Math 2.0

Functions of a complex variable Proof

Proof that holomorphic functions are analytic

Builds on Holomorphic functionPower series in the complex planeCauchy's integral formulaCircle integralSum of a finite geometric seriesHeine–Borel theoremContinuous real function on a compact set attains its boundsEstimation lemmaThe sequence r^n tends to zero for |r| < 1Triangle inequality for norms

Proof

We expand the Cauchy kernel in a geometric series and integrate term by term.

  1. Fix ρ\rho with 0<ρ<r0 < \rho < r. The closed disc {w:∣w−c∣≤ρ}\set{w : \abs{w - c} \le \rho} lies in D⊆UD \subseteq U. For n≥0n \ge 0 put an(ρ)=12πi∮∣w−c∣=ρf(w)(w−c)n+1 dwa_n(\rho) = \frac{1}{2 \pi i} \oint_{\abs{w - c} = \rho} \frac{f(w)}{(w - c)^{n+1}} \, dw, a circle integral of a continuous function.
  2. Fix zz with ∣z−c∣<ρ\abs{z - c} < \rho and put q=∣z−c∣/ρ<1q = \abs{z - c}/\rho < 1. By Cauchy's integral formula, f(z)=12πi∮∣w−c∣=ρf(w)w−z dwf(z) = \frac{1}{2 \pi i} \oint_{\abs{w - c} = \rho} \frac{f(w)}{w - z} \, dw.
  3. For ww on the circle put u=(z−c)/(w−c)u = (z - c)/(w - c), so ∣u∣=q\abs{u} = q and w−z=(w−c)(1−u)w - z = (w - c)(1 - u). By the finite geometric sum, 11−u=∑n=0Nun+uN+11−u\frac{1}{1 - u} = \sum_{n=0}^{N} u^n + \frac{u^{N+1}}{1 - u}.
  4. Hence f(w)w−z=∑n=0Nf(w)(w−c)n+1(z−c)n+TN(w)\frac{f(w)}{w - z} = \sum_{n=0}^{N} \frac{f(w)}{(w - c)^{n+1}} (z - c)^n + T_N(w), with TN(w)=f(w) uN+1(w−c)(1−u)T_N(w) = \frac{f(w) \, u^{N+1}}{(w - c)(1 - u)}.
  5. The circle is closed and bounded, hence compact, so ∣f∣≤M\abs{f} \le M on it for some MM by the extreme value theorem. Since ∣1−u∣≥1−q\abs{1 - u} \ge 1 - q by the triangle inequality, ∣TN(w)∣≤MqN+1ρ(1−q)\abs{T_N(w)} \le \frac{M q^{N+1}}{\rho (1 - q)}.
  6. Integrate step 4 over the circle and divide by 2πi2 \pi i. We get f(z)=∑n=0Nan(ρ)(z−c)n+12πi∮TN(w) dwf(z) = \sum_{n=0}^{N} a_n(\rho) (z - c)^n + \frac{1}{2\pi i} \oint T_N(w) \, dw.
  7. The circle has length 2πρ2 \pi \rho. By the estimation lemma, the last term has modulus at most MqN+11−q\frac{M q^{N+1}}{1 - q}. This tends to 00 as N→∞N \to \infty, since qN→0q^N \to 0.
  8. So the power series ∑n≥0an(ρ)(z−c)n\sum_{n \ge 0} a_n(\rho) (z - c)^n converges to f(z)f(z) whenever ∣z−c∣<ρ\abs{z - c} < \rho.
  9. Now let 0<ρ1<ρ2<r0 < \rho_1 < \rho_2 < r and bn=an(ρ1)−an(ρ2)b_n = a_n(\rho_1) - a_n(\rho_2). By step 8 for both radii, ∑n≥0bnwn=0\sum_{n \ge 0} b_n w^n = 0 for every ww with ∣w∣<ρ1\abs{w} < \rho_1.
  10. Suppose some bn≠0b_n \ne 0, and let mm be the least such nn. Put s=ρ1/2s = \rho_1 / 2. The series ∑bnsn\sum b_n s^n converges, so its terms tend to 00. Hence ∣bn∣sn≤K\abs{b_n} s^n \le K for all nn, for some KK.
  11. Let 0<∣w∣<s0 < \abs{w} < s. Then ∣bnwn−m∣≤Ks−m(∣w∣/s)n−m\abs{b_n w^{n-m}} \le K s^{-m} (\abs{w}/s)^{n-m} for n≥mn \ge m. So T(w)=∑n>mbnwn−mT(w) = \sum_{n > m} b_n w^{n-m} converges and ∣T(w)∣≤Ks−m∣w∣/s1−∣w∣/s\abs{T(w)} \le K s^{-m} \frac{\abs{w}/s}{1 - \abs{w}/s}.
  12. By steps 9 and 10, 0=∑n≥mbnwn=wm(bm+T(w))0 = \sum_{n \ge m} b_n w^n = w^m (b_m + T(w)). Since w≠0w \ne 0, bm=−T(w)b_m = -T(w).
  13. Letting w→0w \to 0 in step 11 gives ∣bm∣≤lim⁡∣T(w)∣=0\abs{b_m} \le \lim \abs{T(w)} = 0. This contradicts bm≠0b_m \ne 0. So an(ρ1)=an(ρ2)a_n(\rho_1) = a_n(\rho_2) for all nn.
  14. Thus an=an(ρ)a_n = a_n(\rho) does not depend on ρ∈(0,r)\rho \in (0, r), and it is given by the stated formula.
  15. Let z∈Dz \in D. Choose ρ\rho with ∣z−c∣<ρ<r\abs{z - c} < \rho < r. By steps 8 and 14, ∑n≥0an(z−c)n\sum_{n \ge 0} a_n (z - c)^n converges to f(z)f(z).
  16. Finally, let c∈Uc \in U be any point. Since UU is open, some disc {z:∣z−c∣<r}\set{z : \abs{z - c} < r} with r>0r > 0 lies in UU. By step 15, ff is the sum of a convergent power series near cc. So ff is analytic on UU.

Idea

Cauchy's formula writes f(z)f(z) as an average of f(w)/(w−z)f(w)/(w - z) over a circle. The kernel 1/(w−z)1/(w - z) is a geometric series in (z−c)/(w−c)(z - c)/(w - c), which converges uniformly on the circle. Integrating term by term gives the power series, and the uniqueness of coefficients shows they do not depend on the radius.

Reading path

To understand this page from the ground up, read these 324 pages in order. The foundations come first. The path takes the proofs Proof that Darboux and Riemann integrals agree, Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the derivative of a map into R^n by components, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof that open sets are the sets that are neighbourhoods of all their points, Proof of the commutativity of addition by induction, Proof of the Lebesgue number lemma by a finite cover of balls, Proof of the epsilon-delta form of continuity, Proof of the triangle inequality for norms, Proof of the sum of a finite geometric series, Proof of the Heine–Borel theorem by sequential compactness, Proof that there is a natural number n with 1/n below any positive epsilon, Proof of the chain rule with an auxiliary difference quotient, Proof of the reverse triangle inequality, Proof of the derivative as a little-o approximation, Proof that continuous functions on a closed bounded interval are uniformly continuous, Proof that a linear map between normed spaces is continuous if and only if it is bounded, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the double negation law by a truth table, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof that compact subsets of a metric space are bounded, Proof that compactness and sequential compactness agree in metric spaces, Proof that subsequences of a convergent sequence converge to the same limit, Proof of the uniqueness of limits, Proof that Lipschitz functions are uniformly continuous, Proof that the integral of a continuous function is an antiderivative, Proof of strong induction from ordinary induction, Proof of the limit of a product of sequences, Proof of Cauchy's integral formula by a primitive of the difference quotient, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of the Cauchy–Riemann equations, Proof of the existence of square roots of nonnegative reals, Proof of the linearity of differentiation, Proof of the mean value theorem for integrals, Proof that a continuous image of a compact set is compact, Proof that compact subsets of a Hausdorff space are closed, Proof of epsilon-delta continuity at a point in metric spaces, Proof of Riemann's criterion for integrability, Proof of the sequential characterization of limits, Proof of the description of the open sets of a metric space, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof of the first fundamental theorem of calculus, Proof that compactness of a subset can be tested with open sets of the ambient space, Proof of the existence of the infimum by negation, Proof of the estimation lemma, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof that closed sets contain their limits, Proof of the linearity of the integral, Proof of integration by substitution, Proof that metric spaces are Hausdorff, Proof of the second fundamental theorem of calculus, Proof of the intermediate value theorem by the supremum, Proof that differentiable functions are continuous, Proof of the sequence characterisation of uniform continuity, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the fundamental theorem of contour integration, Proof of Goursat's theorem by repeated subdivision, Proof of the Archimedean property in an Archimedean ordered field, Proof that a continuous real function on a compact set attains its bounds, Proof of the derivative of a map into a product, Proof that a composition of continuous functions is continuous, Proof of Cantor's intersection theorem, Proof of the additivity of the integral over intervals, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof that convergent sequences are bounded, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof that open balls are open, Proof of the monotonicity of the integral, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof that Lipschitz maps are uniformly continuous, Proof that continuous partial derivatives imply differentiability, Proof of the fundamental theorem of calculus, Proof of the mean value theorem from Rolle's theorem, Proof that sums and products of continuous functions are continuous, Proof of continuity via open sets in metric spaces, Proof that continuous functions are Riemann integrable, Proof of the constant multiple rule.

  1. Complex numbers object
  2. Construction of the reals from Cauchy sequences concept
  3. Definition by recursion concept
  4. Element definition
  5. Euclidean metric example
  6. Euclidean space object
  7. Extended real number line object
  8. Function concept
  9. Integers object
  10. Limit point of a set definition
  11. Lipschitz continuity definition
  12. Local maximum definition
  13. Mathematical induction concept
  14. Natural numbers object
  15. Norm concept
  16. Ordered field definition
  17. Partition of an interval definition
  18. Peano axioms concept
  19. Proposition concept
  20. Rational numbers object
  21. Real numbers object
  22. Sequence definition
  23. Set bounded above definition
  24. Vector space definition
  25. Complex exponential definition
  26. Contour integral definition
  27. Power series in the complex plane definition
  28. Real and imaginary parts definition
  29. Set definition
  30. Fréchet derivative definition
  31. Total derivative concept
  32. Function of several variables concept
  33. Ring of integers statement
  34. Limit of a function definition
  35. Local minimum definition
  36. Archimedean ordered field definition
  37. Successor function definition
  38. Mesh of a partition definition
  39. Refinement of a partition definition
  40. Riemann sum definition
  41. Conjunction definition
  42. Disjunction definition
  43. Implication definition
  44. Negation definition
  45. Predicate definition
  46. The reals form a field statement
  47. Real sequence definition
  48. Subsequence definition
  49. Infimum definition
  50. Supremum definition
  51. Norm definition
  52. Circle integral definition
  53. Empty set object
  54. Family of sets definition
  55. Ordered pair definition
  56. Limit of a function of several variables concept
  57. Partial derivative concept
  58. Intersection definition
  59. Union definition
  60. Addition of natural numbers definition
  61. Continuity at a point definition
  62. Derivative definition
  63. One-sided limit definition
  64. Proof of the Archimedean property in an Archimedean ordered field proof
  65. The rationals form a field statement
  66. Riemann integrable function definition
  67. The successor function is injective statement
  68. Zero is not a successor statement
  69. Biconditional definition
  70. Truth table concept
  71. Modus ponens concept
  72. Existential quantifier definition
  73. Universal quantifier definition
  74. Bounded sequence definition
  75. Geometric sequence definition
  76. Limit of a sequence definition
  77. Monotone sequence definition
  78. Completeness axiom statement
  79. Normed vector space definition
  80. Integral of 1/z around the unit circle example
  81. Cartesian product definition
  82. Differentiable function of several variables definition
  83. Partial derivative definition
  84. Jacobian matrix concept
  85. Continuous function definition
  86. Union of a family of sets definition
  87. Antiderivative definition
  88. Differentiable function definition
  89. One-sided derivative definition
  90. Order on the natural numbers definition
  91. Proof of the commutativity of addition by induction proof
  92. Archimedean property statement
  93. Subset definition
  94. Riemann integral definition
  95. The rationals form an ordered field statement
  96. Proof of the derivative as a little-o approximation proof
  97. Propositional logic concept
  98. Mathematical proof concept
  99. Upper and lower Darboux sums definition
  100. Uniqueness quantifier definition
  101. Proof of the sum of a finite geometric series proof
  102. Convergent sequence definition
  103. Sequential continuity definition
  104. Proof of the derivative of a map into R^n by components proof
  105. Topological space definition
  106. Binary relation definition
  107. Proof that a composition of continuous functions is continuous proof
  108. Order on the reals definition
  109. Universal set definition
  110. Derivative function definition
  111. Commutativity of addition statement
  112. Derivative as a little-o approximation statement
  113. Proof of strong induction from ordinary induction proof
  114. Definite integral definition
  115. Tautology definition
  116. Upper and lower Darboux integrals definition
  117. Sum of a finite geometric series statement
  118. Sequential compactness definition
  119. Antisymmetric relation definition
  120. Reflexive relation definition
  121. Transitive relation definition
  122. Interval definition
  123. Higher derivative definition
  124. Subspace topology definition
  125. Complement definition
  126. Strong induction statement
  127. Function definition
  128. Logical equivalence definition
  129. Preorder definition
  130. Continuously differentiable function definition
  131. Proof of the epsilon-delta form of continuity proof
  132. Proof of the epsilon-delta form of the limit of a function proof
  133. Proof of the well-ordering principle from strong induction proof
  134. Metric space definition
  135. Image of a set definition
  136. Preimage of a set definition
  137. Proof of the double negation law by a truth table proof
  138. Partial order definition
  139. Closed ball definition
  140. Convergence of a sequence in a metric space definition
  141. Lipschitz map definition
  142. Open ball definition
  143. Triangle inequality for a metric statement
  144. Epsilon-delta definition of continuity statement
  145. Epsilon-delta definition of a limit statement
  146. Well-ordering principle statement
  147. Diameter of a set definition
  148. Double negation law statement
  149. Total order definition
  150. Bounded set definition
  151. Metric topology definition
  152. Composition of continuous functions is continuous statement
  153. Uniform continuity definition
  154. Proof by contradiction concept
  155. Proof that every sequence has a monotone subsequence, by peaks proof
  156. Open set definition
  157. Uniform continuity on a set definition
  158. Proof that Lipschitz functions are uniformly continuous proof
  159. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  160. Every sequence has a monotone subsequence statement
  161. Hausdorff space definition
  162. Equivalent metrics definition
  163. Proof that open sets are the sets that are neighbourhoods of all their points proof
  164. Closed set definition
  165. Continuous map of topological spaces definition
  166. Proof of the description of the open sets of a metric space proof
  167. Open cover definition
  168. Lipschitz functions are uniformly continuous statement
  169. The reals form an ordered field statement
  170. Equivalent norms definition
  171. Open sets characterised by neighbourhoods statement
  172. Open sets of a metric space statement
  173. Compact space definition
  174. Absolute value definition
  175. Proof of the approximation property of the supremum proof
  176. Proof of the existence of square roots of nonnegative reals proof
  177. Proof of the existence of the infimum by negation proof
  178. Continuous linear map definition
  179. Continuity at a point of a topological space definition
  180. Proof that closed sets contain their limits proof
  181. Proof that open balls are open proof
  182. Compact set definition
  183. Proof of the triangle inequality for real numbers proof
  184. Proof that the absolute value is multiplicative proof
  185. Proof of the epsilon-N definition of the limit of a sequence proof
  186. Existence of square roots of nonnegative reals statement
  187. Approximation property of the supremum statement
  188. Existence of the infimum statement
  189. Closed sets contain their limits statement
  190. Proof that compactness of a subset can be tested with open sets of the ambient space proof
  191. Open balls are open statement
  192. Triangle inequality statement
  193. Absolute value is multiplicative statement
  194. Square root definition
  195. Epsilon-N definition of the limit of a sequence statement
  196. Proof of the intermediate value theorem by the supremum proof
  197. Proof that the reals are Archimedean from the completeness axiom proof
  198. Modulus of a complex number definition
  199. Proof of epsilon-delta continuity at a point in metric spaces proof
  200. Proof that metric spaces are Hausdorff proof
  201. Proof of continuity via open sets in metric spaces proof
  202. Proof of the reverse triangle inequality proof
  203. Compactness via open covers statement
  204. Proof of the Lebesgue number lemma by a finite cover of balls proof
  205. Proof of the limit of a sum of sequences proof
  206. Proof of the uniqueness of limits proof
  207. Proof of the squeeze theorem for sequences proof
  208. Proof that limits preserve non-strict inequalities proof
  209. Intermediate value theorem statement
  210. Proof that differentiable functions are continuous proof
  211. Proof of the linearity of the integral proof
  212. Proof that convergent sequences are bounded proof
  213. The reals are Archimedean statement
  214. Proof that subsequences of a convergent sequence converge to the same limit proof
  215. Proof of the monotone convergence theorem for sequences proof
  216. Complex differentiability definition
  217. Epsilon-delta continuity in metric spaces statement
  218. Proof that compact subsets of a Hausdorff space are closed proof
  219. Metric spaces are Hausdorff statement
  220. Proof of Cantor's intersection theorem proof
  221. Reverse triangle inequality statement
  222. Proof that compact subsets of a metric space are bounded proof
  223. Proof that a continuous image of a compact set is compact proof
  224. Proof that compactness and sequential compactness agree in metric spaces proof
  225. Lebesgue number lemma statement
  226. Proof of the triangle inequality for norms proof
  227. Proof of the sequence characterisation of uniform continuity proof
  228. Differentiable functions are continuous statement
  229. Limit of a sum of sequences statement
  230. Linearity of the integral statement
  231. Proof that there is a natural number n with 1/n below any positive epsilon proof
  232. Uniqueness of limits statement
  233. Limits preserve non-strict inequalities statement
  234. Proof of the monotonicity of the integral proof
  235. Convergent sequences are bounded statement
  236. Proof that Darboux and Riemann integrals agree proof
  237. Squeeze theorem statement
  238. Subsequences of a convergent sequence converge to the same limit statement
  239. Monotone convergence theorem for sequences statement
  240. Holomorphic function definition
  241. Proof of the Cauchy–Riemann equations proof
  242. Compact subsets of a Hausdorff space are closed statement
  243. Continuity via open sets statement
  244. Cantor's intersection theorem statement
  245. Compact subsets of a metric space are bounded statement
  246. Compactness and sequential compactness agree in metric spaces statement
  247. Continuous image of a compact set is compact statement
  248. Epsilon-delta uniform continuity statement
  249. Proof of the limit of a product of sequences proof
  250. Monotonicity of the integral statement
  251. Darboux and Riemann integrals agree statement
  252. There is a natural number n with 1/n below any positive epsilon statement
  253. Triangle inequality for norms statement
  254. Proof that a decreasing sequence bounded below converges proof
  255. The sequence r^n tends to zero for |r| < 1 example
  256. Cauchy–Riemann equations statement
  257. Proof that a linear map between normed spaces is continuous if and only if it is bounded proof
  258. Proof that Lipschitz maps are uniformly continuous proof
  259. Proof of the sequential characterization of limits proof
  260. Proof that continuity is equivalent to sequential continuity proof
  261. Proof of Riemann's criterion for integrability proof
  262. Limit of a product of sequences statement
  263. Decreasing sequence bounded below converges statement
  264. Lipschitz maps are uniformly continuous statement
  265. Continuity is equivalent to sequential continuity statement
  266. Riemann's criterion for integrability statement
  267. Sequential characterization of limits statement
  268. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  269. Bounded linear maps are continuous statement
  270. Proof of the chain rule with an auxiliary difference quotient proof
  271. Proof of the linearity of differentiation proof
  272. Proof that sums and products of continuous functions are continuous proof
  273. Proof of the additivity of the integral over intervals proof
  274. Bolzano–Weierstrass theorem statement
  275. Product of continuous functions is continuous statement
  276. Proof of the derivative of a map into a product proof
  277. Chain rule statement
  278. Proof of the Heine–Borel theorem by sequential compactness proof
  279. Additivity of the integral over intervals statement
  280. Linearity of differentiation statement
  281. Proof that continuous functions on a closed bounded interval are uniformly continuous proof
  282. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  283. Derivative of a map into a product statement
  284. Heine–Borel theorem statement
  285. Continuous functions on a closed bounded interval are uniformly continuous statement
  286. Proof of the constant multiple rule proof
  287. Boundedness theorem statement
  288. Proof of the first fundamental theorem of calculus proof
  289. Derivative of a map into R^n by components statement
  290. Constant multiple rule statement
  291. Proof that a continuous real function on a compact set attains its bounds proof
  292. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  293. Extreme value theorem statement
  294. Continuous real function on a compact set attains its bounds statement
  295. Proof of Fermat's theorem on stationary points proof
  296. Proof that continuous functions are Riemann integrable proof
  297. Fermat's theorem on stationary points statement
  298. Continuous functions are Riemann integrable statement
  299. Proof of Rolle's theorem proof
  300. Rolle's theorem statement
  301. Proof of the estimation lemma proof
  302. Proof of the mean value theorem for integrals proof
  303. Estimation lemma statement
  304. Proof of the mean value theorem from Rolle's theorem proof
  305. Mean value theorem for integrals statement
  306. Mean value theorem statement
  307. First fundamental theorem of calculus statement
  308. Proof that continuous partial derivatives imply differentiability proof
  309. Proof that the integral of a continuous function is an antiderivative proof
  310. Proof of the second fundamental theorem of calculus proof
  311. The integral of a continuous function is an antiderivative statement
  312. Continuous partial derivatives imply differentiability statement
  313. Second fundamental theorem of calculus statement
  314. Proof of the fundamental theorem of calculus proof
  315. Proof of integration by substitution proof
  316. Integration by substitution statement
  317. Fundamental theorem of calculus statement
  318. Proof of the fundamental theorem of contour integration proof
  319. Fundamental theorem of contour integration statement
  320. Proof of Goursat's theorem by repeated subdivision proof
  321. Goursat's theorem statement
  322. Proof of Cauchy's integral formula by a primitive of the difference quotient proof
  323. Cauchy's integral formula statement
  324. Proof that holomorphic functions are analytic proof

Where this leads

211 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Analyticity_of_holomorphic_functions, Proof
About this page
TagT37KYMZZS5
URIm2://T37KYMZZS5
Kindproof
WritingW0 stub
MSC30B10
ProvesHolomorphic functions are analytic
UsesHolomorphic function, Power series in the complex plane, Cauchy's integral formula, Circle integral, Sum of a finite geometric series, Heine–Borel theorem, Continuous real function on a compact set attains its bounds, Estimation lemma, The sequence r^n tends to zero for |r| < 1, Triangle inequality for norms
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