Singularities on the circle of convergence

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Let R>1R>1 and let ff be analytic on ∣z∣<R\left|z\right|<R except at z=1z=1, where ff has a simple pole. If

f(z)=∑n=0∞anzn(∣z∣<1) f(z) = \sum _{n=0}^{\infty } a_{n} z^{n} \qquad (\left|z\right|<1)

is the Maclaurin series for ff, show that lim⁡n→∞an\lim_{n\to \infty } a_{n} exists.

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Let

f(z)=∑n=0∞anzn f(z) = \sum _{n=0}^{\infty } a_{n}z^{n}

where all the ana_{n} are nonnegative reals, and the series has radius of convergence 11. Prove that f(z)f(z) cannot be analytically continued to a function analytic in a neighborhood of z=1z = 1.

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Let ff be a meromorphic function on C\mathbb {C} which is analytic in a neighborhood of 00. Let its Maclaurin series be

∑k=0∞akzk \sum _{k=0}^{\infty } a_{k}z^{k}

with all ak≥0a_{k} \geq 0. Suppose there is a pole of modulus r>0r > 0 and no pole has modulus <r< r. Prove there is a pole at z=rz = r.

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Let

f(z)=∑n=0∞anzn f(z) = \sum _{n=0}^{\infty } a_n z^n

have a radius of convergence rr and let the function f(z)f(z) to which it converges have exactly one singular point z0z_0, on ∣z∣=r\left|z\right| = r, which is a simple pole. Prove that

lim⁡n→∞anan+1=z0. \lim _{n\to \infty } \frac{a_n}{a_{n+1}} = z_0.
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(a)

Show that the series

∑n≥1ann \sum _{n\geq 1} \frac{a^n}{n}

is convergent for a∈Ca \in \mathbb {C} with a≠1a \neq 1, ∣a∣=1\left|a\right| = 1.

(b)

Show that this series converges to −log⁡(1−a)-\log (1-a) for such aa.

Consider a power series

∑n=1∞zn!. \sum _{n=1}^{\infty } z^{n!}.

Show that the series converges to a holomorphic function on the open unit disk centered at the origin. Prove that the boundary of the disk is the natural boundary of the function.

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Prove the theorem: if the series ∑n=0∞anzn\sum_{n=0}^{\infty } a_{n}z^{n} has only one singular point on the boundary of its circle of convergence, namely a pole of order mm, then the identity an=Anm−1z0n(1+ε(n))a_{n} = \dfrac {An^{m-1}}{z_{0}^{n}}\left(1+\varepsilon (n)\right) holds, where ε(n)→0\varepsilon (n) \to 0 as n→∞n \to \infty, AA is a constant, and z0z_{0} is the pole.

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Prove the theorem: if the radius of convergence of the power series ∑anzn\sum a_{n}z^{n} equals one, and the only singular points on the circle of convergence are poles whose order does not exceed mm, then the coefficients of the series do not exceed Anm−1An^{m-1}, where AA is a constant.

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Prove the theorem: if for the series ∑anzn\sum a_{n}z^{n} all an⩾0a_{n} \geqslant 0, and the radius of the disk equals 11, then z=1z = 1 is a singular point.

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Remark.
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Proof by contradiction, based on the expansion of the sum of the series in powers of z−az-a, where 0<a<10 < a < 1.

Prove the theorem: if the radius of convergence of the series ∑anzn\sum a_{n}z^{n} and ∑Re(an)⋅zn\sum \mathrm{Re}\left(a_{n}\right)\cdot z^{n} equals 11 and all Re(an)⩾0\mathrm{Re}\left(a_{n}\right) \geqslant 0, then the point z=1z = 1 is a singular point for the sums of these series.

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Let ana_n, bnb_n, bn≠0b_n \neq 0, n=0,1,2,3,…n=0,1,2,3,\ldots, be two sequences that satisfy the conditions:

  1. the power series f(x)=∑n=0∞anxnf(x) = \sum_{n=0}^{\infty } a_n x^n has a positive radius of convergence rr.

  2. the limit

    lim⁡n→∞bnbn+1=q \lim _{n \rightarrow \infty } \frac{b_n}{b_{n+1}} = q

    exists and ∣q∣<r\left|q\right|<r.

We define

cn=a0bn+a1bn−1+⋯+anb0,n=0,1,2,… c_n = a_0 b_n + a_1 b_{n-1} + \cdots + a_n b_0, \qquad n=0,1,2,\ldots

Then cnbn\dfrac {c_n}{b_n} converges to f(q)f(q) as n→∞n \rightarrow \infty.

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Remark.
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I. Schur, Problem: Arch. Math. Phys. Ser. 3, Vol. 27, p. 162 (1918). Cf.O. Szász: Sber. Berlin Math. Ges. Vol. 21, pp. 25-29 (1922).

We put

∑k=1∞kα−1zk∑l=1∞lβ−1zl=∑n=1∞anzn,α,β>0. \sum _{k=1}^{\infty } k^{\alpha -1} z^{k} \sum _{l=1}^{\infty } l^{\beta -1} z^{l} = \sum _{n=1}^{\infty } a_{n} z^{n}, \qquad \alpha , \beta > 0 .

Then

lim⁡n→∞n1−α−βan \lim _{n \to \infty } n^{1 - \alpha - \beta } a_{n}

exists and is non-zero. (If 0<α<10 < \alpha < 1, 0<β<10 < \beta < 1, α+β≥1\alpha + \beta \geq 1, z=−1z = -1, the product series is divergent although the two factors are convergent.)

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Let f(x)f(x) be an arbitrary polynomial whose zeros are all real and positive and for which

−f′(x)f(x)=c0+c1x+c2x2+⋯+cnxn⋯ . -\frac{f'(x)}{f(x)} = c_{0} + c_{1}x + c_{2}x^{2} + \cdots + c_{n}x^{n} \cdots .

Show that

lim⁡n→∞1cnn=lim⁡n→∞cn−1cn \lim _{n \to \infty } \frac{1}{\sqrt[n]{c_{n}}} = \lim _{n \to \infty } \frac{c_{n-1}}{c_{n}}

exists and that it is equal to the smallest zero of f(x)f(x).

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Suppose that the unit circle is the circle of convergence of a certain power series and that there are only poles of first order on this circle (no other singularities). Then the sequence of coefficients is bounded.

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If there is only one singular point z0z_{0} on the circle of convergence of ∑n=0∞anzn\displaystyle \sum_{n=0}^{\infty } a_{n}z^{n} and if z0z_{0} is a pole then

lim⁡n→∞anan+1=z0. \lim _{n\to \infty } \frac{a_{n}}{a_{n+1}} = z_{0}.
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Let ∑n=0∞anzn\displaystyle \sum_{n=0}^{\infty } a_{n}z^{n} be the expansion into a power series of a rational function whose denominator (relative prime to the numerator) has degree qq. The radius of convergence is called ϱ\varrho and AnA_{n} denotes the largest among the qq numbers ∣an∣,∣an−1∣,…,∣an−q+1∣\left|a_{n}\right|,\left|a_{n-1}\right|,\ldots ,\left|a_{n-q+1}\right|. Then

lim⁡n→∞Ann=1ϱ. \lim _{n\to \infty } \sqrt[n]{A_{n}} = \frac{1}{\varrho }.

(lim not lim sup!)

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Let νn\nu_{n} be the number of non-zero coefficients among the nn coefficients a0,a1,…,an−1a_{0},a_{1},\ldots ,a_{n-1}. If there are only poles (and no other singularities) on the circle of convergence of the power series a0+a1z+a2z2+⋯+anzn+⋯a_{0}+a_{1}z+a_{2}z^{2}+\cdots +a_{n}z^{n}+\cdots the number of such poles is not smaller than

lim sup⁡n→∞nνn. \limsup _{n\to \infty } \frac{n}{\nu _{n}}.

Example: 1+zk+z2k+z3k+⋯=11−zk1+z^{k}+z^{2k}+z^{3k}+\cdots = \dfrac {1}{1-z^{k}}.

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We assume that the coefficients a0,a1,…,an,…a_{0},a_{1},\ldots ,a_{n},\ldots of the power series a0+a1z+⋯+anzn+⋯a_{0}+a_{1}z+\cdots +a_{n}z^{n}+\cdots are real and that ϱeiα\varrho e^{i\alpha } and ϱe−iα\varrho e^{-i\alpha } are poles and the only singularities on the circle of convergence, 0<α<π0<\alpha <\pi. We call VnV_{n} the number of changes of sign in the sequence a0,a1,…,an−1,ana_{0},a_{1},\ldots ,a_{n-1},a_{n}. Then

lim⁡n→∞Vnn=απ.[Part VIII, problem 14.] \lim _{n\to \infty } \frac{V_{n}}{n} = \frac{\alpha }{\pi }. \quad [\text{Part VIII, problem 14}.]
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If there is also a pole among the singularities on the circle of convergence the power series converges at no point of the circle of convergence.

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Suppose that the point z=1z=1 is a regular point of the power series

f(z)=a1z+a2z2+⋯+anzn+⋯ f(z) = a_{1}z+a_{2}z^{2}+\cdots +a_{n}z^{n}+\cdots

that converges inside the unit disk. Then the Dirichlet series, assumed convergent for certain values of ss,

D(s)=a11−s+a22−s+⋯+ann−s+⋯ D(s) = a_{1}1^{-s}+a_{2}2^{-s}+\cdots +a_{n}n^{-s}+\cdots

defines an entire function. In the case where the point z=1z=1 is a pole of order hh of the function f(z)f(z), D(s)D(s) is a meromorphic function which can have poles only at the points s=1,2,…,hs=1,2,\ldots ,h (only the last one must be a pole); the poles are simple. [D(s)Γ(s)=∫0∞xs−1f(e−x) dxD(s)\Gamma (s) = \displaystyle \int_{0}^{\infty } x^{s-1}f(e^{-x})\, dx, cf.Part II, problem 117; ∫ϱ∞xs−1f(e−x) dx\displaystyle \int_{\varrho }^{\infty } x^{s-1}f(e^{-x})\, dx is an entire function of ss if ϱ>0\varrho >0.]

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The sequence a0,a1,a2,…,an,…a_{0},a_{1},a_{2},\ldots ,a_{n},\ldots is assumed to satisfy the condition

lim sup⁡n→∞log⁡∣an∣n=−h,h>0. \limsup _{n\to \infty } \frac{\log \left|a_{n}\right|}{\sqrt{n}} = -h, \quad h>0.

Then the series

Φ(s)=2a0+a1(es+e−s)+a2(e2s+e−2s)+⋯+an(ens+e−ns)+⋯ \Phi (s) = 2a_{0} + a_{1}(e^{s}+e^{-s}) + a_{2}\left(e^{\sqrt{2}s}+e^{-\sqrt{2}s}\right) + \cdots + a_{n}\left(e^{\sqrt{n}s}+e^{-\sqrt{n}s}\right) + \cdots

converges in the infinite strip

−h<Re(s)<h -h < \mathrm{Re}\left(s\right) < h

of the ss-plane. The convergence is absolute and uniform in any closed interior strip −h+ε≤Re(s)≤h−ε-h+\varepsilon \leq \mathrm{Re}\left(s\right)\leq h-\varepsilon, ε>0\varepsilon >0; there the series defines an analytic function Φ(s)\Phi (s). The function Φ(s)\Phi (s) vanishes identically only if all the coefficients a0,a1,a2,…,an,…a_{0},a_{1},a_{2},\ldots ,a_{n},\ldots vanish. [Compute

F(u)=12πi∫a−i∞a+i∞Φ(s)e−uss2 ds,0<a<h,u>0;problem 155.] F(u) = \frac{1}{2\pi i}\int _{a-i\infty }^{a+i\infty } \Phi (s)\frac{e^{-us}}{s^{2}}\, ds, \quad 0<a<h, \quad u>0; \quad \text{problem 155}.]
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We assume that the power series

f(z)=a0+a1z+a2z2+⋯+anzn+⋯ f(z) = a_{0}+a_{1}z+a_{2}z^{2}+\cdots +a_{n}z^{n}+\cdots

converges inside the unit disk and that f(z)f(z) and all its derivatives tend to 00 as zz tends to 11 on the real axis, i.e.lim⁡z=x→1f(n)(z)=0\lim \limits_{z=x\to 1} f^{(n)}(z) = 0, n=0,1,2,…n=0,1,2,\ldots Then there are two possibilities:

  1. f(z)f(z) vanishes identically;

  2. z=1z=1 is a singular point for f(z)f(z). If the power series converges in a disk larger than the unit disk, i.e.if

lim sup⁡n→∞log⁡∣an∣n<0, \limsup _{n\to \infty } \frac{\log \left|a_{n}\right|}{n} < 0,

we are necessarily dealing with the first case. The weaker condition

lim sup⁡n→∞log⁡∣an∣n<0 \limsup _{n\to \infty } \frac{\log \left|a_{n}\right|}{\sqrt{n}} < 0

admits the same conclusion. [Construct the function Φ(s)\Phi (s) of problem 248.]

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The proposition 249 is not valid if the condition on the coefficients a0,a1,a2,…,an,…a_{0},a_{1},a_{2},\ldots ,a_{n},\ldots of f(z)f(z), namely lim sup⁡n→∞log⁡∣an∣n<0\limsup \limits_{n\to \infty }\dfrac {\log \left|a_{n}\right|}{\sqrt{n}}<0, is replaced by

lim sup⁡n→∞log⁡∣an∣nμ<0,0<μ<12. \limsup _{n\to \infty } \frac{\log \left|a_{n}\right|}{n^{\mu }} < 0, \quad 0<\mu <\frac{1}{2}.

[Put

f(z)=∫0∞e−xμcos⁡μπsin⁡(xμsin⁡μπ)e−x(1−z) dx;problems 153, and Part II, problem 222.] f(z) = \int _{0}^{\infty } e^{-x^{\mu }\cos \mu \pi }\sin (x^{\mu }\sin \mu \pi )e^{-x(1-z)}\, dx; \quad \text{problems 153, and Part II, problem 222.}]
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Let the radius of convergence of the series f(z)=∑n=0∞anznf(z) = \sum_{n = 0}^{\infty } a_{n} z^{n} equal one, and let all coefficients ana_{n} be real. Denote Sn=∑k=0nakS_{n} = \sum_{k = 0}^{n} a_{k}. Prove that if Sn→+∞S_{n} \rightarrow +\infty or Sn→−∞S_{n} \rightarrow -\infty, then the point z=1z = 1 is singular.

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Prove that if on the circle of convergence of the series f(z)=∑n=0∞anznf(z) = \sum_{n = 0}^{\infty } a_{n} z^{n} there is at least one pole of f(z)f(z), then the series diverges at all points of this circle.

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Let the sequence {cn},n=0,1,2,…\left\{ c_{n}\right\} , n = 0,1,2, \ldots satisfy the condition

∣cn+Ae−i(n+1)α∣<MRn,n=0,1,2,…,(R>1,−∞<α<∞). \left|c_{n}+A e^{-i(n+1) \alpha }\right| < \frac{M}{R^{n}}, \quad n = 0,1,2, \ldots , \quad (R > 1,-\infty < \alpha < \infty ).

Prove that the function f(z)=∑n=0∞cnznf(z) = \sum_{n = 0}^{\infty } c_{n} z^{n} can be analytically continued into the disk ∣z∣<R\left|z\right| < R with the point z=eiαz = e^{i \alpha } deleted, and at the point z=eiαz = e^{i \alpha } the function f(z)f(z) has a simple pole with principal part A(z−eiα)−1A\left(z-e^{i \alpha }\right)^{-1}.

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Prove that if the function f(z)f(z) is regular in the disk ∣z∣⩽R\left|z\right| \leqslant R, except for a simple pole at the point ReiαR e^{i \alpha }, with principal part Az−Reiα\frac{A}{z-R e^{i \alpha }}, then

f(z)=∑n=0∞cnzn f(z) = \sum _{n = 0}^{\infty } c_{n} z^{n}

where

∣cn+AR−n−1e−i(n+1)α∣<M(R+ε)n,n=0,1,2,…(ε>0) \left|c_{n}+A R^{-n-1} e^{-i(n+1) \alpha }\right| < \frac{M}{(R+\varepsilon )^{n}}, \quad n = 0,1,2, \ldots \quad (\varepsilon > 0)
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Let the series f(z)=∑n=0∞anznf(z) = \sum_{n = 0}^{\infty } a_{n} z^{n} have on the boundary of the disk of convergence only one singular point, namely a pole z=z0z = z_{0} of order mm. Prove that an=Anm−1z0n[1+ε(n)]a_{n} = \frac{A n^{m-1}}{z_{0}^{n}}[1+\varepsilon (n)], where ε(n)→0\varepsilon (n) \rightarrow 0 as n→∞n \rightarrow \infty, and AA is a constant, A≠0A \neq 0.

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Prove that if on the boundary of the disk of convergence of the power series f(z)=∑n=0∞anznf(z) = \sum_{n = 0}^{\infty } a_{n} z^{n} there lies only one singular point z=z0z = z_{0}, which is a pole for f(z)f(z), then the limit exists

lim⁡n→∞anan+1=z0 \lim _{n \rightarrow \infty } \frac{a_{n}}{a_{n+1}} = z_{0}
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Let the radius of convergence of the series f(z)=∑n=0∞cnznf(z) = \sum_{n = 0}^{\infty } c_{n} z^{n} equal R,0<R<∞R, 0 < R < \infty. Let us introduce the notation:

ν(r,φ)=lim‾⁡n→∞∣f(n)(reiφ)n!∣1/n,0<r<R,0⩽φ<2π \nu (r, \varphi ) = \varlimsup _{n \rightarrow \infty }\left|\frac{f^{(n)}\left(r e^{i \varphi }\right)}{n!}\right|^{1 / n}, \quad 0 < r < R, \quad 0 \leqslant \varphi < 2 \pi

Prove that:

  1. the function ν(r,φ)\nu (r, \varphi ) is a continuous function of rr and φ\varphi and satisfies the inequality ν(r,φ)⩽(R−r)−1\nu (r, \varphi ) \leqslant (R-r)^{-1};

  2. max⁡0⩽φ<2πν(r,φ)=1R−r\max_{0 \leqslant \varphi < 2 \pi } \nu (r, \varphi ) = \frac{1}{R-r};

  3. if ν(r,φ)=1R−r\nu (r, \varphi ) = \frac{1}{R-r}, then the point z=Reiφz = R e^{i \varphi } is a singular point of the function f(z)f(z);

  4. if ν(r,φ)<1R−r\nu (r, \varphi ) < \frac{1}{R-r}, then the point z=Reiφz = R e^{i \varphi } is not a singular point of the function f(z)f(z).

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Let f(z)=∑n=0∞cnzn,lim‾⁡n→∞∣cn∣1/n=1f(z) = \sum_{n = 0}^{\infty } c_{n} z^{n}, \varlimsup_{n \rightarrow \infty }\left|c_{n}\right|^{1 / n} = 1, and let all coefficients cnc_{n} be nonnegative. Prove that the point z=1z = 1 is a singular point of the function f(z)f(z).

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Prove that the statement of Problem 43 remains valid also under the weaker assumptions:

Re(cn)⩾0(n>n0),lim‾⁡n→∞(Re(cn))1/n=1 \mathrm{Re}\left(c_{n}\right) \geqslant 0 \quad \left(n > n_{0}\right), \quad \varlimsup _{n \rightarrow \infty }\left(\mathrm{Re}\left(c_{n}\right)\right)^{1 / n} = 1
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Let pp and qq be some positive integers, and let the radius of convergence of the series f(z)=∑n=0∞cnznp+qf(z) = \sum_{n = 0}^{\infty } c_{n} z^{n p+q} equal one. Prove that:

  1. the function f(z)f(z) has at least pp singular points on the circle ∣z∣=1\left|z\right| = 1;

  2. if z0=eiαz_{0} = e^{i \alpha } is a singular point of the function f(z)f(z), then the points

    zk=ei(α+(2πk/p)),k=1,2,…,p−1 z_{k} = e^{i(\alpha +(2 \pi k / p))}, \quad k = 1,2, \ldots , p-1

    are also singular points of it.

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Let the radius of convergence of the series f(z)=∑n=0∞cnznf(z) = \sum_{n = 0}^{\infty } c_{n} z^{n} equal one and let cn=0c_{n} = 0 whenever nn is divisible by pp (here pp is a positive integer). Prove that:

  1. the function f(z)f(z) has at least two singular points on the circle ∣z∣=1\left|z\right| = 1;

  2. if z0=eiαz_{0} = e^{i \alpha } is a singular point of the function f(z)f(z), then among the points

    zk=ei(α+(2πk/p)),k=1,2,…,p−1 z_{k} = e^{i(\alpha +(2 \pi k / p))}, \quad k = 1,2, \ldots , p-1

    there is at least one more singular point of it.

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References

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[CJP+11] Chen J., Jiang G., Pan Y., Qin T., Tong Y., Wu Q., Xu S., Li T. Problems and Solutions in Mathematics. 2nd ed., World Scientific, 2011.
[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
[PóSz98] Pólya G., Szegő G. Problems and Theorems in Analysis. Springer, 1998.
[ШПК15] Шабунин М.И., Половинкин Е.С., Карлов М.И. Сборник задач по теории функций комплексного переменного. 4-е изд., БИНОМ. Лаборатория знаний, 2015.