SELECTED RUSSIAN PUBLICATIONS IN THE MATHEMATICAL SCIENCES Richard A. Silverman, Editor PRENTICE-HALL INTERNATIONAL, INC., London PRENTICE-HALL OF AUSTRALIA, PTY., LtD., Sydney PRENTICE-HALL OF CANADA, LTD., Toronto PRENTICE-HALL OF INDIA (PRIVATE) LTD., New Dethi PRENTICE-HALL OF JAPAN, INC., TokyoTHEORY OF FUNCTIONS OF A COMPLEX VARIABLE A. I. MARKUSHEVICH Professor of Mathematics Moscow State University Revised English Edition Translated and Edited by Richard A. Silverman PRENTICE-HALL, INC. Englewood Cliffs, NJ.© 1965 by PRENTICE-HALL, INC. Englewood Cliffs, N.J. All rights reserved. No part of this book may be reproduced in any form, by mimeograph or any other means, without permission in writing from the publisher. Library of Congress Catalog Card Number 65-12876 Printed in the United States of America 91381 CAUTHOR’S PREFACE The theory of analytic functions of a complex variable is one of the outstanding accomplishments of classical mathematics. The rudiments of the theory had already begun to emerge in the eighteenth century, in the investi- gations of Euler and d'Alembert, but the full flowering of the subject was only possible in the nineteenth cen- tury, as a result of the fundamental researches of Cauchy, Riemann and Weierstrass. Its methods are widely used in many branches of mathematics, ranging from number theory to fluid dynamics, elasticity theory and electrodynamics. Even in our own day, when young scientists are so often preoccupied with more abstract branches of mathematics, the theory of analytic func- tions remains as significant as ever, both as a treasury of flexible and powerful analytic tools, and as a pro- totype or model of other theories dealing with generali- zations of analytic functions in various directions. It is the author’s pleasant duty to cordially thank Dr. Richard A. Silverman, who translated the book into English, introduced many appropriate changes making the book easier to read, and enhanced the English- language edition with an abundance of problems and exercises. This book stems from lectures given over the course of many years at Moscow University. In commending it to the attention of its new readership, the author would consider his purpose fulfilled if the present edition served to stimulate the interest of young mathematicians in one of the most remarkable branches of exact science, created by two centuries of joint effort on the part of vVi AUTHOR'S PREFACE outstanding scholars of many nations, and if, at the same time, it represented a contribution by him and the translator towards the strengthening of cultural and scientific cooperation between their two countries. AL LM.TRANSLATOR’S PREFACE It would be difficult to recall in detail the ways in which the present version departs from the Russian original. Suffice it to say that in keeping with my philosophy of “enlightened translation,” I thought it entirely appropri- ate to interact strongly with the initial text, especially since it lies within the area of my mathematical com- petence. This has led to a redistribution of the subject matter over three English volumes (the Russian original contains some 700 oversized pages, many in very small print), an overall restyling both of the typography and the art work (in particular, more theorems, examples, remarks, etc. have been explicitly identified as such), an adaptation of the bibliographic materials to suit the needs of those who do not know Russian (a class which presumably includes almost al! the readers of this series), and so on. Certainly the most significant change is the addition of nearly 400 relevant problems, closely paralleling the text and stemming from a variety of sources, the most important of which is the excellent collection by Volkovyski, Lunts and Aramanovich (Moscow, 1961). The entire manuscript has also been read by Dr. T. J. Rivlin, who made many helpful suggestions. Sections marked with asterisks can be omitted on first reading. However, it is only fair to say that they have been so marked merely because of their relative diffi- culty, and actually contain some of the most interesting material in the book. vilCONTENTS part f BASIC CONCEPTS, Page 1. 1 INTRODUCTION, Page 3. 1. Analytic Functions of a Real Variable, 3. 2, Infinitely Differentiable Functions, 5. 3. Motivation for Introducing the Complex Num- bers. A Preview of Analytic Functions of a Complex Variable, 7. Problems, 10. 2 COMPLEX NUMBERS, Page 12. 4. Geometric Representation of Complex Num- bers, 12. 5. Complex Algebra, 14. 6. Powers and Roots of Complex Numbers, 17. Problems, 19. 3 SETS AND FUNCTIONS. LIMITS AND CON- TINUITY, Page 23. 7. Some Basic Definitions, 23. 8. Sequences of Complex Numbers. Limit Points and Limits of Sequences, 27. 9. Convergence of the Real and Imaginary Parts, Moduli and Arguments of a Complex Se- quence, 32. 10. Series with Complex Terms, 35. 11. Limit Points of Sets. Bounded Sets, 42. ixSETS AND FUNCTIONS, LIMITS AND CON- TINUITY—Continued 12. The Limit of a Function of a Complex Vari- able, 44. 13. Continuous Functions. More Set Theory, 46. 14. The Distance between Two Sets, 52. Problems, 54. CONNECTEDNESS. CURVES AND DOMAINS, Page 59. 15. Connected Sets. Continuous Curves and Con- tinua, 59, 16. Domains. Interior, Exterior and Boundary Points, 64. 17. Simply and Multiply Connected Domains, 66. 18. The Jordan Curve Theorem, 69. 19. Some Further Results, 72. Problems, 74. INFINITY AND STEREOGRAPHIC PROJEC- TION, Page 77. 20. Proper and Improper Complex Numbers, 77. 21. Stereographic Projection. Sets of Points on the Riemann Sphere, 79. 22. The Extended Complex Plane. The Poiat at Infinity, 83. 23. Conformality of Stereographic Projection. Con- tinuous Curves in the Extended Plane, 87. 24, The Transformation ¢ = I/z, 90. 25. Another Definition of an Angle with its Vertex at Infinity, 91 Problems, 92. HOMEOMORPHISMS, Page 94. 26. The One-to-One Continuous Image of a Do- main, 94. 27. Some Further Results, 99. Problems, 100.PaRT 2 10 CONTENTS x! DIFFERENTIATION. ELEMENTARY FUNC- TIONS, Page 103. DIFFERENTIATION AND THE CAUCHY- RIEMANN EQUATIONS, Page 105. 28. Derivatives and Differentials, 105. 29. Rules for Differentiating Functions of a Com- plex Variable, 107. 30. The Cauchy-Riemann Equations. Analytic Functions, 110. Problems, 116. GEOMETRIC INTERPRETATION OF THE DE- RIVATIVE. CONFORMAL MAPPING, Page 118. 31. Geometric Interpretation of Arg f(z), 118. 32. Geometric Interpretation of |f’(z)!, 121. zt i wtda 34, Conformal Mapping of the Extended Plane, 124. Problems, 126. 33. The Mapping w = ELEMENTARY ENTIRE FUNCTIONS, Page 128. 35. Polynomials, 128, 36. The Mapping w = P,(z), 130. 37. The Mapping w = (z— a)", 132. 38. The Exponential, 135. 39. The Mapping w =e, 140. 40. Some Functions Related to the Exponential, 146. 41. The Mapping w = cos z, 150. 42. The Image of a Half-Strip under w = cos z, 154. Problems, 158. ELEMENTARY MEROMORPHIC FUNCTIONS, Page 160. 43, Rational Functions, 160. 44. The Group Property of Mébius Transforma- tions, 165.xi) CONTENTS 10 ELEMENTARY MEROMORPHIC FUNCTIONS —Continued 45. The Circle-Preserving Property of Mébius Transformations, 168. 46. Fixed Points of a Mébius Transformation. In- variance of the Cross Ratio, 171. 47. Mapping of a Circle onto a Circle, 176. 48. Symmetry Transformations, 178. 49, Examples, 181. * 50. Lobachevskian Geometry, 183. 51. The Mapping w = $(z + >. 197. 52. Transcendental Meromorphic Functions. Trig- onometric Functions, 202. Probems, 207, [|] ELEMENTARY MULTIPLE-VALUED FUNC- TIONS, Page 212. 53. Single-Valued Branches. Univalent Functions, 212. 54, The Mapping w = /z, 214. 55. The Mapping w = Y/P(2), 219. 56. The Logarithm, 224. 57, The Function z*, Exponentials and Logarithms to an Arbitrary Base, 228. 58, The Mapping w = Arc cos z, 234. 59. The Mapping w = z + Inz, 237. Problems, 239. PaRT 3. INTEGRATION. POWER SERIES, Page 243. ] RECTIFIABLE CURVES. COMPLEX INTE- GRALS, Page 245. 60. Some Basic Definitions, 245. 61. Integrals of Complex Funetions, 248. 62. Properties of Complex Integrals, 250. Problems, 253.CONTENTS = Xiii 13 CAUCHY’S INTEGRAL THEOREM, Page 258. 63. A Preliminary Result, 258. 64. The Key Lemma, 259. 65. Proof of Cauchy’s Integral Theorem, 261. 66. Application to the Evaluation of Definite In- tegrals, 272. 67. Cauchy's Integral Theorem for a System of Contours, 279. 68. Path-Independent Integrals. Primitives, 281. 69. The Integral as a Function of Its Upper Limit in a Multiply Connected Domain, 284. Problems, 289. 14 CAUCHY’S INTEGRAL AND RELATED TOP- ICS, Page 293. 70. Cauchy's Integral Formula, 293. 71. Some Consequences of Theorem 14.1, 295. 72. Integrals of the Cauchy Type. Cauchy’s In- equalities, 299. * 73, Boundary Values of Integrals of the Cauchy Type, 306. * 74. The Plemelj Formulas, 309. Problems, 316. [5 UNIFORM CONVERGENCE. INFINITE PROD- UCTS, Page 321. 75. Uniformly Convergent Series, 321. 76. Uniformly Convergent Sequences. Improper Integrals of the Cauchy Type, 330. 77. Infinite Products, 334. Problems, 340. 16 POWER SERIES: RUDIMENTS, Page 344. 78. The Cauchy-Hadamard Formula, 344. 79. Taytor’s Series. The Uniqueness Property, 348.x1¥ CONTENTS 16 POWER SERIES: RUDIMENTS—Continued 80. 81. ‘The Relation between Power Series and Fourier Series, 353. Expansion of an Analytic Function in Power Series, 358. Problems, 365. 17 POWER SERIES: RAMIFICATIONS, Page 369. 82. 83. 84. * 85. * 86, * 87. ‘The Interior Uniqueness Theorem. A-Points of Analytic Functions, 369. The Maximum Modulus Principle and Some of Its Consequences. Lemniscates, 376. Circular Elements. Regutar and Singular Points, 382. Behavior of a Power Series on Its Circle of Convergence, 395. Compact Families of Analytic Functions, 411. Vitali’s Theorem. Analytic Functions Defined by Integrals, 417. Problems, 423. 18 METHODS FOR EXPANDING FUNCTIONS IN TAYLOR SERIES, Page 429. 88. 89. 90. The Taylor Series of the Sum of a Series of Analytic Functions, 429. The Taylor Series of a Composite Function, 432, Division of Power Series, 436. Problems, 444. BIBLIOGRAPHY, Page 447. INDEX, Page 451.THEORY OF FUNCTIONS OF A COMPLEX VARIABLE Volume IPart 1 BASIC CONCEPTSINTRODUCTION 1. Analytic Functions of a Real Variable The mathematical discipline presented in this book has two names, the theory of functions of a complex variable and the theory of analytic functions. Each of these designations is justified by an aspect of the subject. A function f(x) of a real variable x, defined in some interval (a, 5),? is said to be analytic at the point xo in (a, b) if in some neighborhood of x we can represent f(x) as the sum of a convergent power series in x — x9: SQ) = a9 Fax — Xo) + a(x — Xo)" + A funetion which is analytic at every point of (a, b) is said to be analytic in the interval (a, b). Any of the elementary functions studied in analysis is analytic on its whole domain of definition, except possibly at certain special points called singular points. Example 1. The polynomial Prl(X) = Ao + a,X+ + OX" — (Gy # 0) of degree m, the exponential function e* and the trigonometric functions * By (@, 6) we mean the open interval a < x < , and by [a, b] the closed interval @ Oand = Xo Xo [ + a(x — Xo)" +- (1.2) in some interval (x) — £, Xo + ©). As we know from calculus,* the series (1.2) can be differentiated term by term any number of times, and in particular, the derivative of order k has the power series expansion PG) = kta, + EF Di ters Oy — 5) (1.3) 4 kt 2 B09 xb, where |x — Xo] < . Let 8 be such that 0 < 28 < «. Then the series (1.2) converges for x ~ x9 = 28, and hence lim @,(28)" = 0, which implies that the sequence {a,(28)"} is bounded, i.e., that Jan(28)|" 0, provided that |x — x9] < 8. It follows that the function f(x) can be written as a power series PO Gy) og LOD Ge — ng IQ) = Fo) + in the interval (xp — 8, xo + 8), ie., f(x) is an analytic function at the point x. Remark. The analyticity criterion given by Theorem 1.1 leaves nothing to be desired from the standpoint of both rigor and explicitness. However, it is of little value either in applications or in theoretical investigations, since it is based on a knowledge of the behavior of derivatives of all orders in some neighborhood of the given point xo [see the inequality (1.1). 3. Motivation for Introducing the Complex Numbers. A Preview of Analytic Functions of a Complex Variable Since the square of any real number is nonnegative, even the simple quadratic equation x+1=0 72) has no real solutions (roots). However, it seems perfectly reasonable to require that any number system suitable for computational purposes allow us to solve the equation (1.7), or, for that matter, the general algebraic equation Ag+ axt- +4a2x"=0 (@, #0) (1.8) of degree n, where ao, @;,. .,@, are arbitrary real numbers. As already shown by (1.7), this goal can only be achieved if we somehow manage to extend the real number system, by making it part of another, larger number system. Since (1.7) is in a certain sense the “simplest” algebraic equation with no real roots, an obvious first approach to our problem is to introduce an “imaginary unit” i = /—1, and then consider “complex numbers” of the form a+bi or a+ ib, (1.9) where a and 6 are arbitrary real numbers, and algebraic operations are defined in the natural way, i.e., expressions of the form (1.9) are treated exactly like binomials a + bx in an unknown x, except that the rule 22-1 Pai a1, Pai... (1.10)8 INTRODUCTION CHAP, 1 is used to eliminate all powers of i higher than the first. If this is done, the roots of (1.7) are the particularly simple complex numbers i and —i. Moreover, setting b = 0, we see that the numbers of the form (1.9) include the real numbers as a special case (an essential feature). Surprisingly enough, as we shall see later (cf. Theorem 17.7 and Problem 17.14), it turns out that once we allow x to take complex values, equation (1.8) always has a root, even if the coefficients ao, a), .--, @, are themselves complex numbers, a result known as the fundamental theorem of algebra. In this sense, the algebraic rewards for introducing complex numbers of the form (1.9) are all one might hope for. As we now indicate, the analytic rewards for taking this step are also very far-reaching. Following the French mathematician Cauchy (1789-1857), suppose we try to develop a theory of analytic functions of a complex variable, i.e., of a variable of the form z=xt+iy where x and y are two real variables. The required generalization of the concept of an analytic function of a real variable is simple and natural. In fact, we need only generalize the limit concept to a series with complex terms (see Sec. 10) and then observe that a series Ag + a(x — Xo) Hot a(x — Xe)" + (it) which converges for all values of the real variable x satisfying the condition |x — xo] < © continues to converge for all values of the complex variable z= x + iy satisfying the condition® Iz — xo] = V@~ x) FY 1. In the first case, this behavior seems natural since (1 — x)~* becomes infinite for x = 1, but in the second case, it seems strange since (1 + x*)~? is finite for all real x. However, if we allow x to take complex values, (1 + x?)~? becomes infinite for x = +i, and in fact this does explain why the second series diverges for |x] > 1.8 =1l—x?4x4-... (1.12) pees) 1.2 is a consequence of Theorems 16.4 and 16.7. See also Remark 1, P. 363. 7 In general, ao, a1, ..., da, -.. Zand Zp are complex, but they may be real in special * See Example 1, p. 392.10 INTRODUCTION CHAP. 1 For these and many other reasons that will become apparent later, the study of analytic functions of a complex variable, to which this book is devoted, is of fundamental importance in both pure and applied mathematics (cf. the opening sentence of Sec. 1). PROBLEMS 1.1. Verify that the functions cosh x and e“** are analytic for all x. .2. Find the points at which the functions sec x and cot x fail to be analytic. 1,3. For each of the functions ee, ef, et, determine a constant M such that If@)| < MkE (k= 0,1,2,. for any x in the interval (~1, 1). 1.4. Verify that the function fo) =e for |x| > 0, FO) = 0 for k= 0,1,2,... is infinitely differentiable but not analytic at the point x = 0, Discuss the analyticity of f(x) at nonzero points. 1.5. Verify that the function (x) of the preceding problem fails to satisfy the inequality (1.1) in any neighborhood of the origin for any Mf. 1.6. Verify that the function Aix? w= {0 ie co is infinitely differentiable but not analytic at the point x = 0. 1.7. Construct an infinitely differentiable function which vanishes outside a given finite interval [a, 6). Hint. Consider Problem 1.6. 18. Construct an infinitely differentiable function which is zero for x < a and 1 for x 2 bb > a). . Hint, Yntegrate the result of Problem 1.7. 1.9. Prove the following theorem due to Bernstein: If f(x) is infinitely differentiable in a neighborhood of xo, and if FPR) SO (k= 0,1,2,...) for all x in this neighborhood, then f(x) is analytic at xe (and in fact in the whole neighborhood).PROBLEMS INTRODUCTION = IL Hint. Vf x belongs to the given neighborhood of xo, say (xo — &, Xo + ©), choose a and 6 such that x) —e 0, we shall always mean the positive square root of a.14 COMPLEX NUMBERS CHAP, 2 Some care is required in inverting (2.2), since the arc tangent of a real number x, written Arc tan x, is only defined to within an integral multiple of =. However, there is one and only one value of Arc tan x, say «, which satisfies the inequality a 5 ~50, zy argz = arctan= + © if x<0,p20, arc tan® — x if x0, argz = if x=0,y <0, while the case z = 0 (i.e., x = y = 0) is indeterminate, as already noted. The complex numbers x + iy and x — iy are said to be conjugate complex numbers or complex conjugates (of each other). If one of these numbers is denoted by z, the other is denoted by Z. Obviously, the points z and Z are symmetric with respect to the real axis, and Moreover, argz = —arg Z, unless z is a negative real number, in which case argz = argZ = 7. 5. Complex Algebra It follows from the prescription of Sec. 3 [cf. (1.10)] that the sum and product of two complex numbers z, = x, + iyi, Z2 = X2 + ie are given by 2 + Za = (ti + Xo) + 11 + Yad 23) 22a = (XiX2 — YrYa) + Iya + Xays), @4)SEC. 5 COMPLEX NUMBERS 15 while the difference and quotient of z and zp are given by Fy — 22 = (1 — %2) + 101 — Ya) Zy _ Mika + ViYe , jp XaVi — %1Yo $-Sp tSae teo. If z;, Za and z3 are any three complex numbers, the relations (2.3) and (2.4) imply that At+wHwWt+2, 2yZq = 2221 (addition and multiplication are commutative), (2, + 22) + Zo = 21 + Ga + 2s), (@129)23 = 212225) (addition and multiplication are associatice), and 2(22 + 23) = 2122 + 2123 (multiplication is distributive with respect to addition). Moreover, the product of two complex numbers is zero if and only if at least one of the factors is zero, any complex number z has a unique negative —z such that z+ (—z) = 0, and any nonzero complex number z has a unique inverse z7} = 1/z such that zz~! = 1. (Verify these statements.) In other words, the complex numbers satisfy all the axioms of a field.* Guided by (2.3) and (2.4), one might define the complex numbers (without recourse to the “imaginary unit” i) as ordered pairs Gr Ya)s Oa» Ya), - of real numbers x, y1, Xa, ¥2,_-, Where two pairs (x1, y:) and (xp, y2) are equal if and only if x, = x2, ¥1 = 2, while addition and multiplication of pairs are defined by Ges Ys) + Cras 2) = Or + Xa J + Ya), (es Yi%a» Ya) = Orxa — VaYan Ya + Xayr)- With this approach, the relation i? = —1 has the analogue ©, 1), 1) = (-1,0), which is sometimes adduced as an “explanation” of the “imaginary unit” i. However, it should be noted that the extension of the real numbers to the complex numbers is no more “mysterious” than the extension of the integers ° See e.g., G. Birkhoff and S. MacLane, A Survey of Modern Algebra, revised edition, ‘The Macmillan Co., New York (1953), p. 35.16 COMPLEX NUMBERS CHAP. 2 to the rational numbers, and less complicated than the extension of the rational numbers to the real numbers.* Geometrically, addition of two complex numbers z, and z, corresponds to addition of the vectors representing them [see Figure 2.2(a)]. Similarly, the difference z, — z2 is represented by the vector joining the point z, to the point z, [see Figure 2.2(b)]. It follows that (z,, zz), the distance between the two points z, and zz equals the modulus of the complex number 2, — za: (21, 22) = [21 — 20]. Ficurr 2.2 Then the familiar fact that the length of one side of a triangle cannot exceed the sum of the lengths of the other two sides implies the following two inequalities involving complex numbers: laa + zal < fal + [zal (2.5) (2.6) zx — 2a] > Mea] — lz: The relation (2.5) can be generalized immediately to the case of n complex numbers: len + 2a +++ + 29] < fea] + lzal +--+ + [eal a7 In (2.5), (2.6) and (2.7), equality occurs if and only if all the (nonzero) complex numbers have the same argument: We note that according to (2.4), ifz = x + iy, then zB = xt + y= [alt and hence l= Vite and lea +--- + al = VG Fe + OG Fe +H) “See ¢.g., G. Birkhoff and S. MacLane, op. cit., Chaps. 2 and 4,SEC. 6 COMPLEX NUMBERS = 17 To give a geometric interpretation of multiplication and division of two complex numbers z, and 2, we first write z, and z, in trigonometric form cf. (2.1)}, Le., 2, = r,(cos ®, + isin ®,), Z_ = ro{cos D, + isin P,), where n=lal = Agz, tq = |za|, Oa = Argza. Then, according to (2.4), 242, = ryral(cos ®, cos 2 — sin ©, sin ©,) + i(sin ®, cos ©, + cos ®, sin ©,)] (2.8) = nrafcos (®, + 02) + isin (®, + 9.)}, and therefore lerzal = lei! Ize, Arg 2:22 = Arg z, + Arg zz. The last formula means that the set of values of Arg z,z2 is obtained by forming all possible sums of a value of Arg z, and a value of Arg z,. Thus, the geometric interpretation of multiplication of z, by zz (z, # 0, Z2 # 0) is the following: Draw the vector z, (with initial point at the origin), multiply its length by the factor |z2[,° and rotate the resulting vector counterclockwise through the angle Arg z2. Similarly, if 2. # 0, it is easily verified that 2 2 Are = Argz, — Arg za, = Ht, Veal 9) with a corresponding geometric interpretation of division. It follows from the second of the formulas (2.9) that Arg (z:/z2) is the angle between the vectors z, and z;, measured from z, to z, in the counterclockwise direction, 6. Powers and Roots of Complex Numbers Let n be a positive integer and z a complex number. Then by the nth power of z, written z”, we mean z multiplied by itself m times, just as in the case of real numbers. If z = 0, we obviously have 2* = 0. If z # 0, then, setting z = r(cos © + isin ©) (2.10) and repeatedly applying (2.8), we find that 2° = r(cosn® + isinn®). 11) ® This can correspond to either stretching or shrinking (or neither, if |z2| = 1).18 COMPLEX NUMBERS CHAP. 2 When r = E, (2.10) and (2.11) together imply the following formula, known as De Moivre’s theorem: (cos ® + isin &)" = cosn® + isin n®. (2.12) Using the binomial theorem to expand the left-hand side of (2.12), and equating real and imaginary parts of the resulting equation, we can express cos n® or sinn® entirely in terms of powers of cos ® and sin ®. For the same algebraic reasons as in the case of real numbers, we define 1 on -n Pal race = Then formulas (2.11) and (2.12) are valid for all integers m = 0, +1, +2, Next, we consider the problem of extracting the root of a complex number. Again, let « be a positive integer and z a complex number. Then by the nth root of z, written Vz or z™”, we mean any complex number ¢ satisfying the equation az, If z = 0, we obviously have € = 0. If z # 0, then, setting C = e{cos © + isin 8), z=rcos ® + isin ), we find that e(cos n© + isin nO) = r(cos ® + isin 0). It follows that® and Therefore we have | (cos Ate + isin Ag). (2.13) It is clear from (2.13) that values of Arg z which differ by 2kr,, where k is an integer not divisible by , correspond to different values of 1/2. Accor- dingly, when Arg z runs through the values 3 arg z + 2n — 1}, (2.14) we obtain n different values of Wz. Since any other value of Arg z differs from one of the numbers (2.14) by a multiple of 2nn, these n values of W/z arg z, argz + 2x, ® By Wa = a", where a > O and nis a positive integer, we shall always mean the unique positive nth root of a (cf. footnote 2, p. 13).PROBLEMS compex NUMBERS 19 exhaust all the possibilities. Thus, the nth root of z has n different values Gf z #0), which are all implicit in the formula (2.13). The value of YZ equal to Viel (cos #2 BBZ isin a8 2) is called the principal value of Wz, since when z is a positive real number, the principal value of Vz coincides with the positive nth root of z (cf. footnote 6, p. 18). It follows from the formula Argz = argz + 2mn = argz + Arg] that =Va (cos 882+ Are! + isin 82 + Are }) - TAI (cos cos HBZ 4 sin "™B2) (cos “t Arg) + isi n AtE), ie., all the values of Vz can be obtained from the principal value by multi- plying the latter by the different nth roots of unity. Finally, we define an arbitrary rational power of a complex number by the formula rl = 2)", where m and n > 0 are relatively prime integers. Then we have zn [via cos(AtB2 + isin Awa)" ~ (7 oe AEE 5 sain AEE) = letv*(cos mArgz 7 + isin™ At ‘). where |z|""" is defined as the positive number (¥/|z|)" = V]z\". PROBLEMS 2.1, Represent the following complex numbers in trigonometric form: a)l+i; b) -14+8 oc -1- ad 1—-s e-) 1 +iV3; f) -14+iV3; 9) -1—iV¥3; bh) 1-iV3; i) V3 -G; D2+ VBE 2.2, Calculate the following expressions: a) Lt itane, by Lt 28 — = a a-aj-1 3 fans GaGa COTTE Hohe mane20° COMPLEX NUMBERS CHAP. 2 2.3. Calculate a) (a + bw + cu*a + ba* + cw); b) (@ + bXa + buXa + bo); ©) (a + bo + ca*? + (a + ba? + cw); d) (am? + babu? + aw), where wo = —} + 4V3i. Ans, b) a® + 6°; d) a? ~ ab +B. 2.4. Find the complex numbers which are conjugate to a) their own squares, b) their own cubes, Ans. b) 0, 1, i, -1, —é. 2.5. Suppose that a complex number wu is obtained as a result of a finite number of rational operations (i.¢., addition, subtraction, multiplication and division) applied to the complex numbers 71, Za, -.-, Za. Prove that the same operations applied to the complex conjugates 2,, Z2,..., 2, leads to the number @ which is the complex conjugate of u. 2.6. Defining rational numbers as ordered pairs of integers, write the corre- sponding rules for addition and multiplication of rational numbers. Verify that addition and multiplication are commutative and associative, and that multiplication is distributive with respect to addition. Ans. ir, Ys) + (ay Ya) = (aya + Xa¥n WrYa), Ot, WiKa, Ya) = Graxe, ya¥2), Where ys: # 0, y2 # 0. 2.7, Prove the inequalities [zr + zal < {zal + zal, lzx — za] > [lex — Izall algebraically. 2.8. Prove the identity Jaa + zal? + [2x ~ zal? = 2(lza|? + Iz], and interpret it geometrically. 2.9, By a purely geometric argument, prove that lz - 4] < [lz|-tl + [ll are zi. 2.10, Solve the following equations: a) |z}-z= 142; Biz] + 25244 Ans. a) z= 4-2. 2.11. Prove that every complex number (except —1) of unit modulus can be represented in the form where # is a real number. 2.12. Prove that lal + [zal =; + 2-4 +[# $28 + 4 where z, and zz are any two complex numbers, and u = V2325.PROBLEMS COMPLEX NUMBERS 21 2.13. Prove that Kl + p29 + Zz] <2, if |z| < 4 2.14. Prove that if [za] = |zal = [zo]. 2.45. Find a necessary and sufficient condition for three distinct points z, zg and Zz to lie on the same line. 2.16. Suppose the points z;, z2,..., Zn all lie on one side of a line drawn through the origin of the complex plane. Prove that the same is true of the points 1/21, 1/22,..., 1/zn. Moreover, show that Bt wt---+m#0, t44yctteo a Ps 2.17. Prove that if 2, + 22 +z: = 0 and |z| = [zal = [zal = 1, then the points z,, z2 and zs are the vertices of an equilateral triangle inscribed in the unit circle |z| = 1. 2.18. What are the loci of the points z which satisfy the following relations: a) |z~ zi] = Jz — zaly b) lz — 2| + [z + 2) = 5; ©) |z- 2) —|z +2) > 3; d) 0 < Re(iz) <1; ©) jz] = Rez +1; f) Rez +Imz <1; g) a < argz<, y < Rez < 8, where h) Imn2— F< ab Q>0; ag zs =a (-n< An), Zn Ze il. Describe the behavior of the curve I*-I=2 @>O) as a function of the parameter 2. 2.22, If arg z is defined as the value of Arg z satisfying the inequality mn < Argz E) we mean that the set £ is a subset of F (synonymously, E is included in F, or E is contained in F), i.e., all the points of E are points of F. Two sets E and F are said to be equal, and we write E = F, if and only if E ¢ F, FCE.WEc FbutE # F, we say that Eis a proper subset of F, or that E is strictly included in F. By the empty set we mean the set containing no points at all, and we denote the empty set by the same symbol 0 as used to denote the number zero. A set E is said to be nonempty if E # 0. By {a} we mean the set whose only member is a, and more generally, by {a;, . . ., @)} we Mean the set whose members are a,,...,a,. By the union of two sets E and F, written EU F, ‘we mean the set of points belonging to at least one of the sets E and F. By the intersection of two sets E and F, written EO F, we mean the set of points belonging to both E and F. Two sets E and F whose intersection is empty, i.e., which are such that E 7 F = 0, are said to be disjoint, By the complement Of a sct E, written E*, we mean the set of all points (in the complex plane) 2324 SETS AND FUNCTIONS, LIMITS AND CONTINUITY CHAP. 3 which do not belong to E. By the difference E — F between two sets E and F, we mean the set of points in E which do not belong to F, i.e., E-F=ENF, (E-F\UF=E. Remark. One can also consider sets £ whose members are themselves sets. If © is such a set, the union and intersection of all the sets in 2 are denoted by Me and Qe respectively. The sets in 3 are said to be pairwise disjoint (or simply disjoint) if EM F = 0 for any pair of disjoint sets EEX, FeX. Given two nonempty sets £ and &, by a function f we mean a set, written Sf ={@ w)|z€ E}, GB.) whose members are distinct ordered pairs of the form (z, w,), where z€ E, w,€&, The subscript on w, will often be omitted, and merely serves to emphasize that w, is one of the (possibly several) complex numbers associated. with z. The set E is called the domain (of definition) of the function f, and the set & is called the range of f. If f contains no two pairs (z, w) with the same first member z, then fis said to be single-valued, with the value w at the point z. Otherwise, f is said to be multiple-valued, and every w such that (z, w) is contained in f is called a value of f at the point z. In both cases, we use f(z) to denote any value of fat the point z and &, to denote the set of all values of f at z. We can also write (3.1) in the abbreviated form f= w.| 262), or, even more simply, as w=f@ (e£). In fact, when there is no possibility of confusion, we often omit explicit reference to the domain E. Strictly speaking, one should distinguish between the function f and its values f(z) at the point z, but within the framework of this simplified notation, it is customary to use f(z) to denote both the function and its values at z. Example. The function w= Argz (ze E) is a multiple-valued function defined on the set £ of all nonzero points in the complex plane. In this case, é, is the countably infinite set (see Problem 3.2) of points argz+2kr = (k=0, +1, +2,...), and @ is the whole real line.sec. 7 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 25 By the inverse f-* of the function f given by (3.1) we mean the set con- sisting of all the ordered pairs in f written in reverse order, i.e., (w, z) EJ ~> if and only if (z, w) €f. Obviously, f~? is itself a function with domain & and range E, where E is the domain and & the range of the original function f. Paralleling our discussion of the function f, we can write f~ as £7 = w, 2.) Wee}, in the abbreviated form f z=fw) wed). To avoid confusion, f ~!(w) will never be used to denote the reciprocal 1/f(w). = {z,|we é}, or simply as Example. The inverse of the multiple-valued function w=Argz (eZ) considered in the preceding example is also multiple-valued. In fact, since Arg z is the same for all nonzero z lying on a given half-line drawn from the origin, the set of values taken by z = Arg + wis uncountable (see Problem 3.2). Remark I. Given a function w = f(z) with domain E and range &, the points of E are often called the values of the independent variable, and the points of & are often called the values of the dependent variable. lf the domain £ contains imaginary as welt as real numbers, we sometimes emphasize this fact by referring to the function w = f(z) as a function of a complex variable. Similarly, if the range & contains imaginary as well as real numbers, we sometimes emphasize this fact by calling f(z) a complex function. Remark 2. We have introduced the notion of a multiple-valued function of a complex variable in anticipation of future needs (see especially Chap. 11). However, from now on, unless the contrary is explicitly stated, all functions under discussion will be assumed to be single-valued. Remark 3. Let w = f(z), where w=u+t iv and z= x + iy, be a function of a complex variable. A special case of interest occurs when ail the values of the function are real, i.e., w = u, v = 0. Then our function of a complex variable can be regarded as a real function of two real variables x and y, In fact, associating the real number u with the complex number z= x + iy is equivalent to associating the real number u with the pair of real numbers x and y. In the general case where w = u + iv is complex, defining a single complex function w = f(z) on a set E is equivalent to defining two real functions Rew = ox, »), = Imw = (x,y) (3.2)26 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP, 3 on E, each a function of two real variables x and y. Conversely, defining two real functions (3.2) on E is equivalent to defining a single complex function w= 5 y) + Cy, y) =f) on E, Thus, it is clear that the whole theory of functions of a complex variable z can be interpreted in terms of pairs of real functions of two real variables x and y, and we shall sometimes make use of this interpretation. It should also be noted that a complex function f(z) of a complex variable reduces to a single reat function of two real variables whenever the range of (2) is a subset of the real line; in fact, f(z) reduces to a single real function of a single real variable whenever the range of f(z) is a subset of the real line and the domain of /(2) is a line parallel to either the real or imaginary axis. Example 1. The single complex function wa2=(x+ i= y® + 2ixy corresponds to the two real functions waxy’, v= 2xy. Example 2, The two real functions uax—y, v= er +907 correspond to the single complex function wou + ip = (2 — y) + ie? +7 = fle), If f(2) is a single-vatued function with domain E and range @, the point w = f(2) € & is said to be the image of the point z € E [under f(z)]. Similarly, if D ¢ E, the set of all points w = f(z) such that z € D is called the image of D, denoted by f(D). Let @ be any subset of & containing f(D). ‘Then we say that f(z) is a mapping of D into 2. If 9 = f(D) and we want to emphasize this fact, we say that f(z) is a mapping of D onto . Thus, every “onto” mapping is an “into” mapping, but not conversely. A mapping of a set into itself is often called a transformation. If f(z) is single-valued, the inverse function f~(w) will in general be multiple-valued. If f~1(w) is single-valued, the original function or mapping S(2) is said to be one-to-one. Then the point z ¢ E which is the image of the point we & under f~*(w) is called the inverse image or pre-image of w [under {@). Similarly, if @ 6, the set of all: points z = f-\(w) such that we D is called the inverse image or pre-image of 9, denoted by f-(). A one-to-one function f(z) is said to establish a one-to-one correspondence, indicated by z+ w, between the points z in its domain and the points w in its range. Remark, In tHe case of multiple-valued functions, images and inverse images are defined in the natural way. For example, if f(z) takes severalSEC, 8 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 27 values at a given point z E, each of these values is called an image of the point z. Similarly, if there are several points z € E such that f(z) = w, where w is a given point of é, then each of the points z is called an inverse image of w. In terms of the definition (3.1) of a function, the images of a given point ze Eare all those points w appearing in some ordered pair (z, w) with z as its first member, and the inverse images of a given point we & are all those points z appearing in some ordered pair (z, w} with ww as its second member. 8. Sequences of Complex Numbers. Limit Points and Limits of Sequences Let 1 be the set of all positive integers 1,2, ..,”,.. Then any single- valued function f(z) with domain / is called an infinite sequence, or simply a sequence, and the values z, = f(n) are called the terms of the sequence. The sequence itself is usually denoted by listing its terms in order of increasing indices, i.e., Zp Zaps +09 Zn or by the more concise notation {z,} (not to be confused with the set whose only member is z,). If ki, ka, -., Ky... is a sequence of positive integers such that k, < k,,, foralln = 1,2,. ., then the corresponding terms of the sequence {Zp}, L€., Zs Zkgr <> Zkas form a new sequence {z;,,}, called a subsequence of the sequence {z,}. For example, the sequences 2 yy 2g) Zpy ++ Zann ty soos Zay Zay Zep ++ +5 Zones ey 2yy Zay Zpy ++ oy Zann are all subsequences of the sequence {z,}. Remark. The subsequences of {z,} can also be written in the form Zags Zngo > +09 Engs ss 29 or briefly {z,,}, where 7m, "o,. -,7,-.- i a sequence of positive integers, such that m, < 7.1 for all k = 1,2,..., so that k rather than 7 runs through the positive integers. In other words, the running index is always the “lowest subscript,” regardless of the particular symbol used. Let z be a point of the complex plane. Then the interior of the circle of Tadius ¢ with z as its center, i.e., the set of all points z’ satisfying the inequality lz — 2| < ¢, is called an e-neighborhood of z, or simply a neighborhood of z, and is denoted by #(z; ¢), or simply by #(z) if ¢ is unimportant.? +A neighborhood of z can also be defined as the interior of any circle containing 2, ut there is essentially no loss of generality in assuming that z is the center of the circle.28 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 A point & is said to be a limit point of the sequence {z,} if for every neighborhood .4’(©) of the point &, there is a subsequence {z,,} all of whose terms belong to #”(¢). Equivalently, ¢ is said to be a limit point of {z,} if every neighborhood (%) contains infinitely many terms of {z,}. It is important to note that when referring to a sequence, the phrase “infinitely many terms” means infinitely many terms with distinct indices, but only finitely many of these terms need be distinct complex numbers. Example 1. The point 0 is a limit point of the sequence 1, Ne ae i Example 2. The points 0 and 1 are limit points of the sequence 0, 1,0, 1,0, 1,. G3) For the point 0, the subsequence 0, 0,0,... figuring in the definition of a limit point consists of the terms of (3.3) with odd indices, while for the point 1, the appropriate subsequence 1,1, 1,.. consists of the terms with even indices, We note that if {z,,} is a subsequence of the sequence {z;,,}, and if {z,,,} is a subsequence of the sequence {z,}, then {z;,} is a subsequence of the sequence {z,}. It follows that any limit point of a subsequence is a limit point of the original sequence. The converse need not be true, as shown by the sequence (3.3), where the subsequence 0,0,0,. has only one limit point, whereas the original sequence has two limit points. A sequence {z,} is said to be bounded if there exists a neighborhood of the point z = 0 containing all the terms of the sequence, i.e., if there exists a number p > O such that |z,| < for all 7 = 1, 2,.... THeorREM 3.1 (Bolzano-Weierstrass principle for sequences). Every bounded sequence {z,} has at least one limit point. Proof. Let Qo be a square with sides parallel to the coordinate axes and center at the origin,? which contains all the terms of the sequence {z,}. The coordinate axes divide Qo into four squares, at least one of which, say Q,, contains infinitely many terms of {z,}. Similarly, dividing Q, into four congruent squares, we can find a new square, say Q,, con- taining infinitely many terms of {z,} (see Figure 3.1). Continuing this construction, we arrive at a sequence of squares 2 A> > 2Q2-, 2 Here, by a square we mean a two-dimensional closed interval of the form a-cexcateb—c 0). The point (a, d) is called the center of the square.SEC. 8 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 29 each strictly including the next and each containing infinitely many terms of {z,}. The projections of these squares on the x and y-axes, respectively, form two“ nested” sequences of closed intervals Xy2X,2>%,>- > &> %hy2%u2%> Pwr , where each of the intervals X,, is twice as long as the next, and similarly for the intervats Y,, As is familiar from elementary analysis,° there is a unique point € in all the intervals X, and a unique point 7 in all the intervals Y,. Therefore, there is a unique point ¢ = + i in all the squares Q,(n = 0,1,2, ..). We now show that % is a limit point of the sequence {z,}. Given any y neighborhood 4%; «) of the point %, we can choose 7 so large that the square Q, belongs entirely to “(G; €). This can be done by requiring that the length of the diagonal of the square Q, be less than e. Since the length of the diagonal of Q, is ob- viously //2", where / is the length of the diagonal of the square Qo, this requirement is satisfied if //2" < «, and then, since Q, contains infinitely many terms of {z,,}, the same is true of MN; ©). Therefore C is a limit point Figure 3.1 of {z,}, and the theorem is proved. A bounded sequence {z,} which has only one limit point ¢ is said to be convergent, and © is called its limit. We also say that {z,} converges to t, a fact indicated by writing z, > ¢ as n — 00, or lim z, = & It is clear that every subsequence {z,,,} of a convergent sequence {z,} with limit ¢ converges to the same limit ¢. In fact, {Zx,} is bounded, since the whole Sequence {z,} is bounded, and therefore, according to Theorem 3.1, {z,,} has at least one limit point. But the limit points of {z,,} are simultaneously limit points of {z,}, so that {z,,} has only one limit point f, as asserted. THeorEM 3.2. A sequence (z,} converges to the limit © if and only if given any © > 0, there exists an integer N(c) > 0 such that |z, —t| < © for alln > N(@), i-e., if and only if any given neighborhood of C contains all the terms of {z,} starting from some value of n. * See e.g, K. Knopf, Infinite Sequences and Series (translated by F. Bagemihl), Dover Publications, Inc., New York (1956), p. 39.30 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 Proof. First we prove that the condition is necessary. Suppose that {z,} converges to , and suppose that for some e > 0, infinitely many terms Zags Zicgs ++ +9 Zkgs © ki 0, only finitely many terms of {z,} belong to the complement of WG; ®), i-e., all the terms of {z,} starting from some value of # belong to MG; «). Next we prove that the condition is sufficient. If the condition holds, the sequence {z,} is bounded, since all the points of {z,} starting from some value of n belong to the neighborhood #(¢; 1), say, and we can certainly find a neighborhood of the point z = 0 with large enough radius to contain both 4(¢; 1) and the finite number of points of {z,} which do not belong to (f; 1). It follows from Theorem 3.1 that the sequence {z,} must have at least one limit point. But no point %’ different from { can be a limit point of {z,}. To see this, we choose « < 4|%’ — ¢| and note that only finitely many terms of the sequence {z,} belong to the complement of 4(C;«). Therefore, only finitely many terms of {z,} belong to.(@’; e), which means that % is not a limit point of {z,}. Thus € is the unique limit point of {z,}, i.e. {z,} converges to C, and the theorem is proved. THEOREM 3.3. Every bounded sequence {z,} has a convergent sub- sequence. Proof. Let © be a limit point of the sequence {z,} (according to Theorem 3.1, such a point exists). Then any neighborhood of % contains infinitely many terms of {z,} (recall that only finitely many of these terms need be distinct complex numbers). First consider the neighborhood HG 1), and let 2, be any term of {z,} belonging to #”(G; 1). Next con- sider the neighborhood 4’(C; 4), and from the infinitely many terms of {z,} in. /(; 3) choose a term z;, with index greater thank. Suppose repeating this procedure 1 times leads to terms Z,,, 244). -.5 2c, Of {2,}, where ky I/e belong. to the neighborhood .W(C; ¢). In other words, {z,,} converges to f, i.e., {z,} has a convergent subsequence, as asserted. The next theorem gives a criterion for the convergence of a sequence which does not require prior knowledge of the limit of the sequence, THEOREM 3.4 (Cauchy convergence criterion). The sequence {z,} is convergent if and only if given any « > 0, there exists an integer N(&) > 0 such that lZn+e — Zn] < & G.4) for alln > N(e) and p > 0. Proof, First we prove that the condition (3.4) is necessary. If {z,} converges to a limit %, then e Iz — la — tI <5 for all z greater than a certain integer we call N(c). It follows that nro < 5 and hence Foy — 2al = [Gaep 0+ © = 21 < bene — + be N(@) and (all) p > 0. Next we prove that the condition (3.4) is sufficient. Choosing e = 1, we have lZn+e — Zn < 1, starting from a certain value of n. Fixing one of these values of 1, say "to, we find that l2no+» — 2mol < 1, So that all the points Z,+1,2n9+2,-- belong to the neighborhood MW Eng; 1), i€., lie inside the circle with center z,, and radius I. Clearly, there is a neighborhood of the point z = 0 with large enough radius to contain both 7(z,,; 1) and the finite number of points 2, Zo, - - -; Zn:32 0 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 Thus the sequence {z,} is bounded, and hence, according to Theorem 3.1, {z,} has at least one limit point. It remains to show that {z,} cannot have two different limit points. Suppose the opposite is true, ie. let { and ¢' (¢' # 0) be two limit points of the sequence {z,}. Choosing « = 4|f — U], we find that the inequality lenen — nl < 418 ~ Ot G.5) holds for all sufficiently large n, say x > N. On the other hand, each of the neighborhoods /(; «) and 4(0’; ©) must contain infinitely many Figure 3.2 terms of {z,}. Let z,, be a term with index larger than N belonging to AG), and let z,,4,, be a term belonging to #(C’;e). Then it is obvious from Figure 3.2 that lem +o, — Zm| > 410 - C, which contradicts the inequality (3.5). This contradiction implies that {z,} has only one limit point and hence converges. 9. Convergence of the Real and Imaginary Parts, Moduli and Arguments of a Complex Sequence Given a complex sequence {z,}, let z, = Xn + in i.e., let z, and y, be the real and imaginary parts of the term z,. Then every sequence of complex numbers {z,} corresponds to two sequences of real numbers {x,} and {y,}. ‘THeoreM 3.5,., The complex sequence {ns where 2, = X_ + Yn, Con verges to the limit? = & + #9 if and only if the real sequences {x,} and {yx} converge to the limits © and», respectively.SEC. 9 SETS AND FUNCTIONS, LIMITS AND CONTINUITY 33 Proof. If z,—> © asin —> 0, then for any ¢ > 0 there exists an integer N(e) > O such that [z, — ¢| < cif > N(). It follows that [xn — &| = [Re (zn — 0] < len - 81 <5 lyn — a] = [Im @ — | < zn — Ul N(@, and hence x,—> &, y,—> 9 as n> &. Conversely, if x,» & y, > 4 as n— oo, then for any « > 0 there exists an integer N(c) > 0 such that |x, —&] <<, |[y,— al N@). It follows that fen — &| = In — &) + in — DES [Xn ~ El + [dn ~ 4] < 28 ifn > N(@), and hence z,—> ¢ as n> oo, since e is arbitrary. Remark. According to Theorem 3.5, convergence of a complex sequence is equivalent to the convergence of two real sequences, i.e., those formed from the real and imaginary parts of the complex sequence. This fact can be used to define convergence of a complex sequence in terms of the con- vergence of its real and imaginary parts (this is done in the obvious way). Then the theorems of Sec. 8 become simple consequences of the corre- sponding theorems for real sequences, which we have actually rederived for the case of complex numbers. Moreover, by using Theorem 3.4, the familiar results concerning algebraic operations on convergent real sequences can be carried over without change to the case of complex sequences. Thus, given two complex sequences {z,} and {z,}, suppose that z, — 0, z, > C' asm — oo. Then Zt morS el, ttn > zm % Z°e (3.6) as n> 00, where in writing (3.6) it is assumed that 2, # O(n = 1,2,. .)and Uv #0. To decide whether or not a given complex sequence {z,} converges, we can examine the sequences of meduli and arguments {|z,|}, {arg z,} instead of the sequences of real and imaginary parts {x,}, {),}. In doing so, we encounter various possibilities: and 1. A necessary and sufficient condition for a complex sequence {z,} to converge to zero is that the sequence of moduli {|z,|} converge to zero. (The sequence of arguments {arg z,} need not be considered at all, and in fact {arg z,,} may not converge.) To see this, it is enough to note that lzn — 0 = |zq| N(e) is a necessary and sufficient condition not only for the complex sequence {z,} to converge to zero, but also for the real sequence {|z,]} to converge to zero.34 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP, 3 2. In the general case, simultaneous convergence of the sequences Me and {arg z,} is sufficient for convergence of the sequence {z,}, lim arg z, then lim z, = r(cos @ + isin 9). To see this, we note that lim x, = tim, Rez, = Jim lzn[ cos (arg z,) = r-cos 9, noe lim y, = “im Im z, = ‘im [zal sin (arg z,) = rsin 9. now The result now follows from Theorem 3.5. 3. Conversely, if the sequence {z,} converges, the sequence of moduli {|z,]} also converges. In fact, if lim x, = %, lim y, = nae awe then lim |z,| = lim Vx2 +92 = VE s° aie 4. The sequence of arguments {arg z,} of a convergent sequence need not converge even in the case where lim z, #0. For example, let a= 14-15 Then z, -> —1 as n -» 00, but the sequence {arg z,} does not converge, since arg Z; =n — arctan arg Z; = —n+arctan; |. B Zon = Fe Bae = 4 However, in this case we can find a convergent sequence of values of Arg z,- In fact, let ©, denote the unique value of Arg z, satisfying the inequality 3n F< <> Then the sequence {®,} converges to the limit =, since 1 . 2k+t ©, =m — are tan 4 3R Oa = + arctanSEC. 10 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 35 5. The argument used in the last example can be made perfectly general. Suppose that lim z, = # 0, and let ® be any value of Arg%. Let mp be the smallest value of 7 for which there exists a neighborhood #(%) containing all the points Zns Enis» but not the origin (see Figure 3.3), and for n > no let ©, denote the unique value of Arg z,, satisfying the inequality 1®, — 0 <5; Then ©, -> ® as n—» 00. To see this, let 6 be any number such that. 0 < 6 < n/2, andlete = {| sin 8. It is obvious that 0 %, we can always find an integer N(¢) > 0 such that len OL N(e). Every point z, Ficure 3.3 such that n > N(e) belongs to the neighborhood -(¢), and hence has a uniquely defined value of ©, = Argz,. Moreover, ifm > N(e) = N’(8), then [®, — | < arcsin ys = 6 fe] (see Figure 3.3), and hence lim ©, = %, nae as asserted. In other words, if the sequence {z,} converges to a limit ¢ # 0, then, given any value of © = Arg, there exists a sequence of values of Arg z, which converges to ®, a fact indicated by writing lim Argz, = Argt. aaa {Note that the expressions Arg z;,. .. Ag Zn9-1 are multiple-valued or even meaningless, since there is nothing to prevent the numbers 24, -++5Zng-1 from vanishing.) 10. Series with Complex Terms Let y= Zp tee tb 2 bese GB)36 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 be an infinite series (or simply a series) with complex terms z,, and let {Sn} = fan Ho + Zh G8) be the sequence of partial sums of (3.7). Then the series (3.7) is said to converge if the sequence (3.8) converges, and the limit of the sequence is called the sum of the series. Moreover, if lim s, = s, we write Dd want tm te Hs ao A series which does not converge is said to be divergent. If we set Zn =Xnt Duy Sp = Or tbin = Oat: +X) + ir t-- + Pads it follows from Theorem 3.5 that the series (3.7) converges if and only if both of the sequences {c,} and {z,} converge. But these are the sequences of partial sums of the following series with real terms Xe SX bet bey G9) Ma yan tent ant: G.10) € i + Therefore, a series with complex terms converges if and only if the series formed from the real and imaginary parts of its terms converge. Moreover, if Ms X= lim ( +++++%,) = 9, awe net Yn = lim (VY) + +++ + Yn) = 4, 4 then s= lim ( +---+2,) =o+ 8. Thus the sum of the series (3.7) equals o + it, where o and + are the sums of the series (3.9) and (3.10), and conversely, the sums of (3.9) and (3.10) are the real and imaginary parts of the sum of (3.7). Applying the Cauchy convergence criterion (Theorem 3.4) to the sequence of partial sums (3.8), and noting that Snap — Sn = Znar t+ + Znem we find that the series (3.7) converges if and only if given any « > 0, there exists an integer V(e) > 0 such that lensa Hess + Zase] SE‘SEC. 10 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 37 for all n > M(e) and p > 0, In particular, a necessary condition for the series (3.7) to converge is that lim z, = 0. nwa The series (3.7) is said to be absolutely convergent if the series 2. al = |za) tee+ + leaf e+ 3.11) formed from the moduli of its terms converges. Since lenox He + 2naol < lensal +--+ + enol a series with complex terms is convergent if it is absolutely convergent. The converse is not true, as shown by the familiar example l-d4+h-44--- It follows from the inequalities Ixal < [zal [yal < [zo] and zal < [xal + [yal that the series (3.7) is absolutely convergent if and only if the series (3.9) and (3.10) are absolutely convergent. Let the series (3.7) be absolutely convergent with sum o + it. Then the series (3.9) and (3.10) are also absolutely convergent with sums o and +, respectively. Suppose we make an arbitrary rearrangement of the terms of (3.7), thereby obtaining a new series Dm Btn to ty tes 3.12) a where the sequence k,,...,k,,... contains all the positive integers, each just once. Correspondingly, the series formed from the real and imaginary parts of the series (3.12) have the form D> Xm Hy He ty ts ms 2D Yin = Ig tt hy + & These series are obtained by rearranging the terms of the absolutely con- vergent series (3.9) and (3.10), and therefore, as is well known,‘ they converge to their previous sums ¢ and +. It follows that the series (3.12) with complex terms also converges to its original sum o + iz. Since absolute convergence of the series (3.7) is equivalent to convergence of the series (3.11), to test for absolute convergence we can use any known. convergence test for series with nonnegative terms. In particular, we note *Seee.g., R. C. Buck, op. cit, Theorem 11, p. 115.38 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 that a sufficient condition for the absolute convergence of the series (3.7) is that starting from some value of n, the inequality lznsal ay, wet form a bounded sequence, i.e., lat-e--+tal 0; 2. The series >, Ion — Basal aa converges, and b, + 0 as n—> w. Then the series > anbs G.15) also converges. Proof. If we denote the partial sum ae ne Obi. = y (Ce 1B Ata aha t ate niget = and, — Onbeea G.16) Stn Br negra = taasPary — Barr — > albus — by)- Sta * Sec e.g., R. C. Buck, op. cit., Theorem 5, p. 108, and Theorem 6, p. 109. ¢ The transformatiori leading from the left-hand side to the right-hand side of (3.16) is called the Abel transformation, and is the analogue of integration by parts.SEC, 10 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 39 It follows from (3.16) that v A Porsst < lensed [Basel + lenl [next + loca) [be — Be sal nepod newer < M(WBsool + [ouil +” 3, Ibe Brel) By hypothesis, there exists an integer N(c) > 0 such that D, Ibe — beval < 397 kone for all n > N({e) and p > 0, and hence y OD, eer « Ibal < so 1, the two series converge or diverge together. 2. If the series z, +-- +2, ++ converges and its sum is s, then the series Az, +-+-+ Az, +--+ converges and its sum is As. 3. If the series z, +- + +z, + converges and its sum is s, then Gr test ty) + Giger bees t Zig) be + Giger te + Ziggy) boo where0 x (3.18) ast aot40 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 are absolutely convergent, with sums s and s', respectively, then the series D Gaze + zatha tes + 242i) A is also absolutely convergent, with sum ss’. Proof. The series les] [zi] + Jaal leal + [zal eat + --- + [eal lenl + [zal zeal + 0 + dnl [eal +++ = fewzil + f2aza] + [zazil +--+ + fzaznl + [zateeal +e +++ [znzi] +++ G19) converges,” being the product of the two absolutely convergent real series >, [eels > [zal amt net Therefore the complex series Zy2y Ht ZZ cb Zak tere b Zt Zaye bee + ZaZy +--+ (3.20) is absolutely convergent, Consequently, the sum of the series (3.20) does not change if we rearrange its terms and write it in the form BZ $ 212+ Zaz + Zoey + ZazZq + 2% + Za2q + Zaza + Zaz +--+ @.21) But the partial sum of the first n? terms of (3.21) is easily calculated, and in fact AZ = SS, 242, + 2425 + Zaz + 22% = S08d, ZZy + ZZ +--+ ZZ = SpSpy where s, and s, denote the partial sums of the first and second of the series (3.18), respectively.® It follows that (3.21), and hence (3.20), has the sum lim s,s, = ss’. ao Then, because of the associative property (3.17), the series Zaz + (222 + 2021) be + (zm + Zama t+ + Zaz) too = D> Gh t tate ts + z92) (3.22) net 7 See e.g., R. C. Buck, op. cit., Theorem 13, p. 120. * The sum of the nine terms written out in (3.21) is sys.SEC. 10 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 41 has the same sum ss’. It only remains to show that (3.22) is absolutely convergent. But this is an immediate consequence of the inequality lzxzn + Zatn—a tos + Zaz < [zal [zn] + [zal len-al +---+ fzol (zal and the fact that the series Vea) lead + (zal zal + lzal [zil) +- + (lzal le] + [eel [zea] ++++ + [eel [2a +--+ equal to (3.19), is convergent. As already noted, an absolutely convergent series has certain commuta- tive and associative properties, i.e., its sum is invariant under rearrangement of terms {ef. (3.12)] and regrouping of terms [cf. (3.17)]. The next result generalizes these properties: ‘THEOREM 3.8. Let kh EP}, be an infinite family of sequences of positive integers such that {eh - KAP < KBP <0 KM ee (m = 1,2,...) and such that each positive integer belongs to one and only one of the sequences {k{™}. Then, given an absolutely convergent series Zy (3.23) S [ S a] (3.24) also converges to s. = Proof. For simplicity, we write Zui) = Zon noting that for every fixed m, the sequence {Zm,} is a subsequence of {z,}. Since (3.23) is absolutely convergent, S tal=, where ¢ > 0. It follows that 2, lel < 2 alse @=1,2,...).42 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 Therefore each of the series Me 2mn ne is absolutely convergent,® and hence convergent, i.e., each of the terms in brackets in (3.24) is well defined. Clearly we have s Pa Zml S 3 { Stel] 0, there exists a positive integer N = N(e) such that lewsal + lewoel +: P. Therefore, given any ¢ > 0, there exists a P = P(e) such that s- | > an maa bane P, i.e., and the theorem is proved. IL. Limit Points of Sets. Bounded Sets Let E be an arbitrary set of points in the complex plane. A point © is said to be a limit point of the set E if every neighborhood of € contains ° If {c,} is a bounded sequence of real numbers such that C1 Sea SSO See, then {cy} is convergent. See ¢.g., R. C. Buck, op. cif., Theorem 6, p. 16.SEC. 11 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 43 infinitely many (distinct) points of E. Obviously, a set consisting of a finite number of points has no limit points. Suppose the set E consists of the terms of some sequence {z,}. Then every point ¢ which is a limit point of the set E is also a limit point of the sequence {z,}, in the sense of the definition given earlier (p. 28). To see this, we note that if { is a limit point of E, any neighborhood of % contains infinitely many points of £ and hence infinitely many terms of {z,}, i.e., a subsequence of {z,}. On the other hand, a term 0 of the sequence {z,} can appear infinitely often, i.e. {z,} can have a sub- SEQUENCE Zx,5 Zky>+ +> Zkqy++ all of whose terms equal t’, without ¢' being a limit point of E (obviously, 2 will be a limit point of {z,}). For example, the points 0 and 1 are both limit points of the sequence 0, 1,0, 1,0,1,..., 3.26) but they are not limit points of the set consisting of the elements of (3.26), which contains only the two points 0 and I. This discrepancy vanishes if we eliminate the possibility of a term appearing infinitely often in a sequence: ‘THEOREM 3.9. Let E be an arbitrary set. Then® is a limit point of E if and only if there exists a sequence {z,} of distinct points of E converging tot. Proof. Suppose © is a limit point of the set E. We have to find a sequence {z,} of points in £ such that z, 4 z, if j # k and z,>% as n> . First consider the neighborhood /(%; 1) of the point %, containing infinitely many points of £, and let z, be one of these points. Next consider the neighborhood #(C; 4), and from the infinitely many points of E in #(€; 4) choose a point z, different from z,. Suppose repeating this procedure 7 times leads to n distinct points z:, Z2,-.., Zn of £ such that z, belongs to the neighborhood (2; 1/k), k = 1, 2, 5 Then, since the neighborhood 4’(C; 1/(n + 1)) contains infinitely many points of £, one of these points, say z,,,, must be different from the points z:, Z9,..., Zn. In this way, we obtain a sequence {z,} of distinct points of E such that ln — tl <} (n=1,2,...), ie., such that z, > Cas n> 00. Conversely, suppose that {z,} is a sequence of distinct points of E such that z,—>¢ as n-» 00, Then any neighborhood of the point contains infinitely many points z, € E, and hence @ is a limit point of the set E. Remark 1. Obviously, we can impose the extra requirement that the Points of {z,} all be different from the limit point C.44 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 Remark 2. The close resemblance between the first part of the proof of Theorem 3.9 and the proof of Theorem 3.3 should be noted. A set E is said to be bounded if there exists a neighborhood of the point z = 0 containing all the points of E£, i.e., if there exists a p > 0 such that lz| < efor all ze £. THEOREM 3.10 (Bolzano- Weierstrass principle for sets). Every bounded infinite set E has at least one limit point. Proof. Let z, be any point of E. Since E is an infinite set, there is a point z, of E different from z,, a point z, different from z, and zg, and so on. Suppose we repeat this argument n times, obtaining n distinct points z;,Z»,--.,z, belonging to E. Then from the infinite set £ we can still select another point z,,, different from 2, Z2,..-,Z,. Thus there exists a sequence {z,} of distinct points of E which is bounded, like E£ itself. It follows from Theorem 3.1 that {z,} has at least one limit point C, which is also a limit point of E, since any neighborhood of ¢ contains infinitely many points z, € E. CoroLtary. Every bounded infinite set E contains a convergent sequence consisting of distinct points of E. Proof. Jn fact, the sequence in question is the subsequence of {z,} converging to %, guaranteed by Theorem 3.3. 12, The Limit of a Function of a Complex Variable TueoreM 3.11. Let E be an arbitrary infinite set, let f(z) be a function defined on E, and let 2, be a limit point of E. Suppose the sequence {f(z,)} converges for every sequence of points {z,} such that!® 2€E, m#% (= 1,2...) 2, —> Zo aS N—-> ©, Then, if {z,} and {z1} are two sequences satisfying (3.27), tim Sz.) = jim In). (3.28) Proof. The sequence (3.27) Zay 24, Za 290 +9 Zan Zag eos obviously converges to z) and consists of points in E different from zo. Therefore the sequence I) LEDS C2) [Gas - +s fEn)s Lends -- G29) must converge. But this implies (3.28), since any two subsequences of (3.29) must have the same limit. 2© According to Theorem 3.9, at least one such sequence exists.SEC. 12 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 45 DEFINITION. Suppose the sequence { f(z,)} converges for every sequence of points {z,} satisfying (3.27), and let A be the common limit (guaranteed by Theorem 3.11) of all the sequences {f(z,)}. Then we say that f(z) has the limit A at the point 2, (relative to the set E), and we write lim fle) = A. (3.30) ved TrroreM 3.12. The function f(z) satisfies (3.30) if and only if given any « > 0, there exists a number 8 = 8(e) > 0 such that [f@) - Al Obearbitrary. Then, according to (3.31) and (3.32), |f(z,) — A| <« ifn > N{8(c)] = N{c). But this implies (3.30), since {z,} is an arbitrary sequence converging to zo. To prove that the condition is necessary, suppose that for some «© >0 no 3 > O can be found such that (3.32) implies (3.31). Then, in each neighborhood (zo; 1/n), n = 1, 2,-.., we can find a point z, such that fz.) — Al Be > 0. (3.33) Although the sequence {z,} obviously converges to Zo, the inequality (3.33) precludes the possibility of {f(z,)} converging to A. Therefore, (3.30) does not hold, and the proof is complete. Remark. Our definition of the limit of a function of a complex variable includes as a special case the familiar definition of the limit of a real function of one or two real variables. In fact, if f(z) is real, we can write SE) =x + iy) = ox, y), where u takes only real values. Let zo = Xo -++ iyo, and suppose that! lim f(@) = A. z+% Then, according to Theorem 3.12, given any « > 0, there exists a 3(e) > 0 such that If@) — Al = |u{x, 9) — Al ¥0 ¥>¥0 Proof. Use the above remark and Theorem 3.12, together with the same argument as in the proof of Theorem 3.15. Remark. It follows from Theorem 3.13 that the results concerning algebraic operations on limits of real functions (familiar from elementary calculus) carry over to the case of functions of a complex variable. Thus, if lim fi) = A, lim g@z) = B, z+29 2429 then lim L/@) + s@)]1 = A + B, lim f(@)g(z) = AB, sn20 f2)_A where in the last formula it is assumed that B # 0. 13. Continuous Functions. More Set Theory Next we introduce the concept of continuity for functions of a complex variable, Let f(z) be a function defined on a set E, and let zo ¢ E be a limit point of E. Then the function f(z) is said to be continuous at the point zy if iim L(@) = f@)- G35) [If z,¢ E is not a limit point of Z, then f(z) is automatically regarded as continuous at zp.J A function which is continuous at every point of a set E is said to be continuous on E. Since, when f(z) takes only real values, our 14 See e.g., D. V. Widder, op. cit., p. 12.sec. 13 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 47 definition of a limit reduces to the definition familiar from elementary calculus, the same is true of our definition of continuity. In fact, according to Theorem 3.13, if L@) = Ulx, y) + ie, »), we can replace (3.35) by the two equivalent relations fim ux, 9) = Wixo, Yor im UG y) = oro» Yo), uo y-¥o where z = x + iy, Z = Xp + i¥o. In other words, the complex function Jf) is continuous at the point z) = xo + iyo if and only if the real and imaginary parts of f(z), regarded as functions of the two real variables x and y, ate continuous at the point (xo, ¥o)- The following properties of continuous functions of a complex variable are immediate consequences of our definition of continuity: 1. If f(z) and g(z) are continuous at the point zp) ¢ E, then fe) +e, sexe, 1 are also continuous at zo [in the last case, it is assumed that g(zo) # 0]. 2. Suppose the function f(z) with domain E and range & is continuous at the point z, € £, and suppose & is an infinite set with wo = f(z) as a limit point. Moreover, suppose the function ¢(w) has domain & and is continuous at the point w, €&. Then the composite function af] is continuous at the point zo. To see this, we note that if {z,} is any sequence of points in E converging to zo, then, since f(z) is continuous at Zp, the sequence {w,}, where w, = f(z,), converges to Wo = f(zo)- Therefore, since ¢(w) is continuous at we, the sequence {p(W,)} con- verges to 9(Wo). But A) = PUG) — (0) = Lf], and hence im @LfGn)] = eL/@o)}, ie., dim off@)] = eLf@o)), as asserted. . A set Fis said to be closed if it contains all its limit points.4* Sets with no limit points (¢.g., finite sets, the empty set, the set of all positive integers) are also regarded as closed. The reason for this is apparent from the following ** A closed set is often denoted by the letter F (from the French fermé).48 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 negative form of the definition of a closed set: A set F is said to be closed if no point which is not a member of F can be a limit point of F. A set F which is both closed and bounded is said to be compact. Example 1. Any finite set is compact. Example 2. The set of all points in the plane and the set of all positive integers are closed, but not compact. Example 3. The set F of all points belonging to a given straight line is closed, since any point 2, ¢ F has a neighborhood consisting entirely of points not in F and hence z, cannot be a limit point of F. However, F is unbounded and hence not compact. Example 4. The set F of all points belonging to a given circle is closed, for the same reason as given in Example 3. Moreover, F is obviously bounded and hence compact. A set O is said to be open if each point z¢ O has a neighborhood (2) consisting entirely of points of O.!* The empty set is regarded as open. Example 1. Any neighborhood W(z) is open. Example 2. The set of all points in the plane is open. Example 3. The set of all points which do not belong to a given finite family of lines or circles is open. THEOREM 3.14 (Heine-Borel theorem). Let F be a compact set, and suppose a neighborhood W(z) is associated with each point z € F.\° Then there exists a finite number of points z,, ...,Z, in F such that FOM(Q)U UM), ie., F can be covered by a finite number of neighborhoods N (2). Proof. The proof closely resernbles that of Theorem 3.1. Let Qo be a square with sides parallel to the coordinate axes and with center at the origin, which contains the set F (cf. Figure 3.1). Suppose the theorem is false, i.e., suppose F cannot be covered by a finite number of neighbor- hoods .4"(z). The coordinate axes divide Q, into four squares, and correspondingly, the set F is divided into four subsets, i.e., the inter- sections of F with each of these squares. At least one of the four subsets of F cannot be covered by a finite number of neighborhoods (2). Let Q, be fhe square containing this subset. Similarly, dividing Q, into four congruent subsquares, we can find a new square, say Qz, +4 An open set is often denoted by the letter O (from the French ouvert). 45 The set of neighborhoods 4’(z), z ¢ F may be uncountable (see Problem 3.2).SEC. 13 SET$ AND FUNCTIONS. LIMITS AND CONTINUITY 49 whose intersection with F cannot be covered by a finite number of neighborhoods #(z). Continuing this construction, we arrive at a sequence of squares Qo > Or > Oy2---> QP each strictly including the next, such that @,, 0 F cannot be covered by a finite number of neighborhoods (2). As in the proof of Theorem 3.1, let & be the unique point belonging to every square Q,. Every Q, contains an infinite number of points of F, for otherwise we could immediately find a trivial finite covering of Q, © F. Therefore § must be a limit point of F, since any neighborhood of & contains all the squares Q, starting from some value of n, and hence contains infinitely many points of F. Since F is closed, ¢ must belong to F, and hence there is a neighborhood containing { in the original set of neighborhoods, ie., “(@). But as just noted, starting from some value of n we have Qn < H@ and hence (Q, A F) © 40), ie., On O Fis covered by the single neighborhood (¢), contrary to hypothesis. This contradiction proves the theorem. Remark. Obviously, the theorem remains true if 1”(2) is replaced by any neighborhood containing z (not necessarily one with z as its center), or more generally by any open set containing z (cf. footnote 1, p. 27). THEOREM 3.15. Let F be a compact set, and let f(z) be a continuous function on F. Then the set {(F) is compact, i.e., the continuous image of a compact set is compact. Proof. First we prove that ¥ = f(F) is bounded. Since f(z) is continuous on F, given any « > 0, we can associate a neighborhood A (@) with each z € F such that If -f@) 0 such that \i@)| 0, the neighborhood .#(m; e) contains at least one point of ¥ (which may be m itself). Therefore, m is either already known to be in F, or else m is a limit point of F, and hence an element of ¥ (since F is closed). By a similar argument, M ¢#. In other words, there exist points z), Zo in F such that LG) =m, F(Z) = M. ‘THEOREM 3.17. Let F be a compact set, and let f(z) be a continuous function on F. Then, given any ¢ > O, there exists a number 8 = 8() > 0 such that Lf) - f@D < for every pair of points z, z' in F such that le-z1 <3 (3.38) ie., f(z) is uniformly continuous on F. Proof. The important point here is that one choice of &(c) suffices for all z, z'€ F. Since f(z) is continuous on F, given any e > 0, we can associate a neighborhood (z; 8(z)) with each z € F such that If@) - f@) < te whenever z’ € W(z; 8(2)). Now consider the set of “half-size” neighbor- hoods .(z; 38(z)), ze F. According to Theorem 3.14, there exists a finite number of points z,,..., Z, in F such that FON (243 48)) U---UM (2,3 38,5 (3.39) where 8, = 8(z;),-..,8, = (z,). Then a suitable 3 for use in the inequality (3.38) is given by S=4min(d,,. -, 3). To sce this, let z and z’ be any two points in F such that |z — z'| < 8. According to (3.39), z belongs to some neighborhood #(z;;43,)s 1 0, then obviously z cannot belong to E, but if p(z, £) = 0, z may or may not belong to E. In the latter case, E contains points arbitrarily close to z, i.e. z is a limit point of E. Since a closed set contains all its limit points, we have proved THEOREM 3.18. If E is a closed set and z is a point not in E, then e(z, E) > 0. Now let D and E be two nonempty sets. By the distance between D and E we mean the quantity AD, £) = inf |z — 2 (3.41) ae POE iLe., the greatest lower bound of the distances between all pairs of points z and z', with ze D, ze E. If D consists of a single point z, then (3.41) reduces to (3.40). Moreover, it is obvious that p(D, E) = p(E, D). If p(D, E) > 0, then D and E must be disjoint, but if p(D, E) = 0, D and E may or may not have a point in common. In the latter case, there are pairs of points z and z’, with ze D, z’e E, such that |z — z'| is arbitrarily small. Clearly, this is possible when one of the sets is not closed,?® but it is even possible when D and E are both closed. For example, let D consist of the points belonging to a hyperbola, and let E consist of the points belonging to the asymptotes of the hyperbola. In this case, D and E are both closed and DOE =O, but p(D, E) = 0. Actually, the appropriate generalization of Theorem 3.18 is given by 2° If Dis not closed, let E consist of the limit points of D which do not belong to D. Thea DO E = O and p(D, E) = 0.SEC. 14 SETS AND FUNCTIONS. LIMITS AND CONTINUITY 53. ‘TuEoREM 3.19. If D and E are two disjoint closed sets, and if one of the sets, say D, is bounded, then p(D, E) > 0. Proof. lf z€ D, then z ¢ E and hence ¢(z, E) > 0, by Theorem 3.18. With each point ze D we associate the “half-size” neighborhood A(z; $e(z, E)). According to Theorem 3.14, since D is compact, there exists a finite number of points z;,..., Z, in D such that DN (215 401) U---U NM Gens H0)s 6.42) where p, = e(21, £),---, Pn = P(Zn £). Let 8 = 4min(o,,...5 Pas and consider any point z€ D. According to (3.42), z belongs to some neighborhood 1 (z,; 4p,), | < k 4e> 8 Therefore, AD, E) = inf |z ~z'| > 8 >0, zeD CE as asserted, THEOREM 3.20. If E is a compact set and z is an arbitrary point, then there exists a point © in E such that oz, £) = |z - CI. Proof. If z¢ E, p(z, E) = 0 and the theorem is trivial. Therefore suppose z ¢ E. The function f(z’) = |z — z’|, 2’ € E is continuous on E, and hence, by Theorem 3.16, f(z’) achieves its greatest lower bound on Eat some point Ce £, i.e., \z—z'|>|z-2 (3.43) for all 2’ € £. It follows from (3.43) that (2, E) = inf jz — z'| = |z -— UI, ver as required. THEOREM 3.21. If D and E are two disjoint compact sets, then there exists a pair of points z, and 2, with z, € D, z, € E, such that e(D, E) = |z1 — zal. Proof. First we prove that p(z, £) is a continuous function of z. According to Theorem 3.20, there exists a point ¢ ¢ E such that oz, E) = |z— Cl,54 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 where, in general, ¢ depends on z. Then, given any point z’, we have {2-2 =|@ -—2) + &- Ol < lz’ - 2] + [2-8] = [2 — 2] + PZ). Therefore ez’, E) < |2’ — 0] < |2" — 2] + ef, E), or ez’, E) — ez, E) < [2 — 2. (3.44) Interchanging the roles of z and z’ in (3.46), we obtain ez, E) — oz’, E) < |z ~ 2'|- G.45) Together, (3.44) and (3.45) imply lez, Z) ~ ef2’, E)| < |z ~ "|, and hence to make |p(z, E) — ¢(2’, E)| <«, we need only choose |z —z'} < 8) =«,i.e., e(z, £) isa continuous function of z, as asserted. In particular, the function f(z) = e(z, £), z€ D is continuous on D, and hence, by Theorem 3.16, f(z) achieves its greatest lower bound on Dat some point z, € D, ie., oz, E) > elas, E) for all ze D. But then lz — 2'| > fz, E) > elt, E) = lar — zal (3.46) for any pair of points z € D, 2’ € E, where z, is the point in E for which the equality in (3.46) holds (see Theorem 3.20). It follows from (3.46) that oD, E) = inf |z POE lz. — zal, as required. PROBLEMS 3.1. Let 2 be a set whose members are themselves sets, Prove the relations DO(MLEV= ONE. PU(LLE)= OU. where D is an arbitrary set. Prove the De Morgan formulas D-YE=QD-B, D-LLE=Yo-b, and specialize these formulas to the case where D is the whole complex plane. 3.2. By a finite set is meant a set consisting of a finite number of elements, and by an infinite set is meant a set which is not finite. (The empty set is regarded as finite.) Two sets are said to be equivalent if a one-to-one corre- spondence (see p. 26) can be established between them. A set is said to be‘PROBLEMS SETS AND FUNCTIONS. LIMITS AND CONTINUITY 55 countably infinite if it is equivalent to the set of all positive integers. By a countable set is meant either a finite set or a countably infinite set. A set which is not countable is said to be uncountable. Prove that a) The set of alt rational numbers is countable; b) The set of all real numbers is uncountable; ©) Any subset of a countable set is countable; 4) The union of countably many countable sets is countable. 3.3. Prove that if z, > 0 as m—> 06, then zy teet im lim awe More generally, prove that if z, > as n> oo, then lim £124 + Ca2Zn awe G+ % Cn where ¢1, Cz,--.. Cny--. is any sequence of positive numbers such that lim (ce) +++-+ €n) = +00. 3.4, Find the limit, if any, of each of the following sequences: a) & + a; b) (Vn + ing’Klal < Ds {va + isin 4 (a>0. 3.5. Prove that if the sequence {z,} converges to a nonzero limit { which is not a negative real number, then arg z,—> arg ¢, where, as on p. 35, we ignore the finite number of points where z, may vanish, 3.6. Suppose the sequence {z,} converges to a nonzero limit Z, and let (®,} be any sequence of values of Arg z, satisfying the inequality lo, — | < if both m and n exceed some positive integer N. Prove that {®,} converges to one of the values of Arg ¢. 3.7. Give an example of a series which can be shown to converge by using the Toot test, but not by using the ratio test (see p. 38). 3.8. Let {a,} be a sequence whose partial sums are bounded, and let {6,} be a sequence such that b, > 0 as n— 00 and by > by > --B bg Brees Prove that 5 anbs converges. ™ Hint. Use Theorem 3.6. 3.9, Let the sequence {b,} be the same as in Problem 3.8. Prove that Sb converges. ™56 SETS AND FUNCTIONS. LIMITS AND CONTINUITY CHAP. 3 3.10, According to Problem 3.9, the series 3 ype BO converges. Prove that this series does not converge absolutely. Moreover, show that the product of the series with itself, ie., the series 5 (1 babs + baba oo bubs) is divergent (see Theorem 3.7). 1 1 a Set oer += Vivn V2Vn Vavl” Vavn 3.11. Investigate the convergence of the following series: 2 mm lo. mm), b) Zs , (cos F + isin); < a+iy ° Satan (= F + isin); ® aap ad 3.12, Prove that if the series Hint. 2 Zs converges absolutely, then so does the series 32 2 2 Is the converse true? 3.13. Prove that if the series > zn wt converges, and if arg zal <0 < 3 for all n, then the series converges absolutely. 3.14. Give an example of a series >, % aot for which the “‘iterated series” (3.24) depends on the choice of the family of sequences {ki}. 3.15. Find the limit points of the set of all points z such that a rai 4 (pte (mn= $1, +2,. @ 3 1,2,...)5 i aul n b) z= ozs @ |e <1. Is 31- + id Gn, 1, p,q = £1, £2,..PROBLEMS SETS AND FUNCTIONS. LIMITS AND CONTINUITY 57 3.16. Given an arbitrary set E, a point z € E is said to be isolated if z is nota limit point of E, if there is a neighborhood of z containing no point of E other than z itself. Prove that the set of all isolated points of E is countable (see Problem 3.2). 3.17. Give an example of a function f(z) which has a limit A at a point zo relative to every straight line passing through Zp, but not relative to a neighbor- hood of ze. 3.18. The functions Rez z Rez? zRez TH” et eR? Te are all defined for z # 0. Which of them can be defined at the point z = Oin such a way that the extended functions are continuous at z = 0? Ans. Only f(z) = Eres, £(0) = 0. 3.19. Prove that a) A set is closed if and only if its complement is open; b) A set is open if and only if its complement is closed. 3.20. Prove that 8) The intersection of an atbitrary number of closed sets is closed; b) The union of a finite number of closed sets is closed. 3.21. Prove that a) The union of an arbitrary number of open sets is open; b) The intersection of a finite number of open sets is open. 3.22. Give examples showing why the word “finite” is needed in Problems 3.20(b) and 3.21(b). 3.23. A set E is said to have the Heine-Borel property (cf. Theorem 3.14) if given any set of neighborhoods #(z), z€ E, there exists a finite number of Points z:,..., Z, in E such that ECM (a) Us NM (a). Prove the equivalence of the following three statements: a) E has the Heine-Borel property; b) Every infinite subset of £ has a limit point in E; ©) Eis compact, ie., closed and bounded. Hint, In Theorem 3.14 we have already proved that c) implies a), and the fact that c) implies b) is an immediate consequence of Theorem 3.10, Two further implications must be proved. Comment. Thus, we might just as well have defined a compact set as a ‘set with the Heine-Borel property, or as a set with property b). 3.24. Give an example of a closed set F whose continuous image /(F) is not closed. Hint, \n view of Theorem 3.15, F must be unbounded,58 SETS AND FUNCTIONS, LIMITS AND CONTINUITY CHAP. 3 3.25. Let K be the open unit disk |z| < 1. Are the functions 1 1 l-z 1+2? continuous on K, and if so, are they uniformly continuous on K? 3.26. Suppose the function f(z) is uniformly continuous on the open unit disk |z] < 1. Let C be the unit circle |z| = 1, let € be a point of C, and let {2,} be a sequence of points in K such that z, >€ as n—> oo. Prove that a) lim f(z,) exists and is independent of the choice of (z,}; b) If f(z) is defined on C by making the indicated passage to the limit at every point of C, then f(z) is continuous on the closed unit disk |z| < E. 3.27. Let Ebe a bounded set. Then by the diameter of E we mean the quantity diam (E) = sup |z— z'l, ie, the least upper bound of the distances between pairs of points in E. Prove that if E is compact, there exists a pair of points z; and zz in E such that diam (E) = |z1 — zal. 3.28. Prove that in Theorems 3.20 and 3.21 we can relax the condition that E be compact, by requiring only that E be closed.A CONNECTEDNESS. CURVES AND DOMAINS 15. Connected Sets. Continuous Curves and Continua Given a set E, by the derived set of E, denoted by E*, we mean the set of all limit points of E. Obviously, E is closed if and only if E* < E. A set E is said to be connected if given any decomposition of E into two nonempty disjoint sets £, and £,, at least one of the sets E, and E, contains a limit point of the other. In other words, E is connected if and only if E,VUE,=— AOR =0, 40, #0 4.1) implies that Ef 0 E, # 0 or £, 0 Ef # 0. Equivalently, £ is connected if and only if there do not exist sets E, and E, such that (4.1) holds and E{ OE, = E, 0 Ef = 0. Clearly, the empty set and any set consisting of a single point are connected. Example 1, Any set consisting of a finite number of points 2,...,Z, @ > I) is disconnected (i.e., not connected). Example 2, More generally, the union of a finite number of disjoint closed sets F;,..., Fy (2 > 1) is disconnected. We now study a very important class of compact connected sets, i.e., the sets of points belonging to continuous curves (see Theorem 4.3 below). A Complex function z = f(r) of a real variable which is defined and continuous 208 a closed interval a < t < 6 is said to define a (continuous) curve. The 5960 © CONNECTEDNESS. CURVES AND DOMAINS CHAP. 4 values of the function are called the points of the curve, and the set of points in the curve, ie., the range of f(s), is often referred to simply as the curve (when no ambiguity can arise). In particular, the points z) = f(a) and z, = f(b) are called the initial and final points of the curve, respectively, and Zo, Z; are called the end points of the curve. The initial and final points of a curve may coincide, in which case the curve is said to be closed (not to be confused with the concept of a closed set). The real variable 1 is called the parameter of the curve, and the equation z = f(t), mapping the values of the parameter onto the points of the curve, is called the (parametric) equation of the curve. Remark. In calling zo = f(a) the initial point and z, = f(b) the final point of the curve L with equation z = f(t), a < t < b, we ascribe an orientation to L, whereby a point z’ = f(t'}eL is regarded as preceding a point 2” = Aye Lif z' # 2” and t' < t", We shall always regard L as being traversed in the direction of increasing t, a fact some authors emphasize by calling L an oriented curve. Two curves L and A, with equations z = f(t), a < ¢ < b and z = 9(1), a<+<, respectively, are regarded as identical (except possibly for direction) if the equation of one curve can be transformed into the equation of the other by means of a continuous strictly monotonic change of parameter, ie. if there exists a continuous strictly monotonic function + = X(t), a 0, there existsa finite number of points z = 20,21, -, Zn = 2’ in F such that ln-a-al 0. Therefore, choosing z € F, and z’ € F,, wecannot find a finite number of points z = Zp, 21,..-, Z, = 2’ in F such that lx-1- a1 1 of disjoint continua, G is said to be finitely connected, specifically n-connected; otherwise, G is said to be infinitely connected, In stating this definition, we rely upon the last assertion of Problem 4.12 and the following THEOREM 4.10. Given a set E, suppose that E=F,U- -UF, (4.6) where F,, ., Fy aren disjoint continua. Then the decomposition (4.6) is unique. Proof. Suppose that in addition to (4.6), E has another decomposition E=%,uU- -U, in terms of m disjoint continua ,,. ., ®,. Then there must be a pair of sets , and F,, where ©, # F,, such that @, = 0,0 F, # 0 and Vy. = 2,0 FE # 0. It is clear that Oy Ue =O, OG” OK, = 0, and Bae © (RU U Fig U Fyyy Ue UF). Tf Cis a limit point of ®,,, then & is a limit point of both ©, and F,, and henceTe Oy, C¢ ¥y,. On the other hand, iff is a limit point of ¥,,, then 0 is a limit point of some F, (/ # &), and hence Ce F, C¢ Fx, 6¢ Din Thus, we have found a decomposition of the connected set ®, into two nonempty disjoint subsets ©, and Wy, such that neither subset contains a limit point of the other. This contradiction proves the theorem. | Example 1. Let Ki, .., Ky-1 ben — | disjoint closed disks, all contained in a given open disk K. Then the set K-~(K,U--U Ks)68 — CONNECTEDNESS. CURVES AND DOMAINS CHAP. 4 is an n-connected domain. The boundary of K consists of n circles, i.e., the boundary C of the disk K and the boundaries C, of the disks K, G=1,....2-0. Example 2, Let K be the open unit disk |z| < 1, and delete from K its center z = Q and all the closed disks |p- 3] 0 by Theorem 3.19). Since f(t) is continuous on [a, 6}, we can find points @=K 0 by Theorems 4.9 and 3.18, if T' is empty, i.e., if G is the whole plane, we write 8 = 00.SEC. 18 ‘CONNECTEDNESS. CURVES AND DOMAINS 69 SQy-1) tof), j = 1, 2,..., 2, is also contained in G. Therefore A < G, where A is the polygonal curve with segments A,, A;,. ., 4, which joins ztoz’. Jf A does not intersect itself, A is a Jordan curve and the theorem is proved. If A intersects itself, there exist two segments A, and A, (I j + 1, let A¥ be the part of A, from zp to its final point, and let A¥ be the part of A, from its initial point to zo. Then, by removing from A the closed polygonal curve A* = AF UA, U-+-U Ay) UAF, we obtain a new polygonal curve Ao, which still joins z to z’, but has at least one segment less than A. If k = j + 1, one of the segments A, and Ajs1 which share a point 2p (distinct from the common final point of A, and initial point of A, , ,) must be part of the other segment. Suppose, for example, that A, < A,,;. Then, by removing from A the closed polygonal curve consisting of A, and the part of the segment A,,, from its initial point to the initial point of A,, we obtain a new polygonal curve Ay, which still joins z to z’, but has one or two segments less than A. ‘Thus, in every case where the original polygonal curve A intersects itself, we can replace A by another polygonal curve Ay or A,, which is still contained in G ang joins z to z’, but has at least one segment less than ‘A. Repeating this operation of removing closed polygonal curves a finite number of times, we finally obtain a polygonal curve 4 ¢ G (possibly consisting of only one segment) which does not intersect itself and joins z to z’. This completes the proof of the theorem. 18, The Jordan Curve Theorem Given a closed set F, let F¢ be its complement. Noting that F° is open {see Problem 3.19), we consider the connected components of F* (see p. 64). It is not hard to see that there may be infinitely many such components. For example, if F consists of the points belonging to the two infinite families of lines x = 0, +1, +2,... and y= 0, +1, +2,.. parallel to the coordinate axes, F* has infinitely many components, i.e., all open squares of the form m 8. THeorem 4.14. A bounded domain G is simply connected if and only if whenever G contains a closed Jordan curve , G also contains I(y). Proof. First we prove that the condition is necessary. Let G be simply connected, and let y be a closed Jordan curve contained in G. If zey, there is a neighborhood W(z) ¢ G, since G is open. Since y is the boundary of both J(y) and E(y), “(z) contains infinitely many points of both I(y) and E(y), and hence GO I(y) #0, GN Ey) # 0. We cannot have G > E(y), since G is bounded (by the present definition of a simply connected domain), whereas E(y) is not (by Theorem 4.13). Therefore E(y) contains points of both G and its complement G*. Moreover, E(y) contains points of F, where I’ is the boundary of G, since otherwise E(y} could be decomposed into two nonempty disjoint sets, i.e., the points of E(y) which are exterior points of G and the points of G which are interior points of G, neither of which contains a limit point of the other, contrary to the fact that E(y) is connected (being a domain). Now suppose G does not contain /(y). Then J(y) contains points of both Gand G*, and hence points of I’, by the same argument as just given for E(). It follows that T can be divided into two nonempty disjoint sub- sets, ie., IO 7(y) and TA E(y), neither of which contains a limit point of the other, contrary to the hypothesis that G is a simply connected domain. This contradiction shows that G contains I(y). Next we prove that the condition is sufficient. Suppose G is bounded but not simply connected. Then we have to find a closed Jordan curve ry © Gsuch that G does not contain I(y). Since P is disconnected, there exist two nonempty disjoint sets [', and P', such that Ture, Mah =l,org=0. 4.7) Moreover, since T’ is closed (see Theorem 4.9), '¢ < F, T¢ ¢ T and therefore by (4.7), [Yo T,, TZ ¢ Ts, ie. Ty and Py are closed and ® The proof of Theorem 4.13 is beyond the scope of this book, but can be found in many textbooks on topology. See e.g. P. S. Aleksandrov, Combinatorial Topology, Vol. 1 (translated by H. Kormm), Graylock Press, Rochester, N. ¥. (1956), Chap. 2. The concepts of the interior and exterior of a closed Jordan curve should not be confused with the unrelated concepts of the interior and exterior of a set (see p. 65 and Problem 4.14) which are denoted by different symbols.SEC. 18 CONNECTEDNESS. CURVES AND DomaINs 71 hence compact (being bounded, like T itself), It follows from Theorem 3.19 that o(P°,, I.) > 0. Let p(P,, T2) = 4c, and draw the two infinite families of lines x = 0, +e, +2e,... and y = 0, +e, 42e,... parallel to the coordinate axes. These lines partition the z-plane into a family of closed squares of the form me A, and the other curves 7, ..., ™ are such that EQ) > A,..., EG) > A. If E(zo) OT, # 0, then mo is a closed Jordan curve such that moAT=0, Mm) OT, 40, EG) OT, £0. Otherwise, at least one of the curves ™,..., 7), Say ™, is such that I(x) OT, # 0, and in this case 7, is a closed Jordan curve such that mAT=0, Im), #0, Em)OT, 40. Thus, in any event, we can find a closed Jordan curve y (actually, a polygonal curve) such that yOP=0, MOTE EQ OL #O.72 CONNECTEDNESS, CURVES AND DOMAINS CHAP, 4 To complete the proof, we show that G contains y but not /(y). Since both /(y) and E(y) contain points of T, i.e., boundary points of G, both /(y) and E(y) contain points of G itself. Let z ¢ I(y) and z’ ¢ E(y) be two points of G, and let L © G be a continuous curve joining z to 2’ (such a curve exists, by Theorem 4.5). Then Ly #0 and hence y contains at least one point of G. Since y VT = 0, it follows that + © G, But Gcannot contain /(y), since, as already noted, I(y) OT 4 0 and hence /(y) contains at Jeast one point not in G. In the class of unbounded domains, to which we have not yet applied the concept of simple or multiple connectivity, there are domains which have the property of simply connected domains figuring in Theorem 4.14, i.¢., domains which if they contain a closed Jordan curve y also contain I(y). We shail call such domains simply connected, thereby extending the original concept of a simply connected domain to the case of unbounded domains, (a) {b) tc} (4) Figure 4.1 Example 1, The whole plane is simply connected, and so are the domains a, b, cand d shown in Figure 4.1, i.e., the half-plane, the wedge, the strip and the half-strip. Example 2. The exterior of a circle is not simply connected, even with the extended definition. (The connectivity of domains of this kind will be discussed further on p. 85). 19. Some Further Results TueoreM 4.15. Let G be a domain, and let F ¢ G be a compact set. Then there exists another compact set E < G and a number 8 > 0 such that E contains all the closed neighborhoods ¥(z;8), z¢F, ie., any compact set F < G can be imbedded in another compact set E < G. Proof. First suppose that G is the whole plane. Then if every point z€ F satisfies the inequality |z| < 8, we can choose E to be the closed disk |z| < 28, and all the requirements of the theorem are satisfied. If Gis not the whole plane, the boundary T' of G is nonempty, and we can talk about the distance d = o(F, I) > 0 between F and I (see Theorem 3.19). Let E be the set of points z such that p(z, F) < $d. If 8 = 4d, then E contains all the closed neighborhoods #(z; 8), ze F,SEC. 19 CONNECTEDNESS. CURVES AND DOMAINS 73 and moreover E © G, according to Theorem 4.11. Since E is obviously bounded, it only remains to show that E is closed, Let ¢ be a limit point of E, and Jet {z,} be a sequence of points in E converging to ¢. Since e(z, F) is a continuous function of z (see the proof of Theorem 3.21), the sequence {¢(z,, F)} converges to pf, F). Moreover, by the construction of E, p(2n, F) < 4d, and hence p(, F) < 4d. Therefore ¢ E, so that E is closed, as asserted. This proves the theorem, with 8 = 4d. THEOREM 4.16. Let E be a nonempty open subset of a domain G, with the property that every limit point of E belonging to G also belongs to E. Then E coincides with the domain G. Proof. Suppose the theorem is false. Then there exist points of the domain G which do not belong to E. Let £, be the set consisting of these points. Since G is connected, at least one of the sets E and £, must contain a limit point of the other. However this set cannot be E, since Eis open (and hence all points belonging to a sufficiently small neighbor- hood of a point in E also belong to £). Therefore E, must contain a limit point ¢ of E, and by the hypothesis of the theorem ¢ must belong to E. But this contradicts the fact that Ce E, and thereby proves the theorem. Remark. Let T be the boundary of G, let p(z) = p(z, T), and suppose that (2; p(z)) < E whenever z € E. In this case, the conditions of Theorem 4,15 are satisfied, To see this, let € € G be a limit point of E, and let (0) = pC, P). Then for any point z € E in the neighborhood “(C; $(@)),® we have p(z) > 4p), and hence (z; p(z)) ¢ E contains ¢. Thus every point eG which is a limit point of E belongs to E, as required. It follows that E = G. The next theorem is of quite a different character: ‘THEOREM 4.17. If F is the intersection of a sequence of continua {F,} such that F,,, © F, (tv = 1,2,...), then F is also a continuum, Proof. Let {z,} be a sequence of points such that z,€ F,, Since Fasx © Fy the points 2, Z,41.--- belong to F,. It follows that all the limit points of {z,} belong to F, (1 = 1,2, ...) and hence to F. But the set of limit points of {z,} is nonempty, since {z,} is a bounded sequence. Therefore the set F is nonempty. If F has no limit points, it is a closed set (trivially), Suppose F has limit points, and let ¢ be one of them, Since F ¢ F,, © is a limit point of F, and hence belongs to F, (7 = 1,2,...),i¢.,C¢F. Thus the set F is nonempty, closed and (obviously) bounded. We still must show that F is connected. Suppose F is disconnected, so that F can be decomposed into two nonempty disjoint (compact) subsets D and E. Choose ze Dandz’ ¢ E. Since z € Fy, z' € Fy for all n, " At least one such point exists, since { is a limit point of E.74 CONNECTEDNESS. CURVES AND DOMAINS CHAP, 4 and since each F,, is a connected set, it follows from Theorem 4.1 that given any F,, there exist points z = Zo, Z1,..., Zy = 2’ in F, (which of course depend on the particular F,) such that Vee — el < 40D, E)= © (= 1,2. .,v. 41) Among these points, there must be at least one point, say z,,, such that Gr DY > eZ E) > 4.12) If this is not the case, then for each k = 1, 2,...,v, either p(z., D) < « or p(2,, £) < «. Let D* be the set of points z, such that p(z,, D) < , and Jet E* be the set of points z, such that o(z,, £) < «. Obviously, every point z, (k = 1,2,...,¥) belongs to either D* or E*, and (D*, E*) > «, since e = $p(D, E). Let u < v be the smallest subscript of the points in E*. Then z,_, ¢ D*, and hence, according to (4.11), lena - Zul <5 which is impossible, since e(D*, E") > «. This contradiction proves the existence of the required point z, satisfying (4.12). We henceforth denote z, by , to emphasize that it belongs to F,. Thus (,¢F, and p(t,,F) > for n = 1,2, Therefore, any limit point € of the (bounded) sequence {¢,} must satisfy the inequality e(C, F) > © > 0, But this is impossible, since all the limit points of {€,} belong to F. It follows that F is a connected set, and the proof is complete. PROBLEMS 4.1, If Eis any set, prove that a) E* is closed; b) Ec Et Give an example of a set E such that E* # E*4 ¢ Et? = 0, Hint, Consider the set of numbers of the form At (n= 1,2... 4.2, Prove that if A and B are two disjoint closed subsets of a set E, and if a set C < AW Bis connected, then either C ¢ A or CC B. 4.3. Prove that if every two points of a set E belong to a connected subset of E, then E is connected. 4.4. A set E is said to be convex if whenever E contains two points z, and Za, E also contains the line segment joining z, and zz. Prove that every convex set is connected. Hint, Use Problem 4.2 and Theorem 4.1, Corollary. Comment. For further results on convex sets, see Problems 13,2-13.5.PROBLEMS CONNECTEDNESS. CURVES AND DOMAINS 75, 4.5. Prove that if 4 and 8 are connected sets such that 4 B # 0, then AU Bis connected. 4.6. Prove that the union of two disjoint open sets is disconnected. 4.7, A real function 2{¢) defined on a subset E of the real line is said to be increasing (or nondecreasing) on E if for every pair of points f’ and f” in E, i <2” implies Xr’) < ("). If < 2” implies (r') < 2(1°), then 2(¢) is said to be strictly increasing on E. Decreasing (or nonincreasing) functions and strictly decreasing functions are defined similarly by writing (1) > a(t’) instead of Xf’) < Xr") and 2’) > 44") instead of 2’) < 21"). A function is said to be (strictly) monotonic on E if it is (strictly) increasing or (strictly) decreasing on E. Prove that if (¢) is monotonic on an interval [a, 6], then (0) has a left- hand limit (fo —) and a right-hand limit (fo +) at every point fo € (a, 5), and Mlo—) < Mfo) < Mfo+). Moreover, prove that (a+) and (6—) exist, and (a) < a+), ™Mb—) < 26). 4.8. Prove that if + = 2(1) is strictly monotonic on an interval {a, 6], then the inverse function ¢ = 4—3(+) exists and is strictly monotonic on its domain of definition, 4.9. Prove that the only connected subsets of the real line which contain more than one point are the intervals a 0 which do not lie on the family of line segments retan @ @asn—» 00 if and only if {u,} ¢ A. In this way, we establish a one-to-one correspondence aed, beB,. (1) between the complex numbers and classes of coterminal sequences. * For a somewhat different definition of coterminal sequences, which reduces to the Present definition in the case where the sequences are convergent, see G. E. Shilov, Ant Introduction to the Theory of Linear Spaces (translated by R. A. Silverman), Prentice- Hall, Inc,, Englewood Cliffs, N. J. (1961), p. 253. W78 IWFINITY AND STEREOGRAPHIC PROJECTION cHar. 5 If A and B are two classes of coterminal sequences, we define A + Bas the class of all sequences of the form {u, + v,}, ABas the class of all sequences of the form {u,0,}, and A/B as the class of all sequences of the form {w,/v,}, where {u,} € A, {v,} € B but are otherwise arbitrary.? Since {u,} € A, {v,} € B, we have lim u, = 4, lim vo, = b and hence lim (tu + 0,) =@ + 6, lim u,v, = ab, lim * = e (5.2) ase 10 ately It follows that A + B, AB and A/B are again classes of coterminal sequences. Moreover (5.2) implies that a+ beoA+B, abe AB, 2654, ie., the one-to-one correspondence (5.1) is an isomorphism® between the field of complex numbers and the field of coterminal sequences. In this sense, we are justified in identifying a and A, b and B, etc., and then every class of coterminal sequences is called a proper complex number. Jn particular, the class A can be represented geometrically by the same point in the complex plane as that representing the complex number a. With this interpretation, a convergent sequence {t/,} belongs to the class A = a if and only if the unique limit point of the set of points representing the complex numbers 1, tla, ..-» Uns coincides with a. We now adjoin a single improper complex number to the set of all proper complex numbers (i.e., the set of all classes of coterminal sequences). This improper complex number, which we denote by 0, is the class of all sequences {u,} with the property that given any e > 0, there exists an integer 1) > 0 (depending on p and {u,}) such that |1/,| > p Whenever 7 > no. If a sequence {u,} belongs to the class 00, we say that {u,} converges to infinity, and we write Uy, -> 00 aS Ht -> 00 OF lim u, = 0, The union of the set of all proper complex numbers and the improper complex number © is called the extended complex number system. Algebraic opera- tions are defined for the extended complex number system in exactly the same way as for the set of proper complex numbers. However, as the following examples show, in some cases an algebraic expression involving the class oo does not lead to a class of coterminal sequences, and hence is meaningless: ® Whenever we write u,/vs or a/b, it is assumed that o. # O or b ¥ 0. 9 See e.g., G. Birkhoff and S. MacLane, op. cit., p. 42.SEC, 21 INFINITY AND STEREOGRAPHIC PROJECTION 79 1. If a is a proper complex number, then a + co = 0 + a= o, but <0 + © is meaningless, as shown by the two sequences 1, 3, 3,5,5,7, 7,9... (5.3) and ~1, -2, -3, -4, -5, -6, -7, -8,... (5.4) belonging to the class 00. In fact, adding (5.3) and (5.4) term by term, we obtain the sequence 0, 1, 0, 1, 0, 1,0, 1,. which obviously does not belong to any class of coterminal sequences (since it has no limit), 2. Similarly, @ — 0 = © — a= 0 if a is a complex number, but co — 00 is meaningless. 3. If a #0 is a proper complex number, then a-0o = 00-a = oo and moreover 00 - co = 0, but 0- oo is meaningless. 4. If a is any proper complex number, then a/co = 0 and w/a = «, but 0o/oo is meaningless. Remark, This approach also allows us to divide by zero. In fact, af0 = 00 if a 4 O is a proper complex number, but 0/0 is meaningless. 21. Stereographic Projection. Sets of Points on the Riemann Sphere In order to represent the extended complex number system geometrically, it is convenient to use the following construction, due to Riemann (1826-1866). Consider a sphere & of unit radius and center O, and let I be a plane passing through O (see Figure 5.1). Introducing a rectangular coordinate system in the plane IT, with origin at O, we can represent any proper complex number z = x + iy by a point (x, y) in the plane I. To associate a point on the sphere with a given point P € IT, we first draw the diameter NS of the sphere which is perpendicular to II and intersects I] at O. Then we draw the line segment joining one end of this diameter, say NV, to the point P. The line segment NP (or its prolongation) intersects the sphere = in some point P* different from N. It is clear that this construction establishes a one-to-one correspondence between the points of the sphere & (except for the point N itself) and the points of the plane II. This mapping of the sphere into the plane (or of the plane into the sphere) is called stereo- graphic projection, and the sphere 2 is called the Riemann sphere. If the PeTl represents the complex number z, we also regard the point P* ¢Z as Fepresenting z.80 INFINITY AND STEREOGRAPHIC PROJECTION CHAP, 5 To be as descriptive as possible, we use geographic terminology. Thus, the circle in which the sphere 2 intersects the plane is called the equator, the points N and S are called the north pole and south pole, respectively, the great circles going through N and S are called meridians, and in particular, the meridian lying in the plane NOx is called the prime (or initial) meridian. Then it is easy to see that the points of the plane [1 lying inside the unit circle |z| = 1 (which coincides with the equator) are mapped into points of the southern hemisphere (containing S), while the points of I] lying outside the unit circle are mapped into points of the northern hemisphere (containing N). Similarly, the upper half-plane y > 0 is mapped into the eastern hemi- sphere (which is intersected by the positive y-axis), while the lower half- plane y < 0 is mapped into the western hemisphere, and so on. Figur 5.1 \ We now introduce spherical (or geographic) coordinates on %, i.e., the latitude @, measured from the equator and ranging from 0 to x/2 in the northern hemisphere and from 0 to —zx/2 in the southern hemisphere, and the /ongitude 2, measured from the prime meridian (more exactly, from the point of intersection of the prime meridian with the positive x-axis) and ranging from 0 to x (including x) in the eastern hemisphere and from 0 to —z (excluding —r) in the western hemisphere. As shown by Figure 5.1, under stereographic projection we have = FP). = tan (j + §) argz =, Therefore, the point of the sphere with coordinates 4 and 9 is the image of the complex numbersec. 21 INFINITY AND STEREOGRAPHIC PROJECTION 81 z=tan G + 8) cos d+ isin»). (5.5) Conversely, the image on the Riemann sphere of the complex number z 4 0 has spherical coordinates a = argz, p = 2aretan {2| — 5- Next we derive the formulas relating the rectangular coordinates (E, 9, 0) of the point P* on the Riemann sphere and the rectangular coordinates (x, y, 0) of the point Pe Tl which corresponds to P* under stereographic projection. Since E = cospcosr, y= cospsindA, C=sind, and ee snp win fy) GD a = sin {5 a[E 3) T+ ee 1+ eani(F + —tan{= 42 ange —ene(fg) = — GH pr 2 2(= 8) +k 1+ eane(F + it follows that E = cos cosa = Hicose_ 2x v l+Ee 2+ +1 _ ~ 5 lzisind oy soos ¢sink= 7 Fi se aT 6) pat Fa) “e+ ol Moreover 7 1+ tant zatan (F + $)(cosa + isina) = ———4 (cos r + isin) 1—tans 2 2s sin? cos 5 + sins - = —2 2 (05. + isin) = 8? (cosa + fsina) = B+ cos £ — sin? 1—sing 1-t and hence 6782 INFINITY AND STEREOGRAPHIC PROJECTION CHAP. 5 Using these formulas, we can prove the circle-preserving property of stereographic projection, ie., we can show that stereographic projection maps circles on the Riemann sphere into circles or straight lines in the plane Tl (the latter correspond to circles on © which go through the north pole N). To verify this, we first note that any circle on X is the intersection of = with some plane Ab + By + CC4+D=0. (5.8) It follows from (5.8) and (5.6) that the corresponding points of the plane satisfy the equation Ax + By + (C + DXx? + y) + (D ~ C) =0, which is the equation of a circle if C + D # 0, and the equation of a straight line if C + D = 0. But C + D = Ois the result obtained when we substitute the coordinates (0, 0, 1) of the north pole into (5.8). Thus we obtain a circle or a straight line in the plane II, depending on whether or not the circle on the sphere goes through the north pole N. In particular, it should be noted that if the plane (5.8) is parallel to the equatorial plane ¢ = 0, i.e., if the circle on the sphere is a parallel of latitude, then A = B = 0, and in the plane II we obtain a circle (C+ DP + y)=C-D with its center at the origin of coordinates, On the other hand, if the plane (5.8) goes through the axis NS, i.e., if the circle on the sphere is one of the meridians, then C = D = 0, and in the plane I we obtain a straight line Ax + By =0 going through the origin of coordinates. Of course, all these results are apparent almost at once from the geometric meaning of stereographic projection. Next we discuss sets of points on the Riemann sphere. Every circle y on the sphere Z which does not go through a given point P* € © divides into two parts, such that one part contains P* and the other does not. The part of E containing P* (and not including 7) will be called a neighborhood of P* (cf. footnote 1, p. 27). Once the concept of the neighborhood of a point has been introduced, we can immediately extend the concepts of a limit point, a closed set, an open set, a continuous curve, a domain, etc., to sets of points on the surface 2. Example 1. A point P* € is a limit point of a given set E < © if and only if any neighborhood of P* contains infinitely many (distinct) points of E. Example 2. Every triple of real functions B=), 1 =H, $= xSEC. 22 INFINITY AND STEREOGRAPHIC PROJECTION 83 of the real parameter ¢, defined and continuous on a closed intervala < 1 < 5, and satisfying the condition [OP + OP + BOP = 1, defines a continuous curve on Z. Example 3, Let {a,} be a sequence of complex numbers converging to a (proper) complex number a. Let a, (n = 1,2, -) be represented by the point P,, in the plane [1 and by the point P? on the sphere E, and let a be represented by the point Pe Il and by the point P* 2, Then P* is the unique limit point of the sequence of points {Py}, just as P is the unique limit point of the sequence of points {P,}. Now consider a sequence {a,} belonging to the improper class 0 (see p. 78). Then, given any p > 0, there exists an integer n > O such that the points P,, representing the numbers a, in the complex plane lie outside the circle |z| = pif'n > Mo. The corresponding points P+ of the Riemann sphere lie in the neighborhood of the north pole N bounded by the parallel of latitude whose projection onto the plane is the circle |z| = e. Therefore, the north pole is the unique limit point of every sequence belonging to the improper class. Conversely, every sequence of points on the sphere for which the north pole is the unique limit point is a sequence belonging to the improper class, This follows at once from the formula |z| = tan G + ) derived above, according to which the relations lim |z,| = +00 and we ; r A; are equivalent.‘ In keeping with this fact, we shall henceforth regard the north pole N of the Riemann sphere as the geometric image of the improper complex number oo. 22, The Extended Complex Plane. The Point at Infinity Let = denote the Riemann sphere, let = —- {N} denote = with the single Point N (the north pole) deleted, and let Tl be the ordinary or finite (complex) Plane. Then, as we have just seen, stereographic projection is a one-to-one * Note the distinction between the real number + 00 and the complex number ©, However, we usually write o instead of + co whenever + 00 is a value of a real quantity which is inherently nonnegative, or when the context precludes any possibility of confusion.84 INFINITY AND STEREOGRAPHIC PROJECTION CHAP. 5 mapping of © — {N} onto I which is continuous in both directions.> There- fore, & — {N} is just as suitable as JI itself for representing the proper complex numbers. On the other hand, the presence on the sphere = of the extra point N, which it is natural to regard as the image of the complex number 00, suggests that we think of Z as the image of an extended (complex) plane Tl U {co}, obtained by adjoining to the finite complex plane a single “improper” or “ideal” point, called the point at infinity and denoted by oo, the same symbol as used to denote the corresponding improper complex number, In other words, by imagining that stereographic projection has been carried out, we can think of the extended plane as the union of the finite plane and a single extra point 0, the point at infinity, which is the image under stereographic projection of the north pole of the Riemann sphere. Remark, The extended plane should not be confused with the projective plane, which is obtained by adjoining to the finite plane an infinite set of improper points forming an improper or “ideal” line. To construct a model of the projective plane, we use a sphere © of unit radius which is tangent to a plane Il. Regarding the point of tangency as the south pole of 2, we project the points of the southern hemisphere of Z onto II by drawing line segments from the center of Z until they intersect both X and IT. This establishes a one-to-one correspondence between the points of the plane Ii and the points of the southern hemisphere of © (except for the equator). The image of every line in TI is a great semicircle on Z, and the image of a family of parallel lines in Tl is a family of great semicircles on £, all of which pass through the same pair of diametrically opposite points of the equator (see Problem 5.8). ‘This pair of points is regarded as the image of the point at infinity of the projective plane, common to all lines with the same direction. The set of all points at infinity of the projective plane corresponds to the set E of all pairs of diametrically opposite points of the equator. The set E is regarded as the image of a line at infinity. Thus the mode] of the projective plane is obtained from a hemisphere by identifying each pair of diametrically opposite points of the equator. ° In the extended plane every sequence of points has at least one limit point. In fact, if the sequence is bounded, the existence of a (finite) limit point follows from Theorem 3.1 (the Bolzano-Weierstrass principle). If the sequence is unbounded, then the exterior of any circle, i.e., any neighborhood of the point at infinity, contains infinitely many terms of the sequence, and hence the point at infinity is the limit point of every unbounded sequence. Thus, although there are sequences in the ordinary or finite plane which ® A one-to-one mapping P* = f(P) of a set E onto a set {(E) is said to be continuous in both directions if {(P) > (Po) as P -> Po and f-(P*) > f- (Pi) as P* -» Pg, for any PocE, PS = fiP.) SE).