Functional Dependence

Author(s): Arthur B. Brown

Source: Transactions of the American Mathematical Society, Vol. 38, No. 2 (Sep., 1935), pp.
379-394
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/1989688 .
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 FUNCTIONAL DEPENDENCE*
BY
ARTHUR B. BROWN

The conditionfordependenceof n functionsof n+p

1. Introduction.
variablesis roughlythat everydeterminant of ordern formedfromthe
matrixofthefirstpartialderivativesvanishidentically.
The theoremeasiest
to prove assumes condition (A): One ofthedeterminantsofhighestorderwhich
do notvanishidenticallyis different
fromzeroat a givenpoint.The firsttheorem
freefromcondition(A) is due to Bliss,twhoestablishedan analyticrelation
inthecaseoftwoanalyticfunctions ofnotmorethantwovariables.Osgoodt
provedthat,forthecase ofthreeor moreanalyticfunctions ofas manyvari-
ables,theidenticalvanishingoftheJacobiandoes notnecessarily implythat
thefunctions satisfyan analyticrelation.No resultof a positivenaturewas
givenin thiscase.
More recently, Knopp and Schmidt?have establisheda relationforthe
case ofn realfunctions, ofclassC',JJ
ofnotmorethann variables.The result
is obtainedin thelarge,and freeofcondition(A). ?
In the presentpaper we treatfirstthe real case, extendingthe results
* Presentedto the Society,October27, 1934; receivedby the editorsSeptember17, 1934.
t G. A. Bliss, FundamentalExistence Theorems,Colloquium Publications of the American
Mathematical Society,vol. 3, part 1, 1913. See also Osgood, LehrbuchderFunktionentheorie, vol. 2,
part 1, chapter2, ?24, wherea treatmentinvolvingparametersis given.We referto the latterbook
as Osgood II.
I W. F. Osgood, OnifJnctionsof severalcomplexvariables,these Transactions,vol. 17 (1916),
pp. 1-8.
? K. Knopp and R. Schmidt,Funktionaldeterninanten undA bhdngigkeit vonFunktionen,Mathe-
matischeZeitschrift, vol. 25 (1926), pp. 373-381. We referto this paper, and to the authors,as
K and S.
11A functionof class C(k) is one having all partial derivatives,continuous,of orderk. A func-
tion of class C(X) is one havingall partialderivatives,continuous,of everyfiniteorder.
? For a proofof the same resultsunderthe weakerhypothesesthatthe functionsneed not be of
class C' but are merelydifferentiable in the senseof Stolz, see A. Ostrowski,Funktionaldeterminanten
und Abhdngigkeit vonFunktionen,Jahresbericht der Deutschen Mathematiker-Vereinigung, vol. 36
(1927), pp. 129-134.
We mentionalso a paper by G. Doetsch, Die Funktionaldeterminante als Deformationsmasseiner
Abbildungund als Kriteriumder Abhdngigkeit von Funktionen,MathematischeAnnalen, vol. 99
(1928), pp. 590-601. He definesa point as regularif the matrixof firstpartial derivativeshas the
same rank thereas at all sufficiently nearbypoints,otherwisesingular.He establishesa functional
relationwithoutrestrictionon the numberof variables,under each of the followinghypotheses:
(i) thereare no singularpointsin the set underconsideration;(ii) the singularpointsare mapped on
a set of measurezero; (iii) the singularpointslie on an at mostdenumerablyinfiniteset of n-dimen-
sional manifolds.
379

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380 A. B. BROWN [September

ofK and S to thecase thatthenumberofvariablesis arbitrary(but finite).

The proofofK and S does notgeneralizein anyobviousmannerso as to give
thisresult.No conditionslike thoseof Doetsch are imposed.Conditionsof
differentiabilityare imposed.It wouldbe interesting to knowto whatextent,
if any, these conditionsare necessary.[Added in proof:See footnoteto
Theorem4.II. ]
In the secondpartwe treatthe case ofn analyticfunctions of any finite
numberofvariables.We establishherean important propertywhichwould
obtainifan analyticrelationdid exist,namelythatthepointset determined
by the givenfunctions in the representingspace forthe values of the func-
tionshas theproperties thatit is nowheredense*and thatit cannotdiscon-
nectanyregiontofthespace.
Finallywe treatthecase oftwoanalyticfunctions ofn complexvariables,
extending theresultsofBliss to thecase thatn is no longerrestrictednot to
exceed2. Ourrelation,likethatofBliss,is satisfied onlyby thevaluesofthe
givenfunction. In thiscase we construct a newproof,different fromthatof
Bliss.
In all casesparametersare included.In thecase ofreals,a relationis ob-
tainedwhichis satisfied onlyby thevaluesofthefunctions, whichis not the
case withK and S.:
-2. Preliminary lemmas.We nowintroducesomelemmaswhichare help-
fulin thesubsequentproofs.
LEMMA2.I. Let a transformation

(2 .1) "ti- =Vi(XI, ***,Xn) = VA(X) (j = 1, )m), m> 1, n> 1,

begiven,wherev,(x) is realand continuous overa closedboundedsetK ofreal

(x)-space,withB a closedsubsetofK. ThenifeachpointofB has a neighborhood
on B whoseimageunder(2.1) is nowhere densein real (u)-space,and if each
pointofK - B has a neighborhood on K - B whoseimageis likewisenowhere
dense,theimageofK in (u)-spaceis nowhere dense.?
Sincethesumofa finitenumberofnowheredensesetsis nowheredense,
it followseasilyupon use of the Heine-Boreltheoremthat the imageof B
is nowheredense.If Q is anypointof (u)-space,and N any neighborhood of
* Thisfirstproperty alsofollowseasilyfromtheresults
inthecaseofreals.
t Regiondenotesconnected openset,henceconnected by curves(Hausdorff,
Mengenlehre,2d
edition,p. 154,TheoremVIII). Domaindenotes(non-vacuous) openset.
t To obtainthisresultwemodify thetreatmentinoneofthetwopartsofK andS. It wasfound
necessarytoreplacetheotherpartofK andS bya different treatment.
The present paperis complete in itself.
? A setS is denseat a pointifthepointhas a neighborhoodwhichconsists
oflimitpointsofS.

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1935] FUNCTIONAL DEPENDENCE 381

Q, a setD(B) can be foundopenon K and containing B, withimagehavingno

pointon a sub-neighborhood Ni of N. By applyingtheHeine-Boreltheorem
to K - D(B), we thenfindthattheimageofK has nopointon a sub-neighbor-
hood N2 ofNi. As Q is arbitrary,
we inferthatthelemmais true.
LEMMA2.II. Underthehypotheses of thepreceding lemma,supposeeach
pointofB has a neighborhoodonB whoseimagein (u)-spaceis notonlynowhere
densebutalso has thepropertythatitcannotdisconnectanyregionof (u)-space,
and eachpointofK -B has a neighborhood on K - B whoseimagesatisfiesthe
sameconditions. ThentheimageofK in (u)-spaceis nowhere denseand cannot
disconnectanyregionof(u)-space.
As the proofis similarto that of Lemma 2.1, we omit it.
LEMMA 2.III. Giventheequations(2.1) withv>(x)ofclass C', and withthe
of rank < r neighboring
matrixA offirstpartialderivatives a point(x?) = (xj?,
n,x), with0< r, supposeavj/9x1z,0 at (x?). If we substitute
thesolution
(2.2) X1 = X2, . xn)
tl(Ub, *,

ofthefirstequationin (2.1), determined

at (x0),in theremaining
equations(2.1),
obtaining
(2.3) ui = ti(Ull X2 . . . X Xn) (j = 2, , m),
thenthematrixofthefirstpartialderivatives
ofthe?'s withrespect
toX2, .. *, Xn

has rank _?r-1 for (Ul, X2, . , Xn) near [v1(xO),x2Y, * , X ].

If eithern -1 or m- 1 is lessthanr,theresultis obvious.In thecontrary
case, take any r-roweddeterminant of thepartialderivatives,as

=lall | (X2, , Xr+l)

Withthehelpof the identity

. . . . . .
rj(Ulj X2, X Xn) 9Vj[ l(Ul, X2, *** Xn)) X2, ) Xn]

and thefactthat (2.2) is thesolutionofthefirstequation(2.1), the (j- 1)st

rowof IIail
can thenbe written(1=2, 3, * . . , r+1):

I[x
Ov av\ [ 7 vi v
71 ( /v) (vi /v\ ) 11
X 9x2 OxI Ox2 LOx, axr+1 ax, Oxr+iJ

Sinceeach bracketis a sumoftwoterms,a equals a sumof 2rdeterminants.

But any of thesewhichcontainat least twocolumnsoffirsttermsare zero,
sincethosecolumnsare proportional. Thereremainonlyr+1 of the 2rde-
terminants,and theirsumis seento be theexpansionof

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382 A. B. BROWN [September

a(vl, V2, * .
. Vr+i)

=(Xl, X2, .* . Xr+1)

by minorsofthefirstrow,exceptfora factordvl/lcxlofeach term.SinceA is

of rank < r,,B= 0. Hence a = 0 and the lemma is true.
3. A nowheredensemap. Beforestatingthe nextlemma,we introduce
notation.If m and n are integers,
the following m5 0, let kmand t(m,n) be
theintegersdefinedas follows:

(3.1) n/m< km< (n/m)+1;

(3.2) t(m,n) = kmif n< 2m,
(3.3) t(m,n) = t(m, n -1) + km- 2if n > 2m.
LEMMA 3.1. Given thefunctions v,(xi, .* * xn),j= 1, * * , m, of class C(t),
t > 1, in a domain D of real (x) -space, let L be a closedboundedsubsetof D, at
each pointofwhichall thefirstpartial derivativesof all thev's are zero. Suppose
tt>(m, n). Then under the transformation
(3.4) Ui = vi(x1, . . . , Xn) = v (X) (j= 1, , ), )

theimage of L in (u)-space is nowheredense.

From (3.2) and (3.3) we see that k'<t(m, n), and since t>t(m, n) it
followsthatt>k,k.
Let k= kmand L1 be thelocus ofpointsofL at whichall partialderiva-
tivesofordersI to k inclusive,ofall thev's,are zero.Let b>0 be a constant
suchthatthedistancefromL to theboundary,ifany,of{Dis > n1"2b.Given
-q>0, we choose 6, with0 < 3 <b, so thatat all pointsnot farther
thann'126
fromLi, any kth-orderpartial derivative of v;,j = 1, - . , m, is in absolute
value less than tj. Next we subdivide (x)-space into n-cubesby planes
x = p/2
p h4p anyinteger, choosingh as a positiveintegersuchthate = 1/2h <6.
We considerthoseclosedcubesq ofthissubdivisioneach ofwhichcontainsa
pointof Li. If we let P' be theimagein (u)-space,under(3.4), of a pointP
on L1 in a cube q, it followsfromTaylor'stheoremwiththeremainderthat
theotherpointsofq are transformed intopointswhosecoordinates from
differ
thoseofP' by less,in anycase, than
r6kc k . ;k/ 2nk

kl 2 k!)
Therefore
thetransforms ofthepointsofq lie in a cube ofedge <t ; k, hence
ofvolume_ mE km. Sincethevolumeof theoriginalcube q is en theratioof
thevolumesis ;mekm-n. Now kmr-n0, by (3.1), since k= km;and r and e

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19351 FUNCTIONAL DEPENDENCE 383

can be made as smallas we like. Since thetotalvolumeof the cubesq does

not increaseas e- 1/2hbecomessmaller,it followsthatL1 can be enclosed
in a finiteset of closedcubes whoseimagehas Jordanmeasureless than a
fixedpreassignedconstant.Hence theimageofLi has Jordanmeasurezero,
and sincetheimageis a closedset,it mustbe nowheredense.*
If n ? m thenk= 1 and L1= L, and theproofofLemma3.1 is completed.
If n > m thenk> 1 and we continue.
FromLemma2.I we see thatwe can nowconfine ourattentionto a neigh-
borhoodof an arbitrarypointof L -L1. Firstwe take the case of a point
whereall partialderivativesof orders1 up to k-1, of all the v's, are zero.
As we are goingto treatseparatelythecase (whichcan ariseonlyifk> 2) of
a pointat whichat least one derivativeoforderk-I is different fromzero,
it follows,again fromLemma 2.1, thatforthepresentwe need merelycon-
sidera closedset,say L2, in a neighborhood of a pointQ of L -Li, withall
partialderivativesof ordersup to k-1 vanishingat each pointof L2.
Since Q is not on L1,at least one derivativeof orderk is not zero at Q,
say C kv1/x1k 0. Since n > m, n> 1. Now we apply the implicitfunction
theorem tothelocusdk-'v1/0x1X
k- = 0, whichcontains L2,obtaining thatlocus
in theform
(3.5) xi = MX(x2, *, xn), ofclassC(tk+l)*t
We takeL2 smallenoughso that(3.5) containsL2.Let 12be thelocusofpoints
of (x2, - - , xn)-spacewhich,under(3.5), give pointsof L2. Now we sub-
.

stitutein (3.4) obtainingtheequations

(3.6) Us = vj[t1(x2, . , xn)),x2, x.
., , (I = , i).
M

Let bi>0 be a constantsuch that forpointsof (x2, , xn)-spacewithin

distance(n - I)'/2b1of 12, (3.5) stillholds and givespointswithindistance
nl"2b ofL. Let M be thelargerof1and (n-i) (maximum of IallX2/f 1,.
,
I(3l1/fn I forpointswithindistance(n - 1) l1/2bof12). Let e6>0 be a constant,
with0 < e <bi. Then it followsfromthelaw of themeanthatifthecoordi-
natesofa point(x2,- - , xn) differ
. fromthoseofa pointof12bynotmorethan
El, the correspondingvalues of xi differ by at mostMel. Let H be an upper
boundfortheabsolutevaluesof thepartialderivativesoforderk,ofall the
v's,forpointsofD withindistancen"/2bofL. Now we applyTaylor'stheorem
withtheremainder to thefunctions in (3.4), fortwopointsofthelocus (3.5),
* In usingthis
propertyto show that the closed set is nowheredense,namelythat it has Jordan
measurezero,we followK and S.
t That the class of {l is at least that of ak-lv1/Ox,k-1 is seen easily fromthe formulasforthe de-
rivativesof el.

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384 A. B. BROWN [September

oneon L2,whoserespective
coordinates
x2, * *, xndiffer
byat mostE. Hence
theircoordinatesxi differby at mostME1> Ei. In applyingTaylor's theorem,
all derivativesof ordersless than k are takenat the firstpoint,and the re-
maindertermis a sum of derivativesof orderk. Therefore,by (3.6), the
corresponding twopointsin (u)-spacehave coordinatesrespectively differing
by less than
nk(Me,) HI
1
k! 2
Therefore ifwe covera portionof (x2, , xn)-spacecontaining
12by a net-
workof (n- 1)-cubes,of edge e1,each of whichhas at least one pointin 12,
each of thesecubes is mappedby (3.5) and (3.4) on a subsetof a cube in
(u)-space of edge H(El) k. The ratio of the volumesof two such cubes is
n
(Hi) m(El) km-n+l. Since k = k km-n+ 1 >0. As Ei can be made as small as
we like,we concludethattheimageofL2 has Jordanmeasurezero,henceis
nowheredense.
If k=2, Lemma 3.I is now proved.If n? 2m thenk mustequal 1 or 2,
and we see thatwe have nowprovedthefollowing:
LEMMA 3.II. If n?2m, Lemma 3.I is true.
If k> 2, we continuewiththeproofofLemma3.I. Againby use ofLemma
2.I we findthatwe can nextturnour attentionto a closed subsetL3 of L,
neighboringa point of L, with all partial derivativesof vi, ,)vm,of orders
1 to k-2 inclusive, zeroat eachpointofL3,butwithsomeparticular(k- 1)st-
orderpartialderivative,say ak-lVl/dxlk-l, not zero in L3. Applyingthe im-
plicitfunctiontheoremto the locus a k-2v1/xI k-2= 0, we obtain xl =2(X2,
* Xn), 42 of class C(t-k+2). We substitute
thisfunction
intotheequations
(3.4), obtaining
(3.7) ui = (X2, Xn) ( = 1, ,m)

withP; of class C(t-k+2). We can now apply mathematicalinduction,since

ifwe reducethesituationto thatofmfunctions ofa numberofvariablesnot
greaterthanm/2,thecorresponding k willbe notgreaterthan2, and we can
thenapplyLemma3.II. Sincein (3.7) we have mfunctions ofn-1 variables,
of class C(t-k+2), it followsthatwe can applytheinductiveprocessprovided
t-k+2>t(m, n-1). Since t>t(m, n) and k=kn,,(3.3) is seento ensurethe
fulfillment ofthisconditionwhenn > 2m.
Continuing in thiswaywe finallyfindthatLemma3.1 is valid provided
t-k + v> t(m,n-1), fora finite(possiblyvacuous) set ofvaluesof v> 2. As
thisinequalityis a consequenceof theone above,we concludethatLemma
3. is true.

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1935] FUNCTIONAL DEPENDENCE 385

Let (cf.(3.1))

(3.8) s((m,n, r) = k:-r + kf-2mr-r l + kfl2m?r-2 + +

k+
if n - 2m + r > 1,
(3.9) s(m, n, r) = kmn_r if n- 2m + r 1.
THEOREM 3.JII. Given thefunctionsv;(xi, X), of class C(8), s> 1
X,
(j= 1, , in), in a domain D of real (x) -space, letJ denotethematrixoffirst
partial derivatives.Let B be a closedboundedsubsetof D, at each point ofwhich
J has rank r <im, withr a non-negative integer.Suppose s _ s(m, n, r). Then
underthetransformation
(3.10) Us= vi(Xl) . , Xn) (j =,**,m),
theimage ofB in (u)-space is nowheredense.*
According to Lemma3.1,ifL is thesubsetofB at each pointofwhichall
thefirstpartialderivativesof all theu's are zero,theimageofL is nowhere
denseprovided
(3.11) n) <s.
t~~~~~(m,
For themomentwe defertheverification of (3.11), and proceedwiththerest
of theargument.
If L is all ofB, nothingremainsbut to verify(3.11). If L is not all ofB,
thenr mustbe positiveand we proceedas follows.Accordingto Lemma 2.1
we need now consideronlya closedsubsetA of B consistingof pointsin a
neighborhood ofsomepointQ ofB -L. SinceQ is noton L, somefirstpartial
derivativeof a vu is differentfromzero at Q, say Ovil/x,5<60. Applyingthe
implicitfunction we solve thefirstequation(3.10) in theform
theorem,
xl = . . ifn > 1,
(3.12) 63(U1, X2, ., Xn),
xl = 3(u1), if n = 1,
with6 of class C(8),and substituting
the resultin the remainingequations
(3.10) obtain

(3.13) j =
?j(Ul, x2, . , xn) (j = 2,*. , m), ifn > 1,
= fj(l)
?>j (j = 2, , m), if n = 1,

withs of class C(8). (Note that m>1 sincer>0 and m>r.) We treatthe
case n >1, as it is thenobvioushow to treatthe case n=1. We take A so
small thatit is part of thelocus forwhich(3.12) is valid. We now let X be
* If n < m, theonlycondition
is thattheu's be ofclassC', whichis theresultofK andS.

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386 A. B. BROWN [September

the projectionof A on (x2, , xn)-space,and see, by Lemma 2.I, that it

willbe sufficient to showthat the set in (u1,* - *, un)-spaceobtainedfrom
(3.13) by taking(x2, . x.,), anywherein X and ui anywherein a closed
neighborhood of the value determined by (3.10) at Q, is nowheredense.It
to provethattheset in (u2,
is sufficient * Un)-spaceobtainedfrom(3.13)
foreach fixedvalue of u, is nowheredense,forif a closed set is denseat a
pointin (u)-space it mustcontaina neighborhood of the point.According
to Lemma2.111,therankof thematrixoffirstpartialderivativesof theO's
in (3.13) withrespectto x2, , xnis _r- 1. As thetheorem is, by Lemma
3.I, provedforr = 0 (exceptforverifying (3.11)), we can use inductionwith
respectto therank,and sincein (3.13) withu1= constantwe have rn-I func-
tionsofn-1 variables,it followsthatto completetheproofofTheorem3.111
we needmerelyshow,in additionto (3.11), that
(3.14) s(m, n, r) _ - 1, n
s(m - 1, r - 1) if r > 0.
But if m,n, r are each reducedby unity,n-r, m-r and n-2m+r are all
unchanged.Hence, by (3.8) and (3.9), (3.14) holds withthe equalitysign
whenr>O. Therefore it remainsonlyto verify(3.11).
First we note that if n=2m+1, then from(3.2) and (3.3) we have
t(m, )=2 +kn-2=k n= 3. Hence

(3.15) t(m,n)= k f n < 2m + 1.

form,with
Next,withthehelpof (3.1), we rewrite(3.3) in thefollowing
n replacedby v:

(3.16) t(m, ') = km + t(m, v - 1), if v > 2m.

from(3.16) in the resultwith

Writing(3.16) for v= n, then substituting
= n-1, etc.,we obtainthe following,whenn > 2m+ 1:
n-2m n-2mt-l 1
(3.17) t(m,n) km +km + +km + t(m, 2m).

the2 withthefirsttermoftheright
From(3.2), t(m,2m) = 2, and combining
hand memberof (3.17) we obtain
2
(3.18) t(m, n) = km + km + km + ** + km ifn > 2m + 1.
Case I. n> 2m+2. Then n-2m+r>I and (3.8) holds.Sincein thiscase
n > m, kmn-r>-k_Ra relationbetweenthe firsttermsof the sumsin (3.8) and
(3.18) respectively.The second termin (3.8) is obviously(from(3.1)) at
leastas greatas thesecondtermin (3.18), etc. As thereare at least as many

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 19351 FUNCTIONAL DEPENDENCE 387

termsin (3.8) as in (3.18), it followsthatin Case I (3.11) is satisfied,

since
s ;s(m, n, r).
Case II. m<n<2m+1. As in Case I, m-r It then followsfrom
(3.15) that (3.11) is satisfied,
whether(3.8) or (3.9) is used.
Case III. nm<. Accordingto (3.15), t(m,n)=l, hence again (3.11) is
satisfied.This completestheproofofTheorem3.III.
We see from(3.8), (3.9), (3.15), and (3.18) thats(m,n,0) =t(m,n). Since,
as we have observed,(3.14) is satisfiedwiththeequalitysign,and thevalues
oft(m,n) werederivedfrom(3.2) and (3.3) whichwereused in theproofof
Lemma 3.1,it followsthatour treatment does not admitany smallervalue
fors thans(m, n, r) as givenby (3.8) and (3.9).
4. Dependenceof real functions. Aftera preliminary theorem,whichis
an extensionofa theoremofK and S, we obtainourtheoremon dependence
ofrealfunctions, following theprocedureofK and S.
THEOREm 4.1. If M is a closedsetoftherealnumber spaceofwi, * Wn,
thereexistsa functionF(wi, * * *, wn)_F(w) ofclass C(X)in all offinite(w)-
space,whichvanishesonlyatthepointsofM in (w)-space.
First divide (w)-spaceby the hyperplanes Wk=O 1,? 2, * * (k=1,
* * n), and let [qj] denotethesetoftheresulting closedhypercubes which
contain no points of M. For s = 2, 3, - , we consider the hyperplanes
Wk=O, ?1/28, +2/28, +3/28, . * (k=1, * , n), and, for each s, let [q8]
denotethesetofthoseoftheclosedhypercubesintowhichtheseplanesdivide
(w)-space,whichcontainno pointof M and no innerpointof any cube qj
withj < s. Next, fors = 1, 2, 3, * * - , we define
(4.1) f.(w) = s-I2exp L- (sin (2'iurwi)
sin(2"irw2)... sin (2rxwY)-21
in each cube of [q8],and f8(w)=0 elsewhere.Then we definef(w) =fi(w)
+f2(w) +f3(w) + - - . It is easily verifiedthatf(w) is of class C(X). Evidently
f(w) = 0 at each pointofM, butf(w)0 0 in anyregion.*
Now let a, =0 and at denotethepositivesquarerootofthe (t- 1)st posi-
tive integerwhich is not a perfectsquare, t=2, 3, * * , n+1. Thus a? =2,
a3 =3, a42=5, etc. For t=1, 2, * , n+1, let Mt denote the set obtained
fromM by subjecting it to the transformationwi' = wsi+a, (j = 1, *.* ,n),
and kt(w) the functiondefinedexactlyas f(w) was defined,but withM re-
placedby Mt in determiningq5t(w).We denotekt(w+at) =4t(w,+at, w2+at.
... , w,+at). Let F(w)=41(w+a1)+42(w+a2)+ **+n+.(w+an+1).
Then F(w) is ofclass C(-) in (w)-space,sincef(w) is, and obviouslyvanishes
* This paragraphis taken fromK and S, wherefurtherdetails are given.We may replace the
functionin (4.1) by a simplerone, as theydid, iff(w) is not requiredto be of class C(X).

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388 A. B. BROWN [September

on M. Furthermore, F(w) vanishesonlyon M. For,sincef(w) _ 0, ifF(b) = 0,

then4i(b+al)=02(b+a2) = . =4.+l(b+a.+l) =0. From the definition of
bt(w) it followsthat for t=1, 2, * * *, n+1 at least one of the sums bi+at,
b2+at, .. **, bb+at would be rational if (b) were not on M. Let bmt+at be
one such,t= 1, , n+ 1. Sincethereareonlyn b's,we see thatone ofthem
mustoccur twicein such a sum. Thus bm+ap and bm+aq mustbothbe ra-
tional,p <q, forsomem,p, q. Thus ap wouldequal aq+r, r rationaland H0
sincea, $ aq; and by equatingthesquaresofthesetwoexpressions, we would
have aq rational,But ifa positiveintegera,qis nota perfectsquareitssquare
as followsfromthetheoremofuniquefactorization
rootis irrational, ofposi-
tiveintegers.Hencewe wouldhave a contradiction, and it that
follows Theo-
rem4.1 is true.*
Nextwe statethedefinition offunctionaldependence,includingthecase
thatparameters are involved.
DEFINITION 1. Functions v;(x1, * Xny Y1,
. . . , yp), j=1, M, , de-
fined on a closed boufded set B of (x, y)-space, are said to be dependentin
*, u b,Yi, * .
Xi, * * * XXn on B ifthereis a function F(ui, yp) with thefol-

lowing properties.
(i) F(u, y) is definedin all of real (u, y)-space and has continuouspartial
derivativesof thefirstorderthere.
(ii) For each (y0), F(u, y0) 0 in each regionof (u) -space.
(iii) F[vi(x, y), * v**m(X, y), yi . , yp](f(x, y) =0 at each point ofB.
DEFINITION 2. Functions vZ(xi, m, , de-
Xnx Yi, . .* yP), j=1,
fined in a domain D of (x, y)-space, are said to be dependentin x1, X, *

on D if theyare dependentin xi, * * *, x1 on everyclosedsubsetof 'D.

THEOREm 4.11. Let v(xi, . . .* Xn Yi, , y,) be given of class Ce), s > 1,
in a domain of D real (x, y)-space,j = 1, , M, and wherethe y's may be
lacking. Let K be a closed subsetof D at each point of whichthematrixof the
firstpartial derivativesof the v's withrespectto the x's is of rank <r, where
O<r <m, r a fixedinteger.Suppose s s(m, n, r) [see (3.1), (3.8), (3.9) ]. Then
thefunctionsvj(x, y) are dependentin x1, * * , xn on K.t
Let M denotethelocus of all pointsof (u, y)-spacesatisfying the condi-
tionthat therebe at least one set 2n, , ( such that (t, y) is on K and
ui=v/i, y),j =t, m, . SinceK is closedand bounded,M is closed (and
bounded).Hence,by Theorem 4.1,it is seenthatTheorem4.1I is trueifM
* A moredirectproofwithoutuse of the irrationalquantitiesis easily given,but the exposition
would be cumbersome.
t The theoremof K and S requiresthat n < m. Added in proof:E. Kamke has provedthistheo-
vol. 39 (1935), pp. 672-676.
remforthe special case n= m+ 1; see MathematischeZeitschrift,

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19351 FUNCTIONAL DEPENDENCE 389

is nowheredense.SinceM is closed,it is sufficient

to provethatforeachfixed
set (yr, . . , yp), the correspondingsubset of M is nowheredense. But this
followsfromTheorem3.JII. Hence Theorem4.1I is true.
THEOREM 4.JII. Theorem4.II remainstrueif K = T) (hencenot closed).
This followsfromDefinition2.
THEOREM 4.IV. Theorems4.II and 4.III remain true if, in Definition1,
F is required to be of class C(co),and F(u, y) = 0 only at points for which
u= vi(x y) for some (x) with(x, y) on B.*
Theorem4.IV was actuallyprovedin establishingTheorems4.II and
4.III.
5. Severalfunctions of severalcomplexvariables.Whenform>2 ana-
lyticfunctions of severalcomplexvariablesthe rankof the matrixof first
partialderivativesis less thanm,it followsfromOsgood'sexamplesthatwe
cannotestablishtheexistenceofan analyticrelation,evenin thesmall.How-
ever,we provea geometric result,whichappliesin thelarge.
LEmmA 5.I. Let the functions fi(x*, , yX
Xn , * * * , y,P) f=p(x,
. y),
j =1, , m, be analyticin a domain D of thereal (2n+2p)-space ofthen+p
...

complexvariablesxi, , y,p.Let B be a closed subsetof D at each point of

which fj/3xr=0,j
1= j = m, r=1, *
*. , n. Thenthepoints(ul, * , um,
yi, *, yp) ofthesetB' obtainedbyuse oftheequations

(5.1) u1=f1(x,y) (= m),

at all pointsofB, forma setnowheredensein the(2rm+2p)-dimensional(u, y)-
space,and havingtheproperty
thatit cannotdisconnect
anyregionofthatspace.
Firstwe provethatB' is nowheredense.Let Bo be thepartofB in any
subspace definedby yk=yk0, k = l, * * *, p, and Bo' the correspondingpart
of B'. If there are no y's, we take Bo=B, and Bo' =B'. Then we have the
functionsu1=fi(x, yO)of the x's only, satisfyingAfj/d9xr= 0. Now neighboring
anypointofBo thesimultaneous solutionof thelattermnequationsis given,
accordingto theSecondWeierstrass PreparationTheorem,tby a finitenum-
ber of configurations, each witha certainpositivenumberof independent
variables,providednot all thelefthandmembersoftheequationsare iden-
tically zero. From the conditions afj/aXr= 0 holding on each of these con-
figurationsit follows that on each of themfi= u1= constant,j =1, . . , m.
In the case that all the leftmembersof the equationsare identicallyzero,
* The last part of thistheoremis not provedby K and S in theircase n < m.
t Osgood II, chapter2, ?17.

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390 A. B. BROWN [September

eachf;is obviouslyconstant.SinceBo is closedwe can applytheHeine-Borel

theoremto it, and it followsthat
(Bo'): BO' containsonlya finitenumberofpoints.
SinceB' is closedit mustthenbe nowheredense,fora closeddensesetmust
containa region.
To provethesecondpart,wemustshowthatifql is anyregion(connected
openset) of(u, y)-space,and 'Rl= t(- tB', thenR. is a region.It is obviously
open. Now if thereare no y's, the resultfollowsfrom(B'). Hence we may
supposethatthereare somey's. Let C and D be any twopointsof , and
let thembe joined by a path I consistingof straightline segmentsCS1,
SIS2 *... , St-,St, S,D, all in R. We take the segments (by insertingaddi-
tionalpointsif necessary)in length<d, wherethe distancefromI to any
boundarypointoffRis greaterthan3d. Fromproperty(B') it followsthat
theS's can be changedslightly, in each case keepingthe y's fixed,so that
noneof themis on B'. Let thisbe done,witheverything mentionedabove
stillholding.
We nowshowhowto replacethelinesegments by pathsinR,, iftheyare
in
not alreadyentirely R1. We take CS1, say. Let Cu,Si, and L denotethe
projectionson (y)-spaceofC, S1 and thesegmentCS1,respectively. For each
pointofL we nowdetermine a subsegment ofL as follows.To a pointA of
L, not Cs,or Si,, we firstlet corresponda pointP(A) of%Rwhichprojects
onto (y)-spacein the pointA. The existenceof such a pointP(A) follows
fromproperty(B0'). The subsegment of L determined by A is now chosen
as one withmid-pointat A and so shortthattheparallelsegmentthrough
P(A) in (u, y)-space,of the same lengthand withmid-pointat P(A), is
within%R1 and also withina sphere2 withradius2d and centerat themid-
pointofCS1. If A is at Cvor Si,, thecorresponding subsegment ofL is simi-
larlydefined,but has A as one end point.We now apply the Heine-Borel
theoremand choosea finiteset of thesesubsegments of L whichcoverL,
and shortensomeofthemifnecessaryso thattheyjust coverL but no two
ofthemhave morethanone pointin common.If C1,,El, E2, * . .*, E8, SI are
thepointsA determining thesesubsegments, the corresponding parallelline
segmentsthroughthepointsP(C,) = C, P(E1), * * - , P(E.), P(Si1) = Si will
constitute partofthepathin R, joiningC to Si. The remainder ofthatpath
consistsof a finitenumberof curvesconstructed as follows.
Let F1 and F2 denoteendpointsoftwooftheselinesegmentswhichpro-
ject onto a singlepointofL (commonend pointof twoof the subsegments
ofL). It is thensufficient to join F1 and F2 by a curvein R,. But F1 and F2
S
lie in a space definedby yk= constant, k = 1, * * *, p, which, according to

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1935] FUNCTIONAL DEPENDENCE 391

(Bo'), containsonlya finite

numberofpointsofB'. Hence anycurveinterior
to z and on,, joiningF1 to F2 and avoidingthisfiniteset ofpoints,willbe
satisfactory.It followsthatLemma 5.I is true.
THEOREM 5.II. Let thefunctions f(x1, . . Xn, yl ..., y fh(x, y),
y,,)
.

j=1, ... , m, be analyticin a domain P ofthereal (2n+2p)-space ofthen+p

complexvariablesx1, - * *, y,. Let K be a closed subsetof D at each point of

whichthe matrixof thefirstpartial derivativesof thef's withrespectto thex's
is of rank ?r<n. Then the points (ul, * um, yi, * yp) of the set K'
, ,

obtainedby use of (5.1) at all points of K, form a set nowheredense in the

(2m+2p)-dimensional (u, y)-space, and havingthepropertythatit cannotdis-
connectany regionof thatspace.
The theoremis also trueifthereareno y's.
Let B denotethe (closed)subsetofK at each pointof whicheveryde-
= 0. We nowapplyLemma2.II,as follows.The x's ofLemmas
rivative(9f,/9xi
2.I and 2.II are the real and imaginarypartsof thex's and y's of Theorem
5.II. For equations (2.1) we now have the equationsresultingfrom(5.1)
involvingthosepartsand the real and imaginarypartsof the u's, together
withthe2p equationsresulting from
(5.2) ui - yi (m =M+ ,p).
Thus the m of Lemma 2.II is 2m+2p of Theorem5.II. Now accordingto
Lemma 5.1, theimageB' ofB under(5.1) and (5.2) satisfiesthe conclusion
of Theorem5.I, hencesatisfiesthefirsthypothesis ofLemma2.1I. To com-
plete theproofof the theoremwe now see thatit willbe sufficientto show
thatthesecondhypothesis ofLemma2.1I is also satisfied.
If r = 0, K -B is vacuousand no further
proofis necessary.
If K-B is not vacuous,at any pointof K-B at least one firstpartial
derivativeis not zero,say 9f1/8x1s0.By the implicitfunctiontheoremthe
firstequationof (5.1) thenhas a solutionwhichcan be substituted
in there-
mainingequations(5.1), yielding
(5.3) .. .. ..
Ui = gi(-T21 * Xny Yll * yp,ul) (=2, ** m),
gj analytic,withu1 now one of the parameters, say u1= yp+'. Accordingto
Lemma2.III thematrixofthefirstpartialderivativesoftheg's withrespect
to x2,* * *, xnis of rank ?r-1. SinceTheorem5.II is truewhenr=0 it is
truewhenm= 1. Hence if m> 1 we can applymathematicalinductionand
assumethat it is trueformr-I functions.Since r-1 is less than m-1, it
thenfollowsthatTheorem5.1I is trueforthe rn-1 functions ofn-1 varia-
bles and p+I parameters givenby (5.3), hereconsideredonlyneighboring a

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392 A. B. BROWN [September

point.Hence thesecondhypothesis and Theorem

ofLemma2.II is satisfied,
5.1I is true.
We provethefollowing
6. The case of two analyticfunctions. theorem.*
THEOREm 6.I. Letf(x, y) _f(xl, * * *, x,n,yi, * *. , yp) and g(x, y) be given,
analytic,withthematrixofthefirstpartialderivatives off and g withrespect
to xl, , xn,
ofrank < 2, neighboring a pointP: (x?,y?) ofthespace ofthecom-
plexvariablesxi, * * *, yp,and withf(x,y?)notidentically constant.Thenf and
an analyticrelation.
g satisfy
Moreprecisely, letuo=f(x0,y0)and vo= g(xo,y?). Thenthereexistsa func-
tionG(yi, , yp,u, v)aG(y, u, v), a polynomial analytic
in v withcoefficients
in (y,u) near(y0,uo), suchthatG [y,f(x, y), g(x, y) ] 30; and ifG(y',ul, vi)= 0
for (yl,ul, v1)in a neighborhood of (yO,Uo, vO),thenu1=f(x, y'), vi= g(x, yt),
for a (2n-2)-dimensional set of points (x) near (xO).t
The theoremis also trueifthereare no y's.
By a change of variables if necessary we may assume that 0 = uo=vo =x
= * * * =y ?. We also make a change in the x's only so thatf(xi, 0, , 0;
0, We
, 0) p 0. That thisis possiblefollowsfromone of the hypotheses.
now establish

(6.1) + (x, y, u) -f(x, y) - u H(x, y,u) -Qi(x,y,u),

whereQ(x,y,u) is analyticand not zeronear (0, 0, 0), and
H(x, y, u)-- xim + A1(X2, * * * xnXy, U). Xlm-l + *

(6.2) + Am(X2) . . . ) Xn)

YX U)

where the A's are analytic near (0, 0, 0), and A (O, 0, 0) =0, j=1,I , m.
In (6.1) the firstidentitysimply defines 4. Next we note that since
f(xl, 0, *
... *, O)0, (xi, 0, * * , O)O0, so that we can apply the Weier-
0,
stressPreparationTheorem:to 4, givingus thesecondidentityin (6.1), to-
getherwith(6.2).
Since 4. = -1I 50, kis irreducible? at (0, 0, 0), hencewe see from(6.1)
thatH is irreducible at (0, 0, 0). Therefore the discriminant|l/A(x2,* * *, Xn,

* The theoremofBliss requiresthat n < 2. Cf. Bliss or Osgood,loc. cit.

t A 0-dimensionalset is non-vacuous.
$ Osgood II, chapter2, ?2.
? An analyticfunctionis reducibleat a pointP if,neighboring P, it is expressibleas theproduct
of two analyticfunctions,each vanishingat P.
11Anydefinitionofdiscriminant may be used, sinceifone of themvanishesidentically,so do the
others.

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19351 FUNCTIONAL DEPENDENCE 393

y, u) ofH is not identicallyzero,and whereA 0 therootsofH = 0 are dis-

tinctanalyticfunctions.*Let therootsbe
(6.3) xl = ts(X2y. . *, Xn Yy,
u) (1 = I, .. * *,m)
and define

(6.4) F(x2, ., x.. , y, u, v)

-in {V - g Lti(X2, ***X n yY)U)iX2y . . .*

Xn y]
Y11

Then F is easily seen to be single-valuedand analyticwhereAOO near

(0, 0, 0, 0), and boundedin modulus.Hence, by a theoremof Kistler,tF is
analyticin a neighborhood of (0, 0, 0, 0). We shallnow showthatF is inde-
pendent ofX2, - - ,, Xn-
At anypoint(x2,. x.,,, y, u) whereA 0, fors>1,

Fx,= - E (gx1 - + gx)

(6.5) qi gX.
- .
*jJ{v g[fj(X2, , ,,
Xi), y, X2, , xn, y]

with q as the firstargumentof gx1and of gx..Now fx, 0 at any point

[gq(X2, * *, x , y, us), x2, * * *, xn, y], forsince (6.3), solutionof H=O, is
satisfied, we see from(6.1) thatiffx1=OthenH.1=O, and as bothH and H.,
wouldthusbe zero,A would =0, contraryto hypothesis.SincefJx 0 0, and
(6.3), solutionofH=0, is by (6.1) also a solutionoff(x, y) - u =0, it follows
that

-= - fz8/fXz1
ax8

withxi = { in evaluatingthe righthand member.Substituting thisvalue in

(6.5), q= 1, , m
in, and using the hypothesisabout the rank of the matrix
of partialderivatives,we see from(6.5) that FJ.= 0 whereA0 0. By con-
tinuity,F.- 0. Hence F is independent of the x's, and we can write
(6.6) F(X2y . .*, Xn,y, u, v)--=G(y, u, v).
Now if ii =f(x, y) and v = g(x, y) for (x, y) near (0, 0) so that (it, v) is
near (0, 0), then from(5.1) we see that H(x, y, i) =0, so that xi must be one
oftherootsts ofthatequationgivenin (6.3). Hence,in one ofthem factors
* Cf. Osgood II, chapter2, ?9; chapter1, ?6.
f Osgood II, chapter3, ?5, Theorem 1.

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394 A. B. BROWN

on therighthand side of (6.4), thefirstargumentofg is xi. Sincev=g(x, y),

thatfactoris zero,so thatF = 0, and from(6.6) we thensee thatG = 0. Thus
G[y,f(x,y),g(x,y)]_O.,as wasto be proved.
Conversely, if G(y,u, v) =0 at a pointnear (0,0, 0), ifn> 1 and we take
any (x2,- - *, xn)near (0, - * , 0), thenwe see from(6.6) that at least one
factoron the righthand side of (6.4) is zero. Hence if we let xi be a proper
oneoftheroots(6.3) ofH = 0, thenvwillequal g(xi,X2,- - *,x1, y), and,since
H(x, y,u) =0, from(6.1) we see thatu =f(x1, - * *, x",y). Hence thesecond
conclusionof the theoremis truewhenn> 1. If n = 1 thereare no variables
x2,* **, xn, and the argumentsimplifies, givingthe stated result.Hence
Theorem6.I is true.
COLUMBIA UNIVERSITY,
NEW YORK,N. Y.

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