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Entire function

From Wikipedia, the free encyclopedia
Function that is holomorphic on the whole complex plane

Incomplex analysis, anentire function, also called anintegral function, is a complex-valuedfunction that isholomorphic on the wholecomplex plane. Typical examples of entire functions arepolynomials and theexponential function, and any finite sums, products and compositions of these, such as thetrigonometric functionssine andcosine and theirhyperbolic counterpartssinh andcosh, as well asderivatives andintegrals of entire functions such as theerror function. If an entire functionf(z){\displaystyle f(z)} has aroot atw{\displaystyle w}, thenf(z)/(zw){\displaystyle f(z)/(z-w)}, taking the limit value atw{\displaystyle w}, is an entire function. On the other hand, thenatural logarithm, thereciprocal function, and thesquare root are all not entire functions, nor can they becontinued analytically to an entire function.

Atranscendental entire function is an entire function that is not a polynomial.

Just asmeromorphic functions can be viewed as a generalization ofrational functions, entire functions can be viewed as a generalization of polynomials. In particular, if for meromorphic functions one can generalize the factorization into simple fractions (theMittag-Leffler theorem on the decomposition of a meromorphic function), then for entire functions there is a generalization of the factorization – theWeierstrass theorem on entire functions.

Properties

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Every entire functionf(z){\displaystyle f(z)} can be represented as a singlepower series: f(z)=n=0anzn {\displaystyle \ f(z)=\sum _{n=0}^{\infty }a_{n}z^{n}\ }thatconverges everywhere in the complex plane, henceuniformly on compact sets. Theradius of convergence is infinite, which implies that limn|an|1n=0 {\displaystyle \ \lim _{n\to \infty }|a_{n}|^{\frac {1}{n}}=0\ }or, equivalently,[a] limnln|an|n= .{\displaystyle \ \lim _{n\to \infty }{\frac {\ln |a_{n}|}{n}}=-\infty ~.}Any power series satisfying this criterion will represent an entire function.

If (and only if) the coefficients of the power series are all real then the function evidently takes real values for real arguments, and the value of the function at thecomplex conjugate ofz{\displaystyle z} will be the complex conjugate of the value atz{\displaystyle z}. Such functions are sometimes called self-conjugate (the conjugate function,F(z){\displaystyle F^{*}(z)}, being given byF¯(z¯){\displaystyle {\bar {F}}({\bar {z}})}).[1]

If the real part of an entire function is known in a (complex) neighborhood of a point then both the real and imaginary parts are known for the whole complex plane,up to an imaginary constant. For instance, if the real part is known in aneighborhood of zero, then we can find the coefficients forn>0{\displaystyle n>0} from the following derivatives with respect to a real variabler{\displaystyle r}:Re{ an }=1n!dndrn Re{ f(r) }atr=0Im{ an }=1n!dndrn Re{ f(r eiπ2n) }atr=0{\displaystyle {\begin{aligned}\operatorname {\mathcal {Re}} \left\{\ a_{n}\ \right\}&={\frac {1}{n!}}{\frac {d^{n}}{dr^{n}}}\ \operatorname {\mathcal {Re}} \left\{\ f(r)\ \right\}&&\quad \mathrm {at} \quad r=0\\\operatorname {\mathcal {Im}} \left\{\ a_{n}\ \right\}&={\frac {1}{n!}}{\frac {d^{n}}{dr^{n}}}\ \operatorname {\mathcal {Re}} \left\{\ f\left(r\ e^{-{\frac {i\pi }{2n}}}\right)\ \right\}&&\quad \mathrm {at} \quad r=0\end{aligned}}}

(Likewise, if the imaginary part is known in such a neighborhood then the function is determined up to a real constant.) In fact, if the real part is known just on an arc of a circle, then the function is determined up to an imaginary constant.[b]Note however that an entire function isnot necessarily determined by its real part on some other curves. In particular, if the real part is given on any curve in the complex plane where the real part of some other entire function is zero, then any multiple of that function can be added to the function we are trying to determine. For example, if the curve where the real part is known is the real line, then we can addi{\displaystyle i} times any self-conjugate function. If the curve forms a loop, then it is determined by the real part of the function on the loop since the only functions whose real part is zero on the curve are those that are everywhere equal to someimaginary number.

TheWeierstrass factorization theorem asserts that any entire function can be represented by a product involving itszeroes (or "roots").

The entire functions on the complex plane form anintegral domain (in fact aPrüfer domain). They also form acommutativeunitalassociative algebra over thecomplex numbers.

Liouville's theorem states that anybounded entire function must be constant.[c]

As a consequence of Liouville's theorem, any function that is entire on the wholeRiemann sphere[d]is constant. Thus any non-constant entire function must have asingularity at the complexpoint at infinity, either apole for a polynomial or anessential singularity for atranscendental entire function. Specifically, by theCasorati–Weierstrass theorem, for any transcendental entire functionf{\displaystyle f} and any complexw{\displaystyle w} there is asequence(zm)mN{\displaystyle (z_{m})_{m\in \mathbb {N} }} such that

 limm|zm|=,andlimmf(zm)=w .{\displaystyle \ \lim _{m\to \infty }|z_{m}|=\infty ,\qquad {\text{and}}\qquad \lim _{m\to \infty }f(z_{m})=w~.}

Picard's little theorem is a much stronger result: Any non-constant entire function takes on every complex number as value, possibly with a single exception. When an exception exists, it is called alacunary value of the function. The possibility of a lacunary value is illustrated by theexponential function, which never takes on the value0{\displaystyle 0}. One can take a suitable branch of the logarithm of an entire function that never hits0{\displaystyle 0}, so that this will also be an entire function (according to theWeierstrass factorization theorem). The logarithm hits every complex number except possibly one number, which implies that the first function will hit any value other than0{\displaystyle 0} an infinite number of times. Similarly, a non-constant, entire function that does not hit a particular value will hit every other value an infinite number of times.

Liouville's theorem is a special case of the following statement:

TheoremAssumeM{\displaystyle M},R{\displaystyle R} are positive constants andn{\displaystyle n} is a non-negative integer. An entire functionf{\displaystyle f} satisfying the inequality|f(z)|M|z|n{\displaystyle |f(z)|\leq M|z|^{n}} for allz{\displaystyle z} with|z{\displaystyle \vert z}, is necessarily a polynomial, ofdegree at mostn{\displaystyle n}.[e]Similarly, an entire functionf{\displaystyle f} satisfying the inequalityM|z|n|f(z)|{\displaystyle M|z|^{n}\leq |f(z)|} for allz{\displaystyle z} with|z|R{\displaystyle \vert z\vert \geq R}, is necessarily a polynomial, of degree at leastn{\displaystyle n}.

Growth

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Entire functions may grow as fast as any increasing function: for any increasing functiong:[0,)[0,){\displaystyle g:[0,\infty )\to [0,\infty )} there exists an entire functionf{\displaystyle f} such thatf(x)>g(|x|){\displaystyle f(x)>g(|x|)} for all realx{\displaystyle x}. Such a functionf{\displaystyle f} may be easily found of the form:f(z)=c+k=1(zk)nk{\displaystyle f(z)=c+\sum _{k=1}^{\infty }\left({\frac {z}{k}}\right)^{n_{k}}}for a constantc{\displaystyle c} and a strictly increasing sequence of positive integersnk{\displaystyle n_{k}}. Any such sequence defines an entire functionf(z){\displaystyle f(z)}, and if the powers are chosen appropriately we may satisfy the inequalityf(x)>g(|x|){\displaystyle f(x)>g(|x|)} for all realx{\displaystyle x}. (For instance, it certainly holds if one choosesc:=g(2){\displaystyle c:=g(2)} and, for any integerk1{\displaystyle k\geq 1} one chooses an even exponentnk{\displaystyle n_{k}} such that(k+1k)nkg(k+2){\displaystyle \left({\frac {k+1}{k}}\right)^{n_{k}}\geq g(k+2)}).

Order and type

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Theorder (at infinity) of an entire functionf(z){\displaystyle f(z)} is defined using thelimit superior as:ρ=lim suprln(lnf,Br)lnr,{\displaystyle \rho =\limsup _{r\to \infty }{\frac {\ln \left(\ln \|f\|_{\infty ,B_{r}}\right)}{\ln r}},}whereBr{\displaystyle B_{r}} is the disk of radiusr{\displaystyle r} andf,Br{\displaystyle \|f\|_{\infty ,B_{r}}} denotes thesupremum norm off(z){\displaystyle f(z)} onBr{\displaystyle B_{r}}. The order is a non-negativereal number or infinity (except whenf(z)=0{\displaystyle f(z)=0} for allz{\displaystyle z}). In other words, the order off(z){\displaystyle f(z)} is theinfimum of allm{\displaystyle m} such that:f(z)=O(exp(|z|m)),as z.{\displaystyle f(z)=O\left(\exp \left(|z|^{m}\right)\right),\quad {\text{as }}z\to \infty .}

The example off(z)=exp(2z2){\displaystyle f(z)=\exp(2z^{2})} shows that this does not meanf(z)=O(exp(|z|m)){\displaystyle f(z)=O(\exp(|z|^{m}))} iff(z){\displaystyle f(z)} is of orderm{\displaystyle m}.

If0<ρ<{\displaystyle 0<\rho <\infty }, one can also define thetype:σ=lim suprlnf,Brrρ.{\displaystyle \sigma =\limsup _{r\to \infty }{\frac {\ln \|f\|_{\infty ,B_{r}}}{r^{\rho }}}.}

If the order is 1 and the type isσ{\displaystyle \sigma }, the function is said to be "ofexponential typeσ{\displaystyle \sigma }". If it is of order less than 1 it is said to be of exponential type 0.

Iff(z)=n=0anzn,{\displaystyle f(z)=\sum _{n=0}^{\infty }a_{n}z^{n},} then the order and type can be found by the formulasρ=lim supnnlnnln|an|(eρσ)1ρ=lim supnn1ρ|an|1n{\displaystyle {\begin{aligned}\rho &=\limsup _{n\to \infty }{\frac {n\ln n}{-\ln |a_{n}|}}\\[6pt](e\rho \sigma )^{\frac {1}{\rho }}&=\limsup _{n\to \infty }n^{\frac {1}{\rho }}|a_{n}|^{\frac {1}{n}}\end{aligned}}}

Letf(n){\displaystyle f^{(n)}} denote then{\displaystyle n}th derivative off{\displaystyle f}. Then we may restate these formulas in terms of the derivatives at any arbitrary pointz0{\displaystyle z_{0}}:ρ=lim supnnlnnnlnnln|f(n)(z0)|=(1lim supnln|f(n)(z0)|nlnn)1(ρσ)1ρ=e11ρlim supn|f(n)(z0)|1nn11ρ{\displaystyle {\begin{aligned}\rho &=\limsup _{n\to \infty }{\frac {n\ln n}{n\ln n-\ln |f^{(n)}(z_{0})|}}=\left(1-\limsup _{n\to \infty }{\frac {\ln |f^{(n)}(z_{0})|}{n\ln n}}\right)^{-1}\\[6pt](\rho \sigma )^{\frac {1}{\rho }}&=e^{1-{\frac {1}{\rho }}}\limsup _{n\to \infty }{\frac {|f^{(n)}(z_{0})|^{\frac {1}{n}}}{n^{1-{\frac {1}{\rho }}}}}\end{aligned}}}

The type may be infinite, as in the case of thereciprocal gamma function, or zero (see example below under§ Order 1).

Another way to find out the order and type isMatsaev's theorem.

Examples

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Here are some examples of functions of various orders:

Orderρ

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For arbitrary positive numbersρ{\displaystyle \rho } andσ{\displaystyle \sigma } one can construct an example of an entire function of orderρ{\displaystyle \rho } and typeσ{\displaystyle \sigma } using:f(z)=n=1(eρσn)nρzn{\displaystyle f(z)=\sum _{n=1}^{\infty }\left({\frac {e\rho \sigma }{n}}\right)^{\frac {n}{\rho }}z^{n}}

Order 0

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Order 1/4

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f(z4),{\displaystyle f({\sqrt[{4}]{z}}),} wheref(u)=cos(u)+cosh(u){\displaystyle f(u)=\cos(u)+\cosh(u)}

Order 1/3

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f(z3),{\displaystyle f({\sqrt[{3}]{z}}),}wheref(u)=eu+eωu+eω2u=eu+2eu2cos(3u2),with ω a complex cube root of 1.{\displaystyle f(u)=e^{u}+e^{\omega u}+e^{\omega ^{2}u}=e^{u}+2e^{-{\frac {u}{2}}}\cos \left({\frac {{\sqrt {3}}u}{2}}\right),\quad {\text{with }}\omega {\text{ a complex cube root of 1}}.}

Order 1/2

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cos(az){\displaystyle \cos \left(a{\sqrt {z}}\right)} witha0{\displaystyle a\neq 0} (for which the type is given byσ=|a|{\displaystyle \sigma =\vert a\vert })

Order 1

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Order 3/2

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Order 2

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Order infinity

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Genus

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Entire functions of finite order haveHadamard's canonical representation (Hadamard factorization theorem):f(z)=zmeP(z)n=1(1zzn)exp(zzn++1p(zzn)p),{\displaystyle f(z)=z^{m}e^{P(z)}\prod _{n=1}^{\infty }\left(1-{\frac {z}{z_{n}}}\right)\exp \left({\frac {z}{z_{n}}}+\cdots +{\frac {1}{p}}\left({\frac {z}{z_{n}}}\right)^{p}\right),}wherezk{\displaystyle z_{k}} are thoseroots off{\displaystyle f} that are not zero (zk0{\displaystyle z_{k}\neq 0}),m{\displaystyle m} is the order of the zero off{\displaystyle f} atz=0{\displaystyle z=0} (the casem=0{\displaystyle m=0} being taken to meanf(0)0{\displaystyle f(0)\neq 0}),P{\displaystyle P} a polynomial (whose degree we shall callq{\displaystyle q}), andp{\displaystyle p} is the smallest non-negative integer such that the seriesn=11|zn|p+1{\displaystyle \sum _{n=1}^{\infty }{\frac {1}{|z_{n}|^{p+1}}}}converges. The non-negative integerg=max{p,q}{\displaystyle g=\max\{p,q\}} is called the genus of the entire functionf{\displaystyle f}.

If the orderρ{\displaystyle \rho } is not an integer, theng=ρ{\displaystyle g=\lfloor \rho \rfloor } is the integer part ofρ{\displaystyle \rho }. If the order is a positive integer, then there are two possibilities:g=ρ1{\displaystyle g=\rho -1} org=ρ{\displaystyle g=\rho }.

For example,sin{\displaystyle \sin },cos{\displaystyle \cos } andexp{\displaystyle \exp } are entire functions of genusg=ρ=1{\displaystyle g=\rho =1}.

Other examples

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According toJ. E. Littlewood, theWeierstrass sigma function is a 'typical' entire function. This statement can be made precise in the theory of random entire functions: the asymptotic behavior of almost all entire functions is similar to that of the sigma function. Other examples include theFresnel integrals, theJacobi theta function, and thereciprocal Gamma function. The exponential function and the error function are special cases of theMittag-Leffler function. According to the fundamentaltheorem of Paley and Wiener,Fourier transforms of functions (or distributions) with bounded support are entire functions of order1{\displaystyle 1} and finite type.

Other examples are solutions of linear differential equations with polynomial coefficients. If the coefficient at the highest derivative is constant, then all solutions of such equations are entire functions. For example, the exponential function, sine, cosine,Airy functions andParabolic cylinder functions arise in this way. The class of entire functions is closed with respect to compositions. This makes it possible to studydynamics of entire functions.

An entire function of the square root of a complex number is entire if the original function iseven, for examplecos(z){\displaystyle \cos({\sqrt {z}})}.

If a sequence of polynomials all of whose roots are real converges in a neighborhood of the origin to a limit which is not identically equal to zero, then this limit is an entire function. Such entire functions form theLaguerre–Pólya class, which can also be characterized in terms of the Hadamard product, namely,f{\displaystyle f} belongs to this classif and only if in the Hadamard representation allzn{\displaystyle z_{n}} are real,ρ1{\displaystyle \rho \leq 1}, andP(z)=a+bz+cz2{\displaystyle P(z)=a+bz+cz^{2}}, whereb{\displaystyle b} andc{\displaystyle c} are real, andc0{\displaystyle c\leq 0}. For example, the sequence of polynomials(1(zd)2n)n{\displaystyle \left(1-{\frac {(z-d)^{2}}{n}}\right)^{n}}converges, asn{\displaystyle n} increases, toexp((zd)2){\displaystyle \exp(-(z-d)^{2})}. The polynomials12((1+izn)n+(1izn)n){\displaystyle {\frac {1}{2}}\left(\left(1+{\frac {iz}{n}}\right)^{n}+\left(1-{\frac {iz}{n}}\right)^{n}\right)}have all real roots, and converge tocos(z){\displaystyle \cos(z)}. The polynomialsm=1n(1z2((m12)π)2){\displaystyle \prod _{m=1}^{n}\left(1-{\frac {z^{2}}{\left(\left(m-{\frac {1}{2}}\right)\pi \right)^{2}}}\right)}also converge tocos(z){\displaystyle \cos(z)}, showing the buildup of the Hadamard product for cosine.

See also

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Notes

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  1. ^If necessary, the logarithm of zero is taken to be equal to minus infinity.
  2. ^For instance, if the real part is known on part of the unit circle, then it is known on the whole unit circle byanalytic extension, and then the coefficients of the infinite series are determined from the coefficients of theFourier series for the real part on the unit circle.
  3. ^Liouville's theorem may be used to elegantly prove thefundamental theorem of algebra.
  4. ^TheRiemann sphere is the whole complex plane augmented with a single point at infinity.
  5. ^The converse is also true as for any polynomialp(z)=k=0nakzk{\textstyle p(z)=\sum _{k=0}^{n}a_{k}z^{k}} of degreen{\displaystyle n} the inequality|p(z)|( k=0n|ak| )|z|n{\textstyle |p(z)|\leq \left(\ \sum _{k=0}^{n}|a_{k}|\ \right)|z|^{n}} holds for any|z|1 .{\displaystyle |z|\geq 1~.}

References

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  1. ^Boas 1954, p. 1.
  2. ^See asymptotic expansion in Abramowitz and Stegun,p. 377, 9.7.1.

Sources

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