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NUS Complex Analysis 2.2.2

1) The document discusses the topics covered in a complex analysis course, including complex differentiation, contour integration, and the Cauchy integral theorem. 2) Contour integrals along paths can be used to evaluate real definite integrals using techniques like the residue theorem, without direct integration. 3) Contour integration provides insights into the behavior of differentiable complex functions and has applications in other fields like Fourier transforms and the distribution of prime numbers.

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Teo Liang Wei
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0% found this document useful (0 votes)
108 views19 pages

NUS Complex Analysis 2.2.2

1) The document discusses the topics covered in a complex analysis course, including complex differentiation, contour integration, and the Cauchy integral theorem. 2) Contour integrals along paths can be used to evaluate real definite integrals using techniques like the residue theorem, without direct integration. 3) Contour integration provides insights into the behavior of differentiable complex functions and has applications in other fields like Fourier transforms and the distribution of prime numbers.

Uploaded by

Teo Liang Wei
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MA30056, Semester 2, 2017/18

H. Logemann

MA30056 Complex Analysis

Contents
The subject matter is the theory of complex functions of one complex variable. We
begin with a study of (complex) differentiation - remarkably, differentiability throughout
a region ensures the existence of derivatives of all orders, and the validity of the Taylor
expansion.
A large part of the course is devoted to contour integration. Contour integrals are a
special kind of line integral, and are the subject of many unexpected theorems. The
main result in this context is the Cauchy integral theorem. Many seemingly intractable
real definite integrals can be transformed into complex contour integrals, that can be
evaluated using the residue theorem without doing any integration. Contour integration
also provides many insights into the behaviour of differentiable complex functions. One
such application we give is the fundamental theorem of algebra.
These methods have many applications beyond the scope of the course. Inversion of
Laplace and Fourier transforms, stability of feedback systems (Nyquist criterion) and the
study of the distribution of prime numbers, are just three.
Section 1 Preliminaries
Section 2 Complex differentiation
Section 3 Curves, paths and contour integrals
Section 4 The local Cauchy theorem
Section 5 Consequences of local Cauchy theory
Section 6 The global Cauchy theorem
Section 7 Isolated singularities and the residue theorem

Bibliography
Below there is a list of some of the text books on complex analysis which can be found
in the library. The books marked by a ∗ are more advanced than the other books, but
should be accessible to good undergraduate students.
L. Ahlfors. Complex Analysis
J. Bak & D.J. Newman. Complex Analysis
R.B. Burckel. An Introduction to Classical Complex Analysis, Vol. 1 ∗
H. Cartan. Elementary Theory of Analytic Functions of One or Several Variables ∗
W. Fischer & I. Lieb. A Course in Complex Analysis
R.E. Greene & S.G. Krantz. Function Theory of One Complex Variable ∗
J.M. Howie. Complex Analysis
K. Knopp. Theory of Functions, Part 1
S. Lang. Complex Analysis
N. Levinson & R.M. Redheffer. Complex Variables
J.E. Marsden & M.J. Hoffman. Basic Complex Analysis
R. Narasimhan & R. Nievergelt. Complex Analysis in One Variable ∗
T. Needham. Visual Complex Analysis
H.A. Priestley. Introduction to Complex Analysis
R. Remmert. Theory of Complex Functions ∗
W. Rudin. Real and Complex Analysis ∗
S. Maad Sasane & A. Sasane. A Friendly Approach to Complex Analysis
E. Wegert. Visual Complex Functions
1 Preliminaries
We collect a number of preliminary definitions and results which will be needed in the
course. A large part of this section is devoted to elementary topological concepts and
results.

The complex numbers


The set R2 of ordered pairs (x, y) of real numbers endowed with the addition
(x1 , y1 ) + (x2 , y2 ) = (x1 + x2 , y1 + y2 )
and the multiplication
(x1 , y1 )(x2 , y2 ) = (x1 x2 − y1 y2 , x1 y2 + x2 y1 )
forms a field, the field of complex numbers denoted by C. Note that (1, 0) is the neutral
element for the multiplication. The map θ : R → C, x 7→ (x, 0) is injective and satisfies
θ(x1 + x2 ) = θ(x1 ) + θ(x2 ) , θ(x1 x2 ) = θ(x1 )θ(x2 ) ; ∀ x1 , x2 ∈ R ,
implying that θ(R) is a subfield of C which is isomorphic to R. We therefore may identify
x with (x, 0), i.e., we consider R as a subset of C. Setting i := (0, 1), any complex number
z = (x, y) can then be written in the form
z = (x, y) = (x, 0) + (0, 1)(y, 0) = x + iy.
We say that x and y are the real and imaginary parts of z, respectively, and write x = Re z
and y = Im z. Note that i2 = (0, 1)(0, 1) = (−1, 0) = −1.
Let z = x + iy = (x, y) ∈ C. The complex-conjugate z̄ of z is defined by z̄ = x − iy =
(x, −y). The modulus |z| of z is given by
√ p
|z| := z z̄ = x2 + y 2 .
For z, w ∈ C we have
|wz| = |w||z| , | |w| − |z| | ≤ |w ± z| ≤ |w| + |z| .
Every complex number z has a polar representation
z = r(cos ϕ + i sin ϕ) ,
where r = |z|. For z = 0, the angle ϕ can be chosen arbitrarily; for z 6= 0, ϕ is determined
up to an integer multiple of 2π. For z 6= 0, we define
arg(z) := {ϕ ∈ R : z/|z| = cos ϕ + i sin ϕ} .
Each element in arg(z) is called an argument of z. If z 6= 0 and ϕ ∈ arg(z), then
arg(z) = {ϕ + 2kπ : k ∈ Z}.
The unique element in arg(z) which lies in (−π, π] is called the principal value of the
argument, denoted by Arg(z).

1.1
Convergent sequences in the complex plane
We say that a sequence (zn ) in C converges to z ∈ C as n → ∞ and write limn→∞ zn = z
if, for every ε > 0, there exists N ∈ N such that

n≥N =⇒ |z − zn | ≤ ε .

Clearly, a sequence of complex numbers (zn ) = ((xn , yn )) converges to a complex number


z = (x, y) as n → ∞ if, and only if, (xn ) and (yn ) converge to x and y, respectively, as
n → ∞ (see Problem 3).
A sequence (zn ) in C is called a Cauchy sequence if, for every ε > 0, there exists N ∈ N
such that |zn − zm | ≤ ε for all n, m ≥ N .

Theorem 1.1 Every Cauchy sequence in C is convergent, that is, C is complete.

The proof follows easily from the completeness of R and the observation that if (zn ) is a
Cauchy sequence in C, then (Re zn ) and (Im zn ) are Cauchy sequences in R.
A sequence (zn ) of complex numbers is called bounded if supn∈N |zn | < ∞.

Theorem 1.2 (Bolzano-Weierstrass theorem for the complex plane) Every bounded
sequence of complex numbers has a convergent subsequence.

Proof. Let (zn ) be a bounded sequence in C. Then there exists M > 0 such that
|zn | ≤ M for all n ∈ N. Hence |Re zn | ≤ |zn | ≤ M and |Im zn | ≤ |zn | ≤ M for all n ∈ N.
By the Bolzano-Weierstrass theorem for R, there exists a convergent subsequence (Re znj )
of (Re zn ) with limit x say. Another application of the Bolzano-Weierstrass theorem for R
shows that (Im znj ) has a subsequence (Im znjk ) converging to y say. It follows that znjk
converges to x + iy as k → ∞. ✷

Topology of the complex plane


For z ∈ C and r > 0, the set

D(z, r) := {w ∈ C : |z − w| < r}

is called the (open) disc with centre z and radius r. The set

D× (z, r) := D(z, r)\{z} = {w ∈ C : 0 < |z − w| < r}

is called the (open) punctured disc with centre z and radius r.


A set S ⊂ C is called open, if for every z ∈ S, there exists ε > 0 such that D(z, ε) ⊂ S.
We define the empty set ∅ to be open. A set S ⊂ C is said to be closed, if its complement
C\S is open.† Note that C and ∅ are both, open and closed. A set S ⊂ C is called a
domain if S non-empty and open.

Note that a set not being open (closed), does not imply that it is closed (open).

1.2
Let {Sj } be a family of subsets of C, where J is an arbitrary index set. If Sj is open for
all j ∈ J, then ∪j∈J Sj is open; if Sj is closed for all j ∈ J, then ∩j∈J Sj is closed (see
Problem 2). Moreover, the intersection of finitely many open sets is open and the union
of finitely many closed sets is closed (see Problem 2)
Let T ⊂ S ⊂ C. The set T is said to be relatively open in S if T = U ∩ S for some open
set U ⊂ C. It is readily shown that T is relatively open in S if, and only if, for every
z ∈ T , there exists ε > 0 that S ∩ D(z, ε) ⊂ T . Note that, if T ⊂ S is an open set, then
it is relatively open in S. Note further that, if S is an open set, then T ⊂ S is relatively
open in S if, and only if, T is open.
A set T ⊂ S ⊂ C is said to be relatively closed in S if its complement S\T is relatively
open in S; equivalently, T is relatively closed in S if T = V ∩ S for some closed set V .
Let z ∈ C. A neighbourhood of z is any set containing D(z, ε) for some ε > 0; a punctured
neighbourhood of z is any set containing D× (z, ε) for some ε > 0. Obviously, a set S ⊂ C
is open if, and only if, S is a neighbourhood of z for every z ∈ S.

Theorem 1.3 A set S ⊂ C is closed if, and only if, for all convergent sequences (zn ) in
S, limn→∞ zn ∈ S.

Proof. We prove this theorem by contraposition, i.e., we show that a set S ⊂ C is not
closed if, and only if, there exists a convergent sequence (zn ) in S such that limn→∞ zn 6∈ S.
Assume first that S is not closed, that is, C\S is not open. Then there exists z ∈ C\S,
such that D(z, ε) ∩ S 6= ∅ for all ε > 0. For each n ∈ N, choose zn ∈ D(z, 1/n) ∩ S. Then
zn → z as n → ∞, and so (zn ) is a convergent sequence in S the limit of which is not in
S.
Conversely, assume that there exists a convergent sequence in (zn ) in S such that z :=
limn→∞ zn 6∈ S. For every ε > 0 there exists N ∈ N such that zn ∈ D(z, ε) for all n ≥ N .
But since z ∈ C\S and zn ∈ S for all n ∈ N, it follows that C\S is not open, and thus, S
is not closed. ✷
The closure of a set S ⊂ C, denoted by S̄, is the intersection of all closed sets in C
containing S. It is clear that S̄ is closed and that S = S̄ if, and only if, S is closed.

Theorem 1.4 Let S ⊂ C and define


A(S) = {z ∈ C : there exists (zn ) in S s.t. z = limn→∞ zn } .
Then S̄ = A(S).

We can think of A(S) as the set of points which can be arbitrarily well approximated by
points in S.
Proof of Theorem 1.4. To show that S̄ ⊂ A(S), it is sufficient to show that A(S) is
closed. To this end, let (zn ) be a sequence in A(S) with limn→∞ zn = z. We show that
z ∈ A(S) (it follows then from Theorem 1.3 that A(S) is closed). For each n ∈ N, there
n
exists a sequence (wm ) in S such that
n
lim wm = zn .
m→∞

1.3
n
Hence, for each n ∈ N, there exists mn ∈ N such that |wm n
− zn | ≤ 1/n. Consequently,
n n
|wm n
− z| ≤ |wm n
− zn | + |zn − z| ≤ 1/n + |zn − z| ,
n
and therefore, since limn→∞ zn = z, we may conclude that wm n
→ z as n → ∞. Now
n
wmn ∈ S and so, z ∈ A(S).
Conversely, to prove that A(S) ⊂ S̄, let z ∈ A(S). Then there exists a sequence (zn ) in
S ⊂ S̄ such that zn → z as n → ∞. Since S̄ is closed, it follows from Theorem 1.3 that
z ∈ S̄. ✷
A point z ∈ C is called boundary point of a set S ⊂ C if, for each ε > 0, we have that
D(z, ε) ∩ S 6= ∅ and D(z, ε) ∩ (C\S) 6= ∅ .
Note that a boundary point of S may or may not belong to S. The set of all boundary
points of S is denoted by ∂S and is called the boundary of S. Clearly, if S is open, then
S ∩ ∂S = ∅ and if S is closed, then ∂S ⊂ S. Moreover, it can be shown that S̄ = S ∪ ∂S
(see Problem Sheet 1).
A set S ⊂ C is called bounded if supz∈S |z| < ∞. A compact subset of C is a set which is
bounded and closed.
Example. Let z ∈ C and r > 0. Clearly, the disc D(z, r) = {w ∈ C : |z − w| < r} and
the punctured disc D× (z, r) = {w ∈ C : |z − w| < r}\{z} are open sets with
D̄(z, r) = D× (z, r) = {w ∈ C : |z − w| ≤ r} .
Obviously, D(z, r) and D× (z, r) are not closed, whilst D̄(z, r) is closed. Moreover,
∂D(z, r) = ∂ D̄(z, r) = {w ∈ C : |z − w| = r} , ∂D× (z, r) = {w ∈ C : |z − w| = r} ∪ {z} .
The sets D(z, r), D̄(z, r) and D× (z, r) are bounded, D̄(z, r) is compact, whilst D(z, r) and
D× (z, r) are not compact.
Let w, z ∈ C with w 6= z. The line segment
L = {(1 − t)w + tz : 0 ≤ t < 1}
is neither open nor closed, it is bounded, but it is not compact. The boundary of L is
given by ∂L = L ∪ {z} = L̄. ✸

Corollary 1.5 A set S ⊂ C is compact if, and only if, every sequence in S has a con-
vergent subsequence with limit in S.

Proof. If S ⊂ C is compact, then it follows from Theorem 1.3, the Bolzano-Weierstrass


theorem and the closedness and boundedness of S that every sequence in S has a con-
vergent subsequence with limit in S. Conversely, assume that every sequence in S has
a convergent subsequence with limit in S. Then S must be bounded, because otherwise
there would exist a sequence (zn ) in S with |zn | → ∞ as n → ∞; but such a sequence does
not have any convergent subsequences. To show that S is closed, let (zn ) be a sequence in
S which converges to z say. Then every subsequence of (zn ) converges to z and it follows
from the hypothesis that z ∈ S, showing that S is closed (by Theorem 1.3). ✷
For later purposes we state and prove the following lemma.

1.4
Lemma 1.6 (Decreasing sets lemma) If Kn , n ∈ N, are non-empty compact sets in
C such that K1 ⊃ K2 ⊃ K3 ⊃ . . ., then ∩∞
n=1 Kn 6= ∅.

Proof. For all n ∈ N, choose zn ∈ Kn . Then zn ∈ K1 for all n ∈ N. Hence (zn )


is a bounded sequence, which, by the Bolzano-Weierstrass theorem, has a convergent
subsequence (znj ) whose limit we denote by z. For m ∈ N we have that
j≥m =⇒ nj ≥ j ≥ m ,
and so znj ∈ Knj ⊂ Km for all j ≥ m. Since Km is closed, it follows from Theorem 1.3
that z ∈ Km . Since m ∈ N is arbitrary, z ∈ ∩∞
m=1 Km . ✷
A set S ⊂ C is said to be connected if it has the following property: for open sets
D1 , D2 ⊂ C such that D1 ∩ D2 ∩ S = ∅ and S ⊂ D1 ∪ D2 there holds D1 ∩ S = ∅ or
D2 ∩ S = ∅. It is clear that S ⊂ C is connected if, and only if, there do not exist non-
empty disjoint sets S1 , S2 ⊂ S which are relatively open in S and such that S = S1 ∪ S2 .
Furthermore, if S ⊂ C is open, then S is connected if, and only if, there do not exist
non-empty disjoint open sets S1 , S2 ⊂ S such that S = S1 ∪ S2 . A connected domain is
called a region. A set S ⊂ C is called disconnected if it is not connected.
Warning. In many texts, the word “domain” is used for what we call a “region”. To
emphasize: in the context of these notes, a “domain” is a non-empty open set in the
complex plane and a “region” is a connected domain. ✸
Example. Let s ∈ C. We show that the singleton S := {s} is connected. Let D1 , D2 ⊂ C
be open sets such that D1 ∩D2 ∩S = ∅ and S ⊂ D1 ∪D2 . Obviously, there exists i ∈ {1, 2}
such that s ∈ Di . Now let k ∈ {1, 2} be such that k 6= i. Then s 6∈ Dk , showing that
Dk ∩ S = ∅. ✸
For w, z ∈ C, let [w, z] denote the closed line segment from w to z, that is
[w, z] := {(1 − t)w + tz : 0 ≤ t ≤ 1}.

Example. Let x, y ∈ C. We show that the line segment Λ := [x, y] is connected. To this
end, let D1 , D2 ⊂ C be open sets such that D1 ∩ D2 ∩ Λ = ∅ and Λ ⊂ D1 ∪ D2 . It is clear
that there exists i ∈ {1, 2} such that x ∈ Di , and so, Di ∩ Λ 6= ∅. Let k ∈ {1, 2} be such
that k 6= i. To establish connectedness of Λ, we need to show that Dk ∩ Λ = ∅. Seeking
a contradiction, suppose that Dk ∩ Λ 6= ∅. Then there exists z ∈ Dk ∩ Λ. It is clear that
the line segment [x, z] is contained in Λ. Since z ∈ Dk ∩ Λ, it follows that z 6∈ Di ∩ Λ, and
thus, the set T := {t ∈ [0, 1] : (1 − t)x + tz 6∈ Di ∩ Λ} is non-empty. Moreover, x ∈ Di ∩ Λ
and so, by the openness of Di , we have that τ := inf T > 0. Setting ξt := (1 − t)x + tz for
all t ∈ [0, 1], it follows from the definition of τ and openness of Di that ξt ∈ Di ∩ Λ for
all t ∈ [0, τ ) and ξτ 6∈ Di ∩ Λ. Therefore, ξτ ∈ Dk ∩ Λ and, by the openness of Dk , there
exists 0 ≤ σ < τ such that ξt ∈ Dk ∩ Λ for all t ∈ [σ, τ ]. Consequently, ξt ∈ Di ∩ Dk ∩ Λ
for all t ∈ [σ, τ ) which is impossible since D1 ∩ D2 ∩ Λ = ∅. ✸
Let S ⊂ C and s1 , s2 ∈ S. We say that s1 is connected to s2 (in S), and write s1 ∼ s2 ,
if there exists a connected set T ⊂ S such that s1 , s2 ∈ T . We claim that ∼ defines an
equivalence relation on S: indeed, it is obvious that ∼ is reflexive and symmetric, and
the transitivity property is an immediate consequence of the following lemma.

1.5
Lemma 1.7 Let J be an arbitrary index set and Sj ⊂ C for all j ∈ J. If, for every
j ∈ J, the set Sj is connected and ∩j∈J Sj 6= ∅, then the set ∪j∈J Sj is connected.

Proof. Set S := ∪j∈J Sj . Let D1 , D2 ⊂ C be open and such that D1 ∩ D2 ∩ S = ∅ and


S ⊂ D1 ∪ D2 . We need to show that D1 ∩ S = ∅ or D2 ∩ S = ∅. To this end, note that,
for every j ∈ J, D1 ∩ D2 ∩ Sj = ∅ and Sj ⊂ D1 ∪ D2 , and hence, since Sj is connected for
all j ∈ J, 
D1 ∩ Sj = ∅ or D2 ∩ Sj = ∅ ∀ j ∈ J.
Let s ∈ ∩j∈J Sj ⊂ D1 ∪ D2 and let i ∈ {1, 2} be such that s ∈ Di . Then s ∈ Di ∩ Sj for
every j ∈ J, implying that Di ∩ Sj 6= ∅ for every j ∈ J. Therefore, letting k ∈ {1, 2} be
such that k 6= i, we have that Dk ∩ Sj = ∅ for every j ∈ J. Consequently,

Dk ∩ S = ∪j∈J (Dk ∩ Sj ) = ∅,

completing the proof. ✷


In the following, let [s] denote the equivalence class of s ∈ S with respect to the equivalence
relation ∼ .

Corollary 1.8 Let S ⊂ C be non-empty and let s ∈ S. The equivalence class [s] is
the largest connected subset of S containing s, that is, [s] is connected and if R ⊂ S is
connected and s ∈ R, then R ⊂ [s].

Proof. For every t ∈ [s], there exists a connected set St ⊂ S such that s, t ∈ St .
Obviously, ∩t∈[s] St 6= ∅, and so, invoking Lemma 1.7, we have that T := ∪t∈[s] St ⊂ S is
connected. Therefore, to prove that [s] is connected, it is sufficient to show that [s] = T .
If z ∈ T , then there exists t ∈ [s] such that z ∈ St , and so z ∼ s, showing that z ∈ [s].
Consequently, T ⊂ [s]. It is trivial that [s] ⊂ T , whence [s] = T . Finally, let R ⊂ S
be connected and such that s ∈ R. For every z ∈ R we have that z ∼ s, implying that
z ∈ [s] and thus R ⊂ [s], completing the proof. ✷
Note that if S is a domain, then, for every s ∈ S, the equivalence class [s] is also a domain.
A subset T ⊂ S is said to be a connected component of S if T is an equivalence class of
the relation ∼ . A non-empty set S ⊂ C is connected if, and only if, S has exactly one
connected component, namely S. Furthermore, a non-empty set S ⊂ C is disconnected if,
and only if, it has more than one connected component. Every non-empty subset S ⊂ C
is the union of its connected components and any two different connected components are
disjoint.
Recall that a non-empty set C ⊂ C is said to be convex if, for all w, z ∈ C, it follows that
[w, z] ⊂ C.
Example. If C ⊂ C is convex, then C is connected. Indeed, for arbitrary c1 , c2 ∈ C, the
connected set [c1 , c2 ] is contained in C, and so c1 ∼ c2 , implying that C is connected. ✸.
Example. Let z1 , z2 ∈ C and r1 , r2 > 0. Define Sj := D(zj , rj ), j = 1, 2. Clearly, S1
and S2 are convex and hence connected. Set S3 = S1 ∪ S2 . Suppose that z1 6= z2 and set
ρ := |z2 − z1 | > 0. If r1 , r2 > ρ/2, then S1 ∩ S2 6= ∅ and S3 is connected (by Lemma 1.7).

1.6
If r1 , r2 < ρ/2, then S1 ∩ S2 = ∅ and S3 is not connected. In this case, S3 has precisely
two connected components, namely S1 and S2 . ✸
A polygonal contour P is a set in C of the form
n−1
P = ∪j=1 [zj , zj+1 ] , (∗)

where z1 , . . . , zn ∈ C. Let S ⊂ C be non-empty and let w, z ∈ S. A polygonal contour


in S connecting w and z, is a polygonal contour P of the form (∗) with P ⊂ S and such
that z1 = w and zn = z.
For open sets, connectedness can be characterized in an intuitive and appealing way.

Theorem 1.9 A domain D ⊂ C is connected if, and only if, for all w, z ∈ D, there exists
a polygonal contour in D connecting w and z.

Proof. We prove the theorem by contraposition. Assume that there exist w0 , z0 ∈ D


for which there does not exist a polygonal contour in D connecting w0 and z0 . We have
to show that D is disconnected. To this end, let D1 be the set of all z ∈ D such that
there exists a polygonal contour in D connecting w0 and z. Note that w0 ∈ D1 and
z0 ∈ D\D1 =: D2 , so D1 and D2 are non-empty. Moreover, D1 and D2 are open and
disjoint. Since we trivially have that D = D1 ∪ D2 , it follows that D is disconnected.
Conversely, assume that D is disconnected. Then there exist open non-empty disjoint
sets D1 , D2 ⊂ D such that D = D1 ∪ D2 . Let z1 ∈ D1 and z2 ∈ D2 . We will prove that
there does not exist a polygonal contour in D connecting z1 and z2 . To this end, let P
be an arbitrary polygonal contour in C connecting z1 and z2 . It is sufficient to show that
P ∩ (C\D) 6= ∅. Let p : [1, 2] → C be continuous ‡ with p([1, 2]) = P , p(1) = z1 and
p(2) = z2 . Define τ := inf{t ∈ [1, 2] : p(t) 6∈ D1 }. By continuity of p and since D1 and D2
are open and disjoint, it follows that p(τ ) 6∈ D1 ∪ D2 = D, and so p(τ ) ∈ C\D. ✷
A non-empty subset S ⊂ C is said to be polygonally connected if, for all w, z ∈ S,
there exists a polygonal contour in D connecting w and z. It can be shown that if S is
polygonally connected, then S is connected. The converse is not true. However, it follows
from Theorem 1.9 that a domain D ⊂ C is polygonally connected if, and only if, D is
connected.

Continuous functions
Consider a function f : S → C, where S ⊂ C is non-empty. Let z ∈ S̄. We say that
f (w) converges to a complex number l as w → z if, for all ε > 0, there exists δ > 0 such
that |f (w) − l| ≤ ε for all w in S with |w − z| ≤ δ. We write f (w) → l as w → z or
limw→z f (w) = l. A routine exercise shows that limw→z f (w) = l if, and only if, for every
sequence (wn ) in S with limn→∞ wn = z we have that limn→∞ f (wn ) = l. It is clear that
f (w) → l as w → z if, and only if, Re f (w) → Re l and Im f (w) → Im l as w → z. If

See the next subsection for the definition of continuity for a complex-valued function.

1.7
S is unbounded, then we say that f (w) converges to a number l ∈ C as |w| → ∞ if, for
all ε > 0, there exists η > 0 such that |f (w) − l| ≤ ε for all w in S with |w| ≥ η. We
write f (w) → l as |w| → ∞ or lim|w|→∞ f (w) = l. The algebra of complex limits (sums,
products, etc.) can be developed as in the real case.
We say that f is continuous at z ∈ S if limw→z f (w) = f (z). Equivalently, f is continuous
at z ∈ S if, and only if, for every sequence (wn ) in S with limn→∞ wn = z, we have that
limn→∞ f (wn ) = f (z). We mention that f is continuous at z if, and only if, Re f and Im f
are continuous at z. If f and g are continuous at z, then f + g and f g are continuous at z.
Let T ⊂ C. As in the real case it can be easily proved that if g : T → C is a function with
g(T ) ⊂ S, g is continuous at z ∈ T and f is continuous at g(z), then f ◦ g is continuous
at z.
If f is continuous at z for every z ∈ S, then we call f continuous (on S). The set of all
continuous functions f : S → C is denoted by C(S). If f, g ∈ C(S), then f + g and f g
are in C(S). Furthermore, if f ∈ C(S), g ∈ C(T ), where T ⊂ C, and g(T ) ⊂ S, then
f ◦ g ∈ C(T ).
Example. The functions z 7→ z̄ and z 7→ |z| are continuous on C. The argument
function z 7→ Arg(z) is defined for every z in the punctured plane C× := C\{0}. It is
continuous at every point z in the slit plane C− := C\(−∞, 0] and it is discontinuous at
every z ∈ (−∞, 0). ✸
For a function f : S → C and subsets T ⊂ S and U ⊂ C we define the image of T under
f and the pre-image of U under f by

f (T ) := {f (z) : z ∈ T } and f −1 (U ) := {z ∈ S : f (z) ∈ U },

respectively. The following result links continuity to the topological concepts of openness
and connectedness.

Theorem 1.10 Let f : S → C be a function, where S ⊂ C is non-empty. The following


statements hold.
(i) f is continuous if, and only if, f −1 (U ) is relatively open in S for every open set U ⊂ C.
(ii) If S is connected and f is continuous, then f (S) is connected.

Proof. (i) Assume that f is continuous and let U ⊂ C be open. If f −1 (U ) is empty,


then f −1 (U ) is trivially relatively open in S. Let us therefore assume that f −1 (U ) is
non-empty and let z ∈ f −1 (U ). Then f (z) ∈ U and, since U is open, there exists
ε > 0 such that D(f (z), ε) ⊂ U . Now, by continuity of f , there exists δ > 0 such that
f (w) ∈ D(f (z), ε) ⊂ U for all w ∈ D(z, δ) ∩ S, showing that D(z, δ) ∩ S ⊂ f −1 (U ). Since
z was an arbitrary element in f −1 (U ), we conclude that f −1 (U ) is relatively open in S.
Conversely, assume that f −1 (U ) is relatively open in S for every open set U ⊂ C. Let
z ∈ S and ε > 0. Then T := f −1 (D(f (z), ε)) is relatively open in S, that is, there exists
an open set V ⊂ C such that T = V ∩ S. Obviously, z ∈ V and, by openness of V , there
exists δ > 0 such that D(z, δ) ⊂ V . Consequently, |f (z)−f (w)| < ε for all w ∈ D(z, δ)∩S,

1.8
showing that f is continuous at z. Since z was an arbitrary element in S, it follows that
f is continuous.
(ii) Let U1 , U2 ⊂ C be open and such that

f (S) ∩ U1 ∩ U2 = ∅, f (S) ⊂ U1 ∪ U2 .

We have to show that U1 ∩ f (S) = ∅ or U2 ∩ f (S) = ∅. To this end, set S1 := f −1 (U1 )


and S2 := f −1 (U2 ). Statement (i) guarantees that the sets S1 and S2 are relatively open
in S. Furthermore, by construction,

S1 ∩ S2 = ∅, S = S1 ∪ S2 .

By connectedness of S we have that S1 = ∅ or S2 = ∅, which implies that U1 ∩ f (S) = ∅


or U2 ∩ f (S) = ∅, completing the proof. ✷
A function f : S → C is said to be bounded if the set f (S) is bounded.

Theorem 1.11 Let K ⊂ C be non-empty and compact and let f : K → C be contin-


uous. Then f is bounded and |f | attains its supremum and infimum, that is there exist
zmax , zmin ∈ K such that

|f (zmax )| = sup |f (z)| and |f (zmin )| = inf |f (z)| .


z∈K z∈K

Proof. Set M := supz∈K |f (z)|. Then 0 ≤ M ≤ ∞. Choose a sequence (zn ) in K such


that |f (zn )| → M as n → ∞. By Corollary 1.5, there exists a convergent subsequence
(znj ) of (zn ) such that zmax := limj→∞ znj ∈ K. Using the continuity of f , we may
conclude that limj→∞ f (znj ) = f (zmax ). Since we also have that limj→∞ |f (znj )| = M , it
follows that M = |f (zmax )|, showing that M is finite and is attained. The proof that f
attains its infimum is left to the reader. ✷
Let a, b ∈ R with a < b. Recall that a function f : [a, b] → C is said to be piecewise
continuous if there exist finitely many numbers t0 , t1 , t2 , . . . , tn with a = t0 < t1 < t2 <
. . . < tn = b and such that f is continuous on each open interval (tj−1 , tj ), the right limit
of f at tj−1 and the left limit of f at tj exist for j = 1, . . . , n. For a piecewise continuous
function f : [a, b] → C, we define
Z b Z b Z b
f (t)dt := (Re f )(t)dt + i (Im f )(t)dt .
a a a

Since f is piecewise continuous, Re f and Im f are piecewise continuous, and so the two
integrals on the right-hand side of the above equation do exist.

Lemma 1.12 (Triangle inequality for integrals) Let a, b ∈ R with a < b and let
f : [a, b] → C be piecewise continuous. Then
Z b Z b

f (t)dt ≤ |f (t)|dt .

a a

1.9
Rb
Proof. Set λ := a f (t)dt. If λ = 0, there is nothing to show; so assume that λ 6= 0.
Rb
Setting µ := λ̄/|λ|, we have |µ| = 1 and |λ| = µλ. Then a µf (t)dt = µλ = |λ| is real and
hence
Z b Z b Z b Z b
|λ| = Re(µf (t))dt ≤ |µf (t)|dt = |µ| |f (t)|dt = |f (t)|dt .
a a a a


Let S ⊂ C be non-empty and let f , fn (n ∈ N) be complex-valued functions defined on
S. We say that fn converges uniformly to f (on S) as n → ∞ if, for all ε > 0, there exists
N ∈ N such that |fn (z) − f (z)| ≤ ε for all n ≥ N and all z ∈ S. Note that N does not
depend on z – the definition requires the existence of a N which “works” for all z ∈ S.
The following result is known from real analysis. The extension to the complex case is
straightforward, and, therefore, the proof is omitted.

Theorem 1.13 Let S ⊂ C be non-empty, let fn : S → C be continuous at z0 ∈ S for


each n ∈ N and assume that fn converges uniformly to a function f : S → C as n → ∞.
Then f is continuous at z0 .

The next result shows that if a sequence of continuous complex-valued functions defined
on a real interval converges uniformly, then integral and limit can be interchanged.

Theorem 1.14 Let a, b ∈ R with a < b and let fn : [a, b] → C be continuous, n ∈ N. If


fn converges uniformly to a function f : [a, b] → C as n → ∞, then
Z b Z b
lim fn (t)dt = f (t)dt .
n→∞ a a

Rb
Proof. Note that by Theorem 1.13, f is continuous and so the integral a f (t)dt is well
defined. Using Lemma 1.12 we obtain
Z b Z b Z b


f n (t)dt − f (t)dt ≤
|fn (t) − f (t)|dt ≤ (b − a) sup |fn (t) − f (t)| .
a a a t∈[a,b]

Rb Rb
By hypothesis, supt∈[a,b] |fn (t) − f (t)| → 0 as n → ∞, and so, a
fn (t)dt → a
f (t)dt as
n → ∞. ✷
Let J ⊂ R be an open interval, let t0 ∈ J and consider a function f : J → C. We say
that f is differentiable at t0 if the limit
f (t) − f (t0 )
lim =: f ′ (t0 )
t→t0 t − t0
exists. Clearly, if f is differentiable at t0 , then f is continuous at t0 . The function f
is differentiable at t0 if, and only if, Re f and Im f are differentiable at t0 and we have
f ′ (t0 ) = (Re f )′ (t0 ) + i(Im f )′ (t0 ). The fundamental theorem of calculus for real-valued
functions extends to complex-valued functions in a straightforward way.

1.10
Power series
The material in this subsection is very similar to the real case considered in first and
second year analysis, and therefore the proofs are omitted.
Let S ⊂ C be non-empty and Plet fn , where n ∈ N0 , be complex-valued functions defined

on S. We
Pm say that the series n=0 fn converges uniformly (on S) if the sequence of partial
sums ( n=0 fn ) converges uniformly (on S) as m → ∞.

Theorem 1.15 (Majorant criterion (or M-test) of Weierstrass) LetPS ⊂ C be non-


empty,Pfn : S → C, |fn (z)| ≤ Mn for all z ∈ S, n ∈ N0 , and assume that ∞
n=0 Mn < ∞.

Then n=0 fn converges uniformly.

Let an ∈ C for n ∈ N0 and let z0 ∈ C. A complex power series (at z0 ) is a series of the form
P ∞ n
n=0 an (z − z0 ) , where z is a complex variable. We say that the power series converges
for z = w, if the sequence of partial sums ( m n
P
n=0 n (w − z0 ) ) converges as m → ∞. As
a
usual, if the power series does not converge for z = w, then we say it diverges for z = w.
The
Pmpower series isncalled absolutely convergent for z = w if the sequence of partial sums
( n=0 |an (w − z0 )| ) converges as m → ∞. We recall that absolute convergence implies
convergence, but the converse is not true.

Theorem 1.16 If ∞ n
P
n=0 an (z − z0 ) is a complex power series, then there
P∞exists 0 ≤ ρ ≤n
∞ (called its radius of convergence) such that Pif |z − z0 | < ρ, then n=0 an (z − z0 )
∞ n
converges absolutely, and if |z − z0 | > ρ, then n=0 an (z − z0 ) diverges.

Theorem 1.17 Let ∞ n


P
n=0 an (z−z0 ) be a complex power series with radius of convergence
0 < ρ ≤ ∞. Then the following statements hold.
(1) The power series ∞ n
P
n=0 an (z − z0 ) converges uniformly on D̄(z0 , r) for all 0 < r < ρ.

(2) The power series ∞ n−1


P
n=1 an n(z − z0 ) also has radius of convergence ρ.

1.11
2 Complex differentiability
Throughout this section, let D ⊂ C be a domain. The following definition is fundamental.
Definition. A function f : D → C is said to be complex differentiable (or C-differentiable)
at z0 ∈ D if the limit
df f (z) − f (z0 )
f ′ (z0 ) = (z0 ) = lim
dz z→z 0 z − z0
exists. ✸
If f is C-differentiable at z0 , then f is continuous at z0 . We note that f : D → C is C-
differentiable at z0 ∈ D with f ′ (z0 ) = a if, and only if, there exists a function g : D → C
such that
f (z) = f (z0 ) + a(z − z0 ) + |z − z0 |g(z) and lim g(z) = 0,
z→z0

which is sometimes referred to as first-order Taylor formula (for f at z0 ).


We remark that the usual rules of real differentiation, such as product, quotient and chain
rules remain valid and can be proved in the same way as in the real case.
Without proof (which is similar to that in the real case), we state the following result on
the C-differentiability of the inverse of a C-differentiable function.

Lemma 2.1 Let D1 , D2 ⊂ C be domains and let f : D1 → D2 be bijective. If f is


C-differentiable at z0 ∈ D1 , f ′ (z0 ) 6= 0 and f −1 is continuous at f (z0 ), then f −1 is C-
differentiable at f (z0 ) and (f −1 )′ (f (z0 )) = 1/f ′ (z0 ).

Example. (i) Let c ∈ C. The constant function f : C → C, z 7→ c is C-differentiable


everywhere (that is, at every point in C) with f ′ (z) = 0 for every z ∈ C.
(ii) The function f : C → C, z 7→ z is C-differentiable everywhere with f ′ (z) = 1 for
every z ∈ C.
(iii) Consider the function f : C → C, z 7→ z 2 . Let z ∈ C be arbitrary. For h ∈ C, h 6= 0,
we have
f (z + h) − f (z) (z + h)2 − z 2 2zh + h2
= = = 2z + h,
h h h
showing that f is C-differentiable at z and f ′ (z) = 2z. ✸
Example. The function f : C → C, z 7→ Re z is nowhere C-differentiable. To see this,
fix z ∈ C, set x := Re z and y := Im z, and note that
f (z + t) − f (z) x+t−x
lim = lim =1
t→0, t∈R t t→0, t∈R t
and
f (z + it) − f (z) x−x
lim = lim = 0,
t→0, t∈R it t→0, t∈R it
which shows that the limit of (f (z + h) − f (z))/h as h → 0 in C does not exist. Conse-
quently, for any z ∈ C, f is not C-differentiable at z. ✸

2.1
Example. The complex exponential function exp : C → C is defined by

exp z = ez = ex (cos y + i sin y), where x = Re z and y = Im z.

Obviously, for real arguments, the complex exponential function coincides with the real
exponential function. It can be shown that exp(z1 +z2 ) = exp(z1 ) exp(z2 ) for all z1 , z2 ∈ C
(this is the result of a routine calculation). Furthermore, exp is C-differentiable at every
point in C, and
d
exp′ (z) = ez = exp z = ez ∀ z ∈ C,
dz

see Problem 7. Set C := C\(−∞, 0] (the slit plane) and consider the function

Log : C− → C, z 7→ ln |z| + iArg z,

where Arg is the principal value of the argument introduced in Section 1. It is straight-
forward to show (see Problem 10) that Log is the inverse function of exp |H , the complex
exponential function restricted to the horizontal strip H := {z ∈ C : −π < Im z < π}.
We claim that Log is C-differentiable at every point in the slit plane and Log ′ (z) = 1/z
for every z ∈ C− . To show this, we note that Log is continuous and exp′ (z) = exp(z) 6= 0
for every z ∈ C which, together with Lemma 2.1, yields that Log is C differentiable at
exp(s) for every s ∈ H and
1 1
Log ′ (exp s) = ′
= ∀ s ∈ H.
exp (s) exp s
Now exp maps H onto C− and thus,
1
Log ′ (z) = ∀ z ∈ C− .
z
Warning. If z1 , z2 ∈ C− are such that z1 z2 ∈ C− , then Log z1 , Log z2 and Log (z1 z2 ) are
well defined, but, in general, Log (z1 z2 ) 6= Log z1 + Log z2 . ✸
Obviously, a function f : D → C can be considered as an R2 -valued function of two
real variables. If we take this point of view, we indicate this by writing fR , that is,
fR : D ⊂ R2 → R2 with fR (x, y) := (Re f (x + iy), Im f (x + iy)) for all x + iy = (x, y) ∈ D.
We say that f is real differentiable at a point z0 = x0 + iy0 ∈ D, where x0 , y0 ∈ R, if fR
is differentiable at (x0 , y0 ) in the sense of real analysis. We recall that fR is said to be
differentiable at (x0 , y0 ) with derivative fR′ (x0 , y0 ), a linear map from R2 to R2 , if there
exists a function g : D → R2 such that g(x, y) → (0, 0) as (x, y) → (x0 , y0 ) and
   
′ x − x0 x − x0
fR (x, y) = fR (x0 , y0 ) + fR (x0 , y0 ) + g(x, y).
y − y0 y − y0

As usual, we identify the linear map fR′ (x0 , y0 ) with its matrix representation with respect
to the canonical basis of R2 . If fR is differentiable at (x0 , y0 ), then the partial derivatives
of the component functions of fR exist at (x0 , y0 ) and fR′ (x0 , y0 ) is equal to the Jacobian
matrix.
The next theorem explains how complex differentiability is related to real differentiability.

2.2
Theorem 2.2 Let z0 = x0 + iy0 ∈ D (where x0 , y0 ∈ R). The function f : D → C is
complex differentiable at z0 with f ′ (z0 ) = b + ic (where b, c ∈ R) if, and only if, f is real
differentiable at (x0 , y0 ) with Jacobian matrix J(x0 , y0 ) at (x0 , y0 ) given by
 
b −c
J(x0 , y0 ) = .
c b

The above theorem shows that complex differentiability is a stronger property than real
differentiability: real differentiability at (x0 , y0 ) alone is not sufficient to guarantee com-
plex differentiability at x0 + iy0 . Indeed, if f is real differentiable at (x0 , y0 ), but the
Jacobian matrix does not have the above structure, then f is not complex differentiable
at x0 + iy0 .

Expressing (b, c) in polar coordinates, that is, (b, c) = r(cos θ, sin θ), where r = b2 + c2 ,
the matrix J(x0 , y0 ) can be written in the form
 
cos θ − sin θ
J(x0 , y0 ) = r ,
sin θ cos θ

showing that (1/r)J(x0 , y 0 ) is a rotation.


Setting u := Re f and v := Im f , Theorem 2.2 can be reformulated as follows: the function
f : D → C is complex differentiable at z0 = x0 + iy0 if, and only if, f is real differentiable
at (x0 , y0 ) and

∂u ∂v ∂u ∂v
(x0 , y0 ) = (x0 , y0 ), (x0 , y0 ) = − (x0 , y0 ).
∂x ∂y ∂y ∂x
These partial differential equations are called the Cauchy-Riemann equations. Note that
if f is C-differentiable at z0 = x0 + iy0 , then the derivative f ′ (z0 ) is equal to

∂u ∂v
f ′ (z0 ) = (x0 , y0 ) + i (x0 , y0 ),
∂x ∂x
or, equivalently, by the Cauchy-Riemann equations,
∂v ∂u
f ′ (z0 ) = (x0 , y0 ) − i (x0 , y0 ).
∂y ∂y

Proof of Theorem 2.2. Assume that f is complex differentiable at z0 with f ′ (z0 ) = b+ic.
Then there exists a function g : D → C such that

f (z) = f (z0 ) + (b + ic)(z − z0 ) + |z − z0 | g(z) and lim g(z) = 0. (∗)


z→z0

Writing z = x + iy and z0 = x0 + iy0 , where x, y, x0 , y0 ∈ R, we have



(b + ic)(z − z0 ) = (b + ic) x − x0 + i(y − y0 )

= b(x − x0 ) − c(y − y0 ) + i c(x − x0 ) + b(y − y0 ) . (∗∗)

2.3
Therefore, the above first-order Taylor formula for f (z) can be written in real terms as
follows:
    
b −c x − x0 x − x0
fR (x, y) = fR (x0 , y0 ) + y − y0 gR (x, y),
+
c b y − y0

where lim gR (x, y) = 0. (†)


(x,y)→(x0 ,y0 )

This is a first-order Taylor formula for fR at (x0 , y0 ), and, consequently, f is real differ-
entiable at (x0 , y0 ) with Jacobian matrix J(x0 , y0 ) given by
 
b −c
J(x0 , y0 ) = . (‡)
c b

Conversely, assume that f is real differentiable at (x0 , y0 ) with Jacobian matrix J(x0 , y0 )
given by (‡). Then (†) holds, which, by (∗∗), can be re-written as (∗). This is a first order
Taylor formula for f (z), and so, f is complex differentiable at z0 with complex derivative
f ′ (z0 ) = b + ic. ✷
Example. We claim that the function f : C → C, z 7→ z̄ is nowhere C-differentiable.
To this end, write z = x + iy and f (z) = f (x + iy) = u(x, y) + iv(x, y), where x, y ∈ R,
u(x, y) = x, and v(x, y) = −y. Noting that, for all (x, y),
∂u ∂v
(x, y) = 1 6= −1 = (x, y),
∂x ∂y
we see that the first of the Cauchy-Riemann equations does not hold, and thus, by The-
orem 2.2, f is nowhere C-differentiable. ✸
Definition. Let D ⊂ C be a domain, let z0 ∈ D and let f : D → C be a function. We
say that f is holomorphic (or analytic) if f is C-differentiable at all points in D. The
function f is said to be holomorphic (analytic) at z0 if there exists ε > 0 such that f is
C-differentiable at all points in D(z0 , ε) (or, equivalently, if f |D(z0 ,ε) is holomorphic). ✸
The set of all holomorphic functions f : D → C is denoted by H(D). If f, g ∈ H(D),
then f + g and f g are in H(D) (it follows that H(D) is a ring). Polynomials and the
complex exponential functions are holomorphic on C and Log is holomorphic
P∞ on the slit

plane C . In Section 4 we will see that any power series P (z) = n=0 an (z − z0 )n with
radius of convergence ρ > 0 defines a holomorphic function on D(z0 , ρ).
Recall that a region in C is a non-empty connected open set.

Theorem 2.3 Let R ⊂ C be a region. If f : R → C is holomorphic with f ′ (z) = 0 for


all z ∈ R, then f is constant.

Proof. Let w, z ∈ R be fixed, but arbitrary. Since R is open and connected, it follows
n−1
from Theorem 1.9 that there exists a polygon P = ∪k=1 [sk , sk+1 ] in R with w = s1 and
z = sn . For every k = 1, . . . , n − 1 we have
d
f ((1 − t)sk + tsk+1 ) = f ′ ((1 − t)sk + tsk+1 ))(sk+1 − sk ) = 0 ∀ t ∈ [0, 1].
dt

2.4
Hence, f (sk ) = f (sk+1 ) for all k = 1, . . . , n − 1, implying that f (w) = f (z). Since w and
z were arbitrary elements in R, we conclude that f is constant. ✷
We now describe a process which manufactures holomorphic functions of a certain struc-
ture. Special cases will be of importance later.

Theorem 2.4 Let a, b ∈ R, a < b, let g, h : [a, b] → C be continuous, and let D ⊂ C be


a domain such that D ∩ h([a, b]) = ∅. Then the functions Fn : D → C defined by
Z b
g(t)dt
Fn (z) := , z ∈ D, ∀ n ∈ N
a (h(t) − z)
n

are holomorphic on D and Fn′ = nFn+1 for all n ∈ N.

The above theorem says in particular that Fn′ is obtained by differentiating under the
(n)
integral, F1 is arbitrarily often C-differentiable and F1 = n!Fn+1 .
Proof of Theorem 2.4. It is useful to indicate the dependence of Fn on g by writing
Fng := Fn . We proceed in three steps.
Step 1. We claim that F1g is continuous. Let z0 ∈ D and choose δ > 0 such that
D(z0 , 2δ) ⊂ D. Then

|w − z| ≥ δ ∀ (w, z) ∈ h([a, b]) × D(z0 , δ),

and, since
b
g(t)dt
Z
F1g (z) − F1g (z0 ) = (z − z0 ) ∀ z ∈ D, (∗)
a (h(t) − z)(h(t) − z0 )
we obtain
b
|z − z0 |
Z
|F1g (z) − F1g (z0 )| ≤ |g(t)|dt ∀ z ∈ D(z0 , δ).
δ2 a
This estimate shows that F1g is continuous at z0 and since z0 ∈ D was arbitrary, we
conclude that F1g is continuous.
Step 2. We prove that F1g ∈ H(D) and dF1g /dz = F2g . To this end, let z0 ∈ D and define
a continuous function ϕ : [a, b] → C by
g(t)
ϕ(t) := ∀ t ∈ [a, b].
h(t) − z0
Appealing to (∗), we obtain

F1g (z) − F1g (z0 ) b


g(t)dt
Z
= = F1ϕ (z) ∀ z ∈ D, z 6= z0
z − z0 a (h(t) − z)(h(t) − z0 )
By Step 1, F1ϕ is continuous, and thus,

F1g (z) − F1g (z0 ) b


g(t)dt
Z
lim = F1ϕ (z0 ) = 2
= F2g (z0 ),
z→z0 z − z0 a (h(t) − z0 )

2.5
showing that dF1g /dz = F2g .
Step 3. We complete the proof by an induction argument. Let m ∈ N and assume that,
g
for every continuous g : [a, b] → C, the function Fmg is holomorphic and dFmg /dz = mFm+1 .
g
Let z0 ∈ D and define ϕ as in Step 2. Since Fmϕ (z0 ) = Fm+1 (z0 ), we have, for all z ∈ D,
b
g(t)(h(t) − z) + (z − z0 )g(t)
Z
ϕ g
Fmϕ (z) − Fmϕ (z0 ) + (z − z0 )Fm+1 (z) = dt − Fm+1 (z0 )
a (h(t) − z)m+1 (h(t) − z0 )
b
g(t)dt
Z
g
= − Fm+1 (z0 ),
a (h(t) − z) m+1

and thus,
g g ϕ
Fm+1 (z) − Fm+1 (z0 ) = Fmϕ (z) − Fmϕ (z0 ) + (z − z0 )Fm+1 (z) ∀ z ∈ D. (∗∗)
ϕ
By induction hypothesis, Fmϕ is holomorphic and hence continuous. Moreover, Fm+1 is
bounded in a neighbourhood of z0 . It now follows that the right-hand side of (∗∗) con-
g
verges to 0 as z → z0 , showing that Fm+1 is continuous at z0 . Since z0 ∈ D was arbitrary,
g
we see that Fm+1 is continuous. In this argument, g is an arbitrary continuous function
ϕ
[a, b] → C, and consequently, Fm+1 is also continuous. Dividing (∗∗) by z − z0 and letting
z → z0 gives
g g
Fm+1 (z) − Fm+1 (z0 ) dFmϕ ϕ ϕ
lim = (z0 ) + Fm+1 (z0 ) = (m + 1)Fm+1 (z0 ),
z→z0 z − z0 dz
ϕ
where we have made use of the induction hypothesis and the continuity of Fm+1 . Finally,
ϕ g
by the definition of ϕ, Fm+1 (z0 ) = Fm+2 (z0 ), and so

d g  g
F (z0 ) = (m + 1)Fm+2 (z0 ),
dz m+1
completing the induction argument and the proof. ✷

2.6

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