§ 3. Real or Complex Analytic Functions
In this paragraph, it is assumed that K=R or C. Let (Ei), 1≤i≤n, be a finite family of normed spaces over K, let E be the product space of the Ei, and let F be a separated locally convex topological vector space over K.
3.1. Convergent series
3.1.1. Let f=∑fα be a formal series belonging to P^(E1,…,En;F) (App., No. A.5). If γ is a continuous seminorm on F and R=(R1,…,Rn) a sequence of n strictly positive real numbers, we set:
∥f∥γ,R=α∑Rα∥fα∥γ.
If F is a normed space and if γ is the norm of F, we write ∥f∥R instead of ∥f∥γ,R.
The set HR(E1,…,En;F) of the f∈P^(E1,…,En;F) such that ∥f∥γ,R is finite for every continuous seminorm γ on F is a vector subspace of P^(E1,…,En;F). We have
HR(E1,…,En;F)⊂HR′(E1,…,En;F)
whenever Ri≥Ri′ for 1≤i≤n. The union of the
HR(E1,…,En;F)
is a vector subspace, denoted by H(E1,…,En;F), of P^(E1,…,En;F), whose elements are called convergent series on the product of the Ei, with values in F. It depends only on the topology of the Ei and not on their norms. One may therefore speak of the space H(E1,…,En;F) when the Ei are normable spaces, without having to choose a norm on each Ei.
3.1.2. The mapping f↦∥f∥γ,R is a seminorm on HR(E1,…,En;F). The topology defined by these seminorms when γ ranges over the set of continuous seminorms on F (or simply a set of seminorms defining the topology of F) is separated. If F is normable (resp. complete), the same is true of HR(E1,…,En;F). The seminorms on H(E1,…,En;F) whose restriction to each HR is continuous define a separated topology on H(E1,…,En;F), which depends only on the topologies of the Ei. The injection of H(E1,…,En;F) into P^(E1,…,En;F) is continuous.
3.1.3. The canonical isomorphism of P^(E;F) onto P^(E1,…,En;F) yields by restriction an isomorphism of topological vector spaces of H(E;F) onto H(E1,…,En;F).
3.1.4. Let f∈H(E1,…,En;F) and let J(f) be the set of R∈(R+∗)n such that f∈HR(E1,…,En;F). The interior I(f) of J(f) is called the strict convergence indicatrix of f. It consists of the set of R for which there exists an R′∈J(f) with 0<Ri<Ri′ for 1≤i≤n. We denote by Ω(f) the set of points (logR1,…,logRn) of Rn for R∈I(f): this is a convex subset of Rn.
When n=1, the set I(f) is an interval ]0,ρ(f)[ of R, and ρ(f) is called the strict radius of convergence of f. It is also the least upper bound (finite or +∞) of the set of real numbers R>0 such that for every continuous seminorm γ on F, there exists a constant M such that ∥fm∥γ≤MR−m (with f=∑fm,fm∈Pm(E;F)) for every integer m≥0.
The set of points x=(xi)∈E1×⋯×En such that there exists R∈I(f) with ∥xi∥≤Ri for every i is called the strict domain of convergence of f and is denoted by C(f). It is also the interior of the set of points x for which there exists R∈J(f) with ∥xi∥<Ri for every i.
3.1.5. For fα∈Pα(E1,…,En;F) and for every continuous seminorm γ on F, let us set:
∥fα∥γ=∥xi∥≤1sup∥fα(x1,…,xn)∥γ. One then has the inequalities: ∥fα∥γ≤∥fα∥γ′≤α!αα∥fα∥γ. For f=∑fα∈P^(E1,…,En;F) and R∈(R+∗)n, let us set: ∥f∥γ,R=α∑Rα∥fα∥γ and let H~R(E1,…,En;F) denote the vector subspace of P^(E1,…,En;F) consisting of the f such that ∥f∥γ,R is finite for every γ, endowed with the topology defined by the seminorms f↦∥f∥γ,R. One has HR⊂H~R and the injection of HR into H~R is continuous. The space H(E1,…,En;F) is the union of the H~R(E1,…,En;F) and its topology is the finest locally convex topology for which the injections of the HR into H are continuous.
If f∈H(E1,…,En;F), the indicator of convergence is defined to be the interior I~(f) of the set J~(f) of the R∈(R+∗) such that f∈H~R. One has:
e−1I~(f)⊂I(f)⊂I~(f) (where e is the base of the Naperian logarithms). From I~(f) one defines, as in 3.1.4., the domain of convergence C~(f) and, when n=1, the radius of convergence ρ~(f). In particular, one has: e−1ρ~(f)≤ρ(f)≤ρ~(f).
3.1.6. For R∈(R+∗)n, the (closed) polyball of center 0 and radius R in E is the set B(R) of the x∈E such that ∥xi∥≤Ri for every i. If dimEi=1, one also says polydisc. If f∈H(E1,…,En;F), the domain of convergence (resp. strict domain of convergence) of f is the union of the polyballs B(R) for R∈I~(f) (resp. R∈I(f)).
3.1.7. Let f∈H(E1,…,En;F). Suppose that F is quasi-complete. For every x∈C~(f), the family of the fa(x) is summable in F. Its sum, denoted by f^(x) or simply f(x), is a continuous function on C~(f). More precisely, for every R such that f∈H~R, the family of the fa(x) is uniformly summable for x∈B(R). The mapping f↦f^ is an injective continuous linear mapping of H~R into the space of bounded continuous functions on B(R), endowed with the topology of uniform convergence.
3.1.8. Let F1,…,Fm be separated polynormed spaces and let u be a continuous m-linear mapping of F1×⋯×Fm into F. Let fi∈H(E1,…,En;Fi) for 1≤i≤m. The formal series u(f1,…,fm) belongs to H(E1,…,En;F). We have:
C(u(f1,…,fm))⊃i⋂C(fi)
C~(u(f1,…,fm))⊃i⋂C~(fi)
and if x∈⋂iC~(fi), F and the Fi being quasi-complete, we have:
u(f1,…,fm)(x)=u(f1(x),…,fm(x)).
3.1.9. Let F1,…,Fm be complete normed spaces and suppose that F is quasi-complete. Let f=(fi)1≤i≤m with fi∈H(E1,…,En;Fi) and g∈H(F1,…,Fm;F), such that (fi(0))1≤i≤m belongs to the strict domain of convergence of g. Then, for every α∈Nm, the formal series gα∘f belongs to H(E1,…,En;F) and the family of the gα∘f is summable in H(E1,…,En;F) and fortiori in P^(E1,…,En;F). Its sum will be denoted by g∘f.
More precisely, there exist R∈⋂iI(fi) and R′∈I(g) such that ∥fi∥R<Ri′ for 1≤i≤m. Under these conditions, the formal series gα∘f belongs to HR(E1,…,En;F), and the family of the gα∘f is summable in HR(E1,…,En;F). Finally, if x∈B(R), then f(x)=(fi(x)) belongs to B(R′)⊂F1×⋯×Fm and we have:
g(f(x))=(g∘f)(x).
3.1.10. Suppose that Ei=K for 1≤i≤n. The space P^(Kn;F) is then identified with the space of formal series in n indeterminates X1,…,Xn with coefficients in F, and an element of P^(Kn;F) is written:
f=α∑Xαcαwith cα∈F.
If R∈(R+∗)n and if γ is a continuous seminorm on F, one has:
∥f∥γ,R=∥f∥γ,R=α∑Rα∥cα∥γ
One has I(f)=I~(f), C(f)=C~(f) and, when n=1, ρ(f)=ρ~(f).
The space H(Kn;K) of convergent series with coefficients in K is also denoted by K{(X1,…,Xn)}; it is a subalgebra of K[[X1,…,Xn]]. The space H(Kn;F) is a module over K{(X1,…,Xn)} and if F is finite-dimensional, this module is identified with K{(X1,…,Xn)}⊗KF.
3.1.11. Let f∈H(Kn;Km), represented by a system of m convergent series fj(X1,…,Xn), with coefficients in K. Let analogously g∈H(Km;Kp), represented by a system of p convergent series gk(Y1,…,Ym)=∑gk,βYβ. The element h=g∘f of H(Kn;Kp) (cf. 3.1.9) is represented by p formal series hk(X1,…,Xn), determined as follows: for α∈Nn and β∈Nm, let cα,β be the coefficient of Xα in the formal series fβ=∏fjβj; then the family (gk,βcα,β)β∈Nm is summable in K and has as sum the coefficient of Xα in hk.
3.1.12. Suppose F quasi-complete and let E^i be the completion of Ei. Every continuous polynomial on E1×⋯×En with values in F extends by continuity to a continuous polynomial on E^1×⋯×E^n, with values in F. One deduces from this a bijection j of P^(E1,…,En;F) onto P^(E^1,…,E^n;F). If f∈H(E1,…,En;F), then j(f)∈H(E^1,…,E^n;F) and conversely. The strict convergence indicators of f and of j(f) are the same.
3.1.13. Suppose that K=R, but that F is endowed with a structure of complex vector space compatible with its structure of real vector space. Let EiC=Ei⊗RC. If y∈EiC, put
y=infk∑∣ak∣⋅∥xk∥,
the greatest lower bound being taken over all finite families of pairs (xk,ak)∈Ei×C such that y=∑kxk⊗ak. In this way one obtains a norm on the complex vector space EiC; this norm extends the given norm on Ei if one agrees to identify x∈Ei with x⊗1. Let h be an R-polynomial-continuous mapping on E1×⋯×En, with values in F, and homogeneous of multidegree α; then there exists one and only one C-polynomial-continuous mapping h~ on E1C×⋯×EnC, with values in F, extending h, and homogeneous of multidegree α. One has
∥h~∥γ=∥h∥γ
for every continuous seminorm γ on the complex vector space F.
If f=∑αfα∈H(E1,…,En;F), then f~=∑αf~α∈H(E1c,…,Enc;F). The series f and f~ have the same strict convergence indicatrix (and the same strict radius of convergence when n=1).
Conversely, suppose K=C. Let Ei0 and F0 be the spaces over R obtained by restriction of scalars. If fα∈Pα(E1,…,En;F), then fα∈Pα(E10,…,En0;F0). If f=∑αfα∈H(E1,…,En;F), then the formal series f0=∑αfα∈P^(E10,…,En0;F0) is a convergent series. The convergence indicatrices (resp. the strict convergence indicatrices) of f and f0 are identical and one has f(x)=f0(x) for every x∈Cˉ(f)=Cˉ(f0).
3.2. Analytic functions
3.2.1. Let U be an open set of E and f a mapping of U into F. One says that f is of class Cω, or K-analytic (or simply analytic) in U if, for every point a of U, there exists a convergent series fα∈H(E;F) such that f(a+x)=fα(x) for all x in E sufficiently near zero. If K=R (resp. C), one also says that f is real analytic (resp. complex analytic or holomorphic). The analytic mappings of U into F form a vector subspace, denoted by Cω(U;F), of the space of all mappings of U into F.
For a∈U, the formal series fα is unique: it is called the power series expansion of f at the point a. If fα=∑α(fα)α (with (fα)α∈Pα(E1,…,En;F)), one puts:
Δαf(a)=(fα)α.
3.2.2. If f∈Cω(U;F), the map Δαf:a↦Δαf(a) of U into
Pα(E1,…,En;F)
is analytic. The map Δα:f↦Δαf is a K-linear map of Cω(U;F) into Cω(U;Pα(E1,…,En;F)). For a∈U, one has therefore, for α,β∈Nn, Δβ(Δαf)(a)∈Pβ(E1,…,En;Pα(E1,…,En;F)). If x=(xi)∈E, one has therefore (Δβ(Δαf)(a))(x)∈Pα(E1,…,En;F) and ((Δβ(Δαf)(a))(x))(x)∈F. This element of F is equal to ((α,β))(Δα+βf(a))(x). This is expressed by writing:
Δβ∘Δα=((α,β))Δα+β.
3.2.3. The strict convergence indicators (and the strict radii of convergence when n=1) of the power series expansions of f and of Δαf at the same point a of U are identical.
3.2.4. Let f∈Cω(U;F). Then f is strictly differentiable and indefinitely differentiable in U (if K=R, f is of class C∞ in U). The iterated derivatives of f are analytic, and their values at a point a are symmetric multilinear mappings. One may then introduce the notation Dαf for the iterated partial derivatives as in No. 2.4.2. We have:
α!Δαf(a)(h)=Dαf(a).(h,…,h)
for all a∈U and h∈E, which is written:
α!Δαf=Dαf.
3.2.5. Let U be an open subset of E and let f,g be two analytic mappings of U into F. Let a∈U. In order that f and g should have contact of order ≥k at a, it is necessary and sufficient that Δαf(a)=Δαg(a) for every α with ∣α∣≤k. If f and g have contact of infinite order at a, they are equal in a neighbourhood of a. The set of points of U at which f and g have contact of infinite order is open and closed.
In particular, if U is connected and if there exists a nonempty open subset of U on which f and g are equal, then f=g ("principle of analytic continuation").
3.2.6. Let U be an open subset of E and let f be an analytic mapping of U into F. If the derivative Df of f is zero, f is locally constant.
3.2.7. Suppose F quasi-complete and let G be a complete normed space. Let g be an analytic mapping of an open set U of E into G and let f be an analytic mapping of an open set V of G, containing g(U), into F. The composite mapping f∘g is analytic in U. Suppose moreover that 0∈U and that g(0)=0. The expansion of f∘g into a power series at 0 is then obtained by substituting, in the expansion of f at 0, the power series expansion of g at 0 (3.1.9).
3.2.8. Let F1,…,Fm be separated polynormed spaces and u a continuous multilinear mapping of F1×⋯×Fm into F. Let U be an open set of E and fi∈Cω(U;Fi). The function u(f1,…,fm) is analytic, and its expansion into a power series at a point a∈U is the series u((f1)a,…,(fm)a) (3.1.8).
3.2.9. Assume F quasi-complete. Let f∈H(E1,…,En;F); the function x↦f(x) (3.1.7) is analytic in the open set C(f), the domain of strict convergence of f. If n=1 and if ∥a∥<ρ(f), the radius of strict convergence of the expansion of f into a power series at a is at least equal to ρ(f)−∥a∥. If ρ(f)=+∞, one says that f is an entire function.
3.2.10. Retain the hypotheses of 3.2.9. If K=C, the results of 3.2.9 remain valid if one replaces C(f) by C~(f) and ρ(f) by ρ~(f) (for n=1). If K=R, the function x↦f(x) is analytic in C~(f).
3.2.11. Suppose that Ei=K for 1≤i≤n. Let U be an open set of Kn and let f∈Cω(Kn;F). If 0∈U and if f0=∑αXαcα is the power series expansion of f at 0, the power series expansion of Δαf at 0 is written (after identification of Pα(Kn;F) with F):
(Δαf)0=β∑((α,β))Xβcα+β.
In particular, for 1≤i≤n and for x∈C(f0), one has:
∂if(x)=α∑(αi+1)xαcα+ei.
3.3 Holomorphic Functions
In this No., it is supposed that K=C.
3.3.1. Suppose F quasi-complete. Let U be an open set of E and let f be a mapping of U into F. The following conditions are equivalent: (i) f is holomorphic; (ii) f is differentiable; (iii) f is locally bounded and, whatever a∈U and h∈E may be, the function t↦f(a+th), defined in an open neighbourhood of 0 in C, is holomorphic; (iv) f is locally bounded and for every continuous linear form u on F, the C-valued function u∘f is holomorphic; (v) f is continuous and locally bounded and there exists a total set H of the dual of F such that u∘f is holomorphic for every u∈H.
When E is finite-dimensional (resp. when F is a Banach space), these conditions are still equivalent to conditions (iii'), (iv') or (v') (resp. (iv') or (v')) obtained from (iii), (iv) or (v) (resp. (iv) or (v)) by omitting the assumption "f is locally bounded".
3.3.2. Suppose F quasi-complete. Let U be an open set of E and (fn) a sequence of holomorphic mappings of U into F, having the following property: (W) Every point of U possesses a neighbourhood in which the sequence (fn) converges uniformly. Then the limit f of the sequence (fn) is holomorphic, the sequence of derivatives (Dfn) (with values in the quasi-complete space L(E;F)) possesses property (W), and Df is the limit of (Dfn).
3.3.3. Let U be an open set of E and f a holomorphic mapping of U into F, assumed quasi-complete. Let R=(Ri)∈(R+∗)n and suppose that the polyball B(R) is contained in U and that f is bounded on B(R). Then, for every α∈Nn and every x=(xi)∈B(R):
Δαf(0)(x)=∫01⋯∫01f(e(θ1)x1,…,e(θn)xn)e(−α1θ1−⋯−αnθn) dθ1…dθn
(where e(θ)=exp2πiθ).
Let moreover γ be a continuous semi-norm on F and let M be the upper bound of ∥f(x)∥γ for ∥xi∥=Ri. Then ∥Δαf(0)(x)∥γ≤M for every x∈B(R) and ∥Δαf(0)∥γ≤MR−α. Finally, the domain of convergence of the series expansion of f at 0 contains the interior of the polyball B(R).
3.3.4. Let us retain the hypotheses of 3.3.3 and suppose moreover that Ei=C. Let ∑αXαcα be the series expansion of f at 0. We have:
cα=R−α∫01⋯∫01f(e(θ1)R1,…,e(θn)Rn)e(−α1θ1−⋯−αnθn) dθ1…dθn
and:
∥cα∥γ≤R−αx∈B(R)sup∥f(x)∥γ
(“Cauchy inequalities”). The strict domain of convergence of the series ∑αXαcα contains the interior of B(R).
3.3.5. Suppose E finite-dimensional and F quasi-complete. Let f be a holomorphic mapping of E into F. Then there exists in H(E;F) one and only one series f0, of infinite radius of convergence (for every norm on E), such that f(x)=f0(x) for every x∈E.
3.3.6. If f is a holomorphic mapping of E into F such that f(E) is bounded, then the function f is constant (“Liouville's theorem”).
3.3.7. We suppose that E=0. Let f be a holomorphic mapping of an open set U of E into F. Let a be a point of U and γ a continuous semi-norm on F. For every neighbourhood V of a, contained in U, there exists x∈V,x=a, such that:
∥f(a)∥γ≤∥f(x)∥γ.
If moreover F=C and if f is not constant in a neighbourhood of a, we have ∣f(a)∣<supx∈V,x=a∣f(x)∣ and the mapping f is open in a neighbourhood of a.
Finally, let B be a bounded open set whose closure is contained in U and let B' be its boundary. We have:
x∈Bsup∣f(x)∣=x∈B′sup∣f(x)∣
(“maximum principle”).
3.3.8. Suppose E finite-dimensional. Let U be an open set of E, S a vector subspace of codimension ≥2 of E and f a holomorphic mapping of U∩(E−S) into F. Then f extends by continuity to a holomorphic mapping of U into F.
3.3.9. Suppose that E=C and let 0≤λ<μ≤+∞. Let f be a holomorphic mapping of the open set U={z∈C∣λ<∣z∣<μ} into F. There exists one and only one family (an(f))n∈Z of elements of F such that, for every compact set H of U, the family (an(f)zn)n∈Z is uniformly summable with sum f(z) for z ranging over H (“Laurent expansion”).
Suppose moreover that λ=0. The order of f at the point x=0 is defined to be the greatest lower bound (finite or infinite) of the set of integers n such that an(f)=0. If there exists a neighbourhood V of 0 such that f is bounded in V−{0}, then f is of order 0 at the point x=0 and extends by continuity to a holomorphic function on the open set ∣z∣<μ. Let p be an integer >0; if f is of order −p at the point x=0, one says that 0 is a pole of order p of f.
3.3.10. Suppose that E=C and that F is normed. Let f be a holomorphic mapping of the open unit disk U of E into F, such that f(0)=0 and let M=supz∈U∥f(z)∥. Then ∥f(z)∥≤M⋅∣z∣ for all z∈U ("Schwarz's lemma").
3.4. Real analytic functions
Suppose that K=R.
3.4.1. Let U be an open set of E and f a mapping of U into F, supposed quasi-complete.
The following conditions are equivalent: (i) f is analytic. (ii) f is of class C∞ and, for every a∈U, there exist a neighbourhood Va of a and a real number M such that, for every continuous semi-norm γ on F, there exists a constant Aγ such that one has
∥Δαf(x)∥γ≤AγM∣α∣for all x∈Va and all α∈Nn.
3.4.2. Let U be an open set of E and f a mapping of U into F. If F is quasi-complete, and if its strong dual F′ is a Baire space, then f is analytic if and only if u∘f is analytic for all u∈F′.