Weierstrass–Casorati theorem

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The Casorati-Weierstrass theorem in complex analysis describes the remarkable behavior of holomorphic functions near essential singularities. It is named for Karl Theodor Wilhelm Weierstrass and Felice Casorati.

The Casorati-Weierstrass theorem states that

if f has an essential singularity at z0, and V is any neighborhood of z0 contained in U, then f(V − {z0}) is dense in C.
Or, spelled out: if ε > 0 and w is any complex number, then there exists a complex number z in U with |z - z0| < ε and |f(z) - w| < ε.

Start with an open subset U of the complex plane containing the number z0, and a holomorphic function f defined on U − {z0}. The complex number z0 is called an essential singularity if there is no natural number n such that the limit

\lim_{z \to z_0} f(z) \cdot (z - z_0)^n

exists.

The function f(z) = exp(1/z) has an essential singularity at z0 = 0, but the function g(z) = 1/z3 does not (it has a pole at 0).

Consider the function

f(z)=e^{\frac{1}{z}}

This function has the following Laurent series about the essential singular point at z = 0:

f(z)=\displaystyle\sum_{n=0}^{\infty}\frac{1}{n!z^{n}}

Because f'(z) =\frac{-e^{\frac{1}{z}}}{z^{2}} exists for all points z \neq 0 we know that f(z) is analytic in the neighborhood of z = 0. Hence it is an isolated singularity like all other essential singularities.

Using a change of variable to polar coordinates z = reiθ our function, f(z)=e^{\frac{1}{z}} becomes:

f(z)=e^{\frac{1}{r}(cos \theta - i sin \theta)}

f(z)=e^{\frac{1}{r}cos \theta} \left[ cos \left( \frac{sin \theta}{r} \right) - i sin \left( \frac{sin \theta}{r} \right) \right]

Taking the absolute value of both sides:

\left| f(z) \right| = \left| e^{\frac{1}{r}cos \theta} \right| \left| \left[ cos \left( \frac{sin \theta}{r} \right) - i sin \left( \frac{sin \theta}{r} \right) \right]\right|

\left| f(z) \right| = \left| e^{\frac{1}{r}cos \theta}\right| \left| 1 \right|

\left| f(z) \right| =  e^{\frac{1}{r}cos \theta}

For values of θ such that cos \theta >0, f(z)\rightarrow infinity as r 	\rightarrow 0, and for cos \theta <0, f(z) \rightarrow 0 as r \rightarrow 0.

Consider what happens, for example when r takes values on a circle of diameter \frac{1}{R} tangent to the imaginary axis. This circle is given by, r=\frac{1}{R}cos \theta. Then,

f(z) = e^{R} \left[ cos \left( Rtan \theta \right) - isin \left( Rtan \theta \right) \right]

and

\left| f(z) \right| = e^{R}

Thus,\left| f(z) \right| may take any positive value otherthan zero by the appropriate choice of R. As z \rightarrow 0 on the circle,  \theta \rightarrow \frac{\pi}{2} with R fixed. So this part of the equation:

\left[ cos \left( Rtan \theta \right) - isin \left( Rtan \theta \right) \right]

takes on all values on the unit circle infinitly often. Hence f(z) takes on all the value of every number in the complex plane except for zero infinitely often.

Theorem:

If F(z) has an essential singularity at z = z0 then for any complex number w, f(z) becomes arbitrarily close to w in a neighborhood of z0. That is, given w, and ε > 0, δ > 0, there is a z such that | f(z) − w | < ε whenever 0 < | zz0 | < δ

Proof:

The proof is by contradiction. So, first we suppose the opposite: that | f(z) − w | > ε whenever | zz0 | δ, where δ is small enough such that f(z) is analytic in the punctured neighborhood of radius δ around z0. In this region, 0 < | zz0 | < δ we can then assume that the function:

h(z)=\frac{1}{f(z)-w}

must be analytic, because f(z)-w \neq 0. Because it is analytic it is bounded in the region, so |h(z)|<\frac{1}{\epsilon}. The function f(z) is not identically constant, because it if was both bounded and constant it would be analytic and it would not posses any singular point. Because h(z) is analytic and bounded, it is representable by a power series with the form:

h(z)=\displaystyle\sum_{n=o}^{\infty}C_{n}(z-z_{0})^{n}

thus, it must have a removable singularity, because it is bounded and has a power series. By choosing C0 = h(z), it follows that h(z) is analytic for | zz0 | < δ. So we have:

f(z)= w + \frac{1}{h(z)}

and f(z) is either analytic with h(z) \neq 0 or else f(z) has a pole of order N strength CN, where CN is the first non-zero coefficient of the term (zz0)n in the Taylor series representation of h(z). In either case, this contradicts the hypothesis that f(z) has an essential singular point in the neighborhood of z = z0 Both possibilities contradict the assumption of the theorem. Thus the theorem holds.

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