Introduction to Complex Analysis (Graduate Studies in Mathematics 202)

Michael E. Taylor

Chapter 1.   Basic calculus in the complex domain

§1.1.   Complex numbers, power series, and exponentials

Exercises

1.1. \> Supplement (1.1.20)(1.1.20) with the following result. Assume there exists A>0A > 0 such that znA|z_n| \geq A for all nn. Then

znz    1zn1z.z_n \to z \implies \frac{1}{z_n} \to \frac{1}{z}.

Solution

Let znzz_n \to z. It remains to show that 1zn1z\frac{1}{z_n} \to \frac{1}{z}.

Lemma   z>0|z| > 0.

Proof of Lemma   z=0    z=0    zn0    (Ns.t.n>N    zn<A)|z| = 0 \iff z = 0 \iff z_n \to 0 \implies \left( \exists N \enspace \text{s.t.} \enspace n > N \implies |z_n| < A \right), contradicting znA|z_n| \geq A for all nn. \quad \square

Notice that if wC,w>0w \in \mathbb{C}, w > 0 then

w2=ww    1=www2    1w=ww2.|w|^2 = w \overline{w} \implies 1 = \frac{w\overline{w}}{|w|^2} \implies \frac{1}{w} = \frac{\overline{w}}{|w|^2}.

Since zn,z>0z_n, z > 0,

1zn1z=znzn2zz2.\left| \frac{1}{z_n} - \frac{1}{z} \right| = \left| \frac{\overline{z_n}}{|z_n|^2} - \frac{\overline{z}}{|z|^2} \right | .

Therefore it is sufficient to show that

(1)znzand1zn21z2,(1)\tag{1} \phantom{(1)} \quad\overline{z_n} \to \overline{z} \quad \text{and} \quad \frac{1}{|z_n|^2} \to \frac{1}{|z|^2},

because by Equation (1.1.20)(1.1.20) if (ξn)(\xi_n) is a sequence in C\mathbb{C} then

ξnξ,wnw    ξnwnξw.\xi_n \to \xi, w_n \to w \implies \xi_nw_n \to \xi w.

Since

znz=zn+1z|\overline{z_n} - \overline{z}| = \left|\overline{z_n} + \overline{-1}\overline{z}\right|

We can use Equation (1.1.12)(1.1.12)

(1.1.12)z+w=z+w,zw=zw(1.1.12)\tag{1.1.12} \phantom{(1.1.12)} \quad \overline{z + w} = \overline{z} + \overline{w}, \quad \overline{zw} = \overline{z} \overline{w}

to get

zn+1z=zn+z=znz,\left|\overline{z_n} + \overline{-1}\overline{z}\right| = \left| \overline{z_n} + \overline{-z} \right| = \left| \overline{z_n - z} \right|,

and since ξ=ξ,ξC|\overline{\xi}| = |\xi|, \> \forall \xi \in \mathbb{C} we have znz=znz\left|\overline{z_n-z}\right| = \left|z_n-z\right|, so

(2)znz=znz,(2)\tag{2} \phantom{(2)} \quad \left| \overline{z_n} - \overline{z} \right| = \left| z_n - z \right|,

therefore znz    znzz_n \to z \implies \overline{z_n} \to \overline{z}. Note that Equation (2)(2) has a geometric interpretation as well \text{---} reflections preserve distance, and ξξ\xi \to \overline{\xi} is geometrically a reflection over the xx-axis.

Since we have shown that znz\overline{z_n} \to \overline{z}, by Equation (1)(1) it remains to show that 1zn21z2\frac{1}{|z_n|^2} \to \frac{1}{|z|^2}. This is a sequence of real numbers. Since znzz_n \to z we must have znz|z_n| \to |z|, a sequence of reals. So what follows is a basic exercise in real analysis.

Calculate that

1z1zn=znzznzzzn=znzzzn<znzA2.\left| \frac{1}{|z|} - \frac{1}{|z_n|} \right| = \left| \frac{|z_n|}{|z||z_n|} - \frac{|z|}{|z||z_n|} \right| \\[.25em] = \left| \frac{|z_n| - |z|}{|z||z_n|} \right| < \left| \frac{|z_n| - |z|}{A^2} \right| .

Let ε>0\varepsilon > 0. Since znz|z_n| \to |z| we can choose NN such that n>N    zzn<εA2n > N \implies ||z| - |z_n|| < \varepsilon A^2. Then 1z1zn<ε\left| \frac{1}{|z|} - \frac{1}{|z_n|} \right| < \varepsilon. Therefore 1zn1z\frac{1}{|z_n|} \to \frac{1}{|z|}. For a sequence of reals (xn)(x_n), xnx    xn2x2x_n \to x \implies x_n^2 \to x^2. Therefore 1zn21z2.\frac{1}{|z_n|^2} \to \frac{1}{|z|^2}. \quad \square


2.2. \> Show that

(1.1.75)z<1    zk0,ask.(1.1.75)\tag{1.1.75} \phantom{(1.1.75)} \quad |z| < 1 \implies z^k \to 0, \quad \text{as} \quad k \to \infty.

Hint. Deduce (1.1.75)(1.1.75) from the assertion

(1.1.76)0<s<1    kskis bounded, for kN.(1.1.76)\tag{1.1.76} \phantom{(1.1.76)} \quad 0 < s < 1 \implies ks^k \enspace \text{is bounded, for } k \in \N.

Note that this is equivalent to

(1.1.77)a>0    k(1+a)kis bounded, for kN.(1.1.77)\tag{1.1.77} \phantom{(1.1.77)} \quad a > 0 \implies \frac{k}{(1+a)^k} \enspace \text{is bounded, for } k \in \N.

Show that

(1.1.78)(1+a)k=(1+a)(1+a)1+ka,a>0,kN.(1.1.78)\tag{1.1.78} \phantom{(1.1.78)} \quad (1+a)^k = (1+a) \cdots (1+a) \geq 1 + ka, \> \forall a > 0, k \in \N.

Use this to prove (1.1.77)(1.1.77), hence (1.1.76)(1.1.76), hence (1.1.75)(1.1.75).

Solution

First show (1.1.78)(1.1.78). Proceed by induction. Let

P(k):(1+a)k1+ka,a>0.P(k): \> (1+a)^k \geq 1 + ka, \> \forall a > 0.

Then P(0)P(0) is the statement (1+a)01+0a    11(1+a)^0 \geq 1 + 0 \cdot a \iff 1 \geq 1 which holds.
Assume P(k)P(k), it remains to show P(k+1)P(k+1), that is

(1+a)k+11+(k+1)a(1+a)^{k+1} \geq 1 + (k+1)a

Calculate that

(1+a)k+1=(1+a)(1+a)k(1+a)(1+ka)=1+ka+a+ka2>1+(k+1)a.(1+a)^{k+1} = (1+a) \cdot (1+a)^k \geq (1+a) \cdot (1+ka) \\ = 1 + ka + a + ka^2 > 1 + (k+1)a.

This shows P(k+1)P(k+1), completing the proof of (1.1.78)(1.1.78).

In light of (1.1.78)(1.1.78),

k(1+a)kk1+ka<kka=1a,\frac{k}{(1 + a)^k} \leq \frac{k}{1 + ka} < \frac{k}{ka} = \frac{1}{a},

proving (1.1.77)(1.1.77), which is equivalent to (1.1.76)(1.1.76).

Use (1.1.76)(1.1.76) to calculate that there must exist R>0R > 0 such that

kzk=kzk<R    zk<Rk,\left|kz^k\right| = k |z|^k < R \implies \left|z^k\right| < \frac{R}{k},

so as kk \to \infty we have zk0.z^k \to 0. \quad \square


3.3. \> Letting sn=k=0nrks_n = \sum_{k=0}^{n}r^k, write the series for rsnrs_n and show that

(1.1.79)(1r)sn=1rn+1,hencesn=1rn+11r.(1.1.79)\tag{1.1.79} \phantom{(1.1.79)} \quad (1-r)s_n = 1 - r^{n+1}, \quad \text{hence} \enspace s_n = \frac{1 - r^{n+1}}{1-r}.

Deduce that

(1.1.80)0<r<1    sn11r,asn,(1.1.80)\tag{1.1.80} \phantom{(1.1.80)} \quad 0 < r < 1 \implies s_n \to \frac{1}{1-r}, \quad \text{as} \enspace n \to \infty,

as we stated in (1.1.34)(1.1.34). More generally, show that

(1.1.81)k=0zk=11z,forz<1.(1.1.81)\tag{1.1.81} \phantom{(1.1.81)} \quad \sum_{k=0}^{\infty} z^k = \frac{1}{1-z}, \quad \text{for} \enspace |z| < 1.

Solution

First calculate that

rsn=rk=0nrk=k=0nrk+1=k=1n+1rk,rs_n = r \sum_{k=0}^n r^k = \sum_{k=0}^n r^{k+1} = \sum_{k=1}^{n+1} r^k,

so

(1r)sn=snrsn=k=0nrkk=1n+1rk=1rn+1.(1 - r)s_n = s_n - r s_n = \sum_{k=0}^n r^k - \sum_{k=1}^{n+1}r^k = 1 - r^{n+1}.

Dividing by (1r)(1-r) we get

sn=1rn+11r,s_n = \frac{1-r^{n+1}}{1-r},

and if 0<r<10 < r < 1 then limnrn+1=0\lim_{n \to \infty} r^{n+1} = 0 so (1.1.80)(1.1.80) holds.

More generally we can show (1.1.81)(1.1.81) by using Exercise 22.

Let Sn=k=0nzkS_n = \sum_{k=0}^n z^k. Then by the same argument as before

Sn=1zn+11z.S_n = \frac{1 - z^{n+1}}{1-z}.

By Exercise 22 if z<1|z| < 1 then limnzn+1=limnzn=0\lim_{n\to\infty} z^{n+1} = \lim_{n\to\infty}z^n = 0 so (1.1.81)(1.1.81) holds. \quad \square


4.4. \> This exercise discusses the ratio test, mentioned in connection with the infinite series (1.1.49)(1.1.49) and (1.1.62)(1.1.62). Consider the infinite series

(1.1.82)k=0ak,akC.(1.1.82)\tag{1.1.82} \phantom{(1.1.82)} \quad \sum_{k=0}^{\infty} a_k, \quad a_k \in \mathbb{C}.

Assume there exists r<1r < 1 and N<N < \infty such that

(1.1.83)kN    ak+1akr.(1.1.83)\tag{1.1.83} \phantom{(1.1.83)} \quad k \geq N \implies \left| \frac{a_{k+1}}{a_k} \right| \leq r.

Show that

(1.1.84)k=0ak<.(1.1.84)\tag{1.1.84} \phantom{(1.1.84)} \quad \sum_{k=0}^{\infty} |a_k| < \infty.

Hint. Show that

(1.1.85)k=NakaN=0r=aN1r.(1.1.85)\tag{1.1.85} \phantom{(1.1.85)} \quad \sum_{k=N}^{\infty} |a_k| \leq |a_N| \sum_{\ell=0}^{\infty} r^\ell = \frac{|a_N|}{1-r}.

Solution

First we use (1.1.83)(1.1.83) to obtain an upper bound on aN+ka_{N+k}

aN+k=aNaN+1aNaN+2aN+1aN+kaN+(k1)aNaN+1aNaN+2aN+1aN+kaN+(k1)aNrk,\begin{aligned} \left| a_{N+k} \right| &= \left| a_N \frac{a_{N+1}}{a_N} \frac{a_{N+2}}{a_{N+1}} \cdots \frac{a_{N+k}}{a_{N+(k-1)}} \right| \\[.25em] &\leq |a_N| \cdot \left| \frac{a_{N+1}}{a_N} \right| \left| \frac{a_{N+2}}{a_{N+1}} \right| \cdots \left| \frac{a_{N+k}}{a_{N+(k-1)}} \right| \\[.25em] &\leq |a_N| r^k, \end{aligned}

and immediately put it to use to show (1.1.85)(1.1.85)

k=Nak=k=0aN+kk=0aNrk=aNk=0rk=aN1r.\begin{aligned} \sum_{k=N}^\infty |a_k| &= \sum_{k=0}^\infty \left| a_{N+k} \right| \leq \sum_{k=0}^\infty |a_N| r^k \\[.25em] &= |a_N| \sum_{k=0}^\infty r^k = \frac{|a_N|}{1 - r}. \end{aligned}

The desired result (1.1.84)(1.1.84) follows very easily from this as

k=0ak=k=0Nak+k=Nakk=0Nak+aN1r<.\begin{aligned} \sum_{k=0}^\infty |a_k| &= \sum_{k=0}^N |a_k| + \sum_{k=N}^\infty |a_k| \\[.25em] &\leq \sum_{k=0}^N |a_k| + \frac{|a_N|}{1-r} < \infty. \quad \square \end{aligned}


5.5. \> In the case

(1.1.86)ak=zkk!,(1.1.86)\tag{1.1.86} \phantom{(1.1.86)} \quad a_k = \frac{z^k}{k!},

show that for each zCz \in \mathbb{C}, there exists N<N < \infty such that (1.1.83)(1.1.83) holds, with r=1/2r = 1/2. Also show that the ratio test applies to

(1.1.87)ak=kzk,z<1.(1.1.87)\tag{1.1.87} \phantom{(1.1.87)} \quad a_k = kz^k, \quad |z| < 1.

Solution

Let's first do the ratio test on (1.1.86)(1.1.86)

ak+1ak=zk+1(k+1)!k!zk=zk+1=zk+1.\left|\frac{a_{k+1}}{a_k}\right| = \left|\frac{z^{k+1}}{(k+1)!} \frac{k!}{z^k}\right| = \left|\frac{z}{k+1}\right| = \frac{|z|}{k+1}.

So let N>2z1N > 2|z|-1. Then

k>N    zk+1<z2z=12,k > N \implies \frac{|z|}{k+1} < \frac{|z|}{2|z|} = \frac{1}{2},

showing that (1.1.83)(1.1.83) holds with r=1/2r = 1/2.

Next do the same for (1.1.87)(1.1.87)

ak+1ak=(k+1)zk+1kzk=k+1kz<z,\left|\frac{a_{k+1}}{a_k}\right| = \left| \frac{(k+1)z^{k+1}}{kz^k} \right| = \frac{k+1}{k} \left| z \right| < |z|,

since z<1|z| < 1, this passes the ratio test with r=zr=|z| and for any NN, for example N=1.N=1. \quad \square


6.6. \> This exercise discusses the integral test for absolute convergence of an infinite series, which goes as follows. Let ff be a positive, monotonically decreasing, continuous function on [0,)[0,\infty), and suppose ak=f(k)|a_k|=f(k). Then

(1.1.88)k=0ak<    0f(t)dt<.(1.1.88)\tag{1.1.88} \phantom{(1.1.88)} \quad \sum_{k=0}^{\infty} |a_k| < \infty \iff \int_{0}^{\infty} f(t) \, dt < \infty.

Prove this.
Hint. Use

(1.1.89)k=1Nak0Nf(t)dtk=0N1ak.(1.1.89)\tag{1.1.89} \phantom{(1.1.89)} \quad \sum_{k=1}^N |a_k| \leq \int_0^N f(t) \, dt \leq \sum_{k=0}^{N-1} |a_k|.


7.7. \> Use the integral test to show that, if a>0a > 0,

(1.1.90)n=11na<    a>1.(1.1.90)\tag{1.1.90} \phantom{(1.1.90)} \quad \sum_{n=1}^\infty \frac{1}{n^a} < \infty \iff a > 1.


8.8. \> This exercise deals with alternating series. Assume bk0b_k \searrow 0. Show that

(1.1.91)k=0(1)kbkis convergent,(1.1.91)\tag{1.1.91} \phantom{(1.1.91)} \quad \sum_{k=0}^\infty (-1)^k b_k \enspace \text{is convergent,}

by showing that, for m,n0m,n \geq 0,

(1.1.92)k=nn+m(1)kbkbn.(1.1.92)\tag{1.1.92} \phantom{(1.1.92)} \left| \sum_{k=n}^{n+m} (-1)^kb_k \right| \leq b_n.


9.9. \> Show that k=1(1)k/k\sum_{k=1}^\infty (-1)^k/k is convergent, but not absolutely convergent.


10.10. \> Show that if f,g:(a,b)Cf,g: (a,b) \to \mathbb{C} are differentiable, then

(1.1.93)ddt(f(t)g(t))=f(t)g(t)+f(t)g(t).(1.1.93)\tag{1.1.93} \phantom{(1.1.93)} \quad \frac{d}{dt} (f(t)g(t)) = f'(t)g(t) + f(t)g'(t).

Note the use of this identity in (1.1.66)(1.1.66) and (1.1.70)(1.1.70).


11.11. \> Use the results of Exercise 1010 to show, by induction on kk, that

(1.1.94)ddttk=ktk1,k=1,2,3,,(1.1.94)\tag{1.1.94} \phantom{(1.1.94)} \quad \frac{d}{dt} t^k = kt^{k-1}, \enspace k = 1,2,3,\dots,

hence

(1.1.95)0tskds=1k+1tk+1,k=0,1,2,.(1.1.95)\tag{1.1.95} \phantom{(1.1.95)} \quad \int_0^t s^k \> ds = \frac{1}{k+1}t^{k+1}, \enspace k = 0,1,2,\dots.

Note the use of these identities in (1.1.57)(1.1.57), leading to many of the identities in (1.1.46)(1.1.46)(1.1.64).(1.1.64).


12.12. \> Consider

(1.1.96)φ(z)=z1z+1.(1.1.96)\tag{1.1.96} \phantom{(1.1.96)} \quad \varphi(z) = \frac{z-1}{z+1}.

Show that

(1.1.97)φ:C{1}C{1}(1.1.97)\tag{1.1.97} \phantom{(1.1.97)} \quad \varphi: \mathbb{C} \setminus \{-1\} \longrightarrow \mathbb{C} \setminus \{1\}

is continuous, one-to-one, and onto. Show that, if Ω={zC:Rz>0}\Omega = \{z \in \mathbb{C}: \mathfrak{R}z > 0\} and D={zC:z<1}D = \{z \in \mathbb{C}: |z| < 1\}, then

(1.1.98)φ:ΩDandφ:ΩD{1}(1.1.98)\tag{1.1.98} \phantom{(1.1.98)} \quad \varphi: \Omega \to D \enspace \text{and} \enspace \varphi: \partial\Omega \to \partial D \setminus \{1\}

are one-to-one and onto.

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Introduction to Complex Analysis (Graduate Studies in Mathematics 202)

Chapter 1.   Basic calculus in the complex domain