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Given a formal power series $\sum a_n z^n$ and a radius of convergence $R>0$, there are various ways to extend the function to the boundary such as

  • Abel's theorem
  • Fatou's lemma
  • $H^\infty$ theorem.

What is an example of a function that does (almost) nowhere to the boundary? Which power series are proven to not possess an analytic continuation beyond the radius of convergence.

The craziest things what I can construct is a finite number of essential singularities using an entire function $f$, which is not a polynomial, and looking at something like $z \mapsto f(1/z)$.

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    Well, this is an extremely well-studied problem and it is rather subtle. As Andrés Caicedo's fantastic answer in [this MO-thread](http://mathoverflow.net/questions/49395/behaviour-of-power-series-on-their-circle-of-convergence/49411#49411) shows, quite a bit is known (and quite a bit unknown) about the subsets of the circle of convergence that may arise as sets of divergence of an analytic function.2011-06-22
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    The examples given by AmbroseH are the canonical ones, besides the [theta function](http://en.wikipedia.org/wiki/Theta_function) $\vartheta(1;q) = 1 + 2\sum_{n \in \mathbb{Z}} q^{n^2}$ (which is a bit more subtle).2011-06-22
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    By the way: Remmert's books *[Theory of complex functions](http://books.google.com/books?id=uP8SF4jf7GEC)* and *[Classical topics in complex function theory](http://books.google.com/books?id=BHc2b0iCoy8C)* contain a very detailed and lucid discussion of these topics, with lots of historical references.2011-06-22

2 Answers 2

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This is problem 2 in Chapter 2 of Stein & Shakarchi's Complex Analysis. They give two examples:

$f(z) = \sum_{n=0}^\infty z^{2^n},$

and, for $0 < \alpha < \infty,$

$f(z) = \sum_{n = 0}^\infty 2^{-n \alpha} z^{2^n}.$

The latter can in fact be extended continuously but not analytically to the boundary circle.

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    This answers the 2nd question: Which powerseries are proven to not posess an analytic continuation beyond the radius of convergence? Thanks!2011-06-22
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    Actually, the former series (I think) answers your first question. Stein and Shakarchi's hint for that problem is to consider $\theta = \frac{2\pi p}{2^k}$ for positive integers $p,k,$ and consider $z = r e^{i \theta},$ and2011-06-22
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    show that $|f(r e^{i\theta})| \to \infty$ as $r \to 1.$2011-06-22
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    I apologize for not specifying that in my answer.2011-06-22
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    It's useful to notice that $f(z^{2^{n}}) = f(z) - (z + z^2 + \cdots + z^{2^{n-1}})$.2011-06-22
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The sum $f(z) = \sum_{n = 0}^\infty z^{n!}.$ extends nowhere outside of $|z|\lt1$; there are infinitely many points in the set of n-th roots of unity in the boundary each of which blow up to infinity; the set of n-th roots is dense in the boundary $|z|=1$, so the series cannot squeeze out anywhere.

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    @Theo: Thanks again; hope editing this one was not as much work as the last one, which netted me some 60 points--I should give you a few of mine.2011-06-22
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    you're welcome. Don't worry about the points, *you* earned them :) The only thing I did here was to change `z^n!` into `z^{n!}` to change $z^n!$ into $z^{n!}$ and some minor details.2011-06-22