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Unit 8: Series




          The number R is called the radius of convergence of the series, and the set |z – z | = R is called  Notes
                                                                           0
          the circle of convergence. Observe also that the limit of a power series is a function analytic
          inside the circle of convergence (why?).

          8.4 Integration of Power Series

          Inside the circle of convergence, the limit


                                               
                                         S(z)   c (z z ) j
                                                   
                                                      0
                                                 j
                                              j 0
                                               
          is an analytic function. We shall show that this series may be integrated ”term-by-term”—that
          is, the integral of the limit is the limit of the integrals. Specifically, if C is any contour inside the
          circle of convergence, and the function g is continuous on C, then
                                              
                                                           j
                                    g(z)S(z)dz   c g(z)(z z ) dz.
                                                 j
                                                       
                                                          0
                                   C          j 0  C
                                              
          Let’s see why this. First, let  > 0. Let M be the maximum of |g(z)| on C and let L be the length
          of C. Then there is an integer N so that
                                                     
                                                  j
                                          c (z z ) 
                                              
                                            j
                                                 0
                                         j n         ML
                                          
          for all n > N. Thus,
                                              j        
                                      g(z)  c (z z ) dz  ML    , 
                                            
                                               0 
                                                 
                                          j
                                  C   j n              ML
                                        
          Hence,
                                  n 1                            
                                   
                                                                   j
                                                j
                        g(z)S(z)dz   c g(z)(z z ) dz      g(z)  c (z z ) dz   .
                                     j
                                                               
                                            
                                                                 0 
                                                             j
                                              0
                       C           j 0  C           C    j n      
                                                          
                                   
          8.5 Differentiation of Power Series
          Again, let
                                              
                                        S(z) =   c (z z )j.
                                                   
                                                     0
                                                 j
                                              j 0
                                              
          Now we are ready to show that inside the circle of convergence,
                                              
                                                       j 1
                                                       
                                                   
                                        S'(z)   jc (z z ) .
                                                     0
                                                 j
                                             j 1
                                              
          Let z be a point inside the circle of convergence and let C be a positive oriented circle centered
          at z and inside the circle of convergence. Define
                                                  1
                                         g(s)         ,
                                              2 i(s z) 2
                                               
                                                   
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