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Problems and Solutions in Real and Complex Analysis (DeMeo)

Problems and Solutions in Real and Complex Analysis (DeMeo)

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Sections

  • 1 Real Analysis
  • 1.1 1991 November 21
  • 1.2 1994 November 16
  • 1.3 1998 April 3
  • 1.4 2000 November 17
  • 1.5 2001 November 26
  • 1.6 2004 April 19
  • 1.7 2007 November 16
  • 2 Complex Analysis
  • 2.1 1989 April
  • 2.2 1991 November 21
  • 2.3 1995 April 10
  • 2.4 2001 November 26
  • 2.5 2004 April 19
  • 2.6 2006 November 13
  • 2.7 2007 April 16
  • 2.8 2007 November 16
  • 2.9 Some problems of a certain type
  • A MISCELLANEOUS THEOREMS
  • A Miscellaneous Theorems
  • A.1 Real Analysis
  • A.1.1 Metric Spaces
  • A.1.2 Measurable Functions
  • A.2 Complex Analysis

Problems and Solutions in

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

0, if 0 ≤ x <
1
2

1
2n
,
2nx −(n −1), if
1
2

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

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

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

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

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

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

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

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

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

is a disjoint union, and

X
[f[ =

A0
[f[ +

A
[f[ +

A∞
[f[ =

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

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

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

X
f
n

A
[f[, and, by (2),
lim
n→∞

An
[f[ dµ =

A
[f[ dµ =

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

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

A
N
[f[ dµ ≤ N

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

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

S
n
En
f dµ =


S
n
En

=


¸
n=1

En
dµ (∵ the E
n
are disjoint)
=

¸
n=1


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

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

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

ψ dm = inf

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

E
f dm

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

An
[f[ dm =

A
[f[ dm =

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

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

E
f dm[ < .

E
f dm

E
[f[ dm
=

(X\An)∩E
[f[ dm+

An∩E
[f[ dm

X\An
[f[ dm+

An∩E
[f[ dm
< /2 +nm(A
n
∩ E)
< /2 +n

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

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

E
f dµ

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

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

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

=

f(φ −p
n
+p
n
)

[f[[φ −p
n
[ +

fp
n

≤ |f|
1
|φ −p
n
|

+

fp
n

= |f|
1
|φ −p
n
|

. (3)
The last equality holds since

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

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

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

f
2
=

f(f −φ
n

n
)

[f[[f −φ
n
[ +


n

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

f
2
≤ M|f − φ
n
|
1
→ 0. As

f
2
is independent of n, we have

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

E
(1 −f) dµ =

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

E
dµ, we have

E
(1 −f) dµ =

E
dµ −

E
f dµ = µ(E) −

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

E
f dµ +

E
f dν =

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

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

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

F d(µ ν) =

f dµ

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

X

Y
[f(x)g(y)[ dν(y) dµ(x) =

X

Y
[f(x)[[g(y)[ dν(y) dµ(x)
=

X
[f(x)[

Y
[g(y)[ dν(y)

dµ(x)
=

X
[f(x)[ dµ(x)

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

F d(µν) =

f dµ

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

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

X×Y
F d(µ ν) =

X

Y
F(x, y) dν(y) dµ(x).
Therefore,

X×Y
F d(µ ν) =

X

Y
f(x)g(y) dν(y) dµ(x)
=

X
f(x)

Y
g(y) dν(y) dµ(x)
=

X
f(x) dµ(x)

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

1
|x
n
| < ∞, then
¸

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

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

N+j
¸
n=N+1
x
n


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

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

1
|x
n
| < ∞, then
¸

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

¸
j=1
|y
nj+1
−y
nj
| <

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

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


−∞
f(x − n)

x
1+|x|

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


−∞
f(x −n)
x
1 +[x[
dx =


−∞
f(y)
y +n
1 +[y +n[
dy
=


−n
f(y)
y +n
1 +y +n
dy +

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


−n
f(y)
y +n
1 +y +n
dy = lim
n→∞


−∞
g
n
(y) dy =


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

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


−∞
f(x −n)

x
1+|x|

dx =


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

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

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

X
f dµ =
¸
n

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

X
k
= fχ

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

¸
k=1

X
k
f dµ = lim
n→∞
n
¸
k=1

X

X
k

= lim
n→∞

X
n
¸
k=1

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

X
f
n
dµ (by definition of f
n
)
=

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

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

1
0

1
y
x
−3/2
cos

πy
2x

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

f(x, y) dxdy or

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

1
0

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

1
0

x
0
[x[
−3/2

cos

πy
2x

dy dx ≤

1
0

x
0
x
−3/2
1 dy dx =

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

1
0

1
y
x
−3/2
cos

πy
2x

dxdy =

1
0

x
0
x
−3/2
cos

πy
2x

dy dx
=

1
0
x
−3/2

2x
π

sin

πy
2x

y=x
y=0
dx
=

1
0
2
π
x
−1/2
dx
=
2
π

2x
1/2

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

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

x ∈ R :
1
n + 1
<
1
1 +x
2

1
n

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

hdµ, and

f dm =

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

E
1
1 +x
2
dm(x) =

E
h(x)
1 +x
2
dµ(x).
That is,

E
dµ =

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

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

R
χ
E
dµ =

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


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

R
f

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

exists for a.e. x ∈ R, and f

(x) ≥ 0 wherever f

exists. Also, f

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

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

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

is measurable.
(⇐) Suppose

R
f

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

∈ L
1
(R), since
1 =

R
f

dm =

R\E
f

dm+

E
f

dm =

E
f

dm,
and, since f is increasing, f

≥ 0 on E, so

R
[f

[dm =

R\E
[f

[dm+

E
[f

[dm =

E
[f

[dm =

E
f

dm = 1.
Thus, f

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

∈ L
1
([a, b]), and

x
a
f

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

∈ L
1
([a, b]), then

x
a
f

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

R
f

dm = 1 implies

b
a
f

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

b
a
f

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

b
a
f

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

R
f

dm =

a
−∞
f

dm+

b
a
f

dm+


b
f

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

R
f

dm = 1 implies

b
a
f

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

R
f

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

x
−x
f

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

x
−x
f

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

x
−x
f

(t)dm(t) =

R
f

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

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

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

[−1, 1]
such that
F(f) =

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

1
−1
f
e
h =

1
−1
f
e
φ +

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

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

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

1
−1
f
e
φ =

1
−1
f
e
φ +

1
−1
f
o
φ =

1
−1
(f
e
+f
o
)φ =

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

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

(x) J
f
(x)

∂f
i
∂x
j

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

(0) is invertible. Since f

(x) = L + g

(x), we must show f

(0) = L + g

(0) is invertible. Consider
the matrix g

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

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

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

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

1
0
F(x)g(x) dx = F(1)G(1) −

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


is the same in L

(µ) as it is in
L

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

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

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

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

E
f(x) dx = lim
n→∞

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

E
f dµ −

E
f
n

E
[f −f
n
[ dµ =

E\G
[f −f
n
[ dµ +

G
[f −f
n
[ dµ

E\G
[f[ dµ +

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

E
f
n
dµ →

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

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

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

F
k
f dm ≤

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

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

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

[0,1]
f dm =
¸
n

(an,bn)
f dm+

F
f dm,
so

F
f dm > 0 implies
¸
n

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

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

(a
k
,b
k
)
f dm =

b
k
0
f(x) dm(x) −

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

X
f
n
dµ =

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

and g ∈ L
1
, then [fg[ ≤ |f|

[g[, so |fg|
1
≤ |f|

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

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

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

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

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

m
= ∅, so the set G = A

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


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

[0,∞)
f
n
(x) dx =

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

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

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

∈ N
and j

∈ ¦1, . . . , k

¦ such that g
n
(x) = f
k

,j
(x) = 0 with n

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

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

θ
0
[ cos x[ dx ≤

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

1
0
sin x
n
x
n
dx =

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

N
1
sin x
n
x
n
dx =

N
n
1
sin u
u
du
nu
1−
1
n
=
1
n

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

N
n
1
sin u
u
2−
1
n
du

≤ lim
N→∞
1
n

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

N
n
1
=
1
n −1
.
Therefore,


1
sin x
n
x
n
dx


1
n −1
,
and so,
lim
n→∞


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


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

limf
n
= 0. On the other hand,

f
n
= 1 for all n ∈ N. Therefore, lim

f
n
= 1 = 0 =

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

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

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

k=1
f(φ
k

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

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

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

k
, y` = 'φ
k
,
¸
j
f(φ
j

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

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

∈ H such that f(x) = 'x, y

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

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

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

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

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

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

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

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

¸
n=1
A
n
∪ A

, (18)
where
27
A

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

` A
M
)
≤ µ(∪
n
A
n
` A
M
) +µ(A

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

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

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

p

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

α +β
2
«
p
= φ

α +β
2
«

1
2
[φ(α) +φ(β)] =
1
2

p

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

2
p
[f[
p
=

limg
n
≤ lim

g
n
= lim

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

[f[
p
≤ 2
p

[f[
p
−lim

[f
n
−f[
p
.
Equivalently 0 ≤ −lim

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

g
n

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

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

X\B
[f[
p
dµ < /2, and

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

X
[f[
p
=

X\B
[f[
p
+

B\A
[f[
p
+

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

A
[f[
p
≤ + lim

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

A
[f[
p
=

A
lim[f
n
[
p
≤ lim

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

A
[f
n
[
p
= lim

X
[f
n
[
p

X\A
[f
n
[
p
¸
=

X
[f[
p
−lim

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

X
[f[
p
< +

X
[f[
p
−lim

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

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

X\A
[f
n
[
p

1/p
+

X\A
[f[
p

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

S
f
n
g =

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

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

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

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

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

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

¸
n=1
F
n
=

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

¸
n=1
F
n
) =

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

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

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

n
−n
[f −g[ dm =

[−n,n]\A
[f −g[ dm+

A
[f −g[ dm
≤ +

A
[f −f
n
[ dm+

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

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

[g[ dm =

lim[f
n
[ dm ≤ lim

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

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

g
n
=

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

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

Y

X
χ
E
(x, y) dµ(x) dν(y) =

X

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

X

Y
χ
Gt
(y) dν(y) dµ(t) =

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

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

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

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

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

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

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

k
¸
n=1
a
n
b
n


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

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

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

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

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

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

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

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

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

is not. For
the collection of a ∈

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

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

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

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

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

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

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

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

) =

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

) =

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

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

|ζ|=R
f(ζ)
ζ −z
dζ −
1
2πi

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

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

and
R

> 2[z[. Then [ζ −z[ > R

/2 for all [ζ[ = R

, so
1

|ζ|=R
[f(ζ)[
[ζ −z[
[dζ[ <
/2

2πR

R

/2
= .
Therefore, by (31),

1
2πi

|ζ|=2
f(ζ)
ζ −z
dζ +f(z)

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

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

1 −i/2
1 +i/2

1 −i/2
1 −i/2

=
3 −4i
5
∈ Ω

.
Thus, ϕ
0
: U
+
→ Ω

.
Let ϕ
1
(z) = iz, so that ϕ
1
: Ω

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

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

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


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


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

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

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

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


−∞
f(x) dx = lim
R→∞
¸
Γ
R
f(z) dz −

γ
R
f(z) dz

= lim
R→∞

Γ
R
f(z) dz =
π
2e
. (32)
Indeed,

γ
R
f(z) dz

=

γ
R
cos z
(1 +z
2
)
2
dz


1
(R
2
−1)
2

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

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


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


∂x
−i

∂y

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

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

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

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

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

π
−π
1
5 + 3 cos θ
dθ.
For z = e

,
cos θ =
e

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

dθ, from which it follows that
2I =

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

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

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

1
p(z)
, z
1

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

1
p(z)
, z
1

= lim
z→z1
1
z −z
2
=
1

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

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

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

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

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

|z|=R
f(z)
(z −z
0
)
n+1
dz −

|z|=R
p
m
(z)
(z −z
0
)
n+1
dz


1

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

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

|z|=1
f

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

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

|ζ−zα|=Rα
[f
n
(ζ)[
[ζ −z[
[dζ[

1

1
R
α
/2

|ζ−zα|=Rα
[f
n
(ζ)[ [dζ[

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

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

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

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

|ζ|=R
[f(ζ)[
[ζ[
n+1
[dζ[ ≤
1

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

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

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

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

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

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

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

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

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

(z)|
2
dxdy.
Compute |f

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

(z) =

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

(z)|
2
=

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

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

,
A =

X
m,n=1
mnaman
Z
1
0
Z

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

X
n=1
n
2
|an|
2
Z
1
0
r
2n−1
dr = π

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

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

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

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

(0)[ ≤ 1. Since g

(z) = ϕ

(f(z))f

(z), we have
1 ≥ [g

(0)[ = [ϕ

(1/2)[[f

(0)[. (39)
Now,
ϕ

(z) =

1 −
z
2

+

1
2

1
2
−z

1 −
z
2

2
.
Therefore, ϕ

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

(0)[ ≤
1

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

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

γ
P dx +Qdy =

G

∂Q
∂x

∂P
∂y

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

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

T
f(z) dz

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

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

T
g(z) dz

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

γ
u(x, y) dx −v(x, y) dy =

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

γ
v(x, y) dx +u(x, y) dy =

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

γ
f(z) dz =

γ
u(x, y) dx −v(x, y) dy +i

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

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

f

(z
0
) −
f(z) −f(z
0
)
z −z
0

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

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

T
[f(z
0
) + f

(z
0
)(z − z
0
)] dz = 0, whence

T
R(z) dz =

T
f(z) dz.
Finally, note that

R(z)
z −z
0

=

f

(z
0
) −
f(z) −f(z
0
)
z −z
0

< , for all [z −z
0
[ < δ.
Therefore,

T
f(z) dz

=

T
R(z) dz

T
[R(z)[ [dz[
=

T

R(z)
z −z
0

[z −z
0
[ [dz[

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

T
f(z) dz


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

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1


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

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

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

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

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

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1
+ 1

≥ [a
n
[[z[
n

1 −[
n−1
¸
j=0
a
j
a
n
z
−n+j
[

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

n−1
¸
j=0
a
j
a
n
z
−n+j

=

a
0
a
n
z
−n
+ +
a
n−1
a
n
z
−1

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

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

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

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

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

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

, then

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

−i

+
−i

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

1
z −i

1
z +i

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

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

¸
n=0

z
4

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

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

1
12

¸
n=0

1
4

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

1
4

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

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

|ζ−a|=R
¸
f(ζ)
ζ −w
1

f(ζ)
ζ −w
2


=
w
1
−w
2
2πi

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

|ζ−a|=R
[f(ζ)[
(R/2)
2
[dζ[

[w
1
−w
2
[

sup
γ
[f(ζ)[
R
2
/4
(γ)

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

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

, of γ.)
Let F(z) =

γ
ϕ(w)
(w−z)
dw, z ∈ C ` γ

.
Prove that F

(z) =

γ
ϕ(w)
(w−z)
2
dw, z ∈ C ` γ

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

|z|=R
(z −3) sin

1
z + 2

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

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

¸
n=0

1 −
z
a
n

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

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

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

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

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

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

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

⇒ dζ = i e


the coefficients are
a
n
=
1
2π i


0
f(z
0
+e

)
(z
0
+e

−z
0
)
n+1
ie

dθ.
Therefore,
[a
n
[ ≤
1


0
M

n+1
d[θ[ =
M

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

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

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

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

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

(0)[ ≤ 1. Finally, observe that g

(z) = f

(φ(z))φ

(z), and then check
that φ

(0) = −2i. Whence, g

(0) = f

(φ(0))φ

(0) = f

(i)(−2i), which implies 1 ≥ [g

(0)[ = 2[f

(i)[. Therefore
[f

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

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

z
n
[z
n
[

= f

[z
n
[
z
n
[z
n
[

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

f
n
k

z
n
k
[z
n
k
[

≤ |f
n
k
|
γ
.
∴ lim
k→∞
f
n
k

z
n
k
[z
n
k
[

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

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

¸
n=0

2
u

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

¸
n=0

2
z + 2

n
=

¸
n=0
2
n
(z + 2)
−n−1
=
−1
¸
n=−∞

1
2

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

¸
n=0

u
3

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

¸
n=0

1
3

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

1
z
= −

¸
n=0

1
3

n+1
(z + 2)
n

−1
¸
n=−∞

1
2

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


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

Γ
R
f(z)dz = 2πi

Res(f, e
iπ/4
) + Res(f, e
i3π/4
)

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

Γ
R
f(z)dz = 2πi

1
4
ie
−i3π/4

1
4
ie
−iπ/4

=
π
2
(e
−iπ/4
−e
−i3π/4
) =
π

2
.
It remains to show
lim
R→∞

g(R)
f(z)dz

= 0.
Changing variables via z = Re

(0 ≤ θ ≤ π),

g(R)
f(z)dz

=

π
0
iRe

1 + (Re

)
4


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

2
so apparently we’re off by a factor of

2. This is easy to fix: let φ
4
(z) =

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

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

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


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

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

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

z
2
−r
2
1 −r
2
z
2

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

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

liminf f
n
≤ liminf

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

g
n

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

f
n

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

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

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

a
=

a

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


∈ L
1
(µ) and

g dν =

g


dµ.
(b) ν < λ, and


=




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

∈ L
1
([a, b]), and

x
a
f

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

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

E
[f

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

bi
ai
f

dm


n
¸
i=1

bi
ai
[f

[dm =

A
[f

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

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

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

Y
f(x, y) dν(y) and ψ(y) =

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

X
φdµ =

X×Y
f(x, y) d(µ ν) =

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

Y

X
[f(x, y)[ dµ(x) dν(y) < ∞ or

X

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

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

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

, and others by ¦γ¦. We will write γ

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

, the number
n(γ; w) =
1
2πi

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

,
f(z)n(γ; z) =
1
2πi

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

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

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

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

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

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

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

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

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

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

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


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

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

[f[
p
< ∞.
L

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

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

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

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

72 72 73 73 75 75 76 77

2

1

REAL ANALYSIS

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

(1)

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

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

n→∞

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

3

2 Next. If (X. note that 1/N ≤ |f | < N on AN . Therefore. . 2. n)) is measurable (theorem A. n = 1. Σ. Clearly. A1 ⊆ A2 ⊆ · · · ↑ A n=1 ∞ An and each An is measurable (why?). 4 . define A0 = {x ∈ X : f (x) = 0} Then X = A0 ∪ A ∪ A∞ is a disjoint union. X\E > 0 there is E ∈ Σ such that Solution: For n = 1. n→∞ lim |f | dµ = An A |f | dµ = X |f | dµ.). and |f | = X A0 and A∞ = {x ∈ X : |f (x)| = ∞}. (2) The first term in the middle expression is zero since f is zero on A0 . and µ(E) < ∞. f is measurable and x → |x| is continuous. An = g −1 ([1/n. for each x ∈ X.1.2). Since An ⊆ An+1 .1 1991 November 21 1 REAL ANALYSIS 3. . . 2.. we must find a measurable set E such that A\E |f | < . there is some N > 0 for which |f | dµ < . so µ(AN ) ≤ N AN |f | dµ ≤ N X |f | dµ < ∞. Therefore. To prove the result. so the monotone convergence theorem3 implies X fn → A |f |. then. Then {fn } is a sequence of non-negative measurable functions and. . the set E = AN meets the given criteria. X\AN Finally. by (2). Define fn = |f |χAn . we could have cited the dominated convergence theorem here since fn (x) ≤ |f (x)| (x ∈ X. show that for every µ(E) < ∞ and |f | dµ < . we have 0 ≤ f1 (x) ≤ f2 (x) ≤ · · · . limn→∞ fn (x) = |f (x)|χA (x). . and. 2 Answer: 3 Alternatively. µ) is a measure space and if f is µ integrable. |f | + A |f | + A∞ |f | = A |f |. Therefore. and the third term is zero since f ∈ L1 (µ) implies µ(A∞ ) = 0. . so g = |f | is measurable. define An = {x ∈ X : 1/n ≤ |f (x)| < n}.

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

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

8. Then f φn . “Now. very easy version).” This is a nice observation and disposes of the problem quickly and efficiently. 7 . one can prove the result is false without this assumption. (1 − f ) dµ = E E f dν. 1]. Σ). let {φn } ⊂ Pol[0. we have f 2 = 0.e. |f ||f − φn | + The second term on the right is zero by what we proved above.. we have 0 ≤ f 2 ≤ M f − φn 1 → 0. 10 Note that a measure µ is called “positive” when it is. April ’92 (6. 1]. which implies that f pn = 0 for all polynomials pn . real valued. there is a sequence {pn } of polynomials such that φ − pn ∞ → 0 as n → ∞. 1] such that with m Lebesgue measure. . xn f dm = 0 for n = 0.e. 1. November ’95 (6. As f 2 is independent of n.. and because everyone should know how to apply this fundamental theorem to problems of this sort. say. since f is bounded and Lebesgue measurable on the bounded interval [0. However. . 1].. nonnegative.1 1991 November 21 1 REAL ANALYSIS 7. measurable function on [0. Therefore. One attempted solution (which I think is the one given in the black notebook). this implies f 2 = 0 a.10 In fact. but that assumption makes the problem even easier than the others. Therefore. Alternative Solution: Quinn Culver suggests shortening the proof by using the fact that polynomials are dense in L1 [0. 1] is dense in L1 [0. 1] is dense in L1 [0. Finally. November ’92 (7b. the right-hand side of (3) tends to zero as n tends to infinity. fφ = ≤ ≤ f = f f (φ − pn + pn ) |f ||φ − pn | + 1 1 f pn + f pn (3) φ − pn φ − pn ∞ ∞. easy). By the Stone-Weierstrass theorem. So assume µ and ν are finite positive measures on the measurable space 8 This question appears very often in varying forms of difficulty.8 Suppose f is a bounded. φ ∈ C[0. show that there is a nonnegative measurable function f on X such that for all E in Σ. 1]. Since f 2 ≥ 0. 1]. since C[0. . let {φn } ⊂ C[0. 1] satisfy. Solution: Fix an arbitrary continuous function on [0. 1] satisfy φn − f 0≤ f2 = f (f − φn + φn ) ≤ 1 → 0 as n → ∞. in fact. since all functions involved are integrable. The last equality holds since xn f = 0 for all n = 0. 1] satisfy. since C[0.9 If µ and ν are finite measures on the measurable space (X. if M is the bound on |f |. hence f = 0 a. Since the left-hand side of (3) is independent of n.” but instead write. 2. 1]. we have thus shown that f φ = 0 for any φ ∈ C[0. 1. “Since Pol[0. Now.1. . seems to assume f ∈ L1 . that is. November ’91 (this question. let {φn } ⊂ C[0. November ’96 (B2. I have left the original.. 1]. 9 See also: November ’97 (7).. I have yet to solve the November ’95 version. moderate). Simply start from the line. 1]. hard–impossible?). . Show that f (x) = 0 a. Then. . cf.e. note that f 1 < ∞. µE ≥ 0 for all E ∈ Σ. (4) Solution: There’s an assumption missing here: µ and ν must be positive measures. 1] is dense in L1 [0.. very easy).. 2. somewhat clumsy proof intact because it provides a nice demonstration of the Stone-Weierstrass theorem (which appears on the exam syllabus).

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

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

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

it is clear that. 13 Here 1A (x) denotes the indicator function of the set A.−n] (y) = 0. 1). 1). Let f be integrable on the real line with respect to Lebesgue measure. n→∞ ∞ n→∞ lim f (y) −n y+n dy = lim n→∞ 1+y+n ∞ ∞ gn (y) dy = −∞ −∞ f (y) dy. Consider the change of variables. n→∞ lim hn (y) = f (y) lim n→∞ y+n 1(−∞. and in the tail this measure looks like dx.−n] (y) ∈ [0. and increases to 1 as n tends to infinity.∞) (y).−n] (y). consider the second term in (7). which is 1 if x ∈ A and 0 if x ∈ 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. Then dy = dx and x = y + n. ∞ −∞ f (x − n) x 1+|x| dx. y+n 1+y+n ∈ [0. for all y. |1 − (y + n)| from which it follows that |hn | ≤ |f |. Next. 1+y+n for all y ≥ −n. Define the function hn (y) = f (y) It is not hard to check that y+n 1(−∞. Therefore. 1 − (y + n) (7) Note that. this is the result we expect because the translation f (x − n) = Tn f (x) is merely shifting the x support of f to the right tail of the measure dµ := 1+|x| dx. Thus. Also. Define the function13 gn (y) = f (y) y+n 1[−n. Intuitively. y = x − n. Evaluate lim n→∞ Justify all steps. we see that lim ∞ n→∞ −∞ dx = ∞ −∞ f (x) dx. 1 − (y + n) f (x − n) x 1+|x| Combining the two results above. when y ≥ −n. 1+y+n Then |gn | ≤ |f | and lim gn = f .2 1994 November 16 1 REAL ANALYSIS 3. the dominated convergence theorem implies that −n n→∞ lim f (y) −∞ y+n dy = 0. Solution: Fix n > 0. Remark. by the dominated convergence theorem. 1 − (y + n) Therefore. 0 ≤ |f (y)| y+n ≤ |f (y)|. 1 − (y + n) |y + n| 1(−∞. / 11 .1.

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

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

respectively. . if E ∈ M and f (x) = µ(E) = E h(x) E 1+x2 1 dm(x) = 1 + x2 E h(x) dµ(x). This is an exam problem. 1+x2 = 1 holds for µ-almost every x ∈ R. Solution: Obviously both measures are non-negative. ψi ∈ C(I) for each i. 1 m(An ). dm (x) = h(x) = 1 + x2 . .1). y) = φi (x)ψi (y). E dµ = dµ(x) holds for all measurable sets E.e.. . 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. 2.3 1998 April 3 1 REAL ANALYSIS 5. Therefore. Let m be Lebesgue measure on the real line R. . the σ-algebra of Lebesgue measurable sets. 1]. where E ∈ M. Therefore. and compute the Radon-Nikodym derivative dm/dµ. 1 1+x2 χE . n+1 ≤ 1 holds for all x ∈ R. n+1 which proves that m µ. 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). µ(E) ≥ µ(An ∩ E) ≥ 1 m(An ∩ E) > 0. Therefore. the sets {An } are measurable. 6. When I come across it again I’ll put a cross reference here. and then f dm = f h dµ ∀ f ∈ L1 (m). Now note that m(E) = m(An ∩E) > 0 implies the existence of an n ∈ N such that m(An ∩E) > 0. We must first prove m µ. define 1 1 1 < ≤ 2 n+1 1+x n Then Ai ∩ Aj = ∅ for all i = j in N. there is a unique h ∈ L1 (µ) such that m(E) = h dµ. then f = g. Therefore. 2. with the usual supremum norm on these spaces. for all n = 1. . this will establish that the implication µ(E) = 0 ⇒ m(E) = 0 holds for all E ∈ M.. since 0 < 1 1+x2 . if we can show µ(E) > 0.e. hence measurable. By the Radon-Nikodym theorem (A. which implies15 that. and for each Lebesgue measurable subset E of R define µ(E) = E 1 dm(x). Show that the collection of finite sums of the form f (x. is dense in C(I × I). In particular. To this end. For n = 1. i. R R the standard result: if f and g are integrable functions such that E f = E g holds for all measurable sets E. R = ∪An . .e. Then.. µ-a. µ(An ∩ E). Let I be the interval [0. m µ. An = x∈R: µ(An ) ≥ Also. 1 + x2 h(x) That is. i where φi . suppose m(E) > 0.1. 15 Recall 14 . µ-a. but I can’t remember on which exam it appears. 1 + x2 Show that m is absolutely continuous with respect to µ. and. C(I × I) denote the spaces of real valued continuous functions on I and I × I.

First. Thus. f ∈ L1 (R) as claimed. The first is proved in the appendix (sec.3 1998 April 3 1 REAL ANALYSIS PART B 7. and probably not the type of detailed answer one should give on an actual exam. Prove that f is absolutely continuous on every closed finite interval if and only if f dm = 1. If f is differentiable on [a. 15 . define µ(E) = m(φ−1 (E)). define g(x) = lim sup [f (x + 1/n) − f (x)] n. x a f (t)dt = 16 I have worked this problem a number of times. x ∈ R. b]. f ≥ 0 on E. some of the facts that I prove in detail have appeared as separate questions on other exams. theorem 1. Show that χE dµ = R S χE ◦ φ dm. −∞ 8. so the proofs are worth knowing. most elegant solution.2 Let f : R → R be a function. so f exists for a. and f = g on E (by the definition of derivative). so |f |dm = R R\E |f |dm + E |f |dm = E |f |dm = E f dm = 1. such that f (−∞) = 0 and f (∞) = 1. and f (x) − f (a) for a ≤ x ≤ b. (b) Let χE denote the characteristic function of the set E. b]. and what follows is the clearest and most instructive proof I’ve come up with. To see this. f is measurable. 1] in the plane. then f ∈ AC[a. and. Also. so f is measurable.14?).e. g is measurable (Rudin [8]. A). However.1. b]). Lemma 1. n→∞ As a lim sup of a sequence of measurable functions. and let m be two-dimensional Lebesgue measure on S. R Solution: 16 First note that f is increasing. We must show f ∈ AC[a. It’s by no means the shortest. Then m(R \ E) = 0. since f is increasing. Let φ(x. A couple of lemmas will be needed to complete the ⇐ direction of the proof. Let f be a real valued and increasing function on the real line R. (⇐) Suppose R f dm = 1. check that f ∈ L1 (R). and f (x) ≥ 0 wherever f exists. 1] × [0. (a) Show that µ is a Borel measure on R. while the second can be found in Royden [6] on page 100. f ∈ L1 ([a. b] for all −∞ < a < b < ∞. y) = x2 y be defined on the square S = [0. since 1= R f dm = R\E f dm + E f dm = E f dm. Given a Borel subset E of the real line R. (c) Evaluate the integral ∞ t2 dµ(t). Let E be the set on which f exists.

R f dm = 1 implies b a f (t)dt = f (b) − f (a) holds for all −∞ < a < b < ∞. Suppose. so this is equivalent to showing x x→∞ R f dm = 1. 110 for the proof). as (⇒) Now assume f ∈ AC[a. and f ∈ AC[−x. for all f ∈ L1 [−1. by way of contradiction. b]). By lemma 1.1.2. 16 .3 1998 April 3 1 REAL ANALYSIS The converse of this lemma is also true. Assuming the claim is true 1 = lim [f (x) − f (−x)] = lim x→∞ x→∞ f (t)dm(t) = −x R f dm. 1]) Folland [4] for a nice. 1]∗ . b] for all −∞ < a < b < ∞. then by the Riesz representation theorem18 there is a unique h ∈ L∞ [−1. then x a f (t)dt ≤ f (x) − f (a). [Hint: One possible approach is to use the fact that any function in Lp [−1. We must show f (∞) − f (−∞) = 1. f dm = 1 implies b a To finish the ⇐ direction of the proof. 1] such that 1 F (f ) = −1 17 See 18 See f (x)h(x) dx (∀f ∈ L1 [−1. by lemma 1.] Solution: Since F ∈ L1 [−1. Let F be a continuous linear functional on the space L1 [−1.17 Lemma 1. we have b a R b a f (t)dt = f (t)dt ≤ f (b) − f (a). with the property that F (f ) = 0 for all odd functions f in L1 [−1. Then.5. p. so we need only f (t)dt < f (b) − f (a) holds for show that strict inequality cannot hold.3. −x x→∞ x −x Let x ∈ R. x]. 1] is the sum of an odd function and an even function. 1]. problem 3 of section 1. By assumption lim f (t)dm(t) = lim [f (x) − f (−x)]. 1]. Show that there exists an even function φ such that 1 F (f ) = −1 f (x)φ(x) dx.3 If f : R → R is increasing and f ∈ L1 ([a. This contradiction proves that desired. it suffices to show that f (b) − f (a) holds for all −∞ < a < b < ∞. Then we claim f (x) − f (−x) = (see Royden [6]. 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. 1]. x > 0. that some −∞ < a < b < ∞. 9. we have x f dm.

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

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

but credit will be given only to solutions based on these theorems. Other approaches to this problem are possible. Suppose that {fn } is a sequence of Lebesgue measurable functions on [0. and let F and G be the integrals x x F (x) = 0 f (t) dt.1. Prove that a ≤ f (x) ≤ b a. 4. for all open sets U in R. Determine. with proof. You may use without proof the fact 2 that continuous functions on [−1. µ) be a finite measure space and suppose ν is a finite measure on (X. Prove that the norm of the Radon-Nikodym derivative f = L∞ (ν). G(x) = 0 g(t) dt. Denote by Pe the family of all even polynomials. A. 7.4 2000 November 17 1 REAL ANALYSIS 3. for each n. 19 . Prove that limn→∞ 0 |fn |2 dx = 0. 1]. 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 ). 1] such that limn→∞ 0 |fn | dx = 0 and 1 there is an integrable function g on [0.e. Thus a polynomial p belongs to Pe if and only if p(x) = p(x)+p(−x) for all x. 1 dν dµ is the same in L∞ (µ) as it is in 5. Let (X. 1]. A) that is absolutely continuous with respect to µ. 1]. 1] are dense in L1 [−1. 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. 1] such that |fn |2 ≤ g. Let f and g be Lebesgue integrable functions on [0. the closure of Pe in L1 [−1. 6.

since |fn | ≤ M and |f | ≤ M and µ(E) < ∞. fix > 0. so that |f (x0 )| > M . (a) Prove that if f > 0 on a set F ⊂ [0. µ(G) ≤ µ(E) < ∞ and f (x) − fn (x) G G µ(G). students do any 5 problems. Use Egoroff’s theorem to prove that f (x) dx = lim E n→∞ fn (x) dx. Let {fn } be a sequence of Lebesgue measurable functions on a set E ⊂ R. 2. it’s clear that {fn } ⊂ L1 and f ∈ L1 . Solution: (a) Define Fn = {x ∈ F : f (x) > 1/n}.5 2001 November 26 1 REAL ANALYSIS 1. there is a G ⊂ E such that µ(E \ G) < and fn → f uniformly on G. Thus. suppose it’s false for some x0 ∈ E. Then there is some > 0 such that |f (x0 )| = M + . 20 .D. Let f (x) be a real-valued Lebesgue integrable function on [0. Then F1 ⊆ F2 ⊆ · · · ↑ n Fn = F. for each x ∈ [0. so the following inequalities make sense (here we’re using the notation f G = sup{|f (x)| : x ∈ G}): f dµ − E E fn dµ ≤ E |f − fn | dµ = E\G |f − fn | dµ + G |f − fn | dµ G µ(G) ≤ E\G |f | dµ + E\G |fn | dµ + f (x) − fn (x) G µ(G) ≤ 2M µ(E \ G) + f (x) − fn (x) < + f (x) − fn (x) Finally. By the triangle inequality. which contradicts fn (x0 ) → f (x0 ). Next. then f (x) dx > 0. then. and m(F ) > 0 implies 0 < m(F ) = m(∪n Fn ) ≤ n m(Fn ). Furthermore. |f (x)| ≤ M for all x ∈ E. |f (x0 ) − fn (x0 )| ≥ ||f (x0 )| − |fn (x0 )|| = |M + − |fn (x0 )|| ≥ . 1]. To see this. 1].6). 1.1.5 2001 November 26 Instructions Masters students do any 4 problems Ph. and suppose that limn→∞ fn (x) = f (x) for each x ∈ E. E Solution: First note that |f (x)| ≤ M for all x ∈ E. → 0. F (b) Prove that if 0 x f (x) dx = 0. 1]. Suppose that there is M > 0 such that |fn (x)| ≤ M for n ≥ 1 and for all x ∈ E. 1] of positive measure. By Egoroff’s theorem (A. which proves that E fn dµ → E f dµ. then f (x) = 0 for almost all x ∈ [0. Use a separate sheet of paper for each new problem. where E is of finite Lebesgue measure. for all n ∈ N.

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

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

g4 = f3.1 . since sin θ = θ cos x dx. .∞) Solution: (a) This is false.1 . k k and let {gn } be the sequence defined by g1 = f1. for θ ≥ 0. k} such that gn (x) = fk. ∞).5 2001 November 26 1 REAL ANALYSIS 5. as n → ∞. these two facts yield sin t t → 1. which can be proved by L’Hopital’s rule. as the following example demonstrates: For each k ∈ N. 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. Fix n ≥ 2.1. function sin x xn n | sin x | |xn | n ≤ 1. The change of variables 1 u = xn results in du = nxn−1 dx.2 . we have. Therefore. for any 0 < x < 1.j (x) = 1 with n ≥ N . . In particular. . we have xn−1 = u1− n . to obtain n→∞ lim 0 sin xn dx = xn 1 1 dx = 1. (b) For any fixed 0 < x < 1. and. Also. {gn } does not converge pointwise since. Prove or disprove: (a) L2 convergence implies pointwise convergence. 1] and every N ∈ N. define fk.1 . sin xn = 1. √ Then |fk. we can apply the dominated convergence theorem to the 1 . However. recall that | sin θ| ≤ |θ| for all real θ. k } such that gn (x) = fk . .3 . for any real N > 1. g5 = f3.1 .j (x) = 0 with n ≥ N . g2 = f2. . for every x ∈ [0. If fn → 0 uniformly on [0. 0 (9) Next consider the part of the integral over 1 ≤ x < N . .j |2 dµ = 1/k for each j = 1. Indeed. g6 = f3. . and we can also find a k ∈ N and j ∈ {1. Together. . 1 dx = θ. | sin θ| ≤ 0 | cos x| dx ≤ 0 and. j ) for j = 1. limn→∞ xn = 0. .∞) [0. as t → 0. . [0. | sin θ| = | sin(−θ)| ≤ | − θ| = |θ|. g3 = f2. xn (c) Let {fn } be a sequence of measurable functions defined on [0. for θ < 0. 23 . k. . we can always find some k ∈ N and j ∈ {1. . then lim fn (x) dx = lim fn (x) dx. since u1/n = x. ∞). . so fk. .j 2 = 1/ k → 0. n→∞ xn lim θ 0 θ Now.2 . as k → ∞. . . . g7 = f4. Therefore. (b) n→∞ ∞ lim 0 sin(xn ) dx = 0. k.j = χ[ j−1 . . . Therefore gn 2 → 0 as 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 . as the following example demonstrates: Let fn = n χ[0. xn sin xn dx = 1. fn = 1 for all n ∈ N. n−1 sin xn 1 dx ≤ . On the other hand. Then fn → 0 uniformly and so lim fn = 0. xn n−1 ∞ and so. 1 lim N →∞ n Therefore. n→∞ lim 1 ∞ sin xn dx = 0.5 2001 November 26 1 REAL ANALYSIS Now.1. Therefore. xn (10) Combining results (9) and (10) yields n→∞ lim 0 1 (c) This is false. 24 . lim fn = 1 = 0 = lim fn .n) .

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

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

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

M. Therefore. 2 2 2 2 When α. the triangle inequality followed by the lemma yields |α − β|p ≤ ||α| + |β||p ≤ 2p−1 (|α|p + |β|p ). only much shorter as it exploits the full power of the general version of Lebesgue’s dominated convergence theorem.e. Moreover. (a) State Egorov’s theorem. In particular. fn p = fn − f + f p ≤ fn − f p + f p . Proof: When p ≥ 1. Prove that fn − f p → 0 if and only if fn p → f p .6. f p ≤ fn − f p + fn p . Note that none of the proofs use the assumption that the measure space is finite. the functions gn = 2p−1 (|fn |p + |f |p ) − |fn − f |p .4. this implies 2p |f |p ≤ 2p |f |p − lim p |fn − f |p .1. are non-negative. β ∈ R. (b) State Fatou’s lemma. ∞). fn − f p → 0 implies | fn p − f p | → 0. 1]. so. Both proofs 1 and 2 make use of the following: Lemma 1. ∞). «p „ « „ α+β 1 1 α+β =φ ≤ [φ(α) + φ(β)] = (αp + β p ). whereas the first proof merely relies on Fatou’s lemma. for all α. judging from parts (a) and (b). This proves fn − f → 0. I made up the first proof. Suppose that fn → f a. fn − f ∈ Lp . → f p. 28 . (b) See theorem A. then.4 If α. Applying Fatou’s lemma to (20). for each n ∈ N. ∞) and 1 ≤ p < ∞. so you should check it carefully for yourself and decide whether you believe me. φ(x) = xp is convex on [0. µ). (c) (⇒) By the Minkowsky inequality.. (⇐) I know of three proofs of sufficiency. The second is similar to the first. Together. |fn − f |p ≤ 2p−1 (|fn |p + |f |p ). Now notice that lim gn = 2p |f |p . the two inequalities yield | fn p − f p | ≤ fn − f p . where 1 ≤ p < ∞. β ∈ [0. Solution: (a) See theorem A. Equivalently 0 ≤ − lim 28 Disclaimer: |fn − f |p . Thus. where f ∈ Lp [0.6 2004 April 19 1 REAL ANALYSIS 2. (c) Let {fn } ⊂ Lp [0. 2p |f |p = Since fn p (19) (20) lim gn ≤ lim gn = lim 2p−1 (|fn |p + |f |p ) − |fn − f |p . 1]. β ∈ [0. then (α + β)p ≤ 2p−1 (αp + β p ).28 The third proof uses both Fatou’s lemma and Egoroff’s theorem. Proof 1: By (19). so we may as well work in the more general space Lp (X. this may be closer to what the examiners had in mind. This proves necessity. Similarly.

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

If 1 f dµ ∈ S AE (f ) = µ(E) E for every E ∈ B with µ(E) > 0. . Suppose that fn → f a. where µ is a positive measure defined on the σ-algebra. If 1 there is a constant M such that fn p ≤ M for all n. B. (a) Give a precise statement of some version of Fubini’s theorem that is valid for non-negative functions. let space. Suppose µ(X) < ∞. where f ∈ Lp (S). g ∈ L1 (R). (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). 30 . 1]. 1] is endowed with the L1 -norm: f Then X is a Banach space. (a) State the Radon-Nikodym theorem. (b) Let f. (c) Every real. p + 1 = 1. where 1 < p < ∞. prove that for each g ∈ Lq (S).e. 1 p is a Hilbert 1 0 (b) Let X = (C[0. prove that f (x) ∈ S for almost all x ∈ X. we have q lim fn g = S S n→∞ f g. (ii) Show that h 7. separable Hilbert space is isometrically isomorphic to 2 = |f (x)| dx. Let S be a closed subset of R and let f ∈ L1 (µ). ≤ f 1 g 1. B.6 2004 April 19 1 REAL ANALYSIS 3. of subsets of X. where f is an extended real-valued function defined on X. 1] and let {fn } ⊂ Lp (S). p := {x = {xk } | x p =( ∞ k=1 |xk |p )1/p < ∞}. where the linear space C[0.1. (b) Show by means of an example that this result is false for p = 1. (b) Let (X. µ) be a complete measure space. 5. (a) Let S = [0. · 1 ). 4. State and prove the closed graph theorem. on S. 6. Then for p = 2. Prove or disprove: (a) For 1 ≤ p < ∞.

by σ-subadditivity. each term in the last sum is zero. note that n−1 n−1 En ∩ ( i=1 Ei ) = i=1 (En ∩ Ei ). ). 31 . 3. 3. if we can show µ(En ) = µ(Fn ) holds for all n ∈ N. 3. . we have F1 = E1 . . . . since M is a σ-algebra. ∞ ∞ Fn = n=1 n=1 ∞ En E. µ(En ∩ Em ) = 0.7 2007 November 16 Notation: R is the set of real numbers and Rn is n-dimensional Euclidean space. which implies n−1 n−1 µ(En ∩ ( i=1 Ei )) ≤ i=1 µ(En ∩ Ei ). and F1 ∪ F2 ∪ · · · ∪ Fn = E1 ∪ E2 ∪ · · · ∪ En for all n ∈ N. . Be sure to give a complete statement of any theorems from analysis that you use in your proofs below. . . For n = 1. . . and therefore. n−1 Fn = En \ i=1 Ei (n = 2. . . . are measurable subsets of X with the property that for n = m. the proof will be complete.7 2007 November 16 1 REAL ANALYSIS 1. . Thus. . Now. . Finally. . . F2 = E2 \ E1 . for each n = 2. by definition. by σ-additivity of µ. and. . 1. . Fi ∩ Fj = ∅ for i = j. By assumption. E2 . . n−1 µ(En ) = µ(En ∩ ( i=1 Ei )c ) = µ(Fn ) holds for each n = 2. Also. in general. n=1 Therefore. then Fn ∈ M for each n ∈ N. and. Let E be the union of these sets. 3. F3 = E3 \ (E1 ∪ E2 ).1. 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 )). . 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. Prove that ∞ µ(E) = n=1 µ(En ) Solution: Define F1 = E1 . Let µ be a positive measure on a measure space X. Denote by m Lebesgue measure on R and mn n-dimensional Lebesgue measure. . by (23) and (24). Assume that E1 . This completes the proof. If M is the σ-algebra of µ-measurable subsets of X.

Assuming that fn − f 1 → 0 and fn → g a. Solution: (a) I think it’s generally accepted that the Littlewood principle dealing with a. it is enough to show that f = g for almost every −n ≤ x ≤ n. 32 .e. and suppose we know that f − g ∈ L1 ([−n. . n]. Fix n ∈ N. n] such that m([−n. m). so either the examiners were looking for a different proof. must itself be a null set (since m is complete). fnj (x) → f (x) and fnj (x) → g(x) . To see this.e. g ∈ L1 ([−n. we claim that if f = g a. Proof 2: First. n] for every n ∈ N.7 2007 November 16 1 REAL ANALYSIS 2. if fn (x) → g(x) for almost all x ∈ R. theorem 2.1. m). for all x ∈ R \ B.e. Then mBn = 0 for all n ∈ N. Let {fnj } be the subsequence mentioned above which converges to f almost everywhere.e. (b) Conjecture: f = g a. then B = ∪Bn and mB ≤ mBn = 0. and the conjecture is proved. Now apply Egoroff’s theorem to find a set A ⊆ [−n. or perhaps Egoroff’s theorem was not the Littlewood principle they had in mind. in R.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)|. convergence of a sequence of functions on R is Egoroff’s theorem. to f as j → ∞. as a subset of a null set. In any event. and this appears here as Proof 2. as n → ∞. by (25). 31 Perhaps this statement is the version of the Littlewood principle dealing with a. Then n |f − g| dm = −n [−n.e. n] \ A) < δ and fn → g uniformly on A. . 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. which seems to me the more natural one. as claimed. converges to g. That is. 2. |f (x) − g(x)| = 0 for all x ∈ R \ B. n]. Combining these two results in the present context (Lebesgue measure on the real line). . Therefore. which is stated below in section A. It follows that the set {x ∈ R : f( x) = g(x)} ⊂ B. convergence of a sequence of functions on R. Now.6. That is. then f = g a. as well as every subsequence of fn . f = g a. I have found a way to prove the conjecture which does make use of Egoroff’s theorem. to prove the conjecture. (a) State a theorem that illustrates Littlewood’s Principle for pointwise a. on [−n.30 and its corollary. (b) Suppose that fn ∈ L1 (m) for n = 1.e. 30 Folland [4].e. x∈A that Proof 1. then fn → f in measure. (25) Define B2 = {x ∈ R : fnj (x) f (x)}.) Then. if {fn } ⊂ L1 (m) and fn − f 1 → 0. so that if B = {x ∈ R : f (x) = g(x)}. doesn’t use Egoroff’s theorem. let Bn = {x ∈ [−n. or a different conjecture. for all > 0 there is a δ > 0 such that E |f − g| dm < for all measurable E ⊆ [−n. Thus.e. and if B1 be the set of measure zero where fn (x) g(x). . Then the set B = B1 ∪ B2 has measure zero and.e. then off of B1 the sequence fn . Proof 1:29 First recall that L1 convergence implies convergence in measure. convergence that we were meant to cite in part (a).) Next recall another important theorem30 which states that if fn → f in measure then there is a subsequence {fnj } ⊆ {fn } which converges a. (Proof: m({x : |fn (x) − f (x)| > }) ≤ 1 fn − f 1 → 0. Then |f (x) − g(x)| ≤ |f (x) − fnj (x)| + |fnj (x) − g(x)|. what relation exists between f and g? Make a conjecture and then prove it using the statement in Part (a). (This will follow from the fact that f. n] : f (x) = g(x)}. n] with mE < δ. which we prove below. for an arbitrary fixed n ∈ N.

m). by the triangle inequality. The last equality holds because. 0) = (1 − f )χK1 . by the triangle inequality. (b) Let g = max(1 − f. Now. (26) and (27) together imply that |f (x) − f (y)| ≤ |x − y|. f (x) ≤ |x − y| + |y − k|. Since > 0 n was arbitrary.e. Similarly. Notice that g = max(1 − f. In particular K ⊂ K1 . That is. for all k ∈ K. f (x) ≤ |x − k|. Define K1 to be a closed and bounded / set containing K on which f (x) ≤ 1. y ∈ R3 . for any x. x is in the complement K c of K. n]. prove g ∈ L1 ([−n. this implies that f = g a. for functions f.1. To a. note that g n ≤ χK1 ∈ L1 (R3 ) so the dominated convergence theorem can be applied to yield limn→∞ gn = χK = m3 (K). Therefore. taking the infemum over k ∈ K on the right. on [−n. − g 1 = |g| dm = lim |fn | dm ≤ lim |fn | dm = lim fn 1 1 = f 1 1 < ∞. K) = f (x) = inf k∈K |x − k|. Since K is / closed. so by Fatou’s lemma. Solution: (a) Define dist(x. and supx∈A |fn (x) − g(x)| → 0 since fn → g uniformly on A. if x ∈ K1 \ K. then 0 ≤ 1 − f (x) < 1. g n = 1 for all n ∈ N. Finally. Let K be a compact subset in R3 and let f (x) = dist(x. for any given x ∈ R3 . It remains to show that f. by assumption. Therefore. | fn − f 1| ≤ fn − f → 0. 33 . 3. n]. n]. if x ∈ K. in which case f (x) > . f (x) ≤ |x − y| + f (y). it follows that −n |f − g| dm = 0 and. Obviously. K1 is the set of points that are a distance of not more than 1 unit from the set K. while on the set K.7 2007 November 16 1 REAL ANALYSIS where f − fn 1 → 0. It’s clear that f ∈ L1 since f 1 ≤ f − fn 1 + fn 1 < ∞. m). n]. (b) First observe that f (x) = 0 for all x ∈ K. and so. K). that is. and f (x) > 0 for all x ∈ K. m) note that fn − → g implies limn |fn (x)| = |g(x)| for almost all x. g ∈ L1 ([−n. so g n → 0 on the set K1 \ K. g n → χK . f (x) is finite. 0) and prove that limn→∞ g n exists and is equal to m3 (K). then it’s clear that f (x) = 0.e. We have thus proved that f (x) = 0 if and only if x ∈ K. ∀ x. Clearly. Whence f is (Lipschitz) continuous. g ∈ L1 ([−n. (a) Prove that f is a continuous function and that f (x) = 0 if and only if x ∈ K. Therefore. (27) (26) ∀k ∈ K. Suppose x ∈ K. y ∈ R3 . f (y) ≤ |x − y| + f (x). K c is open and we can find an -neighborhood about x fully contained in K c . Also.

To wit. for each t ∈ R. ν) be two identical copies of the measure space (R.1.1. B(R). [µ]. Finally. Therefore. Gt is a finite subset of R. m). let (X. A) such that ν represent the Radon-Nikodym derivative of ν with respect to µ + ν. It follows that. Let µ and ν be finite positive measures on the measurable space (X. µ ν. m2 E = X Y χGt (y) dν(y) dµ(t) = X νGt dµ(t) = 0.8). In this case. mGt = 0.) In problems involving 2-dimensional Lebesgue measure. which we denote by B(R2 ). 34 .7). B(X) ⊗ B(Y ). B(R2 ). B(Y ). See A.6. y) ∈ Et = {(x. m2 ). That is. since νGt mGt = 0. Our goal is to prove that m2 E = 0. and let dν d(µ+ν) µ + ν. by (28). The sets belonging to B(R2 ) are called Borel subsets of R2 . Then mG ≤ mEn < . µ) = (Y. y) dµ(x) dν(y) = X Y χE (x. Therefore. by the Radon-Nikodym theorem (A. (a) Explain what this means. (b) Suppose that for every real number t the set Et = {(x. Solution: (a) The Borel σ-algebra of R2 . µ × ν) = (R2 . Prove that E is a Lebesgue null set. Show that 0< Solution: First note that ν f ∈ L1 (µ + ν) such that µ implies ν dν <1 d(µ + ν) a. In fact. is the smallest σ-algebra that contains the open subsets of R2 . This is the so called “x-section” of E at the point x = t. there is a unique f d(µ + ν) ∀E ∈ A. B(X) ⊗ B(Y ) is the same as B(R2 ). B(X). (b) First observe that if G is a finite subset of R. y) ∈ E and x = t}. so. y) dν(y) dµ(x). (28) Now. distinguishing x and y coordinates sometimes clarifies things. The integrand χE is non-negative and measurable (since E is Borel). by Tonelli’s theorem (A. then G is a Lebesgue null set. let Gt = {y ∈ R : (x. 5. then mG = 0. y) ∈ E : x = t}. but we can view it as a subset of R2 by simply identifying each point y ∈ Gt with the point (t. E ν(E) = 32 The notation B(X) ⊗ B(Y ) denotes the σ-algebra generated by all sets A × B ⊆ X × Y with A ∈ B(X) and B ∈ B(Y ). it is easy to prove that if G is any countable subset. mG = 0. m2 E = Y X χE (x. and represent Lebesgue measure on R2 by32 (X × Y. Let E be a Borel subset of R2 . y) ∈ E | x = t} is finite.e. (Just fix > 0 and cover each point xn ∈ G with a set En of measure less than 2−n . First note that m2 E = (µ × ν)(E) = X×Y χE d(µ × ν).7 2007 November 16 1 REAL ANALYSIS 4. It is a subset of R.

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

1}N . T (b) = a = α ∈ p . and a metric space is separable iff it is second countable. b ∈ {0. we have a − b ∞ = 1.) So we can’t use the same method of proof for this case. suggestions. ¯ 0. n n an bn converges by the hypothesis. 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). .com. ) by bn = sgn(an ) = Then |an | = an /|an |. for any two distinct such sequences a. n |an |p < ∞. in the present case we have q = ∞ and p = 1 and 1 is not the dual of ∞ . a ∈ 1. by definition. is uncountable and. That is. for an = 0. so 1 < p ≤ ∞). so ∞ is not second countable. 1} implies b ∈ Therefore. for an = 0. for all b ∈ q. I believe the result still holds by the following simple argument: Define b = (b1 . the Riesz representation theorem can be applied as in part (a). ∞ n=1 an bn .1. (Perhaps the easiest way to see this is to note that 1 is separable but ∞ is not. . so there cannot be a countable base. in case p = ∞ and q = 1. 1}. Finally. 36 . since |bn | ∈ {0. However. and corrections to williamdemeo@gmail. Please email comments. For the collection of a ∈ ∞ such that an ∈ {0. (b) Consider the case p = 1 and q = ∞. .7 2007 November 16 1 REAL ANALYSIS On the other hand. b2 . That is p q is the dual of q . However. ∞. n ∈ N. (n ∈ N). Since the representation in (29) is unique. when 1 ≤ q < ∞ and p = q/(q − 1).

2 COMPLEX ANALYSIS 2 Complex Analysis 37 .

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

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

oriented counter-clockwise. Note that. a2 . Use contour integration and the residue method to evaluate the integral ∞ 0 cos x dx. if R > 1.1 1989 April 2 COMPLEX ANALYSIS 4.2. and let P be a complex polynomial of degree less than that of Q. where the residue is computed as follows: Res(f. where the trace of γR is the set {Reiθ : 1 ≤ θ ≤ π}. f (z) dz = 2πi Res(f. 2e By the residue theorem. for all R > 1. Q (ak )(z − ak ) 6. Let Q be a complex polynomial with distinct simple roots at the points a1 . except for a double pole at z = i. Solution: See the solution to problem 7 of November ’91. 4 4 4e π . 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 . Let {fn } be a sequence of analytic functions in the unit disk U . . . 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 . i) = ΓR 40 . (1 + x2 )2 Solution: Denote the integral by I. an . Since the integrand is even. 5. (1 + x2 )2 Consider the simple closed contour ΓR = γR ∪ [−R. . . Prove that {fn } has a subsequence converging uniformly on compact subsets of U . ∞ 2I = −∞ cos x dx. Show that P (z) = Q(z) n k=1 P (ak ) . it follows that. 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 = = . then i is inside the region bounded by ΓR . R].

Therefore. I= 0 cos x π dx = . f (z) dz = γR γR cos z 1 πR dz ≤ (γR ) = .2.1 1989 April 2 COMPLEX ANALYSIS It remains to check that ∞ γR f (z) dz → 0. 2e (32) Indeed. by (32). 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 . letting R → ∞. so. we have ∞ f (z) dz → 0. 2 )2 2 − 1)2 2 − 1)2 (1 + z (R (R γR This inequality holds for all R > 1. as R → ∞.

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

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

−2.. 1 . . |z|=R (n = −1. 1 < R < 2). . converging locally uniformly in |z| < 2. |z|=R Let {pm } be the sequence of polynomials mentioned in the problem statement. Solution: Note that the function f . Therefore. Of course. has Laurent series representation ∞ f (z) = n=−∞ an (z − z0 )n . (b) Two circles lie outside one another except for common point of tangency. . 2I = so I = π 4. 3i 8 2 4. more generally. . pm ∈ H(C). first recall the formula for the coefficients in the Laurent series. and. converging locally uniformly for 1 < |z| < 2. pm (z)(z − z0 )−n−1 dz = 0. the region strictly between two parallel lines) onto the unit disk by a one-to-one conformal mapping. being holomorphic in the annulus 1 < |z| < 2. (z − z0 )n+1 (n ∈ Z. SECTION B (Do 3 of the 4 problems. z1 p(z) = lim z→z1 1 1 3 = 1 = . This proves that f (z) = ∞ n n=0 an (z − z0 ) . I claim that an = 0 for all negative integers n.2. 44 . an = 1 2πi f (z) dz. |z − z0 |n+1 pm (z) dz (z − z0 )n+1 (35) |z|=R |z|=R |z|=R Finally.e. −2. . 37 See also: April ’96 (8). so (35) implies |an | = 0 for n = −1. and that there exists a sequence of polynomials converging to f uniformly on every compact subset of this annulus. To see this. z − z2 8 − 3 − (−3) 2 3 π · 2πi · = . . where z0 is any point in the disk |z| < 2.) 5.2 1991 November 21 2 COMPLEX ANALYSIS which implies Res Therefore. Whence f ∈ H(|z| < 2). |an | = ≤ 1 2π 1 2π f (z) dz − (z − z0 )n+1 |f (z) − pm (z)| |dz|. pm → f uniformly on |z| = R.37 Suppose that f is analytic in the annulus 1 < |z| < 2. ). . so Cauchy’s theorem implies |z|=R pm (z) dz = 0. (a) Explain how to map an infinite strip (i. Show that f has an analytic extension to all of the disk |z| < 2. Explain how to map the region exterior to both circles (including the point at infinity) onto an infinite strip by a one-to-one conformal mapping.

.2 1991 November 21 2 COMPLEX ANALYSIS 6. If we can prove that F is a locally bounded family of holomorphic functions – that is. of multiplicities m1 . J) and then |fn (z)| ≤ maxj Mαj MK . Rα ) = {z ∈ C : |z − zα | ≤ Rα } ⊂ D. . fix zα ∈ D. for any z ∈ B(zα . and rα = Rα /2. for all z ∈ K and n = 1. Let Rα > 0 be such that B(zα . rα ) and all n = 1. 2. F ⊂ H(D) and. . 2. Given that g is analytic in |z| < 2. – then the Montel theorem (corollary 2. The last inequality M follows from the hypothesis C |fn (z)| |dz| ≤ M for any circle C in D. Prove that {fn } has a subsequence converging uniformly on compact subsets of D. . Rα /2). 2. . πRα The second inequality holds since |ζ − zα | = Rα and |z − zα | < Rα /2 imply |ζ − z| > Rα /2. an . State and prove: (a) the mean value property for analytic functions (b) the maximum principle for analytic functions. we could select a finite covering of K by such neighborhoods B(zαj . . Letting Mα = πRα . . 8. . . 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 . . Let f be analytic in |z| < 2. there is an MK > 0 such that |fn (z)| ≤ MK for all z ∈ K and all n = 1. rαj ) (j = 1. mn . . respectively. we have |fn (z)| ≤ Mα for all z ∈ B(zα .. there is a number Mα and a neighborhood B(zα . a2 . as desired. . . rα ) ⊂ D such that |fn (z)| ≤ Mα for all z ∈ B(zα . 38 Answer: 45 . rα ) and all n = 1.2) will give the desired result. . . what is f (z)g(z) dz ? f (z) |z|=1 (Verify your answer. Then. If K ⊂ D is compact. . with the only zeros of f being the distinct points a1 . 2. Let {fn } be a sequence of analytic functions in the unit disk D. for each point zα ∈ D. . To show F is locally bounded. . and with each aj lying in the disk |z| < 1. for any compact set K ⊂ D. . .) 7. . . (Why is this ¯ equivalent?)38 So. Solution: We must show that F = {fn } is a normal family. it is equivalent to show that. . . m2 .2. 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. . .

let K be a compact subset of X. Prove that every open cover of X has a countable subcover. x ∈ V. and let x be a point of X not in K. ¯ (b) Show that if Y is connected and if Y ⊂ Z ⊂ Y . Show that there exist open sets U and V such that K ⊂ U.2.2 1991 November 21 2 COMPLEX ANALYSIS SECTION C (Do 2 of the 3 problems. Let X be a Hausdorff topological space. U ∩ V = ∅. 46 . 10. (a) Show that if an open set intersects the closure of Y then it intersects Y .) 9. Let X be a topological space. then Z is connected. and let U be a subset of X. 11. A topological space X satisfies the second axiom of countability.

N + 2. 1. Let f (z) = an z n be an entire function. Thus. Therefore. Each solution should be clearly written on a separate sheet of paper.e. we have an = 0 for all n = N + 1. Proof 2: Since f ∈ H(C). Since was arbitrary. by the criterion for a pole (i. limz→0 f (1/z) = ∞). The first is the shortest. 0 = am+1 = am+2 = · · · . That is. (b) Suppose that f satisfies the condition: |f (zn )| → ∞ whenever |zn | → ∞. . so it has the form f (z) = Compared with (36). (b) We give three different proofs. . then the Casorati-Weierstrass theorem (see 3 of Nov. the series f (z) = the function f (1/z) has a pole at z = 0. Proof 1: If we take for granted that any transcendental (i. . N + 2. B are finite constants. ). Show that f is a polynomial of degree N or less. but relies on the heaviest machinery. which implies that f (1/z) = a0 + a1 z −1 + a2 z −2 + · · · . 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 . Since this contradicts the given hypotheses. taking R large enough forces |an | < (n = N + 1. Therefore.. . there is a sequence {zn } with zn → ∞ and f (zn ) → w as n → ∞. an z n . (a) Suppose that |f (z)| ≤ A|z|N + B for all z ∈ C where A. .2. we have an = for every R > 0. Suppose the pole at z = 0 is of order m. |an | ≤ 1 2π |f (ζ)| 1 A RN + B |dζ| ≤ 2πR = A RN −n + B R−n .e. Clearly m is finite. for any n > N and > 0. Let an z n converges locally uniformly in C. Work as many of the problems as you can. .3 1995 April 10 2 COMPLEX ANALYSIS 2. Show that f is a polynomial. non-polynomial) entire function has an essential singularity at infinity. 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. for any complex number w. n+1 |ζ| 2π Rn+1 f (n) (0) 1 = n! 2πi f (ζ) dζ. ’01) implies that. f (z) cannot be a transcendental function. ζ n+1 |ζ|=R |ζ|=R Again. N f (z) = n=0 an z n . Solution: (a) By Cauchy’s formula. The hypotheses imply that ∞ g(z) = f (1/z) = n=−∞ bn z n be the Laurent series expansion of the function g about z = 0.3 1995 April 10 Instructions. 47 . f (z) must be a polynomial. Therefore. . this holds for every R > 0.

the power series representation was given as f (z) = assuming a0 = 0 a priori. . What we have shown is that the left hand side of (37) is constant. there are at most finitely many of them in any compact subset of C. . 2. Since the zeros of f are isolated. Remark: A nice corollary to part (b) is the following: Corollary 2.1 Suppose f (z) = n=0 an z n is a holomorphic function which maps the unit disk D = {|z| < 1} bijectively onto a domain f (D) = G having area A. . |z|=R for some > 0. 1/g is a bounded entire function. DR contains only finitely many zeros of f . However. . (b) State a converse of the Cauchy theorem. P∞ n=1 the original exam. for any R > 0. αN }. by Liouville’s theorem. Solution: (a) See theorem A. αN } be the collections of all zeros of f (counting multiplicities). In particular. Then ∞ ∞ A=π n=1 39 On n|an |2 . (z − α1 ) · · · (z − αN ) (37) This is defined and holomorphic in C \ {α1 . z∈DR min |g(z)| ≥ min |g(z)| = > 0. (a) State a form of the Cauchy theorem. Consider the function g(z) = f (z) . an z n . the problem can be solved without 48 . This proves that f has only finitely many zeros in C.2. then f (z) = az + b for some constants a and b. The proof appears below in section 2. n=1 (b) Is the constant 1 the best possible? Solution: (a) This is a special case of the following area theorem: Theorem 2. . Let39 f (z) = (a) Prove that ∞ n=0 an z n be analytic and one-to-one on |z| < 1. 3. Let {α1 .13. there is an R > 0 such that |f (z)| > 0 for all |z| > R. .3 1995 April 10 2 COMPLEX ANALYSIS Proof 3: By the hypotheses. but the αi ’s are removable singularities. .9. In particular.11. Therefore. Suppose that |f (z)| < 1 for all |z| < 1. hence constant. so g(z) is a nonzero entire function. ∞ n|an |2 ≤ 1. Therefore. the zeros of f are confined to a closed disk DR = {|z| ≤ R}. .1 If f is an injective entire function. and this proves that f (z) is a polynomial. (b) See theorem A.

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

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

Include as many details as time permits. z denotes a complex variable. y) + iv(x. Therefore. we can find a triangular region ∆ z→z0 exists at some (possibly only one!) point z0 ∈ G. even if you could not do Part (a). b ∈ C. y) dx + u(x. y) dy = γ G (vx + uy ) dx dy = 0. y) dy = 0. y) dx − v(x.43 u(x. 2 where L is the length of the perimeter of ∆. Throughout the exam.2. Show that given any containing z0 . y) + iv(x. y) dx − v(x. by (41) and (42). y) dy + i γ v(x. which you can use here in (b). y) dx + u(x. y) dy = γ G (ux − vy ) dx dy = 0. y) dx − v(x. if P = v and Q = u in Green’s theorem. it is still possible to do Part (b). 43 These are ux = vy and uy = −vx . by the Cauchy-Riemann equations. 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. Partial credit is given for partial progress. such that if T is the boundary curve of ∆. If u and v obey the Cauchy-Riemann equations. Make a substantial effort on all parts of the following problems. (41) Similarly. If you cannot completely answer Part (a) of a problem. but merely that u and v are continuous in G and f (z0 ) = lim f (z) − f (z0 ) z − z0 > 0.4 2001 November 26 2 COMPLEX ANALYSIS 2. (40) (b) Suppose that we do not assume that u and v are C 1 . namely P dx + Q dy = γ G ∂Q ∂P − ∂x ∂y dx dy for C 1 functions P and Q. Then. 51 . y) dy]. 1. You may also use the fact that T g(z) dz ≤ L · sup{|g(z)| : z ∈ T } for g continuous on T . f (z) dz = γ γ u(x. y) dy + i[v(x.4 2001 November 26 Instructions. y) dx + u(x. and C denotes the complex plane. Hint for (b) Note that part (a) yields T (az + b) dz = 0 for a. then f (z) dz = T 1 2 L . (42) Next. show that Cauchy’s theorem γ f (z) dz = 0 follows from Green’s theorem. then the Cauchy-Riemann equations imply v(x. note that f (z) dz = [u(x. (a) Suppose that f (z) = f (x + iy) = u(x. y)] d(x + iy) = u(x. Solution: (a) Let P = u and Q = −v in (40). piecewise C 1 curve γ.

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

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

α ≤ y < α + 2π}. Therefore. f (z) = ez maps points in NR to points arbitrarily close (in fact equal when w = 0) to all points w ∈ C. Therefore.2 (Casorati-Weierstrass) If f is a holomorphic function in a region G ∈ C except for an essential singularity at the point z = z0 . ¯ ¯ Then there is a punctured disk D0 B(z0 . Define g(z) = 1/(f (z) − w0 ) on D0 . )). (a) State and prove the Casorati-Weierstrass theorem concerning the image of any punctured disk about a certain type of isolated singularity of an analytic function. In particular.) Now let NR = {z ∈ C : |z| > R} be any neighborhood of ∞. Solution: Theorem 2.g. g(z) ∈ H(B(z0 . then g has a removable singularity at z0 . 1). (b) Verify the Casorati-Weierstrass theorem directly for a specific analytic function of your choice. |f (z) − w0 | δ Thus. f (z) comes arbitrarily close to every w ∈ C. for every horizontal strip. with α = R + 1). prob. f (z) maps Sα onto C \ {0}. so it is non-zero in a neighborhood B(z0 . 0 ).1 (Nov. with a suitable singularity. g is continuous and non-zero at z = z0 . This contradiction proves the theorem. ) \ {z0 } ⊂ G such that |f (z) − w0 | > δ > 0 for all z ∈ D0 . by lemma 2. and. then for any w ∈ C there is a sequence {zn } ⊂ G approaching z0 such that f (zn ) → w as n → ∞. There is clearly a strip Sα contained in NR (e. (b) Consider f (z) = ez . You may use the fact that if a function g is analytic and bounded in the neighborhood of a point z0 . Therefore.4 2001 November 26 2 COMPLEX ANALYSIS 3.2.. 0 ) of z0 . (In particular. ’06. Proof: Fix w0 ∈ C and suppose there is no sequence {zn } ⊂ G approaching z0 such that f (zn ) → w0 as n → ∞. Sα = {x + iy : x ∈ R. This function has an essential singularity at ∞. which implies that the singularity of f (z) at z = z0 is removable. f (z) − w0 = 1/g(z) is holomorphic in B(z0 . z0 is a removable singularity of g(z). of width 2π. 54 . Then lim sup |g(z)| = lim sup z→z0 z∈D0 z→z0 z∈D0 1 1 ≤ < ∞.

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

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

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

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

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

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

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

the family need not satisfy F ⊂ H(Ω) in order to be normal. (b) Suppose f ∈ H(Π+ ) and |f (z)| < 1 all z ∈ Π+ . there is some subsequence nk such that. Then F is a normal family if and only if it is locally bounded. they probably had in mind the version of Montel’s theorem stated below. However. g(i) = lim fnk (i) = lim f (|znk |i) = 0. Solution: (a) Let Ω be an open subset of the plane. State the fundamental theorem for normal families.6 2006 November 13 2 COMPLEX ANALYSIS 5. fnk → g locally uniformly in Γ. (a) Define what it means for a family F ⊂ H(Ω) to be a normal family. the set {f (z) : f ∈ F} is contained in a compact subset of S.)53 I think of the Arzela-Ascoli theorem as the fundamental theorem for normal families. for all z ∈ Γ and n ∈ N. Since g is holomorphic in Γ. Also note that each fn is holomorphic in Γ since f (tz) ∈ H(Γ) for any constant t > 0. since z ∈ Γ ⇒ |zn |z ∈ Γ. and suppose S = C and F ⊂ H(Ω). F is a normal family of holomorphic functions in Γ. we have |fn (z)| = |f (|zn |z)| < 1. Suppose further that lim t → 0+f (it) = 0. We must prove f (zn ) → 0. S) be a family of continuous functions from an open set Ω ⊆ C into a metric space (S. F is a normal family in Γ. Consider the functions ft (z) = f (tz) where t > 0. (The same definition applies when the family F happens to be contained in H(Ω). Let g be a normal limit of {fn }. Corollary 2.2. d). Thus. 5 (b) of the November 2001 exam asks for a proof of Montel’s theorem using the Arzela-Ascoli theorem. Therefore. Hint.5 (Arzela-Ascoli) Let F ⊂ C(Ω. 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. Define fn (z) = f (|zn |z). Prove that f (zn ) → 0 whenever the sequence zn → 0 and zn ∈ Γ where Γ = {z ∈ Π+ : |Rez| ≤ Imz}.3 (little Montel theorem55 ) Assume the set-up of the Arzela-Ascoli theorem. Then F is a normal family if and only if (i) F is equicontinuous on each compact subset of Ω.. the identity theorem implies that g ≡ 0 in Γ. Since f (it) → 0 as t ↓ 0. (b) Fix a sequence {zn } ⊂ Γ with zn → 0 as n → ∞.54 Theorem 2. k→∞ k→∞ In fact. i. 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. 62 . which is an easy consequence of the Arzela-Ascoli theorem. as k → ∞. Then. for any point z = iy with y > 0. we have g(z) = 0. since the examiners asked specifically about the special case when F is a family of holomorphic functions. Consider the point z = i. 53 Despite 54 Problem the wording of the problem.e. and (ii) for each z ∈ Ω.

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

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

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

∞ 1 dx. −∞ 1+x4

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

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

(48)

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

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

1 = − ie−iπ/4 , 4

lim (z − ei3π/4 )f (z) =
z→ei3π/4

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

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

1 −i3π/4 1 −iπ/4 ie − ie 4 4

=

π −iπ/4 π (e − e−i3π/4 ) = √ . 2 2

It remains to show
R→∞

lim

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

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

f (z)dz =
g(R) 0

πR iReiθ ≤ 4 → 0, 1 + (Reiθ )4 R −1

as R → ∞.

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

5.

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

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

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

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COMPLEX ANALYSIS

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

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

59 For

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depending on the quality. if n is sufficiently large. Suppose f is continuous on the closure of G and analytic on G. 3. . prove the inequalities that provide your limiting arguments. 1. Show that either f is constant on G or f has a zero in G. Show that if f (0) = 0 and |f (0)| < 1. Let {fn } be a sequence of functions analytic in the complex plane C.8 2007 November 16 Do as many problems as you can.com. (b) Prove (using your definition in (a)) that K ⊂ X is compact implies that K is both closed and bounded in X. converging uniformly on compact subsets of Cto a polynomial p of positive degree m. 2. Let (X. and corrections to williamdemeo@gmail. 5. prove this version of it. 6. . Suppose further that there is a constant c ≥ 0 such that |f | = c for all z on the boundary of G. (a) Define what it means for a subset K ⊂ X to be compact. Let fn denote the composition of f with itself n times (n = 2. then fn has at least m zeros (counting multiplicities). 4.2. 3. Let G be a bounded open subset of the complex plane. Complete solutions (except for minor flaws) to 5 problems would be considered an excellent performance. (c) Give an example that shows the converse of the statement in (b) is false. + 1)2 Important: You must carefully: specify your contours. (b) Use contour integration to evaluate 0 ∞ (x2 x2 dx. (b) Suppose f is holomorphic in D = {z : |z| < 1} with f (D) ⊂ D.8 2007 November 16 2 COMPLEX ANALYSIS 2. Fewer than 5 complete solutions may still be passing. 68 . (a) State the residue theorem. then {fn } converges to 0 locally uniformly on D. (a) State the Schwarz lemma. d) be a metric space. . Do not simply refer to Hurwitz’s theorem. Please email comments. and show how to evaluate all relevant residues. ). 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. suggestions. Prove that.

3. If f (z) is holomorphic in an open set containing the closed unit disk. then f (z) = az + b for some constants a and b. See (1a) of April ’89.9 Some problems of a certain type 2 COMPLEX ANALYSIS 2.2. Finally. then f would not be injective. with |f (z)| ≤ 1. f is a polynomial. then 0 is a removable singularity. Then f −1 is a continuous function in C which maps compact sets to compact sets. then f (z) 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 u(z) is a nonconstant real valued harmonic function of C. then the image f ({zn }) cannot remain inside any closed disk (since f −1 maps all such disks to closed bounded sets in C). 6. See (4) of April ’95. 2. f (0) = 0. then z 2 − r2 |f (z)| ≤ |z| . If f (z) is an injective entire function. See (1b) of April ’95. Other Problems 7. 1). By the previous problem. Behavior near infinity 1. and if f (eiθ ) is real for all θ ∈ R. If f is holomorphic in the punctured disk {0 < |z| < R} and if Ref ≤ M for some constant M . 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. 1 − r2 z 2 Solutions 1. If f (z) is an entire function which tends to infinity as z tends to infinity. Behavior on or near the unit circle 4. and f (r) = f (−r) for some r ∈ (0. Therefore. Thus f (z) → ∞ whenever z → ∞. 4. Therefore. Suppose f ∈ H(C) is injective. 69 . 2. if f has degree greater than one. if {zn } ⊂ C is any sequence tending to infinity.9 Some problems of a certain type Collected in this section are miscellaneous problems about such things as what can be said of a holomorphic (or harmonic) function when given information about how it behaves near a boundary or near infinity. then f (z) is constant. 8. 3. or if f is constant. If f is holomorphic in the unit disk. f is a polynomial of degree one. 5. then there is a sequence {zn } ⊂ C with zn → ∞ and u(zn ) → 0 as n → ∞.

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

xn } ⊂ X such that n X= k=1 B(xk .2 Measurable Functions Continuous functions of continuous functions are continuous. 1.1 A. . ) (The last property is called total boundedness. and if h = g ◦ f . then g −1 (V ) is open in Y . then h−1 (V ) is measurable. proving (b). and h−1 (V ) = (g ◦ f )−1 (V ) = f −1 (g −1 (V )). then h : X → Z is measurable. d) be a metric space. If f is continuous. (a) If X is a topological space. 1. proving (a). .1. v(x)) Then h : X → Y is measurable. Note. that measurable functions of continuous functions need not be measurable. however. 71 . let Φ be a continuous mapping of the plane into a topological space Y . Proof: If V is open in Z.A MISCELLANEOUS THEOREMS A Miscellaneous Theorems A. (c) X is sequentially compact (d) X is complete and for all > 0 there exist {x1 .362 Let u and v be real measurable functions on a measurable space X. If f is measurable. and continuous functions of measurable functions are measurable.8 of Rudin [8]. 61 Theorem 62 Theorem (x ∈ X). .7 of Rudin [8]. then the following are equivalent statements: (a) X is compact.1 Real Analysis Metric Spaces The following theorem is found in Conway [3]. (b) Every infinite set in X has a limit point (in X).1. . if f : X → Y is measurable.) A. Theorem A.261 Let Y and Z be topological spaces. and if h = g ◦ f . then h−1 (V ) is open.1 Let (X. Theorem A. and let g : Y → Z be continuous. (b) If X is a measurable space. and define h(x) = Φ(u(x). if f : X → Y is continuous. then h : X → Z is continuous. We state this as Theorem A.

.) Suppose. h dµ ∀E ∈ M. and fn − f 1 (iii) |fn (x)| ≤ gn (x) then f ∈ L1 (X. Theorem A. .4 (Fatou’s lemma) If fn : X → [0. 2. (ii) gn → g < ∞. µ) such that fn → f a.7 (Lebesgue-Radon-Nikodym)63 Let µ be a positive σ-finite measure on a σ-algebra M in a set X. → 0. Thus the positive measures do not form a subclass of the complex measures. λa µ. for any E ∈ M. 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.7. (b) There is a unique h ∈ L1 (µ) such that λa (E) = E 63 Rudin[8].4 Absolute Continuity of Measures Two excellent sources for the material appearing in this section are Rudin [8] (§ 6. we say that λ is absolutely continuous with respect to µ.10. 6. M. . λs ⊥ µ. Theorem A. .e.6 (Egoroff) If (X. while a positive measure takes values in [0. M. µ) is a measure space.1.. In this case. ) is a sequence of positive measurable functions. then so are λa and λs . . If there is another sequence of measurable functions {gn } satisfying (i) gn → g a. 2. M. and write λ1 ⊥ λ2 . for all E ∈ M. and let λ be a complex measure on M. (Recall that the range of a complex measure is a subset of C. 6. then for all > 0 there is a measurable subset A ⊆ E such that fn → f uniformly on A and µ(E \ A) < .3 Integration Theorem A.2).A. then lim inf fn ≤ lim inf fn Theorem A. E ∈ M a set of finite measure.5 (Lebesgue’s dominated convergence theorem) Let {fn } be a sequence of measurable functions on (X. n = 1. A. Then we say that λ1 and λ2 are mutually singular. If there is a set A ∈ M such that. λ(E) = λ(A ∩ E). then we say that λ is concentrated on A. .). that µ(E) = 0 ⇒ λ(E) = 0.e. ∞].10) and Folland [4] (§ 3. and write λ µ. (a) There is then a unique pair of complex measures λa and λs on M such that λ = λa + λs . Let µ be a positive measure on a σ-algebra M. and (x ∈ X. fn → f .1. 72 . If λ is positive and finite. and {fn } a sequence of measurable functions such that fn (x) → f (x) for almost every x ∈ E. ∞] (n = 1. and let λ be an arbitrary complex measure on M.1 Real Analysis A MISCELLANEOUS THEOREMS A. µ).

E x a f (t)dt = > 0 there is a δ > 0 (49) n i=1 (bi Let A = ∪n (ai . then. At the opposite extreme. dλa /dµ should be viewed as the equivalence class of functions that are equal to h µ-a. A. b]). Prop. then g dµ ∈ L1 (µ) and g dν = (b) ν λ. while σ(S ⊗ T ) denotes what we have labelled S ⊗ T . T . you get everything you need to answer any of the standard questions about integration with respect to product measure.1 Real Analysis A MISCELLANEOUS THEOREMS The pair (λa . then f ∈ AC[a. S ⊗ T denotes what we call S × T . Then. S ⊗ T is the σ-algebra generated by S × T . dµ λ-a. y) is measurable with respect to the product σ-algebra S ⊗ T . if E ⊂ R is measurable mE < δ. f ∈ AC[a.5 Absolute Continuity of Functions g dν dµ. however. ’91 #6). M) such that ν µ λ. 66 This notation is not completely standard. Then |f (bi ) − f (ai )| = i=1 i=1 ai f dm ≤ i=1 ai |f |dm = A |f |dm < (50) by (49). and f (x) − f (a) for a ≤ x ≤ b. S. define66 S ⊗ T = σ(S × T ). “standard R theorem” cited here appears often on the comprehensive exams (cf. and dν dν dµ = dλ dµ dλ A.164 Suppose ν is a σ-finite complex measure and µ. Then dν (a) If g ∈ L1 (ν). We call h the Radon-Nikodym derivative of λa with respect to µ. that is.2 Let f : R → R be a function. In Aliprantis and Burkinshaw [2] (p. In my opinion.6 Product Measures and the Fubini-Tonelli Theorem Let (X. Note. B ∈ T }. Here it is: [4].1. It begins by assuming only that the function f (x. b] such that i=1 n mA ≤ i=1 (bi − ai ) < δ. If we want to construct a measurable space out of X × Y . in general. it is natural to start by considering the collection of subsets S × T = {A × B ⊆ X × Y : A ∈ S. 3. 154). f ∈ L1 ([a. then |f |dm < . Thus. B ∈ T }. bi ) be a finite union of disjoint open intervals in [a. In the present case we need E |f |dm < to get the sum in (50) to come out right. Nov. b].9. µ) and (Y. dµ Strictly speaking. λs ) is called the Lebesgue decomposition of λ relative to µ. b]. Lemma 1.65 f ∈ L1 implies that for all such that. λ are σ-finite measures on (X.e. Proof Assuming the stated hypotheses. b]. If f is differentiable on [a. 65 The 64 Folland 73 .A. but in a slightly weaker form in which the R conclusion is that | E f dm| < .e. in a single.1. To get an adequate collection on which to define product measure. and write h = dλa /dµ and dλa = dλa dµ. I believe Rudin[8] simply takes S × T to be the σ-algebra generated by the sets {A × B : A ∈ S. an algebra of sets. so n n bi n bi − ai ) < δ. ν) be measure spaces. by a standard theorem. the most useful version of the Fubini and Tonelli theorems is the one in Rudin [8]. Corollary A. that this collection is not. for example. combined Fubini-Tonelli theorem.

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

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

That is.16 (max mod principle. 3) Let G ⊂ C = C ∪ {∞} be open. 2) If G ∈ C is open and bounded. |f (z)| ≤ 1 for all z ∈ D. j=1 γj A partial converse of Cauchy’s theorem is the following: Theorem A. If γ1 .13 Let G be an open set in the plane and f ∈ C(G. C).68 ¯ Theorem A. you should know the statements of all of these theorems and. Suppose. then m f (z) dz = 0. . then ¯ = max{|f (z)| : z ∈ ∂G}. max{|f (z)| : z ∈ G} That is. . for all z ∈ D. for every a ∈ ∂∞ G.2 Complex Analysis A MISCELLANEOUS THEOREMS Theorem A. in an open and bounded region. and if f ∈ C(G) ∩ H(G). ver. Theorem A.13.2. Please email comments. that T f (z)dz = 0. A. then it attains its maximum modulus there. and the exercise on page 81 of Sarason [10] asks you to prove it using theorem A. Then (a) |f (z)| ≤ |z|. . with equality in (a) for some z ∈ D \ {0} or equality in (b) iff f (z) = eiθ z for some constant θ ∈ R. ver. 2) Let G ⊆ C be an open set and suppose f ∈ H(G).12 (Cauchy’s theorem.17 (Schwarz’s lemma) Let f ∈ H(D). if there is a point a ∈ G with |f (z)| ≤ |f (a)| for all z ∈ G. z→a Then |f (z)| ≤ M for all z ∈ G. which itself can be proved via the local mapping theorem. suggestions. Then f is constant. and corrections to williamdemeo@gmail.A. e since proving them in this sequence is not hard.” This stronger version is sometimes called Morera’s theorem. ˆ Theorem A. γm are closed rectifiable curves in G such that γ = γ1 + · · · + γm ≈ 0. (b) |f (0)| ≤ 1.14 (max mod principle. . ver. Of course. 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. ver. 76 . Then f ∈ H(G). you might as well know the proofs too! Two excellent references giving clear and concise proofs are Conway [3] and Sarason [10]. if a holomorphic function is continuous on the boundary.2 Maximum Modulus Theorems Theorem A. for any triangular contour T ⊂ G with T ≈ 0 in G. let f ∈ H(G). and suppose there is an M > 0 such that lim |f (z)| ≤ M. and f (0) = 0.15 (max mod principle. then f is constant. 68 This version of the maximum modulus principle is an easy consequence of the open mapping theorem.com. 1) Suppose G ⊂ C is open and f ∈ H(G) attains its maximum modulus at some point a ∈ G. which in turn can be proved using Rouch´ ’s theorem.

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

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

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

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