EEE CAPD Lecture Notes

1
INSTITUTE OF AERONAUTICAL ENGINEERING

(Autonomous)
Dundigal, Hyderabad - 500 043
Lecture Notes:
COMPLEX ANALYSIS AND PROBABILITY

DISTRIBUTIONS(AHSC11))
Drafted by :
Ms B PRAVEENA (IARE 10477)
Assistant Professor
Department Of Electrical and Electronics Engineering

Institute of Aeronautical Engineering
October 18, 2021
Contents
Contents 1
1 COMPLEX FUNCTIONS AND DIFFERENTIATION 1

1.1 Introduction: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Differentiability of complex function: . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Polar form of Cauchy-Riemann equation: . . . . . . . . . . . . . . . . . . . 5
1.3.1 Analytic function: . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.2 Entire function: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Cartisian Form of Cauchy–Riemann equations: . . . . . . . . . . . . . . . . 6
1.4.1 Relation with harmonic functions: . . . . . . . . . . . . . . . . . . . 6
1.4.2 Conjugate harmonic function: . . . . . . . . . . . . . . . . . . . . . . 7
1.4.3 Problem: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.4 Holomorphic functions: . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.5 Problem: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.4.6 Bilinear Transformation-Mobius Transformations: . . . . . . . . . . . 9
1.4.7 Example 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4.8 Example 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4.8.1 Fixed Point: . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.4.8.2 EXCERCISE PROBLEMS: . . . . . . . . . . . . . . . . . . 11
2 COMPLEX INTEGRATION 12
2.1 Introduction: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.1 Definition: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.1.1 Problem: . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.2 Cauchy-Goursat Theorem: . . . . . . . . . . . . . . . . . . . . . . . 14
2.1.3 Cauchy Theorem: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.1.4 Cauchy’s integral formula: . . . . . . . . . . . . . . . . . . . . . . . . 15
3 POWER SERIES EXPANSION OF COMPLEX FUNCTION 19

3.1 Introduction: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.2 Power series: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.3 Taylor’s series: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.4 Maclaurin series: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.5 Laurents series: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.6 Problems: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.7 Types of singularities: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1
Contents 2
3.8 Residues: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.9 Cauchy’s Residue Theorem: . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.10 Problems on Residues: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.11 Exercise: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
4 PROBABILITY AND RANDOM VARIABLES 31

4.1 Introduction:
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.1.1 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.2 Random Variables:
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.3 Discrete Probability distribution . . . . . . . . . . . . . . . . . . . . . . . . 38
4.4 continuous distribution: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5 PROBABILITY DISTRIBUTIONS 44
5.1 Binomial Distribution
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
5.2 Poisson Distribution:
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
5.3 Normal approximation to the B.D:
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Bibliography 51
Chapter 1
COMPLEX FUNCTIONS AND

DIFFERENTIATION
Course Outcomes
After successful completion of this module, students should be able to:
CO 1 Identify Identify the fundamental concepts of analyticity and dif- Remember

ferentiability for calculus of complex functions and their role in
applied context.
CO 2 Identify Utilize the concepts of analyticity for finding complex Apply
conjugates and their role in applied contexts..
CO 3 Make use of the conformal mapping technique Apply
1
Chapter 1. COMPLEX FUNCTIONS AND DIFFERENTIATION 2
COMPLEX FUNCTIONS AND DIFFERENTIATION:
1.1 Introduction:
In this part of the course we will study some basic complex analysis. This is an extremely
useful and beautiful part of mathematics and forms the basis of many techniques employed
in many branches of mathematics and physics.We will extend the notions of derivatives
and integrals, familiar from calculus,to the case of complex functions of a complex variable.
In so doing we will come across analytic functions, which form the centerpiece of this part
of the course. In fact, to a large extent complex analysis is the study of analytic functions.
After a brief review of complex numbers as points in the complex plane, we will first dis-
cuss analyticity and give plenty of examples of analytic functions. We will then discuss
complex integration, culminating with the generalised Cauchy Integral Formula, and some
of its applications. We then go on to discuss the power series representations of analytic
functions and the residue calculus, which will allow us to compute many real integrals and
infinite sums very easily via complex integration.
Historically,Complex analysis, traditionally known as the theory of functions of a complex
variable, is the branch of mathematical analysis that investigates functions of complex
numbers. It is helpful in many branches of mathematics, including algebraic geometry,
number theory, analytic combinatorics, applied mathematics; as well as in physics, includ-
ing the branches of hydrodynamics, thermodynamics, and particularly quantum mechan-
ics.
For a complex number z = x + iy, the number Re z = x is called the real part of z and
the number Im z = y is said to be the its imaginary part. If x = 0, z is said to be a purely
imaginary number.
Definition :
Let z = x + iy � C. The complex number z = x − iy is called the complex conjugate of z
and |z| = x2 + y2 is said to be the absolute value or the modulus of the complex number
p
z.
Functions of a Complex Variable : Let D be a nonempty set in C. A single-valued complex
function or, simply, a complex function f : D → C is a map that assigns to each complex
argument z = x + iy in D a unique complex number w = u + iv. We write w = f(z).
The set D is called the domain of the function f and the set f(D) is the range or the image
of f. So, a complex-valued function f of a complex variable z is a rule that assigns to each
complex number z in a set D one and only one complex number w. We call w the image
of z under f.
If z = x + iy � D, we shall write f(z) = u(x, y) + iv(x, y) or f(z) = u(z) + iv(z). The real
functions u and v are called the real and, respectively, the imaginary part of the complex
function f. Therefore, we can describe a complex function with the aid of two real func-
tions depending on two real variables.
Example 1.
The function f : C → C, defined by f (z) = z3 , can be written as f(z) = u(x, y) + iv(x, y),
with u, v : R2 → R given by u (x, y) = x3 − 3xy2 , v (x, y) = 3x2 y − y3 .
Example 2.
For the function f : C → C, defined by f(z) = e z , we have u(x, y) = e x cos y, v(x, y) =
e x sin y, for any (x, y) � R2
Limits of Functions : It is defined as force acting per unit area. Let D � C, a � D � and f :
D → C. A number l ∈ C is called a limit of the function f at the point a if for any V ∈ V (l),
there exists U ∈ V (a) such that, for any z ∈ U ∩ D, it follows that f (z) ∈ V .
We shall use the notation lim = f(z).
z→z0
Remark : If a complex function f : D → C possesses a limit l at a given point a, then this
limit is unique.
1.2 Differentiability of complex function:
Let w = f(z) be a given function defined for all z in a neighbourhood ofz0 .If lim f (z0 +∆z)− f (z0 )
∆z ex-
∆z→0
ists,the function f(z) is said to be derivable atz0 and the limit is denoted by . if exists is
called the derivative of f(z) at z0 .
Exercise : 1
f (z) = z2 isa f unctionwhichiscontinuousatallzbutnotderivableatanyz 6= 0
Solution :
Let f (z) = z2 = zz̄
T hen f (z) = z0 z̄0
Wezz̄ = z0 z̄0 havetoprovethat lt z = z0 and lt z̄ = z̄0
z→z0 z→z0
T hus lt zz̄ = z0 z̄0
z→z0
lt f (z) = f (z0 )
z→z0
T he f unctioniscontinuousatallz
f (z0 + ∆z) = (z0 + ∆z)(z̄ + ∆z̄) = z0 z̄0 + z0 ∆z̄ + ∆zz̄0 + ∆z∆z̄
now f (z0 +∆z)− f (z0 ) 0 +∆z∆z̄
∆z = z0 ∆z̄+∆zz̄
∆z
Considerthelimitas∆z → 0
Case1 : let∆z → 0alongx − axisthen∆x = ∆x, ∆y = 0 ⇒ ∆z = ∆x
f (z0 +∆z)− f (z) z0 ∆x+∆xz̄0 +∆x∆x
lt ∆z = lt ∆x = z0 + z̄0 − − − − − − − − − (1)
z→z0 ∆x→0
Case2 : Let ∆z → 0alongy − axisthen∆x = 0, ∆y = ∆y ⇒ ∆z = i∆y
f (z0 +∆z)− f (z) z0 (−i∆y)+i∆yz̄0 +(i∆y)(−i∆y)
lt ∆z = lt i∆y = −z0 + z̄0 − − − − − − − (2)
∆z→0 ∆y→0
T hus, f rom (1) and (2) f or f (z0 )toexists
i.ez0 = −z0 ⇒ 2z0 = 0 ⇒ z0 6= 0
f (z) doesnotexiststhough f (z) = z2 iscontinuousatallz.
1.3 Polar form of Cauchy-Riemann equation:
Theorem
I f f (z) = f (reiθ ) = u(r, θ ) + iv(r, θ ) and f (z) isderivableatz0 = r0 eiθ0 then
1 ∂v ∂v
∂u
∂r = r ∂θ , ∂r = − 1r ∂∂ θu
Proof : Let z = reiθ T hen f (z) = f (reiθ ) = u(r, θ ) + iv(r, θ )
Di f f erentiating itwithrespecttorpartially,
∂
∂r f (z) = f 0 (z) ∂∂ rz = f 0 (z)eiθ
1 ∂f
f (z) = eiθ ∂ r
= e1iθ (ur + ivr ) − − − − − −(1)
∂f 0 ∂z 0 iθ
∂ θ = f (z) ∂ θ = f (z).rie
f 0 (z) = rie1iθ (uθ + ivθ ) − − − (2)
From (1) and (2) wehave
1
eiθ
(ur + ivr ) = rie1iθ (uθ + ivθ )
ur + ivr = 1r ∂∂θv − i 1r ∂∂ θu
Equatingrealandimaginaryparts , weget
1 ∂v
∂u
∂r = ∂v
r ∂ θ and ∂ r = − 1r ∂∂ θu
1.3.1 Analytic function:
A complex function is said to be analytic on a region R if it is complex differentiable at

every point in R . The terms holomorphic function, differentiable function, and complex
differentiable function are sometimes used interchangeably with ”analytic function”. Many
mathematicians prefer the term ”holomorphic function” (or ”holomorphic map”) to ”an-
alytic function” .
Singularities: A complex function may fail to be analytic at one or more points through
the presence of singularities, or along lines or line segments through the presence of branch
cuts.
Eg. f(z)= 1z is analytic every where except at z=0
At z=0 f , (z) does not exist.

So z=0 is an isolated singular point.
1.3.2 Entire function:
A complex function that is analytic at all finite points of the complex plane is said to be
entire. A single-valued function that is analytic in all but possibly a discrete subset of its
domain, and at those singularities goes to infinity like a polynomial (i.e., these exceptional
points must be poles and not essential singularities), is called a meromorphic function.
1.4 Cartisian Form of Cauchy–Riemann equations:
The Cauchy–Riemann equations on a pair of real-valued functions of two real variables

u(x,y) and v(x,y) are the two equations:
1. ∂∂ ux = ∂v
∂y
2. ∂∂ uy = − ∂∂ xv
Typically u and v are taken to be the real and imaginary parts respectively of a complex-
valued function of a single complex variable z = x + iy, f(x + iy) = u(x,y) + iv(x,y)
1.4.1 Relation with harmonic functions:
Analytic functions are intimately related to harmonic functions. We say that a real-valued
function h(x, y) on the plane is harmonic if it obeys Laplace’s equation:
∂ 2h 2
∂ 2x
+ ∂∂ 2hy = 0
In fact, as we now show, the real and imaginary parts of an analytic function are harmonic.
Let f = u + i v be analytic in some open set of the complex plane.
∂ 2u 2
∂ 2x
+ ∂∂ 2uy = ∂ ∂u
∂x ∂x + ∂∂y ∂∂ uy
∂ ∂u ∂ ∂u
= ∂x ∂y − ∂y ∂x (usingCauchy − −Riemann)
2
∂ u ∂ 2u
= ∂ x ∂ y − ∂ y∂ x
=0
A similar calculation shows that v is also har monic. This result is important in applica-
tions because it shows that one can obtain solutions of a second order partial differential
equation by solving a system of first order partial differential equations. It is particularly
important in this case because we will be able to obtain solutions of the Cauchy–Riemann
equations without really solving these equations.
Given a harmonic function u we say that another harmonic function v is its harmonic
conjugate if the complex-valued function f = u+i v is analytic.
1.4.2 Conjugate harmonic function:
If two harmonic functions u and v satisfy the Cauchy-Reimann equations in a domain D

and they are real and imaginary parts of an analytic function f in D then v is said to be
a conjugate harmonic function of u in D.If f(z)=u+iv is an analytic function and if u and
v satisfy Laplace’s equation ,then u and v are called conjugate harmonic functions.
Polar form of cauchys Riemann equations:
The Cauchy-Riemann equations can be written in other coordinate systems. For instance,
it is not difficult to see that in the system of coordinates given by the polar representation
z = r e these equations take the following form:
∂u 1 ∂v
∂r = r ∂θ
∂v
∂r = − 1r ∂∂ θu
1.4.3 Problem:
−
Show that the function f : C → C, defined by f(z) = z Solution: Indeed, since u(x, y) =
x, v(x, y) = −y, it follows that �u /�x = 1, while �v/ �y = −1. So, this function, despite
the fact that it is continuous everywhere on C, it is R differentiable on C, is nowhere
C-derivable. Problem: Show that the function f (z) = ez satisfies the Cauchy-Riemann
equations. Solution:
ez = ex (cosy + isiny)
∂u ∂v ∂u
And ∂x = ex cosy = ∂y; ∂y = ex siny = − ∂∂ xv ;
Moreover, ez iscomplexderivableand it f ollowsimmediatelythatitscomplexderivativeisez .
1.4.4 Holomorphic functions:
Holomorphic functions are complex functions, defined on an open subset of the complex
plane, that are differentiable. In the context of complex analysis, the derivative of f at z0
is defined to be
Construction of analytic function whose real or imaginary part is known: Suppose f (z) =
u + ivis an analytic function ,whose real part u is known .We can find v, the imaginary
part and also the function f(z).
Problem:
2
Show that ∂∂x2 + ∂∂y2 log | f 0 (z)| = 0where f(z) is an analytic function.
2
z+z̄ z−z̄ −i
=
Solution : Takingx 2 , y= 2 = 2 (z − z̄)
wehave ∂∂z = ∂∂x ∂∂ xz + ∂∂y ∂∂ yz = 12 ∂∂x − i ∂∂y

and ∂∂z̄ = 12 ∂∂x + i ∂∂y
2
2 2

∴ ∂∂z∂ z̄ = 12 ∂∂x − i ∂∂y . 12 ∂∂x + i ∂∂y = 14 ∂∂x2 + ∂∂y2
2
∂ ∂2 0 (z)| = 4 ∂2 1 0 (z)|2
hence ∂ x2
+ ∂ y2
(log | f ∂ z∂ z̄ 2 log | f
∂2 0 0 2
2 ∂ z∂ z̄ [(log f (z) f (z̄))](|z| = zz̄)
2
2 ∂h∂z∂ z̄ [(log f 0 (z) + f 0 (z̄))]
00 (z) 00 (z)
i
2 ∂∂z̄ ff 0 (z) + ∂∂z ff0 (z_)
= 2 (0 + 0) = 0
0 0
Since f (z) isanalytic, f (z) isanalytic, isalsoanalyticand ∂ f∂ z̄(z) = 0, ∂ f∂ z(z̄) = 0
Problem:
( xy(x+iy)
x2 +y4
, z 6= 0
Showthat f (z) = isnotanalytic atz = 0althoughC − Requationssatisi f iedatorigin.
0 ,z = 0
f (z)− f (0)
Solution : z−0 = f (z)−0
z = f (z)
z
xy2 (x+iy) 2
xy (z) xy 2
(x2 +y4 ).z

= (x2 +y4 ).z
= (x2 +y4 )
lim 2 lim 2
Clearly x → 0 (x2xy+y4 ) = y → 0 (x2xy+y4 ) =0
y→0 x→0
Along pathy = mx
lim lim 2 2 lim 2 2
f (z)− f (0) .x )
z→0 z−0 = x → 0 xx(m m .x
2 +m4 .x4 = x → 0 1+m4 .x2 = 0
Along pathx = my2

lim lim 2 2 lim lim lim 2 2 lim
f (z)− f (0) (m.y ) f (z)− f (0) (m.y )
z→0 z−0 = y → 0 yy4 +m m
2 .y4 = y → 0 1+m2 6= 0 z → 0 z−0 = y → 0 yy4 +m m
2 .y4 = y → 0 1+m2 6= 0
Limit value depends on m i.e on the path of approach and its different for the different
paths Followed and therefore limit does not exists.
Hence f(z) is not differentiable at z=0.Thus f(z) is not analytic at z=0
To prove that C-R conditions are satisified at origin
2
f (z) = u + iv = xy(x2(x+iy)
+y4 )
x 2 y2 xy3
T henu (x, y) = (x2 +y4 )
andand v (x, y) = (x2 +y4 )
f or z 6= 0
Alsou (0, 0) = 0 andv (0, 0) = 0 [ f (z) = 0atz = 0]
lim lim
∂u
∂x = x → 0 u(x,0)−u(0,0)
x = x → 0 0x = 0
lim lim
∂u
∂y = y → 0 u(0,y)−u(0,0)
y = x → 0 0y = 0
lim lim
∂v
∂x = x → 0 v(x,0)−v(0,0)
x = x → 0 0x = 0
lim lim
∂v
∂y = y → 0 v(0,y)−v(0,0)
y = x → 0 0y = 0
T husC − Requationsaresatisi f iedaresatisi f iedattheorigin
Hence f (z) isnotanalyticatz = 0evenC − Requationsaresatisi f iedatorigin.
1.4.5 Problem:
Find the regular function whose imaginary part is

log(x2 + y2 ) + x − 2y
Solution : Givenv = log(x2 + y2 ) + x − 2y

∴ ∂v
∂x = 2x
x2 +y2
+ 1 − − − (1)and ∂∂ vy = x22y
+y2
− 2 − − − (2)
∂u ∂v ∂v ∂v
f (z) = ∂ x + i ∂ x = ∂ y + i ∂ x (UsingC − Requation)

= x22y − 2 + 2x
+ 1 (using (1) , (2))
Problem: Show
+y 2 2
x +y 2
ByMilneT homsonmethod,
f (z) isexpressedintermso f zbyreplacingxzandyby0.
f 0 (z) = −2 + i 2z + 1 = −2 + i 2z + 1

z2
On integrating, f (z) = −2 + i 2z + 1 dz + c
R
= −2z + i(2 log z + z) + c = 2i log z − (2 − i)z + c

that the functionu = 4xy − 3x + 2 is harmonic .construct the corresponding analytic func-
tion f(z)=u+iv in terms of z.
solution:
Givenu = 4xy − 3x + 2 (1)
Di f f erentiating (1) partiallyw.r.t.x, ∂∂ ux = 4y − 3
∂ 2u
Againdi f f erentiating ∂ x2
=0
Againdi f f erentiating (1) partiallyw.r.t.y, ∂∂ ux = 4x
∂ 2u
Againdi f f erentiating ∂ y2
=0
∂ 2u ∂ 2u
∴ ∂ x2
+ ∂ y2
=0
HenceuisHarmonic.
Now f 0 (z) = ∂u
∂x + i ∂∂ vy = ∂u
∂x − i ∂∂ uy ⇒ f 0 (z) = 4y − 3 − i.4x
UsingMilneT homsonmethod
f 0 (z) = −3 − i4z (Puttingx = zandy = 0)
Integrating, f (z) = −3z − i2z2 + c
1.4.6 Bilinear Transformation-Mobius Transformations:
The effect of temperature and pressure on a liquid can be described in terms of kinetic-
molecular theory. An increase in the temperature Another important class of elementary
mappings was studied by August Ferdinand Möbius (1790-1868). These mappings are
conveniently expressed as the quotient of two linear expressions and are commonly known
as linear fractional or bilinear transformations. They arise naturally in mapping problems
involving the function arc tan(z). In this section, we show how they are used to map a disk
one-to-one and onto a half-plane. An important property is that these transformations are
conformal in the entire complex plane except at one point. There exists a unique bilinear
transformation that maps three distinct points onto three distinct points , respectively.
An implicit formula for the mapping is given by the equation

(z−z1 )(z2 −z3 )
(z−z3 )(z2 −z1 ) = (w−w1 )(w2 −w3 )
(w−w3 )(w2 −w1 ) .
1.4.7 Example 1.
Construct the bilinear transformation w = S(z) that maps thepoints z1 = −i, z2 = 1, z3 =

ionto the points w1 = −1, w2 = 0, w3 = 1 respectively.
Solution:
(z−(−i))(1−i) (w−(−1))(0−1)
(z−i)(1−(−i)) = (w−1)(0−(−1))
(z+i)(1−i)
(z−i)(1+i) = (w+1)(0−1)
(w−1)(0+1) Expanding this equation, collecting terms involving w and zw
(z+i)(1−i) (w+1)
=
(z−i)(1+i) (−w+1)
on the left and then simplify.
→ (z + i)(1 − i)(w + 1) = (z − i)(1 + i)(−w + 1)
= (1 + i)zw + (1 − i)w + (1 + i)z + (1 − i)
(−1 + i)zw + (−1 − i)w + (1 − i)z + (1 + i)
zw + izw − w − iw + z − iz + 1 + i
2zw + 2w = −2iz + 2i
w(1 + z) = i(1 − z)
T here f orethedesiredbilineartrans f ormationis
i(1−z)
w = s(z) = 1+z
1.4.8 Example 2.
Construct the bilinear transformation w = S(z) that maps thepoints z1 = −2, z2 = −1 −

i, z3 = 0onto the points w1 = −1, w2 = 0, w3 = 1 respectively.
Solution:
(z−(−2))(−1−i) (w−(−1))(0−1)
(z−i)(1−(−i)) = (w−1)(0−(−1))
(z+2)(−1−i) (w+1)(0−1)
(z)(−1−i+2) = (w−1)(0+1)
(z+2)(−1−i) (w+1)
(z)1−i = (−w+1)
→ (z + 2)(1 − w) = iz(w + 1)
z − iz + 2 = zw + izw + 2w
(1 − i)z + 2 = w(z + iz + 2)
(1 − i)z + 2 = w((1 + i)z + 2)
whichcanbesolved f orwintermso f z, givingthedesiredsolution
(1−i)z+2
w = s(z) = (1+i)z+2
1.4.8.1 Fixed Point:
A fixed point of a mapping w = f (z) is a point z0 such that f (z0 ) = z0 Example: Find the
fixed points of w = s(z) = 4z+3
2z−1
Solution:
s(z) = 4z+3
2z−1
4z+3
z= 2z−1
z(2z − 1) = 4z + 3
2z2 − z − 4z − 3 = 0
2z2 − 5z − 3 = 0
(2z + 1)(z − 3) = 0
(z + 12 )(z − 3) = 0
4z+3
T here f ore,the f ixed pointso f s(z) = 2z−1 are
z = − 12 , 3
1.4.8.2 EXCERCISE PROBLEMS:
1) Show that the real part of an analytic function f (z) where u = e−2xy sin sin x2 − y2

2) Prove that the real part of analytic function f (z) where u = log|z|2
3) Obtain the regular function f (z) whose imaginary part of an analytic function is x−y
x2 +y2
4) Find an analytic function f (z) whose real part of an analytic function is u = sin2x
cos h2y−cos 2x
by Milne-Thompson method.
5) Find an analytic function f (z) = u + iv if the real part of an analytic function is u =
a(1 + cosθ ) using Cauchy-Riemann equations in polar form
6) State and Prove the necessary condition for f (z) to be an analytic function in Cartesian
form.
7) If u and v are conjugate harmonic functions then show that uv is also a harmonic
function.
8) Find an analytic function whose real part is u = sin 2x
cos h2y−cos 2x
9) Find the orthogonal trajectories of the family of curves x3 y − xy3 = C= constant
10) If f(z) is an analytic function of z and i u − v = (x − y)(x2 + 4xy + y2 ))if find f(z) in terms
of z.
Chapter 2
COMPLEX INTEGRATION
Course Outcomes
CO 5 Apply integral theorems of complex analysis and its consequences Apply
consequences for the analytic function with derivatives of all
orders in simple connected region.
12
Chapter 2. COMPLEX INTEGRATION 13
COMPLEX INTEGRATION:
2.1 Introduction:
Integration of complex functions plays a significant role in various areas of science and
engineering. In this chapter, we will deal with the notion of integral of a complex function
along a curve in the complex plane. We start with the definition of integration of a complex-
valued function of a real variable and extend this idea to the integration of a complex-
valued function of a complex variable. Using integration, we will prove an important
result on analytic functions. This chapter also includes the Cauchy–Goursat theorem,
Cauchy’s integral formula, some related theorems, maximum modulus principle and their
applications.
2.1.1 Definition:
In mathematics, a line integral is an integral where the function to be integrated is eval-

uated along a curve. The terms path integral, curve integral, and curvilinear integral are
also used; contour integral as well, although that is typically reserved for line integrals
in the complex plane. The function to be integrated may be a scalar field or a vector
field. The value of the line integral is the sum of values of the field at all points on the
curve, weighted by some scalar function on the curve (commonly arc length or, for a vector
field, the scalar product of the vector field with a differential vector in the curve). This
weighting distinguishes the line integral from simpler integrals defined on intervals. Many
simple formulae in physics (for example, W = F • s) have natural continuous analogs in
terms of line integrals (W = ∫C F · ds) . . The line integral finds the work done on an object
moving through an atomic or gravitational field. In complex analysis, the line integral
is defined in terms of multiplication and addition of complex numbers. Let us consider
F(t)= u(t)+i v(t) , a ≤ t ≤ b . Where u and v are real valued continuous functions of t in
Rb Rb Rb Rb
[a,b]. we define F(t) dt = u(t) dt + i v(t) dt Thus F(t) dt , is a complex number such
a a a a
Rb Rb Rb Rb
that real part of F(t) dt is u(t) dt and imaginary part of is u(t) dt is v(t) dt
a a a a
2.1.1.1 Problem:
Evaluate (x2 − iy)dz along the paths 1)y=x 2)y=x2

R 1+i
0
Solution:1) along the line y=x, dy= dx so that dz = dx+idx=(1+i) dx
R 1+i R1
0 (x2 − iy)dz = (x2 − ix)(1 + i)dx,
0
Sincey = x
2 1
h 3 i
= (1 + i) x3 − i x2
0
= (1 + i) 13 − 12 i

= 56 − 16 i
2)alongtheparabolay = x2 , dy = 2xdxsothatdz = dx + 2ixdx
dz = (1 + 2ix) dxandxvaries f rom0to1
R 1+i R1
∴ 0 (x2 − iy)dz = (x2 − ix2 )(1 + 2ix)dx
0
R1 2
= (1 − i) 0 x (1 + 2ix)dx
1
+ 12 i

= (1 − i) 3
(1−i)(2+3i)
= 6
5 1
= 6 + 6i
Problem
Evaluate (x2 + 2xy + i(y2 − x))dz along y = x2
R z=1+i
z=0
Solution:
f (z) = x2 + 2xy + i(y2 − x))dz

Z = x + iy, dz = dx + idy
∴ thecurvey = x2 , dy = 2xdx
∴ dz = dx + 2xidx = (1 + 2ix)dx
f (z) = x2 + 2x x2 + i x4 − x

= x2 + 2x3 + i x4 − x

f (z) dz = x2 + 2x3 + i x4 − x (1 + 2ix))dx

= x2 + 2x3 + i x4 − x + 2ix3 + 4ix4 − 2x5 + 2x2

R R 1+i 2 2
∴ f (z)dz = z=0 x + 2xy + i(y − x)dz
R 1c
(−2x5 + 3x2 + 2x3 + i(5x4 − x + 2x3 ))dx
h0 6 4 5 2 4 1
i
− x3 + x3 + x2 + i( 5x5 − x2 + x2
−1 0
1 5 1 1

3 + 1 + 2 + 5 − 2 + 2 − 0
7
6 + 55 i = 76 + i
f (z)dz = 76 + i
R
c
2.1.2 Cauchy-Goursat Theorem:
Let f(z) be analytic in a simply connected domain D. If C is a simple closed contour that
lies inD, then
R
f (z)dz = 0
c
Letusrecallthat ez , cos z, zn (wherenisapositiveinteger) areallentire f unctionsandhavecontinuousderivatives. T
(a) ez dz = 0
R
Rc
(b) cos zdz = 0
c
and
(c) zn dz = 0
R
c
2.1.3 Cauchy Theorem:
STATEMENT : let F(z)=u(x,y)+iv(x,y) be analytic on and within a simple closed contour

(or curve ) ‘c’ and let f ‘(z) be continuous there,then∫ f (z) dz = 0
Proof: f (z)=u(x,y)+iv(x,y)
And dz=dx+idy
f(z).dz = (u(x,y)+iv(x,y) )dx+idy
f(z).dz = u(x,y)dx+i u(x,y)dy+iv(x,y)dx+i2 v(x,y)dy
f(z).dz= u(x,y)dx- v(x,y)dy+i( u(x,y)dy+ v(x,y)dx
Integrate both sides, we get
∫ f (z) dz = ∫ (udx − vdy) + i (udy + vdx)
Bygreenstheorem, wehave
RR ∂ N ∂ M
∫ Mdx + Ndy = ∂x − ∂Y
dxdy
− ∂∂ vx − ∂∂Yu dxdy + i ∂u
− ∂∂Yv dxdy
RR
∫ ∫ f (z) dz = ∂x
UsingGreensT heoreminplane, assumingthatRistheregionboundedbyC.itisgiventhat f (z) = u(x, y) + iv(x, y)isana
Itisgiventhat f (z) = u (x, y) + iv (x, y) isanalyticonandwithinc. Hence,Usingthiswehave
R
f (z)dz = 0
c
Hence the theorem.
2.1.4 Cauchy’s integral formula:
1 H f (z)dz
f (z0 ) = 2π i z−z0
r
Where the integral is a contour integral along the contour r enclosing the point z0 .
Problem:Evaluate using cauchy’s integral formula e2z
where c is the circle|z| = 3
R
(z−1)(z−2) dz
c
Solution:
R e2z
(z−1)(z−2) dz − − − − − −(1)
c
Boththepointsz = 1, z = 2lineinside |z| = 3
Resolving intopartial f ractions
1 A B
(z−1)(z−2) = (z−1) + (z−2)
A = −1, B = 1
From (1)
R e2z R −e2z R e2z
(z−1)(z−2) dz = (z−1) dz + (z−2) dz
c c c
(bycauchysintegral f ormula)
= −2π i f (1) + 2π i f (2)
= −2π ie2.1 + 2π ie2.2
= −2ie2 + 2e4 = 2π i(e4 − e2 )
Problem:
Using Cauchy’s integral formula to evaluate
R sin π z2 +cos π z2
(z−1)z−2) dz,
c
where c is the circle |z| = 3
Solution:
R f (z) R 1 R 1
(z−1)z−2) dz =( (z−2) dz + (z−1) dz) f (z) dz
Rc f (z) R c
f (z)
c
(z−2) dz + (z−1) dz
c c
= 2i f (2) − 2 ∏ i f (1)
= 2i (sin4 + cos4) − (sin + cos))
= 2i (1 − (−1)) = 4i
R sin π z2 +cos π z2
(z−1)z−2) dz = 4π i
c
Problem: :
Evaluate (z−1)
c is |Z − i| = 2
R
2 dzwhrere
c (z+1) (z−2)
Solution:the singularities of (z−1)
are given by
(z+1)2 (z−2)
(z + 1)2 (z − 2) = 0
Z = −1andz = 2
Z = −1liesinsidethecirclesince |−1 − i| − 2 < 0
Z = 2liesoutsidethecirclesinceI2 − iI − 2 > 0
T hegivenlineintegralcanbewrittenas
(z−1)
R (z−1) R (z−2)
2 dz = 2 − − − (1)
c (z+1) (z−2) c (z+1)
T hederivativeo f analytic f unctionisgivenby
R f (z) 2π i f n (a)
n+1 dz = n! − − − −(2)
c (z−a)
(z−1)
From (1) and (2) f (z) = (z−2) , a = −1, n = 1
= 1(z−2)−1(z−1)
f 1 (z) = 1
(z−2)2 (z−2)2
1 1
f (−1) = −9
Substitutingin (2) , weget
R (z−1) 2π i 1
2 dz = 1 (− 9 )
c (z+1) (z−2)
−2
9 πi
Problem:
Evaluate e2z
where c:|z − 1| = 1
R
4 dz
c (z+1)
Solution:
The singular points of e2z
are givenby
R
4 dz
c (z+1)
(z + 1)4 = 0 → z = −1
The singular point z=-1 lies insidethecircle
Applying cauchy’s integral formula for derivatives
R f (z) R 2π i f n (−1)
n+1 dz = n! dz
c (z−a) c
F (z) = e2z , n = 3, a = −1
f (z) = 2e2z
f 1 (z) = 4e2z
f 11 (z) = 8e2z
f 111( z) = 16e2z
f 111 (−1) = 16e−2
Substitutingin (1)
R e2z R 2π i f 111 (−1)
4 dz = n!
c (z+1) c
−2
= 2π i16e
2!
= 16π ie−2
Problem:
Evaluate c z2 −1 dz where cisthe circle |z − 1| = 1
H 3z2 +z
Solution:
Given f (z) = 3z2 + z

Z = a = +1or − 1
T hecircle |z − 1| = 1 hascentreatz = 1andradius1andincludesthepointz = 1,
f (z) = 3z2 + z isananalytic f unction
1 1 1 1 1

2
z −1
= (z−1)(z+1) = 2 z−1 − z+1

H 3z2 +z 1 R 3z2 +z 1 R 3z2 +z
z2 −1
=2 z−1 dz − 2 z+1 dz
c c From equation(1)
Sincez = 1liesinsidec,
wehavebycauchysintegral f ormula
H 3z2 +z
z2 −1
= 2π i f (i)
= 2π i ∗ 4
ByCauchysintegraltheorem, sincez = −1liesoutsidec, wehave
H 3z2 +z
c z−1 dz = 0
H 3z2 +z
dz = 12 (8π i) − 0
we have c z−1
= 4π i
EXCERCISERPROBLEMS:
dz
(1)Evaluate z−z 0
wherec := |z − z0 | =r
R (2,2)
(2)Evaluate (1,1) (x + y)dx + (y − x)dy alongtheparabola y2 = x
R 2
(3)Evaluate zz2 +4
−1
dzwhereC : |z| = 2usingCauchysIntegral f ormula
Rc e2z
(4)Evaluate (z−1)(z−2) dzwhereC : |z| = 4usingCauchysIntegral f ormula
c
R z3 −z
(5)Evaluate 3 dzwhereC : |z| = 3usingCauchysIntegral f ormula
c (z−2)
R e2z
(6)Expand f (z) = 3 atapoint z = 1
c (z−1)
R 1
(7)Expand f (z) = f or 1 < |z| < 3
c z2 − 4z + 3
Chapter 3
POWER SERIES EXPANSION OF

COMPLEX FUNCTION
Course Outcomes
CO 5 Extend the Taylor and Laurent series for expressing the function Under-
in terms of complex power series. stand
CO 6 Classify Singularities and Poles of Complex functions for evalu- Under-
ating definite and indefinite Complex integrals. stand
CO 7 Apply Residue theorem for computing definite integrals of real Apply
and complex analytic functions over closed curves.
19
Chapter 3. POWER SERIES EXPANSION OF COMPLEX FUNCTION 20
POWER SERIES EXPANSION OF COMPLEX FUNCTION:
3.1 Introduction:
Power series, in mathematics, an infinite series that can be thought of as a polynomial with
an infinite number of terms, such as 1 + x + x2 + x3 + ............... Usually, a given power se-
ries will converge (that is, approach a finite sum) for all values of x within a certain interval
around zero—in particular, whenever the absolute value of x is less than some positive
number r, known as the radius of convergence. Outside of this interval the series diverges
(is.infinite), while the series may converge or diverge when x = ± r. The radius of con-
vergence can often be determined by a version of the ratio test for power series: given a
general power series a0 + a1 x + a2 x2 + .................,in which the coefficients are known, the
radius of convergence is equal to the limit of the ratio of successive coefficients.
Power series are useful in mathematical analysis, where they arise as Taylor series of in-
finitely differentiable functions. In fact, Borel’s theorem implies that every power series is
the Taylor series of some smooth function..
3.2 Power series:
A series expansion is a representation of a particular function as a sum of powers in one

of its variables, or by a sum of powers of another (usually elementary) function f(z). A
power series in a variable is an infinite sum of the form ∑ ai zi A series of the form ∑ an zn
is called as power series.
1 + x + x2 + x3 + ...............
a0 + a1 x + a2 x2 + .................
that is
∑ an zn = a1 z + a2 z2 + .......... + an zn + .....
3.3 Taylor’s series:
Taylor’s series Taylor’s theorem states that any function satisfying certain conditions may
be represented by a Taylor series.
The Taylor series is an infinite series, whereas a Taylor polynomial is a polynomial of
degree n and has a finite number of terms. The form of a Taylor polynomial of degree n
for a function
f (z) at x = a is
(z − a)2
f (z) = f (a) + f 0 (a) (z − a) + f 00 (a) + ..........
2!
|z − a| < r
3.4 Maclaurin series:
Maclaurin series:
A Maclaurin series is a Taylor series expansion of a function about x=0,
(z)2
f (z) = f (0) + f 0 (0) (z) + f 00 (0) + ..........
2!
This series is called as maclurins series expansion of f(z).
Problems
1. Determine the first four terms of the power series for
sin 2x
using Maclaurin’s series.
Solution:
Let
f (x) = sin2x f (0) = sin0 = 0

f 0 (x) = 2cos2x f 0 (0) = 2cos0 = 2
f 00 (x) = − −4sin2x f 00 (0) = − −4sin0 = 0
f 000 (x) = − −8cos2x f 000 (0) = − −8cos0 = − −8
f iv (x) = 16sin2x f iv (0) = 16sin0 = 0
f v (x) = 32cos2x (0) f v (0) = 32cos0 = 32
f vi (x) = − −64sin2x f vi (0) = − −64sin0 = 0
f vii (x) = − −128cos2x f vii (0) = − −128cos0 = − −128
(x) = sin2x = 0 + 2x + 0x2 + (−8) + 0.x4 + 32 = 2x − +
Problem : Find the Taylor series about z = -1 for f (x) = 1/z. Express your answer in
sigma notation.
Solution:
let
f (z) = z−1 f (−1) = − 1

f 00 = 2z−3 f 00 (−1) = − 2
f 000 = − 6z−4 f 000 (−1) = − 6
f 0000 = 24z−5 f 0000 (−1) = − 24
2 2 6 3 24 4
f (z) = −1 − 1 (z + 1) − 2! (z + 1) − 3! (z + 1) − 4! (z + 1) − ......... =
∞
n
∑ −1(z + 1)
n=0
Problem :
Find the Maclaurin series for
f (z) = zez
Express your answer in sigma notation.

Solution:
Let
f (z) = zez f (0) = 0

f0 = ez + zez f 0 (0) = 1 + 0 = 1
f 00 = ez + ez + zez f 00 (0) = 1 + 1 + 0 = 2
f 000 = ez + ez + ez + zez f 000 (0) = 1 + 1 + 1 + 0 = 3
f 0000 = ez + ez + ez + ez + zez f 0000 (0) = 1 + 1 + 1 + 1 + 0 = 4
f (z) = 0 + 1z + 2!2 z2 + 3!3 z3 + 4!4 z4 + .............
z + z2 + 12 z3 + 16 z4 + .............
3.5 Laurents series:
Laurent series:
In mathematics, the Laurent series of a complex function f(z) is a representation of that

function as a power series which includes terms of negative degree. It may be used to
express complex functions in cases where a Taylor series expansion cannot be applied
The Laurent series for a complex function f(z) about a point c is given by:
∞
f (z) = ∑ an (z − a)n
n=−∞
∞ ∞
1
f (z) = ∑ an (z − a)n + ∑ bn (z − a)n
n=0 n=1
where the
an anda
are constants.
Laurent polynomials:
A Laurent polynomial is a Laurent series in which only finitely many coefficients are non-
zero. Laurent polynomials differ from ordinary polynomials in that they may have terms
of negative degree.
Principal part:
The principal part of a Laurent series is the series of terms with negative degree, that is
−1
f (z) = ∑ aK (z − a)K
K=−∞
If the principal part of f is a finite sum, then f has a pole at c of order equal to (negative)
the degree of the highest term; on the other hand, if f has an essential singularity at c,
the principal part is an infinite sum (meaning it has infinitely many non-zero terms). Two
Laurent series with only finitely many negative terms can be multiplied: algebraically, the
sums are all finite; geometrically, these have poles at c, and inner radius of convergence 0,
so they both converge on an overlapping annulus.
Thus when defining formal Laurent series, one requires Laurent series with only finitely
many negative terms.
Similarly, the sum of two convergent Laurent series need not converge, though it is always
defined formally, but the sum of two bounded below Laurent series (or any Laurent series
on a punctured disk) has a non-empty annulus of convergence.
Zero’s of an analytic function:

A zero of an analytic function f(z) is a value of z such that f(z)=0 .Particularly a point a
is called a zero of an analytic function f (z) if f(a) = 0.
Example:
(z + 1)2
f (z) =
(z2 + 1)2
Now,
(z + 1)2 = 0
Z = -1, z = -1 are zero’s of an analytic function.

Zero’s of mth order:
If an analytic function f(z) can be expressed in the form
f (z) = (z − a)m Φ(z)
where
Φ(z)
is analytic function and

Φ(a) 6= 0
then z=a is called zero of mth order of the function f(z).

• A simple zero is a zero of order 1.
Example:1.
f (z) = (z − 1)3
⇒ (z − 1)3 = 0
z=1 is a zero of order 3 of the function f(z).

2.
1
f (z) =
1−z
that is
z=∞
is a simple zero of f(z).

3.
f (z) = sin z
that is
z = nπ ∀n = 0, 1, 2, 3, ......
are simple zero’s of f(z).

3.6 Problems:
Problem: Find the first four terms of the Taylor’s series expansion of the complex function
z+1
f (z) =
(z − 3)(z − 4)
About z =2.Find the region of convergence. Solution:

The singularities of the function
z+1
f (z) =
(z − 3)(z − 4)
are z = 3 and z = 4 Draw a circle with centre at z=2 and radius 1 .Then the distance of
singularities from the centre are 1 and 2. Hence within the circle
|z − 2| = 1
the given function is analytic .Hence ,it can be extended in Taylor’s series within the circle
|z − 2| = 1
. Hence
|z − 2| = 1
is the circle of convergence.

Now,
5 4
f (z) = −
z−4 z−3
, f(2)= 3/2
8 10
f 00 (z) = − 3
+
(z − 3) (z − 4)3
,
00 27
f (2) =
4
24 30
f 000 (z) = 4
−
(z − 3) (z − 4)4
,
00 0 177
f (2) =
8
Taylor’s series expansion for f(z) at z=2 is
11 (z − 2)2 (z − 2)3 177

z+1 3 27
= + (z − 2) + +
(z − 3)(z − 4) 2 4 2! 4 3! 8
Singular point of an analytic function: A point at which an analytic function f(z) is not
analytic, i.e. at which f ’(z) fails to exist, is called a singular point or singularity of the
function.
There are different types of singular points:
Isolated and non-isolated singular points: A singular point z0 is called an isolated sin-
gular point of an analytic function f(z) if there exists a deleted �-spherical neighborhood
of z0 that contains no singularity. If no such neighborhood can be found, z0 is called a
non-isolated singular point. Thus an isolated singular point is a singular point that stands
completely by itself, embedded in regular points. In fig 1a where z1, z2 and z3 are isolated
singular points. Most singular points are isolated singular points. A non-isolated singular
point is a singular point such that every deleted �-spherical neighborhood of it contains
singular points. See Fig. 1b where z0 is the limit point of a set of singular points. Isolated
singular points include poles, removable singularities, essential singularities and branch
points.
3.7 Types of singularities:
1. Pole:
An isolated singular point z0 such that f(z) can be represented by an expression that is of
the form
φ (z)
f (z) =
(z − z0 )n
Where n is a positive integer.. The integer n is called the order of the pole. If n = 1, z0
is called a simple pole.
Example: 1.The function
5z + 1
f (z) = 3
(z − 2) (z + 3) (z − 2)
has a pole of order 3 at z = 2 and simple poles at z = -3 and z = 2.
A point z is a pole for f if f blows up at z (f goes to infinity as you approach z). An example
of a pole is z=0 for f(z) = 1/z. Simple pole: A pole of order 1 is called a simple pole whilst
a pole of order 2 is called a double pole.
2. Removable singular point: An isolated singular point z0 such that f can be defined, or
redefined, at z0 in such a way as to be analytic at z0. A singular point z0 is removable if
lim f (z)Exist.
z→z0
Example: 1.The singular point z = 0 is a removable singularity of f(z) = (sin z)/z since
sin z
lim z =1
z→z0
3. Essential singular point: A singular point that is not a pole or removable singularity is
called an essential singular point.
1
Example: 1. f (z) = e z − 3 has an essential singularity at z = 3. Singular points at infin-
ity: The type of singularity of f(z) at z = ∞is the same as that of f(1/w) at w = 0.
Example: The function f (z) = z2 has a pole of order 2 at z = ∞, since f(1/w) has a pole of
order 2 at w = 0.
3.8 Residues:
Residues:
The constant a-1 in the Laurent series

∞
f (z) = ∑ an (z − z0 )n of about a point z0 is called the residue of f(z). If is analytic at z0,
n=−∞
its residue is zero, but the converse is not always true (for example, of about a point z0
is called the residue of f(z). If is analytic at z0, its residue is zero, but the converse is not
always true
for example,
1
z2
has residue of 0 at z=0 but is not analytic at z=0 . The residue of a function f at a point
z0 may be denoted Res f (z)
Z→Z0
Residues at Poles:
(i) If f(z) has a simple pole at z0 , then Res[ f , z0 ] = lim (z − z0 ) f (z) (ii) If f(z) has a pole
Z→Z0
of order 2 at z0 , then Res[ f , z0 ] = lim dz (z − z0 ) f (z) (iii) If f(z) has
d 2 a pole of order 3 at
Z→Z0
z0 , then Res[ f , z0 ] = 2! lim dz2 ((z − z0 )3 f (z)) (v) If f(z) has a pole of
1 d2
order k at z0 , then
Z→Z0
1 d k−1 k
Res[ f , z0 ] = (k−1)! lim dz k−1 ((z − z0 ) f (z))
Z→Z0
3.9 Cauchy’s Residue Theorem:
Cauchy’s Residue Theorem:

If the contour C encloses multiple poles, then the theorem gives the general result
R
f (z)dz = 2π i ∑ Res f (z)
c a∈A z=ai
Where A is the set of poles contained inside the contour. This amazing theorem therefore
says that the value of a contour integral for any contour in the complex plane depends
only on the properties of a few very special points inside the contour.
Residue at infinity:
The residue at infinity is given by:
Res[ f (z)]Z=∞ = − 21π i f (z)dz Where f is an analytic function except at finite number of
R
C
singular points and C is a closed countour so all singular points lie inside it.
3.10 Problems on Residues:
Problem:
Determine the poles of the function f (z) = z+2
and the residue at each pole.
(z+1)2 (z−2)
Solution: The poles of f(z) are given by (z+1)2(z-2)=0
Here z=2 is a simple pole and z= -1 is a pole of order 2 .
Residue at z=2 is
lim(z − 2) f (z) = lim(z − 2) z+2
= 49
z→2 z→2 (z+1)2 (z−2)
Residue at z=-1 is lim dz d
(z + 1)2 f (z) = lim dzd
(z + 1)2 z+2
z→−1 z→−1 (z+1)2 (z−2)
(z+2)
lim d = lim −4 2 = −4 9
z→−1 dz (z−2) z→−1 (z−2)
Problem: Find the residue of the function f (z) = 1−e2z

z4
at the poles
Solution:
Let f (z) = 1−e2z
z4
z =0 is a pole of order 4
Residue of f(z) at z=0 is
2z
1 d3 4 (1−e )
lim dz
3! z→0 3 (z − 0) z4
= 3!1 lim dz
d3 2z
3 (1 − e )
z→0
= 3!1 lim dz
d2 2z
2 (−2e )
z→0
= 3!1 lim dz
d
(−4e2z )
z→0
= 3!1 lim(−8e2z )
z→0
= −8
3! = 3
−4
Problem: Find the residue of the function

f (z) = z3 cos 1z at z = ∞ Solution:

Let f (z) = z3 cos 1z

g(t) = f 1t = t13 cost

h i
1 t2 t4
= t3
1 − 2! + 4! − ..........
= t13 − 2t1 + 24t

− ..........
There fore = - coefficient ot t in the eapansion of g(t) about t=0
= -1/24.
3.11 Exercise:
1) Evaluate
Z 2π
dθ
0 a + b cos θ
where
C : |z| = 1
2) Prove that
Z∞
dx π
=
a2 + x2 a
−∞
3) Show that
dx 3π
Z ∞
3
=
−∞ (x + 1) 8
4) Prove that
dx
Z ∞
π
=
−∞ (x2 + a2 )(x2 + b2 ) ab(a + b)
5) Evaluate Z
(y2 + z2 )dx + (z2 + x2 )dy + (x2 + y2 )dz
from (0,0,0) to (1,1,1) , where C is the curve
x = t, x = t 2 , x = t 3
6) ) Obtain the Taylor series expansion of
1
f (z) =
z
about the point z = 1

7) Obtain Laurent’s series expansion of
z2 − 4
f (z) =
z2 + 5z + 4
valid in 1< z < 2

8)Find the residue of the function f (z) = z2 −2z
at each pole
(z2 +1)(z+1)2
Chapter 4
PROBABILITY AND RANDOM

VARIABLES
Course Outcomes
CO 8 Explain the concept of random variables and types of random Under-
variables by using suitable real time examples. stand
CO 9 Solve tthe expected values, variances of the discrete and contin- Apply
uous random variables for making decisions under randomized
probabilistic conditions.
4.1 Introduction:
4.1.1 Probability
: Probability is a branch of mathematics that deals with calculating the likelihood of a

given event’s occurrence, which is expressed as a number between 1 and 0. An event with
a probability of 1 can be considered a certainty: for example, the probability of a coin toss
resulting in either ”heads” or ”tails” is 1, because there are no other options, assuming the
coin lands flat. An event with a probability of .5 can be considered to have equal odds of
occurring or not occurring: for example, the probability of a coin toss resulting in ”heads”
is .5, because the toss is equally as likely to result in ”tails.” An event with a probability
of 0 can be considered an impossibility: for example, the probability that the coin will
land (flat) without either side facing up is 0, because either ”heads” or ”tails” must be
31
Chapter 4. PROBABILITY AND RANDOM VARIABLES 32
facing up. A little paradoxical, probability theory applies precise calculations to quantify
uncertain measures of random events.
In its simplest form, probability can be expressed mathematically as: the number of
occurrences of a targeted event divided by the number of occurrences plus the number of
failures of occurrences (this adds up to the total of possible outcomes):
p(a) = p(a)/[p(a) + p(b)]
Calculating probabilities in a situation like a coin toss is straightforward, because the out-
comes are mutually exclusive: either one event or the other must occur. Each coin toss
is an independent event; the outcome of one trial has no effect on subsequent ones. No
matter how many consecutive times one side lands facing up, the probability that it will
do so at the next toss is always .5 (50-50). The mistaken idea that a number of consecutive
results (six ”heads” for example) makes it more likely that the next toss will result in a
”tails” is known as the gambler’s fallacy, one that has led to the downfall of many a bettor.
Probability theory had its start in the 17th century, when two French mathematicians,
Blaise Pascal and Pierre de Fermat carried on a correspondence discussing mathematical
problems dealing with games of chance. Contemporary applications of probability theory
run the gamut of human inquiry, and include aspects of computer programming, astro-
physics, music, weather prediction, and medicine.
Trial and Event:
Consider an experiment, which though repeated under essential and identical conditions,
does not give a unique result but may result in any one of the several possible outcomes.
The experiment is known as Trial and the outcome is called Event
E.g. (1) Throwing a dice experiment getting the no’s 1,2,3,4,5,6 (event)
(2) Tossing a coin experiment and getting head or tail (event) Exhaustive Events:
The total no. of possible outcomes in any trial is called exhaustive event.
E.g.: (1) In tossing of a coin experiment there are two exhaustive events.
(2) In throwing an n-dice experiment, there are exhaustive events. Favorable event:
The no of cases favorable to an event in a trial is the no of outcomes which entities the
happening of the event. E.g. (1) In tossing a coin, there is one and only one favorable
case to get either head or tail.
Mutually exclusive Event:
If two or more of them cannot happen simultaneously in the same trial then the event are
called mutually exclusive event.
E.g. In throwing a dice experiment, the events 1,2,3,——6 are M.E. events
Equally likely Events:
Outcomes of events are said to be equally likely if there is no reason for one to be preferred
over other. E.g. tossing a coin. Chance of getting 1,2,3,4,5,6 is equally likely.
Independent Event:
Several events are said to be independent if the happening or the non-happening of the
event is not affected by the concerning of the occurrence of any one of the remaining
events.
An event that always happen is called Certain event; it is denoted by ‘S’.
An event that never happens is called Impossible event; it is denoted by ‘φ ’.
Eg: In tossing a coin and throwing a die, getting head or tail is independent of getting
no’s 1 or 2 or 3 or 4 or 5 or 6.
Definition: probability (Mathematical Definition):
If a trial results in n-exhaustive mutually exclusive, and equally likely cases and m of them
are favorable to the happening of an event E then the probability of an event E is denoted
by P(E) and is defined as
P(E) = Total no o f exaustive cases = n
no o f f avourable cases to event m
Sample Space:
The set of all possible outcomes of a random experiment is called Sample Space .The ele-
ments of this set are called sample points. Sample Space is denoted by S.
Eg. (1) In throwing two dies experiment, Sample S contains 36 Sample points.
S = (1,1) ,(1,2) ,———-(1,6), ——–(6,1),(6,2),——–(6,6)
Eg. (2) In tossing two coins experiment, S = HH ,HT,TH,TT
A sample space is called discrete if it contains only finitely or infinitely many points which
can be arranged into a simple sequence w1,w2,……. . while a sample space containing non
denumerable no. of points is called a continuous sample space.
Statistical or Empirical Probability:
If a trial is repeated a no. of times under essential homogenous and identical conditions,
then the limiting value of the ratio of the no. of times the event happens to the total
no. of trials, as the number of trials become indefinitely large, is called the probability of
happening of the event.( It is assumed the limit is finite and unique)
Symbolically, if in ‘n’ trials and events E happens ‘m’ times , then the probability ‘p’ of
the happening of E is given by p = P(E) =limn→∞ mn
An event E is called elementary event if it consists only one element.
An event, which is not elementary, is called compound event.
Example 1: What is the probability of getting a 2 or a 5 when a die is rolled?
Solution: Taking the individual probabilities of each number, getting a 2 is 1/6 and so is
getting a 5.
Applying the formula of compound probability,
Probability of getting a 2 or a 5,
P(2 or 5) = P(2) + P(5) – P(2 and 5)
⇒ 1/6 + 1/6 – 0
⇒ 2/6 = 1/3.
Example 2: Consider the example of finding the probability of selecting a black card or a
6 from a deck of 52 cards. Solution: We need to find out P(B or 6)
Probability of selecting a black card = 26/52
Probability of selecting a 6 = 4/52
Probability of selecting both a black card and a 6 = 2/52

P(B or 6) = P(B) + P(6) – P(B and 6)
= 26/52 + 4/52 – 2/52
= 28/52
= 7/13.
Conditional probability:
Conditional probability is calculating the probability of an event given that another event
has already occured.
The formula for conditional probability P (A|B), read as P(A given B) is
P (A|B) = P (AandB) /P (B) Consider the following example:
Example: In a class, 40% of the students study math and science. 60% of the students
study math. What is the probability of a student studying science given he/she is already
studying math?
Solution: P(M and S) = 0.40
P(M) = 0.60
P (S|M) = P(M and S)/P(S) = 0.40/0.60 = 2/3 = 0.67
Complement of an event
A complement of an event A can be stated as that which does NOT contain the occurrence
of A.
A complement of an event is denoted as P(Ac ) or P(A’).
P(Ac ) = 1 – P(A)
or it can be stated,
P(A)+P(Ac ) = 1
For example,
if A is the event of getting a head in coin toss, Ac is not getting a head i.e., getting a tail.
if A is the event of getting an even number in a die roll,Ac is the event of NOT getting an
even number i.e., getting an odd number.
if A is the event of randomly choosing a number in the range of -3 to 3, Ac is the event
of choosing every number that is NOT negative i.e., 0,1,2& 3 (0 is neither positive or
negative).
Consider the following examples:
Example 1: A dice is thrown 3 times. what is the probability that at least one head is
obtained?
Sol: Sample space = [HHH, HHT, HTH, THH, TTH, THT, HTT, TTT]
Total number of ways = 2 × 2 × 2 = 8. Fav. Cases = 7
P (A) = 7/8
OR
P (of getting at least one head) = 1 – P (no head) ⇒ 1 – (1/8) = 7/8
Example 2: Find the probability of getting a numbered card when a card is drawn from
the pack of 52 cards.
Sol: Total Cards = 52. Numbered Cards = (2, 3, 4, 5, 6, 7, 8, 9, 10) 9 from each suit 4 ×
9 = 36
P (E) = 36/52 = 9/13
Example 3: There are 5 green 7 red balls. Two balls are selected one by one without
replacement. Find the probability that first is green and second is red.
Sol: P (G) × P (R) = (5/12) x (7/11) = 35/132
Example 4: What is the probability of getting a sum of 7 when two dice are thrown?
Sol: Probability math - Total number of ways = 6 × 6 = 36 ways.
Favorable cases = (1, 6) (6, 1) (2, 5) (5, 2) (3, 4) (4, 3) — 6 ways.
P (A) = 6/36 = 1/6
Example 5: 1 card is drawn at random from the pack of 52 cards.
(i) Find the Probability that it is an honor card.
(ii) It is a face card.
Sol: (i) honor cards = (A, J, Q, K) 4 cards from each suits = 4 × 4 = 16
P (honor card) = 16/52 = 4/13
(ii) face cards = (J,Q,K) 3 cards from each suit = 3 × 4 = 12 Cards.
P (face Card) = 12/52 = 3/13
Example 6: Two cards are drawn from the pack of 52 cards. Find the probability that
both are diamonds or both are kings.
Sol: Total no. of ways = 52C
2
Case I: Both are diamonds = 13C
2
Case II: Both are kings =4C2
P (both are diamonds or both are kings) = 13C + 4C2 / 52C2

2
Example 7: Three dice are rolled together. What is the probability as getting at least one
’4’?
Sol: Total number of ways = 6 × 6 × 6 = 216.
Probability of getting number ‘4’ at least one time
= 1 – (Probability of getting no number 4) = 1 – (5/6) x (5/6) x (5/6) = 91/216
Example 8: A problem is given to three persons P, Q, R whose respective chances of solv-
ing it are 2/7, 4/7, 4/9 respectively. What is the probability that the problem is solved?
Sol: Probability of the problem getting solved = 1 – (Probability of none of them solving
the problem) P(P)=5/9
Probability of problem getting solved = 1 – (5/7) x (3/7) x (5/9) = (122/147)
Example 9: Find the probability of getting two heads when five coins are tossed.
Sol: Number of ways of getting two heads = 5C2 = 10.TotalNumbero f ways = 25 = 32P (twoheads) =
10/32 = 5/16
Example 10: What is the probability of getting a sum of 22 or more when four dice are
thrown?
Sol: Total number of ways = 64 = 1296.

Number of ways of getting a sum 22 are 6,6,6,4 = 4! / 3! = 4
6,6,5,5 = 4! / 2!2! = 6.
Number of ways of getting a sum 23 is 6,6,6,5 = 4! / 3! = 4.
Number of ways of getting a sum 24 is 6,6,6,6 = 1.
Fav. Number of cases = 4 + 6 + 4 + 1 = 15 ways.
P (getting a sum of 22 or more) = 15/1296 = 5/432
Example 11: Two dice are thrown together. What is the probability that the number
obtained on one of the dice is multiple of number obtained on the other dice?
Sol:Total number of cases = 62 = 36
Since the number on a die should be multiple of the other, the possibilities are
(1, 1) (2, 2) (3, 3) —— (6, 6) — 6 ways (2, 1) (1, 2) (1, 4) (4, 1) (1, 3) (3, 1) (1, 5) (5, 1)
(6, 1) (1, 6) — 10 ways
(2, 4) (4, 2) (2, 6) (6, 2) (3, 6) (6, 3) – 6 ways
Favorable cases are = 6 + 10 + 6 = 22.
So, P (A) = 22/36 = 11/18
Example 12: From a pack of cards, three cards are drawn at random. Find the probability
that each card is from different suit. Sol: Total number of cases =13C2
One card each should be selected from a different suit. The three suits can be chosen in
4C3 was The cards can be selected in a total of 4C3 ∗ 13C1 ∗ 13C1 ∗ 13C1

3
Probability = 4C3 ∗ 13C1 / 52C3 = 4 ∗ (13)3 / 52C3
Example 13: Find the probability that a leap year has 52 Sundays.
Sol: A leap year can have 52 Sundays or 53 Sundays. In a leap year, there are 366 days
out of which there are 52 complete weeks & remaining 2 days.
Now, these two days can be
(Sat, Sun) (Sun, Mon) (Mon, Tue) (Tue, Wed) (Wed, Thur) (Thur, Friday) (Friday, Sat).
So there are total 7 cases out of which (Sat, Sun) (Sun, Mon) are two favorable cases.
So, P (53 Sundays) = 2 / 7
Now, P(52 Sundays) + P(53 Sundays) = 1
So, P (52 Sundays) = 1 - P(53 Sundays) = 1 – (2/7) = (5/7)
Example 14: Fifteen people sit around a circular table. What are odds against two par-
ticular people sitting together?
Sol: 15 persons can be seated in 14! Ways.
No. of ways in which two particular people sit together is 13! × 2!
The probability of two particular persons sitting together 13!2! / 14! = 1/7
Odds against the event = 6 : 1
Example 15: Three bags contain 3 red, 7 black; 8 red, 2 black, and 4 red & 6 black balls
respectively. 1 of the bags is selected at random and a ball is drawn from it. If the ball
drawn is red, find the probability that it is drawn from the third bag.
Sol: Let E1 , E2 , E3 and A are the events defined as follows.
E1 = First bag is chosen

E2 = Second bag is chosen
E3 = Third bag is chosen
A = Ball drawn is red Since there are three bags and one of the bags is chosen at random,
so P ( E1 ) = P( E2 ) = P( E3 ) = 1 / 3
If E1 has already occurred, then first bag has been chosen which contains 3 red and 7
black balls.
The probability of drawing 1 red ball from it is 3/10.
So,P (A/E1 ) = 3/10,
similarly P (A/E2 ) = 8/10,
and P (A/E3 ) = 4/10.
We are required to find P(E3/A) i.e. given that the ball drawn is red, what is the proba-
bility that the ball is drawn from the third bag by Baye’s rule = 4/15
4.2 Random Variables:
• A random variable X on a sample space S is a function X : S → R from S onto the set

of real numbers R, which assigns a real number X (s) to each sample point ‘s’ of S.
• Random variables (r.v.) bare denoted by the capital letters X,Y,Z,etc..
• Random variable is a single valued function.
• Sum, difference, product of two random variables is also a random variable. Finite
linear combination of r.v is also a r.v .Scalar multiple of a random variable is also random
variable.
• A random variable, which takes at most a countable number of values, it is called a
discrete r.v. In other words, a real valued function defined on a discrete sample space is
called discrete r.v.
• A random variable X is said to be continuous if it can take all possible values between
certain limits .In other words, a r.v is said to be continuous when it’s different values
cannot be put in 1,-1 correspondence with a set of positive integers.
• A continuous r.v is a r.v that can be measured to any desired degree of accuracy.
Ex : age , height, weight etc..
4.3 Discrete Probability distribution
: Each event in a sample has a certain probability of occurrence. A formula representing

all these probabilities which a discrete r.v. assumes is known as the discrete probability
distribution.
• The probability function or probability mass function (p.m.f) of a discrete random vari-
able X is the function f(x) satisfying the following conditions.
i) f(x)≥0
ii) ∑x f (x) = 1
iii) P(X =x) = f(x)
• Cumulative distribution or simply distribution of a discrete r.v. X is F(x) defined by
i) F(x) = P(X ≤x) = ∑t≤x f (t) for −∞ < x < ∞
ii) F(−∞)= 0,
F(∞) = 1,0 ≤ F(x) ≤ 1, F(x) ≤ F(y) if x < y
iii) P(xk )= P(X = xk )=F(xk )F(xk−1 )
4.4 continuous distribution:
For a continuous r.v. X, the function f(x) satisfying the following is known as the proba-
bility density function(p.d.f.) or simply density function:
i) f(x)≥ 0,−∞ <x <∞
ii)
R∞
−∞ f (x)dx = 1
iii) P(a<X<b)= f (x)dx= Area under f(x) between ordinates x=a and x=b
Rb
a
P(a<X<b) = P(a≤x<b)=P(a<X≤b) = P(a≤ X ≤b)
(i.e) In case of continuous it does not matter whether we include the end points of the
interval from a to b. This result in general is not true for discrete r.v.
a+∆x
• Probability at a point P(X=a) =
R
f (x)dx
a−∆x
• Cumulative distribution for a continuous r.v. X with p.d.f. f(x), the cumulative distri-
bution F(x) is defined as
F(x)= P(X≤x)= f (t)dt -∞ <x<∞
R∞
−∞
It follows that F(−∞) = 0 ,
F(∞)=1, 0 ≤ F(x) ≤ 1for -∞ <x<∞
f(x)= d/dx(F(x))= F 1 (x) ≥ 0 andP (a < x < b) = F(b)-F(a)
• In case of discrete r.v. the probability at a point i.e., P(x=c) is not zero for some fixed c
however in case of continuous random variables the probability at appoint is always zero.
I.e., P(x=c) = 0 for all possible values of c.
• P(E) = 0 does not imply that the event E is null or impossible event.
• If X and Y are two discrete random variables the joint probability function of X and Y
is given by P(X=x,Y=y) = f(x,y) and satisfies
(i) f (x, y) ≥ 0
(ii)∑x ∑y f (x, y) = 1
The joint probability function for X and Y can be represented by a joint probability table.
XY y1 y2 …… yn Totals
x1 f(x1,y1) f(x1,y2) …….. f(x1,yn) f1(x1) =P(X=x1)
x2 F(x2,y1) f(x2,y2) …….. f(x2,yn) f1(x2) =P(X=x2)
…….. ……. ……… ……… ……… ……..
xm f(xm,y1) f(xm,y2) ……. f(xm,yn) f1(xm) =P(X=xm)
f2(y1) f2(y2) f2(yn)
Totals …….. 1
=P(Y=y1) =P(Y=y2) =P(Y=yn)
The probability of X = x j is obtained by adding all entries in arrow corresponding to X

= xj
Similarly the probability of Y = yk is obtained by all entries in the column corresponding
to Y =yk
f1 (x) and f2 (y) are called marginal probability functions of X and Y respectively.
The joint distribution function of X and Y is defined by
F (x, y) = P(X ≤ x,Y ≤ y) = ∑ ∑ f (u, v)
u≤x v≤y
•If X and Y are two continuous r.v.’s the joint probability function for the r.v.’s X and Y
R∞ R∞
(i) f (x, y) > 0 (ii) f (x, y)dxdy
is defined by • The joint distribution func-
−∞ −∞
Rb Rd
P (a < X < b, c < Y < d) = f (x, y)dxdy
x=a y=c
R∞ R∞
tion of X and Y is F(x,y) =P(X ≤ x,Y ≤ y) = f (u, v)dudv
u=−∞ v=−∞
• ∂ 2F
∂ x∂ y = f (x, y)

∑ xi f (xi ) X is discrete
• The Marginal distribution function of X and Y are given by R∞i
x f (x)dx X is Continuous
−∞
R∞ R∞ R∞ R∞
f (u, v)dudv andP(Y ≤ y) = F2 (y) = f (u, v)dudv
u=−∞ v=−∞ u=−∞ v=−∞
• The marginal density function of X and Y are given by

R∞ R∞
f1 (x) = f (x, v)dv; f2 (y) = f (u, y)du
v=−∞ u=−∞
• Two discrete random variables X and Y are independent iff

P(X = x,Y = y) = P(X = x)P(Y = y)∀ x,y (or)
f(x,y) = f1 (x) f2 (y) ∀ x, y
• Two continuous random variables X and Y are independent iff
P(X ≤ x,Y ≤ y) = P(X≤ x)P(Y ≤ y) ∀ x,y (or)
f(x,y) = f1 (x) f2 (y) ∀ x, y
If X and Y are two discrete r.v. with joint probability function f(x,y) then
P (Y = y|X = x) = f (x,y)
f1 (x) = f (y|x)
Similarly, P (X = x|Y = y) = f (x,y)
f2 (y) = f (x|y)
If X and Y are continuous r.v. with joint density function f(x,y) then f (x,y)
f1 (x) = f (y|x)
and f (x,y)
f2 (y) = f (x|y)
Expectation or mean or Expected value : The mathematical expectation or expected value
of r.v. X is denoted by E(x) or µ and is defined as
• If X is a r.v. then E[g(X)] = ∑ g(x) f (x) for Discrete
x
R∞
g(x) f (x)dx For Continuous
−∞
• If X, Y are r.v.’s with joint probability function f(x,y) then
E[g(X,Y)] = ∑ ∑ g(x, y) f (x, y) for discrete r.v.’s

x y
R∞ R∞
g(x, y) f (x, y)dxdy for continuous r.v.’s
−∞ −∞
If X and Y are two continuous r.v.’s the joint density function f(x,y) the conditional ex-
pectation or the conditional mean of Y given X is
R∞
E (Y |X = x) = y f (y|x)dy
−∞
R∞
Similarly, conditional mean of X given Y is E (X|Y = y) = x f (x|y)dx
−∞
• Median is the point, which divides the entire distribution into two equal parts.
In case of continuous distribution median is the point, which divides the total area into
two equal parts.
RM R∞
Thus, if M is the median then f (x)dx = f (x)dx =1/2.
−∞ M
Thus, solving any one of the equations for M we get the value of median. Median is unique
• Mode: Mode is the value for f(x) or P(xi ) at attains its maximum
For continuous r.v. X mode is the solution of f 1 (x) = 0 and f 11 (x)<0
provided it lies in the given interval. Mode may or may not be unique.
• Variance: Variance characterizes the variability in the distributions with same mean
can still have different dispersion of data about their means
Variance of r.v. X denoted by Var(X) and is defined as
h i
Var(X) = E (X−µ )2 = ∑ (x − µ )2 f (x) for discrete
x
R∞
(x − µ )2 f (x)dx for continuous
−∞
where �µ = E(X)
• If c is any constant then E(cX) = c E(X)
• If X and Y are two r.v.’s then E(X+Y) = E(X)+E(Y)
• IF X,Y are two independent r.v.’s then E(XY) = E(X)E(Y)
• If X1 , X2 , −−−−−−−, Xn are random variables then E (c1 X1 + c2 X2 + − − − − − − +cn Xn ) =
c1 E (X1 ) + c2 E (X2 ) + − − − − − + cn E (Xn ) f or any scalars c1 , c2 , − − − − −−, cn If all expec-
tations exists
n n
• If X1 , X2 , − − − − − − −, Xn are independent r.v’s then E ∏ Xi = ∏ E(Xi ) if all expec-
i=1 i=1
tations exists.
• Var (X) = E(X 2 )[E(X)]2
• If ‘c’ is any constant then var (cX) = c2 var(X)
• The quantity E[(X − a)2 ] is minimum when a =µ = E(X)
• If X and Y are independent r.v.’s then Var(X ±Y ) = Var(X)±Var(Y)
Excercise Problems:
1) Two coins are tossed simultaneously. Let X denotes the number of heads then Calculate
E[X], E[x2 ], E[x3 ], V(X).
2) Thecumulative distribution function for a continuous random variable X is

1 − e−2x , i f x ≥ 0
f(x)= Evaluate (i) density function f(x) (ii) Mean and (iii) Variance
0, x < 0
of the density function.
3) A continuous
 random variable has the probability density function


 kxe−λ x , f orx ≥ 0,

f(x)= λ > 0



0, otherwise
Evaluate (i) Mean (ii) Variance by finding k.
4) A random variable X has the following probability function: Then Calculate (i) k (ii)
mean (iii) variance.
x -3 -2 -1 0 1 2 3
P(X) k 0.1 k 0.2 2k 0.4 2k
5) If probability density function.

kx3 , 0 ≤ x ≤ 3
f(x)= Calculate the value of K and Calculate the probability between
0, otherwise
x=1/2 and x=3/2.
6) Find the mean and variance of the uniform probability distribution given by P(x)= 1/n
for x=1,2,3,…,n.
7) Let X denotes the number of heads in a single toss of 4 fair coins. Determine P(X<2)
ii) P(1<X≤3)
Chapter 5
PROBABILITY DISTRIBUTIONS
Course Outcomes
CO 10 Apply the parameters of random variate Probability distributions Under-
such as Binomial, Poisson and Normal distribution by using their stand
probability functions, expectation and variance.
CO 11 Apply the concepts of discrete and continuous probability distri- Apply
bution for solving real time problems under probabilistic condi-
tions
5.1 Binomial Distribution
• A random variable X is said to follow binomial distribution if it assumes only non-

negative values and its !
probability mass function is given by
n x n−x
P(X = x) = P(x) = pq where x = 0,1,2,3,….n, q = 1-p
x
where n, p are known as parameters, n- number of independent trials p- probability of
success in each trial, q- probability of failure.
• Binomial distribution is a discrete distribution.
• The notation X ∼B(n,p) is the random variable X which follows the binomial distribu-
tion with parameters n and p
• If n trials constitute an experiment and the experiment is repeated N times the frequency
function of the binomial distribution is given by f(x) = NP(x). The expected frequencies
of 0,1,2,….. n successes are the successive terms of the binomial expansion N(p + q)n
• The mean and variance of Binomial distribution are np, npq respectively.
44
Chapter 5. PROBABILITY DISTRIBUTIONS 45
Mode of the Binomial distribution:

Mode of B.D. Depending upon the values of (n+1)p
• If (n+1)p is not an integer then there exists a unique modal value for binomial distri-
bution and it is ‘m’= integral part of (n+1)p
• If (n+1)p is an integer say m then the distribution is Bi-Modal and the two modal
values are m and m-1
• Moment generating function of Binomial distribution: If X∼ B(n,p)then MX (t) = (q +
pet )n
• The sum of two independent binomial variates is not a binomial varaite.
In other words, Binomial distribution does not posses the additive or reproductive prop-
erty.
• For B.D. γ1 =
q
1−2p 1−6pq
β1 √npq γ2 = β2 − 3 = npq
• If X1 ∼ B(n1 , p) and X2 ∼ B(n2 , p) then X1 + X2 ∼ B(n1 + n2 , p).
Thus the B.D. Possesses the additive or reproductive property if p1 = p2
5.2 Poisson Distribution:
Poisson Distribution is a limiting case of the Binomial distribution under the following
conditions:
(i) n, the number of trials is infinitely large.
(ii) P, the constant probability of success for each trial is indefinitely small.
(iii) np= λ is finite where λ is a positive real number.
• A random variable X is said to follow a Poisson distribution if it assumes only non-
negative values and its
 p.m.f. is given by
 e−λ λ x , x = 0, 1, 2, 3, λ > 0
P(x,λ )= P(X= x) = x!
0, Otherwise
• Here λ is known as the parameter of the distribution.
• We shall use the notation X∼ P(λ ) to denote that X is a Poisson variate with parameter
λ
• The coefficient of skewness and kurtosis of the poisson distribution are γ1 = β1 =
q
√1
λ
and γ2 = β2 − 3 = λ1 . Hence the poisson distribution is always a skewed distribution. Pro-
ceeding to limit as λ tends to infinity we get β1 = 0 and β2 = 3
• Mode of Poisson Distribution: Mode of P.D. Depending upon the value of λ
(i) when λ is not an integer the distribution is uni- modal and integral part of λ is the
unique modal value.
(ii) When λ = k is an integer the distribution is bi-modal and the two models are k-1 and
k.
• Sum of independent poisson variates is also poisson variate.
• The difference of two independent poisson variates is not a poisson variate.
Moment generating function of the P.D:
• If X∼ P(λ ) then MX (t) = eλ (e −1)
t
• Recurrence formula for the probabilities of P.D. (Fitting of P.D.)

P(x+1) = x+1
λ
p(x)
• Recurrence
n relation
o for the probabilities of B.D. (Fitting of B.D.)
P(x+1) = x+1 . q p(x)
n−x p
• N.D. is another limiting form of the B.D. under the following conditions:
(i) n , the number of trials is infinitely large.
(ii) Neither p nor q is very small
Chief Characteristics of the normal distribution and normal probability curve:
(i) The curve is bell shaped and symmetrical about the line x = µ
(ii) Mean median and mode of the distribution coincide.
(iii) As x increases numerically f(x) decreases rapidly.
(iv) The maximum probability occurring at the point x= µ and is given by
[P(x)]m ax = σ
p1
(2π )
(v) β1 = 0 and β2 = 3
(vi) µ r+1 = 0 (r = 0,1,2……) and µ2r = 1.3.5.(2r − 1)σ 2x
(vii) Since f(x) being the probability can never be negative no portion of the curve lies
below x- axis.
(viii) Linear combination of independent normal variate is also a normal variate.
(ix) X- axis is an asymptote to the curve.
(x) The points of inflexion of the curve are given by x = µ ± σ , f(x) = √1 e−1/2
σ 2π
(xi) Q.D. : M.D.: S.D. :: 2
3σ : 4
5σ :σ :: 23 : 45 : 1 Or Q.D. : M.D.: S.D. ::10:12:15
(xii) Area property:
P(µ − σ < X < µ + σ ) = 0.6826 = P(−1 < Z < 1)
P(2µ − σ < X < µ + 2σ ) = 0.9544 = P(−2 < Z < 2)
P(3µ − σ < X < µ + 3σ ) = 0.9973 = P(−3 < Z < 3)
P(| Z |> 3) = 0.0027
• m.g.f. of N.D. If X∼ N(µ , σ 2 ) then MX (t) = eµ t + t 2 σ 2 /2
• If Z∼ N(0,1) then MZ (t)= et
2 /2
Continuity Correction:
• The N.D. applies to continuous random variables. It is often used to approximate dis-
tributions of discrete r.v. Provided that we make the continuity correction.
• If we want to approximate its distribution with a N.D. we must spread its values over
a continuous scale. We do this by representing each integer k by the interval from k-1/2
to k+1/2 and at least k is represented by the interval to the right of k-1/2 to at most k is
represented by the interval to the left of k+1/2.
5.3 Normal approximation to the B.D:
X∼B(n, p) and if Z = p X−np

np(1−p)
then Z ∼ N(0,1) as n tends to infinity and F(Z)
F(Z)= P(Z ≤ z) = √12π −∞ e−t /2 dt, −∞ < Z < ∞
R z 2
• Use the normal approximation to the B.D. only when

(i) np and n(1-p) are both greater than 15 (ii) n is small and p is close to ½
Poisson process: Poisson process is a random process in which the number of events (suc-
cesses) x occurring in atime interval of length T is counted. It is continuous parameter,
discrete stable process. By dividing T into n equal parts of length �t we have T =n.∆T .
Assuming that
(i) P ∞∆T or P = ∞∆t
(ii) The occurrence of events are independent
(iii) The probability of more than one substance during a small time interval ∆t is negli-
gible.
As n → ∞, the probability of x success during a time interval T follows the P.D. with
parameter λ = np = α T where α is the average(mean) number of successes for unit time.
PROBLEMS:
1:A random variable x has the following probability function:
x 0 1 2 3 4 5 6
P(x) 0 k 2k 2k 3k k2 7k2 + k
Find (i) k (ii) P(x < 6) (iii) P(x > 6)

Solution: since the total probability is unity, we have ∑nx=0 p(x) = 1
i.e., 0 + k + 2k + 2k + 3k + k2 + 7k2 + k = 1
i.e., 8k2 + 9k − 1 = 0
k = 1, −1/8
(ii) P (x < 6) = 0 + k + 2k + 2k + 3k
= 1+2+2+3 = 8
iii)P (x > 6) = k2 + 7k2 + k
=9
2. Let X denotes the minimum of the two numbers that appear when a pair of fair dice is
thrown once. Determine
(i) Discrete probability distribution

(ii) Expectation
(iii) Variance
Solution: (i) When two dice are thrown, total number of outcomes is 6x6-36 In this case,
sample space
(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)
(2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
(3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
S= If the random variable X assigns the minimum of its
(4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
(5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
(6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)
number
 in S, then the  sample space


 1 1 1 1 1 1 

 



 1 2 2 2 2 2 




1 2 3 3 3 3 
S=


 1 2 3 4 4 4 

 



 1 2 3 4 5 5 




1 2 3 4 5 6 
The minimum number could be 1,2,3,4,5,6
For minimum 1, the favorable cases are 11
Therefore, P(x=1)=11/36 P(x=2)=9/36, P(x=3)=7/36, P(x=4)=5/36, P(x=5)=3/36,
P(x=6)=1/36 The probability distribution is
X 1 2 3 4 5 6
P(x) 11/36 9/36 7/36 5/36 3/36 1/36
E(x) = 1 11
36
9
+ 2 36 7
+ 3 36 5
+ 4 36 3
+ 5 36 1
+ 6 36
1 9
µ = 36 [11 + 8 + 21 + 20 + 15 + 6] = 36 = 2.5278
(ii )Expectation mean ∑ pi xi (ii) variance = ∑ pi x2 i − µ 2 3: A
2
E(x) = 11 9 7 5 3 1
36 1 + 36 4 + 36 9 + 36 16 + 36 25 + 36 36 − (2.5278)
= 1.9713
continuous
( random variable has the probability density function
− x
kxe , f or x ≥ 0, λ > 0
λ
f(x) =
0, otherwise
Determine (i) k (ii) Mean (iii) Variance
Solution: (i) since the total probability is unity, we have −∞
R∞
f (x) dx = 1
R0 R∞ −λ x
−∞ 0dx + 0 kxe dx = 1
i.e., − x
R∞ λ
h 0 −kxe dx =−λ1x i∞
e λx
k x −λ − 1 eλ 2 ork = λ 2
0
(ii)mean of the distribution µ = −∞
R∞
x f (x) dx
R0 R ∞ 2 −λ x
+ 0 kx e dx
−∞h0dx i ∞
λ 2 x2 e−λ x
−λ − 2x e−λ x
λ2
+2 e−λ x
λ3
= λ2
0
(iii) Variance of the distribution σ 2 = −∞

∞ 2
x f (x)dx − µ 2 σ 2 = 2f (x)dx − λ42
R R∞
−∞ x
h −λ x −λ x −λ x −λ x i∞
λ 2 x3 e−λ − 3x2 eλ 2 + 6x eλ 3 − 6 eλ 4 − λ42 = λ22
0
4: Out of 800 families with 5 children each, how many would you expect to have (i)3 boys
(ii)5girls (iii)either 2 or 3 boys? Assume equal probabilities for boys and girls
Solution: P(3boys)=P(r=3)=P(3)= per family thus for 800 families the probability of
number of families having 3 boys= families
(5 girls)=P(no boys)=P(r=0)= 15
25
C0 = 1
32
per family thus for 800 families the probability of number of families having 5girls= 32
1
(800) =
25 families
P(either 2 or 3 boys =P(r=2)+P(r=3)=P(2)+P(3)
15
25
C2 + 215 5C3 = 5
8
per family Expected number of families with 2 or 3 boys = 58 (800) = 500 families.
5: Average number of accidents on any day on a national highway is 1.8. Determine the
probability that the number of accidents is (i) at least one (ii) at most one
Solution: Mean= We have P(X=x)=p(x)
= e−λ λ x
x! = e−1.8 1.8x
x!
P (at least one) =P(x ≥ 1)=1-P(x=0) =1-0.1653 =0.8347
P (at most one) =P (x ≤ 1) =P(x=0)+P(x=1) = 0.4628
6: The mean weight of 800 male students at a certain college is 140kg and the standard
deviation is 10kg assuming that the weights are normally distributed find how many stu-
dents weigh
i) Between 130 and 148kg
ii) more than 152kg
Solution: Let be the mean and be the standard deviation. Then =140kg and =10pounds
When x= 138, z = x−µ
σ = 138−140
10 = −0.2 = z1
When x= 138, z = x−µ
σ = 148−140
10 = 0.8 = z2
P(138 ≤ x ≤ 148)=P(−0. ≤ z ≤ 0.8)
=A(z1 )+A(z2 ) =A(0.8)+A(0.2)=0.2881+0.0793=0.3674
Hence the number of students whose weights are between 138kg and 140kg =0.3674*800=294
When x=152, x−µ
σ = 152−140
10 = 1.2 = z1
Therefore P(x>152)=P(z> z1 )=0.5-A(z1 ) =0.5-0.3849=0.1151
Therefore number of students whose weights are more than 152kg =800*0.1151=92.
Exercise Problems:
1) A car-hire firm has two cars which it hires out day by day. The number of demands
for a car on each day is distributed as a Poisson distribution with mean 1.5. Calculate the
proportion of days (i) on which there is no demand (ii) on which demand is refused.
2) In 1000 sets of trials per an event of small probability the frequencies f of the number
of x of successes are
x 0 1 2 3 4 5 6 7 Total
f 305 365 210 80 28 9 2 1 1000
Calculate the expected frequencies Using Poisson.
3) Out of 20 tape recorders 5 are defective. Calculate the standard deviation of defective
in the sample of 10 randomly chosen tape recorders. Calculate (i) P(X=0) (ii) P(X=1)
(iii) P(X=2) (iv) P(0<X<4).
4) The mean weight of 500 male students at a certain college is 75kg and the standard
deviation is 7kg. Assuming that the weights are normally distributed Calculate how many
students weight (i) Between 60 and 78 kg (ii) more than 92kg.
5) Average number of accidents on any day on a national highway is 1.8. Calculate the
probability that the number of accidents is (i) at least one (ii) at most one.
6) A shipment of 20 tape recorders contains 5 defectives Calculate the standard deviation
of the probability distribution of the number of defectives in a sample of 10 randomly
chosen for inspection.
7) The life of electronic tubes of a certain type may be assumed to be normal distributed
with mean 155 hours and standard deviation 19 hours. Calculate the probability that the
life of a randomly chosen tube is (i) between 136 hours and 174 hours. (ii) less than 117
hours (iii) will be more than 195 hours
BIBLIOGRAPHY
1.Erwin Kreyszig, “Advanced Engineering Mathematics”, John Wiley and Sons Publish-
ers, 10th Edition,2010
2.B. S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 43rd Edition,2015.
3.T.K.V Iyengar, B.Krishna Gandhi, “Engineering Mathematics - III”, S. Chand and Co.,
12th Edition, 2015.
4. Churchill, R.V. and Brown, J.W, “Complex Variables and Applications”, Tata Mc
Graw-Hill, 8th Edition, 2012.
5. Axler, Sheldon , ”Harmonic Functions from a Complex Analysis Viewpoint,”(1986)
6. L. V. Ahlfors, Complex Analysis. An Introduction to the Theory of Analytic Functions
of One Complex Variable, 3rd edition, McGraw–Hill, New York, 1979; firstedition, 1953.
7. M. J. Ablowitz and A. S. Fokas, Complex Variables: Introduction and Applications,
2nd edition, Cambridge Texts in Applied Mathematics, Cambridge University Press, Cam-
bridge, 2003; first edition, 1997.
8. Ablowitz, M. J., Fokas, A. S. . Complex variables: introduction and applications (2nd
ed). Cambridge University Press.(2003)
9. Needham, T. . Visual Complex Analysis. Oxford University Press, Oxford(1997)
10. Brown, J. W., Churchill, R. V. Complex Variables and Applications. 8th Edition.
New York: McGraw-Hill Higher Education.(2009)
11. Davis, Philip J. (1972), ”6. Gamma function and related functions”, in Abramowitz,
Milton; Stegun, Irene A.
12. Askey, R. A.; Roy, R. (2010), ”Beta function”, in Olver, Frank W. J.; Lozier, Daniel
M.; Boisvert, Ronald F.; Clark, Charles W.)
13. Paris, R. B. (2010), ”Incomplete beta functions”, in Olver, Frank W. J.; Lozier, Daniel
M.; Boisvert, Ronald F.; Clark, Charles W.
14. Ramanujan’s, R. Askey, extension of the gamma and beta functions, Amer. Math.
Monthly, 87(1980)
15.Beals, Richard; Wong, Roderick. Special Functions: A Graduate Text. Cambridge
University Press. (2010)

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1

INSTITUTE OF AERONAUTICAL ENGINEERING

COMPLEX ANALYSIS AND PROBABILITY

Department Of Electrical and Electronics Engineering

1 COMPLEX FUNCTIONS AND DIFFERENTIATION 1

3 POWER SERIES EXPANSION OF COMPLEX FUNCTION 19

4 PROBABILITY AND RANDOM VARIABLES 31

COMPLEX FUNCTIONS AND

CO 1 Identify Identify the fundamental concepts of analyticity and dif- Remember

COMPLEX FUNCTIONS AND DIFFERENTIATION:

1.2 Differentiability of complex function:

1.3 Polar form of Cauchy-Riemann equation:

1.3.1 Analytic function:

A complex function is said to be analytic on a region R if it is complex differentiable at

Eg. f(z)= 1z is analytic every where except at z=0

At z=0 f , (z) does not exist.

1.3.2 Entire function:

1.4 Cartisian Form of Cauchy–Riemann equations:

The Cauchy–Riemann equations on a pair of real-valued functions of two real variables

1.4.1 Relation with harmonic functions:

1.4.2 Conjugate harmonic function:

If two harmonic functions u and v satisfy the Cauchy-Reimann equations in a domain D

1.4.4 Holomorphic functions:

(x2 +y4 ).z

Along pathx = my2

Find the regular function whose imaginary part is

Solution : Givenv = log(x2 + y2 ) + x − 2y

= −2z + i(2 log z + z) + c = 2i log z − (2 − i)z + c

1.4.6 Bilinear Transformation-Mobius Transformations:

An implicit formula for the mapping is given by the equation

Construct the bilinear transformation w = S(z) that maps thepoints z1 = −i, z2 = 1, z3 =

Construct the bilinear transformation w = S(z) that maps thepoints z1 = −2, z2 = −1 −

1.4.8.1 Fixed Point:

1.4.8.2 EXCERCISE PROBLEMS:

In mathematics, a line integral is an integral where the function to be integrated is eval-

Evaluate (x2 − iy)dz along the paths 1)y=x 2)y=x2

f (z) = x2 + 2xy + i(y2 − x))dz

f (z) dz = x2 + 2x3 + i x4 − x (1 + 2ix))dx

= x2 + 2x3 + i x4 − x + 2ix3 + 4ix4 − 2x5 + 2x2

2.1.2 Cauchy-Goursat Theorem:

2.1.3 Cauchy Theorem:

STATEMENT : let F(z)=u(x,y)+iv(x,y) be analytic on and within a simple closed contour

2.1.4 Cauchy’s integral formula:

Given f (z) = 3z2 + z

POWER SERIES EXPANSION OF

POWER SERIES EXPANSION OF COMPLEX FUNCTION:

3.2 Power series:

A series expansion is a representation of a particular function as a sum of powers in one

3.3 Taylor’s series:

3.4 Maclaurin series:

This series is called as maclurins series expansion of f(z).

using Maclaurin’s series.

f (x) = sin2x f (0) = sin0 = 0

f (z) = z−1 f (−1) = − 1

Express your answer in sigma notation.

f (z) = zez f (0) = 0

3.5 Laurents series:

In mathematics, the Laurent series of a complex function f(z) is a representation of that

Zero’s of an analytic function: