5 Power series
5.1 Uniform convergence
Let \((f_n)_{n \in \mathbb {N}}\) be a sequence of functions \(f_n \colon X \to \mathbb {C}\), and let \(f \colon X \to \mathbb {C}\) also be a such function. We say that the sequence \((f_n)_{n \in \mathbb {N}}\) converges uniformly to \(f\) (on \(X\)) if for every \(\varepsilon {\gt} 0\) there exists an \(N \in \mathbb {N}\) such that for all \(n \ge N\) we have
Let \(f_n \colon A \to \mathbb {C}\), \(n \in \mathbb {N}\), be complex-valued functions defined on the same set \(A\). Then the sequence \((f_n)_{n \in \mathbb {N}}\) converges uniformly on \(A\) if and only if for every \(\varepsilon {\gt} 0\) there exists an \(N \in \mathbb {N}\) such that for all \(m,n \ge N\) and all \(z \in A\) we have \(|f_n(z) - f_m(z)| {\lt} \varepsilon \).
(When \((f_n)_{n \in \mathbb {N}}\) satisfies the condition above, it could be called a uniform Cauchy sequence on \(A\).)
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Let \(X\) be a metric space (e.g., \(\mathbb {R}\), \(\mathbb {C}\), or a subset of these). If a sequence \((f_n)_{n \in \mathbb {N}}\) of continuous functions \(f_n \colon X \to \mathbb {C}\) converges uniformly to a function \(f \colon X \to \mathbb {C}\), then \(f\) is continuous.
See MS-C1541 Metric Spaces.
If a sequence \((f_n)_{n \in \mathbb {N}}\) of continuous functions \(f_n \colon [a,b] \to \mathbb {C}\) on a closed interval \([a,b] \subset \mathbb {R}\) converges uniformly to a function \(f \colon [a,b] \to \mathbb {C}\), then we have
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If a sequence \((f_n)_{n \in \mathbb {N}}\) of continuous functions \(f_n \colon A \to \mathbb {C}\) on a subset \(A \subset \mathbb {C}\) of the complex plane converges uniformly to a function \(f \colon A \to \mathbb {C}\), then for any piecewise smooth path \(\gamma \) in \(A\) we have
This follows straightforwardly from the definition of contour integration and Lemma 5.4 above.
Let \((f_n)_{n \in \mathbb {N}}\) be a sequence of functions \(f_n \colon A \to \mathbb {C}\) on \(A \subset \mathbb {C}\), and let \(f \colon A \to \mathbb {C}\) also be a such function. We say that the sequence \((f_n)_{n \in \mathbb {N}}\) converges uniformly on compacts (UOC) to \(f\) if for every compact subset \(K \subset A\) the restrictions \(f_n|_K \colon K \to \mathbb {C}\) converge uniformly on \(K\) to \(f|_K \colon K \to \mathbb {C}\). We then write
(This notion is also called by the alternative names locally uniform convergence and normal convergence.)
Suppose that functions \(f_1, f_2, \ldots \colon U \to \mathbb {C}\) are analytic functions on an open set \(U \subset \mathbb {C}\) and the sequence \((f_n)_{n \in \mathbb {N}}\) converges uniformly on compacts to a function \(f\). Then \(f\) is analytic on \(U\). Moreover, for any \(k \in \mathbb {N}\), the sequence \((f^{(k)}_n)_{n \in \mathbb {N}}\) of \(k\)th derivatives converges uniformly on compacts to \(f^{(k)}\).
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5.2 Complex series
Let \(z_1, z_2, z_3, \ldots \in \mathbb {C}\) be complex numbers. For \(N \in \mathbb {N}\), define the \(N\)th partial sum of these as
We say that the series \(\sum _{n=1}^\infty z_n\) converges if the sequence \((S_N)_{N \in \mathbb {N}}\) of partial sums has a limit, and we then denote
(Obvious modifications to the above definition are made if the terms’ indexing starts from \(n=0\) or some other index, and the notation is correspondingly changed to, e.g., \(\sum _{n=0}^\infty \).)
If a complex series \(\sum _{n=1}^\infty z_n\) converges, then we have
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The geometric series
with ratio \(z \in \mathbb {C}\) converges if and only if \(|z| {\lt} 1\). In that case its sum is
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A complex series \(\sum _{n=1}^\infty z_n\) is said to converge absolutely if the series of absolute values \(\sum _{n=1}^\infty |z_n|\) converges.
If a complex series converges absolutely, then it converges.
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Suppose that \(\sum _{n=1}^\infty z_n\) is a complex series such that the limit
exists. Then:
If \(r {\lt} 1\), then the series \(\sum _{n=1}^\infty z_n\) converges absolutely.
If \(r {\gt} 1\), then the series \(\sum _{n=1}^\infty z_n\) does not converge.
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5.3 Series of functions
Let \(f_1, f_2, f_3, \ldots \) be complex-valued functions on a set \(A\). For \(N \in \mathbb {N}\), define their \(N\)th partial sum function \(F_N \colon A \to \mathbb {C}\) by
We say that the function series \(\sum _{n=1}^\infty f_n\) converges pointwise if the sequence \(\big(F_N(z)\big)_{N \in \mathbb {N}}\) of partial sums has a limit at every \(z \in A\). We say that the function series \(\sum _{n=1}^\infty f_n\) converges uniformly on \(A\) if the sequence \((F_N)_{N \in \mathbb {N}}\) of partial sum functions converges uniformly on \(A\). We say that the function series \(\sum _{n=1}^\infty f_n\) converges uniformly on compacts if the sequence \((F_N)_{N \in \mathbb {N}}\) of partial sum functions converges uniformly on compacts.
The limit function is then denoted by \(\sum _{n=1}^\infty f_n\).
(Obvious modifications to the above are made if the terms’ indexing starts from \(n=0\) or some other index, and the notation is correspondingly changed to, e.g., \(\sum _{n=0}^\infty \).)
Suppose that \(M_1,M_2,\ldots \ge 0\) are nonnegative numbers such that the series \(\sum _{n=1}^\infty M_n\) converges. Suppose also that for each \(n \in \mathbb {N}\), \(f_n \colon X \to \mathbb {C}\) is a function on \(X\) such that \(|f_n(x)| \le M_n\) for all \(x \in X\). Then the series \(\sum _{n=1}^\infty f_n\) converges absolutely and uniformly on \(X\).
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Suppose that functions \(f_1, f_2, \ldots \colon U \to \mathbb {C}\) are analytic functions on an open set \(U \subset \mathbb {C}\) such that the series \(\sum _{n=1}^\infty f_n\) converges uniformly on compacts to a function \(f \colon U \to \mathbb {C}\). Then \(f\) is analytic on \(U\). Moreover, for any \(k \in \mathbb {N}\), the series \(\sum _{n=1}^\infty f^{(k)}_n\) of \(k\)th derivatives converges uniformly on compacts to \(f^{(k)}\).
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5.4 Power series
Let \(z_0 \in \mathbb {C}\) be a point in the complex plane and let \(a_0,a_1,a_2\ldots \in \mathbb {C}\) be coefficients. A function series of the form
is called a power series centered at \(z_0\).
If a power series
converges at \(z = w \in \mathbb {C}\), then it converges absolutely for all \(z \in \mathbb {C}\) such that \(|z-z_0| {\lt} |w-z_0|\).
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If a power series
does not converge at \(z = w \in \mathbb {C}\), then it does not converge at any \(z \in \mathbb {C}\) such that \(|z-z_0| {\gt} |w-z_0|\).
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The radius of convergence of a power series
is defined as
From Lemma 5.18 and Corollary 5.19 it follows that the power series \(\sum _{n=0}^\infty a_n \, (z-z_0)^n\) converges for all \(z \in \mathbb {C}\) such that \(|z-z_0| {\lt} R\) and diverges for all \(z \in \mathbb {C}\) such that \(|z-z_0| {\gt} R\). The disk \(\mathcal{B}(z_0; R)\) is called the disk of convergence of the power series \(\sum _{n=0}^\infty a_n \, (z-z_0)^n\).
(If \(R=+\infty \), we interpret \(\mathcal{B}(z_0; R) = \mathbb {C}\).)
Suppose that for the coefficients of a power series
the limit
exists. Then the radius of convergence \(R\) of the power series is \(R = \rho \).
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Let \(z_0 \in \mathbb {C}\) be a point in the complex plane and let \(a_0,a_1,a_2\ldots \in \mathbb {C}\) be coefficients. The radius of convergence of a power series
is given by the formula
with the conventions \(\frac{1}{+\infty }=0\) and \(\frac{1}{0} = +\infty \).
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Let \(z_0 \in \mathbb {C}\) be a point in the complex plane and let \(a_0,a_1,a_2\ldots \in \mathbb {C}\) be coefficients. Suppose that the power series
has radius of convergence \(R {\gt} 0\). Then it defines an analytic function \(f\) on the disk \(\mathcal{B}(z_0; R)\). The derivative of \(f\) is given by the power series
Moreover, the coefficients \(a_k\) are related to the \(k\)th derivatives of \(f\) at \(z_0\) through the formula
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Suppose that two power series \(\sum _{n=0}^\infty a_n \, (z-z_0)^n\) and \(\sum _{n=0}^\infty b_n \, (z-z_0)^n\) converge in a disk \(\mathcal{B}(z_0; r)\) of radius \(r {\gt} 0\) and represent the same function
Then their coefficients must be equal: \(a_n = b_n\) for all \(n\).
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5.5 Taylor series and local representation of analytic functions
Suppose that \(f \colon U \to \mathbb {C}\) is an analytic function on an open set \(U \subset \mathbb {C}\) which contains a disk \(\mathcal{B}(z_0; r) \subset U\). Then the function \(f\) can be represented in \(\mathcal{B}(z_0; r)\) as a power series
Moreover, this is the unique power series centered at \(z_0\) that representats \(f\) in a neighborhood of \(z_0\).
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Let \(f \colon U \to \mathbb {C}\) be a continuous function on an open set \(U \subset \mathbb {C}\). Then the following are equivalent:
\(f\) is analytic on \(U\);
for any \(z \in U\) there exists a neighborhood of \(z\) in which \(f\) has a primitive;
for any \(z \in U\) there exists a neighborhood of \(z\) in which \(f\) can be represented as a convergent power series.
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Suppose that \(f \colon \mathcal{D}\to \mathbb {C}\) is an analytic function on a connected open set \(\mathcal{D}\subset \mathbb {C}\). If there exists a point \(z_0 \in \mathcal{D}\) such that \(f^{(n)}(z_0) = 0\) for all \(n \in \mathbb {N}\), then \(f\) is a constant function.
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Suppose that \(f \colon \mathcal{D}\to \mathbb {C}\) is a non-constant analytic function on a connected open set \(\mathcal{D}\subset \mathbb {C}\), and \(z_0 \in \mathcal{D}\) is a point where \(f(z_0) = 0\). Then \(f\) can be uniquely represented as
where \(m \in \mathbb {N}\) and \(g \colon \mathcal{D}\to \mathbb {C}\) is an analytic function such that \(g(z_0) \ne 0\).
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Suppose that \(f \colon \mathcal{D}\to \mathbb {C}\) is a non-constant analytic function on a connected open set \(\mathcal{D}\subset \mathbb {C}\). Then for any \(z_0 \in \mathcal{D}\), we can write \(f\) uniquely in the form
where \(m \in \mathbb {N}\) and \(g \colon \mathcal{D}\to \mathbb {C}\) is an analytic function such that \(g(z_0) \ne 0\).
Apply Theorem 5.28 to the function \(z \mapsto f(z) - f(z_0)\).
Let \(f\) and \(g\) be functions that are analytic in a neighborhood of \(z_0\) such that \(f(z_0) = 0\) and \(g(z_0) = 0\). Then we have
understood in the sense that either both limits exist and are equal to each other, or else neither limit exists.
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Suppose that \(f \colon \mathcal{D}\to \mathbb {C}\) is a non-constant analytic function on a connected open set \(\mathcal{D}\subset \mathbb {C}\). Then the set of zeros of \(f\) is discrete, i.e., for every \(z_0 \in \mathcal{D}\) such that \(f(z_0)=0\), there exists a \(r{\gt}0\) such that \(f(z) \ne 0\) for all \(z \in \mathcal{B}(z_0; r) \setminus \left\{ z_0 \right\} \).
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Let \(f, g \colon \mathcal{D}\to \mathbb {C}\) be two analytic functions on a connected open set \(\mathcal{D}\subset \mathbb {C}\). If \(f(z) = g(z)\) for all \(z\) in some subset of \(\mathcal{D}\) which has an accumulation point in \(\mathcal{D}\), then we have \(f(z) = g(z)\) for all \(z \in \mathcal{D}\).
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5.6 Laurent series
A doubly infinite series of complex numbers is a series of the form
where \(\ldots , z_{-2}, z_{-1}, z_0, z_1, z_2, \ldots \in \mathbb {C}\). We say that such a series converges to \(s \in \mathbb {C}\) if for all \(\varepsilon {\gt} 0\) there exists an \(N \in \mathbb {N}\) such that for all \(m_+ \ge N\) and \(m_- \le -N\) we have
A doubly infinite series
of complex numbers converges if and only if both the series \(\sum _{n=0}^\infty z_n\) and \(\sum _{n=1}^\infty z_{-n}\) converge.
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A Laurent series centered at \(z_0 \in \mathbb {C}\) is a doubly infinite series of functions of the form
Consider a Laurent series
Denote
Then the series \(\sum _{n=-\infty }^\infty a_n (z - z_0)^n\) converges for all \(z\) is the annulus
Moreover, the convergence is uniform on compact subsets of \(\mathcal{A}_{\rho _-,\rho _+}(z_0)\), and the series defines an analytic function \(f(z)\) on the annulus \(\mathcal{A}_{\rho _-,\rho _+}(z_0)\).
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Suppose that \(f \colon U \to \mathbb {C}\) is an analytic function on an open set \(U \subset \mathbb {C}\) which contains an annulus
for some \(z_0 \in \mathbb {C}\) and \(0 \le r_1 {\lt} r_2\). Then the function \(f\) can be uniquely represented in \(\mathcal{A}_{r_1,r_2}(z_0)\) as a series
where the coefficients \(a_n\), for \(n \in \mathbb {Z}\), are given by
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