Function Theory of
One Complex Variable
THIRD EDITION
Robert E. Greene
Steven G. Krantz
Graduate Studies
in Mathematics
Volume 40
American Mathematical Society
Function Theory of
One Complex Variable
THIRD EDITION
Robert E. Greene
Steven G. Krantz
Graduate Studies
in Mathematics
Volume 40
+J:1t,"
"'
.en"'=
'""NDEI>'
American Mathematical Society
Providence, Rhode Island
Editorial Board
Steven G. Krantz
David Saltman (Chair)
David Sattinger
Ronald Stern
2000
Mathematics Subject Classification. Primary 3001; Secondary 3002, 3003.
For additional information and updates on this book, visit
.ams.org/bookpages/gsm40
www
Library of Congress CataloginginPublication Data
Greene, Robert Everist, 1943F\.tnction theory of one complex variable
p. cm. 
( Graduate
Robert E. Greene and Steven G. Krantz.3rd ed.
studies in mathematics, ISSN 10657339; v. 40 )
Includes bibliographical references and index.
( alk.
ISBN 0821839624
paper )
1. functions of complex variables.
I. Krantz, Steven G.
( Steven
George ) , 1951
II. Title.
III. Series.
Q A331.7.G75
2006
2005057188
Copying and reprinting.
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Second Edition
Third Edition
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10 9 8 7 6 5 4 3 2 1
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To Paige and Randi
Contents
Preface to the Third Edition
Preface to the Second Edition
Preface to the F irst Edition
Acknowledgments
Chapter 1.
Fundamental Concepts
xiii
xv
xvii
xix
1
1.1.
Elementary Properties of the Complex Numbers
1.2.
Further Properties of the Complex Numbers
1.3.
Complex Polynomials
1.4.
Holomorphic Functions, the CauchyRiemann Equations,
and Harmonic Functions
1.5.
Real and Holomorphic Antiderivatives
Exercises
Chapter 2.
10
14
17
20
Complex Line Integrals
29
2.1.
Real and Complex Line Integrals
29
2.2.
Complex Differentiability and Conformality
34
2.3.
Antiderivatives Revisited
40
2.4.
The Cauchy Integral Formula and the Cauchy
Integral Theorem
43

Vll
viii
Contents
2.5.
The Cauchy Integral Formula: Some Examples
2.6.
An Introduction to the Cauchy Integral Theorem and the
Cauchy Integral Formula for More General Curves
Exercises
Chapter 3.
50
53
60
Applications of the Cauchy Integral
69
3.l.
Differentiability Properties of Holomorphic Functions
69
3.2.
Complex Power Series
74
3.3.
The Power Series Expansion for a Holomorphic Function
81
3.4.
The Cauchy Estimates and Liouville's Theorem
84
3.5.
Uniform Limits of Holomorphic Functions
88
3.6.
The Zeros of a Holomorphic Function
90
Exercises
Chapter 4.
4.l.
94
Meromorphic Functions and Residues
105
The Behavior of a Holomorphic Function Near an
Isolated Singularity
105
4.2.
Expansion around Singular Points
109
4.3.
Existence of Laurent Expansions
113
4.4.
Examples of Laurent Expansions
119
4.5.
The Calculus of Residues
122
4.6.
Applications of the Calculus of Residues to the
Calculation of Definite Integrals and Sums
4.7.
Meromorphic Functions and Singularities at Infinity
Exercises
Chapter 5.
128
137
145
The Zeros of a Holomorphic Function
157
5.l.
Counting Zeros and Poles
157
5.2.
The Local Geometry of Holomorphic Functions
162
5.3.
Further Results on the Zeros of Holomorphic Functions
166
5.4.
The Maximum Modulus Principle
169
5.5.
The Schwarz Lemma
171
Exercises
174
Contents
ix
Chapter 6.
Holomorphic Functions as Geometric Mappings
179
6.1.
Biholomorphic Mappings of the Complex Plane to Itself
180
6.2.
Biholomorphic Mappings of the Unit Disc to Itself
182
6.3.
Linear Fractional Transformations
184
6.4.
The Riemann Mapping Theorem: Statement and
Idea of Proof
189
6.5.
Normal Families
192
6.6.
Holomorphically Simply Connected Domains
196
6.7.
The Proof of the Analytic Form of the Riemann
Mapping Theorem
Exercises
Chapter 7.
198
202
Harmonic Functions
207
7.1.
Basic Properties of Harmonic Functions
208
7.2.
The Maximum Principle and the Mean Value Property
210
7.3.
The Poisson Integral Formula
212
7.4.
Regularity of Harmonic Functions
218
7.5.
The Schwarz Reflection Principle
220
7.6.
Harnack's Principle
224
7.7.
The Dirichlet Problem and Subharmonic Functions
226
7.8.
The Perron Method and the Solution of the
Dirichlet Problem
7.9.
Conformal Mappings of Annuli
Exercises
Chapter 8.
236
240
243
Infinite Series and Products
255
8.1.
Basic Concepts Concerning Infinite Sums and Products
255
8.2.
The Weierstrass Factorization Theorem
263
8.3.
The Theorems of Weierstrass and MittagLeffler:
Interpolation Problems
Exercises
Chapter 9.
266
274
Applications of Infinite Sums and Products
279
Contents
9.l.
Jensen's Formula and an Introduction to
Blaschke Products
279
9.2.
The Hadamard Gap Theorem
285
9.3.
Entire Functions of Finite Order
288
296
Exercises
Chapter 10.
Analytic Continuation
299
10.l.
Definition of an Analytic Function Element
299
10.2.
Analytic Continuation along a Curve
304
10.3.
The Monodromy Theorem
307
10.4.
The Idea of a Riemann Surface
310
10.5.
The Elliptic Modular Function and Picard's Theorem
314
10.6.
Elliptic Functions
323
330
Exercises
Chapter 11.
Topology
11.l.
Multiply Connected Domains
11.2.
The Cauchy Integral Formula for Multiply
Connected Domains
11.3.
11.5.
335
338
Holomorphic Simple Connectivity and Topological
Simple Connectivity
11.4.
335
343
Simple Connectivity and Connectedness of
the Complement
344
Multiply Connected Domains Revisited
349
352
Exercises
Chapter 12.
Rational Approximation Theory
363
12.l.
Runge's Theorem
363
12.2.
Mergelyan's Theorem
369
12.3.
Some Remarks about Analytic Capacity
378
381
Exercises
Chapter 13.
13.l.
Special Classes of Holomorphic Functions
Schlicht Functions and the Bieberbach Conjecture
385
386
xi
Contents
13.2.
Continuity to the Boundary of Conformal Mappings
392
13.3.
Hardy Spaces
401
13.4.
Boundary Behavior of Functions in Hardy Classes
[An Optional Section for Those Who Know
Elementary Measure Theory]
Exercises
Chapter 14.
406
412
Hilbert Spaces of Holomorphic Functions, the Bergman
Kernel, and Biholomorphic Mappings
415
14.1.
The Geometry of Hilbert Space
415
14.2.
Orthonormal Systems in Hilbert Space
426
14.3.
The Bergman Kernel
431
14.4.
Bell's Condition R
438
14.5.
Smoothness to the Boundary of Conformal Mappings
443
Exercises
Chapter 15.
446
Special Functions
449
15.1.
The Gamma and Beta Functions
449
15.2.
The Riemann Zeta Function
457
Exercises
Chapter 16.
467
The Prime Number Theorem
471
16.0.
Introduction
471
16.1.
Complex Analysis and the Prime Number Theorem
473
16.2.
Precise Connections to Complex Analysis
478
16.3.
Proof of the Integral Theorem
483
Exercises
485
APPENDIX A: Real Analysis
487
APPENDIX B: The Statement and Proof of Goursat's Theorem
493
References
497
Index
501
Preface to the Third
Edition
This third edition follows the overall plan and even the specific arrangement
of topics of the second edition, but there have been substantial changes in
matters of detail. A considerable number of the proofs, especially in the later
chapters, have been corrected, clarified, or simplified. Many of the exercises
have been revised, and in many cases the exercises have been rearranged to
make for greater consistency and less duplication. The mathematical roads
that this new edition follows are the same as before, but we hope that the
ride is considerably smoother.
We are indebted to Harold Boas and Gerald B. Folland for their ex
tremely careful reading of the second edition in the course of their using the
book as a text.
They provided far more suggestions and corrections than
we had any right to expect of anyone but ourselves, and to the extent that
this edition is superior to the previous, it is very largely to that extent that
we are in their debt. Any remaining errors are, of course, our responsibility.
Rahul Fernandez brought mathematical expertise, typesetting skills, and
a great deal of patience to the daunting task of taking our heavily marked
and indeed sometimes scribbledupon manuscript of the second edition and
making this third one. We are grateful to him for his efforts. We also thank
the publishing staff of the American Mathematical Society for their willing
ness to undertake a third edition and for their support in general.
Robert E. Greene and Steven G. Krantz
Xlll
Preface to the Second
Edition
In this second edition, the exposition of topological matters in Chapter 11
has been revised; the prime number theorem has been given a clearer and
shorter proof; and various small errors and unclear points throughout the
text have been rectified.
We have been heartened by an enthusiastic response from our read
ers.
We are indebted to many of our colleagues and students for sugges
tions.
We especially thank Harold Boas, Robert Burckel, Gerald Folland,
and Martin Silverstein, who each scrutinized the original text carefully and
contributed valuable ideas for its improvement. The authors are indebted
to Rahul Fernandez for carefully correcting the
TEX
file of the entire text.
Robert E. Greene and Steven G. Krantz
xv
Preface to the First
Edition
T his book is a text for a firstyear graduate course in complex analysis. All
material usually treated in such a course is covered here, but our book is
based on principles that differ somewhat from those underlying most intro
ductory graduate texts on the subject.
First of all, we have developed the idea that an introductory book on
this subject should emphasize how complex analysis is a natural outgrowth
of multivariable real calculus. Complex function theory has, of course, long
been an independently flourishing field. But the easiest path into the subject
is to observe how at least its rudiments arise directly from ideas about
calculus with which the student will already be familiar.
We pursue this
point of view both by comparing and by contrasting complex variable theory
with realvariable calculus.
Second, we have made a systematic attempt to separate aTJ.alytical ideas,
belonging to complex analysis in the strictest sense, from topological con
siderations.
Historically, complex analysis and topology grew up together
in the late nineteenth century. And, long ago, it was natural to write com
plex analysis texts that were a simultaneous introduction to both subjects.
But topology has been an independent discipline for almost a century, and it
seems to us only a confusion of issues to treat complex analysis as a justifica
tion for an introduction to the topology of the plane. Topological questions
do arise naturally, of course; but we have collected all of the difficult topo
logical issues in a single chapter (Chapter 11), leaving the way open for a
more direct and less ambivalent approach to the analytical material.
xvii
xviii
Preface to the First Edition
Finally, we have included a number of special topics in the later chap
ters that bring the reader rather close to subjects of current research. These
include the Bergman kernel function, HP spaces, and the BellLigocka ap
proach to proving smoothness to the boundary of biholomorphic mappings.
These topics are not part of a standard course on complex analysis (i.e.,
they would probably not appear on any qualifying examination), but they
are in fact quite accessible once the standard material is mastered.
A large number of exercises are included, many of them being routine
drill but many others being further developments of the theory that the
reader can carry out using the hints and outlines provided.
One of the
striking features of complex analysis is its interconnectedness: Almost any
of the basic results can be used to prove any of the others.
It would be
tedious to explore all these implications explicitly in the text proper. But
it is important, educational, and even rather entertaining for students to
follow these logical byways in the exercises.
We hope that the distinctive aspects of our book will make it of inter
est both to student and instructor and that readers will come to share the
fascination with the subject that led us to write this book.
Robert E. Greene and Steven G. Krantz
Acknowledgments
Over the years, a number of students, friends, and colleagues have used or
read drafts of this text. As a result, they have contributed many suggestions
and have helped to detect errors.
We are pleased to thank Lynn Apfel, Harold Boas, Anthony Falcone,
Robert Burckel, H. Turgay Kaptanoglu, Judy Kenney, Peter Lampe, Holly
Lowy, Anne Marie Mosher, Michelle Penner, Martin Silverstein, Kevin Stock
ard, Kristin Toft, W ilberd van der Kallen, and David Weiland. Urban Ce
grell used the manuscript in his complex analysis class in Ume, Sweden.
Both he and his students, Anders Gustavsson, Per Jacobsson, Weigiang Jin,
Klas Marstrom, and Jonas W iklund, gave us several useful ideas.
We thank Jeanne Armstrong for typing an early draft of the book.
R.E.G.
S.G.K.
xix
Chapter 1
Fundamental Concepts
1.1. Elementary Properties of the Complex Numbers
We take for granted the real numbers, which will be denoted by the symbol
R Then we set
consist of
IR2
IR2 = {(x,y) : x
IR , y
IR}.
The complex numbers tC
equipped with some special algebraic operations. Namely, one
defines
(x,y) + (x',y')
(x, y) (x',y')
(x + x',y + y') ,
(xx'  yy',xy' + yx').
You can check for yourself that these operations of+ and
are commutative
and associative.
It is both conventional and convenient to denote
by
i.
We also adopt the convention that, if
(1, 0)
a E IR, then
by
and
(0, 1)
a (x,y) =(a, 0) (x, y) =(ax, ay).
(x,y) can be written in one and only one way
x 1 + y i with x,y E R We usually write the number even more
as x + iy. Then our laws of addition and multiplication become
Then every complex number
in the form
succinctly
(x + iy) + (x' + iy')
(x + x') + i(y + y'),
(x + iy) (x' + iy') = (xx'  yy') + i(xy' + yx').
Observe that
i i = 1.
Moreover, our multiplication law is consistent with
the real multiplication introduced in line
The symbols z, w,
(* ) .
are frequently used to denote complex numbers.
Unless it is explicitly stated otherwise, we always take z
u
iv , ( = e + i'f/.
The real number
= x + iy
is called the real part of z and is
1.
x =Re z.
y =Imz.
written
Likewise
Fundamental Concepts
y is called the imaginary part of z and is written
x iy is by definition the conjugate of the complex
x + iy. We denote the conjugate of a complex number z by the
symbol z. So if z =x + iy, then z =x  iy.
Notice that z + z =2x, z  z =2iy. You should verify for yourself that
The complex number
number
z + w,
ZW.
A complex number is real (has no imaginary part) if and only if
imaginary (has zero real part) if
z=
z = z.
It is
(x, y) to (0, 0)
modulus (or absolute value) of
z = x + iy, and we write lzl= Jx2 + y2. Notice that
The ordinary Euclidean distance of
is
call this number the
Jx2 + y2 .
We also
the complex number
z. z =x 2 + y 2 =lzl2
You should check for yourself that the distance from
Verify also that
lz wl = izl lwl
w is lz  wl.
I zl izl and
to
(square both sides). Also Re
I Im zl lzl.
Let 0 =0 + iO. If z EC, then z + 0 = z. Also, letting z = x  iy, we
notice that z + (z) =0. So every complex number has an additive inverse.
Since 1 = 1 + iO, it follows that 1 z =z 1 = z for every complex number
z. If izl i= 0, then izl2 i= 0 and
z.
z
izl2
=
= 1.
izl2 izl2
So every nonzero complex number has a multiplicative inverse. It is natural
to define
1/z to be the multiplicative inverse z/izl2
to define
1
zw
z
=z=w
w lwl2
You can also see that
for
of
z and, more generally,
w i= 0 .
z/w=z/w.
Observe now that multiplication and addition satisfy the usual distribu
tive, associative, and commutative (as previously noted) laws. So C is
afield.
It follows from general properties of fields, or you can just check directly,
unique additive inverse and every nonzero
unique multiplicative inverse. Also C contains a copy
that every complex number has a
complex number has a
of the real numbers in an obvious way:
IR
1+
x + iO EC.
1.2. Further Properties
It is easy to see that this identification respects addition and multiplication.
So we can think of C as a field extension of R It is a larger field which
contains the field R
It is not true that every polynomial with real coefficients has a real root.
p(x)
For instance,
x2 + 1
has no real roots. Historically, already existing
strong interest in the complex numbers was further stimulated by Gauss's
proof of the longsuspected but still remarkable fact, known as the funda
mental theorem algebra, that every polynomial with complex coefficients
has a complex root.
This basic fact about the complex numbers makes it
natural to study the class of all polynomials with complex coefficients. The
point of view of complex analysis, however, is that there is a much larger
( known
class of functions
as the holomorphic functions ) which share many
of the most useful properties of polynomials.
Moreover, the class of holo
morphic functions is closed under certain operations
( such
as division by a
nonvanishing function ) for which the collection of polynomials is not closed.
The holomorphic functions can be easily identified by a simple differential
condition. These are the functions which we shall study in this book.
In this book we are presupposing that the reader has had some experi
ence with the arithmetic of complex numbers; the material we are presenting
at first is in the nature of a review. The first few exercises at the end of the
chapter provide some drill in basic calculations with the complex numbers.
The later exercises introduce some arithmetic properties that, though they
are elementary, may not be familiar . The reader should examine these ex
ercises carefully since the properties introduced will play an important role
in what follows.
1.2. Further Properties of the Complex Numbers
We first consider the complex exponential, which we define as follows:
(1)
If
is real, then
as in calculus.
(2)
If
iy is pure imaginary, then
ez
(3)
If
x+ iy,
(2)
and
(3)
eiy =cosy+ i siny.
then
ez
Parts
ex+iy =ex
( cosy+ i siny ) .
of the definition, due to Euler, may seem somewhat
arbitrary. We shall now show, using power series, that these definitions are
1. Fundamental Concepts
perfectly natural. We shall wait until Section 3.2 to give a careful presenta
tion of the theory of complex power series. So the power series arguments
that we are about to present should be considered purely formal and given
primarily for motivation.
Since, as was noted in
we have
(1),
ex=
oo
x
L:r'
j=O J.
then it is natural to attempt to define
00
'"' z1
ez  :r
j=O J.
If we assume that this series converges in some reasonable sense and that
it can be manipulated like the real power series with which we are familiar,
then we can proceed as follows:
If z =
iy, y
E 'then
(iy)J
.
,
J
j=O
.
y2
iy3
y4
+ iy 2! 3! + 4!
y6
iy5
iy7
yB
.
+
+
8! + ..
5! 6T 7!
l _ y2
yB _
y4
y6
. ..
+
+
_
2!
4!
6!
8!
y7
y3
y5
. ..
+i y +
7! 5!
3!
cos y + i sin y.
)
)
By formal manipulation of series,it is now easily checked,using the definition
( * ) ,that
ea+b= eaeb,
T hen for z = x
+ iy
IL,.
any a ' b E ""
we have
ez
ex+iy exeiy
ex ( cos y + i sin y),
=
giving thus a formal "demonstration" of our definition of exponential.
To stress that there is no circular reasoning involved here, we reiterate
that the
definition
of the complex exponential is that, for z
ez = ex ( cos y + i sin y).
+ iy,
1.2. Further Prop erties
The justification with power series is, at this point, to be taken as intuitive;
it will be made precise in Section 3.6.
A consequence of our definition of the complex exponential is that if
E C,
l I
Figure
1.1).
1,
then there is a number e, 0 e
<
2rr,
such that
Here 0 is the (signed) angle between the positive
ei() (see
axis and the
ray o.
Now if
is any nonzero complex number, then
z
where
/ l zl
has modulus
l zl
1.
(i;1)
l zl C
Again letting 0 be the angle between the
real axis and O,
where r
number
If
l zl .
This form is called the polar representation for the complex
z.
k is an integer,
ei()
then
cos e + i sin e
cos(O +
2krr) + i sin(O + 2krr)
ei(o+2k1r) .
So a nonzero complex number has infinitely many different representations
of the form rei0, r
>
0, e ER
In order to make optimal use of the polar representation, we need to
know that our exp function behaves in the expected fashion relative to mul
tiplication, namely that
This fact follows from part
(3)
of our definition of the exponential func
tion, provided we assume the addition formulas for sine and cosine. Sine
and cosine will be put on a precise analy tic basis later on in this text, via
power series, and the addition formulas will be checked in that way. While
the traditional geometric proofs of these formulas are correct, they depend
on the rather difficult process of setting up trigonometry strictly with the
Euclideanaxiomaticgeometry setting.
As a consequence, if
1, 2, ..., then
(ez )
enz.
times
This simple formula has elegant applications, as the following examples
show.
1. Fundamental Concepts
eie
 
cos 9 + i sin 9
/
I
I
I
I
I
\
'
'
'
.... 
'
'
\
I
I
I
I
/
/
'
_,,,
Figure 1.1
EXAMPLE 1.2.1. To find all sixth roots of 2, we let rei9 be an arbitrary
sixth root of 2 and solve for r and 0. If
( rei9 ) 6
or
r6ei69
ei O
2 . eiO
,
2116 E JR and ()
then it follows that r
0 solve this equation. So the real
i
2116 is a sixth root of 2. This is not terribly surprising,
number 2116 e O
=
but we are not finished.
We may also solve
r6ei69
Hence
r
2116
()
2. e21ri.
27r/6
7r/3.
This gives us the number
21i6e;/3
21 i6 coS11"
/3 + isin "/3)
as a sixth root of 2. Similarly, we can solve
r6ei69
2 . e41ri
r6ei69
r6ei69
r6ei69
2 . e61ri
7r
2 . e8 i
'
'
2. el07ri
to obtain the other four sixth roots of 2:
21/6
(
+ iv'3
2
'
2 1 !
0 )
+i
1.2. Further Properties
21 6
/ '
21/6
(! iv'3)
0i)
2
'
21/6
Further effort along these lines results only in repetition of the six roots we
have found.
These are in fact all the sixth roots. You can see this by noting that
6
2 and 60
2 implies that r6
27rk, for some k, or by noting that
(rei8)
=
the division algorithm for polynomials guarantees that z6  2 has at most
six distinct roots. Division for polynomials with complex coefficients works
just the same way as for polynomials with real coefficients. Another way
to see that the number 2 has no more than six sixth roots is to check by
calculation the following assertion: if we call the six sixth roots of 2 that we
have found so far by the names a1, ..., a , then
6
z6  2
Thus z6
(z 
a1
) (z 
2 if and only if z is one of the Gj.
EXAMPLE 1.2.2. To find all the cube roots of
r3ei38
r3ei38
It follows that the cube roots are
ei7r/6
re"
e'"'i'
reiB
ei37r/2
i,
6).
we write
ei7r/2'
i
i
(v'3 i!)
( i)
i.
=
r3ei38
reiB
(z
ei57r/2,
ei97r/2.
'
The (nonunique) angle 0 associated to a nonzero complex number z is
called its argument and is written arg z. For instance, arg(l + )
it is also correct to write arg(l + )
7r/4. But
97r/4, l77r/4, 77r/4, and so forth. We
generally choose the argument 0 to satisfy 0 0 < 27r unless circumstances
dictate that it is convenient to do otherwise. Because of the nonuniqueness
of arg z, the notation has to be used with caution. One should properly
speak only of an argument for z, or of the set of arguments for z, but for
historical reasons the arg z notation has been retained; it is up to the user
of the notation to be sure that the ambiguity does not lead to errors. The
1. Fundamental Con cepts
"multivalued" nature of the function arg
z reflects deep properties of C, as
we shall see later.
Arguments are additive, subject to the ambiguity which has already
z = rei(J and w = sei'l/J, then
z w = reiO sei'l/J =(rs) ei(o+'l/J)_
under multiplication, moduli multiply while arguments add.
been noted. That is, if
Thus,
Now we need to record a few inequalities. These are familiar in form,
but are new in the context of
Proposition
Proof.
(rather than
IR).
z, w E C, then
lz + wl :'.S lzl + lwl.
1.2.3 (Triangle inequality). If
We calculate that
lz + wl2 =(z + w) (z + w)
= lzl2 + lwl2 + wz + zw
=lzl2 + lwl2 + 2Re (zw)
:'.S \zl2 + lwl2 + 2lzl lwl
=(lzl + lwl)2.
By induction, it is easy to see that
n
L Zj :'.S L \zil
j=l
j=l
Another useful variant of the triangle inequality is
lzl ;:::: lwl  lz  wl.
The proof is to write
lwl = lz + (w  z)I :'.S lzl + lw  zl,
which is equivalent to the asserted inequality.
Proposition 1.2.4 (The CauchySchwarz Inequality).
and w1, ... , Wn are complex numbers, then
w
L.J J J
j=l
Proof.
For any complex number
j=l
j=l
:'.SL lzil2 L lwil2>.,
n
:'.S L lzi  >.wj \ 2.
j=l
If z1,
... , Zn
1.2. Further Properties
But this last line
L(lzjl2 + IAl2lwjl2  2Re(zj"Xwj))
j=l
n
Since
[Notice
j=l
j=l
j=l
is arbitrary, we may take
A LJ=lZjWj
= Lnj=l IW312
LJ=l lwj12 =/= O;
A
that we may safely assume that
is nothing to prove.
The choice of
otherwise there
is not merely dictated by ingenious
caprice: It happens to minimize the expression on the right side of
**
as
you can check with calculus.
A, ( )
2 21LJ=lZjWjl2
L
J=lZjWj
l
I
O::; lzjl2 +
LJ=l lwjl2 LJ=l lwjl2
With the above choice of
becomes
**
or
j=l
j=l
::; L lz112 L lw112
D
as desired.
EXAMPLE 1.2.5. If
see this, fix
2::}:1 lzjl2
converges, then
a positive integer. Then
2::}:1 lzjl/j
converges.
To
t lz!I
j=l
Now the first sum is bounded above, independent of
second sum is known from calculus
n t
n.
( use
n,
by hypothesis. The
the integral test
to converge as
oo; hence those partial sums are also bounded above, independent of
Thus
is bounded above, independent of
tlz!I
j=l J
n.
Hence the series converges.
1. Fundamental Concepts
10
1.3. Complex Polynomials
In the calculus of real variables, polynomials are the simplest nontrivial
functions. The purpose of this section is to consider complexvalued poly
nomials of a complex variable, with the idea of seeing what new features
appear.
Later we shall use the discussion as motivation for considering
more general functions.
There are several slightly different ways of looking at polynomials from
the complex viewpoint. One way is to consider polynomials in x and y,
(x, y) E R2, with complex coefficients: for example, (2 +i)xy +3iy2 +5x2.
Such polynomials give functions from R2 to C, which we could equally well
think of as functions from
C,
to
with (x, y) determined by z
x+
iy. Another kind of polynomial that we can consider is complexcoefficient
polynomials in the complex variable z, for example, i+(3+i)z+5z2. These
also give functions from
C.
to
A polynomial in z gives rise naturally to
a polynomial in x and y by substituting z
x + iy and expanding.
For
instance
i +(3 +i)z +5z
i +(3 +i)(x +iy) +5(x +iy)
2
2
i +3xy +ix +3iy +5x + lOixy  5y
2
2
i +(3 +i)x +(3i  l)y +5x +(10i)xy  5y .
It is an important and somewhat surprising fact that the converse of this
expansion process does not always work:. there are many polynomials in x
and y that cannot be written as polynomials in z. Let us consider a specific
simple example: the polynomial x itself. If it were true that
x
P(z)
P(x +iy)
for some polynomial P(z) in z, then P would have to be of first degree. But
a first degree polynomial az+b
ax+iay+b cannot be identically equal to
x, no matter how we choose a and b in
C ( see
Exercise 35). What is really
going on here?
One way to write a polynomial in x and y in complex notation is to use
the substitutions
where z
z +z
=

=
zz
xiy as in Section 1.1. The point of the previous paragraph is
that, when a polynomial in x, y is converted to the z, z notation, then there
will usually be some z's in the resulting expression, and these z's may not
cancel out.
For example,
2
2
x +y
(;) ()
z
11
1.3. Complex Polynomials
z2 zz z2 z2 zz z2
4+2+44+24
z z.
You can check for yourself that there is no polynomial expression in
without any z's, that equals
x2 + y2:
z,
the occurrence of z is required.
Of course, sometimes one can be lucky and there will not be any z's:
x2
y2 + 2ixy
( z ; ) 2 ( z ) 2 + 2i ( z ; ) ( z )
z
z2 zz z2 z2 zz z2 2i(z2  z2)
4+2+4+42+4+
22i
2
z .
In this example, all the z terms cancel out.
We have gone into perhaps painful detail here because in fact this feature,
that sometimes z's occur and sometimes not, is the key to complex analysis.
W hat complex analysis is about is functions, not necessarily polynomials,
z but not on z in the same sense that x2y2 +2ixy depends
z but not on z. The question is how to extend this idea from polynomials
that depend on
on
to more general functions in a precise way.
F irst let us specify what type of function
we will consider:
R2 is open and f : U
R is a continuous
function, then J is called c1 (or continuously differentiable) on u if of/ ox
and of joy exist and are continuous on U. We write f E C1(U) for short.
More generally, if k E {O, 1, 2, ... }, then a function f on U is called Ck (k
times continuously differentiable) if f and all partial derivatives of f up to
and including order k exist and are continuous on U. We write in this case
f E Ck(U). In particular, a c0 function is just a continuous function.
A function f
u
C is called Ck if both u and v are Ck.
+ iv : U
Definition 1.3.1. If
t
t
Recall now that if
that
f: U
does not depend on
does not depend on
if and only if
U is connected, then we have
of/ ox = 0 on U. Likewise f
of/ oy =
0 on U. We would like to have
t
is
if and only if
C1
and
a similar notion of differentiation to ascertain when
either
or z. For motivation, recall that
oy
0,
does not depend on
1. Fundamental Con cepts
12
We would like a similar circumstance to occur for the variables z and z
(instead of x and
!__ f
and
!__ f
oz
If z =x
(!__
2
0z
iy,
We define, for
y).
ox
(!__
2
i!__
oy
i!__
ox + oy
z =x 
: U
+ iv
=u
) f 2 (
=
) f 2 (
=
ov
+
ox
oy
ov
ox
oy
Ca C1 function,
) 2!_ (
ou
ou
t
) 2!_ (
+
ov
ox
ou
oy
ov
ou
+
ox
oy
then one can check directly that
iy,
0
oz
z =1 ,
oz
0
azz =o,
0
oz
Notice the apparent sign reversal:
z =x +
iy
but
z =x 
iy
but
z = 0,
z = 1.
0
oz
0
Oz
1 0
2 ox
1 0
2 ox

i

0

2 oy
'
.
2 oy
W hile at first puzzling, the reversal is justified by the equations
( )
*
It is straightforward to calculate that o/oz, o/az are linear:
oF
oG
,
b
(aF + bG) =a
oz
oz + oz
oF
oG
b
bG) =a
(aF
+
+
oz
oz
az
o
for any a, b E C and C1 functions F, G. It is also easy, if tedious, to verify
the Leibniz Rules:
o
oz
(F G) =
oF
oz
o
oF
0z(F G) = 0z
G+F
G+F
oG
oz ,
oG
0z .
You should work these routine facts out carefully for yourself in order to
gain facility with this new notation.
For the purposes of complex analysis, the partial differential operators
o/oz and o/Oz play a fundamental role. As an example of the use of these
new operators, we shall now obtain information about complex polynomials.
If
j, k, f, m
are nonnegative integers, then it is immediate from
( )( )
oe
om
ozl
ozm
j(j
1)
( )
*
that
.k
(z1z )
(j
 f_ +
1)k(k  1)
(k  m + 1). zjezkm
1.3.
if
13
Complex Polynomials
f :::; j and m :::; k.
if either f, >
or
Also
()
()
(z1zk)
aze
azm
m > k. In particular,
( ae )( am ) f.m
(z z )  f. m..
_
azm
aze
I.
Now we can prove the basic fact which motivated our new notation:
Proposition 1.3.2. If
"'\'""
L__. aemzf.zm
then p contains no term with m > 0 (that is, p contains no
)
p(z,z
is a polynomial,
z terms) if and only if 8p/8z
Proof. If
aem
0 for all
= 0.
m > 0, then
p(z) l:aeoi
=
and
Conversely, if
whenever
8p/0z
8p
az
= 0, then
"'\'""
L__. aeofzf.
ae+m
azeazmP
1 az az =
:=
0.
1. But the three formulas preceding the proposition show
that
evaluated at 0 is
f!m!aem
We think of a polynomial
in a sense, "independent of
when
m > 0,
z";
I: aez
with no terms containing
as being,
but the precise meaning is just that
or, equivalently, that
8p/oz
aem
= 0.
We leave the next assertion, which is a similar application of the mono
mial differentiation formulas, as an exercise.
Proposition 1.3.3. If
p(z, z)
q(z,z)
are polynomials, and if p(z, z)
f,m.
I: aem i zm ,
Lbemizm
q(z, z) for all z, z, then aem
The next section extends these ideas from polynomials to
C1
bem for all
functions.
14
1. Fundamental Concepts
1.4. Holomorphic Functions, the CauchyRiemann
Equations, and Harmonic Functions
Functions
f which
satisfy
(8/az)f
0 are the main concern of complex
analysis. We make a precise definition:
Definition 1.4.1. A continuously differentiable (C1) function
defined on an open subset U of
f:
is said to be holomorphic if
of=
Oz
at every point of U.
Remark: Some books use the word "analytic" instead of "holomorphic."
Still others say "differentiable" or "complex differentiable" instead of "holo
morphic." The use of "analytic" derives from the fact that a holomorphic
function has a local power series expansion about each point of its domain.
The use of "differentiable" derives from properties related to the Cauchy
Riemann equations and conformality. These pieces of terminology, and their
significance, will all be sorted out as the book develops.
If
f is
any complexvalued function, then we may write
u +iv,
where
and v are realvalued functions. For example,
z2 = (x2  y2) + i(2xy);
in this example
u = x2 y2 and v= 2xy.
The following lemma reformulates
Definition 1.4.1 in terms of the real and imaginary parts of
f:
f U C defined
on an open subset U ofC is holomorphic if, writing f(z) = u(x, y) +iv(x, y),
with z = x + iy and realvalued functions u and v, we have that u and v
Lemma 1.4.2. A continuously differentiable function
satisfy the equations
au
av
ax
8y
au
and
8y
av
ax
at every point of U.
Proof. The assertion follows immediately from the definition of holomor
phic function and the formula
8f ! 8u
=
2
Oz
The equations
au
ax
av
8y
av
and
!_
2
8v
ax
au
8u
8y
av
ax
8y
ax
{)y
are called the CauchyRiemann equations. The proof of the following easy
result is left as an exercise for you:
1.4. Holomorphic and Harmonic Functions
Proposition 1.4.3. If
f : U
Riemann equations, then
..
C is
15
C1 and if f satisfies the Cauchy
of
of
. of
i
=
=
8y
{)z  ox 
on U.
The CauchyRiemann equations suggest a further line of investigation which
is of considerable importance. Namely, suppose that
u v
and
are
C2
func
tions which satisfy the CauchyRiemann equations. Then
a (au) = a (av)
ox
and
ox
ox
{)y
a (au) = a (av) .
8y
{)y
 {)y
ox
Exploiting the standard theorem on the equality of mixed partial derivatives
(that
a2v/axay =a2v/oyox),
we obtain
82u 82u
8x2 + {)y2 =0.
A similar calculation shows that
82v
82v
+
8x2 {)y2 =0.
You should check this last equation as an exercise.
These observations motivate a definition:
Definition 1.4.4. If
harmonic if
C is open and
The operator
C2(U),
then
a2 a 2
8x2 {)y2
is called
+
is called the Laplace operator, or Laplacian, and is denoted by the symbol
6.. We write
u C 2,
(
(
:z ! u :x  :y ) :x :y ) u =6.u.
Notice that if
then
+i
1.
16
Fundamental Concepts
Similarly,
4u = 4
+ i
Oz az
2
ax
ay
(ax
i u
ay
6.u.
We have seen that the real and imaginary parts of a holomorphic function
are harmonic. It is natural to ask whether the converse is true. That is, if
u E C2(U)
U
is harmonic and realvalued, does there exist a holomorphic f on
u? It is possible to
when u is a polynomial.
such that Ref
answer is "yes"
give an elementary proof that the
This we now do. The general case
will be discussed in the next section.
Lemma 1.4.5. If u(x, y) is a realvalued polynomial with 6.u
there exists a (holomorphic) polynomial Q(z) such that Re Q u.
0,
then
Proof. We begin by writing
u(x,y)
u(x, y)
in terms of
( z+z zz
)
,
2
P(z,z)
and
where Pis a polynomial function. The hypothesis
z:
em
'"""
L.,, aemz z ,
6.u
0 becomes
ae+ m
0
aze azmp =
whenever e 2'.
words,
aem # 0
and m 2'.
only if e
1.
P(z, z)
It follows that
0 or
0. Thus
'"""
e '"""
m
aoo + L.,, aeoz + L.,, aomz
m2'.l
e::::1
aoo
aoo
and
aeo
0 for e, m 2'.
1.
In other
m
aoo + L aeoi+ L aomz .
m2'.l
e::::1
Since Pis realvalued, in other words P
Thus
aem
aoe
P,
we have
 '""" e '"""  m
aoo + L.,, aeoz + L.,, aomz .
m2'.l
e::::1
for all e 2'. 1
(see Proposition
1.3.3).
In conclusion,
u(z)
and
P(z, z)
aoo + L aeoze + L aomzm
m2'.l
e::::1
Re
(aoo + 2
Re
(Q(z)),
L aeoi)
e::::1
is the holomorphic polynomial required.
1.5.
17
Real and Holomorphic Antiderivatives
1.5. Real and Holomorphic Antiderivatives
In this section we want to treat in greater generality the question of whether
u is the real part of a holomorphic function
F = u+iv, then the CauchyRiemann equations
a realvalued harmonic function
F.
Notice that if we write
say that
av
ax
au
ay'
av
ay
In short, once
u is given,
the existence of
v ( and
avI ax and avI ay are completely
then
These in turn determine
au
ax.
up to an additive constant.
hence of
F)
amounts to solving a familiar problem
of multivariable calculus: Given two functions
au/ax, respectively ) ,
avjay= g?
and
determined.
Thus determining
f and g ( in this case au/ay
v such that av/ax= f and
can we find a function
A partial solution to this problem is given by the following theorem.
We shall see later that the practice, begun in this theorem, of restricting
consideration to functions defined on rectangles is not simply a convenience.
In fact, the next theorem would actually be false if we considered functions
defined on arbitrary open sets in C
Theorem 1.5.1. If J, g a re
R= {(x,y)
( see
Exercise
52).
C1 functions on the rectangle
E
IR2: Ixal< 8,lybl< t:}
and if
af
ag
on R,
ay
ax
C2(R) such that
then there is a function h E
and
on R. If f and g are realvalued, then
Proof. For
(x,y)
(1.5.1.1)
we
may take h to
be rea l va lued a lso.
E R, set
h(x,y) =
1x f(t,b)dt+1Y g(x,s)ds.
By the fundamental theorem of calculus,
ah
(x,y) = g(x,y).
ay
(1.5.1.2)
1.
18
This is half of our result. To calculate
oh/ox,
Fundamental Concepts
notice that, by the funda
mental theorem of calculus,
rx
f(t, b) dt = f(x, b).
ox la
0
Moreover, since
g is C 1 ,
(1.5.1.3)
the theorem on differentiation under the integral
sign (see Appendix A) guarantees that
[Y 0
[Y
g(x, s) ds
g(x, s) ds =
,
ox l b
l b ox
0
which by
(1.5.1.1)
[Y 0
f(x, s) ds
lb oy
= f(x, y)  f(x, b)
=
(by the fundamental theorem of calculus). Now
oh/ox= f.
we see that
and
g are.
Since
: = f EC
h E C2(R).
(1.5.1.4)
(1.5.1.2)(1.5.1.4)
(R) ,
oh
= g EC 1 (R),
oy
It is clear from
give that
(1.5.1.2)
that
is realvalued if
f
D
It is worth noting that, while we constructed
h using integrals beginning
at
(a, b) (the coordinates of the center of the square), we could have used
any (ao, bo) E R as our base point. This changes h only by an additive
constant. Note also that Theorem 1.5.1 holds for R an open disc: The only
special property needed for the proof is that for some fixed point Po E R
and for any point Q E R the horizontalvertical path from Po to Q lies in
R. This property holds for the disc if we choose Po to be the center.
R is an open rectangle (or open disc) and if u is a
realvalued harmonic function on R, then there is a holomorphic function F
on R such that Re F u.
Corollary 1.5.2. If
Proof. Notice that
satisfy
f= 
of
oy
og
ox
OU
g=
ox
on
R.
1.5. Real and Holomorphic Antiderivatives
[This is equivalent to the hypothesis that
19
6u = 0.]
1
C , the
C2 function v on n
Since f, g E
theorem now guarantees the existence of a realvalued
satisfying
av
ax
av
ay
But this says that
F(z)
!=
au
g= ax
u(z) + iv(z)
satisfies the CauchyRiemann equa
tions on R, as desired.
We have thus given the desired characterization of harmonic functions as
real parts of holomorphic functions, at least when the functions are defined
on an open rectangle or open disc. You will want to check for yourself in
detail that Theorem 1.5.l and Corollary 1.5.2 do indeed hold when R is
replaced by an open disc (or by any convex open set).
Theorem 1.5.1 is essentially an antidifferentiation theorem.
Given our
new notation, it would be aesthetically pleasing if we could use it to solve
F is holomorphic, can we find
aHIaz = F? We formulate the affir
the following antidifferentiation problem: If
a holomorphic function
such that
mative answer as our next theorem:
Theorem 1.5.3. If U
C is either an open rectangle or an open disc and
if F is holomorphic on U, then there is a holomorphic function
on U such
that aH/az = Fon U.
Proof. Write
F(z) = u(z) + iv(z).
Notice that if we set f
=u
and
g = v
function
h1 such
then, by the CauchyRiemann equations, we know that
a f ag
ay =ax
_
Hence Theorem 1.5.1 guarantees the existence of a real
C2
that
ah1
=
ax
=u '
ah1
v
ay = g= .
J = v and g = u (again notice that
guarantee that a jIay = a9 Iax) to obtain
Next we apply Theorem 1.5.1 with
the CauchyRiemann equations
a real
C2
function
( 1.5.3. l)
such that
ah
2
g
= u.
=
ay
1. Fundamental Concepts
20
H(z)
But then
h1 (z)+ih2(z) is C2 and
ah2
ax
ah1
ay
 =v=.
Therefore
H satisfies the
Also
CauchyRiemann equations, so
(
(
H is holomorphic.
a
1
a
.a
H =    i  (h1 +1h.2)
2 ax
az
ay
ah2 ah1
ah1 ah2
=
+
+
2 ax
ay
2 ax
ay
1
i
= "2 ( u+ u ) + "2 (v+v) = F.
Theorem
1.5.3
)
D
will prove to be crucial in the succeeding sections, for it
is the key to the success of complex line integration.
Exercises
1. Write each of the following
x+iy:
1
(a) i
4+i
(b)
6  3i
(. 1)
;
(c)
i 6
(d) (2i  4)2
(e ) i 4n+3 , n
(f}
as
complex numbers in the standard form
(
v; )
(..;'2 )8

'
v'2
(g)
2+2i
2. Find the real and imaginary parts of
(a) (i+ 1)2 (i  1 )
i+ 1
(b)
i 12
i
( c ) i 3  4i+ 6
21
Exercises
z
(d) z2+ 1
z2
( e ) z1
(f) z4 +2z+ 6
3. Find the modulus of
( a ) (2 i) 2 (4+ 6i)
3 i
(b) (6+2i)3
(c ) ( v'3+ i) . ( v'3i)
+2
i2
(d)
(e)
1)
(i+
(i+2)
(i+ 3)
4. Prove that, for any complex numbers
and
w,
lz+ wl2 lzl2+ lwl2+ 2Re (z w),
lz+ wl2+ lzwl2 2lzl2+ 2lwl2.
z such that z2
5. Find all complex numbers
such that
w4
6. Prove that
l
zw 2
1 zw
p(z)
j ::=:; n.
7. Let
0 ::=:;
i. Find all complex numbers
l.
(1 l zl2)(1 lwl2)
11 zwl2
a o + a1z +
Prove that if
z w =I 1.
n
+ anz have real coefficients:
zo
provided
satisfies
p(zo)
0, then also
aj E IR for
p(zo)
0. Give
a counterexample to this assertion in case not all of a0, a1, ... , an are
real.
8. A field
is said to be ordered if there is a distinguished subset
with the following properties:
(i)
(ii)
if a, b E P, then a+ b E P and a
P F
b E P;
if a E F, then precisely one of the following holds:
a EP
 a EP
or
or
0.
P IR is taken to
P C which
1 E P so that 1 P.
{x
be
O}.
makes C ordered.
Prove that there is no choice of
(Suggestion: First show that
i E P or i E P.)
E IR :
x >
Verify that IR is ordered when
Then ask whether
9. Prove that the function
<P(z)
maps the set D
C: Im z
>
O}.
{z
EC:
lzl
<
lz
1+ z
1} onetoone
onto the set U
The map is called the Cayley transform.
{z
22
Exercises
10. Let U
{z EC:
Im z >
O}.
Let
QZ +{3
1/J(z) =
"(Z +8
where a, {3, "(, 8 are real numbers and a8{3"f > 0. Prove that 1/J : U+ U
is onetoone and onto. Conversely, prove that if
u(z)
with
a, b, c , dEC and u:
az+b
cz+d
U+ U onetoone and onto, then
a, b, c, dare
real (after multiplying numerator and denominator by a constant) and
ad be>
11. Let S
0.
{z EC: 1/2
<
lzl
12. Compute all fifth roots of
1,
<
2}.
Let
(z)
1 +i, all cube
J3/2+i/2.
z+ (1/z).
roots of
i,
Compute (S).
all sixth roots of
and all square roots of
13. Convert each of the following complex numbers to polar form. Give
possible polar
( a ) J?,+i
(b) JJ i
( c ) 6+6i
(d) 4  8 i
( e ) 2i
(f) 3i
(g) 1
(h) 8+'Tri
all
forms of each number.
14. Each of the following complex numbers is in polar form. Convert it to
the rectangular form
+iy :
3ei7r
4ei7r/4
4ei277r/4
6eil07r/3
ei7r/l2
(f) ei37r/8
(g) 7e i7r/6
(h) 4ei207r/6
( a)
(b)
(c)
(d)
(e)
15. The CauchySchwarz inequality can be proved by induction. Try it.
16. The CauchySchwarz inequality is a consequence of Lagrange's identity:
n
'""" z w
J J
j=l
j=l
j=l
23
Exercises
Prove Lagrange's identity, and from this deduce the CauchySchwarz
inequality.
17. Find necessary and sufficient conditions on
{Zj}, { Wj}
for equality to
hold in the CauchySchwarz inequality. Give a geometric interpretation
of your answer.
[Hint:
See Exercise 16.]
18. Give necessary and sufficient conditions on
z,w
for equality to hold in
the triangle inequality. Give a geometric interpretation of your answer.
19. Fix
n a positive integer. Suppose that
satisfying
n
LZjWj
j= I
for all w1, ... ,Wn E C such that
z1,... , Zn
are complex numbers
L::j= 1 lwj 12
1. Prove that
1. Formulate and prove a converse assertion as well.
20. The identity
ei9
=cosO+isinO is called Euler's formula.
LJ=I lzj 12
Use it to prove
DeMoivre's formula:
(cos 0+isinOt = cos nO+isin nO.
Use this last identity to derive formulas for cos 0 /2 , sin 0 /2.
21. Find all roots of
z2+z+ 1= 0.
Write them in polar form.
22. Give geometric interpretations for addition and multiplication of com
plex numbers (in terms of vectors).
23. Prove that the function
24.
25.
lzl
is continuous in the sense that if Zj+ z (where this is defined to mean
that lzj  zl+ 0) then lzjl+ lzl (i.e., lzjl  lzl+ 0).
Prove: If z is a nonzero complex number and k is a positive integer
exceeding 1, then the sum of the kth roots of z is zero.
Define a relation on IR by YI ,...., Y , YI,Y E IR, if and only if Y1 y =27rn
2
2
2
t+
for some integer n. Prove:
(i) ,...., is actually an equivalence relation.
(ii) eiYi = eiY2 if and only if YI ,...., Y2
26. Write each of the following complex polynomials in real notation:
( a)
(b)
(c)
(d)
(e)
F(z,z)=z3  z2z
F(z,z) (z+z)2
F(z,z)=z2z+z2z
F(z,z)=z3
F(z,z)=z4
=
27. Write each of the following polynomials as a polynomial in
( a ) F(x,y)= (x  y2)+ i(y2+x)
and z.
24
Exercises
{b) F(x, y)
(c) F(x, y)
{d) F(x, y)
(x2y  y2x)+i(2xy)
(x2  y2)+i(2xy)
(x3  3xy2)+i(3x2y+y3)
28. Compute each of the following der ivatives:
a
(4z2  z3)
( a) az
a
(b) (z2+z2z3)
Oz
83
(c)  (3z2z4  2z3z+z 4  z5)
8x28y
as
6z2)
2 z
{d) az3az2 (z  z+4z 
29. Compute each of the following der ivatives:
( a)
:z (x2  y)
a
2
{b) az (x+y )
84
(xy2)
(c)
8z8z3
a2
7z)
z2 z3
{d) azaz (z  z+
30. Let f : C + C be a polynomial.
Suppose further that
8f
az
and
8f
=
Oz
for all
31. Let F
z
:
C Prove that
C + C be
constant.
a polynomial. Suppose that
a2
F =0
8z2
for all
C Prove that
F(z, z)
for some polynomials
32. Suppose that F:
z G(z)+ H(z)
G, Hinz ( i.e.,
C+ C is
they depend only on
a polynomial. Suppose further that
F2
= 0.
What can you say about F?
33. Prove that if
z).
a
8x
a
8y
L=a+b
Exercises
25
and
(with
M=c+dox
oy
a, b, c, d E C)
and if
Lz = 1,
Mz=:O,
Lz= 0,
Mz=
1,
then it must be that
L= (:x i :y ) = :z
and
M= +i =.
oy
oz
2 ox
and
g2
are the only ones possible.
C1 function on an open set U
C,
then prove that
In other words, the definitions of
34. If
f is a
gz
a
oz1
O
ozf.
35. Prove, using only algebraic methods, that
that depends only on
z.
p(z)= x
is not a polynomial
Prove a similar assertion for
36. Write
and
oz
q( z)=x2.
Oz
in polar coordinates.
37. Let h be the set of all harmonic functions.
operations
(+, ,
...;
) is
h closed?
Under which arithmetic
38. Answer Exercise 37 with h replaced by 1t, the set of all holomorphic
functions.
39. Let F be a
realvalued holomorphic polynomial.
Prove that F is identi
cally constant.
40. Let F be a harmonic function. Prove that F is harmonic.
41. Let U
{ z I z  zo I
:
be an open set.
::;
r}
Let
zo
U and
>
0 and assume that
U. For j a positive integer compute
21f
__!__ f (z0 + rei9) j d()
271" lo
and
21f
.
1
(zo + rei9)1 d().
271" 0
Use these results to prove that if u is a harmonic polynomial on U,
21f
1 {
u(zo + rei9) d()=u(zo).
271" lo
then
Exercises
26
J are both holomorphic on a connected
prove that f is identically constant.
Prove that if f is holomorphic on U C, then
2
6(lfl2) 4
42. If
43.
and
1 1
44. Prove that if
is holomorphic on U C and
6(lflP)
45. Prove that if
P2lflP2
open set UC C, then
I1
is nonvanishing, then
any p > 0.
is harmonic and realvalued on U C and if
is non
vanishing, then
any p 2: 1.
be a
C2,
Prove that
h(z)
46. Let
47. Prove that if
realvalued harmonic function on an open set U C.
=
is
ou/oy +i8u / 8x
C2,
is holomorphic on U.
holomorphic, and nonvanishing, then log lfl is
harmonic.
48. Give an explicit description of all harmonic polynomials of second de
gree. Can you do the same for the third degree?
49. Let
C1 functions and assume that fog is defined.
version ( s ) of the chain rule: With w
g(z)
a
of og
of a9
(f g
+
f and g
following
be
Prove the
aw . oz aw . oz '
of og
of a9
(f 0 g) aw 0z +aw 0z
0z
How do these formulas simplify if (i) f and g are both holomorphic, (ii)
only f is holomorphic, (iii) only g is holomorphic, (iv) J and g are both
holomorphic? [Suggestion: Write everything out in real and imaginary
oz
a
parts and use the real variable chain rule from calculus.]
50. Let F be holomorphic on a connected open set U C. Suppose that
G1, G2
are holomorphic on U and that
8G1
oz Prove that
51. Let
(v1, v2)
that
G1  G2 =constant.
8G2
 oz .
be a pair of harmonic functions on a disc U C. Suppose
8v1
8v2
ax
oy
Prove that
(v1, v2)
harmonic function
and
8v1
8v2
ax + oy
0.
is the gradient ( i.e., the vector
(oh/ox, oh/oy))
of a
27
Exercises
52. The function
Prove that
J(z)
1/z
is holomorphic on U
{z EC: 1
<
does not have a holomorphic antiderivative on U.
izl
2}.
[Hint: If
<
there were an antiderivative, then its imaginary part would differ from
arg z by a constant.
53. Let U C be an open set. Suppose that U 2
{ eit
<
27r}.
Let
be a holomorphic function on U which has a holomorphic antiderivative.
Prove that
1
[Hint:
2rr
( eit )
eit
dt
0.
Use the chain rule and the fundamental theorem of calculus.
f be a holomorphic function on an open set U C and assume
f has a holomorphic antiderivative F. Does it follow that F has a
holomorphic antiderivative? [Hint: Consider the function 1/ z2 on the
domain C \ {O}. Refer to Exercise 52.]
54. Let
that
55. Let U1, U2 be open sets in C and assume that U1 n U2 is nonempty and
connected. Let
be holomorphic on U
antiderivative on U1 and
prove that
U1 UU2. If f has a holomorphic
has a holomorphic antiderivative on U2, then
f has a holomorphic antiderivative on
U. Show by example
that the hypothesis on the intersection of the two domains is necessary.
56. Let U1 U2 U3
C be connected open sets and define
00
Let
be a holomorphic function on U. Suppose that, for each
a holomorphic antiderivative on Uj . Prove then that
antiderivative on all of U.
57. Prove that there is a constant C, independent of
complex numbers and if
j,
flu
has
f has a holomorphic
n, such that if
{ Zj } are
Llzj11,
j=l
then there is a subcollection
{ ZJi, ... , Z j }
k
{ z1, ... , Z }
n
such that
L Zjm C.
m=l
Can you find the best constant C?
[Suggestion:
Look at the arguments
of the nonzero Zj. At least one third of these arguments lie within
of each other.
27r/3
28
Exercises
58. Let
z1, z2, ... be a countable set of distinct
complex numbers. If lzjZkl
is an integer for every j, k (the integer may depend on j and k), then
prove that the
*
{Zj}
lie on a single straight line.
if Re z, Im z are integers.
?
Approximately how many lattice points are contained in {z : lzl < R}
59. A complex number
is called a
lattice point
That is, can you obtain an estimate
asymptotically as
1.
im
[Hint:
+
no. of lattice pts. in
for this number which is sharp
{z : lzl
<
F(R)
z
R}
= 1 ?
{z : lzl < R}, then the unit square
{z : I z I < R + J2/2}. So the number
in {z : lzl < R} does not exceed n(R + J2/2)2
R + J2/2}. Similar logic about areas can be used to
is in
is contained in
of lattice points
{z : I z I
F(R)
+oo in the following sense:
If a lattice point
centered at
area of
<
establish a lower bound.]
60. Express the Laplacian in polar coordinates.
Chapter 2
Complex Line Integrals
2.1. Real and Complex Line Integrals
In the previous chapter, we approached the question of finding a function
with given partial derivatives by integrating along
directions only.
vertical
The fact that the horizontal derivative is
vertical derivative is
{)I ay
horizontal
{)I ax and the
and
then made the computations in Section 1.5 obvi
ous. But the restriction to such integrals is geometrically unnatural. In this
section we are going to develop an integration process along more general
curves. It is in fact not a new method of integration at all but is the process
of line integration which you learned in calculus.
Our chief job here is to
make it rigorous and to introduce notation that is convenient for complex
analysis.
First, let us define the class of curves we shall consider. It is convenient to
think of a curve as a (continuous) function 'Y from a closed interval
into
object ;y
[a, b]
C Although it is frequently convenient to refer to the geometrical
{'Y (t)
: t
[a., b]},
most of our analysis will be done with the
function 'Y It is often useful to write
1( t)
h1 ( t), 'Y2 ( t))
depending on the context.
is called
simple closed if
or
1( t)
'Y1 (t) + h2 ( t),
closed if 1 ( a ) = 1(b). It
and 1(a) 1( b). Intuitively, a
The curve 'Y is called
1l[a,b)
is onetoone
simple closed curve is a curve with no selfintersections, except of course for
the closing up at
a., t
b.
In order to work effectively with "f, we need to impose on it some differ
entiability properties. Since 'Y is defined on a
closed interval,
this requires a
new definition.
29
2. Complex Line Integrals
30
</J : [a,b]
JR is
</JE C1([a,b]), if
Definition 2.1.1. A function
tiable
(or
C1), and
we write
+
(a) </J is continuous on [a,b];
(b) 'exists on (a,b);
( c ) 'has a continuous extension
called
continuously differen
[a,b].
to
In other words, we require that
lim '(t)
lim '(t)
and
t+a+
t.b
both exist.
The motivation for the definition is that if
</J E C1([a,b])
and
</J
is real
valued, then
<P(b) (a)
lim
(</J(b t: )  </J(a + t: ) )
lim
E+O+
E+0+
b
bE
a+E
<P'(t) dt
1 <P'(t) dt.
So the fundamental theorem of calculus holds for
Definition 2.1.2. A curve
if both
y1
[a,b], and
and
'Y2
'Y : [a,b]
are. The curve is
</JE C1([a,b]).
C is said to be continuous on [a,b]
continuously differentiable (or C1) on
+
we write
'YE C1([a,b]),
if
'Y1,'Y2
are continuously differentiable on
we will write
We also write
y'(t)
for
Definition 2.1.3. Let
1/;1(t) + i 1/;2(t).
dy
dt
dy / dt.
1/; : [a,b]
+
dy1
dt
[a,b].
Under these circumstances
. dy2
.
i dt
C be continuous on
[a,b].
Write
1/;(t)
Then we define
b
1 1/;(t) dt 1 1/;1(t) dt i 1 1/;2(t) dt.
=
Now Definitions 2.1.2 and 2.1.3, together with the comment following
Definition 2.1.1, yield that if
'YE C1([a,b])
b
y(b) y(a)
is complexvalued, then
1 y'(t) dt.
2.1.
Real and Complex Line Integrals
31
We state now a result that is, in effect, the fundamental theorem of
calculus along curves. [This result is probably familiar to you, from real
variable calculus, in terms of the line integral of the gradient of a function
along a curve.]
Let U C be open and let
and f E C1( U) , then
Proposition 2.1.4.
curve. Iff:
U+
f('Y(b))  f('Y(a))
Proof. Since f o 'Y
chain rule. That is,
lb (
a
'Y
[a, b] +
{)f
d"(
d"(
('Y(t)) dt1 +
('Y(t)) dt2
{)
{)f
ox
U be
a C1
) dt.
(t)
C1([a, b]), the result follows from ( * ) above and the
D
The expression on the right of (t) is what we usually call the "line
integral of the gradient of f along 'Y" The proposition as stated is about
realvalued functions. But, by dealing with Ref and Imf separately, we can
extend the proposition to complexvalued f without change. Our main goal
in this section is to derive an analogue of (t) in which complex numbers,
particularly complexvalued functions, play a more vital role.
For motivational purposes, let us consider what happens to (t), thus
extended to complexvalued functions, when f
u + iv is holomorphic.
Then we have
=
b
l
= ('Y(t)). dd"ft1 (t) + i ('Y(t)). dd"fit (t)
d
d
+ ('Y(t)). 2 (t) + i ('Y(t)). 2 (t) dt.
f('Y(b))  f('Y(a))
a
8u
av
OX
OX
Since, by the CauchyRiemann equations,
8u
ox
8v
{)y
the integrand may be rewritten
{)u
ox
and
([
8v
8y
ox ,
as
d
('Y(t)). "f1 (t)
dt
+i
8u
8v
('Y(t)).
ox
d
('Y(t)). "f1 (t) +
ox
dt
av
{)u
ox
+i
8v
ox
[
)
I
')'(t)
d
"f2 (t)
dt
8u
ox
d
('Y(t)). "f2 (t)
dt
. d"f1 (t) + id"f2 (t)
dt
dt
( ** )
32
2. Complex Line Integrals
since
Thus
f is
( ** )
dy
of
b(t) ) .
(t)
ox
dt
dy
of
b(t) ) .
(t)
oz
dt
holomorphic. [ Note here
that we have used Proposition
1.4.3.]
becomes
r b of
f ( 'y ( b ) )  f ( 'y ( a ) ) = la
dy
( t ) dt,
dt
dyifdt + idy2fdt.
We have established formula ( *** ) only for holomorphic f; but we shall
want to use integrals like the one in ( *** ) for any f E C1 ( U ) . This consid
where, as earlier, we have taken
dy/dt
oz
( 'y ( t ) ) .
to be by definition
eration motivates the following definition:
Definition 2.1.5. If U C is open,
y : [a, b]
+
: U
U is a C1 curve, then we define
1 F ( z ) d z= f
lr
la
The multiplicative
+
C is continuous on U, and
the complex line integral
F ( 'y ( t ) )
dy
dt.
dt
here is to be interpreted as multiplication of complex
numbers.
The payoff for this definition is the following elegant formula:
Proposition 2.1.6. Let U C be open and let
y : [a, b]
+
U be a C1
curve. If f is a holomorphic function on U, then
f('y( b ) )  f ( 'y ( a ) ) =
J af
lr
( z ) dz.
oz
Proof. Rewrite ( *** ) using Definition 2.1.5.
This latter result plays much the same role for holomorphic functions as
does the fundamental theorem of calculus for functions from IR to R The
whole concept of complex line integral is central to our further considerations
in later sections.
We emphasize that Proposition
holomorphic functions.
[ Check
2.1.6
is valid only for
for yourself that it fails for
example. ]
F(z) =
z, for
We conclude this section with some easy but useful facts about integrals.
Proposition 2.1. 7. If>:
[a, b]
+
C is continuous, then
2.1. Real and Complex Line Integrals
33
Proof. The point of the following proof is to reduce the inequality to the
analogous inequality for real functions that we know from advanced calculus.
Let
a=
l (t) dt.
b
a = 0, then there is nothing to prove. So assume that a i 0 and set
TJ = a/lal. Let 'lj;(t) = Re(TJ (t)). Then 'lj;(t) ITJ(t)I= ITJl 1(t)I = 1(t)I.
If
Hence
ll b (t) dt l = lal = TJ a= TJ lb (t) dt = lb TJ(t) dt.
lb TJ(t) dt = lb Re(TJ(t)) dt = lb 7f;(t) dt lb 1(t)I dt.
But the far right side is real since the far left side is real. Hence
Proposition 2.1.8. Let
C1
curve, then
Uc:;:;
C be open and
C0(U).
I 1rJ f(z) dz l (tE[a,b] IJ("/(t))I)
sup
where
f("t) =
If "I:
lb 1; (t) I dt.
(dyifdt,d12/dt)
[a, b] + U is
f ("/)
Note that f("I) is the length of "f in the usual sense since
length of the real tangent vector
ld1 /dt(t)I is the
y(t).
ofy at the point
Proof. We have
Ii
b
b
l
t
dt
t
l
l
(
(
))
(
(
))I
l l f "l ; l c b] f "l ) I; I dt
f(z) dz =
by Proposition 2.1.7.
The last result of this section tells us that the calculation of a complex
line integral is independent of the way in which we parametrize the path.
This fact proves very useful in calculations.
Proposition 2.1.9. Let
function. Let
Uc:;:;
"I : [a, b] + U
a onetoone, onto, increasing
U+
Ca continuous
curve. Suppose that :
is
C be an open set and F:
be a
C1
C1
function with a
C1
[c, d] + [a, b]
inverse. Let
;y = "Io.
Then
Proof. Exercise. Use the standard change of variable formula from calculus.
D
2. Complex Line Integrals
34
Proposition
function
2.1.9
f along
implies that one can use the idea of the integral of a
a curve 'Y when the curve 'Y is described geometrically but
without reference to a specific parametrization. For instance, "the integral
of z counterclockwise around the unit circle
{z E
C:
IzI
1}"
is now
a phrase that makes sense, even though we have not indicated a specific
parametrization of the unit circle. Note, however, that the direction counts:
The integral of z counterclockwise around the unit circle is 27ri. If the direc
tion is reversed, then the integral changes sign: The integral of z clockwise
around the unit circle is 27ri!
Geometric, parameterless specification of
curves plays an important role in making what follows conveniently non
pedantic. The reader should endeavor to become accustomed to this style
as soon as possible.
2.2. Complex Differentiability and Conformality
The goal of our work so far has been to develop a complex differential and
integral calculus. We recall from ordinary calculus that when we differentiate
functions on lll2, we consider partial derivatives and directional derivatives,
as well as a total derivative. It is a very nice byproduct of the field structure
of C that we may now unify these ideas in the complex case.
F irst we need a suitable notion of limit. The definition is in complete
analogy with the usual definition in calculus:
Let U Cbe open,
PE
U, and
g:
g(z)
f,
\ {P}
 Ca function. We say
that
lim
Z>P
fE
C,
if for any E > 0 there is a '5 > 0 such that when
then
lg(z)  fl
zE
U and 0
<
lz  Pl
<
'5,
< E.
f is a complexvalued function on an open set U
that f is continuous at P if limz_,p f(z)
J(P).
In a similar fashion, if
and
PE
U , then we say
Now let
f be a function on the open set
U in Cand consider, in analogy
with one variable calculus, the difference quotient
f(z)  f(zo)
z  zo
for
zo =/= zE
U. In case
lim
Z>ZQ
complex derivative by
then certainly
f is
Z  ZQ
f has a complex derivative at zo. We denote the
J'(zo). Observe that if f has a complex derivative at
continuous at zo.
exists, then we say that
zo,
f(z)  J(zo)
2.2. Complex Differentiability and Conformality
35
Figure 2.1
The classical method of studying complex function theory is by means
of the complex derivative.
We take this opportunity to tie up the (well
motivated) classical viewpoint with our present one.
Theorem 2.2.1. Let U
U. Then
f' exists
C be an open set and let f be holomorphic on
at each point of U and
J'(z)
for all
zE
Proof. Fix
8f
az
(where 8f /8z is denned as in Section 1.3).
zo E
U. If
z is near to zo
y(t)
(1
(see Figure 2.1), then we may define
 t) zo + tz
and 'Y: [0,1]+ U.
By Proposition 2.1.6,
f(z)  f(zo)
=
Therefore
f(z)  f(zo)
z  zo
f('Y(l))  f('Y(O))
J 8f dz
1r az
f 1 8f ( (t)) dy dt
lo az 'Y . dt
f l 8f ( (t)) . (z  zo) dt.
lo az 'Y
2. Complex Line Integrals
36
af
{ 1 af
('y(t))  az (zo) dt
(zo) dt +l
lo az
o az
1
af
af
r af
(z ) dt.
('y(t))(zo)
az o
az
+lo az
r1 af
But
b(t)  zol
tlz  zol
lz  zol
all
[O, l].
Let E > 0. If 8 > 0 is so small that the continuous function
af
l (
az
whenever l w
when
 zol
lz zol
<
<
a1
) (zo)
az
8, then, in particular,
l a8zf ('y(t)) a8z1 (zo)
satisfies
< E
< E
8. Hence, by Proposition 2.1.7,
111 [ ('y(t)) (zo)] d l
11 l ('y(t)) (zo) I dt
lol Edt
t
<
<
It follows that
1.
E.
f(z)  f(zo)
Z zo
1m 
z+zo
exists and equals
(8f /8z)(zo).
Notice that, as a result of Theorem 2.2.1, we can
J' for
af I az
when
( and
often will ) write
is holomorphic. The following result is a converse of
Theorem 2.2.1.
Theorem 2.2.2. If f
of U, then
C1 (U)
and
f has a complex derivative at each point
is lwlomorphic on U. In particular, if a continuous, complex
valued function
on U has a compl ex derivative at each point and if J' is
continuous on U, then
is holomorphic on U .
Proof. We need only check the CauchyRiemann equations. This is done by
letting z approach
z0
in two different ways ( first in the horizontal direction,
and then in the vertical direction ) as follows:
1.
Im
z+zo
f(z) f(zo)
Z  Zo
2.2. Complex Differentiability and Conformality
37
f(zo+h)  f(zo)
lim
h+O , h
real
u(xo+ h, Yo)+iv(xo+ h, Yo)  u(xo, Yo)  iv(xo, Yo)
1.
Im
h+O

1.

u(xo+ h, Yo)  u(xo, Yo)
Im

h+O
1.
v(xo+ h, Yo)  v(xo, y0)
+i
+z Im
h+O
(xo,yo)

v
X
(xo,Yo)
On the other hand,
1.
Im
z+zo
f(z)  f(zo)
Z  zo
f(zo+ih)  f(zo)
ih
lim
h+O , h real

lim
h+O
u(xo, Yo+ h)  u(xo, y0)
1.
1 iv(xo, Yo+ h)  iv(xo, Yo)
+Im h
h+O i
av
au.
+( i.)
.
ay (xo,Yo) ay (xo,Yo)

Comparing the two expressions for limz+zo U (z)
(i)
au
av
+
ay (xo,yo) ay (xo,yo)
au
ax (xo,yo)
av
,
ay (xo,yo)
 f(zo))/(z  zo)
av
au
+i
ax (xo,yo)
ax (xo,yo)
Equating real and imaginary parts yields
au
a
Y (xo,Yo)
=

av
a
X
gives
(xo,yo)
These are the CauchyRiemann equations, as required.
The second statement in the theorem also follows since the continuity of
J'
plus the fact that
!'
au
av
+i
ax
ax
av
au
i
ay
ay
imply the continuity of the real first partial derivatives of
f'
exists everywhere and is continuous, then
since the CauchyRiemann equations hold.
It is perfectly logical to consider an
ative at each point of
U without the
fE
I
C (U)
u and v.
Thus if
and is holomorphic
which possesses a complex deriv
additional assumption that
f E C1 (U).
2. Complex Line Integrals
38
Under these circumstances
and
still satisfy the CauchyRiemann equa
tions. To see this, note that we did not use the continuity of the derivative
in the proof of Theorem 2.2.2.
Historical Perspective:
1
text of C
Our study of holomorphic functions is in the con
functions. For such functions, we have two equivalent criteria
for the property of being holomorphic: one involves the CauchyRiemann
equations, the other the existence of the "complex derivative", that is, the
existence of
f(z + h)
h
.
11m
IC3h_,O
f(z)
Theorem 3.1.1 will tell us that such a function, which starts out being only
C1 in the definition, is in fact necessarily C00.
It was a matter of great interest classically to determine whether the
hy pothesis that the functions be C
could be weakened. In fact, E. Goursat
proved that it could: a function with a complex derivative at each point is
holomorphic.
It is alway s important in principle to know the optimal circumstance
under which a theorem holds, but in practice these weaker hy potheses never
come up as such. We have therefore in this text relegated the Goursat result
to an historical role.
For completeness, the proof of Goursat 's celebrated
result will be outlined later in Appendix B. The reader may safely omit
reading Appendix B with no loss of continuity. In any case, it should be
deferred until after Chapter 3, since it depends on ideas introduced there.
We conclude this section by making some remarks about "conformal
ity." Stated loosely, a function is conforma l at a point
"preserves angles" at
PE C
if the function
and "stretches equally in all directions" at
P.
Holo
morphic functions enjoy both properties:
Theorem 2.2.3. Let f be holomorphic in
w1, w2 be complex numbers of unit modulus.
a neighborhood of
P E C.
Let
Consider the directional deriva
tives
DwJ(P) =
f(P + tw1)
t>0
t
Dw2f(P) =
J(P + tw2)
t>0
t
and
lim
lim
f(P)
J(P)
Then
(2.2.3.1}: IDwJ(P)I
(2.2.3.2}: if IJ'(P)I f:.
IDw2f(P)I;
0, then the directed angle from w1 to w2 equals
the directed angle from
DwJ(P) to Dw2f(P).
2.2.
Complex Differentiability and Conformality
39
Proof. Notice that
f(P + twj)  f(P) . twj
t
twj
J'(P) Wj, j 1,2.
lim
t+O
The first assertion is now immediate and the second follows from the usual
geometric interpretation of multiplication by a nonzero complex number,
rei9, r f. 0, multiplies lengths by r and rotates
angle ().
D
namely, that multiplication by
( around
the origin ) by the
Exercise
12
2.2.3, which in
(2.2.3.2) holds at P,
asks you to prove a converse to Theorem
either of statements (2.2.3.1) or
f has a complex derivative at P. Thus a C1 function that is conformal
( in either sense ) at all points of an open set U must possess the complex
derivative at each point of U. By Theorem 2.2.2, f is holomorphic if it is
effect asserts that if
then
ci.
It is worthwhile to consider Theorem
2.2.3
expressed in terms of real
f u+i v , where u, v are realvalued functions.
f(x + iy), and hence u and v, as functions of the real
variables x and y. Thus f, as a function from an open subset of C into C,
can be regarded as a function from an open subset of R2 into IR2 With
f viewed in these realvariable terms, the first derivative behavior of f is
functions. That is, we write
Also we consider
described by its Jacobian matrix:
( )
Recall that this matrix, evaluated at a point
linear transformation that best approximates
Now the CauchyRiemann equations for
(x0, Yo) , is the matrix of the
f(x, y)  f(xo, Yo) at (xo, Yo).
mean exactly that this matrix
has the form
Such a matrix is either the zero matrix or it can be written as the product
( v'a2+b2
of two matrices:
v'a2+b2
) (
.
cos()
 sin()
sin()
cos()
for some choice of () E R One chooses () so that
cos()
sin()
a
v'a2+b2'
b
40
2. Complex Line Integrals
Such a choice of 0 is possible because
2+ b 2 1.
(Ja2+2b ) (Ja2+2b ) =
a
Thus the CauchyRiemann equations imply that the (real) Jacobian of f
has the form
( ). (:; ::)
for some >.
IR, >.
>
0, and some 0
IR.
Geometrically, these two matrices have simple meanings. The matrix
cos e
sinO
sin e
cosO
is the representation of a rotation around the origin by the angle 0. The
matrix
( )
IR.2
( ). (:; ::)
IR.2
is multiplication of all vectors in
by >.. Therefore the product
represents the same operation on
complex number >.eiO.
as does multiplication on C by the
Notice that, for our particular (Jacobian) matrix
we have
( )2
2+
=
>. (:) () =IJ'(z)I,
in agreement with Theorem 2.2.3.
2.3. Antiderivatives Revisited
It is our goal in this section to extend Theorems 1.5. 1 and 1.5.3 to the
situation where f and g (for Theorem
1.5.1)
and
(for Theorem
.5.3)
have isolated singularities. These rather technical results will be needed for
our derivation of what is known as the Cauchy integral formula in the next
section. In particular, we shall want to study the complex line integral of
F(z)  F(zo)
z  zo
2.3. Antiderivatives Revisited
41
()(
Figure 2.2
when
F is holomorphic on U and z0 E U is fixed. Such a function is certainly
C1 on U\ { zo}. But it is a priori known only to be continuous on the entire set
U ( if it is defined to equal F'( zo) at zo). We need to deal with this situation,
and doing so is the motivation for the rather technical refinements of this
section.
We begin with a lemma about functions on R
Lemma 2.3.1. Let (n, [3) <;;;;IR be an open interval and let H: (n, [3) +IR,
F : (n, [3) + IR be continuous functions. Let p E (n, [3) and suppose that
dH/dx exists and equals F(x) for all xE (n,{3) \ {p}. See Figure 2.2.
(dH/dx)(p) exists and (dH/dx)(x) F(x) for all xE (n,{3).
Then
Proof. It is enough to prove the result on a compact subinterval
(n, /1)
that contains
[a, b]
of
in its interior. Set
K(x)
H(a) +
F(t)dt.
K'(x) exists on all of [a, b] and K'(x) F(x) on both [a, p) and (p, b].
K and H differ by constants on each of these half open intervals.
Since both functions are continuous on all of [a, b], it follows that K  H is
constant on all of [a, b]. Since (K  H)(a)
0, it follows that K = H.
D
Then
Thus
Theorem 2.3.2. Let
and let
PE U.
Let
<;;;; C be either an open rectangle or an open disc
f and g be continuous,
realvalued functions on
are continuously differentiable
hypothesis is made
on U \ {P} (note that no
at the point P). Suppose further that
af
ay
Then there exists a C1 function
at
every point
of
U (including
h: U
+IR such that
'
the point
ah
ay
=
P).
Proof. As in the proof of Theorem 1.5 .1, we fix a point
U and
(ao, bo)
define
h(x, y)
iao f(t, bo) dt
x
which
ag
on U \ {P}.
ax
ah
ax
differentiability
[Y g (x, s) ds.
}bo
ao + iboE
42
2. Complex Line Integrals
,
__________________
F igure
2.3
Then the fundamental theorem of calculus tells us that
ah
= (x, y)
ay g
.
The difficulty, just as in the proof of Theorem
Certainly the arguments of Theorem
1.5.1,
1.5.1 apply
is with
verbatim in the present
situation provided that the vertical line segment from
not contain P (Figure
For such
(x, y)
ah/ax.
(x, bo)
to
(x, y)
does
2.3).
we obtain (as in Theorem
1.5.1)
[Y !
! fY
(x, s)ds =
g(x, s)ds
uX }bo g
}bo uX
[Y f(x, s)ds
}bo us
f(x, y)  f(x, bo).
Furthermore,
a
f(t, bo) dt = f(x, bo)
uX ao
for
any (x, y).
1x
So
a
h(x, y) = f(x, y)
ax
provided that the situation is as in Figure 2.3.
Now for the general case.
continuous,
F(x) = f(x, y)
For
fixed, the function
is continuous, and
d
H(x) = F(x),
dx
H(x) = h(x, y)
is
2.4. Cauchy's Theorem and Formula
except possibly at
43
P1 (the first coordinate of P). By Lemma 2.3.1,
d
H(x) = F(x)
dx
for all
x;
hence
ah
=
ax
f
D
as desired.
As a corollary to Theorem 2.3.2 we immediately obtain an analogue to
Theorem 1.5.3.
C be either an open rectangle or an open disc.
Let P E U be fixed. Suppose that F is continuous on U and holomorphic
on U\ {P}. Then there is a holomorphic Hon U such that a H/ a z = F.
Theorem 2.3.3. Let U
Proof. The proof is a verbatim transcription of the proof of Theorem 1.5.3
except that we use Theorem 2.3.2 instead of Theorem 1.5.1.
Theorem 2.3.3 is the main and indeed the only point of this section. We
shall apply it in the next section as follows:
on
f will be a holomorphic function
U, and z EU will be fixed. We shall consider
F(()
Such an
f(()  f(z)
( z
f'(z)
is, of course, continuous on
for
(EU\ {z}
for
z.
U.
We leave it as an exercise for the reader to checkbefore proceeding to
the next sectionthat analogues of Lemma 2.3.1 and Theorems 2.3.2 and
2.3.3 hold for the case of
finitely many
"singular points".
2.4. The Cauchy Integral Formula
and the Cauchy Integral Theorem
In this section we shall study two results which are fundamental to the
development of the rest of this subject: the Cauchy Integral Formula and
the Cauchy integral theorem. The Cauchy integral formula gives the value
of a holomorphic function at each point inside a circle in terms of the values
of the function
on
the circle (later we shall learn that "circle" here may
be replaced by a more general closed curve, subject to certain topological
restrictions). We proceed now with our study of the Cauchy integral formula.
The Cauchy integral formula is so startling that one may at first be
puzzled by it and find it unmotivated. However, as the theory develops, one
can look at it in retrospect and see how natural it is. In any case it makes
2. Complex Line Integrals
44
possible the extremely rapid development of a very powerful theory, and a
certain patience with the abruptness of its proof will be richly rewarded.
P is a
r a positive real number, then we let D(P,r)= { z E
D(P,r)= {z EC: lz  Pl::; r}. These sets are called,
It will be useful to have at our disposal the following notation: If
complex number, and
C:
lz Pl< r} and
respectively, open and closed discs in the complex plane. The boundary of
aD(P, r), is
the disc,
The boundary
the set of
aD(P,r)
simple closed curve "Y :
[O, 1]
such that
of the disc
>
lz Pl =r.
D(P,r)
can be parametrized as a
C by setting
1(t)= p + re2nit.
We say that this "Y is the boundary of a disc with
counterclockwise
orienta
tion. The terminology is justified by the fact that, in the usual picture of
C, this curve "Y runs counterclockwise. Similarly, the curve
er : [O, 1]
>
defined by
er(t)=P + re2nit
D(P,r) with clockwise orientation. Recall
aD(P,r) do not depend
is called the boundary of the disc
that,
as
already explained, line integrals around
on exactly which parametrization is chosen, but they do depend on the
direction or orientation of the curve. Integration along
er
gives the negative
of integration along "Y. Thus we can think of integration counterclockwise
around
aD(P,r) as
a welldefined integration processthat is, independent
of the choice of parametrizationprovided that it goes around in the same
direction as our specific parametrization "Y.
We now turn to a fundamental lemma:
Lemma 2.4.1. Let "Y be the boundary of a disc
plane, equipped with counterclockwise
the circle
aD(zo,r).
Then
27ri
Proof. To evaluate
"Y
D(zo, r) in the complex
orientation. Let z be a point inside
1

(z
d(=l.
i ( z d(,
we could proceed by direct computation.
However, this leads to a rather
messy (though calculable) integral. Instead, we reason as follows:
Consider the function
l
I(z)= j __ d(,
fr (z
defined for all
with
lz  zol < r.
We shall establish two facts:
2.4. Ca u chy's Theorem and Formula
(i) f(z)
is independent of
(ii) f(zo)
z;
27ri.
Then we shall have
To establish
45
f(z)
27ri for all
with
lz zol
r, as required.
<
note that (by the theorem on differentiation under the
(i),
integral sign in Appendix A ) we can differentiate the formula for f(z) to see
that
:zf(z) i :z ( ( z ) d( i
=
Also
O d(
0.
:zf(z) i :z ( ( z ) d( i ( ( z)2 d(.
=
Now the function
1
( f+ ((  z)2
is holomorphic on C
\ {z}. Moreover this
function
Hence, by Proposition
o
f(z)
oz
since
1(0)
1( 1).
function is the ( derivative of the
1
( f+ (z
 .
2.1.6,
1
d(
"Y((z)2
1
1( 1)z
1
1(0)z
[This looks like a trick because we keep changing which
variable, (or z, is actually being varied, but some thought will convince you
that each step is legitimate.]
D(z0, r) , the function f(z) is holomor
of /oz = 0 on D(zo, r). By calculus, the
(i).
So now we have shown that, on
phic; moreover
function
1:
and
is constant, proving
To prove
[O, 27r]
of /oz
+
(ii) is
1(t)
C,
an easy direct computation:
=
rcost+ irsint+
zo.
Then
We write the circle as
1' (t)
rsint+ ircost
and
f(zo)
J__
l d(
f_y (zo
102
71'
rsint + ircost
dt
. .
rcost + i rsmt
{ 271'
i dt
lo
This completes the proof.
27ri.
2. Complex Line Integrals
46
Theorem 2.4.2 The Cauchy integral formula . Suppose that U is
an
open
f is a holomorphic function on U. Let zo E U and let
D(z0, r) U. Let / : [O, 1] C be the C1 cur ve
zo+ r cos(27rt) + ir sin (27rt) . Then, for each z E D(zo, r),
J f(() d(.
f(z)
27ri !, ( z
set in C and that
r
1
0 be such that
>
(t)
Before proving the theorem, we remark briefly on some of its striking
features. Many more such features will appear later.
First note that
f(z)
f on the
zo. (The curve / has
is entirely determined by the values of
curve /, or, equivalently, the circle of radius
image precisely equal to this circle.
about
Of course, nothing like this kind of
unique determination works in general for an arbitrary
real variables. For example, the function [1
C1 function of two
 (x2 + y2W
the circle of radius 1 about 0 E C, any positive integer
is identically 0 on
k,
but is not zero
inside the circle. This latter function in complex notation is [1
zz]k, which
is of course not holomorphic since
az[l zz]k
k[l zz]k1(z)
o.
We shall see later that the converse of Theorem 2.4.2 also holds: if
by the Cauchy integral formula, then
f is holomorphic.
f is given
A second important property of the formula is the extremely simple
z occurs in the integral (the righthand side of the formula ) .
z in this way suggests the possibility of differentiating
under the integral, since obviously f(( ) /((  z) is a holomorphic function of
z, z E D(zo, r), for each fixed ( E 8D(zo, r). This matter will be considered
way in which
The occurrence of
in detail in Section 3.1.
Now the proof:
D(zo, r+E) U. Fix a point z E D(zo, r+E).
H: D(zo, r + E)
C such that
f(( = (z) if f= z
8H
(
a(
f'(z)
if (
z.
Since 1 ( 0 )
1 ( 1 ) , Proposition 2.1.6 ( with ( in place of z) shows that
f(( = (z) d(.
H'(() d(
0
H(1 ( l ))  H(r(O))
Proof. Choose
>
0 such that
Then, by Theorem 2.3.3, there is a holomorphic function
=
Thus
J f(z)
J
!, ( z d( !,(J(()
z d(.
=
2.4. Cauchy's Theorem and Formula
Since
47
f(z)
J
d( = f(z) J _I_ d(,
fr(z
fr(z
it remains only to see that
i ( z d(=
But that is Lemma 2.4.1. Now formula
(*)
2tri.
gives the desired conclusion.
In the course of the proof of Theorem 2.4.2 there occurred
the following fact, which is known
as
( implicitly )
the Cauchy integral theorem. This is
the second main result of the present section:
Theorem 2.4.3 ( The Cauchy integral theorem ) . If f is a ho lomo rphic func
tion on an open disc U in the complex plane, and if 'Y :
curve in U with
1(a)
1(b),
[a, b]
i f(z) dz=
on U. Since
1(a) = 1(b),
0
U is a C1
0.
Proof. By Theorem 1.5.3, there is a holomorphic function
G' = f
+
then
+
C with
we have that
= G('Y(b) ) G('Y(a) ) .
By Proposition 2.1.6, this equals
i G'(z) dz= i f(z)dz.
Check for yourself that the proof of the Cauchy integral theorem is valid
if the open disc is replaced by an open rectangle.
We shall be using complex line integrals so much in what follows that
it will often be convenient to write them in a simplified notation. We shall
write expressions like
f(z) dz.
J
fov(a,r)
This is to be interpreted
as
follows: the integration is to be formed over
a C1 simple, closed path 'Y whose image in the complex plane is
the circle bounding
D(a, r ) ,
with counterclockwise orientation.
8D(a, r ) ,
[For a region
like a rectangle we would like to use a union of C1 curvesor what is called
a piecewise C1 curve. Such curves will be defined precisely in Section
2.6.]
The various possibilities for choosing such a parametrization 'Y all yield the
same value for the integral
( Proposition
2.1.9 ) .
In particular, the "default" orientation for a curve is always the coun
terclockwise orientation; this orientation is sometimes called the "positive"
orientation.
2. Complex Line Integrals
48
All of the known proofs of the Cauchy integral formula are rather tech
nical in nature.
This is of necessity, because there are certain topological
strictures that must be addressed. Since the Cauchy integral formula and
Cauchy integral theorem form the bedrock of the subject of complex anal
y sis, we have given a complete and discursive treatment of these theorems.
W hile each step in the proofs of these theorems is quite transparent, the
aggregate picture may be somewhat obscure. For this reason we shall now
give a more "quick and dirty" treatment of these topics. This new "proof"
is only correct when the curves being treated are very nice, and when no
topological issues intervene; we note that making it precise is difficult. But
it provides a way to connect the Cauchy integral theorem rather directly to
realvariable calculus. You should not, however, regard it as a substitute for
the rigorous proof given earlier.
1 : [O, 1] C is a simple closed, continuously
1(0) = 1(1), and the curve does not intersect
Let us then suppose that
differentiable curve.
Thus
>
itself elsewhere. Assume the Jordan curve theorem; that is, assume that C \
1( [ 0, 1]) consists of two open,
connected sets with
1( [0, 1]) as their common
boundary. Let U denote the (bounded) open region that is the interior of
Thus, abusing notation slightly,
1=
8U.
Our basic tool will be one of the multivariable versions of the fundamen
tal theorem of calculus (for which see [ THO] ). This is a "standard" result,
though it is seldom established rigorously in texts. See also Appendix A.
[ Green's
THEOREM
P and
on U
theorem] .
Let U,
be
as
above.
If
are functions that are continuously differentiable
1( [ 0, 1]) U
U (i.e., on the curve together with its
interior), then
1 p dx  Q dy=
fr
Jrlur oQox  oy dxdy.
{)
Let us apply Green's theorem to derive immediately a version of the
Cauchy integral theorem.
Let
be a function that is holomorphic in a
neighborhood of U. We would obtain a version of the Cauchy integral the
orem if we could prove that
i f(z) dz=
Writing
f=
iv
i f(z) dz
= i(
0.
as usual, we calculate that
iv)(dx + idy)
2.4. Cauchy's Theorem and Formula
49
i u dx (v) dy i iv dx u dy
(Gi;;en)
[a(v)  au] dxdy i [au  av] dxdy.
ff ax ay
ff ax ay
=
(t)
Of course each of the integrands on the right is zero, by the CauchyRiemann
equations. That completes our "proof" of this version of the Cauchy integral
theorem, having duly noted the rather imprecise version of Green's theorem
that we have used here.
More interesting is the Cauchy integral
if
EU, then
f(z) =
formula.
We wish to show that,
J f(() d(.
2ni fy (
z

Again we use Green's theorem, noting first that Green's theorem applies just
as well to a domain bounded by
finitely many continuously
differentiable,
simple closed curves 11, ... , /k (with the "inside" curves oriented clockwise).
Let
0 be so small that
>
\ D(z, E ) .
D(z, E )
u. Consider the region uf
The function
(
(() = f( )
(z
is holomorphic on a neighborhood of UE. We apply Green's theorem to
fau, <P(() d(.
just because
The result (as in
(t))
is that
J <P ( d(=O,
( )
!au.
<P
(*)
is holomorphic.
But aUE has two components, namely the boundary of U (i.e., the curve
/)
and the boundary of the little disc. So this last equation just says that
1 (() d( = 1
(() d(.
!aD(z,E)
1r
Let us do some calculations with the righthand side of the last equation.
Now
1
(() d( = 1
!aD(z,E)
!aD(z,E)
J
laD(z,E)
=
Observe that
f(()
d(
(Z
f(z) d( + J
f(()f(z)
d(
(z
!aD(z,E) (z
I+ II.
f(()f(z)
(z
50
2. Complex Line Integrals
is bounded by some constant on
D(z, 1: )
since the function in the integrand
[!(()  f(z)]/((  z) is continuous on U \ {z} and has a limit as ( z, ( E
\ {z}. Since the boundary curve 8D(z, 1: ) has length 27rE, the expression
II does not exceed 27rEC; hence II
0 as E 0. Thus the term of interest
t
t
t
is I.
But
I= f(z)
by Lemma
2.4.l.
laD(z,l)
d(
z
= f(z) 27ri
'>
Putting together our information, we find (letting
2m
t
0)
that
J J(() d(
fr (  z
= f(z).
This is the desired result.
2.5. The Cauchy Integral Formula: Some Examples
The Cauchy integral formula will play such an important role in our later
work that it is worthwhile to see just how it works out in some concrete
cases.
In particular, in this section we are going to show how it applies
to polynomials by doing some explicit calculations. These calculations will
involve integrating some infinite series term by term.
It is not very hard
to justify this process in detail in the cases we shall be discussing.
But
the justification will be presented in a more general context later, so for
the moment we shall treat the following calculations on just a formal basis,
without worrying very much about convergence questions.
To simplify the notation and to make everything specific, we shall con
sider only integration around the unit circle about the origin.
/:
[O, 27r]
t
So define
C by 1(t) =cos t+ i sin t. Our first observations are the follow
ing:
i ( d(
(2) i c d(
k
(1)
=0 if k E Z, k
# 1;
=27ri.
Actually, we proved
(2)
by a calculation in the previous section, and we
shall not repeat it. But we repeated the conclusion here to contrast it with
formula
(1).
To prove
Then
(1),
set
fk(()
fk is holomorphic on
(1 + k ) 1 ( k+1, for k an integer unequal to 1.
C \ {0}. By Proposition 2.1.6,
0= fk(r(27r))  fk(r(O)) =
18f d( frJ (
fr (
k
d(.
2.5. The Cauchy Integral Formula: Some Examples
51
This argument is similar to an argument used in Section 2.4. Of course,
(1)
can also be established by explicit computation:
i(
kd
2rr
If k +
fo (
fo (
2rr
cost+ isint k
 sint+ icost dt
()
cost+ isint k+ 1 dt.
is positive, then
( ) fo
*
2rr
[ cos
)]
k + l t+ isin k + l t dt
0.
Here we have used the wellknown DeMoivre formula:
cost+ isint
cos nt + isin nt ,
which is easily proved by induction on n and the usual angleaddition for
mulas for sine and cosine
Notice that
since
Hence, if k +
2rr
fo (
(
<
Exercise 20 of Chapter
cost+ isint 1
cost+ isint
0, then
27r
}{0
cos2 t+ sin2 t
1.
cost  isint) ( k+ 1) dt
{ 27r [ cos
Jo
o.
cost  isint
cost  isint
cost+ isint k+l dt
1).
((
))
((
) )] dt
 k + l t  isin  k + l t
Note: We have incidentally shown here that the DeMoivre formula holds
also for negative n .
Now let us return to the Cauchy integral formula for a polynomial
N
P(z)
n=O
The formula gives
l l
for z <
P(z)
1,
2m
n
anz .
i (P(()
'Y
 z
with/ the parametrized boundary of the disc. Now
(z
1
=
( 1  z /(
52
2. Complex Line Int egrals
Since
than
1 for
ICI
1. Thus, by
=
( on 'Y and since
<
lzl
1,
the absolute value
+oo
1
1 z;c
lz/(I
is less
7),
the geometric series formula (Exercise
(z) k
L (
k= O
Hence
J P(() d(
P() ( m) d(
fy (z
(
+oo
J
h
P(() k
z
(k+l
d(.
Now, assuming (as we discussed earlier) that we can integrate term by term,
we have
By
(1)
and
(2),
if
0 k N
if
>
N.
Thus
i P(()
=; d(
'Y
27ri L akzk
k=O
27riP(z).
This directly verifies the Cauchy integral formula, by way of a calcula
tion, in the case the function in question is a holomorphic polynomial and
'Y is the unit circle. (The case of 'Y being an arbitrary circle is left to the
reader.)
The process just given does more than make the Cauchy integral formula
plausible.
It also suggests that there is a close relationship between the
Cauchy integral formula and functions that are sums of powers of
z,
even
possibly infinite sums. Formally, the same arguments would apply even if
P(z)
were given by a power series
L anzn
00
n=O
instead of
P(z)
being a finite sum (polynomial). We shall see later that this
formal relationship is more than accidental: Holomorphic functions will be
seen to be, in a very precise sense, those functions which can be represented
(at least locally) by power series.
Exact statements and proofs of these
assertions will be given in Section 3.3.
2.6. More General Curves
53
2.6. An Introduction to the Cauchy Integral Theorem and
the Cauchy Integral Formula for More General Curves
For many purposes, the Cauchy integral formula for integration around cir
cles and the Cauchy integral theorem for rectangular or disc regions are
adequate. But for some applications more generality is desirable. To for
mulate really general versions requires some considerable effort that would
lead us aside (at the present moment) from the main developments that we
want to pursue. We shall give such general results later, but for now we
instead present a procedure which suffices in any particular case (i.e., in
proofs or applications which one is likely to encounter) that may actually
arise. The procedure can be easily described in intuitive terms; and, in any
concrete case, it is simple to make the procedure into a rigorous proof. In
particular, Proposition 2.6.5 will be a precise result for the region between
two concentric circles; this result will be used heavily later on.
F irst, we want to extend slightly the class of curves over which we per
form line integration.
Definition 2.6.1. A piecewise C1 curve
'Y [a, b]
a < b, a, b E , is a
continuous function such that there exists a finite set of numbers a1 a2
ak satisfying a
a and ak b and with the property that for every
1
I
1 j k 1, 'Y [
l is a C1 curve. As before, 'Y is a piecewise C1 curve
a1 ,a1+1
(with image) in an open set U if 'Y ( [a, b]) U.
C,
Intuitively, a piecewise C1 curve is a finite number of C1 curves attached
together at their endpoints. The natural way to integrate over such a curve
is to add together the integrals over each C1 piece.
Definition 2.6.2. If U C is open and
'Y [a, b]
curve in U (with notation as in Definition
2.6.1)
U is a piecewise C1
and if
continuous, complexvalued function on U, then
C is a
i f(z) dz= Li
Y
where
a1' a2, ... , ak
J=l
f(z) dz,
Yl[aj.aJ+iJ
are as in the definition of "piecewise C1 curve."
In order for this definition to make sense, we need to know that the
sum on the right side does not depend on the choice of the
a1
or of k. This
independence does indeed hold, and Exercise 33 asks you to verify it.
It follows from the remarks in the preceding paragraph together with the
remarks in Section
2.1
about parametrizations of curves that the complex
line integral over a piecewise C1 curve has a value which is independent of
whatever parametrization for the curve is chosen, provided that the direction
2. Complex Line Integrals
54
of traversal is kept the same. This (rather redundant) remark cannot be
overemphasized. We leave as a problem for you (see Exercise 34) the proof
of the following technical formulation of this assertion:
Lemma 2.6.3. Let 1
Let
with
[a, b] +
U, U open in C,
: [c, d] + [a, b] be a piecewise C1
(c)=a
and
Then the function
(d)=b. Let f:
[c, d] + U
'Yo :
U+ C
is
be a
piecewise C1 curve.
strictly monotone increasing function
be a
continuous function on U.
piecewise C1 curve and
J f(z) dz= J f(z) dz.
1'r
1'ro
The foregoing rather technical discussion now allows us to make, without
ambiguity, statements about such items as "the integral of f(z) counterclock
wise around the square with vertices 0, 1, 1 + i, and i." One now needs only
a piecewise C1 path, a direction to traverse it, and, of course, a function to
integrate along it.
Not surprisingly, we now have a generalization of Proposition 2.1.6 (the
fundamental theorem of calculus for complex line integrals) :
Lemma 2.6.4. If f: U+ C is
is
a holomorphic function
f(I(b))  f(I(a))=
Proof.
wise
and if/:
[a, b] +
piecewise C1 curve, then
C1
i J'(z) dz.
The result follows from Proposition 2.1.6 and the definition of piece
curve.
D
We are now ready to introduce the observation that is the basis for our
extensions of the Cauchy integral formula and the Cauchy integral theorem.
It is an absolutely central idea in this subject: Namely, the integral
i f(z) dz,
f holomorphic, does not change if a small (localized) change is made in the
curve/.
In particular, we consider the following setup. Let f : U + C be a
holomorphic function on an open set U, and 'Y a piecewise C1 curve in
U. Suppose that is another piecewise C1 curve in U that coincides with
'Y except on an interval where both 'Y and have images which lie in a
disc contained in U. See Figure 2.4 (the portion of that differs from 'Y is
indicated with a dotted curve) .
Then we claim that
i f(z) dz=i f(z) dz.
2.6. More General Curves
55
Figure
2.4
To see this, recall that on the disc there is (by Theorem
phic function
2.4)
H'(z) f(z). So integrating from p to q (see Figure
H(q)  H(p), and so does integrating from p to q along
with
along yields
1 . 5. 3) a holomor
'Y The rest of the integration along 'Y and also gives equal results since the
two curves coincide there. So the entire integrals in formula ( * ) are equal.
This seemingly small observation opens up a large vista of techniques and
results. Let us consider a specific example:
Proposition 2.6.5. If
\ {O}
'Yr describes the circle of radius
+
C is a holomorphic function, and if
around 0, traversed once around counter
clockwise, then, for any two positive numbers
/'r1
f(z)
dz= i
r1 < r2,
J(z) dz.
l'r2
Remark: Note that the statement of the proposition is not a trivial asser
tion: In general each integral is not zeroconsider the example J (z)
1 / z.
Proof. To prove the proposition, we notice that "fr1 can be changed to "fr2
by a sequence of operations of the sort described just before Proposition
2.6.5. A
sequence of allowable deformations is illustrated in Figure
2.5.
You should think carefully about this figure to be sure that you grasp the
idea. Notice that each successive deformation takes place inside a disc, as
required, but that the entire deformation process could not be performed in
just one step inside a disc which misses the origin.
56
2. Complex Line Integrals
Figure 2.5
The same proof establishes the following result:
Proposition 2.6.6. Let 0
{z
r
<
r1
C : r
<
r2
<
<
<
lzl < R}. Let J
R and if for each j
<
:
< oo and define the annulus
A=
C be a holomorphic function.
+
If
the curve rr1 describes the circle of radius
rj around 0, traversed once counterclockwise, then we have
J(z) dz=
rl
J(z) dz.
r2
Perhaps all this looks a bit strange at first.
Although our proofs of
Propositions 2.6.5 and 2.6.6 are thoroughly rigorous, they are specific for
circular paths. It turns out to be quite a bit of trouble to state and prove a
result for more general curves (even though the intuitive content is obvious).
We shall formulate a result on general curves later on in Chapter 11.
Let us try for now to put Propositions 2.6.5 and 2.6.6 into perspective by
describing the general situation in which this type of result works: Suppose
that f : u
+
c is a holomorphic function and 'Y and are piecewise C1
closed curves in U. W hen can we be sure that
J(z) dz t J(z) dz
=
The answer is that we can be sure that equality holds if 'Y can be continuously
deformed to through other closed curves in U (remember that, at this
stage, this is an intuitive discussion!)that is, if 'Y can be continuously
57
2.6. More General Curves
Impossible
Figure 2.6
moved around in U, staying closed, until it coincides with . Of course this
is not always possible. For instance, if U
= C \ {O},
then a circle around
the origin cannot be continuously deformed in U to a circle that does not
encircle the originsee Figure 2.6.
Later we shall return to these matters in detail.
For the moment, we
conclude with an application of these methods to obtain an extension of the
Cauchy integral formula .
EXAMPLE 2.6. 7. Let
4
C be holomorphic. Let/ be a piecewise C1,
simple closed curve in U and let
P be as in
Figure 2. 7. The key property we
require of the curve/ is that it can be continuously deformed, in U, to the
curve
8D(P, 1: )
for E very small. In applications, this property would need
to be verified explicitly for the particular curve 1: at this time we have no
general result that would guarantee this deformation property.
is always true if the "interior" of / is contained in U , and if
Though it
is in that
"interior," the proof of these assertions in general terms requires a great
deal of topological work. But, for a particular given/, it is usually easy to
verify what is required. Suppose for the moment that this verification has
actually been done.
Then
2m
J(() d
( = J(P).
(P
The justification for this assertion is that the curve/ may be continuously
deformed, by a sequence of operations as in the discussion preceding Propo
sition 2.6.5, to the curve C =
{z
EC:
lz  Pl= E}.
But then we have
l
27ri
1 J(() d( =
(z
l
27ri
1 f(() d(.
le (  z
This last, by the Cauchy integral formula, equals
f(P).
58
2. Complex Line Integrals
Figure 2.7
ez
Figure 2.8
EXAMPLE 2.6.8. To calculate
_1 1 f(() d(
27ri h (  z
for
holom orphic on U, where "'(, U are
"Y can be written
as
as
in Figure 2.8, we notice that
11 followed by 12 where "Yi and 12 are illustrated in
2.6. More General Curves
59
'Y2
Figure 2.9
Figure 2.9. Then we have
f(()
f(()
f(()
J
d( = J
d( + J
d( = O + f(z).
2m fr (  z
27rt ln (  z
2m fr2 (  z
These pictorial examples are for intuitive illustration only.
In actual
practice, one would need to have the curve/ given by a precise formula in
order to carry out the deformation process as described or indeed to calculate
the integrals at all.
We conclude this section with an intuitive description of general forms
of the Cauchy integral formula and Cauchy integral theorem:
THEOREM: Let
Then
f U+
:
C be holomorphic and
i f(z) dz=
for each piecewise C1 closed curve 'Y in
deformed in
U open.
that can be
through closed curves to a closed curve
U.
D(z,r)
lying entirely in a disc contained in
In addition, suppose that
U. Then
J f(() d(= f(z)
2m fr (  z
U \ {z} that can
U\ {z} to 8D(z,r) equipped
for any piecewise C1 closed curve 'Y in
be continuously deformed in
with counterclockwise orientation.
60
2. Complex Line Integrals
You are invited to convince yourself intuitively that these general forms
are in fact valid! Again, these discussions serve, for now, as an invitation to
the subject. A more rigorous treatment is given in Chapter
11.
Exercises
1. Let
(i.e.
'Y
be holomorphic on an open set U which is the interior of a disc
or a rectangle. Let
is a
'Y : [O, l] ......
closed curve).
U be a C1 curve satisfying
"f(O) = 'Y(l)
Prove that
i f(z) dz= 0.
2.
[Hint: Recall that f has a holomorphic antiderivative.]
Let f be holomorphic on an open set U which is the interior of a disc
or a rectangle. Let p, q E U. Let 'Yj : [a, b] ...... U, j = 1, 2, be C1 curves
such that 'Yj(a) = p, 'Yj(b) = q, j = 1,2. Show that
J f dz= J f dz.
lr1
lr2
3. Let U C be an open disc with center
If
zE
U, then define
'Yz
0.
Let
f be holomorphic
on U.
to be the path
'Yz(t) = tz , 0::; t::; 1.
Define
F(z) = J f(() d(.
Prove that
lrz
F is a holomorphic antiderivative
for
f.
4. Compute the following complex line integrals:
(a) J dz
fr z
where
'Y
is the unit circle [center
(0, O)]
with counter
clockwise orientation;
(b)
iz
z2z dz
where
'Y
is the unit square [side 2, center
(0,O)]
with
clockwise orientation;
z
(c) J dz where 'Y is the triangle with vertices 1+Oi,0+i, 0  i,
8
fr + z2
and 'Y is equipped with counterclockwise orientation;
(d) J dz
where 'Y is the rectangle with vertices 3 i with clock
fr 8 + z
wise orientation.
5. Evaluate
'"Y zJ dz,
for every integer value of j, where
'Y
is a circle with
counterclockwise orientation and whose interior contains
0.
61
Exercises
6. If U i;;;;; IR2 is an open set, then a vector field on U is an ordered pair
of continuous functions a(z) = (u(z),v(z)) on U. We can think of a as
assigning to each z E U the vector (u(z),v(z)) (hence the name). We
along a C1 path 'Y :
define the line integral of Q
f, 1b (
a=
Here the
u("!(t)),v('Y(t))
[a, b]
+
u by the formula
"(1(t) dt .
denotes the dot product of vectors.
Notice that this is a
direct generalization of Proposition 2.1.4, where a(z) was taken to be
gradf(z). You have seen integrals like (*) in your multivariable calculus
course.
Define
n1(z)= (x,y) ,
n (z) = (x2, y2) ,
2
a3(z) = (y2,x2) ,
a4(z) = (x,y) .
Let 'Yi(t) = 4e211"it,
"(2(t)
annulus. Calculate
= e211"it, 0 t l. Note that "(1, "1
Qj +
'r1
Qj,
bound an
= 1,2,3,4.
'r2
Assume that each aj represents the velocity of a fluid flow and give a
physical interpretation for the value of this sum of integrals,
= 1, 2,3,4.
7. Derive a formula for the partial sum SN of the geometric series
Lo aJ,
where a is a fixed complex number not equal to 1. In case lnl < 1, derive
a formula for the sum of the full series.
8. Suppose that the function F possesses a complex derivative at P. Prove
directly from the definition that the quantities 8F/8x, (1/i)(8F/8y),
8F/oz all exist at P and are equal.
9. Assume that F : U
( a)
(b)
+
C is C1 on an open set U i;;;;; C
Let P E U. Assume that F is angle preserving at P in the sense of
statement (2.2.3.2). Prove that F'(P) exists.
Let P E U. Assume that F "stretches equally in all directions at P"
in the sense of statement (2.2.3.1). Prove that either F'(P) exists
or (F)'(P) exists.
10. Prove that if U i;;;;; C is open, and if f : U
at each point of U, then
+
C has a complex derivative
is continuous at each point of U.
11. Prove that if F is holomorphic in a neighborhood of P
C, then F
reverses angles at P (part of the problem here is to formulate the result
refer to Theorem 2.2.3).
62
Exercises
12. Formulate and prove a converse to Theorem
discussion in the text.] (Cf. Exercise
2.2.3. [Hint:
Refer to the
9.)
13. In analogy with calculus, formulate and prove a sum, a product, a quo
tient, and a chain rule for the complex derivative.
14. If f and
g'
g are C1 complexvalued functions on an open set U, if f' and
U, and if J'(z) g'(z) for all z E U, then how are f and g
exist on
related?
15. Let
C1 on an open disc U with center 0. Assume
U \ {0}. Prove that u is the real part of a holo
be realvalued and
that
is harmonic on
morphic function on U.
16. Let
g
U \ {O},
C be an open disc with center 0. Suppose that both f and
U \ {O}. If 8J/8z 8g/8z on
g differ by a constant.
Give an example to show that Lemma 2.3. l is false if F is not
are holomorphic functions on
then prove that f and
17.
assumed
to be continuous at p.
18. Compute each of the following complex line integrals:
i ( d(
(b) i
d(
(
( + 4)
+ i)
( ) i : d(
( 2
(d) i ( ( + 4) d(
( ) i ( d(
3
(f) i :(: 7' ) d(
) S
(
(a)
where "f describes the circle of radius
with center 0
and counterclockwise orientation;
_ 1
where "f describes the circle of radius
with
center 0 and counterclockwise orientation;
where 'Y is a circle, centered at 0, with radius 5, oriented
clockwise;
where "f is the circle of radius
clockwise orientation;
where 'Y is the circle of radius
and center 0 with
and center 0 with counter
clockwise orientation;
where 'Y is the circle with center 2+i and radius
with clockwise orientation.
19. Suppose that
every
D(z, r )
C is an open set. Let
U and 'Y
clockwise orientation) and all
F (w)
Prove that
F is
FE C0(U).
Suppose that for
the curve surrounding this disc (with counter
holomorphic.
wE D(z, r )
it holds that
F
J (() d(.
27ri 1r (  w
Exercises
63
Figure 2.10
20. Prove that the Cauchy integral formula ( Theorem
C0(D) (here,
assume only that FE
holomorphic on
21. Let
D.
of course,
{ J j J(()
is valid if we
D is some disc) , and Fis
{z : lzl = 1}.
be a continuous function on
2.4.2)
Define, with/= the
unit circle traversed counterclockwise,
F(z) =
(z)
27fi
22.
23.
D(O, 1)? [Hint:
IzI = 1
if
lzl
<
1.
f(z) z.]
Let FE C(D(O, 1)) and holomorphic on D(O, 1). Suppose that IF(z)I
1 when lzl = 1. Prove that IF(z)I 1 for z E D(O, 1).
Let f(z)
z2 . Calculate that the integral off around the circle 8D(2, 1)
Is F continuous on
*
1r (  z d(
if
Consider
given by
fo21r f(2
ei8
) d(}
is not zero. Yet the Cauchy integral theorem asserts that
1
f(() d( = o.
lan(2 ,1)
Give an explanation.
24. Use the Cauchy integral theorem to prove that if 11, 12 are the two
contours depicted in Figure 2.10, if Fis holomorphic in a neighborhood
of
D,
and if P is as in the figure, then
j
lr1
F(()
(
d( =
j (F(() d(.
lr2  p
64
Exercises
'
y
'Y
1

\W
Figure
25.
(a)
2.11
Let 'Y be the boundary curve of the unit disc, equipped with coun
terclockwise orientation. Give an example of a C1 function j on a
neighborhood of D(O, 1) such that
i J(() d(
0,
but such that f is not holomorphic on any open set.
(b)
Suppose that f is a continuous function on the disc D(O,
satisfies
for all 0
1
J(() d(
laD(O,r)
< r <
1.
1)
and
Must f be holomorphic on D(O, 1)?
26. Let "( be the curve describing the boundary of the unit box (see Figure
2.11),
with counterclockwise orientation. Calculate explicitly that
i zkdz
if k is an integer unequal to
1. [Hint:
0
Calculating these integrals from
first principles is liable to be messy. Look for an antiderivative, or think
31.]
Figure 2.12.
about using a different curve. See also the hint for Exercise
27. Do Exercise
26 with 'Y replaced by the triangle in
28. Calculate explicitly the integrals
J
z3dz
laD(8i,2)
'
1
(zi)2dz.
laD(6+i,3)
Exercises
65
0 + i
1  i
1  i
Figure
29. Calculate
2.12
l
1
d(
_ 1
27ri laD(O,I) ( + 2 '
l
_1 1
d(
27ri laD(0,2) ( + 1
__
__
explicitly.
28 with the aid of the Cauchy integral
30. Calculate the integrals in Exercise
formula and Cauchy integral theorem.
0. Prove that if 'Yl and 'Y2
are counterclockwise oriented squares of center 0 and side length s1 and s2,
31. Let
be holomorphic on
C \ {0}.
Let
s1, s2
>
respectively, then
1
_ . 1 f(() d(
2 7ri 1'r1
1
_ . 1 f(() d(.
2 7ri 1'r2
not assuming that the sides of these squares are parallel
to the coordinate axes! ) [Hint: The function f has a holomorphic anti
derivative on {z
x + iy: y > O} and {z
x + iy: y < O}. Use these
( Note:
We are
to evaluate the integrals over the top and bottom halves of the given
curves.
'Y be the counterclockwise oriented unit square in C ( with center
0) and let be the counterclockwise oriented unit circle. If F is
holomorphic on C \ {O}, then prove that
1
1
_ . J F(() d( _ . J F(() d(.
2 7ri }
2 7ri fr
32. Let
at
[See the hint from Exercise 31].
66
Exercises
33. Prove that the sum used in Definition 2.6.2 to define the integral over a
I
piecewise C curve is independent of the choice of aj and k.
34. Prove Lemma
2.6.3.
2.6.4.
35. Give a detailed proof of Lemma
36. Calculate
where "( is the circle
1
1
(
t
27l'i "I ((  1) ((  2i) d ,
with center 0, radius 4, and
counterclockwise ori
entation.
37. Calculate
where 'Y is the
entation.
1
(2+ (
('
t
27l'i
 2i) (( + 3) d
"I ((
circle with center 1, radius , and
5
counterclockwise ori
38. Verify that
1
1
d(
d(
t
t
27l'i "11 ((  1) (( + 1) = 27l'i "12 ((  1) (( + 1) '
8D(l, 1)
where 'YI is
equipped with counterclockwise orientation and
"(2 is 8D(1, 1) equipped with clockwise orientation.
Notice that these
curves cannot be continuously deformed to one another through U
C\ {1, 1},
1/(( 1) ((+1) is holomorphic ( at least
intuitively ) . Discuss why this example
the domain on which
you should be able to see this
does not contradict the Cauchy integral formula as discussed in this
chapter.
39. Let "( be the unit circle equipped with clockwise orientation. For each
real number
.A,
give an example of a nonconstant holomorphic function
Fon the annulus
{z: 1/2
<
lzl
<
2}
such that
1
 . F(z) dz= .A.
271''1, }
"I
40. Let 'YI be the curve
8D(O, 1)
and let
"(2
be the curve
8D(O, 3) ,
both
equipped with counterclockwise orientation. Note that the two curves
taken together form the boundary of an annulus. Compute
( a)
(b)
( c)
t (2+5(d(t (2+5(d( '
27l't
27rt
( 2
(2
22
22
1
1
(
(
 t  ( t  ( '
27l'i
( d 27l'i
( d
1
1
( 3  3(  6
(3  3 (  6
(
t
t
27l'i
(((+ 2)(( + 4) d 27ri (((+ 2) (( + 4) d(
"12
"12
"12
"ll
"11
"fl
Exercises
67
We think of these differences of integrals
as
the ( oriented ) complex line
integral around the boundary of the annulus. Can you explain the an
swers you are getting in terms of the points at which the functions being
integrated are not defined?
*
41. Call a curve
piecewise linear if
it is piecewise C1 and each C1 subcurve
describes a line segment in the plane. Let U C be an open set and let
'Y : [O, 1]
U be a piecewise C1 curve. Prove that there is a piecewise
linear curve : [O, 1]
U such that if F is any holomorphic function
t
t
on U, then
1 j F(() d(= 21 j F(() d(.
fr
f
2rri
.
42. Let
rri
f: C
C be C1. Suppose that for
'Y: [a, b]
C satisfying 'Y(a) = 'Y(b) it holds
t
t
i f(z) dz=
any piecewise linear curve
that
0.
F on C such that (8/8z)F
[Hint: See Exercise 3.]
Prove that there is a holomorphic
Conclude that
*
43. If
is holomorphic.
f.
is a holomorphic polynomial and if
1
f(z)zi dz= 0 , j = 0, 1, 2, ... ,
laD(O,l)
then prove that
*
f = 0.
44. Let U C be an open set. Let
f: U
t
C be a C1 function such that
f"Y f(z) dz= 0 for every curve 'Y such that {'Y(t)}
with its interior, is in U. Prove that
is a circle which, along
is holomorphic.
[Hint:
Refer to
the form of Green's theorem that appears in Appendix A. In fact this
method can be used to prove a version of Morera's theorem for translates
and dilates of
any fixed,
smooth, simple closed curve; cf.
[STE] .]
Chapter 3
Applications of the
Cauchy Integral
3.1. Differentiability Properties of Holomorphic Functions
The first property that we shall deduce from the Cauchy integral formula
is that holomorphic functions, which by definition have
( continuous )
first
partial derivatives with respect to x and y, have in fact continuous deriva
tives of all orders. This property again contrasts strongly with the situation
for real functions and for general complexvalued functions on C, where a
function can have continuous derivatives up to and including some order
but not have a
(k + l)st
Theorem 3.1.1. Let
U.
Then
f E C00(U).
( 8z ) k f(z)
derivative at any point
U C
z E D(P, r) ,
(
is continuous on
D(P, r)
and
f(() 1 d(,
J
(
z
27ri 11(Pl=r ( ) k +
Proof. Notice that, for
8D(P, r) .
be an open set and Jet
Moreover, if
( Exercises 58
Also,
f(()
(w
0, 1,
2,
then
...
f(()
(z
I(  zl 2'.

be holomorphic on
z E D(P, r) ,
k
k,
59).
the function
fT
It follows that
and
r
lz Pl
>
0 for all (
8D(P, r) .
+ (f(()
z

69
3. Applications
70
as w + z uniformly over (
algebra, it follows that
1
h
uniformly over (
lim
h+O
of the
Cauchy Integral
8D(P, r). From this assertion, and elementary
(() ) + f(()
( ((zf(() h)  (fz
((z)2
+
8D(P, r) ash+
f(z + h) f(z)
h
0.
Therefore
f(()
1
 f(() d(
lim  .!. J
(Z
h+O 27ri h 11(,Pl=r ((z + h)
l
_
27ri
J
lim .!.
h
Jlc.Pl=r h+O
(() ) d( .
( ((zf(() h)  (fz
+
[Because the limit occurs uniformly, it was legitimate to interchange the
order of the integral and the limitsee Appendix A.] Thus
lim
h+O
f(z + h) f(z)
h
Therefore J'(z) equals
1
_
27ri
f(()
J
Jlc.Pl=r ((z)2 d(.
f(()
1 1
d(.
_
27ri Jlc.Pl=r ((z)2
This same argument applied to f' shows that f' itself has a complex deriv
ative at each point of D(P, r), given by the formula
(J'(z))'
f(()
J
d(.
2m Jlc.Pl=r ((z)3
The function on the righthand side is a continuous function of z: This
follows from the fact that
f(()
f(()
+
((w)3
((z)3


uniformly in ( E 8D(P, r) as w + z, as earlier. So f' has a continuous
derivative on D(P, r). By Theorem 2.2.2, the function J' is holomorphic.
In particular, f' E C1 (U) so f E C2 (U). Repeating this argument ( k 1)
times demonstrates the existence of and formula for (8/8z)k f(P). It follows
then that f E Ck(U) for each k 1, 2, 3, .... Therefore f E C00(U).
D
=
The proof of Theorem 3.1.1 amounts to nothing more than a careful
justification of the formal process of "differentiating under the integral sign."
This argument should not be taken lightly. Contrast it with the incorrect
application of "differentiation under the integral " which is considered in
Exercise 3.
Recall that a holomorphic function satisfies (a I &z) f = 0 on the domain
of definition of f. Hence if D1, D2, . .., Dk are partial derivatives and if even
3.1. Differentiability Properties
71
a I az, then D1 D2 ... Dk f = o. Thus only pure holomor
derivatives (8/8z)k of f can be nonzero. We frequently denote these
one of them is
phic
derivatives by
f', f",
and so forth.
This viewpoint y ields again that
f'
is
holomorphic.
\orollary
i'norphic.
Proof.
If f
3.1.2.
Since
C is holomorphic,
is c=, it is certainly
then f' : U
C is holo
C2. So its mixed partial derivatives of
second order commute. As a result,
(!')
Oz
( )
8
az t
az

( )
.
az t
Oz
But the last expression in parentheses is identically zero since
morphic. So we see that the
C1
function
f'
is holo
satisfies the CauchyRiemann
equations; hence it is holomorphic.
It is worth noting for later purposes that, when we proved Theorem
3.1.1,
we actually proved in effect a stronger statement as well; namely we
have the following:
Theorem
If</> is a continuous function on { ( : I(  Pl
3.1.3.
the function
f given by
f(z)
is defined and holomorphic on
 Pl
instance, if P
I(
=
=
0,
r }, then
</> (
J
( ) d(
2m 11(Pl=r (  z
(*)
D(P, r).
Note that the limiting behavior of the quantity
circle
f(z) as z approaches the
might not have any apparent relationship with
1 , </> (
()
(,
then
f(z) =
0,
</>.
For
D(O, 1). [ Obviously
</> on 8D(O, 1).]
on the interior of the disc does not "match up" with
However, in the special case that
of a function
matters are different.
2.4.2)
</> is already
the restriction to the circle
which is holomorphic on a neighborhood of
D(P, r),
In this case the Cauchy integral formula
then
( Theorem
guarantees that
</>(() d(
J
27ri 11(Pl=r (  Z
l
Trivially, the limit of the
h(()
J
d( h(z).
27ri 11(Pl=r (  Z
integral coincides with </>
h as z
8D(P, r).
=
Thus, in these special circumstances, the holomorphic function produced by
( )
*
"matches up" with the boundary data
</>.
It must be clearly understood
that this happy circumstance fails in general.
The fact that a holomorphic function, which is required by our definition
to be continuously differentiable, is actually c= sometimes enables one to
72
3. Applications of the Cauchy Integral
Figure 3.1
see that functions are holomorphic under surprisingly weak conditions. The
following classical result illustrates this point:
(Morera). Suppose that f : U
C is a continuous function
on a connected open subset U of C. Assume that for every closed, pjecewfse
C1 curve 1: [O, 1]
U, 1(0)
1(1), it holds that
Theorem 3.1.4
t
t
Then
f is holomorphic on U.
i !(() d(
0.
Fix Po EU. Define a function F: U
C as follows: Given Q EU,
choose a piecewise C1 curve 'I/; : [O, 1]
U with 'l/;(O)
Po and 'l/;(1) Q.
Set
Proof.
t
t
F(Q)
t f (() d(.
We claim that the condition that the integral of f around any piecewise C1
closed curve be 0 yields that
t J(() d( i f(() d(
=
for any two curves 'I/;, T from Po to Q (see Figure 3.1). Thus F is unam
biguously defined. To prove the claim, note that the curve consisting of 'I/;
3.1. Differentiability Properties
73
T1 (T traced in reverse ) is a piecewise C1
integral of f over the curve is 0. Thus
followed by
the
0=
1 f(() d(
J
closed curve. Hence
1 f(() d( + 1 f(() d(,
'71
Jtf;
so that
t f(() d( i f(() d(
=
'
and the claim is established.
Now we will show that the function Fis continuously differentiable and
satisfies the CauchyRiemann equations. We proceed as follows:
P = (x, y) E U and 'I/; a piecewise C1 curve connecting Po to
(x, y). Choose h E R so small that (x + h, y) E U and so that the segment
fh(t) = (x + t, y), 0 :::; t :::; h, lies in U. Thus fh describes the line segment
connecting (x, y) to (x + h, y). Let 'l/Jh be the piecewise C1 curve consisting
of 'l/J followed by fh. Then
Fix a point
1 f(() d(  1 J(() d(
Jt/Jh
Jtf;
1 f(() d(
hh
F(x + h, y)  F(x, y)
lh f(P
Denote the real part of F by
U and
s)ds.
the imaginary part by V. Then taking
real parts of the last equation yields
U(x + h, )
Letting
h+
U(x)
h
l
l J(P
Re
s)ds
ll
Re f( P +
0 on both sides of this equation reveals that
and equals Ref( p )
( we
s)ds.
[a/ax]U(p) exists
have of course used the fundamental theorem of
calculus on the righthand limit ) .
Similar calculations yield that
au
ay
= Imf,
av
ax
= lmf,
av
ay
=Ref.
Thus the first partial derivatives of Fexist as claimed. These partial deriva
tives are continuous, by inspection, since
f is.
Finally we see that Fsatisfies
the CauchyRiemann equations:
au av
au
ax .. ayrta ay
/
av
.
ax
3. Applications of the Cauchy Integral
74
Thus F is holomorphic.
holomorphic. But F'
f,
Now Corollary
3.1.2
guarantees that F' is also
proving our assertion.
The conclusion of Morera's theorem actually follows under the weaker
hypothesis thatf f(() d(
0 for any piecewise C1 curve 'Y that consists of
,,
a succession of horizontal and vertical line segments (e.g., the boundary of a
=
rectangle). That this hypothesis suffices can be seen by careful examination
of the given proof. The only really new observation needed is that, given
p, q E U, with U a connected open set in C, there is a curve from p to q
consisting of horizontal and vertical line segments: See Exercises 5 and 7. It
is also possible to use just triangles in the hypothesis of Morera's theorem.
Morera's theorem and its proof give a new view of the question of finding
holomorphic antiderivatives for a given function. The theorem says that
itself must be holomorphic. The
f
f
proof reveals that a holomorphic function
f(() d( 0 for all piecewise C1 closed
has a holomorphic antiderivative iff
,,
curves in U. This sufficient condition for the existence of an antiderivative
is also necessary (Theorem
2.4.3).
The vanishing off
,,
J( ) d(
for all closed
'Y is sometimes referred to as "path independence." For,( as we saw in the
proof of Morera's theorem, the vanishing is equivalent to the equation
i J(()
for every pair of curves 'lj;,
d(
i J(()
d(
which have the same initial and terminal points.
Thus the value off f(() d( depends only on the initial and terminal points
,,
of "(it is independent of the particular path that 'Y takes.
3.2. Complex Power Series
The theory of Taylor series in realvariable calculus associates to each infin
itely differentiable function
at each point of
JR,
from JR to JR a formal power series expansion
namely
oo
L.,,,
J(n) (p)
I
n.
n=O
(x
 )n
p ,
pER
There is no general guarantee that this series converges for any
x other than
p. Moreover, there is also no general guarantee that, even if it does
converge at some
x I p,
its sum is actually equal to
J(x).
An instance of
this latter phenomenon is the function
J(x)
el/x2
if
x I 0
x 0.
=
This function can be easily checked to be C00 on JR with
f' (0)
f" (0)
J(O)
. . . (use l'Hopital's rule to verify this assertion). So the
3.2. Complex Power Series
75
Taylor expansion off at 0 is
0+
Ox + Ox2 + Ox3
which obviously converges for all
+ ... ,
f(x)
with sum = 0. But
is 0 only if
0. (An example of the phenomenon that the Taylor series need not even
x = p is given in Exercise 64.) The familiar functions of
ex, and so forthall have convergent power series. But
most C00 functions on JR do not. Real functions f that have, at each point
p E JR, a Taylor expansion that converges to f for all x near enough to p are
called real analytic on R
converge except at
calculussin, cos,
In holomorphic function theory, it is natural to attempt to expand
functions in powers of
z.
We would expect to need
powers only and not z
powers since our original definition of holomorphic functions was designed
to rule out any z's (in polynomial functions in particular). Compared to the
realvariable case just discussed
( C00
functions from
to expand a holomorphic function in powers of
fact, we shall see that if
t
set U and if P E U, then the formal
converges for all
all
f(z)
JR
to
JR),
the attempt
works remarkably well. In
is a holomorphic function on an open
expansion at P ,
in some neighborhood of P and it converges to
near P. Specifically, if
converges to
for all
z in
>
0 is such that D(P, r )
f(z)
for
U, then the series
D(P , r). This expansion shows a sense in which
holomorphic functions are a natural generalization of polynomials in
z.
We prove these assertions in the next section. First, we need to intro
duce complex power series formally and establish a few of their properties.
We assume the reader to be familiar with real power series at the level of
freshman calculus.
A
sequence
of complex numbers is a function from
{l, 2,... }
to
(sometimes it is convenient to renumber and think of a sequence as a function
{ O, 1, 2,. .. } to C). We usually write a sequence as {a1, a2,. .. } or
{ak}b1 (resp. {ao, a1,... } or {ak}b0). The sequence is said to converge
to a limit f E C if for any f. > 0 there is an No such that k ;::::: No implies
lak  fl < f.. It is frequently useful to test convergence by means of the
Cauchy criterion:
from
Lemma 3.2.1. Let
{ak}b1
be a sequence of complex numbers. Then
{ak}
converges to a limit if and only if for each f. > 0 there is an No such that
j, k;:::::
No implies
laj  akl
< E.
76
3. Applications of the Cauchy Integral
Proof. If
k No
{ak}
implies
f, then, given E > 0, there is an No
E/2. Then if j, k No, it follows that
converges to
lak fl
<
laJ  akl .::::: laJ  fl + If  akl
<
E/2 + E/2
such that
E.
{ak} satisfies the criterion in the lemma, then set ak
o:k + if3k with o:k, f3k real. Now {o:k} is a Cauchy sequence of real numbers
since lo:k  O:j I .:::; lak  aj I. By the completeness of the real numbers, the
sequence {o:k} thus has a limit o:. Likewise the sequence {/3k} has a limit /3.
We conclude that the original complex sequence {ak} has the limit o:+if3.
0
Conversely, if
Definition 3.2.2. Let
at
P)
PE
C be fixed. A
complex power series
(centered
is an expression of the form
00
I:ak(z  P)
k=O
where the
( Note:
{ak}0
are complex constants.
This power series expansion is only a formal expression. It may or
any sense.)
k
If Lo ak(z  P) is a complex power series, then its Nth partial sum
is by definition given by SN (z)
2::::f=o aj (z  P)J. We say that the series
converges to a limit f(z) at z if SN(z) t P(z) as N too.
k
It follows from the Cauchy criterion that 2::::%=o ak(z P) converges at
z if and only if for each E > 0 there is an No such that m j No implies
may not convergein
k
I:ak(z  P)
k=j
From this we see that a
that
ak(z  P)
t
necessary condition
<
f.
for
L ak(z  P)
to converge is
0.
Exercise: Show that this condition is
not sufficient
for convergence.
k
Lo ak(z  P) converges at some z, then the
each w E D(P, r), where r
lz  Pl. See Figure 3.2.
Lemma 3.2.3 (Abel). If
series converges at
k
L ak(z  P)
Proof. Since
k t oo. So the latter is a bounded
lakl .:::; Mrk for some ME JR.
Now, for each k,
ak(w  P)
k
ak(z  P) t 0
k .:::;
lak(z  P) l M
converges, it follows that
sequence; that is,
l .:::; lakllw  Pl
k.:::;
( lw Pl ) k
as
or
77
3.2. Complex Power Series
Figure 3.2
Since w E D(P, r), it holds that (lw  Pl /r) < 1. Therefore the series of
nonnegative terms
fc )
w
Pl
k=O
converges: It is a geometric series with ratio less than 1 (in absolute value).
Thus the series
00
k=O
converges, since it converges absolutely.
The lemma tells us that the domain of convergence of a complex power
series is (except for some subtleties about its boundary) a disc.
We now
make this observation more explicit:
Definition 3.2.4. Let
2:::%':0 ak(z
sup{lw  Pl :
the
L ak(w  P)k
radius of convergence
disc of convergence.
is called the
 P)k be a power series. Then
converges}
of the power series. We will call D(P, r)
Note that the radius of convergence may be +oo; in this case, we adopt
the convention that D(P, oo )
case, D(P, r)
0,
C It may also happen that
O; in this
since it cannot be that lw  Pl < 0. We can reformulate
Lemma 3.2.3 as follows:
Lemma 3.2.5. If :L%':o ak(z  P)k is a power series with radius of conver
gence r, then the series converges for each w E D(P, r) and diverges for each
3. Applications of the Cauchy Integral
78
such that
l w  Pl > r. (If r = +oo, then b y convention n o
satisfies
l w  Pl> r.)
Note that the convergence or divergence question for w with l w  Pl = r is
left open. For such w, the convergence or divergence has to be investigated
directly on a casebycase basis.
Much of the value of the concept of radius of convergence comes from
the fact that the radius of convergence can be determined from the coeffi
cients { ak } of the power series. This determination is as follows:
Lemma 3.2.6 (The root test). The radius of convergence of the power
series Lo a k(z  P)k is
(a)
iflim supk++oo lak ll/k > 0, or
(b)
+oo
iflim supk++oo lak ll/k= 0.
We first treat the case lim supk++oo l ak ll/k> 0. Set
a= lim sup lak ll/k.
k++oo
If lz  Pl > l/a, then lz  Pl = c/a, some c > 1. It follows, for infinitely
many k, that lak ll/k> a/c. For such k,
Proof.
lak(z  P)k l = (lak ll/k)k lz  Pl k= (lak ll/k)k(c/a)k> (a/c)k(c/a)k= 1.
Hence I: ak(z , P)k diverges because its terms do not have limit zero.
If lz  Pl < l/a, then lz  Pl = d/a, some 0 < d < 1. Let c satisfy
d < c < 1. Then, for all sufficiently large k, lak ll/k < a/c. Thus, for such k,
k
lak(z  P)l k= (lak ll/k)k lz  Pl k < (a/c)k(d/a)k=
( )
Since I:0(d/c)k is an absolutely convergent (geometric) series, it follows
that I: ak(z  P)k converges.
The case lim supk++oo lak ll/k= 0 is treated similarly and is left to the
reader (see Exercise 19) .
D
The convergence properties of a power series at points within its radius
of convergence are better than just simple convergence. First of all, the series
Lo lak l lz  Plk converges for each z E D(P, r), with r being the radius of
convergence of I: ak(z  P)k. (The series converges absolutely, i.e., the sum
of the absolute values converges. As already noted, if Lo l ak l , Cl.k E re,
3.2. Complex Power Series
converges, then
79
Lo O:k converges.
But the converse is not true in general! )
Moreover, the convergence is uniform on each disc D ( P,
R), 0:::; R
<
r.
The
precise definition of uniform convergence is as follows:
Definition 3.2. 7. A series
Lo fk(z)
formly on a set E to the function
that if
N N0,
g(z)
of functions
if for each
>
fk(z)
converges uni
0 there is an
No such
then
N
L fk(z) g(z)
<
for all z EE.
k=O
The point is that
depending on
No does not
( but
not on
z)
depend on
z EE:
There is, for each
that works for all
E,
an
No
z EE.
We take this opportunity to record the uniform Cauchy criterion for
series:
Definition 3.2.8. Let
series is said to be
integer
No such
Lo fk(z)
be a series of functions on a set E. The
uniformly Cauchy
that if m
j No,
if, for any
>
0, there is a positive
then
1n
L fk(z)
k=j
<
for all
z EE.
If a series is uniformly Cauchy on a set E, then it converges uniformly
on E ( to some limit function ) . See Appendix A. From this it follows that if
L lfk(z)I
is uniformly convergent, then
L fk(z)
is uniformly convergent ( to
some limit ) .
Now we return to our main theme, the convergence of a power series.
Inspection of the proof of Lemma 3.2.3 reveals the following:
Proposition 3.2.9. Let
Lo ak(z  P)k
be a power series with r adius
r. Then, for any number R with 0 :::; R < r, the
Lo lak(z  P)kl converges uniformly on D ( P, R). In particular, the
Lt ak(z  P)k converges uniformly and absolutely on D ( P, R).
of convergence
series
series
Our principal interest in complex power series is to be able to establish
the convergence of the power series expansion of a holomorphic function;
the convergence should be
to the original function.
It is important first to
note that any given function has at most one power series expansion about
a given point P. For this, we shall use the following lemma.
Lemma 3.2.10. If a power series
00
l: a1(z  P)l
j=O
Applications of the Cauchy Integral
3.
80
has radius of convergence r > 0, then the series defines a C00 function f(z)
on D(P, r). The function f is holomorphic on D(P, r). The series obtained
by termwise differentiation k times of the original power series,
00
(3.2.10.1)
LJ(j  1) (j  k + l)aJ (z P)Jk,
j=k
converges on D(P, r), and its sum is [8/8z]k f(z) for each z E D(P, r).
Proof. We shall first show that f(z) has a complex derivative at each z
D(P, r).
W ith
lim
fixed,
f(z + h)  f(z)
lim
h+O
By Proposition 2.1.6,
(aj(z + h)j ajzj)
So
ll(aj(z
In particular, for
1h
1
Now
lhl
!(r  lzl),
.
lzl))Jl
fo1 h j z
aj
h)j ajzj)
(aj(z + h)1ajz1)
LJlaJl(!(r
_!_ (a (z + h)j a zj)
h J
J
h+O L.,,
j=O
( )
*
th)jl dt.
jlaJl(lzl + lhl)j1 .
jlaJI 2(r + lzl)
) j1
converges (use the root test).
Hence, by the
Weierstrass Mtest (see Appendix A), the series on the righthand side of
(*
converges uniformly in
for
small. So, in the righthand side of ( *
the summation and limit can be interchanged (cf. Appendix A). Hence
exists and equals
:L:'; o jajzJ1.
f1 (z)
This series also has radius of convergence
(by Lemma 3.2.6). The conclusions of the lemma now follow inductively.
Now we have:
Proposition 3.2.11. If both series L:'; o aj(z
 P)J and :L:'; o bj(z  P)J
and if:l::'; o aj(zP)J :L:'; o bj(zP)J
converge on a disc D(P, r) , r > 0,
on D(P, r) , then aj = bj for every j.
Proof. Let f(z)
:L:'; o aj(z  P)J.
is infinitely differentiable on
We know from Lemma 3.2.10 that
D(P, r) and
(:z ) k f(z) f j (j
=
J
1)
(j  k + l)aj(z  P)Jk_
3.3. Power Series Expansions
So
81
( : ) k (P)=k!ak
J
or
k J(P)
(/z)
ak= k!
L b1(z  P)j =J(z),
Since it also holds that
00
j=O
it follows from the same argument that
k J(P)
(/z)
bk= k!
for every k. As a result, ak=bk \:/k.
3.3. The Power Series Expansion
for a Holomorphic Function
As previously discussed, we first demonstrate that a holomorphic function
has a convergent complex power series expansion (locally) about any point
in its domain. Note that since a holomorphic function is defined on an
arbitrary open set U while a power series converges on a disc, we cannot
expect a single power series expanded about a fixed point
to converge to
Jon all of U.
f
D(P, )
f (okf/k)(P) (z  P)k
Theorem 3.3.1. Let U
Let
PE
be an open set and Jet
U and suppose that
be holomorphic on U.
U. Then the complex power series
k=O
has radius of convergence at least
r.
It converges to
J(z)
on D(P,
).
Proof. Recall that from Theorem 3.1.1 we know that
f is C00 So the
coefficients of the power series expansion make sense. Given an arbitrary
'
z
r ) , we shall now prove convergence of the series at this z. Let r
be a positive number greater than lz  l but less than r so that
E D(P,
P
D(P, ) D(P, )
zE D(P, )
Assume without loss of generality that P = (this simplifies the notation
considerably, but does not change the mathematics) and apply the Cauchy
integral formula to f on D(P, ) Thus for zE D(P, ) = D(O, ) we have
f(() d(
J(z) = J
2m Ji<l=r' (  z
'
r
'
r
'
'
'
r
82
3. Applications of the Cauchy Integral
2m Ji
f(()
d(
(l=r' ( 1 z. (1
J f(() )z. CI)kd(.
27l'Z Ji(l=r' (
k=O
last equality is true because z
l l < r', 1(1 r',
=
Notice that the
so
(* )
hence
I: ( z (1 )k is a convergent geometric series expansion which converges to
1/(1
(1 )
(see Exercise 7 of Chapter
uni ormly on {( 1(1
f
:
integral.
r'}.
2).
Moreover, the series converges
This fact allows us to switch the sum and the
This step is so crucial that we write it out rather carefully (see
Appendix A). Set
SN(z, ()
2::=0(z C1 )k.
Then we have
f(() lim SN(z, ()d(
( N>oo
( ()
! SN(z , ()d(
lim J
27l'i N>oo Ji(l=r' (
J
2m Ji
(l=r'
by uniform convergence. Now this last expression equals
lim J
2m N>oo L.,,
l.:=0 xl(l=r'
f(() (z . C1)kd(
(
since finite sums always commute with integration. The last equation equals
f(()
k+ d(.
(l=r' ( I
J
L zk
N+oo
2m Ji
lim
k=O
f zk_
l
27ri
J f(()
+l d(
Ji(l=r' (k
1 ak
f
zk
2=
k! azk (o)
k=O
k=O
oo
by Theorem
3.1.1.
( **)
We have proved that the power series expansion
converges, and that it converges to
f(z),
as desired.
**
of
about P
Let us separate the forest from the trees in this (very important) proof.
The entire discussion from line
( )
*
to line
**
was to justify switching the
sum and the integral. The rest was trivial formal manipulation, using the
3.3. Power Series Expan sions
83
,, .......
I/
I\
\..
I
I
...... _
Figure 3.3
1/((  z)
idea of writing
as
and expanding the second factor as a geometric series.
If we are given a holomorphic function
PE U,
f on
an open set U and a point
then it is easy to estimate a minimum possible size for the radius r
of convergence of the power series expansion of
the distance of
P to C \ U.
about P. Namely let
Then the theorem implies that
power series will converge at least on
D(P, f).
r.
be
Thus the
It may or may not converge
on a larger disc. See Figure 3.3.
EXAMPLE 3.3.2. Let
f : D(O, 2)
f about 0
power series expansion of
C be given by
f(z)
lj(z
2i).
The
is
00
:_.)2i)kl ( 1)kzk.
k=O
D(O, 2) and on no larger set. We could have
J(z) is unbounded as D(O, 2) 3 z 2i.
on D(O, 2 + t: ) , some E > 0, then f would be
This series converges precisely on
predicted this since the function
If the power series converged
bounded near
z =
2i,
and that is false.
3. Applications of the Cauchy Integral
84
I
I
I
I
I

;"'/
/
/
'\
'
',
\
'\
....
,
'\
\
\
'
'
I
I
I
I
/
,,
 """
__
..... _
2i
\
\
\
Figure 3.4
The power series expansion of f about z
1 is
00
L(2i + 1)k1(1)k(z 1)k.
k=O
This series converges precisely on D(l,
v'5)
and on no larger set. In partic
ular, the convergent power series gives a way to extend the domain of the
function given by
(*)
so that it will be holomorphic on D(O, 2) U D(l,
v'5)
( of course we know that f is holomorphic on that set anywayindeed f is
holomorphic everywhere except at z
2i).
Again, we might have pre
dicted the radius of convergence because of the bad behavior off near 2i.
See Figure 3.4.
It should be noted that complex power series give an easy way to define
holomorphic functions other than polynomials. Examples are
oo
sinz
and
.
z2j+l
(1)1
(2j + l)!
.
z21
L(1)1 ' ) I'
(2J .
j=O
oo
cosz
Observe that each of these functions, when restricted to z real, coincides
with its familiar realvariable analogue.
3.4. The Cauchy Estimates and Liouville's Theorem
This section will establish some estimates for the derivatives of holomor
phic functions in terms of bounds on the function itself.
The possibility
3.4. Cauchy Estimates, Liouville's Theorem
85
of such estimation is a feature of holomorphic function theory that has
no analogue in the theory of real variables.
fk(x)
l; but
sin
kx, x
IR, k
Z, are for all
For example:
The functions
bounded in absolute value by
their derivatives at 0 are not bounded since
f(O)
k.
The reader
should think frequently about the ways in which real function theory and
complex holomorphic function theory differ. In the subject matter of this
section, the differences are particularly pronounced.
Theorem 3.4.1 (The Cauchy estimates). Let
phic function on an open set U,
D(P, r), r > 0,
k=l,2,3 ... we
is contained in U.
have
Proof. By Theorem
Set M
: U
+
be a holomor
U, and assume that the closed disc
= supzED(P r) lf(z)I.
,
Then for
3.1.1,
fJk J
(P)
fJzk
J(()
d(.
27ri Jl<:Pl =r (( P)k+l
_!}__ J
Now we use Proposition 2.1.8 to see that
l fJuzk fk (P)
!)
M k!
k!
Iii
. 27rr sup
.
::;
k+
 Pl l
27r
r
rk
l<Pl= I(
::; 
Notice that the Cauchy estimates enable one to estimate directly the
radius of convergence of the power series
Namely
lim sup
k++oo
for any
such that
(k)(P) 1/k
k!
D(P, r) <;;;
which equals
[
is at least
1/(1/r)
M.
k
k ! 1 1/
rk  k.'
k++oo 
.
::; hm sup
1
r
U. In particular, the radius of convergence,
l/k 1
(k)
j (P)
lim sup
,
k'
k++oo
for all
D(P, r) <;;; U. Hence the radius of
P to C \ U (this result
perspective in Theorem 3.3.1).
such that
convergence is at least as large as the distance from
was considered from a different
The derivative bounds of Theorem
3.4.1
have some remarkable conse
quences. The first one is the fact that a holomorphic function on
that is
bounded in absolute value is in fact constant. We shall need the following
lemma to prove this:
3. Applications of the Cauchy Integral
86
f
afIaz 0
f
f
af/az = 0.
aj/az=0. aj /ax= aj jay= 0.
f
entire
f
ez
z, z
f(z) = /
z =0.
Lemma 3.4.2. Suppose that
open set u c. If
Proof. Since
is a holomorphic function on a connected
on U, then
is holomorphic,
But we have assumed that
Thus
is said to be
all of C, that is,
: C
poly nomial is entire,
z
So J is constant.
A function
is const ant on u .
+
if it is defined and holomorphic on
C is holomorphic. For instance, any holomorphic
is entire, and sin
cos
are entire.
is not entire because it is undefined at
The function
[In a sense that
we shall make precise later, this last function has a "singularity'' at
question we wish to consider is:
O.]
The
"Which entire functions are bounded?"
This question has a very elegant and complete answer as follows:
Theorem 3.4.3 (Liouville's theorem). A bounded entire function is con
s t ant
PE
0.
Proof. Let J be entire and assume that I J
C and let
>
(z) I
The result is
az f(P) I :::; r
l
r 0,
(P) =0.
Ml!
Since this inequality is true for every
Since
>
= E D(P, r).
:::; M for all
We apply the Cauchy estimate for k
C. F ix a
1 on
we conclude that
a1=0.
az 
was arbitrary, we conclude that
By the lemma,
is constant.
Liouville's theorem is so important that it is worthwhile to sketch a
aj /az(P) =0.
akf (P)
l 8zk J :::; :;:k
ak /azk(P) = 0 P
f P
f
slightly different approach to the proof:
that
M k!
Hence
at
For a fixed P, we showed above
We can similarly see from the Cauchy estimates that
for all
for all r >
0.
power series converges to
0.
and all k 2: 1 . Thus the power series of
contains only the constant termall other terms are
on all of C, it follows that
Since the
is constant.
The observations just given imply a generalization of Liouville's theorem:
87
3.4. Cauchy Estimates, Liouville's Theorem
Theorem 3.4.4. If f : C
> C
is an entire function and if for some real
number C and some positive integer k it holds that
for all
with
lzl
>
1,
then f is a polynomial in
k
k
(8 +f./8z +f.)J(O)
Proof. Exercise. Show that
of degree at most k.
0 for all f
0 by Cauchy's
>
estimates, so that the power series of f about 0 has only finitely many
terms.
One of the most elegant applications of Liouville's theorem is a proof
of what is known as the fundamental theorem of algebra:
Theorem 3.4.5. Let
Then
p(z)
be a nonconstant (holomorphic) polynomial.
has a root. That is, there exists an
Proof. Suppose not. Then
then
lp(z)I> +oo.
Liouville's theorem,
rithm) we may divide
p1
C such that
p(o)
0.
g(z)
l/p(z) is entire. Also when lzl >
1/lp(z)I> 0 as lzl> oo; hence g is bounded.
constant; hence p is constant. Contradiction.
=
is
p has degree k
z o into p with
p(z)
Here
Thus
If, in the theorem,
p1
is a polynomial of degree k
for some polynomial
P2(z)
1,
By
then (by the Euclidean algo
no remainder to obtain
( z o) Pi (z).
1
. If k
has a root f3 . Thus Pl is divisible by
p(z)
oo,
(z 
1,
then, by the theorem,
(3) and we have
(z o)(z (3) P2(z)
of degree k 2. This process can be continued
until we arrive at a polynomial
Pk
of degree
O;
that is,
Pk
is constant. We
have derived the following:
Corollary 3.4.6. If p(z) is a holomorphic polynomial of degree k, then there
are k complex numbers
o1, ... Ok
(not necessarily distinct) and a nonzero
constant C such that
p(z)
(z 
01
) (z  ok).
It is possible to prove the fundamental theorem of algebra directly,
without using results about holomorphic functions as such: see Exercise 34.
Another proof of the fundamental theorem is explored in Exercise 35.
The fundamental theorem is but one of many applications of complex
analysis to algebra and number theory.
88
3.
Applications of the Cauchy Integral
3.5. Uniform Limits of Holomorphic Functions
We have already seen that a convergent power series
morphic function ( Lemma
3.2.10).
( in
z)
defines a holo
One can think of this fact as the assertion
that a certain sequence of holomorphic functions, namely the finite partial
sums of the series, has a holomorphic limit. This idea, that a limit of holo
morphic functions is holomorphic, holds in almost unrestricted generality.
Let f : U + C, j
1, 2, 3 ... , be a sequence of holo
j
morphic functions on an open set U in C. Suppose that there is a func tion
f : U + C such that, for each compact subset E of U, the sequence fj IE
converges uniformly to !IE Then f is holomorphic on U . (In particular,
f E C00(U).)
Theorem 3.5.1.
Before beginning the proof, we again note the contrast with the real
variable situation. Any continuous function from Ill to Ill is the limit, uni
formly on compact subsets of Ill, of some sequence of poly nomials: This is
the wellknown Weierstrass approximation theorem. But, of course, a con
tinuous function from Ill to Ill certainly need not be real analytic, or even
C00
The difference between the realvariable situation and that of the the
orem is related to the Cauchy estimates. The convergence of a sequence of
holomorphic functions implies convergence of their derivatives also. No such
estimation holds in the real case, and a sequence of
C00
functions can con
verge uniformly without their derivatives having any convergence properties
at all ( see Exercise
and
[RUDI]).
We shall give one detailed proof of Theorem
3.5.1 and
sketch a second.
The first method is especially brief.
P E U be arbitrary. Then choose r > 0
{fj} converges to f uniformly on D(P,r)
continuous, f is also continuous on D(P,r). For any
Proof of Theorem 3.5.1. Let
such that
D(P,r) U.
and since each
z E D(P,r),
fj is
f (z )
Since
lim
J+00
fj ( z)
fj(() d(
1
11( Pl=r (  Z
fj(() d(
1
lim
2m Jic.Pl=r j+oo (  z
1
f(() d(.
1
27ri 1lc. Pl=r (  z
lim
j+oo 27ri
89
3.5. Uniform Limits of Holomorphic Functions
The interchange of integral and limit is justified by the fact that, for z fixed,
J1(() / ((  z) converges to f(() / ((  z) uniformly for ( in the compact set
{(:I( Pl= r}again see Appendix A.
By Theorem 3.1.3, f(z) is a holomorphic function of
Hence f is holomorphic on U.
on
D(P, r).
Another closely related way to look at Theorem 3.5. l is to ma
_ ke the
following observation: Since {!1} is uniformly Cauchy on D(P, r) and hence
in particular on 8D(P, r), it follows from the Cauchy estimates that { fj } is
uniformly Cauchy on D(P, ro) for any ro < r. It is a standard result (see
Appendix A) that if a sequence of functions with continuous first partial
derivatives converges uniformly and if the partial derivatives also converge
uniformly, then the limit of the sequence has continuous first partials; also
the (first) partial derivatives of the limit are the limit of the corresponding
partial derivatives. In the present setup, this implies that f has continuous
first partials and that these must satisfy the CauchyRiemann equations. So
we see again that f must be holomorphic.
Notice that this second method of proof of Theorem 3.5.1 also gives a
proof of the following corollary:
Corollary 3.5.2. If fj,
f, U
E {O, 1, 2, ...} we have
k
are
as
in the theorem, then for any integer
k
k
(z
f
)
1
:
)
; ( :z ) f(z)
(z
uniformly on compact sets.
Proof. Let E be a compact subset of U . Then there is an r
for each
the set
z EE, the closed disc D(z, r) is contained in U.
Er=
is a compact subset of U. For each
that
So, for all
z EE,
> 0 such that,
F ix such an r. Then
(u D(z,r))
zEE
z EE, we have from the Cauchy estimates
we see that
( aaz ) k (!Ji(z) f12(z))
:'.S;
k sup
r (,EEr
l!Ji(()!12(()1.
90
3. Applications of the Cauchy Int egral
)1 , )2
The righthand side goes to 0 as
{!j }
since Er is compact, so that
converges uniformly on Er. Thus {(a/ oz ) k fj } is uniformly Cauchy on
oo,
E, as required.
The ideas being considered in this section can also be used to enhance
our understanding of power series. A power series
00
L aj (z  P)j
j=O
is defined to be the limit of its partial sums
N
SN(z)
L aj(z
 P)l.
j=O
Of course the partial sums, being polynomials, are holomorphic on any disc
D(P, r). If the disc of convergence of the power series is D(P, r0), then let
f denote the function to which the power series converges. Then for any
0 < r < ro we have that
SN(z)  J(z),
uniformly on
f(z)
D(P, r).
By Theorem
is holomorphic on
D(P, ro).
3.5.1,
we can conclude immediately that
Moreover, by the corollary, we know that
This shows that a differentiated power series has a disc of convergence at
least as large as the disc of convergence ( with the same center ) of the original
series, and that the differentiated power series converges on that disc to the
derivative of the limit of the original series. In fact, the differentiated series
has exactly the same radius of convergence as the original series as one sees
from Lemma
3.2.6. ( Exercise:
3.6. The Zeros of
Let
Check this, recalling that limk++oo
1.)
Holomorphic Function
be a holomorphic function. If
out that
lfk
is not identically zero, then it turns
cannot vanish at too many points. This once again bears out the
dictum that holomorphic functions are a lot like polynomials. The idea has
a precise formulation as follows:
Theorem 3.6.1. L et U
be holomorphic.
{ Zj }1
Let Z
\ {zo }
C be a connected open set and let
{z
such that
Zj
f(z)
 zo, then J
O }.
=
If there are a zo
0.
U
E
Z and
3.6. The Zer os of a Holomorphic Function
91
Let us formulate Theorem 3.6.1 in topological terms. We recall that a
zo is said to be an accumulation point of a set Z if there is a sequence
Z \ { zo} with limj.oo
zo. Then Theorem 3.6.l is equivalent to
the statement: If f : U t C is a holomorphic function on a connected open
set U and if Z = { z E U : f ( z )
0 has an accumulation point in U, then
f = 0.
point
Zj}
Zj
There is still more terminology attached to the situation in Theorem
3.6.1. A set Sis said to be
D(s, 1: )
n S=
}.
{s
discrete if for each s
E Sthere is an
1:
>
0 such that
People also say, in an abuse of language, that a discrete
set has points which are "isolated " or that S contains only "isolated points."
Theorem 3.6.1 thus asserts that if
is a nonconstant holomorphic function
on a connected open set, then its zero set is discrete or, less formally, the
zeros of
f are isolated. It is important to realize that Theorem 3.6.1 does not
f can have accumulation points
rule out the possibility that the zero set of
in C
\ U;
in particular, a nonconstant holomorphic function on an open set
U can indeed have zeros accumulating at a point of
function
f(z)
sin ( l / ( 1
is holomorphic on U
 z))
on the set
{1
: n
nn
oU. For
D(O, 1 )
example, the
and vanishes
1, 2, 3, ...
}.
Plainly Z has no accumulation points in U; however the point 1 E oU
accumulation point of Z.
is an
Proof of Theorem 3.6.1. We first claim that, under the hypotheses of the
theorem,
(8/oz)n f(zo)
0 for every nonnegative integer
n. If this is not the
case, let no be the least nonnegative integer n such that
(oz )no f(zo) /=
Then we have, on some small disc
f(z)
00
J=nu
Therefore the function
g(z)
D(zo, r),
(()azjJ f(zo))
the power series expansion
(z  zo)l
j!
defined by
=
j f(zo) (z  zo)Jno
)
(!_
_!
oz
L
J=no
is holomorphic on
0.
D(zo, r) and g(zo) /= 0 since ( gz ) 110 f(zo) /= 0.
Notice that
the indicated power series has the same radius of convergence as that for
itself. Furthermore,
of
g, g(z0)
g(z1)
0 for l
1, 2, 3, .... But then, by the continuity
0. This contradiction proves our claim.
92
3. Applications of the Cauchy Integral
The justestablished claim implies that
E
{z
(8/8z)j J(z)
EU:
0 for all
j}
is not empty. It is also relatively closed in U. This is so because each of the
sets Ej
{z
EU :
(8/8z)J f(z)
O},
being the inverse image of a closed
set under a continuous function, is closed; and E
Finally, E is open.
To see this, notice that if P E E and r
selected so that D ( P, r ) U, then we have for all
f(z }
Since
flD(P,r)
nJ EJ .
t, (:J
/ (P }
(z
rP)J
>
0 is
E D(P, r ) that
"0.
0, all derivatives off vanish at all points of D ( P, r ) . Hence
D ( P, r ) E. Therefore E is open.
We have proved that E is an open, closed, and nonempty subset of U.
Since U is connected, it follows that E
U, proving the theorem.
Corollary 3.6.2. Let U C be a connected open set and D ( P, r ) U. If
is 1101omorphic on U and
JID(P,r)
0, then
0 on U.
Corollary 3.6.3. Let U C be a connected open set. Let
phic on U. If
f =g.
{z
EU:
J(z)
g(z)}
f, g
be holomor
has an accumulation point in U, then
f, g be
or g = 0 on U.
Corollary 3.6.4. Let U C be a connected open set and let
holornorphic on U. If f
g =0
on U, then either
0 on U
f ( P ) f= 0, then (since f is continuous)
f(z) f= 0 when z E D(P,r ) . Thus glD(P,r) = 0.
Proof. If P E U is a point where
there is an r
>
0 such that
By Corollary 3.6.2,
g = 0.
Corollary 3.6.5. Let U C be connected and open and let
be holomor
phic on U. If there is a P EU such that
for every
j,
then
J = 0.
Proof. There is a (small) D ( P, r ) U. Thus, for
f(z)
By Corollary 3.6.2,
f : (
j=O
0 on U.
P)
(z
!P)J
z
=
E D ( P, r ) ,
0.
D
3.6. The Zeros of a
93
Holomorphic Function
In Sections 1.2 and 3.3 we introduced definitions of sin
ez, for all
z,
cos
z,
and
E C. These were chosen in such a way that they agreed with
the usual calculus definitions when
z ER
One pleasing aspect of Corollary
3.6.3 is that such extensions are unique, as we state explicitly in the following
corollary :
Corollary 3.6.6. If f an d g are entire holomorpllic fu nctions
g(x) for all x E IR C, then J = g.
and
if f(x)
Proof. The real line, considered as a subset of C, has an accumulation point
in C. (Indeed, every point of IR is an accumulation point.)
Corollary 3.6.6 also shows that functional identities that are true for
all real values of the variable are also true for complex values of the variable.
For instance,
sin2
+ cos2
z=1
for all
z EC.
To check this in detail from our present point of view, we note that the
holomorphic function on C given by
g(z)
is identically
sin2
z + cos2 z
on R By Corollary 3.6.6, it follows that
on all of C.
Similarly, one can show that
cos 2z
sin
2z
cos2
sin2
2 cos z sin z
z EC ,
z,
z EC,
and so forth.
Corollary 3.6.6 also clarifies the situation regarding the function ez. In
Section 1.2 we defined ez to be ex(cos y + i siny) if
z=
x +iy,
assuming the
usual (realvariable) definitions for ex, sin x, and cos x. It is an easy exercise
to check that this function is holomorphic on Cby verifying the Cauchy
Riemann equations, for example (see Exercise
the right function values on IR since
49). This definition of ez gives
cos 0 + i sin 0 = 1. Thus our definition
of ez, which might have seemed artificial, is now revealed
as
in fact the
only possible holomorphic extension of the exponential function to all of C.
Moreover, the function defined by
Lo zl/j!,
which is holomorphic on all
of C (because the series has radius of convergence +oo), must be the same
as the function ex (cosy+i siny), because the two holomorphic functions are
equal on IR. Of course, one can also see from Theorem 3.3.1 that the power
series (centered at
0)
for ex(cosy +i siny) is
calculation of the derivatives at the origin.
I::0zJ/j!
by direct and easy
We also get "for free" the usual identities for the exponential function:
94
3. Applications
of the Cauchy Integral
z EC.
The way to prove that
for all z, EC is slightly more subtle:
For fixed both
and
are holomorphic functions of
Thus to
check that
for all
with z fixed, it suffices to show that
for all z, x E R. Now for fixed (but arbitrary) x E JR,
and
are both holomorphic functions of z, and these two holomorphic
functions agree when z E JR. Thus they are equal for all z, and we are done.
ez
z,
ew
ez+w
ez+w
ez
ez
ez+w
ew
ew
w.
w,
ez+x = ez ex
ez
ez+x
ex
The fact that identities on JR persist as identities on C was in past times
dignified by an elegant name: "The principle of the persistence of functional
relations." This name has fallen into disuse in our instance here, where the
whole phenomenon is now perceived as just a special case of holomorphic
functions having isolated zeros. But the idea remains important in relating
real (analytic) functions on JR to their holomorphic extensions to C and it
becomes more profound in situations involving general analytic continuation,
in the sense that we shall discuss in Chapter 10.
Exercises
1.
It was shown (Corollary 3.5.2) that if fj are holomorphic on an open set
U C and if
f uniformly on compact subsets of U, then
fj
.
a
a
azfj az1
__...
uniformly on compact subsets of U. Give an example to show that if the
word "holomorphic" is replaced by "infinitely differentiable", then the
result is false.
2.
Let 'Y : [O, 1]
.
be any C1 curve. Define
f(
z)
i ( z d( .
Prove that f is holomorphic on C \ )' where )'
{'Y( t) : 0 t 1}.
In case 1(t) t, show that there is no way to extend f to a continuous
function on all of C.
,
3.
4.
Explain why the following string of equalities is incorrect:
d2
d2
1
tldt
log Ix tldt
dt.
log
Ix
2
dx
(x t)2
dx 2
11
1
11
1
11
1
{fj}
Use Morera's theorem to give another proof of Theorem 3.5.1: If
is
a sequence of holomorphic functions on a domain U and if the sequence
Exercises
5.
6.
7.
8.
9.
10.
11.
95
converges uniformly on compact subsets of U to a limit function f, then
f is holomorphic on U.
( a ) Prove that if U C is open and connected and if p, q E U, then
there is a piecewise C1 curve from p to q consisting of horizontal
and vertical line segments. [Hint: Show that, with p E U fixed,
the set of points q E U that are reachable from p by curves of the
required type is both open and closed in U.]
(b) Deduce from ( a ) that the hypothesis f.., f(() d( = 0 in Morera's
theorem (Theorem 3.1.4) must be assumed only for closed curves
made up of horizontal and vertical line segments, as discussed in
the text after Theorem 3.1.4.
(c ) Let f be continuous on the entire plane and holomorphic on the
complement of the coordinate axes. Prove that f is actually holo
morphic on all of C.
Do Exercise 5 with "coordinate axes" replaced by "unit circle." What
if "coordinate axes" or "unit circle" is replaced by "smooth curve"?
Show that the conclusion of Morera's theorem still holds if it is assumed
only that the integral of f around the boundary of every rectangle in U
or around every triangle in U is 0. [Hint: It is enough to treat U a disc
centered at the origin. Then it suffices to show that the integral from
(0, 0) to (x, 0) followed by the integral from (x, 0) to (x, y) equals the
integral from (0, 0) to (0, y) followed by the integral from (0, y) to (x, y).
This equality follows from using two triangles.]
Show that in Exercise 7, "triangle" can be replaced by "disc." [Hint:
Use Green's theoremcf. Exercise 44 of Chapter 2.]
Let Z:o akxk and Z:o bkxk be real power series which converge for
lxl < 1. Suppose that l:o akxk = l:o bkxk when x = 1/2, 1/3, 1/4 . . . .
Prove that ak =bk for all k.
Find the complex power series expansion for z2/(1 z2)3 about 0 and
determine the radius of convergence (do not use Taylor's formula).
Determine the disc of convergence of each of the following series. Then
determine at which points on the boundary of the disc of convergence
the series converges.
( a ) 2:3 kzk
(b) 2:2 klogk(z + l)k
( c ) 2:2(1og k)10gk(z 3)k
(d) l:0p(k) zk where p is a polynomial
( e ) 2:1 3k(z + 2i)k
(f) 2:2 24zk (Hint: Use summation by parts [RUDI].)
k
(g) l:o kekzk

Exercises
96
12.
(h) I:1 b(z  5)k
(i) I:1 k  kzk
Let g : [O, 1] t IR be a continuous function. Let E > 0. Prove that there
IR such that lg(x)  h(x)I < E for
is a real analytic function h: [O, 1]
all 0 x 1. [Hint: Think about Weierstrass's theorem. ]
t
13. Let
f : (1, 1)
IR be c=. Prove that
t
is real analytic in some
neighborhood of 0 if and only if there is a nonempty interval
M > 0 such that i(d/dx)k f(x)I
all x E ( fJ, fJ).
a constant
and
Mk k!
(fJ, fJ) and
{1, 2, ... }
for all k E
14. Discuss the convergence of the power series
15. Give an example of a power series
complex value of
Lo akzk
which converges for every
and which sums to zero for infinitely many values of
but which is not the identically zero series.
16. Give an example of a nonconstant power series
verges for every value of
lxl
<
1.
But
which con
but which sums to zero for no value of z.
J(x)
17. The power series expansion for
only when
Lo akzk
1/(1 +x2) about x
0 converges
is real analytic on all of R. W hy does the
power series not converge at all values of IR?
18. Suppose that
: IR
t
analytic. Prove that
f!)
f2 is real analytic, and f3 is real
analytic. ( Warning: Beware the zeros of
IR is continuous,
is real
19. Prove the case of Lemma 3.2.6 where
lim sup ia
k++co
kil
/k
0.
20. Find the power series expansion for each of the following holomorphic
functions about the given point
3.3.l and
(ii)
by using the
(i)
proof of
by using the
Theorem
3.3.1.
of convergence of each series.
( a)
(b)
(c)
(d)
f(z) 1/(1 + 2z),
J(z) z2/(4 z),
J(z) = l /z,
f(z) (z  1/2)/(1  (1/2)z),
=
0.
i.
2  i.
0.
statement of Theorem
Determine the disc
Exercises
21.
97
Prove that the function
J(z)
00
I: r1z(21)
10
is holomorphic on
is a
(2N)th
D(O, 1)
D(O, 1). Prove that if w
IJ'(rw)I = +oo. Deduce that J
and continuous on
root of unity, then limr_,1
D(O, 1)
cannot be the restriction to
of a holomorphic function defined
on a connected open set that is strictly larger than
22.
D(O, 1).
Prove a version of l'Hopital's rule for holomorphic functions: If
J(z)
z.P g(z)
lim
is an indeterminate expression for f and
g holomorphic (you must decide
what this means), then the limit may be evaluated by considering
of/oz
z+P og/oz
lim
Formulate a precise result and prove it.
23.
TRUE or FALSE: Let f be holomorphic on
is a holomorphic polynomial on
polynomial on
24.
D(O, 1).
TRUE or FALSE: Let
aj
>
D(O, 1).
and assume that f2
Then f is also a holomorphic
j
L a1z is convergent on
l.:(aj + E)z1 is convergent
0, j = 1, 2, .... If
D(O, r) and if E > 0 is sufficiently
on D(O, r') for some 0 < r' < r.
25.
D(O, 1)
small , then
Define a notion of "real analytic function" of two real variables. Prove
that a holomorphic function of a complex variable is also a real analytic
function of two real variables.
26.
The functions fk(x) =sin kx are
[1, 1],
C00
and bounded by
on the interval
yet their derivatives at 0 are unbounded.
Contrast this situation with the functions
fk(z) =sin kz on the unit
(o/oz)fk(O). Why are
disc. The Cauchy estimates provide bounds for
these two examples not contradictory?
27.
28.
Suppose that f and g are entire functions and that g never vanishes. If
IJ(z)I lg(z)I for all z, then prove that there is a constant C such that
J(z) =Cg(z). What if g does have zeros?
Let U
Let
<C be an open set.
Let f: U+
<C be holomorphic and bounded.
U. Prove that
I:{ (P) I ; lfl,
where
is the distance of
to
s p
<C \ U .
98
Exercises
29. Suppose that
l D(O, 1)
:
+
is holomorphic and that
Ill 2.
Derive
an estimate for
30. Let
C,
be an entire function and
k,
not depending on
C.
Prove that there is a constant
such that
( : ) kl(P) Ck!.
z
Can you improve this estimate? Is there necessarily a polynomial p(k)
such that
( : ) kl(P) l (k)I
p
k.
31. Fix a positive integer
l is an entire function such that,
of l is a polynomial. Prove that l is
Suppose that
for some k, the kth derivative l(k)
a polynomial.
l is bounded and holomorphic on C \ {0}.
is constant. [Hint: Consider the function g(z)
z2 l(z)
to apply Theorem 3.4.4.]
(a) Show that if l: D(O, r ) + C is holomorphic, then
32. Suppose that
33.
l l(O)I
[Hint:
v 1r r
The function
{
ll(x, y)l2 dxdy
JD(O,r)
J2 is holomorphic too.
Prove that f
and endeavor
112
Use the Cauchy integral
formula to obtain
for
(b)
<
_.!_ { 21r l2(sei8)d0
27r l
o
<
integrate in
Let U
r.
12(0)
Multiply both sides by a real parameter
from
0 to r. ]
be an open set and let
l is holomorphic on
s p Il l
and
be a compact subset of U.
Show that there is a constant C (depending on U and
if
K)
such that
U, then
(fu ll(x, y)l2dxdy) 112
34. Complete this sketch of another proof of the Fundamental Theorem of
Algebra:
If p(z) is a nonconstant polynomial and p(z) never vanishes, then
h(z) = 1/p(z) is an entire function (hence, in particular, it is continuous)
which vanishes at oo. Therefore h has a maximum at some point
Po
C.
99
Exercises
Examine the Taylor expansion of h about Po to see that this conclusion
is impossible.
35. Complete the following outline to obtain R. P. Boas's proof [ORE] of
the fundamental theorem of algebra:
If p(z)
'I: =O akzk is a polynomial of degree N 2:
vanish, then let
Q(z)
ak z k
(t ) (t )
k=O
akzk
k=O
which does not
Q has degree 2N 2: 2 and Q takes real values on the real axis. Of
Q is never zero on IR. so the polynomial Q must be of one sign on
real axis. Say that Q > 0 on IR.. Now, with D the unit disc,
J
J z2N1dz
dz
d()
Q(2 cos 0)
i !a v zQ(z + z1)
i !a v Q(z)
Then
course
the
111"
11"
where
Q(z) = z2N Q(z + z1) .
Now
is a nonvanishing polynomial;
hence the integrand is holomorphic. Therefore
(* )
contradiction.
36. Let p(z)
ao +a1z + +anzn, an i 0. P rove that if R >
large and if lzl
R, then lp(z)I 2: lanl Rn/2.
37. Let
0 is sufficiently
{Pj}
0 . This is a
be holomorphic polynomials, and assume that the degree of Pj
does not exceed N, all j and some fixed N. If
{Pj}
converges uniformly on
compact sets, prove that the limit function is a holomorphic polynomial
of degree not exceeding N.
38. If
fj :
U+ C are holomorphic and
l!J I
2j,
then prove that
00
L:Jj(z)
j=O
converges to a holomorphic function on U.
39. Let
cp: D(O,
1)+ D(O, 1)
be given by
cp(z),
'Pj(z)
cpocpj1(z),
and so forth. Suppose that
and
z + a2z2 + .... Define
cpocp(z),
{ 'Pj}
converges uniformly on compact sets.
cp?
are holomorphic, and if
the following outline to prove that
(i)
cp1(z)
cp2(z)
What can you say about
40. If
cp(z)
The result is easy when
f og is welldefined,
f og is holomorphic:
is a polynomial.
then complete
Exercises
100
(ii)
(iii)
Any
is locally the uniform limit of polynomials.
{!jog}
41. Let
fn
t
f(zo).
fog.
f,
then
fn
f uniformly
If U 2 {zn} and Zn
zo E U, then prove that
the fj are also holomorphic and if 0 < k E Z, then
be continuous on the open set
and let
t
t
If
prove that
converges uniformly on compact sets to
converges uniformly on compact sets to
on compact sets.
fn(zn)
42. Let
{!j}
If the sequence
( :z )
fn(zn)
( :z )
t
f(zo).
be holomorphic on a neighborhood of
not identically zero.
Prove that
D(P, r ) .
D(P, r ) .
Suppose that
is
has at most finitely many zeros in
43. Let E be a closed subset of R Prove that there is a continuous, real
valued function
on JR such that
{x
[Hint:
JR:
f(x)
=O} = E.
The complement of E is an open set, hence a countable union of
disjoint open intervals.]
* 44. If
f : D(O, 1)
t
phic, then prove that
* 45. Suppose that
f2
is a function,
is holomorphic, and
f3
is holomor
is holomorphic.
is holomorphic on all of
lim
n+oo
( Z)
a
and that
f(z)
exists, uniformly on compact sets, and that this limit is not identically
zero. Then the limit function Fmust be a very particular kind of entire
function. Can you say what kind ?
[Hint:
If Fis the limit function, then
F is holomorphic. How is F' related to F?]
fj be
pointwise
* 46. Let
U t;;;; C. If fj converges
f on U, then prove that f is holomorphic
of U. [Hint: Use the Baire category theorem to
holomorphic functions on an open set
to a limit function
on a dense open subset
locate points in a neighborhood of which the convergence is uniform.]
* 47. This exercise is for those who know some functional analysis. Let
be a bounded open set. Let
X = {!
If
X, then define
C(U) : f
llfll
is holomorphic on
=sup IJI.
U} .
U t;;;; C
101
Exercises
11 11 is a Banach
for any fixed PE U and any k E {O, 1, 2, ... } it holds
Prove that
that
equipped with the norm
is a bounded linear functional on
*
that the map
[)k f
(P)
[)zk
X.
48. Let U be a connected open subset of C and let
on U. Prove that the zero set of
space. Prove
f . 0
be holomorphic
is at most a countably infinite set.
49. Check directly, using the CauchyRiemann equations, that the function
ez
*
50. Let
(!
ex(cosy + isiny) is entire.
f and g be
g)(x) x.
entire functions. Suppose that when
Prove that
is the inverse of
*
51. Suppose that
J'(O)
1.
borhood of
function
of
*
and
x E JR.
it holds that
are onetoone and onto and that
g.
is a holomorphic function on
Consider whether
D(O, 1)
by "inverting" the power series of
defined near
with
with
f(O)
0 and
is onetoone and onto on some neigh
g(! (z))
to find a holomorphic
for all
in a neighborhood
0.
52. Prove that the composition of two real analytic functions (when the
composition makes sense) is real analytic. Be careful of the domain of
convergence of the composition.
53. Formulate and prove results to the effect that the sum, product, and quo
tient of functions defined by convergent power series are also functions
which are defined by convergent power series. Be careful of the domain
of convergence of the sum, product, or quotient.
(Suggestion:
This can
be done by thinking about holomorphic functions; no manipulation of
series is needed.)
*
54. Prove the following very simple version of the CauchyKowalewski the
orem:
Consider the differential equation
'
y +
where
a(x), b(x)
b(x)
have convergent power series expansions in
a neighborhood of
L%:o akxk
a(x)y
0E R
Then there is a solution
power series converges) in a neighborhood of
*
55. Let
y(x)
of the differential equation which is defined (the
0.
f: (1, 1) JR. be C00 Suppose that J(k)(x) > 0 for all x E (1, 1)
k E {O, 1, 2, . .. }. Prove that f is real analytic on (1, 1). [Hint:
and all
Examine the remainder term. See [BOA] for a detailed discussion.]
*
56. Prove that
mation
L%:i zk /k
converges when
by partssee [RUDl].]
lzl
1, z i
l.
[Hint:
Use
sum
102
Exercises
g : [O, 1] x re t re is continuous and dif
x and y, with 8g/8x and 8g/8y continuous in all three
* 57. Suppose that the function
ferentiable in
variables jointly. Further assume that
a
az
for all values oft and
g(t, z)
z. Prove that
1
J(z)
g(t, z)dt
=
is entire. As a special case, notice that if
g(z)
C1 [O,1], then
11 <P(t)eitzdt
is entire. In this last example, show that we need only assume
continuous, not C1.
<P to be
0 :c:; k E Z. Give an example of a function f: D(O, 1) t re such that
f E Ck(D) but f Ck+1(D). [Hint: The differentiability need only fail
* 58. Let
at a single point.]
f as in Exercise 58 with the additional property
that f is not ( k + 1) times differentiable at any point. [Hint: Let
be a suitable nowhere differentiable function on [O, 1]. Let <I> be a kth
antiderivative of , normalized so that <I>(j) (0) = 0, 0 :c:; j :c:; k. Define
f(z) <I>(lzl2).]
* 60. Complete the following outline to show that there is a C00 function
f: IRt IR such that f(t) f= 0 for each t E (1,1) but f(t) 0 if t :c:; 1
or t 1.
(a) Verify that the function
* 59. Give an example of an
<P(x)
is
{0
x :c:; 0
if x > 0
if
el/x2
C00 on all of IR. [Hint: Use l'Hopital's rule.]
(b) Verify that the function
J(x)
<P(x + 1) <P(x + 1)
satisfies the desired conclusions.
* 61. What can you say about the zero sets of real analytic functions on IR2?
What topological properties do they have?
Can they have interior?
[Hint: Here, by "real analytic function" of the two real variables x and
y, we mean a function that can be locally represented as a convergent
power series in x and y. How does this differ from the power series
representation of a holomorphic function?]
Exercises
62.
63.
64.
65.
103
Let f be holomorphic on a neighborhood of D(O, 1). Assume that the
restriction off to D(O, 1) is onetoone and f' is nowhere zero on D(O, 1).
Prove that in fact f is onetoone on a neighborhood of D(O, 1).
Let ao, ai, a2, . . . be real constants. Prove that there is a C00 function
f defined on an open interval centered at the origin in such that the
Taylor series expansion off about 0 is Lo ajxj. This result is called
E. Borel's theorem. [ Hint: Construct C00 "bump" functions cpjas in
Exercise 60with the property that cp(j) (0) = 1 and all other derivatives
at the origin are 0. Arrange for the supports of these functions (i.e., the
sets where they do not vanish) to shrink rapidly as j + +oo. Find a
way to add these together. See [BOA] or [FED] for further details.]
Is there a similar result for holomorphic functions in a neighborhood
of 0 EC?
Give an example of a C00 function f : (1, 1) +whose Taylor expan
sion about 0 converges only at 0. [ Hint: Apply Exercise 63 to get a C00
function f with j(n)(O) = (n ! ) 2.]
Do Exercise 43 with the word "continuous" replaced by "C00".
Chapter 4
Meromorphic
Functions and Residues
4.1. The Behavior of a Holomorphic Function
Near an Isolated Singularity
In the proof of the Cauchy integral formula in Section 2.4, we saw that it is
often important to consider a function that is holomorphic on a punctured
open set U
\ { P}
C. The consideration of a holomorphic function with
such an "isolated singularity" turns out to occupy a central position in much
of the subject. These singularities can arise in various way s. Perhaps the
most obvious way occurs as the reciprocal of a holomorphic function, for
instance passing from z] to
1/ z], j
a positive integer.
More complicated
examples can be generated, for instance, by exponentiating the reciprocals
of holomorphic functions: for example,
e1/z, z i 0.
In this chapter we shall study carefully the behavior of holomorphic
functions near a singularity.
In particular, we shall obtain a new kind of
infinite series expansion which generalizes the idea of the power series ex
pansion of a holomorphic function about a (nonsingular) point. We shall in
the process completely classify the behavior of holomorphic functions near
an isolated singular point.
Let U
C be an open
set and
U. Suppose that f
holomorphic. In this situation we say that f has an
(or
isolated singularity)
at
P.
: U \ { P} + C is
isolated singular point
The implication of the phrase is usually just
that f is defined and holomorphic on some such "deleted neighborhood"
of
P.
The specification of the set U is of secondary interest; we wish to
consider the behavior of f "near
P" .

105
4. Meromorphic Functions and Residues
106
There are three possibilities for the behavior of
f nearP that are worth
distinguishing:
(i) lf(z)I
D(P, r ) \ {P} for some r
is bounded on
U; that is, there is some
M for allz
>
and some M
D(P, r) \ {P}.
D(P, r)
> 0 such that lf(z)I
>
with
E U n
(ii)
limz.P
lf(z)I =
(iii)
Neither
(i) nor (ii)
+oo.
applies.
Of course this classification does not say much unless we can find some
f related to (i), (ii), and (iii). We shall prove momen
(i) holds, then f has a limit atP which extends f so that
other properties of
tarily that if case
it is holomorphic on all of U. It is commonly said in this circumstance that
f has a removable singularity at P. In case (ii), we will say that f has a pole
atP. In case (iii), f will be said to have an essential singularity at P. Our
goal in this and the next section is to understand (i), (ii), and (iii) in some
further detail.
Theorem 4.1.1 (The Riemann removable singularities theorem).
D(P, r ) \ {P}+ C
(1)
limz.P
L et
f:
be holomorphic and bounded. Then
f(z)
(2) the function
exists;
f:D(P, r ) + C
f(z) =
{ f(z)f(()
defined by
lim
c,.P
if
if
z =I p
z =P
is holomorphic.
Remark: Notice that, a priori, it is :r;_ot even clear that limz.P f(z) exists
or, even if it does, that the function
f has any
regularity at
beyond just
continuity.
Proof of Theorem 4.1.1. Define a function
( )=
gz
We claim that
{ (z P)2 f(z)
C1(D(P, r)).
if
if
g:D(P, r ) + C by
z ED(P, r ) \ {P}
z=P.
Assume this claim for the moment.
Since
ag = a
!=0
(z P)2 f(z) + (z P)28Oz
az
on D(P, r) \ {P}, continuity of the first partial derivatives implies
8g/0z = 0 onD(P, r) and hence that g is holomorphic onD(P, r).
Oz
that
4.1. Behavior near an Isolated Singularity
107
M such that l f(z)I ::::;; M for all
z E D(P, r) \ {P}. Hence lg(z)I ::::;; MlzPl 2 on D(P, r). It follows that the
power series expansion of g about P has the form
00
g(z) L:a1(zP)1 .
j=2
By hypothesis, there is a constant
r by
00
L a1(z  P)12.
j=2
This series has radius of convergence at least
H(z)
Then
phic extension
In conclusion, the
f of f to D(P, r).
It remains to show that
D(P, r) and equals g(z)/(z  P)2
function H gives the desired holomor
is a holomorphic function on
f(z) when z =/= P.
then
Theorem 3.3.1. Set
g is C1. This is apparent on D(P, r) \ {P} since
C00). Now notice that
is holomorphic ( hence
og
OX
( since f
(P)
lim
lR3h+O
g(P + h) g(P)
h
lim
h+O
h f(P + h)
is bounded ) . Likewise
og
(P)
oy
0.
Thus to check the continuity of the partial derivatives of
that
(z)
lim
z+P uX
we need to see
(z).
lim
z+P uy
We check the first; the second is similar.
By hypothesis, there is a constant
{P}. If zo E D(P, r /2) \ {P},
D(zo , lzoPl), yield that
Since
is holomorphic at
I (zo)I ::::;; lzo Pl
zo ,
Proposition 1.4.3 yields that
I (zo)I ::::;; I zo
Therefore
M such that If(z)I ::::;; M on D(P, r) \
then the Cauchy estimates, applied on the disc
og
(zo)
ox
I l
=
og
(zo)
oz
pI
l2(zoP)f(zo) + (zoP)2f' (zo)I
::::;; 2lzoPl M + lzoPl 2
M
lzo  Pl.
t
og
(P)
ox
108
as zo
4.
P.
Meromorphic Functions and Residues
This completes the proof of the theorem.
The behavior described by Theorem 4.1.1 is so startling that some
examples are in order.
Consider the function f(z) sin(l/lzl). Then f E C00(C\
{O}) and f is bounded, yet f cannot be extended even continuously to
D(O , 1). Thus, as usual, the C00 case contrasts with the holomorphic case.
EXAMPLE 4.1.2.
Set f(z) = e1/z. Then f is holomorphic on D(O, 1) \ {O}.
Let us consider its behavior near 0. We claim: For any o: E C \ {O} and
any f. > 0, there is a z with 0 < lzl < f. such that e1/z = o:. To see this,
choose first a complex number w such that ew = o:. Then ew+2nik = o: for all
k = 0, 1, 2, 3 .... Fork large, w+2nik I 0, and we may set Zk 1/(w+2nik).
Then
EXAMPLE 4.1.3.
Also limk_,+ Zk 0. So we can choose a Zk with lzkl < f.. The point of this
00
example is that e1/z behaves very wildly near 0. It oscillates enough to hit
each value except 0 infinitely often on even a small punctured disc around
0. In particular f is not bounded in any neighborhood of 0.
=
The wild behavior exhibited by e1/z is in fact typical of holomorphic
functions near an essential singularity. The following result makes this ex
plicit. For the statement of the result, recall that a set S i:;;;; C is defined to
be dense in C if the closure of S in C is actually all of C.
(CasoratiWeierstrass). If f: D(P, ro ) \ {P}
C is holo
morphic and Pis an essential singularity off, then J(D(P, r ) \ {P}) is dense
in C for any 0 < r < ro.
Theorem 4.1.4
Proof. In fact, the occurrence of r in the statement of the theorem, as
given, is redundant (for purposes of emphasis). It is enough to prove the
assertion for r ro.
=
Suppose that the statement of the theorem fails for
is a .X E C and an f. > 0 such that
lf(z)  XI
ro.
Then there
> f.
for all z E D(P, ro ) \ {P}. Consider the function g : D(P, ro ) \ { P}
C
defined by
1
g(z)
J(z)  .X
Then g is holomorphic on D(P,ro) \ {P} since f(z)  A is nonvanishing on
D(P,ro) \ {P}. Moreover,
1
lg(z)I < f.
4.2. Expansion around Singular Points
for all
D(P, ro) \ {P} by ( * ) .
109
By the Riemann removable singularities
g: D(P, r0) + C such that g(z)
D(P, ro) \ {P}. Notice that the only point in D(P, ro) at
vanish is at P itself. Thus we may solve the equation
theorem, there is a holomorphic function
g(z)
for all
which
g could
g(z)
z
away from the point
g(z)
l
=
f(z)
,\
and obtain
f(z)
,\+ g(z)"
Now there are two possibilities: Either
g(P)
0 or
g(P) =/= 0.
In the first
case,
lim
z+P
In other words,
lf(z)I
lim
z+P
has a pole at
I,\+ g(l ) I +oo.
=
P [case (ii)
for the three possibilities for a
(** ) is
f has a removable singularity
singularity ] . In the second case, we see that the righthand side of
holomorphic on all of
D(P, ro);
at
P.
P,
and that is a contradiction.
in other words,
In either case, we see that
does not have an essential singularity at
Now we have seen that, at a removable singularity
P,
a holomorphic
f on D(P, ro) \ {P} can be continued to be holomorphic on all of
D(P, ro). Also, near an essential singularity at P, a holomorphic function
g on D(P, ro) \ {P} has image which is dense in C. The third possibility,
that h has a pole at P , has yet to be described. This case will be examined
function
further in the next section.
Functions with poles and singularities at an isolated point
amenable to rather pleasant looking series expansions about
P are always
P ( these series
are called "Laurent series" ) . These will be considered in the next section as
well.
4.2. Expansion around Singular Points
To aid in our further understanding of poles and essential singularities, we
are going to develop a method of series expansion of holomorphic functions
on
D(P, r ) \ {P}.
Except for removable singularities, we cannot expect to
expand such a function in a power series convergent in a neighborhood of
P,
since such a power series would define a holomorphic function on a whole
neighborhood of
P,
including
itself.
A natural extension of the idea of
power series is to allow negative as well as positive powers of
(z
P).
This
extension turns out to be enough to handle poles and essential singularities
110
4. Meromorphic Functions and Residues
both. That it works well for poles is easy to see; essential singularities take
a bit more work. We turn now to the details.
Laurent series on D(P, r)
is a (formal) expression of the form
+oo
j=oo
aj(z  P)J.
Note that the individual terms are each defined for all
D(P, r) \ {P}.
To discuss Laurent series in terms of convergence, we must first make
a general agreement as to the meaning of the convergence of a "doubly
infinite" series
and
L.t::._00 aj.
We say that such a series
converges if L.t aj
L.t:t a_j converge in the usual sense. In this case, we set
You can check easily that
only if for each E >
I (L, =k Oj)a I <
0
E.
L.: aj converges to a complex number a if and
there is an N >
such that, if f N and k N, then
It is important to realize that f and k are independent
here. [In particular, the existence of the limit limk++oo L.
imply in general that
L.: aj converges.
See Exercises
t:k aj does not
10
and
11.]
W ith these convergence ideas in mind, we can now present the analogue
for Laurent series of Lemmas 3.2.3 and 3.2.5 for power series.
Lemma 4.2.1.
If'L.t::._00 aj(z  P)J
and if lz1 Pl< lz2Pl ,
lz  Pl< lz2 Pl.
Refer to Figure
4.1
at z1 =/= P and at z2 =/= P
converges for all z with lz1 Pl<
converges
then the series
for an illustration of the situation described in the
Lemma.
L.t::._00 aj(z2P)J converges, then the defini
tion of convergence of a doubly infinite sum implies that L.t aj(z2 P)J
converges. By Lemma 3.2.3, L.t aj(zP)J then converges when lzPI<
Proof of Lemma 4.2.1. If
L..j+oo
=l a_j(z1 P)J.
L..j+oo
=oo aj(z1 P)J converges, then so does
lz2PI. If
Since 0< lz1 Pl< lzPI, it follows that 11/(zP)I< ll/(z1 P)I. Hence
j
Lemma 3.2.3 again applies to show that L.j:t aj(zP) converges. Thus
L.: aj(z P)J converges when lz1  Pl< lz  Pl< lz2 Pl.
D
From Lemma 4.2.1, one sees easily that the set of convergence of a
Laurent series is either a set of the form
{z : 0 ::::; r1 < lz  Pl <
r 1 or lzl
together with perhaps some or all of the points satisfying lzl
r2},
=
r2,
111
4.2. Expansion around Singular Points
,,.
.,., 
I
I
I
I
I
\

..... ......_z2
'
.,.,  .....
'
I
I
',_
'
'
' .....
l
.,.,
\
I
I
I
\'
'
\
I
I
'
....... ____ _,,,,
Figure 4.1
{z
: 0
lz Pl < +oo}, together with perhaps
some or all of the points satisfying lzl
r1.
An open set of the form
{z : 0 r1 < lz Pl < r2 < +oo} or {z : 0 r1 < lz Pl} is called an
annulus centered at P. We shall let
or a set of the form
r1 <
D(P, +oo)
{z: lzPI
<
+oo}
and
D(P,O)
{P}
so that all annuli can be written in the form
D(P, r2 ) \ D(P, r1 ) ,
r1 < r2
+oo.
In precise terms, the "domain of convergence" of a Laurent series is given
by the following lemma:
Lemma 4.2.2. Let
j=oo
be a doubly infinite series that converges at (at least) one point. There are
unique nonnegative numbers r1 and r2 (r1 or r2 may be
+oo)
such that the
z with r1 < lz Pl < r2 and diverges
lz Pl < r1 or lz Pl > r2. Also, if r1 < r r < r2, then
'L,j::_00 laj(z P)JI converges uniformly on {z : r lz Pl rD and
consequently 'L,j::_00 aj(z  P)J converges uniformly and absolutely there.
series converges absolutely for all
for
with
The first statement follows immediately from Lemma 4.2.1.
The second
statement follows from the corresponding result for power series combined
with the argument used to prove Lemma 4.2.1.
112
4. Meromorphic Functions and Residues
EXAMPLE 4.2.3. The Laurent series
oo l
I: z2
j=10
#0
lzl
converges absolutely for all 0 <
<
1,
diverges for
izl
>
1,
and converges
absolutely at all points of the unit _circle.
The Laurent series
zl
L,,
J=(X)
j2
#0
 oo )
(same summands, but the lower limit is
{z: izl
l}.
The Laurent series
converges only on the circle
50
I: 21(z + i)j
j=00
lz +ii > 1/2.
also diverges on the circle { z : I z + iI
converges absolutely for
It diverges on the disc
=
1/2}.
D(i, 1/2) and
It follows from the definition of convergence of a Laurent series and from
Lemma
4.2.1
that the function defined by a Laurent series on its annulus
of convergence is the uniform limit, on compact subsets, of a sequence of
holomorphic functions.
Therefore the infinite sum is itself a holomorphic
function on that annulus (by Theorem
3.5.1).
Our project in the next section
is to prove the converse: that any holomorphic function on an annulus is
given by a Laurent series that converges on that annulus (it may in fact
converge on an even larger region). Right now we can prove that there is at
most one such expansion:
Proposition 4.2.4 (Uniqueness of the Laurent expansion). Let 0 :::;
r2 :::; oo.
D(P, r1)
j E 7!..,
If the Laurent series "Lt::_00 a1(z  P)l
to a function
f,
a1
In particular, the
then, for any
D(P, r2) \
r2, and each
converges on
satisfying
r1 <
<
f .
_l 1
(() d(.
27ri 11<Pl=r ((  P)1+1
a1 's are uniquely determined by f.
Proof. The series converges uniformly on the circle
follows that
r1 <
d(
11<Pl=r ((  P)1+1
(()
{z
I z  PI
ak((  P)k11]
[
11<;Pl=r k=oo
J
d(
r}.
It
4.3. Existence of Laurent Expansions
113
+oo
((  P)kjId(.
2: a J
k=oo k 11(Pl=r
Here we have commuted the sum and the integral using a result from Ap
pendix A.
( cf. Section 2.5)
0
f k   1 # 1 ( i.e.,
P)kjId(=
2m if k J  1 = 1 ( i.e.,
By explicit calculation
((
11(Pl=r
Hence
i1(Pl=r
k#
k=
j)
j).
+ d(= 2maj.
((  P) i
f(()
4.3. Existence of Laurent Expansions
We turn now to establishing that convergent Laurent expansions of functions
holomorphic on an annulus do in fact exist. We will require the following
result.
Theorem 4.3.1
( The
that 0 r1 < r2 +oo and that f: D(P,r2) \D(P,ri)
Then, for each s1,s2 such that r1 < s1 < s2 < r2 and
D(P,s1), it holds that
f(z) =
D(P,s2) \ D(P,s1).
9z(() =
Then
9z
4
f(() d( 1
1
27l'Z 1l(Pl=s2 (  Z
27ri 11(P l =si
Proof. Fix a point
D(P,r1),
Cauchy integral formula for an annulus . Suppose
C is holomorphic.
each
f(()
(
Define, for
D(P,s2) \
d(.
E
D(P,r2) \
f(()  f(z)
( Z
f'(z)
is a holomorphic function of
(, (
(= z.
D(P,r2) \ D(P,r1)
( by
Riemann removable singularities theorem .
Now we consider the integrals
i(Pl=s1 gz(() d(
and
1l(Pl=s2
By the considerations in Section
1l(Pl=s2
2.6,
9z(() d(.
these two_ integrals are equal. So
9z(() d(  J
11(Pl=si
9z ( ( ) d(
the
114
4.
Meromorphic Functions and Residues
Figure 4.2
f(()  f(z) d(
li<Pl=s2
 Z
f(() d(
li<Pl=s2 (  Z
=
Now
li<Pl=s2 (  Z
li<Pl=s1
f(z) d(
f(z) J
li<Pl=s2 (  Z
 Z
f(z) d(
f(() d(
li<Pl=s1
Hence
f(()  f(z) d(.
 Z
li<Pl=s1
li<Pl=s2
f(z) d(.
 Z
1
 d(
(Z
27rif(z)
by the Cauchy integral formula for the constant function 1 on D(P, r2 ) (or
by direct calculation).
Also
Ji<Pl=s1
f(z) d(
 Z
f(z) J
li<Pl=s1
1
__ d(
(Z
0.
This can be seen from the Cauchy integral theorem (Theorem 2.4.3 ) since
1/((  z) is holomorphic for ( E D(P, lz  Pl) and {( : I(  Pl s1}
D(P, lz  Pl). See Figure 4.2.
So
27rif(z)
as
desired.
li<Pl=s2
f(() d(  J
 Z
li<Pl=s1
f(() d(,
 Z
115
4.3. Existence of Laurent Expansions
Now we have our main result:
Theorem 4.3.2 (The existence of Laurent expansions). IfO r1
and
f D(P,r2) \ D(P,r1)
numbers aj such that
converges
<
r2
oo
 C is holomorphic, then there exist complex
+oo
L aj(z  P)j
j=oo
on D(P,r2) \ D(P,r1)
to
f.
converges absolutely and uniformly on
Ifr1
< s1 < s2 <
r2,
D(P, s 2) \ D(P, s1 ) .
then the series
Proof. If 0 r1 < s1 < lz  Pl < s2 < r2, then the two integrals on the
righthand side of the equation in Theorem 4.3.1 can each be expanded in a
series. For the first integral we have
1l(,Pl=s2
!(() d(
(Z
l
J(
.
p ( _d(
1(,P  p
1l(,Pl=s2
1lc.Pl=s2
(z  P)J
J(()
d(
(  p j=O ((  P)J
J(()(z  P)J d(
1lc.Pl=s2
((  P)]+l
where the geometric series expansion of
1
 (z  P)/((  P)
converges because lz  Pl/I(  Pl = lz  Pl/s2 < l. In fact, since the value
of l(z  P)/((  P)I is independent of(, for I(  Pl = s 2, it follows that the
geometric series converges uniformly.
Thus we may switch the order of summation and integration (see Ap
pendix A) to obtain
1lc.Pl=s2
For
s1 <
f(() d(
(Z
J(()
J
(
+id( ) (z  P)l.
j O 1lc.Pl=s2 ((  P)J
lz  Pl, similar arguments justify
11(,Pl=si
J(()
d(
(Z
the formula
_ 11(,Pl=si
J(() . l
__d(
1  = Z  p
 J
J(()
zP
11(,Pl=si
((  P)J
(z  P)J d(
11 6
4. Meromorphic Functions and Residues
j=O [llJ(Pl=s1
 I:
f(() ( (  PF d( (z  P)
=1
f(()
JL Ji  d(
1
(( P)J+l
J=oo I( Pls1 
[1
Thus
j=1
f(()
L Ji1 .=(( P)J+l
J oo I(. Pls1 
27rif(z)
[1
L [t
as
(z  P F .
d( (z  PF.
l
l
d( (z  PF'
(( P)J+l
oo
j i
J(()
j=O l(Pls2

desired. Notice that the results of Lemma 4.2.2 (see also the facts about
power series in Section 3.2) imply that the convergence of the series is uni
form as asserted in the theorem. This completes the proof.
At first, the series expansion derived at the end of the proof of Theorem
4.3.2 might not seem to fit the desired conclusion: for it seems to depend
on the choice of s1 and s2. However, Proposition 2.6.5 yields that in fact
the series expansion is independent of s1 and s2. In fact, for each fixed
j
0, 1, 2, ..., the value of
llj
1
_
27ri
1
11( Pl= r

!(()
J+ d(
(
(  P) l
is independent of r provided that r1 < r < r2.
Yet another way to look at the independence from s1, s2 of the coef
ficients of the Laurent series is by way of Proposition 4.2.4see Exercise
2 6.
D(P, r ) \ {P}
Now let us specialize what we have learned about Laurent series ex
pansions to the case of
D(P, r ) \ {P}
t
holomorphic, that is, to
holomorphic functions with an isolated singularity:
Proposition 4.3.3. If f:
unique Laurent series expansion
00
f(z)
t
is holomorphic, then
aj (z  P)
aj =
1
2 7rZ.
has a
D(P, r ) \ {P}. The convergence is uniform
D(P, r ) \ {P}. The coefficients are given by
j=oo
which converges absolutely for z E
on compact subsets of
8D(P,s) (( P)J+l
f(()
d(,
any 0 < s < r.
117
4.3. Existence of La urent Expansions
There are three mutually exclusive possibilities for the Laurent series
4.3.3:
of Proposition
(i) aj
(ii) for
(iii)
0 for all j < O;
some k
neither
>
0, aj
nor
(i)
0 for all oo < j < k;
applies.
(ii)
These three cases correspond exactly to the three types of isolated
singularities that we discussed in Section
is a removable singularity; case
case
(iii)
occurs if and only if
(ii)
4.1:
Case
(i)
occurs if and only if
occurs if and only if
is a pole; and
is an essential singularity. These assertions
are almost obvious, but not quite. Therefore we shall discuss them in detail,
each implication in turn.
Removable Singularity: The Laurent series is a power series
P which converges on D(P,r). This power series con
verges to a holomorphic function on D(P, r) which equals f on
D(P,r) \ {P}; hence lfl is bounded near P.
Removable Singularity ::::} (i): Assuming that Pis removable, we need
to see that aj
0 for j < 0, where f(z)
I: aj(Z  P)J is the Lau
rent expansion for f. If f is the holomorphic extension of f to P
(Theorem 4.1. l), then f has a power series expansion I:: bj(z  P)J
j
(i)
::::}
centered at
that converges on
D(P,r)
since
f is
the uniqueness for Laurent series (Proposition
j 0 and
(ii)
::::}
Pole:
aj
If k
D(P,r).
4.2.4), aj
bj
holomorphic on
0 for j < 0.
By
for
0 and
>
+oo
f(z)
L aj(z  P)l
j=k
with
a_k =/=
l/(z)I
2':
0, then
lz  Pl'
Now
lI 
+oo
''
lim
z>P
aj(z  P)J+k
j=k+l
+k is a power series with a positive
because L:: l k+I aj(z  P)J
radius of convergence (Exercise 22 asks you to verify this assertion).
Hence
lf(z)I
for all
k
lz  Pl (lakl  lakl/2)
close enough to P. It follows that limz_,p lf(z)I
+oo.
118
4. Meromorphic Functions and Residues
Pole:::::} (ii):
less than
Since limz_,p IJ(z)I
such that
g
Then limz_,p
+oo, there is a positive numbers
is never zero on
1/f: D(P,s) \ {P}
g(z)
Consider
C.
By the Riemann removable singularities
0.
D(P, s) \ {P}.
theorem, the function
H(z)
is holomorphic on
{ g(z)
on
at
D(P, s).
D(P, s) \ {P}
P
Hence, for some unique
positive
it
holds that
H(z)
(z  P)m Q(z)
D(P, s) such that Q(P) =/: 0.
D(P, s) is at P, it follows that Q
does not vanish on all of D(P, s). Therefore 1/Q(z) is a holomorphic
function on D(P, s) and has a convergent power series expansion
for some holomorphic function
on
In fact, since the only zero of Hon
+oo
::::>j (z  P)J.
j=O
For 0
<
Iz  Pl
f(z)
<
s,
1
H(z)
1
(z  P)m . _ _
Q(z)
(z  P)m
+oo
j=m
(I:
1=0
bj(z  P)j
bj+ (z  P)j.
m
By the uniqueness of the Laurent expansion, this last series coin
cides with the expansion of
on
{z
: 0 <
lz  Pl
< r
},
and
(ii)
holds.
(iii)
:?
Essential Singularity:
The equivalence of
(iii)
and
being
an essential singularity follows immediately since they are the only
remaining possibilities.
If a function
has a Laurent expansion
00
f(z)
j=k
aj(z  P)J
4.4. Examples of Laurent Expansions
for some
order k
119
a_k =I
that f has
0 and if
>
at P. Note
f has a pole of
k at P if and only if
0, then we say that
a pole of order
(z  P)k f(z)
is bounded near
but
(z  P)kl f(z)
is not.
4.4. Examples of Laurent Expansions
In this section we consider several examples which illustrate techniques for
calculating Laurent expansions. First, some terminology:
pole at
P,
expansion of
around
principal part of f
the
00
f(z)
for
near
When
has a
it is customary to call the negative power part of the Laurent
P,
then the
aj(zP)j
at P. That is, if
j=k
principal part of f at P is
1
L aj(zP)J.
j=k
Next, we give an algorithm for calculating the coefficients of the Laurent
expansion:
Proposition 4.4.1. Let f be holomorphic on D(P, r) \ {P} and suppose
that f has a pole of order k at P. Then the Laurent series coefficients aj of
f expanded about the point P, for j k,k+1,k+2, ..., are gi ven by
=
(a8 ) k+j ((zP)k f)
the formula
aj
Proof.
1
(k+j)!
This is just a direct calculation with the Laurent expansion off and
is left as an exercise (Exercise
EXAMPLE 4.4.2. Let
f(z)
Laurent series expansion for
(i)
I z=P
Let
g(z)
29)
z/(z 1) on D(l, 2) \ {1 }.
f about 1 in two ways:
(z1) f(z).
1 is
Then
1+ (z 1).
Therefore
f(z)
g(z)
z 1
We shall derive the
g is holomorphic and
expansion about
g(z)
for you.
(z 1)1+1.
its power series
120
4. Meromorphic Functions and Residues
Thus the principal part of
(ii)
at
(z  1)1.
is
Using Proposition 4.3.3, we have
aj
If j ;::::
1,
1
_
27ri
1
_
27ri
(j
aj
<
1,
(*)
then the Cauchy integral formula tells us that this last
line is
If j
f(().
d(
(
JaD(l,1) (  l)J+l
J
( . d
(.
(
!av(1,1) ( 1)3+2
j 1
(
8) +
+ 1)!. a
(()
(
if j
1, 0
otherwise.
then the integrand in
0. Thus
J (z)
(=l
.
+oo
""" aj (z  1)3
L.J
j=oo
(* )
is holomorphic on D ( 1, 2) so
1 (z  1 )1 + 1.
J (z) ez /[ (z  i)3 (z + 2)2 ] . Clearly f is holomorphic
except at z
i and z 2. Now limz+i l (z i)2 J (z)I +oo and (z i)3 J (z)
is bounded near i, so J has a pole of order 3 at i. Likewise, f has a pole of
order 2 at 2. So the principal part of f at i is of the form
1
L aj (z  i)j
j=3
EXAMPLE 4.4.3. Let
and the principal part at
2
is of the form
1
j=2
aj(z+2)J.
a_ =f. 0 since limz_.i(z  i)3 J (z) =f. 0. But we
3
a2 , a_1, and so forth except by computing
the second case, a2 =f. 0 but we know nothing
In the first case we know that
can draw no conclusions about
them explicitly. Likewise, in
about
a_1
without explicit computation.
To compute the principal part of
a_
f about i,
(8/oz)3+3 z  i)3 J (z))
=
(z + 2)2 z=
we use the formula
z=
121
4.4. Examples of Laurent Expansions
(2+ i)2"
(8 /8z)2+3 (  i)3f(z))
it
a_2
:z Cz : 2)2 l z=i
z
(z+2)2
l z=i
ez  ez . 2(z+2)
(z+2)4
I z=i
\
l z=i
2
1 0 ( ez )
2 8z2 (z+2)2 I =i
z
1 8 ( zez )
2 oz (z 2)3 I =i
z
(2+ i)3.
(8 /oz)1+3 z  i)3f(z))
a_1
(z+2)3 (zez + ez ) zez 3(z+2)2
(z+2)
ei
1
.
2 (2+ i)4
Thus the principal part of
z=i
f at i is
(z  i)1.
(z  i)2+
(z  i)3 +
(2+ i)3
(2+ i)2
2(2+ i)4
EXAMPLE 4.4.4. Let
xl <
1,
IYI
<
1}.
f(z)
ez / sin z.
Restrict attention to U
{x + iy
Since
sin z
2i
eixy
eix+y
2i
it is clear that sin z can vanish only if
ey
ieixy I
ieix+y I
eY
or
y
But when
0.
0, then sin z reduces to the familiar calculus function
sinx, which vanishes only when x is an integral multiple of 71". Thus, on U,
sin z vanishes only at
0. So
is holomorphic on U except possibly at
4.
122
Meromorphic Functions and Residues
(8/8z) sin z = cos z and cos(O) =f. 0, it follows that sin z has a
zero of order 1 at z = 0. Since e0
1 =f. 0, it follows that the functionf has
a pole of order 1 at 0. We compute the principal part:
0. Since
(i_)l+l ( (z . ez)
=
O)
.
filnZ
8z
1.
z ez
im 
z+O
sinZ
lim
z(l + z +
)
z  z3 /3! +
z+O
1.
So the principal part off at 0 is
1
1 z .
4.5. The Calculus of Residues
In the previous section we focused special attention on functions that were
D(P, r ) \ {P}.
: D(P, r ) \ {P} +
holomorphic on punctured discs, that is, on sets of the form
The terminology for this situation was to say that f
C had an isolated singularity at
P.
It turns out to be useful, especially
in evaluating various types of integrals, to consider functions which have
inore than one "singularity" in this same informal sense.
More precisely,
we want to consider the following general question: Suppose that f
{P1, P2, ..., Pn}+ C is
U\
U C with
P1, P2, ..., Pn removed. Suppose further that
1
'Y: [O, 1] + U \ {P1, P2, ..., Pn} is a piecewise C closed curve. Then how is
f related to the behavior off near the points P1, P2, ..., Pn?
a holomorphic function on an open set
finitely many distinct points
"'Y
The first step is naturally to restrict our attention to open sets
for which
"'Yf
is necessarily 0 if
P1, P2, ...Pn
are removable singularities
of f. W ithout this restriction we cannot expect our question to have any
reasonable answer. We thus introduce the following definition:
Definition 4.5.1. An open set
(abbreviated h.s.c.) if
f:
U+ C,
UC
is holomorphically simply connected
is connected and if, for each holomorphic function
there is a holomorphic function F:
The connectedness of
U+ C
such that F'
U is assumed just for convenience.
=f.
The important
part of the definition is the existence of holomorphic antiderivatives F for
each holomorphicf on U. The following statement is a consequence of our
. earlier work on complex line integrals:
Lemma 4.5.2. A
if and only if for
connected open set U is holomorphically simply connected
holomorphic functionf : U + C and each piecewise
each
4.5.
The Calculus of Residues
123
1
C closed curve r in U,
=0.
Note: Holomorphic simple connectivity turns out to be equivalent to another
idea, namely to the property that every closed curve in U is continuously
deformable to a point, in the sense discussed briefly in Section 2.6. This
latter notion is usually called just "simple connectivity." In Chapter 11, we
shall prove that this topological kind of simple connectivity is equivalent
to holomorphic simple connectivity. Then we can drop the word "holomor
phic" and just refer to simple connectivity unambiguously. But, since we
are deferring the proof of the equivalence, it is best to use the terminology
"holomorphic simple connectivity" for now to avoid circular reasoning. Fi
nally, we note that the phrase "holomorphic simple connectivity" is special
to this book and is used here primarily for expository convenience. In stan
dard mathematical terminology, the phrase "simple connectivity" is used
only to refer to the deformability of all closed curves to a point, and the
phrase "holomorphic simple connectivity" is not in general use at all.
We know from previous work that discs, squares, and C itself are all
holomorphically simply connected (see Exercise 45 for further examples).
On the other hand, D(O, 1) \ {O} is not: The holomorphic function 1/z has
no holomorphic antiderivative on that set.
We are now prepared to state the theorem on integrals of functions
that answers the question posed at the beginning of this section:
Theorem 4.5.3
(The residue theorem). Suppose that U C is an h.s.c.
open set in C, and that P1, ..., Pn are distinct points of U. Suppose that
f : U \ {P1, ..., Pn} + C is a holomorphic function and r is a closed,
1
piecewise C curve in U \ {P1, ..., Pn} Set
Rj
the coefficient of (z  Pj)1
in the Laurent expansion off about Pj .
Then
(4.5.3.1)
Before giving the proof of the theorem, we shall discuss it and its context.
The result just stated is used so often that some special terminology is
commonly used to simplify its statement. First, the number Rj is usually
called the residue off at Pj , written Res1(Pj). Note that this terminology
of considering the number Rj attached to the point Pj makes sense because
Res1(Pj) is completely determined by knowing fin a small neighborhood of
124
4.
Meromorphic Functions and Residues
Pj. In particular, the value of the residue does not depend on what type the
other points Pk, k i j, might be, or on how f behaves near those points.
The second piece of terminology associated to Theorem 4.5.3 deals with
the integrals that appear on the righthand side of (4.5.3.1).
Definition 4.5.4. If 'Y : [a, b] t C is a piecewise C1 closed curve and if
P rf. ;y 'Y([a, b]), then the index of 'Y with respect to P, written Ind7(P), is
defined to be the number
1
1
 d(.
_
27ri 'Y (  p
=
The index is also sometimes called the "winding number of the curve 'Y
about the point P." This is appropriate because, as we shall see in Chapter
11, Ind7(P) coincides with a natural intuitive idea of how many times 'Y
winds around P, counting orientation. For the moment, we content ourselves
with proving that Ind7(P) is always an integer.
Lemma 4.5.5. If 'Y:
[a, b] t C \ {P} is a piecewise C1 closed curve, and if
P is a point not on (the image of) that curve, then
1
_
27ri
'Y
1
1
d( = _
(P
27ri
lb 'Y('Yt)'(t)
P
dt
(*)
is an integer.
Proof. Consider the function
g(t)
g: [a, b]
('Y(t)  P) exp
t
C defined by (with exp A= eA)
(1t 'Y'(s)/['Y(s)  ] s)
Pd
The function g is continuous; indeed it is piecewise C1 on [a, b], with a
continuous derivative at each point at which 'Y has a continuous derivative.
We want to prove that g is constant. To do so, it suffices to show that
g' (t) 0 for every t at which "(1(t) exists and is continuous. We compute g'
using Leibniz's Rule:
=
g'(t)
'Y'(t) exp
( 1t 'Y(s)'Y'(s) s)
_
+('Y(t)  P)
'Y'(t)
exp
'Y(t) P
_
(  1t 'Y(s)'Y'(s) s)
_
This last expression simplifies to
exp
(1t "f1(s)/('Y(s)
 P) ds
Thus g is constant. Now we evaluate at t
'Y(a) "f( b). We have
=
('Y(a)  P) e0
g(a)
g( b)
b'(t)  'Y'(t)]
a and t
0.
b, using the fact that
125
4.5. The Calculus of Residues
(r(b)  P) exp
(r(a)  P) exp
It follows that
exp
(1b 1'(s)/(r(s) 
 J: ..J:)(Pds
and hence
in equation
(1b /(s)/(r(s)
(1b 1'(s)/(r(s) 
 P)
P)
ds
must be an integer multiple of
)
ds) .
ds
P)
1
27ri.
So the quantity
is an integer.
The fact that the index is an integervalued function suggests (as we
shall discuss further in Chapter
11)
that the index counts the topological
winding of the curve I' Note in particular that a curve which traces a circle
about the origin
k times
in a counterclockwise direction has index
respect to the origin; a curve which traces a circle about the origin
in a clockwise direction has index
k with
k with
k times
respect to the origin.
Using the notation of residue and index, the residue theorem's formula
becomes
if= 27ri t
j=l
1'
Res1(Pj) Ind,,(Pj)
People sometimes state this formula informally as "the integral of
/' equals
27ri
around
times the sum of the residues counted according to the index of
/' about the singularities." Since the index of/' around a given singularity
is an integer, the "counted according to" statement makes good sense.
Now we turn to the (long delayed) proof of the residue theorem:
Proof of the residue theorem (Theorem 4.5.3).
teger
1, 2, . .. , n,
expand
For each positive in
in a Laurent series about Pj. Let
s j(
be the
principal partthat is, the negative power partof the Laurent series at
Pj. Note that the series defining
s j is a convergent power series in (
Pj ) 1
and defines a holomorphic function on C \ {Pj}. Thus we can write
f L
f L
with both
function
each
(! (s1 ++Sn) ) + (s1 + + sn),
L
Sj and
Sj defined on all of U\ {Pi, ... , Pn} Moreover, the
Sj has removable singularities at each of the points Pj because
sk, k=/= j, is holomorphic at Pj and
f
Sj has Laurent expansion with
no negative powers at Pj. Since the set U is h.s.c., we may thus conclude
that
1 26
4. Meromorphic Functions and Residues
i iL
or
f=
It remains to evaluate
s1.
I: Sj = I: Sj. Fix j, and write s1(z)
2::1 al_ (z  P1)k. (Note that al_1 = Rj, by definition of R1.) Because
k
y([a, b]) is a compact set and P1 fl. y([a, b]), the series s1 converges uniformly
on y; therefore
"I
Sj(()d(
"I
"I
f aJ_k 1 ((  P1)k d(= i al_1((  Pj)1d(.
"I
"I
k= l
The last equality is true because, for k 2 , the function ((  P1)k has an
antiderivative on C \ { P1} and Proposition 2.1.6 then tells us that (( P1)k
integrates to zero.
Thus
s1(() d(
27ri Res1(P1) lnd'Y(P1).
The proof is complete.
In order to use the residue theorem effectively, we need a method for
calculating residues. (We could also do with a quick and easy way to find
the index, or winding number; see Chapter 11.)
Proposition 4.5.6. L et f be a function with a pole of order k at P. Then
Res1(P)=
Proof. This is the case
) ((
:
l
!
(
)
(k
z
kI
j=
 P)k f(z)
z=P
1 of Proposition 4.4.1.
EXAMPLE 4.5. 7. Let 'Y be as in Figure 4.3 (as usual, 'Y
function and ;y its image) and let
z
f(z)= (z + 3i )3 (z + 2
)2
[O, 1]
+
C is a
Clearly f has a pole of order 3 at 3i and a pole of order 2 at 2 . Now
1 a2
z
Res f (  3 i ) =
2! 8z2 (z + 2)2 z=3i
)I
(
.1
2_
(
1
( 2z )I
(z + 2)2
2! 8z
z . 2( z + 2)
(z + 2)4
2! 8z
(z + 2)3
2_ (z + 2)3
2!
z=3i
z=3i
(1) ( 2 z) 3(z + 2)2
(z + 2) 6
z=3i
4.5. The Calculus of Residues
127
Figure 4 3
.
1 2z
2!
(z + 2)4
6i  8
z= i
3
2! (3i + 2)4.
;, ! Cz :
Resi(2)
3i)3) lz=2
(z + 3i)3
1
2
3(z + 3i)
(z + 3i)6
2z + 3i
(z + 3i)4
4 + 3i
=
z=2
z=2
(3i  2)4 .
Thus
1 f(z) dz=
h
3i  4
(3i + 2)4
.
Indy(3i) +
Since Indy(3i) = 3 and Indy(2)
1
27ri
2
f(z) dz=
4 + 3i
(3i
2)4
we obtain
15i  20
(3i  2)4 .
Indy(2).
128
4. Meromorphic Functions and Residues
4.6. Applications of the Calculus of Residues to the
Calculation of Definite Integrals and Sums
One of the most classical and fascinating applications of the calculus of
residues is the calculation of definite (usually improper) real integrals. It
is an oversimplification to call these calculations, taken together, a "tech
nique": It is more like a
collection of techniques. We can present only several
instances of the method and ask you to do lots of problems to sharpen your
skills.
The main interest of the method which we are about to present is that
it allows us to calculate many improper integrals which are not tractable
by ordinary techniques of calculus. However, we shall begin (for simplicity)
with an example which
could
in principle be done with calculus by using
partial fractions.
EXAMPLE 4.6.1. To evaluate
00
oo
we "complexify" the integrand to
1
dx,
1+x4
f ( z)
'YR
1/(1+z4)
and consider the integral
1
dx.
1+Z 4

Hx
See Figure 4.4. Note that since lim __,00 J0a
4 dx and limb__,00 Jb l x4 dx
a
exist separately, the improper integral exists and there is no harm in evaluating the integral
as
l x4 dx, with R
t
oo.
Now part of the game here is to choose the right piecewise
"contour"
'YR.
curve or
The appropriateness of our choice is justified (after the fact)
by the calculation which we are about to do. Assume that R
'Yh(t)
'Yk(t)
t+iO
R eit
if
if
Call these two curves, taken together,
Now we set U
1/../2 i/../2, P4
on U \ {P1, ... , P4}

1.
Define
 R S:tS: R ,
0 5:
'Y
>
or
t 5:
1r.
'YR
C, P1
1/../2 +i/../2, P2
1/../2 + i/../2, P3
1/../2  i/J2; thus J(z) 1/(1 +z4) is holomorphic
=
and the residue theorem applies.
On the one hand,
21 9
4.6. Applications of the Calculus of Residues
Curve
R
4.4
Figure
where we sum only over the poles off which lie
shows that
and
'YR
inside
'Y An easy calculation
1 .
= 4(/1 J2+1 i/J2)3  4(1  J21 + i J2)
.1
1 : z4 dz=2i ( ) ([ + i ) +(  + i )]
es
1(P2)
Of course the index at each point is
Therefore
(*)
On the other hand,
1 z.
1 z+ i d
1 z=i d
ir d
4
4
z
z
z4
1
+
+
1
+
1
rh
rh
Trivially,
1 dz=JR _ 1 dt J00 1dt
1+z4
1+ t4
R 1+ t4
hk
+oo.
J
l_
t
oo
as R+
That is good because this last is the integral that we wish to
evaluate. Better still,
hh
dz
1+ z
I I
rh 1+ z
{length bk)} sup
/ 1.
130
4. Meromorphic Functions and Residues
( Here
we use the inequality
ll +z 4 1
lzl4  1.)
1
h l +z 4
J __ dz + 0
Finally,
(* ) , (** ) ,
and
(*** )
as
Thus
R+
oo.
taken together yield
1
dz
"I 1 + z4
1
1
lim J  dz + lim J  dz
R.oo h 1 + z4
R.oo hh 1 + z 4
00
1
 dt+O.
oo 1 + t 4
. i
hm
R.oo
This solves the problem: The value of the integral is rr /
v'2.
In other problems, it will not be so easy to pick the contour so that
the superfluous parts ( in the above example, this would be the integral over
1h)
tend to zero, nor is it always so easy to prove that they
do tend
to zero.
Sometimes, it is not even obvious how to complexify the integrand.
EXAMPLE 4.6.2. We evaluate
J00 s 1 dx
x
by using the contour /'R as in
Figure 4.4. The obvious choice for the complexification of the integrand is
eixeY + eixey
eiz + eiz
=
1 +z2
1 +z2
leYI ::::; 1 on f'R but leixeyl = leYI becomes
f(z) =
Now
leixeYI
on /'R when
quite large
is large and positive. There is no evident way to alter the
contour so that good estimates result. Instead, we alter the function! Let
g(z) = eiz / ( 1 +z2).
Now, on the one hand
( for R
J g(z) =
hR
>
2rri
2rri
On the other hand, with
1),
Res9(i) Ind"IR(i)
( J =
2
1h(t) = t, R::::; t::::; R,
and
1h(t) = Reit, 0::::; t::::;
rr, we have
J g(z) dz= J g(z) dz+ J g(z) dz.
hR
Of course
i'Yk
hh
l eix
dx
1 +x 2
oo
g(z) dz+
oo
as
R+
oo.
131
4. 6. Applications of the Calculus of Residues
R
Figure 4.5
Also,
j g(z) dz
frk
Thus
100
.:::; length (/'
cosx
_00 1 + x
2dx

k)
lgl .:::; 7rR
sup
7k
1
+
R2  1
= 1_00= 1 eixx2dx =
Re

Re
R+
as
oo.
( 7r ) = 7r
e
.
Next is an example with a more subtle contour.
EXAMPLE 4.6.3. Let us evaluate
that
( sin x) / x
f00 sinxxdx.
oo
Before we begin, we remark
is bounded near zero; also, the integral converges at
an improper Riemann integral
by integration by parts.
oo
( as
So the problem
makes sense. Using the lesson learned from the last example, we consider
g(z) eiz /z. However the pole of eiz /z is at z
lies on the contour in Figure 4.4. Thus that contour may not
instead use the contour
R in Figure 4.5. Define
the function
k(t)
'h(t)
(t)
k(t)
Clearly
t
eit / R
t
Reit
if
if
if
if
R.:::; t.:::; 1/R,
7r .:::; t .:::; 27r'
1/R.:::; t.:::; R,
0 .:::; t .:::; 7r.
0 and that
be used. We
132
4. Meromorphic Functions and Residues
On the one hand, for
R > 0,
t g(z) dz=
On the other hand,
2niR es9 ( 0 ) Ind(O) = 2ni 11 = 2ni.
1=
g(z) dz) Im
Im J g(z) dz+Im J
Jh
fk
+= sinx
1
dx =
x
oo x
eix
Furthermore,
<
fk
ftt,y<v'R
as
R) oo.
00
J g(z) dz
(*)
g(z) dz
=A+B.
Now
<
length('kn {z:
<
4VR
Also
B
( )
<
length(k n {z:
<
nR
So
as
) 0
v'R
T
( )
VR}) sup{[g(z)[: z E 'k,Imz < VR}
y <
y >
)
1 g(z) dz
Ji
Finally,
R) oo.
VR}) sup{[g(z)[: z E 'k, y
as
>
VR}
R) oo.
) 0
R) oo.
as
J g(z) dz
]7t
As R)
oo,
this tends to
=i
In summary, ( * )
(
127r ldt
= ni
****
as
R) oo.
) y ield
2n =Im
f, g(z) dz=Im L tiR g(z) dz
j=l
( **** )
4.6. Applications of the Calculus of Residues
1/R
R
IIR
Figure
+Im
oo
Thus
oo
7r
eix
as
R+ oo.
sinx
d
oo
4.6
dx+7r
x
=
133

oo
x.
Exercise: Suppose that we had decided to do the last example with the
with 'ji,(t) eit / R, 7r ::::; t ::::; 27r.
4.6. Yet the technique still works to
contour ob tained from by replacing
Then has no poles inside! See Figure
evaluate the integral: Prove this assertion.
In the next example (somewhat similarly to the last one), we cannot
make the spurious part of our integral disappear; so we incorporate it into
the solution.
EXAMPLE 4.6.4. Consider the integral
100 2dx.
xl/3
l+x
We complexify the integrand by setting
on the simply connected set U
f(z)
\ { iy
: y ::::;
z1/3 /(1 + z
0},
).
Notice that,
when
4.6,
reiO,
7r /2
< () <
37r /2.
z1/3 is
r113ei0/3
the expression
unambiguously defined as a holomorphic function by setting z113
We use the contour displayed in Figure
just as in the exercise following Example
4.6.3.
We must do this since
z1/3 is not a welldefined holomorphic function in any neighborhood of
Let us use the notation of Example
4.6.3.
Clearly
f,
f(z) dz+
100
0
tl/3
2dt.
1 +t

0.
134
4. Meromorphic Functions and Residues
Of course that is good, but what will become of the integral over k? We
have
tl/3
1R1/R 1dt
+t 2
(t)I/3
J1/RR dt
l+t2
eirr/3tl/3dt
J1/RR l+t2
z113 !).
t /3
1 f(z)dz+l f(z)dzt (1+ (+ y'3i)) r = l 2dt
}0 1+t
J
Jk
( by
Thus
our definition of
On the other hand,
J( ) dz
z
::;
7r
as
So
as
The calculus of residues tells us that, for
2 7r Res1
>
Ind
. J
x(+i)
Finall y,
Rtoo.
Rtoo
R RR2 I/31t
2rr . eit
i
(eit e/ R)it I/3 J J(z)dz
1
rr 1+0 2 / R2 R dt
J
R too.
R4/3 1rr 1+eei42t/it3/ R2dtt
Rtoo.
L f(z)dz 0 + i) f /::2dt
R 1,
J f(z)dz= i
(i) R (i)
fR
hi ( e';:')
J
]
and
as
()
*
and
**
taken together y ield
1= dt=tl/3
2
0 1+ t
7r
y'3"
as
135
4.6. Applications of the Calculus of Residues
In the next example we exploit a contour of a different kind and use
some other new tricks as well.
While the integral
EXAMPLE 4.6.5.
(00
dx
x2 + 6x + 8
Jo
can be calculated using methods of calculus, it is enlightening to perform
the integration by complex variable methods. Notice that if we endeavor to
use the integrand f(z)= 1/(z2 + 6z + 8) together with the idea of the last
example, then there is no "auxiliary radius" which helps. More precisely,
(rei11)2 + 6rei11 + 8 is a constant multiple of r2 + 6r + 8 only if () is an
integer multiple of 2rr. The following nonobvious device is often of great
utility in problems of this kind. Define log z on U = C \ { x : x O} by
{log(reill)=(log r)+iO when 0 < () < 2rr,r > 0}. Here log r is understood to
be the standard real logarithm. Then, on U, log is a welldefined holomorphic
function (why?).
We use the contour 'f/R displayed in Figure 4. 7 and integrate the func
tion g(z)=log z/(z2 + 6z + 8). Let
'flk(t) = t + i/J2R,
'fl(t) = Reit,
1/J2R::; t::; R,
Oo::; t::; 2rr  Oo,
where Oo=Oo(R)= sin1(1/(RJ2R)),
'flh(t)
R  t  i/J2R, O::; t::; R  1/J2R,
'fl(t) = eit/..fR, rr/4::; t::; 7rr/4.
Now
J g(z)dz=2rri(Res9(2) 1 + Res9(4)1)
'1i R
( log(2) + log
(4) )
__ _ _
2
2
. ( log 2 + rri log 4 + rri )
=2m
+ 
=2rri
=rri log 2 .
Also, it is straightforward to check that
J g(z)dz +O,
'1i h
J g(z)dz +O,
'1i Jt
2
(* )
136
4. Meromorphic Functions and R esidues
Ri
Curve TIR
{R
Tlk
R
ill
i
{R
Ri
Figure 4.7
as
Thus
t
oo.
The device that makes this technique work is that, as
log(x + i/v'2R)  log(x
 i/v'2R)t 27ri.
dt
1 g(z)dz+ 1 g(z)dzt27ri f 00
2
l
t
+
6t + s
o
h,k
h,'h
t
oo,
(***)
Now (*),(**),(***) taken together yield
1
(00
dt
g .
=
lo t2 +6t+8 210 2
The next, and last, example we only outline. Think of it as an exercise
with a lot of hints.
EXAMPLE 4.6.6.
We sum the series
00
L j27r2 _
j=l
x2
1, 2, ... let
using contour integration. Define cot( = cos(/ sin(. For n
r be the contour ( shown in Figure 4.8) consisting of the counterclockwise
oriented square with corners { (1 i) ( n+ ) 7r }. For z fixed and n > Jzl
we calculate using residues that
=
_1 J cot(
d
27ri Jrn ((( z) ( =
t j7r(j7r z)+ t j7r(j7r+ z)
j=l
1
cot z
+2
z
z
j=l
4. 7. Singularities at Infinity
137
n1ti
'
n1t
n7t
,,
'
'

n1ti
rn
Figure 4.8
W hen n
lzl ,
it is easy to estimate the lefthand side in modulus by
Thus we see that
+
. j7r(j7r  z ) 6 j7r(j7r + z )
J=l
J=l
We conclude that
6
j=l
j27r2
cotz
cotz
z2
z + z2
z  + z2
or
00
z
27r2 z2
j=l J
2cot z +
2
z
This is the desired result.
4. 7. Meromorphic Functions and Singularities at Infinity
We have considered carefully functions which are holomorphic on sets of
the form
D(P,r) \ {P}
is an open set in C and
or, more generally, of the form
U.
U \ {P},
where
Sometimes it is important to consider the
possibility that a function could be "singular" at more than just one point.
The appropriate precise definition requires a little preliminary consideration
of what kinds of sets might be appropriate as "sets of singularities". Recall
from Section 3.6:
4.
138
Definition
4. 7.1. A set Sin
is a positive number
Meromorphic Functions and Residues
<C is discrete if and only if for each z
z) such that
Sthere
(depending on S and on
Sn
D(z, r )
{z}.
We also say in this circumstance that S consists of isolated points.
Now fix an open set U; we next define the central concept of meromor
phic function on U.
Definition
function f :
(a)
(b)
(c)
4. 7.2. A
U \ S +
meromorphic function f
<C such that
on U
with singular set Sis
the set S is closed in U and is discrete,
the function
open in
<C),
for each
{z},
is holomorphic on U\S (note that U\Sis necessarily
r > 0 such that D(z, r) U and Sn D(z, r)
flv(z,r)\{z} has a (finite order) pole at z.
Sand
the function
For convenience, one often suppresses explicit consideration of the set
Sand just says that
is a meromorphic function on U. Sometimes we say,
informally, that a meromorphic function on U is a function on U which is
holomorphic "except for poles." Implicit in this description is the idea that
P is a pole of f
D(P, r) around P such that f is holomorphic
pole at P. Back on the level of precise language,
a pole is an "isolated singularity." In other words, a point
if and only if there is a disc
on
D(P, r) \ {P}
and has a
we see that our definition of a meromorphic function on U implies that, for
P E U, either there is a disc D(P, r) U such that f is holomorphic
on D(P, r) or there is a disc D(P, r) U such that f is holomorphic on
D(P, r) \ {P} and has a pole at P.
each
Meromorphic functions are very natural objects to consider, primarily
because they result from considering the (algebraic) reciprocals of holomor
phic functions. We shall prove this carefully now, partly just to illustrate
how the definitions work:
Lemma 4. 7.3. If U is a connected open set in <C and if f
holomorphic function with f . 0, then the function
F:
U\
{z: f (z)
+
<C is
O}+ <C
defined by F(z)
1/ f(z), z E U \ {z E U : f (z)
O}, is a meromorphic
function on U with singular set (or pole set) equal to {z E U : f (z) 0}.
=
Remark:
In actual practice, we say for short that "1/ f is meromorphic."
This is all right as long as the precise meaning, as stated in the conclusion
of the lemma, is understood.
4. 7. Singularities at Infinity
139
Proof of Lemma 4.7.3. The set Z::::::: {z E U : f(z)
O} is closed in U
by the continuity off. It is discrete by Theorem 3.6. 1. The function F is
obviously holomorphic on U \ Z (cf. Exercise 67). If P E Z and r > 0 is
such that D(P, r) U and D(P, r) n Z {P}, then F is holomorphic on
D(P, r) \ {P}. Also,
=
lim IF(z)I
z+P
since limz_,p lf(z)I
0.
l
z+P lf( Z)I
lim
+oo
=
Thus FID(P,r)\{P} has a pole at P.
It is possible to define arithmetic operations on the whole set ofmero
morphic functions on U so that this set becomes a field in the sense of
abstract algebra. This fact is fundamental in certain directions ofdevelop
ment ofthe subject ofcomplex analysis, but as it happens we shall not need
it in this book. The interested reader can pursue the topic in Exercises 63
and 64.
It is quite possible for a meromorphic function on an open set U to have
infinitely many poles in U. It is easy to see that if U is an open set, then
there are infinite sets S U such that S is closed in U and S is discrete
(see Exercises 66 and 68). Such a set could in principle be the pole set
of a meromorphic function on U; namely S satisfies condition (a) of the
definition ofmeromorphic function. We shall see later that every such set S
actually is the pole set ofsome meromorphic function (Section 8.3). Exercise
66 exhibits a specific example of a meromorphic function on D(O , 1) with
infinitely many poles. The function 1/ sin z is an obvious example on C.
Our discussion so far of singularities of holomorphic functions can
be generalized to include the limit behavior of holomorphic functions as
lzl + +oo. This is a powerful method with many important consequences.
Suppose, for example, that f : C + C is an entire function. We can asso
ciate to f a new function G: C \ {O} + C by setting G(z) f(l/z). The
behavior ofthe function G near 0 reflects in an obvious sense the behavior
off as lzl + +oo. For instance,
=
lim lf(z) I
lzJ++oo
+oo
ifand only ifG has a pole at 0. This idea is useful enough to justify a formal
definition (for a more general kind off):
Definition 4.7.4. Suppose that f : U + C is a holomorphic function on
an open set U C and that, for some R > 0, U :2 {z : lzl > R}. Define
G : {z: 0 < lzl < 1/R}+ C by G(z) f(l/z). Then we say that
=
(i) f has a removable singularity at oo ifG has a removable singularity
at O;
4.
140
(ii) f
(iii) f
has a
pole at oo
has an
at
if
Meromorphic Functions and Residues
O;
has a pole at
essential singularity
at
oo
if
G has
an essential singularity
0.
G around 0, G(z)
for f which converges
The Laurent expansion of
mediately a series expansion
G(l/z)
Lanzn
lzl
>
yields im
R, namely
Lanzn.
oo
oo
The series
for
+oo
+oo
f(z)
E: anzn,
E: a_nzn is called the Laurent expansion of J around oo.
It follows from our definitions and from the discussion following Proposition
4.3.3
that
has a removable singularity at
series has no
pole at
of
positive
powers of
oo
if and only if the Laurent
with nonzero coefficients. Also
has a
oo if and only if the series has only a finite number of positive powers
f has an essential singularity at oo if
with nonzero coefficients. Finally,
and only if the series has infinitely many positive powers.
We can apply these considerations to prove the following theorem:
Theorem 4.7.5.
Suppose that f : C + C is an entire function. Then
lf(z)I
+oo (i.e., J has a pole at oo) if and only if J is a non
constant polynomial.
limlzl++oo
The function f has
constant.
Proof. Since
removable singularity at oo if and only if f is
is entire, the power series of
f(z),
00
f(z)
converges for all
Lanzn ,
n=O
C. Hence
00
G(z)
for all
\ {O}.
J(l/z)
Lanzn
n=O
( Proposition
4.2.4) gives that this is the only possible Laurent expansion of G around 0.
Hence the Laurent expansion of f around oo is ( not surprisingly ) the original
E
The uniqueness for Laurent expansions
power series
n=O
As noted,
has a pole at
oo
if and only if this expansion contains only a
finite number of positive powers. Hence
is a polynomial. The function
4. 7. Singularities at Infinity
141
has a removable singularity at oo if and only if this expansion contains no
positive powers; in this case,
f(z)
ao.
The converses of these statements are straightforward from the definitions.
This theorem shows that nontrivial holomorphic functions, which we
defined initially as a generalization of polynomials in z, actually tend to differ
from polynomials in some important ways. In particular, the behavior of a
nonconstant entire function at infinity, if the function is not a polynomial,
is much more complicated than the behavior of polynomials at infinity: A
nonpolynomial entire function must have an essential singularity at oo.
It is natural to extend the idea of meromorphic functions to include
the possibility of a pole at oo. Of course, we want to require that the pole
at oo be an isolated singularity.
f is a meromorphic function defined on
<C such that, for some R > 0, we have U 2 {z : lzl >
R}. We say that f is meromorphic at oo if the function G ( z ) = f( 1/z) is
meromorphic in the usual sense on {z : lzl < 1/ R}.
Definition 4. 7.6. Suppose that
an open set U <;::;;
R'
The definition as given is equivalent to requiring that, for some
has no poles in
{z
<C: lzl
>
R'}
and that
f has
The following theorem elucidates the situation for the case U
Theorem 4. 7.7. A meromorpl1ic function
on
<C
>
R,
a pole at oo.
=
<C.
which is also meromor
phic at oo must be a rational function (i.e., a quotient of polynomials in
Conversely, every rational function is meromorphic 011
<C
z) .
and at oo.
Remark: It is conventional to rephrase the ( first sentence of the ) theorem
by saying that the only functions that are meromorphic in the "extended
plane" are rational functions.
f has a pole at oo, then it has ( by definition
of pole at oo ) no poles in the set {z E <C : I z I > R} for some R > 0. Thus
all poles ( in <C) of f lie in {z : lzl ::::; R}. The poles of f ( in <C) form, by
Proof of Theorem 4.7.7. If
definition of a meromorphic function, a discrete set that is closed in <C.
Now a closed
( in <C),
discrete set
subset of the plane must be finite.
( If
that is contained in a compact
it were infinite, then
an accumulation point, which would belong to
would contradict the discreteness of
finitely many poles of
S.)
since
would have
is closed; and that
We conclude that there are only
in the finite part of the plane.
142
4. Meromorphic Functions and Residues
Ifinstead f is finitevalued at oosay that f(oo)
=a ECthen there
{z : lzl > R} on which f is finite
valued, and indeed satisfies lf(z)  al < 1, say. In this case, too, the poles
off lie in {z: izl ::::; R}; hence there are only finitely many of them.
is a "neighborhood of oo" of the form
In either of the two cases just discussedpole at oo or notwe let
P1 , ... , Pk denote the poles in the finite part of the plane. Thus there are
positive integers n1, . . . , nk such that
F(z)
(z  Pi)n1
(z  Pktk f(z)
has only removable singularities in C. Observe that f is rational ifand only
if F is. So it is enough for us to consider the entire function F, with the
removable singularities in the finite part of the plane filled in.
We consider three possibilities:
(i) F has a removable singularity at oo. Then F is constant (by The
orem 4.7.5), and we are done.
(ii) F has a pole at oo. Then F is a polynomial by Theorem 4.7.5, and
we are done.
(iii) F has an essential singularity at oo. This is impossible, for the
Laurent expansion of f about oo has only finitely many positive
powers, hence so does the expansion for F about oo.
The discussion in this section suggests that the behavior at infinity ofa
holomorphic function is describable in the same terms as behavior near any
other isolated singularity. Pursuing this notion a little further, one might
expect that the socalled extended plane, namely the set (['.U { oo}, could be
considered as homogeneous, in some sense; that is, the point oo would have
the same status as the points of C.
Specifically, replacing
z by 1/z (the
process by which we have treated singularities at infinity ) could be thought
ofas acting on all of(['.U { oo}, with 0 corresponding to oo and oo to 0, while
finite
z E C, z #
0, correspond to
1/z. This mapping can be easily seen to
be meromorphic on all of (['.U {oo} in an obvious sense.
One can push this viewpoint a little further as follows. First, we define
a subset U of (['.U {oo} to be open if
(1) u n (['. is open in (['.
and
(2) if oo EU , then, for some R
>
0, the set
{z E (['.: izl
>
R, z EC} is
contained in U.
With this idea ofopen sets in (['.U { oo}, the mapping of(['.U { oo} to (['.U { oo}
given by
1+
1/z is continuous (i.e., the inverse of an open set is open).
1+ 1/z is its own inverse, it follows that this mapping
Because the mapping z
4. 7.
Singularities at Infinity
143
is a homeomorphismthe image of a set is open if and only if the set itself
is open.
W ith the topology in C U
{ oo}
that we have just described, and with
the associated idea of continuity, we can reformulate our entire concept of a
f : D ( P, r) \ { P } + C with
f : D(P, r) + CU { oo}
with J(P)
oo . Then the fact that f has a pole at P corresponds exactly to
the continuity of the extended f at the point P. Notice that in this case 1/ f
meromorphic function: A holomorphic function
a pole at
( E C) can be thought of as a function
is Cvalued and holomorphic on some neighborhood of P. This motivates one
to think of meromorphic functions as holomorphic functions with values in
F:
CU { oo}
CU { oo}. One simply defines a continuous function
open subset U of CU
to be holomorphic if
( 1) F
F1 (IC)
{ oo}
that has values in
+
CU { oo} on an
is holomorphic
and
(2) p1({00})
is a discrete set in U and
open neighborhood of
1/F
is holomorphic on some
p1 ({ oo} ).
From this viewpoint, the idea of a meromorphic function as we have consid
ered it previously, seems much more natural: A pole is just a point where
the function attains the value oo and the function is holomorphic in a neigh
borhood of that point. The set CU
{ oo}
is often denoted by
C.
This may seem a bit formalistic and tedious. But, in practice, it turns
out to be remarkably convenient in many contexts to regard oo in CU
{ oo}
as just like every other point, in exactly the manner that we have indicated.
Further details will be explored as the book develops.
As an exercise, the reader should prove that any rational function can
be considered as a holomorphic function from C U
{ oo}
to C U
{ oo } .
The Riemann sphere as just described is what is known in topology as
the "onepoint compactification" of the complex plane C. Intuitively, what
we did here topologically was, in effect, to gather up the complex plane
(think of it as a large piece of paper) and turn it into a sphere by adding a
plug (the point oo ) . See Figure
4.9.
The topology we specified on Sis just
the same topology that the unit sphere in
space would inherit if we used
as open sets the intersections of open sets in threedimensional Euclidean
space with the sphere.
Now we present a precise version of this intuitive idea. It is known as
stereographic projection. Refer to Figure
4.10
as you read along.
Imagine the unit sphere in threedimensional space S
JR3
: x2
y2
z2
1},
cut by the
xy
{ (x, y, z)
plane as shown in the figure. We
144
4.
Meromorphic Functions and Residues
00
Figure
Figure
shall think of the point denoted by P
4.9
4.10
(0, 0, 1)
as
the "point at infinity."
The idea now is to have a geometric scheme for mapping the plane to the
sphere.
Let z
(x, y)
iy
line connecting P with z.
be a point of the plane. Let f be the Euclidean
Denote the unique point where f intersects the
sphere as 7r ( z) . The point 7r ( z ) is called the
stereographic projection
of z to
the sphere.
It is easy to see that
except the
{ 7r ( z)
: z E
C}
consists of all points of the sphere
pole P. The points of the plane that get mapped near to P by 7r
are points with very large absolute value. Thus it is natural to think of P
as
the "point at infinity."
A set in
CU { oo}
is open in the sense we defined earlier if and only
if the corresponding set in S is open. More precisely, define a mapping
of
CU { oo}
to S by z
tt
( )
7r z ,
z E
C, II(oo)
(0, 0, 1).
Then
II
II
is a
145
Exercises
II
homeomorphism, that is,
continuous. The proof that
is continuous, onetoone, and onto, and
II
II1 is
is a homeomorphism is left as an exercise.
Exercises
R(z)
p and q are
{P1, P2, ... , Pk}
and suppose that f has a pole at each of the points P1, P2, ... , Pk. Finally
1. Let
R(z)
be a rational function:
holomorphic polynomials. Let
p(z)/q(z)
where
be holomorphic on C \
assume that
lf(z)I:::; IR(z)I
for all
z at
which
stant multiple of
f(z)
R. In
R(z)
and
are defined.
particular,
Prove that
is rational.
[Hint:
is a con
Think about
f(z)/ R(z) .]
2. Let
f: D(P, r ) \ {P}
C be holomorphic. Let U
f(D(P, r ) \ {P} ) .
Assume that U is open (we shall later see that this is always the case if
is nonconstant). Let g: U
singularity at
P,
C be holomorphic. If
has a removable
does go f have one also? What about the case of poles
and essential singularities?
3. Let
be holomorphic on U
singularity at
P,
PE U
Aj
{!
has an essential
1/f
have at
has a removable singularity or a pole at
P?
P?
C,U open. Let
holomorphic on U
\ {P}: f
satisfies case (j) at
where (j) refers to singularities of types
(iii)
open. If
then what type of singularity does
What about when
4. Let
\ {P}, PE U, U
(i)
removable,
P},
(ii)
pole, or
essential singularity. Is Aj closed under addition? Multiplication?
Division?
5. Let
0. Classify each of the following as having a removable singu
larity, a pole, or an essential singularity at
1
( a ) ,
z
. 1
{b) sm ,
z
1
( c ) 3  cosz,
z
{d) z. el/z. el/z2,
(e)
{f)
sin z
z
cosz
P:
146
Exercises
k k
'"'
(g) L..,, 00
k= 2 2 z
z3
6. Prove that
00
converges for
larity at
LT(2i). zj
j=l
:f. 0 and defines a function which has an essential singu
0.
7. Suppose that we attempt to prove a version of the Riemann removable
singularities theorem in which the word "holomorphic" is replaced by
"C00". If we attempt to imitate the proof of Riemann's theorem given in
the text, what is the first step at which the proof for C00 breaks down?
8. Let
D(P, r) \ {P}.
Prove the following two refined versions of Rie
mann's theorem:
( a)
*
{b)
If
f is
holomorphic on
and limz_,p(z
continues holomorphically across
If
f is
then
[Hint:
holomorphic on
and if
L IJ(z)l2dxdy
f extends
 P) J(z)
U).
<
holomorphically across P.
7rE
JD(Q,E)
polar coordinates centered at
Q;
l(Q,E)
IF(z)l2dxdy
D(Q,E), then
IF(z)l2dxdy
by using the Cauchy integral formula for
observe that
0, then
oo,
First show that if F is a holomorphic function on
IF(Q)l2
(to all of
F2 and
writing the integral in
cf. Exercise 33 in Chapter 3. In detail,
1 ( fo IF2(rei9)1 dO) rdr
f 2rr
1 l1 F2(rei9)d0 1 rdr
fo 127rF2(Q)I rdr
2rr
>
7rE2IF2(Q)I
Use this to show that Fas in the statement of the problem has at most a
simple pole or removable singularity at
Then show that
9. Prove that if
J IFl2
(not an essential singularity).
+oo if F has a pole.]
f: D(P,r) \ {P}
P,
D(P,r) \ {P}
Chas an essential singularity at
then for each positive integer N there is a sequence
{Zn}
147
Exercises
with limn+oo Zn= p and
[Informally, we can say that
of
1/(z
"blows up" faster than any positive power
 P) along some sequence converging to P.]
10. Give an example of a series of complex constants
limN++oo L =N an exists but
E: an does
E: an
such that
not converge.
11. Give an example of a (formal) doubly infinite series
E: anzn
such
n
that there is a z f: 0 for which the limit limN++oo L =N anz exists
n
but such that E: anz fails to converge for that same z.
12. A Laurent series converges on an annular region. Give examples to show
that the set of convergence for a Laurent series can include some of the
boundary, all of the boundary, or none of the boundary.
13. Calculate the annulus of convergence (including any boundary points)
for each of the following Laurent series:
( a)
2 j zJ,
(b)
(c)
14.
2:;:_00
1
"' 00=D 4j zJ + UJ
"' :=oo 3JzJ '
UJ
E;: 1 zJ /j2,
(d) E;:oo,#OzJ/jJ,
( e ) 2: oo zJ/IJI! (O! = 1),
Cr) E;: 0 J2zJ.
2
Let fi,f2, ... be holomorphic on D(P,r) \ {P} and suppose that each
fj has a pole at P. If limj +oo fj converges uniformly on compact subsets
of D(P, r) \ {P}, then does the limit function f necessarily have a pole
at
P?
Answer the same question with "pole" replaced by "removable
singularity" or "essential singularity."
15. Make the discussion of pp.
117118
completely explicit by doing the
16:
following proofs and continuing with Exercise
( a)
Prove that if
P,
(b)
(c )
then
value of
1/ f
1/ f
has a removable
at
D(P,r) \ {P} and J has a pole at
singularity at P with the "filled in"
is holomorphic on
P equal to
0.
Let k be the order of the zero of
1/ f
P.
at
Prove that (z
 P)k f
has a removable singularity at P.
Conversely show that if
g is holomorphic
not bounded, and if there is a
bounded, then
< m E
D(P, r) \ {P}, if g is
such that (z  Prg is
on
has a pole at P. Prove that the least such m is
precisely the order of the pole.
15 to prove that the classification of isolated
(i), (ii), (iii) is equivalent to the following:
16. Use the result of Exercise
singularities given by
Exercises
148
A function f holomorphic on
D(P,r) \ {P}
satisfies one and only
one of the following conditions:
(i) f is bounded near P;
(ii) f is unbounded near P but there is a
(z  Prf is bounded near P;
(iii) T here is no m satisfying (ii).
positive integer
such that
17. Use formal algebra to calculate the first four terms of the Laurent series
expansion of each of the following functions:
( a ) tanz = (sinz/cosz) about
(b) ez /sinz about 0,
( c ) ez /( 1  ez) about 0,
(d) sin (l/z) about 0,
( e ) z(sinz)2 about 0,
(f) z2 (sinz)3 about 0.
rr/2,
For each of these functions, identify the type of singularity at the point
about which the function has been expanded.
18. Let f : C> C be a nonconstant entire function. Define g( z)
f(l/z).
Prove that f is a polynomial if and only if g has a pole at 0. In other
words, f is transcendental (nonpolynomial ) if and only if g has an es
sential singularity at 0.
19. Iff is holomorphic on
P, then
D(P,r) \ {P}
and has an essential singularity at
what type of singularity does f2 have at
P?
20. Answer Exercise 19 with "essential singularity" replaced by "pole" or
by "removable singularity."
21. Prove that if f :
P, then ef
22. Let {a1 :
D(P,r) \ {P}
>
C has a nonremovable singularity at
has an essential singularity at
=
converges on
P.
0, 1, 2, ...} be given. F ix k
D(O,r) for some r >
0, then L,
D(O,r).
>
0. Prove: If L,
j a1zl
+k converges on
k+l a1zl
23. Let f be holomorphic on
D(P,r) \ {P} and suppose that f has a pole
P of order precisely k. What is the relationship between the Laurent
k
expansion off at P and the Taylor coefficients of (z  P ) f about P ?
at
24. Show that the Laurent expansion of
f(z)
about
1
=
ez1
0 has the form
(l)k1
k=l
Bk k
2
( 2k )!z '
149
Exercises
for some (uniquely determined) real numbers
the
Bernoulli numbers.
B2k.
The
B2k
are called
Calculate the first three Bernoulli numbers.
25. Prove that if a function f is holomorphic on D(P, r)
essential singularity at P, then for any integer
\ { P} and has an
the function (z  Pr
f(z) has an essential singularity at P.
26. Use Proposition 4.2.4, together with the ideas in the proof of Theorem
4. 3.2, to give another proof of the independence of the expansion in
Theorem 4. 3 .2 from
s1, s2 .
27. Calculate the first four terms of the Laurent expansion of the given
function about the given point.
In each case, specify the annulus of
convergence of the expansion.
( a)
(b)
(c)
(d)
(e)
(f)
(g)
(h)
(i)
J(z)= csc z about P =
f(z) :== z/(z + 1)3about P = 1
f(z)= z/[(z  l)(z  3)(z
 5)]
 5)]
f(z)= z/[(z  l)(z  3)(z  5)]
J(z)= z/[(z  l)(z  3)(z
about P
about P =3
about P
f(z)= csc z about P = rr
J(z)= sec z about P = rr/2
f(z)=ez/z3about P =O
J(z)=e11z /z3about P =
28. A holomorphic function f on a set of the form { z : I z I
>
R}, some R > 0,
is said to have a zero at oo of order k if f(1/z) has a zero of order k at
0.
Using this definition as motivation, give a definition of
pole
of order
k at oo. If g has a pole of order k at oo, what property does 1/g have
at oo? What property does 1/g(l/z) have at O?
29. Derive the algorithm in Proposition 4.4. l for calculating the Laurent
coefficients of a function from the one using the Cauchy theory that was
given in Proposition 4.3.3.
30. Calculate the stereographic projection explicitly in terms of the coordi
nates of threedimensional space.
31. Prove that if z, w in the complex plane correspond to diametrically op
posite points on the Riemann sphere (in the stereographic projection
model), then z
w= 1.
32. If z, w are points in the complex plane, then the distance between their
stereographic projections is given by
d=
2lz
wl
2
J(l + lzl )(1 + lwl2)
Prove this. The resulting metric on C is called the
33. Compute each of the following residues:
spherical metric.
150
Exercises
z2
( a)
Res1(2i),
f(z) =
(b)
Resi(3),
f(z) =
(c)
Res1( i + 1),
f(z)
(d)
Res1(2),
f(z) =
(e)
Res1(i),
(f)
Res1(0),
(g)
Res1(0),
(h )
Res1( 7r),
J(z) = 2
z z + i)2 '
cotz
f(z) =
z(z + 1) '
sinz
f(z) =
3
z (z2)(z + 1)
cotz
J(z) = 2
z z + 1)
'
(z2i)(z + 3)
z2 + 1
(z + 3 2z '
e
.
1)3
(z
iz
'
(z + l)(z2)
cotz
'
'
34. Use the calculus of residues to compute each of the following integrals:
1
a .
f(z)dz where f(z) =z/[(z + l)(z + 2i)],
27rt
1
.
f(z)dz where f(z) =ez /[(z + l) sinz],
(b)
27rt
( )
laD(0,5)
laD(0,5)
( c ) 2m
1
laD(0,8)
(d)
(e)
(f)
(g )
2m
ez
f(z)dz where f(z) =
z(z + 1)(z + 2)
y
(i)
and r is the nega
tively ( clockwise) oriented triangle with vertices 1 i and 3,
ez
1
and / is
.
f(z)dz where f(z) =
. 2
2m y
(z + 3i z + 3 2 z + 4)
) (
) (
the negatively oriented rectangle with vertices 2 i, 8 i,
cosz
1
and 'Y is as in
.
 .
f(z)dz where f(z) =
'Y
2
+
1 2 z + i)
z z
27ri
Figure 4.11,
1
f(z)dz where
27ri 'Y
4.12,
(h)
f(z)dz where f(z) =cotz/[(z  6i)2 + 64],
1
 .
27ri
f(z) =
) (
sinz
z(z + 2i)3
and
is as in Figure
eiz
and r is the positively
f(z)dz where f(z) = .
'Y
( smz)( cosz)
i
i
( counterclockwise) oriented quadrilateral with vertices 5 i, 10,
1
.
f(z)dz where f(z) = tanz and r is the curve in Figure
27rt
'Y
4.13.
151
Exercises
Figure 4.11
y
Figure 4.12
y
Figure 4.13
Exercises
152
35. Prove the following assertion: Let P1, ..., Pk be distinct points in an
open set U. Let a1, ..., ak be any complex numbers. Then there is a
meromorphic function
on U with poles at P1, ..., Pk (and nowhere
1, . . ., k.
else) such that Res1(Pj)=aj,J =
36. Prove the following: If a
C and if k
there is a holomorphic function
Z is a positive integer, then
on D(P, r)
\ {P }
such that
has a
pole of order k at P and Res1(P )=a.
37. Suppose that
\ {P} t C is continuous and that f is holo
\ {P}. Assume that f has an essential singularity
: D(P, r)
morphic on D(P, r)
at P . What is the value of
coefficients of
38. Suppose that
and
2m
JaD(P,r)
f?
f
and
f(z) dz
in terms of the Laurent
are holomorphic on a neighborhood of D(P, r)
has simple zeros at P1, P2, ... , P k E D(P, r). Compute
1
_
27l'i
J
laD(P,r)
f(z)
dz
g( Z )
f(P1), ..., f(Pk) and g' (P1), ..., g' (Pk). How
mula change if the zeros of g are not simple?
in terms of
39. Let
be holomorphic in a neighborhood of 0. Set
Res9k(O)=0 for k=0,
40. Let
f(z)=e(z+I/z).
1, 2, ...,
then prove that
Res1(0)=
f(z). If
0.
.
L
k=O k!(k + l)!
41. This exercise develops a notion of residue at
First, note that if
r,
9k(z)=z
Prove that
00
0 < s <
does your for
oo.
is holomorphic on a set D(O, r)
faD(O,s) g(z) dz
then "the residue at O" = 2 i
particular coefficient of the Laurent expansion of
\ {O}
and if
picks out one
about 0, namely it
equals a1 If g is defined and holomorphic on {z : lzl > R}, then the
residue at oo of g is defined to be the negative of the residue at 0 of
2
H(z) = z g(l/z) (Because a positively oriented circle about oo is
negatively oriented with respect to the origin and vice versa, we defined
the
residue of g
negative of the residue of Hat 0.) Prove
z in the Laurent expansion
also that the definition of residue of g at oo
at oo to be the
that the residue at oo of g is the coefficient of
of
on
{z: lzl
>
R}. Prove
remains unchanged if the origin is replaced by some other point in the
finite plane.
1 53
Exercises
y
5 I
\
'
\
'
I
'
'
./
'
15
I
I
 _,,.
..... _
Figure 4.14
42. Refer to Exercise 41 for terminology. Let R( z) be a rational function
(quotient of polynomials).
Prove that the sum of all the residues (in
cluding the residue at oo ) of R is zero. Is this true for a more general
class of functions than rational functions?
43. Refer to Exercise 41 for terminology. Calculate the residue of the given
function at oo.
(a) J(z) = z3 
{b) f(z)
{c) f(z)
{d) f(z)
(e)
{f)
(g)
{h)
44.
(a)
=z
2
7z + 8
ez
5)2ez
= p(z)ez, for pa polynomial
p(z)
.
J(z) =
, where p and q are polynomials
q(z)
f(z) =sin z
f(z) =cot z
ez
J(z) =
, where pis a polynomial
p(z)
= (z +
Compute lnd,.(i) for the curve 'Y shown in Figure 4.14. [Hint: First
show that the integral
5 equals
{b)
(c)
45.
(a)
1
. along the line segment from
f(
 i
5 to
the integral along the dotted curve in the figure.]
Compute Ind,.( i) for the curve 'Y in part
(a).
Compute lnd7(i) for the curve 'Y shown in Figure 4.15, any E > 0.
Show that if U1 U2 U3
so is U =
and if each Uj is h.s.c., then
LJ Uj. [Hint: Let f be a given holomorphic function on
U. Choose 91 an antiderivative of J on U1. Then choose 92 an
antiderivative of J on U2. By adding a suitable constant to 92, we
may arrange that 91 = 92 on U1. Continue inductively.]
Exercises
154
2 + (1 + E) i
.+y, 2 + (1 + E) i
2 + (1
L....+' 2 + (1
 E)
 E)
Figure 4.15
(b)
Deduce from
connected.
(a)
that any half plane in C is holomorphically simply
Use the calculus of residues to calculate the integrals in Exercises 4658:
46.
7
4 .
48.
49.
50.
51.
52.
53.
54.
55.
56.
7
5 .
1
o
+00
+oo
dx
1 +x4
1
J oo dx
1 +x4
+00 xl/4
dx
1
1 +x3
o
+=
1
r
dx
}0 x3 + x+ 1
+00 1
dx
1
1 +x3
o
+00 xsinx
dx
1
1 +x2
o
00
fo p( ) dx where p(x) is any polynomial with no zeros
COSX
+=_x
_ dx
J_
sinhx
o00 xI/3
5  dx
Jool+x
+oo sin2 x
J oo dx
x2
+oo x4
 dx
J oo 1 +xlO
oo
eix
on the nonnegative real axis
Joo Jx+ 2i + Jx+ 5i dx
11"
d()
58. J
71" 5 + 3cos ()
Exercises
155
Use the calculus of residues to sum each of the series in Exercises 5961.
Make use of either the cotangent or tangent functions (as in the text)
to introduce infinitely many poles that are located at the integer values
that you wish to study.
00
59.
60.
L: k4+ 1
k=O
I:
00
J=oo
61.
00
j3+2
'"""' L__
j4+4
J=O
62. When a is not a real integer, prove that
00
k=oo
71"2
(k + a)2
2
sin 7ra
63. Let U be an open set in the extended plane. Let M denote the collection
of all meromorphic functions on U. Prove that M is closed under addi
tion and subtraction.
(Note that part of the job is to find a definition
for these operations: You should formulate your definition in terms of
the Laurent expansions of the functions.)
64. Let U be an open set in the extended plane. Let M denote the collec
tion of all meromorphic functions on U. Prove that M is closed under
multiplication and division. Refer to Exercise 63 for a hint.
65. Give an alternative proof of the second statement of Theorem 4.7. 7 using
Liouville's theorem.
66. Prove that the function 1/sin (l/(1z)) has infinitely many poles in the
unit disc
D(O, 1).
Enumerate all the poles explicitly.
67. Prove the statement contained in the third sentence of the proof of
Lemma 4.7.3.
68. Let U be any nonempty open subset of C Prove that U contains an
infinite, relatively closed subset which is discrete, and for which every
boundary point of U is a limit point.
[Hint:
Let
S1
be a set of points
lz  w l 1 and which is maximal
in U such that, for each z, w E
S1,
with respect to this property.
Of course you will need to prove that
such a set exists. Then find S2 a set of points in U such that, for each
z, w E S2, lz  w l 1/2 and which is maximal with respect to this
property. Continue defining Sn similarly for all positive integers n. Let
Sn
consist of those elements of
Sn
that have distance at most 2/n from
Exercises
156
U and distance at least
1/(2n)
from C
U. The set S
=Un Sn
will
do the job.]
69. Let U be any bounded, convex open set in C. Prove that U is h.s.c.
Work a little harder to show that a region in the shape of an S is h.s.c.
Finally, look at a region in the shape of a T.
Chapter 5
The Zeros of
Holomorphic Function
In Chapter 3, we concentrated on properties of holomorphic functions that
were essentially analytic in nature: Estimation of derivatives and conver
gence questions dominated the scene. In this chapter, we shall be concerned
more with questions that have a geometric, qualitative nature rather than
an analytical, quantitative one. These questions center around the issue of
the local geometric behavior of a holomorphic function.
Questions of this
type are, for instance: Does a nonconstant holomorphic function on an open
set always have an open image? W hat conditions on the local geometry of
a holomorphic function might force it to be constant?
These questions and many related ones have strikingly elegant answers.
We begin with some results on the zero set of a holomorphic function.
5.1. Counting Zeros and Poles
f : U re is a holomorphic function on a connected, open set
U re and that D(P, r) U. We know from the Cauchy integral formula
that the values off on D(P, r) are completely determined by the values off
on aD(P, r). In particular, the number and even the location of the zeros off
in D(P, r) are determined in principle by f on 8D(P, r). But it is nonetheless
a pleasant surprise that there is a simple formula for the number of zeros of
f in D(P, r) in terms of f (and f') on 8D(P, r). In order to construct this
Suppose that
formula, we shall have to agree to count zeros in a particular fashion. This
method of counting will in fact be a generalization of the notion of counting

157
158
5. The Zeros of a Holomorphic Function
the zeros of a polynomial according to multiplicity. We now explain the
precise idea.
Let f : U
C be holomorphic as before, and assume that f has zeros
but that f is not identically zero. Fix zo E U such that f(zo) 0. Since the
zeros off are isolated, there is an r > 0 such that D(zo, r) U and such
that f does not vanish on D(zo,r) \ {zo}.
Now the power series expansion off about zo has a first nonzero term
determined by the least positive integer n such that J(n) (zo) =/= 0. [Note that
n 1 since f(zo) 0 by hypothesis.] Thus the power series expansion off
about zo begins with the nth term:
t
f(z)
00
1{}Jf
'' : . (zo)(z  zo)3.
]! ozJ
J=n
Under these circumstances we say that f has a zero of ordern (or multiplicity
1, then we say that zo is a simple zero off.
The concept of zero of "order n," or "multiplicity n," for a function f
is so important that a variety of terminology has grown up around it. It
has already been noted that when the multiplicity n
1, then the zero is
sometimes called simple. For arbitrary n, we sometimes say that "n is the
/3, so that, for some
order of zo as a zero of f. " More generally if f(zo)
n 1, the function f( )  /3 has a zero of order n at zo, then we say either
that "f assumes the value /3 at zo to order n" or that "the order of the value
/3 at zo is n." When n > 1, then we call zo a multiple point of the function
n) at zo. When n
f.
The next lemma provides a method for computing the multiplicity n
of the zero zo from the values of f, f' on the boundary of a disc centered at
zo.
Lemma 5.1.1. If f is holomorphic on a neighborhood of a disc D(z0, r)
and has a zero of order n at zo and no other zeros in the closed disc, then
271"i
J
!'(() d(
Ja D(zo,r) f(()
n.
[Notice that f does not vanish on8D(zo, r) so that the integrand is a con
tinuous function of (.]
Proof.
f(z)
By hypothesis,
00
18Jf
'' : . (zo)(z  zo)3
J !8zJ
J=n
(z  zot
[00
l{}Jf
'' :. (zo)(z  zo)3 J ! ozJ
J=n
n .
The expression in brackets [ ] is a power series with positive radius of
convergence, indeed the same radius of convergence as the power series
5.1.
for
Counting
and
Poles
159
itself (as noted earlier).
Hence the expression in brackets defines a
Zeros
H(z), on some open disc centered at zo. Since
H(z) = f(z)/(z  z0)n when z =f zo, the function H can in fact be taken
to be defined (and is holomorphic) on the domain of f, and hence on a
neighborhood of D(zo,r).
holomorphic function, say
Notice that
H(zo)
For
D(zo,r) \ {zo},
anf
(zo) =f 0.
n. uzn
1
1
f'(()
((  zo)nH'(() +n((  zor1H(()
n
H( )
= ' ( +
=
f(()
((  zo)nH(()
H(()
(  zo

By continuity,

is nowhere zero on a neighborhood of
H is nonzero on a neighborhood of
.
D(zo,r) \ {zo}, hence
D(zo,r). It follows that
D(zo,r). Thus
the function
H'/His holomorphic on a neighborhood of
J'(() d( =
Jlr:zol=r f(()
H'(()
_n_d(
d( + j
Jlr:zol=r (  Zo
Jlr:zol=r H(()
O+n
1(zol=r
27l'in.
 d(
(  Zo
This completes the proof of the lemma.
The lemma just established is an important special case of the general
"counting zeros" formula that we wish to establish. We shall generalize the
zo of f
center of the circle of integration; second, we want to allow several
zeros of f to lie inside the circle of integration. [We could also consider more
lemma in two way s: First, it is artificial to assume that the zero
is the
general curves of integration, but we postpone that topic.]
that f: U+ C is holomorphic on an open set
and that D(P,r) U. Suppose that f is nonvanishing on 8D(P,r)
and that z1, z2,..., Zk are the zeros of f in the interior of the disc. Let ne
be the order of the zero of f at ze. Then
Proposition 5.1.2. Suppose
U C
J'(() d(=

2m l<:Pl=r f(()
.
Proof. Set
ne.
160
for
5. The Zeros of a Holomorphic Function
z EU\ {z1, z2, ..., z } .
k
H(( )
For each
j E {1, 2, ... , k}
we write
f(()
((
1
. II
.
 Zj)ni f,#j ((  Zt)ne
The second term is clearly holomorphic in a neighborhood of Zj while the
first is holomorphic by the argument in the proof of Lemma
5.1.1.
Thus
H is holomorphic on a neighborhood of D(P, r). Also, by design, H has no
zeros in D(P, r). Calculating as in the proof of the lemma gives
H'(()
J'(()
f(()
H(()
.
t
(  Zf___
l=l __!!!_
Now H' / H is holomorphic on an open set containing D(P, r). As a result,
integration of equation ( * ) yields
!'(()
d(
1(Pl=r f(()
o+
1 d
k
k
i _( 27ri:L:nt.
L:nt
l= l
l=l 1(Pl=r ( Zf
The formula in the proposition, which is often called the
principle,
argument
is both useful and important. For one thing, there is no obvious
reason why the integral in the formula should be an integer, much less the
crucial integer that it is (see Exercise 9 for more on this matter).
The integral
_1
!'(() d(
27ri 11(Pl=r f(()
can be reinterpreted as follows: Consider the
1(t)
Then
_1
f(P
C1
closed curve
+ reit), t E [O, 27r].
!'(() d(
27ri 11(Pl=r f(()
_1
r2rr 1'(t)dt
27ri Jo 1(t)
as you can check by direct calculation. The expression on the right is just
the index of the curve 1with the notion of index that we defined in Section
4.5. Thus, the
{( : I(  Pl
number of zeros off (counting multiplicity) inside the circle
r}
is equal to the index of /.
This number, intuitively
speaking, is equal to the number of times that the fimage of the boundary
circle winds around
If
in C.
is a (realvalued) continuously differentiable (not necessarily holo
morphic) function on a neighborhood of D(P, r) into
can set
9(t)
g(P+ reit),O::; t::;
integral
!(9)
2 \ {O}
C\
{O},
we
271", and associate tog the integervalued
1
.
27ri
12rr _!L_
' (t)
( ) dt .
0
g t
161
5.1. Counting Zeros and Poles
Even when g is not holomorphic, the integer
1(9)
tells us something about
the behavior of g about the point Pthat is, it tells us about the tendency
of g to "wrap around" at P.
Thus
1(9)
has something to do with how
often points near 0 are the images, under the function g, of points near
P.
This perspective is the starting point for the topological idea of the
(local) degree of a differentiable mapping. Indeed, from this viewpoint the
argument principle is a special case of a general principle of topology that
the total of the local degrees can be computed by the behavior of g on the
boundary. A detailed treatment of this subject is beyond the scope of the
present book, but the matter will be clearer after we have talked about
homotopy in Chapter 11 (see also Exercise 9 in this chapter).
The argument principle can be extended to yield information about
meromorphic functions, too.
We can see that there is hope for this by
investigating the analogue of Lemma 5.1.1 for a pole:
Lemma 5.1.3. If f: U
on U
\ {Q}
\ {Q}
t
<C is a nowhere zero holomorphic function
with a p ole of order n at
and if D(Q,r) U, then
f'(()
d(
JaD(Q,r) f(()
1 J
_
27ri
n
Proof. By the discussion at the end of Section 4.3,
(z  Q) n f(z)
has a
Q. Denote the associated holomorphic function on a
neighborhood of D(Q,r) by H [i.e., H(z)
(zQ) n f(z) on a neighborhood
of D(Q,r) \ {Q}]. Then, for ( E D(Q,r) \ {Q},
removable singularity at
Q) n1J(() + (( Q) nJ'(()
((  Q) nJ(()
n
'
+ f (()
.
(  Q f(()
H'(()
H(()
((
Now we integrate both sides over {) D(Q,r) ; since
H'/ H is holomorphic, the
integral on the left side vanishes. We obtain
f'(()
8D(Q,r) f(()
 d(
n
i8D(Q,r) (  Q
d(
27rm.
.
Just as with the argument principle for holomorphic functions, this new
argument principle, together with Lemma 5.1.1, gives a counting principle
for zeros and poles of meromorphic functions:
Theorem 5.1.4 (Argument principle for meromorphic functions). Suppose
that
is a meromorphic function on an open set U <C, that
D( P, r)
162
5. The Zeros of a Holomorphic Function
on 8D(P, r ) . Then
and that f has neither poles nor zeros
1 1
!'(()
27ri fa D( P,r ) f(() d(
f;
nj
{;
q
mk,
where n1, n2, ... , np are the multiplicities of the zeros
D(P, r ) and
in D(P, r ) .
m1, m2, ... , mq
z1, z2, ... ,
are the orders of the poles
Zp of f in
w1, w2, ... , Wq
Proof. Exercise for the reader.
off
5.2. The Local Geometry of Holomorphic Functions
The argument principle for holomorphic functions (the formula of Proposi
tion
5.1.2) has a consequence which is one of the most important facts about
holomorphic functions considered as geometric mappings:
Theorem 5.2.1 (The open mapping theorem). If f : U
+
C is a noncon
stant holomorphic function on a connected open set U, then J(U) is an open
set in C.
Before beginning the proof of the theorem, we discuss its significance. The
theorem says, in particular, that if U C is connected and open and if
f : U
+
C is holomorphic, then either J(U) is a connected open set (the
nonconstant case) or J(U) is a single point. There is no analogous result for
2
C00, or even real analytic functions from C to C (or from IR to IR
) . As an
example, consider the function
g:C
+
l z l 2.
The domain of g is the entire plane C , which is certainly open and connected.
The set g(C) , however, is
{x+iO: IR 3 x 2'.: O}
which is not open as a subset
of C. The function g is in fact real analytic, but of course not holomorphic.
Note, by contrast, that the
holomorphic function
g:C
+
has image the entire complex plane (which is, of course, an open set). More
significantly, every open subset of C has image under g which is open.
In the subject of topology, a function f is defined to be continuous
if the inverse image of any open set under f is also open.
where the
{J definition makes sense, the
In contexts
 {J definition is equivalent
to the inverseimageofopensets definition. Functions for which the direct
image of any open set is open are called "open mappings" (note that this
5.2. Local Geometry of Functions
163
concept is distinct from continuity). Theorem 5.2.l says that a nonconstant
holomorphic function on a connected open set
the name of Theorem
5.2.1
C is an open mapping;
is derived from this property.
Proof of Theorem 5.2.1. We need to show that, given Q E
J(U),
there
f(U)
Select PE U with J(P)
Q. Set g(z)
J(z)  Q. Since g(z) vanishes
at z
P and is nonconstant, there is an r > 0 such that D(P, r ) U and
g does not vanish on D(P, r ) \ {P}. Suppose that g vanishes at P to order
is a disc D(Q,
n for somen
l.
Then the argument principle asserts that
1 J
!'(()
_
i
27l' fav(P,r) f(()
Q
The nonvanishing of
imply that there is an
g(()
E >
on 8D(P,
point of
f(U),
E,
on 8D(P,
r .
J(U). Since Q is an arbitrary
would establish the openness of J(U).
the disc D(Q,
this claim
and the compactness of 8D(P,
0 such that
lg(()I >
We claim that, for this
d( =n.
lies in
To prove the claim, we define the function
N(z)
l
j
(' () d(,
_
27l'i fav(P,r) f ()  z
(
zE
D(Q,
Nate that the denominator of the integrand does not vanish since if
D(Q,
E ,
then
If(()  zl If(()  QI
l z  QI
> E
Then N is a continuousindeed a C00function
lz  QI > 0.
of z E D(Q, E )
(see Ap
pendix A). But N is integervalued, since (according to Proposition
it counts the zeros of
J()  z
in D(P,
r .
5.1.2)
and
Since N is both continuous
integervalued, it must be constant. But we already know that N(Q)
so that N must be constantly equal ton on D(Q,
g(()
Since n
=
1,
J(()  z
is proved.
we see that, for each fixed
zE
D(Q,
E .
n,
zE
Therefore D(Q,
E .
D(Q,
vanishes at some point(s) of D(P,
takes on each value
zE
r .
E ,
the function
In other words,
J(U),
and our claim
The proof that we have just presented actually provides us with con
siderable additional information about the local behavior of a holomorphic
function. The intuitive idea is
as
follows: Fix Q in the image of the holomor
phic function f. If the holomorphic function f takes the value Q at the point
P to order k, then f behaves very much like the function (z) Q+(zP)k
=
164
near
P.
Zeros of a
Holomorphic Function
This statement is true in the sense that every point
borhood of Q has k preimages near
is
The
5.
in
neigh
while the only preimage of Q near
itself (to kth order). In view of the fact that the power series expansion
for f about
will have the form
00
J(
z)
Q+
L:aj(z
P)J,
j=k
this fact is not surprising.
Let us now give a precise formulation of the idea we have been dis
cussing:
Suppose that f : U > C is a nonconstant ho lorn orphic
function on a connected open set U such that P E U and f(P) = Q with
order k. Then there are numbers 8, t: > 0 such that each q E D(Q,t:) \ {Q}
has exactly k distinct preimages in D(P, 8) and each preimage is a simple
point of f.
Theorem 5.2.2.
We begin the proof of the theorem with a lemma about the multiple points
of a holomorphic function.
Let f : U > C be a nonconstant holomorphic function on a
connected open set U C. Then the multiple points off in U are isolated.
Lemma 5.2.3.
Proof. Since f is nonconstant, the holomorphic function J' is not identically
zero. But then Theorem 3.6.1 tells us that the zeros of f' are isolated. Since
any multiple point p of f has the property that J'(p)
0,
it follows that the
multiple points are isolated.
> 0 such
{P } is a simple point off. Now choose 8, E > 0
as follows: Take 0 < 8 < 81 such that Q t/. f(D(P, 8) \ {P }). Choose
E > 0 such that D(Q,t:) f(D(P, 8)) and so that D(Q, t:) does not meet
J (8D(P, 8)); this choice is possible because f(D(P, 8)) is open by Theorem
5.2.1 and because f is continuous. Then, by the reasoning in the proof of
Theorem 5.2.1, for each q E D(Q, t:) \ {Q},
Proof of Theorem 5.2.2. According to the lemma, there is a 81
that every point of D(P, 81) \
1
.
27ri
!'(() d(
 q
f(()
8D(P,8)
[order off at
By Proposition 5.1.2, if PI,p2, ... , Pe are the zeros
ni, n2, ... , ne are their orders, then
ni + n2 +
81 ,
+ ne
P]
off()  q
>
in
0.
D(P, 8),
and
k.
each nj
1 for j
1, ... , f. It follows that f
must equal k. That is, the point q has precisely k preimages p1,p2, ... ,pk,
But, by the choice of
<
each of which is a simple point of f.
165
5.2. Local Geometry of Functions
It is important for the reader to understand clearly that none of the
results being discussed here asserts anything like the claim that the image of
every disc is a disc or that the preimage of every disc is a disc. W hat
is that the image of a disc about
will always
contain
is true
f(P).
a disc about
This statement of openness is precisely what we need for the applications
that follow.
Special interest is attached to the case of Theorem
J'(P) #
in which
0. In this case, f is locally onetoone in the precise sense, de
rived in Theorem
in
5.2.2
D(P, 8).
can define a function
11 : D(Q, E )
11 (w )
Of course
that each point of
5.2.2,
D(Q, E )
has exactly one preimage
One says, in this situation, that f is locally invertible. Also we
+
C by
the unique preimage of
in
D(P, 8).
may have other fpreimages elsewhere in U, but we ignore these
here. It is natural to ask if
11 is holomorphic on D(Q, E) .
Furthermore, in
fact, this is always true: "The local inverse of a locally invertible holomorphic
function is holomorphic" is the way that we usually describe this fact in
summary language.
In order to prove that
Q.
continuous at
f.1
>
0 so that
J1(D(Q, fl))
can suppose that
(Theorem
11 is holomorphic,
For this, suppose that
5.2.1),
a <
D(P, a) .
the previous
the image f
(D(P, a) )
D(Q, fl)
fl
choose
to be less than the previous
fl
we shall first prove that it is
0 is given. We need to choose
W ithout loss of generality, we
Now, by the open mapping theorem
8.
for some
>
a >
0 we know that
E.
is an open set containing
f(D(P, a)) .
Q,
so
We can and shall
Now each point in
D(Q, E)
and
in D(Q, fl) has only one preimage in D(P, 8), while each point in
D(Q, Ei ) has at least one preimage in D(P, a) since J(D(P, a)) ;;;> D(Q, fl).
So 11 (D(Q, E )) D(P, a) as required. Thus 11 is continuous at Q.
1
Next we show that 11 is complex differentiable at Q. For this, we
fortiori
need to show that
1l(Q')1l(Q)
Q'Q
Q'+Q,Q''IQ
lim
exists. We note that
1l(Q')1l(Q)
Q'Q
where we have written
P'
f1(Q'),
r
P11 '!!!p
Q'Q
1l(Q')Jl(Q)
J(P')J(P)
'
P 'P
I(
1
I
and of course
J(P ')J(P )
P ' p
11(Q)
P.
But
166
5. The Zeros of a Holomorphic Function
f'(P). Moreover, f'(P) =/: 0 by hypothesis.
that P' + P as Q' + Q. Therefore
exists and equals
of
11
implies
exists and equals
The continuity
1/f'(P).
P and Q in these
D(Q, 8 ) and set P' f1(Q'), then we can
that 11 on D(Q, E ) is continuous at Q' as
Finally, note that there is nothing magical about
arguments. If we choose
Q'
repeat the reasoning to show
[This point is slightly trickier than it sounds;
well.
We also obtain that
(f1 )'(Q')
1/f'(P').
think about it carefully.
Notice that
f'(P')
is nonzero,
because of the way that 8 is chosen in Theorem 5.2.2. So at last we con
clude that
11
is complex differentiable everywhere on
continuous complex derivative
(f1 ) '.
So
11
D(Q, E )
and has a
is holomorphic by Theorem
2.2.2.
This looks almost too good to be true. But oddly enough, for once, the
same argument works in onevariable real calculus: You can run through
it for yourself to prove that if
is nowhere zero in
u1)1(y)
( a, b),
1/f'(f1(y)).
then
f:
f
( a, b) +
JR. is a
C1 function and if f'(x)
f((a, b)) to ( a, b) and
is invertible from
Actually, the realvariable case is even a little
better than the complex case, because you do not have to shrink the do
main and range to obtain a welldefined function
11.
5.3. Further Results on the Zeros of Holomorphic Functions
In the previous sections of this chapter, we have developed a detailed un
derstanding of the local behavior of holomorphic functions, that is, of their
behavior in a small neighborhood of a particular point. The methods we
used, and especially Proposition 5.1.2, can be applied in a wider context
to the "global behavior" of a holomorphic function on its whole domain of
definition. In this section we state and prove two important results of this
sort.
( Rouche's theorem ) . Suppose that f, g: U+ C are holo
fu n ctions on an open set U C. Suppose also that D(P, r ) U
and that, for each ( E 8D(P, r ) ,
Theorem 5.3.1
morphic
If(()  g(()I
Then
_1
!'(() d(
1
27l'i fav(P,r) f(()
<
lf(()I + lg(()I.
_1
1
27l'i fav(P,r)
g'(() d(.
g(()
5.3.
167
Further Results About Zeros
That is, the number of zeros off in D(P, r ) counting multiplicities equals
the number of zeros ofg in D(P, r ) counting multiplicities.
Before beginning the proof of Rouche's theorem, we note that the (at first
f(() nor g(() can vanish
f nor g vanishes identically; moreover,
strange looking) inequality(*) implies that neither
on
8D(P, r ) .
In particular, neither
off'/ f and of g/' g on 8D(P, r ) are defined.
Also, (*) implies that the function f(()/g(() cannot
{x + iO: x:::; O} for any ( E 8D(P, r ) . If it did, say
f(()
= .x < 0
g(()
for some ( E 8D(P, r ) , then
f(()
1
\.X  1\
g(()
.X + 1
f(()
+ '
g(()
l
the integrals
l l
hence
This equality
take a value in
If(()  g(()\ = If(()\+ \g(()\.
contradicts ( *).
The observation in the last paragraph implies immediately that, for all
t E [O, 1]
and every
( E 8D(P, r ) , the complex number
tf(() + (1  t)g(()
is not zero. This fact will play a crucial role in the proof of the theorem.
Proof of Rouche's theorem. Define a parametrized family of holomor
ft : U
C, t E [O, 1], by the formula ft(()
tf(() +
(1  t)g((). We have already noted that ft is nonzero for t E [O, 1] and
( E 8D(P, r ) . Consider the integral
f (()
1
d(, t E [O, 1].
j
It:= 27ri J'a n(P,r) ft (()
Then It is a continuous function oft E [O, 1] (we use here the facts that
phic functions
+
the denominator of the integrand does not vanish and that the integrand
depends continuously on
t).
By Proposition
5.1.2,
It takes values in the
integers; therefore It must be constant. In particular, Io= I1. That is what
we wished to prove.
Remark: Rouche's theorem is often stated with the stronger hypothesis
that
If(()  g(()\
<
\g(()\
5. The Zeros of a Holomorphic Function
168
for
E 8D ( P, r ) . Rewriting this hypothesis as
l fg(((())_l l <l ,
we see that it says that the image 'Y under
the disc D ( l,
1).
f/ g
of the circle 8D ( P, r ) lies in
Our weaker hypothesis that lf(()g(()I< lf(()l+lg(()I has
f (()/ g(() lies in the set C\ { x+iO : x O}.
Either hypothesis implies that the image of the circle 8D ( P, r ) under f has
the same "winding number" around 0 as does the image under g of that
circle ( see Section 4.5). This point is especially clear from an intuitive point
of view in the case of the If(()  g(()I< [g(()I assumption: If you walk your
dog ( on a leash ) in a park with a flag pole in the middle, and if you keep the
the geometric interpretation that
leash always shorter than your distance to the flag pole, then you and your
dog must have gone around the flag pole the same number of times when
you both come back to the starting point of the walk. This is the underlying
geometric interpretation of the theorem.
EXAMPLE 5.3.2. Let us determine the number of roots of the poly nomial
f(z)
f to
z7 + 5z3  z  2 in the
unit disc. We do so by comparing the function
the h olomorphi c function
g(z)
5z3
on the unit circle. For
lzl
we
have
lf(z)  g(z)I
By Rouche's theorem,
lz7  z  21<4< If(()!+ [g(()[.
and
have the same number of zeros, counting
multiplicity, in the unit disc. Since
has three zeros, so does
f.
Rouche's theorem provides a useful way to locate approximately the
zeros of holomorphic functions which are too complicated for the zeros to be
obtained explicitly. As an illustration, we analyze the zeros of a nonconstant
polynomial
P ( z)
If
2
zn + anIZn 1 + an2Zn +
is sufficiently large
( say R
> max
+ ao.
[l , n max1::;j::;n1 [aj[])
and
lzl
R,
then
n1 + an2Zn2 + . . . + ao
IanIZ
I l
< .
z
l ln
Thus Rouche's theorem applies on D ( O, R) with f(z)
zn and g(z) P (z) .
We conclude that the number of zeros of P ( z ) inside D ( O, R), counting mul
tiplicities, is the same as the number of zeros of zn inside D(O R), counting
=
multiplicities, namely n. Thus we recover the fundamental theorem of alge
bra
( Theorem 3.4.5).
Incidentally, this example underlines the importance
of counting zeros with multiplicities: The function zn has only one root in
the na"ive sense of counting the number of points where it is zero.
5.4.
The Maximum Modulus Principle
169
A second useful consequence of the argument principle is the following
result about the limit of a sequence of zerofree holomorphic functions.
Suppose that U c;;;; C is a connected
open set and that {fj} is a sequenc of nowhere vanishing holomorphic func
tions on U. If the sequence U1} converges uniformly on compact subsets of
U to a (necessarily holomorphic) limit function Jo, then either Jo is nowhere
vanishing or Jo = 0.
Theorem 5.3.3 (Hurwitz's theorem).
Jo is not identically zero
PE U. Chooser> 0 so small that D(P,r) c;;;; U
and Jo does not vanish on D(P,r) \ {P}. By Proposition 5.1.2,
JM() d(
_1 1
( )
27ri 11(Pl=r Jo(()
is a positive integer, equal to the order of the zero of J at P.
Proof. Seeking a contradiction, we suppose that
but that
Jo(P)
0 for some
On the other hand, each
equals 0 since each
in line
fj
(** )
J1 is
Jj(() d
_1 1
(
27ri 11(Pl=r J1(()
( ** )
nowhere vanishing. Also, as
converge to the integral in line
(* )
j ;
(we use here the fact that
Jo uniformly and Jj ; J uniformly on {( : I( Pl
;
the integrals
oo,
r}; see Appendix
A). This is a contradiction, for of course a sequence of zeros cannot converge
to a positive integer.
The reader should contrast the Hurwitz theorem just proved with the
realvariable situation. For instance, each of the functions
1/j, j
1, 2, ...,
x2 +
is nonvanishing on the entire real line. But they converge,
uniformly on compact sets, to the limit function
Jo has
fj ( x )
a double zero at
J0 ( x)
2. The
function
0. So the realvariable analogue of Hurwitz's
theorem fails.
However, if we "complexify" and consider the functions fj (z)
and the limit function
Jo(z) z2, then we see
J1 are not zero free:
=
that
compact sets. But now the
J1 ; Jo,
fj
coalesce into the double zero of
viewpoint, the double zero of
z2
z2+1 /j
uniformly on
Each has two zeros and the
situation is clearly consistent with Hurwitz's theorem. As
distinct zeros of each
j ;
Jo,
oo,
the two
and from this
at the origin arises naturally in the limit
process.
5.4. The Maximum Modulus Principle
Consider the C00 function
Notice that
<
lg(z)I 2
on the unit disc given by
and that
g(O)
2. The
g(z)
lzl2.
function assumes an
170
5. The Zeros of a Holomorphic Function
interior maximum at
0. One of the most startling features of holomorphic
functions is that they cannot behave in this fashion: In stating the results
about this phenomenon, the concept of a connected open set occurs so often
that it is convenient to introduce a single word for it.
Definition 5.4.1. A domain in
domain is a connected open set
for all
zEU .
Theorem 5.4.2
( The
such that there is an R > 0 with
maximum modulus principle ) . Let
f be a holomorphic function on U. If there is a
f
P
(
l
)I lf(z)I for all zEU, then f is constant.
main. Let
that
Proof. Assume that there is such a
P.
If
>
lf(P)I.
This is a contradiction. Hence
lzl <
C be a do
PEU such
point
f(U) is
f(U) with
is not constant, then
open by the open mapping principle. Hence there are points
1(1
A bounded
is a connected open set.
of
is a constant.
Here is a consequence of the maximum modulus principle that is often
useful:
Corollary 5.4.3
domain.
Let
( Maximum
modulus theorem ) . Let
be a continuous function on
Then the maximum value of Ill on
be a bounded
that is holomorphic on
(which must occur, since
U.
is closed
and bounded) must occur on au.
Proof. Since
lfl
is a continuous function on the compact set
U,
then it
must attain its maximum somewhere.
If
is constant, then the maximum value of
in which case the conclusion clearly holds.
maximum value of
Ill on
the compact set
If
IJI occurs
at every point,
is not constant, then the
cannot occur at
PEU,
by the
theorem; hence the maximum occurs on au .
Here is a sharper variant of the theorem, which also follows immedi
ately:
Theorem 5.4.4. Let
function on
then
U.
be a domain and let
If there is a point
PEU
at which
IfI
be a holomorphic
has a local maximum,
is constant.
P such that the
P ( by the definition of local max
imum ) . The theorem then tells us that f is constant on V. By Corollary
3.6.2 ( and the connectedness of U), f is constant on U.
D
Proof. Let V be a small open neighborhood of the point
absolute maximum of
Ill on
V occurs at
Holomorphic functions { or, more precisely, their moduli ) can have inte
rior minima. The function
f(z)
z2
has the property that
0 is a global
5.5. The Schwarz Lemma
171
minimum for lfl. However, it is not accidental that this minimum value is
0:
Proposition 5.4.5. Let f be holomorphic on a domain U C. Assume
that f never vanishes. If there is a point PE U such that \f(P)I lf(z)I
for all zE U, then f is constant.
Proof. Apply the maximum modulus principle to the function g(z)
1/f(z).
D
It should be noted that the maximum modulus theorem is not always
true on an unbounded domain. The standard example is the function f(z)
exp(exp(z)) on the domain U
{z
x + iy : 7r/2 < y < 7r/2}. Check
for yourself that Ill
1 on the boundary of U. But the restriction of f to
the real number line is unbounded at infinity. The theorem does, however,
remain true with some additional restrictions. The result known as the
PhragmenLindelof theorem is one method of treating maximum modulus
theorems on unbounded domains (see [RUD2]).
=
5.5. The Schwarz Lemma
This section treats certain estimates that bounded holomorphic functions on
the unit disc necessarily satisfy. At first sight, these estimates appear to be
restricted to such a specific situation that they are of limited interest. But
even this special situation occurs so often that the estimates are in fact very
useful. Moreover, it was pointed out by Ahlfors [AHLI] that these estimates
can be interpreted as a statement about certain kinds of geometric structures
that occur in many different contexts in complex analysis. A treatment of
this point of view that is accessible to readers who have reached this point
in the present book can be found in [KRA3]. This section presents the
classical, analytic viewpoint in the subject.
Proposition 5.5.1 (Schwarz's lemma).
Let
be holomorphic on the unit
disc. Assume that
( 1 ) lf(z)I 1
(2) f(O) 0.
for all
z,
lf(z)I \zl and lf'(O)I 1.
If either lf(z)I
\z\ for some z i 0 or if \f'(O)\ 1, then f is a rotation:
f(z) = az for some complex constant a of unit modulus.
Then
Proof. Consider the function g(z) f(z)/z. This function is holomorphic
on D(O, 1 ) \ {O}. Also limz_,o g(z) f'(O). So if we define g(O) J'(O), then
=
5. The Zeros of a Holomorphic Function
1 72
g is continuous on D(O, 1). By the Riemann removable singularities theorem
(Theorem
4.1.1),
g is then holomorphic on all of D(O, 1).
Restrict attention to the closed disc D(O, 1
::; 1/(1::; 1/(1 )
::; 1
On the boundary of this disc, lg(z)I
theorem then implies that lg(z)I
Letting
).
on D
lzl for some z
then lg(z)I
I 0,
for
>
and small.
1.
).
D ( 0, 1). In other words,
f'(O) so we also see that lf'(O)I
the proof of the first half of the theorem.
If lf(z)I
The maximum modulus
1: on this entire disc D(O, 1
o+ then yields that I g(z)I
E >
lf(z)I ::; lzl. Now g(O)
::; 1.
That completes
Since lg(z)I ::;
on the
entire disc, we conclude from the maximum modulus principle that g(z) is
a constant of modulus
If instead lf'(O)I
1.
Leto: be that constant. Then f(z)
1,
then, as previously noted, lg(O)I
o:z.
1.
Again, the
maximum modulus principle implies that g is a constant of absolute value
1,
and again we see that f is a rotation.
Schwarz's lemma enables one to classify the invertible holomorphic self
maps of the unit disc. [These are commonly referred to as the ''conformal
selfmaps" of the disc.] We shall treat that topic in Section 6.2.
We conclude this section by presenting
generalization of the Schwarz
lemma, in which we consider holomorphic mappings f : D
discard the hypothesis that f(O)
0.
Pick lemma.
>
D, but we
This result is known as the Schwarz
Theorem 5.5.2 (SchwarzPick). Let f be holomorphic on the unit disc
with lf(z)I
b
::; 1
for all z E D(O, 1).
Then, for any a E D(O, 1) and with
f(a), we have the estimate
::; = 11 11 : .
lf'(a)I
Moreover, if f(ai)
b1 and f(a2)
b2 , then
There is also a uniqueness statement for the SchwarzPick theorem; we shall
discuss it later.
Proof of Theorem 5.5.2. If c
D(O, 1), then set
rPc(z)
Notice that
zc
=
_.
1

1 CZ
_
CZ
I <1
173
5.5. The Schwarz Lemma
if and only if
lz  c l2 < 11 ez l2
if and only if
lz l2  2Reez + lcl2 < 1 2Reez + lcl21z l2
if and only if
if and only if
lz l < 1.
It follows that
<Pc
is a holomorphic mapping from
Elementary algebra shows that
Now, for the function
Then
</Jc
D(O, 1)
to itself.
is invertible and that its inverse is
<Pc
given in the theorem, we consider
satisfies the hypotheses of the Schwarz lemma
We conclude that
( Proposition 5.5.1).
lg'(O)I 1.
This inequality, properly interpreted, will give the first conclusion of the
lemma:
Note that
a(O) =1  lal2 and (b) =1/(1  lbl2). Therefore
12:lg'(O)I=1(b)l IJ'(a)l 1'__a(O)I= (l
?'(a)I.
l 2
l
The first conclusion of the lemma follows.
For the second conclusion, let us take
h =b1
Schwarz's lemma implies that
lb1
</Ja1
lh(z )I lz l. That
is,
f 0 <Pa1 (z )I lz l
or
Taking
z =a
gives
Writing this out, with the definition of the </J's, gives the desired conclusion.
174
5. The Zeros of a Holomorphic Function
There is a "uniqueness" result in the situation of Theorem
corresponds to the last conclusion of Proposition
IJ'(a)I
then the function
1  lbl2
1  lal2
5.5.l.
5.5.2
that
If either
I 1b2 b1bb1 I I 1a2 a1aa1 I '
or
is a conformal selfmapping (onetoone, onto holomor
phic function) of D(O,
1)
to itself.
The proof of this statement consists in reducing it to the corresponding
5.5.1,
statement for Proposition
5.5.2.
using the methods of the proof of Theorem
Since we consider the conformal selfmaps of the disc in Section
6.2,
we
shall ask the reader to consider these uniqueness statements as an exercise
at that time.
Exercises
1. Let
be holomorphic on a neighborhood of D(P, r ) . Suppose that
not identically zero on
zeros in
2. Let
f, g
zeros at
D(P, r ) .
D(P, r ) .
Prove that
be holomorphic on a neighborhood D(O,
Pi, P2, ... , Pk
boundary circle of D(O,
D(O,
1),
1
.
27ri
1)
is
has at most finitely many
1).
Assume that
and no zero in 8D(O,
1).
has
Let"( be the
traversed counterclockwise. Compute
i f'(z)
f(z)
"f
g(z)dz.
3. Give another proof of the fundamental theorem of algebra as follows:
Let
P(z)
be a nonconstant polynomial. Fix a point Q E C. Consider
P'(z)
_1_ 1
dz.
27ri la n( Q,R ) P(z)
Argue that, as R+ +oo, this expression tends to a nonzero constant.
4. Without supposing that you have any prior knowledge of the calculus
function ex, prove that
00
ez
L
!
k=O
never vanishes by computing (ez)' / ez, and so forth.
5. Let
fj
D(O,
1)
+
C be holomorphic and suppose that each
least k roots in D(O,
1),
counting multiplicities.
Suppose
fj has at
that fj
f
+
uniformly on compact sets. Show by example that it does not follow that
has at least k roots counting multiplicities. In particular, construct
examples, for each fixed k and each, 0 k, where
has exactly
175
Exercises
roots. What simple hypothesis can you add that will guarantee that
have at least k roots? (Cf. Exercise 8.)
does
: D(O, 1)  C be holomorphic and nonvanishing.
Prove that
has a welldefined holomorphic logarithm on D(O, 1) by showing that
the differential equation
6. Let
azg(z)
8
f'(z)
f(z)
has a suitable solution and checking that this solution
7. Let U and V be open subsets of C. Suppose that
phic, onetoone, and onto. Prove that
on V.
f:
8. Let
f 1
U  C be holomorphic. Assume that
a (P r).
g
f a (P r) ,
f:
g does the job.
U  V is holomor
is a holomorphic function
(P, r)
fis
and g is
U and that
nowhere zero on D ,
Show that if is holomorphic on U
sufficiently uniformly close to on D ,
then the number of zeros
of in D
equals the number of zeros of in D
(Remember
to count zeros according to multiplicity.)
9. Define
(P, r)
f(z) z
=
(P, r).
z. Let 'Y be the counterclockwise oriented boundary of
D(O, 1). Show that, in some sense,
of zeros off in D(O, 1) counting multiplicities] =/:
2m fy
f'(() d(.
f(()
[H n t : You must first decide on an interpretation of the integral
remember that this is a
statement. A good idea would
be to set
fy
realvariable
f'(() d(  {2rr [(d/dt ) f(eit)] dt.
f(eit)
f(()
lo
This would make sense and would equal the integral as usually defined
in case is holomorphic. Then you have also to figure out what 'mul
tiplicity' means in the present context: See the discussion later in this
exercise.] What is actually true in general is that if E C1(D(O, 1)) and
does not vanish on D O, 1), then, with the integral interpreted as we
have just indicated,
a (
I 2i i (] d(I I#
of zeros off in D(O, 1) counting multiplicities .
f
f(P)
a:
P.
To "prove" this inequality, suppose that
vanishes to first order
at a point
E D(O, 1) [i.e.,
0 but \1
=/: 0]. Then, by
Taylor's formula, there are complex constants and {3 such that
+ {3(z
+(error) when is near
If 'Y is a small curve
a:(z  P)
f(P)
 P)
f(z)
f
f
176
Exercises
surrounding P, then calculate
l
_
27ri
The answer will be
or
1,
1 !'(() d(
f(()
depending on whether o: and
{3
are zero or
nonzero. Now treat the general case for simple zeros by breaking D(O,
up into smaller regions, some of which surround the zeros of
of which do not.
What additional idea is needed in case
of multiplicity greater than one?
[Hint:
f and
f has
)1
some
zeros
In order to study this problem
successfully, you will need to come up with a notion of multiplicity of
a smooth (not necessarily holomorphic) function
isolated point P where
f(P) = 0.
of x and y at an
The basic idea is that the multiplicity
at a point is obtained by choosing a small circle around the point and
evaluating the "generalized integral"
1
27ri
J'
ff
as already discussed. The reference [MIL] will help you to come to grips
with these ideas. Treat this as an openended exercise.]
10. Estimate the number of zeros of the given function in the given region
u.
( a)
(b)
(c)
(d)
(e)
(f)
f(z) = z8 + 5z7 20,
f(z) = z3  3z2 + 2,
f(z) = z10 + lOz + 9,
f(z) = z10 + lOzez+l 9,
f(z) = z4e z3 + z2 /6 10,
f(z) = z2ez  z,
U = D(0 , 6 )
U = D(O,
)1
U = D(O, 1)
U = D(O, 1)
U = D(O, 2)
U = D(O, 2)
11. Imitate the proof of the argument principle to prove the following for
mula: If
: U
>
C is holomorphic in U and invertible, P
U, and if
D(P, r ) is a sufficiently small disc about P, then
l
11(w)= _
27ri
(f'(() d(
j
laD(P,r) f(()  W
for all win some disc D(J(P), r1 ) , r1 >
0 sufficiently small.
Derive from
this the formula
l
u1 )'(w)= _
27ri
(f'(()
1
d(.
laD(P.r) (!(()  w)2
Set Q = J(P). Integrate by parts and use some algebra to obtain
ul)'(w)=1
27ri
1
1
laD(P,r) f(() Q

) (
.
1

wQ
1 d(.
f(() Q
(*
Exercises
177
Let ak be the kth coefficient of the power series expansion of
Q:
the point
f1 ( w )
(* )
Then formula
this!
L ak(w  Q)k.
00
k=O
to obtain
27ri
(n
12. Suppose that
U.
1
1
d(
laD(P,r) [J(()  Q]n
1
a nl ((  P)n
1 )!
8(
[!(() Q]n (=P
( )
f'
zeros inside
U?
Can you
( Here the closed convex hull of a
S is the intersection of all closed convex sets that contain S.) [ Hint:
If the zeros of
f'. ]
14. Let
 1
is a polynomial on C, then the zeros off' are contained in
the closed convex hull of the zeros of
of
(n
f'?
has
conclude anything about the zeros of
is holomorphic and has n zeros, counting multiplicities,
Can you conclude that
13. Prove: If
Lagrange's formula.
This is called
set
about
may be expanded and integrated term by term prove
1
__
inside
11
Pt(z)
are contained in a half plane V, then so are the zeros
be a polynomial in
Suppose that
f.
Pt(z)
t, 0
for each fixed value of
is continuous in
<
<
1.
in the sense that
Pt(z)
and each
a1(t) is continuous.
Z is closed in C
[O, 1 ].
If
L a1(t)zl
j=O
Let Z =
Pt0(zo)
{(z , t) : Pt(z)
0 and
O}.
(8/8z) Pt0(z)
By continuity,
z z
= o
# 0,
then
show, using the argument principle, that there is an <: > 0 such that for
to there is a unique z E D(zo, 1: )
Pt0( ) vanishes to order k at zo?
sufficiently near
can you say if
with
Pt(z)
0. What
15. Complete the following outline for an alternative argument to see that
the function
( a)
( b)
(c)
N(z)
in the proof of the open mapping theorem is constant:
Calculate that
J'(()
J
d(.
27ri !aD(P,r) (!(()  z)2
integrand is the derivative, in ( ,
!._N(z)
8z
1

z, the
function H(() on a neighborhood of D(P, r).
It follows that (8/8z)N(z) = 0 on D(P, r).
For fixed
of a holomorphic
178
Exercises
(d)
N(z)
is constant.
16. Prove that if f: U
t
C is holomorphic, PE U, and f'(P)
0, then f
is not onetoone in any neighborhood of P.
17. Prove: If f is holomorphic on a neighborhood of the closed unit disc
D and if f is onetoone on 8D, then f is onetoone on D.
[Note:
Here
you may assume any topological notions you need that seem intuitively
plausible. Remark on each one as you use it.]
18. Let
Pt(z)
ao(t) + a1(t)z +
an(t)zn
be a polynomial in which the
coefficients depend continuously on a parameter tE
if the roots of
Pto
Prove that
are distinct (no multiple roots), for some fixed value
of the parameter, then the same is true for
to
( 1, 1).
toprovided that
Pto
the degree of
Pt
Pt
when tis sufficiently close
remains the same as the degree of
Chapter 6
Holomorphic Functions
as Geometric Mappings
Like Chapter
5,
this chapter is concerned primarily with geometric questions.
While the proofs that we present will of course be analytic, it is useful to
interpret them pictorially. The proofs of the theorems presented here arose
from essentially pictorial ideas, and these pictures can still serve to guide our
perceptions. In fact geometry is a pervasive part of the subject of complex
analysis and will occur in various forms throughout the remainder of the
book.
The main objects of study in this chapter are holomorphic functions
h : U
V, with U, V open in C, that are onetoone and onto.
>
a holomorphic function is called a
conformal
(or
biholomorphic)
Such
mapping.
The fact that his supposed to be onetoone implies that h' is nowhere zero
on U [remember, by Theorem
point P E U , then h is
(k +
5.2.2,
that if h' vanishes to order
1)to1 in a small neighborhood of P].
result, h1 : V> U is also holomorphic (see Section
h: U
>
5.2).
at a
As a
A conformal map
V from one open set to another can be used to transfer holomorphic
functions on U to V and vice versa: That is,
and only if
only if g
k ;:::: 0
f : V
>
C is holomorphic if
his holomorphic on U; and g : U> C is holomorphic if and
h1 is holomorphic on V.
Thus, if there is a conformal mapping from U to V, then U and V are
essentially indistinguishable from the viewpoint of complex function theory.
On a practical level, one can often study holomorphic functions on a rather
complicated open set by first mapping that open set to some simpler open
set, then transferring the holomorphic functions as indicated.
179
6. Holomorphic Functions
180
as
Geometric Mappings
The object of the present chapter is to begin the study of the biholo
morphic equivalence of open sets in C. We shall return to the subject in
later chapters.
6.1. Biholomorphic Mappings of the Complex Plane to Itself
The simplest open subset of C is C itself. Thus it is natural to begin our
study of conformal mappings by considering the biholomorphic mappings of
C to itself. Of course, there are a great many holomorphic
functions
from
C to C, but rather few of these turn out to be onetoone and onto. The
techniques that we use to analyze even this rather simple situation will intro
duce some of the basic ideas in the study of mappings. The biholomorphic
mappings from C to C can be explicitly described as follows:
Theorem 6.1.1. A function
f: C+ C is a conformal mapping
numbers a, b with a =/: 0 such that
if there are complex
J(z)
az + b , z
C.
One aspect of the theorem is fairly obvious: If
the map
az
r;
if and only
a, b
C and
a =/: 0,
then
is certainly a conformal mapping of C to C. In fact
one checks easily that
r>
(z
b) /a is
the inverse mapping. The interesting
part of the theorem is that these are in fact the only conformal maps of C
to C. To see this, fix a conformal map off : C+ C. We begin with some
lemmas:
Lemma 6.1.2. The holomorphic function
lim
lzl++oo
That is, given
lf(z)I
>
>
0,
IJ(z)I
satisfi.es
+oo.
there is a number C >
such that if
lzl
>
C, then
1/E.
Proof. This is a purely topological fact, and our proof uses no complex
analysis as such.
The set
{z: lzl
1/E}
is a compact subset of C. Since
is holomorphic, it is continuous.
Therefore S
set is compact.
11({z : lzl
1/E})
is compact.
HeineBorel theorem (see [RUDl]), S must be bounded.
positive number C such that S
{z: lzl
Taking contrapositives, we see that if
of
11({z: lzl
lwl
>
Thus there is a
w is not an element
element of {z: lzl 1/E}.
0
result.
Using the concepts introduced in Section 4.7, Lemma
By the
C, then
1/E}). Therefore J(w) is not an
lf(w)I > 1/E. That is the desired
thought of as saying that
C+ C
C} .
In other words,
11 :
Also the continuous image of a compact
is continuous at oo
with value
oo.
6.1.2
can be
181
6.1. Bilwlomorphic Mappings of the Plan e
Further understanding of the behavior of
f(z) when z has large absolute
value may be obtained by applying the technique already used in Chapter
z E <C such that z =/= 0
f(l/z) =/= 0, a function g(z)
1/f(l/z). By Lemma 6.1.2, there is a
number C such that lf(z)I > 1 if izl > C. Clearly g is defined on {z : 0 <
lzl < 1/C}. Furthermore, g is bounded on this set by 1. By the Riemann
removable singularities theorem, g extends to be holomorphic on the full disc
D(O, 1/C) {z: lzl < 1/C}. Lemma 6.1.2 tells us that in fact g(O) 0.
4 to talk about singularities at oo. Define, for all
and
f : <C + <C is onetoone, it follows that g
D(O, 1/C). In particular, g'(O) cannot be 0. Since
Now, because
on the disc
0=/= Jg'(O)I
lim
lzl+O+
g(z)  g(O)
Z
A > 0 such
we see that there is a constant
lim
lzl+O+
is onetoone
g(z)
I I
Z
that
Jg(z)I 2': Alzl
for
sufficiently small.
original function
We next translate this to information about the
f.
Lemma 6.1.3. There are numbers B,
lf(z)I
<
D > 0 such that, if lzl > D, then
BlzJ.
Proof. As noted above, there is a number
Jg(z)I 2': AlzJ.
If
izl > 1/8,
8 >0
such that if
lzl
<
8,
then
lf(z)I
1
Jg(l/z)i
Thus the lemma holds for any B
> 1/A
and
1/8.
The proof of the theorem is now easily given. By Theorem 3. 4.4,
a polynomial of degree at most
Clearly
then
1,
that is,
f(z)
is onetoone and onto if and only if
az + b for
a =/= O; thus
some
a, b
Theorem
f
E
is
<C.
6.1.1
is proved. A shorter if less selfcontained proof can be given using Theorem
4.7.5: see Exercise 35.
One part of the proof just given is worth considering in the more general
context of singularities at oo, as discussed in Section 4. 7. Suppose now that
his holomorphic on a set
{z: lzl >a},
lim
lzl++oo
for some positive a, and that
Jh(z)i
+oo.
g(z) = 1/h(l/z) is defined and holomorphic on
17 > 0. Also, by the same reasoning as above, g
to D(O, 17) with g(O)
0. If we do not assume in
Then it remains true that
{z : 0
<
lzl
<
77},
some
extends holomorphically
advance that
is onetoone, then we may not say (as we did before) that
182
6. Holomorphic Functions
g'(O) :/= 0.
n
But
as
Geometric Mappings
is not constant, since his not, so there is a positive integer
and a positive number
such that
lg(z)I Alzln
for all
6.1.2)
that
lzl
with
sufficiently small. It then follows (as in the proof of Lemma
lh(z)I
for
l zl
sufficiently large.
1
lzl
A n
This line of reasoning, combined with Theorem
3.4.4 recovers Theorem 4. 7. 5: If h: C + C is a holomorphic function such
that
lim
lzl++oo
lh(z)I
+oo,
then h is a polynomial.
The reasoning presented here is essentially just a specific application
of the techniques and results of Section 4. 7.
6.2. Biholomorphic Mappings of the Unit Disc to Itself
In this section the set of all conformal maps of the unit disc to itself will
be determined. The determination process is somewhat less natural than in
the last section, for the reader is presented with a "list" of mappings, and
then it is proved that these are all the conformal selfmaps of the disc (i.e.,
conformal maps of the disc to itself). This artificiality is a bit unsatisfying;
later, when we treat the geometric structure known as the Bergman metric
(Chapter
14) ,
we shall be able to explain the genesis of these mappings.
Our first step is to determine those conformal maps of the disc to the
disc that fix the origin. Let D denote the unit disc.
Lemma 6.2.1. A holomorphic function
: D+ D that satisfies
f(O)
is a conformal mapping of D onto itself if and only if there is a complex
number
w with lwI
1 such that
f(z)
wz for all z
ED.
In other words, a conformal selfmap of the disc that fixes the origin must
b e a r ot ati on.
Proof. If
E C and
lwl
1,
then clearly the function
conformal selfmap of the disc: The inverse mapping is
f(z) = wz
z/w.
is a
i+
To prove the converse, suppose that f : D+ D is a conformal selfmap
of the disc that fixes the origin.
lemma (Proposition
Let
11
: D + D. By the Schwarz
5.5.1),
lf'(O)I 1
and
lg'(O)I 1.
6.2. Biholomorphic Mappings of the Unit Disc
183
However the chain rule (see Chapter 1, Exercise 49 and Chapter 2, Exercise
13) implies that
1 (f og)'(O) J'(O) g'(O).
It follows from this equation and from ( * ) that lf'(O)I = 1 and lg'(O)I
1.
The uniqueness part of the Schwarz lemma then yields that f(z) = f'(O)z.
D
This, with w f'(O), is the desired conclusion.
=
It is not immediately clear that there are any conformal selfmaps of
the disc that do not fix the origin, but in fact some of these were already
introduced in Section 5.5 in connection with the SchwarzPick lemma. For
convenience, we write them out again:
(Construction of Mobius transformations) .
Lemma 6.2.2
1,
we define
<Pa(z)
Then each
Proof.
<Pa
For
EC,
lal
<
za
1az
_
.
is a conformal selfmap of the unit disc.
See the first part of the proof of Theorem
5.5.2.
The biholomorphic selfmappings of D can now be completely charac
terized. Notice before we begin that the composition of any two conformal
selfmaps of the disc is also a conformal selfmap of the disc.
Theorem 6.2.3. Let
f:
lwl
1, lal
<
f is a
a, w with
D be a holomorphic function. Then
conformal selfmap of D if and only if there are complex numbers
such that, for all
f(z)
ED,
=
w <Pa(z) .
Proof. That functions f of the given form are conformal selfmaps of the
disc has already been checked. For the converse, let f be any conformal self
map of the disc. Set b f(O) and consider the map <Pb of: D D, which
is certainly a conformal selfmap of the disc. Observe that (<Pb of)(O) 0.
Therefore Lemma 6.2.1 applies, and there exists an w EC such that lwl 1
and <Pb of(z) wz, all z ED. Thus
=
<P;1(wz)
f(z)
<Pb(wz)
wz+b
1+bwz
z+bw1
=
where we have used the fact that lwl
f(z)

1+bw1z'
1 to see that bw1
w <Pa(z),
bW
bw. Thus
6. Holomorphic Functions
184
where a
as
Geometric Mappings
bw1.
Notice that our proof also shows that any conformal selfmap of the disc
has the form
f(z)
cPa(wz) for some lwl
and lal
<
1.
You can easily
verify by direct calculation that the composition of any two maps of the
form given in the theorem, or of any two maps of the form given in the last
sentence, or of one of each, gives in turn a map that can be written in either
of these special forms. Actually, it is easy to see that the set of conformal
selfmaps of any open set U C forms a group under composition. So the
calculations just discussed had to be successful: Once the precise form of
all the conformal selfmaps is determined (as in Theorem
6.2.3),
then it was
necessarily the case that compositions and inverses would have that form
too. The group of conformal selfmaps of an open set U C is called the
automorphism group of U, and the conformal selfmaps themselves are called
automorphisms of U. The automorphisms of the unit disc are usually called
Mobius transformations (after A. F. Mobius, 17901860).
Note that the case a
for a corresponds to the case of rotations
treated in the first lemma.
6.3. Linear Fractional 'fransformations
The automorphisms (i.e., conformal selfmappings) of the unit disc D are
special cases of functions of the form
z
az+b
1t
 ,
CZ+d
a,b,c,d EC.
It is worthwhile to consider functions of this form in generality. One restric
tion on this generality needs to be imposed, however; if ad be
0,
then the
numerator is a constant multiple of the denominator if the denominator is
not identically zero. So if ad be =
0,
then the function is either constant or
has zero denominator and is nowhere defined. Thus only the case adbe i
is worth considering in detail.
Definition 6.3.1. A function of the form
z
is called a
az+b
1t
CZ+d
ad  be i
0,
linear fractional transformation.
Note that (az + b) /(cz + d) is not necessarily defined for all z E C
Specifically, if c i
0,
then it is undefined at z
lim
Z+d / c
az+b
CZ+d
d/c. In case c i
0,
+oo.
This observation suggests that one might well, for linguistic convenience,
adjoin formally a "point at oo" (as in Section
4.7)
to C and consider the
185
6.3. Linear Fractional Transformations
value of (az + b)/(cz + d) to be oo when z = d/c (c =f. 0). It turns out
to be convenient to think of a transformation z
(az + b)/ (cz + d) as a
mapping from <CU { oo } to <CU { oo } (again along the line of ideas introduced
in Section 4. 7). Specifically, we are led to the following definition:
1>
Definition 6.3.2. A function f : <CU { oo }
<CU { oo } is a linear fractional
transformation if there exist a, b, c, d E <C, ad  be =f. 0, such that either
t
(i) c=0, J(oo)=oo, and f (z)= (a/d)z + (b/d) for all z
<C,
or
(ii) c =f. 0, f (oo)= a/c, J(d/c)=oo, and f (z)= (az + b)/(cz + d) for
all z E <C, z =f. d/c.
It is important to realize that, as before, the status of the point oo
is entirely formal: We are just using it as a linguistic convenience, to keep
track of the behavior of f (z) both where it is not defined as a map on <C
and to keep track of its behavior when lzl
+oo. The justification for the
particular devices used is the fact that
t
(1) limlzl++oo f (z)= f (oo),
(2) limz+d/c l f (z) I=+oo [c =f.
O;
case (ii) of the definition].
These limit properties of f can be considered as continuity properties of f
from <CU { oo } to <CU { oo } using the definition of continuity that comes from
the topology on <CU { oo } introduced in Section 4. 7. There the topology was
introduced by way of open sets. But it is also convenient to formulate that
same topological structure in terms of convergence of sequences:
Definition 6.3.3. A sequence {pi } in
(notation limi+oo Pi=Po) if either
<CU
{ oo } converges to Po
<CU
{ oo }
(1) Po=oo and limi++oo IPil=+oo where the limit in this expression
is taken for all i such that Pi E <C
or
(2) Po E <C, all but a finite number of the Pi are in <C and limi+oo Pi=Po
in the usual sense of convergence in <C.
This definition of convergence coincides with the definition in terms
of metric spaces or topological spaces, with the ideas of distance and open
set introduced in Chapter 4. Stereographic projection puts <C U { oo } into
onetoone correspondence with the twodimensional sphere S in IR3, S =
{(x,y,z) E JR3: x2 + y2 + z2 = 1 } in such a way that convergence of the
sequence is preserved in both directions of the correspondence. For this
reason, <C U { oo } is often thought of as "being" a sphere and is then called,
for historical reasons, the Riemann sphere, as already discussed in Section
4.7.
6. Holomorphic Functions
186
as
Geometric Mappings
In these terms, linear fractional transformations become homeomor
phisms of CU
{ oo}
( Recall that a homeomorphism is,
to itself.
by definition,
a onetoone, onto continuous mapping with a continuous inverse. )
Theorem 6.3.4. If
formation, then
11
: CU
{ oo}
: CU
{ oo}
CU
{ oo} is
a linear fractional trans
f is a onetoone and onto continuous function.
CU { oo} is a linear fractional transformation.
Also,
If g
then
: C U { oo} C U { oo} is also a linear fractional transformation,
f o g is a linear fractional transformation.
Proof. The continuity of
that
c
is clear from the previous discussion.
To see
f(z) = (az+b)/(cz+d), c# 0 ( the case
exercise ) . The inverse of f can be computed
is onetoone, suppose that
= 0, d # 0
is left as an
formally as follows: Set
az+b
w CZ+d"

Solving for
z,
we find that, formally, the inverse of
Z=
To define the inverse of
is
dw+b
cw a

precisely, set
dz+b
CZ  a
d
g ( z)
g(oo)
if
z =I a I c ,
g(a/c)
00.
g is a linear fractional transformation, and one can easily check directly
f o g and g o f are both equal to the identity map from C U { oo} to
Then
that
itself.
Similarly, one can compute the formal composition of the linear frac
tional mappings
z 1+ (az+b)/(cz+d)
A ( (az+b)/(cz+d) ) +B
C ( (az+b)/(cz+d) ) +D
and
1+
(Az+B)/(Cz+D) :
(Aa+Bc)z+(Ab+ Bd)
(aC+cD)z+ (bC+Dd)
Note that
(Aa+Bc) (bC+Dd)  (Ab+Bd) (aC+cD) =(AD  BC) (ad  be)# 0.
Thus
Zt+
(Aa+Bc)z+ (Ab+Bd)
(aC+cD)z+ (bC +Dd)

is a formal linear fractional transformation, and the associated linear frac
tional transformation of CU
composition.
{ oo}
to itself is easily verified to be the actual
6.3.
Linear Fractional Transformations
187
For instance, the image of oo under the first transformation is a/c (in
case c i 0) and the image of a/c under the second is
A(a/c) +B
Aa +Be
C(a/c) + D
aC + cD
if aC +cD i 0. Also, if aC +cD i 0, then the image of oo under the formal
composition is also (Aa +Bc)/(aC +cD). The checking of the various cases,
D
and so forth, is left as an exercise.
The reader who does actually check all the cases and possibilities in the
composition proof just described will become convinced that the simplicity
of language obtained by adjoining oo to C (so that the composition and
inverse properties of the theorem hold) is well worth the trouble. Certainly
one does not wish to consider the multiplicity of special possibilities (c
0, c i 0, aC + cD i 0, aC + cD 0, etc.) that arise every time composition
is considered.
=
In fact, it is worth summarizing what we have learned in a theorem.
F irst note that it makes sense now to talk about a homeomorphism from
CU { oo} to CU { oo} being conformal: This just means that it (and hence
its inverse) are holomorphic in our extended sense. If <P is a conformal
map of C U { oo} to itself, then, after composing with a linear fractional
transformation, we may suppose that maps oo to itself. Thus , after
composition with a linear fraction transformation, is linear (cf. Theorem
6. 1 . 1 ). It follows that itself is linear fractional. The following result
summarizes the situtation:
function is a conformal selfmapping of CU { oo} to
itself if and only if <P is linear fractional.
Theorem 6.3.5. A
We turn now to the actual utility of linear fractional transformations
(beyond their having been the form of automorphisms of D in Theorem
6.2.3). The most frequently occurring use is the following result, already
noted as Exercise 9 in Chapter 1:
Theorem 6.3.6 (The (inverse) Cayley transform). The
linear fractional
transformation z
(z i)/(z + i) maps the upper half plane {z: Imz > O}
conformally onto the unit disc D {z: lzl <l}.
ft
Proof. The proof is a formal calculation:
z i
<l
z +i
_
if and only if
lz  il2 < lz + il2
188
6.
if and only if
Holomorphic Functions
2 Re ( zi)
<
Geometric Mappings
2 Re ( zi)
if and only if
4Re( zi)
<
>
0.
if and only if
Imz
as
0
0
Calculations of the type just given are straightforward but tedious. It is
thus worthwhile to seek a simpler way to understand what the image under
a linear fractional transformation of a given region is. For regions bounded
by line segments and arcs of circles, the following result gives a method for
addressing this issue:
Theorem 6.3. 7. Let C be the set of subsets of CU
circles and
(ii)
sets of the form LU
{ oo}
{ oo}
consisting of
(i)
where L is a line in C Then every
linear fractional transformation <P takes elements of C to elements of C.
Sets consisting of a line L union { oo} are thought of as "generalized
circles." Thus the theorem says that linear fractional transformations take
circles to circles, in the generalized sense of the word.
Proof of Theorem 6.3. 7.
Every linear fractional transformation is a com
position of transformations of the ( formal) forms z
az, z
z+b, z
1/ z
( exercise). Thus it is enough to verify the statement of the theorem for each
of these transformations.
The conclusion is obvious for mappings of the form z
az ( the dila
tion of a generalized circle is still a generalized circle) and z
z + b ( the
translation of a generalized circle is a generalized circle). Thus it remains
to check the result for the inversion z
1/ z. Assume that z i 0, oo.
Consider an arbitrary circle x2+y2+ax+ (3y+"Y = 0. We set w = 1/ z
with w =u +iv. Then
u
x=Rez=Re( l/w)= 2
u +v2,
v
y = Imz = Im ( 1/w) = 2
.
u +v2
Substituting into the equation of the circle and simplifying, we find that
v
1
u
2  (3 2
2 + "Y = o.
2
2+Q 2
u +v
2
2
Since lwl =u +v2 i 0,
u +v
u +v
1 +nu  (3v + 1(u2+v2) = 0.
If "Y i 0, then this is the equation of a ( standard) circle. Thus the inversion
of the original circle is indeed a circle. If "Y 0, then this is the equation of
=
6.4. The Riemann Mapping Theorem
189
a line. In this case the image of the point at infinity under the inversion is
the origin and the image of the origin (which lies on the original circle) is
the point at infinity. So the image is a generalized circle.
To illustrate the utility of this theorem, we return to the Cayley transformation
i)
i.
(1i)/(1 + i)
zi
z+i
.
1, the
point 1 is sent
i, and the point 1 is sent to
(li)/(1 +
Under this mapping the point
to the point
14
oo
is sent to the point
Thus the image under the Cay ley transform (a linear fractional
transformation) of three points on IR U { oo} contains three points on the unit
circle. Since three points determine a (generalized) circle, and since linear
fractional transformations send generalized circles to generalized circles, we
conclude that the Cayley transform sends the real line to the unit circle. Now
the Cayley transform is onetoone and onto from CCU
{ oo}
to CCU
{ oo }.
By
continuity, it either sends the upper half plane to the (open) unit disc or to
the complement of the closed unit disc. The image of i is 0, so in fact the
Cay ley transform sends the upper half plane to the unit disc.
The argument just given, while wordy, is conceptually much simpler
and quicker than the sort of calculation that we have given previously. Some
other applications of this technique are given in the exercises.
6.4. The Riemann Mapping Theorem:
Statement and Idea of Proof
The conformal equivalence of open sets in CC is generally not very easy to
compute or to verify, even in the special case of sets bounded by (generalized)
circular arcs. For instance, it is the case (as will be verified soon) that the
square
{z
x + iy: x
l l < l,IYI < l} is conformally equivalent to
{z: z
l l < l}. But it is quite difficult to write down explicitly
=
unit disc
the
the
conformal equivalence. Even when a biholomorphic mapping is known (from
other considerations) to exist, it is generally quite difficult to find it. Thus
there is a priori interest in demonstrating the existence of the conformal
equivalence of certain open sets by abstract, nonconstructive methods. In
this section we will be concerned with the question of when an open set
U CC is conformally equivalent to the unit disc.
Several restrictions must obviously be imposed on U. For instance, U
obviously cannot be CC because every holomorphic function f : U
would then be constant (Liouville's theorem).
__,
Also, U must be topologi
cally equivalent (i.e., homeomorphic) to the unit disc D since we are in fact
demanding much more in asking that U be conformally equivalent. For in
stance, D could not be conformally equivalent to
{z : 1
<
IzI
<
2}
since it
6. Holomorphic Functions as Geome t ric Mappings
190
is not topologically (i.e., homeomorphically) equivalent.
[Although at the
moment we have no precise proof that the two are not homeomorphic, this
assertion is at least intuitively plausible.]
Surprisingly, the two restrictions just indicated (that U not be C and
that U be topologically equivalent to
D)
are not only necessary but they
are sufficient to guarantee that U be conformally equivalent to the disc
D.
To give this notion a more precise formulation, we first define formally
what we want to mean by topological (homeomorphic) equivalence (reiter
ating the definition in Section 6.3, prior to Theorem 6.3.4):
Definition 6.4.1. Two open sets U and V in C are homeomorphic if there
is a onetoone, onto, continuous function
continuous. Such a function
l: U
;
V with l1 : V
;
U also
is called a homeomorphism from U to V.
[It is a fact that the inverse of a continuous, onetoone, onto function
from one open subset of IR2 to another is always continuous.
condition in the definition of homeomorphism that
l1
Thus the
be continuous is
actually redundant. But this "automatic continuity" for the inverse function
is rather difficult to prove and plays no role in our later work. Thus we shall
skip the proof; the interested reader may consult an algebraic topology text.]
Theorem 6.4.2 (The Riemann mapping theorem). IfU is an open subset of
C, U f. C and if U is homeomorphic to D, then U is conformally equivalen t
to D.
The proof of the Riemann mapping theorem consists of two parts. First,
one shows that if a domain U is homeomorphic to the disc, then each holo
morphic function on U has an antiderivative (recall that this property is
called "holomorphic simple connectivity"see Section 4.5). The argument
to prove this assertion is essentially topological: and indeed the conclusion
will be deduced (in Chapter
11)
from a topological condition called simple
connectivity that appears to be weaker than homeomorphism to the disc,
though it is in fact equivalent to it for open sets in C.
The second step
uses the first to construct a onetoone holomorphic mapping from U into
the unit disc. We then construct a mapping from U to
that is both one
toone and onto by solving an "extremal problem"; that is, we shall find
a function that maximizes some specific quantity (details will be provided
momentarily).
The second part of the proof of the Riemann mapping theorem will
occupy us for the rest of this chapter (Theorem 6.6.3the analytic form
of the Riemann mapping theorem). The first, essentially topological, part
of the proof will be given separately in Chapter
11.
Before presenting the
(second part of the) proof, let us discuss the significance of the R.iemann
mapping theorem and of some of the issues that it raises.
191
6.4. Tlie Riemann Mapping Theorem
First, it is important to realize that homeomorphism is, in general,
quite far from implying biholomorphic equivalence:
EXAl\IPLE 6.4.3. The entire plane CC is topologically equivalent to the unit
disc D. An equivalence is given by
f(z)=
1 +11.
z
However, as previously noted, CC is not conformally equivalent to D.
In the next chapter we shall learn that two annuli { z : r1 < I z I < r2 } and
{z :
s1
<
I z I < s2} are conformally equivalent if and only if
r2 / r1
s2 / s i.
Yet two such annuli are always homeomorphic (exercise). Thus we see that
the Riemann mapping theorem is startling by comparison.
The idea of the proof of the Riemann mapping theorem comes from
the Schwarz lemma. Namely, one can think of this lemma in the following
form: Consider a holomorphic (not necessarily onetoone and onto) function
f: D> D with f(O)= 0. Then fis conformal (i.e., onetoone and onto) if
and only if IJ'(O)I is as large as possible, that is, if and only if
lf'(O)I = sup{lh'(O)I : h: D> D, h(O)= 0, h holomorphic}.
The special attention paid to the point 0 here is inessential.
In fact if
f: D> D is a holomorphic function such that
lf'(P)I= sup{lh'(P)I : h: D> D, h(P) = P, h holomorphic},
then f must be conformal.
(Exercise:
Prove this, and find an analogous
statement to cover the case when f maps P to Q and Q =/: P.)
If U satisfies the hypotheses of the Riemann mapping theorem, then
one might look for a conformal mapping of U to D by choosing a point
P E U and then looking for a holomorphic function f : U > D such that
f(P) = 0 and lf'(P)I is maximal. It turns out to be technically simpler to
consider only functions fthat are assumed in advance to be onetoone, and
we shall take advantage of the resulting simplification.
Several questions arise about our plan of attack. First, do there exist
any onetoone holomorphic functions J: U > D? Assuming that there are
such functions, is the set of values {IJ'(P)I} bounded?
Also, is the least
upper bound attained? That is, is there a holomorphic function f from U
to D such that f(P) = 0 and IJ'(P)I is as large as possible?
The latter question is of particular historical interest because Riemann
in fact neglected in his proof to verify that a similar sort of maximum was
assumed by some particular function. Thus his theorem was in doubt for
some time until what has become known as "Dirichlet's principle" gave a
6. Holomorphic Functions as Geometric Mappings
192
method to fill the gap. The modern approach to the Riemann mapping the
orem involves a convergence idea for holomorphic functions called "normal
families," which we develop in the next section.
Note that the issue of the boundedness of the derivatives of
is easily dispatched.
that
D(P, r) <:;;: U.
For let
: U
Then, of course,
lf'(P)I 1/r.
estimates imply that
D, f(P)
IJ(z)I 1 for
____,
0. Choose
>
at
0 such
all z; hence the Cauchy
Thus we have an a priori upper bound
on the size of derivatives off at P. In the next section we turn our attention
to establishing the existence of an
that
actually equals
the
least
whose derivative
J'(P)
has modulus
upper bound of the absolute values of such
derivatives.
6.5. Normal Families
The results of the previous section have already suggested that there is spe
cial interest in holomorphic functions that satisfy some extremal property.
The special nature of such extremal problems is this: For any E > 0 there
will be a holomorphic function
( e.g.,
ff
that comes within E of being the extremum
the least upper bound in our special case from the previous sect.ion).
fj such that the fj come ever closer to being the
but one would like to assert that (some subseque nce of) the fj
actually converge to an "extremal function" f0. ( By analogy, consider the
problem of finding the "shortest" curve between two points P, Q on the
unit sphere in space. There will be curves /j joining P, Q whose length is
within 1/j of the greatest lower bound on the lengths. But one would like
Thus there is a sequence
extremum;
to extract a subsequence of the rj that actually converges in some sense to
a lengthminiminizing curve rO It is not a priori obvious that this can be
done. Furthermore, if one considers the sphere with one point removed, then
there are actually pairs of points for which this "extremal problem'' has no
solutionthe "shortest curve" would necessarily pass through the missing
point!)
We now develop a versatile set of tools that allows us to extract
con
vergent subsequence from a fairly general family of holomorphic functions.
We begin with a definition that will be useful in the formulation of our main
result.
Definition 6.5.1. A sequence of functions
to
converge normally
to a limit function
fj on an open set U <:;;: C is said
Jo on U if {fj} converges to f0
uniformly on compact subsets of U. That is, the convergence is normal if for
each compact set K <:;;: U and each E > 0 there is a J > 0 ( depending on K
and t ) such that, when j > J and z EK, then
lfj(z)  fo(z)I
<
E.
193
6.5. Normal Families
F igure 6.1
EXAMPLE 6.5.2. The functions
disc D to the function
on all of D to
Jo,
fo(z)
fj(z)
zj
converge normally on the unit
0. The sequence does
not converge
uniformly
but it does converge uniformly on each compact subset of
D.
Theorem 6.5.3
( Mantel's
theorem, first version ) . Let F
family of holomorphic fonctions on an open set U C
is a con stan t AI > 0 such that. for
all z
U an d
lfo(z)I :SM
Then, for every
sequence {fj}
all f n
{f0}oEA be
S uppose
E
that there
F,
F, there is a s u bs eq u en ce
verges normally on U to a limit (holomorphic) function
Jo.
{!Jk}
that con
Mantel's theorem is a remarkable compactness statement. For contrast
in the realvariable situation, note that the functions
bounded by the constant 1 on the interval
[O, 27T],
{ sin kx}k=I
are all
yet there is no convergent
subsequencenot even a pointwise convergent subsequence, much less a
normally convergent one.
( holomorphic ) functions with common domain
U. We say that F is a normal family if every sequence in F has a subse
quence that converges uniformly on compact subsets of U, that is, converges
normally on U.
Let F be a family of
The proof of Mantel's theorem uses powerful machinery from real anal
ysis. The AscoliArzela theorem, one of the main tools, is treated in Appen
dix A. An alternative proof of Mantel's theorem, not m;ing the AscoliArzela
theorem, is given in the exercises.
194
6. Holomorphic Functions as Geometric l\Jappings
U.
Proof of Montel's theorem. Fix a compact set K
larger compact set L
T/
>
0, any two points
z, w
Choose a slightly
with its interior L containing K. Then, for some
EK with lz  wl
17 have the property that the
<
6.1. Since L is compact,
D( e, r) U. But then, for
line segment connecting them lies in L. See Figure
there is a number
any
f E F,
>
0 such that if f E L, then
we have from the Cauchy estimates that
If ()I r
c I.
Observe that this inequality is uniform in both e and
Fix an
J E F.
If
lz  wl
<
line segment connecting
[O. 1]
r1 and if"(:
to
w,
>
<C is
f.
Now let
Z,
E K.
a parametrization of the
then we have
lf(z)  f(w)I
lfh(l))  f('(Y O))I
l.ll J'('Y(t)). "f1(t)dtl
1
C1 [ b'(t)idt
<
.fo
C1lz wl.
Thus, for any
z, w EK
and any
f EF
we have that, if
IJ(z)  f(w)I Clz In particular, F is an equicontinuous family
lz  w l
<
TJ,
w l.
( this
concept is defined in Ap
pendix A ) . The AscoliArzela theorem thus applies (again see Appendix A)
to show that any sequence
{fj}
F has a subsequence
uniformly on K.
{!jJ
that converges
Now we need an extra argument to see that a subsequence can be found
that converges uniformly on every compact subset of
U ( the
has to work for every compact set ) . Thus let K 1 K2
0
sets such that Kj KJ+1 for each
I<j
[ In
case U
{z
EU
and
distance( z, <C
<C, letting Kj
D(O. j)
we have just given, there is a sequence
LJj Kj
{fj}
same sequence
be compact
U ( e.g., we could let
\ U) 1 /j }
would do.]
D( 0, j)) .
Then, by the argument
F such that
{/;}
converges
uniformly on K1. Applying the argument again, we may find a subsequence
of this sequencecall it
{!jk } that converges uniformly on K2.
Continuing
in this fashion, we may find for each index ma subsequence of the
( m  l)th
subsequence that converges uniformly on Km. Now we form a final sequence
by setting
6.5.
195
Normal Families
93
fjk3'
etc.
Then the sequence
{gJ}
is a subset of
sequences that we formed above. So
Now any compact subset L of
F and is a subsequence of each of the
{gj} converges uniformly on each K1.
K1
must be contained in some
since
LJ Kj
is an open cover of L, which necessarily has a finite subcover. Therefore the
sequence 9J converges uniformly on any compact subset of
U.
The proof just presented did not use the full force of the hypothesis
that
IJ(z)I ::;
M for all
f EF
and all
z EU.
of this sort for all z in each comt>act subset
In fact, all we need is a bound
K,
and the bound may depend
on I<. Thus we are led to the following definition:
Definition 6.5.4. Let
We say that
U C
K U
E K:
be a family of functions on an open set
is bounded on compact sets if for each compact set
there is a constant M
MK
such that, for all
IJ(z)I ::;
J EF
and all
M.
The remarks in the preceding paragraph yield the proof of the following
improved version of Theorem
6.5.3:
Theorem 6.5.5 ( Mantel's theorem, second version ) . Let U C be an open
and let F be a family of holomorphic functions on U that is bounded
on compact sets. Then for every sequence {fj} F there is a su bsequence
U1k} that converges normally on U to a limit (necessarily holomorphic)
function Jo.
set
EXAMPLE 6.5.6. We consider two instances of the application of Mantel's
theorem.
(A)
Consider the family
take
1)
{z1}1
of holomorphic functions. If we
to be any subset of the unit disc, then
is bounded
( by
so Mantel's theorem guarantees that there is a subsequence that
converges uniformly on compact subsets. Of course, in this case it
is plain by inspection that any subsequence will converge uniformly
on compact sets to the identically zero function.
The family
F fails to be bounded on compact sets for any U that
contains points of modulus greater than l. Thus neither version of
Mantel's theorem would apply on such a
convergent sequence in
(B)
F
lz/JI ::;
Let
{z/j}1
M for all
on C
for such a
U.
In fact there is no
U.
Then there is no bound M such that
and all
z EC
But for each fixed compact
subset I< C there is a constant MK such that
lz/JI
<
MK for all
6.
196
Holomorphic Functions as G eom etric Mappings
j and all z EK. (For instance, MK= sup{lzl : z EK} would do.)
Therefore the second version of Mantel's theorem applies. Indeed
the sequence {z/j}1 converges normally to 0 on C
Let us conclude this section by settling the derivativemaximizing holo
morphic function issue that was raised earlier in Section 6.4.
Proposition 6.5.7. Let Uc::;; tC be any open set. Fix a point P E U. Let F
be a family of holomorphic functions from U into the unit disc
P to 0. Then there is a 11 0lomorphic function Jo : U
limit of a sequence {JJ}, JJ E F, such that
>
that take
that is the 11or111al
IJMP)I l!'P)I
for all J E F.
Proof. We have already noted in Section
6.4
that the Cauchy estimates
give a finite upper bound for IJ'(P)I for all J E F. Let
.\ = sup{IJ'(P)I : J E F}.
By the definition of supremum, there is a sequence {JJ} c::;; F such that
IJ (P)I> .\.But the sequence {fj} is bounded by
since all elements of F
take values in the unit disc. Therefore Mantel's theorem applies and there
is a subsequence {JJk} that converges uniformly on compact sets to a limit
function Jo.
By the Cauchy estimates, the sequence {f k (P)} converges to JQ(P).
Therefore IJQ(P)I =.\ as desired.
It remains to observe that, a priori, Jo is known only to map U into
the closed unit disc
5.4.3)
D(O, 1). But the
maximum modulus theorem (Corollary
implies that if Jo(U) n {z : lzl =
modulus
1).
of modulus
1} i 0,
then Jo is a constant (of
Since Jo(P) = 0, the function Jo certainly cannot be a constant
1.
Thus Jo(U) C
D(O, 1).
6.6. Holomorphically Simply Connected Domains
The derivativemaximizing holomorphic function from an open set U to
the unit disc (as provided by Proposition
6.5.7)
turns out to have some
interesting special properties when U resembles the disc in a certain sense.
The type of resemblance that we wish to consider is called 'holomorphic
simple connectivity', a concept that we introduced in Section
4.5.
As noted
there, this terminology is a temporary one that we use for convenience; it
is not used universally (in particular, it is not found in most other texts on
complex function theory).
The concept of holomorphically simply connected' (h.s.c.) arises nat
urally in our present context, as it did in Chapter
4.
However, it turns out
6.6. Holomorphically Simply Connected Domains
197
to be implied by a more easily verified topological condition that is called
simple connectivity. Simple connectivity is in fact a universally used mathe
matical concept; we shall discuss it in detail in Chapter 11 and demonstrate
there that simple connectivity implies holomorphic simple connectivity. Re
call the definition of holomorphic simple connectivity:
U C is holomorphically simply
f : U > C, there is a holomor
function satisfying F' (z)
f(z).
Definition 6.6.1. A connected open set
connected if, for each holomorphic function
phic antiderivative Fthat is, a
EXAMPLE 6.6.2. As established in Chapter 4, open discs and open rectan
gles are holomorphically simply connected.
U2 . . . are holomorphically simply connected sets, then
U LJ [i is also holomorphically simply connected ( Chapter 1,
Exercise 56). In particular, the plane C is holomorphically simply connected.
If U1
their union
Theorem 6.6.3 ( Riemann mapping theorem:
analytic form ) . If
holomorphically simply co11nected open set in C and
U =f. C,
then
is a
is
conformally eq ui val ent to tl1e unit disc .
The proof of this result involves some intricate constructions.
present it in the next section.
We
The rest of the present section is devoted
to the consideration of some preliminary results that are needed for the
proof. These results also have considerable intrinsic interest.
Lemma 6.6.4 ( The holomorphic logarithm lemma ) . Let U be
If
phically simply connected open set.
nowhere zero on
U,
f : U > C
holomor
is holomorphic and
then there exists a holomorphic function h on
that
Proof. The function
eh= J
on
J'(z)/ f(z)
such
U.
is holomorphic on
U,
because
is
U. Since U is holomorphically simply connected, there is a
U> C such that h'(z) J'(z)/ f(z) on U. F ix a point zo EU.
nowhere zero on
function h:
Adding a constant to h if necessary, we may suppose that
eh(zo)
f(zo).
e" =
satisfies g'
After this normalization, we can now demonstrate that
It is enough to show that
g(z)
f(z)e
h(
:.)
then g is necessarily a constant. Since we have arranged that
g(z)
=
(z) :z (!(z)eh(z))
f
8 (z) (z) f(z) (
az
conclude that
on
U.
0 on
g(zo)
U.
For
1, we
1. This is equivalent to what we want to prove. Now
ah
( z )e
az
h(:.) )
6. Holom orphic
198
eh(z) f(z)
Functions as Geometric Mappings
( afj:az (z))
_
0
D
by the way that we constructed h.
is lwlomorphically simply connected and J : U >
<C \ {O} is lwlomorphic, then there is a function g: U> <C \ {O} such that
Corollary 6.6.5. If U
f(z)
for all
[g(z)]2
U.
Proof. Choose has in the lemma. Set
g(z)
eh(z)/2.
It is important to realize that the pm;sibility of taking logarithms, or
of taking roots, depends critically on the holomorphic simple connectivity
of U. There are connected open sets (such as the annulus
{z: 1
for which these processes are not possible even for the function
lzl < 2})
(
f z) = z.
<
6.7. The Proof of the Analytic Form of
the Riemann Mapping Theorem
Let U be a holomorphically simply connected open set in <C that is not equal
to all of <C. Fix a point
F
{! : J
f
U and set
is holomorphic on U.
is onetoone,
J(P)
J: U
___,
D,
= O}.
We shall prove the following three assertions:
(1)
Fis nonempty.
(2)
There is a function
Jo
E Fsuch that
IJMP)I
(3)
If
=sup
hEF
lh'(P)I.
is any element of Fsuch that
maps U onto the unit disc D.
The proof of assertion
(1)
lg'(P)I
suphEF
is by direct construction.
lh'(P)I,
then
Statement
(2)
is almost the same as Proposition 6.5.7 (however there is now the extra
element that the derivativemaximizing map must be shown to be oneto
one). Statement
conclusion of
(3)
(3)
is the least obvious and will require some work: If the
is assumed to be false, then we are able to construct an
element g E Fsuch that
lfJ'(P)I
>
lg'(P)I.
Now we turn to the proofs.
6. 7. Proof of the Riemann Mapping Theorem
199
Proof of
(1). If U is bounded, then this assertion is easy: If we simply let
a= 1/(2sup{lzl: z EU } ) and b = aP, then the function f (z) = az +b is
in F.
If
U /= C, there
nonvanishing on U, and U
is unbounded, we must work a bit harder.
is a point Q tf.
U.
The function qJ( z ) =
z
Q is
Since
is holomorphically simply connected. Therefore there exists a holomorphic
h2 = .
h must be onetoone since <P
is. Also there cannot be two distinct points z 1, z2 E U such that h(zi) =
h(z2) [otherwise (zi) = (z2)]. Now h is a nonconstant holomorphic
function: hence an open mapping. Thus the image of h contains a disc
D (b , r ) . But then the image of h must be disjoint from the disc D( b , r) .
function
such that
Notice that
We may therefore define the holomorphic function
r
f(z) =
2(h(z)
Since
lh(z)
 (b ) I
h is onetoone, so is
f.
for
z E U,
+b)
it follows that
Composing
maps
to D. Since
with a suitable automorphism of
D ( Mobi u s transformation), we obtain a function that is not only oneto
one and holomorphic with image in the disc. but also maps
f E F.
to 0. Thus
Proof of
(2).
Proposition 6.5. 7 will yield the desired conclusion once it
has been established that the limit derivativemaximizing function is itself
onetoone. Suppose for notation that the
fj E F
converge normally to
Jo,
with
IJMP)I =sup lf'(P)I.
fE:F
We want to show that
Jo
is onetoone into D.
specifically Hurwitz's theorem (Theorem
5.3.3),
The argument principle,
will now yield this conclu
s10n:
EU. Consider the holomorphic functions 9J (z) = fj (z) U\ { b } . Each fJ is onetoone: hence each 9J is nowhere
vanishing on U \ {b } . Hurwitz's theorem guarantees that either the limit
function fo(z)  fo (b) is identically zero or is nowhere vanishing. But, for a
function h E F, it must hold that h'(P) /= 0 because if h' (P) were equal to
fj (b)
Fix
point b
on the open set
zero, then that h would not he onetoone. Since F is nonempty, it follows
that suphEF lh'(P)I > 0. Thu s the function Jo, which satisfies IJ(P)I
s up h EF lh'(P )I, cannot have !MP) = 0 and Jo cannot be constant. The only
=
fo(z)  fo(b) is nowhere zero on U \ { b } . Since
each b EU, we conclude that Jo is onetoone.
D
possible conclusion is that
this statement holds for
200
6. Holomorphic Functions as Geometric Mappings
Proof of
(3).
Let
that the image of
F and suppose that there is a point
does not contain
(z)
Here we have composed
is onetoone
( see
Section
R.
Set
D such
g(z)  R .
1  g(z)R
with a transformation that preserves the disc and
6. 2).
Note that is nonvanishing.
The holomorphic simple connectivity of U guarantees the existence of
a holomorphic function 'ljJ
4 C
such that
'l/J2
Now 'l/.J is still oneto
one and has range contained in the unit disc. However, it cannot be in F
since it is nonvanishing. We repair this by composing with another Mobius
transformation: Define
tjJ(z)  'l/J(P)
p(z)
=
Then
p(P)
0, p
1  'l/J(z)'l/J(P)
p
of p
maps U into the disc, and
F. Now we will calculate the derivative
actually larger in modulus than the derivative of
is onetoone.
at
P and
P.
Therefore
show that it is
at
We have
(1  lw(P)i2) 'l/J'(P)  ('l/J(P)  'l/J(P))( 'l/J'(P)
(1  1(P)i2)2
1
I
(P).
1  l'l/!(P)l2 . t/J
p'(P)
Also
2'1/J(P) . w'(P)
But
g(P)
'(P)
R
(1  g(P)R)g'(P)  (g(P)  R) ( g'(P) ) .
(1  g(P)R)2
O; hence
2'1/:(P). 'l/J'(P)
(1  IRl2)g'(P).
We conclude that
pI(P)
1  IRl2 Ip
1
.
g( )
1  lw(P)l2 2'1/!(P)
1  IRl2 Ip
1
.
1  1(P)I 2'1/J(P) g ( )
1
1  IRl2 I
.
g (P)
IR
1  I 2'1/J(P)
1 + IRI
g'(P).
2'!/J(P)
201
6. 7. Proof of the Riemann Mapping Theorem
1 + IRI > 1 ( since R 1 0)
(1 + IRl)/(2J[RI) > 1, that
However
l/(P)I
g
Thus, if the mapping
11/;(P)I
and
>
It follows, since
lg'(P)I.
of statement
at the beginning of the sec
(3)
tion were not onto, then it could not have property
absolute value of the derivative at
J[RI.
P.
(2),
of maximizing the
D
We have completed the proofs of each of the three assertions and hence
of the analytic form of the Riemann mapping theorem.
The proof of statement
(3)
may have seemed unmotivated. Let us have
another look at it. Let
(z)
T(z)
zR
1  Rz'
z1/J(P)
=
1 '!j,i(P)z
and
S(z) = z2.
Then, by our construction, with
/l1 o SoT1:
1oSoT1op
h p.
Now the chain rule tells us that
lg'(P)I
Since
h(O)
0,
and since
lh'(O)l l/(P)I.
is not a conformal equivalence of the disc to
itself, the Schwarz lemma will then tell us that
But this says that
lg'(P)I
<
l/(P)I,
lh'(O)I
must be less than
giving us the required contradiction.
1.
202
Exercises
Exercises
1. Does there exist a holomorphic mapping of the disc onto
holomorphic mapping z 1t
2. Prove that if
i)
C? [ Hint:
takes the upper half plane onto
is entire and onetoone, then
Use the fact that
must be linear.
The
C.]
[ Hint:
is onetoone to analyze the possibilities for the
oo.]
singularity at
3. If n
(z
is a domain, let Aut ( f!) be the collection of all conformal
mappings of n to n. We call Aut ( f! ) the automorphism group of n.
Prove that Aut( f!) is a group if the group operation is composition of
functions. Topologize this group as follows: A sequence
{fJ}
Aut ( f!)
converges if it does so uniformly on compact sets. Give an example of a
bounded domain for which Aut( f!) is not compact.
4. Refer to Exercise 3 for terminology. Let f!1 and f!2 be domains in
Suppose that cl> : f!1
f!2 is a conformal map.
>
C.
Using cl>, exhibit a
relation between Aut ( f!i ) and Aut ( f!2 ).
5. Let n
C \ {O} .
Give an explicit description of all the biholomorphic
C\ {P1, ..., Pk}. Give an explicit description
selfmaps of n. Now let n be
of all the biholomorphic selfmaps of n.
6. Let n
C \ { z : lzl
[ Hint:
:S
1}. Determine
all biholomorphic selfmaps of n.
The domain n is conformally equivalent to
7. Refer to Exercise 3 for terminology. Let n
a, b
C, a i= O}.
{z
: 0 <
jzj
C. Then Aut( n)
<
=
1}.]
{az + b :
Use the binary operation of functional composition.
This group is sometimes called the "a plus b" group. A group is called
nilpotent if there is an ]\,/
the identity.
[g, h]
[g, h]
"a
>
0 such that any commutator of order 111 is
[ Here a commutator in a group
ghg1h1 for g, h
G is an element of the form
G; a commutator of order k is an element
where h is already a commutator of order k 
l.]
Show that the
plus b" group is not nilpotent.
8. Let U
{z
Im z >
O}. Calculate
all the biholomorphic selfmaps
of U.
9. Refer to Exercise 3 for terminology. Let G be the automorphism group
of
D(O, 1).
Let K G be given by
K
Here
Po
{po
: 0 :S () < 271" }.
is rotation through an angle of e. Prove that K is a compact
subgroup of G.
203
Exercises
10. Let n C be
a bounded domain and let
{ </Jj}
be a sequence
of conformal mappings of n to n. Prove that some subsequence of S
converges normally to a holomorphic function from n into C. [Contrast
this result with Exercise
3.]
11. Let n C be a bounded, simply connected domain. Let 1 : n
___,
2 :n > D be conformal maps. How are 1 and 2 related to each
1
[Hint: Look at 2 o ; it is a conformal selfmap of the disc.
Now use ideas from Section 6.2.]
and
other?
12. Let n be a simply connected domain in C and let
P and Q be distinct
1 and 2 be conformal selfmaps of n. If 1(P)= 2(P)
2(Q), then prove that 1 = 2.
points of n. Let
1(Q)
and
{z : 1/2 < lzl < 2}
{z : 1/2 < lzl < 2}. [Hint: If such an J
existed, then J' would equal 1/ z, so that J J' =fa 0, where ,, is the unit
circle with counterclockwise orientation.] (Cf. Exercise 52, Chapter 1.)
13. Prove that there is no holomorphic function f on
such that ef(z)
for all z E
14. A holomorphic function f
ef(z)
(a)
z for
>
C is called a "branch of log z" on U if
all z E U. Prove that
there is a branch of log z defined on any open disc not containing
the origin;
(b)
(an open half line
O));
emanating from
(c )
\ ( { 0} U
there is a branch of log z defined on C
there is no branch of log z defined on any open set U containing
{z:lzl=l};
(d)
if there is a continuous function g
for
zE
:U
>
C such that eg(z)
U, then g is necessarily holomorphic and hence a branch of
log z on U in the sense already defined.
15. A holomorphic function F
(3 E IR,
D(P, r )
>
C is called a "branch of
D(P, r ) U,
e8f on D(P, r ) .
if, for each disc
such that F
there is a branch
[Hint:
z8"
on U,
of log z on
Prove that if there is a branch
of z13 defined on an open set U that contains
be an integer.
{ z: I z I
1},
then /] must
If {3 is not an integer. then the "local" logs of
associated to the branch on each disc must fit together to give a branch
of log z defined in a neighborhood of
{z:lzl
1}.]
16. Let n be a bounded domain in C such that C \ n consists of only finitely
many connected components, no one of which is a single point.
Complete the following outline to prove that there is a conformal
map of n onto a domain which consists of a disc with finitely many
closed sets removed; in fact each of these closed sets will have the spe
cial form of an open set bounded by a single
C1
(even real analytic)
curve, together with that boundary curve. [Along the way, impose any
topological hypotheses that you requirethis is a "heuristic exercise,"
204
Exercises
as far as topology goes. Also, you may assume, as will be proved in
Chapter 11, that a bounded set U such that C \ U is connected is holo
morphically simply connected.]
(i) Fill in the holes in n to create a holomorphically simply connected
domain 0. Let 1 be a conformal mapping of 0 onto the disc D.
(ii) Let P be a point exterior to n and in one of the holes. Let ry be
the "inversion" z l/(z  P) which sends P to oo.
(iii) Apply step (i) to the domain ry(!1) to obtain a conformal map 2.
(iv) Repeat steps (ii) and (iii) for each of the holes in n.
(v) Manufacture the desired conformal map from the maps J.
1 7. Let n be a bounded domain and let be a conformal mapping of n
to itself. Let P E n and suppose both that (P) = P and '(P) = 1.
Prove that must be the identity. [Hint: Write the power series
(z) = P + (z  P) + higher order terms
and consider o , o o , .... Apply Cauchy estimates to the first
nonzero coefficient of the power series for after the term 1 (z  P).
Obtain a contradiction to the existence of this term.]
18. Let n be a bounded, holomorphically simply connected domain in C Fix
a point PE n. Let 1 and 2 be conformal mappings of n to D. Prove
that if 1 (P) = 2(P) and sgn( (P)) = sgn((P)), then 1 = 2. Here
sgn(o) = o/iol (definition) whenever o is a nonzero complex number.
19. Let n be a holomorphically simply connected planar domain and let be
1
a conformal mapping of n to D. Set P =  (0). Let f: n t D be any
holomorphic function such that f(P) = 0. Prove that lf'(P)I :S l<P'(P)I.
20. Let {fa} be a normal family of holomorphic functions on a domain U.
Prove that {f} is a normal family.
21. Let a be a complex number of modulus less than one and let
L(z) =
z.
1 az
Define L1 =L and, for j 1, LJ+1 =Lo Lj.
Prove that limLj exists, uniformly on compact subsets of D(O, 1),
and determine what holomorphic function it is.
22. Let n be a domain in C and let F = {fa} be a family of holomorphic
maps on n, all taking values in the upper half plane {z : Im z > O}. Prove
that F is a normal family, provided that one broadens the definition of
'normal family' to allow for subsequences that converge uniformly on
compact subsets to the constant value oo. [Hint: Consider the family
obtained by composing the fa with a fixed conformal mapping of the
upper half plane to the unit disc.]
Exercises
205
23. Suppose that Un} is a uniformly bounded family of holomorphic func
tions on a domain 0. Let {zk}1 0 and suppose that Zk
zo E 0.
Assume that limn.oo fn(zk) exists for k
1, 2, .... Prove that the full
sequence {Jn} converges uniformly on compact subsets of 0.
____,
tC be a bounded domain and let U1} be a sequence of holo
morphic functions on 0. Assume that
24. Let 0
lo l
f1 ( z)l dxdy
<
< oo,
where C does not depend on j. Prove that U1} is a normal family.
[ Hint: Use the Cauchy inequalities to show that lf(z)l2 does not exceed
2
the mean value of 111 on a small disc centered at z and contained in
Usee Exercise 8 in Chapter 4. Then deduce that the fj are locally
uniformly bounded.]
25. The collection of all linear fractional transformations forms a group un
der composition. Prove that this group is nonabelian.
Exercises 2630 are about the cross ratio, which is defined in Exercise
26.
a2, a3,a4 are three distinct points in tC U { oo} = C, then prove that
there is one and only one LFT (linear fractional transformation) which
sends these points to 1, 0, and oo, respectively. Write a formula for this
LFT (you will have to consider separately the case when one of the aj 's
is oo ) .
If a1 is another extended complex number, distinct from the points
a2,a3, a4, then (a i, a2,a3,a4) is defined to be the image of a1 under
the LFT constructed above. This 4tuple is called the cross ratio of
26. If
a1, a2,a3,a4.
27. Prove that ifT is an LFT, then
28. Prove that
(Ta1,Ta.2,Ta3,Ta4)
(a1,a2,a3,a4).
(a1,a2,a3,a4) is real if and only if a1,a2,a3,a4 lie on a gen
eralized circle.
29. Using the result of Exercise 28, prove that an LFT carries circles and
lines into circles and lines.
a and a* to be symmetric with respect to the cir
cle or line determined by a1,a2,a3 (these three points being distinct) if
(a,ai, a2,a3) (a*,ai,a2,a.3). Prove that if a,a* are symmetric with re
spect to the line/circle through a1,a.2,a3 and if A is an LFT, then Aa and
Aa* are symmetric with respect to the line/circle through Aa1, Aa2, Aa3.
Give a geometric interpretation of symmetry in the case that the three
points ai,a2,a3 determine a line.
30. Define two points
206
Exercises
31. Let C1 and C2 be concentric circles. Show that the ratio of the radii of
these circles is unchanged by any linear fractional transformation which
sends them to two new concentric circles. [More precisely, the ratio of
the larger radius to the smaller is unchanged after application of the
linear fractional transformation.]
32. Construct a linear fractional transformation that sends the unit disc to
the half plane that lies below the line x + 2y
4.
33. Complete the following outline to obtain an alternative proof that the
Mobius transformations <Pa map the unit disc conformally to the unit
disc:
lzl=1,
Check that <Pa is the inverse of <Pa Hence <Pa must be onetoone.
If
z = =1
l1 :z1 l=;I .
then calculate that
Thus <Pa maps the unit circle to the unit circle.
Since <Pa(a)
0, it
follows from connectedness of the unit disc that <Pa maps the disc D into
itself. But, replacing a by a, we see that <Pa maps D into D. Hence
<Pa maps D onto D. That is the desired conclusion.
34. Provide an alternative proof of Mantel's theorem by using a connectivity
argument: Find a subsequence that converges at a point. Then find a
subsequence of that subsequence that converges on a disc about that
pointby making each coefficient of the power series expansions of the
functions converge. That is, for each fixed n, one makes the sequence of
nth coefficients converge for the functions in the subsequence. Then use
P(z)
connectivity to spread the result to larger and larger sets.
35.
(a)
Prove: If
number of values o: E C, the equation
1.
distinct solutions. In particular, if P : <C
the degree of P is
(b)
Use part
(a)
P(z) =
is a polynomial of degree k then for all but a finite
+
o: has exactly
<C is onetoone, then
to derive Theorem 6.1.1 from Theorem 4.7.5.
Chapter 7
Harmonic Functions
Let F be a holomorphic function on an open set U C Write F
where u and
u +iv,
are realvalued. We have already observed that the real part
u satisfies a certain partial differential equation known as Laplace
a2
82
8x2 + 8y2
's
equation:
0.
(Of course the imaginary part v satisfies the same equation.) In this chapter
we shall examine systematically those C2 functions that satisfy this equation.
They are called harmonic functions.
There are two main justifications for this study: First, the consideration
of harmonic functions illuminates the behavior of holomorphic functions: If
two holomorphic functions on a connected open set have the same real part,
then the difference of the functions attains only imaginary values and, by the
open mapping theorem, the difference is therefore an imaginary constant.
Thus the real part (or the imaginary part) of a holomorphic function already
contains essentially complete information about the holomorphic function
itself. Second, harmonic functions are the most classical and fundamental
instance of solutions of what are known as linear, elliptic partial differential
equations. The detailed consideration of any general results from the theory
of partial differential equations far exceeds the scope of this text. But it is
important that harmonic function theory fits into this larger context (see
[KRA2]
for more on these matters).
One of the most fascinating features
of basic complex function theory is that it is the birthplace of a number
of other branches of mathematics. The theory of elliptic partial differential
equations is one of these.
207
7. Harmonic Functions
208
7.1. Basic Properties of Harmonic Functions
Recall from Section 1.4 the precise definition of harmonic function:
Definition 7.1.1. A realvalued function u : U +IR on an open set U <::;; C
is harmonic if it is C2 on u and
u=O,
where the Laplacian u is defined by
( ::2 ::2)
+
u.
This definition applies as well to complexvalued functions. A complex
valued function is harmonic if and only if its real and imaginary parts are
each harmonic (Exercise 16). There is hardly any reason, at least iny this
text, to consider complexvalued har nic functions in their own right; we
seldom do so.
The first thing that we need to check is that realvalued harmonic
functions really are just those functions that arise as the real parts of holo
morphic functionsat least locally.
(We shall see later that certain com
plications arise when the harmonic function is defined on a set that is not
holomorphically simply connected; for now we confine ourselves to the disc.)
Lemma 7.1.2. If u: V+IR is a harmonic function on a disc V, then there
is a holornorphic function F : V+ C such that Re F = u on V.
Proof. (Corollary 1.5.2. For convenience, we recall the proof.) We want to
find av: V + IR such that
u + iv: V+ C
is holomorphic.
Note that a C1 function v
V + IR will make u + iv
holomorphic if and only if
av
au
ax
ay
and
av
ay
These are, of course, the CauchyRiemann equations. To determine whether
such avexists, we wish to apply Theorem 1.5.l. We need to check that
: ( ) :x ( ) .
y
This condition does indeed hold by hy pothesis:
6u
( ::2 ::2)
+
u= 0
on V. So Theorem 1.5.1 applies and a suitablev exists.
209
7.1. B asic Properties of Harmonic Functions
Note that v is uniquely determined by
u except for an additive constant:
The CauchyRiemann equations determine the partial derivatives of v and
hence determine v up to an additive constant.
determination, up to a constant, of v by
One can also think of the
in another way, as noted briefly
in the introductory remarks to this chapter: If
that
is holomorphic, then H
u +iv
i(v
 v)
is another function such
(u +iv)  (u +iv)
is a
holomorphic function with zero real part; hence its image is not open. Thus
H must be a constant, and v and
function v such that
u.
u +iv
Corollary 7.1.3. If
U C, then
C00
differ by a constant. Any (harmonic)
is holomorphic is called a
+
harmonic conjugate of
IR is a harmonic function on an open set
Proof. It suffices to check that, for each disc V U, the restriction
C00
For each such V, there is a holomorphic function Fv : V
that ReFv
ul v
Since Fv is
C00,
then so is
+
uI v
is
C such
D
u.
Lemma 7.1.2 actually applies to any holomorphically simply connected
open set. The most convenient proof in this more general case proceeds by
noticing that if f
u +iv
!'
is holomorphic, then
au
ax
i av
ax
au  au
i .
ax
ay
The second equality comes, of course, from the CauchyRiemann equations.
Thus we can find f' (and hence, by integration, f) directly from
details follow:
u.
The
Lemma 7.1.4. If U is a holomorphically simply connected open set and
if
: U
+
IR is a harmonic function, then there is a
harmonic function v such that
u +iv
: U
+
C2 (indeed
C00)
C is holomorphic.
Proof. Consider the function H given by
H
=au iau
The real and imaginary parts are
harmonic function). Moreover,
because
6u
0. Also
ax
C1
ay
since
.
u
is
C2
(by the definition of
7. Harmonic Functions
210
by the equality of mixed partial derivatives for a C2 function. Hence the
function H is holomorphic, since it is C1 and its real and imaginary parts
satisfy the CauchyRiemann equations.
Because U is holomorphically simply connected, there is a holomorphic
<C with F' =H. Write F = u +iv, so that
function F : U+
ou
'
F =
ox
+i
ov
ox
ou
ox
ou
oy ,
where the second equality holds by the CauchyRiemann equations. Since
F' =H =
ou/oy.
ou/ox  iou/oy, it follows that ou/ox =ou/ox and ou/oy =
u and u differ by a constant c. Hence F  c =u +iv is also
Thus
holomorphic and Re (F  c) = u as required.
7.2. The Maximum Principle and the Mean Value Property
The fact that a harmonic function is locally the real part of a holomorphic
function has a number of important consequences. Two of these will be the
subject of this section. We first discuss the maximum principle, which is
in a sense the analogue of the maximum modulus principle for holomorphic
functions that we discussed in Section
5.4.
Theorem 7.2.1 (The maximum principle for harmonic functions). If u :
U+ is harmonic on a connected open set U and if there is a point Po EU
with the property that u(Po) =supQEU u(Q), then u is constant on U.
Proof. Let M = {P E U
u(P) = sup(EU u(()}.
We shall show that
M is open and (relatively) closed in U. Hence, since M is nonempty by
hypothesis and U is connected, M is all of U .
For the openness, suppose that P is a point (possibly distinct from
Po) with u(P) =sup(EU u((). Choose a disc V =D(P, r ) that is centered
at P and contained in U. Let H : V + <C be a holomorphic function with
ReH
u. Define F(z) = eH(z)_ Then IF(P)I
sup(ED IF(()!. By the
maximum modulus principle for holomorphic functions (Theorem 5.4.2),
=
the function F must be constant on V. Hence u is constant on V (since
This shows that the set M = {P: u(P) =sup(Euu(()} is
open. The continuity of u implies that M is closed in U. As noted , we may
u =log IF!).
thus conclude from the connectedness of U that M =U and therefore u is
constant.
Corollary 7.2.2 (Minimum principle for harmonic functions). If u: U+
is a harmonic function on a connected open set U
<C
and if there is a point
Po EU such that u(Po) =inf QEU u(Q), then u is constant on U.
Proof. Apply the theorem to u.
211
7.2. The Maximum Principle
An important and intuitively appealing consequence of the maximum
principle is the following result (which is sometimes called the boundary
maximum principle). Recall that a continuous function on a compact set
assumes a maximum value. W hen the function is harmonic, the maximum
occurs at the boundary in the following precise sense:
Corollary 7.2.3. Let U C be a bounded, connected open set and let u
be a continuous, realvalued function on the closure U of U that is harmonic
on U. Then
maxu
maxu.
8U
Proof. By the remarks preceding the statement of the corollary, there is
a
U at which u(P) is maximal. If
U, then u is constant by the
theorem and the conclusion of the corollary is certainly true. If
then the conclusion of the corollary is, of course, also true.
8U,
Corollary 7.2.4. Let U C be a bounded connected open set and let u
be a continuous realvalued function on the closure U of U that is harmonic
on U. Then
minu
minu.
8U
Proof. Apply the preceding corollary to u.
We turn now to a property of harmonic functions that is analogous
to the Cauchy integral formula.
It allows us to ascertain the value of a
harmonic function u at the center of a disc from its values on the boundary.
[Later on we shall learn a technique for determining the value of u at any
point of the disc from its values on the boundary.]
Theorem 7.2.5 (The mean value property). Suppose that u: U? IR is a
harmonic function on an open set U C and that
>
0. Then
u(P)
Proof. Choose s
>
u(P)
D(P, s )
+iv(P)
1211"
u(P
with
U for some
+ rei0)d0.
D(P, s ) U. Let H : D(P, s ) ? C be a
+iv. By the Cauchy integral formula
respect to the circle 'Y that bounds D(P, r),
such that
holomorphic function with H
applied to H on
1
27r
D(P, r)
H(P)
_1 J H(()
27ri h (  p d(
1
H(P + rei0)
.
ire10dO
27fi 0 (P + re10)  P
1211"
212
7. Harmonic Functions
___!__ f2n u(P + rei9) + iv(P + rei9)d(}
27r lo
___!__ f2n u(P + rei9)d(} + i_!_ f2n v(P + rei9)d(}.
27r lo
27r lo
Taking real and imaginary parts yields
u(P)
___!__ f2n u(P + rei9)d(}
27r lo
as desired.
If u1 :
D(O, 1)
JR. and u2 : D(O, 1)
D(O, 1)
each of which is harmonic on
l zl
1},
then u1
JR. are two continuous functions,
oD(O, 1) = { z :
and if u1 = u2 on
u2. This assertion follows from the boundary maximum
principle (Corollary
7.2.3)
applied to u1  u2 and u2  u1. Thus, in effect,
D(O, 1) is
completely determined by its values on D(O, l)\D(O, 1) = oD(O, 1). Theorem
7.2.5 makes thi8 determination explicit for the point z = 0: u (O) is the mean
value (average) of u on oD(O, 1). It is therefore natural to a8k for an explicit
formula for the values of u at other points of D(O, 1), not just the point 0.
a harmonic function u on
D(O, 1)
that extends continuously to
There is such a formula, and it is the subject of the next section.
7 .3. The Poisson Integral Formula
We begin with a lemma collecting results proved in Section
morphic mappings of the disc to itself.
6.2 about biholo
In the present context, one might
think of these facts as saying, in effect, that any result that can be proved
about the point 0 in the unit disc can be translated to a statement about
other points in the disc as well.
Lemma 7.3.1.
L et a E D(O, 1) .
Then the holomorphic function
<Pa(z)
za
_1 az
has the following properties:
(1) <Pa
is holomorphic and invertible on a neighborhood of D(O,
(2) <Pa : D(O, 1 ) D(O, 1)
( 3 ) (a)l = cPa;
(4) <Pa(a) = 0.
Proof. See Section
then u
is onetoone and onto ;
6.2.
Lemma 7.3.2. Ifu: U
H is harmonic.
1) ;
JR. is harmonic and if H:
U is holomorphic,
213
7.3. The Poisson Integral Formula
Proof. We calculate that
b.(uoH)
since
u is
harmonic. [Note here that we have used the chain rule in complex
notation, as treated in Exercise 49 of Chapter l.]
One can also prove Lemma 7.3.2 by using the fact that a C2 function is
harmonic if and only if it is locally the real part of a holomorphic function
(Exercise 32).
The following theorem shows how to calculate a harmonic function on
the disc from its "boundary values," that is, its values on the circle that
bounds the disc. This extends Theorem 7.2.5 in the way we had predicted
at the end of Section 7.2.
Theorem 7.3.3 (The Poisson integral formula).
Let u
+
JR be a
harmonic function on a neighborhood of D ( O, 1 ) . Then, for any point
D ( O, 1 ) ,

u(a)  211"
271"
u(ei
!f;
J aJ 2
.!f; dv1.
12
I a  ei
Remark: The expression
Ja l 2
211" Ja  ei!f;J2
1
is called the
the formula
1 
Poisson kernel for the unit disc. It is often convenient to rewrite
in the theorem by setting a= JaJeilJ = rei!J. Then the theorem
says that
.
u(rei0) = 211"
271"
1 r2
u(ei'lf;)
l2rcos(O'lj;)+r2
The Poisson kernel now has the form
Pr (0
'ljJ)
1 r2
2_
211" 1
2rcos(O'ljJ) + r2'
d'ljJ.
214
7. Harmonic Functions
with
Proof of Theorem 7.3.3. We apply the mean value property to the har
monic function u
<Pa
u(a)
This y ields
u o <Pa(O) =
1211"u(<Pa(ei9))d0.
271" 0
We wish to express this integral in terms ofu directly, by a change of variable.

This change is most transparent if we first convert the integral to a complex
line integral. Namely, we rewrite ( * ) as
(*)
_1 _
27ri
_1
27ri
{ 211"u(<Pa(ei9)) _ iei9 d (}
ei9
lo
u(<Pa(())
J
d(.
!aD{0,1)
(=<Pa(). This is a onetoone, C1 transformation on a neigh
D(O, 1), hence in particular on 8D(O, 1). Also <Pa(8D(O, 1)) =
Now let
borhood of
8D(O,
1)
and
Therefore
u() '
_1 r
a()d
27ri laD{0 , 1) <Pa()
1 { 211"
u(eitf>)
27ri lo (eitf> a)/(1 aeitf>)
u(a) =
1211"u(eitP)
271" 0
1
(
la12
. it/> d'l/J
ie
ae1'1'1.)2
_

1  la l2
d'lf;.
I e1'ti> a 12

This completes the proof of the theorem.
As noted in Chapter 3, the Cauchy integral formula not only reproduces
holomorphic functions but also creates them: If f is any continuous function
on 8D(O,
1),
then
F(z)
is holomorphic for
D(O,
connection between f and
limit" of the function
0 on D(O,
F.
F;
1).
11"
{2
2m lo
J(()
d(
But, of course, there is in general no direct
one cannot hope to recover fas the "boundary
For instance, if J(()
1/(
on 8D(O,
1),
then
1).
For harmonic functions the situation is different. The Poisson integral
formula both reproduces and creates harmonic functions (the second of these
215
7.3. The Poisson Integral Formula
properties will be verified below). But, in contrast to the holomorphic case,
there is a simple connection between a continuous function
and the created harmonic function
on
D.
on
8D(O, 1)
The following theorem states
this connection precisely. The theorem is usually called "the solution of the
Dirichlet problem for the disc."
It is a special case of a standard type of
boundary value problem in partial differential equations [KRA2].
Theorem
7.3.4 (Solution of the Dirichlet problem for the disc). Let
a continuous function on
u(z)
27r
8D(O, 1).
127r f(en/i. )
1  I z 12
. d'ljJ
I z  ei1/il2
if
if
is continuous on
Proof (Part I).
u(z)
D(O, 1)
To see that
and harmonic on
is harmonic in
D(O, 1)
8D(O, 1).
D(O, 1).
D(O, 1),
we write
The first integral is a holomorphic (hence harmonic) function on
because 6.
g(
z
since
be
Define
f(z)
Then
482 /8zaz
2
ei
{ 7r f(eifJ) . fJ d(}
ei8  z
lo
ei8 /(ei8z)
D(O, 1)
and
is holomorphic in
2
{ 7r f(eifJ) g
z
lo
z.
( ei.8eifJ z ) d(}
0,
The second integral is harmonic. This
follows from the fact that the integrand is the conjugate of a holomorphic
function and one can differentiate under the integral sign, just as for the first
integral. The last integral yields a constant, which is certainly a harmonic
function.
Thus the function
is a sum of harmonic functions and hence is har
monic.
Proof (Part II).
The proof of the continuity assertion involves a good deal
of complicated estimation, so it might be a good idea first to understand
the rough idea of the proof. Think of the Poisson integral formula as saying
that the value
u(rei8)
of
at an interior point
rei8
is a weighted average of
the values off on the boundary circle, where the weight Pr(O 'lj!) is always
216
7.
Harmonic Functions
Po= eieo
= reie
7.1
Figure
1. It is easy to see that, for () fixed,
1/J i= (). Thus, if r is very close to
boundary, then Pr ( ()  1/J) is close to 0 except
positive and has total weight equal to
the limit limr_, 1 Pr ( ()
1,
so that
when
1/J
reiO
 1/J)
equals 0 if
is close to the
is close to (). So we are taking a weighted average with most of the
weight concentrated near the point
that
u(rei0)
converges to
f(eiO)
as
eiO.
This makes it natural to believe
1.
t
The following proof makes this
intuition precise:
To verify the continuity assertion in detail, note that, since v ( z )
harmonic on a neighborhood of
1
Now if Po
Figure
7 .1),
eiOo
8D
it holds for each z E
1
27r
1  lzl2
I z  e1 1/ll2 d'lj;.
1271'
0
is fixed and if z
reiO
D(O, 1)
1 is
that
is near to Po
( see
then
where we have used
Let M
( )
v z
D(O, 1),
(* ) .
maxaD(O,l)
lfl.
on 8D(O, 1), we may select
f(eit)I < t/2. Now choose z
=
f is uniformly continuous
6 > 0 such that if Is  ti < 6, then lf(eis) reiO so near to Po that 1 e  eo l < 6/3, r 1/2,
Choose
>
0. Since
7.3.
217
The Poisson Integral Formula
and ll rl < 82E/(1000M). Then, from (**),
d'ljJ
__!__27r 1{1/J:l1/J9ol<8} j f(ei9o)f(ei1/J) I ll  rei(91/J
)l2
1 r2
d'ljJ
__!__271" 1{1/J:l1/J9ol2'.8} j f(ei9o)f(ei1/J) I llrei(9
1/J)l2
1
<
lu ( P )  u ( z ) I
r2
I +II.
Then term I can be estimated rather simply by
I
1
E
1 r2

.
d'ljJ
27r {1/J:l1/J9old} 2 I 1 rei(01/J) 12
271"
E 1
1 r2
d'ljJ
2 271"
llrei(91/J)l2
< <
=
1
1
o
by ( * ).
To estimate II, note first that for 0 :S lal :S 7r, 1cos a a2 /20. This
is elementary (see Exercise 80). Then by our choice of 8 and r we have
ll rei(01/J)l2
>
>
(1  r)2 +2r(l  cos(O'lj;))
2r(l  cos(O'l/J))
(0 'lj;)2
r
20
Thus
1 r2
1
d'ljJ.
40M
27r {1/J:l1/J9ol2'.8}
(0 'l/J)2
Now we combine the inequalities I O  O l < 8/3 and l'l/J Ool 8 to obtain
o
that, for 'ljJ in the domain of integration,
<II 
28
I O'l/J I 3
Thus the integral that estimates the term II can itself be estimated to yield
1 360M [271"
(1 +r)(l r)d'ljJ
271" 48"2 J
o
__!__ 720M . 82E
<
271"
27r 482
lOOOM
< 2
Combining the estimates on terms I and II yields that
II
<
lu ( P )
That is what we wished to prove.
( ) I < E.
 u z
218
7. Harmonic Functions
As an exercise, you should verify
(using a change of variables) that if
is harmonic on a neighborhood of D(P, R), then, for z E D(P,
R),
f 27r R2  l z  Pl2
i1/J
u (P +Re )d'lf;.
i
2
1/J
l ( z  P) Re l
27r lo
This is the analogue of Theorem 7.3.3 for the disc D(P, R). The analogue of
_
u z
( ) 
Theorem 7.3.4 follows routinely as well.
7.4. Regularity of Harmonic Functions
The goal of this section is to prove a converse of Theorem 7.2.5. We shall
prove that a continuous function with the mean value property is necessarily
harmonic and, consequently, C00 In fact, we shall prove something slightly
stronger. For this purpose we introduce a convenient piece of terminology.
(This terminology is for internal, temporary use only; it is not standard
usage.)
Definition 7.4.1. A continuous function h: U+ JR on an open set U C
has the small circle mean value
there is an
f.p
>
(SCMV) property if,
0 such that D(P,
h(P)
f.p) U and
for each point
for every 0
PE
U,
< f. < Ep,
21r
2_ f h(P + Eei0)d0.
27r lo
The SCMV property allows the size of
f.p
to vary arbitrarily with P.
Theorem 7.4.2. If h : U + JR is a continuous function on
an
open set U
with the SCMV property, then h is harmonic.
Corollary 7.4.3. If { hj} is a sequence of realvalued harmonic functions
that converges uniformly on compact subsets of U to a function h: U+ JR,
then h is harmonic on U.
Proof of Corollary 7.4.3, given Theorem 7.4.2. The function his ob
r) is a closed disc in
21r
2_ f hj(P+rei0) d(}
27r lo
viously continuous. Also, if D(P,
hj(P)
U, then
for each j by Theorem 7.2.5. It follows that
h(P)
21r
2_ f h(P +reiO) d(}
27r lo
by uniform convergence. Thus hhas the SCMV property. So his harmonic.
7.4. Regularity of Harmonic Functions
219
This corollary can also be proved directly, without recourse to the the
orem, by using the fact that each hj satisfies the Poisson integral formula
on closed discs in U and hence that hdoes also ( Exercise
28). See Exercise
29 for yet another approach.
Proof of Theorem 7.4.2. The proof proceeds by way of a lemma that is
interesting in its own right:
Lemma 7.4.4. If g : V
t
is a continuous function on a connected open
set V with the SCMV property and if there is a point
g(Po)
supQEV
then
g(Q),
Po
E V such that
is constant on V.
Proof of Lemma 7.4.4. As in the proof of Theorem
s
supQEV
because
Po
g(Q) and
define M
{z
EV:
g(z)
EM. Also M is closed in V because
7.2.1, we set
}.
Then M is nonempty
g is
continuous. We shall
show that M is open.
For this, let
E M. Choose
property. Then, for 0
s
f.p
as in the definition of the SCMV
< f. < f.p,
g(P)
s.
Since the first and last expressions are equal, the inequality must be an
equality. Therefore
holds for all 0
g(P
< f. < f.p,
f.ei8
D(P, f.p)
for all 0 () 27r. Since this identity
M. Hence M is open.
Since M is open in V, closed in V, and nonempty, the connectedness
of V implies that M
V. Thus
= s
as required.
Proof of Theorem 7.4.2. Let V be an open disc such that V U. By
Theorem
7.3.4, there is a harmonic function
function uv on V defined by
uV (z)
{ h(z)(z)
uv
is continuous. We want to show that h
if
if
=
z
z
uv : V
t
such that the
EV
E av
uv on V as well as on
For this purpose, we consider the continuous function w
on V. Now w vanishes on
av.
av.
=
uv
Also, it satisfies the SCMV property on V
because both hand uv do. It follows from Lemma
7.4.4 that w 0 on V:
D would
occur in D so that wwould be a positive constant on D (contradicting the
fact that wis continuous on D and equal to 0 on aD).
If supw > 0, then, because w
0 on
aD,
the maximum of won
220
7.
Harmonic Functions
By applying this reasoning to w, we find also that w
Thus w = 0 on
D and
hence h
::; 0
on D.
uv on D. In particular, h is harmonic on
D.
Notice that the disc D was chosen arbitrarily in U and h was shown to
be harmonic on D. It follows that h is harmonic on all of
U.
The arguments in this section are important techniques.
They are
worth mastering. They will arise again later when we consider subharmonic
functions.
7.5. The Schwarz Reflection Principle
Before continuing our study of harmonic functions as such, we present in
this section an application of what we have learned so far. This will already
illustrate the importance and power of harmonic function theory and will
provide us with a striking result about holomorphic functions.
The next lemma is the technical key to our main result:
Lemma 7.5.1.
Let V be a connected open set in C Suppose that V n
( real axis )
{x E JR: a< x < b}. Set U
{z E V: Imz > O}. Assume
v : U
JR is harmonic and that, for each ( E V n (real axis),
=
+
lim
Set
U3z.(
v(z)
0.
{ z : z E U}. Denn e
vz
( )
v(z)
if
if
v(z)
if
z EU
z E n ( real
z EU.
Then vis harmonic on the open set U U
U U {x E JR: a< x < b}.
Proof. It is obvious from the definitions that
{x E JR
: a<
<
b}.
axis )
To see that
v is continuous on W
v is harmonic on W, we
=
shall check the SCMV property.
If
P EU,
then the SCMV property at
in a neighborhood of
v(z)
for all z in a neighborhood of
is harmonic
( exercise ) .
In this case, choose
x < b}.
Then for 0 <
is clearly valid because v
v
P EU we note that
=
and that the function z
+
v(z)
P. It
So the SCMV property again follows for these
remains to check the assertion for
a<
and vis harmonic. For the case
P E {x E JR :
a<
x < b}.
Ep > 0 so small that D(P, Ep) U U
E < Ep, it holds that
v(P)
__!___ f21f v(P + Eei8)de
lo
27r
U U { x E JR:
221
Principle
7.5. The Schwarz Reflection
x=a
Figure
because v(x +
iy)
 v ( x  iy).
{ 27r v(P + Eei0) d(}
lo
7.2
In detail,
1 1r v(P + EeiO)
1r
+ 1 v(P + Eei(H7r))
1 1r v(P + Eei0) fo'Tr v(P + Eei(7rO))
d(}
d(}
d(} 
d(}
0
[since
J01r v(P+Eei(7rO)) d(}
J01r v(P+Eei0) d(} by change of variables].
v satisfies the SCMV property and is therefore harmonic,
as
claimed.
Thus
The lemma provides a way of extending a harmonic function from a
given open set to a larger open set. Ths method is known as the Schwarz
reflection principle.
One can think of U as the reflection of U in the real
axis, and the definition of
of reflecting the function
on
fJ
as the correspondingly appropriate idea
See Figure
v.
7.2.
We shall see in a moment that
there is a similar method of reflecting holomorphic functions, too. Before
we go on to that result, it is worth noting how extraordinary the fact is
that
on U and
v on fJ
fit together to be C00 (For comparison purposes
try extending the function
f(x)
x2
on [O, 1] to be odd on [1, 1].) This is
clearly a very special property of harmonic functions.
Later on, we shall see that the smoothness of a harmonic function at
a boundary point is directly controlled by the smoothness of the boundary
function itself (e.g., Section
14.5).
real axis is approached in Lemma
The boundedness of derivatives as the
7.5.1
is a special case of these estimates,
called "Schauder estimates," for elliptic partial differential equations.
7.
222
Harmonic Functions
The principal result of this section is a closely related extension prin
ciple for holomorphic functions.
Theorem 7.5.2
( Schwarz reflection principle for holomorphic functions ) .
connected open set in C such that V n ( the real axis )
{x E
IR : a< x < b} for some a, b E R Set U
{ z E V : Im z > 0 }. Suppose that
F : U + C is holomorphic and that
Let V be a
lim lmF ( z )
U3z+x
for each x E IR with a< x < b. Defi.ne fJ {z EC: z EU}. Then there is a
holomorphic function G on U U fJ U {x E IR: a< x < b} such that GI u F.
In particular, <P(x) = limu3z+x ReF ( z ) exists for each x
x + iO E (a, b).
Also
F (z)
if z EU
G(z)
<P(x) + iO if z E Lx E IR: a< x < b}
F (z)
if z EU.
=
Before beginning the proof proper of the Schwarz reflection principle
for holomorphic functions, let us make a few preliminary remarks.
of all, recall that the function z
+
F ( z ) on
fJ
First
is holomorphic, as one sees
either by checking the CauchyRiemann equations or by noting that F ( z )
E fJ,
has, locally about P
a power series expansion in ( z  P ) ; hence F ( z )
has a local power series expansion about P in
the proof lies in showing that F ( z ) on
{x E IR:
( z  P ) . Thus the burden of
fJ and F ( z ) on U "fit together" along
a < x < b} to form the holomorphic function G. The surprising
thing here ( in contrast with the lemma ) is that at first we do not even know
that F ( z ) on fJ and F on U fit together continuously at {x E IR : a< x < b}
because we have not assumed in advance that limu3z+x ReF ( z ) exists at
any x E IR: This is part of what we have to prove.
What is clear at once, however, is that if there is any holomorphic
U U fJ U {x E IR: a < x < b}, then it must be
fl. The reason is that H( z ) is a holomorphic function
on U U fJ U {x E IR : a < x < b} and agrees with H on {x : a < x < b}
( since His real there ) . It follows that H( z ) H( z ) F ( z ) for all z E fJ by
extension H of F to all of
that H( z )
F ( z ) on
Theorem 3.6.1.
x E R,
{x ER: a< x < b}.
Proof of Schwarz reflection for holomorphic functions. Let
a<
x<
b.
Choose E > 0 such that
D(x, E )
U U fJ U
Set
v (z)
ImF ( z ) '
E D(x, E )
nu.
7.5.
The Schwarz Reflection Principle
223
Then limz+t v(z) = 0 for all t E {s E : a < s < b} n D(x, t ) . Also vis
harmonic on D(x, t ) n U. By Lemma 7.5.1, there is a harmonic function v
on all of D(x, t ) such that v von D(x, t ) n U. Choose a harmonic function
u such that u + iV is holomorphic on D(x, t ) .
=
On
D(x, t ) n U,
Im (F  (u + iV))
(ImF)  v
(ImF)  v
0.
Since only a constant holomorphic function can have an everywhere zero
imaginary part o( n a connected open set), we conclude that F= (u+iv)+
C, C a real constant, on D(x, t ) n U. Set Go = u + iv+ C so that Go is
holomorphic on all of D(x, t ) and Go= F on D(x, t ) n U.
Thus we see that the original holomorphic function F has an analytic
extension Go to D(x, t ) . The function ,\ : z Go(z) is also holomorphic
on D(x, t ) . Since Go is realvalued on D(x, t ) n t( he real axis), this new
function ,\ equals Go on D(x, t ) n t( he real axis). Hence Go(z) = Go(z) on
all of D(x, t ) . This shows that the function G defined in the statement of
D
the theorem is holomorphic on U U fJ U {x E :a< x < b}.
We take this opportunity to note that Schwarz reflection is not simply a
fact about reflection in lines. Since lines are conformally equivalent b
( y way
of linear fractional transformations) to circles, it is also possible to perform
Schwarz reflection in a circle w
( ith suitably modified hypotheses). More
is true: One can conformally map any real analytic curve locally to a line
segment; so, with some extra effort, Schwarz reflection may be performed in
any real analytic arc.
Some of these last assertions are explored in the exercises. Meanwhile,
here is a brief example to illustrate the utility of reflection in circles.
Let F be a continuous function on D(O, 1) such that F
is holomorphic on D(O, 1). Suppose that there is an open arc I 8D(O, 1)
such that F l 1 0. Then F = 0 on D(O, 1).
If I is all of 8D(O, 1), then this result follows from the maximum mod
ulus theorem (Corollary 5.4.3). So we may assume that there is some
point of 8D(O, 1) that is not in I. After a rotation, we may assume that
point to be 1. Let : D(O, 1) t U be the inverse Cayley transform,
</Jz
( )= i(l  z)/(1 + z), where U {z EC: Im z > 0}. Then G = F o 1
is holomorphic on U, continuous on U, and vanishes on a segment J (!)
in the real axis. Let U U be an open half disc with 8U nJ real axis J.
Then we may Schwarzreflect G to a holomorphic function G on U U U U J.
EXAMPLE 7.5.3.
224
7. Harmonic Functions
But then G is a holomorphic function with zero set having an interior accu
mulation point (any point of
therefore G
J),
hence
0. It follows that G
0 on U;
0 on U. Therefore the original function F is identically zero.
7.6. Harnack's Principle
Since harmonic functions are the real parts of holomorphic functions (at least
on holomorphically simply connected open sets), it is natural to expect there
to be properties of harmonic functions that are analogues of the normal
families properties of holomorphic functions .
The subject of the present
section is a principle about harmonic functions that is closely related to
Montel's theorem for holomorphic functions (Theorem
6.5.3).
This result,
called Harnack's principle, will be used in the next section to study what is
known as the Dirichlet problem: the problem of finding a harmonic function
with specified limits at all boundary points.
Proposition 7.6.1 (The Harnack inequality). Let
be a nonnegative, har
monic function on a neighborhood of D(O, R). Then, for any
D(O, R),
Rlzl
R lzl .
u(O).
u(O) ::; u(z) ::; +
Rlzl
R + lzl .
Proof. Recall the Poisson integral formula for
u(z)
Now
1
 27r
(* )
and
(** )
on
D(O, R) :
1211' u(Rei'l/J ) R2lzl2 d1/I.
i, z 12
IRe'li'
R2lzl2
R2  lzl2
::;
IRei'l/J zl2 (R  lzl)2
From
R+ lzl
R  lzl
we see that
R+ lzl 2_ {211'
<
u(z) u(ReiO)d()
Rlzl 27r lo
R+ lzl
. u(O).
Rlzl
That is one of the desired inequalities; the other is proved similarly.
We state as a corollary a version of Harnack's inequalities on discs that
are not necessarily centered at the origin. The proof is easy and is left to
the reader.
Corollary 7.6.2. Let
be a nonnegative, harmonic function on a neigh
borhood of D(P, R). Then, for any
D(P, R),
R  lzPl
R
Pl .
. u(P) < u(z) < + lz
u(P).
Rlz  Pl
R+ lzPl
7.6. Harnack's Principle
225
Theorem 7.6.3 (Harnack's principle). Let u1 ::; u2 ::; . . . be harmonic
functions on a connected open set U C. Then either Uj
T
o n compact sets or there is a harmonic function u o n U such
oo uniformly
that Uj Tu
uniformly o n compact sets.
Remark: You can look at the Harnack principle this way: If u1 ::; u2 ::; ...
is an increasing sequence of harmonic functions on U and if,
{ Uj(z)} is bounded, then there is a harmonic u such that Uj
for just one z,
Tu uniformly
on compact sets. This version makes it clear how surprising the result really
is: At first sight, it seems unlikely that the boundedness of the sequence of
functions at just one point would force boundedness at every other point.
Proof of Harnack's principle. If P is a point in U at which Uj(P)
then, for some ]o, Uj0 (P)
>
0. Thus, for some r
>
Too,
0, D(P, r) U and Uj0 is
every where positive on D(P, r). Then Harnack's inequality implies that, for
z E D(P,r/2), we have
uj(z) 2:
Thus Uj
T+oo
on
r  r/2
r+r/2
uj(P)
1
=
uj(P)
/ +oo.
D(P, r/2).
On the other hand, if Q E U is a point at which Uj(Q) tends to a
finite limit f and if D(Q, s) U, then Harnack's inequality implies for
z E D(Q, s/2) that, as
Uj(z)  uk(z) ::;
j, k T+oo, j
s+s/2
s  s/2
>
k,
(uj  uk)(Q)
3(uj(Q)  uk(Q))
T
0.
Thus Uj converges uniformly (to a harmonic function) on D(Q, s/2).
We have shown that both the set on which Uj
/ +oo
is open and also
the set on which Uj tends to a finite limit is open. Since U is connected, one
of these sets must be empty. This verifies the alternative stated in Harnack's
principle.
Finally, any compact K U may be covered either by finitely many
D(P, r/2)
or finitely many
D(Q, s/2)
(depending on which case occurs).
Hence we obtain uniform convergence on K to a necessarily harmonic limit
function (see Corollary 7.4.3) or uniform convergence to +oo.
Harnack's principle can also be proved by normal families methods. In
outline, one proceeds as follows: As in the argument just given, one needs
to show that the sets
U1
{z EU: lim uj(z)
<
+oo}
+oo}
and
U2
{z EU: lim uj(z)
7. Harmonic Functions
226
are both open. These statements are local in the sense that a set is open if
and only if its intersection with each open disc is open. This suggests that
to prove Harnack's principle one should first treat the case where U is a disc
D(P, r).
(The details of how to pass from the disc case to the general case
will be discussed later.)
To deal with the case where the domain U
functions
on
Vj D(P, r)
D(P, r).
+
with
vj(P)
The holomorphic functions
D(P, r), choose harmonic
Uj + ivj holomorphic
D(P, r) since for each point p of K we have
leui(p)ivj(P)I::; einfKui::; einfKu1.
each fixed compact subset K of
According to Mantel's theorem (Theorem
{e(uik+ivik)}
0 and with
e(ui+ivj) are uniformly bounded on
=
6.5.3),
there is a subsequence
D (P, r) to
e(u
j
)
i+iv is nowhere
a holomorphic function F0. Since each of the functions
vanishing, it follows that the limit function Fo
D(P, r)
C is either
that converges uniformly on compact subsets of
+
nowhere zero or is identically zero (Hurwitz's theorem, Theorem
5.3.3).
Ujk is everywhere finite. Moreover, since on
any fixed compact set K the sequence { e(uik+ivik)} converges uniformly
{ Ujk} converges uniformly to
to Fo, it follows that {  log le(uh +ivJk) I}
 log ! Fo l . Since the sequence { Uj} is monotone, the uniform convergence on
K of the subsequence { Ujk} implies the uniform convergence of the entire
sequence { Uj}. In the case Fo = 0, it follows similarly that { Uj} tends to
In the former case, limk_,00
+oo uniformly on compact sets. This completes the proof when the domain
is a disc.
The general case, for arbitrary connected U, can be obtained from the
disc case by noting first that the sets U1 and U2 are open, as already noted.
Thus either lim
Uj(z)
<
+oo for all
z EU or lim Uj(z)
+oo for all
z EU. In
either situation, one then gets the uniformity of the convergence on compact
subsets of U by noting that every compact subset K of U is contained in the
union of a finite number of discs
D ( P, r) such that D ( P, 2r) U. Each set
D ( P, 2r) , so that convergence is uniform
Kn D ( P, r) is a compact subset of
on Kn
D ( P, r)
by our disc argument. Thus uniformity on K follows.
7.7. The Dirichlet Problem and Subharmonic Functions
Let U C be an open set, U
=/= C.
Let f be a given continuous function
on au. Does there exist a continuous function
and
is harmonic on U?
If
taken together are called the
on U such that
exists, is it unique?
Dirichlet problem
l au
These two questions
for the domain U. It has
many motivations from physics (see [COH], [RES]). For instance, suppose
that a flat, thin film of heatconducting material is in thermal equilibrium.
That is, the temperature at each point of the film is constant with passing
7. 7. The Dirichlet Problem
227
time (the system is in equilibrium). Then its temperature at various points
is a harmonic function.
au
Physical intuition suggests that if the boundary
of the film has a given temperature distribution f :
au
+
R, then
the temperatures at interior points are uniquely determined. Historically,
physicists have found this intuition strongly compelling, although it is surely
not mathematically convincing.
From the viewpoint of mathematical proof, as opposed to physical intu
ition, the situation is more complicated. Theorem 7.3.4 asserts in effect that
the Dirichlet problem on the unit disc always has a solution. Furthermore,
it has only one solution corresponding to any given boundary function f,
because of the (boundary) maximum principleCorollary 7.2.3: If
u2
are both solutions, then
so that
u1  u2
u1  u2
u1
and
is harmonic and is zero on the boundary,
0. While this reasoning demonstrates that the Dirichlet
problem on a bounded open set U can have at most one solution, it is also
the case that on more complicated domains the Dirichlet problem may not
have any solution.
EXAMPLE 7.7.1. Let U
D(O, 1) \ {O}.
f(z)
{ 1 1
0
Then
D(O, 1)
that if
u(z)
u(z)
u(z')
au.
If there is a continuous
this assertion, note that
u( ei8z)
Set
u must be radial:
on
That
lzl
lz'I The reason for this is
u(ei8z) for any fixed () E R (To see
whenever
is a solution, then so is
1} U {O}.
which solves the Dirichlet problem, then
is, it must be that
IzI = 1
z o.
Then f is a continuous function on
au= {z: lzl
is certainly harmonic and still equals f on
the boundary.) The Dirichlet problem has a unique solution in this setup,
by reasoning using the maximum principle as noted in the paragraph just
before this example. So it must be that
u(z)
u(ei8z).
Now it is straightforward if tedious to check, using the chain rule, that
the Laplace operator
a2 I ax2 + a2 I ay2,
takes the form
O
hence
1a
a
1 a2
+
r 2 ae2 .
u is independent of (),
Then, because our function
when written in polar coordinates,
)
r
(
ar ar
au )
ar (r ar ;
:r (r :r u)
r#
=
1a
when
so that
au
ar
228
7. Harm onic Functions
for some real constant C.
Thus
u
C logr+ D
for some real constant D.
However, there is no choice of C and D that will allow such a
to agree
with the given f on the boundary of U. This particular Dirichlet problem
cannot be solved.
Thus
some
conditions on au are necessary in order that the Dirichlet
problem be solvable for u. It will turn out that if au consists of "smooth"
curves, then the Dirichlet problem is always solvable.
The best possible
general result (which we shall not prove) is that if each connected component
of the boundary of U contains more than one point, then the Dirichlet
problem can always be solved. Thus, in a sense, the example just given is
the typical example of a domain in Con which the Dirichlet problem has, in
general, no solution. In the next section we shall formulate and prove that,
for quite a large class of domains, the Dirichlet problem can be solved for
arbitrarily given (continuous) "boundary values". In the remainder of the
present section we develop the tools that we shall need to prove this.
We first consider the concept of subharmonicity. This is a complex
analytic analogue of the notion of convexity that we motivate by considering
convexity on the real line. For the moment, fix attention on functions from
JR to JR.
On the real line, the analogue of the Laplacian is the operator
d2 / dx2.
The analogue of realvalued harmonic functions (i.e., the functions annihi
lated by this operator) are therefore the linear ones. Let S be the set of
continuous functions f :
JR
JR such that, whenever I
[a, b]
JR and h
is a realvalued harmonic function with f(a) ::; h(a) and f(b) ::; h(b), then
f(x) ::; h(x) for all x
J. (Put simply, if a harmonic function h is at least
as
large as f at the endpoints of an interval, then it is at least as large as f on
the entire interval.) Which functions are in S? The answer is the collection
of all convex functions (in the usual sense). Refer to F igure 7.3. [Recall here
that a function f : [a, b]
and 0 ::; >. ::;
JR is said to be convex if, whenever c, d
[a, b]
1, then
f((l  >.)c + >.d) ::;
(1  >.)f(c) + >.f(d).]
These considerations give us a way to think about convex functions without
resorting to differentiation.
Our definition of subharmonic function on a domain in C (or
motivated by the discussion in the preceding paragraph.
JR2) is
229
7. 7. The Dirichlet Problem
h(x)
F igure 7.3
Definition 7.7.2. Let U C be an open set and fa realvalued continuous
function on U. Suppose that for each D(P, r) U and every realvalued
h defined
f ::::; h on oD(P, r), it holds
subharmonic on U.
harmonic function
on
neighborhood of D(P, r) which satisfies
that f ::::;
EXAMPLE 7. 7.3. Any harmonic function
on D(P, r). Then f is said to be
on an open set U C is certainly
r) U and h is harmonic and greater than or
equal to u on oD(P, r) , then u  h ::::; 0 on oD(P, r). By the maximum
principle, we conclude that u  h ::::; 0 or u ::::; h on D(P, r). Thus u is
subharmonic.
For if D(P,
subharmonic.
As an exercise, use a limiting argument to see that subharmonic func
tions may also be characterized by comparing them to functions
on any given closed disc D(P,
r) U
It turns out that a function f
and
harmonic
continuous
on D(P, r) .
IR which is
C2
is subharmonic
if and only if 6.f 2'. 0 everywhere. This is analogous to the fact that a
C2
function on (an open set in) IR is convex if and only if it has nonnegative
second derivatives everywhere. For the proofs, see Exercises 41 and 69. The
next proposition will allow us to identify many subharmonic functions which
are only continuous, not
C2,
so that the 6.f 2'. 0 criterion is not applicable.
Proposition 7.7.4. Let f: U
IR be continuous. Suppose that, for each
D(P, r) U,
f(P ) ::::; 
271"
Then f is subharmonic.
127!"
0
f(P +
rei6 ) d0.
7.
230
Harmonic Functions
Figure
7.4
Conversely, if f : U + is a (continuous) subharmonic function and
if D( P, r ) U, then the inequality ( * ) holds.
Proof. Suppose that ( * ) holds for every P, r but
there is a disc D(Q, s )
of D(Q, s ) such that
f is not subharmonic .
Then
and a harmonic function hon a neighborhood
f(zo) > h(zo)
f  hon D(Q, s ) .
h on 8D(Q, s ) but
D(Q, s ) . Consider the function
for some
zo
g is less than or equal to zero on the boundary of the disc
we set M
maxD( s) g and K
{z E D(Q, s ) : g(z)
Q
The function
g(zo) > 0. If
,
M}, then it follows that K is a compact subset of D(Q, s ) . In particular,
but
K is not all of D(Q,
7.4)
s .
Let w be a boundary point of K. Then (see Figure
TJ) at which g is less
g is less than Mon an open arc J of 8D(w, TJ).
for some small T/ > 0 there is a point of 8D(w,
than M. By continuity, then,
Therefore, for this
TJ,
2._ f21T g(w + rJei9)d(}
27r lo
But the left side of this inequality is
<
g(w).
231
7. 7. The Dirichlet Problem
(since
is harmonic). We conclude that
{
27r f(w + T/ei8)d0 < f(w),
lo
1
27r
and this inequality contradicts our hypothesis.
f be subharmonic on U and let D(Q, s) U be
8D(Q, s) + R be the Poisson kernel for D(Q, s).
For the converse, let
fixed. Let
P : D(Q, s) x
P > 0. Let> 0.
Recall that
h(z) =
Then
fo27r P(z, ei8)[f(Q
D(Q, s),
8D(Q, s). It
sei8) + ]d0
D(Q, s), and h(()
h(() > f(() for ( E
the continuity of the functions f and h) when o is small
enough. Buth is harmonic on a neighborhood of D(Q, s  o). Thus, by the
subharmonicity hypothesis, f hon D(Q, s  o). In particular,
defines a harmonic function on
continuous on
f(() + > f(()
8D(Q, s  o) (by
follows that
Letting
+
for
f(Q)
h(Q)
__!___ f27r [f(Q + sei8) + ]d0.
lo
27r
o+ yields the desired inequality.
EXAMPLE 7.7.5. Let
To see this, let D ( W,
F: U+ C be holomorphic.
s) U. Then, by the mean
IFI is subharmonic.
Then
value property (Theorem
7.2.5 ) ,
IF(Q)I
I__!___ lof27r F(Q
27r
By the proposition,
IFI
sei8)d0
F(z)
f:
EXAMPLE 7.7.6. Let
IFI will
zk, k EN.
f2
o J)(P)
not be harmonic when Fis harmonic.
of
D(P, r)
(f(P ))
<
<
Let
R + R be
is subharmonic. For example,
is subharmonic if
To see this, notice that if
(
__!___ f27r IF(Q + sei8)ld0.
lo
27r
U + R be subharmonic.
nondecreasing and convex. Then
subharmonic. Also
is subharmonic.
Notice that, in general,
For example, take
is everywhere nonnegative.
U, then
( fo27r J(P rei8)d0)
__!___ lof27r (f(P rei8))d0
__!___ lof27r oJ)(P rei8)d0.
27r
27r
el
is
7. Harmonic Functions
232
Here the second inequality follows from the convexity of <P (this is known as
Jensen's inequalitysee Exercise 66). By the proposition, we conclude that
<Po f is subharmonic.
The last example raises a subtle point, which is worth making explicit.
If f is harmonic and <P is convex, then (with only a small change) the ar
gument we have just given shows that <Po f is subharmonic. However, if
f is only subharmonic, then <P must be both convex and nondecreasing in
order for <P o f to be subharmonic. For example, the square of a subhar
monic function f is not necessarily subharmonic [here <P(x) = x2] if f takes
negative values at some points. But if f is every where nonnegative, then
f2 is subharmonic [the function <jJ(x)
x2 is nondecreasing on [O,+oo), but
of course not on all of (oo, +oo)]. The reader is invited to consider this
matter in further detail in Exercise 49.
=
An immediate consequence of the submean value property is the max
imum principle for subharmonic functions:
Proposition 7.7.7 (Maximum principle). If f is subharmonic on U, and if
there is a P EU such that f(P ) 2: J(z) for all z EU, then J is constant.
Proof. This is proved by using the argument used to prove Lemma 7.4.4,
along with the submean value inequality of Proposition 7.7.4: We need only
note that it is actually the inequality, rather than the equality, of the SCMV
property that is needed in the proof of Lemma 7.4.4. We leave the details
of the assertion as an exercise (Exercise 43 ) .
D
Note in passing that there is no "minimum principle" for subharmonic
functions. Subharmonicity is a "onesided" property; in the proof of the
maximum principle this assertion corresponds to the fact that Proposition
7.7.4 gives an inequality, not an equality.
Here are some properties of subharmonic functions that we shall need
in the sequel. The third of these explains why subharmonic functions are a
much more flexible tool than holomorphic, or even harmonic, functions.
(1) If Ji,f2 are subharmonic functions on U, then so is Ji+ f2.
(2) If Ji is subharmonic on U and a > 0 is a constant, then nfi is
subharmonic on U.
(3) If fi,h are subharmonic' on U, then g(z)
max{f1(z),f2(z)} is
also subharmonic on U.
Since properties (1) and (2) are clear from Proposition 7.7.4, we shall
prove only property (3). Let Ji ,f2 be subharmonic on U and let D(P, r )
U. Then
7. 7. The Dirichlet Problem
233
max{f1(P), h(P)}
{ fo2rr rei8)d0, fo2rr h(P
[fi(P+rei8),h(P+rei0) dO.
1 r rr
2
Jo
]
<
max
<
fi(P +
rei8)d()
max
271'
This proves that max{f1, h} is subharmonic.
The next concept that we need to introduce is that of a barrier. Namely,
we want to put a geometricanalytic condition on the boundary of a domain
which will rule out the phenomenon that occurs in the first example of this
section (in which the Dirichlet problem could not be solved). The definition
of a barrier at a point PEau is a bit technical, but the existence of a barrier
will turn out to be exactly the hypothesis needed for the construction (later)
of the solution of the Dirichlet problem.
Definition 7.7.8.
b
t
(i)
(ii)
(iii)
(iv)
IR. a
C be an open set and PEau.
at P if
Let U
barrier for U
is continuous;
is subharmonic on U;
We call a function
b :S O;
{zEau: b(z) = O} = {P}.
Thus the barrier
singles out
in a special functiontheoretic fashion.
EXAMPLE 7.7.9. Let U = D(O, 1) and
b(z) = x 1
is a barrier for U at
P,
= 1+iOEau. Then the function
x
=Re z.
PE U be the
r = IPI = IPOI and notice that
7. 5. Let Oo = arg P, 0 :::; Oo < 271'. Then the function
EXAMPLE 7.7.10. Let U
C be
where
a bounded open set. Let
point in U which is furthest from 0. Let
U D( 0,
r).
See Figure
z
is a barrier for U at
1+
Re(e
i Oo z) r
P.
EXAMPLE 7.7.11. Let U
C be
an open set. Let
PE au. Suppose that
P to some point
there is a closed segment I, of positive length, connecting
QEC\ U
such that In (U) = {P}. Then the function
Zt+
zP
zQ

234
7. Harmonic Functions
Figure 7.5
maps C \I to C \ J, where J is a closed (infinite) ray emanating from the
origin. Therefore
has a welldefined branch on
onetoone map of
U into C.
<:;;; C \I and it extends to be a continuous,
Notice that
'l/J(U) is contained in a closed half
'lf;(U) to the upper half plane and
'l/J(U) to the unit disc with po 'l/J(P ) 1.
plane. Finally, a suitable rotation Po maps
the Cayley transform maps po o
In summary, the function
unit disc and sends
Po
'If; maps
U onetoone into
the closed
to 1. Thus we have reduced the present example to
the first barrier example (the disc). That is, there exists a barrier for
at
P.
It follows from the last example that if U is bounded by a smooth curve
1
(say of smoothness class C ), then every point of au has a barrier.
EXAMPLE 7. 7.12. Let
>
<:;;; C be an open set and
P E au.
If, for some
0, there is a barrier at
P: If b1 is the barrier for
by
b(z)
is a barrier at
P for UnD(P,r), then there is a barrier for U at
Un D(P,r), then the function b: U
R defined
E
max(E,b1(z))
P for U if E
>
if
if
EU\ D(P,r)
EUnD(P,r)
0 is chosen small enough (check this assertion as
an exercise). Thus the concept of the existence of a barrier at
the sense that it depends only on how
P is local, in
U looks in a neighborhood of P. This
235
7. 7. The Dirichlet Problem
property greatly simplifies the task of finding barriers for boundary points
of domains with complicated structures.
In the next section, we are going to use the existence of barriers at
boundary points as the condition for the existence of a solution for the
Dirichlet problem. Therefore it would be a good idea to try to see that a
barrier does not exist in the case where we already know that the Dirichlet
problem cannot be solvednamely for the center of the punctured unit disc
(the example discussed at the beginning of this section).
Concretely, we should try to see that there cannot be a function b on
D(O, 1) such that
(i)
(ii)
(iii)
(iv)
bis continuous on D(O, 1);
bis subharmonic on D(O, 1) \ {O};
b
{z
on D(O, l);
D(O, 1): b(z)
O}
{O}.
The thing to note here is that, if such a b exists, then the function
b(z)
27r
{27r
o b(ei9z) d()
J
also has properties (i)(iv). Also, for any a > 0, the function abhas these
properties as well. Notice that (iii) and (iv) together then imply that bis
a negative constant on 8D(O, 1). Thus if any barrier b exists for the point
0,
then there is another barrier B such that B
1 and such that
8D(0,1)
B(ei9z) B(z) for all(); that is, Bis rotationally invariant. We shall now
show that that is impossible.
=
For this purpose, consider the functions
Hr(z)
B(r) + 1
log !z!  1 ,
1ogr
O<r<l.
Each function Hr is harmonic on D(O, 1) \ {O} and has the same values as
Bon {z: !z! 1} and on {z: !z! r}. Since Bis subharmonic so is BHr
from which it follows that, for each z E {z: r lzl 1},
=
B(z) Hr(z).
Thus for each fixed z
D(O, 1), z =I=
0,
we see that
B(z) lim Hr(z).
r+O+
But, for z =I=
fixed,
B(r) + 1
1og I z I
r+O+ log r
1.im
7. Harmonic Fu nc tio ns
236
because IB(r)I is bounded and I log rJ+ +oo. As a result,
B(z) :S 1
for all z
E D(O 1) \ {O}.
,
This contradicts the fact that limz+O B(z) =0.
Thus the domain D(O, 1) \
{O} has no barrier at the origin.
7.8. The Perron Method and the Solution of the Dirichlet
Problem
In this section we shall show that, on a large class of domains U, the Dirichlet
problem can be solved. The result that we shall prove is not the best possible,
but it is sufficient for most purposes. More refined theorems will be discussed
in the remarks at the end of the section and in the exercises. See also [TSU]
for a complete treatment of these matters. The methodology of this section
is due to 0. Perron (18801975).
The solution to the Dirichlet problem is constructed by solving an
extremal problem (just as in the Riemann mapping theorem). It turns
out that a proof of the Riemann mapping theorem can be obtained as a
corollary of the Dirichlet problem (which proof is in fact closer in spirit to
the original proof due to Riemann and Dirichlet). See Exercise 73 for some
of the details.
Theorem 7.8.1. L e t
that
be a bounded, c onnec ted open subset of C suc h
P E au. Then the Dirichlet problem c an
f is a c ontinuous function on au, then
c ontinuous on U, harmonic on U, suc h that u I au = f.
has a barrier bp for eac h
always be solved on
there is a function u
U.
That is, if
The function u is uniquely determined by these c onditions.
Proof. There is no loss of generality in assuming that f is realvalued. As
already noted, the final (uniqueness) statement is an immediate consequence
of the boundary maximum principle (Corollary 7. 2 .3).
To begin the proof of the existence of a suitable harmonic function u,
set
S = {'1/1: 'l/J is subharmonic on
U and
lim sup'lj;(z):::;
U3z+P
f(P), VP Eau}.
Notice that au is compact so that f is bounded below by some real constant
m. Thus the function 'l/J(z) =mis an element of S. In particular, Si 0.
Define, for each z
E U,
u(z) =sup 'l/J(z).
1/;ES
We claim that u solves the Dirichlet problem for
proof is broken into three parts:
f and the domain U.
The
237
7.8. The Perron Method
Part 1. The function u is bounded above:
M
max(E8U /(().
U : 'l/;(z) 2': M + E}. Seeking
letting
Let
To see this, we begin by
'I/; E S, E
>
0, and let E{
{z
a contradiction, we assume that E{ is
nonempty.
We claim that
E{
is closed in C Assuming the claim for the
moment, we complete the proof as follows. Since E{ lies in
bounded, hence compact. So
'I/; assumes a
U,
it is
maximum at some point
EE{. But this maximum value is at least M +E, and 'I/; is less than
M + E off E{; therefore 'l/;(p) is a maximum for 'I/; on all of U . By
the maximum principle, 'I/; is constant. Furthermore, that constant,
since p E E{, must equal or exceed M + E. This contradicts the
membership of 'I/; in S (the boundary limits of 'I/; must not exceed
f, which in turn lies below M + E).
This contradiction implies that E{ is empty. But E{
0 for all
E > 0 means that 'I/;(() :S M for all ( E U. This is what we wished
p
to prove.
It remains to see that E{ is closed. Let z
E cE{.
There are three
possibilities:
E C\U: In this case z has a neighborhood which is contained
in C \ U <::;; C \E{.
(b) z E fJU: In this case, because f(z) :S M, the definition of S
implies that there is a neighborhood V of z (in C) such that
'l/;(z) < M + E for all z E v nu. So v nE{
0.
(c) z E U \ E{: In this case , 'l/;(z) < M + E and (since 'I/; is
continuous) there is a neighborhood V of z with V <::;; U on
which 'I/;(() < M + E. These cases together show that C \E{ is
open or E{ is closed.
(a)
Part 2. The function u is harmonic:
let p
E D(P, r).
Let D(P, r) <::;; U and moreover
u, there exists a sequence { 'l/;j}1 <::;;
u(p). Let
By definition of
S such that limj_,00 'l/;j(P)
'11n( Z )
max { 'l/;1 ( Z ) , .. .
, 'l/Jn( Z )}
E U. Then, by property (3) of subharmonic functions
7. 7, '11n is subharmonic on U and '111 :S '112 :S .... Let
for each z
Section
cl>n(z)
_

Then
{ '11n
(z)
cl>n
is subharmonic
if
E U \ D(P, r)
E D(P, r) .
submean value property)
cl>n E S (since it agrees with '11n near the boundary
U). Furthermore, cf>1 :S cf>2 :S ... on all of U by the maximum
and of course
of
'11nlaD(P r)
,
on U (by the
Poisson integral of
if
in
principle. F inally,
238
7. Harmonic Functions
for each n. It follows that limn+oo <I>n(P)
u(p). But the crucial
thing to notice is that, by Harnack's principle, the functions {<I>n}
converge to a harmonic function <I> on the disc D(P, r) (since they
do not go to oo at p). Moreover, <I> ( P)
u(P) by (*). We shall show
in a moment that <I>
u on the entire disc D(P, r). Then it will
follow that u is harmonic near P. Since P was chosen arbitrarily,
this will complete Part 2.
To show that <I> u on D(P, r), pick another point q E D(P, r).
By definition of u, there exists a sequence {Pi }1 S such that
limj+oo Pi (q) u(q). Let Pi(z) max{pj(z), 'l/ij(z)} for z E U. Let
=
A n(z)
max{p1(z), ..., Pn(z)}
for each z E U. Then, again by property (3) of subharmonic func
tions in Section 7.7, A n is subharmonic on U and A1 A2 . . .
and A n(q)
u(q). Define
Hn(z)
(z)
Poisson integral of AnlaD(P r)
{ An
if z E U \ D(P, r)
if z E D(P, r) .
Then, as in the case of the <I>n 's, the sequence { Hn} has a harmonic
limit function H on D(P, r). Also, H(q)
u(q). Finally, by design,
=
<I>(z) H(z) u(z) on D(P, r) .
Hence H (p)
u (p) because <I> (p)
u(p). Thus the harmonic
function <I>  H satisfies <I>  H 0 on aD(P, r) and (<I>  H)(p)
0. By the maximum principle, <I> = H. This means that for any
q E D(P, r) the harmonic function H of our construction agrees
with the function <I> for p. In other words, the harmonic function <I>
of our construction agrees with H, and hence with u, at each point
of D(P, r). But then u is harmonic on D(P, r). Since P and r were
arbitrary, we conclude that u is harmonic.
=
f(w): Fix w E au. To
prove the assertion, we exploit the barrier at w. Let E > 0. Since
Part
3. For each w Eau, limu3z+w u(z)
U is bounded, the boundary of U is compact. By the consequent
uniform continuity off, choose 0 > 0 such that if o., (3 E au and
< o, then lf(o.)  J(/3)1 < E. Let bw be a barrier at w.
On the set U \ D(w, o)' the barrier bw has a negative maximum
. Define the function
lo.  /31
g(z)
J(w) + E +
bw (z)
(M  J(w)),
where M is the maximum of Ill on au. The function g is sub
harmonic since bw is such and (1/)(M  f(w)) 0. Now for
7.8. The Perron Method
E 8U n
239
D(w, 8)
it holds trivially that
g(() f(w) + > [!(()
For
] +
( E 8U \ D(w, 8), it is clear from
g(() f(w) + + (M  f(w))
f(().
the definition of that
+ > f(().
The maximum principle for subharmonic functions now shows that
any 'ljJ ES satisfies 'ljJ
Namely, 'ljJ
g is
on U (refer to the argument in Part
subharmonic and has lim supu3z ( 'ljJ
all E 8U; hence 'ljJ
in U. Thus u
g0
lim supu(z)
U3z+w
g(w)
1).
g) 0
for
on U. As a result,
f(w) + .
This is half of what we need to prove.
For the other half, consider the function
g(z)
f(w)
We shall show that
g ES;
(z)
bw
(M
then u(z)
lim inf u(z)
U3z+w
g(w)
+ f(w)).
g(z)
J(w)
for z EU and
This will finish the proof, for then
J(w) 
and, since
lim inf u(z)
U3z+w
lim supu(z)
U3z+w
f(w) +
J(w). Thus the
> 0 was arbitrary, limu3z+w u(z)
function which is u on U and f on 8U is continuous on U. The
proof will then be complete.
To see that
g ES, first notice that g is a subharmonic function
+ f(w)) 0 and bw is subharmonic. If ( E 8U n
since (1/)(M
D(w, 8),
then
and
[!(() + ]  = f(();
if ( E 8U \ D(w, 8), then g(() M
< f(().
g(() f(w)
<
we are done.
So
g ES
and
Notice that the construction of u, and the proof that u is harmonic,
uses nothing about
or U except that
could in principle be identically
and the continuity of
+oo).
is bounded above (otherwise u
The barrier at a boundary point
check the continuity of u at
w.
As pointed out earlier, the existence of a barrier at
property": It depends only on how U behaves near
check whether u is necessarily continuous at
in a neighborhood of
w.
w,
at that point, are usedone point at a timeto
w.
w strictly
for U is a "local
So, in effect, one can
in terms of local data
240
7. Harmonic Functions
7.9. Conformal Mappings of Annuli
The Riemann mapping theorem tells us that, from the point of view of
complex analysis, there are only two conformally distinct domains that are
homeomorphic to the disc: the disc and the plane. Any other domain home
omorphic to the disc is biholomorphic to one of these. It is natural then to
ask about domains with holes. Take, for example, a domain U with precisely
one hole. Is it conformally equivalent to an annulus?
This question is too difficult for us to answer right now in full generality,
partly because we have not rigorously formulated the concept of having just
one hole. [Incidentally, the answer to the question is "yes": Every open set
in C that is topologically equivalent to an annulus is biholomorphic to an
open set of the form {z E C: r1 < lzl < r2}, 0 ::; r1 < r2 ::; +oo. See
Exercise 76 for further ideas on this question.] We content ourselves for
the moment with addressing a simpler question that is in the same spirit.
Namely, we will classify all annuli up to conformal equivalence. [We treat
the case 0 < r1 < r2 < +oo. See Exercise 77 for the r1 0 and/or r2
+oo
cases.] Notice that if c > 0 is a constant, then, for any r1 < r2, the annuli
=
A1
{z: r1
<
lzl
<
r2} and A2
{z: cr1
<
lzl
<
cr2}
are biholomorphically equivalent under the mapping z 1t cz. The surprising
fact that we shall prove is that these are the only circumstances under which
two annuli (with 0 < r1 < r2 < +oo) are equivalent:
Theorem 7.9.1. Let, for R1, R2
A1
>
1,
{z EC: 1
<
lzl
<
Ri}
{z E <C: 1
<
lzl
<
R2}.
and
A2
Then A1 is conformally equivalent to A2 if and only if R1
R2.
Proof. The "if" part is obvious.
For the "only if" part, suppose that
>: A1
t
A2
1
is a biholomorphic equivalence. If K in A2 is compact, then  (K) is also
1
compact (since  is continuous). It follows that if a sequence {w1} in
A1 converges to the boundary (in the obvious sense that it has no interior
accumulation point), then so does the sequence {(w1)} in A2. Moreover,
we claim that if lw1I t 1, then either, for all such sequences, l(w1)I t 1 or
l(w1)l t R2. In the first of these cases, we further claim that if lw1I t R1,
then l(w1)I t R2; in the second case we claim that if lw1I t R1, then
1(Wj) I t 1. The verifications of these claims are elementary but tricky, and
we defer them until the end of the proof.
7.9. Conformal Mappings
of Annuli
241
After composing <P with a reflection if necessary, we may suppose that
and
Consider the function
h(z) =log lzl log R2  log l<P(z)I log R1.
This function is harmonic on A1 and extends continuously to Ai . Namely,
if we set h(z) = 0 when z E A1 \ A1, then his continuous on A1, as one
sees immediately from the indicated behavior of <Pas the boundary of A1 is
approached. By the maximum principle, h= 0.
Solving the equation h= 0 for <Pthus yields that
l<P(z)I =lzlf3,
where (3 = log R2/ log R1. Let D(P, r ) A1 be a disc. Then the function
F(z) = zf3 can be made welldefined and holomorphic on D(P, r ) if we
set F(z) = ef3g(z), where g is a holomorphic function on D(P, r ) such that
z = eg(z). In other words, Fis a branch of zf3. [See Exercise 15, Chapter 6,
for details of the idea of "branches" of zf3 as used here.] Also (z)/ F(z)
is holomorphic on D(P, r ) and has unit modulus. By the open mapping
theorem, <P(z)/ F(z) is a constant of modulus one on D(P, r ) . That is,
<P(z) =a zf3
on D(p, r ) for some a EC, lal =1.
Since the computation in the last paragraph can be performed on any
D(P, r ) A1 and since is continuous, it follows that (1/a), for some
a E C with lal = 1 and (3 = log R2/ log R1, is a "branch" of zf3 on the
entire annulus. It follows then that (3 must be a (nonnegative) integer, since
otherwise no such branch exists (see Exercise 15, Chapter 6). Finally, the
only possible nonnegative integer value for (3 is 1; otherwise would not be
onetoone.
D
Thus <Pcan only be a rotation and therefore R1 =R2.
Proof of the claim. We have already noted that if A1 3 lwjl
8A1, then
A2 3 l<P(wj)I
8A2. In particular, if E > 0 is small, then ({z: 1 < Jzl <
1 + E}) does not intersect {z: lzl = (1 + R2)/2}.
t
t
For all j large, <P(wj) must be in a fixed component of {z: lzl # (1 +
R2)/2}: <P(wj) cannot jump back and forth between {z: (1 + R2)/2 < lzl <
R2} and {z: 1 < lzl < (l+R2)/2}. The reason is that ({z: 1 < lzl < l+E})
does not intersect {z : lzl = (1 + R2)/2} and, for J1,J2 large, WJi and Wj2
7. Harmonic Functions
242
can be connected by a curve in {z: 1 < lzl < 1 + t:}; hence so can (wj1)
and (w12) be connected by a curve in {z: lzl/ (1 + R2)/2}.
Thus one sees that either
for all sequences {Wj} with limj_,00 lwj I
Hm 1(wj)I
J>00
for all sequences with limj+oo lwj I
that
or
R2
l.
As noted, by composing with an inversion if necessary, one can suppose
for all sequences Wj with limj_,00 lwj I
l.
Under the assumption in the last paragraph, the same reasoning shows
that either
_lim 1(wj) I 1
J>00
for all sequences {Wj} with limj+oo lwj I R1 or
=
Hm 1(wj)I R2
J>00
for all such sequences. We claim that this first apparent possibility cannot
in fact occur.
=
If it did, then the function 11 would attain a maximum in (the interior
of) its domain, so that would be constant, hence not onetoone. This
D
establishes the claim.
The classification of planar domains up to biholomorphic equivalence
is a part of the theory of Riemann surfaces (see Section 10.4). For now, we
comment that one of the startling classification theorems (a generalization
of the Riemann mapping theorem) is that any bounded planar domain with
finitely many "holes" is conformally equivalent to the unit disc with finitely
many closed circular arcs, coming from circles centered at the origin, re
moved. [Here a "hole" in the present context means a bounded, connected
component of the complement of the domain in C, a concept which coincides
with the intuitive idea of a hole.] An alternative equivalent statement is that
any bounded planar domain with finitely many holes is conformally equiv
alent to the plane with finitely many closed line segments, perpendicular to
the real axis, deleted. The analogous result for domains with infinitely many
holes is true when the number of holes is countable. When the number of
holes is uncountable, the situation is far more complicated and indeed it is
unclear what ty pes of "model domains" would be appropriate. (This whole
Exercises
243
line of thought then comes to involve delicate considerations in axiomatic
set theory.)
Exercises
1. Use Liouville's theorem for holomorphic functions to prove Liouville's
theorem for harmonic functions: If u is harmonic and bounded on all of
C, then u is identically constant (cf. Exercise 19).
2. Let U=
{z
C: 1
<
IzI
<
2}.
Define
u(x + iy) = log(x2 + y 2).
Check that u is harmonic on U . Prove that u does not have a well
defined harmonic conjugate on all of U.
3. Give an example of a nonsimply connected domain U
C and a har
monic function u on U such that u does have a welldefined harmonic
conjugate on U.
4. Let
u be a harmonic function on a domain U. Suppose that v1 is a
harmonic conjugate for u and that v2 is a harmonic conjugate for u.
How are v1 and v2 related?
5. This exercise uses differential forms (see [RUDI] for a review).
Given a differential w= Adx + Bdy, define
prove the following statements:
( a) * ( *w )
(b) If f is
(c )
*W
= Bdx +Ady. Now
w.
holomorphic and f = u + iv, then dv = *du. [Hint: By
definition, du= (8u/8x)dx+(8u/8y)dy, and similarly for dv. Then
the conclusion follows from the definition of the * operator and the
Cauchy Riemann equations.]
Let U be a domain. If h : U+ IR is a harmonic function, then there
is a harmonic function h : U+ IR such that h+ih is holomorphic on
U (i.e., his a harmonic conjugate of h) if and only if f"Y *dh= 0 for
every piecewise C1 closed curve r in U . [Hint: Given the integral
condition, pick a point Po E U and define h(q) = f"Y *dh for a
piecewise C1 curve r from Po to q. Note that h, so defined, is
independent of the choice of 'Y Show that h + ih is holomorphic.]
*
6. Use the ideas of Exercise 5 to prove the following statement:
If h : {z : 0 < lzl < 1} + IR is harmonic, then there is
one and only one real number A such that the function z
Exercises
244
h(z)  A In I zI
{z : 0 < I zI
set
[Hint:
0}
is the real part of a holomorphic function on the
1} .
<
There is a harmonic function
such that
function
hb
hu
on U
+ ihu is holomorphic on U.
on V =
{z : 0
<
lzl
O}
1,Imz <
<
{z : 0
<
lzl
such that
holomorphic on V. What happens when you endeavor to fit
together to obtain a suitable harmonic function on all of U
lzl
1 } ?]
<
* 7. Show that if
F : {z : 0
<
I zI
M(r)
for
<
<
1,
(a)
1}
h + ihb is
hu and hb
{z : 0
<
+ C is holomorphic, then the function
2_ f 27r F(rei0) d(),
27r lo
is constant independent of
Laurent expansion about
* 8.
<
1, Im z >
<
Also, there is a harmonic
0.]
r. [Hint:
Expand
in a
Combine the results of Exercises 6 and 7 to prove that if a harmonic
: {z : 0 < lzl < 1 }
IR is bounded, then h = Re F for
{z : 0 < lzl < 1 }
C holomorphic. [Hint: If h is
0
bounded, then so is J027r h(rei ) d(), 0 < r < 1. Therefore, with
h(z) =A In lzl +Re F(z), deduce from Exercise 7 that A= O. ]
(b) Prove that if a holomorphic function F : {z : 0 < lzl < 1 } C has
Re F bounded, then F has a removable singularity at 0.
( c ) Combine ( a ) and (b) to prove the removable singularities theorem
for harmonic functions: If h : {z : 0 < I z I < 1} + IR is harmonic
and bounded, then there is a harmonic function h : {
: lzl <
1}
IR such that h = h on {z : 0 < lzl < 1 } , that is, "h extends
harmonically across the point O."
Use part ( c ) of Exercise 8 to provide another proof that there is no
harmonic function on {z : 0 < lzl < 1 } with boundary value ( s ) 1 as
lzl 1 and boundary value 0 as lzl 0 ( as discussed in the text using
another method ) .
function
some
+
+
+
+
* 9.
+
+
10. Use Montel's theorem, together with material from this chapter, to prove
the following:
If U C is a domain, and if F =
of harmonic functions such that
lf0(z)I
::;
< oo
{!0}
for all
is a family
U, then
there is a sequence f0j that converges uniformly on compact subsets of U.
[Hint:
Reduce to the case of functions on a disc. Then choose functions
90 such that f0 +i90 is holomorphic.
The holomorphic functions
are then bounded and bounded away from
ef"' +ig"
u is continuous on D and harmonic on D and if u
vanishes on an open arc in 8D, then u
0.
If u is realvalued and harmonic on a connected open set, and if u2 is
also harmonic, then prove that u is constant.
11. TRUE or FALSE: If
12.
O.]
245
Exercises
13. If
u is
complexvalued and harmonic on a connected open set, and if u2
is harmonic, then prove that either
(Compare Exercise
14. If
u is holomorphic or u is holomorphic.
1 2.)
is harmonic and nonvanishing, and if
1/u is
harmonic, then what
can you say about u?
n
15. For each
<Pn harmonic on D and continuous on
n
<Pn ( eiO) =ei O, 0 :::; () :::; 27!'. Can the same be
E Z give a function
the closure of
D such
that
done for holomorphic functions?
16. Prove: If
is a complexvalued harmonic function, then the real and
the imaginary parts of
function
u is
u are harmonic.
Conclude that a complexvalued
harmonic if and only if u is harmonic.
17. Give two distinct harmonic functions on C that vanish on the entire real
axis. Why is this not possible for holomorphic functions?
18. Let
u : U+ C
D(P, r) U. Verify the following two
property as direct corollaries of the version
be harmonic and
variants of the mean value
of the mean value property proved in the text.
( a)
(b)
u(P) = !r faD(P,r) u() ds(), where ds
2
8D(P, r).
u(P)= * JD(P,r) u(x, y) dxdy.
is arc length measure on
u : C + IR
19. Prove that there is no nonconstant harmonic function
that
u(z) :::;
0 for all z EC
such
20. Use the open mapping principle for holomorphic functions to prove an
open mapping principle for
22.
23.
24.
fun
ons.
z)/(1  z)].
Calculate v(z). What limiting value does v have as D(O 1) 3 z+ 1?
Prove that if u is harmonic on a connected domain U C and if u = 0
on some small disc D(P, r) U, then u = 0 on all of U.
If H is a nonvanishing holomorphic function on an open set U C,
then prove that log IHI is harmonic on U.
Let be a partial differential operator of the form
a2
a2
a2
=a 8 2 + b 8 2 + c
axay
y
x
with a, b, c constants. Assume that commutes with rotations in the
sense that whenever J is a C2 function on C, then (!) Po=(! po)
for any rotation po(z)=ei0 z. Prove that must be a constant multiple
21. Let the function
v(z)
realvalued harmonic
be the imaginary part of exp[(
'
of the Laplacian.
25. Compute a formula analogous to the Poisson integral formula, for the
region U
= {z
Im
>
0}
formally to the unit disc.
(the upper half plane), by mapping U con
246
Exercises
26. Compute a Poisson integral formula for U
{z : lzl
1, Im z
<
>
O}
by
mapping U conformally to the disc.
27. Let
P(z, () be the Poisson kernel for the disc. If you write z rei8 and
ei1/!, then you can relate the formula for the Poisson kernel that was
=
given in the text to the new formula
P(z, ()
1 1(12
271' lz
1 1 lzl2
271' lz (12

Do so.
Now calculate
in
z.
zP(z, ()
for
lzl2
(12
to see that
is harmonic
{hJ} converges uniformly on
compact subsets of U , then prove that the limit function ho is harmonic.
[Hint: Use the fact that, on each closed disc in U, ho satisfies the Poisson
integral formula because each of the h j does.]
28. If
hi, h2 , ... are harmonic on
D(O, 1)
29. Prove the result of Exercise
U C and if
28 by using
Mantel's theorem together with
the fact that the limit of a sequence of holomorphic functions, uniformly
[Hint:
on compact sets, is holomorphic.
the sequence
{Uj}
converges to
u0,
If Uj + ivj are holomorphic and
then the sequence of functions
eu1+ivj
is bounded on compact sets, and hence has a convergent subsequence.
If the limit is
F,
then limj Uj
ln
IFll
u be a positive harmonic function on the unit disc and suppose that
u(O) =a. How large can u(3/4) be? How small can it be? What is the
30. Let
best possible bound? What function realizes that bound?
31. Let K be a compact subset of the unit disc. If
is a point of K and if
is a positive harmonic function on the disc, then let
that there is a constant
C>0
such that for all
u( a) . Prove
K it holds that
a/C u(z) Ca.
(Note that
32. If
will depend on a and K, but it should
not depend
on
u.)
is a continuous realvalued function on the closure of the unit disc
which is harmonic on the interior of the disc, then prove that
is the
real part of the holomorphic function
h(z)
33. Let
1
271'
12 11" eei8
0
e1
+

z i
u(e 8) dO.
z
be a continuous function on an open set U C and let
Suppose that
on all of U.
u is harmonic on
U\
{P}.
Prove that
u is in
U.
fact harmonic
247
Exercises
C be a continuous function which is C2 in the second
variable and which satisfies tlzf(t, z)
0 for every t and every z. Define
34. Let
f: [O, 1]
u(z)
Prove that
fo1 f(t, z)dt.
is harmonic on C.
35. It is natural to wonder whether or not harmonic functions can be char
acterized by a mean value property over squares or triangles. Explain
why the circle is the only curve for which T heorem 7.2.5 could hold.
36. Recall that the function
z/lzl2
is the natural notion of reflection in
directly a
the unit circle. Given this fact, formulate and prove
version of
the Schwarz reflection principle for reflection in the unit circle. Do not
use any of the results of Section 7.5.
37. Classify all conformal selfmaps of an annulus A=
38. Let
h(z)
lzl
<
<
R}.
be holomorphic on a neighborhood of the closed unit disc.
Assume further that
{z: r
lh(z)I
when
z lies in the unit circle.
Prove that
is a rational function.
h is entire, the restriction of h to the real axis is real, and the restriction
of h to the imaginary axis is imaginary, then prove that h(z)
h(z)
for all z.
39. If
40. Is there a version of Harnack's principle for a
decreasing
sequence of
harmonic functions? If so, formulate and prove it. If not, give a coun
terexample.
41. Prove that if
tlf
0 on U.
C2
[Hint:
is
on an open set U and
6.f
P and see
To show that
variable Taylor expansion of
at
0 at
is subharmonic, then
P,
write out the two
what conditions the Taylor
coefficients must satisfy in order for Lemma 7.4.4 to hold for all small
circles around
42. Let
fj
P.]
(See Exercise 69 for the converse statement.)
be subharmonic functions on an open set U. Suppose that
converges uniformly on compact sets to a function
on U. Is
{!j}
neces
sarily subharmonic?
43. Formulate and prove a maximum principle for subharmonic functions
(see Proposition 7.7.7).
44. If
is harmonic on U c:;::; C, then
satisfies a
minimum principle
as
well as a maximum principle (Corollary 7.2.2). However, subharmonic
functions do not satisfy a minimum principle. Illustrate this claim.
45. If U is a domain, the boundary of which is the disjoint union of finitely
many simple closed
C1
curves, each with the property that the domain
lies only on one side of the curve at each point, then prove that every
point of {)U has a barrier.
[Hint:
T he question is local, i.e., one need
2 8
4
Exercises
only look at a neighborhood of a given boundary point.
Notice that
there is a line segment emanating from the boundary point which is
exterior to the domain.]
46. Let
be a realvalued
harmonic
function on U C and let :R
+
be a convex function (do not assume that is nondecreasing!). Prove
that o
is subharmonic.
l: U
47. Let U C be a connected open set. Let
Suppose further that V is open and F
lo F
that
48. Let
+
+
R be subharmonic.
U is holomorphic. Prove
is subharmonic. What happens if F is only harmonic?
l: U
+
F : D(O, 1)
+
R be a function.
U it holds that
Suppose that for every holomorphic
lo F
is subharmonic. Prove that
is
subharmonic.
49. Give an example of a continuous
monic but
50. If
l is
l is
on
D(O, 1)
such that
12
is subhar
not.
lllP is
that lllP
holomorphic on an open set U and p > 0, then prove that
subharmonic. Now suppose that
l is
merely harmonic. Prove
is subharmonic when p 1 but that in general it fails to be subharmonic
for p < 1.
51. Give an example of a domain U C, U
point
f C,
such that
no boundary
of U has a barrier. But prove that, for any bounded domain U,
there is a point in au that has a barrier.
52. Let U be a bounded, holomorphically simply connected domain with the
property that each P E au has a barrier. Let be a positive, continuous
function on au. Prove that there is a holomorphic function
that
Ill
is continuous on u and
Ill
l on U such
[Hint: Use
restricted to au equals.
the logarithm function.]
53. The Perron method for solving the Dirichlet problem is highly noncon
structive. In practice, the Dirichlet problem on a domain is often solved
by conformal mapping. Solve each of the following Dirichlet problems
by using a conformal mapping to transform the problem to one on the
disc.
( a) 0
is the first quadrant. The boundary function equals 0 on the
positive real axis and y on the positive imaginary axis.
(b) 0
is the upper half of the unit disc. The boundary function is
i0
(e )=0 ,
(c )
001!",
lx
(x)=1!" , 1x1 .
2
0 is the strip {z : 0 < Rez < 1}. The boundary function is iden
tically 0 on the imaginary axis and is identically 1 on the line
{z:Rez=l}.
Exercises
54.
249
If U
{z EC: lm z > O},P E U, and
U \ D (P, r ) . For which P, P, r,T is it the
equivalent to UP r?
=
<
case
ImP, define UP,r
that UP,r is conformally
<
U1
55. Let
D (O, 1 ) \D (3/4, r ) and U2
< r < 1/4 and 0 < s
D (O, 1 ) \D (1/2, s). Of course we
1/2. Give necessary and sufficient
biholomorphic to U2. Give explicit
assume that 0
<
conditions on r and s so that U1 is
formulas for all possible biholomorphisms.
F on U {z:
z E u tends to au. [Hint:
You will not necessarily be able to write F explicitly. Note that F
should vanish somewhere since otherwise log IFI would be
0 by the
56. Prove that there is a nonconstant holomorphic function
l zl
<
<
2}
such that
IF(z)I
+
whenever
maximumminimum principle for harmonic functions. Think about find
ing log
F.
IFI
and using the
operation of Exercise 5 to find an associated
Alternatively, look at the image of
f+
z//2
/2/ z.
Refer to
Exercise 59 . ]
57. Prove that the region C\ { x + iO
: 1 :::;
:::; 1} is conformally
equivalent
to an annulus.
58. Let n consist of a disc with a closed segment, interior to the disc, re
moved. Prove that n is conformally equivalent to an annulus.
59. Let n
{z: 1/2
W of 0 under ?
lzl < 2}. Define ( z ) z + 1/z. What is the image
If w E W, then how many elements does the set 1 ( w )
<
have?
60. Use the Poisson integral formula to show that a harmonic function must
be
C00,
indeed real analytic.
61. Let G and H be functions that are continuous on
on
D.
and holomorphic
Prove that if Re G and Re H agree on 8D, then
imaginary constant on
FG
is an
D.
62. Prove an analogue of the Cauchy estimates for a harmonic function.
63. Suppose that in the statement of the Schwarz reflection principle the
region
is holomorphically simply connected, that
is nonvanishing,
and that we have the limiting behavior limu3z+(real axis) arg F (z )
for some fixed real constant c. Formulate and prove a suitable version
of the Schwarz reflection principle for this situation.
*
64. Let
F be a
for all
continuous function on C and suppose that
E C (C)
that vanish outside a compact set
will depend on ) . Prove that
is
C00
J F /':,. dx
( the compact set
[This is Weyl's
and harmonic.
lemma.]
65. TRUE or FALSE:
If f
is subharmonic on a domain
U,
then so is
lfl.
250
Exercises
66. Prove that if f is a continuous, realvalued function on the interval
is a convex function on R, then
b
b
<P
f(x)dx
f
d
ba
b a ( o )(x) x.
[Hint: First treat the case when is linear. Then use the
a <
b,
[a,b] ,
and if
fact that
is the pointwise maximum of its supporting tangent lines.] This is a
version of Jensen's inequality for integrals.
*
U C be a bounded, connected region whose boundary consists
of finitely many simple closed C2 curves. Then it is a fact (which we
67. Let
shall not prove here, but see [KRAl]) that there is a Poisson kernel on
U. That is, there is a continuous function P(z, () on U x au such that
for any u E C(U) which is harmonic on U it holds that
u(z)
) (() ds(()
{ P(z,(u
lau
for all z
U.
Here ds is the element of arc length on au. Prove that P(z,() must be
strictly positive on U x au. [Hint: Think about barriers at boundary
points of n.]
*
68. Verify that if
n(ei9)
einO, 0 ()
<Pn(reiO)
271", n
<
Z, then
rlnl einO
is the unique harmonic extension of <Pn to D. Define
00
P(rei9)
n=oo
<Pn(rei9).
Verify that the series converges uniformly on compact subsets of the
unit disc. Compute that the Poisson kernel
P(rei9,ei11i)
(1/27r)P(rei(01/I)) .
This computation is motivated by the fact that every differentiable on
aD(O, 1) can be expressed as (ei9) L:_00an einO. So the harmonic
extension of to D ought to be
=
00
<P(reiO)
n=oo
*
69. Let
(a)
f: U
an rlnl einO.
R be a C2 function on an open set in U C.
Recall that if 6f > 0 at a point P, then f cannot have a local
maximum at P. Use this observation to deduce that if 6f > 0
everywhere on U, then f is subharmonic. [Hint: If his harmonic,
then 6(!  h) > 0 too.]
251
Exercises
{b)
If
70.
2'.:
everywhere, then, for each
everywhere. Use a limiting argument and
6.f 2'.: 0
0, 6.(f + Elzl2)
part ( a ) to deduce
>
>
that
f is subharmonic.
If f U
IR. is merely continuous, we might call f strictly subharmonic
if whenever D(P, r) U, then
if
6.f
everywhere, then
t
f(P) <
For
C2
1
27r
r2rr
lo f(P + rei6)d0.
functions, is this equivalent to the assertion that
6.f
>
O? Does
one definition imply the other? Can you think of a definition that applies
6.f > 0 when f is C2? [Hint:
If fE C2, then 6.f > 0 if and only if 6.(f  6lzl2) 2'.: 0 for some 6 > 0.]
Give an example of a harmonic function u on an open set U C such
that = { zE U u(z)
0} has an interior accumulation point yet u is
not identically 0. How large can be?
Suppose that f is C2 and subharmonic on the unit disc. For 0 < r < 1
to continuous functions and is equivalent to
71.
72.
define
rr
2_ f 2 f(rei6)d0.
27r lo
Prove that Mis a nondecreasing function of r. [Hint:
M(r)
Differentiate under
the integral sign and apply the divergence theorem together with the fact
from Exercise 41 that
*
6.f
2'.:
0.]
73. Complete the following outline to show that Perron's solution of the
Dirichlet problem can be used to give another proof of the Riemann
mapping theorem. F ix a simply connected domain 0 C. For simplic
ity, let us assume that n is bounded and that the boundary of n consists
of a single
C1
itively obvious"
PE
( a)
{b)
(c)
0.
Let
I'(z)
( You are authorized to take for granted any "intu
topological properties that you need here. ) F ix a point
curve.
=log lz
 Pl.
Let be the restriction of r to the boundary of 0. Let
be the
solution of the Dirichlet problem with boundary data .
Set
u(z)
function
I'(z) + m(z). Then u is harmonic, except at P. [The
u(z), which of course depends on the choice of P , is called
=
the "Green's function" for O; the usual notation for the function
( d)
{e)
u(z) is G(z, P).]
f OU I 8y dx + OU I ax dy is pathindependent modulo
fy is a multiple of 27r for any closed 'Y lying in 0 \ { P},
that we call
The integral
27r, that is,
the multiple depending on 'Y
The function
f(x, y) =exp [u + i(f 8u/8y dx + 8u/8x dy)]
is well
defined and homomorphic. Here the value of the integral at a point
252
Exercises
Q E n means the integral from some fixed base point P0 i P to
Q along any curve from P0 to Q, this integral being defined up to
multiples of 271".
(f) Verify that f takes boundary limits of modulus 1 at all boundary
points of n. Conclude that f: n+ D.
(g) Use the argument principle to check that f is onetoone and onto.
74.
Let nI
{z E <C : 1 < lzl < ai} and n2
{z E <C: 1 < lzl < a2}.
Assume that a2 < aI and assume that : nI+ n2 is a conformal map.
Derive a contradiction as follows.
Define 'YI
, 12
o 'YI, and in general 'Yj
'YjI o 'YI.
Then a subsequence of { 'Yj} must converge normally to a limit
function g.
Show that the image of g cannot contain any open set. On the other
hand, g cannot be constant. [Hint: Notice that (og)(z) g(z), but is
not the identity function. Use the fact that the integral 1) (() h1 (() d(
around the curve {(: 1(1 (1 + ai)/2} is 27ri for all j.]
=
* 75.
Let U {z E <C: r < lzl < R}. Let f11 (z) zn for n 1, 2, 3, .... For
which values of r and R is {Jn} a normal family? [Hint: Be sure to use
the notion of normal family that allows a sequence of functions to con
verge to oo, uniformly on compact sets, as well as the notion, introduced
in the text, of convergence uniformly to a finitevalued function.]
* 76.
In the heuristic topological spirit of Exercise 73, carry out the following
outline of how to prove that a bounded domain U with boundary consist
ing of two simple, closed CI curves (the domain being homeomorphic to
an annulus) is biholomorphic to a region of the form { z : 1 < lzl < R}.
( a ) There is a harmonic function u : U + IR such that the limit of u
is 1 at the outer boundary and the limit of u is zero at the inner
boundary.
(b) Choose a fixed curve 'Y in U that goes once around the hole coun
terclockwise. Set
au
au
w
dx+dy.
ay
ax
Show that w i 0 by applying the argument principle to e"+i .f w
"!
if w 0.
"/
( c ) Choose a constant ,X such that .Xw 271". Then show that e"+i .f w
"!
is well defined (cf. Exercise 73 for the meaning here) and that this
function is a holomorphic, onetoone, onto mapping from U to
{ z : 1 < I z I < eA}.
=
77.
Prove that {z E
equivalent to {z
<C:
E
0 < lzl < R < +oo}, some R > 0, is conformally
0::; rI < lzl < r2 < +oo} if and only if r1
<C
253
Exercises
0. Prove that {z E C : 0 < lzl < +oo} is conformally equivalent
to {z E C : r1 < lzl < r2} if and only if r1
0 and r2
+oo.
Prove that {z E C : 0 < r3 < lzl < +oo} is conformally equivalent
to {z E C : 0 < r1 < lzl < +oo} for all choices of r1,r3 > 0 and is
conformally equivalent to {z EC: 0 < lzl < r2} for all 0 < r2 < +oo.
=
78.
Prove that Perron's solution of the Dirichlet problem (Theorem 7.8.1)
still works if one uses the following more general definition of a barrier:
If U C is an open set and P E au, then a function b : U + is
called a barrier at P if (i) b is subharmonic on U, (ii) b < 0 on U, (iii)
lim supu3(.Q b(() < 0 if Q Eau, Q/ P, (iv) limu::i(+P b(() 0.
( a ) Formulate the concept of the small circle submean value property
analogous to the small circle mean value property of Definition
7.4.1.
(b) Use the technique of the proof of Theorem 7.4.2 to prove the fol
lowing result: If u : U +is a continuous function with the small
circle submean value property, then u is a subharmonic function
(cf. the proof of Proposition 7.7.7).
=
79.
80.
( a ) Integrate the inequality cos x 2: 1/2 over [O,7r/3] to get 1  cos x
x2/4 for x E [0,7r/3].
(b) Use the fact that 1 cos x is increasing to show that (1 cos x)/ x2
l/27r2 for x E [7r/3,7r].
(c ) Deduce that 1 cos x 2: x2/20 for all x E [O,7r].

2:
2:
Chapter 8
Infinite Series and
Products
8.1.
Basic Concepts Concerning Infinite Sums and Products
If Ji, h, ... are functions on an open set U C, then we may study the
convergence properties of
00
Lli
l
j=
from the point of view of the convergence of its partial sums. In particular,
the normal convergence concept for sequences (Definition 6.5.1) is to be
applied to series in the following way: The series converges normally if its
sequence of partial sums
SN(z)
L fj(z), N
1, 2, ...
j=l
converges normally in U. In case the functions fj are holomorphic, then the
function
00
f(z)
Ll fj(z)
j=
will then be holomorphic because it is the normal limit of the
which is holomorphic).
SN'S (each of

255
8. Infinite Series and Products
256
There is a corresponding Cauchy condition for normal convergence of
a series: The series
00
I: fj(z)
j=l
is said to be
compact sets if for each compact K U
uniformly Cauchy on
and each E > 0 there is an N > 0 such that for all L 2: M 2: N it holds that
L
fj(z)
jL
=M
< E
for all
K.
[Notice that this is just a reformulation of the Cauchy condition of Definition
3.2.8 for the sequence of partial sums
SN(z).]
It is easy to see that a series
that is uniformly Cauchy converges normally to its limit function.
Now we turn to products. One of the principal activities in complex
analysis is to construct holomorphic or meromorphic functions with certain
prescribed behavior.
For some problems of this type, it turns out that
infinite products are more useful than infinite sums. If, for instance, we
want to construct a function which will vanish on a certain infinite set
then we could hope to find a function
then multiply the
fj 's
fj
which vanishes at
{aj},
aj for each j and
together. This process requires that we make sense
of the notion of "infinite product."
We begin with infinite products of complex numbers and then adapt
the ideas to infinite products of functions. For reasons which will become
apparent momentarily, it is convenient to write products in the form
where
aj E C
The symbol
TI
stands for multiplication. We want to define
( * ) to converge.
partial products PN of ( * ) to be
what it means for a product such as
F irst define the
PN
IT (1 +aj)
j=l
(1 +ai) (1 +a2)
..
(1 +aN ) .
We might be tempted to say that the infinite product
00
IT(l+aj)
j=l
converges if the sequence of partial products
{ PN} converges.
nical reasons, a different definition is more useful.
But, for tech
8.1. Basic Concepts
Definition
8.1.1.
257
An infinite product
00
II (1+aj)
j=l
is said to converge if
(1)
(2)
only a finite number aj1, ..., aJk of the aj 's are equal to
if No
>
0 is so large that aj #
1 for j > No, then
1;
N
lim
N++oo
II (1+aj)
j=No+l
exists and is nonzero.
If
f11 (1+aj) converges, then we define its value to be
[fi ]
j=l
(1+aj)
oo
ft (1+
aj).
No+l
Remark: If
f11 (1+aj) converges, then limM,N+oo IT (1+aj) exists and
equals 1 (Exercise 1). This property would fail if we allowed products with
N
lim
N++oo
II (1+aj)
0.
j=No+l
Notice also that the value of a convergent infinite product is inde
pendent of the choice of No, subject to the definition (exercise for the
f1(1 + aj) converges, then limN++oo IJf (1 + aj) exists and
equals the value of IJ(l +aj). But the converse is not true: The existence
of limN++oo rrf (1+aj) does not imply the convergence of IT(l+aj) even
when no aj equals 1. A counterexample is given by the case when all aj
equal 1/2.
Lemma 8.1.2. If 0 x < 1, then
1+x ex 1+2x.
(8.1.2.1)
reader).
If
Proof. First note that
+oo
1 oo 1
I:< I: 2j l
j=2 J
j=2
Then, using the Taylor expansion for
00
1+x I: '
j=O J.
ex,
i.
(00 )
we have
1+x+x I: :r1
j=2 J.
1+2x.
258
8. Infinite Series and Products
Corollary 8.1.3. If
a3 E C, la3I < 1,
then the partial product
PN for
00
satisfies
(8.1.2.1), we have 1+ia31 elail; hence
PN=(1+la1I) (1+laNI) exp(la1 I ++laNi).
By the second part of Eq. (8.1.2.1),
1+la3I=1+2(21 la3I) e
Proof. By the first part of Eq.
Therefore
Corollary 8.1.4. If
then
00
IT(1+la3I)
j=l
converges.
Proof. Let
00
Lla3l=M.
Then, by Corollary
Since
8.1.3,
j =l
PN expM.
P1 P2 ,the sequence of partial products converges to a nonzero
D
limit.
Corollary 8.1.5. If
00
IT(l +la3I)
j=l
converges, then
converges.
8.1. Basic Concepts
259
Proof. By Corollary
8.1.3,
PN
exp
(l;I)
So the convergence and hence the boundedness of the monotone sequence
{ PN}
implies the boundedness and hence the convergence of the monotone
sequence
u:.:
la3I}.
Now, because of our experience with series, we expect that "absolute
convergence implies convergence." For series this assertion follows trivially
from the Cauchy condition and the inequality
I: O'.j I:
j=M
j=M
1a31.
The analogous assertion for products is somewhat less obvious and requires
the following technical lemma.
Lemma 8.1.6. Let
PN
a3
EC. Set
II (1 +
j=l
a3) ,
PN
II (1 +
la31).
j=l
Remark: By renumbering, we could also prove the following variant:
M
1 + II (1 +
j=N+l
a3)
M
1 + II (1 +
j=N+l
la31).
This observation will be useful below.
Proof of Lemma 8.1.6. The desired estimate follows from expanding
PN
1 +monomial
terms consisting of products of the
a3
's
and noting that
PN
After subtracting
1 +absolute
1
values of the same monomials.
in both cases, the desired inequality becomes just the
statement that the absolute value of a sum does not exceed the sum of the
absolute values.
260
8. Infinite Series and Products
Theorem 8.1. 7. If the infinite product
00
converges, then so does
By Corollary 8.1.5, 2::::}=1 lajIconverges if f1}=1 (1 +lajI) does. There
fore limj++oo lajl 0. In particular, for some No, it holds that aj i 1 if
Proof.
>No.
Write, for
J >No,
QJ
If M
>N >N0,
II
j=No+l
then
(1 + aj) and QJ
J
=
II
j=No+l
(1 + lajl).
II (1 + aj)  1
j=N+l
M
IQNI II (1 + lajl)  1
j=N+l
by the remark following Lemma 8.1.6. This last is
M
NI
IQ
II (1 + lajl)  1 IQ M  QNI
j=N+l
IQNI
Thus convergence of the sequence { QN} implies the convergence of
the sequence {QN}. Now, by the remark just after Definition 8.1.1, choose
M >No+ 1 so large that 1 + f1Z.(1 + lajl) <for all N > M. Then, for
all N > M, by Lemma 8.1.6, 1 1 +f1Z.(1 + aj)I <so If1Z.(1 + aj)I >
Hence
M1
+oo II (1 + aj)
Nlim
No+I
l M1
>
(1 + aj) > o .
2 II
No+l
D
So f1(1 + aj) converges, as desired.
8.1. Basic Concepts
Corollary
261
8.1.8. If
then
00
converges.
Remark:
Corollary
products.
It is so important that it is worth restating in a standard al
8.1.8
is our standard convergence result for infinite
ternative form: If
00
L:llajl<oo,
j=l
then
00
II aj
j=l
converges. The proof is just a change of notation.
We now apply these considerations to infinite products of holomorphic
functions.
Theorem
8.1.9. Let U C C be open .
Suppo se that
fj
: U
+
C are
holomorphic an d that
00
L:l!JI
j=l
(8.1.9.1)
converges un iformly on compact sets. Then the sequence of partial products
N
FN(z)
II (1 + fj(z))
j=l
(8.1.9.2)
converges un iformly on compact sets. In particular, the limit of these partial
products defin es a holomorphic fun ction F on U.
The fun ction van ishes at a point zo
U if an d on ly if
fj (zo)
1 for
some j. The multiplicity of the zero at zo is the sum of the multiplicities of
the zeros of the fun ction s 1 +
Remark:
at zo.
For convenience, one says that the product
verges uniformly on
(a)
fj
a set E if
it converges for each z in E
IJ(l + fj(z))
con
262
8. Infinite Series and Products
and
(b)
the sequence
fj(z)).
{IJ (1+ fj(z))} converges uniformly on E to IJr'(l+
Then the theorem can be summarized as follows:
2::1 lfjI converges uniformly on compact sets, then the
product IJr'(l + fj(z)) converges uniformly on compact
If
sets.
Proof of Theorem 8.1.9. First we consider the uniform convergence. Fix
a compact subset K U. Notice that, by the uniform convergence of
Lj lfjI
on K, the partial sums of the series are uniformly bounded on K by some
constant C. Therefore by Corollary
8.1.3 the partial products FN of
00
II (1 + l!JI)
j=l
are uniformly bounded on K by ec.
Let 0 < <
l. Choose L so large that if M 2:: N 2:: L, then
M
L lfj(z)I <
z EK.
for all
j=N
If M 2:: N 2:: L, then, by Lemma
IFM(z)  FN(z)I
8.1.6 and Corollary 8.1.3,
M
II
(1 + lfj(z)I)  1
z
(
)I
IFN
j=N+l
N
<
II (1 + lfj(z)I)
j=l
<
Since e
1
+
ec
(e
( [. t ] )
3=N+I
1) .
o+, it follows that the sequence
Suppose that
F(zo)
zo. By
Jo such that
0 for some
of infinite products, there is a
lfj(z)I 1
exp
{FN(Z)} is uniformly Cauchy.
definition of the convergence
lim
N++oo
is nonvanishing at
zo.
II (1 + fj(z))
io+l
By the part of the theorem that has already b een
proved, this limit is holomorphic. In particular, it is continuous and hence
8.2. The Weierstrass Factorization Theorem
263
zo.
is nonvanishing in some neighborhood V of
Now
oo
rr (1 + fj(z))= II (1+11(z)) x N+lim+oo II (1+11(z)).
1
jo+l
Since the second factor is holomorphic and nonvanishing on V, the state
ments about the zeros of
nri( l + fj(z))
and their multiplicities follows by
inspection of the first factor.
8.2. The Weierstrass Factorization Theorem
One of the most significant facts about a polynomial function
p(z)
of
is that it can be factored:
k
p(z)=c
IT (za1)
j =l
Among other things, such a factorization facilitates the study of the zeros
of
p. In
this section we shall show that in fact any function holomorphic
on all of
can be factored in such a way that each multiplicative factor
possesses precisely one zero
on all of
C ( called
an
( of
first order ) .
entire function)
Since a function holomorphic
can have infinitely many zeros, the
factorization must be an infinite product in at least some cases. So we have
to worry about convergence. Our multiplicative factors will usually have to
(za1) The
Weierstrass elementary factors.
be something a bit more sophisticated than
we use are called the
basic factors that
To obtain these factors, we define
Eo(z)=1z
and for
1p
Z we let
( :
Ep(z)= (1 z) exp z+
Of course each
Ep
Ep
is close to
+ ..+
is holomorphic on all of
hinges on the following technical lemma.
sense,
if
I zI
C.
;)
The factorization theory
This lemma says that, in some
is small. This assertion is not surprising since
( :
z+
+ ...+
;)
is the initial part of the power series of  log( l z). Thus
(1z)exp z+
might b e expected t o b e close t o
fo r
+ ..+ ;)
2
small ( and
large ) .
264
8. Infinite Series and Products
Lemma 8.2.1. If lzl 1, then
ll  Ep(z)I lzlP+1.
Proof. The case p
0 is trivial so we assume p 1. Write
00
Ep(z)
We claim that
b1
b2
+L
n=l
bp
bnzn.
bn 0
0 and
for
>
p. Assume the
claim for the moment.
Then
00
Ep(l)
+L
n=p+l
bn
so that
00
I: lbnl
n=p+l
i.
lzl 1,
Now we can estimate, for
00
lzlp+l
n=p+l
lzlp+l
<
bnznp1
00
n=p+l
p+l
lzl .
lbnl
This completes the proof, except that we must verify the claim.
Notice that, by direct calculation,
E;(z)
(z +
zexp
+ )
By the power series expansion for exp, all
z'
Gn
<>nZn
(I+ )
are positive. This last expres
sion equals
00
zP
(anp)zn.
n=p+l
+L
Comparing this with
00
E(z)
L nbnznl,
n=l
Ep(O)
1,
8.2. The Weierstrass Factorization Theorem
265
yields the claim.
Theorem 8.2.2. Let
{ aj }f=1
be a sequence of nonzero complex numbers
with no accumulation point in the complex plane (note, however, that the
aj 's
need not be distinct). If
for every
>
{Pj}
are positive integers that satisfy
C: r
+l
<
(8.2.2.1)
oo
"
0, then the infinite product
converges uniformly on compact subsets of C to an entire function F. The
zeros of F are precisely the points
{ aj }, counted
with multiplicity.
given r > 0, there is an N > 0 such that if n N, then
lanl > r (otherwise the an's would have an accumulation point in D(O, r)).
Thus, for all n N and z E D(O,r), Lemma 8.2.l tells us that
Pn+l
Pn+l
l
P
n
Proof. For a
Thus
IE n (: ) l l : J
ILI
11E,. ( : J 1
1
<
oo
Uniform convergence of the series on D(O, r) follows from the Weierstrass
Mtest. Thus the infinite product
converges uniformly on D(O,r) by Theorem 8.1.9. Since r was arbitrary, the
infinite product defines an entire function f.
The assertion in the theorem about the zeros off follows immediately
D
from Theorem 8.1.9.
Corollary 8.2.3. Let
accumulation point.
precisely equal to
{ an}=
l
be any sequence in the plane with no finite
Then there exists an entire function
{an}=
with zero set
(counting multiplicities).
We may assume that a1, ... , am are zero and all the others nonzero.
Let r > 0 be fixed. There is an N > m such that, when n N, then
lanl > 2r. But then
Proof.
8. Infinite Series and Products
266
so the hypotheses of the theorem are satisfied with
Pn
1. Thus
Zm n=IT+l En1 ( a: )
m
is the entire function that we want.
Theorem 8.2.4
( Weierstrass factorization theorem ) . Let f be an entire
function. Suppose that f vanishes to order m at 0, m 0. Let {an} be the
other zeros of f, listed with multiplicities. Then there is an entire function
g such that
f(z)
zm
el>l
.!! EnI ().
Proof. By the corollary, the function
h(z)
f,
has the same zeros as
nonvanishing.
Since
holomorphic logarithm
Zm n=l
IT En1 (:n)
counting multipicities.
e9
f /h
Thus
( holomorphically ) simply
g on C ( Lemma 6.6.4). That
is
is entire and
connected,
f /h
has a
is,
h
D
as desired.
8.3. The Theorems of Weierstrass and MittagLeffler:
Interpolation Problems
In the previous section, we were able to construct holomorphic functions
C ( Corollary 8.2.3). By modifying the ideas there,
any open set U C. That is one of the main things that
with prescribed zeros in
we can do this on
we do in this section.
The only necessary condition that we know for a set
zero set of a function
f holomorphic on
U is that
{aj}
{aj}
U to be the
have no accumulation
point in U. It is remarkable that this condition is also sufficient: That is the
content of Weierstrass's theorem.
Theorem 8.3.1
( Weierstrass ) .
Let U
be any open set. Let
a1, a2, ...
be a finite or infinite sequence in U (possibly with repetitions) which has no
accumulation point
in
U. Then there exists a holomorphic function
whose zero set is precisely
{aj}
Proof. First observe that if
{aj}
is infinite.
on U
(counting multiplicities).
{aj}
is finite, then the required holomorphic
function is given by the polynomial
that
p(z)
f1j(z  aj)
So we may assume
8.3. Weierstrass and MittagLeffler Theorems
267
It simplifies the proof if we think of U
linear fractional transformation
1/(z
 p)
C U {oo} and apply a
p E U that is not in
for some
the set where the function we are constructing is supposed to vanish. Then
oo E U
and all the boundary points of U are in the finite part of the plane.
Thus the new setup is as follows:
(1) u cc;
1'
(2) C\ U is compact;
(3) {aj}1 U {oo} U;
(4) {oo} n {aj} 0.
=
By hypothesis, the accumulation points of
{ai}
are all in 8U . Hence any
compact subset of U contains only finitely many of the
By property
point
ai EC\ U;
(2)
aj has a(not
lai ail, then
above, each
if we set
dj
as
aj 's.
necessarily unique) nearest
j + 00.
Now let K be a compact subset of U. Then the distance of K to C \ U is
positive: Say that
lz wl
In particular,
all
8 > 0,
lz ail
8 for all
z E K,
z EK
w EC\ U.
all
and all j. Thus by(*) we have, for
all j exceeding some Jo, that
dJ < lz aI
J
2
In other words,
aj
I ajz aj
 I 
<
or a11
z E K, J.
.
> Jo
We now apply Theorem 8.1.9 and Lemma 8.2.1 with
by
(ai aj)/(z  ai)
j and
replaced
Thus
f(z)
 j
)
IT Ej ( ajz aj
j=l
converges uniformly on K. Since K U was arbitrary, the function
holomorphic on U and has the desired properties.
happens at the point
oo.]
[Exercise:
is
Check what
We next want to formulate a result about maximal domains of existence
of holomorphic functions.
subsets of the plane.
But first we need a geometric fact about open
8. Infinite Series and Products
268
F igure
Lemma
8.3.2.
A
infinite set
8.1
Let UC C be any open set. Then there exists a countably
!
U such that
(1) A has no accumulation point in U;
(2) every PE 8U is an accumulation point
of A.
Remark:
You considered this construction earlier in Exercise
Proof of Lemma
8.3.2.
wEC\U
inf
/z
 wl
is well defined, positive, and finitevalued on U. For j
For each j let
of the form
Qj
of Chapter 4.
Since C \ U is nonempty, the function
d(z)
Ai
68
{z E
U: 4i+I
<
1, 2, . .. ,
let
1
d(z) 4i }.
be the collection of open boxes in the plane with vertices
1
1
1
:i
, :i )
,
)
,
,
;
i
i
),
)
( , (
(
(
for all k, l E Z (see F igure
1
,
8.1).
For each fixed j, the collection of such boxes is pairwise disjoint. The
union of their closures is C. Enumerate the open boxes in
Qj
{%}1
Qj
and write
8.3.
26 9
Weierstrass and MittagLeffler Theorems
Now, for each
1, 2, 3, ... and each
with closure intersecting A ,
the center of lies in U . This follows from the fact that some point of the
C \ U 1/41+1 while the distance of the center
1/8j. Moreover, the distance of such a center point
to C \ U is not more than 1/4jl by a similar argument: A point of the
closure of is within 1/41 of C \ U and again the center is within 1/8j of
closure of has distance to
to any point of
is <
that point.
Let
PJ
%,
be the center of
paragraph. Let
D1
hence so is the set
for each as described in the previous
be the set of these
PJ.
Clearly
Dj
is countable and
00
We claim that A satisfies properties
For property
(1),
note that if
(1) and (2) of Lemma 8.3.2.
satisfy la  a'I < 1/161, then
a, a' EA
a,a' E
LJ Dj.
j?_jo
'
So d(a) < 1/411 and d(a ) < 1/4jol.
For property (2), let p Eau and E > 0, with E < 1/4 for convenience.
The disc D(P, E) contains a point z E U, by definition of boundary point,
and d(z) < E < 1/4. Choose j 1 such that
1
1
4)+1
Then
z E A1. There
P.
d(z) 41.
is a the closure of which contains
this square belongs to
of
<
D.
This point of
D .is
within
z.
So the center of
E + 1/8j < E + d(z)
<
2E
D
The following corollary is particularly striking. It implies that every
open U C
1
is the "domain of existence" of a holomorphic function. We
need a piece of terminology: If
p is said to be
D(P, r)
f is holomorphic on U
JID(P,r)nU
I
C and P
Eau, then
D(P, r) and a holomorphic f on
JID(P,r)nu In effect, the Jon D(P, r) is an
regular for f if there is a disc
such that
"analytic continuation" of the function
analytic continuation in Chapter
10.]
on U. [We shall deal in detail with
Now we have the following corollary:
Let U C be a connected, open subset with U f C.
There is a function f holomorphic on U such that no P Eau is regular for
f.
Corollary 8.3.3.
8. Infi.nite Series and Products
270
Proof. Let A U satisfy the conclusions of the lemma. By property
of the lemma we may apply the Weierstrass theorem to A
obtain a holomorphic
f on
{ aj}
(2)
on U to
U whose zero set is precisely A.
PE oU were regular, then there would be a disc D(P, r ) and
holomorphic j on D(P, r ) such that D(P,r)nu
flv(P,r)nu But the zeros
<?.!" J accumulate at P so the zeros of f would also accumulate at P, forcing
f = 0. Therefore J = 0, a contradiction.
0
If some
Another important corollary of Weierstrass's theorem is that, for any
open U, the field generated by the ring of holomorphic functions on U is the
field of all meromorphic functions on U. In simpler language:
Corollary 8.3.4. Let U C be open. Let m be meromorphic on U. Then
there are holomorphic functions
J, g
m( z )
on U such that
J( z)
.
g ( z)
Proof. Let ai, a2, . . . be the poles of m, listed with multiplicity.
By the
Weierstrass theorem, there is a holomorphic g on U with zero set precisely
{ aj}. Then Riemann's removable singularities theorem say s that the
function f = m g is holomorphic on U. Then
the set
E U and r > 0 is
D( z, r ) is essentially a
In Corollary 8.3.4 it should be noticed that if z
small enough, then the statement that m
f/g
on
tautology. W hat is of interest is that a quotient representation can be found
globally on U.
Since it is possible to prescribe zeros of a holomorphic function on any
open U, then of course we can prescribe polessince
where
J has
1/ f has poles exactly
zeros. But we can do better: W ith a little extra work we can
prescribe the negative power portion of the Laurent series on any discrete
subset of U. For the proof of this result, we need a lemma on "polepushing"
which is useful in many other contexts as well.
Lemma 8.3.5 (Polepushing lemma). Let
1
A( z )
a, (3E C.
L aj ( z  a)j
j=M
Denne
8.3.
Weierstrass and MittagLeffler Theorems
for some M 2: l. Fix
Laurent expansion
number
In  .Bl Let f.
r >
271
>
0.
Then there is
finite
B(z)
L bj(z  ,B)i,
some N 2: 1, K 2: 1, such that
IA(z)  B(z)I <
j=N
f.
for all
z EC\ D(,B, r ) .
Proof. Consider the Laurent expansion for A
that converges uniformly to A
expar;_ded about the point f3
on any set of the form C\ D (,B, r ) for r > Ia 
.Bl. Now take B to be a sufficiently large partial sum of this expansion.
It is instructive to notice that this lemma can be proved in a more
elementary fashion by observing that
(z  a)1
(z
 ,B)
1 .
 (a  ,B)(z  ,B)1
1
00
(z  m1 I: ((a  .B)(z  m1)
j=O
{z: lz/31 > ln,BI}. This
 a)1 may be substituted into(*) to obtain an expansion
which converges uniformly on compact subsets of
expansion for(z
about
(3.
We now formulate the basic result on prescribing pole behavior, known
as the MittagLeffler theorem, in two different (but equivalent) ways: one
qualitative and the other quantitative. We leave it as an exercise for you to
check the equivalence of the two versions; we shall prove only the second.
Theorem 8.3.6 (MittagLeffler theorem, first version). Let U C be any
open set. Let a1, a2,. . . be a finite or countably infinite set of distinct
elements of U with no accumulation point in U. Suppose, for each j, that Uj
is a neighborhood of <lj and that <lj fl. Uk if k::/= j. Further assume, for each
j, that mj is a meromorphic function defined on Uj with a pole at <lj and
no other poles. Then there exists a meromorphic m on U such that m  mj
is holomorphic on Uj for every j and which has no poles other than those
at the <lj.
Theorem 8.3.6a (MittagLeffler theorem, second version). Let U C be
any open set. Let a1, a2, . . . be a finite or countable set of distinct elements
of U, having no accumulation point in U. Let SJ be a sequence of Laurent
polynomials (or "principal parts"),
1
si(z)
(=p(j)
a (z  aj)e .
272
8. Infinite Series and Products
Then there is a meromorphic function on U whose principal part at each a1
is
Sj
and which has no other poles.
Proof (of the second version). If there are only finitely many a/s, then
the sum of the Sj gives a suitable meromorphic function. So we shall assume
that there are infinitely many a1 's. As in the proof of Werstrass's theorem,
we shall assume without loss of generality that U c C and that oo E U
"I
(Exercise 23). For each j let aj E C \ U be a (not necessarily unique)
nearest point to O'.j. We set d1 lii1  a1 I
=
For each j, apply the polepushing lemma to find a polynomial t1( z ) in
negative powers 0f( z  aj) such that
We claim that
00
l:(s1(z)  t1( z ))
j=l
is the meromorphic function we want. All that needs to be checked is uniform
convergence on compact subsets of U \ { a1}.
Just as in the proof of Weierstrass's theorem, we know that d1
0.
Fix a closed disc
r) U \ { 1}. Choose J so large that j J implies
?
D(a,
2d1 <dist
(n(a,r),C\u).
Da
Then, of course, ( , r) U \ D(a1,2d1) for j J, so(*) applies for all
z E
r). Thus
D(a,
ls1(z)  t1( z )I <Tj for
z E
D(a,
r .
The Weierstrass Mtest now gives uniform convergence of (**) on
D(a, r ) .
D(a,
Since
r ) U \ { 1} was arbitrary, the asserted uniform conver
gence is proved. [Notice that, in the infinite sum ]s1  t1), the terms s1
contribute the poles and the terms tj force convergence.]
D
The theorems of Weierstrass and MittagLeffler can be combined to
allow specification of a finite part of the Laurent series at a discrete set of
points. We first need an algebraic result, which is in effect a consequence of
Laurent series expansions(here, of e0 + ... divided by g) .
Lemma
8.3. 7. Let U C be any open set. Let
numbers
eo, ... , ep
be given. Suppose that
U and let complex
is holomorphic on U and that
8.3. Weierstrass and MittagLeffler Theorems
273
g has a zero of order p + 1 at o:. Then there is a Laurent polynomial
v(z)
1
j=p1
b_j(z  o:)i
such that
g(z)
v(z)
eo + e1(z  o:) +
+ ep(z  o:)P
+ higher order terms.
Proof. Assume without loss of generality that o:
g(z)
(t)
=
0. Then
+l
+2
+ ...
+ Cp+2zP
Cp+1zP
for small values of z and
v(z)
b1z
1
+ b2z
2
1
+ bp+1z P .
Our job is to solve for the b/s, subject to the condition (t). But
g(z)
v(z)
(cp+1bp+1) + (Cp+2bp+l + Cp+1bp)z
+(cp+3bp+l + Cp+2bp + Cp+1bp1)z
+ ... + (c2p+1bp+l + C2pbp + ... + Cp+1b1)zP + ....
Clearly the equations
Cp+1bp+l
eo,
Cp+2bp+l + Cp+lbp
Cp+3bp+l + Cp+2bp + Cp+lbp1
C2p+lbp+l + C2pbp +
+ Cp+lbl
may be solved in succession for bp+l bp, ... , b1.
Theorem 8.3.8. Let U C be an open set and let 0:1, 0:2, . . . be a finite or
countably infinite set of distinct points of U having no interior accumulation
point. For each j let there be given
an
N(j)
sj(z)
expression
j
l
al (z  o:J) ,
l=M(j)
with M(j), N(j) ;:::: O. Then there is a meromorphic function
morphic on U
on U, holo
{o:j}, such that if M(j) N(j), then the gth Laurent
coefficient of m at O:j is
Proof. By Weierstrass's theorem there is a holomorphic function h(z) on
U with a
ero of order M(j) at O:j and no others. Let
sj(z)
h(z)
Sj(z)
274
8. Infinite Series and Products
and let
N(j)+M(j)
Sj(z)=
a(zo:j)f
L
f=O
be the N(j) + M (j) order Taylor expansion of
Sj
about
O:j
Again, by
Weierstrass's theorem, there is a holomorphic g on U with zeros of order
N(j) + M (j) +
O:j,
at
each j, and no others.
functions
By the lemma there are
1
Vj(Z)
L.::
f=N(j)M(j)1
such that
g(z)
vj(z)
Sj (z) +(higher order terms).
(t)
k(z) on U such
But then g(z) k(z) will have
Now MittagLeffier's theorem gives a meromorphic function
that
k has principal part Vj (z) at O:j, each j.
no poles and by (+) will have N(j) + M (j) degree Taylor polynomial at
Sj (z),
equal to
O:j
each j. T herefore the meromorphic function
g(z) k(z)
h(z)
D
will satisfy the conclusion of the theorem.
Exercises
1. Let
{an}
C. Assume that no
an
1.
Prove that the product
00
IT (1 +an)
n=l
converges (and the product is not equal to zero) if and only if the partial
products satisfy the product Cauchy condition: If
K
>
0 such that if N M K, then
IT (1 +an)  1
< E.
n=M
2. Let
{aj}
\ {1}.
Prove that if
lim
n+oo
exists and is nonzero, then
aj
IT(l + aj)
j=l
t
0.
E >
0, then there is a
275
Exercises
3. If
lzl
<
R,
then prove that
R2n z2n
R2n
oo
+ )
(
n=O
II
4. If
bn 1
>
for all
n,
_!!:___
Rz
then prove that
n
converges if and only if
L log
n bn
]1(1+(l)n)
5. Determine whether
< oo.
converges. Do the same for
6. For which values of p ER does
converge? (See Exercise
4.)
7. Calculate
explicitly.
8. Prove that if
Ej laj I
< oo
and if
is any permutation of the positive
integers, then
00
II
00
(1+
j=l
aj)
=II
j=l
(1+
au(j))
9. Prove that, in general, the result of Exercise 8 fails if the hypothesis
E laj I
< oo
is replaced by a weaker condition like
E aj <
oo.
10. Let f be entire and have a firstorder zero at each of the nonpositive
integers. Prove that
/(z)
z. e()
for some entire function g.
J1 [ (1+}) ]
e/i
276
Exercises
11. (Weierstrass's sigma function) Let
a/ (3 R If f is entire and has a
jn+ k(3, j, k E Z, then show that
II
f(z)=eg(z).z
.
(J,k)#(O,O)
{(
1
for some entire function g.
C be nonzero and such that
firstorder zero at each of the points
exp
[ja : k(3+ (ja : k(3) ] }
ja : k(3 )
2
12. Prove that
00
1
1
71"2 n oo (z  n)2.
(sin 7rZ
[Hint:
a, (3
)2
The left and right sides differ by an entire function which is
bounded.]
13. For which
z does
00
converge?
14. Suppose that
L Inn  f3nl
< 00.
Then determine the largest open set of
for which
II Z  O!n
00
n=l Z  f3n
converges normally.
15. Prove that
cot 7rZ =
00
2z
1 1
 + L z2 1.2
7r z j=l
Conclude that
00
sin7rz
16. The case
Wallis:
1/2 of
7rZ
II [l  n2z2].
n=l
( * ) in Exercise
15
gives the product formula of
1
2. 4. 6 .. 2k .
{if =
v 2 k11! 1. 3. 5 ... (2k  1) J2k+ i"
Verify this formula.
17. Use the formula for cot 7rZ in Exercise
explicitly.
18. Prove Weierstrass's theorem (Theorem
theorem (Theorem
8.3.6). [Hint:
15
to sum L
8.3.1) by
f' / f.]
Consider
1/j2
and L
1/j4
using MittagLeffier's
Exercises
277
19. Prove that
sin z
sin 7rZ
7r
L.,,
n=l
1)
sin n
z2  n2
20. Suppose that 91, 92 are entire functions with no common zeros. Prove
that there are entire functions
Ji, h
such that
Ji . 91 + h . 92
[Hint:
Use Theorem 8.3.8 to choose
1.
so that
zeros of 91 to at least the same order as 91 .]
21. Let
tC
f
be any open set. Let
{ Cj}
8U
1  h 92
be dense in
is zero at the
8U.
Let
{ aj}
be
the sequence
Choose
{ bj}
such that
L laj  bj I
14
Exercise
< oo.
asked you to consider the convergence of
f(z)
IT
j=l
bj
.
z a
J
z
Show that in the present circumstances
P E 8U
is regular for
f.
is holomorphic on
and no
22. Reformulate Theorem 8.3.6 so that the last sentence reads "...such that
m/mj
is holomorphic on
Uj.''
Prove this new version of the Mittag
Leffier theorem. Be sure that your new formulation is neither trivially
true nor trivially false.
C is a meromorphic function with a pole at
f U
P E U, P =/= 0, P =/= z.
(a) Investigate how the Laurent series "principal part" (negative pow
ers of f expanded at P) is related to the principal part of f ( 1/ z)
at 1/ P.
(b) Use your results from part (a) to justify the claim in the proof of
23. Suppose that
Theorem 8.3.6a that we can suppose without loss of generality that
oo
24.
(a)
is in the domain of the desired meromorphic function.
Investigate the possibility of a direct proof of the MittagLeffler the
orem (Theorem 8.3.6) for
=a bounded domain in
poles" not to infinity but to (the closest point of)
note that
8U,
1/ ( z  P)
tC
by "pushing
8U.
(Namely,
can be expanded in a power series around
which converges uniformly on compact subsets of
Q,
U.)
Use finite partial sums to make things converge when you take an
infinite sum of "principal parts" at interior points.
278
Exercises
(b) Do the same for the Weierstrass theorem (Theorem 8.3.1).
Chapter 9
Applications of Infinite
Sums and Products
9.1. Jensen's Formula and an Introduction to Blaschke
Products
In the previous chapter, we determined that the behavior of the zero set of
a holomorphic function is essentially arbitrary: Except for the fact that the
zeros cannot accumulate at any point of the domain of the function, they
can otherwise be specified at will. The subject of the present chapter is, by
contrast, a sequence of results which in effect control the behavior of the
zeros when some hypotheses are imposed about the general behavior of the
function.
Roughly speaking, we might summarize these results as saying
that, in order for a function to have a great many zeros, it must grow fairly
fast at the boundary of its domain of definition.
One obvious instance to consider is the case of polynomial functions:
To have more zeros is to have higher degree, which in turn implies faster
growth at infinity. This last observation is really too simple to be interesting
in terms of the general theory, but the spirit of the example has farreaching
implications.
The first situation that we shall investigate in detail concerns functions
holomorphic on the unit disc. Later in the chapter, we shall also consider
functions holomorphic on all of
(i.e., entire functions). Now we turn to
the details.
Suppose that g is a nowhere vanishing holomorphic function on a neigh
borhood of
D(O, 1).
Then log
191
is harmonic and the mean value property
279
280
9. Applications of Infinite Sums and Products
1 1271"
gives that
log lg(O)I
27r
log lg(ei0)ld0.
This formula gives quantitative information about the size of
terms of the size of
at the point
and vice versa.
on
8D
in
Our first main goal
in this section is to generalize the formula to a disc of any radius and to a
function that has zeros.
First, we need means for manipulating the zeros of a holomorphic func
tion on the disc. What we want is an analogue for the disc of the factors
(za) that are used when we study
Blaschke factors:
is called the
If
[The
D(O,
1),
poly nomials on C. The necessary device
then we define the Blaschke factor
Ba(z)
= 1z aza
_.
Blaschke factors should look familiar because they appeared in a dif
ferent guise as Mobius transformations in Sections 5.5 and
1).
6.2.]
function Ba is holomorphic on a neighborhood of
It has a simple zero at a and no others. It also satisfies the property
D(O,
that IBa(z)I
if z E 8D.
Proposition 9.1.1. The
Proof. If
lzl
D(O, 1/lal)
;;2
1
Ba
lzl=1
Izzi = 1
z
= =1.
ll  l l ;z l 1;=;1
< 1/lal, then
 az =/= 0 so
D(O,
The assertion about the
Finally, if
1).
lzl 1,
=
then
IBa(z)I
Theorem 9.1.2
( Jensen's
and
formula ) . Let
hood of D(O, r) and suppose that
in
D(O, r),
that
is holomorphic on
zeros of Bis obvious.
so that
f(O) =/= 0.
be holomorphic on a neighbor
Let
a1, ..., ak
be the zeros of f
counted according to their multiplicities. Then
I :j I 217r Jor27r
k
log lf(O)I +
log
Proof. Suppose first that
function
I Uj I
<
for all
is holomorphic on a neighborhood of
order
at
Uj
log lf(rei0)ld0.
and no other zeros; also
the function
g(z)
j.
Notice that for
j/
1, ...
=1 lzl= r.
D(O, r). The
IBa /r(z/r)I
j
= Tik=l Bfa(z)r(z/r)
, k the
function has a zero of
if
Therefore
281
9.1. Jensen's Formula and Blaschke Products
D(O, r)
is holomorphic on a neighborhood of
(* )
Thus
applies to g and we have
k
log lf(O)I
1
""" log
IBa J ;r(O)I =
271"
j=l
1211"
0
and has no zeros in
D(O, r).
log lf(rei6)ld0
(9.1.2.1)
But, for each
j,
and
log IBaj/r(rei6/r)I =log 1 =0.
So Eq.
(9.1.2.1)
becomes
log If (0) I +
The general case, when
log
J= l
larl
I I
a!_1
may be
r,
f211" log If(rei6)IdO.
27r loo
follows by continuity (Exercise
Corollary 9.1.3 (Jensen's inequality). With
15).
as in the theorem,
f211" log lf(rei6)1 dO.
27r l o
Each of the terms log (r/ l aJ I) on the left of Jensen's formula is non
log lf(O)I
Proof.
negative.
We now turn to what is a recurring theme in complex function theory:
The growth rate of a holomorphic (or meromorphic) function gives informa
tion on the distribution of its zeros. For the unit disc, the result will be an
application of Jensen's formula.
Theorem 9.1.4. If
D(O, 1)
and
ai, a2, ...
is a nonconstant
bounded
holomorphic function
on
are the zeros of f (counted according to their multi
plicities), then
00
L(l  laJ I)
j=l
f (0) i= 0. Since { aj} is a countable set, we can
1 but arbitrarily near 1 such that laj I i= r for all j. We
Theorem 9.1.2 to f on D(O, r). Then we have
r
n( )
l 211" log lf(rei6)ld0.
log lf(O)I + L log !_
(9.1.4.1)
a1
.J=l
27r 0
Proof. Assume first that
find numbers
apply
< oo.
<
I I
282
9. Applications of Infinite Sums and Products
Here n ( r ) is the number of zeros inside the disc D(O, r ) . Since f is bounded,
say IJI ::; M on D(O, 1), we conclude from letting r
1 in Eq. (9.1.4.1)
that
___.
00
f;
For any real number
log a
log ( 1 (1
::; logM loglf(O)I.
lajl
log
a E
(0, 1), we know that
))
(1 a ) +
(1
2
a 2
( 1 a ) 3 + . . . .
3
Thus
log
( )
log a
>
a.
As a result,
is finite because
1
I: 1og
is finite.
In case J vanishes at 0 to order m, then the preceding argument applies
to the function f(z)/zm and the zeros at 0 contribute only m terms of 1 to
0
the series.
It is remarkable that the converse of the preceding theorem holds (one
might have expected that there would be additional restrictions that need
to be imposed on the aj).
Theorem 9.1.5. If {aj} D(O, 1)
(with possible repetitions) satisfies
00
2:( 1 la j l)
< oo
j=l
and no
aj
0,
then there is a bounded holomorphic function on
which has zero set consisting precisely of the
aj 's,
D(O, 1)
counted according to
their multiplicities. Specifically, the infinite product
00  aJ

IT I Baj (z)
j=l laJ
converges uniformly on compact subsets of D(O, 1) to a bounded holomorphic
function
B(z).
The zeros of
their multiplicities.
are precisely the
aj 's,
counted according to
283
9.1. Jensen's Formula and Blaschke Products
For the convergence it is enough, by Theorem 8.1.9, to fix
and to check that
Proof.
11+ 1::1Ba;(z)I
<
<
z D (O, r),
+ajzlajJ2
1I + Iaa13 I Baj(z) I IJajllajJajz
IajI(1  Zllj) 1
(Jaji+zaj)(lJaji)
zaj) I
I(1 lajl(l
+r)(lJaji)
JajJ(l  r)
When j is large enough, then lajl
1/2 (because the condition Lj(l IajI) entails limj IajI 1) so that the last line is
2 ( ) (1IajI).
By the Weierstrass Mtest, the convergence of Lj(lJajJ) now implies
that
f 11+ J : J Baj(Z) I
converges uniformly on D( r).
The statement about the zeros of B is obvious from Theorem 8.1.9.
The assertion that
JB(z)I 1
is clear since each IBaj(z) I l.
converges uniformly on D (O, r). Now, for
<
2:
< oo
J=l
0,
Remark: A
Blaschke product is an expression of the form
zm. IT al Baj(z),
where
is a nonnegative integer. When L::(l lajI)
guarantees that the product converges.
f
D (O, 1)
{ aj}
00
j=l
Corollary 9.1.6. Suppose that
< oo,
the theorem
is a bounded holomorphic function on
vanishing to order m 2: 0 at 0 and
are its other zeros listed
with multiplicities. Then
f(z) zm { ft1:11Baj(z) } F(z)
=
J=l
(9.1.6.1)
9. Applications of Infi.nite Sums and Pr odu cts
284
where Fis a bounded holomorphic function on D ( O,
lf (z)I
sup
zED(O,l)
In other words,
sup
zED(O,l)
1), Fis
zero free, and
IF (z)I.
is the product of a Blaschke product and a nonvanisl1ing
function.
Proof. We
define F
by
F (z)
J(z)
=
zm
[f11
(aj/lajl) Ba1(z)
Then, by the Riemann removable singularities theorem, F is holomorphic
on D ( O,
1),
and clearly F is zero free.
Since
00
lzml
IT 1 :11Ba1 (z)
j=l
on D, it follows that
sup IF (z)I sup IJ (z)I.
zED
zED
For the reverse inequality, let N be a positive integer and define
FN (z)
Let E > 0. Since BN E C ( D) , we may select
ro
f (z)
zm. BN (z)
<
'
such that if
ro
<
<
1,
then
IBN (rei9)1
>
E.
But then, by the maximum modulus principle,
sup IFN (z)I
zED
sup
IFN (z)I
zED, lzl>ro
<
lf (z)I
E
zED 1
r0 m sup

+
as
ro
+
sup
zED
lf (z)I
1 E

. Since E was arbitrary, we see that
sup IFN(z)I sup lf (z)I.
zED
zED
Since FN converges uniformly on compacta to F, the inequality
sup IF (z)I sup IJ (z)I
zED
zED
follows.
9.2. The Hadamard Gap Theorem
285
9.2. The Hadamard Gap Theorem
In this brief section we present a technique of Ostrowski for producing se
ries which exhibit a phenomenon called "overconvergence"
( to
be defined
below ) . It was discovered by J. Hadamard that these series produce holo
morphic functions on the disc for which no PE 8D is regular ( in the sense
of Section
( or
8.3).
The series are examples of what are called "gap series"
"lacunary series" ) . These are series that are formed by deleting many
terms from a series formed by a regular pattern. They have various uses in
analysis. For instance, they can be used to construct continuous, nowhere
differentiable functions
( see
Exercise
13).
Let us begin with a concrete example
Consider the power series
Ln z2n.
( cf.
Exercise
lzl < 1. Thus the power series defines a holomorphic
1). We claim that no point of 8D is regular for F.
F'(rw)
3).
since
1)
when
To see this, consider
Chapter
This series converges absolutely and uni
formly on compact subsets of the unit disc D ( O,
D ( O,
21,
for
r E (0, 1)
and
function
F(z)
on
for
w such that w2
a fixed positive integer N. Now
Nl
F'(rw)
L 2nr2n1W2n1 + L 2nr2n1W2n1
n=l
oo
n=N
N1
2::.: 2nr2n1w2"1 + _!_ 2::.: 2n. r2n1 . i.
oo
n=l
n=N
Thus
lim
r>1
IF'(rw)I
+oo
since, for N fixed, the first sum is bounded while the second tends to +oo
( each
summand is positive real and tends to a limit greater than
1).
N
1,
We conclude that F' is unbounded near all w E 8D ( O, 1) with w2
some positive integer N. But the set of all such w is dense in 8D ( O, 1). Thus
extension of F to a neighborhood of a point in 8D ( O, 1) is impossible.
=
It is natural to try to generalize this example as much as possible. But
the process is not easy. The proof of the following theorem uses a very clever
trick, which at first might seem unmotivated. Try to see the elements of our
example lurking in the background:
9. Applications of Infinite Sums and Products
286
Theorem 9.2.1
( OstrowskiHadamard ) . Let 0 < p1 < p2 <
and suppose that there is a
PJ+l
Pi
A >
be integers
1 such that
>A
for
1,2, ....
(9.2.1.1)
Suppose that, for some sequence of complex numbers { ai}, the power series
f(z)
00
L ajzPi
(9.2.1.2)
j=l
has radius of convergence 1. Then no point of an is regular for f. {Here a
point p of an is called regular if f extends to be a holomorphic function on
an open set containing n and also the point P.}
Proof. Seeking a contradiction, we suppose that some P
for
f;
without loss of generality we take
loss of generality, since changing
wz, lwl
to
=
=
an is regular
1. ( This is indeed without
1, gives a series of the same
form, with coefficients having the same absolute values as before; so the new
1, by Lemma 3.2.6.) Then there is a
n(l, t: ) and a holomorphic Fon U = n(O, 1) U n( l, t: ) such that
series also has radius of convergence
disc
Fln(o,1 )nD(l ,)
Choose an integer k
>
t/J(l)
l; and if
lt/J(z)I
fln(o,1 )nD(l ,)'
0 such that (k+ 1)/k <
t/J(z)
Notice that
lzl
and define
(zk+zk+l ).
1 but
z # 1,
zk z+ ll
2l l l
<
then we have
zk 2
2l l
1.
t/,J(n) is a compact subset of U. It follows by continuity of t/J that there
n(O, 1 + 6) such that t/,J(n(o, 1 + 6)) C U. Note also that 1 E
t/,J(n(O, 1+6)).
So
is a disc
Define
G(z)
F(t/J(z)),
n(O, 1+6).
Expand G in a power series about 0:
00
n=O
Compare this formula with what is obtained by substituting
zk+1 )/2
into the power series for F=
( Fo t/J)(z)
L aj
J
on
n(O, 1):
1
zk+ zk+1
2
2
1
) Pi
t/J(z)
(zk+
9.2. The Hadamard Gap Theorem
Notice that the
jth
term of this series contributes powers of
zk Pi
while the
(j+ l)st
287
z(k+l)Pi
to
term contributes powers of
ranging from
(9.2.1.3)
ranging from
to
(9.2.1.4)
(9.2.1.1) and the choice of k guarantees that (k+l)pj < k(Pj+ I ) so
that the powers appearing in Eq. (9.2.1.3) are distinct from those appearing
in Eq. (9.2.1.4). As a result,
But Eq.
(k+l)PN
L aj(1/i(z))Pi
j=O
L
i=O
Cfi.
The right side converges as N t oo on the disc D(O, 1+6). Hence so does
the left side. In other words,
00
L ajwPi
j=O
converges for all
all
1/i(D(O, 1+6)). In particular this series converges for
in a neighborhood of
1,
so its radius of convergence is not
1.
This
contradicts our hypothesis.
In general, a point P in the boundary of the (unit) disc can be a
regular point for the holomorphic function f (on the disc) without the power
series for f about 0 converging in a neighborhood of P. A good example is
f(z)
1/(1
z).
Then all P E 8D
\ {1}
are regular but the radius of
convergence of the power series is
exhibited in the proof of Theorem
Theorem
9.2.1
1. This explains why the phenomenon
9.2.1 is called overconvergence.
applies in particular to our explicit example of a non
continuable analytic function. The series
00
F(z)
L: z2i
j=O
satisfies the hypotheses of the theorem with A
3/2,
for instance. Hence
no point of 8D is regular for f, as we have already checked directly using
an ad hoc argument. The classical terminology for a function f which is not
regular at any point of 8D is that f has 8D as its "natural boundary."
For comparison purposes, recall that in Section
8.3
we showed by dif
ferent methods that if U C is any open subset of C, not equal to C, then
there is a holomorphic f on U that is not the restriction to U of a holomor
phic function defined on a larger open set, that is, f cannot be "continued"
to a larger (connected) open set. Such an f has 8U as its natural boundary
9. Applications of Infinite Sums and Products
288
in the sense already indicated. But gap series give a simple and direct set
of examples in the special case when U is a disc.
9.3. Entire Functions of Finite Order
This section contains the version for entire functions of a basic idea that we
alluded to earlier: The rate of growth of a function controls the distribution
of its zeros. We have already seen this theme occur in our study of bounded
holomorphic functions in the disc. But the entire function theory is harder.
The Hadamard factorization theorem proved in this section is a step
ping stone, both in technique and in content, to the still more advanced
topic known as the Nevanlinna theory of distribution of values of holomor
phic functions. We do not explore Nevanlinna theory in this book, but a
good exposition may be found in [NEV]. This section is not required for the
reading of the remainder of this book. But it represents an important aspect
of classical function theory, and the philosophical principle that it illustrates
is useful.
Let us say that an entire function f is of finite
a, r
>
order if there are numbers
0 such that
for
lzl
>
r.
In other words, f is of finite order if it grows exponentially for large values
of
z.
We let A
.X(J) be the infimum of all numbers
The number A is called the
order of
for which ( * ) is true.
f. Notice, for instance, that sin z is of
order 1, while exp(exp z) is not of finite order.
Our aim is to see what A say s about the rate at which the zeros of J
tend to infinity. If
{ aj}
are the zeros of f, then we measure this rate by a
sum of the form
The infimum of all K's for which this sum is finite is an indicator of how
many zeros of f are in
D(O, r)
when
is large. If there are a great many
zeros of f, then we would have to take a bigger (negative) power to make
the series converge. For example, if the entire function f has simple zeros
at 1, 2, 3, ..., then any K
>
0 would make the series converge. If another
entire function g has simple zeros at 1,
J2, J3, ... ,
then K would have to
be greater than 1. To facilitate this discussion, we let
of zeros in
D(O, r)
of our entire function f.
We begin with a technical lemma:
n(r)
be the number
9.3. Entire Functions of Finite Order
Lemma 9.3.1. If
maxlzl=r lf(z)I, 0 <
f is an entire
r < oo. Then
289
function with
( log2 ) n(r)
0 =log lf(O)I =
where
n 2r )
log
k=l
ai,...,an(2r) are the
la1I la2I
Assume that
la I
n(r}
so that
z::: log (2 )
k=l
k=I
<
2r
ak
log 
_!._ f
27r l
o
27r
log lf(2rei8)1 dB
log M(2r).
<
n(r)
2
{ 7r log f(2rei8)1 dB,
l
D(O,2r) counted with multiplicity.
ai,...,an r ) E D(O,r). Hence
L log
<
M(r)
27r l
o
I I
n(2r} 2r
z::: I a I
k
k=I
n(r}
Equivalently,
(2 )
zeros off in
1, let
logM(2r).
Proof. By Jensen's formula,
f(O)
log2 logM(2r).
D
Theorem 9.3.2. Let
f(O)
1.
If ai, a2, ...
be an entire function of fi.nite order ,\ and satisfying
are the zeros off listed with multiplicities, then
00
L lanl.X1 < oo.
n=l
Proof. We know from Lemma 9.3.1 that
( log 2) n(r)
Since
has finite order ..\,
M(r)
for any small f > 0 and
oo. For
<
r>.+ / 2
e
sufficiently large. Thus
n(r)r(ME)
as
log M(2r).
1
)
r(ME
log2
. (2r)ME/2
sufficiently large it follows that
n(r)
r.x+E.
290
9. Applications of Infinite Sums and Products
Assuming without loss of generality that
{a1, ...,aj}, we
have
j
for
large and
'5
>
n( lai l
Ja1I Ja2I . .. so that D(O, Jaji )
+ '5)
( Jai l
+
+ '5)A E
arbitrarily small. Letting
we find that
'5
0,
laj1(A+l) j(A+l)/(A+E)
Selecting E =
1/2,
say, now shows that the series
converges.
In Theorem
8.2.2
and what followed we showed how to write a factor
ization of an entire function in a fashion that made its zeros explicit ( the
Weierstrass factorization). In the case that the entire function f has finite
order A, a variant of Theorem
9.3.2
with
gether with the discussion in Section
written in the form
8.2,
lanlAl
replaced by
JanlAf,
to
implies that the function f can be
n
[Here [] is the greatest integer function.] That is, the factorization of The
orem
8.2.2
can be taken to have
Pn
[A]
"greatest integer
all n. This particular factorization will be called the
factorization
off. We also set
P(z)
A" for
Weierstrass canonical
IJ E[Aj(a/zn).
n
Now that we have examined what A(f) says about the zeros of f, we
will turn to the other part of the Weierstrass factorization: the function g.
Several technical lemmas are needed for this purpose.
Lemma 9.3.3. Let f be
Let p >
an entire function of finite order
A with f (0) =
 1 and let {aj} be the zeros of f (listed with
Ja i l Ja2I
. Then, for any z EC,
n(r)
1
1.
L: p
im
ak+l ( r2  akz ) p = 0 .
r>+oo
k=l
Suppose that
1.
multiplicities).
Proof. Let
be fixed and
for these a's we have
>
2Jzl. Of course a1,... , an(r)
Jr2  akzl 2:: r2  r (r/2)
r2/2.
lie in
D(O, r)
and
9.3.
291
Entire Functions of Finite Order
Hence
laklp+llr2 llkZ1pl
rP+l
( ) p l ( ) p l
(9.3.3.1)
Now f being of order A says that
IJ(rei9)1 er>+
for any small and r large enough. Thus, by Lemma 9.3.1,
(log 2)n(r)rpl
<
Combining this with
n(r)
Eq.
(logM(2r))rpl
log
(e(2r)>+) rpl
2A+ErA+Epl.
(9.3.3.1) gives
2 p+l 2.x+p+E+l
+
1
1
1
a
r.X+Ep1.
kz)pn(r)
(r2
t
a:
I::
2
r
1
If we take (p + 1  A)/2, then the exponent of r is negative so that the
D
last line tends to zero as r
+oo.
()
Lemma 9.3.4. If f is entire of fi.nite order A and f(O)
p >A 1, pan integer, and z EC fixed,
7r
as
2_ f 2 2rei9(rei9 z)P2 log lf(rei9)1 d(}
2Tr lo
Proof.
1, then, for
+oo.
The function
has residue
</>(w)
at z E D(O,r). Hence
(w z)P+2
fav(O,r) </>(w) dw =
0.
In parametrized form,
As a result,
(9.3.4.1)
I 2 h27r 2rei9(rei9 z)p2 log IJ(rei9)1 d(} I
I 2 h27r(2rei9(rei9  z)p2)(log lf(rei9)1 logM(r)) d(} I
=
292
9. Applications of Innnite Sums and Products
1
271"
1211" 2r ( r2 ) p2 (log M(r)  log lf(rei8)1)dO.
0
By Jensen's inequality,
1 { 211"
log lf(rei8)1d()2: log lf(O)I
271" l
o
0.
Thus Eq. (9.3.4.1) is less than or equal to
2P+3rP1 log M(r).
Since f is of finite order
(9.3.4. 2)
.X,
log M(r) .:::; rA+{
for any small
and r sufficiently large. So Eq. (9.3.4.2) is
With
(p
2p+3r.X+{pl.
+ 1  .X)/2, the expression tends to
S
as
r+
oo.
f be a nonconstant entire function of E.nite order
.X and suppose that f(O)
1. Let {al, a2, ... } be the zeros off listed with
multiplicities. Suppose that I a1 I S I a2I S
. If p > .X 1 is an integer,
Proposition 9.3.5. Let
[ ]
then
dP f'(z)
dzP f(z)
Proof.
Let r
>
I rr(zajaJz)
L,,
 '"'log
( )
1
p
 ! L (aj  z)P+l
J
(9 3. 5 .1)
2 lz l. The PoissonJensen formula (Exercise 1) says that
2
n r
log lf(z)I
J=l
+_!__27!" lro 211" Re ( rereill z ) log lf(reill)I d().
i
I o
o
 z
By logarithmic differentiation in z,
z)
f(z)
( )
!'(
n r
( )
n r
L,, z  aj )1 '"'L,, aj (r 2  ajz )1
''(
J=l
J=l
27r
f 2rei8(reill  z)2 log lf(rei8)1dO.
271" l
o
Differentiate both sides of the equation p times to obtain
=
+_!__
( d ) p [
'( )]
_
dz
f(z)
( )
n r
_
=
p.I''
L,, ( aJ
J=l
z )p1
l
+p.I '"'L,, aJp+ (r2
( )
n r
J=l
aJz)p1
9.3. Entire Functions of Finite Order
293
By Lemma 9.3.3, the second sum on the right tends to zero as
Likewise Lemma 9.3.4 says that the integral tends to
as
r +
r +
+oo.
+oo. The
D
result follows.
The following lemma is not quite a special case of Proposition 9.3.5
because we do not know a priori that the infinite product in the Weierstrass
canonical factorization is order .X. But the result is easy because of the work
we have already done in proving Proposition 9.3.5.
Lemma 9.3.6. If f is an entire function of finite order .X, f (0)
P(z)
IT
n=l
E['J
Proof. If
[P'(z)]
P
(z)
p!
L
n
.X
>
1
we have
 z)P+l
(9.3.6.1)
PN
is the Nth partial product , then it is clear that
dP
dzP
[Pfv(z)] N
a
PN(z)
p.
1, and if
(a:)
is the associated product, then for any integer
dP
dzP
 z)P+1
( error ) .
(9.3.6.2)
By Proposition 9.3.5 the sum on the right converges to the full sum on the
right of Eq. (9.3.6.1) and the error becomes
when
(p + l)st
derivative of a polynomial of degree
then
+
p.
>
Since
.X  1 , since it is the
PN P
+
normally,
normally so that the expansion on the left of Eq. (9.3.6.2)
Pfv P'
converges normally to that on the left of Eq. (9.3.6.1).
Theorem 9.3. 7. If f is an entire function of finite order .X and f(O)
1,
then the Weierstrass canonical product
f(z)
has the property that
eg(z) P(z)
is a polynomial of degree less than or equal to .X.
Proof. Differentiate
f(z)
The result is
Let
>
.X
f'(z)
f(z)
 1.
eg(z)
(z) .
P
P'
P
(z) +
Differentiating both sides
(z)
(z)
times and applying Proposition
9.3.5 and Lemma 9.3.6 gives
p!
L(
dP+l
(z) p
 z)P+l = dzP+l g
 !L
 z)P+l.
(9.3.7.1)
294
9. Applications of Infinite Sums and Products
It follows that
and hence
dP+l
g(z) =
dzP+l
is a holomorphic polynomial of degree not exceeding p.
The purely formal proof of Theorem
hard work was.
( Lemma 9.3.4)
perhaps obscures where the
The point was that the logarithmic factorization lemma
(9.3.7.1),
(9.3.5.1)
actually converges. This enabled us to
and the rest is automatic.
f(O)
f
Notice that the hypothesis
9.3.7
9.3.7
is a formal triviality, but the finite order condition is needed
to see that the series in Eq.
write Eq.
in Theorem
9.3.2
and Theorem
vanishes to order m at 0, then
is in effect superfluous since if
(z)
f(z) = J
zm
will still have finite order A and the theorems may be applied to
normalized so that
f(o)
9.3.2
Theorems
and
f,
suitably
1.
9.3.7 taken together amount to the classical
Hada
mard factorization theorem. In order to formulate the result in its classical
form, we need the classical terminology. If
rank p
the zeros off, then we define the
f is entire of finite order and { aj}
off to be the least ( nonnegative )
integer such that
JanJ(p+l)
< oo.
anO
Notice that Theorem
Theorem
9.3.7
9.3.2
guarantees that such a p exists. We know from
and the subsequent remark that
J(z)
where
zm eg(z) P(z),
is a polynomial. Note that the rank of the product is now p. If q
is the degree of
g,
then we define the
genus
off to be the maximum of p
and q. Now the Hadamard factorization theorem simply says the following:
Theorem 9.3.8. An entire function of finite order ..X is also of finite genus
and
5: ..X.
The order A is also controlled from above by the genus ( see Exercise
12).
We shall now derive a few interesting consequences about value distri
bution theory, that is, the study of how many times an entire function can
assume any given value.
Theorem 9.3.9. Let
be an entire function of finite order A <t Z. Then
there are infinitely many distinct
Zj EC
such that
f(zj)
c.
295
9.3. Entire Functions of Finite Order
Proof. We may assume that c = 0. Now suppose that the assertion is false.
1
Then 1 ( {O})
{a1, ..., aN} for some N E Z and
=
f(z)
By Hadamard's theorem,
if E
>0
and Jzl
>>Jail
(z  aN).
is a polynomial of degree not exceeding>.. But
for all j, then
Jeg(z)J
z
and for a sequence of
eg(z) (z  ai)
= ) f(z)J
I I1j=1(z  aj)I
with Jzl
elziH
oo
Jeg(z) I 2'. elzl"'.
It follows that the order of
e9
is>..
But it is clear that the order of
contradicting the hypothesis that>.
Theorem 9.3.10.
Let
e9
g. Hence q
is just the degree q of
Z.
=>.,
0
be a nonconstant entire function of fi.nite order.
Then the image of f contains all complex numbers except possibly one. If,
in addition,
has nonintegral order, then
infinitely many times.
assumes each of these values
Proof. We need only prove the first statement. If the image off omits two
complex numbers
a1
and a2, then we consider
never vanishes, we may write
f(z)  a1
for some entire function
a polynomial. Since
g(z)
and Hadamard's theorem guarantees that
f(z)  a1
log(a2  ai). So if /3
 a1; thus g omits the value(s)
a1  a2, then the polynomial g(z)  /3
fundamental theorem of algebra unless
this function
eg(z)
omits the value a2, then
a2
makes
f  a1. Since
is
omits the value
E
C with e/3
never vanishes. This contradicts the
is constant. But
constant, contradicting our hypothesis.
being constant
Notice that a polynomial has order 0. So it is excluded from Theorem
9.3.9, as it should be. But the first part of Theorem 9.3.10 certainly applies
to polynomials.
10) asserts
9.3.10 is true for any entire function. The
"Great Theorem" of Picard (again see Chapter 10) says in effect that the
conclusion of Theorem 9.3.10 holds near any essential singularity of a holo
The "Little Theorem" of Picard (to be studied in Chapter
that the first part of Theorem
morphic function. The proofs of Picard's theorems use a different technique
from the ones used in the present chapter.
The new technique is part of
a more geometric approach; and, while it produces a stronger result than
9. Applications of Infinite Sums and Products
296
Theorem 9.3.10, there are other aspects of the results of the present section
that cannot be recovered using the geometric methods of Chapter 10.
Exercises
1.
r)
(The PoissonJensen formula): Let zo E D(O,
be fixed. Let f be
holomorphic on a neighborhood of D(O,r). Let a1,... ,an be the zeros
off in D(O,
and assume that no zeros lie on aD(O,
Let </>(z)
( 2z+ rzo)/(r+ zzo). Apply Jensen's formula tof </>and do a change
of variable in the integral to obtain the formula
r)
logf
l (zo)+
l
L: log
k=I
Ir
 akzo
r2
(zo ak )
1
27r
=
271"
Re
(reiO )
rei
r),
forf holomorphic in a neighborhood of D(O,
+ zo
 zo
r).
rei
logf(
l
.9
)l d0
f(zo) =/= 0.
2.
Give an alternative proof of the PoissonJensen formula (Exercise 1) by
imitating the proof of Jensen's formula but using the Poisson integral
for D(O, instead of the mean value property.
3.
Calculate the genus of cos JZ, sin2 z, sin(z2).
4.
aj/lajl necessary in Theorem 9.1.5?
Let {aj} D satisfy Lj 1lajl < oo and let B(z) be the corresponding
5.
r)
Why are the factors
Blaschke product. Let PE aD. Prove that B has a continuous extension
to P if and only if P is not an accumulation point of the aj 's.
6.
Construct a convergent Blaschke product B(z) such that no PE aD is a
regular point for B (i. e. , the holomorphic function B does not continue
analytically past any point of aD).
7.
Is the functional composition of two Blaschke products a Blaschke prod
uct? [Hint: Read the definition of "Blaschke product" carefully.]
8.
Let B be a convergent Blaschke product. Prove that
sup IB(z)I
1.
zED
9.
10.
Let B1,B2,.. . be Blaschke products. Suppose that {BJ } converges nor
mally to a nonconstant holomorphic function B0 on D. Is B0 a Blaschke
product? [Hint: Read the definition of Blaschke product carefully.]
Let
{an}
<C
satisfy
00
L 1 1 lanll
n=l
< oo.
297
Exercises
Discuss the convergence of
in the entire plane. Is oo a pole, an essential singularity, or a regular
point?
11. Let
<jJ
be a continuous function on
[a, b].
Let 0: ER Prove that
is an entire function of finite order. Can you compute the order of f?
Does it depend on ?
12. Prove that finite genus implies finite order.
to show that
(1
log
lzl) log IE(z)I lzl+I
[Hint:
Use Taylor's formula
so that by induction
IP(z)I (2 + 1) lzl+I L lanll.
n
T he sharp relation between the genus and the order,\ is,\+l.]
13. Complete the following outline to construct a continuous, nowhere dif
ferentiable function (notice the role of gap series in this argument):
Define
2 j sin(2Jx).
(a)
{b)
(c)
f(z)
Verify that f is continuous on the real line.
(d)
Fix x. Analyze the Newton quotient
Pick
h>
h 2J.
0 small and choose a positive integer J such that 2JI
f as
J(x)
I:
OjJI
(e)
L:j:0
rj sin(2jx) +
tends to
O;
J(x)] / h by
writing
I: rj sin(2Jx) + rJ sin(2Jx).
j>J
Determine from your analysis in
unbounded as
[f(x + h)
<
{d)
that the Newton quotient is
thus f is not differentiable at x.
14. Here is a second way to see that the power series
has no regular point in
oD.
You should provide the details.
Notice that the series converges uniformly on
continuous on
holomorphic
oD.
{ z : I z I 1}; hence f is
If eiOo E oD were regular for f, then there would be a
j on some D(eiOo, E ) such that j
j on oD, so J(ei9)
But this necessitates f
f on
D(eiOo, E ) n D(O,
1).
would be a differentiable
Exercises
298
function near ()
Oo. However
J(ei(J)
00
I: rne2ni(J
n=O
is the Weierstrass nowhere differentiable function (see Exercise 13 or
[KAT]). That is a contradiction.
15. Recall that
J11
log lxldx is a convergent improper integral: 1/log lxl
has an "integrable singularity" at 0. Use this fact to fill in the details
of the proof of Jensen's formula (Theorem 9.1.2) for the case that the
holomorphic function f has zeros with modulus
f(a)
0, lal
r.
For this, you will need
a, f(z) (z  a)kh(z) with
h(a) =I= 0, k 2: 1, so that log Jf(z)J k log Jz  aJ +log Jh(z)J. Then note
that log Jz  aJ, with z restricted to the boundary circle and with z near
a, behaves like log lzJ along the real axis, namely it has an (absolutely)
to note that if
r,
then, near
=
integrable singularity.
Chapter 10
Analytic Continuation
10.1. Definition of an Analytic Function Element
Suppose that V is a connected, open subset of C and that
Ji : V + C and
C are holomorphic functions. If there is an open, nonempty subset
U of V such that Ji =hon U, then Ji =hon all of V. Put another way, if
h: V
+
we are given an
f to
f holomorphic on U,
then there is at most one way to extend
V so that the extended function is holomorphic. [Of course there might
not even be such an extension: If V is the unit disc and U the punctured
disc, then the function
f(z)
1/z
does not extend. Or if U is the plane
with the nonpositive real axis removed, V
tr
< () <
tr,
C, and
f(rei9)
r112ei9/2,
then again no extension from U to V is possible.]
This chapter deals with the question of when this (loosely described)
extension process can be carried out, and in particular what precise meaning
can be given to enlarging the set V as much as possible. One might hope
that, given U and
f:
+
C holomorphic, then there would be a uniquely
determined maximal V 2 U to which
f extends holomorphically.
This turns
out not to be the case. However, there is a complete theory concerning these
questions; this theory is the subject of the present chapter.
We introduce the basic issues of "analytic continuation" by way of three
examples:
EXAMPLE 10.1.1. Define
f(z)
00
Lzj.
j=O
This series converges normally on the disc D
for
lzl
>
1.
{z EC: lzl
<
l}. It diverges
Is it safe to say that D is the natural domain of definition for

299
300
10. Analytic Continuation
f ( refer
to Section 9.2 for this terminology ) ? Or can we "continue"
to a
larger open set?
We cannot discern easily the answer to this question simply by ex
amining the power series.
Instead, we should sum the series and observe
that
f(z)
This formula for
f agrees
z.
with the original definition off as a series; however
the formula makes sense for all
made more precise later,
1
=
\ { 1}.
In our new terminology, to be
an analytic continuation to C
f has
Thus we see that the natural domain of definition for
large set C
\ { 1}.
\ { 1}.
is the rather
However, the original definition, by way of a series, gave
little hint of this fact.
EXAMPLE
10.1.2.
fo00
Consider the function
r(z)
e1et
dt.
This function is known as the gamma function of Euler; it is discussed in
15.1.
detail in Section
(1)
Let us make the following quick observations:
The term tzl has size
the origin will be integrable
(2)
tRez1. Thus
when Re z > 0.
w11
the "singularity" at
Because of the presence of the exponential factor, the integrand
will certainly be integrable at infinity.
( 3)
The function
is holomorphic on the domain Uo =
The functions
with b
sign
( or
l/a,
1b
elet
Re z >
0}:
dt,
are holomorphic by differentiation under the integral
use Morera's theorem ) , and
these integrals as
is the normal limit of
f(z)
a + o+.
The given definition of
r( z) makes no sense when
0. Can we conclude from
definition of r is U0?
improper integral diverges at
the natural domain of
{z
Re z ::::;
0 because the
this observation that
Let us examine this question by integrating by parts:
r(z)
100
0
e1et
dt
.
=
1
z
eet
00 z1 100
I
+
An elementary analysis shows that, as long as Re z >
vanish ( in the limit ) . Thus we see that
0,
tze t
dt.
the boundary terms
10.1. Analytic Function Elements
30 1
Now, whereas the original definition of the gamma function made sense on
Uo,
this new formula
sense on
integral
U1
as
{z:
( which agrees with the old one on Uo) actually
> 1} \ {O}. No difficulty about the limit
limit tends to o+ occurs if z E { z : Re z > 1}.
Rez
the lower
makes
of the
We can integrate by parts once again and find that
r(z)= z(z 1 1) 100
+
This last formula makes sense on
t':+let dt.
U2 = { z :
Re z
>
2} \ {O. 1}.
Continuing this process, we may verify that the gamma function, orig
inally defined only on
z f. 0, 1, 2, . . .}.
Uo,
U = {z EC :
can be "analytically continued" to
There are poles at
0, 1, 2, . .. .
In the first two examples, the functions are given by a formula that
makes sense only on a certain open set; yet there is in each case
device for
extending the function to a larger open set. Recall that, by our uniqueness
results for analytic functions, there can be at most one way to effect this
"analytic continuation" process to
fixed, larger
( connected )
open set. In
the next example, we learn about possible ambiguities in the process when
one attempts continuation along two different paths.
EXAMPLE 10.1.3. Consider the function
D(l, 1/2)
by
f(rei0) =r112e1012.
f(z),
initially defined on the disc
Here it is understood that
7r/6 < () < 7r/6.
This function is well defined and holomorphic; in fact it is the function
usually called the
principal branch
of
Imagine analytically continuing
10. 1.
y'z.
f to
Note that
a
second disc, as shown in Figure
This is easily done, using the same definition
we continue to a third disc
( Figure 10. 2) ,
[f(z)]2=z.
f(re10) = r112ei0/2.
If
and so on, we end up defining
the square root function at z= 1. See Figure
10.3.
Indeed, we find that
J( l)=i .
However, we might have begun our analytic continuation process
10. 4. If we continued the process to z= 1,
J(1) = i.
shown in Figure
found that
a.<;
we would have
Thus we see that the process of analytic continuation can be ambigu
ous. In the present example, the ambiguity is connected to the fact that a
holomorphic square root function cannot be defined in any neighborhood of
the origin ( see Exercise
1 4,
Chapter
6).
These examples illustrate that an analytic function can sometimes be
continued to a domain of definition that is larger than the initial one. How
ever, this continuation process can result in inconsistencies in the sense that
the value of a continuation at a given point may depend on which contin
uation is involved, in effect, on how the point was reached. In each of the
10. Analytic Continuation
302
Figure 10.1
Figure 10.2
Figure 10.3
examples, the continuation process was effected differently by a device spe
cific to the function.
This raises two general and rather vague questions:
10.1. Analytic Function Elements
303
Figure 10.4
How can we carry out analytic continuation in general? Furthermore, how
can we determine when it can be carried out unambiguously?
It is because of these questions that we must take a detailed and tech
nical approach to the process of analytic continuation. Even making the
questions themselves precise takes some thought.
Definition 10.1.4. A
is a disc
D(P, r )
function element is
an ordered pair (f,
U),
where
and f is a holomorphic function defined on U.
U) and (g, V) be function elements. We say that
(g, V) is a direct analytic continuation of (f, U) if Un V 1= 0 and f and g are
equal on Un V. Obviously (g, V) is a direct analytic continuation of (f, U)
if and only if (f, U) is a direct analytic continuation of (g, V).
Definition 10.1.5. Let (f,
If (/1,
U1), ..., (fk, Uk)
are function elements and if each
Ujl Uj 1), j
analytic continuation of (/ 1, U1).
direct analytic continuation of
(fk, Uk)
is an
Clearly
(/ 1, U1)
(fk, Uk)
(fj, Uj)
is a
2, ..., k, then we say that
(!1, U1) if and only if
Also if (fk, Uk) is an ana
is an analytic continuation of
(fk, Uk)
U1) and (fk+f., Uk+e) is an analytic continuation
of (fk, Uk) via a chain (fk, Uk), (fk+1. uk+i), ... 'Uk+t.. uk+f.), then stringing
the two chains together into (/ 1, U1), ..., (fk+1., Uk+e) exhibits (fk+e, Uk+e)
as an analytic continuation of (f 1, U1). Obviously (f, U) is an analytic con
is an analytic continuation of
lytic continuation of (/1,
tinuation of itself.
Thus we have an equivalence relation on the set of function elements.
The equivalence classes induced by this relation are called
functions.
(global} analytic
However, a caution is in order: Global analytic functions are not
yet functions in the usual sense, and they are not analytic in any sense that
10. Analytic Continuation
304
we have defined as yet. Justification for the terminology will appear in due
course.
Notice that the initial element
(f, U)
(!1,
Ui)
uniquely determines
the global analytic function, or equivalence class, that contains it.
But a
global analytic function may include more than one function element of the
form
(f, U) for a fixed disc U.
Indeed, a global analytic function
may
have in effect more than one value at a point of C: Two function elements
(!1,
U)
and
(h, U)
can be equivalent even though
is the center of the disc
U.
Ji(P) i h(P),
where
If f denotes the global analytic function
(f, U), then we call (.f, U) a branch off (see Exercises 14
Chapter 6). Example 10.1.3 illustrates a global analytic function
corresponding to
and
15
in
(namely, the square root function) with two distinct branches centered at
the point
1.
Logarithms of z again illustrate the point:
EXAMPLE 10.1.6. Let
D(2, 1)
and let
be the holomorphic function
log z. Here log z is understood to be defined as log lzl +
i arg z,
and rr /6 <
arg z < rr /6. As in the preceding example, the function element
be analytically continued to the point
1 + iO
(f, U)
can
in (at least) two different
ways, depending on whether the continuation is along a curve proceeding
clockwise about the origin or counterclockwise about the origin.
In fact, all the "branches" of log z, in the sense of Exercise
14, Chapter
log I z I + iarg z branch on
6, can be obtained by analytic continuation of the
D(2, 1). Thus the usual idea of branches of log z coincides
with the general
analytic continuation terminology just introduced.
In some situations, it is convenient to think of a function element as a
convergent power series. Then the role of the open disc
domain of convergence of the power series.
is played by the
This is a useful heuristic idea
for the reader to bear in mind. From this viewpoint, two function elements
(!1,
U)
and
(h, V)
P)
the same point
at a point
(such that
and
should be regarded as equal if
V are discs centered at
Ji = h on U n V. This
identification is convenient and we shall introduce it formally a little later.
As our examples have already indicated, the question of nonambigu
ity of analytic continuation is bound up with questions of planar topology.
These, in turn, are handled by the concept of homotopycontinuous de
formation of curves. Therefore, in practice, it is useful to think of
continuation along a curve.
analytic
That is the topic of the next section.
10.2. Analytic Continuation along a Curve
Definition 10.2.1. Let y
tion element with
y(O)
[O, 1]
t
C be a curve and let
the center of the disc
(Figure
(f, U) be a func
10.5). An analytic
305
10.2. Analytic Continuation along a Curve
y(l)
Figure
10.5
continuation of(!, U) along the curve 'Y is a collection of function elements
Ut, Ut), t E [O, 1], such that
(1) (Jo, Uo) (!, U);
(2) for each t E [O, 1], the center of the disc Ut is 'Y(t), 0 :<:::; t :<:::; 1;
(3) for each t E [0, 1], there is an E > 0 such that, for each t 1 E [O, 1]
with lt 1  ti < E, it holds that
( a ) 'Y(t 1) E Ut and hence Ut1 n Ut /: 0;
ft1 on Ut1 n Ut [so that Ut1, Ut1) is a direct analy tic
(b) ft
continuation of (ft, Ut)] .
Refer to Figure 10.6.
=
Proposition
10.2.2.
Let(!,
U)
be a function element with
center P. Let 'Y be a curve such that "f(O)
tions of(!,
U)
a disc having
P. Any two analytic continua
U1) is the terminal
if (h, U 1) is the terminal
then Ji and Ji are equ al
along 'Y agree in the following sense: If(!1,
element of one analytic continuation
Ut, Ut) and
(h, Ut),
element of another analytic continuation
on
U1 n U1 .
Proof. Let S denote the set of
t0
[O, 1] such that, for all
[O,
t o],
the
ft are equal on Ut n Ut. [Note that Ut n Ut is open, since
Ut are; the intersection is also nonempty since 'Y(t) lies in both
functions ft and
both Ut and
sets .] We intend to use a "continuity argument" (or connectivity argument)
to see that S
[O,
1].
The idea is to show that S is nonempty, S is closed
in [O, 1], and Sis open in [O, l]. It will then follow that S
First, we know that Sis nonempty since
let
to
S and take
[O,
t o] .
Then
0E
[O,
1].
S. To see that Sis closed,
S by definition.
Thus to show
10. Analytic Continuation
306
Figure 10.6
that S is closed, we need only check that if {tj} is an increasing sequence
of elements of S, then the limit point t' lies in S as well. For this, choose a
positive number 1 for Ut'' Ut') and another positive number 2 for (h1' ut')
as in the definition of analytic continuation along "I Choose j so large that
lt1  t'I < min(E1,E2). Then
"1(t1) E Utj nUtj nut' nut'
Also, since t1 ES,it holds that ft1
ft1 on Ut1 n UtJ' Therefore
on
Ut ). n Ut ). nut' nut'.
Thus
ft1
ft1
on
Hence t' ES.
To see that S is open,consider the complement of S in [O,1]. Arguments
similar to those just given suffice to show that this complement is closed in
[O,l]. In more detail, to see that [O,1] \ S is closed, it is enough to show
that if {t1} is a convergent sequence in [O, 1] \ S, then limtj E [O, 1] \ S.
Set t0
lim t1. Now the fact that tj S implies, by definition of S, that
=
there is an Sj E [O,1] with Sj tj and fs1 . Ts1 on Us1 nUs1 . Passing to a
subsequence if necessary, we can assume that lim Sj exists; call the limit so.
Clearly s0 t0 sinc:._sj t1 for 11 j. To show tha to E [O,1] \_,it suffices
to show that fso . !so on Us0 n Us0 But if !so =}so on Us0 n Uso, then the
_
same reasoning as used earlier shows that fs1
fs1 on Us 1 n Us1 for j large
enough. This conclusion contradicts the choice of the sj's.
=
The Monodromy Theorem
10.3.
307
This completes the proof of the continuity argument: S is nonempty,
open, and closed. Thus S
[O, 1]
and we are done.
Thus we see that the analytic continuation of a given function element
along a given curve is essentially unique, if it exists.
From here on, to
avoid being pedantic, we shall regard two analytic continuations (ft, Ut) and
(ft, Ut)
as "equal," or equivalent, if ft
ft
on
Ut n Ut
for all
t.
With this
terminological convention (which will cause no trouble), the proposition says
exactly that analytic continuation of a given function element along a given
curve is unique.
It should be stressed, however, that this is a uniqueness
statement onlynot an existence statement.
The most elementary method for trying to continue a given function
element
(J, U)
(with
D(P, r ))
'Y(t1) of 'Y
following: Choose a point
U.
along a curve
that is in
Calculate the power series off at
'Y(t1).
'Y
starting at
is the
but near the boundary of
With any luck, this power series
has a radius of convergence larger than the distance of
U,
'Y
'Y(t1)
to the edge of
so that the series can be used to define function elements further along
One might hope to continue this process.
The procedure described in the last paragraph works quite effectively
for the function element
(J, U)
where
for any curve "f, beginning at, say,
point
0.
U
D(l, 1/2) and f(z)
.Ji and
iO that does not pass through the
0, then we would find that the radii
=
If the curve did terminate at
of convergence of our power series were always small enough so that the
chain of discs never engulfed
continuation at
If
0.
0.
In short, there is an obstruction to analytic
U is a connected open set in C
andf is a holomorphic function on
U,
then, by an "analytic continuation off," we mean an analytic continuation
of some function element
(J, V)
where
V U.
In practice no confusion
should arise.
10.3. The Monodromy Theorem
The fundamental issue to be addressed in the present section is this:
Let P and Q be points in the complex plane. Let (!, U) be a
function element such that U is a disc centered at P. If")'1, ")'2 are
two curves that begin at P and terminate at Q, then does the
terminal element of the analytic continuation of(!, U) along l'l
(supposing it exists) equal the terminal element of the analytic
continuation of(!, U) along ")'2 (supposing it exists)?
In the third example of Section
10.1,
there was an informal treatment
of an instance where in fact agreement does not occur.
It turns out that
the reason that such a failure could occur is that the curve
'Yo(t)
ei7rt,
308
:=::; t :=::;
1,
and the curve /'I (t )
e  i 7r t,
10.
Analytic Continuation
1,
cannot be continuously
deformed to each other, keeping the endpoints fixed, so that all intermediate
curves admit analytic continuation of the original function element.
enemy, as already indicated, is the origin:
function element for
viz
The
It is not possible to define a
on a disc centered at the origin.
Thus it is not
possible to do analytic continuation along a curve that passes through zero.
Furthermore , there is no way continuously to deform l'o into /'I without
incorporating at least one curve that passes through the origin.
The monodromy theorem gives a precise formulation of the conditions
that will avoid the situation in Example
10.1.3.
F irst we need a definition:
Definition 10.3.1. Let W be a connected open set in C Let l'o : [ O, 1]
W
and l'l : [ O, 1]
W be curves. Assume that l'o ( O )
1'1 (0)
P and that
l'o (1)
/'I (1)
Q. We say that l'o and /'I are homotopic in W (with fixed
t
t
endpoints) if there is a continuous function
H : [ O,
1]
[O, 1]
t
such that
(1)
H ( O, t )
l'o ( t ) for all t E [ O,
(2)
H (1, t )
1'1 (t ) for all t
(3)
H ( s,
0)
P for alls
(4)
H ( s,
1)
Q for alls E [ O,
1];
[ O, 1];
[O, 1];
1].
Then H is called a homotopy of the curve ')'o to the curve /'I (with fixed
endpoints).
[ Note:
Since we are interested only in homotopies with fixed endpoints, we
shall sometimes omit the phrase "with fixed endpoints" in the remainder of
our discussion.]
Intuitively, we think of a homotopy Has follows. Let Hs ( t )
Then condition
(1)
says that Ho is the curve /'O Condition
H1 is the curve l'l Condition
Condition
(4)
(3)
(2)
H ( s, t ) .
says that
says that all the curves Hs begin at P.
says that all the curves Hs terminate at Q. The homotopy
amounts to a continuous deformation of l'o to l'l with the endpoints fixed
and all curves in the process restricted to lie in W.
We introduce one last piece of terminology:
Definition 10.3.2.
Let W be a connected open set and let
function element in W. Let P be the center of
U.
unrestricted continuation in W if there is an analytic
of
(J, U)
(J, U) be a
(J, U) admits
continuation (ft, Ut)
We say
along I' for every curve I' that begins at P and lies in W.
10.3. The Monodromy Theorem
309
One situation, in practice the primary situation, in which the question
raised at the beginning of this section always has an affirmative answer is
given by the following theorem:
Theorem 10.3.3 (The monodromy theorem). Let W C be a connected
(!, U) be a function element, with U W. Let P denote the
U. Assume that (J, U) admits unrestricted continuation
in W. If /'o, 1'1 are each curves that begin at P, terminate at some point
Q, and are homotopic in W, then the analytic continuation of (J, U) to Q
along 'Yo equals the analytic continuation of (J, U) to Q along 1'1.
open set. Let
center of the disc
Proof. Write
fs,t
for the analytic function element at H(s,
analytic continuation of
1+
fs,t,
(J, U)
along the curve
H(s,
1+
t).
t)
obtained by
In other words,
t
Ji,1
for s fixed, is an analytic continuation along the curve
In this notation, the desired conclusion of the theorem is that
1+
t).
fo,1.
H(s,
We shall prove this assertion by a method similar to the "continuity
argument" used in the proof of Proposition 10.2.2. Namely, set
S
{s E [O, 1] : for all,\ E [O, s],
f>...1
fo,i}.
Clearly S is nonempty since 0 E S. If we can prove that S is (relatively)
open in [O, 1] and also that S is closed, then the connectedness of [O, 1] will
imply that S
[0,1]. Then it follows that 1 ES and hence
!1,1
fo,1,
as
we must show in order to establish the theorem.
To prove that S is open in [O, 1], suppose that
that fixed point
so,
so
there is an E > 0 such that, for each
of convergence of the power series expansion of
fso,t
ES. Note that, for
E [O, 1], the radius
around
H(so, t)
is at
least E. This assertion follows easily from the compactness of [O, 1] and the
definition of analytic continuation along curves (exercise). Now choose
so small that, for all s E (so
that I H(s,
t)
 H (so,
t) I
 8, so + 8)
n [O, 1] and all
 8, so+ 8)
fs,t
> 0
.fs,t
along H(s,
t),
n [O, 1], is obtained by setting
the unique function element at H(s,
a direct analytic continuation of
the direct analytic continuation of fso,O
t)
that is
fso,t
(J, U), the uniqueness
of analytic continuation (Proposition 10.2.2) implies that h,t
fs,t for all
t E [O, 1]. Now h,1 is the direct analytic continuation of !so.I fo,1 Hence
fs,1
fo,1 Thus every s E (so  8,so + 8) n [O, 1] belongs to S, and S is
Since
fs.o is
E [O, 1], it holds
< E. This is possible by the uniform continuity of
H. Then it is easy to see that an analytic continuation
s E (so
indeed open in [O, 1].
To show that S is closed in [O, 1], suppose that {Sj} is a convergent
sequence of points in S. Let
so
limj Sj. By the same argument that we
10. Analytic Continuation
310
8
fs,l is a direct analytic
( so  8, so + 8) n [O, 1],
just used, we can choose
then
Sj
So
so
S and Sis closed.
 8, so + 8) n [O, 1],
continuation of fso,l Since, for j large enough,
fsJ.I
fo,1
it follows that, for such j, fso,l
>
0 such that if s E ( so
As noted, the facts that Sis nonempty, open in [O, 1], and closed imply
the conclusion of the theorem.
Corollary 10.3.4. Let W
set. Assume further
that W is
that any two curves
C be a connected open
topologically simply connected, in the sense
that begin at the same point and end at the same point (possibly different
from the initial point) are homotopic.
Assume that (!,
U)
admits unre
stricted continuation in W.
Then there is a globally defined holomorphic
function F on W that equals
on
U.
In view of the monodromy theorem, we now can understand specifically
how it can be that the function y'Z, and more generally the function log z,
cannot be analytically continued in a welldefined fashion to all of
C\
{0}.
The difficulty is with the two curves specified in the second paragraph of
this section: They are not homotopic
in the region C \
{O} .
10.4. The Idea of a Riemann Surface
In this section we give an intuitive description of the concept of what is called
a Riemann surface . We content ourselves with a descriptive treatment, and
we refer to [AHL2, pp. 287290] and [GUN] for an introduction to the sheaf
theoretic approach, which is closely related to the idea of global analytic
functions that we have already discussed. See also [SPR] for an approach
via the geometric idea of a surface.
The idea of a Riemann surface is that one can visualize, or make geo
metric in some sense, the behavior of function elements and their analytic
continuations. At the moment, a global analytic function is an analytic ob
ject. As defined in Section 10.1, a global analytic function is the set of all
function elements obtained by analytic continuation along curves (from a
base point P E
C)
of a function element (!,
U)
at P.
Such a set, which
amounts to a collection of convergent power series at different points of the
plane
C,
does not seem very geometric in any sense. But in fact it can be
given the structure of a surface, in the intuitive sense of that word, quite
easily.
(The precise and detailed definition of what a "surface" is would
take us too far afield: We shall be content here with the informal idea that
a surface is a twodimensional object that locally "looks like" an open set in
the plane. A more precise definition would be that a surface is a topological
space that is locally homeomorphic to
C.)
10.4. The Idea of a Riemann Surface
311
The idea that we need is most easily appreciated by first working with a
few examples. Consider the function element
(J, U)
defined on
D(l, 1)
by
z
where r >
0 and 7r /2
< () <
rei9 f+ rl/2ei9/2 '
7r /2
makes the rei9 representation of
D(l, 1) unique. This function element
z
1 that we have already discussed.
The functional element
be analytically continued along every curve / emanating from
C \ {0}.
is the "principal branch of ,fi" at
in
(J, U)
can
and lying
Let us denote by R (for "Riemann surface") the totality of all
function elements obtained by such analytic continuations.
Of course, in
settheoretic terms, R is just the global analytic function ,Ji, just as we
defined this concept earlier. All we are trying to do now is to "visualize" R
in some sense.
Note that every point of R "lies over" a unique point of
function element
(J, U)
R is associated to the center of
function element at a point of
7r : R
t
C \ {0}
C \ {O}.
C \ {O}: A
U; (J, U) is a
So we can define a "projection"
by
7r( (J, U))
the center of the disc
U.
This is just new terminology for a situation that we have already discussed.
7r of R is twotoone onto C \ {0}. In a neighborhood
C \ {O}, there are exactly two holomorphic branches of ,Ji.
[If one of these is (J, U), then the other is ( f, U). But there is no way to
decide which of (J, U) and ( f, U) is the square root in any sense that can
be made to vary continuously over all of C \ {0}.] We can think of R as a
The projection
of a given
"surface" in the following manner:
Let us define neighborhoods of "points"
neighborhood of
(J, U)
(J, U)
in R by declaring a
to be
{ (Jp , Up) : p E U
and
(Jp , Up)
is the direct
analytic continuation of
(J, U)
to
p} .
This new definition may seem formalistic and awkward.
7r : R
But it has the
C \ {O} locally onetoone. Every
(J, U) has a neighborhood that maps under 7r onetoone onto an open subset
of C \ {O}. This gives a way to think of R as being locally like an open set
attractive property that it makes
t
in the plane.
Let us try to visualize R still further. Let
Then
7r1(W)
C\ {z
x+iO: x O}.
decomposes naturally into two components, each of which is
an open set in R. [Since we have defined neighborhoods of points in R, we
naturally have a concept of what it means for a set to be open in R as well:
A set is open if it contains a neighborhood of each of its points.] These two
312
10. Analytic Continuation
Figure
__
10.7
__
Figure
10.8
71"i(W)
7r1(W), the
components are "glued together" in R itself: R is connected, while
is not.
Note that, on each of the connected components of
projection
7r
is onetoone.
All of this language is just a formalization of
W, there are two holomorphic branches of viznamely
rei8 1t ri/2ei8/2, 7!" < () < 7r.
Each of the components of 7ri(W) can be thought of as a "copy" of
W, since 7r maps a given component onetoone onto W. See Figure 10.7.
How are these "copies", say Qi and Q2, glued together to form R? We join
the second quadrant edge of Qi to the third quadrant edge of Q2 and the
second quadrant edge of Q2 to the third quadrant edge of Qi. Of course
the fact that, on
rei8
1t
rl/2ei8/2
and
these joins cannot be simultaneously performed in threedimensional space.
So our picture is idealized. See Figure
10.8.
Tacitly in our construction of
R, we have restored the negative real axis (but not the point
We have now constructed a surface, known
as
0).
the "Riemann surface for
the function viz." T his surface that we have obtained by gluing together the
two copies of
is in fact homeomorphic to the topological space that we
made from R (the set of function elements) when we defined neighborhoods
in R.
So we can regard our geometric surface, built from gluing the two
copies of
together, and the function element space R
as
being the same
thing, that is, the same surface.
Since
7r
: R
t
C \ {O}
is locally onetoone, we can even use this
projection to describe what it means for a function F : R
morphic. Namely, F is holomorphic if F
for each open set U in R with
7r
7ri : 7r( U)
t
t
to be holo
is holomorphic
onetoone on U. W ith this definition in
10.4. The Idea of a Riemann Surface
313
mind, ../Z becomes a welldefined, "singlevalued" holomorphic function on
R. Namely, if (!, U) is a function element in R, located at P E C \ {O},
that is, with Tr(j, U)
P, then we set
=
F((f, U))
f(P).
In this setup, F2((f, U))
7r(f, U) [since f2(z)
z]. Therefore F is the
square root function, in the sense described. There are similar pictures for
ylzsee Figure 10.9.
=
It will require some time, and some practice, for you to become ac
customed to this kind of mathematical construction. To help you to get
accustomed to it further, let us now discuss briefly the Riemann surface
for "log z." More precisely, we begin with the "principal branch" rei8 1t
log r + iO defined on D( 1, 1) by requiring that Tr /2 < () < 7r /2, and
we consider all its analytic continuations along curves emanating from 1.
We can visualize the "branches" here by noting that, again with W =
C\ ( {O}U the negative real axis), 7rl (W) has infinitely many components
each a copy of Won which 7r maps onetoone onto W. Namely, these
components are the "branches" of log z on W:
rei8
1t
log r + iO + 2Trik,
Z,
where Tr < () < Tr. Picture each of these (infinitely many) images stacked
one above the other (Figure 10.10). We join them in an infinite spiral, or
screw, so that going around the origin (counted counterclockwise in C \ { 0})
corresponds to going around and up one level on the spiral surface. This is
the geometric representation of the fact that, when we analytically continue
a branch of log r + i() + 2Trik once around the origin counterclockwise, then
k increases by 1 (Figure 10.11). This time there is no joining of the first and
last "sheets." The spiral goes on without limit in both directions.
The idea that we have been discussing, of building surfaces from func
tion elements, can be carried out in complete generality: Consider the set of
all analytic function elements that can be obtained by analytic continuation
(along some curve in C) of a given function element (!, U). This is what
we called earlier a complete or global analytic function. Then this set of
function elements can actually (and always) be regarded as a connected sur
face: There is a projection onto an open set in C obtained by sending each
function element to the point of C at which it is located. This projection is
a local identification of the set of function elements with part of C, and so it
in effect exhibits the set of function elements as being twodimensional, that
is, a surface; after this observation, everything proceeds as in the examples.
The reader is invited to experiment with these new ideas in Exercises 14,
8, and 17, in which there are more complicated function elements than ../Z
and log z.
10. Analytic Continuation
314
==
==
==
::=:::
_
::>
_____
Figure 10.9
Figure 10.10
10.5. The Elliptic Modular Function and Picard's Theorem
Introductory Remarks
Liouville's theorem tells us that a bounded, entire function is constant. But,
as we in effect showed earlier, a stronger result holds:
Theorem.
Let f : C  C be a nonconstant holomorphic function.
Then the range of f must be dense in C.
10.5.
Picard's Theorem
315
Figure 10.11
Proof. If the range off is not dense, then there is a disc
D(P, r )
Range J
D(P, r ) such that
0. Define
g(z)
r
=
f(z)  p
Then g is entire and lg(z)I :::; 1 for all z. By Liouville's theorem, g is constant
and hence so is f.
0
In fact a much more precise and striking result is true; it is known as
the "little theorem" of Picard:
Theorem 10.5.1. If the
range of a holomorphic function f : C
two points of C, then J is constant.
+
C omits
The entire function f(z)
ez shows that an entire function can omit
one value (in this case, the value 0). But the theorem says that the only
way that it can omit two values is if the function in question is constant.
=
There are many ways to prove Picard's little theorem. We shall use
the classical method of constructing a special function known as the elliptic
modular function. This rather lengthy construction will occupy most of the
remainder of this section. There are briefer methods (see [LANG]) which are
simultaneously more elementary and more cryptic. There are also methods
using the ideas of Nevanlinna theory (see [SAZ]). The method presented
here is easily understood and also gives the reader a glimpse of what are
called Fuchsian groups and of functions that commute with a group action.
Our discussion rather closely follows that in [RUD2].
316
10. Analytic Continuation
The Action of the Modular Group
Consider the set H of all conformal selfmappings of the upper half
plane U
{z
Im z >
0}.
The set of such mappings is closed under
composition, each element has an inverse, and the group law (composition)
is associative; these are obvious assertions. So H is indeed a group.
Informally, we can determine the structure of this group as follows (for
a formal determination, use Theorem
6.2.3
and the Cayley transform). If
E H, then by Schwarz reflection, f may be analytically continued to a
;._
mapping of C to itself. (The informality comes from not exactly knowing
that the Schwarz reflection applies!) An examination of the reflection oper
ation reveal that the extended function (still called J) will be a conformal
selfmap of C. We know (see Theorem 6.3.5) that f must therefore be given
by a linear fractional transformation
f(z)
az + b
.
CZ+ d
Since
and
must all be real (after multiplication of all four numben; by the same
must preserve the real axis, it is not difficult to verify that
a, b, c,
constant if necessary, which leaves the function f unchanged). Writing f
f(z)
[ac I z 12 +
bd + (be+ ad) Re z] + i [Im z (ad  be)]
,
lcz + d l2
we see that if we want {z: lmf(z) >
have that
ad  be> 0.
{z: Imf(z) >
if
O}.
as
Furthermore, if
O}
{z: lm z >
ad  be> 0,
O},
then we must
then f ( {z : Im z >
0})
That is, f maps the upper half plane to itself if and only
ad  be> 0.
Therefore a complete description of the group H is that it is the set of
all linear fractional transformations
f(z)
such that
a, b, c, d
JR and
az + b
CZ+ d
ad  be > 0.
As noted, this group can be de
termined formally by using our complete description of the conformal self
mappings of the disc (Section
6.2)
and transferring this information to U by
means of the Cayley transform C(z)
We now focus on the socalled
i(l 
z)/(1 + z).
modular group.
This is the subgroup G
of H consisting of those linear fractional transformations
f(z)
with
a, b, c,
and
real
integers
and
az + b
CZ +d
ad  be
1. Check for yourself that
the composition of two elements of G is still an element of G and that the
317
10.5. Picard's Theorem
inverse of such an
is
11 ( z )
dz  b
__
cz + a'
hence still a member of G.
A subgroup K of G is called nontrivial if it contains elements other
than the identity.
Definition 10.5.2. A function f
> C
there is a nontrivial subgroup K G such that, for all
(f
)(z)
modular function if
E K and all z E U,
is called a
f(z).
In words, a modular function is one that is invariant under the action
of some nontrivial subgroup of G.
The Subgroup r
For our purposes it is useful to concentrate on the subgroup of G that
is generated by the two elements
(z)
z
22 + 1
w(z)
and
z + 2.
It is traditional to denote this group by r. The functions and w are plainly
elements of G. By the subgroup generated by and w we mean the intersec
tion of all subgroups of G containing these two elements. This is the same
1
as the group that is obtained by considering all finite products of, w, ,
1
and w in any order. The linear fractional transformations that belong to
r have the form
Zt>
with
a, d
az + b
CZ + d
odd integers and b, c even integers, as you can check for yourself
see Exercise
16.
It is useful at this point to proceed by analogy. The additive group Z
(the integers) acts on the real line IR. in a natural way: To each integer
there corresponds a mapping
c/>m : JR.
given by
<Pm(x)
x+m.
>
The mappings
JR.
<Pm form
a group under composition
which is canonically isomorphic to the original group Z. This group action
has what is known as a
fundamental domain given by I
[O, 1). W hat we
m(/) is distinct, the sets are pairwise disjoint,
IR.. We think of the action of the group { m }mEZ as
=
mean by this is that each set
and their union is all of
moving the interval I around to tile, or fill up, the real line.
In an analogous fashion, we shall have a fundamental domain W for
the action of r on the upper half space:
{z
x + iy: 1 x
<
1, l2z + ll 2: 1, l2z  ll
>
1, y > O } .
10. Analytic Continuation
318
Figure 10.12
This domain is shown in Figure 10.12. Notice that it is bounded on the left
and right by the vertical lines
1 and
1. It is not bounded above,
but it is bounded below by the upper halves of the circles 8D(1/2, 1/2)
and 8D(l/2, 1/2). The region
contains both the left vertical bounding
line and the left semicircle; however it does not contain the right vertical
bounding line nor the right semicircle. Note that
contains no points of
the real axis.
Let us formalize our assertion that
W is
a fundamental domain for the
action of r.
Proposition 10.5.3.
(1)
(2)
The modular group has the fallowing properties:
If f,g are distinct elements off, then
f(W) n g(W) = 0.
LJ f(W) = U.
fEf
Proof. To prove (1), notice that it suffices to show that (g1of) (W) nW=
0. In other words, if e/= h Er, then h(W) n W= 0. Write
h(z) =
az+b
.
cz + d
We now consider three cases:
(a)
c = 0. Then
(b)
a and d are integers, we conclude that
a= d= 1. It follows that h(z) = z + 2n for some nonzero integer
n (check the form of , w). But W is only two units wide in the
real direction. Therefore h(W) n W = 0.
=
ad =
1. Since
2d. Then, since
ad  be =
1, we see that
d( a  2b) = 1. It follows that d = 1; thus
ad 
2bd = 1 or
2. Hence, since
Picard's
10.5.
319
Theorem
d(a 2b)
1, we see that h( z )
(again recall the form of and
(W)
that
( z )+2m,
w).
where mis some integer
But a Himple calculation shows
D(l/2, 1/2)after all, the boundary of
of four generalized circles, so we need only look at where
consists
maps
those four circles. Also, (real) translation by an even integer will
move
W to the corresponding component of the complement
W . Again, it follows that h(W) n vV 0.
image of
(c ) c =f.
z
and c =f. 2d.
of the
Then it will follow that
lc z + di
> 1 for all
E vF. If we accept this claim for the moment, then we may use
the formula
l m h(z)
(remember that adbe
z
lcz +dl2
Im
1) to see that Im h( z ) < Im z for
z EW.
If
there were a z E W nh( W ), then we could apply a similar argument
to
h1
and conclude that Im
Imh1(h( z ))
< Im h( z ). These
two inequalities are contradictory and demonstrate that
W are
h(W) and
disjoint.
lc z +di 1
D( d/ c, 1 / i c l) n W =f. 0. The definition of W
of the points 1,0, 1 must lie in D(d/ c, 1 / i cl).
It remains to verify the claim. If the claim were false, then
for some
z E W.
But then
now Hhows that at least one
lcw + di
Thus
< 1 for
our hypotheses about
equaling one of 1, 0, 1. But, for such
and
d,
the quantity
cw +d
w,
under
is an odd integer whose
absolute value cannot be less than 1. That is a contradiction. So we have
established the claim that
lc z +di
> 1 for all
This completes the proof of part
Now we prove part
h Er.
(2).
(1)
z E W.
of Proposition 10.5.3.
Let M equal the union of all the sets
h(W),
Clearly M U. Note two things about M:
(i)
The set M contains all sets of the form
wk ( z )
(ii)
Of course,
z + 2k.
Since maps the circle
{z
wk(W), k E Z.
E C : l2z  II
{z
E C : I 2 z + 1I
1} onto the circle
1}, we see that M contains every
z EU
that
satisfies, for all m E Z,
l2z  (2m + 1)1
1.
(t)
w E U . We shall find a point z EW such
h Er. Notice that if n > 0, then there are
only finitely many pairs c, d such that lcw + di o. As a result,
we may select an element h Er such that lcw +di is minimal. By
equation ( * ) , we conclude that
Now fix a point
that
h(z)
for some
Im h( w )
Im h( w)
320
10.
for all
h E r.
Let
z = h( 111 ) .
becomes
for all
111
Analytic Continuation
Then the last displayed inequality
Im h(z):::; Im z
h E r.
We apply this last line to
h=
w
n. Note that the first of these is given by
o
w
n and to
'T} 2n
n ( )=
w
TJ
2ry4n+l
h=
( ** )
and the second is given by
1
Using our formula
n
(*)
(IJ
)=
'T} 2n
_2ry+4n+l
for Imh together with
may thus conclude that, for all
l2z4n+lll
It follows that
/il
( t);
( ** )
and
( *** ) ,
we
l2z4nll 1.
and
satisfies
E f, we find that
n E Z,
hence
z E M.
Since
=h1 (z) and
EM.
D
That completes the proof.
The Modular Function
Now we come to the construction of the particular modular function, known
as the
elliptic modular function,
theorem .
that we shall use to prove Picard's little
In the exercises, we shall explore applications of this modular
function to normal families and to other topics in complex function theory.
10.5.4. With r and W
holomorphic 011 U such that
Theorem
>.
( 1) ). o h = ). for every h
(2)
>.
as
chosen above, there exists a function
E f;
is onetoone on W;
(3) the range
N of>.
is
\ { O, 1};
(4) the function >. cannot be analytically continued to any open set
that strictly contains U.
Proof. Let us denote the right half of
W' ={ z
EW
W
:
by W':
Re z
>
0}.
By the Riemann mapping theorem there is a onetoone, onto, holomorphic
function
W'
____,
U,
g(O) =0, g(l) = 1, g(oo) =oo. This g extends to
W' onto U. [Remember that U is
be a onetoone, continuous mapping of
conformally equivalent to the disc via the Cayley mapping.
We are using
Caratheodory's theorem that a conformal mapping of a region bounded
by a Jordan curve to the disc extends continuously and onetoone to the
10.5. Picard's Theorem
321
boundaries of the respective domains; this theorem will be given independent
treatment in Section
13.2.]
Now the Schwarz reflection principle may be applied to reflect the func
tion
in the
axis: We set
a continuous function on
\ {x +iO: x O}.
g(x + iy) = g(x +iy).
Further,
This extends
which is a holomorphic mapping of
g is
onetoone on Wand
g(W)
to be
W onto
C \ {O, 1}.
Now observe that, by the nature o f the Schwarz reflection and the
definitions of and
w,
we have that
g(l+iy)=g(l+iy)=g(w(l+iy)) ,
O<y<oo,
and
We could at this step analytically continue
flections in
8W.
g to all of U
by repeated re
This program is carried out in [ LANG ] , for instance. Instead
we exploit the action of the group r on U . Set
for all
E h(W),
This function>. is well defined because any given
only one
all
h E f.
lies in
h(W) for one
and
h Er.
Since the function
lishes property
( 3).
has range C
\ { 0, 1},
then so does >.. That estab
The periodicity property
definition of>.. That >. is onetoone on
( 1)
is immediate from the
is immediate from the construc
tion. Also we know automatically that >. is holomorphic on the
each of the sets
h(W).
interior of
3 that a
But we know from Exercise 6 of Chapter
function holomorphic off a smooth curve and continuous across the curve is
holomorphic across the curve. It follows that >. is holomorphic on all of U.
It remains to check property
(4).
Observe that the set of numbers X =
{b/d: b, d E Z, b even, d odd } .
{ h(O)
h E r}
equals the set
Thus Xis dense in JR, the topological bound
ary of U. If >. could be analytically continued to a neighborhood of some
boundary point p of U, then p would be an accumulation point of the zero
set of >. and hence >. would be identically zero.
This is plainly not true.
Thus>. cannot be continued analytically to any open set larger than U.
The Little Picard Theorem
Now we come to the main application of the modular function for this
section. A formal statement of the result is this:
322
10. Analytic Continuation
Theorem 10.5.5 (Picard's little theorem). Let
suppose that the range of
Then
be an entire function and
om i ts two distinct complex values a and
(3.
must be identically constant.
Proof. The idea of the proof is this: We try to write
of some holomorphic function K
that a = 0, /3 =
1).
<C
U with..\
____,
____,
Since K is entire, it follows that K
as the composition
<C
:
\ {O, 1}
<C
____,
(assuming
U is constant
and hence so is J.
For the details, begin by noticing that we can take a
0 and f3 = 1, by
[f ( z)  a ] / [(3  a] . Let be a disc lying in <C \ { 0, 1}.
Then there is an open set V <;;;; U (indeed there are infinitely many such Vas
soon as there is one) such that..\(V) = and..\ is onetoone on V. Observe
that V will intersect at most two of the fundamental regions h(W). Let p
=
simply replacing J with
denote the inverse of
.Alv
If ' is another disc in <C
\ { 0, 1}
that has a nontrivial intersection
with , then it will have corresponding to it a domain
V' n V =/= 0
and..\ maps
V'
<;;;; U such that
conformally onto'. The inverse mapping
V'
be a direct analytic continuation of
p.
p'
will
This process may be continued.
Now we begin the construction. There is a disc
that
Eo,
f(Vo)
Vo with center 0 such
Eo <;;;; <C \ {O, 1}. Choose po as above, defined on
Set k =Poof on Vo so that ..\ok
f.
lies in some disc
to be the inverse of..\.
If 'Y
[O, 1]
____,
f o'Y is compact.
Vi as above such
<C is a curve beginning at 0, then of course the image of
We can cover the image of 'Y with a finite chain of discs
that each
may choose functions
Pi,
lies in a disc i <;;;; <C
\ { 0, 1}.
Also, we
defined on i, that are inverse to ..\. Each
be inverse to ..\, and each
(Pi1.Ei1).
f(Vi)
(pi,i)
Thus we obtain an analytic continuation K of
Thus the function element
Pi
is to
is to be a direct analytic continuation of
(k, Vo)
(k, Vo)
along
'Y
has the property of unrestricted an
alytic continuation in the domain consisting of the entire complex plane.
Of course the complex plane is simply connected. Therefore, by the mon
odromy theorem, the function element continues to all of <C. F inally, note
that all of the function elements
(Pi of, Vi)
take values in the upper half
plane U. Hence so does K.
Now ..\ ok = J on
Vo
by construction.
Hence ..\ o K
J on <C.
But
K maps <C to U, so K is constant (by the first theorem in this section).
Therefore
is constant.
That concludes the proof.
Remark: It is worth noting that the naive approach of analytically con
tinuing the function element
p
(p, Eo)
cannot work. Apart from the fact that
=..\ is infinitetoone, it is also the case that the (potential) domain for
10.6. Elliptic Functions
p is
the set
C \ { 0, 1}
323
which is not simply connected. W hat we do instead
in the proof is to continue analytically the function element
this context we are working on the domain
(po
f, Vo); in
and the monodromy theorem
does apply.
The following theorem , known as the big theorem of Picard, strengthens
Theorem 10.5.5 (the little theorem).
Theorem 10.5.6 (Picard's big theorem). Let U be a region in the plane,
U, and suppose that f is holomorphic on U
singularity at
P.
If
f. >
\ {P}
and has an essential
0, then the restriction of f to Un
D(P, E ) \ {P}
assumes all complex values except possibly one.
A discussion and proof of the big theorem can be found in [KRA3].
Compare Theorem 10.5.6 with the theorem of Casorati and Weierstrass
(Theorem 4.1.4), which says that , in a deleted neighborhood of an essential
singularity, a holomorphic function assumes a dense set of values. Picard's
big theorem refines this to "all values except possibly one."
W hat is the connection between the big theorem and the little theorem?
A nonconstant entire function cannot be bounded near infinity, or else it
would be bounded on
and hence constant. So it has either a pole or an
essential singularity. In the first instance, the function is a polynomial (see
Section 4. 7).
But then the fundamental theorem of algebra tells us that
the function assumes all complex values .
In the second instance, the big
theorem applies at the point oo and implies the little theorem.
10.6. Elliptic Functions
It is a familiar idea that the sine and cosine functions are periodic functions
of a real variable:
for all real x.
sin(x+
2n)
sin x,
cos(x+
2n)
cos x
Actually, these properties hold for all complex numbers z
as well (in Section 3.6 we referred to the fact that such identities remain
necessarily true when the real variable is replaced by a complex variable as
the "principle of the persistence of functional relations"):
sin(z +
2n)
sin z ,
cos(z +
2n)
cos z.
We say that sine and cosine are periodic with period
2n.
The exponential
function ex of the real variable xis not periodic, but the complex exponential
10. Analytic Continuation
324
ez
function
is, with period
27ri:
For all
<C,
It is reasonable to ask whether a function could exhibit both phenomena
at once, that is, could a function
have two periods, one real and one
imaginary? Specifically, could one have, for all
f(z + n )
<C,
f(z),
f(z)
f(z +i/])
for fixed nonzero real numbers n and (3? We shall see momentarily that if
is holomorphic, then this double periodicity phenomenon implies that
is constant. But it will turn out that there are nonconstant meromorphic
f : <C
functions
<C
>
{ oo}
that do satisfy both periodicity properties at
once. Such functions are called
elliptic funct'ions.
We shall concentrate our discussion on the case when the periods are
a =
and
i/3
i.
One could discuss more general ideas: arbitrary n and /3,
of course, or even functions satisfying
where
w1
and
w2
f(z+wi)
f(z) and f(z+w2)
f( z ) ,
are arbitrary nonzero complex numbers. But the particular
case that we shall discuss in detail illustrates most of the interesting features
of such "double periodicity" in general.
periods
w1, w2
with
wif w2
If a meromorphic function has
not real, then the periods are, in a sense to be
made precise later, not dependent; this situation can be analyzed using the
same methods that we are about to use for the case of periods
w1/w2
Exercise 18).
case, where
( see
1, i.
The other
is real, is much less interesting and also less important
For the remainder of the section, we shall consider only those doubly
periodic meromorphic functions
for all
with periods
J(z + 1)
f(z),
f(z + i)
f(z)
1, i:
<C.
The first question to ask about such functions is whether there exist
any nonconstant examples. The answer is not at all apparent. W hen
is
entire, the double periodicity hypothesis implies that, for each z, there is an
element :Zwith 0::; Rez:S
means that
1,0::;
Imz:S
such that
f(z)
f(z).
But this
is bounded and hence constant.
In order to find an example of a meromorphic, doubly periodic func
tion, we shall try just to write one down.
functions with specified poles
riodic
with
artificial as it
Using the idea of constructing
( Section 8.3), we shall look for a doubly pe
poles at { m + ni : m, n E Z}. This special choice is not as
at first appears. Since f has a pole, we can suppose after a
10.6.
325
Elliptic Functions
translation of coordinates that there is a pole at the origin. Then, by the
double periodicity, it would follow that f has poles at { m+ni : m, n E Z}.
It turns out that there is a good reason not to seek an J with simple poles at
{m + n'i} and no other poles; namely there do not exist any such functions
(see Exercise 19).
Instead, we try
f(z)
'""
m,nEZ
(z
1
m
ni)2
Unfortunately, this series does not converge absolutely for any fixed value
of z. The reason is as follows: We can think of the sum (except for one
important term, which we omit) as
=
h=I max(lml,lnl)=h
Then, for max(lml, lnl)
I (z
1
m ni)2
h, h large, the term
(z
1
m ni)2

has absolute value of the order of magnitude 1/h2. But, for fixed h, the
number of such terms is of order h. So the summands of the (outside) sum
over h have order 1/h. But the series
diverges.
We need to modify the series ( * ) so that the terms have order 1/h3.
We have in fact already learned the trick for doing this (Section 8.3). We
look at the series
Since
I
I
(m+ni)2 (z m ni)2
(z m ni)2(m+ni)2
z2+2z ( m+ni )
(z m ni)2(m + ni)2

326
10. Analytic Continuation
is of order
1 / h3,
for
1
+
z2
fixed and h large, it follows that,
[ (zmni)2 (m : ni)2]
1
L
m,nEZ
(m,n)f(O,O)
converges absolutely and uniformly on compact sets to a meromorphic func
tion
P(z)
with double poles at
{ m + ni : m, n
Z}.
The trouble is that it is not at all obvious that
is in fact doubly
periodic. Our original, nonconvergent, sum
m,nEZ
1
(zmni)2
is formally doubly periodic, but it does not give a function
does not converge ) . Our new sum
P(z)
m,nEZ
(m,n)f(O,O)
( since
1
1
1
+
(zmni)2  (m+ni)2
z2
does give a welldefined meromorphic function; but if we replace
( for
instance ) , then we obtain
m,nEZ
(m,n)f(O,O)
by
z+ 1
1
1
1
+
(z(ml)ni)2 (m+ni)2
(z+l)2"
The same "terms" occur: as
m, n
run over all integers, the summands
1
(z(m 1 )ni)2
run over the same set of terms.
l/(m + ni)2 in
the series
different ways.
and
1
(zmni)2
But they are paired up with the terms
Of course we may not rearrange the terms
since
m,nEZ
1
(m+ni)2
(m,n)f(0,0)
and
L
(zmni)2
1n,n
are definitely not absolutely convergent separately. It is the specific pairing
up, that we have given above, that makes the series for
P(z)
rn,nEZ
(m,n)f(O,O)
absolutely convergent.
1
(zmni)2 (m
P,
: ni)2] + :2
10.6. Elliptic Functions
327
The way out of this dilemma is to think about the derivative of P. We
can find the derivative by differentiating the series for P term by term
z not
( for
a pole of P) :
P'(z)
"'"'
rn,n
2
(z mni) 3
Notice that this is "legal" since the series for P is absolutely and uniformly
convergent on compact subsets of the complement of the pole set of
[ Check
for yourself that the series representation for
P'
P.
is absolutely and
uniformly convergent in the same sense. ]
Now P'(z) is obviously formally doubly periodic: Replacing z by z + 1
or z +
i gives
back the very same series. Hence
91 (z)
P(z + 1 )  P(z)
92(z)
P(z + i)  P(z)
and
have derivatives that are
0, that is, the functions 91 and 92 are constants.
To determine what the constants are, we note that
91 ( 1 / 2 )
But
P is
P(l/2)  P(1/2) .
clearly an even function:
P(z)
P(z)
for all z E Cjust look
at the series for P(z) and P(z) , matching up
[(z m ni) 2  (m : ni) 2]
with
Thus 91
[(z  ( n'i)) 2  (m ni) 2]
0. Similarly, setting
doubly periodic.
i / 2 gives 92
As noted, the function P(z) is even, that is,
0. Thus
is truly
P(z) P(z) for all z.
P'(z) P'(z) for
at the formulas for P(z) and
=
On the other hand, the function P' (z) is odd, that is,
all z. Both these assertions follow from looking
P' (z) , respectively. ( Actually, the derivative of
an odd functionsee Exercise 14. )
an even function is always
P' could be expressed as
P. The reason for this will become apparent as the story
unfolds. Because P is even while P' is odd, it is impossible for P' to be equal
to a polynomial in P. But (P') 2 is an even function, thus it is conceivable
that (P') 2 could be a polynomial in P. Indeed, this is actually true, as we
We next consider the question of whether
a polynomial in
shall now show.
First let us look at the situation in a neighborhood of
function P' has a Laurent expansion around z
0. The
0 which begins with 2/z3,
10. Analytic Continuation
328
contains no other negative powers of
powers of
z.
Namely,
z,
and contains only odd
2
P (z)= 3 + C1z+ C3z3+
z
I
( positive )
This form for the Laurent series follows from the formula
2
.
(z  m  m)3
P'(z)=
m,n
and the fact that
P'
is odd. As a result,
2
P (z)= 3 (1+Aiz4+A3z6+
z
I
Thus
(P'(z) ) 2=
Ci
Ai=  , ....
2
with
(1+2A1z4+2A3z6+
).
Now, by similar reasoning,
P(z)=
1
(1+B1z4+ ..
z2
where the omitted terms are sixth or higher degree
( the
absence of the
term in the parentheses requires some explanationsee Exercise
1
P 2(z)= 2 (1+2B1z4 +
4
20).
z2
Hence
and
1
3
P (z)= 6 (1+3B1z4+
z
),
with the omitted terms, in both formulas, being of degree six or higher.
Thus, if we set
C1= 8A1+12B1 , then F(z) has no negative powers in its Laurent
0. Now F(z) is meromorphic on C and holomorphic on
C \ {m+ ni: m, n E Z}. Moreover F(z) is doubly periodic, since P and P'
are. Finally, F is holomorphic across z= O; we chose C1 so that this would
with
expansion around
happen.
Thus Fis holomorphic across all points m+ni, by its double periodicity.
So F is entire, and bounded since it is doubly periodic. Thus it is constant.
In other words,
for some constant
C 2,
with
C1
as before.
329
10.6. Elliptic Functions
We may think of this as a differential equation for
P,
and we may
"solve" it by writing
P'(z)
=
y'4P3(z)  C1P(z) + C2
Hence
zo
I J4w3 dwC1w
+ C2
This symbolic manipulation can actually be made precise (Exercise
22).
This calculation shows, at least in outline form, how the "elliptic" function
is related to the integration of integrands of the form
dw
which are the sort that arise in computing the arc length of an ellipse (Exer
cise
15).
In fact the name "elliptic function" arose historically because some
of these functions turn up in connection with the specific integrals involved
in evaluating the arc length of an ellipse.
This is not of direct relevance
here. The interested reader may consult [SIE].
Of course we can find many more doubly periodic functions by just
writing down polynomials (with constant coefficients) in the two functions
P(z)
and
P'(z).
That is,
G(z)
m2'.0,n2'.0
Because
(P'(z))2
Cmn(P'(z))m(P(z)t.
is already a polynomial in
P(z),
any such
G can be written
as
P'(z) (polynomial
in
P) +(some
other polynomial in
P).
What is really surprising is that these generate all the doubly periodic
meromorphic functions (with periods
1 and i)
that exist: Every such function
either has this form or is a quotient of these. In particular, to borrow the
language of algebra for a moment, the field of doubly periodic meromorphic
functions on
with periods
and
is au algebraic extension (by adjoining
P') of a purely transcendental extension of C
by the single function
says that the field has transcendence degree
1.)
would lead us too far afield.
P.
(One
The proof of this assertion
However, this striking fact led historically
to what is known as the algebraicgeometric theory of compact Riemann
surfaces and later to the development of a whole field of transcendental
algebraic geometry. The interested reader may pursue this subject further
in, for example, [SIE].
Exercises
330
Exercises
1.
(a) Show that there is an analytic function element (f, U), U D(O, E)
for some E > 0, with cos J(z) z for all z E D(O, E) and f(O)
?T/2.
=
Show that f is unique except for the choice of E, that is, (f1, U1)
and (h, U2) satisfy Ji = h on U1 n U2 if (f1, U1) and (h, U2) are
as described. [Hint: Notice that cos' z
sin z and sin(?T/2) f 0.
So the discussion after the proof of Theorem 5.2.2 applies.]
(b) Show that the function element of part (a) admits unrestricted
continuation on C \ { 1, 1}.
( c ) Recall that the Riemann surface associated to a function element
(f, U) is the set of all analytic function elements obtainable as ana
lytic continuations along some curve emanating from P, P being the
center of U, with this set interpreted geometrically. The Riemann
surface associated to the function element of part (a) is called "the
Riemann surface of arccos" (or of cos1). Justify this terminology
by proving that if h : D(zo, 6) t C, 6 > 0, zo E C, is holomorphic
and satisfies cos h(z) = z, all z E D(zo, 6), then zo E C \ { 1, 1}
and the function element (h, D(zo, 6)) is obtainable by continuing
the element (f, U) of part (a) along some curve. [Hint: Write
cosw = (eiw + eiw)/2. So if cosw = z, then one can solve for eiw
algebraically.]
=
2. Exercise
1, along with the y'z and log z Riemann surfaces, suggests that
one might try to find Riemann surfaces for the (local) "inverse functions"
of other holomorphic functions. Carry out this construction of "k1" if
k(z) z + (l/z).
3. Same as Exercise 2, for "m1" if m(z)
(1  z 2) 2.
=
4. Same as Exercise
2, for "p1" if p(z)
z3 + z.
5. What does the monodromy theorem tell us about the function log z?
6. What does the monodromy theorem tell us about the function
..Ji?
7. In view of the ideas discussed ill this chapter, discuss the problem of
unambiguously assigning a time of day to each point on the face of the
earth. Discuss the International Date Line.
8. If you compactify the Riemann surface of the "inverse function" of
a polynomial of degree k (as in Exercises 24) by adding in "branch
points", what compact surfaces can you get for k
2, 3? For general
=
331
Exercises
k?
[Hint:
See [SPR] for how to compute the Euler characteristic in the
general case.]
9. Consider the holomorphic function
f(z)
00
1
= L 72'
z1.
J
j=l
Determine the largest open set to which f can be analytically continued.
Can you calculate a closed formula for f?
[If
not , then present the
function in as near to a closed form as you can.]
10. Repeat Exercise 9 for the function
.
00
J(z)=I:
z3
j=l
11. Consider the analytic function
g(z)=
100
0
e 4
1+t
dt.
For which values of z does this formula define gas an analytic function?
Can we use integration by parts to continue the function analytically to
a larger open set?
12. Let
oo
z2j
g(z)=:L7+i
J
l
j=
Determine the disc of convergence for this series. Find the largest open
set to which
g can be analytically continued.
13. Let be a continuous function with compact support on
(0, oo ) JR
(that is, is continuous on all of JR, but vanishes off some compact
set). Define the function
F(z)=
fo00 cp(t)etz dt.
For which values of z is this function well defined and holomorphic?
Can one use integration by parts to extend the domain of the function?
What is its maximal domain of definition?
14. The derivative of an odd function is an even function. The derivative
of an even function is an odd function.
Formulate these statements
precisely, both in the real variable context and in the complex variable
context. Then prove them.
15. Write down the integral that represents the arc length of the ellipse
ax2 + by2
1.
Relate this expression to the socalled elliptic integrals
that occur at the end of Section
10.6.
332
Exercises
16.
Prove that the linear fractional transformations that belong to r have
the form
az + b
Zf+ CZ + d
with a, d odd integers and b, c even integers. [Hint: Try induction on
the number of terms in the product of generators.]
17.
Think about the Riemann surfaces of the following "functions" (function
elements). You will need to find subsets of re on which the functions
have welldefined "branches." These will be obtained by removing line
segments or half lines ("branch cuts"). The Riemann surface is then
obtained by "gluing" sheets along the points over the branch cuts:
(a) y'(z  l)(z + 1) [Hint: There are branches on re\ [1, +1].]
(b) Jz(z  l)(z  2) [Hint: Use re\ ([O, 1] U [2 , +oo)).]
( c ) V'z(z  1) [Hint: Three "sheets," branch cuts from 0 to 1 and
from 1 to +oo.]
( d) \;'z(z  1)(z  2) [Hint: Three sheets, branches defined over re\
([O, 1] u [1, 2]).]
( e ) log(sin z) [Hint: Infinitely many sheets, branch points at 7rk, k E
Z.]
18.
(a) Prove that if a., /3 E JR, a.=!= 0, fJ=!= 0, then { m a +n/3: m,n E Z}
is either dense in JR or has the form {kw : k E Z} for some w E JR.
[Hint: Consider
inf{ l(ma. +n/3)1 m, n E Z and ma+n/3=!= O}
and distinguish the two cases: (i) infimum > 0 and (ii) infimum
:
= 0. The former occurs when a.//3 is rational, the latter when
a.//3 is irrational; but this information is not needed to prove the
requested result.]
(b) Consider the functions f : re ___. re that are meromorphic and doubly
periodic with real periods a., /3, that is,
f(z +a.)= f(z +/3)= f(z)
for all z E tC. Show that this set of functions consists either of the
constants only or of all the meromorphic functions f : re ; re such
that f(z +w) = f(z), all z Ere, where w is as in part (a).
19.
Suppose that f : re ___. re u { oo} is a doubly periodic meromorphic
function, with periods 1 and i, that is holomorphic on re \ { m +ni :
m, n E Z}. Prove that the residue off at each m +ni, m, n E Z, is
zero. [Hint: Integrate f around the unit square centered at m +ni, i.e.,
with sides {x + iy: x = m 1/2, n  1/2 :<:::: y :<:::: n + 1/2}; {x + iy: y
n 1/2, m  1/2 :<:::: x :<:::: m + 1/2}; etc. Use double periodicity to show
that this integral vanishes.]
=
Exercises
20.
21.
333
Explain why the Laurent series for the Pfunction around 0 has 0 con
stant term. [Hint: Look at the limit as z  0 of the series for P(z) 2
(1/z ) obtained from the definition of P.]
Prove that the image under P of C \ {rn + ni : m, n E Z} is all of C
[Hint: Note that double periodicity shows that inf IP(z)I is attained at
some point of { z : z x + iy, 0 :S :T :S 1, 0 :S y :S 1} .]
=
22.
Suppose that w y(t) is a curve in C along which w3  C1w + C2 does
not vanish, where C1, C2 are the constants such that
2
(P'(z))
4P3(z)  C1P(z) + C2.
=
Choose, using Exercise 21, a point zo in C \ {m + n'i : m, n E Z} such
that P(zo) y(O). Then:
(a) Prove that there is a unique curve r in C\ {rn+ni: m, n E Z} such
that P(f(t)) y(t). [Hint: Since 4w3  C1w + C2 is nonzero along
'Y, the function P' is nonzero at any point z with P( z ) E image 'Y.
So P has a "local inverse" along y.]
(b) Prove that, with r as in part (a), we have
1
1
f(l)  r(O) = r(l)  z0
dw,
fr J4w3  C1w + C2
=
where the branch of J4w3  C1w + C2 along 'Y is determined by
{./4y(0)3  Cn(O) + C2 P'(r(O)) P'(zo).
=
[Hint: The yintegral is the same as fr l, by change of variable.]
Chapter 11
Topology
11.1. Multiply Connected Domains
Let
U C
be called a
be a connected open set. In this chapter, such an open set will
domain.
[O, 1]
of all curves/ :
once again
11,/2
( as
Fix a point
t
in Section
such that
10.3)
U.
1(0)
Consider the collection
=
1(1)
C(U)
the relationship between two such curves
given by the property of being homotopic ( at
domain
P. We want to consider
P)
to each other in the
U.
Recall that this means the following: There is a continuous function
H : [O, 1]
[O, 1]
(1) H(O, t)
(2) H(l, t)
(3) H(s, 0)
t
such that
/o(t) for all t E [O, 1];
/1 (t) for all t E [O, 1];
H(s, 1) P for alls E [O, 1].
The property of being homotopic is an equivalence relation on
C.
We leave
the details of this assertion to the reader. Let the collection of all equivalence
classes be called rt.
Now we can define a binary operation on 1t which turns it into a group.
are curves in C. Then we want to define/ to be
/followed by the curve . Although the particular parametrization
Namely, suppose that/,
the curve
has no significance, for specificity we define/
(r. )(t)
{ 1(2t)(2t
We invite the reader to check that
equivalence classes and
(ii)
1)
(i)
if
if
: [O, 1]
t
C by
0 :S t :S 1/2
1/2 < t :S 1.
this operation is well defined on
it is associative on equivalence classeseven
335
11.
336
though ('y )
homotopic.
<5
is not literally equal to 1
Topology
( 8), the two are indeed
Second, we declare the identity element to be the equivalence class [e]
containing the curve that is constantly equal to P. If [] is any equivalence
class in Ji, then [c] [Ji] [p] [e] [11], as is easy to see.
Finally, let 1 EC. The curve 11 is defined by 1  1 (t) 1 ( 1  t). Both
curves have the same image, and both curves begin and end at P; but 11
is ''1 run backwards," so to speak. Check for yourself that the operation of
taking inverses respects the equivalence relation. So the operation is well
defined on equivalence classes. Therefore the inversion operation acts on Ji.
Also, one may check that bl b]1
b]1 bl [e] (Exercise 20).
Thus Ji, equipped with the operation , forms a group. This group is
usually denoted by rr1 (U) and is called the first homotopy group of U or,
more commonly, the fundamental group of U. [In conversation, topologists
just call it rr1, or "pione. "] The fundamental group is independent, up to
group isomorphism, of the base point P with respect to which it is calculated
(Exercise 22). Thus one can speak of the fundamental group of U.
Let '11 : U + V be a continuous mapping that takes the point P E U to
the point Q E V. Then '11 induces a mapping '11* from rr1 (U) at P to rri(V)
at Q by
Of course one needs to check that the mapping '11* is well defined, and we
leave the details of that argument to Exercise 26 (or see [MCC] or [GG]).
In fact the mapping '11* is a group homomorphism. It can be checked that
if '11 : U + V and <I> : V + W, then
Now suppose that '11 is a homeomorphism; that is, '11 is continuous,
onetoone, and onto, and has a continuous inverse. Then w1 also induces
a map of homotopy groups, and it follows from ( * ) that '11* is a group
isomorphism of homotopy groups.
If a domain has fundamental group consisting of just one element (the
identity), then it is called (topologically) simply connected. [We have ear
lier studied the concept of a domain being analytically, or holomorphically,
simply connected. It turns out that the analytic notion and the topologi
cal notion are equivalent when the topological space in question is a planar
domain. This assertion will be proved in Section 11. 3. ] If a domain has a
fundamental group consisting of more than one element, then it is called
multiply connected.
11.1. Multiply
337
Connected Domains
It is immediate from our definitions that a simply connected domain
and a multiply connected domain cannot be homeomorphic. In detail, sup
pose that <I> were a homeomorphism of a simply connected domain U with a
multiply connected domain V. Then <I>* would he a group isomorphism of the
groups 7r1(U) and 7r1(V). But 7r1(U) consists of a single element and 7r1(V)
contains more than one element. This is impossible, and the contradiction
establishes our assertion.
Here is a more profound application of these ideas. Let U be the unit
disc. Then U is simply connected. To see thi8, let P
(0, 0) be the base
point in U. If 'Y(t) (/'1(t), /'2 (t)) is any curve in C(U), then the mapping
=
H(s, t )
((1  sh1(t), (1  sh2(t))
is a homotopy of 'Y with the constantlyequalto? mapping. This shows that
has just one equivalence class, that is, that 7r1(U) is a group containing
just one element.
1i
Now let V be the annulus {z: 1 < lzl < 3}. Let the base point be Q
(2, 0). Then the important elements of C arc the mappings /'j : [O, 1] ____, V
defined by
'Yj(t) 2e2nijt, j E Z.
=
Notice that 'Yo is the curve that is constantly equal to Q. Also 'Yl is the curve
that circles the annulus once in the counterclockwise direction. F\irthermore,
'Yl is the curve that circles the annulus once in the clockwise direction. In
general, /'j circles the annulus j times in the counterclockwise direction when
j is positive; it circles the annulus ljl times in the clockwise direction when
j is negative.
It is intuitively plausible, but not straightforward to prove rigorously,
that if j # k, then /'j is not homotopic to 'Yk (at the point 2); this assertion
1
will follow from Corollary 11.2.5, to be proved in the next section. [If bj'Yk" ]
1
is [e], then Corollary 11.2.5 implies that f (1/z) dz over 'YJ'Yk" equals 0, while
1
the integral is easily computed to be 27ri(j  k). Therefore bj 'Yk" ]
[e]
if and only if j
k.] Thus there are (at least) countably many distinct
homotopy classes. It is easy to see that bi] b1]
b2] and, in general,
bi] bj]
bJ] bi]
bJ+il when j 2: 0. Also 'Y1
bi]1. It requires
some additional work to prove that every closed curve at the base point Q is
homotopic to one of the 'YJ (and to only one, since the 'YJ 's are not homotopic
to each other)see Exercises 27, 28, and 29. Once this is shown, it follows
that b1] generates 7r1 (V) as a cyclic group of countably many elements. In
summary, 7r1 (V) is grouptheoretically isomorphic to the additive group Z.
=
It follows, in particular, that the annulus is not homeomorphic to the
unit disc: This assertion follows simply from the fact that /'l is not ho
motopic to the constant curve 'Yo, for instance (or by direct comparison of
11. Topology
338
homotopy groups). One can think of the annulus as a domain with one
hole in it. Similarly, there is an obvious, intuitive idea of a domain with
k holes, k 0 (k
0 is just the case of a domain homeomorphic to the
disc). It turns out that any planar domain with k holes is homeomorphic to
any other planar domain with k holes; also, a domain with k holes is never
homeomorphic to a domain with f holes if k =I f. This statement is difficult
to make precise, and even more difficult to prove. So we shall leave this
topic as a sort of invitation to algebraic topology, with some further ideas
discussed in Section 11.5.
=
11.2. The Cauchy Integral Formula for
Multiply Connected Domains
In previous chapters we treated the Cauchy integral formula for holomorphic
functions defined on holomorphically simply connected (h.s.c.) domains. [In
Chapter 4 we discussed the Cauchy formula on an annulus, in order to aid
our study of Laurent expansions.] In many contexts we focused our attention
on discs and squares. However it is often useful to have an extension of the
Cauchy integral theory to multiply connected domains. While this matter
is straightforward, it is not trivial. For instance, the holes in the domain
may harbor poles or essential singularities of the function being integrated.
Thus we need to treat this matter in detail.
The first stage of this process is to notice that the concept of integrating
a holomorphic function along a piecewise C1 curve can be extended to apply
to continuous curves. The idea of how to do this is simple: We want to define
fl' J, where 'Y : [a, b] t C is a continuous curve and f is holomorphic on a
neighborhood of 'Y ([a, b]). If a
< ak+I = b is a subdivision
a1 < a2 <
of [a, b] and if we set 'Yi to be 'Y restricted to [ai, ai+i], then certainly we
would require that
Suppose further that, for each i
1, ... , k, the image of 'Yi is contained in
some open disc Di on which f is defined and holomorphic. Then we would
certainly want to set
=
J f
1ri
Fi('Yi (ai+1))  Fi('Yi (ai )),
where Fi : Di t C is a holomorphic antiderivative for J on Di. Thus fl' f
would be determined. It is a straightforward if somewhat lengthy matter
(Exercise 36) to show that subdivisions of this sort always exist and that the
resulting
definition of ,e f is independent of the particular such subdivision
.
:rl'
used. This definition of integration along continuous curves enables us to
11.2. The Cauchy Integral Formula
339
use, for instance, the concept of index for continuous closed curves in the
discussion that follows. [We take continuity to be part of the definition of
the word "curve" from now on, so that "closed curve" means continuous
closed curve, and so forth.]
is important:
This extension to continuous, closed curves
A homotopy can be thought of
as
a continuous family of
curves, but these need not be in general piecewise C1 curves, and it would
be awkward to restrict the homotopy concept to families of piecewise C1
curves.
Definition 11.2.1. Let
be a connected open set. Let 'Y:
for all points PE
[O, 1]
+
homologous to 0 if Indy(P)
continuous closed curve. We say that 'Y is
be a
=
C \ U.
The intuition here is just this: Suppose that 'Y is a simple closed curve
in
U.
Intuitively, one expects the complement of 'Y to have two components,
a bounded "interior" and an unbounded "exterior",
as
indeed it does (see
the Jordan curve theorem in [WHY]). If the simple closed curve 'Y encircles
a hole in
U,
then it is not homologous to zero. For if c is a point of
C\U
that lies in that hole, then the index of 'Y with respect to c will not be zero.
On the other hand, if 'Y does not encircle any hole, then any point in
would lie
outside the closed curve. Also, the index of
C\U
'Y with respect to that
point would be 0see Exercise 9. Thus, intuitively, a (simple) closed curve
is expected to be homologous to 0 in
any hole in
if and only if it does not encircle
U.
Definition 11.2.2. A connected open set
closed curve in
U is homologically trivial if
every
is homologous to 0.
It is natural to wonder whether a curve that is homotopic to a point
is then necessarily homologous to zero, or vice versa. In fact it is easy to
see that a "homotopically trivial curve" 'Y is indeed homologous to zero (cf.
Exercise 23 and also Exercise 30).
U C is a connected open set and 'Y is a closed curve
U, that is homotopic to the constant curve at P, then
to 0. In particular, if U is simply connected, then it is
Lemma 11.2.3. If
in
U,
based at P E
'Y is homologous
homologically trivial.
Proof. Let
H(s, t) be a homotopy of 'Y to a point PE U. Set H5(t)
U.
Let c be a point in the complement of
Indy(c)
by definition. Rewrite this
1
.
2m
'Y
Then
1

d(
as
1
Io=.
2m
Ho
d(.
( c

H(s, t).
40
11. Top ol ogy
It is easy to check that the value of
ls
1
1
__ J _ _ d(
27ri JHs (
 c
is a continuous function of s; since it is integervalued, it must be constant.
Whens is sufficiently near to
1,
then the curve
H(s,
) will be contained in a
small open disc contained in U and centered at P. But then it is immediate
that /8
0. Since the expression is constant in
s,
it follows that Io
0.
As noted, a closed curve that is homotopic to a constant curve is ho
mologous to 0. But the converse is not true in general. It is not always true
for individual curves that a curve that is homologous to zero is homotopic
to a point. What is true is that if every curve in the domain U is homolo
gous to 0, then every curve in the domain is also homotopic to a point i. e. ,
homotopic to zero . We shall say something about this matter in Section
11.4.
In particular, we shall prove that a connected open set U <;;: C is
( topologically )
simply connected if and only if it is homologically trivial see
11.4.1).
Theorem
The main result of this section is the following theorem.
The proof
that we present uses an idea of A. F. Beardon, as implemented in AHL2 .
Theorem 11.2.4
( Cauchy
integral theorem for multiply connected do
mains . Let U <;;: C be a connected open set and suppose that .f is holomor
phic on U. Then
i .f(z) dz=
for any curve 'Y in U that is homologous to zero.
Combining Lemma 11.2.3 with Theorem
11.2.4
y ields the following
corollary:
Corollary 11.2.5
: U
t
( Homotopy
ven;ion of the Cauchy integral theorem . If
C is 110lomorphic and i f 'Y :
[O, 1]
t
C is a closed curve at P
that is homotopic to the constant curve at P, t h en
f'Y J ( z) dz
0.
This corollary can be proved directly, without reference to Theorem
11.2.4;
a direct proof is given in Exercises 3537.
Proof of Theorem 11.2.4. It is convenient to treat first the case of U
bounded. Let 'Y be a curve that lies in U. Let > 0 be the distance of the
image of 'Y to C
U. Let 0 < 8 < . 2.
Cover the plane by a mesh of closed squares, with sides parallel to the
axes, disjoint interiors, and having side length 8. Let
{ Qj }f=1
be those closed
squares from the mesh that lie entirely in U. Let Uli denote the interior of
11.2. The Cauchy Integral Formula
341
'
'
_,.
\
u
\
I
'"
\
\
(
I
I
"
"'
"'
i\
I J
\.Y
I'\
\
'
I
I
I"
.. \
\
r..
Figure 11.l
the union of the finitely many closed squares
Q1, ... , QI<. Clearly,
from the
choice of 8, the image of 'Y lies in U15. Let C15 denote the boundary of U15.
Refer to Figure 11.1.
We orient C15 as follows:
QJ with the
QJ meet, then
Equip each
orientation. W hen the sides of two of the
counterclockwise
integration along
those two sides cancels. The edges that remainthat is, whose integrations
do not cancel outcomprise the boundary C15 of U15. Each of those edges is
oriented, and their orientations are consistent. Take that as the orientation
of C8, so that integration over C15 is defined.
Let
QJ.
U15. Then c lies in some square
Also, there must be a point x E
segment joining c to x lies entirely in
not intersect U15. Now Ind1(x)
=0
Q
Q
U15. In particular
conclude that Ind1(c)
=0
which is not one of the
that does not lie in U.
The line
and therefore, in particular, does
by hypothesis. By the continuity of the
integral, it also must be the case that Ind1(c)
element of U
= 0.
Now c was an arbitrary
could be an arbitrary element of C15. We
for every c E C15.
Suppose that z E U15 is any point.
lies in the interior of some square
QJo.
Suppose also at the outset that z
[The case that
lies on the edge of
some square will follow afterward by the continuity of the integral.] Then,
by the Cauchy integral formula for squares, and for
squares that make up U15,
1
_
27ri
J f(() d( =
J0Q1 (  z
{ f(z)
O
if
if
Q1
J =J o
J i Jo.
any of the chosen
11. Topology
342
Summing over
j,
and noting the cancellation of the integrals over edges of
the squares that lie in the interior of U0, we see that
J
27ri lc
!(()
(  z
d(= f(z).
Now integrate both sides in a complex line integral over z E 'Y We
obtain
J f(z) dz= J
fr
fr
J !) )
(
27ri lc
6
.,
d(
dz.
We may apply the version of Fubini's theorem that appears in Appendix
A, since the integrand is a jointly continuous function of both its arguments
(see Exercise
39).
Therefore we find that
J f(z) dz= J J(()
J
27ri fr
lc
6
fr
.,
dz
d(.
But of course the integral inside the parentheses is just the (negative of
the) index of the curve 'Y about the point ( E C0. This has already been
established to be 0. As a result,
f(z) dz= 0
as desired.
In case U is not bounded, we may take the intersection of U with a
large disc that contains 'Y Then the proof proceeds essentially as before,
with the additional observation that Ind'Y(z)= 0 for z outside this disc and
hence Ind'Y(z)= 0 for all z in the complement of Un (the disc).
As discussed earlier, we are looking for a Cauchy integral formula for
multiply connected regions; in such a formula, the index ought to be used to
take into account the possibility that the curve of integration goes around
one or more holes. Such a formula in fact follows directly, as it did in the
case of the disc and the square, from the Cauchy integral theorem:
Theorem 11.2.6 (Cauchy integral formula for multiply connected domains).
Let U C be a connected open set. Let 'Y be a closed curve, with image in
U, that is homologous to zero. If z is a point of U, and if f is holomorphic
on U, then
Ind'Y(z) f(z)=
J
27ri Ir
f(()
(  z
d(.
In particular, the formula holds for any closed curve 'Y that is homotopic to
a constant curve.
11.3. Simpl e Connectivity
343
Proof. The proof of the first statement is obtained by applying Theorem
11.2.4 to the function
1t
[!(()  J(z)]/((  z).
The details are left as an
exercise. The second statement follows from the first by Lemma 11.2.3, or
by applying Corollary 11.2.5 to the function
1t
[f(()  f(z)]/((  z).
11.3. Holomorphic Simple Connectivity
and Topological Simple Connectivity
In Section 6.7 we proved that if a proper subset U of the complex plane
is holomorphically (analytically) simply connected, then it is conformally
equivalent to the unit disc. At that time we promised to relate holomorphic
simple connectivity to some more geometric notion. This is the purpose of
the present section.
It is plain that if a domain is holomorphically simply connected, then
it is
(topologically) simply connected. For the hypothesis implies (by the
analytic form of the Riemann mapping theorem, Theorem 6.6.3) that the
domain is either conformally equivalent to the disc or to C. Hence it is cer
tainly topologically equivalent to the disc. Therefore it is simply connected
in the topological sense.
For the converse direction, we notice that if a domain U is
( topolog
ically) simply connected, then simple modifications of ideas that we have
already studied show that any holomorphic function on U has an antideriv
> C is holomorphic. Choose a point P E U. If
1
1'1' 1'2 are two piecewise C curves from p to another point Q in u' then
ative: Suppose that
,c
J'n
J(z) dz
,c
J'y2
J(z) dz.
This equality follows from applying Corollary
11.2.5 to the (closed) curve made up of l'l followed by "1'2 backwards" (this
curve is homotopic to a constant, since U is simply connected).
F(Q)
f7 J(z) dz
Define
for any curve I' from P to Q. It follows, as in the proof
of Morera's theorem (Theorem 3.1.4), that Fis holomorphic and F'
U.
f on
Thus one has the chain of implications for a domain U c C but unequal
to C: homeomorphism to the disc D =>
(topological) simple connectivity
=>
holomorphic simple connectivity => conformal equivalence to the disc D
=>
homeomorphism to the disc D, so that all these properties are logically
equivalent to each other.
[Note:
It is surprisingly hard to prove that "simple
connectivity" => "homeomorphism to D" without using complex analytic
methods.] This in particular proves Theorem 6.4.2 and also establishes the
following assertion, which is the result usually called the Riemann mapping
theorem:
11. Top ology
344
11.3.1 (Riemann mapping theorem).
ply connected open subset of C, then either U
equivalent to the unit disc D.
Theorem
is a connected, sim
C or U is conformally
If U
=
11.4. Simple Connectivity and
Connectedness of the Complement
If '"Y is a closed curve in C, then the winding number, or index, Ind,.(a) is a
continuous function of the point a
E C\ '"Y.
In particular, if'"'(
[O, 1]
+
U is a
closed curve in an open and connected set U, then Ind,. (a) is continuous on
C \ U.
It follows that the winding number Ind,.(a) is constant on each con
nected component of C\ U. In particular, if C1 is an unbounded component
of C \ U, then Ind1(a)
then
C\ U
0 for all a
E C1
(cf. Exercise
9).
If U is bounded,
has exactly one unbounded component. Hence if U is bounded
and C \U has only one component, then t hat component is unbounded and
Ind1(a)
0 for all a
EC \ U.
11.2, we saw that if U is simply connected, then Ind,.(a) 0
EC\ U (Lemma 11.2.3). It is natural to suspect that there is some
relationship between the two possible reasons why Ind,.(a) = 0 for all a E
C\ U , one reason being that U is simply connected, the other that C\ U has
In Section
for all a
only one component. [This intuition is increased by noting that the annulus
is not simply connected and its complement has two components. Moreover
the curves which are not homotopic to constants are ones that, intuitively,
go around the bounded component of the complement of the domain.]
It
is, in fact, true that these conditions are related and indeed equivalent for
bounded domains. The following theorem makes the expectation precise:
11.4.1. If U is a bounded, open, connected subset ofC, then the
following properties of U are equivalent:
Theorem
(a)
is simply connected;
(b) C \ U is connected;
( c ) for each closed curve '"Yin
and
Ind,.(a)
0.
(a) implies ( c ) . Also, (b)
C \ U is connected, then
Ind,.(a), being continuous and integervalued, is constant on C \ U. But
Ind,.(a)
0 for all a E C \ U with lal > sup{lzl : z E U} by Exercise 9.
Therefore ( c ) holds if (b) does.
We already know, from Section
implies
(c)
11.2,
EC\ U,
that
by the reasoning already noted:
If
To prove that
4.5.2
to see that
(c)
(c)
implies
(a),
combine Theorem
11.2.4
with Lemma
implies holomorphic simple connectivity. Then, as ex
plained in the second paragraph of Section
11.3,
simple connectivity follows.
11.4.
Connec t edness
of t he
345
Complement
This section
(a)
Figure 11.2
The remaining assertion, that ( c ) =? (b) (which will complete the
proof), is the most difficult. We prove this next. By now the logic of the
proof is probably obscure. Figure 11.2 outlines the reasoning.
The following proposition gives the critical step ( c )
Proposition 11.4.2. If U
is
=?
(b):
a bounded, connected open set and ifC \ U is
Indy(a) 1 0
not connect ed , t hen t here is a closed curve 'Y lying in U such t hat
for
some a EC \ U.
Proof of Proposition 11.4.2. If the closed set C \ U is not connected,
then it is expressible as the union of two disjoint, nonempty, closed sets
C1 and C2. [In detail: By the definition of connectedness, the fact that
C \ U is not connected means that C \ U
C1 U C2 where C1, C2 are
disjoint, nonempty, and closed in C \ U in the relative topology of C \ U.
But, since C \ U is a closed set in C, the sets C1 and C2 are necessarily
closed in C also.] Precisely one of these two sets can be unbounded, since
{z EC: lzl 2 1 + supwEU lwl} is connected (Exercise 18(a)). Let C2 be the
unbounded set and let C1 be the bounded one. Choose a E C1. Now define
=
inf{lz  wl : z E C1 and w E C2 }.
Notice that d > 0 because C1, being closed and bounded, is compact and
C2 is closed (Exercise 17).
Now cover the plane with a grid of squares of side d/10 (and sides
parallel to the coordinate axes) and suppose without loss of generality that
a is the center of one of these squares. Now look at the set S of those closed
squares from the grid that have a nonempty intersection with C1. Note that
no closed square in the set S can have a nonempty intersection with C2
because if a 1 x 1 square intersected both C1 and C2, then there would be
346
11. Topology
points in
C1 and C2
J2d/1 0
that are within distance
(i.e., the length of the
diagonal of that square). That would be a contradiction to the choice of d.
S1 be the set of squares in the collection S which can be reached
a by a chain of squares in S, each having an edge
in common with the previous one (Figure 1 1 .3). Orient all the squares in S1
as shown in Figure 1 1 .4 (counterclockwise), and consider all the edges which
do not belong to two squares in S1. This set of edges is clearly the union of
Now let
from the square containing
a finite number of oriented, piecewise linear, closed curves rJ
1, . . , k,
.
in U; the orientations of these curves are determined by the orientations of
the squares, with the curves disjoint except possibly for isolated vertices in
commonFigure
1 1 .5. [Exercise:
Show by example how a rj can occur that
S.]
is not the entire boundary of a component of
Now consider the sum of the integrals over the oriented squares:
I: _1 1
This sum equals
QES1
27ri
__
JaQ (  a
d,
because for the square Qa containing
l
1 1
d(
27ri JaQ a (  a
__
__
we have
1'
while for all the other squares we have
l
1 1
d(
27ri JaQ (  a
__
__
o.
On the other hand, because a common edge of two squares in
S1
is
counted once in one direction and once in the other, the sum
1
d(
"'""' _1 1
27ri JaQ (  a
QE
__
"'""' _1 1 1 d( .
27ri !, (  a
J
__
In particular, by ( * ) , it must be that
d, 1=0
1
I:
2m, fr1 (  a
_
_
Hence at least one term of this sum is nonzero, that is, some 'YJ is a closed
curve in U with nonzero winding number about the point
the desired conclusion.
a E
C1.
This is
0
The reader should think carefully about the argument just given. The
point, philosophically, is that the use of the squares enables us to make a
specific problem out of what at first appears to be a rather nebulous intu
ition. In particular, it is not necessary to know any results about boundaries
of general regions in order to establish the proposition.
11.4. Connectedness of the Complement
I/
I..; ...
...... ....
.....
....
'
347
"'
!'..
.....
.....
'
other part of
'
S(notS1l
'
{Shaded}
S1
,
7
region
)
I/
I/
"'
_ .....
......
Figure 11.3
Figure 11.4
It is interesting to note that an independently proved result in Chapter
12 will show directly that
(b)
implies
( a)
in Theorem 11.4.1. We already
know that if U is analytically simply connected, then it must be simply con
nected. Moreover, if every holomorphic function f on U has a holomorphic
antiderivative, then U is holomorphically simply connected by definition.
11. Top ology
348
Figure
Finally we know that
11.5
has a holomorphic antiderivative if
i f(z)dz=
for every piecewise smooth closed curve 'Y in U.
The advantage of condition
(** )
is that it is closed under normal limits.
In particular, we shall apply the following result, which is
theorem that will be proved independently in Section
corollary of a
12.1 ( see
Exercise
38):
Proposition 11.4.3
connected open set
tion
f:
+
( Corollary of Runge's theorem ) . If U is a bounded,
in C with C \ U connected, then each holomorphic func
C is the limit, uniformly on compact subsets of U, of some
sequence { Pj} of polynomials.
This theorem is a generalization of the fact that a holomorphic function
on a disc can be approximated uniformly on compact sets by the partial sums
of its power series.
Now assume
(b)
in Theorem
11.4.1.
For each fixed, closed curve"(,
i P(()d(=
for any polynomial
P ( because P certainly has an antiderivative ) .
i f(()d(
Therefore
11.5. Multiply Connected Domains Revisited
349
for each function f that is the uniform limit on 'Y of a sequence of polyno
mials. In particular, if C \ U is connected, then
i J(() d(
for every holomorphic function f: U+ C Thus
(b)
implies
as required.
( a)
11.5. Multiply Connected Domains Revisited
We developed earlier the intuitive idea that a (topologically) simply con
nected domain was one with "no holes." This chapter has given that notion
a
precise form:
(i)
the absence of a hole in the sense of there being no points
in the complement for a closed curve in the domain to wrap around is ex
actly the same as
(ii)
the absence of a hole in the sense of there being no
bounded component of the complement of the (bounded) domain. But what
about domains that
do have
holes, that is , that
do have nonempty
bounded
components of their complement?
It is natural, in case the complement C \ U of a bounded domain U has
a finite number
of bounded components, to say that U has
holes. [As
before, C \ U has exactly one unbounded component.] In more customary
if less picturesque terminology, U is said to have
connectivity k + 1
(i.e., the
number of components of C \ U). Then it is also tempting to ask whether
the number of holes can be determined by looking at rr1 (U). For
know this to be true: U has no holes, that is,
0, we
0 if and only if rr1 (U)
is trivial, that is, rr1(U) equals the group with one element (the identity).
But can we tell the difference between a domain with, say, two holes and a
domain with three holes just by examining their fundamental groups? We
know that the fundamental groups will then both be nontrivial, but do they
somehow encode exactly how many holes there are?
The answer to this question is "yes." But this assertion is not so easy to
prove. The whole situation is really part of the subject of algebraic topology,
not of complex analysis. Therefore we do not want to go into all the details.
But, just so you will know the facts, we shall summarize the key points that
topologists have established:
If U is a bounded domain with
holes (i.e., C \ U has
components), then U is homeomorphic to the open disc with
moved. The disc with
withe points removed if
k bounded
k points re
points removed is not homeomorphic to the disc
k f: P.
Indeed, if
k f: e,
then the disc with
points
removed has a different fundamental group than the disc with e points re
moved. [Here "different" means that the two groups are not isomorphic as
groups.]
11. Topology
350
We can actually describe what these fundamental groups are. For this,
recall that the
free group F
generated by a set A (or the
free group on A) is
defined to be the set of all finite "words" made up of elements of A, that is,
finite sequences with 1 exponents:
a tia i .. .a ;i.
Here
a1
is arbitrary but finite. A word is not allowed if
(same
a)
or if
ai
is followed by
a+i
is followed by
a+i.
These words are combinedthis is the group operationby juxtapo
sition:
(a tia i .. a ;/ ) . (b tib i .. b!I) = a tia i . . a ib tib i .. b !i
(with
a's , b's EA),
subject to the rule that if am=
b , and if am and b
i
i
ap
pear with oppositely signed exponents, then they shall be "cancelled." If, in
this situation,
ami
and b2 are equal but have oppositely signed exponents,
then they are to be cancelled as well; and so forth. For instance,
(For convenience,
(aia2a3) (a3ia2iai) = aiai.
aiai is usually written a i.) It is
easy to see that the
allowable words and the composition described form a group. In an obvious
sense, the group just described is generated by the elements of
with no
"relations" assumed: hence it is called the "free group" generated by A.
W ith this terminology in mind, we can now describe the fundamental
groups of domains with holes: The fundamental group of a bounded domain
with k holes is (isomorphic to) the free group on (a set with) k generators.
It is not
quite obvious
that the free group
isomorphic to the free group
Fl
Fk
on k generators is not
on f generators when k
f. To see that
these groups are not isomorphic, the thing to do is to look at
and
Flf[Fl,Ff.].
(Recall from group theory that if G is a group, then the
[G, G]
of
commutator subgroup
is the subgroup generated by the elements
{gig2g!ig ;ii: gi ,g2 E G}.)
You can check for yourself that
is isomorphic to the additive group
{(xi ,... ,xk ) E JR.k:
Xj
E Z,
all
j}.
351
11.5. Multiply Connected Domains Revisited
From this, it is easy to see that
Fk/[Fk,Fk]
is not isomorphic to
F,j[F1.,F1.]
if k
=I=
f. So
Fk
Ft.
cannot be isomorphic to
either.
It turns out that a closed curve
'Y ( at
a base point ) in a domain
is
homologous to 0 in the sense we have already defined if and only if
["!]
[7r1(U),7r1(U) ] .
For a bounded domain, with k holes, k 2, the group
equivalently,
7rI (U)
Fk
[7rI (U),7rI (U) ] =I= O;
is not commutative in this case.
So, for k 2,
there are always curves that are homologous to 0 but not homotopic to the
constant curve at the base point. This point is discussed in more detail in
the exercises.
Even a little more is true: Define an equivalence relation on the closed
curves
'Y
starting and ending at the base point P by
'YI ""' 'Y2
Q E C \ U. Equivalently, 'YI !!., "12 ( read "(1
1
I
is homologous to "12 ) if 'YI 'Y2 is homologous to 0, where 'Y2 (t)
'Y2 (l t),
as in finding homotopy inverses ( and denotes the composition of curves
defined in Section 11.1). The equivalence classes relative to this equivalence
relation are called homology classes ( actually, homology classes at Pthe
base point usually is not important and is therefore ignored ) . We shall write
b]h for the homology class of "f.
if Ind,,1
( Q)
Ind,,2 ( Q) for every
We can define a group structure on the set of homology classes by
defining a composition
+h:
bI]h +h b2]h ['YI . 'Y2]h,
where
is the composition of paths used to defined
7r1.
We used a plus
sign for this composition because the group of homology classes is always
abelian, that is,
['Y2]h +h bI]h
This is actually easy to see since Ind,,1 .,,2 ( Q)
Ind,,2.,,1 ( Q). The group of
homology classes of curves is denoted HI (U).
The group o f homology classes HI and the group o f homotopy classes
7rI are related:
HI (U) 7rI (U) /[7rI (U),7rI (U) ].
['YI]h +h b2]h
W ith this striking fact , we conclude our brief tour of the key ideas of ele
mentary algebraic topology and invite you to consult [ MAS] or
[GRH]
for
a more detailed view of these matters. Much of what we have said can be
11. Topology
352
generalized to arbitrary topological spaces, and it is worthwhile to find out
how.
Exercises
1. Provide the details of the proof of the Cauchy integral formula (using
11.2.4) for
[(  z]
(z)]/
[!(()  f
z E U.
Theorem
2. A set S
multiply connected domains, using the fact that
is a holomorphic function of
for each fixed
ffi.N is called
there is a continuous
'Y(O)
( EU
P and 'Y(l)
path connected if, for any two points
function (i.e., a path) 'Y : [O, 1]
S
+
[Hint:
E S,
such that
Q. Prove that any connected open set in
is in fact path connected.
ffi.
Show that the set of points S that can
be connected by a continuous path to a fixed point P in
and closed in
P, Q
is both open
U.]
{z EC: 1/2 < lzl < 2}. Consider the two paths 'Yi(t) e27rit
e47rit, 0 :::; t :::; 1. Prove that 'YI and 'Y2 are not homotopic.
and 'Y2 (t)
[Hint: You could use the index as a homotopy invariant. Or you could
construct your own invariant in terms of crossings of the segment { O+it :
1/2 < t < 2}.]
3. Let
4. Is the union of two topologically simply connected open sets in the plane
also topologically simply connected? How about the intersection? What
if the word "plane" is replaced by "Riemann sphere"?
5. Let
U1 U2
Define U
LJ1 U1.
C be
topologically simply connected open sets.
Prove that U is then topologically simply connected.
What if the hypothesis of openness is removed?
6. Use your intuition to try and guess the form of
7r1 (the first homotopy
group) of the set consisting of the plane minus two disjoint closed discs.
7. Let S be the unit sphere in ffi.3. Calculate the first homotopy group of
S.
[Hint:
First show that any closed curve is homotopic to a closed
curve that is a finite union of arcs of great circles. Do so by subdividing
an arbitrary given closed curve and using the fact that two curves with
the same endpoints, both curves lying in a fixed open hemisphere, are
homotopic with fixed endpoints.]
8. Refer to Exercise
for terminology. Show that if a planar set is path
connected, then it must be connected. Show that the set
[1, 1]} U { (x, sin 1/x) : x E (0, 1]} is
{ (0, y) : y E
connected but not path connected.
Exercises
353
9. Suppose that A <;;;; C is a connected, unbounded subset ofC and that r is
a closed curve in C that does not intersect A. Show that Ind"Y (a) 0 for
all a E A. [Hint: The quantity Ind"Y(a) is a continuous, integervalued
function on the connected set A and is hence constant on A. Also, for
a E A, with lal large enough, the index Ind"Y(a) is smaller than 1 and
hence must be equal to O.]
=
10. Let
S be a subset of the plane that is compact and topologically simply
connected. Does it follow that the interior of S is topologically simply
connected? [Hint: Look at the complement of the set.]
11. Let T be an open subset of the plane that is topologically simply con
nected. Does it follow that the closure of T is topologically simply
connected?
12. Let f(z)
1/[(z + l)(z  2)(z + 3i )]. Write a Cauchy integral formula
for f, where at least a part of the integration takes place over the circle
with center 0 and radius 5, and lzl < 5.
13. Let g(z)
tanz. Write a Cauchy integral formula for g, where at least
a part of the integration takes place over the circle with center at 0 and
radius 10, and lzl < 10.
=
14. Let
S and T be topologically simply connected subsets of the plane.
Does it follow that S \Tis topologically simply connected?
15. Let
S be a topologically simply connected subset of C and let J be a
complexvalued, continuous function on S. Does it follow that J(S) is
topologically simply connected?
16. Let
S be a subset of C and let f : C + C be an onto, continuous
1
function. Does it follow that 1 (S) is topologically simply connected
if S is?
17. Prove that if C1,
C2 are disjoint, nonempty closed sets in C and if C1 is
bounded, then inf{lz wl : z E C1, w E C2} > 0.

18.
(a) Assume that the domain U is bounded. Prove that there can be
just one connected component of the complement of U that is un
bounded. [Hint: {z EC: lzl 1 + supwEU lwl} is connected.]
(b) Assume further that the complement of the bounded domain U
has only finitely many connected components, and let C1 be the
union of the bounded components of the complement. Let C2 be
the unbounded component of the complement. Define
d
inf{ lz  wl : z E C1 and w E C2}.
Use Exercise 17 to prove that d
19. Show that part
U is bounded.
>
0.
(a) of Exercise 18 fails if we remove the hypothesis that
354
20.
Exercises
Let Ube a domain and P E U. Let/be a closed curve in U thatbegins
and ends at P.
Show that "Y
,1 and ,1 / are homotopic to the
constant curve at P. [Hint: For the first of these,
H(s,t)
21.
1(2ts)
if
0:::;t:::;1/2
1(2s(lt))
if
1/2
<
t:::;1.
Let Ube a domain. F ix a point P E U. Let /1, 12,/3be closed curves
based at P. Show that if /1 is homotopic to /2 and/2 is homotopic to
/3 , then 1
is homotopic to /3. [Hint: If Hl is a homotopy from /1 to
/2 and H2 is a homotopy from/2 to/3, then define
H( 8' t)
22.
H (2s,t)
1
H2(2s l,t)
0:::;s:::;1/2
if
if
1/2
Let Ube a domain. Suppose that r : [O, 1]
with r(O)
P E U and f(l)
curve/: [O,1]
+
U with 1(0)
by
(r1 . 1. r)(t)
<
+
s:::;1.
U is a continuous curve
Q E U. For each continuous, closed
1(1)
P, define r1 / r: [O,1]
r(l4t)
if
+
o:::;t:::;1/4
1(2(t1/4))
if
1/4
<
t:::; 3/4
r(4(t  3/4))
if
3/4
<
t:::;1.
Show that r1 / r is a continuous curve that starts and ends at
( a)
Q.
Show that, with r fixed, the equivalence class [r1 "Y f] of r1 "Y. r
(b)
in rr (U)based at Q depends only on the equivalence class [r] of/
in rr (U) based at P.
(c )
Show that the mapping
[r]
[r1 . 1 . r]
f+
is a group homomorphism.
Show that the composition of the group homomorphisms [r]
(d)
[r1. "Y. r] followedby [<5]
f+
f+
[r1 . <5 . r] (for <5 a closed curve at Q)
is the identity mapping from rr (U) based at P to itself.
Show that rr (U)based at P is isomorphic to rr (U)based at Q for
(e)
all points P, Q in U.
23.
Let U
Cbe
a connected open set and/: [O, 1]
+
U a closed curve in
U. We define the statement "1 is freely homotopic to a constant in U"
to mean: There is a continuous function H: [O,1]
(1)
H(l, t) is a constant , independent oft E [O,1];
[O,1]
(2)
+
H(s,
U such that
0.)
H(s,1)
1(t) for all t E [O,l]. (One thinks of
as a family of closed curves , the curve corresponding to s
0
for alls E [O,1]; and
H(s,
(3)
H(O,t)
being/ and the curve corresponding to s
1being a constant.) Clearly,
355
Exercises
"f(O) to the constant curve at 'Y(O), in the sense
11.1, then 'Y is freely homotopic to a constant.
Prove the converse: If 'Y is freely homotopic to a constant, then 'Y is
homotopic at 'Y(O) to a constant. [Hint: The bottom edge of the square
if
'Y
is homotopic at
introduced in Section
can be deformed with fixed endpoints to the curve formed by the other
three sides in succession. The Himage of the threesided curve is itself
homotopic at
'Y(O)
to the constant curve at
7rI ( U)
24. In the text we defined
for any (open) domain
struction can be applied to define
P E X.
with
Here
"f(O).]
7rI (X, P)
is a "base point."
through, and show that if
U.
The same con
for any topological space
Think this generalization
is path connected (see Exercise 2the
definition there applies to any topological space), then
7rI (X, Q)
are isomorphic groups for all
P, Q E X
7rI (X, P)
and
(see Exercise 22 for a
clue).
25. Let
and T be topologically simply connected sets in the plane. Does
it follow that
26. Let
\JI
t
Tis topologically simply connected?
be a continuous mapping from a topological space
to a topological space
Y.
Let
"induces" a group homomorphism
P
\JI*
X. Show that \JI
7rI (X, P) to 7rI(Y, \JI ( P)) by
be a point of
from
w*(['Y]) = [w o "f]. [Hint: Part of the problem, of course, is to show
W* is well defined, i.e., that if 'YI ,....., "f2, then W*(['YI]) = W*(['Y2]).]
27. Let
(a)
{z EC: 1
<
lzl
<
that
3}.
Show that every closed curve
homotopic at the point
'Y: [O, 1]
t
with
2 to a closed curve
'Y(O) = "f(l) = 2 is
::Y: [O, 1] t U such
<::;: {z: lzl = 2 } .
'YI, 'Y2 ( as in part (a)) are homotopic at the point 2 in
U, then 91 and ::Y2 are homotopic at the point 2 in {z : I z I = 2 } .
I
( c ) Deduce that 7rI(U) is isomorphic to 7rI(8 ), where 81 = {z: lzl =
2 }.
that
(b)
9([0, 1])
Show that if
28. The goal of this exercise is to prove that
group of integers Z under addition. Here
7rI(81) is isomorphic to the
81 = {z E C: zl = 1}, that
is, the unit circle in the plane.
(a)
'Y(O) = 1. Show
Ay : [O, 1] t JR.
2
such that Ay(O) = 0 and e 71"iAy ( t ) = 'Y(t) for all t E [O, l]. In
accordance with our previous terminology we call Ay(l) the winding
number of 'Y [Hint: For existence, subdivide the interval [O, 1] into
subintervals with a partition 0 = to < tI < t2 <
< tk = 1 such
that, for each j = 0, 1, .. . , k1, the image 'Y([tj, tj+ ]) is contained
1
in some arc of the unit circle having length less than 7r. Select
Let
'Y : [O, 1]
t
81
be a continuous curve with
that there is one and only one continuous function
"branches" of the angle function on each such circular arc, and
356
Exercises
1
Figure 11.6
patch these together, adjusting by multiples of 27r when necessary,
to make them fit together continuously.]
(b) Suppose that 11 and 12 are as in part ( a ) and that, moreover,
11 (1)
12 (1)
1. Prove that 11 and 12 are homotopic at 1 (as
1
closed curves in S ) if and only if Ay1 (1)
Ay2 (1). [Hint: If /I
and 12 are homotopic, then An (1)
Ay2 (1) because the winding
number cannot "jump" when the curve is deformed continuously.
For a homotopy when Ay1 (1) Ay2 (1), use
=
exp[27ri((l  s)Ay1 (t) + sAy2(t))]
for s, t E [O, 1].
1
( c ) Conclude that 7r1(S )
Z.
29.
Use the ideas and results of Exercises 27 and 28 to show that 7r1 ( { z E
C: R1 < [z[ < R2}) Z for any R1,R2 such that 0:::; R1 < R2:::; +oo.
[Hint: See Exercise 27.]
30.
The purpose of the present exercise is to construct a curve that is ho
mologous to zero but not homotopic to zero. The construction is rather
elaborate. You should consider it as an openended invitation to learn
more about topology.
An open interval I JR can be subdivided into infinitely many
subintervals with the property that the endpoints of the subintervals
accumulate only at the endpoints of I. For instance, the interval (1, 1)
can be subdivided into (0, 1/2), (1/2, 3/4), (3/4, 7/8), ... and (1/2, O),
(3/4, 1/2), (7/8, 3/4), .... With this subdivision process, which
2
can be scaled to apply to any interval, we construct a subset of JR. as
follows:
Begin with (1, 1) subdivided as described in the last paragraph.
Attach to each point that occurs as an endpoint in the subdivision a ver
tical, open segment centered at that point and having length one (Figure
Exercises
357
+
I
Figure
11.6).
11.7
Now subdivide each of these vertical segments as in the preceding
paragraph. On each vertical segment J, attach at each subdivision point
a small horizontal open segment, centered on J; the segments J should
be so short that no two horizontal segments intersect.
Continue this process by subdividing each new horizontal segment,
and adding even smaller vertical segments that are centered on the hor
izontal segments at each subdivision point.
are shown in Figure
Some steps of the process
11.7.
The result of repeating this construction infinitely many times is an
"infinite graph" G (in the sense of graph theory) with four edges meeting
at each vertex. Now define a map
7r :
2 whose image is the union
G+
of two circles that osculate at a point. For specificity, let the two circles
be
{(x,y) E 2: (x+ 1)2+y2=1}
Denote this union by
S = 81 U 82.
{(x,y)
2: (x1)2+y2=1}.
We define the map as follows: All
vertices in the graph get mapped to the common point (0, 0) of the two
circles. A horizontal segment between two adjacent vertices of G is to
be "wrapped" counterclockwise around
82.
A vertical segment between
two adjacent vertices of G is to be "wrapped" counterclockwise around
S1. Now prove the following:
(a) The mapping 7r just described is a continuous function from G (with
the topology induced from 2) onto S.
(b) If t
1( t) E 2, t E [O, 1], is a continuous curve with 1( t) lying
in S for all t E [O, 1] and with 1(0 ) = (0, 0), then there is a unique
curve t
::Y(t) E G such that 9(0) = (0, 0) and 7r(9(t)) = 1(t) for
all t E [O, 1]. [Hint: Look carefully at how you did Exercise 28 (a)

f>
and imitate that idea.]
Exercises
358
( c ) If ')'1,')'2 are two curves as in part (b) and if b1 ]
b2 ] E 7r1(S),
then 11 (1) 12 (1).
(d) If ')'1, 1'2 are as in parts (b), ( c ) and if 11 (1) 12 (1), then b1 ] b2 ]
in 7r1 (S).
( e ) Deduce that if o1 is a curve that goes once counterclockwise around
S2 and o2 is a curve that goes once counterclockwise around S1
(with Oj(O) Oj(l) (0, 0), j 1, 2), then
=
[01 02] f= [02 01].
1
1
Conclude from ( e ) that [o1 02 o;_ 02 ] f= [e].
2
Show that there is a continuous mapping R: JR \ {(1, 0), ( +1, O)}
 S with the property that R is restricted to S is the identity.
1
1
Deduce from (g) that [01 02 o;_ 02 ] f= [e] in the homotopy
1
2
group 7r1 (JR \ {(1, 0), ( +1, O)}). That is, show that 01 02 o1 o21
2
is not homotopic to a constant mapping in JR \ {(1, 0), ( +1, 0)}.
[Hint: Such a homotopy, if it existed, could be composed with R to
give a homotopy taking place in the union of the two circles S.]
1
Show that 01 0201102 is homologous to zero in JR2\{(1, 0), (1, O)}.
(f)
(g)
(h)
(i)
31.
Let U {z: JzJ < 1, z f= 1/2, z f= 1/2}. Let f: U  C be holomor
phic. Prove that there is a holomorphic function F : U  C such that
F'
f if and only if
=
li(1/21=1/4
J(() d(
and
li(+l/21=1/4
f(() d(
0.
* 32. Let U be a connected open set in C Define an equivalence relation
,....., on the set of holomorphic functions on U by Ji ,....., h if there is a
holomorphic function F : U  C such that F'
J1  h on all of U.
Prove the following statements about ,...:..,
( a ) The relation ,....., is indeed an equivalence relation.
(b) The set of equivalence classes induced by ,....., forms a vector space
over C under the operations [f] + [g]
[f + g] and o[f]
[of],
oEC
( c ) Use Exercise 31 to prove that, if U
{z : lzJ < 1, z f= 1/2, z f=
1/2}, then the linear space constructed in (b) is a twodimensional
vector space over the field C of scalars.
** (d) Use Runge's theorem to convince yourself that if U is a bounded,
connected open set in C such that C \ U has k + 1 components,
then the vector space has dimension k over C.
=
* 33. Let U be a connected open set in C. Define an equivalence relation
,....., on the set of all harmonic functions from U to JR by h1 ,....., h2 if
h1  h2 : U  JR has a harmonic conjugate (i.e., h  h2
Re F for
1
some holomorphic function F : U  JR). Prove the following statements:
=
Exercises
( a)
(b)
359
The relation "' is indeed an equivalence relation.
The set of equivalence classes forms a vector space over the scalar
[h 1 ]
field IR with operations
[h2]
[h 1
h2]
and a [h] =
[ah] ,
a ER
(c )
Show that the dimension of this new vector space is
D(O, 1) \ {z1, ..., zk},
that is, the disc with
Uj : z
the functions
k for the domain
points removed. Do this by showing that
ln
!z  Zjl, j
1, ..., k,
form a basis.
[Hint:
Refer to Exercise 6 of Chapter 7 for the case of one deleted point.]
* 34. Let
be a connected open set in C.
"' on the set of all
( real )
Define an equivalence relation
C00 differentials
( i.e.,
differentials with C00
coefficients ) w =
if w1  w2
A(x, y)dx+B(x, y)dy with 8B/8x = 8A/8y by w1 "' w 2
df for some C00 function f : U R Prove the following
+
statements:
(a)
(b)
The relation "' is indeed an equivalence relation.
The equivalence classes under this relation form a vector space over
IR in a natural way ( refer to Exercises
(c)
The vector space has dimension
32 and 33).
k when the region U is a disc with k
points deleted. What differentials can you use as an explicit basis?
* 35. Prove the following result, which is commonly known as the Lebesgue
covering lemma: If K is a compact set in a Euclidean space Rn, n
1,
{U.x, .X E A} is a collection of open sets in Rn such that K C
U.xEA U_x, then there is an E > 0 such that, for each k EK, there is a set
U.x with B(k, t: ) c U_x. Here B(y, r ) is the Euclidean ball with center y
and radius r. [Hint: Suppose not. Then there is, for j = 1, 2, 3, ... , a
kj EK such that B(kj, 1/j ) fails to be contained in any U_x. Choose a
subsequence {k]t} that converges to a point, call it ko, in K. Then derive
a contradiction from the fact that ko E U_x0 for some index .X o.] Note
and if
that the Lebesgue covering lemma actually applies to compact metric
spaces in general, by the same proof.
* 36. Suppose that
is a connected, open set in C,
morphic function, and
is
not
program to define
( a)
y : [O, 1]
+
assumed to be piecewise C
for
0, 1, 2,
C is a holo
+
is a continuous curve
( note
that "f
Carry out in detail the following
fy J:
Choose, by applying Exercise
contained in
).
f : U
35,
a positive integer
... , N 1, y([j/N, (j + 1) /N] )
U.
such that,
some open disc
Dj
360
Exercises
(b)
Let Fj : Dj
C be
a holomorphic function such that F
Dj. Then each
=f
on
N1
i'Y f= L [
=
j=O
(c)
Fj(r((j + 1)/N))  Fj(r(j/N)) .
Suppose that 0
t o < t1 <
< tM
1 is any partition of [O, 1]
with the property that 'Y([tj, tj+iD C some open disc Dj contained
in U. Verify that
M1
if= L [
j=O
'Y
F (r(tj+1))  F (r(tj)) .
In particular, verify that the definition of
(d)
'Y
in part
(b)
is inde
pendent of the choice of the integer N.
Check that if 'Y is a piecewise C1 curve, then the definition of
Jy
(b) agrees with the definition from
that we have formulated in part
Chapter 2; that is, check that the new definition gives the same
1
J(r(t)) r'(t) dt.
answer as
*
37. Construct an alternative proof of Corollary 11.2.5 by completing the
following outline:
Let H : [O, 1] x [O, 1] Ube a homotopy through closed curves,
that is, H is continuous and H(s, 0)
Suppose that
that
: U
H(s, 1) for all s
[O, 1].
is holomorphic. We want to prove
(0,.) f = .) f
=
=
( 1,
Choose, using Exercise 35, a positive integer N so large that,
for each j, k with j
0, 1, 2, ..., N 1, k
holds that H [j/N, (j + 1)/N]
0, 1, 2, ..., N 1, it
[k/N, (k+ l)/Nl
is contained
in some open disc contained in U. Then the counterclockwise
integral of
around the curve given by the Himage of the
boundary of the square [j/N, (j + 1)/N]
[k/N, (k + 1)/N]
equals 0.
Sum over j, k and note that the inside edges cancel to deduce
that the integral of
around the boundary of [O, 1]
[O, 1]
equals 0. Then deduce the desired conclusion of the theorem.
38.
( a)
(b)
Prove:
If U is a bounded, connected open set in
connected, then the set K6
c5 > 0 sufficiently small,
{z
U : dist(z,
is compact and
\ K6
\ U)
with
c5},
\U
with
is connected.
Deduce Proposition 11.4.3 from Corollary 1 2.1.2 in the next chap
ter.
Exercises
361
39. Justify in detail the application of Fubini's Theorem in the discussion
preceding Theorem 11.2.6.
For this, you will need to think carefully
about the definition of the integral of a holomorphic function along a
continuous curve given earlier.
Chapter 12
Rational
Approximation Theory
12.1. Runge's Theorem
A
rational function is, by definition, a quotient of polynomials. A function
C to C is rational if and only if it is meromorphic on all of C (Theorem
from
4.7.7). A
rational function has finitely many zeros and finitely many poles.
The polynomials are those rational functions with pole only at oo. Let K
C be compact and let J : K
conditions is
t
C be a given function on K. UndeE_ what
f the uniform limit of rational functions with poles in C \ K?
There are some obvious necessary conditions:
(1)
J must be continuous on K;
(2)
J must be holomorphic on K, the interior of K.
It is a striking result of Mergelyan that, in case C \ K has finitely many
connected components, then these conditions are also sufficient. We shall
prove Mergelyan's theorem in the next section.
In the present section we
shall establish a slightly weaker resultknown as Runge's theoremthat is
considerably easier to prove.
12.1.1 (Runge). Let K C be compact. L!t f be holomorphic
on a neighborhood of K. Suppose that P is a subset of C \ K containing one
point from each connected component of C \ K. Then for any t > 0 there is
a rational function r(z) with poles in P such that
Theorem
sup
lf(z)  r(z)I
<
t.
zEK

363
12. Rational Approximation Theory
364
Figure 12.1
<C be
Corollary 12.1.2. Let K
compact with
<C \
K connected.
Let
be holom orphic on a n eighborh ood of K. Then for any E > 0 there is a
holom orphic polynomial
p(z) such that
sup
K
lp(z)  f(z)I
< E.
The corollary follows from the theorem by taking P
{ oo}.
We shall prove Theorem 12.1.1 later in this section, but first we shall
give some applications and explain the idea of the proof.
EXAMPLE 12.1.3. There is a sequence of holomorphic polynomials Pj such
that Pj
1 normally in the upper half plane, Pj ___, 1 normally in the
lower half plane, and Pj ___, 0 uniformly on compact subsets of the real axis.
___,
Proof. Let
Kk
{z
<C:
::::; I Im zl ::::; k, I Re zl ::::; k
{z E <C: Im z
See Figure 12.1.
Let
fk(z)
1
if
if
.l f
Imz > A
IImzl < A
I mz < i
2k .
0, Re
zl
::::; k }.
12.1. Runge's Theorem
365
Figure 12.2
Then
fk is
holomorphic on a neighborhood of
Kk and
\ Kk is
connected.
So Corollary 12.1.2 applies, and there is a holomorphic polynomial
that
sup IPk(z)
Kk
The sequence
{Pk}
 fk(z)I
Pk such
k
r .
<
has the desired properties.
EXAMPLE 12.1.4. There is a sequence of holomorphic polynomials Pk such
0 pointwise on C \ {x + iO: x 2: O}.
Pk(O) = 1 for all k and Pk
that
_____,
Proof. For k = 1, 2, 3, ... , let
[ ( ) { z
Lk = D(O,k ) \ D
0,
C :
1
 2k
< Im
<
0, Re
> 0
}]
and
See Figure 12.2. Define
fk(z) =
Then
fk is
if
IzI
<
41k
if
I zI
>
31k .
holomorphic on a neighborhood of
Kk,
Corollary 12. 1.2 applies. So there is a polynomial
sup
Kk
Define
lqk(z)  fk(z)I
<
r .
\ Kk is
qk such
connected, and
that
366
12. Rational Approximation Theory
Then
Pk(O) = 1
and
sup IPk(z)
 fk(z)I
<
sup
IPk(z)  qk(z)I
+sup
Kk
Kk
<
lqk(z)  fk(z)I
Kk
rk + sup lqk(z)  fk(z)I
zEKk
Thus the sequence
Examples
Pk
12.1.3
has all the required properties.
12.l.4 provide a counterpoint to the normal fam
6.5. There we developed some intuition that se
and
ilies material in Section
quences of holomorphic functions tend to converge uniformly on compact
sets (i.e., normally). By contrast, the sequences in these examples converge
pointwise, but most definitely do not converge normally on C. The point
is that the sequences in the examples are not bounded uniformly on com
pact sets, so that Montel's theorem (Theorem
6.5.3)
is irrelevant to these
situations. Thus one can think of the examples as illustrating the essential
nature of the boundedness hypothesis of Montel's theorem.
We turn now to the proof of Theorem
12.l.l.
The essential idea in the
proof of Runge's theorem is to apply the Cauchy integral theorem to f and
then to approximate the integral by its Riemann sums. The construction
used is closely related to ideas used in Chapter
of Theorem
11.2.4.
11,
for example the proof
This is best perceived if we first prove a preliminary
version of the theorem in which we do not worry about the exact location of
the poles. The poles can be handled afterwards with the technique of "pole
pushing" (cf. Lemma
8.3.5).
Proposition 12.1.5. Let K C be compact and let U be an open set
containing K. If f is holomorphic on U and E > 0, then there is a rational
function
r(z)
with all its poles in C \ K, with simple poles only and limit 0
at oo, s u ch that
sup IJ(z)
zEK
 r(z)I
< E.
Proof. We may assume that U is bounded. Let
a=
inf{lz  wl: z EK, w EC\ U} > 0.
Choose a positive integer N such that
2N+l
<
and consider the grid in
C consisting of closed boxes with vertices
k
+1 k
j
k +1
+ 1 k +1
2N'2N ' '2N ' 2N'2fl ' '2fl
(j
Let
) (j
) (
) (j
be the set of all such boxes which intersect K. See Figure
12.3.
367
12.1. Runge's Theorem
Figure 12.3
For any Q E g and
(j. 8Q we see that (since Q
_1 j f(()
d(
27l"i JaQ (  z
{ f(z)
O
if
if
z
z
U)
EQ
(j. Q.
Here each Q is equipped with the positive, counterclockwise orientation.
If z EK is fixed, z not in the boundary of any Q, then there is precisely
one Q such that z E Q. Thus
I:
1 J(() d(
27l"t Ja
 Z
Q(
QE9
t(z) .
But the integration over any edge shared by two Q's occurs twice in this
sum and with opposite orientations. Thus the integrations cancel. If 1 is the
oriented union of the remaining edges, then the image ::Y of '"'( lies in U \ K
and
27ri lr
See Figure 12.4.
f(()
(z
d(
(12.1.5.1)
f(z).
Now the integral on the left of Eq. (12.1.5.1) is a continuous function
of z, so Eq. (12.1.5.1) persists for all z EK (not just those in K\LJ (J 8Q).
QE
The set ::Y consists of finitely many linear segments (let the segments be
parametrized by 'Yj: [O, 1]+ C,j
1, ... ,n ). Thus Eq. (12.1.5.1) becomes
=
[1 f('Yj(t)) 1j (t) dt
1 (t)  z
27ri
l
J=
}0
f(z).
(12.1.5.2)
Since K is disjoint from ;:y, each integrand in Eq. (12.1.5.2) is jointly
continuous in z and t. Thus one can verify directly that the Riemann sums
12. Rational Approximation Theory
368
G
Figure
for each of the n integrals in Eq.
As a result, there are partitions 0
n
M(j}
LL
1=1 t=l
tr
<
(tt.))
1 e j(). 6.  f (z)
1
11(te)  z
f(
(12.1.5.3) is
'"'/j (t ) E C \ K as desired.
The proof of Theorem
12.1.1
converge uniformly for
(12.1.5.2)
But each summand in Eq.
pole only at
12.4
t1M(j)'j
<
< E,
1, ... , n
zEK.
such that
(12.1.5.3)
a rational function of z with simple
in its full generality requires the following
slight refinement of the "polepushing" Lemma
Lemma 12.1.6
all
z E K.
8.3.5.
K C be compact. Let
PE C \ K and let U be the connected component of C \ K which contains
P. If E > 0 and QE U, then there is a rational function q(z) with pole only
at Q
( Generalized
polepushing ) . Let
such that
sup
zEK
I _!_p  q(z) I
< E.
Z 
Proof. We will show that the set G U of points
which satisfy the
conclusion of the lemma is open, nonempty, and has open complement in U.
This will imply that G
U, completing the proof.
The set G is certainly nonempty since
PE G.
The set G is open since if Q E G and
Lemma
8.3.5
applies to show that
Q'E G.
I Q  Q'I
<
dist ( Q, K), then
12.2. Mergelyan 's Theorem
369
The set U \ G is open since if Q E U \ G and if Q' E U satisfies
IQ  Q'I
be in G.
< dist(Q, K), then Q' cannot be in G, for if it
[Exercise: Work out the situation oo E U.]
were, then Q would
This completes the proof.
Proof of Theorem
tion
r(z)
By Proposition
12.1.1.
12.1.5,
there is a rational func
with all poles in C \ K, with simple poles and limit 0 at infinity,
such that
sup lf(z)
 r(z)I < :.. .
2
zEK
We can write
Gj
"'
rz
'
( ) = L.....t
f3 z
j=l J
f]j is in C\K. Let Uj be the connected component of C\K that
f3j Let Pj E P n Uj . By Lemma 12.1.6 there is a rational function
a pole only at Pj such that
where each
contains
Qj
with
sup
zEK
1
  Qj I <
1f3j 2Nlajl
E
Define
r(z) = L O'.jQj
j=l
Then
sup lr(z) f(z)I:::; sup lr(z) r(z)I +sup lr(z)
zEK
zEK
zEK
 f(z)I
12.2. Mergelyan's Theorem
It is easy to see that the proof of Runge's theorem in Section
relied on the hypothesis that
12.1 genuinely
is holomorphic in a neighborhood of K.
After all, we needed some place to put the contour 'Y This leaves open the
question whether conditions
(1)
and
(2)
at the begining of Section
12.1 are
sufficient for rational approximation on K. When C \ K has finitely many
components, the conditions are sufficient: This is the content of Mergelyan's
theorem which we prove in this section.
It is startling that a period of
sixtyseven years elapsed between the appearance of Runge's theorem
( 1885)
12. Rational Approximation Theory
370
and that of Mergelyan's theorem (1952), for Mergelyan's proof involves no
fundamentally new ideas. The proof even uses Runge's theorem. The sixty
seven year gap is even more surprising if one examines the literature and sees
the large number of papers written on this subject during those years. The
explanation is probably that people thought that Mergelyan's theorem was
too good to be true. It took the world by surprise and superseded a huge
number of very technical partial results that had been proved by others.
We shall concentrate first on proving the simplest form of Mergelyan's
theorem, using elementary and selfcontained methods (the proof that we
give here follows the steps in [RUD2]). Afterwards, in this section and in
Section 12.3, we shall explore further results of the same type.
Theorem 12.2.1 (Mergelyan). L et
K C
be compact and assume that
\K
is connected. Letf E
Then for any
>
C(K)
lp(z)  J(z)I<
0 there is a holomorphic polynomial
sup
zEK
p(z)
be holomorphic on the interior
of K.
such that
E.
The proof is most readily grasped if it is broken into several lemmas: In this
way, the main ideas can be identified.
oo
In the next lemma, and in later discussion in this chapter, it is con
oo.
venient to have a concept of the derivative at
of a holomorphic funtion
oo
J: {z: lzl R}
oo.
J'(oo) :zf(l/z)lz=O'
{z: < lz  Pl<
P,
J'(P) = !!__dz ()I
J .
z
oo,
( )
with removable singularity at
This is a natural extension of the idea we
hav! already considered of regarding
as essentially like any other point
of <C. More precisely, suppose that
function with a removable singularity at
>
>
C is a holomorphic
We define
and similarly for higher derivatives off. Moreover, iff :
R}
>
C is a holomorphic function with a pole at
then we set
Note that these conventions continue to make the chain rule apply.
example, the function
1/(2z) has derivative 1/2 at
tt
inverse function w tt 1 / 2w
at
oo
has derivative 2 at 0.
For
while its (same)
So the compositions,
in either order, which are the identity function, and must have derivative 1
and 0, respectively, can do so consistently with the chain rule, since
=1.
Lemma 12.2.2. Let
E ;
C\E
>
D satisfying(
C be compact, connected, and contain more than
oo)
c;_ne point. Assume that C
\ E is connected.
I'(oo)I
Then any conformal mapping <P :
= 0 has the property that
2: (diam E) /4.
Mergelyan 's Theorem
12.2.
Proof. Let a =
function
'(00)
371
f 0. Then
'l/J(z)
(1)'(0) =
1/a. If T
E E,
then the
Q
=
<PI(z)  T
is holomorphic and onetoone on D and satisfies 'lj;(O) = 0, 'l/J'(O) = 1 (exer
cise using Laurent series). It will be proved in Section 13.1 (independent of
the results of the present section) that such a function 'ljJ must have image
that contains D(O, 1/4) . If f T is another point ofE, then is not in the
image of1; hence a/(  T) is not in the image of 'lj;.
Thus
or
T) l l
I
lnl
Since , T
E E were arbitrary,
Tl
we conclude that
diamE
Note: See Exercise 21 for the proofthat
C\E is conformally equivalent
IQI
to D.
12.2.3. L et E D(P, r) C be a compact, connected set with
diameter at least r/2. Assume that C \ E is connected. Then there is a
family </Jc;, ( ED(P, r) , of holomorphic functions
Lemma
<;: C\ E4C
satisfying
(1) 1 <;(z)I < 600/r for all z EC\ E,
(2) l<P<;(z)  l/(z  ()I < (5000r2) /(lz  (13) for all z EC\ (EU{(}),
(3) 0 e function ((, z) = </Jc; (z) is jointly continuous in z and(, z E
C\ E, ( E D(P, r) .
Proof. Assume for simplicity that
P = 0. Let
:C\ E4D
be a conformal mapping with (00) 0. Then define a= '(00) and
=
h(z) = <j;(z) .
Q
By Lemma 12.2.2 we know that the image of h lies in D(O, 8/r) . Let f3 =
h" ( oo ) /2 and define
</J c; (z) = h(z)
((  {3) h2(z) .
372
12. Rational Approximation Theory
The Cauchy estimates tell us that
lf31
:S 8r.
Thus, for ( E D(O, r),zEC\E, we have
I <t>dz) I
This is property
::;
8
+ 9r
r
(8)2 600
r
r
( 1).
To prove property
2 r we have
=  +
z(
1
It follows that
Thus, by definition of <Pc, z),
(
(z()2
(+
z2

( + =
or
we expand h(z) about (E D(O, r). For lz (I
(2),
h(z)
<
>
( )
=(3
h"
00
= f3  ( .
17 (z) = <t>c. (z)
1
 
z(
(z()3
is bounded whenz is large. It follows that r7 has a removable singularity at
z = oo; that is, 17 is holomorphic on C \ E. Ifz E C \ E and z
l l < r, then
lz  (I < 2 r and
By property
( 1)
this is
:S 5000r2.
The maximum modulus theorem now implies that
l11(z) I :S 5000r2
or
5000r2
for allzEC\E.
:S
</> ( )z(
lz(l 3
c,z
This is property (2). The joint continuity assertion in property
mediate from the definition of ((,z).
Lemma
12.2.4. If is continuously differentiable on C and
compact set, then
( )=
</>z
(where (
+ iry)
_!_Jr { (8/8()(() dd17
7f
for allzEC.
Jc
(z
(3)
is im
D
vanishes off a
12.2.
373
Mergelyan 's Theorem
Proof. Let {z: (z)
i= O} D(O, R). Then Green's theorem (see Appendix
A) gives, for any z E D(O, R), that
</J(z)
(()
J
2rri
laD(O,R)
 z
d(
_!_ff,D(O,R)
(8/8()(()
7r
(z
dd17.
The first integral vanishes since = 0 on 8D(O, R). Since R can be taken to
be as large as we please, the result follows.
D
Lemma
12.2.5. Define
A(z)
Th en, for any 0
< r < oo,
(1  lzl2) 2
if lzl 1
if lzl > 1.
the function
Ar(z)
3 =
rrr2
(z)
A r
satisfies the following:
(1)
Jfc Ar(() dd17
1.
(2) Ar E C(C).
(3) If PE C and f is holomorphic on D(P, r ) then
JJ f(P
()Ar(() dd17
Proof. Note first that
Jfc >..( () dd17
rr
f(P).
Now property (2) follows by direct verification. Also property (6) follows
from property (4) since the support of 8Ar/8( is contained in D(O, r ) . Prop
erty (4) follows from the observation that
IV7>..I
together with the chain rule.
2(1  lzl2) 2lzl
374
12. Rational Approximation Theory
For property (1) we use a change of variables:
Jk Ar(() ddry r2 Jfc Ar r( dd17 Jk Ai(() ddry
(
To establish property (3) we use polar coordinates with
typographical convenience:
f(P  ()Ar(() ddry
1.
a 3/7r
=
for
for fo2rr f  sei9 Ar sei9 s d()ds
r2a for >..(s/r)s fo2rr f  sei9) d()ds
r2a for >.. s /r s27r ds
27r a fol >.. s s ds
a Jk )...(() ddry
(P
(P
J(P)
J(P)
( )
J(P)
J(P).
Finally property ( 5) holds because
r f 8 Ar dxdy
JJe 8 x
{
JR
and likewise for
j 2r 88Axr dxdy { Ar(2r, y)  Ar(2r, y) dy
JR
2r
r f 8 Ar dxdy.
Jle ay
=
Now we proceed as follows. Given an f E C(K) which is holomoro
phic on K, we extend f continuously to all of C (by the Tietze extension
theoremsee Appendix A). The extension may be taken to have compact
support (i.e., the closure of the set where the extended function is nonzero
is compact). Continue to designate the extended function by the letter f. If
8 > 0, we define the modulus of continuity off to be
w(8)
sup
lzwlS.5
lf(z)  f(w)I.
Since f vanishes off a compact set, it follows that f is uniformly continuous.
0.
Therefore lim6+0+ w(8)
For
>
0 define
F(z)
Jk Ar(z  () f(()ddry.
K) r}
Let U
{z E K: dist(z, C \
>
and H (suppF) \ U (where suppF,
the support ofF, is the closure of the set where F does not vanish).
=
12.2. Mergelyan 's Theorem
375
Lemma 12.2.6. The function
FE C(C);
(2) F(z)
f(z)
(3) lf(z)F(z)I
satisfi.es
(1)
for all
(4)
.::;: w(r);
(z) .::; 4n(r)
(5) F(z)

7r
z EU;
for all
z EC;
(aF/a{,)(() d d
'f
J./H (z ry,
F
Proof. The function
for all
z EC
has compact support because
and
Ar
do.
The
continuom; differentiability follows from
8F
ax
1.
F(x + h, y)F(x, y)
r { Ar(z
r { Jle ,\r(z
Jle
1111
h+O
lim
+h
h+O
Iim
(Ar(z() f(() ddry
+ h()
h+O
 Ar(z() f( ddry
()
(see Appendix A). This last expression equals
and likewise
aF
ay
" { 8 r(z() f(() ddry.
J.le ay
.X
Next, we obtain property (2) of Lemma
Lemma
12.2.5
since if
For property
F(z) =
(3)
z EU,
then
12.2.6
from property
f is holomorphic on D(z, r ) .
we write
f[ Ar(z()f(() ddrJ = J[ f(z(),\r(() ddry.
It follows that
IF(z)  f(z)I
Ilic (f(z()f(z)),\r(() ddT} I
(where we have used property (1) of Lemma
12.2.5);
.::;: JI w(r) r(( ) ddT}
this is
.X
(since the integrand has support contained in
=
w(r).
D(O,
r))
(3)
of
12. Rational Approximation
376
Theory
Next,
ff 8;; (z  ()f(() ddT/
ff 7 (()f(z  () dd11
ff 7 ((){f(z  ()  f(z)} ddT/
oF
oz
(by property
(5) of Lemma 12.2.5). Hence
I':: I ff I 7 (()I w(r) dd11 ; w(r)
4
by property
(6) of Lemma 12.2.5. This gives property (4) of Lemma 12.2.6.
Finally, Lemma 12.2.4 says that
F(z)

7r
{ ( oF/o()(()
dd11
le (  z
J
r
since F E c; but property (2) of Lemma 12.2.6 says that oF Io(
and on C\(supp F). Thus property (5) of Lemma 12.2.6 follows.
0 on
Final Argument in the Proof of Mergelyan 's Theorem. Cover H by
finitely many discs D(P1, r'), ..., DjPk, r'), where r' is slightly larger than
r, such that no Pj lies in K. Since C \ K is connected, there is for each j a
piecewise linear path 'Yi contained in C\ K which connects Pj to oo. Let ::Yi
be the image of 'Yi each j. Then j =::Yin D(Pj,r/2) has the property that
1, ... , k. (Here
diam Ej r/2, Ej n K 0 and C\ Ej is connected, all j
if fj n D(Pj,r/2) is not connected, we take its initial component.)
=
Nov:_ Lemma 12.2.3 supplies for each j a function
and
z EC\ Ej, such that
1(z)i
1
'
5000r
t Jr f
j=l j
7r
Hj
( ** )
efin:_ Hj H n D(Pj,r) and make disjoint sets by setting H1
H2 \ H1, and so forth. Define
G(z)
E D(Pj, r)
6 0
<
I ((z)  z  ( I < lz  (13
j
(z), (
H1, H2
l!_ i((, z ) dd11.
0(
Then it is clear from the construction of the </) that G is holomorphic on
the complement of LJ;=l Ej. In particular, G is holomorphic on an open
12.2. Mergelyan 's Theorem
377
neighborhood V of K. We claim that
desired provided that
For
approximates f on K as closely as
is sufficiently small.
EV,
IG(z)F(z)I
k { J1
I:
1

. l
J=
1T'
(by property
(5)
<tJ(. c,, z) dd'f/ 1 J1H . 88F(,
8F
HJ. 8(,
=.
of Lemma
(by property
<
(4)
12.2.6).
4w(r)
r
+
k "
I:
1
 dd'f/
Z  (
This, in turn, is
k r \q}(c,,
J
J=l
.
of Lemma
=.
1T'
:::; . 47rw(r) I:
7r
1
z)  __ dd'f/
z(,
r
}H
12.2.6)
600
r.
dd'f/
JH1nD(z,2r) r
J
: r2 dd'f/
4w; r) t r f
J}Hj\D(z,2r) I (I3
j=l
o o
O(w(r)) ,
j=l
(where we have used
(*)
( ** ) above, and we have estimated the
1/ lz  (I in the obvious way by O(w(r))).
and
coming from the integral of
last expression is dominated by
2400w(r)
r2
(area
D(z, 2r))
20000rw(r)
Ji
lz(l2r I Z  ( l3
dd'f/
term
This
O(w(r)) .
The estimation of this last integral is an easy exercise with polar coordinates.
Thus we obtain
IG(z)F(z)I
:::; 96007rw(r) + 200007rw(r) + O(w(r))
296007rw(r)
O(w(r)),
all
EV.
But we already know that
IF(z)J(z)I :::; w(r),
G
Now
all
z.
is holomorphic in a neighborhood of K so we may apply Runge's
theorem to obtain a holomorphic polynomial satisfying
IG(z)  p(z)I
<
w(r),
all
EK.
Combining the last three lines gives
IJ(z)  p(z)I :::; 29602 7r w(r)
Since
w(r)
O(w(r)),
is as small as we please, provided
theorem is proved.
all
EK.
is small enough, Mergelyan's
0
12.
378
Rational Approximation Theory
We leave it as an exercise for the reader to check that our proof actually
yields the following more general result.
Theorem 12.2. 7. L e t K
be
compact and suppose that C \ K has only
0
finitely many connected components. If f E C(K) is holomorphic on K and
if E > 0, then there is a rationa l function r(z) with poles in C \ K such t h a t
sup
zEK
lf(z)  r(z)I <
E.
Indeed, only the final argument in the proof needs to be modified so
that sets
Ej
are selected in each component of
C \ K.
The rest of the proof
remains exactly as given.
The proof of Mergelyan's theorem that we have presented here is based
on the exposition in [RUD2] and on some unpublished notes of T. W .
Gamelin [GAM3].
12.3. Some Remarks about Analytic Capacity
Our purpose here is to give a few definitions and elementary results about a
concept called analytic capacity and to connect this idea with the proof in
Section 12.2. The point is that capacity theory is the natural framework in
which to consider problems in "rational approximation theory" the theory
of approximation of a holomorphic function by rational functions.
If
E C
is compact, then we let UE be the collection of functions
holomorphic on
C\E
the analytic capacity of
and such that
f(oo)
and sup
lf(z)I :::;
1. Define
to be
y(E)
sup
fE/AE
lf'(oo)I.
The set function 'Y measures in some sense the "capacity" of
C\E
to admit
nonconstant, bounded holomorphic functions.
EXAMPLE 12.3.1. If
y(E)
{zo}
is a set consisting of a single point, then
0.
f E UE. Then the Riemann removable singularities
f continues analytically to all of C Since f is bounded,
constant. Thus J' (oo)
0.
To see this, let
theorem implies that
it follows that
is
The same argument as in Example 12.3.1 shows that any finite set has
zero analytic capacity. It would be incorrect, however, to try to deduce this
assertion from some "subadditivity'' property of analytic capacity; it is not
known in general whether analytic capacity is subadditive in the sense that
y(E1 U E2) :::; y(E1) + y(E2).
It is easy, however, to see that 'Y is monotone.
12.3.
Some Remarks about Analytic Capacity
Proposition 12.3.2.
Proof.
379
If E1 E2 Care compact, then
This is immediate from the inclusion
D
Let E be a compact subset of C. If E C is connected, if C \ E
is connected, and if E contains more than one point, then E is called a
continuum. Any compact, convex set containing more than one point is a
continuum. So is the image of any continuous curve : [O, 1] + C that
is onetoone. [It requires proof that C \ ( [0, 1]) is connected in this case:
The proof involves techniques of topology that are beyond the scope of the
present book. See [WHY].] The next proposition gives us, in principle, a
1!chnique for calculating the analytic capacity of a continuum. Recall that
C \E is conformally equivalent to the unit disc if E is a continuum (Exercise
21).
If E C is a copact continuum, then 'Y(E)
where
is
a
conformal
mapping ofC\E to the unit disc D satisfying
oo
f
lf'( )I
f(oo) O.
Proposition 12.3.3.
Proof.
If g
UE
is a "competitor", then consider
go f1
h: D+ D.
Notice that h(O)
0 so Schwarz's lemma says that lh(z)I :::; lzl or lg(z)I :::;
lf(z)I. As a result,
=
lg'(oo)I
Proposition 12.3.4.
in fact equal to
lim lzg(z)I:::; lim lzf(z)I
z+oo
z+oo
lf'(oo)I.
The analytic capacity of a closed disc of radius
is
r:
'Y(D(P, r ) )
Proof.
= r.
Since D(P, r ) is a compact continuum, we need only notice that
f(z)
r
=
is a conformal mapping of C \ D(P, r ) to D which satisfies f(oo)
f'(oo) r, the conclusion follows by Proposition 12.3.3.
=
Theorem 12.3.5. IfE
C is a compact contin uum , th en
diamE
4
:::; 'Y(E) :::; diamE.
0.
Since
D
12. Rational Approximation Theory
380
Proof. Let f : C\E
12.2.2 tells us
If
D be a conformal map taking oo to 0. Then Lemma
that IJ'(oo)I 2:: ( diamE ) / 4. This proves the left inequality.
7
diamE, then E is contained in some disc
D(P,r)
of radius
r.
Thus, by Propositions 12.3.2 and 12.3.4,
1(E)::; 1(D(P,r))
r.
The astute reader will have noticed that we called upon Lemma 12.2.2
to prove Theorem 12.3.5. Of course Lemma 12.2.2 was the critical estimate
in the proof of Mergelyan's theorem.
produce
( easy )
As an exercise, you may wish to
examples to see which of the inequalities in Theorem 12.3.5
is sharp.
Notice that the existence of the sets Ej at the end of the proof of
Mergelyan's theorem guarantees that, for each
1(D(P,4r) \ K)
PE 8K,
( some j)
>
1 (Ej )
>
( diamEj ) / 4
>
r/8.
The fact that C \Ej supports holomorphic functions with large derivative
at oo makes possible the construction of the
which in turn leads to the
construction of the function G that is near to f but holomorphic on a neigh
bor hood of K.
The preceding discussion is intended to provide motivation for the fol
lowing capacitytheoretic version of Mergelyan's theorem:
Theorem 12.3.6. Let K C be compact. Suppose that there is a C
such that, for every t5
>
0 and
>
every PE aK,
1(D(P, 15) \ K) 2:: C <5.
Then any f E C (K ) which is holomorphic on K an be uniformly approximated on K by rational functions with poles in C \ K.
A detailed exposition of Mergelyan's theorem and related ideas from
this point of view are given in [ GAMl, GAM2] .
We conclude with an elegant corollary, which is immediate from The
orems 12.3.5 and 12.3.6. The corollary is in fact one of Mergelyan's formu
lations of special cases of his theorem.
Corollary 12.3.7. If K C is compact and if the comp on ents Uj ofC\K
satisfy diam Uj 2:: <50
0
>
0 for all
j, then any f E C (K ) which is holomorphic
on K can be uniformly approximated on K by rational functions with poles
off K.
Exercises
381
Exercises
1. Let K
D(4, 1) U D(4, 1) and L
D(4i, 1) U D(4i, 1). Construct
U1} of entire functions with the property that fj ; 1 uni
on K and fj ; 1 uniformly on L.
=
a sequence
formly
2. Construct a sequence
of entire functions with the following prop
{gj}
erty: For each rational number q that lies strictly between 0 and
{gj} converges
O}.
sequence
{reiq1r : r
hj ; 1 uniformly on
hj does not converge
[O, 1)
>
such that limt>1functions
hj
the
uniformly to q on compact subsets of the set
>
3. Construct a sequence
4. Let 'Y :
{h1}
{h1}
of entire functions with the property that
compact subsets of the open right half plane, but
at any point of the open left half plane.
re be a nonselfintersecting, piecewise linear curve
1(t)
Prove that there is a sequence of entire
oo.
such that limj.oo lh1b(t))I
; 0 uniformly on compact subsets of re
1/(1  t) for each t
\ b( t) : 0 :::;: t < 1}.
=
but
5. Complete the following outline to construct a holomorphic function on
the disc with pathological boundary behavior.
< R1 < R2, E > 0, and if f is holomorphic on a neighborhood of
D(O R2), then construct a holomorphic polynomial p(z) such that
(i) lp(z)I < E for lzl :S: R1;
(ii) for each () E [O, 27r) there exist points s1, s2 E [R1, R2] such
that lf(s1ei8) + p(s1ei8)I < E and lf(s2ei8) + p(s2ei8)I > 1/E.
(b) Let 0 < R1 < R2 <
l. Use ( a ) to define inductively a
sequence of holomorphic polynomials Pj (z) such that
(i) IP1(z)I :S: 2 j for lzl :S: Rj;
(ii) for each() E [O, 27r) there exist points s1, s2 E [Rj, Rj+i] such
(a)
If 0
>
that
LPt(s1ei8)
<
j
T ,
f=l
j
LPt(s2ei8)
>
1
2 .
f=l
(c )
Conclude that
00
LPt(z)
=1
converges normally to a holomorphic function
on
D.
382
Exercises
( d)
Conclude that the holomorphic function
that for no () E
[O, 271") does
f in (c)
has the property
J(rei9)
lim
r+1exist.
6. Use Runge's theorem to prove the following result:
If n <:;;; tC is an open set and if f : n+ tC is holomorphic, then
ere exists a sequence { rj} of rational functions with poles in
tC \ n such that rj
f normally on n.
Let E
[a, b] <:;;;JR be a line segment. Calculate r(E) explicitly.
Let E be the closure of {z E D : Rez > O}. Compute r(E) explicitly.
+
1.
8.
9. Prove that if Ei, E2 are disjoint compact sets which can be separated
by a line (with n Ei
for
r E1 u E2) :::;
1, 2),
then
'Y(E1 ) + r(E2).
It is a famous open problem to determine whether analytic capacity
satisfies such a subadditivity property in complete generality.
10. Prove that if E <:;;; tC is any nonempty compact set, then there must exist
an f E UE such that lf'(oo)I
r(E).
=
11. Compute explicitly the analytic capacity of each of the following sets:
D(O, 2) \ D(O, 1),
(b) 8D(O, 1),
(c) 8D(O, 1) n {z : Rez 2'. O}.
(a)
12. If E <:;;; tC is compact, then define VE to be the collection of those con
tinuous functions on
and satisfy
'Y( oo)
which are holomorphic on
C \ E,
bounded by
1,
0. We define the continuous analytic capacity of E
to be
sup
fEVE
IJ'(oo)I.
Compute the continuous analytic capacity of
( a)
D(P, r),
(b) a line segment [a, b],
(c) a point,
( d) a circle {z E tC : Iz  PI r},
( e ) {z E tC: lzl :::; 1, (Rez) (Imz)
a closed disc
13. Refer to Exercise
12.
O}.
Can you prove a version of Theorem
12.3.5
for
continuous analytic capacity?
14. If E <:;;; tC is compact, then let
relating r(E) to y(2E).
2E
{ 2z : z E E}. Derive a formula
383
Exercises
Pk(z) that converges at
every point of the plane to some function g and so that g takes the value
zero on some dense set and g takes the value 1 on another dense set.
[Hint: Use the Baire category theorem to see that the pointwise limit of
continuous functions must be continuous on a dense set.]
15. Prove that there is no sequence of polynomials
J is holomorphic
in U \ E and bounded, then what capacitytheoretic condition on E will
allow you to prove that f continues analytically to U?
16. Suppose that U S: re is open and ES: U is compact. If
17. Prove that there is an entire function
lim
f such that
f(x)
+oo,
f(x)
lim f(iy)
y++oc
oo,
x + + oc
lim
xoo
lim
y+OC
*
f(iy)
1,
1.
D(aj,rj) be pairwise disjoint closed discs in D(O, 1) such that the
union of discs LJ,1=1 D(aj, Tj) is dense in D(O, 1). Let K
D(O, 1) \
(LJ,i= 1 D(aj, rj)). Prove that such discs can be chosen so that L j rj < 1
and that in this case the conclusion of Mergelyan's theorem fails on K.
(This is the famous "swiss cheese" example of Alice Rothsee [GAM2].)
18. Let
D(aj,rj) be pairwise disjoint closed discs in D(O, 1) which accumu
late only at an. Is it possible to select aj, Tj so that the set D(O, 1) \
(LJ_i=1 D(aj, Tj)) = K satisfies the hypothesis of Theorem 12.3.6? [Hint:
See [GAM2].]
19. Let
20. Prove that there is a holomorphic function
f on
D such that for each
fixed Oo E [O, 271') it holds that f ( {reiOo : 0 r < 1}) is dense in tC.
[Hint: Refer to the techniques explained in Exercise 5.]
21. Prove that, if E is a compact, connected, proper subset ofre that con
tains more thn one point and such that the complement re \ E is con
nected, then re \ E is biholomorphic to D via the following steps.
( a) Without loss of generality, oo E E.
{b) EU {z Ere: lzl 2: R} is connected for each R 2: 0.
( c ) Fix a point Po not in E. By Theorem 11.4.1, if R is large, then the
connected component of {z Ere: z cf. E, lzl < R} that contains Po
is simply connected.
{d) The union over R > Oof the sets in part ( c ) is simply connected
and this union equals re \ E.
(e) Apply Riemann mapping (Theorem 11.3.1).
Chapter 13
Special Classes of
Holomorphic Functions
Complex function theory is a prototypical example of a successful mathe
matical theory: A class of analytic objects is defined by simple and natural
considerationsin this case, holomorphic functionsand the objects turn
out to have remarkable and profound properties. These properties in turn
illuminate other parts of mathematics. Complex analysis provides insight
into realvariable calculus, for example, as in the evaluation of definite in
tegrals by residues in Chapter
4.
It also enables one to prove topological
results, such as that a topologically simply connected domain in the plane
is homeomorphic to the unit disc (Chapter
11).
Such connections to other
areas are a strong indicator of mathematical vitality.
Successful mathematical theories tend to have a strong component of
purely internal development as well: Special topics are heavily investigated
for their own intrinsic interest, whether or not they have any obvious rele
vance to other areas or even to the main lines of the general development of
the theory from which they grew. Many times these technical explorations
produce results that have important applications and interest in other con
texts. The fact is that one never knows what will arise, or what will be of
value, until one gets there.
Section
13.1
is devoted to some specialized topics, as just described,
that arise in complex analysis. Sections
13.213.4 are also devoted to special
questions, but the utility of these questions may perhaps be more evident.
The boundary extension of conformal mappings (see also Chapter
14)
is
critical in transferring function theory from a simply connected domain to
a canonical domainnamely, the disc.
Less obvious is the fact that the

385
13. Special Classes of Holomorphic Functions
386
theory of Hardy spaces has profound connections with Fourier series and
other parts of harmonic analysis; in the last thirty years, Hardy space theory
has wrought a considerable transformation on all of real analysis.
13.1.
Schlicht FUnctions and the Bieberbach Conjecture
A holomorphic function
is onetoone.
normalizations
schlicht
on the unit disc
is usually called
We are interested in such onetoone
f(O)
0,
f'(O)
1.
schlicht
if
that satisfy the
In what follows, we restrict the word
to mean onetoone with these normalizations. Such a function has
a power series expansion of the form
f(z)
00
L aJ
j=2
j
z .
If 0 :::; () < 27r, then the Koebe functions
fo(z)
are schlicht functions which satisfy
(1
Jaji
+
=
z
eiOz)2
j for all j. It was a problem of long
standing to show that the Koebe functions are the only schlicht functions
> 1, Jaji
1. It was further conjectured that for
f it holds that Jaj I :::; j. This last problem was known as the
Bieberbach conjecture. Both of these problems were solved in the affirmative
by Louis de Branges in 1984.
such that, for some j
any schlicht
In the present section, by way of introducing the subject, we will prove
two of the oldest results in the theory of schlicht functions. The first is that
Ja2J :::;
2. The second is the Koebe
1/4
of a schlicht function always contains
theorem to the effect that the image
D(O, 1/4).
This result of Koebe finds
applications in many other parts of complex analysis: For instance, we used
it in Section 12.2 to prove Mergelyan's theorem and in our study of analytic
capacity. [The proof of Koebe's theorem that we present in this chapter is
independent of those earlier considerations.] The proofs in schlicht function
theory are very striking for their geometric character. The reference [DUR]
contains further results on the theory of schlicht functions.
Lemma 13.1.1. Let
be schlicht and write
h(z)
For 0 <
<
1
f(z)
1
;
<
JzJ
00
L bnzn.
n=O
1, Jet
Ar
{z : r
<
1}.
13.1. The B ie b er b ach Conjecture
387
Then there is a constant 7J > 0, independent ofr, such that, for all sufficiently
small r, h( Ar) is contained in an ellipse Er with major axis
( t bi r) J
2 (t lb1lr) J
+I
2a= 2
and minor axis
2{3=
1 + ryr3
i+
Proof. It is convenient to assume that
b1
h(z) by ei9h(ei9z) for some real()
to arrange that bo= 0. Write
replace
h(z)
1
=
ryr3.
is real and nonnegative (if not,
to make it so). Also translate
+ b1z+ <j;(z),
where is an "error term" defined by this equation, which vanishes to order
at 0.
Set
'
a =
I/r+ b1r, {3' = I/r  b1r.
Writing
z=
into its real and imaginary parts, we have
h(reiO)=
((t
+ rb1
) (( t
cosO+ e + i
reiO
+ rb1
and breaking
sinO+Im
Thus
(Reh(rei9))2 (Imh(rei9))2
+
'
{3' 2
a 2
Since vanishes to order
_

cos()+
at 0, and since
we see that
I I
I; I
'
) (
R e 2
a,
'
a ,
7Jor3'
7Jor3
{3'
2'.
.
sm
for
small and some constant
In conclusion,
7J
>
0.
{3'
1/(2r) when r
7Jo > 0. Hence
(Imh(rei9))2
(R e h( rei9))2
+
'2
{3'2
a
(I cosOI + 1Jor3)2 +(I sinOI + ry0r3)2
<
1 + ryr3
for some constant
{} Im
is small,
388
13. Special Classes of Holomorphic Functions
Thus h(oD(O,r)) lies in the specified ellipse. Since h(D(O,r)) is a neighbor
hood of oo, and since h is onetoone, it follows that h(Ar) lies inside the
ellipse.
0
Lemma 13.1.2 (Lusin area integral). Let 0 <:;:; C be a domain and
C a onetoone holomorphic function. Then (0) is a domain and
area((0)) =
in
t
1'(z)l2 dxdy.
Proof. We may as well suppose that the areas of 0 and (0) are finite:
The general result then follows by exhaustion. Notice that if we write =
u +iv= ( u., v) = F, then we may think of (z) as
F: (x, y)
(u(x, y), v(x, y)),
an invertible C2 mapping of 0 <:;:; JR2 to F(O) <:;:; JR2. The set F(O) is open
by the open mapping theorem (Theorem 5.2.1); it is also connected since it
is the image of a connected set. Therefore F(O) is a domain. The Jacobian
of F is
also
ouov
det Jac F = ox oy
ov OU
.
ox oy
By the CauchyRiemann equations we obtain
det JacF =
( ou) + ( ov ) =
2
ox
ox
I I2.
Thus the change of variables theorem (see Appendix A) gives
<t>(rl)
as
1 dxdy = { det JacF dxdy = { 1'(z)i2 dxdy
Jn
Jn
desired.
The Lusin area integral arises frequently in complex and harmonic anal
ysis. We use it in the next section to study the boundary behavior of con
formal mappings. We use it now to prove one of the oldest results (due to
Gronwall) in the subject of schlicht functions.
Theorem 13.1.3 (The area principle). If f is schlicht and if
h( z )
.
1
1
00
=; + L bjzl,
f(z)
O
J=
13.1. The
389
Bieberhach Conjecture
then
00
I:jlbj12::; i.
j=l
Proof. We use the notation in Lemma
(1+1]T3) 2:
7r
r2
 lb1l2r2 (1+1]T3)
2: area(h(Ar))
by Lemma
obtain
31 .1..
2
31 .1..
1 Now
7ra
/3
area( Er)
{ lh'(z)l2 dxdy
}Ar
We write this last expression in polar coordinates to
Of course, when we multiply out the square and integrate in(}, then all the
cross terms vanish (since
;,(1+r3)
J eikO d(}
")>
2n
7r
[(
if
k =/= 0).
s3+
1
 +
1
r2
00
Hence
)
}
J 2lb;l2s2jl
ds
jlb1l2(l  r2J)
or
+1r'rJT 2:
7r
or
00
7r
LJlb1l2(l  r2j)
j=l
1 1]T 2: I:jlb1l2(1  r2j)
+
j=l
for any large N. Letting r
4
o+ gives
N
1 2: I:jlb112.
j=l
Letting N
4 oo
Lemma 13.1.4. If f
f(z2).
finally yields the result.
is schlicht, then there is a schlicht g such that g2(z)
D
=
390
13. Special Classes of Holomorphic Functions
Proof. Write
and that
r(z)
f(z)
=z
(z),
holomorphic on D. Notice that
has a holomorphic
g(z) = z r(z2). Then
is nonvanishing on D. Thus
on D satisfying
r(O)
g2(z)
as required. Notice that
= 1. Define
(O)
square root
= z2r2(z2) = z2(z2) = f(z2)
g'(O)
= 0 and
g(O)
=1
(*)
= r(O) = 1.
g is onetoone. If g(a) = g(b), then f(a2)
2
so
= b . Thus a = b. If a = b, then we are done. If a = b, then
the definition of g shows that g(a) = g(b) whence g(a)
g(b) = 0. Since r
0
is nonvanishing, this forces a = b = 0.
We need to check that
f(b2)
a2
Theorem 13.1.5. If f is schlicht, with
00
f(z)
L a1z1,
= z+
j=2
Proof. By Lemma 13.1.4, there is a schlicht function
g2(z).
such that
Write
1
g(z)
1
=+
00
bz1.
L
1
.
]=0
Then the area principle gives
00
I:jlb112::;
j=l
1;
hence
Now
1
(
g z)
1
2bo
=2+ +
(b + 2b1) + ( higher
order terms )
while
1
f(z2)
z2 + a2z4 + ...
1
z2
1
2 (1
 ( a2z2 
 a 2Z 2 +
).
Since these two expansions must be equal, we find that
b + 2b1
= 2b1 = a
bo
= 0 and
f(z2)
13.l. The Bieberbach Conjecture
391
or
la2I
2l b 1 I :::;2.
Theorem 13.1.6 (The Kobe 1/4 theorem). If f is schlicht, then
1)) 2 D(O, 1/4).
J(D(O,
Proof. If
J(D(O,
1)), then we construct the auxiliary function
g(z)
f(z)
f(z)
1ct
(you should take note of this trick: It is a useful one). We claim that
schlicht. Assuming the claim for the moment, we apply Theorem
see that
But
g(z)
I
f(z). (
g" 0
<2.
( 2 )

1+
f(z)
(z + a2z2 +
z
Hence we have, from Eqs.
la2I :::; 2,
J2 (z)
+ ...
(1 + ; + )
(13.1.6.2)
(13.1.6.1) and (13.1.6.2), that
l a2 1
we conclude that
1 1
or
J(D(O,
:::;2.
:::;4
In conclusion,
C\
is
(13.1.6.1)
(a2 ) z2
+
Since
13.1.5 to
1))
{ z: lzl l}
whence
J(D(O,
To verify the claim that
that g ( O )
0, g' (O )
1)) 2 D 0, 1/4) .
is schlicht, note that Eq.
(13.1.6.2) shows
1. Also the function g, being the composition of J
with a linear fractional transformation, is onetoone.
13. Special Classes of Holomorphic Functions
392
Remark: Notice that if
and
of
J'(O)
f is a ( normalized )
schlicht function, so that
by the inverse function theorem
1,
( see [RUDI]),
f(O) =
the image
will contain an open neighborhood of the origin. The same conclusion
also follows from the open mapping principle.
Koebe's theorem estimates
the size of that neighborhood.
13.2. Continuity to the Boundary of Conformal Mappings
Let
01, 02 be domains in C
and let
c.p: 01
+
02 be a conformal ( onetoone,
onto, holomorphic ) mapping. It is of both aesthetic and practical interest
to consider whether
802).
c.p extends
continuously to
801 ( and,
One might expect that, the nicer the boundaries of
likewise,
01
and
1
c.p to
02, the
more likely the existence of a continuous extension.
It turns out that a continuous extension to the boundary exists virtually
all the time, and the extension is more regular when the boundary is more
regular. Here are two extreme examples:
EXAMPLE
13.2.1.
The conformal map
c.p: D(O, 1)+ {z E D(O, 1):
given by
lm z
>
O}
/2
(i(lz))l
l+z
( )=
c.pz
l/2
(i(lz))
1 i
l+z
1+ i

extends continuously but not differentiably to 1. Of course the boundary
of
{ z E D( 0, 1) :
Im z >
0}
is only piecewise differentiable: It has corners at
1.
EXAMPLE
13.2.2.
Any conformal map of the disc to the disc has the form
o
z+ ei o .
some Oo E
[O, 27r)
and a E
D.
z a
1az'

Such a map continues holomorphically past
every point of 8D. Notice that 8D is real analytic.
These two examples are indicative of some general phenomena.
We
mention three:
(1)
If
801, 802
are Jordan curves
( simple closed
801.
curves ) , then
c.p ex
tends onetoone and continuously to
(2)
If
801, 802
are c=, then
c.p extends
fashion that the extension is C00 on
(3)
801, 802 are real analytic,
801.
If
then
onetoone to
801
in such a
01.
c.pcontinues holomorphically past
13.2. Boundary Continuity of Conformal Mappings
Assertion
Section
14.5.
(1)
is proved in this section.
Assertion
(3)
Jordan
Assertion
(2)
is proved in
follows from the Schwarz reflection principle
15.
and is considered in Exercise
Recall that a
393
simple closed) curve is a continuous function
1( s)
1(t) if and only if {s, t} {O, 1}. Set
(or
/ : [O, 1]  C such that
{T(t) : 0 :S t :S 1}. It is a celebrated result of Camille Jordan that
i
C \ i is the union of two disjoint open sets. One of these is unbounded and
the other (called the region bounded by /) is topologically equivalent to the
=
disc. In practice, there is no trouble (in any particular case, with the curve
given explicitly) verifying the Jordan curve theorem. The general result is
rather difficult and is best left to a topology text such as [WHY]. In this
chapter, we shall take the Jordan curve theorem for granted and prove the
next result in maximum generality:
Theorem
13.2.3
(Caratheodory). Let fh, 02 be bounded domains in
each of which is bounded by a single Jordan curve.
C,
If t.p : 01  02 is a
conformal (onetoone, onto, holomorphic) mapping, then t.p extends con
tinuously and onetoone to 801. That is, there is a continuous, onetoone
function (p: 01  02 such that
4?101
t.p.
Remark: Clearly the domains 01, 02 in the theorem are each simply con
nected since each has complement with just one connected component. It
will be clear from the proof that in fact Caratheodory's theorem is valid
for conformal maps of domains that are bounded by finitely many Jordan
curves.
Proof of Carathedory's theorem. The proof will be broken up into sev
eral lemmas, which will fill out the rest of the section. First, let us remark
that the result fails completely for maps t.p : 01  02 which are onetoone
and onto but not holomorphic: Even if t.p is infinitely differentiable in the
real variable sense, it may not extend continuously to even one boundary
point. [Exercise
16 explores this point.]
The extensiontotheboundary situation changes if one or both of the
domains is unbounded.
D  {z : Im z
>
Consider, for instance, the Cayley transform t.p :
i (l  z)/(l + z). [See Exercise
for
O} given by ip(z)
17
more on this case.]
We shall in fact first prove the result in the special case that 01 is the
unit disc D. At the end we shall derive the general result from this special
one by the application of a few simple tricks.
Now let us set up the proof. Let 1 : [O, ]  D, 2 : [O, ]  D be
two curves satisfying 1(1)
2(1)
1,
1([0,
1))
D, 2([0,
1))
D.
Our aim is to see that limt.1 ip(1(t)) and limt.1 ip(2(t)) exist and are
394
13. Special Classes of Holomorphic Functions
13.1
Figure
equal. Once this result is established, we may define
ij)( 1)
to be this limit
(since it is independent of the choice of curve). Then cj; is automatically a
continuous extension of
an follows in the
n U an is easy to
'P to n U {1}.
The extension to the other points of
same way, and the continuity of the whole extension to
check.
Thus let 1, 2 be as above and
13.1.
Now
V has
finite area and
Notice that if
'Pl (K) n
is compact.
Equivalently,
n),
then
{'P(zj)}
n(l, 1/2). See Figure
'P(V) fh
then (since 'Pl is continuous),
if { Zj} is a sequence in n that
n(O, 1)
has finite area M since
02 is compact,
diverges to the boundary of
a point of
'P(V)
(i.e., has no subsequence that converges to
diverges to a02. In particular,
have compact closure in 02. Figure
13.2
suggests what
'P(V)
'P(V)
does not
looks like. The
standard mathematical terminology for this general situation is to say that
'P
is a
proper map. [A
continuous map is said to be
proper if
the inverse
image of every compact set is compact.]
V centered at 1 E an and rotated
an r small, there is a Oo
(}0 (r) such
Let us introduce polar coordinates on
by 7r from the usual orientation. Given
Oo <
Figure 13.3.
that
(} <
Oo
describes the corresponding rconstant arc in V. See
Let
'Yr:
[Oo(r), Oo(r)]
+
V,
(}
1  rei6.
Lemma 13.2.4. L et fr be the length of 'Po 'Yr Notice that
!Oo(r)
fr=
Oo(r)
i'P'(l  rei6)ird0.
13.2. Boundary Continuity of Conformal Mappings
Figure 13.2
6rfr)
<
Figure 13.3
Then
1 1/2 (fr)2

is fi.nite.
7rT
dr
<
0rfr)
395
396
13. Special Classes of Holomorphic Functions
Proof.
[18B0o r de] rrr dr
As a result,
1 1/2 (fr)2 dr
< oo.

rrr
As a consequence of the lemma, because
origin, it must be that there is a sequence Tj
l/r
+
is not integrable at the
0 such that
fr1
+
o+.
Lemma 13.2.5. For each such Tj, the limits
lim
8+0o(ri)
(1  rjei8 )
and
exist.
Proof. Each
fr1
is finite.
It follows from the definition of limit that the
indicated endpoint limits exist.
The next lemma is a result about metric topology, rather than complex
analy sis as such.
Lemma 13.2.6. Let
77( o) '
that if a,
E T
with l a
having endpoints a,
bl
o, then there is one and only one arc of T
whose diameter is
Proof. It is convenient to parameterize
Let
'ljJ(eit)
an . There is a function
2
77( o) + 0 as 0 + o+' such
be the curve that describes
defined for all sufficiently small 0 > 0, with
77( o) .
with respect to the unit circle.
'ljJ is a onetoone, onto
'ljJ has a continuous inverse.
11/J(() 1/J((')I Oo, then I( ('I < 2.
be such a parametrization of T. Note that
map of compact Hausdorff spaces.
Therefore
Let Oo > 0 be so small that whenever
11/J(() 1/J((')I 80 we let a be the unique
E C : Iz I
1} having endpoints (, (' . Let
p
'ljJ o a. As usual, we identify p with its image. By the continuity of 1/J 1 ,
diamp+ 0 uniformly for 11/J(() 1/J((')I+ 0.
For(,(' in the circle with
shorter arc of the circle S
=
{z
13.2. Boundary Continuity of Conformal Mappings
80,
If 0 < 6 <
then we set
17( 8)
Then
17(8)
0 as (j
4
397
sup{ diam p :
81
0. Let 0 <
4
17( 81)
<
l'I/!(()  !((')I
<
80
15}.
be so small that
1 .
2 diam T.
Then the statement of the lemma holds for
8 '.'::: 81.
Definition 13.2. 7. Let notation be as in the proof of the last lemma. Let
a, b
E T with
la 
bl sufficiently small. The unique arc of
a, b and having dia meter
'.'::: 11(la  bl) is
called the
with endpoints
smaller arc of T
that joins
a to b. We denote this arc by Tab
{ TJ} selected
Lemma 13.2.8. With
as
in the paragraph preceding Lemma
13.2.5, th ere are for each j two possibilities:
802 3
aj
lim
(J.0{)
=I=
cp(l  rjei9)
lim
o.ot
cp(l  rjei0)
bj E 802
(13.2.8.1)
or
802 3 lim
0.00
cp(l  rjci0)
:=
lim
o.ot
PJ
cp(l  rjei9)
(13.2.8.2)
802 .
See F igure 13.4.
Proof. This is immediate from Lemma 13.2.5 and the properness of
Let us write r rj
smaller of
cp 0 'Yrj"
In the case of Eq.
( 13.2.8. l),
cp.
let Tj be the
the two boundary arcs of 02 connecting aj to bj. Then r r1 U Tj
forms a simple closed curve.
In the case of Eq.
member that
cp
r rJ U
(13.2.8.2),
is onetoone).
In either case, r rj u Tj or r,.j u
For each
let Yj
{1  reiO
{Pj}
0 <
{PJ}
surrounds a region
<
j,
wo
Proof. For each
wo
Wj.
Then
<P(YJ)
Tj
D \ Yj. Now fix
;p(zo) for some zo E D.
let
=
Wj.
an index j.
Either
zo E Yj, then we are done by connectivity.
cp(Tj) Wj. We will show that this is impossible
If
wj 02.
rj, IOI < Oo(r)}. Then for each j
w1 or cp(Yj) 02 \ M'J.
there are only two possibilities: Either cp(Yj)
Lemma 13.2.9. For j sufficiently large,
is a Jordan curve in 02 (re
zo
If instead
for j large.
Select a point
Tj
zo
or
E
zo E Yj.
Tj, then
13.
398
Special Classes of Holomorphic Functions
Figure 13.4
Now
area[<p(T1)]
area[02]  area [<p(Vj)]
2
area[02] l<t?'l dxdy
+ area [02].
In the penultimate line we have used the Lusin area theorem and in the last
line the fact that nj Vj (/J.
=
Let f1
fri. Certainly la1  b1 I ::; f1. Thus, by Lemma 13.2.6, Tj has
diameter ::; 17(1) This last quantity tends to 0 by Lemma 13.2.6.
Let D1 be a disc of radius 1 + r1( f1) and having center a1. Then the
entire Jordan curve r Tj u Tj lies in Dj by the above estimates. Hence wj
lies inside Dj.
=
In conclusion,
area [Wj] ::;
7r
( f1 + 17( f1) ) + 0
as j+ oo. But we have proved that area(<p(T1))+ area02. Thus it cannot
be that <p(T1) W1 for j large. We conclude that <p(T1) 02 \ W1; hence
D
<p(Vj) W1.
As j+ +oo,
diam [Wj] + 0
Lemma 13.2.10.
Proof.
and
Immediate from the proof of the preceding lemma.
the curves l : [O, 1] + D satisfy t(l)
1, 2, then
lim <p(2(t)).
lim <p(1(t))
Lemma 13.2.11. If
t([O, 1)) D, f,
and
t>l
t>l
(Notice that we are asserting that each limit exists and that they are equal.)
399
13.2. Boundary Continuity of Conformal Mappings
Proof. Let
0. Choose J so large that diam
>
S1
(W1)
<
and that the
S1 <
cp(1(t)) E W1. Likewise, if S2
is sufficiently large, then S2 < t <1 implies that l2(t)
l l < r1; hence
cp(2(t))E W1. Therefore lcp(1(t))  cp(2(t))I <
conclusion of Lemma 13.2. 9 holds.
l1 (t)
t < 1 implies that
If
is sufficiently large, then
< r1; hence
E.
This proves that
where { Q} is the singleton n Wj .
Lemma 13.2.11 provides the continuous extension of cp to 8D: If PE
8D, then choose a curve 'Y
(pP
( )
limt.i
cp('Y(t)).
[O, 1] + D, yl
( )
P,y([O, 1))
D. Define
The last lemma guarantees that the limit exists
and is independent of the choice of "(. The continuity is nearly obvious;
think about why i:pP
( j) + (pP
( ) when PjE 8D and Pj+ PE 8D.
Lemma 13.2.12. L e t
D. L e t
;y 8D
F: D+ C
be an open arc. If
be continuous 011 D and holomorphic on
Fl1
is constantly equal to c, then
c.
Remark: This result was proved in Example 7.5.3. Now we present another
proof.
Proof. We can assume that
composing
Fl1
0. If
F is not identically zero,
F with a Mobius transformation,
then, by
we can suppose that F(O)
i
0.
Then Jensen's inequality yields
2n
IF(O)I _!.__ f log IF(rei6)ld0
27f lo
for all but countably many r <1 . As r + 1  , this leads to a contradiction.

oo <log
D
Lemma 13.2.13. The continuous extension (p of
cp
to D is onetoone on
D.
Proof. Since (pD
( )
0, (p8
( D)
80, and
'Plv
is onetoone, it is enough
to check that (pis onetoone on 8D. Suppose that P, P'E 8D and (p(P)
(p(P') . Consider the two radial arcs running from 0 out to P and to P' . Call
these two arcs a and
'/3,
respectively. Our hypothesis implies that
is a closed Jordan curve. Let
( U
If D \a
'/J)
1 U2,
U U
be the planar region bounded by this curve.
then either
cp(U1)
13.5.
Say without loss of generality that
arc bounding U1. Then
cp ( i)
cp(a U '/J)
cp(Ui)
or
W.
See Figure
W. Let i be the circular
W n 802 is the singleton
802. But
cp(U2)
400
13. Special Classes of Holomorphic Functions
Figure 13.5
c.p(P)
c.p(P'). Hence 0 is constant on
c.p is constanta clear contradiction.
=
the entire arc)'. By Lemma 13.2.8,
Finally, Lemma 13.2.11, the subsequent remark, and Lemma 13.2.13
c.p :
give the desired continuous, onetoone extension of a conformal map
D+ f12 to D.
Consider now the general case. If nI,
n2
are bounded, simply connected
nI
be
be a conformal mapping.
If
domains in C, each bounded by a Jordan curve, then let
a conformal mapping and let c.p2 : D +
c.p
: f11 + f12
n2
'PI
D +
is any conformal mapping, then consider the diagram in Figure
13.6.
The function 'PI extends to a continuous map 0I of D to nI. Also,
01 lav is continuous, onetoone, and onto anI. It follows that ( 01 lavr1 is
well defined and continuous ( exercise ) . Thus 011 : nI + D is onetoone,
onto, and continuous. A similar statement holds for
Next, W
c.p2
c.p o ip1
c.p2
: 02 +
D.
is a conformal map of D to D; hence W is a
rotation composed with a Mobius transformation. It follows that W extends
continuously and onetoone to a function
: D+ D. Finally,
defines a continuous and onetoone extension of
c.p
This completes the proof of Theorem 13.2.3.
to
OI.
02
011
0
13.3. Hardy Spaces
401
Figure
13.6
13.3. Hardy Spaces
If < p < oo, then we define HP(D) to be the class of those functions
holomorphic on the disc and satisfying the growth condition
O<r<
sup
(12 Jof21r lf(rei8)1Pd0)
/p
< oo.
(*)
7r
It is convenient to use the notation llJllHP to denote the quantity on the left
of ( * ) .
We also let H00(D) be the class of bounded holomorphic functions
on D, and we let llJllHoo denote the supremum off on D. [The notation
originates from the use of 00 for bounded functions, with the essential
supremum norm, in real analysis.]
In Section
we studied the H00 functions and characterized their
zero sets. We also discovered that every H00 function f has a factorization
9.1
f(z)
F(z) B(z)
where B(z) is a Blaschke product having the same zeros (counting mul
tiplicities) as f and F is a nonvanishing holomorphic function such that
llFllH00
llJllH00
It is clear that for any p we have HP(D) 2 H00(D). G. H. Hardy and
F. Riesz, in a series of papers published in the early part of the twentieth
century, discovered that HP(D) functions share many of the properties of
Special Classes of Holomorphic Functions
13.
402
H=(D)
functions.
In particular, it turns out that the zero sets of
H00(D)
functions are ust the same as those for
torization such as
present section.
(** )
is valid.
HP(D)
functions, and that a fac
We shall investigate these matters in the
We begin with some remarks about subharmonicity. Let
f be holomor
f is not zero,
phic on an open set U. In a neighborhood of any point where
log
lfl
is harmonic.
Therefore
lflP
exp p log lfl) is subharmonic when
p > 0 since the function exp is convex and nondecreasing cf. Example
and Exercise 50, Chapter
monic because
IJIP
7).
If
does have zeros, then
is subharmonic off the zero set of
submean value property holds at the zeros of
since
IfIP
and the small circle
by the continuity of
IJIP,
is holomorphic on a neighborhood of a closed disc
D(P, r), and that his harmonic on D(P, r).
8D(P,
r). Then the maximum principle implies
IfIP
entire closed disc D(P, r).
that his continuous on
Also assume that h 2':
that
7.7.6
is still subhar
2': 0 every where.
Now suppose that
D(P, r),
lflP
IfIP::;
hon the
on
We will apply these observations in the next lemma:
Lemma 13.3.1
then
Proof. Let
( Hardy ) .
Let
be
holomorphic on D.
If 0
<
be the solution to the Dirichlet problem on
IfIP
lf1P l aD(O,r2)"
IfIP::; g on D(O, r2). Hence
f 21r
f 21r
(}
lo lf(r1eiO)IP d ::; lo g(r1eiO) d(}
boundary data
follows that
Then, since
Lemma 13.3.2.
If 0
then
P2
Proof. For any fixed p, Pl
<
p < P2 , define
fp(z)
oo,
(1
r2
<
1,
D(O, r2) with
D(O, 1), it
is subharmonic on
1
27r
1 lf(r2eiO)IP
<
<
<
27rg(O)
27r
g(r2eiO) d(}
Pl
<
r1
1
,
z)l/p
d(}.
403
13.3. Hardy Spaces
where the power is defined via the principal branch of the logarithm (this
makes sense because Re (1  z ) >
0).
Also
Now for
<
7r/2
()
0/2
we have sin() ;::::
Hence the integral does not exceed
4 . 2PifPr pifp
fp
since pifp < 1. Thus
HP2,
11r/2 0pifp
HP1 (D).
00
fP <f. H .]
HP for different p
Thus
< 00
Another computation shows that
since p2fp > 1 (Exercise 18). [In case P2
since clearly
d()
(use Taylor's theorem).
oo
fp <f.
there is nothing to check
are distinct. To see the inclusion relation, we
use Jensen's inequality with exponent P2/p1 > 1. [There are two Jensen
inequalitiesone from complex analysis and one from measure theory. This
time we are using the latter: See Appendix A .] We obtain
(27r)(PrP1)/p2
If
HP2,
(fo
27r
lf(reiO)IP2 d()
then the supremum over
so is that of the left. So
HP1
) pifp2
of the right side is finite, hence
We record now a technical fact:
Lemma 13.3.3. Ifp
>
0,
then there is a positive
logx
for all x
>
Cp x P
constant Gp
0.
Also, if 0
<x <
1, then there is a constant Co such that
1 x
Co log(l/x).
such that
404
13.
Special Classes of Holomorphic Functions
The first inequality is clear if x :S 1. Now choose Cp 1/p. Then
the derivative for x 2'. 1 of log x does not exceed the derivative of CpxP.
Conclude by integrating.
Proof.
The proofof the second inequality is similar and we omit it.
If f E HP, 0 < p ::::; oo, and if a1, a2, ... are the zeros off
(listed with multiplicities), then 2:: 1 ( 1  la1I) < oo.
Lemma 13.3.4.
Proof. We may as well suppose that la 1 I :S la2I :S
If f has a zero
of order m at zero, then notice that j( z )
f( z ) / zm is zero free and, by
Lemma 13.3.1, llfllHP
llJllHP In short, we may suppose without loss of
generality that f does not vanish at 0. We may also, by Lemma 13.3. 2,
restrict attention to 0 < p :S 1.
=
Choose 0 < r < 1 such that no la1I =rand let n(r) be the number of
zeros off in D(O, r). Then, by Jensen's formula,
loglf(O)I
2
1og !_ + 2 f 7r loglf(rei0)ldB.
I:. l a1 I
211" lo
J=l
But Lemma 13.3.3 says that, since p
>
0, we have
log lf(reiO)I ::::; Cplf(reiO)IP'
where Cp is a constant depending on p. Thus
n(r)
1
log !_ :S Cp r
L
211" lo
aJ
.
J=l
I I
Therefore
f; I:; I
n(r)
log
hence (letting r
?
2rr
lf(rei0)1P dB
loglf(O)I.
<'.
c,11f11, log If (0) I ;
:S
CpllflliIp loglf(O)I.
1)
00
j=l
.7
L log fal
Now the second statement of the preceding lemma gives the result.
Theorem 9. 1.5 gives a remarkable converse to Lemma 13.3.4: If {aj}
D satisfies
L 1 la1I < oo ,
j
then there is an H00 function (indeed a Blaschke product, and certainly an
element of HP) with zero set {a1}. We shall use this fact now to obtain a
factorization theorem for HP functions:
13.3. Hardy Spaces
405
Theorem 13.3.5. If f
HP(D),
then there is a convergent Blaschke prod
uct B and a nonvanishing holomorphic F
on D
such that
f =FB.
Furthermore,
llFllHP
llJllHP
Proof. As we noted in the remarks preceding the statement of the theorem,
there is a Blaschke product
as
f.
with the same zeros, counting multiplicities,
Thus the Riemann removable singularities theorem implies that
F(z) =
is holomorphic on all of
theorem.
< oo.
Since the case
D. It remains to prove the final
p = oo has been treated already,
assertion of the
we assume that
Write
and
N
BN(z) = IT
J=l
Notice that
( by
f(z)
B(z)
Lemma
FN
J/BN
al
J
satisfies
13.3.1)
=
lim
r.i
( since BN
Ba1 (z).
1

27!'
1271" lf(re'.8)1P
o
d()
D and of modulus 1 on 8D). Now if 0 < r < 1 is
FN(rei8) ...... F(rei8) uniformly in (), so ( see Appendix A )
is continuous in
fixed, then clearly
<
Here we have used
(* ) .
This is half of the desired equality.
For the reverse inequality, note that
111.
IBI
l; hence
IF I
If/Bl>
D
406
13. Special Classes of Holomorphic Functions
13.4. Boundary Behavior of Functions in Hardy Classes
[AN OPTIONAL SECTION FOR THOSE WHO KNOW
ELEMENTARY MEASURE THEORY]
To treat 8D as a measure space, notice that there is a natural correspondence
[O,
between
27r)
and 8D:
\JI :
()
I+
ei().
If S 8D, then Sis said to be measurable if and only if
w1(8) is
Lebesgue
measurable. Also the measure of S is defined to be the Lebesgue measure
of
w1(8).
(In practice the correspondence is written out explicitly so there
is little chance of confusion.) A measurable
< oo,
f on 8D is
said to be in V, 0
<
if
(2 12rr lf(eiO)IPd()) 1/p
I IfI ILP.
The expression on the left is denoted by
p < 1:
II!+ gll :S llfll + llgll in
not a norm when
< oo.
(Strictly speaking, this is
It fails then to satisfy the subadditivity property
general. However, it is common to use the norm
notation any way.)
Theorem 13.3.5 shows us that HP spaces are a natural generalization
of H00; Lemma 13.3.2 guarantees that there are many more functions in
HP than in H00, any
< oo.
We now use Blaschke products to extend the
theory further: We shall investigate boundary behavior.
first to study
H2.
Lemma 13.4.1. If p(z)
0
<
<
It is convenient
1, then
'L,f=0 ajzj
is a holomorphic polynomial and if
Proof. By direct calculation, using the fact that
{ 27r eimO d()
lo
if m=/= 0.
Lemma 13.4.2. If f is holomorphic on D, then
1
27T
where
aj
is the
jth
{27r f reiO 2 d()
)1
(
l0o l
00
L laj 12r2j,
j=O
coefficient of the power series expansion of f about 0.
13.4. Classes of Holomorphic Functions
Proof.
407
For r fixed,
N
L a1(reiO)j
uniformly in () as
j=O
t
J(reiO)
t
So
oo.
d()
(see Appendix A)
(by Lemma
13.4.1 )
00
L la112r2j.
j=O
Corollary 13.4.3. With notation as in the lemma,
I: la1l2
H2
if and only if
< oo.
Proposition 13.4.4. For
H2(D),
let
fr(ei9) = f(rei9),
Then there is a unique function
0 <
2(8D)
lim llfr  JllL2
r.1Furthermore,
llJllL2
llJllH2
g(z)
where
By Lemma
13.4.2
<
1.
such that
0.
limr_,1 llfrllL2
(: z) 
f(z)
H2.
the last line equals
00
L
j=O
(2 )
1
j

1
la112r .
( 13.4.4.1 )
13. Special Classes of Holomorphic Functions
408
Here the
Let
a/ s are the coefficients in the expansion
E
>
0.
Since
L laj l 2 =A<
off.
oo,
we may choose J so large that
00
"""'
j=J+I
Now choose
0<
ro <
so near
lajl 2 < 2
( 2 )  1 E
r
<
that if r < r1 < r <
2
2A
for
< J. <
1
1,
then
J.
With J, r1, r so chosen we see that Eq. (13.4.4.1) is less than
2
00
J
E
"""' E I Uj I 2
"""' 1 . I U 12 < E . A
j
E.
+
+
2A
2A
j=O
j=J+I
Thus
Ur }o<r<l
t 1.
is Cauchy in 2 and it follows that there is a unique
llf  frllL2
L2(8D) such that
t
as r
The last statement of the proposition is immediate since
111112
which by Lemma
lim
r+ i  llfrllL2
13.3.l
D
llfllH2
Iff E H2(D) and f E L2(8D) is as in Proposition 13.4.4,
=
Theorem 13.4.5.
then
f(z)
J !(( ) d(,
27l'Z !av Z
'>
for all
z ED.
Proof. Apply the Cauchy integral formula to the function
which is holomorphic on D: For any
f(rz)
Now for
fr(z)
z fixed in D we have
z ED we have
J fr((z) d(.
2m !av

1
1 lzl
So for
Iz I <
r<
we have
fr, 0 <
r <
1,
(13.4.5.1)
13.4. Classes of Holomorphic Functions
1 J
_
fr ( ( )
d(
27ri !av (  z
1
27ri
__
J f(() d(
!av (z
12_ {21r (!r(ei9)f(ei9))
27r h
<
( where
(227r lor
27r
409
ei9
.
d()
ei9z
lfr(ei(J) f(ei9)12 de
(
2 ) 1/2
27r
,
) 2_ r I . I
1/2
27r lo
ei0 z
d()
we have used the CauchySchwarz inequality )
llfr!112
Thus, as r t
1,
Theorem
13.4.5
oo.
1
t 0
 lzl
(13.4.5.1)
Eq.
f(z)
HP, 0 < p <
as r t
1.
becomes
J f(() d .
(
2m
z
is the sort of result we want to establish for every
A rather technical measuretheoretic result is required first.
<pj, c.p are measurable on 8D, <pj, c.p
a.e., and ll'PjllLP t ll'PllLP, then ll'Pj'PllLP t 0.
Lemma 13.4.6. If
Proof. Let
f. >
E is less than 6,
!av (
0.
Choose fJ >
then
0 such
P( 8D)
, 'Pj t c.p
that if the Lebesgue measure
fe 1c.p(ei9)1P d()
<
m(E)
of
f..
F <;;; [O, 27r) with m([O, 27r)  F) <
j
t
c.p
uniformly
on
F.
Choose
J so large that if j J , then
'P
l'P1(ei9)c.p(ei9)1 < f. for all() E F.
Finally, choose K so large that if j K, then J ll'Pjlli,  ll'Plli, I < f..
P
P
By Egorov's theorem, there is a set
fJ and
If
max ( J,
K),
fo
27r
then we have
l'Pj(ei9)  c.p(ei9)1P d()
L l'Pj(eiO)c.p(eiO)IP d()
r l'Pj(ei(J)c.p(ei(J)IP d()
lcF
r d(} lcFr 2Pl'Pj(ei(J)IP d(}
lF
r 2Plc.p(ei9)1P d(}
lcF
+
<
f.p
13. Special Classes of Holomorphic Functions
410
1cp 2Plcp(ei8)1Pd()
+2P 11 l'Pj(ei8)1P  lcp(ei8)1PdB i
F
+ 1 2Plcp(ei8)1PdO.
F
I'Pj fancpl'PjlP  lcplPdO I E. IJF l'PjlP  lcplPdO I
lfcp l'PjlP  lcplPdO I
ll'Pj  'PllLP
27rEP +
<
By the choice of 6 and F, the first and last integrals are each majorized
by
2PE.
Now
large since
uniformly on F. Thus
4
is large. Altogether,
consider those
HP
Proposition
13.4.7.
limr.1
HP, 0
<
<
oo,
is small when
in two stages.
D
First we
which are nonvanishing.
If 0 < p < oo, f E
then there is a function
lllllLP
is small for
0.
4
We extend the theory to
(1)
(2)
(3)
But
<
llJllHP;
Ill  frllLP
LP(8D)
HP(D),
and
is nonvanishing,
such that
= O;
if p 1, then
f(z) =
J l(() d(,
2m lan ( z
all
z ED.
f has no zeros in D and D is simply connected, then g(z) =
l
JP 2(z) is well defined on D and g E H2. Hence there is, by Theorem 13.4.5,
a g E L2(8D) satisfying 9r 4 g in 2. We may conclude that there is
a subsequence 9 ri converging pointwise almost everywhere to g. But then
there is a function l such that Ill = 1912/P almost everywhere and fr1 4 l
Proof. Since
almost everywhere.
Also
llllltP
ll'fllli2
119111"2
llfllp
llfr1 llLP 4 llJllHP = lllllLP So Lemma 13.4.6 applies and we
may conclude that llfri  lllLP 4 0 as j 4 oo. The uniqueness of l follows
from the uniqueness of g and the construction. Equation ( * ) follows for
D
p 1 just as it did in Theorem 13.4.5 for p = 2.
In particular,
Notice that for
LP (8D), p
<
1, the integral in equation
(* )
does
not make any a priori sense from the point of view of Lebesgue integration
theory:
A "function" in
LP,
0 < p < 1, need not be locally integrable.
There are more advanced techniques, using the theory of distributions, for
understanding this integral. We shall not treat them here.
411
13.4. Classes of Holomorphic Functions
We now present one of the most striking applications of Blaschke prod
ucts:
13.4.7
It will yield that Proposition
holds even when
HP
has
zeros.
Lemma 13.4.8. Let 0 <p <oo. If f
and
fi, h
HP ,
1) + F =Ji+ f2.
then
f =Ji+ h
where
fj
HP
are nonvanishing.
Proof. Write
f = F B = F (B
Theorem 13.4.9. Let 0 <p <oo and
of Proposition 13.4. 7 hold for
Proof. Use Lemma
to Ji and to
13.4.8
f.
to write
f E HP(D).
f = Ji + f2.
Then all the conclusions
Apply Proposition
13.4.7
separately. The rest is obvious.
It should be noted that the case
13.4.7 and Theorem 13.4.9.
p = oo
is excluded from Proposition
f E H00,
fr are bounded and continuous on 8D. Moreover, llfr  jllH'"' + 0
mean that fr + j uniformly. It would follow that j is continuous,
The results are false in this case: W hen
then the
would
which is clearly false in general. There exist more delicate methods which
produce, for
j+ f
H00(D),
an
L00(8D)
such that
lljllv"' = llf II Hoo
]
pointwise a.e. Good references are HOF or GAR .
An immediate corollary of Proposition
13.4.7
and Theorem
and
13.4.9
is
the following:
Corollary 13.4.10. Let 0 <p <oo. If f
Proof. Write
FP
H1
F B
as usual. Then
we have
We see that
FP(z) =
2rri
=
O;
hence
HP
and
P =0
P
J
F (() d( = 0
laD (  Z
0 a.e., then
f = 0.
almost everywhere. Since
for all z.
f = 0.
The final result of this section is a remarkable strengthening of this
corollary.
Theorem 13.4.11. If f
positive measure, then
HP,p
f = 0.
>
Proof. By dividing out a power of
Jensen's inequality,
oo
<log
lf(O)I
0, and
j vanishes
on a set E
z,
we may suppose that
1
271'
1211'
log
lf(rei6)1 d()
f(O) f=
8D
of
0. By
412
Exercises
Figure 13.7
for any
8D(O, )
such that f has no zeros on
As
>
1 through such
values, the righthand side of this expression tends to
2__ f27r log jj(ei11)1 d(}
lo
21f
a clear contradiction.
oo,
Exercises
1. Prove that if f
HP for
sup
O<r<l
some p > 0, then
f27r max{log IJI, O} d(}
lo
< oo.
2. Prove that the converse to Exercise 1 is not true.
3. Consider the domain U C whose boundary is
comb, as in Figure
13. 7. The domain is simply connected, and the Riemann mapping the
orem guarantees that there is a conformal map of
onto U.
Prove
that this map cannot be extended continuously and onetoone to the
boundary.
4. There is a conformal mapping from the unit disc to the first quadrant.
Calculate the mapping explicitly.
How smooth is this mapping at the
boundary point P that is mapped to the origin?
5. Let f be holomorphic on the unit disc
is a harmonic function u on
D such
D.
that
Let p > 0. Suppose that there
IJIP::;
u.
Prove that f E
HP.
Exercises
413
6. Does the result of Exercise 5 suggest a method for defining
HP
functions
on an arbitrary open set U <;;;; C?
7. Suppose that
to
f is an 1
function on
Does it follow that F E
D.
8D and that Fis its Cauchy integral
H 1 ? What condition can you put on f
that will make your answer affirmative?
8. Assume that
J
HP(D), 0 < p
g, h E H2P(D).
h, where
< oo.
Prove that it is possible to write
9. Let S be the family of all schlicht functions. Fix an integer k
that there is a number Ck > 0 such that if
coefficient of its Taylor expansion about 0, then
> 1. Prove
S and ak is the kth
lakl Ck.
10. Is the number of schlicht functions countable or uncountable?
11. Is there a largest Hardy space? Is there a smallest one?
12. Fix 0
13. If
<
< oo.
HP
Under what arithmetic operations is
and g E
H00 ,
then prove that
f g
HP(D)
HP.
closed?
What other
statements can you make about products of Hardy space functions?
14. Let 0
<
< oo.
Give an example of an
Give an example of an
*
HP
function that is schlicht.
HP
function that is not schlicht.
15. Let U be a bounded domain in C with real analytic boundary (the
boundary is locally the graph of a real function that is given by a conver
gent power series). Assume that U is simply connected. Let
f: D
___,
be a conformal mapping, as provided by the Riemann mapping theorem.
Prove that
[Hint:
f
that
has an analytic continuation to a neighborhood W of
D.
First, the problem is local and has nothing to do with the fact
is onetoone and onto. What is important is that the map take
the boundary to the boundary. By a change of coordinates, reduce to
the case when both boundaries are flat. Then apply Schwarz reflection. ]
16. Give an example of a onetoone, onto, C00 mapping of the disc
to
itself, with a C00 inverse, such that the mapping does not extend even
continuously to any boundary point.
[Hint:
The map should oscillate
near the boundary. ]
17. Give an example of a conformal mapping of the disc
to a simply
connected, unbounded domain with smooth boundary such that the
mapping is
domain
not smooth to the boundary. [Hint:
the upper half plane. ]
Take as your unbounded
18. Do the calculation to complete the proof of Lemma 13.3.2, that is, the
calculation to show
fp rf. HP2
there.
Chapter 14
Hilbert Spaces of
Holomorphic
Functions, the
Bergman Kernel, and
Biholomorphic
Mappings
14.1. The Geometry of Hilbert Space
One of the most farreaching developments in twentiethcentury mathemat
ics has been the sy stematic exploitation of the idea of infinitedimensional
vector spacesespecially vector spaces of functions.
Anything like a com
plete exploration of these ideas would take us far outside the scope of the
present book.
But it turns out that the part of this general theory that
applies specifically to vector spaces of holomorphic functions can be pre
sented quite quickly.
Of course, the full resonance of these ideas would be
apparent only in the context of a presentation of the entire theory. But the
holomorphic case, which is fairly simple, can also be used as an introduc
tion to and basic instance of the general theory. The reader familiar with
Hilbert space theory will find here some new applications. The reader un
familiar with Hilbert space theory will at least see the theory in action in
some interesting and relatively accessible instances.
415
14. Hilbert Spaces of Holomorphic Functions
416
Stefan Bergman (18951977) was one of the most remarkable and orig
inal complex analysts of the twentieth century. He conceived of the idea of
considering Hilbert spaces of holomorphic functions on a region in complex
space ( either in the plane or in higher dimensions ) . His investigations led
to the definition of the Bergman kernel, which is a reproducing kernel for
holomorphic functions. In turn the Bergman kernel leads to the definition
of a holomorphically invariant metric called the Bergman metric. This met
ric is a generalization of the Poincare metric on the disc ( see [KRA3] for
further details ) and is also one of the first examples of what has come to be
known as a Kahler metric. We shall explore some of these ideas, in a simple
context, in the present chapter.
S. Bell and E. Ligocka developed the idea, in the early 1980's, of using
the Bergman kernel to study the boundary behavior of biholomorphic map
pings ( see [ BEK] ) . In the function theory of one complex variable, these are
just the familiar conformal mappings. We shall describe the BellLigocka
approach to the subject in this chapter.
The basic idea here is to try to establish, in certain infinitedimensional
vector spaces, a kind of geometry that is analogous to standard Euclidean
geometry. For this, one needs an appropriate idea of inner product.
Definition
14.1.1. If V is
vector space over e, then a function
(,):Vxv_,e
is called
positivedefinite (nondegenerate) Hermitian inner product if
(1) (v1 +v2,w) = (v1,w) + (v2,w), all v1,v2,w EV;
(2) (o:v, w ) = o:(v,w), all o: Ee, v, w, EV;
(3) (v,w)
(4) (v,v) 0,
(5) (v, v)
all v,w EV;
all v EV;
(w, v),
0 if and only if v
0.
Here are some simple examples of complex vector spaces equipped with
nondegenerate Hermitian inner products:
14.1.2. Let V en with its usual vector space structure. If
(111, ... , Vn), W = (w1, . .. , Wn ) are elements of en, then let
EXAMPLE
Tl
(v, w)
L Vj'Wj
j=l
The verification of properties (1)(5) in Definition 14.1.1 is straightforward.
EXAMPLE 14.1.3. Let V be the set of all continuous, complexvalued func
tions on [O, 1], with addition and scalar multiplication defined in the usual
14.1. The
way. If
Geometry
f, g EV,
of Hilbert
417
Space
then let
(J,g) =
The verification of properties
1
f(x)g(x)dx.
fu
(1)(5)
14.1.1
in Definition
follows the same
algebraic pattern as in the previous example, except that the implication
(J, J) = 0
only if
requires a brief extra argument using continuity
(exercise).
EXAMPLE
ter
13.J
14.1.4.
= H2(D).
Let V
[The space
H2(D) was
defined in Chap
f, g E H2(D),
Let addition and scalar multiplication be as usual. If
associate to them the boundary functions
13.4.9).
f, g
E L2(8D)
(see Theorem
Define
(J, g)= 2_
{2Tr f(eiO)g(eiO) d(}.
27r lo
The verification of properties (1)(5) of Definition 14.1.1 is immediate, ex
cept that again the fact that (J, J) = 0 implies f
0 requires special
consideration. One notes that J lf21 =0 implies f= 0 a.e.; hence f
0.
=
Here are a few elementary properties of a complex vector space equipped
with a positivedefinite Hermitian inner product:
Proposition 14.1.5.
(1) ( V, W
If Vis
W )= ( V, W
2
(2) ( v, aw) =a(v, w ) ,
as
1)
all
above, then
( V, W2), all V, W
n EC, v, w EV;
(3) (O,v) = (v,O) =0, all v EV;
(4) ( v + w, v + w) = (v,v) + ( w, w)
Proof.
14.1.1.
14.1.1.
If
v, w
Property
Property
As for
(3)
is immediate from parts
and
(4):
is immediate from parts
If
=
v EV,
, W EV;
2
(v, w) ,
(1)
(2)
(v, 0) = (0, v)
EV,
+ 2Re
(1)
(2)
all
and
and
v, w EV.
(3)
(3)
of Definition
of Definition
then
(v  v,v) = (v,v)  (v,v) =0.
then
(v + w, v + w) = (v,v) +
= (v, v) +
= (v,v) +
(v,w) + ( w, v) + ( w, w)
(v,w) + (v, w) + ( w, w )
( w, w) + 2 Re (v,w) .
If V is a complex vector space and
inner product on
V,
( , )
a nondegenerate Hermitian
then we define the associated norm by
llvll=
14. Hilbert Spaces of Holomorphic Functions
418
(recall, for motivation, the relation between norm and inner product on
JR.").
Fundamental to the utility of this norm is that it satisfies the Cauchy
Schwarz inequality:
Proposition 14.1.6. If v, w EV, then
l(v, w )I :=:; llvll llwll
v / 0, w / O; otherwise there is nothing
=
v
l
2,/1
2
llw l ,"( l(v, w )I . Then o:/ 0,/1/ 0. Choose
ll ll
eiO
(
w,
v)
"/. For r E JR.,
that
Proof. We may as well suppose
to prove. Let a=
() E
[O, 271')
such
0 < (v  r e i O .w , v
r e i O ,w )
(v,v) +r2(w,w)2Re (rPi9(w,v))
o:+ /1r2  2q.
Let
r = "f / fJ
to obtain
"12 212
O<
 o:+/1
fJ
or
as desired.
Corollary 14.1.7 (Triangle inequality).
Ifv,w EV, then
111 +wll llvll + llwll
Proof. We have
llv +wll2
(v + w, v + w )
( v, v ) + ( 'w, w) +(v, w ) + ( w, v)
< llvll2 + llwll2 + llvll llwll + llwll llvll
(llvll + llwll)2.
D
Taking the square root of both sides gives the result.
The triangle inequality tells us that we can use
II II
to define a reason
able notion of distance on V that will make Va metric space: If
then define the distance between
and w to be
llv  wll
v,w
E V,
We now use the
notion of distance in considering properties of sequences.
), II 11 are as above and {vJ}1 Vis a sequence in V, then
{ Vj} satisfies the Cauchy condition if for any f > 0 there is a
J > 0 such that j, k J implies llvj  vkll < E. We say that V is complete
if every Cauchy sequence { Vj} has a l:imit v E V : T hat is, for every E > 0
there is a J > 0 such that j J implies llvj vii < E.
If V, ( ,
we say that
14.1.
419
of Hilbert Space
The Geometry
For the purposes of doing analysis, it is best to work in a complete
space. The fundamental process in analysis is taking limits, and one wants
to know that every Cauchy sequence has a limit.
F initedimensional vec
tor spaces are complete no matter what inner product norm is assigned
to them
( see
Exercise
Infinitedimensional spaces with innerproduct
17).
norms need not be complete, and completeness must be mandated and / or
proved in order to obtain spaces on which mathematical analysis can be
successfully studied. These general remarks have been provided to motivate
one to consider the mathematical structures which we now define.
Definition 14.1.8. A complex vector space V with positivedefinite Her
( , ),
mitian inner product
II II ,
is called a
which is complete under the associated norm
Hilbert space.
EXAMPLE 14.1.9. As in Example
let
14.1.2,
j =l
j=l
This norm provides the usual notion of distance ( or metric )
llv  wll
L lv1  w112
j=l
We know that ten, equipped with this metric, is complete.
EXAMPLE 14.1.10. Let
A2(0)
Define, for
f, g
{!
C be a domain. Let
holomorphic on n:
A2(0),
(f,g)
The fact that
lo lf(z)l2 dxdy
< oo }.
lo f(z)g(z)dxdy.
lf(z)g(z)I = lf(z)l lg(z)I
:S
lf(z)l2 + lg(z)l2 implies that this
A2(0) is
integral ( over the open set n) converges absolutely. We claim that
a Hilbert space when equipped with this inner product.
0,
To see this, let K n be compact. Select
such that
D(w, r)
whenever
wE
we have that
lh(w)I
rrr j
D(w,r)
::::: f
rrr
JD(w,r)
h(z) dxdy
lh(z)I. 1 dxdy
>
K
. For all
0, depending on Kand
wE
Kand
A2(0),
420
14. Hilbert Spaces of Holomorphic Functions
;,
:S
rrr
(
, (J,
:S
D(w,r)
V rr r
:S
r;;;
v rr r
lh(z)l2dxdy
D(w,r)
) (
)
112
112
f
12dxdy
jD(w,r)
112
lh(z)l2dxdy
(14.1.10.1)
llhll
A2(0) is a Cauchy sequence, then let E > 0 and choose J
j, k 2'. J, then llf1  hll < E y'rrr. Then, by Eq. (14.1.10.1)
h= f1  f1.:, we have
Now if U1}
so large that when
applied to
sup
wEK
f.
lf1(w)  fk(w)I
:S
r;;;
y7rr
11!1  hll <
E.
Thus U1} converges uniformly on compact sets of n to a limit function
Of course
Then
f is holomorphic.
To see that
A2(0),
fix a c