Borel-Carathéodory Lemma/Lemma

Theorem

Let $D \subset \C$ be an open set with $0 \in D$.

Let $R > 0$ be such that the open disk $\map B {0, R} \subset D$.

Let $f: D \to \C$ be analytic with $\map f 0 = 0$.

Let $\map \Re {\map f z} \le M$ for $\cmod z \le R$.

Let $0 < r < R$.


Then:

$\ds \forall n \in \Z_{\ge 1} : \quad \frac {\cmod {\map {f^{\paren n} } 0} }{ n! } \le \frac {2 M} {R^n}$


Proof

By Cauchy Integral Theorem:

$\ds \forall k \in \Z_{\ge 0} : \quad \oint_{\partial D} z^{k-1} \map f z \rd z = 0$

Parametrizing $\partial D$ by $R e^{2 \pi i t}$:

$\ds \forall k \in \Z_{\ge 0} : \quad \int _0^1 e^{2\pi i k t} \map f {R e^{2 \pi ikt} } \rd t = 0$

On the other hand:

\(\ds \map {f^{\paren n} } 0\) \(=\) \(\ds \frac {n!} {2 \pi i} \oint_{\partial D} \frac {\map f z} {z^{n + 1} } \rd z\)
\(\ds \) \(=\) \(\ds \frac {n!} {2 \pi i} \int_0^1 \frac {\map f {R e^{2 \pi i t} } } { \paren {R e^{2 \pi i t} }^{n+1} } \paren {2 \pi i} R e^{2 \pi i t} \rd t\) Parametrize $\partial D$ by $R e^{2 \pi i t}$
\(\ds \) \(=\) \(\ds \frac {n!}{R^n} \int_0^1 e^{- 2 \pi i n t} \map f {R e^{2 \pi i t} } \rd t\) Cauchy's Integral Formula


Let $\theta_n := \map \arg {\map {f^{\paren n} } 0}$.

Then:

\(\ds \cmod {\map {f^{\paren n} } 0}\) \(=\) \(\ds e^{-\theta_n i} \map {f^{\paren n} } 0\)
\(\ds \) \(=\) \(\ds \frac {n!}{R^n} \int_0^1 \map f {R e^{2 \pi i t} } e^{- \paren {2 \pi n t + \theta_n} i} \rd t\)

Since:

$\ds \int_0^1 \map f {R e^{2 \pi i t} } \paren {2 + e^{\paren {2 \pi n t + \theta_n} i } } \rd t = 0$

we have:

\(\ds \cmod {\map {f^{\paren n} } 0}\) \(=\) \(\ds \frac {n!}{R^n} \int_0^1 \map f {R e^{2 \pi i t} } \paren {2 + e^{\paren {2 \pi n t + \theta_n} i } + e^{- \paren {2 \pi n t + \theta_n} i } } \rd t\)
\(\ds \) \(=\) \(\ds \frac {2 n!}{R^n} \int_0^1 \map f {R e^{2 \pi i t} } \paren {1 + \map \cos { 2 \pi n t + \theta_n } } \rd t\)
\(\ds \) \(=\) \(\ds \frac {2 n!}{R^n} \int_0^1 \map \Re {\map f {R e^{2 \pi i t} } } \paren {1 + \map \cos { 2 \pi n t + \theta_n } } \rd t\)
\(\ds \) \(\le\) \(\ds \frac {2 M n!}{R^n} \int_0^1 1 + \map \cos { 2 \pi n t + \theta_n } \rd t\)
\(\ds \) \(=\) \(\ds \frac {2 M n!}{R^n}\)

$\blacksquare$