Generating Functions Stat 703 Spring 2006
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Integration in the Complex Plane (Zill & Wright Chapter
Integration in the Complex Plane (Zill & Wright Chapter 18) 1016-420-02: Complex Variables∗ Winter 2012-2013 Contents 1 Contour Integrals 2 1.1 Definition and Properties . 2 1.2 Evaluation . 3 1.2.1 Example: R z¯ dz ............................. 3 C1 1.2.2 Example: R z¯ dz ............................. 4 C2 R 2 1.2.3 Example: C z dz ............................. 4 1.3 The ML Limit . 5 1.4 Circulation and Flux . 5 2 The Cauchy-Goursat Theorem 7 2.1 Integral Around a Closed Loop . 7 2.2 Independence of Path for Analytic Functions . 8 2.3 Deformation of Closed Contours . 9 2.4 The Antiderivative . 10 3 Cauchy's Integral Formulas 12 3.1 Cauchy's Integral Formula . 12 3.1.1 Example #1 . 13 3.1.2 Example #2 . 13 3.2 Cauchy's Integral Formula for Derivatives . 14 3.3 Consequences of Cauchy's Integral Formulas . 16 3.3.1 Cauchy's Inequality . 16 3.3.2 Liouville's Theorem . 16 ∗Copyright 2013, John T. Whelan, and all that 1 Tuesday 18 December 2012 1 Contour Integrals 1.1 Definition and Properties Recall the definition of the definite integral Z xF X f(x) dx = lim f(xk) ∆xk (1.1) ∆xk!0 xI k We'd like to define a similar concept, integrating a function f(z) from some point zI to another point zF . The problem is that, since zI and zF are points in the complex plane, there are different ways to get between them, and adding up the value of the function along one path will not give the same result as doing it along another path, even if they have the same endpoints. -
Class 1/28 1 Zeros of an Analytic Function
Math 752 Spring 2011 Class 1/28 1 Zeros of an analytic function Towards the fundamental theorem of algebra and its statement for analytic functions. Definition 1. Let f : G → C be analytic and f(a) = 0. a is said to have multiplicity m ≥ 1 if there exists an analytic function g : G → C with g(a) 6= 0 so that f(z) = (z − a)mg(z). Definition 2. If f is analytic in C it is called entire. An entire function has a power series expansion with infinite radius of convergence. Theorem 1 (Liouville’s Theorem). If f is a bounded entire function then f is constant. 0 Proof. Assume |f(z)| ≤ M for all z ∈ C. Use Cauchy’s estimate for f to obtain that |f 0(z)| ≤ M/R for every R > 0 and hence equal to 0. Theorem 2 (Fundamental theorem of algebra). For every non-constant polynomial there exists a ∈ C with p(a) = 0. Proof. Two facts: If p has degree ≥ 1 then lim p(z) = ∞ z→∞ where the limit is taken along any path to ∞ in C∞. (Sometimes also written as |z| → ∞.) If p has no zero, its reciprocal is therefore entire and bounded. Invoke Liouville’s theorem. Corollary 1. If p is a polynomial with zeros aj (multiplicity kj) then p(z) = k k km c(z − a1) 1 (z − a2) 2 ...(z − am) . Proof. Induction, and the fact that p(z)/(z − a) is a polynomial of degree n − 1 if p(a) = 0. 1 The zero function is the only analytic function that has a zero of infinite order. -
Informal Lecture Notes for Complex Analysis
Informal lecture notes for complex analysis Robert Neel I'll assume you're familiar with the review of complex numbers and their algebra as contained in Appendix G of Stewart's book, so we'll pick up where that leaves off. 1 Elementary complex functions In one-variable real calculus, we have a collection of basic functions, like poly- nomials, rational functions, the exponential and log functions, and the trig functions, which we understand well and which serve as the building blocks for more general functions. The same is true in one complex variable; in fact, the real functions we just listed can be extended to complex functions. 1.1 Polynomials and rational functions We start with polynomials and rational functions. We know how to multiply and add complex numbers, and thus we understand polynomial functions. To be specific, a degree n polynomial, for some non-negative integer n, is a function of the form n n−1 f(z) = cnz + cn−1z + ··· + c1z + c0; 3 where the ci are complex numbers with cn 6= 0. For example, f(z) = 2z + (1 − i)z + 2i is a degree three (complex) polynomial. Polynomials are clearly defined on all of C. A rational function is the quotient of two polynomials, and it is defined everywhere where the denominator is non-zero. z2+1 Example: The function f(z) = z2−1 is a rational function. The denomina- tor will be zero precisely when z2 = 1. We know that every non-zero complex number has n distinct nth roots, and thus there will be two points at which the denominator is zero. -
The Unilateral Z–Transform and Generating Functions
The Unilateral z{Transform and Generating Functions Recall from \Discrete{Time Linear, Time Invariant Systems and z-Transforms" that the behaviour of a discrete{time LTI system is determined by its impulse response function h[n] and that the z{transform of h[n] is 1 k H(z) = z− h[k] k=X −∞ If the LTI system is causal, then h[n] = 0 for all n < 0 and 1 k H(z) = z− h[k] Xk=0 Definition 1 (Unilateral z{Transform) The unilateral z{transform of the discrete{time signal x[n] (whether or not x[n] = 0 for negative n's) is defined to be 1 n (z) = z− x[n] X nX=0 When there is any danger of confusing the regular z{transform with the unilateral z{transform, 1 n X(z) = z− x[n] nX= 1 − is called the bilateral z{transform. Example 2 The signal x[n] = anu[n] is zero for all n < 0. So the unilateral z{transform of x[n] is the same as the ordinary z{transform. So, as we saw in Example 7 of \Discrete{Time Linear, Time Invariant Systems and z-Transforms", 1 n n 1 (z) = X(z) = z− a = 1 X 1 z− a nX=0 − 1 provided that z− a < 1, or equivalently z > a . Since the unilateral z{transform of any x[n] is always j j j j j j equal to the bilateral z{transform of the right{sided signal x[n]u[n], the region of convergence of a unilateral z{transform is always the exterior of a circle. -
MATH 305 Complex Analysis, Spring 2016 Using Residues to Evaluate Improper Integrals Worksheet for Sections 78 and 79
MATH 305 Complex Analysis, Spring 2016 Using Residues to Evaluate Improper Integrals Worksheet for Sections 78 and 79 One of the interesting applications of Cauchy's Residue Theorem is to find exact values of real improper integrals. The idea is to integrate a complex rational function around a closed contour C that can be arbitrarily large. As the size of the contour becomes infinite, the piece in the complex plane (typically an arc of a circle) contributes 0 to the integral, while the part remaining covers the entire real axis (e.g., an improper integral from −∞ to 1). An Example Let us use residues to derive the formula p Z 1 x2 2 π 4 dx = : (1) 0 x + 1 4 Note the somewhat surprising appearance of π for the value of this integral. z2 First, let f(z) = and let C = L + C be the contour that consists of the line segment L z4 + 1 R R R on the real axis from −R to R, followed by the semi-circle CR of radius R traversed CCW (see figure below). Note that C is a positively oriented, simple, closed contour. We will assume that R > 1. Next, notice that f(z) has two singular points (simple poles) inside C. Call them z0 and z1, as shown in the figure. By Cauchy's Residue Theorem. we have I f(z) dz = 2πi Res f(z) + Res f(z) C z=z0 z=z1 On the other hand, we can parametrize the line segment LR by z = x; −R ≤ x ≤ R, so that I Z R x2 Z z2 f(z) dz = 4 dx + 4 dz; C −R x + 1 CR z + 1 since C = LR + CR. -
Ordinary Generating Functions
CHAPTER 10 Ordinary Generating Functions Introduction We’ll begin this chapter by introducing the notion of ordinary generating functions and discussing the basic techniques for manipulating them. These techniques are merely restatements and simple applications of things you learned in algebra and calculus. You must master these basic ideas before reading further. In Section 2, we apply generating functions to the solution of simple recursions. This requires no new concepts, but provides practice manipulating generating functions. In Section 3, we return to the manipulation of generating functions, introducing slightly more advanced methods than those in Section 1. If you found the material in Section 1 easy, you can skim Sections 2 and 3. If you had some difficulty with Section 1, those sections will give you additional practice developing your ability to manipulate generating functions. Section 4 is the heart of this chapter. In it we study the Rules of Sum and Product for ordinary generating functions. Suppose that we are given a combinatorial description of the construction of some structures we wish to count. These two rules often allow us to write down an equation for the generating function directly from this combinatorial description. Without such tools, we may get bogged down in lengthy algebraic manipulations. 10.1 What are Generating Functions? In this section, we introduce the idea of ordinary generating functions and look at some ways to manipulate them. This material is essential for understanding later material on generating functions. Be sure to work the exercises in this section before reading later sections! Definition 10.1 Ordinary generating function (OGF) Suppose we are given a sequence a0,a1,.. -
Topic 7 Notes 7 Taylor and Laurent Series
Topic 7 Notes Jeremy Orloff 7 Taylor and Laurent series 7.1 Introduction We originally defined an analytic function as one where the derivative, defined as a limit of ratios, existed. We went on to prove Cauchy's theorem and Cauchy's integral formula. These revealed some deep properties of analytic functions, e.g. the existence of derivatives of all orders. Our goal in this topic is to express analytic functions as infinite power series. This will lead us to Taylor series. When a complex function has an isolated singularity at a point we will replace Taylor series by Laurent series. Not surprisingly we will derive these series from Cauchy's integral formula. Although we come to power series representations after exploring other properties of analytic functions, they will be one of our main tools in understanding and computing with analytic functions. 7.2 Geometric series Having a detailed understanding of geometric series will enable us to use Cauchy's integral formula to understand power series representations of analytic functions. We start with the definition: Definition. A finite geometric series has one of the following (all equivalent) forms. 2 3 n Sn = a(1 + r + r + r + ::: + r ) = a + ar + ar2 + ar3 + ::: + arn n X = arj j=0 n X = a rj j=0 The number r is called the ratio of the geometric series because it is the ratio of consecutive terms of the series. Theorem. The sum of a finite geometric series is given by a(1 − rn+1) S = a(1 + r + r2 + r3 + ::: + rn) = : (1) n 1 − r Proof. -
1 the Complex Plane
Math 135A, Winter 2012 Complex numbers 1 The complex numbers C are important in just about every branch of mathematics. These notes present some basic facts about them. 1 The Complex Plane A complex number z is given by a pair of real numbers x and y and is written in the form z = x+iy, where i satisfies i2 = −1. The complex numbers may be represented as points in the plane, with the real number 1 represented by the point (1; 0), and the complex number i represented by the point (0; 1). The x-axis is called the \real axis," and the y-axis is called the \imaginary axis." For example, the complex numbers 1, i, 3 + 4i and 3 − 4i are illustrated in Fig 1a. 3 + 4i 6 + 4i 2 + 3i imag i 4 + i 1 real 3 − 4i Fig 1a Fig 1b Complex numbers are added in a natural way: If z1 = x1 + iy1 and z2 = x2 + iy2, then z1 + z2 = (x1 + x2) + i(y1 + y2) (1) It's just vector addition. Fig 1b illustrates the addition (4 + i) + (2 + 3i) = (6 + 4i). Multiplication is given by z1z2 = (x1x2 − y1y2) + i(x1y2 + x2y1) Note that the product behaves exactly like the product of any two algebraic expressions, keeping in mind that i2 = −1. Thus, (2 + i)(−2 + 4i) = 2(−2) + 8i − 2i + 4i2 = −8 + 6i We call x the real part of z and y the imaginary part, and we write x = Re z, y = Im z.(Remember: Im z is a real number.) The term \imaginary" is a historical holdover; it took mathematicians some time to accept the fact that i (for \imaginary," naturally) was a perfectly good mathematical object. -
Arxiv:1207.1472V2 [Math.CV]
SOME SIMPLIFICATIONS IN THE PRESENTATIONS OF COMPLEX POWER SERIES AND UNORDERED SUMS OSWALDO RIO BRANCO DE OLIVEIRA Abstract. This text provides very easy and short proofs of some basic prop- erties of complex power series (addition, subtraction, multiplication, division, rearrangement, composition, differentiation, uniqueness, Taylor’s series, Prin- ciple of Identity, Principle of Isolated Zeros, and Binomial Series). This is done by simplifying the usual presentation of unordered sums of a (countable) family of complex numbers. All the proofs avoid formal power series, double series, iterated series, partial series, asymptotic arguments, complex integra- tion theory, and uniform continuity. The use of function continuity as well as epsilons and deltas is kept to a mininum. Mathematics Subject Classification: 30B10, 40B05, 40C15, 40-01, 97I30, 97I80 Key words and phrases: Power Series, Multiple Sequences, Series, Summability, Complex Analysis, Functions of a Complex Variable. Contents 1. Introduction 1 2. Preliminaries 2 3. Absolutely Convergent Series and Commutativity 3 4. Unordered Countable Sums and Commutativity 5 5. Unordered Countable Sums and Associativity. 9 6. Sum of a Double Sequence and The Cauchy Product 10 7. Power Series - Algebraic Properties 11 8. Power Series - Analytic Properties 14 References 17 arXiv:1207.1472v2 [math.CV] 27 Jul 2012 1. Introduction The objective of this work is to provide a simplification of the theory of un- ordered sums of a family of complex numbers (in particular, for a countable family of complex numbers) as well as very easy proofs of basic operations and properties concerning complex power series, such as addition, scalar multiplication, multipli- cation, division, rearrangement, composition, differentiation (see Apostol [2] and Vyborny [21]), Taylor’s formula, principle of isolated zeros, uniqueness, principle of identity, and binomial series. -
The Integral Resulting in a Logarithm of a Complex Number Dr. E. Jacobs in first Year Calculus You Learned About the Formula: Z B 1 Dx = Ln |B| − Ln |A| a X
The Integral Resulting in a Logarithm of a Complex Number Dr. E. Jacobs In first year calculus you learned about the formula: Z b 1 dx = ln jbj ¡ ln jaj a x It is natural to want to apply this formula to contour integrals. If z1 and z2 are complex numbers and C is a path connecting z1 to z2, we would expect that: Z 1 dz = log z2 ¡ log z1 C z However, you are about to see that there is an interesting complication when we take the formula for the integral resulting in logarithm and try to extend it to the complex case. First of all, recall that if f(z) is an analytic function on a domain D and C is a closed loop in D then : I f(z) dz = 0 This is referred to as the Cauchy-Integral Theorem. So, for example, if C His a circle of radius r around the origin we may conclude immediately that 2 2 C z dz = 0 because z is an analytic function for all values of z. H If f(z) is not analytic then C f(z) dz is not necessarily zero. Let’s do an 1 explicit calculation for f(z) = z . If we are integrating around a circle C centered at the origin, then any point z on this path may be written as: z = reiθ H 1 iθ Let’s use this to integrate C z dz. If z = re then dz = ireiθ dθ H 1 Now, substitute this into the integral C z dz. -
Bounded Holomorphic Functions on Finite Riemann Surfaces
BOUNDED HOLOMORPHIC FUNCTIONS ON FINITE RIEMANN SURFACES BY E. L. STOUT(i) 1. Introduction. This paper is devoted to the study of some problems concerning bounded holomorphic functions on finite Riemann surfaces. Our work has its origin in a pair of theorems due to Lennart Carleson. The first of the theorems of Carleson we shall be concerned with is the following [7] : Theorem 1.1. Let fy,---,f„ be bounded holomorphic functions on U, the open unit disc, such that \fy(z) + — + \f„(z) | su <5> 0 holds for some ô and all z in U. Then there exist bounded holomorphic function gy,---,g„ on U such that ftEi + - +/A-1. In §2, we use this theorem to establish an analogous result in the setting of finite open Riemann surfaces. §§3 and 4 consider certain questions which arise naturally in the course of the proof of this generalization. We mention that the chief result of §2, Theorem 2.6, has been obtained independently by N. L. Ailing [3] who has used methods more highly algebraic than ours. The second matter we shall be concerned with is that of interpolation. If R is a Riemann surface and if £ is a subset of R, call £ an interpolation set for R if for every bounded complex-valued function a on £, there is a bounded holo- morphic function f on R such that /1 £ = a. Carleson [6] has characterized interpolation sets in the unit disc: Theorem 1.2. The set {zt}™=1of points in U is an interpolation set for U if and only if there exists ô > 0 such that for all n ** n00 k = l;ktn 1 — Z.Zl An alternative proof is to be found in [12, p. -
Complex-Differentiability
Complex-Differentiability Sébastien Boisgérault, Mines ParisTech, under CC BY-NC-SA 4.0 April 25, 2017 Contents Core Definitions 1 Derivative and Complex-Differential 3 Calculus 5 Cauchy-Riemann Equations 7 Appendix – Terminology and Notation 10 References 11 Core Definitions Definition – Complex-Differentiability & Derivative. Let f : A ⊂ C → C. The function f is complex-differentiable at an interior point z of A if the derivative of f at z, defined as the limit of the difference quotient f(z + h) − f(z) f 0(z) = lim h→0 h exists in C. Remark – Why Interior Points? The point z is an interior point of A if ∃ r > 0, ∀ h ∈ C, |h| < r → z + h ∈ A. In the definition above, this assumption ensures that f(z + h) – and therefore the difference quotient – are well defined when |h| is (nonzero and) small enough. Therefore, the derivative of f at z is defined as the limit in “all directions at once” of the difference quotient of f at z. To question the existence of the derivative of f : A ⊂ C → C at every point of its domain, we therefore require that every point of A is an interior point, or in other words, that A is open. 1 Definition – Holomorphic Function. Let Ω be an open subset of C. A function f :Ω → C is complex-differentiable – or holomorphic – in Ω if it is complex-differentiable at every point z ∈ Ω. If additionally Ω = C, the function is entire. Examples – Elementary Functions. 1. Every constant function f : z ∈ C 7→ λ ∈ C is holomorphic as 0 λ − λ ∀ z ∈ C, f (z) = lim = 0.