Complex Analysis: Lecture 12

MA201 Mathematics III

MGPP, AC, ST, SP

IIT Guwahati

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Topic 05: Learning Outcome

We learn
Sequence of Complex Numbers and Series of Complex Numbers
Sequences & Series of Functions: Pointwise, Absolute, Uniform Convergence
Power Series
Radius of Convergence
Power Series: Sum, Scalar Multiplication, Product, Division
Sum function of a Power Series is Analytic
Does an Analytic Function have a Power Series Representation?
Taylors Theorem / Taylor Series
Analytic at ∞
Singular Points: Isolated, Non-Isolated
Laurent Theorem/ Laurent Series

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Sequence of Complex Numbers
A sequence of complex numbers is a map from a : N → C given by a(n) = an for n ∈ N.
It is written as {an } or (an ) or < an >.
Definition
Let {an } be a sequence of complex numbers. If there exists a complex number a∗ such
that for each  > 0, there exists a natural number N0 such that

|an − a∗ | <  for all n ≥ N0

then we say that {an } converges to a∗ .

a∗ is called the limit of the sequence {an }.
We write it as {an } → a∗ as n → ∞ or lim an = a∗ .
n→∞

Examples:
{an = (1/n) + 2i} converges to 2i.
{an = n(1/n) + i ((n + 1)/n)} converges to 1 + i.
MGPP, AC, ST, SP Complex Analysis: Lecture 12
Results

If {an } converges then the limit of {an } is unique.

If {an } converges then the set S = {an : n ∈ N} is bounded.
If {an } converges then {|an |} converges. But converse is NOT true.
{an = xn + i yn } converges to a∗ = x∗ + i y∗ if and only if {xn } → x∗ and {yn } → y∗ .
That is,

{an } → a∗ if and only if {<(an )} → <(a∗ ) and {=(an )} → =(a∗ ) .

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Series of Complex Numbers
∞
X
an = a0 + a1 + a2 + · · · is called an (infinite) series of complex numbers.
n=0

Definition
∞
X
Let an be a series of complex numbers. Define the sequence of partial sums by
n=0
n
X
s0 = a0 and sn = ak . If there exists a complex number s such that the sequence {sn }
k=0
∞
X
of partial sums converges to s then we say the series an converges to s and we
n=0
write it as
∞
X
an = s .
n=0

MGPP, AC, ST, SP Complex Analysis: Lecture 12

 ∞
X
If the sequence of partial sums does not converge then we say that the series an
n=0
diverges.
Examples:
Let {an = (1/n ) + i(1/2) } for n ∈ N. Then an converges.
2 n P
Let {an = (1/n!) + i(1/2) } for n = 0, 1, · · · . Then an converges and sum is e + 2i.
n P
Let {an = (1/n) + i(1/2) } for n ∈ N. Then an diverges.
n P

P P
We say that the series an converges absolutely if |an | converges.

Results:
P
If an converges then {an } → 0 as n → ∞.
P P
If an converges absolutely then an converges. But converse is NOT true.
Similarly, we can define Sequence of Complex Functions and Series of Complex
Functions.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Sequence of Functions: Pointwise Convergence

Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set D. We say that

the sequence { fn (z)} of functions converges (pointwise) to a function f (z) in D, if for
each point z0 ∈ D and for each  > 0, there exists a natural number N0 that may
depend on both  and the point z0 such that

| fn (z0 ) − f (z0 )| <  for all n ≥ N0 .

In this case, we write it as lim fn (z) = f (z) for z ∈ D.

n→∞

If for some point z0 ∈ D, the sequence { fn (z0 )} does not converge or tends to ∞ then
we say that the sequence { fn (z)} diverges at the point z = z0 .

Example: Let fn (z) = zn for z ∈ D = {z ∈ C : |z| < 1} where n ∈ N. Let f (z) = 0 for all
z ∈ D. Then, { fn (z)} converges pointwise to f (z) in D.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Series of Functions: Pointwise Convergence

Definition
Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set D. The series
∞
X
fn (z) of functions converges (pointwise) to a function S (z) in D if the sequence
n=0 n

 X 
=
 
S (z) f (z) of partial sums converges (pointwise) to the function S (z) in D.
 
 n

 k 


k=0
X∞
In this case, we write it as S (z) = fn (z) for z ∈ D.
n=0

Example: Let fn (z) = zn for z ∈ D = {z ∈ C : |z| < 1} where n ∈ N. Let S (z) = 1/(1 − z)
P
for all z ∈ D. Then, fn (z) converges pointwise to S (z) in D.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Absolute Convergence

Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set D.

Definition
We say that the sequence { fn (z)} of functions converges absolutely to a function g(z) in
D, if for each point z0 ∈ D, the sequence {| fn (z0 )|} converges (pointwise) to g(z0 ).

Definition
∞
X
The series fn (z) converges absolutely to a function T (z) in D if the sequence
 n=0 
 n
X 
=
 
S (z) | f (z)| converges (pointwise) to the function T (z) in D.
 
 n

 k 


k=0

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Uniform Convergence

Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set D.

Definition
We say that the sequence { fn (z)} of functions converges uniformly to a function f (z) in
the set D, if for each  > 0, there exists a natural number N (that may depend only on
 ) such that
| fn (z) − f (z)| <  for all n ≥ N and for all z ∈ D .

Definition
∞
X
The series fn (z) converges uniformly to a function S (z) in D if the sequence
 n=0 
 n
X 
=
 
S (z) f (z) of partial sums converges uniformly to the function S (z) in D.
 

 n k 

 
k=0

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Useful Test for Uniform Convergence of Series of Functions

Theorem
Weierstrass M-Test:
Let {Mn } be a sequence of non-negative real numbers.
Let fn : D ⊆ C → C, n ∈ N, be a complex function defined on a set D.
If for each n ∈ N,
| fn (z)| ≤ Mn for all z ∈ D
and if
∞
X
Mn converges
n=1
∞
X
then fn (z) converges uniformly on D.
n=1

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Useful Result

Theorem
If { fn } is a sequence of analytic functions on a domain D that converges uniformly to
f (z) on D then f (z) is analytic in D.

Think: What is analogous result in case of uniform convergence of sequence of

differentiable real valued functions of real variable?

MGPP, AC, ST, SP Complex Analysis: Lecture 12

We now introduce a special type of series of functions, namely, power series.

Power Series

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Power Series

Definition
∞
X
A power series about a point z0 is an infinite series of the form an (z − z0 )n .
n=0
∞
X
Example-1: The geometric series zn is one of the easiest examples of a power
n=0
series.
∞ n
X z
Example-2: is another example of a power series.
n=1
n
∞
X (z − 3)n
Example-3: is another example of a power series.
n=1
4n

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Convergence of Power Series

∞
X
For which values of z does the geometric series zn converge?
n=0
It is easily seen that 1 − zn+1 = (1 − z)(1 + z + z2 + · · · + zn ) so that

1 − zn+1
1 + z + ··· + z = n
.
1−z
If |z| < 1 then lim zn = 0 and so the geometric series is convergent with
∞
X 1
zn = .
n=0
1−z

If |z| > 1 then lim zn = ∞ and the series diverges.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Recall: Limit Superior of Real Sequences
Let {an } be a sequence of real numbers.

lim sup an = lim sup{an , an+1 , · · · } .

n→∞ n→∞

lim inf an = lim (inf{an , an+1 , · · · }) .

n→∞ n→∞

Other Notation: lim sup is also denoted by lim. Further these concepts lim sup and
lim inf are defined only for real sequences and NOT for complex sequences.
Results:
For a real sequence, lim sup an and lim inf an always exist and it may be +∞ or
−∞ also.
Always lim inf an ≤ lim sup an .
If {an } converges then
lim inf an = lim an = lim sup an .
MGPP, AC, ST, SP Complex Analysis: Lecture 12
Equivalent Definitions for Limit Superior

If {an } is a sequence of real numbers then define

lim sup an = lim sup{an , an+1 , an+2 , · · · }

n→∞ n→∞
= inf sup{ak : k ≥ n}


n∈N
= sup E

where E is the set of all numbers x in the extended real numbers R = R {−∞, ∞}
S
such that ank → x as k → ∞ for some subsequence {ank } of {an }.

That is, E contains all subsequential limits plus possibly the numbers +∞ or −∞.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Basic Result on Convergence of Power Series

Theorem
∞
X
For a given power series an (z − z0 )n define the number R, 0 ≤ R ≤ ∞, by
n=0

1 1
= lim sup |an | n (Cauchy-Hadamard Formula)
R n→∞

then:
1 if |z − z0 | < R, the series converges absolutely;
2 if |z − z0 | > R, the series diverges;
3 if 0 < r < R, the series converges uniformly on {z : |z − z0 | ≤ r}.
Moreover, the number R is the only number having the above said three properties.

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Continuation of Previous Slide
In the previous theorem:
The number R is called the radius of convergence of the power series.
The open disk |z − z0 | < R is called the domain of convergence or disk of
convergence of the series.
It does NOT give any information about convergence of the series on the circle
|z − z0 | = R.
Examples:
∞
X
The power series kn zn has radius of convergence R = 1/|k|.
n=0
∞ n
X z
The power series has radius of convergence R = ∞.
n=0
n!
X∞
2
The power series 5n zn has radius of convergence R = 0.
n=0

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Radius of Convergence as the limit of Ratios of Coefficients
The radius of the convergence of a power series can be calculated sometimes from
the ratio of the coefficients as follows.
Theorem
∞
X
If an (z − z0 )n is a given power series with radius of convergence R, then
n=0

an
R = lim
n→∞ an+1
if this limit exists (including the limit tending to +∞ in the extended real number
system).

Example:
∞ n
X z
The power series has radius of convergence R = ∞.
n=0
n!
MGPP, AC, ST, SP Complex Analysis: Lecture 12
On Circle C : |z − z0 | = R - What happens?
On the circle C : |z − z0 | = R, power series may converge on C , diverge on C , or
converge on some part of C and diverge on the remaining part. One has to examine
case-by-case.
∞
X
The power series zn diverges at all points on the circle |z| = 1, since |zn | does
n=0
not tend to 0 as n → ∞.
∞ n
X z
The power series series diverges at the point z = 1 and converges at the
n=1
n
point z = −1. One can show that this power series converges at all points on the
circle |z| = 1 except at the point z = 1 using Picard’s Theorem given in the next
slide.
∞ n
X z
The power series 2
converges at all points on the circle |z| = 1, since
n=1
n
X zn X 1
≤ < ∞.
n2 n2
MGPP, AC, ST, SP Complex Analysis: Lecture 12
Theorem
Picard’s Theorem: Consider the power series an zn and suppose that:
P

1 The coefficients an are real nonnegative numbers.

2 an ≥ an+1 for n = 1, 2, 3, · · · .
3 {an } → 0 as n → ∞.
Then the power series an zn converges at all points of the circle |z| = 1, except
P
possibly at z = 1, so its radius of convergence is at least 1.
P1
Using the above theorem and using the fact n diverges, one can conclude that
∞ n
X z
converges at all points on the circle |z| = 1 except at the point z = 1.
n=1
n

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Properties

∞
X ∞
X
Let an (z − z0 )n and bn (z − z0 )n be power series with radius of convergence R1
n=0 n=0
and R2 respectively. Then,
∞
X
Sum: (an + bn )(z − z0 )n has the radius of convergence R ≥ min(R1 , R2 ).
n=0
∞
X
Scalar Multiplication: λan (z − z0 )n where λ , 0 has the radius of convergence
n=0
R = R1 .
∞
X n
X
Product: cn (z − z0 )n where cn = ak bn−k (Cauchy Product) has the radius of
n=0 k=0
convergence R ≥ min(R1 , R2 ).

MGPP, AC, ST, SP Complex Analysis: Lecture 12

Properties (Continuation of Previous Slide)

∞
X
Product Coordinatewise: an bn (z − z0 )n has the radius of convergence
n=0
R ≥ R1 R2 .
∞
X an
Division Coordinatewise: If bn , 0 for all n then (z − z0 )n has the radius of
n=0
bn
convergence R ≥ R1 /R2 .
bn (z − z0 )n , 0
P
Division of Two Series: If r is thePlargest real number such that
an (z − z0 )n
for all z ∈ {z : |z − z0 | < r} then P has the radius of convergence
bn (z − z0 )n
R ≥ min(r, R1 , R2 ).

MGPP, AC, ST, SP Complex Analysis: Lecture 12