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Wednesday, May 2, 2012

Hadamard gap theorem

Definition. A sequence \{n_k\} of nonnegative integers is said to be lacunary if there is some \delta > 0 such that n_{k + 1}/n_k \geq 1 + \delta for all k \geq 1.

A typical example of a lacunary sequence is n_k = 2^k.

Theorem (Hadamard Gap Theorem).  Suppose \{n_k\} is a lacunary sequence and the power series f(z) = \sum_{n = 0}^\infty a_n z^n with a_n nonzero precisely when n = n_k for some k and has radius of convergence 1. Then f(z) cannot be analytically extended to any larger region containing a point on the unit circle.

Proof: Suppose f(z) extends to an analytic function on a region containing the open unit disk B and a point w_0 on the unit circle. WLOG, we may assume w_0 = 1. Then f(z) is analytic on a region \Omega containing B \cup \{1\}. Define g(w) = f(w^m(1 + w)/2) where m is a positive integer. Since 1^m(1 + 1)/2 = 1 and |w^m(1+w)/2| = |w|^m|1+w|/2 < |w|^m \leq 1 when |w| \leq 1 and w \neq 1 because |1 + w| < 2, so g(w) is well-defined when |w| \leq 1, hence when |w| < 1 + \epsilon for some \epsilon > 0. Write g(w) = \sum_{m = 0}^\infty b_m w^m for |w| < 1 + \epsilon. Note that the powers of w in the terms of [w^m(1 + w)/2]^{n_k} range from n_k m to n_k (m + 1). Since \{n_k\} is lacunary, we can choose m to be so large that n_{k + 1} m > n_k (m + 1) for all k, then the powers of w in all of [w^m(1 + w)/2]^{n_k} are distinct. Now
\sum_{n = 0}^{n_k} a_n z^n = \sum_{m = 0}^{n_k (m + 1)} b_m w^m.
When |w| < 1 + \epsilon, RHS converges as k \rightarrow \infty. But LHS is the partial sums of \sum_{k = 1}^\infty a_{n_k} z^{n_k} as k varies, so the power series converges for all z = w^m(1 + w)/2 where |w| < 1 + \epsilon, which includes the case z = 1. The image of B(0, 1 + \epsilon) under the map w^m(1 + w)/2 is an region W containing 1, so the power series of f(z) at 0 converges on W, contradicting its radius of convergence being 1. QED.

Reference:
Gamelin - Complex Analysis
Rudin - Real and Complex Analysis (3rd Ed.)

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