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Walter Rudins
Real and Complex Analysis
Chapter 1
Exercise 1.1: Does there exist an infinite -algebra which has only countably many members?
Proof: We claim that the answer is no. By way of contradiction, suppose that A is a countable -algebra on a space X. Further, note that X must not be finite, or else A would be
T
finite. We can then define a map f : X A by x 7 xAA A. As countable intersections
T
of elements of A must be contained in A and A is countable, we have that xAA A A for
all x X. Thus, f is well-defined.
We now claim that the image of f partitions A, that is, f (x) f (y) = or f (x) = f (y) for
distinct x, y X. Suppose that f (x) f (y) 6= . If x
/ f (y), then x f (x) \ f (y) f (x),
but this contradicts the definition of f . Thus, we know that x f (y). Similarly, we have
that y f (x). Then the definition of f gives us that f (x) f (y) and f (y) f (x), so it
follows that f (x) = f (y). Let P represent the set of distinct elements of the form f (x),
where x X. Finally, observe that as f is defined at every x X, P does cover all of X.
We know from our definition of f that every P P will be minimal, that is, there does not
exist some Q A such that Q ( P for any P P. Combining this with the fact that P
covers X allows us to conclude that any A A may be generated by a union of sets from
P. As P partitions X, we know that the elements of the power set of P will be in bijection
with all possible unions of elements from P. We then have three cases for the cardinality of
P:
Case 1: P is finite. Then we know that the powerset of P will be finite, so it follows that A
will be finite, which is a contradiction.
Case 2: P is countably infinite. Then we know that the powerset of P will be uncountably
infinite, so it follows that A will be uncountably infinite, which is a contradiction.
Case 3: P is uncountably infinite. Then we know that the powerset of P will be uncountably
infinite, so it follows that A will be uncountably infinite, which is a contradiction.
Thus, we have that a countable -algebra cannot exist.
Exercise 1.9: Suppose is a positive measure on X, f : X [0, ] is measurable,
R
X
lim
n log[1 + (f /n) ] d =
c
n X
Proof:
that
if 0 < < 1,
if = 1,
if 1 < < .
As we will eventually show that the limit can be pushed into the integral, we first
determine the pointwise limit of n log[1 + (f /n) ]. Fix x X and consider limn n log[1 +
(f (x)/n) ]. As we can observe that this limit gives the indeterminant form 0, we may
rewrite this expression and use lHopitals rule, as shown:
log[1 +
f
lim n log 1 +
= lim
1
n
n
n
n
f
]
n
= lim
f
n+1
1
f
1+ n
1
n2
1
= lim
n 1 + f
n
f
n+1
n2
1
n1 f
.
n 1 + f
n
= lim
= .
n 1 + f
n 1 + f
n
n
lim
lim inf
n log[1 + (f /n) ]d lim
n log[1 + (f /n) ]d.
n
as desired.
Case 2: 1. Recall the fact that for p 1 we have that 1 + xp (1 + x)p for all x 0.
As f is a positive, real-valued function and 1 in this case, we have that
1 + (f /n) (1 + f /n) = n log[1 + (f /n) ] n log[(1 + f /n) ].
3
= 1 + e +
n
n
x
n
n+1
n
n+1
x
x
x
x
n
n+1
= 1 + e(1 +
) = e (1 + ) e (1 +
)
n
n+1
n
n+1
x
x
x
x n+1
= n log(1 + ) (n + 1) log(1 +
) = (1 + ) (1 +
) .
n
n+1
n
n+1
Thus, we have that the sequence increasing. Let L represent the limit of this sequence; we
then apply lHopitals rule to determine this limit:
log(1 + nx )
x n
x
x n
L = lim (1 + ) = log L = lim log(1 + ) = lim n log(1 + ) = lim
1
n
n
n
n
n
n
n
n
1
x
x
x
1+ n
n2
x
= log L = lim
= lim
x = x = L = e .
1
n
n
1
+
n
n2
It then follows from our claim, the monotonicity of log, and our above work that
n log[1 + (f /n) ] log[ef ] = f
for all n. As f is integrable, f will certainly be integrable, so we may apply the Lebesgue
Dominated Convergence Theorem to observe that
Z
Z
X n
= f.
f
n 1 +
n 1 + f
n
n
lim
as desired.
Subcase ii: 1 < < . Then we have that 1 = < 0, so it follows that
n1 f
n f
=
lim
= 0.
n 1 + f
n 1 + f
n
n
lim
when 1 < < . Thus, it follows from our work above that
Z
lim
n log[1 + (f /n) ]d = 0
n
as desired.
Exercise 1.12: Suppose f L1 (). Prove that to each > 0 there exists a > 0 such that
R
|f | d < whenever (E) < .
E
Proof: Let X be our measure space. As f L1 (), we have that there exists some sequence
of simple functions {sn } such that {sn } f and 0 s1 s2 f . Let > 0; then we
R
R
may pick s {sn } such that X f d X s d + 2 .
R
R
We claim that for any E X, we have E f d E s d + 2 . By way of contradiction
R
R
suppose that X f d > X s d + 2 . As we know that f s everywhere it follows that
R
R
R
R
R
R
f
d
s
d.
Then
we
have
that
f
d
+
f
d
>
s
d
+
s d + 2 , but this
c
c
c
E
E
E
E
E
Ec
R
R
implies that X f d > X s d + 2 , which is a contradiction. Thus, we have our claim.
R
As s is simple, we have that s is bounded above by some M . Thus, we have that E s d
R
Chapter 2
Exercise 2.7: Show that for each , 0 < < 1, there is an open subset E [0, 1] whose
closure is [0, 1] such that the Lebesgue measure of E equals .
Proof: To accomplish the desired task, we first construct a fat Cantor set. This is done
by sucessively removing 2n1 open intervals of length tn from the unit interval [0, 1], where
0 < t 13 . Approaching this iteratively, where Fn is the nth iteration gives the sets
F0 = [0, 1]
1t
1+t
F1 = [0,
][
, 1]
2
2
1 t + 2t2 1 t
1 + t 3 + t 2t2
3 + t + 2t2
1 t 2t2
][
,
][
,
][
, 1]
F2 = [0,
4
4
2
2
4
4
..
.
We can then define our desired set to be F =
n=0
that F will also be closed, hence measurable. We also define E = [0, 1] \ F , and note that
E is an open set (this can be seen either by the fact that F is closed or that E is a union
of the open intervals, specifically, the ones removed from each Fn ). We claim that E is the
desired set.
Let > 0. As E is constructed from a disjoint countable union of open intervals (hence
measurable), we know that the measure of E will be equal to the sum of the lengths of these
intervals. Note that 0 < t
1
3
m(E) =
n1 n
t =t
1+2
(2t)n1 =
n=1
n=1
Now set t =
t
.
1 2t
t
1+2
=
= ,
1 2t
1 2( 1+2
)
so by choosing such t we have m(E) = , as desired.
It then remains to show that E = [0, 1], that is, that E is dense in [0, 1]. Recall an equivalent
definition of dense: A subset D is a space X is said to be dense in X if for any open subset
U in X we have D U 6= . In an effort to use this equivalent definition, let U be an
open set in [0, 1]. Recall now that any open set in R can be constructed from a disjoint
union of intervals. As a result, it suffices to show that some interval I U intersects E.
If I E = , then we have that I F . However, we know that F is totally disconnected
6
fn (x) dx = 0,
but such that the sequence {fn (x)}n1 converges for no x [0, 1].
Proof: Recall the enumeration of the positive rationals {Qn }
n=1 corresponding to traversing
the integer ordered pairs in quadrant I of the coordinate plane and the x-axis, that is the
enumeration
0 1 0 0 1 2 3 2 1 0 0 1 2 3 4
y
{Qn }
n=1 = , , , , , , , , , , , , , , , . . . , , . . .
1 1 2 3 2 1 1 2 3 4 5 4 3 2 1
x
corresponding to the following diagram:
..
.
..
.
..
.
..
.
..
.
(1, 4)
(2, 4)
(3, 4)
(4, 4)
(5, 4)
(1, 3)
(2, 3)
(3, 3)
(4, 3)
(5, 3)
(1, 2)
(2, 2)
(3, 2)
(4, 2)
(5, 2)
(1, 1)
(2, 1)
(3, 1)
(4, 1)
(5, 1)
(1, 0)
(2, 0)
(3, 0)
(4, 0)
(5, 0)
..
.
..
.
..
.
..
.
..
.
(1, 4)
(2, 4)
(3, 4)
(4, 4)
(5, 4)
(1, 3)
(2, 3)
(3, 3)
(4, 3)
(5, 3)
(1, 2)
(2, 2)
(3, 2)
(4, 2)
(5, 2)
(1, 1)
(2, 1)
(3, 1)
(4, 1)
(5, 1)
(1, 0)
(2, 0)
(3, 0)
(4, 0)
(5, 0)
centered at qk and zero elsewhere (if part of this spike happens to leave [0, 1], we may simply
truncate it at 0 or 1, as our function will still be continuous on [0, 1]).
It follows from this definition that the integrals of the fk s will indeed converge to zero, as
Z
1
4
2
fk dm =
(1) = blog xc ,
blog
xc
10
2 10
10 10
and we can see from our diagram representing {qk }
k=1 that
k = blog10 xc =
2
10blog10 xc
0.
It the remains to show that for any x [0, 1] the sequence {fk (x)}
k=1 does not converge.
We have two cases.
Case 1: x Q [0, 1]. Then we know from our work above that x will be visited infinitely
the triangle spikes of the fk are becoming abitrarily narrow and we must visit every other
rational in [0, 1] infinitely many times, we know that fk (x) must be zero for infinitely many
k, so {fk (x)}
k=1 will also have a constant subsequence of 0. Thus, we have that {fk (x)}k=1
is not convergent.
Case 2: x (R \ Q) [0, 1]. As x is irrational in [0, 1], we know that x can be represented by
some nonterminating, never-repeating decimal expansion, i.e. x = .x1 x2 x3 x4 x5 , where xi
8
is in the ith digit in the decimal expansion of x. We can then define a sequence of rational
numbers converging to x by taking
.x1 , .x1 x2 , .x1 x2 x3 , .x1 x2 x3 x4 , . . . .
Note xn N for all n, as xn is simply a digit in the decimal expansion of x. Further, note
that x .x1 < .1, x .x1 x2 < .01, x .x1 x2 x3 < .001, and so on. This generalizes to
x .x1 x2 . . . xn <
1
.
10n
It follows from this alternative representation and the definition of the fk that the function
fk1 , where k1 corresponds to
4
10
x1
10
x1
10
of width
= .4. As we know that x .x1 < .1, we know that x will be within .1 of the center of
this triangle, hence closer to the center of the spike than the outside. Thus, we have that
fk1 (x) 21 .
Similarly, we have that the width of the spike given by fk2 , where k2 corresponds to
and centered at .x1 x2 =
x1 x2
100
4
.
100
x1 x2
100
we know that x will be within .01 of the center of this triangle, hence closer to the center of
the spike than the outside. Again, we may conclude that fk2 (x) 21 .
We can then extend this idea to fkn , where kn corresponds to
x1 x2 ...xn
,
10n
so that x will be
closer to the middle of the the triangle spike corresponding to the function fkn than to the
outside of this spike. Thus, we again have that fkn (x)
1
.
2
the sequence {fk (x)} has infinitely many values above 12 , so we know that {fk (x)} has a
subsequence not converging to zero. However, we also know from the same reasons stated
in case 1 that {fk (x)} does have a subsequence converging to 0, so it follows that {fk (x)}
cannot be convergent.
Chapter 3
Exercise 3.3: Assume that is a continuous real function on (a, b) such that
x+y
1
1
(x) + (y)
2
2
2
for all x, y (a, b). Prove that is convex.
Proof: Let [0, 1]; then it follows that can be represented as some (possibly nonterminating) binary decimal number. As a result, we may write as
=
X
dk
k=1
2k
x+ 1
y =
(x) + (y) = (x) + 1
(y)
2
2
2
2
2
2
2
by the given information.
Case 2: a1 = d1 = 0. Then we immediately have that
a
a1
a1
a1
1
y = (y) = (x) + 1
(y),
x+ 1
2
2
2
2
so the base case holds.
Now assume that
a
n
x
n
2
an an
an
+ 1 n y n (x) + 1 n (y).
2
2
2
an+1
2n+1
n+1
< 1 a2n+1
, which implies that
an+1
1
1
an+1
=
x + 1 n+1 y y + y
2n+1
2
2
2
1
an+1
1 an+1
n+1 y + y
=
x+
n+1
2
2 2
2
1 an+1
1
an+1
=
x+ 1 n y + y
2 2n
2
2
1
an+1
1
an+1
x + 1 n y + (y)
n
2
2
2
2
1
1 an+1
an+1
(y)
+ (y)
(x)
+
1
2 2n
2n
2
an+1
an+1
= n+1 (x) + 1 n+1 (y)
2
2
So our induction holds (note that the inductive hypothesis does apply here because we
< 1). By the continuity of we then have that
without loss of generality had an+1
2n
a
an+1
an+1
an+1
n+1
lim n+1 x + 1 n+1 y lim n+1 (x) + 1 n+1 (y)
n
n 2
2
2
2
implies that
lim (x + (1 ) y) lim (x) + (1 ) (y).
>0
11
1
x
sure. The averages of this function over larger and larger intervals will only asymptotically
approach zero, as any integral of this function on an unbounded set is itself unbounded.
If we let X be the one point space with the counting measure, any function on X is necessarily
constant, and Rf and Af will equal that constant. It is then immediate that Af is convex.
However, if we let X = {0, 1} (the two-point space) with the counting measure and f (x) = x,
then Af = {0, 21 , 1}, so Af is certainly not convex.
Replacing L with L1 allows for functions such as
x 1
2
0<x1
f (x) =
.
0
x>1
This immediately gives that both Rf and Af are unbounded, which deteriorates many of
our earlier results, including the compactness of Rf .
12
Chapter 4
Exercise 4.2: Let {xn : n = 1, 2, 3, . . .} be a linearly independent set of vectors in H. Show
that the following construction yields an orthonormal set {un } such that {x1 , . . . , xN } and
{u1 , . . . , uN } have the same span for all N . Put u1 = x1 /kx1 k. Having u1 , . . . , un1 define
vn = xn
n1
X
(xn , ui )ui ,
un = vn /kvn k.
i=1
Note that this leads to a proof of the existence of a maximal orthonormal set in separable
Hilbert spaces which makes no appeal
to the Hausdorff maximality principle.
vn
kvn k
Proof: First note that kun k =
kvn k
= kvn k = 1, so we have that un is normal.
Note that it suffices to show (un , um ) = 0 for all m < n to prove that {un } is an orthogonal
set. Also note that
(un , um ) = 0 kvn k(un , um ) = 0 (kvn kun , um ) = 0 (vn , um ) = 0,
so it suffices to show that (vn , um ) = 0 for all m < n, which we shall shall do inductively.
First consider the case in which n = 2 (as there is nothing to show in the n = 1 case). Then
we need only observe
x1
x1
x1
x1
(v2 , u1 ) = (x2 (x2 , u1 )u1 , u1 ) = x2 x2 ,
,
= x2 0,
= 0.
kx1 k kx1 k kx1 k
kx1 k
Now assume that for all j k we have m < j implies (vj , um ) = 0. Let j k + 1 and
consider the following:
(vk + 1, uj ) =
k
X
xk+1
(xk+1 , ui )ui , uj
i=1
= (xk+1 , uj )
k
X
i=1
= (xk+1 , uj ) (xk+1 , uj )
uj is normal
=0
Simplify
i=1
13
{x1 , . . . , xN } . The
W
{u1 , . . . , uN }. As a result, we have that {x1 , . . . , xN } and
Exercise 4.4: Show that H is separable if and only if H contains a maximal orthonormal
system which is at most countable.
Proof: () Assume that H is separable, which by definition implies the existence of some
countable dense subset D H. Let X be the maximal linearly independent subset of D.
Then it follows from the previous exercise that there exists some maximal orthonormal set
U corresponding to X that is at most countable.
() Assume that H contains a maximal orthonormal system which is at most countable,
call it {u }. Then it follows from Theorem 4.18 that the set P of all finite linear combinations of elements in {u } is dense in H. Now define P 0 to be the set of all finite linear
combinations of elements in {u } with rational coefficients in C, and note that P 0 is dense
in P . Additionally, P 0 is a countable set, as it is the set of all finite linear combinations of
a countable set with coefficients in a countable set. Finally, P 0 is dense in P and P is dense
in H, so we may conclude that P 0 is dense in H. Hence, H is separable.
Exercise 4.6: Let {un } (n = 1, 2, 3, . . .) be an orthonormal set in H. Show that this gives
an example of a closed and bounded set which is not compact. Let Q be the set of all x H
of the form
x=
cn u n
(where |cn |
1
).
n
Prove that Q is compact. (Q is called the Hilbert cube.) More generally, let {n } be a
sequence of positive numbers, and let S be the set of all x H of the form
x=
cn u n
(where |cn | n ).
P
1
Proof: As {un } is an normal set, it is clear that {un } is bounded (in particular, every element
has norm 1). Let d represent the metric on H, and let P be the set spanned by finite linear
combinations of {un }. It then follows from the Riesz-Fisher theorem that P isometric to
`2 (N), so we have from the definition of the `2 (N) metric that d(un , um ) = 2 for all n 6= m.
As H is a metric space, we can then construct the disjoint set B = {B2/3 (un )}, which
we note also covers H. Since each set in B contains exactly one un , it follows that {un } is
14
necessarily closed. Note that this fact also implies that no proper subset of B covers {un }, so
we may conclude from the fact that {un } is countably infinite that B has no finite subcover.
Thus, we have that {un } is not compact.
We shall handle the compactness of the usual Hilbert cube as a special case of the generalized
Hilbert cube, see the work below.
() Assume that S is compact, which implies that S is bounded. Riesz-Fisher allows us to
isometrically embed S into `2 , so we may once again utilize the norm in `2 . Note that the
P
point x =
n=1 n un is contained in S. Then we have that
kxk =
! 21
|n |2
n=1
! 21
|n |2
< =
n=1
n < ,
n=1
as desired.
() Assume that
n=1 n
cn u n
n=1
Define the set R = {(c1 , c2 , . . .) CN | |cn | n }. Using the notation Dn to represent the
closed disk of radius n in C, it follows from the definition of R that
R=
D n .
n=1
As each Dn is closed and bounded in C, we have that each Dn is compact. Then it follows
that R is a product of compact sets, so Tychonoffs theorem implies that R will be compact
in the product topology on CN . It is clear from the definition of that maps R bijectively
to S, and we claim that is continuous on this subset of CN . Let c = (c1 , c2 , . . .) R and
let {c(k) } be a sequence of points in R converging to c (it is worth noting that I am using
upper-scripts here to denote the elements of my sequence, as I have reserved the subscripts
to represent the components in each point). Then we have that c(k) c component-wise,
that is
(k)
{c1 } c1 ,
(k)
{c2 } c2 ,
15
(k)
{c3 } c3 , . . . .
X
X
(k)
cn un
cn un .
n=1
n=1
provided that the limit point exists. However, we know that this sum (hence the limit point)
exists, as the cn were bounded above by the square-summable sequence {n }. Further, we
can see that
(c1 , c2 , . . .) =
X
n=1
{xn } = {u1 , u2 , u3 , . . .}. It again follows from our metric that d(ui , uj ) = 2 for all
i 6= j. As a result, {xn } cannot contain any Cauchy subsequences, so {xn } cannot have a
convergent subsequence. Thus, U contains a sequence with no convergent subsequence, so
U is not sequentially compact. But sequential compactness and compactness are equivalent
because H is a metric space, so it follows that U cannot be compact. Hence, H is not locally
compact.
Exercise 4.13: Suppose f is a continuous function on R1 , with period 1. Prove that
Z 1
N
1 X
lim
f (n) =
f (t) dt
N N
0
n=1
for every irrational real number .
Proof: My initial attack on this problem was founded upon some recent intuition acquired
in my differential equations class. While it ultimately lead to somewhat of an impasse, I feel
like its worth taking a brief moment to detail my approach:
16
however, proving appeared to be impossible, as we do not seem to have much control over
the orbit of . An equivalent definition called uniformly distributed could be substituted,
but this is actually the result Rudin is asking us to show. As a result, we abandoned this
approach in favor of one using things we actually learned in this chapter.
We begin by performing a change of variables. Let 2t = s; then we may define f(s) =
f ( s ) = f (t). Note that this implies that f(s) has a period of 2, and dt = ds . Applying
2
this change to the right-hand side of our original expression allows us to assemble all these
pieces as
Z
Z
f (t) dt =
ds
1
f(s)
=
2
2
f(s) ds.
Note that the last step is legimiate because f has period 2. Additionally, we can use the
definition of f to write
N
N
1 X
1 X
lim
f (2n) = lim
f (n).
N N
N N
n=1
n=1
We now move to the hint, so let f (t) = e2ikt , with k Z; note that then f(s) = eiks . There
are two cases:
Case 1: k = 0.
We first consider the right-hand side:
Z
Z
1
1
1
iks
e ds =
1 ds =
2 = 1.
2
2
2
And we now turn our attention to the left-hand side:
N
N
1 X 2ikn
1 X
1
e
= lim
1 = lim N = 1.
n N
n N
N N
n=1
n=1
lim
17
e
)
=
e2ik 1 N N
e2ik 1 N N
2ik
e
lim 1 (1 + |e2ikN |)
2ik
e
1 N N
2ik
e
lim 1 (1 + 1)
= 2ik
e
1 N N
2ik
2ik
e
e
2
= 2ik
lim
=
e2ik 1 0 = 0
e
1 N N
So we have that the result does indeed hold in this case as well, for both sides equal 0.
If f is a trignometric polynomial, we are have our result via the hint from earlier (as our
change of variable shows that we have in fact proved this for the trigonometric system).
Fortunately, as any f is both continuous and has period 2, we can write f as the uniform
limit of some sequence {fi } of trigonometric polynomials. It then follows from our initial
work that and our change of variables
Z
N
1 X
1
lim
fi (2n) =
fi (s) ds
N N
2
n=1
18
lim
|x3 a bx cx2 |2 dx
min
a,b,c
and find
x3 g(x) dx,
max
1
x g(x) dx = 0;
|g(x)|2 dx = 1.
= min 2a2 +
a,b,c
+
+
3
3
5
5
7
+
+ .
3
3
5
5
7
F
4b 4
=
, and
b
3
5
F
4a 4c
=
+ .
c
3
5
4c
,
3
0=
4b 4
4a 4c
, and 0 =
+
3
5
3
5
19
2F
2
a2
F
ba
2F
ca
2F
ab
2F
b2
2F
cb
2F
ac
2F
bc
2F
c2
4 0
=
0
4
3
4
3
4
3
0
,
4
5
36 + 4 61
,
1 =
15
4
36 4 61
2 = , and 3 =
.
3
15
3 3 2
x x dx = 8 .
|x a bx cx | dx =
5
175
1
1
1
2 2
Also define M =
ax3 dx = 0.
So we may combine these facts with the work above to observe that
Z 1
Z 1
2 2
3
3
3
3
6
4
(g(x), x ) = [(x , x ) (bx, x )] =
x dx
bx dx =
b .
7 5
1
1
20
It is important to note that this is then the expression we wish to maximize. As f (x) is
orthogonal to M and our additional constraints on g(x) are all based on elements of M , we
may assume that = 0. Then g(x) must be of the form
g(x) = [x3 a bx cx2 ].
We can then transform these constraints by evaluating the inner products
0 = (g(x), 1) = 2a
2c
,
3
0 = (g(x), x) =
2 2b
2a 2c
, and 0 =
.
5
3
3
5
Solving this system of equations gives a = c = 0 and b = 35 . We have now determined that
g(x) = [x3 35 x]. Applying the final condition that g(x) is normal gives
Z
1 = (g(x), g(x)) =
175
(x3
8
3
x
5
3
2
82
= =
dx =
175
175
.
8
completely determined g(x), we have that this particular g(x) must give the max of (g(x), x3 ).
For the sake of completeness, we calculate it here:
!
Z 1 r
2
175
3
14
(g(x), x3 ) =
x3 dx =
.
x3 x
8
5
35
1
21
Chapter 16
Exercise 16.1: Suppose f (z) =
original power series representation of f (z), and let B(z) be the new power series representation of f (z). Note that every point of the interior of D( 21 , 21 ) is contained in the interior of
D(0, 1), so we know that the series B(z) converges everywhere inside D( 12 , 12 ). As a result,
we have that the radius of convergence of B(z) is at least 21 . Additionally, we note that
D( 21 , 12 ) \ {1} is contained in the interior of D(0, 1), so we know that B(z) also converges
everywhere on D( 21 , 12 ) \ {1}. There are then two distinct possibilities for the radius of
convergence of B(z).
Case 1: The radius of convergence of B(z) is equal to 12 . This then implies that B(z) has a
singularity at z = 1, so A(z) has a singularity at z = 1 and we are finished.
Case 2: The radius of convergence of B(z) is
1
2
converges at z = 1, so we have that B(1) = c < . We can also analytically continue f (z)
onto D(0, 1) D( 12 , 12 + ), which implies that z = 1 is also a regular point of f (z). Define
the series {zn } = {1 n1 }, and note that {zn } 1 and {zn } is contained in the interior of
D(0, 1). We can then define the sequence {B(zn )}, and note that {B(zn )} c. Further, as
every zn is in the interior of D(0, 1), we have that B(zn ) = A(zn ) for all n, which implies
that {A(zn )} c. We can then observe that
c = lim A(zn ) = lim
n
X
k=0
n N
N
X
k=0
= lim
Hence,
so
N n
N
X
k=0
ak lim
znk
N
X
ak znk
k=0
= lim
N
X
ak =
k=0
ak .
k=0
so then
an z n is convergent at all z D(0, 1). But then Theorem 16.2 implies that
the radius of convergence of A(z) must be strictly greater than 1, contradicting our given
information. Thus, we may conclude that Case 1 is the only possibility.
22
Exercise 16.4: Suppose X is the closed unit square in the plane and that f is a continuous
function on X that does not vanish at any point. Show that there is a continuous function
g on X such that f = eg . For what class of spaces X (other than the above square) is this
also true?
Proof: First define the path : [0, 1] C \ {0} such that (0) = 1 and (1) = f (0). That
is, is an arbitrary path in C \ {0} from 1 to f (0). Our goal is to define some g : X C
satisfying the requirements stated above. To start this, we let
Z 1
1
g(0) =
dt,
0 (t)
and note that this implies that f (0) = eg(0) . For all X we let : [0, 1] X be such
that (0) = 0 and (1) = ; specifically, let be the straight-line path. Now define
: [0, 1] C \ {0} by
(t) =
(2t)
f ( (2t 1))
1
2
1
2
and note this is a path whose second half is contained entirely in f (X). We define g for
all X by
Z
g() =
0
1
dt,
(t)
and it follows immediately from this definition that f () = eg() for all X. As a result,
it only remains to show that g is continuous.
Now let y, z X and define y,z : [0, 1] X be the straight-line path from y to z. We
then also define y,z : [0, 1] C \ {0} by y,z = f (y,z ). Let be the operator indicating
concatenation of paths. Note that our definitions then give that z and y y,z will be
paths from 0 to z contained in X. As X is simply connected, we may conclude that z
and y y,z are homotopic on X, which we indicate as z y y,z . This means that
the homotopy from z to y y,z takes place entirely in X. Combining this fact with the
continuity of f then implies that the image of the homotopic paths must be homotopic;
specifically, f (z ) f (y y,z ) in f (X). As the first half of (that is, ) is equal for any
choice of , we may then conclude that z y y,z in f (X) ([0, 1]). In particular, this
implies that any integral over the path z is equal to any integral over the path y y,z .
As X is compact and f is nowhere zero, there exists some m = minzX |f (z)| > 0. Let > 0,
and let > 0 such that < m, which implies
23
m
exists some > 0 such that for y, z X with |y z| < that length(y,z ) < . Consider the
following for |y z| < :
Z 1
Z 1
1
1
|g(z) g(y)| =
dt
dt
z (t)
0 y (t)
Z0 1
Z 1
1
1
dt
dt
=
y (t)
0 y (t)
Z0 y,z
Z
1
1
=
dt
dt
y,z y t
t
y
Z
Z
Z
1
1
1
dt +
dt
dt
=
y,z t
t
t
y
y
Z
1
=
dt
y,z t
1
length(y,z )
m
<
m
Definition of g
z y y,z
Definition of a curve integral
Properties of curve integrals
Simplify
Properties of curve integrals
Substitute and simplify
Thus, we may conclude that g is continuous, as desired. We can expand this result to any
space that is compact and simply connected, as those were the only properties of X used
above.
Exercise 16.8: Let E be a compact subset of the real axis, of positive Lebesgue measure,
let be the complement of E, relative to the plane, and define
Z
dt
(z ).
f (z) =
E tz
Answer the following questions:
1. Is f constant?
2. Can f be extended to an entire function?
3. Does lim zf (z) exist as z ?
4. Does f have a holomorphic square root in ?
5. Is the real part of f bounded in ? If so, give a bound.
6. Is the imaginary part of f bounded in ? If so, give a bound.
24
7. What is
and m = min t,
tE
tE
which both exist by the compactness of E. Next, pick z1 , z2 R such that z1 < z2 < m, and
note that z1 z2 6= 0. (It is helpful to note here that all the inequalities appearing in (a)
are indeed legitimate, as we have chosen z1 , z2 to be real.) Then we observe that
Z
Z
Z
1
z1 z2
1
1
f (z1 )f (z2 ) =
dt =
dt = (z1 z2 )
dt.
t z2
E t z1
E (t z1 )(t z2 )
E (t z1 )(t z2 )
Now note that
1
1
t z1
M z1
and
1
1
,
t z2
M z2
so we define
d1 =
Then we have that
Z
(z1 z2 )
E
1
1
6= 0 and d2 =
6= 0.
M z1
M z2
1
dt (z1 z2 )
(t z1 )(t z2 )
Z
d1 d2 dt = (z1 z2 )d1 d2 m(E) > 0,
E
as E was chosen to have positive Lebesgue measure. Thus, it follows that f (z) is nonconstant.
(b) We claim that f (z) cannot be extended to an entire function, and we aim to show this
by demonstrating that f (z) blows up as z approaches M from above on the real axis. Via
the monotone convergence theorem we may observe that
Z
Z
1
1
lim+ f (z) = lim+
dt =
lim+
dt .
zM
zM
E tz
E zM t z
Although we have that M
/ , we can see that f (z) blows up as we approach M from above
on the real axis. As a result, we may conclude that any entire extension F (z) of f would
blow up identically on the same limit, implying that F (z) is undefined at z = M , which
contradicts the fact that F (z) is entire. Thus, we have f cannot be extended to an entire
function.
(c) We claim that the limit does indeed exist, and is m(E). To show this we simply observe
that
Z
lim zf (z) = lim
z
dt =
zt
z
lim
dt =
E z z t
25
Z
1 dt = m(E).
E
It is crucial here to note that we may only take the limit into the integral because E is
compact and
z
zt
(1)
z t
z + (z t)
t
.
= sup
= sup
zt
tE
tE z t
t
z
= gz0 (t) =
< 0.
zt
(z t)2
Thus, we may conclude that for sufficiently large z (specifically, z > M ) we have that
sup gz (t) = gz (M ).
tE
t
z
M
tE
so we have that the convergence is indeed uniform. As a result, our work above with the
integral is justified, which gives that the limit in question is m(E).
(d) We claim that f does not have a holomorphic square root in , and we aim to show this
by building a contradiction with Theorem 13.11.
1
f
Z
E
Z
E
(t z)1 dt =
z
Z
E
1
dt.
(t z)2
Note that this manipulation is legitimate, as the partial derivative of the integrand is still
continuous (smooth, in fact) and the integral still exists, all because E = . Thus,
we may conclude that f (z) H(). As it is clear that f (z) 6= 0, we then have that both
f, f1 H(). By way of contradiction suppose that a holomorphic square root exists for f .
Then Theorem 13.11 implies that is simply connected, which is certainly false, hence a
contradiction. Thus, we have that f cannot have a holomorphic square root.
(e) We claim that the real part of f is not bounded in , and while we have essentially shown
this in (b), we will provide an alternate method of showing this here, as it will be helpful in
(f).
26
ta
dt.
(t a)2 + b2
It follows from the definition of E that there exists some t0 E such that m((t0 , t0 +)) > 0
for all > 0. Now define the sequence of points in C given by {zn } = {t0 + n1 i} and define
the sequence of intervals {In } = (t0 n1 , t0 + n1 ). We can then observe that
Z
Z
t
t
t t0
0
lim
lim Re(f (zn )) = lim
dt
1
2
2
n
n
n
E (t t0 ) + n2
EIn (t t0 ) +
Note that t t0 because In {t0 }. Then we may conclude that (t t0 )2 +
1
n2
1
n2
dt
0 faster
than t t0 0, so we have that the integrand approaches infinity. As a result, we have that
Re(f ) is unbounded.
(f) We claim that the imaginary part of f is bounded in , and we will show this using some
of our work from (e). First note that for z = a + bi our work above gives
Z
b
Im(f (z)) =
dt.
2
2
E (t a) + b
Then we observe the following:
Z
Z
b
b
dt
(t a)2 + b2 dt
2
2
(t a) + b
E
t
a
= arctan
b
ta
ta
= lim arctan
lim arctan
t
t
b
b
=
=
2
2
Thus, we may conclude that |Im(f (z))| .
(g) We claim that such an integral evaluates to m(E).
Let represent the circle, and note that there exists c = minz,tE |tz| by the compactness
of and E. Then we have that
Z Z
Z Z
1 1
m(E)`()
1
1
< z, t =
=
dt,
dz
dt
dz
< .
t z c
t
z
c
c
E
E
27
Exercise 16.9: Check your answers in Exercise 8 against the special case
E = [1, 1].
Proof: (a) Observe that
Z
f (2) =
1
and
Z
f (3) =
1
1
1
dt = ln t + 2 = ln 3 ln 1 = ln 3,
t+2
1
1
1
dt = ln t + 3 = ln 4 ln 2 = ln 2.
t+3
1
(c) To check our work here, we can numerically evaluate the limit with a tool such as a TI-89
(which is my preference) or Wolfram Alpha, which yields
Z 1
z
lim zf (z) = limz
dt = 2.
z
1 z t
We note here that m([1, 1]) = 2, confirming our findings from 8(c).
(d) Our general result from 8(d) still holds here, so Im not sure what Rudin intends for us
to do more concretely show a holomorphic square root does not exist in this specific case.
(e) Our work in (b) has already demonstrated that Re(f (z)) is unbounded.
(f) The expansion to an integral over the entirety of R is unnecessary in this special case, so
picking up in the middle of our work in 8(f) gives
1
Z 1
b
t a
1a
1 a
|Im(f (z))|
dt = arctan
= arctan
arctan
2
2
b 1
b
b
1 (t a) + b
1 a
1 a
= arctan
arctan
.
b
b
b
b
Note that as b 0 we then have
1 a
1 a
= ,
arctan
arctan
=
b
b
b
b
2
2
so our bound is exactly the same as the general one found in 8(f).
(g) A specific calculation here would look exactly like our work in 8(g), simply replacing
every E with [1, 1]. That being said, the value of the integral will be m([1, 1]) = 2.
(h) Again, our work here would exactly match that in 8(h). We would be able to construct a
nonconstant holomorphic function F on by using precisely the same g and h and defining
F as F = h g f .
29