Dufour 1992 C TS ComplexAnalysis
Dufour 1992 C TS ComplexAnalysis
Jean-Marie Dufour †
McGill University
∗ This work was supported by the William Dow Chair in Political Economy (McGill University), the Bank of Canada
(Research Fellowship), the Toulouse School of Economics (Pierre-de-Fermat Chair of excellence), the Universitad Car-
los III de Madrid (Banco Santander de Madrid Chair of excellence), a Guggenheim Fellowship, a Konrad-Adenauer
Fellowship (Alexander-von-Humboldt Foundation, Germany), the Canadian Network of Centres of Excellence [program
on Mathematics of Information Technology and Complex Systems (MITACS)], the Natural Sciences and Engineering Re-
search Council of Canada, the Social Sciences and Humanities Research Council of Canada, and the Fonds de recherche
sur la société et la culture (Québec).
† William Dow Professor of Economics, McGill University, Centre interuniversitaire de recherche en analyse des
organisations (CIRANO), and Centre interuniversitaire de recherche en économie quantitative (CIREQ). Mailing address:
Department of Economics, McGill University, Leacock Building, Room 414, 855 Sherbrooke Street West, Montréal,
Québec H3A 2T7, Canada. TEL: (1) 514 398 4400 ext. 09156; FAX: (1) 514 398 4800; e-mail: jean-marie.dufour@
mcgill.ca . Web page: http://www.jeanmariedufour.com
Contents
1. Analytic functions 1
2. Power series 3
5. Singularities 11
6. Partial fractions 13
i
List of Definitions, Assumptions, Propositions and Theorems
1.2 Definition : Limit of a complex function . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Definition : Right and left limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.4 Definition : Continuous function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.5 Definition : Derivative of a complex function . . . . . . . . . . . . . . . . . . . . . 1
1.7 Proposition : Continuity of differentiable functions . . . . . . . . . . . . . . . . . . 2
1.8 Theorem : Properties of differentiation . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.9 Theorem : Chain rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.10 Theorem : Derivatives of important functions . . . . . . . . . . . . . . . . . . . . . 2
1.11 Theorem : Derivative of a real function of a complex variable . . . . . . . . . . . . . 2
1.12 Definition : Analytic function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.14 Definition : Singular point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.15 Theorem : Operations on analytic functions . . . . . . . . . . . . . . . . . . . . . . 3
1.16 Theorem : Composition of analytic functions . . . . . . . . . . . . . . . . . . . . . 3
1.17 Theorem : Infinite differentiability of analytic functions . . . . . . . . . . . . . . . . 3
1.18 Theorem : Important analytic functions . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1 Definition : Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.3 Theorem : Convergence radius of a power series (Abel-Hadamard) . . . . . . . . . . 4
2.5 Corollary : Absolute convergence of power series . . . . . . . . . . . . . . . . . . . 4
2.6 Corollary : Bounds on coefficients of power series . . . . . . . . . . . . . . . . . . . 4
2.7 Theorem : Uniform absolute convergence of power series . . . . . . . . . . . . . . . 4
2.8 Proposition : Convergence radius and ratio criterion . . . . . . . . . . . . . . . . . . 4
2.9 Theorem : Convergence condition on the unit circle . . . . . . . . . . . . . . . . . . 4
2.10 Theorem : Continuity of power series on the unit circle (Abel) . . . . . . . . . . . . 5
2.11 Corollary : Continuity of real power series on the unit circle . . . . . . . . . . . . . . 5
2.13 Theorem : Criterion for convergence and continuity of real power series on the unit
cirle (Tauber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.14 Theorem : Unicity of power series coefficients . . . . . . . . . . . . . . . . . . . . . 5
2.15 Corollary : Unicity of power series coefficients in a circle . . . . . . . . . . . . . . . 5
2.16 Theorem : Differentiability of power series . . . . . . . . . . . . . . . . . . . . . . 5
2.18 Corollary : Differentiability at all orders of power series . . . . . . . . . . . . . . . . 6
2.19 Theorem : Integrability of power series . . . . . . . . . . . . . . . . . . . . . . . . 6
2.20 Definition : Two-sided power series . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.21 Proposition : Convergence annulus of two-sided power series . . . . . . . . . . . . . 6
3.1 Theorem : Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.3 Corollary : Cauchy inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.5 Corollary : Equivalence between analyticity and the existence of a Taylor series . . . 7
3.6 Theorem : Zeros of analytic functions . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.8 Theorem : Factorization of an analytic function . . . . . . . . . . . . . . . . . . . . 8
3.10 Theorem : Simplification rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.12 Theorem : Local separability of analytic functions . . . . . . . . . . . . . . . . . . . 8
ii
3.14 Theorem : Laurent series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.16 Corollary : Laurent series near an isolated singularity . . . . . . . . . . . . . . . . . 9
3.18 Corollary : Generalized Cauchy inequalities . . . . . . . . . . . . . . . . . . . . . . 9
3.19 Definition : Principal and regular parts of a Laurent series . . . . . . . . . . . . . . . 9
4.1 Theorem : Pointwise convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
4.2 Theorem : Convergence in a circle . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.3 Theorem : MacLaurin series for a rational function . . . . . . . . . . . . . . . . . . 11
5.1 Definition : Pole and essential singularity . . . . . . . . . . . . . . . . . . . . . . . 11
5.2 Theorem : Characterization of isolated singularities . . . . . . . . . . . . . . . . . . 11
5.3 Definition : Order of a pole . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
5.4 Theorem : Singularities and Laurent series . . . . . . . . . . . . . . . . . . . . . . . 12
5.5 Theorem : Behavior of an analytic function near an essential singularity (Picard) . . . 12
6.1 Theorem : Partial fraction expansion of rational functions . . . . . . . . . . . . . . . 13
6.2 Theorem : Factorization of an analytic function with finite number of poles . . . . . . 13
6.3 Theorem : Partial fraction expansion of an analytic function with finite number of poles 13
iii
1. ANALYTIC FUNCTIONS 1
1. Analytic functions
1.1 Notation In this text, z refers to a complex number (z ∈ C), while f and
g represent functions f :
E → C and g : F → C, where B(a; δ̄ ) ⊆ E ⊆ C, B a; δ̄ ⊆ F ⊆ C, B a; δ̄ = z ∈ C : |z − a| < δ̄ ,
0 < δ̄ ≤ ∞ and a ∈ C. In other words, f and g are functions with complex values whose domains
are subsets E and F of the complex numbers containing an open ball centered at the point a.
1.2 Definition L IMIT OF A COMPLEX FUNCTION . Let b ∈ C. We say that f (z) converges to b
when z tends to a, denoted
lim f (z) = b ,
z→a
iff the following property holds: for any ε > 0, there exists δ > 0 such that
and a ∈ R. We say that f (x) converges to b when x tends to a from the left, denoted
iff the following property holds: for any ε > 0, there exists δ > 0 such that
Similarly, we say that f (x) converges to b when x tends to a from the right, denoted
iff the following property holds: for any ε > 0, there exists δ > 0 such that
1.4 Definition C ONTINUOUS FUNCTION . We say that the function f is continuous at point a iff
1.5 Definition D ERIVATIVE OF A COMPLEX FUNCTION. We say that the function f is differen-
tiable at point a iff there exists a number f ′ (a) ∈ C such that
f (z) − f (a)
lim = f ′ (a) .
z→a z−a
We call f ′ (a) the derivative of f (z) at a.
(1) d
dz [c f (z)] = c f ′ (z) ,
(2) d
dz [ f (z) + g (z)] = f ′ (z) + g′ (z) ,
(3) d
dz[ f (z) g (z)] = f ′ (z) g (z) + f (z) g′ (z) ,
f ′ (z)g(z)− f (z)g′ (z)
h i
d f (z)
(4) dz g(z) = 2 , provided g (z) 6= 0 .
g(z)
d n
(z ) = n zn−1 , provided z 6= 0 when n < 1 .
dz
(3) d
dz (ez ) = ez .
1.12 Definition A NALYTIC FUNCTION. If there exists a positive constant ε > 0 such that the
function f is differentiable at all points z such that |z − a| < ε, we say that the function is analytic
at point a. If the function f is analytic at all points of a domain D ⊆ C, we say that f is analytic on
the domain D.
1.14 Definition S INGULAR POINT. If a function f is not analytic at point z0 , but for any ε > 0
there exists a point z1 such that |z1 − z0 | < ε and f is analytic at z1 , we say that z0 is a singular
point (or a singularity) of the function f . If, furthermore, there exists a radius R > 0 such that f is
analytic on the disk 0 < |z − z0 | < R, we say that z0 is an isolated singular point of the function f .
1.15 Theorem O PERATIONS ON ANALYTIC FUNCTIONS. If the functions f and g are analytic at
point a, then
(1) the functions f (z) + g (z) and f (z) g (z) are analytic at point a ;
f (z) = a0 + a1 z + · · · + an zn (1.1)
2. Power series
2.1 Definition P OWER SERIES. Let {an }∞ n=0 ⊆ C, z0 ∈ C and z ∈ C. We call the series
∑∞
n
n=0 an (z − z 0 ) a power series centered at z 0 . The numbers an are the coefficients of the series.
2.2 Remark In this definition and the sequel, we will use the convention 00 = 1.
2. POWER SERIES 4
2.7 Theorem U NIFORM ABSOLUTE CONVERGENCE OF POWER SERIES. If the power series
∑∞n=0 an (z − z0 ) converges absolutely for z = z1 , where z1 6= z0 , then it converges absolutely and
n
an+1 an+1
lim inf ≤ R ≤ lim sup .
n→∞ an n→∞ an
Further, if lim |an+1 /an | exists or lim |an+1 /an | = ∞, then R = lim |an+1 /an | .
n→∞ n→∞ n→∞
2.9 Theorem C ONVERGENCE CONDITION ON THE UNIT CIRCLE. Let ∑∞ n=0 an z be a power
n
∞
series whose convergence radius is 1. If {an }n=0 is a sequence of real numbers such that
(b) lim an = 0,
n→∞
2.10 Theorem C ONTINUITY OF POWER SERIES ON THE UNIT CIRCLE (A BEL ). If the series
∑∞ ∞ ∞
n=0 an converges, then the function ∑n=0 an z , where |z| < 1, tends to ∑n=0 an when z → 1 so that
n
2.11 Corollary C ONTINUITY OF REAL POWER SERIES ON THE UNIT CIRCLE. If {an }∞ n=0 is a
∞ ∞
sequence of real numbers such that ∑n=0 an converges, and if the power series f (x) = ∑n=0 an xn
converges for |x| < 1, where x ∈ R, then lim− f (x) exists and
x→1
∞
lim− f (x) =
x→1
∑ an .
n=0
2.13 Theorem C RITERION FOR CONVERGENCE AND CONTINUITY OF REAL POWER SERIES ON
∞
THE UNIT CIRLE (TAUBER ) . If {an }n=0 is a sequence of real numbers such that f (x) = ∑∞ n=0 an x
n
converges for |x| < 1, where x ∈ R, if lim (n an ) = 0 and if lim− f (x) exists, then the series ∑∞
n=0 an
n→∞ x→1
converges and lim− f (x) = ∑∞
n=0 an .
x→1
an = bn , ∀n .
∑∞
n
n=0 an (z − z0 ) converges, then there is at least one point on the circle |z − z0 | = R where the
function f (z) is not analytic.
2.17 Remark In other words, we can obtain the derivative of the function f (z) = ∑∞ n=1 an (z − z0 )
n
by differentiating the series term by term, and the derivative series has the same convergence radius
as the original series.
2.20 Definition T WO - SIDED POWER SERIES. Let {an }∞ n=−∞ , z0 ∈ C and z ∈ C. We call two-sided
power series a series of the form ∑∞ n=−∞ an (z − z 0 )n
. This series converges when the two series
∞ n and −1 n
∑n=0 n
a (z − z 0 ) ∑n=−∞ n
a (z − z 0 ) converge. Otherwise, we say it diverges.
|z − z0 | = R1 .
∞
f (z) = ∑ an (z − z0 )n , ∀z ∈ D .
n=0
Further,
1 f (z) dz
Z
an = f (n) (z0 ) /n! = , n = 0, 1, 2, . . .
2π i (z − z0 )n+1
C
3.2 Remark In other words, an analytic function on the interior of a circle centered at z0 can be
written in the interior of this circle as a power series of (z − z0 ). Further, this series is unique. The
integral is evaluated counterclockwise.
R
C
3.3 Corollary C AUCHY INEQUALITIES. Under the conditions of Theorem 3.1, suppose that
| f (z)| ≤ M for z ∈ C (ρ ), where C (ρ ) = {z ∈ C : |z − z0 | = ρ } and 0 < ρ < R. Then
3.4 Remark The Cauchy inequalities entail: for ρ < 1, the coefficients of the Taylor series must
decline at an exponential rate which depends on the convergence radius.
∞
f (z) = ∑ an (z − z0 )n , ∀z ∈ D .
n=0
3.6 Theorem Z EROS OF ANALYTIC FUNCTIONS. Let f be an analytic function at point z0 , such
that f (z0 ) = 0. If f (n) (z0 ) = 0, n = 1, 2, . . . , m − 1, but f (m) (z0 ) 6= 0, where m ≥ 1, then there
exists a radius R > 0 such that the function f can be written
f (z) = (z − z0 )m g (z)
for |z − z0 | < R, where the function g (z) is analytic at z0 , and g (z) 6= 0 for |z − z0 | < R. If f (n) (z0 ) =
0, n = 1, 2, . . . , then there exists a radius R > 0 such that f (z) = 0 for |z − z0 | < R.
3.7 Remark The latter theorem implies that the zeros of a non-zero analytic function are isolated:
unless all the derivatives of f are zero, we can find a radius R > 0 such that z0 is the only point
where the function cancels in the disk |z − z0 | < R. We call z0 a root of the function f , and m its
multiplicity.
3. TAYLOR AND LAURENT SERIES 8
where m1 , . . . , m p are the multiplicities of the roots z1 , . . . , z p and g (z) is an analytic function on U
such that g (z) 6= 0 for any z ∈ U.
3.9 Remark In other words, an analytic function with a finite number of roots is finite can be
written as the product of a polynomial with the same roots and an analytic function which is different
from zero everywhere. An open disk C = {z ∈ C : 0 ≤ (z − z0 ) < R} where R > 0 is a convex set.
The latter theorem remains valid when U is a convex and connected set.
3.10 Theorem S IMPLIFICATION RULE. Let U ⊆ C an open and connected set. If f and g are two
analytic functions on U such that
f (z) g (z) = 0 , ∀z ∈ U ,
3.11 Remark If f , g and h are three analytic functions on U such that f (z) h (z) = g (z) h (z), ∀z ∈ U,
and if h (z) 6= 0 for at least one value of z ∈ U, then
3.13 Remark In other words, if the function is not constant, we can find a radius R > 0 such that
f (z) takes the value w at least one time in the disk 0 ≤ |z − z0 | < R.
3.14 Theorem L AURENT SERIES . Let C0 and C1 be two circles centered at z0 such that C0 is
contained in C1 , i.e.
Let f be an analytic function on C0 and C1 as well as on the domain between these two circles. Then
there exists a unique two-sided sequence {an }∞n=−∞ in C such that
∞
f (z) = ∑ an (z − z0 )n
n=−∞
4. SUMS, PRODUCTS AND RATIOS OF POWER SERIES 9
1 f (z) dz
Z
an = , for n = 0, 1, 2, . . .
2π i (z − z0 )n+1
C1
1 f (z) dz
Z
= , for n = −1, −2, . . . .
2π i (z − z0 )n+1
C0
1 f (z) dz
Z
an = , n = 0, ±1, ±2, . . . .
2π i (z − z0 )n+1
C
∞
f (z) = ∑ an (z − z0 )n
n=−∞
3.17 Remark In other words, if z0 is a singular point of the function f , the function f can be
represented by a Laurent series on the disk 0 < |z − z0 | < R. If, furthermore, an = 0 for n < 0, the
Laurent series reduces to a Taylor series, and we can redefine the function f at z0 so that the latter
is analytic at z0 and thus everywhere on the disk 0 ≤ |z − z0 | < R. In such a case, we say that the
singular point z0 is removable. When a function f is analytic at any point of the disk |z − z0 | < R, it
is clear we must have an = 0 for n < 0.
3.18 Corollary G ENERALIZED C AUCHY INEQUALITIES. Under the conditions of Theorem 3.14,
suppose that | f (z)| ≤ M for z ∈ C(R), where C(R) = {z ∈ C : |z − z0 | = R} and R0 < R < R1 . Then
3.19 Definition P RINCIPAL AND REGULAR PARTS OF A L AURENT SERIES. In a Laurent series
∑∞
n −1 n
n=−∞ an (z − z0 ) , we call the series ∑n=−∞ an (z − z0 ) the principal part of the series, while the
series ∑∞ n
n=0 an (z − z0 ) is called the regular part of the series.
(1) c f (z) = ∑∞ n
n=0 c an (z − z0 ) , ∀c ∈ C ;
where cn = ∑nk=0 ak bn−k ; furthermore, if the two series f (z) and g (z) converge absolutely, the
series ∑∞ n
n=0 cn (z − z0 ) converges absolutely;
(4) if
(a) b0 6= 0 ,
(b) the series h (z) = ∑∞ n
n=0 dn (z − z0 ) where the coefficients dn are obtained by solving the
equations ∑k=0 ak bn−k = an , n = 0, 1, . . . , converges,
n
then ∞
f (z)
= ∑ dn (z − z0 )n . (4.2)
g (z) n=0
∞
∑ c an (z − z0 )n = c f (z) for |z − z0 | < R1 ; (4.3)
n=0
∞
∑ (an + bn ) (z − z0 )n = f (z) + g (z) for |z − z0 | < min {R1 , R2 } ; (4.4)
n=0
(4) if g (z) 6= 0 for |z − z0 | < R, where 0 < R ≤ min {R1 , R2 } , and {dn }∞
n=0 is the sequence of coef-
ficients obtained by solving the equations
n
∑ dk bn−k = an , n = 0, 1, . . . , (4.6)
k=0
∞
∑ dn (z − z0 )n = f (z) /g (z) , for |z − z0 | < R; (4.7)
n=0
when g (z0 ) = b0 6= 0, the coefficients dn are unique and there exists a radius R > 0 such that
g (z) 6= 0 for |z − z0 | < R.
where R = min |z∗1 | , . . . , z∗q > 0, z∗1 , . . . , z∗q are the roots (possibly non distinct) of polynomial
|z| < R.
5. Singularities
5.1 Definition P OLE AND ESSENTIAL SINGULARITY. Let f be an analytic function on the disk
0 < |z − z0 | < R. We say that f has a pole at point z0 if lim | f (z)| = ∞. If the point z0 is a singular
z→z0
point which is neither removable nor a pole, we say that it is an essential singular point.
⇔ lim (z − z0 ) f (z) = 0
z→z0
5. SINGULARITIES 12
(2) z0 is a pole
⇔ there is a positive integer m such that the function g (z) = (z − z0 )m f (z) has a removable
singular point at z0 .
5.4 Theorem S INGULARITIES AND L AURENT SERIES. Let f be an analytic function with an
isolated singular point at z0 with Laurent series is
∞
f (z) = ∑ an (z − z0 )n for 0 < |z − z0 | < R . (5.1)
n=−∞
Then
5.6 Remark Picard’s theorem means that in any neighborhood of z0 and for any complex number
c (except possibly one), the function f takes the value c an infinite number of times.
6. PARTIAL FRACTIONS 13
6. Partial fractions
6.1 Theorem PARTIAL FRACTION EXPANSION OF RATIONAL FUNCTIONS. Consider the rational
p
function f (z) = P (z) /Q (z) where P (z) = ∑n=0 an zn is a polynomial of degree p (a p 6= c) and
Q (z) = (z − z1 ) (z − z2 ) · · · (z − zq ) is a polynomial of degree q∗ = ∑qj=1 m j with q distinct
m1 m2 mq
(2) if p ≥ q∗ and the polynomials P (z) and Q (z) have no common root, the degree of G (z) is
p − q∗ .
6.3 Theorem PARTIAL FRACTION EXPANSION OF AN ANALYTIC FUNCTION WITH FINITE NUM -
BER OF POLES . Let f be an analytic function everywhere on an open domain U ⊆ C except at a
finite finite number of singular points z1 , . . . , zq which are poles of orders m1 , . . . , mq (q ≥ 1, m j ≥ 1
for j = 1, . . . , q). Then the function f can be written in a unique way in the form
q
f (z) = g (z) + ∑ G j [1/ (z − z j )]
j=1
7. PROOFS AND REFERENCES 14
Other useful references include: Cartan (1961), Gillert et al. (1986), Gradshteyn and Ryzhik
(1980), Knopp (1956), Knopp (1990), Rudin (1987), Silverman (1972), Spiegel (1964).
REFERENCES 16
References
Ahlfors, L. V. (1979), Complex Analysis: An Introduction to the Theory of Analytic Functions
of One Complex Variable, International Series in Pure and Applied Mathematics, third edn,
McGraw-Hill, New York.
Cartan, H. (1961), Théorie élémentaire des fonctions analytiques d’une ou plusieurs variables com-
plexes, Hermann, Paris.
Churchill, R. V. and Brown, J. W. (1984), Complex Variables and Applications, fourth edn,
McGraw-Hill, New York.
Deshpande, J. V. (1986), Complex Analysis, Tata McGraw-Hill Publishing Company, New Delhi,
India.
Devinatz, A. (1968), Advanced Calculus, Holt, Rinehart and Winston, New York.
Gillert, W., Küstner, Kellwich, H. and Kästner, H. (1986), Petite encyclopédie des mathématiques,
Éditions K. Pagoulatos, Paris and Athens.
Gradshteyn, I. S. and Ryzhik, I. M. (1980), Table of Integrals, Series, and Products. Corrected and
Enlarged Edition, Academic Press, New York.
Knopp, K. (1956), Infinite Sequences and Series, Dover Publications, New York.
Knopp, K. (1990), Theory and Application of Infinite Series, Dover Publications, New York.
Lentin, A. and Rivaud, J. (1964), Leçons d’algèbre moderne, second edn, Vuibert, Paris.
Rudin, W. (1976), Principles of Mathematical Analysis, Third Edition, McGraw-Hill, New York.
Rudin, W. (1987), Real and Complex Analysis, third edn, McGraw-Hill, New York.
Silverman, R. A. (1974), Complex Analysis with Applications, Dover Publications, New York.
Spiegel, M. R. (1964), Theory and Problems of Complex Variables with an Introduction to Confor-
mal Mapping and its Applications, Schaum Publishing Company, New York.