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This is copy of statement in this link.

If $f$ is an infinitely differentiable function defined on an open set $D \subset \mathbb{R}$, then the following conditions are equivalent.

  1. $f$ is real analytic.

  2. For every compact set $K \subset D$ there exists a constant $C$ such that for every $x \in K$ and every non-negative integer $k$ the following estimate holds: $ \left| \frac{d^k f}{dx^k}(x) \right| \leq C^{k+1} k!$

It is also said that a function is analytic if and only if its Taylor series converges to that function. please let me know how these two statements are equivalent. Also I don't understand the term 'estimate' in the second statement.

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    Since $K$ is compact and $f$ infinitely differentiable you can obviously pick $C_N$ such that for every $k\leq N$ we have $|\partial^k f(x)|\leq C_N^{k+1}k!$ for every $N\in\mathbb N$. Now use convergence of the taylor expansion to show that for $N$ large enough $2C_N$ satisfies your constraints locally, then use compactness again to get a "global" version.2011-04-02

1 Answers 1

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We say that $f\colon D \to \mathbb{R}$ is analytic if for every $x_0 \in D$ we have

$f(x)=\sum_{n=0}^\infty \frac{f^{(n)}(x_0)}{n!}(x-x_0)^n$

for all $x$ in a neighborhood of $x_0$. If this is the case, then we can consider the following complex power series

$F(z)=\sum_{n=0}^\infty \frac{f^{(n)}(x_0)}{n!}(z-x_0)^n$

which is convergent in a complex neighborhood of $x_0$. This procedure yields an analytic complex function $F$ of one complex variable that extends $f$ and can be used to obtain claim $2$ from claim $1$.

To see this fix $x_0 \in D$ and $r >0$ so small that the complex disc $D(x_0, r)$ centered at $x_0$ and of radius $r$ is contained in the domain of $F$ with its boundary. By the Cauchy's integral formula we can express every derivative of $F$ in integral terms:

$F^{(n)}(x_0)= \frac{n!}{2 \pi i}\int_{\{\lvert z- x_0\rvert = r\}} \frac{F(z)dz}{(z-x_0)^{n+1}}$

yielding the estimate

$\lvert F^{(n)}(x_0) \rvert \le \frac{n!}{2\pi r^{n+1}}2 \pi r \max_{z \in D(x_0, r)} \lvert F(z) \rvert =\frac{n!}{r^n} \lVert F \rVert_{\infty, D(x_0, r)}.$

Observe that $F$ and $f$ agree in $x_0$ with all their derivatives, so the last formula is very similar to claim 2. To conclude the proof choose an arbitrary compact $K \subset D$. We can cover it with a finite number of intervals $[x_1-r_1, x_1 + r_1] \ldots [x_p - r_p, x_p +r_p]$ like the ones in the previous step. In particular every disc $D(x_j, r_j)$ is contained in the domain of $F$. Call $H$ the union of such discs: obviously $\lVert F \rVert_{\infty, D(x_j, r_j)} \le \lVert F \rVert_{\infty, H}$. So for all $x \in K$ we have (edited shaded area)

$ \begin{split} \left\lvert \frac{d^n f}{dx^n}(x) \right\rvert &\le n!\left(\dfrac{1}{\displaystyle \operatorname{min}_{j=1\ldots p}r_j}\right)^n\lVert F \rVert_{\infty, H}\\ &=n! (C_{K, f})^n \|F\|_{\infty, H}, \end{split} $ where $C_{K, f}$ stands for "a positive number that depends only on $K$ and $f$". Now observe that $\|F\|_{\infty, H}\le \|F\|_{\infty, K}$ and that $(C_{K, f})^n \|F\|_{\infty, K}\le\tilde{C}_{K, f}^{n+1}, $ with $\tilde{C}_{K, f}=\max(C_K, 1)\cdot\max(\|F\|_{\infty,K}, 1)$. (We put an exponent $n+1$ to encompass the case $n=0$ as well). We conclude that $\left\lvert \frac{d^n f}{dx^n}(x) \right\rvert\le \tilde{C}^{n+1}_{K, f} n!, $ which is claim 2. (Note that the "constant" is not really so since it depends on $K$ and $f$. The crucial fact is that it does not depend on $n$).

To see the converse we don't need any complex analysis. Fix $x_0 \in D$ and expand $f$ in a Taylor series up to order $n$ with Lagrange remainder form:

$f(x)=\sum_{k=0}^n \frac{f^{(k)}(x_0)}{k!}(x-x_0)^k+ \frac{f^{(n+1)}(\xi)}{(n+1)!}(x-x_0)^{n+1}.$

We need to prove that, for all $x$ in a neighborhood of $x_0$, $\lim_{n \to \infty} \frac{f^{(n+1)}(\xi)}{(n+1)!}(x-x_0)^{n+1}=0.$

This follows from claim 1 because

$\left\lvert\frac{f^{(n+1)}(\xi)}{(n+1)!}(x-x_0)^{n+1}\right\rvert \le C^{n+2}\lvert x-x_0 \rvert^{n+1}=C(C \lvert x-x_0 \rvert)^{n+1}$

and $(C \lvert x-x_0 \rvert)^{n+1}\to 0$ if $\lvert x-x_0 \rvert < 1/C$.

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    Of course, $a$ there is an arbitrary element of that interval. Thanks for entertaining my questions.2014-07-26