and prove the CasoratiWeierstrass theorem concerning the image of any punctured disk about a certain type of isolated singularity of an analytic function. f (z) maps Sα onto C \ {0}. ) \ {z0 } ⊂ G such that f (z) − w0  > δ > 0 for all z ∈ D0 . g is continuous and nonzero at z = z0 .g. Therefore. (b) Verify the CasoratiWeierstrass theorem directly for a speciﬁc analytic function of your choice. Therefore.4 2001 November 26 2 COMPLEX ANALYSIS 3. Deﬁne g(z) = 1/(f (z) − w0 ) on D0 . which implies that the singularity of f (z) at z = z0 is removable. (b) Consider f (z) = ez . for every horizontal strip. Solution: Theorem 2. of width 2π. Proof: Fix w0 ∈ C and suppose there is no sequence {zn } ⊂ G approaching z0 such that f (zn ) → w0 as n → ∞. z0 is a removable singularity of g(z). with a suitable singularity. prob. ¯ ¯ Then there is a punctured disk D0 B(z0 . then g has a removable singularity at z0 .2 (CasoratiWeierstrass) If f is a holomorphic function in a region G ∈ C except for an essential singularity at the point z = z0 .) Now let NR = {z ∈ C : z > R} be any neighborhood of ∞.. f (z) = ez maps points in NR to points arbitrarily close (in fact equal when w = 0) to all points w ∈ C. 1). 0 ) of z0 . f (z) − w0 = 1/g(z) is holomorphic in B(z0 . )). Sα = {x + iy : x ∈ R. 54 . with α = R + 1). 0 ). (In particular. Then lim sup g(z) = lim sup z→z0 z∈D0 z→z0 z∈D0 1 1 ≤ < ∞.2. and. by lemma 2. This contradiction proves the theorem.1 (Nov. There is clearly a strip Sα contained in NR (e. You may use the fact that if a function g is analytic and bounded in the neighborhood of a point z0 . In particular.
2 − 5z + 4 z n=−∞ Find a−10 and a10 by the method of your choice. . zj ) = −i . note that 1/3 1 −1 1 z = =− z−4 3 4(1 − z/4) 12 n=0 4 converges for z < 4. Be careful with minus signs and factors of 2πi. . zj ) = 2πi −i −i + 4π 4π = 1. for 1 < z < 4. n ∞ f (z) dz = 2πi γ j=1 Res(f. 1 4 10 a10 = − . Therefore. (b) From the theory of Laurent expansions.4 2001 November 26 2 COMPLEX ANALYSIS 4. and suppose f (z) ∈ H(C) except for isolated singularities at the points {z1 . traced out in a regular fashion. (b) Expand the function in partial fractions: 1 1 1/3 1/3 = = − . z 2 − 5z + 4 (z − 4)(z − 1) z−4 z−1 Then. 55 . then 4π f (z) dz = 2πi γ j Res(f. and the problem would be solved. Find a meromorphic function f such that γ f (z) dz = 1. . . (a) Deﬁne γ : [0. if we were to ﬁnd a function f (z) ∈ H(C) with exactly two isolated singularities in G (e. f (z) = is such a function. while 1 1 1 1/3 =− =− z−1 3 z(1 − 1/z) 3z converges for z > 1. at z1 = i and z2 = −i). and such that Res(f. 1 = an z n . zn } ⊂ G. 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. Clearly.. 1 12 for 1 < z < 4. zj ). Therefore. Solution: (a) Let G be the region whose boundary is the curve γ.2. 2π] → C by γ(t) = sin(2t) + 2i sin(t).g. it is known that there are constants an such that. This is a parametrization of a “ﬁgure 8” curve. By the residue theorem.
then f (w) = 1 2πi f (ζ) dζ. and if w is any point in the disk w − a < R/2. then ζ − w > R/2. (a) Suppose that f is analytic on a region G ⊂ C and {z ∈ C : z − a ≤ R} ⊂ G. . we have 2 f (w1 ) − f (w2 ) ≤ 4M w1 − w2  R (b) Explain how Part (a) can be used with the ArzelaAscoli theorem to prove Montel’s theorem asserting the normality of any locally bounded family F of analytic functions on a region G. W1 R/2 . ζ Figure 1: Note that. and (γ) denotes its length. (ζ − w1 )(ζ − w2 ) R W2 . 56 .4 2001 November 26 2 COMPLEX ANALYSIS 5. Therefore. it is clear that ζ − w1  > R/2 and ζ − w2  > R/2.9). 2πR. if w is any point in the disk w − a < R. Now. w . Show that if f (z) ≤ M for all z with z − a = R. Solution: (a) By Cauchy’s formula (A.2. w2 are any two points inside the “halfdisk” w − a < R/2 (see ﬁgure 1). R where γ denotes the positively oriented circle {ζ : ζ − a = R}. for all ζ on the outer radius in ﬁgure 1. 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. if ζ is any point on the outer radius. then for any w1 . 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 . a . ζ − a = R. ζ −w ζ−a=R In particular. w2 ∈ {z ∈ C : z − a ≤ 1 R}. if w1 .
. which is taken for granted in complex analysis texts.e. f (w1 ) − f (w2 ) ≤ 4M w1 − w2 . check that the two notions coincide when the set on which a family of functions is declared equicontinuous is compact. see Conway [3]. and let B(a. then f (w1 ) − f (w2 ) < whenever w1 . K ⊂ C is compact if and only if K is closed and bounded. it is probably enough to prove just one direction of Montel’s theorem. rj ) : j = 1. Then F is a normal family if and only if (i) F is equicontinuous on each compact subset of G. w2 ∈ B(a. 47 Answer: 46 The 57 . if F is locally bounded.2 (little Montel theorem) Assume the setup of the ArzelaAscoli theorem.. Corollary 2. we are given a compact set K ⊂ G. S) be a family of continuous functions from an open set G ⊆ C into a metric space (S. ﬁx a ∈ G and > 0. by local boundedness. To make peace with this apparent discrepancy. e. We have thus shown that local boundedness implies conditions (i) and (ii) of the ArzelaAscoli theorem and thereby implies normality. is a single equicontinuity constant that works for all of K. Therefore. Then F is a normal family if and only if it is locally bounded. an M > 0 such that f (z) ≤ M for all z ∈ B(a. we use part (a). R If δ = 4M and r = R/2. It sufﬁces (why?)47 to prove that for any a ∈ G there is a neighborhood B(a. To check that local boundedness also implies condition (i).g. So. i. 48 The careful reader might note the distinction between this type of “uniform” equicontinuity. . . F is equicontinuous in B(a. If. R) ⊂ G. Therefore. Because of the way the problem is stated. condition (ii) of the theorem is clearly satisﬁed. Theorem 2.. δn . . and suppose S = C and F ⊂ H(G). . d).4 2001 November 26 2 COMPLEX ANALYSIS (b)46 We must explain how part (a) can be used with the ArzelaAscoli theorem to prove Montel’s theorem asserting the normality of any locally bounded family F ⊂ H(G). . 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. and (ii) for each z ∈ G. r). page 153.3 (ArzelaAscoli) Let F ⊂ C(G. there is ¯ R) and all f ∈ F. . r) and w1 − w2  < δ. R for all w1 . local boundedness implies normality. Therefore. Let S = C in the ArzelaAscoli theorem. best treatment of normal families and the ArzelaAscoli theorem is Ahlfors [1]. by part (a).2. Then. . w2 ∈ {w − a ≤ R/2}. r) in which F is equicontinuous with ¯ equicontinuity constant48 δ. For a proof of the other direction. instead of a single point a ∈ G. n} by such neighborhoods with equicontinuity constants δ1 . then there is a ﬁnite cover {B(aj . Then. δ = minj δj . In that case. and the “pointwise” equicontinuity discussed in topology books like the one by Munkres [5]. Ahlfors [1] and Rudin [8]. the set {f (z) : f ∈ F} is contained in a compact subset of S.
we have f (z) > 0 so {an } = ∅ and m = 0. 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]. (a) State the CasoratiWeierstrass theorem. (That is. dw. Therefore. e. so eC = 1. f (z) = eBz+C . ϕ is a continuous complex function deﬁned on the trace. for some constants B. For the function in question. The other goes as follows:49 By the Hadamard factorization theorem (see.. the “order of growth. of γ. z ∈ C \ γ∗. (46) takes the simple form. R) = {z ∈ C : z − z0  < R} R > 0. p. Also. γ ∗ . z ∈ C \ γ ∗ . It follows that f (z) = 1. C. Solution: I know of two ways to prove this. Prove that F (z) = ϕ(w) γ (w−z)2 2. Let f (z) be an entire function such that f (0) = 1. (b) Evaluate the integral I= 1 2πi (z − 3) sin z=R 1 z+2 dz where R ≥ 4. 1. and f (0) = BeC = B = 0. Let γ be a rectiﬁable curve and let ϕ ∈ C(γ ∗ ). (46) f (z) = eP (z) z m 1− an n=0 where P (z) is a polynomial of degree ρ. the order of growth is ρ = 1. Use a separate sheet of paper for each new problem. which implies that P (z) is a polynomial of degree 1. [11]). an entire function f with zeros at {an } ⊂ C \ {0} and m zeros at z = 0 has the form ∞ z ez/an . Do as many problems as you can. f (0) = 0 and 0 < f (z) ≤ ez Prove that f (z) = 1 for all z ∈ C. Notation. Complete solutions to ﬁve problems will be considered as an excellent performance. since f (z) ≤ ez .5 2004 April 19 Instructions.” and k ≤ ρ < k + 1. We are given that f (0) = 1 and f (0) = 0. Also. For an open set G ⊆ C. If you need convincing that this theorem is worth studying.) Let F (z) = ϕ(w) γ (w−z) dw.5 2004 April 19 2 COMPLEX ANALYSIS 2.g. H(G) will denote the set of functions which are analytic in G. so that the theorem is very easy to apply. Stein and Sharkachi seem to have set things up just right. 250). 58 .2. 3. take a look at how easily it disposes of this otherwise challenging exam problem. D(z0 . without using Leibniz’s Rule. One can be found in Rudin’s Functional Analysis ([9]. Be advised that a few complete and well written solutions will count more than several partial solutions.
If lim sup f (z) < ∞. Solution: Lemma 2. which makes it clear that. (b) State a general theorem about isolated singularities for holomorphic functions. and so ∞ f (z) = n=0 an (z − z0 )n . Let f (z) = n=−∞ ∞ an (z − z0 )n be the Laurent expansion of f for z ∈ B . 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). respectively. and. f ∈ H(G). then an  can be made arbitrarily small. (a) Suppose that f ∈ H(D \ {0}) and that f (z) < 1 for all 0 < z < 1. an  ≤ 1 2π 0 ⇒ dζ = i eiθ dθ 1 2π i 2π 0 f (z0 + eiθ ) i eiθ dθ. D = {z ∈ C : z < 1} is the open unit disk. where an = 1 2πi f (ζ) dζ. ζ = z0 + eiθ the coefﬁcients are an = Therefore. (z0 + eiθ − z0 )n+1 2π M n+1 dθ = M n . Prove that there is F ∈ H(D) with F (z) = f (z) for all z ∈ D \ {0}.1 Suppose G ⊂ C is an open set and f is holomorphic in G except for an isolated singularity at z0 ∈ G. Π+ and Π− are the upper and lower halfplanes.2. Proof: Under the stated hypotheses. Here is another answer to part (b): 59 . Thus. 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. Changing variables. given an open set G ⊂ C. (ζ − z0 )n+1 o C Here C denotes the positively oriented circle ζ − z0  = . if n < 0. by choosing a sufﬁciently small . 1. This proves that an = 0 for negative n. 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 .6 2006 November 13 2 COMPLEX ANALYSIS 2.6 2006 November 13 Notation: C is the set of complex numbers.
φ0 ◦ f is a conformal bijection of D onto D ∩ Π+ . Note that φ0 maps the real line onto itself. Next construct a mapping of the unit disk onto the fourth quadrant as follows: If φ1 (z) = iz. Then φ2 maps Π+ onto the ﬁrst quadrant. and suppose f (z) is holomorphic for all z ∈ G except for an isolated singularity at z = z0 ∈ G. Consider the boundary of the ﬁrst quadrant. (ii) if m > 0 is the smallest integer such that limz→z0 (z − z0 )m f (z) remains bounded. and similarly for the negative imaginary axis. Q1 = {z ∈ C : Rez > 0. of the unit disk onto the fourth quadrant. (a) Explicitly construct. φ. in mapping the right halfplane onto the unit disk. That is. φ0 takes 0 to 1 and takes ∞ to 1. Thus. up the precise statement of the Riemann mapping theorem. through a sequence of mappings. the positive imaginary axis is mapped to either the upper halfcircle or the lower halfcircle. which takes the ﬁrst quadrant to the fourth quadrant.. 50 This 51 Look problem also appears in April ’89 (3) and April ’95 (5). then φ1 ◦ φ0 : D → Π+ . it must map the boundary of P + (i. 60 . Imz > 0}. let φ3 (z) = e−iπ/2 z = −iz. of Ω onto the unit disk. there is a conformal bijection. φ0 maps the ﬁrst quadrant to the lower halfdisk D ∩ Π− . f . Solution: (a)50 Let φ0 (z) = 1−z . (b) (Riemann)51 Let Ω ⊂ C be a simply connected region such that Ω = C. Imz < 0}. Our strategy will be to show that φ0 maps the fourth quadrant onto D ∩ Π+ . where Q4 = {z ∈ C : Rez > 0. as 0 → 1 and ∞ → −1. Since φ0 (1) = 0. φ0 : Q4 → D ∩ Π+ .6 2006 November 13 2 COMPLEX ANALYSIS Theorem 2. ∞) is mapped onto the segment (−1. it is clear that the positive imaginary axis is mapped to the lower halfcircle {eiθ : −π < θ < 0}.e. if we specify that a particular z0 ∈ Ω must be mapped to 0.2. Moreover. Therefore. Therefore. (b) State a general theorem concerning onetoone mappings of D onto domains Ω ⊂ C. since φ0 maps the right halfplane P + onto the unit disk. Then. and must therefore map the fourth quadrant to the upper halfdisk. and we specify the value of arg φ(z0 ). we see that the positive real axis (0.4 (Criterion for a pole) Let G ⊂ C be open. Let φ2 (z) = z 1/2 be a branch of the square root function on Π+ . then z0 is a pole of order m. That is. 2. since all of the mappings are conformal bijections. 1). a onetoone holomorphic function mapping the disk D onto the half disk D ∩ Π+ . then the conformal mapping is unique. Then Ω is conformally equivalent to D. Finally. f = φ3 ◦ φ2 ◦ φ1 ◦ φ0 is a conformal bijection of D onto Q4 . the imaginary axis) onto the boundary of the unit disk. Now. Furthermore. Then the composition φ0 ◦ f will have the desired properties. Checking that φ0 (i) = −i. 1+z and then to construct a conformal mapping. Then (i) z0 is a pole of f if and only if limz→z0 f (z) = ∞.
52 (a) State the Schwarz lemma. g (0) ≤ 1. then. 61 . observe that g (z) = f (φ(z))φ (z).2.13.11 and A. 52 A very similar problem appeared in April ’95 (6). Assume that (i) f ∈ H(Π+ ∪ Π− ) (ii) f (¯) = f (z) all z ∈ C. (b) In order to apply the Schwarz lemma. Solution: (a) See theorem A. (b) Suppose that f is a continuous function deﬁned on the entire complex plane. (b) See Marsden and Hoffman.17. map the disk to the upper halfplane with the M¨ ebius map φ : D → Π+ o deﬁned by 1−z φ(z) = i . (b) Suppose that f ∈ H(Π+ ) and that f (z) < 1 for all z ∈ Π+ . 1+z Then.6 2006 November 13 2 COMPLEX ANALYSIS 3. By Schwarz’s lemma. φ f 4. z Prove that f is an entire function. Therefore f (i) ≤ 1/2. φ(0) = i. which implies 1 ≥ g (0) = 2f (i). (a) State Cauchy’s theorem and its converse. If f (i) = 0 how large can f (i) be? Find the extremal functions. and then check that φ (0) = −2i. Therefore. Solution: (a) See theorems A. g (0) = f (φ(0))φ (0) = f (i)(−2i). Finally. Whence. the function g = f ◦ φ : D − Π+ − D satisﬁes g(z) ≤ 1 and g(0) = f (φ(0)) = → → f (i) = 0.
(The same deﬁnition applies when the family F happens to be contained in H(Ω). which is an easy consequence of the ArzelaAscoli theorem. Suppose further that lim t → 0+f (it) = 0. 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. However. the identity theorem implies that g ≡ 0 in Γ.5 (ArzelaAscoli) Let F ⊂ C(Ω. 53 Despite 54 Problem the wording of the problem. there is some subsequence nk such that.3 (little Montel theorem55 ) Assume the setup of the ArzelaAscoli theorem. Since f (it) → 0 as t ↓ 0. 62 . and suppose S = C and F ⊂ H(Ω). (b) Suppose f ∈ H(Π+ ) and f (z) < 1 all z ∈ Π+ . d). Solution: (a) Let Ω be an open subset of the plane. we have fn (z) = f (zn z) < 1. Thus. i. g(i) = lim fnk (i) = lim f (znk i) = 0.6 2006 November 13 2 COMPLEX ANALYSIS 5. and (ii) for each z ∈ Ω. Deﬁne fn (z) = f (zn z). Hint. fnk → g locally uniformly in Γ. Corollary 2. Then F is a normal family if and only if it is locally bounded. Since g is holomorphic in Γ. since the examiners asked speciﬁcally about the special case when F is a family of holomorphic functions. F is a normal family in Γ. (b) Fix a sequence {zn } ⊂ Γ with zn → 0 as n → ∞. for any point z = iy with y > 0. Let g be a normal limit of {fn }.e. Consider the point z = i. they probably had in mind the version of Montel’s theorem stated below. 5 (b) of the November 2001 exam asks for a proof of Montel’s theorem using the ArzelaAscoli theorem. for all z ∈ Γ and n ∈ N. (a) Deﬁne what it means for a family F ⊂ H(Ω) to be a normal family. Therefore. since z ∈ Γ ⇒ zn z ∈ Γ. Also note that each fn is holomorphic in Γ since f (tz) ∈ H(Γ) for any constant t > 0. k→∞ k→∞ In fact.. 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. the set {f (z) : f ∈ F} is contained in a compact subset of S. Then F is a normal family if and only if (i) F is equicontinuous on each compact subset of Ω. We must prove f (zn ) → 0. the family need not satisfy F ⊂ H(Ω) in order to be normal.)53 I think of the ArzelaAscoli theorem as the fundamental theorem for normal families. Prove that f (zn ) → 0 whenever the sequence zn → 0 and zn ∈ Γ where Γ = {z ∈ Π+ : Rez ≤ Imz}. S) be a family of continuous functions from an open set Ω ⊆ C into a metric space (S.54 Theorem 2. State the fundamental theorem for normal families. we have g(z) = 0.2. Then. F is a normal family of holomorphic functions in Γ. Consider the functions ft (z) = f (tz) where t > 0. as k → ∞.
This contradicts the assumption that f (zn ) > δ for all n ∈ N. if znj is any subsequence. and.2. (47) The numbers zn /zn  lie in the compact set γ = {z ∈ Γ : z = 1}. 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. a further subsequence that converges to zero. Now. Then there is a δ > 0 and a subsequence {znj } such that f (znj ) > δ for all j ∈ N. k→∞ lim sup{fnk (z) : z ∈ γ} k→∞ lim fnk γ = 0. repeating the argument above. k→∞ = 0. f (zn ) → 0. Remark: In the last paragraph. then {f (znj )} is a normal family. as k → ∞. and. we made use of the fact that a sequence converges to zero iff any subsequence has. 63 .6 2006 November 13 2 COMPLEX ANALYSIS Next. there is. runs as follows: Assume we have already shown limk→∞ f (znk ) = 0. Since fnk → g uniformly in γ. fnk ∴ By (47). Relabel this subsequence {zn }. since znk /znk  ∈ γ. That is. for all k ≥ K and all z ∈ γ. Finally. limk→∞ f (znk ) = 0. as above. then. but proceeds by way of contradiction. znk znk  lim fnk ≤ fnk znk znk  γ. for any > 0. recall that f (zn ) → 0 iff every subsequence znj has a further subsequence znjk such that f (znjk ) → 0. there is a K > 0 such that fnk (z) − g(z) = fnk (z) < . and suppose f (zn ) does not converge to 0 as n → ∞. a further subsequence znjk such that f (znjk ) → 0. in turn. indeed. Therefore. as desired. This completes the proof. An alternative concluding argument that doesn’t rely on this result. consider fn zn zn  =f zn  zn zn  = f (zn ).
Therefore. 2. substituting u = z + 2 in the last expression. 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. f (z) = for z ∈ A. 1 1 1 1 1 = = = z u−2 u (1 − 2/u) u n=0 ∞ 2 u n converges for u > 2 and. Then limn→∞ Imfn (1/2) = 0. 0). Therefore. 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 . 1 1 − =− z−1 z n=0 ∞ ∞ 1 3 n+1 (z + 2)n . Give the Laurent series expansion of Solution: f (z) = 1 z(z−1) in the region A ≡ {z ∈ C : 2 < z + 2 < 3}. 1 1−z+z 1 1 = = − . (i) Prove: Suppose that for all z ∈ D and all n ∈ N we have that fn is holomorphic in D and fn (z) < 1. 1.7 2007 April 16 2 COMPLEX ANALYSIS 2. H(G) is the set of holomorphic functions on G. for any open set G ⊂ C. (ii) Give a complete statement of the convergence theorem that you use in part (2i). we have 1 =− z−1 n=0 converging for z + 2 < 3. D = {z ∈ C : z < 1}. and. Then z = u − 2 and A = {u ∈ C : 2 < u < 3}. 1 3 n+1 −1 (z + 2)n − n=−∞ 1 2 n+1 (z + 2)n . substituting u = z + 2 in the last expression.7 2007 April 16 Notation: C is the set of complex numbers. Also suppose that limn→∞ Imfn (x) = 0 for all x ∈ (−1.2. Solution: (ii) (i) 64 . z(z − 1) z(z − 1) z−1 z Let u = z + 2. Next.
2.7 2007 April 16
2
COMPLEX ANALYSIS
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 halfplane, 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 → ∞.
65
2.7 2007 April 16
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COMPLEX ANALYSIS
4. Present a function f that has all of the following properties: (i) f is onetoone 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 halfplane P + = {z ∈ C : Rez > 0}. 1+z Let φ2 (z) = eiπ/2 z = iz, which maps P + onto the upper halfplane 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 halfplane, but also it maps the right halfplane onto the o unit disk. This feature makes φ1 an extremely useful tool for conformal mapping problems, where you’re frequently required to map halfplanes to the unit disk and viceversa. 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 halfplane, it must also map the exterior of the unit disk to the left halfplane. 57 See Rudin [8] page 2545 (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.
66
2.7 2007 April 16
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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 nonempty 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 nonempty. 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
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Please email comments. Suppose further that there is a constant c ≥ 0 such that f  = c for all z on the boundary of G. (b) Suppose f is holomorphic in D = {z : z < 1} with f (D) ⊂ D. Show that either f is constant on G or f has a zero in G. then fn has at least m zeros (counting multiplicities). Suppose f is continuous on the closure of G and analytic on G. 68 .com. d) be a metric space. Let G be a bounded open subset of the complex plane. 3. and corrections to williamdemeo@gmail. 3. Complete solutions (except for minor ﬂaws) to 5 problems would be considered an excellent performance. Let fn denote the composition of f with itself n times (n = 2. prove the inequalities that provide your limiting arguments. Let (X. . if n is sufﬁciently large. 4. 6. and show how to evaluate all relevant residues. (a) State the Schwarz lemma. (c) Give an example that shows the converse of the statement in (b) is false. Let {fn } be a sequence of functions analytic in the complex plane C. (b) Prove (using your deﬁnition in (a)) that K ⊂ X is compact implies that K is both closed and bounded in X. suggestions.8 2007 November 16 Do as many problems as you can. .2. . ). prove this version of it. 2. + 1)2 Important: You must carefully: specify your contours. converging uniformly on compact subsets of Cto a polynomial p of positive degree m. Fewer than 5 complete solutions may still be passing. 5. Prove that. (b) Use contour integration to evaluate 0 ∞ (x2 x2 dx. 1. 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. (a) State the residue theorem. then {fn } converges to 0 locally uniformly on D. (a) Deﬁne what it means for a subset K ⊂ X to be compact. depending on the quality.8 2007 November 16 2 COMPLEX ANALYSIS 2. Do not simply refer to Hurwitz’s theorem. Show that if f (0) = 0 and f (0) < 1.
By the previous problem. then z 2 − r2 f (z) ≤ z . Suppose f ∈ H(C) is injective. Thus f (z) → ∞ whenever z → ∞. then f (z) is a polynomial. Therefore. Then f −1 is a continuous function in C which maps compact sets to compact sets. 2. 8. if {zn } ⊂ C is any sequence tending to inﬁnity. then the image f ({zn }) cannot remain inside any closed disk (since f −1 maps all such disks to closed bounded sets in C). If u(z) is a nonconstant real valued harmonic function of C. Therefore. If f (z) is holomorphic in an open set containing the closed unit disk.9 Some problems of a certain type 2 COMPLEX ANALYSIS 2. then there is a sequence {zn } ⊂ C with zn → ∞ and u(zn ) → 0 as n → ∞. then f would not be injective. 3. If f is holomorphic in the punctured disk {0 < z < R} and if Ref ≤ M for some constant M . then f (z) = az + b for some constants a and b. f is a polynomial of degree one. Other Problems 7. 6.9 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. with f (z) ≤ 1. if f has degree greater than one. and if f (eiθ ) is real for all θ ∈ R.2. Finally. then f (z) is constant. Behavior on or near the unit circle 4. 69 . 5. then 0 is a removable singularity. f (0) = 0. If f (z) is an injective entire function. Behavior near inﬁnity 1. and f (r) = f (−r) for some r ∈ (0. See (4) of April ’95. 2. 1). f is a polynomial. 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. If f (z) is an entire function which tends to inﬁnity as z tends to inﬁnity. See (1b) of April ’95. If f is holomorphic in the unit disk. 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. See (1a) of April ’89. or if f is constant. 1 − r2 z 2 Solutions 1. 3. 4.
2. the function 1/g is also holomorphic in D.9 Some problems of a certain type 2 COMPLEX ANALYSIS 5. say. Of course. . By the maximum modulus principal. . so the sequence {f (zn )} is bounded. where zn  = 1 − 1/n. then there is a sequence {zn } ⊂ D with zn  → 1 such that the sequence {f (zn )} is bounded. Then f (z) = (z − α1 ) · · · (z − αN )g(z). where g is holomorphic and nonzero in D. That both of these statements are false is a corollary of the next two lemmas. it contains only ﬁnitely many zeros of f . & 6. The reciprocals of these maxima must satisfy g(x2 ) ≥ g(x3 ) ≥ · · · . then there is a sequence {zn } ⊂ D with zn  → 1 such that the sequence {u(zn )} is bounded. the function 1/g(z) attains its maximum in Dn on the boundary at. Then. Proof of Lemma 1: First suppose that f has inﬁnitely many zeros in D. . the product (z − α1 ) · · · (z − αN ) is bounded in D. in each compact disk Dn = {z ≤ 1 − 1/n} (n ≥ 2). Since such a disk is compact. Therefore. Now suppose f has ﬁnitely many zeros in D. Lemma 1: If f ∈ H(D). 70 . . Let {α1 . in any closed disk {z ≤ 1 − } ⊂ D. Lemma 2: If u is harmonic in D. the point zn . the zeros of f must be isolated (otherwise f ≡ 0). We conclude that there must be a sequence of zeros of f tending to the boundary of D. αN } be the set of all zeros of f (counting multiplicities).
then h−1 (V ) is open. . then h : X → Z is continuous. Theorem A. We state this as Theorem A. and if h = g ◦ f .2 Measurable Functions Continuous functions of continuous functions are continuous. if f : X → Y is measurable. proving (b). then g −1 (V ) is open in Y . . and h−1 (V ) = (g ◦ f )−1 (V ) = f −1 (g −1 (V )).1 Real Analysis Metric Spaces The following theorem is found in Conway [3].1. Proof: If V is open in Z.1 Let (X. and if h = g ◦ f . Theorem A. and continuous functions of measurable functions are measurable. proving (a).7 of Rudin [8]. 1. that measurable functions of continuous functions need not be measurable. xn } ⊂ X such that n X= k=1 B(xk . however. 61 Theorem 62 Theorem (x ∈ X).A MISCELLANEOUS THEOREMS A Miscellaneous Theorems A. . 1. if f : X → Y is continuous. (b) If X is a measurable space.8 of Rudin [8]. If f is measurable. . 71 . then h : X → Z is measurable. (c) X is sequentially compact (d) X is complete and for all > 0 there exist {x1 . and let g : Y → Z be continuous. Note. let Φ be a continuous mapping of the plane into a topological space Y . and deﬁne h(x) = Φ(u(x). then h−1 (V ) is measurable.1 A. v(x)) Then h : X → Y is measurable.261 Let Y and Z be topological spaces. then the following are equivalent statements: (a) X is compact. d) be a metric space.362 Let u and v be real measurable functions on a measurable space X.) A. ) (The last property is called total boundedness.1. (b) Every inﬁnite set in X has a limit point (in X). If f is continuous. (a) If X is a topological space.
M. (a) There is then a unique pair of complex measures λa and λs on M such that λ = λa + λs . then lim inf fn ≤ lim inf fn Theorem A. . µ) is a measure space. and fn − f 1 (iii) fn (x) ≤ gn (x) then f ∈ L1 (X.6 (Egoroff) If (X. then so are λa and λs . . (Recall that the range of a complex measure is a subset of C. then for all > 0 there is a measurable subset A ⊆ E such that fn → f uniformly on A and µ(E \ A) < .5 (Lebesgue’s dominated convergence theorem) Let {fn } be a sequence of measurable functions on (X. and (x ∈ X. and let λ be a complex measure on M. ∞]. λa µ. µ). (ii) gn → g < ∞. If there is another sequence of measurable functions {gn } satisfying (i) gn → g a. Theorem A.4 Absolute Continuity of Measures Two excellent sources for the material appearing in this section are Rudin [8] (§ 6.. 72 .10. and write λ1 ⊥ λ2 . 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. (b) There is a unique h ∈ L1 (µ) such that λa (E) = E 63 Rudin[8].1. that µ(E) = 0 ⇒ λ(E) = 0. A. . h dµ ∀E ∈ M.) Suppose. Theorem A.A. 2. If there is a set A ∈ M such that.7 (LebesgueRadonNikodym)63 Let µ be a positive σﬁnite measure on a σalgebra M in a set X. In this case. If λ is positive and ﬁnite. for all E ∈ M.10) and Folland [4] (§ 3. fn → f . 2. → 0. λ(E) = λ(A ∩ E).e. 6. Let µ be a positive measure on a σalgebra M. . while a positive measure takes values in [0. E ∈ M a set of ﬁnite measure.2). for any E ∈ M. . M. n = 1. .).7. Then we say that λ1 and λ2 are mutually singular. then we say that λ is concentrated on A. ∞] (n = 1.3 Integration Theorem A. λs ⊥ µ.e.1. and write λ µ. we say that λ is absolutely continuous with respect to µ.1 Real Analysis A MISCELLANEOUS THEOREMS A. ) is a sequence of positive measurable functions. and let λ be an arbitrary complex measure on M. 6.4 (Fatou’s lemma) If fn : X → [0. Thus the positive measures do not form a subclass of the complex measures. µ) such that fn → f a. M. and {fn } a sequence of measurable functions such that fn (x) → f (x) for almost every x ∈ E.
If f is differentiable on [a.1. Note. In the present case we need E f dm < to get the sum in (50) to come out right. the most useful version of the Fubini and Tonelli theorems is the one in Rudin [8]. λs ) is called the Lebesgue decomposition of λ relative to µ.6 Product Measures and the FubiniTonelli Theorem Let (X.9. “standard R theorem” cited here appears often on the comprehensive exams (cf. E x a f (t)dt = > 0 there is a δ > 0 (49) n i=1 (bi Let A = ∪n (ai . you get everything you need to answer any of the standard questions about integration with respect to product measure. and dν dν dµ = dλ dµ dλ A. 65 The 64 Folland 73 .1. an algebra of sets. Thus.e. while σ(S ⊗ T ) denotes what we have labelled S ⊗ T . In my opinion. combined FubiniTonelli theorem. 66 This notation is not completely standard. S. b]. that this collection is not. so n n bi n bi − ai ) < δ. if E ⊂ R is measurable mE < δ. then f ∈ AC[a. In Aliprantis and Burkinshaw [2] (p. Lemma 1. by a standard theorem. then. dµ Strictly speaking. f ∈ AC[a.1 Real Analysis A MISCELLANEOUS THEOREMS The pair (λa . dµ λa. I believe Rudin[8] simply takes S × T to be the σalgebra generated by the sets {A × B : A ∈ S. ν) be measure spaces. It begins by assuming only that the function f (x. λ are σﬁnite measures on (X. b]. Proof Assuming the stated hypotheses. Then dν (a) If g ∈ L1 (ν). deﬁne66 S ⊗ T = σ(S × T ). f ∈ L1 ([a. B ∈ T }. 154). it is natural to start by considering the collection of subsets S × T = {A × B ⊆ X × Y : A ∈ S. If we want to construct a measurable space out of X × Y . To get an adequate collection on which to deﬁne product measure. dλa /dµ should be viewed as the equivalence class of functions that are equal to h µa. b] such that i=1 n mA ≤ i=1 (bi − ai ) < δ. Here it is: [4]. µ) and (Y. At the opposite extreme. Then f (bi ) − f (ai ) = i=1 i=1 ai f dm ≤ i=1 ai f dm = A f dm < (50) by (49). b]. for example. y) is measurable with respect to the product σalgebra S ⊗ T . in a single. We call h the RadonNikodym derivative of λa with respect to µ. then g dµ ∈ L1 (µ) and g dν = (b) ν λ.65 f ∈ L1 implies that for all such that. S ⊗ T is the σalgebra generated by S × T . and write h = dλa /dµ and dλa = dλa dµ. 3. B ∈ T }. but in a slightly weaker form in which the R conclusion is that  E f dm < . Prop. however. bi ) be a ﬁnite union of disjoint open intervals in [a.164 Suppose ν is a σﬁnite complex measure and µ. in general. T .5 Absolute Continuity of Functions g dν dµ. M) such that ν µ λ. Nov. Then.2 Let f : R → R be a function.A.e. that is. and f (x) − f (a) for a ≤ x ≤ b. A. b]). then f dm < . ’91 #6). S ⊗ T denotes what we call S × T . Corollary A.
and f ∈ L1 (µ × ν). y) ∈ L1 (ν). (c) If f ∈ L1 (µ × ν). µ) and (Y. moreover ψ ∈ L1 (ν). then so does the other. y) dµ(x). and (v) equation (51) holds. 74 . moreover φ ∈ L1 (µ). and if φ(x) = T measurable. ψ is ψ dν. then. y) dµ(x) dν(y) < ∞ Y X or X Y f (x. S.A. ν) are σﬁnite measure spaces. y) dν(y) dµ(X) < ∞ holds. f (x. (ii) for almost every y ∈ Y. and f (x. (i) for almost every x ∈ X. T . (a) If f (x. y) dν(y) and ψ(y) = φ dµ = X f (x. then φ is Smeasurable. y) is a (S ⊗ T )measurable function on X × Y .1 Real Analysis A MISCELLANEOUS THEOREMS Theorem A. Y f (x. f dµ is deﬁned almost everywhere (by (ii)). y) ≥ 0. and Y f (x. y) ∈ L1 (µ). (iii) φ(x) = (iv) ψ(y) = Y X f dν is deﬁned almost everywhere (by (i)).8 (FubiniTonelli) Assume (X. y) d(µ × ν) = X×Y (51) X (b) If f : X × Y → C and if one of f (x. f (x.
2. b]. It is also sometimes called the winding number of γ around w.11 (Cauchy’s theorem. the number / n(γ. “holes” in G. b] ⊂ R. 2) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). either theorem A. Otherwise. Therefore. If γ1 . i. z) = 1 2πi f (ζ) dζ. z) = 1 2πi m γj j=1 f (ζ) dζ. for any partition a = t1 < t2 < · · · < tn = b of [a. or the following generalization. A curve is an equivalence class of paths that are equal modulo a change of parameter. then for all z ∈ G \ γ ∗ .1 Complex Analysis Cauchy’s Theorem67 A continuous function γ : [a.e.2 Complex Analysis A MISCELLANEOUS THEOREMS A.g. then the curve γ = γ1 + · · · + γm is homologous to zero in G provided n(γ1 . ver. denoted γ ≈ 0. f (z)n(γ. In particular.9 (Cauchy’s formula. then γ f (z)dz = 0. ζ −z The next theorem (or its generalization below) might be called “the homology version of Cauchy’s theorem:” Theorem A. or points exterior to G). if there is a constant M > 0 such that. If a path γ has some (nonparametric) property that interests us (e. γm are closed rectiﬁable curves in G. . γ does not wind around any points in the complement of G (e. might be called “the homology version of Cauchy’s formula:” Theorem A. 1) Let G ⊆ C be an open subset of the plane and suppose f ∈ H(G). b] → C. If γ : [a. . the set of points {γ(t) : a ≤ t ≤ b} is called the trace of γ. it is rectiﬁable. we often speak of the “curve” γ. If γ is a closed rectiﬁable curve in G such that n(γ. γm are closed rectiﬁable curves in G with γ = γ1 + · · · + γm ≈ 0. w) = 0 for all w ∈ C \ G (where G is some open subset of the plane). Finally.. 75 . . is called a path in C. i γ(ti ) − γ(ti−1 ) ≤ M . ζ −z γ A number of important theorems include a hypothesis like the one above concerning γ – i. 67 Most of the material in this section can be found in Conway [3].. . We will write γ ∗ if clarity demands it. when parametrization has no relevance to the discussion. More generally.g. Deﬁnition A. .A. it should be obvious that we mean γ(t) = z for some a ≤ t ≤ b. w) = 0 for all w ∈ C \ G. ver.9. Such a curve γ is called homologous to zero in G. then invariably that property is shared by every path in the equivalence class of reparameterizations of γ. 1) Let G ⊆ C be an open set and suppose f ∈ H(G). a closed rectiﬁable curve with n(γ. where [a. If γ is a closed rectiﬁable curve that is homologous to zero in G. Some authors denote this set by γ ∗ .2 A.. w) = 0 for all w ∈ C \ G. for w ∈ γ ∗ . b] → C is a path in C. w) = 1 2πi dz z−w γ is called the index of γ with respect to the point w. then for all z ∈ G \ γ ∗ . by which we mean any one of the paths that represent the curve. if γ is a piecewise smooth path. w) + · · · + n(γm .. m f (z) j=1 n(γj . Thus. we call the region which has γ as its boundary the interior of γ. . ver. In other words.10 (Cauchy’s formula. if G ⊆ C is open and γ1 . and others by {γ}. . if we simply write z ∈ γ. This simply means that γ is contained with its interior in G. and such a path is called rectiﬁable if it is of bounded variation. Theorem A. and a version of a theorem with this as one of its hypotheses may be called the “homology version” of the theorem. it is closed or smooth or rectiﬁable). . if γ is a closed rectiﬁable path in C.e.1 If γ is a closed rectiﬁable curve in C then.
” This stronger version is sometimes called Morera’s theorem. and corrections to williamdemeo@gmail. which in turn can be proved using Rouch´ ’s theorem.com. and suppose there is an M > 0 such that lim f (z) ≤ M. 1) Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus at some point a ∈ G. .2 Complex Analysis A MISCELLANEOUS THEOREMS Theorem A.14 (max mod principle. Please email comments. you might as well know the proofs too! Two excellent references giving clear and concise proofs are Conway [3] and Sarason [10]. ˆ Theorem A. you should know the statements of all of these theorems and. if a holomorphic function is continuous on the boundary. 2) Let G ⊆ C be an open set and suppose f ∈ H(G). then it attains its maximum modulus there. and f (0) = 0. That is. which itself can be proved via the local mapping theorem. 2) If G ∈ C is open and bounded. γm are closed rectiﬁable curves in G such that γ = γ1 + · · · + γm ≈ 0. Suppose. Of course.2. suggestions. for any triangular contour T ⊂ G with T ≈ 0 in G. Then f is constant. . Theorem A. e since proving them in this sequence is not hard. . then m f (z) dz = 0.2 Maximum Modulus Theorems Theorem A. and if f ∈ C(G) ∩ H(G). 76 .15 (max mod principle. max{f (z) : z ∈ G} That is. j=1 γj A partial converse of Cauchy’s theorem is the following: Theorem A.A.12 (Cauchy’s theorem. z→a Then f (z) ≤ M for all z ∈ G. C). 68 This version of the maximum modulus principle is an easy consequence of the open mapping theorem.68 ¯ Theorem A. then f is constant. If γ1 . Then (a) f (z) ≤ z. f (z) ≤ 1 for all z ∈ D. ver. and the exercise on page 81 of Sarason [10] asks you to prove it using theorem A. that T f (z)dz = 0. ver. 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. with equality in (a) for some z ∈ D \ {0} or equality in (b) iff f (z) = eiθ z for some constant θ ∈ R. in an open and bounded region.13 Let G be an open set in the plane and f ∈ C(G. let f ∈ H(G). if there is a point a ∈ G with f (z) ≤ f (a) for all z ∈ G. (b) f (0) ≤ 1. ver. A. then ¯ = max{f (z) : z ∈ ∂G}. . for all z ∈ D. ver.17 (Schwarz’s lemma) Let f ∈ H(D). Then f ∈ H(G).13. 3) Let G ⊂ C = C ∪ {∞} be open. for every a ∈ ∂∞ G.16 (max mod principle.
1991.k. the product σalgebra generated by S and T . . {z ∈ C : Rez < 0} ˆ the extended boundary of a set G ⊂ C the space of continuous real valued functions on [0. 77 .. [10] Donald J. 1999.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. 1]. 1998. 3rd edition.a. Notes on Complex Function Theory. 3rd edition. References [1] Lars Ahlfors. McGrawHill. [3] John B. Principles of Real Analysis. NJ. McGrawHill. Real and Complex Analysis. the real line) the unit circle. 3rd edition. the space of measurable functions f such that f p < ∞. i. 1968. the space of essentially bounded measurable functions. Royden. New York. Aliprantis and Owen Burkinshaw. Henry Helson. 1] L1 Lp L∞ S ⊗T an arbitrary ﬁeld the rational numbers the integers the natural numbers.e. New York. New York. 2. 3rd edition. {z ∈ C : z = 1} the extended real line. McGrawHill. [8] Walter Rudin. [2] Charalambos D. for 0 < p < ∞. 1975. New York. John Wiley & Sons Ltd.k. SpringerVerlag. 2nd edition.} the complex numbers (a.e. Sarason. second edition. McGrawHill. Prentice Hall International. [6] H. ∞] the real part of a complex number z ∈ C the imaginary part of a complex number z ∈ C the open unit disk. [11] Elias Stein and Rami Shakarchi. Topology: A First Course. Complex Analysis.. measurable f such that f  < ∞. Princeton University Press. 1994. . Functions of One Complex Variable I. [9] Walter Rudin. {1. Functional Analysis. [5] James R. Real Analysis. C ∪ {∞} the real numbers (a. 1978. {z ∈ C : Imz < 0} the right halfplane. measurable f such that {x : f (x) > M } has measure zero for some M < ∞. i. 1988. New York. New York. Academic Press. [−∞. the space of integrable functions. New York. L. Principles of Mathematical Analysis. {z ∈ C : Rez > 0} the left halfplane. Munkres. Folland. 1987. 2003.a. New York. Complex Analysis. . {z ∈ C : Imz > 0} the lower halfplane. Real Analysis: Modern Techniques and Their Applications. Conway. 3rd edition. the complex plane) the extended complex plane. [7] Walter Rudin. 1976. [4] Gerald B. {z ∈ C : z < 1} the holomorphic functions on an open set G ⊂ C the upper halfplane. Macmillan. Englewood Cliffs.
38. 72–73 removable singularity theorem. 39. 58 HahnBanach theorem. 11. 5. 28. 8. 76 problems. 35 Borel σalgebra. uniform. 58 Cauchy’s formula. 75 implicit function theorem. 38 product measures. 66. 72 problems. 45. 13 fundamental theorem of algebra. 72 standard version. 53 maximum modulus theorem. 26 BanachSteinhauss theorem. 15–16. 4. 12 Montel’s theorem. 56 Cauchy’s theorem. 72 FubiniTonelli theorem. 75 disconnected. 57. 57. 55. 40. 22. 51 closed graph theorem. 16 Fatou’s lemma. 51–52 CauchyRiemann equations. see Morera’s theorem problems. 73–74 applied. 8. 18 index. 51 H¨ lder’s inequality. 73 of measures. 65. 76 applied. 62 even functions. 44.Index absolute continuity of functions. 67 criterion for a pole. 14. 28–29. 48. 7–8. 68 applied. 47. 45 Morera’s theorem. 34 theorem. 67 dominated convergence theorem applied. 61 mutually singular. 75–76 converse of. 44. 21 Egoroff’s theorem. 45. 62–63 odd functions. 73 Liouville’s theorem applied. 66 monotone convergence theorem applied. 48. 61 proof by Green’s theorem. 48 ArzelaAscoli theorem. 59 curve. 16 path. 39. 7 area theorem. 19. 22 o Hadamard factorization theorem applied. 68 78 . 18 Laurent expansion. 57 equicontinuous. 48. 50. 75 inverse function theorem of calculus. 32–33 equicontinuity pointwise vs. 14. 75 Picard’s theorem. 75 applied. 33 general version. 35 of bounded linear operators. 55. 14. 59 residue theorem. 52. 30. 64 Lebesgue decomposition. 62 applied. 42. 16 Green’s theorem. 62 Baire category theorem. 72 approximating integrable functions. 22 homologous to zero. 47. 68 connected. 60. 22 Banach space p . 57. 54 applied. 40. 34 Borel set. 43. 20. 23. 73 RadonNikodym derivative. 34 CasoratiWeierstrass theorem. 59. 52 fundamental theorem of calculus. 6. 73 problems. 30 conformal mapping problems. 72 normal family.
68 StoneWeierstrass theorem. 60 Riesz representation theorem. 76 applied. 21 applied. 16–17 for Lp . 22 Rouch´ ’s theorem.INDEX INDEX Riemann mapping theorem. 66. see FubiniTonelli theorem uniform boundedness principle. 53 e Schwarz’s lemma. 7 Tonelli’s theorem. 35–36 applied. 35 winding number. 61. 75 79 . 50. 22.
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