Strong PNT

1 Complex Analysis

Lemma 1 Log growth
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For \(t{\gt} 1\) we have \(2\log t \le O(\log t)\)

Proof

Uses definition of big \(O(.)\)

Lemma 2 Square log
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For \(t\ge 2\) we have \(\log (t^2) = 2\log t\)

Proof
Lemma 3 Double log
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For \(t\ge 2\) we have \(\log (2t) \le \log (t^2)\)

Proof

Uses \(2t \le t^2\), and \(\log (t)\) monotonically increasing.

Lemma 4 Log compare
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For \(t\ge 2\) we have \(\log (2t) \le 2\log t\)

Proof

Apply Lemmas 2 and 3.

Lemma 5 Exp rule
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For any \(n\ge 1\) and \(\alpha ,\beta \in {\mathbb C}\) we have \(n^{\alpha +\beta } = n^\alpha \cdot n^{\beta }\)

Proof
Lemma 6 Real scale
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For \(b\in {\mathbb R}\) and \(w\in {\mathbb C}\) we have \(\Re (bw) = b\Re (w)\).

Proof
Lemma 7 Real series
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For a convergent series \(v=\sum _{n=1}^\infty v_n\) with \(v_n\in {\mathbb C}\), we have \(\Re (v) = \sum _{n=1}^\infty \Re (v_n)\).

Proof
Lemma 8 Euler’s formula
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For \(a\in {\mathbb R}\) we have \(e^{ia} = \cos (a) + i\sin (a)\)

Proof
Lemma 9 Real cosine
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For \(a\in {\mathbb R}\) we have \(\Re (e^{ia}) = \cos (a)\)

Proof

Apply Lemma 8.

Lemma 10 Log inverse
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For \(n\ge 1\) we have \(n = e^{\log n}\).

Proof
Lemma 11 Cos even
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For \(a\in {\mathbb R}\) we have \(\cos (-a) = \cos (a)\)

Proof
Lemma 12 Cos even
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For \(n\ge 1\), \(y\in {\mathbb R}\) we have \(\cos (-y\log n) = \cos (y\log n)\)

Proof

Let \(a=y\log n\). Since \(n\ge 1\) we have \(\log n\ge 0\), so \(a\in {\mathbb R}\). Apply Lemma 11 with \(a=y\log n\).

Lemma 13 Exp form
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For \(n\ge 1\) and \(y\in {\mathbb R}\) we have \(n^{-iy} = e^{-iy\log n}\).

Proof

By Lemma 10 \(n^{-iy} = (e^{\log n})^{-iy}\). Then \((e^{\log n})^{-iy} = e^{-iy\log n}\) so \(n^{-iy} = e^{-iy\log n}\).

Lemma 14 Real cosine
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For \(n\ge 1\) and \(y\in {\mathbb R}\) we have \(\Re (e^{-iy\log n}) = \cos (-y\log n)\).

Proof

Let \(a=-y\log n\) so \(e^a = e^{-iy\log n}\). Apply Lemma 9 with \(a=-y\log n\).

Lemma 15 Real cosine
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For \(n\ge 1\) and \(y\in {\mathbb R}\) we have \(\Re (n^{-iy}) = \cos (-y\log n)\).

Proof

Apply Lemmas 13 and 14.

Lemma 16 Real cosine
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For \(n\ge 1\) and \(y\in {\mathbb R}\) we have \(\Re (n^{-iy}) = \cos (y\log n)\).

Proof

Apply Lemmas 12 and 15.

Lemma 17 Double angle
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For any \(\theta \in {\mathbb R}\) we have \(\cos (2\theta ) = 2\cos (\theta )^2 - 1\).

Proof
Lemma 18 Cos square
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For any \(\theta \in {\mathbb R}\) we have \(2\cos (\theta )^2 = 1+\cos (2\theta )\).

Proof

Apply Lemma 17

Lemma 19 Square expand
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For any \(\theta \in {\mathbb R}\) we have \(2(1+\cos (\theta ))^2 = 2 + 4\cos (\theta ) + 2\cos (\theta )^2\).

Proof

We calculate \(2(1+\cos (\theta ))^2 = 2(1 + 2\cos (\theta ) + \cos (\theta )^2) = 2 + 4\cos (\theta ) + 2\cos (\theta )^2.\)

Lemma 20 Trig identity
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For any \(\theta \in {\mathbb R}\) we have \(2(1+\cos (\theta ))^2 = 3+4\cos (\theta )+\cos (2\theta )\).

Proof

Apply Lemmas 18 and 19.

Lemma 21 Square nonneg
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For \(y\in {\mathbb R}\) we have \(0\le y^2\).

Proof
Lemma 22 Double square
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For \(y\in {\mathbb R}\) we have \(0\le 2y^2\).

Proof

Apply Lemma 21.

Lemma 23 Cos square
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For any \(\theta \in {\mathbb R}\) we have \(0\le 2(1+\cos (\theta ))^2\).

Proof

Apply Lemma 22 with \(y=1+\cos (\theta )\).

Lemma 24 Trig positive
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For any \(\theta \in {\mathbb R}\) we have \(0\le 3+4\cos (\theta )+\cos (2\theta )\).

Proof

Apply Lemmas 20 and 23.

Lemma 25 Trig positive
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For \(n\ge 1\) and \(t\in {\mathbb R}\) we have \(0\le 3+4\cos (t\log n)+\cos (2t\log n)\).

Proof

Apply Lemma 24 with \(\theta =t\log n\).

Lemma 26 Series positive
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For a convergent series \(r=\sum _{n=1}^\infty r_n\), if \(r_n\ge 0\) for all \(n\ge 1\), then \(r\ge 0\).

Proof
Lemma 27 Real part diff
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For any \(w \in {\mathbb C}\), \(\Re (2M-w) = 2M - \Re (w)\).

Proof
Lemma 28 Real part 2M
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We have \(\Re (2M-f(z)) = 2M - \Re (f(z))\).

Proof

Apply Lemma 27 with \(w=f(z)\).

Lemma 29 Inequality reversal
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For \(x, M\in {\mathbb R}\), if \(x \le M\) then \(2M-x \ge M\).

Proof
Lemma 30 Real part lower bound
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For \(w\in {\mathbb C}\) and \(M{\gt}0\), if \(\Re (w) \le M\) then \(2M-\Re (w) \ge M\).

Proof

Apply Lemma 29 with \(x=\Re (w)\).

Lemma 31 Real part bound
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For \(w\in {\mathbb C}\) and \(M{\gt}0\), if \(\Re (w) \le M\) then \(\Re (2M - w) \ge M\).

Proof

Apply Lemmas 28 and 30.

Lemma 32 Real part >0
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For \(w\in {\mathbb C}\) and \(M{\gt}0\), if \(\Re (w) \le M\) then \(\Re (2M - w) {\gt} 0\).

Proof

Apply Lemmas 28 and 30 with \(w=f(z)\).

Lemma 33 Pos real nonzero
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If \(w \in {\mathbb C}\) has \(\Re (w) {\gt} 0\), then \(w \neq 0\).

Proof
Lemma 34 2M minus nonzero
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For \(w\in {\mathbb C}\) and \(M{\gt}0\), if \(\Re (w) \le M\) then \(2M - w\neq 0\).

Proof

Apply Lemmas 32 and 33.

Lemma 35 Absolute value positive
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Let \(z\in {\mathbb C}\). If \(z\neq 0\) then \(|z|{\gt}0\).

Proof
Lemma 36 2M minus mod
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For \(w\in {\mathbb C}\) and \(M{\gt}0\), if \(\Re (w) \le M\) then \(|2M - w|{\gt}0\).

Proof

Apply Lemmas 34 and 35 with \(z=2M-w\).

Lemma 37 Real imaginary
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For any \(w \in {\mathbb C}\), we have \(w=\Re (w) + i\Im w\).

Proof
Lemma 38 Mod square
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For any \(a,b \in {\mathbb R}\), we have \(|a + ib|^2 = a^2 + b^2\).

Proof
Lemma 39 Shifted mod
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For any \(a,b,c \in {\mathbb R}\), we have \(|c-a - ib|^2 = (c-a)^2 + b^2\).

Proof
Lemma 40 Mod diff
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For any \(a,b,c \in {\mathbb R}\), we have \(|c-a - ib|^2 - |a + ib|^2 = (c-a)^2 - a^2\).

Proof

Apply Lemmas 39 and 38.

Lemma 41 Square expand
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For any \(a,c \in {\mathbb R}\), we have \((c-a)^2 = a^2-2ac+c^2\).

Proof
Lemma 42 Square diff
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For any \(a,c \in {\mathbb R}\), we have \((c-a)^2 - a^2 = 2c(c-a)\).

Proof

Apply Lemma 41

Lemma 43 Mod diff
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For any \(a,b,c \in {\mathbb R}\), we have \(|c-a - ib|^2 - |a + ib|^2 = 2c(c-a)\).

Proof

Apply Lemmas 40 and 42.

Lemma 44 Modulus diff
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For any \(w \in {\mathbb C}\), \(|2M-\Re (w) - i\Im w|^2 - |\Re (w) + i\Im w|^2 = 4M(M - \Re (w))\).

Proof

Apply Lemma 43 with \(a=\Re (w)\) and \(b=\Im w\) and \(c=2M\).

Lemma 45 Modulus identity
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For any \(w \in {\mathbb C}\), \(|2M-w|^2 - |w|^2 = 4M(M - \Re (w))\).

Proof

Apply Lemmas 44 and 37

Lemma 46 Nonneg product
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If \(M{\gt}0\) and \(x \le M\), then \(4M(M-x) \ge 0\).

Proof
Lemma 47 Nonneg product
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Let \(M{\gt}0\) and \(w\in {\mathbb C}\). If \(\Re (w) \le M\) then \(4M(M-\Re (w)) \ge 0\).

Proof

Apply Lemma 46 with \(x=\Re (w)\).

Lemma 48 Modulus compare
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) then \(|2M-w|^2 - |w|^2 \ge 0\).

Proof

Apply Lemmas 45 and 47

Lemma 49 Modulus bound
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) then \(|2M-w|^2 \ge |w|^2\).

Proof

Apply Lemma 48.

Lemma 50 Modulus bound
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) then \(|2M-w| \ge |w|\).

Proof

Apply Lemma 49 and take non-negative square-root.

Lemma 51 Modulus order
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) then \(|w|\le |2M-w|\).

Proof

Apply Lemma 50.

Lemma 52 Divide inequality
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If \(c{\gt}0\) and \(0\le a\le b\), then \(a/c\le b/c\).

Proof
Lemma 53 Ratio bound
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If \(b{\gt}0\) and \(0\le a\le b\), then \(a/b\le 1\).

Proof

Apply Lemma 52 with \(c=b{\gt}0\).

Lemma 54 Ratio bound
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(|2M-w|{\gt}0\) and \(|w|\le |2M-w|\) then \(\frac{|w|}{|2M-w|} \le 1\).

Proof

Apply Lemmas 36 and 51 and 53 with \(a=|w|\) and \(b=|2M-w|\).

Lemma 55 Ratio bound
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) and \(|w|\le |2M-w|\) then \(\frac{|w|}{|2M-w|} \le 1\).

Proof

Apply Lemmas 36 and 54.

Lemma 56 Ratio bound
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Let \(M{\gt}0\) and \(w \in {\mathbb C}\). If \(\Re (w) \le M\) then \(\frac{|w|}{|2M-w|} \le 1\).

Proof

Apply Lemmas 51 and 55.

Lemma 57 Triangle inequality
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Let \(N,G\in {\mathbb C}\). We have \(|N + G| \le |N| + |G|\)

Proof
Lemma 58 Triangle minus
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Let \(N,F\in {\mathbb C}\). We have \(|N - F| \le |N| + |F|\)

Proof

Apply Lemma 57 with \(G=-F\).

Lemma 59 Scaled triangle
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Let \(r{\gt}0\) and \(N,F\in {\mathbb C}\). We have \(r|N - F| \le r(|N| + |F|)\)

Proof

Apply Lemmas 57 and 52 with \(a=|N-F|\) and \(b=(|N| + |F|)\).

Lemma 60 Scaled triangle
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Let \(r{\gt}0\) and \(N,F\in {\mathbb C}\). We have \(r|N - F| \le r|N| + r|F|\)

Proof

Apply Lemma 59

Lemma 61 Ineq step
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Let \(0{\lt}r{\lt}R\) and \(N,F\in {\mathbb C}\). If \(R|F| \le r|N-F|\) then \(R|F| \le r|N| + r|F|\)

Proof

Apply assumption \(R|F| \le r|N-F|\) and Lemma 60

Lemma 62 Rearranged bound
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Let \(0{\lt}r{\lt}R\) and \(N,F\in {\mathbb C}\). If \(R|F| \le r|N-F|\) then \((R-r)|F| \le r|N|\)

Proof

Apply Lemma 61

Lemma 63 Abs positive
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For \(a\in {\mathbb R}\), if \(a{\gt}0\) then \(|a|=a\).

Proof
Lemma 64 Double positive
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For \(a\in {\mathbb R}\), if \(a{\gt}0\) then \(2a{\gt}0\).

Proof
Lemma 65 Scaled abs
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For \(a\in {\mathbb R}\), if \(a{\gt}0\) then \(|2a|=2a\).

Proof

Apply Lemmas 63 and 64

Lemma 66 Key bound
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Let \(0{\lt}r{\lt}R\), \(M{\gt}0\), and \(F\in {\mathbb C}\). If \(RF \le r|2M-F|\) then \((R-r)|F| \le 2Mr\)

Proof

Apply Lemma 62 with \(N=2M\), and Lemma 65 with \(a=M\).

Lemma 67 Nonneg factor
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Let \(0{\lt}r{\lt}R\) and \(F\in {\mathbb C}\). Then we have \((R-r)|F| \ge 0\)

Proof
Lemma 68 Divide bound
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Let \(0{\lt}r{\lt}R\), \(M{\gt}0\), and \(F\in {\mathbb C}\). If \((R-r)|F| \le 2Mr\) then \(|F| \le \frac{2Mr}{R-r}\).

Proof

Apply Lemma 52 with \(c=(R-r){\gt}0\) and \(a=(R-r)|F|\) and \(b=2Mr\). Lemma 67 gives \(a\ge 0\).

Lemma 69 Final bound
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Let \(0{\lt}r{\lt}R\), \(M{\gt}0\), and \(F\in {\mathbb C}\). If \(R|F| \le r|2M-F|\) then \(|F| \le \frac{2Mr}{R-r}\)

Proof

Apply Lemmas 66 and 68.

Lemma 70 Order nonzero
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Let \(f:{\mathbb C}\to {\mathbb C}\) be analytic, and let \(n_0\) be the analyticOrderAt for \(f\) at \(0\). If \(f(0)=0\) then \(n_0 \neq 0\).

Proof
Lemma 71 Order natural
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Let \(f:{\mathbb C}\to {\mathbb C}\) be analytic, and let \(n_0\) be the analyticOrderAt for \(f\) at \(0\). If \(f\neq 0\) then \(n_0 \in {\mathbb N}\).

Proof
Lemma 72 Factor power
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Let \(f:{\mathbb C}\to {\mathbb C}\) be analytic at \(0\), and let \(n_0\) be the analyticOrderAt for \(f\) at \(0\). If \(n_0\in {\mathbb N}\) then there exists a nhd \(N\) of \(0\) and \(g:{\mathbb C}\to {\mathbb C}\) such that \(g\) is analytic at \(0\), and \(f(z) = z^{n_0} g(z)\) on \(N\).

Proof
Lemma 73 Factor linear
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Let \(f:{\mathbb C}\to {\mathbb C}\) be analytic at \(0\), and let \(n_0\) be the analyticOrderAt for \(f\) at \(0\). If \(n_0\in {\mathbb N}\) and \(n_0\neq 0\), then there exists a nhd \(N\) of \(0\) and \(h:{\mathbb C}\to {\mathbb C}\) such that \(h\) is analytic at \(0\), and \(f(z) = zh(z)\) on \(N\).

Proof

Apply Lemma 72 and let \(h(z)=z^{n_0-1} g(z)\).

Lemma 74 Divide zero
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Let \(f:{\mathbb C}\to {\mathbb C}\) be analytic at \(0\), and let \(n_0\) be the analyticOrderAt for \(f\) at \(0\). If \(f\neq 0\) and \(f(0)=0\), then \(h(z)=f(z)/z\) is analytic at \(0\).

Proof

Apply Lemmas 71 and 73 and 70

Lemma 75 Inverse analytic

The function \(f_1(z) = \frac{1}{z}\) is analytic on \(\{ z\in {\mathbb C}: z \neq 0\} \).

Proof
Lemma 76 Analytic mono
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Let \(T\subset S\subset {\mathbb C}\) and \(f:S\to {\mathbb C}\). If \(f\) is analytic on \(S\) then \(f\) is analytic on \(T\).

Proof
Lemma 77 Nonzero subset
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Let \(0{\lt}R{\lt}1\) and \(V=\{ z\in \overline{{\mathbb D}}_R: z \neq 0\} \) and \(U=\{ z\in {\mathbb C}: z \neq 0\} \). Then \(V\subset U\).

Proof

unfold definitions, using \(\overline{{\mathbb D}}_R\subset {\mathbb C}\).

Lemma 78 Inverse analytic
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The function \(f_1(z) = \frac{1}{z}\) is analytic on \(T=\{ z\in \overline{{\mathbb D}}_R: z \neq 0\} \).

Proof

Apply Lemmas 77 and 75 and 76 with \(S=\{ z\in {\mathbb C}: z \neq 0\} \) and \(T=\{ z\in \overline{{\mathbb D}}_R: z \neq 0\} \).

Lemma 79 Product analytic
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Let \(T\subset S\subset {\mathbb C}\), and let \(f_1:S\to {\mathbb C}\) and \(f_2:S\to {\mathbb C}\). If \(f_1\) is analytic on \(T\) and \(f_2\) is analytic on \(T\), then \(f_1\cdot f_2\) is analytic on \(T\).

Proof
Lemma 80 Product analytic
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Let \(T\subset S\subset {\mathbb C}\), and let \(f_1:S\to {\mathbb C}\) and \(f_2:S\to {\mathbb C}\). If \(f_1\) is analytic on \(T\) and \(f_2\) is analytic on \(S\), then \(f_1\cdot f_2\) is analytic on \(T\).

Proof

Apply Lemmas 79 and 76 with \(f=f_2\)

Lemma 81 Product analytic
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \) and \(f_1:{\mathbb C}\to {\mathbb C}\) and \(f_2:{\mathbb C}\to {\mathbb C}\). If \(f_1\) is analytic on \(T\) and \(f_2\) is analytic on \(\overline{{\mathbb D}}_R\), then \(f_1\cdot f_2\) is analytic on \(T\).

Proof

Apply Lemmas 80 with \(S=\overline{{\mathbb D}}_R\) and \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \).

Lemma 82 Quotient analytic
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \) and \(f:{\mathbb C}\to {\mathbb C}\). If \(f(z)\) is analytic on \(\overline{{\mathbb D}}_R\), then \(f(z)/z\) is analytic on \(T\).

Proof

Apply Lemmas 78 and 81 with \(f_1(z) = 1/z\) and \(f_2(z)=f(z)\).

Lemma 83 On implies within
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Let \(V\subset {\mathbb C}\) and \(h:{\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticOn \(V\), then \(h\) is AnalyticWithinAt \(z\) for all \(z\in V\).

Proof
Lemma 84 Within implies on
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Let \(h:{\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticWithinAt \(z\) for all \(z\in \overline{{\mathbb D}}_R\), then \(h\) is AnalyticOn \(\overline{{\mathbb D}}_R\).

Proof
Lemma 85 Disk split
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \). Then \(\overline{{\mathbb D}}_R = \{ 0\} \cup T\).

Proof

Unfold definition of \(T\).

Lemma 86 Within union
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \) and \(h: {\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticWithinAt \(0\) and \(h\) is AnalyticWithinAt \(z\) for all \(z\in T\), then \(h\) is AnalyticWithinAt \(z\) for all \(z\in \overline{{\mathbb D}}_R\).

Proof

Apply Lemma 85.

Lemma 87 Within gives on
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \) and \(h: {\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticWithinAt \(0\) and \(h\) is AnalyticWithinAt \(z\) for all \(z\in T\), then \(h\) is AnalyticOn \(\overline{{\mathbb D}}_R\).

Proof

Apply Lemmas 84 and 86

Lemma 88 At to within
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Let \(h:{\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticAt \(0\), then \(h\) is AnalyticWithinAt \(0\).

Proof
Lemma 89 Local to global
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Let \(T=\{ z\in \ \overline{{\mathbb D}}_R : z\neq 0\} \) and \(h: {\mathbb C}\to {\mathbb C}\). If \(h\) is AnalyticAt \(0\) and \(h\) is AnalyticOn \(T\), then \(h\) is AnalyticOn \(\overline{{\mathbb D}}_R\).

Proof

Apply Lemmas 88 and 87.

1.1 Borel-Carathéodory I

Definition 90 Open disk
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For \(R{\gt}0\), define the open ball \({\mathbb D}_R := \{ z\in {\mathbb C}: |z| {\lt} R\} \).

Lemma 91 Disk closure
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For \(R{\gt}0\), the closure of \({\mathbb D}_R\) equals \(\overline{{\mathbb D}}_R := \{ z\in {\mathbb C}: |z|\le R\} \)

Proof
Lemma 92 In disk bound
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For \(R{\gt}0\), if \(w\in \overline{{\mathbb D}}_R\) then \(|w|\le R\).

Proof

Apply Lemma 91.

Lemma 93 Outside disk bound
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For \(R{\gt}0\), if \(w\notin {\mathbb D}_R\) then \(|w| \ge R\).

Proof

Apply definition 90.

Lemma 94 Modulus equal
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For \(R{\gt}0\), if \(|w|\le R\) and \(|w|\ge R\) then \(|w|=R\).

Proof
Lemma 95 Boundary modulus
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For \(R{\gt}0\), if \(w\in \overline{{\mathbb D}}_R\) and \(w\notin {\mathbb D}_R\), then \(|w|=R\).

Proof

Apply Lemmas 92 and 93 and 94.

Lemma 96 Positive modulus
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For \(R{\gt}0\) we have \(|R|=R\).

Proof
Lemma 97 Modulus bound
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For \(R{\gt}0\) we have \(|R|\le R\).

Proof

Apply Lemma 96 and \(R\le R\).

Lemma 98 Positive radius belongs to its closed disk
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For \(R{\gt}0\) we have \(R\in \overline{{\mathbb D}}_R\).

Proof

Apply Lemma 97 and definition 90

Lemma 99 Compactness
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For \(R{\gt}0\) the ball \(\overline{{\mathbb D}}_R\) is a compact subset of \({\mathbb C}\).

Proof
Lemma 100 ExtrValThm
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If \(K\subset {\mathbb C}\) is compact and \(g:K \to {\mathbb C}\) is continuous, then there exists \(v\in K\) such that \(|g(v)| \ge |g(z)|\) for all \(z\in K\).

Proof
Lemma 101 Disk Boundary
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If \(g:\overline{{\mathbb D}}_R \to {\mathbb C}\) is continuous, then there exists \(v\in \overline{{\mathbb D}}_R\) such that \(|g(v)| \ge |g(z)|\) for all \(z\in \overline{{\mathbb D}}_R\).

Proof

Apply Lemmas 99 and 100 with \(K=\overline{{\mathbb D}}_R\).

Lemma 102 Analytic Continuation
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If \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) is analytic, then \(h\) is continuous.

Proof
Lemma 103 Max modulus
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If \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) is analytic, then there exists \(u\in \overline{{\mathbb D}}_R\) such that \(|h(u)| \ge |h(z)|\) for all \(z\in \overline{{\mathbb D}}_R\).

Proof

Apply Lemmas 101 and 102 with \(g(z)=h(z)\) and \(u=v\).

Lemma 104 Interior max
#

Let \(R{\gt}0\). Let \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) be analytic. Suppose there exists \(w\in {\mathbb D}_R\) such that \(|h(w)| \ge |h(z)|\) for all \(z\in {\mathbb D}_R\). Then \(|h(z)|=|h(w)|\) for all \(z\in \overline{{\mathbb D}}_R\).

Proof

Apply Lemma 91

Lemma 105 Boundary value
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Let \(R{\gt}0\). Let \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) be analytic. Suppose there exists \(w\in {\mathbb D}_R\) such that \(|h(w)| \ge |h(z)|\) for all \(z\in {\mathbb D}_R\). Then \(|h(R)|=|h(w)|\).

Proof

Apply Lemmas 104 and 98 with \(z=R\).

Lemma 106 Boundary bound
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Let \(R{\gt}0\). Let \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) be analytic. Suppose there exists \(w\in {\mathbb D}_R\) such that \(|h(w)| \ge |h(z)|\) for all \(z\in {\mathbb D}_R\). Then \(|h(R)|\ge |h(z)|\) for all \(z\in \overline{{\mathbb D}}_R\)

Proof

Apply Lemmas 104 and 105

Lemma 107 Boundary point
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Let \(R{\gt}0\). Let \(h:\overline{{\mathbb D}}_R \to {\mathbb C}\) be analytic. There exists \(v\in \overline{{\mathbb D}}_R\) with \(|v|=R\) such that \(|h(v)|\ge |h(z)|\) for all \(z\in \overline{{\mathbb D}}_R\)

Proof

Apply Lemma 103 to get \(u\in \overline{{\mathbb D}}_R\) such that \(|h(u)|\ge |h(z)|\) for all \(z\in \overline{{\mathbb D}}_R\). If \(u\in {\mathbb D}_R\) then set \(v=R\). Now by Lemma 106 we have \(|v|=|R|=R\). Else \(u\notin {\mathbb D}_R\), then set \(v=u\). Now by Lemma 95 with \(w=u\) we have \(|v|=|u|=R\).

Lemma 108 Boundary point
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Let \(R{\gt}0\). Let \(h(z)\) be analytic on \(|z|\le R\). There exists \(v\in {\mathbb C}\) with \(|v|=R\) such that \(|h(v)|\ge |h(z)|\) for all \(z\in {\mathbb C}\) with \(|z|\le R\).

Proof

Apply Lemma 107, and apply Lemma 92 for \(w=v\) and then again for \(w=z\).

Lemma 109 Boundary max
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Let \(R{\gt}0\) and \(B\ge 0\). Let \(h(z)\) be a function analytic on \(|z| \le R\). Suppose that \(|h(z)| \le B\) for all \(z\in {\mathbb C}\) with \(|z|= R\). Then there exists \(v\in {\mathbb C}\) with \(|v|=R\) such that \(|h(v)|\ge |h(w)|\) for all \(w\in {\mathbb C}\) with \(|w|\le R\), and \(|h(v)| \le B\).

Proof

Apply Lemma 108, and the assumption \(|h(z)| \le B\) with \(z=v\), since \(|v|=R\).

Lemma 110 Max principle
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Let \(R{\gt}0\) and \(B\ge 0\). Let \(h(z)\) be a function analytic on \(|z| \le R\). Suppose that \(|h(z)| \le B\) for all \(z\in {\mathbb C}\) with \(|z|= R\). Then \(|h(w)| \le B\) for all \(w\in {\mathbb C}\) with \(|w|\le R\).

Proof

Apply Lemma 109. By assumption we calculate \(|h(w)|\le |h(v)| \le B\) for all \(w\in {\mathbb C}\) with \(|w|\le R\).

Lemma 111 Easy maximum principle
#

Let \(R{\gt}0\) and \(B\ge 0\). Let \(h(z)\) be a function analytic on \(|z| \le R\). Suppose that \(|h(w)| \le B\) for all \(w\in {\mathbb C}\) with \(|w|\le R\). Then \(|h(z)| \le B\) for all \(z\in {\mathbb C}\) with \(|z|= R\).

Proof

Take \(z\in {\mathbb C}\) with \(|z|= R\). Then \(|z|\le R\), so by assumption with \(w=z\) we have \(|h(z)| \le B\).

Lemma 112 Maximum modulus principle
#

Let \(T{\gt}0\) and \(B\ge 0\). Let \(h(z)\) be a function analytic on \(|z| \le T\). We have \(|h(z)| \le B\) for all \(z\in {\mathbb C}\) with \(|z|\le T\) if and only if \(|h(z)| \le B\) for all \(z\in {\mathbb C}\) with \(|z|= T\).

Proof

Apply Lemmas 110 and 111 with \(R=T\).

Lemma 113 Denom nonzero
#

Let \(R,M{\gt}0\). Suppose \(f(z)\) is an analytic function on \(|z|\le R\) satisfying \(\Re (f(z)) \le M\). Then \(2M - f(z) \neq 0\) for all \(|z|\le R\).

Proof

For each \(z\) with \(|z|\le R\), apply Lemma 34 with \(w=f(z)\).

Lemma 114 Ratio bound
#

Let \(R,M{\gt}0\). Suppose \(f(z)\) is an analytic function on \(|z|\le R\) satisfying \(\Re (f(z)) \le M\). For any \(z\) with \(|z| \le R\), we have \( \frac{|f(z)|}{|2M - f(z)|}\le 1\).

Proof

For each \(z\) with \(|z|\le R\), apply Lemma 56 with \(w=f(z)\).

Lemma 115 Removable zero
#

Let \(R{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\). Then the function \(h(z) = f(z)/z\) is analytic on \(|z| \le R\).

Proof

Apply ??.

Lemma 116 Quotient analytic
#

Let \(R{\gt}0\). If \(h_1(z)\) and \(h_2(z)\) are analytic for \(|z|\le R\) and \(h_2(z)\neq 0\) for all \(|z|\le R\), then \(h_1(z)/h_2(z)\) is analytic for \(|z|\le R\).

Proof
Definition 117 Modified function
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). Define the function \(f_M(z)\) for \(|z| \le R\) as

\[ f_M(z) = \frac{f(z)/z}{2M - f(z)}. \]
Lemma 118 g analytic
#

The function \(f_M(z)\) from Definition 117 is analytic on \(|z| \le R\).

Proof

Write \(f_M(z) = h_1(z)/h_2(z)\) where \(h_1(z)=f(z)/z\) and \(h_2(z)=2M-f(z)\). Then apply Lemma 116 with \(h_1(z)\) and \(h_2(z)\), using Lemma 115 and Lemma 113.

Lemma 119 Quotient modulus
#

Let \(a,b\in {\mathbb C}\). If \(b\neq 0\) then \(|a/b| = |a|/|b|\).

Proof
Lemma 120 g modulus
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). We have \(|f_M(z)| = \frac{|f(z)/z|}{|2M - f(z)|}\).

Proof

For each \(|z|\le R\), apply Definition 117, and Lemma 119 with \(a=f(z)/z\) and \(b=2M-f(z)\). Note \(b\neq 0\) by Lemma 113.

Lemma 121 Quotient radius
#

Let \(T{\gt}0\) and \(z,w\in {\mathbb C}\). If \(|z|=T\) then \(|w/z| = |w|/T\).

Proof
Lemma 122 Boundary g
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(z\in {\mathbb C}\) with \(|z|=R\), we have \(|f_M(z)| = \frac{|f(z)|/R}{|2M - f(z)|}\).

Proof

Apply Lemmas 120 and 121 with \(w=f(z)\) and \(T=R{\gt}0\).

Lemma 123 Scaled ratio
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(z\) with \(|z| \le R\), we have \( \frac{|f(z)|/R}{|2M - f(z)|}\le 1/R\).

Proof

Apply Lemma 114.

Lemma 124 Boundary bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(z\in {\mathbb C}\) with \(|z|=R\), we have \(|f_M(z)| \le 1/R\).

Proof

Apply Lemmas 122 and 123.

Lemma 125 Interior bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(z\in {\mathbb C}\) with \(|z| \le R\), we have \(|f_M(z)| \le 1/R\).

Proof

Apply Lemmas 124 and 112 with \(B=1/R\) and \(T=R\) and \(h(z)=f_M(z)\).

Lemma 126 g at r
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r{\lt}R\) and any \(z\in {\mathbb C}\) with \(|z|=r\), we have \(|f_M(z)| = \frac{|f(z)|/r}{|2M - f(z)|}\).

Proof

Apply Lemmas 120 and 121 with \(w=f(z)\) and \(T=r{\gt}0\).

Lemma 127 g bound r
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r{\lt}R\) and any \(z\in {\mathbb C}\) with \(|z|=r\), we have \(\frac{|f(z)|/r}{|2M - f(z)|} \le 1/R\).

Proof

Apply Lemmas 125 and 126 with \(|z|=r{\lt}R\).

Lemma 128 Fraction swap
#

Let \(a,b,r,R{\gt}0\). If \(\frac{a/r}{b} \le 1/R\) then \(Ra \le rb\).

Proof
Lemma 129 Rearranged bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R\) and any \(z\in {\mathbb C}\) with \(|z|=r\), we have \(R|f(z)| \le r|2M - f(z)|\).

Proof

Apply Lemmas 127 and 128 with \(a=|f(z)|{\gt}0\) and \(b=|2M - f(z)|{\gt}0\).

Lemma 130 Circle bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R\) and any \(z\in {\mathbb C}\) with \(|z|=r\), we have

\[ |f(z)| \le \frac{2r}{R-r}M. \]
Proof

For each \(|z| \le R\), apply Lemmas 129 and 69 with \(F=f(z)\).

Lemma 131 Circle bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R\), and any \(z\in {\mathbb C}\) with \(|z|=r\) we have

\[ |f(z)| \le \frac{2r}{R-r}M. \]
Proof

Apply Lemma 130.

Lemma 132 BC bound
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R\), and any \(z\in {\mathbb C}\) with \(|z|\le r\) we have

\[ |f(z)| \le \frac{2r}{R-r}M. \]
Proof

Apply Lemmas 131 and 112 with \(B=\frac{2r}{R-r}M\) and \(T=r\) and \(h(z)=f(z)\).

Theorem 133 Borel-Carathéodory I
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R,\)

\[ \sup _{|z| \le r} |f(z)| \le \frac{2r}{R-r}M. \]
Proof

Apply Lemma 132 and definition of supremum \(\sup _{|z| \le r}\).

1.2 Borel-Carathéodory II

Lemma 134 Cauchy’s Integral Formula for \(f'\)
#

Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\) and any \(r'\) with \(0 {\lt} r {\lt} r' {\lt} R\),

\[ f'(z) = \frac{1}{2\pi i} \oint _{|w|=r'} \frac{f(w)}{(w-z)^2}dw. \]
Proof
Lemma 135 Differential of \(w(t)\)
#

For \(w(t) = r'e^{it}\), we have \(dw = ir'e^{it}dt\).

Proof

Differentiate \(w(t)\) with respect to \(t\).

Lemma 136 CIF for \(f'\), Parameterized
#

Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\) and any \(r'\) with \(0 {\lt} r {\lt} r' {\lt} R\),

\[ f'(z) = \frac{1}{2\pi i} \int _{0}^{2\pi } \frac{f(r'e^{it})}{(r'e^{it}-z)^2} (ir'e^{it})\, dt. \]
Proof

Apply Lemmas 134 and 135, and unfold definition of the circle integral \(\oint \) over \(w\in C(0,r')\).

Lemma 137 CIF for \(f'\), Simplified
#

Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\) and any \(r'\) with \(0 {\lt} r {\lt} r' {\lt} R\),

\[ f'(z) = \frac{1}{2\pi } \int _{0}^{2\pi } \frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\, dt. \]
Proof

Apply Lemma 136 and cancel \(i\) from the numerator and denominator.

Lemma 138 Derivative modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(|f'(z)| = \left|\frac{1}{2\pi } \int _{0}^{2\pi } \frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\, dt \right|\).

Proof

Apply modulus to both sides of the equality in Lemma 137.

Lemma 139 Integral bound
#

For an integrable function \(g(t)\), we have \(|\int _a^b g(t) dt| \le \int _a^b |g(t)| dt\).

Proof
Lemma 140 Modulus of \(f'\)
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(|f'(z)| \le \frac{1}{2\pi } \int _{0}^{2\pi } \left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2} \right| \, dt\).

Proof

Apply Lemmas 138 and 139.

Lemma 141 Integrand modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(|f(r'e^{it}) r'e^{it}| = |f(r'e^{it})| \cdot |r'e^{it}|\).

Proof

Apply modulus property \(|ab|=|a||b|\).

Lemma 142 Modulus one
#

For \(t\in {\mathbb R}\) we have \(|e^{it}| = e^{\Re (it)}\)

Proof
Lemma 143 Cosine part
#

For \(t\in {\mathbb R}\) we have \(\Re (it) = 0\)

Proof
Lemma 144 Euler part
#

For \(t\in {\mathbb R}\) we have \(e^{\Re (it)} =e^0\).

Proof

Apply Lemma 143.

Lemma 145 Exp zero one
#

We have \(e^0 = 1\).

Proof
Lemma 146 Cosine relation
#

For \(t\in {\mathbb R}\) we have \(e^{\Re (it)} = 1\)

Proof

Apply Lemmas 144 and 145

Lemma 147 Unit modulus
#

For \(t\in {\mathbb R}\) we have \(|e^{it}| = 1\)

Proof

Apply Lemmas 142 and 146

Lemma 148 Scaled modulus
#

For \(a{\gt}0\) and \(t\in {\mathbb R}\) we have \(|ae^{it}| = a\)

Proof

Apply Lemma 147 and calculate \(|ae^{it}| = |a|\cdot |e^{it}| = a\cdot 1 = a\).

Lemma 149 Integrand modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(|f(r'e^{it}) r'e^{it}| = r' |f(r'e^{it})|\).

Proof

Apply Lemmas 141 and 148 with \(a=r'\).

Lemma 150 Square modulus
#

For any \(c \in {\mathbb C}\), \(|c^2| = |c|^2\).

Proof
Lemma 151 Shifted modulus
#

For any \(w,z \in {\mathbb C}\), \(|(w-z)^2| = |w-z|^2\).

Proof

Apply Lemma 150 with \(c=w-z\).

Lemma 152 Reverse triangle
#

For any \(w, z\in {\mathbb C}\), we have \(|w|-|z| \le |w-z|\).

Proof
Lemma 153 Reverse triangle
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\), we have \(|r'e^{it}|-|z| \le |r'e^{it}-z|\).

Proof

Apply Lemma 152 with \(w=r'e^{it}\).

Lemma 154 Reverse triangle
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\), we have \(r' -|z| \le |r'e^{it}-z|\).

Proof

Apply Lemmas 153 and 148 with \(a=r'\)

Lemma 155 Radius relation
#

Let \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\) with \(|z|\le r\). Then \(0{\lt}r' - |z|\).

Proof

We calculate \(|z| \le r {\lt} r'\) by assumption, so \(0 {\lt} r' - |z|\).

Lemma 156 Radius relation
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\) and \(z\in {\mathbb C}\) with \(|z|\le r\). Then \(r' - r \le |r'e^{it}-z|\).

Proof

Apply Lemma 154 and \(|z|\le r\).

Lemma 157 Radius relation
#

If \(0{\lt}r{\lt}r'\) then \(r'-r{\gt}0\)

Proof

Calculation

Lemma 158 Radius relation
#

If \(0{\lt}r{\lt}r'\) then \((r'-r)^2{\gt}0\)

Proof

Apply Lemma 157

Lemma 159 Radius relation
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\)and \(z\in {\mathbb C}\) with \(|z|\le r\). Then \((r' - r)^2 \le |r'e^{it}-z|^2\).

Proof

Apply Lemmas 156 and 158.

Lemma 160 Radius relation
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\)and \(z\in {\mathbb C}\) with \(|z|\le r\). Then \(|(r'e^{it}-z)^2| = |r'e^{it}-z|^2\).

Proof

Apply Lemmas 156 and 158.

Lemma 161 Reverse triangle
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\) with \(|z|\le r\), we have \(0 {\lt} |r'e^{it}-z|\).

Proof

Apply Lemmas 154 and 155.

Lemma 162 Positive nonzero
#

For \(w\in {\mathbb C}\), if \(|w|{\gt}0\) then \(w\neq 0\).

Proof
Lemma 163 Reverse triangle
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\) with \(|z|\le r\), we have \(r'e^{it}-z \neq 0\).

Proof

Apply Lemmas 161 and 162 with \(w=r'e^{it}-z\).

Lemma 164 Reverse triangle
#

Let \(t\in {\mathbb R}\) and \(0 {\lt} r {\lt} r' {\lt} R\) and \(z\in {\mathbb C}\) with \(|z|\le r\), we have \((r'e^{it}-z)^2 \neq 0\).

Proof

Apply Lemma 163, and Mathlib mul_self_ne_zero

Lemma 165 Division bound
#

If \(a,b\in {\mathbb C}\) and \(b\neq 0\) then \(|a/b|=|a|/|b|\).

Proof
Lemma 166 Integrand modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right| = \frac{|f(r'e^{it}) r'e^{it}|}{|(r'e^{it}-z)^2|}\).

Proof

Apply Lemma 165 with \(a=f(r'e^{it}) r'e^{it}\) and \(b=(r'e^{it}-z)^2\). Here \(b\neq 0\) by Lemma 164.

Lemma 167 Product modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right| = \frac{r'|f(r'e^{it})|}{|(r'e^{it}-z)^2|}\).

Proof

Apply Lemmas 166 and 149.

Lemma 168 Product modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right| = \frac{r'|f(r'e^{it})|}{|r'e^{it}-z|^2}\).

Proof

Apply Lemmas 167 and 160.

Lemma 169 Product modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(\frac{r'|f(r'e^{it})|}{|r'e^{it}-z|^2} \le \frac{r'|f(r'e^{it})|}{(r'-r)^2}\).

Proof

Apply Lemmas 168 and 159.

Lemma 170 Product modulus
#

Let \(0 {\lt} r {\lt} r' {\lt} R\). Let \(f\) be analytic on \(|z| \le R\). For any \(z\) with \(|z| \le r\), we have \(\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right| \le \frac{r'|f(r'e^{it})|}{(r'-r)^2}\).

Proof

Apply Lemmas 168 and 169.

Lemma 171 Point bound
#

Let \(M,R{\gt}0\) and \(0{\lt}r'{\lt}R\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(t \in {\mathbb R}\) we have \(|f(r'e^{it})| \le \frac{2r' M}{R-r'}\).

Proof

Note \(w=r'e^{it}\) satisfies \(|w|=r'{\lt}R\) by Lemma 148 with \(a=r'\). Then apply Lemma 132.

Lemma 172 Integrand bound
#

Let \(M,R{\gt}0\) and \(0{\lt}r{\lt}r'{\lt}R\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(t \in {\mathbb R}\) we have \(\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right| \le \frac{2(r')^2M}{(R-r')(r'-r)^2}\).

Proof

Apply Lemmas 170 and 171.

Lemma 173 Integral inequality
#

If \(g(t) \le C\) for all \(t \in [a,b]\), then \(\int _a^b g(t) dt \le \int _a^b C dt\).

Proof
Lemma 174 Derivative bound
#

Let \(M,R{\gt}0\) and \(0{\lt}r{\lt}r'{\lt}R\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(t \in {\mathbb R}\) we have \(|f'(z)| \le \frac{1}{2\pi } \int _{0}^{2\pi } \frac{2(r')^2M}{(R-r')(r'-r)^2} dt\).

Proof

Apply Lemmas 140, 172 and 173 with \(g(t)=\left|\frac{f(r'e^{it}) r'e^{it}}{(r'e^{it}-z)^2}\right|\) and \(C=\frac{2(r')^2M}{(R-r')(r'-r)^2}\)

Lemma 175 Integrate one
#

We have \(\int _0^{2\pi } dt = 2\pi \).

Proof
Lemma 176 Exponential integral
#

We have \(\frac{1}{2\pi }\int _0^{2\pi } dt = 1\).

Proof

Apply Lemma 175 and simplify.

Lemma 177 Derivative bound
#

Let \(M,R{\gt}0\) and \(0{\lt}r{\lt}r'{\lt}R\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). Then we have \(|f'(z)| \le \frac{2(r')^2M}{(R-r')(r'-r)^2}\).

Proof

Apply Lemmas 174 and 176.

Lemma 178 Radius compare
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(r {\lt} r'\).

Proof

Since \(r{\lt}R\), we have \(2r {\lt} r+R\). Dividing by 2 gives \(r {\lt} (r+R)/2\).

Lemma 179 Radius compare
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(r' {\lt} R\).

Proof

Since \(r{\lt}R\), we have \(r+R {\lt} 2R\). Dividing by 2 gives \((r+R)/2 {\lt} R\).

Lemma 180 Intermediate radius
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(r {\lt} r' {\lt} R\).

Proof

Apply Lemmas 178 and 179.

Lemma 181 Radius formula
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(R-r' = \frac{R-r}{2}\).

Proof

We calculate \(R - \frac{r+R}{2} = \frac{2R - (r+R)}{2} = \frac{R-r}{2}\).

Lemma 182 Radius formula
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(r'-r = \frac{R-r}{2}\).

Proof

We calculate \(\frac{r+R}{2} - r = \frac{r+R - 2r}{2} = \frac{R-r}{2}\).

Lemma 183 Denominator form
#

Given \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \((R-r')(r'-r)^2 = \frac{(R-r)^3}{8}\).

Proof

Apply Lemmas 181 and 182 and calculate \(\left(\frac{R-r}{2}\right) \cdot \left(\frac{R-r}{2}\right)^2 = \frac{(R-r)}{2}\frac{(R-r)^2}{4} = \frac{(R-r)^3}{8}\).

Lemma 184 Numerator form
#

Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(2(r')^2M = \frac{(R+r)^2 M}{2}\).

Proof

We calculate \(2(r')^2M = 2\left(\frac{R+r}{2}\right)^2M = 2\frac{(R+r)^2}{4}M =\frac{(R+r)^2 M}{2}\)

Lemma 185 Fraction simplify
#

Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(\frac{2(r')^2M}{(R-r')(r'-r)^2} = \frac{(R+r)^2 M/2}{(R-r)^3/8}\).

Proof

Apply Lemmas 184 and 183.

Lemma 186 Fraction simplify
#

Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\), we have \(\frac{(R+r)^2 M/2}{(R-r)^3/8} = \frac{4(R+r)^2 M}{(R-r)^3}\).

Proof

Simplify fraction

Lemma 187 Fraction simplify
#

Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(\frac{2(r')^2M}{(R-r')(r'-r)^2} = \frac{4(R+r)^2 M}{(R-r)^3}\).

Proof

Apply Lemmas 185 and 186.

Lemma 188 Inequality fact
#

Given \(r {\lt} R\), we have \(R+r {\lt} 2R\).

Proof

calculation

Lemma 189 Sum positive
#

Given \(0 {\lt} r {\lt} R\), we have \(0 {\lt} R+r\).

Proof
Lemma 190 Double positive
#

Given \(0 {\lt} R\), we have \(2R {\gt} 0\).

Proof
Lemma 191 Square fact
#

If \(0 {\lt} a {\lt} b\), then \(a^2 {\lt} b^2\).

Proof
Lemma 192 Square bound
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Given e, we have \((R+r)^2 {\lt} (2R)^2\).

Proof

Let \(a = R+r\) and \(b = 2R\). From Lemma 189, \(a{\gt}0\). From Lemma 190, \(b{\gt}0\). From Lemma 188, \(a{\lt}b\). Apply Lemma 191.

Lemma 193 Square identity
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For any \(R{\gt}0\), we have \((2R)^2 = 4R^2\).

Proof

We calculate \((2R)^2 = 2^2 R^2 = 4R^2\).

Lemma 194 Square bound
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Given \(0 {\lt} r {\lt} R\), we have \((R+r)^2 {\lt} 4R^2\).

Proof

Apply Lemmas 192 and 193.

Lemma 195 Square bound
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Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\), we have \(4(R+r)^2M {\lt} 16R^2M\).

Proof

Apply Lemma 194 and multiply by \(4M{\gt}0\).

Lemma 196 Bound simplify
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Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\), we have \(\frac{4(R+r)^2 M}{(R-r)^3} {\lt} \frac{16R^2 M}{(R-r)^3}\).

Proof

Apply Lemma 195 to the numerator of the fraction.

Lemma 197 Fraction simplify
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Given \(M{\gt}0\) and \(0 {\lt} r {\lt} R\) with \(r'=\frac{r+R}{2}\), we have \(\frac{2(r')^2M}{(R-r')(r'-r)^2} \leq \frac{16R^2 M}{(R-r)^3}\).

Proof

Apply Lemmas 187 and 196.

Theorem 198 Borel-Carathéodory II
#

Let \(R,M{\gt}0\). Let \(f\) be analytic on \(|z| \le R\) such that \(f(0)=0\) and suppose \(\Re f(z) \le M\) for all \(|z| \le R\). For any \(0{\lt}r {\lt} R\) and any \(|z|\le r\),

\[ |f'(z)| \le \frac{16M R^2}{(R-r)^3}. \]
Proof

Apply Lemmas 197 and 177 with \(r'=\frac{r+R}{2}\).

1.3 Integral Antiderivative

Lemma 199 Cauchy rectangles
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Then for any \(z, w \in \overline{{\mathbb D}}_{R}\),

\begin{align*} \left(\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, z.\operatorname {Im}) \, dx\right) & - \left(\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, w.\operatorname {Im}) \, dx\right) \\ & + i \left(\int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(w.\operatorname {Re}+ i y) \, dy\right) - i \left(\int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(z.\operatorname {Re}+ i y) \, dy\right) = 0. \end{align*}
Proof

Let the four corners of a rectangle be \(A = z.\operatorname {Re}+ i\, z.\operatorname {Im}\), \(B = w.\operatorname {Re}+ i\, z.\operatorname {Im}\), \(C = w.\operatorname {Re}+ i\, w.\operatorname {Im}\), and \(D = z.\operatorname {Re}+ i\, w.\operatorname {Im}\). Since \(z, w \in \overline{{\mathbb D}}_{R}\), all four corners lie within the closed disk \(\overline{{\mathbb D}}_{R_0}\). The assumption is that \(f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\). This means there exists an open set \(U\) containing \(\overline{{\mathbb D}}_{R_0}\) on which \(f\) is analytic. The rectangle with corners \(A, B, C, D\) is contained in \(\overline{{\mathbb D}}_{R_0}\), and therefore also in \(U\).

By Cauchy’s Integral Theorem for a rectangle (Mathlib: integral_boundary_rect_eq_zero_of_differentiableOn), the integral of an analytic function over the boundary of the rectangle is zero. We can express this boundary integral as the sum of four path integrals:

\[ \oint _{\partial \text{Rect}} f(\zeta )\, d\zeta = \int _A^B f(\zeta )\, d\zeta + \int _B^C f(\zeta )\, d\zeta + \int _C^D f(\zeta )\, d\zeta + \int _D^A f(\zeta )\, d\zeta = 0. \]

We evaluate each integral:

  1. Path from \(A\) to \(B\): \(\zeta (x) = x + i\, z.\operatorname {Im}\) for \(x\) from \(z.\operatorname {Re}\) to \(w.\operatorname {Re}\). So \(d\zeta = dx\).

    \[ \int _A^B f(\zeta )\, d\zeta = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, z.\operatorname {Im}) \, dx. \]
  2. Path from \(B\) to \(C\): \(\zeta (y) = w.\operatorname {Re}+ i\, y\) for \(y\) from \(z.\operatorname {Im}\) to \(w.\operatorname {Im}\). So \(d\zeta = i\, dy\).

    \[ \int _B^C f(\zeta )\, d\zeta = i \int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(w.\operatorname {Re}+ i y) \, dy. \]
  3. Path from \(C\) to \(D\): \(\zeta (x) = x + i\, w.\operatorname {Im}\) for \(x\) from \(w.\operatorname {Re}\) to \(z.\operatorname {Re}\). So \(d\zeta = dx\).

    \[ \int _C^D f(\zeta )\, d\zeta = \int _{w.\operatorname {Re}}^{z.\operatorname {Re}} f(x + i\, w.\operatorname {Im}) \, dx = - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, w.\operatorname {Im}) \, dx. \]
  4. Path from \(D\) to \(A\): \(\zeta (y) = z.\operatorname {Re}+ i\, y\) for \(y\) from \(w.\operatorname {Im}\) to \(z.\operatorname {Im}\). So \(d\zeta = i\, dy\).

    \[ \int _D^A f(\zeta )\, d\zeta = i \int _{w.\operatorname {Im}}^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i y) \, dy = - i \int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(z.\operatorname {Re}+ i y) \, dy. \]

Summing these four integrals gives the equation:

\[ \left(\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, z.\operatorname {Im}) \, dx\right) + i \left(\int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(w.\operatorname {Re}+ i y) \, dy\right) - \left(\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(x + i\, w.\operatorname {Im}) \, dx\right) - i \left(\int _{z.\operatorname {Im}}^{w.\operatorname {Im}} f(z.\operatorname {Re}+ i y) \, dy\right) = 0. \]

Rearranging the terms to match the statement of the lemma concludes the proof.

Definition 200 Integral along the taxicab path
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Define the function \(I_f:\overline{{\mathbb D}}_R\to \mathbb {C}\) by

\[ I_f(z) := \int _0^{z.\operatorname {Re}} f(t)\, dt + i \int _0^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau )\, d\tau . \]
Lemma 201 Integral form
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\[ I_f(z+h) = \int _0^{(z+h).\operatorname {Re}} f(t)\, dt + i \int _0^{(z+h).\operatorname {Im}} f((z+h).\operatorname {Re}+ i\tau )\, d\tau . \]
Proof

Apply definition 200 with \(z+h\).

Lemma 202 Integral form
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\). Then

\[ I_f(z) = \int _0^{z.\operatorname {Re}} f(t)\, dt + i \int _0^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau )\, d\tau . \]
Proof

Apply definition 200 with \(z\)

Lemma 203 Integral form
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ I_f(w) = \int _0^{(z+h).\operatorname {Re}} f(t)\, dt + i \int _0^{z.\operatorname {Im}} f((z+h).\operatorname {Re}+ i\tau )\, d\tau . \]
Proof

Apply definition 200 with \(w\), noting that \(w.\operatorname {Re}= (z+h).\operatorname {Re}\) and \(w.\operatorname {Im}= z.\operatorname {Im}\).

Lemma 204 Difference form
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ I_f(z+h) - I_f(w) = i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f((z+h).\operatorname {Re}+ i\tau )\, d\tau . \]
Proof

Take the difference of lemma 201 and lemma 203, noting the terms involving \(\int f(t)\, dt\) cancel. The remaining terms are combined using properties of integrals.

Lemma 205 Initial form
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt + i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau . \]
Proof

Apply lemma 203 and lemma 202, note that \(w.\operatorname {Im}= z.\operatorname {Im}\), and combine integrals.

Lemma 206 Horizontal strip
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t) dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im}) dt + i \int _{0}^{z.\operatorname {Im}} f(w.\operatorname {Re}+ i\tau ) d\tau - i \int _{0}^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau ) d\tau = 0. \]
Proof

Apply lemma 199 with the points \(z' := z.\operatorname {Re}\) and \(w' := (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). The four corners of the rectangle are \(z.\operatorname {Re}\), \((z+h).\operatorname {Re}\), \((z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\), and \(z.\operatorname {Re}+ i\, z.\operatorname {Im}\). Substituting \(z'\) and \(w'\) into the formula from lemma 199 yields the desired identity.

Lemma 207 Rearrangement step
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt. \]
Proof

We start with the identity from lemma 206. The assumptions are: \(0{\lt}R{\lt}R_0{\lt}1\), \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\), \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) with \(z+h \in \overline{{\mathbb D}}_R\), and \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). The identity is:

\[ \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t) dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im}) dt + i \int _{0}^{z.\operatorname {Im}} f(w.\operatorname {Re}+ i\tau ) d\tau - i \int _{0}^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau ) d\tau = 0. \]

By the linearity of integration, we can combine the last two terms:

\[ i \int _{0}^{z.\operatorname {Im}} f(w.\operatorname {Re}+ i\tau ) d\tau - i \int _{0}^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau ) d\tau = i \left( \int _{0}^{z.\operatorname {Im}} f(w.\operatorname {Re}+ i\tau ) d\tau - \int _{0}^{z.\operatorname {Im}} f(z.\operatorname {Re}+ i\tau ) d\tau \right) = i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau . \]

Substituting this back into the identity gives:

\[ \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t) dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im}) dt + i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau = 0. \]

To obtain the desired result, we isolate the term involving the integral over \(\tau \) by moving the other two integral terms to the right-hand side of the equation:

\[ i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt. \]

This completes the proof.

Lemma 208 Shift integral
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\), and let \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). Then

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt. \]
Proof

The assumptions are: \(0{\lt}R{\lt}R_0{\lt}1\), \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\), \(z \in \overline{{\mathbb D}}_R\), \(h\in {\mathbb C}\) with \(z+h \in \overline{{\mathbb D}}_R\), and \(w = (z+h).\operatorname {Re}+ i\, z.\operatorname {Im}\). From lemma 205, we have the expression:

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt + i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau . \]

From lemma 207, we have an identity for the second term in the expression above:

\[ i \int _0^{z.\operatorname {Im}} [f(w.\operatorname {Re}+ i\tau ) - f(z.\operatorname {Re}+ i\tau )]\, d\tau = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt. \]

We substitute this identity into the expression for \(I_f(w) - I_f(z)\):

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt + \left( \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt - \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt \right). \]

The terms \(\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt\) and \(-\int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t)\, dt\) cancel each other out.

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{w.\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt. \]

Finally, we use the definition of \(w\), which states \(w.\operatorname {Re}= (z+h).\operatorname {Re}\). Substituting this into the upper limit of the integral gives the final result:

\[ I_f(w) - I_f(z) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt. \]
Lemma 209 L path
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\[ I_f(z+h)-I_f(z) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(t + i\, z.\operatorname {Im})\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f((z+h).\operatorname {Re}+ i\tau )\, d\tau . \]
Proof

The result follows by summing the identities from lemma 208 and lemma 204, using the identity \(I_f(z+h)-I_f(z) = (I_f(w) - I_f(z)) + (I_f(z+h) - I_f(w))\).

Lemma 210 Add-sub step
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\[ I_f(z+h)-I_f(z) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z) + f(z))\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z) + f(z))\, d\tau . \]
Proof

The identity follows by starting with the expression for \(I_f(z+h)-I_f(z)\) from lemma 209 and adding and subtracting the term \(f(z)\) within each integrand, which is an algebraic identity.

Lemma 211 Linearity split
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\begin{align*} I_f(z+h)-I_f(z) = & \left( \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt \right) \\ & + i \left( \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau + \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau \right). \end{align*}
Proof

We begin with the identity from lemma 210, which holds under the assumptions that \(0{\lt}R{\lt}R_0{\lt}1\), \(f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\), \(z \in \overline{{\mathbb D}}_R\), and \(h\in {\mathbb C}\) with \(z+h \in \overline{{\mathbb D}}_R\):

\[ I_f(z+h)-I_f(z) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z) + f(z))\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z) + f(z))\, d\tau . \]

We apply the linearity property of the integral, \(\int (g+k) = \int g + \int k\), to each of the two integrals on the right-hand side. For the first integral, we group the integrand as \((f(t + i\, z.\operatorname {Im}) - f(z)) + f(z)\). Applying linearity yields:

\[ \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z) + f(z))\, dt = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt. \]

For the second integral, we group the integrand as \((f((z+h).\operatorname {Re}+ i\tau ) - f(z)) + f(z)\). Applying linearity yields:

\[ \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z) + f(z))\, d\tau = \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau + \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau . \]

Substituting these expanded forms back into the original equation for \(I_f(z+h)-I_f(z)\), and distributing the factor of \(i\) for the second part, we obtain the desired result:

\begin{align*} I_f(z+h)-I_f(z) = & \left( \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt \right) \\ & + i \left( \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau + \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau \right). \end{align*}
Lemma 212 Integral of constant over L-path
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\[ \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau = f(z) \cdot h. \]
Proof

The left side is the integral of the constant function \(w \mapsto f(z)\) over the L-shaped path. Thus we calculate

\begin{align*} \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau & = f(z) \cdot ((z+h).\operatorname {Re}- z.\operatorname {Re}) + i \cdot f(z) \cdot ((z+h).\operatorname {Im}- z.\operatorname {Im}) \\ & = f(z) \cdot (h.\operatorname {Re}+ i \cdot h.\operatorname {Im}) = f(z) \cdot h. \end{align*}
Lemma 213 Difference decomposition
#

Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\). Then

\[ I_f(z+h)-I_f(z) = h \cdot f(z) + \mathrm{Err}(z,h), \]

where \(\mathrm{Err}(z,h)\) is defined as

\[ \mathrm{Err}(z,h) := \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau . \]
Proof

We start with the expression for \(I_f(z+h)-I_f(z)\) from lemma 211. The assumptions are that \(f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\), \(z \in \overline{{\mathbb D}}_R\), and \(h \in {\mathbb C}\) such that \(z+h \in \overline{{\mathbb D}}_R\).

\[ I_f(z+h)-I_f(z) = \left( \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt \right) + i \left( \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau + \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau \right). \]

We can rearrange the terms by grouping them differently:

\begin{align*} I_f(z+h)-I_f(z) = & \left( \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau \right)\\ & + \left( \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau \right). \end{align*}

The first large grouped term is precisely the definition of \(\mathrm{Err}(z,h)\) given in the lemma statement. The second large grouped term is an expression that is evaluated in lemma 212. According to that lemma,

\[ \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} f(z)\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} f(z)\, d\tau = f(z) \cdot h. \]

Substituting these two results back into our rearranged equation, we get:

\[ I_f(z+h)-I_f(z) = \mathrm{Err}(z,h) + f(z) \cdot h. \]

Swapping the terms on the right-hand side gives the final statement.

Lemma 214 Bound on error term
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\) and \(z-h \in \overline{{\mathbb D}}_R\). Let

\[ S_{horiz}(z,h) := \sup _{z.\operatorname {Re}- |h.\operatorname {Re}| \le t \le z.\operatorname {Re}+ |h.\operatorname {Re}|} |f(t + i\, z.\operatorname {Im}) - f(z)| \]
\[ S_{vert}(z,h) := \sup _{z.\operatorname {Im}- |h.\operatorname {Im}| \le \tau \le z.\operatorname {Im}+ |h.\operatorname {Im}|} |f((z+h).\operatorname {Re}+ i\tau ) - f(z)|. \]
\[ S(z,h) := \max (S_{horiz}(z,h),S_{vert}(z,h)) \]

Then the error term \(\mathrm{Err}(z,h)\) is bounded by:

\[ |\mathrm{Err}(z,h)| \le |h.\operatorname {Re}| S(z,h) + |h.\operatorname {Im}|S(z,h). \]
Proof

We begin with the definition of \(\mathrm{Err}(z,h)\) from lemma 213.

\[ \mathrm{Err}(z,h) = \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt + i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau . \]

We take the modulus and apply the triangle inequality, \(|A+B| \le |A| + |B|\):

\[ |\mathrm{Err}(z,h)| \le \left| \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt \right| + \left| i \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau \right|. \]

Since \(|i|=1\), the second term simplifies to \(\left| \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau \right|\). Now we apply the ML-inequality (\(|\int _\gamma g(\zeta )d\zeta | \le \text{length}(\gamma ) \cdot \sup _{\zeta \in \gamma } |g(\zeta )|\)) to each integral.

For the first integral, the path of integration is the line segment from \(z.\operatorname {Re}\) to \((z+h).\operatorname {Re}\). The length of this path is \(|(z+h).\operatorname {Re}- z.\operatorname {Re}| = |h.\operatorname {Re}|\). The supremum of the integrand’s modulus is taken over this path. The integration variable \(t\) is in the interval between \(z.\operatorname {Re}\) and \(z.\operatorname {Re}+h.\operatorname {Re}\). This interval is contained within \([z.\operatorname {Re}- |h.\operatorname {Re}|, z.\operatorname {Re}+ |h.\operatorname {Re}|]\). Therefore, the supremum over the integration path is less than or equal to the supremum over this larger interval, which is \(S_{horiz}(z,h)\).

\[ \left| \int _{z.\operatorname {Re}}^{(z+h).\operatorname {Re}} (f(t + i\, z.\operatorname {Im}) - f(z))\, dt \right| \le |h.\operatorname {Re}| \cdot \sup _{t \text{ between } z.\operatorname {Re}, (z+h).\operatorname {Re}} |f(t + i\, z.\operatorname {Im}) - f(z)| \le |h.\operatorname {Re}| \cdot S_{horiz}(z,h). \]

For the second integral, the path is from \(z.\operatorname {Im}\) to \((z+h).\operatorname {Im}\), with length \(|(z+h).\operatorname {Im}- z.\operatorname {Im}| = |h.\operatorname {Im}|\). Similarly, the supremum of its integrand’s modulus is bounded by \(S_{vert}(z,h)\).

\[ \left| \int _{z.\operatorname {Im}}^{(z+h).\operatorname {Im}} (f((z+h).\operatorname {Re}+ i\tau ) - f(z))\, d\tau \right| \le |h.\operatorname {Im}| \cdot S_{vert}(z,h). \]

Combining these inequalities, we get:

\[ |\mathrm{Err}(z,h)| \le |h.\operatorname {Re}| S_{horiz}(z,h) + |h.\operatorname {Im}| S_{vert}(z,h). \]

By definition, \(S(z,h) = \max (S_{horiz}(z,h), S_{vert}(z,h))\). Thus, \(S_{horiz}(z,h) \le S(z,h)\) and \(S_{vert}(z,h) \le S(z,h)\). Substituting these into the inequality gives:

\[ |\mathrm{Err}(z,h)| \le |h.\operatorname {Re}| S(z,h) + |h.\operatorname {Im}| S(z,h). \]

This is the desired result.

Lemma 215 Bound on error term ratio
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_R\) and \(h\in {\mathbb C}\) satisfy \(z+h \in \overline{{\mathbb D}}_R\) and \(z-h \in \overline{{\mathbb D}}_R\). Let \(S(z,h)\) be defined as in lemma 214. If \(h \neq 0\) then

\[ \left|\frac{\mathrm{Err}(z,h)}{h}\right| \le 2S(z,h). \]
Proof

We start with the inequality from lemma 214, which holds under the given assumptions.

\[ |\mathrm{Err}(z,h)| \le |h.\operatorname {Re}| S(z,h) + |h.\operatorname {Im}|S(z,h) = (|h.\operatorname {Re}| + |h.\operatorname {Im}|) S(z,h). \]

The lemma includes the explicit assumption that \(h \neq 0\), which implies \(|h| {\gt} 0\). We can therefore divide the inequality by \(|h|\) without changing the direction of the inequality.

\[ \frac{|\mathrm{Err}(z,h)|}{|h|} \le \frac{|h.\operatorname {Re}| + |h.\operatorname {Im}|}{|h|} S(z,h). \]

Using the property that \(|\frac{A}{B}| = \frac{|A|}{|B|}\) for complex numbers, the left side is equal to \(\left|\frac{\mathrm{Err}(z,h)}{h}\right|\). For any complex number \(h = h.\operatorname {Re}+ i h.\operatorname {Im}\), we know that \(|h.\operatorname {Re}| \le \sqrt{(h.\operatorname {Re})^2 + (h.\operatorname {Im})^2} = |h|\) and \(|h.\operatorname {Im}| \le \sqrt{(h.\operatorname {Re})^2 + (h.\operatorname {Im})^2} = |h|\). Therefore, the sum is bounded: \(|h.\operatorname {Re}| + |h.\operatorname {Im}| \le |h| + |h| = 2|h|\). This gives us a bound for the fraction:

\[ \frac{|h.\operatorname {Re}| + |h.\operatorname {Im}|}{|h|} \le \frac{2|h|}{|h|} = 2. \]

Substituting this bound back into our main inequality, we get:

\[ \left|\frac{\mathrm{Err}(z,h)}{h}\right| \le 2 S(z,h). \]

This completes the proof.

Lemma 216 Limit of \(S(z,h)\) is zero
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_{R}\). Then with \(S(z,h)\) defined as in lemma 214, we have

\[ \lim _{h\to 0} S(z,h) = 0. \]
Proof

The assumption that \(f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\) implies that \(f\) is continuous at every point in \(\overline{{\mathbb D}}_{R_0}\). In particular, \(f\) is continuous at \(z \in \overline{{\mathbb D}}_{R}\). By the definition of continuity at \(z\), for any \(\epsilon {\gt} 0\), there exists a \(\delta {\gt} 0\) such that for any point \(w\) satisfying \(|w-z| {\lt} \delta \), we have \(|f(w) - f(z)| {\lt} \epsilon \).

We want to show that \(\lim _{h\to 0} S(z,h) = 0\). By definition, \(S(z,h) = \max (S_{horiz}(z,h), S_{vert}(z,h))\). The limit will be zero if we can show that both \(S_{horiz}(z,h)\) and \(S_{vert}(z,h)\) tend to zero.

1. Analysis of \(S_{horiz}(z,h)\): \(S_{horiz}(z,h) = \sup _{t \in [z.\operatorname {Re}- |h.\operatorname {Re}|, z.\operatorname {Re}+ |h.\operatorname {Re}|]} |f(t + i\, z.\operatorname {Im}) - f(z)|\). Let \(w_t = t + i\, z.\operatorname {Im}\) be a point on the horizontal segment. We need to bound \(|w_t - z|\). \(|w_t - z| = |(t + i\, z.\operatorname {Im}) - (z.\operatorname {Re}+ i\, z.\operatorname {Im})| = |t - z.\operatorname {Re}|\). The supremum is over \(t\) such that \(|t - z.\operatorname {Re}| \le |h.\operatorname {Re}|\). Since \(|h.\operatorname {Re}| \le |h|\), we have \(|w_t - z| \le |h|\). If we choose \(|h| {\lt} \delta \), then for all \(t\) in the interval, \(|w_t - z| {\lt} \delta \). By the continuity of \(f\), this implies \(|f(w_t) - f(z)| {\lt} \epsilon \). Since this is true for all values in the set, their supremum must be less than or equal to \(\epsilon \). Thus, for \(|h|{\lt}\delta \), \(S_{horiz}(z,h) \le \epsilon \).

2. Analysis of \(S_{vert}(z,h)\): \(S_{vert}(z,h) = \sup _{\tau \in [z.\operatorname {Im}- |h.\operatorname {Im}|, z.\operatorname {Im}+ |h.\operatorname {Im}|]} |f((z+h).\operatorname {Re}+ i\tau ) - f(z)|\). Let \(w_\tau = (z+h).\operatorname {Re}+ i\tau = (z.\operatorname {Re}+ h.\operatorname {Re}) + i\tau \) be a point on the vertical segment. We bound \(|w_\tau - z|\). \(|w_\tau - z| = |(z.\operatorname {Re}+ h.\operatorname {Re}+ i\tau ) - (z.\operatorname {Re}+ i z.\operatorname {Im})| = |h.\operatorname {Re}+ i(\tau - z.\operatorname {Im})|\). Using the triangle inequality, \(|w_\tau - z| \le |h.\operatorname {Re}| + |i(\tau - z.\operatorname {Im})| = |h.\operatorname {Re}| + |\tau - z.\operatorname {Im}|\). The supremum is over \(\tau \) such that \(|\tau - z.\operatorname {Im}| \le |h.\operatorname {Im}|\). So, \(|w_\tau - z| \le |h.\operatorname {Re}| + |h.\operatorname {Im}|\). We know \(|h.\operatorname {Re}| + |h.\operatorname {Im}| \le 2|h|\). If we choose \(|h| {\lt} \delta /2\), then \(|w_\tau - z| \le 2|h| {\lt} \delta \). By continuity, \(|f(w_\tau ) - f(z)| {\lt} \epsilon \). Thus, for \(|h|{\lt}\delta /2\), \(S_{vert}(z,h) \le \epsilon \).

Given \(\epsilon {\gt} 0\), we can choose \(\delta ' = \delta /2\). Then for any \(h\) with \(|h| {\lt} \delta '\), both \(S_{horiz}(z,h) \le \epsilon \) and \(S_{vert}(z,h) \le \epsilon \). Therefore, \(S(z,h) = \max (S_{horiz}(z,h), S_{vert}(z,h)) \le \epsilon \) for all \(|h| {\lt} \delta '\). This satisfies the definition of the limit, so \(\lim _{h\to 0} S(z,h) = 0\).

Lemma 217 Limit of error term ratio is zero
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). Let \(z \in \overline{{\mathbb D}}_{R}\). Then

\[ \lim _{h\to 0} \frac{\mathrm{Err}(z,h)}{h} = 0. \]
Proof

To prove the limit, we will use the Squeeze Theorem. The limit is taken as \(h \to 0\), so we consider \(h \neq 0\). From lemma 215, we have the inequality for the modulus of the error term ratio:

\[ \left|\frac{\mathrm{Err}(z,h)}{h}\right| \le 2S(z,h). \]

The modulus of any complex number is non-negative, so we can write:

\[ 0 \le \left|\frac{\mathrm{Err}(z,h)}{h}\right| \le 2S(z,h). \]

Now, we take the limit of all parts of the inequality as \(h \to 0\). The lower bound is constant, so \(\lim _{h\to 0} 0 = 0\). For the upper bound, we use lemma 216, which states that \(\lim _{h\to 0} S(z,h) = 0\). Therefore, \(\lim _{h\to 0} 2S(z,h) = 2 \cdot \left(\lim _{h\to 0} S(z,h)\right) = 2 \cdot 0 = 0\). Since \(\left|\frac{\mathrm{Err}(z,h)}{h}\right|\) is squeezed between two functions that both tend to 0 as \(h \to 0\), the Squeeze Theorem (Mathlib: Filter.Tendsto.squeeze’) implies that the limit of the modulus is also 0:

\[ \lim _{h\to 0} \left|\frac{\mathrm{Err}(z,h)}{h}\right| = 0. \]

A sequence of complex numbers converges to 0 if and only if the sequence of their moduli converges to 0. Therefore, we can conclude that:

\[ \lim _{h\to 0} \frac{\mathrm{Err}(z,h)}{h} = 0. \]
Lemma 218 Differentiability of \(I_f(z)\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(f:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\). The function \(I_f(z)\) is analyticOnNhd \(\overline{{\mathbb D}}_{R}\), and \(I'_f(z)=f(z)\) on \(\overline{{\mathbb D}}_{R}\).

Proof

To show that \(I_f(z)\) is differentiable at a point \(z \in \overline{{\mathbb D}}_R\) and that its derivative is \(f(z)\), we must show that the following limit exists and equals \(f(z)\):

\[ I'_f(z) = \lim _{h\to 0} \frac{I_f(z+h)-I_f(z)}{h}. \]

We use the decomposition from lemma 213, which states:

\[ I_f(z+h)-I_f(z) = h \cdot f(z) + \mathrm{Err}(z,h). \]

For \(h \neq 0\), we can form the difference quotient by dividing by \(h\):

\[ \frac{I_f(z+h)-I_f(z)}{h} = \frac{h \cdot f(z) + \mathrm{Err}(z,h)}{h} = f(z) + \frac{\mathrm{Err}(z,h)}{h}. \]

Now, we take the limit as \(h \to 0\):

\[ I'_f(z) = \lim _{h\to 0} \left( f(z) + \frac{\mathrm{Err}(z,h)}{h} \right). \]

Using the property that the limit of a sum is the sum of the limits:

\[ I'_f(z) = \lim _{h\to 0} f(z) + \lim _{h\to 0} \frac{\mathrm{Err}(z,h)}{h}. \]

The term \(f(z)\) is constant with respect to \(h\), so its limit is \(f(z)\). From lemma 217, we know that \(\lim _{h\to 0} \frac{\mathrm{Err}(z,h)}{h} = 0\). Substituting these results back, we find:

\[ I'_f(z) = f(z) + 0 = f(z). \]

This shows that for any \(z \in \overline{{\mathbb D}}_R\), the derivative \(I'_f(z)\) exists and is equal to \(f(z)\). Since \(f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R_0}\), it is continuous on that neighborhood. This means \(I'_f(z) = f(z)\) is continuous on \(\overline{{\mathbb D}}_R\). A function with a continuous derivative is analytic. To show it is ‘analyticOnNhd‘ \(\overline{{\mathbb D}}_{R}\), we note that since \(R {\lt} R_0\), we can choose an \(R'\) such that \(R {\lt} R' {\lt} R_0\). The entire construction and proof holds for any \(z \in \overline{{\mathbb D}}_{R'}\). This shows that \(I_f\) is differentiable in the open disk \({\mathbb D}_{R'}\), which is an open neighborhood of \(\overline{{\mathbb D}}_{R}\). Therefore, \(I_f\) is analytic on a neighborhood of \(\overline{{\mathbb D}}_{R}\).

1.4 Complex logarithm

Lemma 219 Logarithmic derivative is analytic
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Then the function \(B'(z)/B(z)\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\).

Proof

Mathlib: AnalyticOnNhd.div

Lemma 220 Antiderivative of logarithmic derivative
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Then there exists \(J: \overline{{\mathbb D}}_R\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R}\), such that \(J(0)=0\) and \(J'(z) = B'(z)/B(z)\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

Take \(J=I_{B'/B}\) from lemma 218. Here \(B/B'\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) by lemma 219.

Definition 221 Auxiliary function
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Define \(J(z) := I_{B'/B}(z)\) from lemma 220. Define \(H(z) := \exp (J(z))/B(z)\).

Lemma 222 Exponential of \(I_f\) at zero
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be from lemma 220. Then \(\exp (J(0)) = 1\).

Proof

By lemma 220, we have \(J(0)=0\). Then \(e^0=1\) by Mathlib: Complex.exp_zero.

Lemma 223 Value of \(H\) at zero
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(H\) be the function from definition 221. Then \(H(0)=1/B(0)\).

Proof

By definition 221 at \(z=0\), \(H(0) = \exp (J(0))/B(0)\). Then apply lemma 222.

Lemma 224 Logarithmic derivative identity
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). For \(J\) from lemma 220, then \(J'(z)B(z) = B'(z)\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

Apply lemma 220. Since \(B(z) \ne 0\), multiply by \(B(z)\).

Lemma 225 Logarithmic derivative identity
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). For \(J\) from lemma 220, then \(J'(z)B(z) - B'(z) = 0\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

By lemma 224.

Lemma 226 Derivative of \(H(z)\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) and \(H\) be the functions from definition 221. The derivative of \(H(z)\) is given by

\[ H'(z) = \frac{(\exp (J(z)))' \cdot B(z) - B'(z) \cdot \exp (J(z))}{B(z)^2}. \]
Proof

Apply Mathlib: deriv_div to \(H(z) = \exp (J(z))/B(z)\). \(B(z) \ne 0\) by assumption.

Lemma 227 Derivative of \(\exp (J(z))\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). For \(J\) from lemma 220, then

\[ (\exp (J(z)))' = J'(z) \cdot \exp (J(z)). \]
Proof

Apply Mathlib: deriv.scomp_of_eq and AnalyticAt.differentiableAt to the composition \(\exp \circ I\). Here \(J\) analyticOnNhd \(\overline{{\mathbb D}}_{R}\) by lemma 220.

Lemma 228 Derivative of \(H(z)\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) and \(H\) be the functions from definition 221. The derivative of \(H(z)\) is given by

\[ H'(z) = \frac{\big(J'(z) B(z) - B'(z)\big)\exp (J(z))}{B(z)^2}. \]
Proof

By ??.

Lemma 229 Derivative of \(H(z)\) is 0
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) and \(H\) be the functions from definition 221. Then \(H'(z) = 0\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

Apply ??.

Lemma 230 \(H(z)\) is constant
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(H\) be from definition 221. Then \(H(z)=H(0)\) for all \(z\in \overline{{\mathbb D}}_R\).

Proof

Apply Mathlib: is_const_of_fderiv_eq_zero to lemma 229 with \(H(z)\) on the connected set \(\overline{{\mathbb D}}_R\).

Lemma 231 \(H=1\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\), \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(H\) be the function from definition 221. Then \(H(z)=1/B(0)\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

Apply ??.

Lemma 232 Existence of analytic logarithm
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). For \(J\) from lemma 220, then \(B(z) = B(0)\exp (J(z))\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

By ??.

Lemma 233 Modulus of \(\exp (J(z))\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), and assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) and \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be the function from lemma 220. Then for any \(z \in \overline{{\mathbb D}}_R\),

\[ |\exp (J(z))| = \exp (\Re (J(z))). \]
Proof

Apply Mathlib: Complex.abs_exp with \(w = J(z)\).

Lemma 234 Modulus of \(B(z)\) in product form
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be the function from lemma 220. Then \(|B(z)| = |B(0)| \cdot |e^{J(z)}|\).

Proof

By lemma 232, then apply modulus and Mathlib: abs_mul.

Lemma 235 Modulus of \(\exp (J(z))\)
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be the function from lemma 220. Then \(|B(z)| = |B(0)| \cdot e^{\Re (J(z))}\).

Proof

By ??.

Lemma 236 Logarithm of modulus as sum
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be the function from lemma 220. Then \(\log |B(z)| = \log |B(0)| + \log (e^{\Re (J(z))})\).

Proof

Apply lemma 235 then Mathlib: Real.log_mul.

Lemma 237 Real logarithm of modulus difference
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Let \(J\) be the function from lemma 220. Then \(\log |B(z)| - \log |B(0)| = \Re (J(z))\).

Proof

Apply lemma 236 and Mathlib: Real.log_exp to \(x=\Re (J(z))\).

Lemma 238 Logarithm of an analytic function
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Let \(0{\lt}R{\lt}R_0{\lt}1\), assume \(B:\overline{{\mathbb D}}_{R_0}\to \mathbb {C}\) is analyticOnNhd \(\overline{{\mathbb D}}_{R_0}\) with \(B(z) \ne 0\) for all \(z \in \overline{{\mathbb D}}_{R_0}\). Then there exists \(J_B: \overline{{\mathbb D}}_R\to \mathbb {C}\) analyticOnNhd \(\overline{{\mathbb D}}_{R}\), such that \(J_B(0)=0\), and \(J_B'(z) = B'(z)/B(z)\) and \(\log |B(z)| - \log |B(0)| = \Re (J_B(z))\) for all \(z \in \overline{{\mathbb D}}_R\).

Proof

Apply ??.