Integral means of analytic functions

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Let the function ff be analytic in the punctured disc 0<∣z∣<r00<\left|z\right|<r_{0}, with Laurent series

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

Assume there is a positive number MM such that

r4∫02π∣f(reiθ)∣2 dθ<M,0<r<r0. r^{4}\int _{0}^{2\pi } \left|f(re^{i\theta })\right|^{2} \, d\theta <M, \qquad 0<r<r_{0}.

Prove that cn=0c_{n} = 0 for n<−2n<-2.

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Let

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

be analytic in D={∣z∣<1}D = \left\{ \left|z\right| < 1\right\} and assume that the integral

A=∬D∣f′(z)∣2 dx dy A = \iint _D \left|f'(z)\right|^2\, dx\, dy

is finite.

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(a)

Express AA in terms of the coefficients ana_n.

(b)

Prove that

∣f(z)−f(0)∣≤Aπlog⁡11−∣z∣2 \left|f(z) - f(0)\right| \leq \sqrt{\frac{A}{\pi } \log \frac{1}{1-\left|z\right|^2}}

for z∈Dz \in D.

Let ff be holomorphic in a neighborhood of \closureU\closure U, U={z:∣z∣<1}U = \left\{ z : \left|z\right| < 1\right\}. Let f(z)=∑k=0∞akzkf(z) = \sum_{k=0}^{\infty } a_k z^k and sn(z)=∑k=0nakzks_n(z) = \sum_{k=0}^{n} a_k z^k. Show that, among all polynomials PP of degree nn or less, the integral 12π∫02π∣f(eiθ)−P(eiθ)∣2 dθ\dfrac {1}{2\pi }\displaystyle \int_0^{2\pi } \left|f(e^{i\theta }) - P(e^{i\theta })\right|^2\, d\theta attains its minimum for P=snP = s_n.

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Prove the theorem: if f(z)f(z) is regular for r<∣z∣<Rr < \left|z\right| < R, then for r<ρ<Rr < \rho < R the identity

12π∫02π∣f(ρeφi)∣2 dφ=∑∣an∣2ρ2n, \frac{1}{2\pi }\int _{0}^{2\pi } \left|f(\rho e^{\varphi i})\right|^{2}\, d\varphi = \sum \left|a_{n}\right|^{2}\rho ^{2n},

holds, where ana_{n} is a coefficient of the Laurent series.

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Prove the theorem: if f(z)=∑n=0∞anznf(z) = \sum_{n=0}^{\infty } a_{n}z^{n} converges for ∣z∣<R\left|z\right| < R, and moreover ∣f(z)∣⩽M\left|f(z)\right| \leqslant M, then ∑∣an∣2R2n⩽M2\sum \left|a_{n}\right|^{2}R^{2n} \leqslant M^{2}.

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Prove that if the identity w=∑n=0∞anznw = \sum_{n=0}^{\infty } a_{n}z^{n} gives a mapping of the disk ∣z∣<R\left|z\right| < R onto an area SS, then S=π∑n=0∞n∣an∣2R2nS = \pi \sum_{n=0}^{\infty } n\left|a_{n}\right|^{2}R^{2n}.

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Prove the theorem: if f(z)f(z) is regular in the disk ∣z∣<R\left|z\right| < R and is not constant, then the function

I(r)=∫02π∣f(reφi)∣2 dφ I(r) = \int _{0}^{2\pi } \left|f(re^{\varphi i})\right|^{2}\, d\varphi

increases together with rr for 0<r<R0 < r < R.

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Prove the theorem: among all functions f(z)f(z), regular inside the disk ∣z∣<R\left|z\right| < R and satisfying the conditions ∫02π∣f(Reφi)∣2 dφ=M\int_{0}^{2\pi } \left|f(Re^{\varphi i})\right|^{2}\, d\varphi = M, the linear function gives the smallest area onto which the disk ∣z∣<R\left|z\right| < R is mapped.

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Prove the theorem: for a function f(z)f(z), regular for r<∣z∣<Rr < \left|z\right| < R, the quantity

I(ρ)=∫02π∣f(ρeφi)∣2 dφ=K(ln⁡ρ) I(\rho ) = \int _{0}^{2\pi } \left|f(\rho e^{\varphi i})\right|^{2}\, d\varphi = K(\ln \rho )

is a convex function of ln⁡ρ\ln \rho, i.e., the inequality holds (for m>0m > 0, n>0n > 0):

K(mln⁡ρ1+nln⁡ρ2m+n)⩽mK(ln⁡ρ1)+nK(ln⁡ρ2)m+n. K\left(\frac{m\ln \rho _{1}+n\ln \rho _{2}}{m+n}\right) \leqslant \frac{mK(\ln \rho _{1})+nK(\ln \rho _{2})}{m+n}.
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Prove the theorem: if f(z)f(z), besides the previous conditions (problem 5652), is also nonzero for r<∣z∣<Rr < \left|z\right| < R, then the quantity

Iσ(ρ)=∫02π∣f(ρeφi)∣σ dφ I_{\sigma }(\rho ) = \int _{0}^{2\pi } \left|f(\rho e^{\varphi i})\right|^{\sigma }\, d\varphi

is likewise, for any σ>0\sigma > 0, a convex function of ln⁡ρ\ln \rho.

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Show that the condition f(z)≠0f(z) \neq 0 in the previous problem (problem 5653) can be dispensed with.

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Prove the theorem: if f(z)f(z) is regular for ∣z∣<R\left|z\right| < R, then the quantity Iσ(ρ)I_{\sigma }(\rho ) (problem 5653) increases together with ρ\rho.

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With z=eiϑz=e^{i\vartheta } we find for k,l=0,1,2,3,…k,l=0,1,2,3,\ldots

12π∫02πzkz‾l dϑ={0,for k≠l,1,for k=l. \frac{1}{2\pi }\int _{0}^{2\pi } z^{k}\overline{z}^{l}\, d\vartheta = \begin{cases} 0, & \text{for } k\neq l, \\ 1, & \text{for } k=l. \end{cases}

The functions 1,z,z2,z3,…1,z,z^{2},z^{3},\ldots form an orthogonal system on the unit circle.

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Let f(z)f(z) denote a regular function on the disk ∣z∣≤r\left|z\right|\leq r. The arithmetic mean [Part II, problem 48] of f(z)f(z) on the circle ∣z∣=r\left|z\right|=r is defined by

12π∫02πf(reiϑ) dϑ=lim⁡n→∞f(r)+f(rωn)+f(rωn2)+⋯+f(rωnn−1)n, \frac{1}{2\pi }\int _{0}^{2\pi } f(re^{i\vartheta })\, d\vartheta = \lim _{n\to \infty } \frac{f(r)+f(r\omega _{n})+f(r\omega _{n}^{2})+\cdots +f(r\omega _{n}^{n-1})}{n},

where ωn=e2πin\omega_{n}=e^{\frac{2\pi i}{n}}. Show that

12π∫02πf(reiϑ) dϑ=f(0). \frac{1}{2\pi }\int _{0}^{2\pi } f(re^{i\vartheta })\, d\vartheta = f(0).

This means: If an analytic function is regular at every point of a closed disk its value at the center of the disk is equal to the arithmetic mean of its values on the bounding circle.

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Let the function f(z)f(z) be regular and different from zero for ∣z∣≤r\left|z\right|\leq r. Prove that the geometric mean of ∣f(z)∣\left|f(z)\right| on the circle ∣z∣=r\left|z\right|=r

e12π∫02πlog⁡∣f(reiϑ)∣ dϑ=lim⁡n→∞∣f(r)f(rωn)f(rωn2)⋯f(rωnn−1)∣n=∣f(0)∣. e^{\frac{1}{2\pi }\int _{0}^{2\pi } \log \left|f(re^{i\vartheta })\right|\, d\vartheta } = \lim _{n\to \infty } \sqrt[n]{\left|f(r)f(r\omega _{n})f(r\omega _{n}^{2})\cdots f(r\omega _{n}^{n-1})\right|} = \left|f(0)\right|.
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Remark.
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log⁡f(z)\log f(z) is regular for ∣z∣≤r\left|z\right|\leq r.

The function f(z)f(z) is regular in the disk ∣z∣≤r\left|z\right|\leq r and does not vanish for z=0z=0; the zeros of f(z)f(z) in the disk are z1,z2,…,znz_{1},z_{2},\ldots ,z_{n}, where each multiple zero is represented with its multiplicity. Then the geometric mean of ∣f(z)∣\left|f(z)\right| on the circle ∣z∣=r\left|z\right|=r is

e12π∫02πlog⁡∣f(reiϑ)∣ dϑ=∣f(0)∣ rn∣z1z2⋯zn∣. e^{\frac{1}{2\pi }\int _{0}^{2\pi } \log \left|f(re^{i\vartheta })\right|\, d\vartheta } = \left|f(0)\right|\, \frac{r^{n}}{\left|z_{1}z_{2}\cdots z_{n}\right|}.
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Remark.
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f(z)=(z−z1)(z−z2)⋯(z−zn)f∗(z)f(z)=(z-z_{1})(z-z_{2})\cdots (z-z_{n})f^{*}(z), f∗(z)f^{*}(z) regular and different from 00 for ∣z∣≤r\left|z\right|\leq r.

Under the hypothesis of problem 120 the geometric mean of ∣f(z)∣\left|f(z)\right| on the disk ∣z∣≤r\left|z\right|\leq r,

g(r)=e1πr2∫0r∫02πlog⁡∣f(ϱeiϑ)∣ ϱ dϱ dϑ \mathfrak {g}(r) = e^{\frac{1}{\pi r^{2}}\int _{0}^{r}\int _{0}^{2\pi } \log \left|f(\varrho e^{i\vartheta })\right|\, \varrho \, d\varrho \, d\vartheta }

is always smaller than the geometric mean of ∣f(z)∣\left|f(z)\right| on the circle ∣z∣=r\left|z\right|=r,

G(r)=e12π∫02πlog⁡∣f(reiϑ)∣ dϑ. \mathfrak {G}(r) = e^{\frac{1}{2\pi }\int _{0}^{2\pi } \log \left|f(re^{i\vartheta })\right|\, d\vartheta }.

We have in fact

g(r)G(r)=e−n2(1−∣z1∣2+∣z2∣2+⋯+∣zn∣2nr2). \frac{\mathfrak {g}(r)}{\mathfrak {G}(r)} = e^{-\frac{n}{2}\left(1-\dfrac {\left|z_{1}\right|^{2}+\left|z_{2}\right|^{2}+\cdots +\left|z_{n}\right|^{2}}{nr^{2}}\right)}.
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[Cf.M. A. Parseval: Mem. par divers savants Vol. 1, pp.639--648 (1805); A. Gutzmer: Math. Ann. Vol. 32, pp.596--600 (1888).] Let f(z)=a0+a1z+a2z2+⋯+anzn+⋯f(z)=a_{0}+a_{1}z+a_{2}z^{2}+\cdots +a_{n}z^{n}+\cdots be a regular function for ∣z∣≤r\left|z\right|\leq r. The arithmetic mean of ∣f(z)∣2\left|f(z)\right|^{2} on the circle ∣z∣=r\left|z\right|=r is

12π∫02π∣f(reiϑ)∣2 dϑ=∣a0∣2+∣a1∣2r2+∣a2∣2r4+⋯+∣an∣2r2n+⋯ . \frac{1}{2\pi }\int _{0}^{2\pi } \left|f(re^{i\vartheta })\right|^{2}\, d\vartheta = \left|a_{0}\right|^{2} + \left|a_{1}\right|^{2}r^{2} + \left|a_{2}\right|^{2}r^{4} + \cdots + \left|a_{n}\right|^{2}r^{2n} + \cdots .
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We assume that the function

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

is regular for ∣z∣≤r\left|z\right|\leq r. The mapping w=f(z)w=f(z) transforms the disk ∣z∣≤r\left|z\right|\leq r into a domain of the ww-plane. The ww-values to which several zz-values, ∣z∣≤r\left|z\right|\leq r, correspond have to be counted with the proper multiplicity. The area of the image is

π(∣a1∣2r2+2∣a2∣2r4+3∣a3∣2r6+⋯+n∣an∣2r2n+⋯ ). \pi (\left|a_{1}\right|^{2}r^{2} + 2\left|a_{2}\right|^{2}r^{4} + 3\left|a_{3}\right|^{2}r^{6} + \cdots + n\left|a_{n}\right|^{2}r^{2n} + \cdots ).

(The area is the additive combination of the areas of the images of the disk ∣z∣=r\left|z\right|=r under the functions w=anznw=a_{n}z^{n}, n=0,1,2,…n=0,1,2,\ldots.)

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Let

w=f(z)=∑n=−∞∞anzn=⋯+a−nz−n+a−n+1z−n+1+⋯+a−1z−1+a0+a1z+⋯+anzn+⋯ w = f(z) = \sum _{n=-\infty }^{\infty } a_{n}z^{n} = \cdots + a_{-n}z^{-n} + a_{-n+1}z^{-n+1} + \cdots + a_{-1}z^{-1} + a_{0} + a_{1}z + \cdots + a_{n}z^{n} + \cdots

be regular in the annulus r≤∣z∣≤Rr\leq \left|z\right|\leq R. The area of the image (count covering with the proper multiplicity) is equal to

π∑n=−∞∞n∣an∣2(R2n−r2n). \pi \sum _{n=-\infty }^{\infty } n\left|a_{n}\right|^{2}(R^{2n}-r^{2n}).
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Suppose that the function

w=f(z)=∑n=−∞∞anzn=⋯+a−nz−n+a−n+1z−n+1+⋯+a−1z−1+a0+a1z+⋯+anzn+⋯ w = f(z) = \sum _{n=-\infty }^{\infty } a_{n}z^{n} = \cdots + a_{-n}z^{-n} + a_{-n+1}z^{-n+1} + \cdots + a_{-1}z^{-1} + a_{0} + a_{1}z + \cdots + a_{n}z^{n} + \cdots

is regular and establishes a one to one relationship between the points of the circle ∣z∣=r\left|z\right|=r and its image LL. The area of the domain bounded by LL is

π∑n=−∞∞n∣an∣2r2n. \pi \sum _{n=-\infty }^{\infty } n\left|a_{n}\right|^{2}r^{2n}.

The area is considered positive or negative depending on whether the moving image ww of the point zz describing the circle in positive sense leaves the area enclosed by LL on the left or on the right.

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Let f(z)f(z) be regular on the disk ∣z∣≤r\left|z\right|\leq r and let J(ϱ)J(\varrho ) denote the area of the image of the disk ∣z∣≤ϱ\left|z\right|\leq \varrho, 0≤ϱ≤r0\leq \varrho \leq r, under the mapping w=f(z)w=f(z). Then

4∫0rJ(ϱ)ϱ dϱ=∫02π∣f(reiϑ)∣2 dϑ−2π∣f(0)∣2. 4\int _{0}^{r} \frac{J(\varrho )}{\varrho }\, d\varrho = \int _{0}^{2\pi } \left|f(re^{i\vartheta })\right|^{2}\, d\vartheta - 2\pi \left|f(0)\right|^{2}.
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We assume that the given points P1,P2,…,PnP_{1},P_{2},\ldots ,P_{n} are all inside a circle of radius RR and PP is moving along this circle. Then

PP1‾⋅PP2‾⋯PPn‾n \sqrt[n]{\overline{PP_{1}} \cdot \overline{PP_{2}} \cdots \overline{PP_{n}}}

(the geometric mean of the nn distances PPν‾\overline{PP_{\nu }}) attains a maximum >R>R and a minimum <R<R unless all the PνP_{\nu }'s coincide with the center of the circle.

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(continued). The same statement as in problem 139 is true for the maximum of the arithmetic mean

PP1‾+PP2‾+⋯+PPn‾n \frac{\overline{PP_{1}}+\overline{PP_{2}}+\cdots +\overline{PP_{n}}}{n}

of the nn distances PPν‾\overline{PP_{\nu }}, but it is not true for the minimum.

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(continued). The same statement as in problem 139 holds for the minimum of the harmonic mean

n1PP1‾+1PP2‾+⋯+1PPn‾ \frac{n}{\dfrac {1}{\overline{PP_{1}}}+\dfrac {1}{\overline{PP_{2}}}+\cdots +\dfrac {1}{\overline{PP_{n}}}}

of the nn distances but not for the maximum.

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The function f(z)f(z) is assumed to be analytic in the open disk ∣z∣<1\left|z\right|<1, bounded on the closed disk ∣z∣≤1\left|z\right|\leq 1 and continuous, possibly with the exception of a finite number of points. Then

12π∫02πf(eiϑ) dϑ=f(0). \frac{1}{2\pi }\int _{0}^{2\pi } f(e^{i\vartheta })\, d\vartheta = f(0).

(More general than problem 118.)

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If an analytic function is regular in a closed disk and not a constant its absolute value at the center of the disk is smaller than the arithmetic mean of its absolute value on the boundary of the disk.

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Suppose that the function f(z)f(z) is regular for ∣z∣<R\left|z\right|<R but not of the form czncz^{n}, cc constant, nn integer; let

I2(r)=12π∫02π∣f(reiϑ)∣2 dϑ I_{2}(r) = \frac{1}{2\pi }\int _{0}^{2\pi } \left|f(re^{i\vartheta })\right|^{2}\, d\vartheta

denote the arithmetic mean of ∣f(z)∣2\left|f(z)\right|^{2} on the circle ∣z∣=r\left|z\right|=r, r<Rr<R. The function I2(r)I_{2}(r) is monotone increasing with rr and log⁡I2(r)\log I_{2}(r) is a strictly convex function of log⁡r\log r.

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Let f(z)f(z) be regular for ∣z∣<R\left|z\right|<R;

G(r)=e12π∫02πlog⁡∣f(reiϑ)∣ dϑ \mathfrak {G}(r) = e^{\frac{1}{2\pi }\int _{0}^{2\pi } \log \left|f(re^{i\vartheta })\right|\, d\vartheta }

denotes the geometric mean of ∣f(z)∣\left|f(z)\right| on the circle ∣z∣=r\left|z\right|=r, r<Rr<R. The function G(r)\mathfrak {G}(r) is monotone increasing with rr and a convex function of log⁡r\log r (in the wide sense).

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The function f(z)f(z) is supposed to be regular for ∣z∣<R\left|z\right|<R and not a constant. We put

I(r)=12π∫02π∣f(reiϑ)∣ dϑ,r<R. I(r) = \frac{1}{2\pi }\int _{0}^{2\pi } \left|f(re^{i\vartheta })\right|\, d\vartheta , \quad r<R.

The function I(r)I(r) is monotone increasing with rr and log⁡I(r)\log I(r) is a convex function of log⁡r\log r. [Problems 299, 304.]

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Let f(z)f(z) be regular and not a constant in the disk ∣z∣<R\left|z\right|<R. The function w=f(z)w=f(z) maps the circle ∣z∣=r\left|z\right|=r, r<Rr<R, in the zz-plane onto a curve in the ww-plane with length l(r)l(r). The ratio l(r)2πr\dfrac {l(r)}{2\pi r} is monotone increasing with rr.

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We suppose that f(z)f(z) is regular and not constant for ∣z∣<R\left|z\right|<R and that pp is a positive number. We define

Ip(r)=12π∫02π∣f(reiϑ)∣p dϑ,r<R. I_{p}(r) = \frac{1}{2\pi }\int _{0}^{2\pi } \left|f(re^{i\vartheta })\right|^{p}\, d\vartheta , \quad r<R.

The function Ip(r)I_{p}(r) is monotone increasing with rr and log⁡Ip(r)\log I_{p}(r) is a convex function of log⁡r\log r. (Cf.problems 306, 308, 307, 267 and 304, for an analogous case see Part IV, problem 19.)

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Let f(z)f(z) be an entire function and let G(r)\mathfrak {G}(r) and g(r)\mathfrak {g}(r) be defined as the geometric means of ∣f(z)∣\left|f(z)\right| on the circle ∣z∣=r\left|z\right| = r, and in the circular disc ∣z∣≤r\left|z\right| \leq r, respectively (this is the notation of Problem 121 of Part III). If the moduli of the zeros of f(z)f(z) are regularly spaced (this is the notation of Chapter 4, Section 1 of Part II), then

lim⁡r→∞(g(r)G(r))1N(r)=e−1λ+2, \lim _{r \to \infty } \left(\frac{\mathfrak {g}(r)}{\mathfrak {G}(r)}\right)^{\frac{1}{N(r)}} = e^{-\frac{1}{\lambda +2}},

where λ\lambda, 0<λ<∞0 < \lambda < \infty, denotes the exponent of convergence of the zeros. For polynomials the above limit also exists and equals e−1/2e^{-1/2}.

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(Continued from problem 64.) Without assuming the regular spacing of the zeros we have

lim inf⁡r→∞(g(r)G(r))1N(r)≤e−1λ+2≤lim sup⁡r→∞(g(r)G(r))1N(r). \liminf _{r \to \infty } \left(\frac{\mathfrak {g}(r)}{\mathfrak {G}(r)}\right)^{\frac{1}{N(r)}} \leq e^{-\frac{1}{\lambda +2}} \leq \limsup _{r \to \infty } \left(\frac{\mathfrak {g}(r)}{\mathfrak {G}(r)}\right)^{\frac{1}{N(r)}}.
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Let f(z)f(z) be an entire function of finite order λ\lambda and M(r)\mathfrak {M}(r) and m(r)\mathrm{m}(r) the arithmetic means of ∣f(z)∣2\left|f(z)\right|^{2} on the circle ∣z∣=r\left|z\right| = r and in the circular disc ∣z∣≤r\left|z\right| \leq r respectively. Then

lim inf⁡r→∞(m(r)M(r))1log⁡r=e−λ. \liminf _{r \to \infty } \left(\frac{\mathrm{m}(r)}{\mathfrak {M}(r)}\right)^{\frac{1}{\log r}} = e^{-\lambda }.
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Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R, and let mm be a positive integer. Prove that if the function f(z)f(z) is not identically constant, then the function

Im(r)=12π∫02π∣f(reiφ)∣mdφ I_{m}(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{m} d \varphi

monotonically increases for 0⩽r<R0 \leqslant r < R.

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Let the function f(z)f(z) be regular in the disk ∣z∣<R\left|z\right| < R. Prove that the function

Iα(r)=12π∫02π∣f(reiφ)∣αdφ I_{\alpha }(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{\alpha } d \varphi

is, for any α>0\alpha > 0, a monotonically increasing function of rr on the interval 0⩽r<R0 \leqslant r < R (if f(z)≢f(z) \not\equiv const).

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Let the function f(z)f(z) be regular in the annulus ρ<∣z∣<R\rho < \left|z\right| < R. Denote

Iα(r)=12π∫02π∣f(reiφ)∣αdφ(α>0) I_{\alpha }(r) = \frac{1}{2 \pi } \int _{0}^{2 \pi }\left|f\left(r e^{i \varphi }\right)\right|^{\alpha } d \varphi \quad (\alpha > 0)

Prove that for ρ<r1<r2<r3<R\rho < r_{1} < r_{2} < r_{3} < R the inequality holds

Iα(r1)ln⁡r3r2+Iα(r2)ln⁡r1r3+Iα(r3)ln⁡r2r1⩾0. I_{\alpha }\left(r_{1}\right) \ln \frac{r_{3}}{r_{2}}+I_{\alpha }\left(r_{2}\right) \ln \frac{r_{1}}{r_{3}}+I_{\alpha }\left(r_{3}\right) \ln \frac{r_{2}}{r_{1}} \geqslant 0.
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