ProofComplete

Proof of Liouville's Theorem

We present a detailed proof that every bounded entire function is constant, along with several important generalizations.


Statement

Theorem4.12Liouville's theorem (restated)

If f:CCf: \mathbb{C} \to \mathbb{C} is entire and bounded (i.e., f(z)M|f(z)| \leq M for all zCz \in \mathbb{C} and some constant MM), then ff is a constant function.


First Proof (via Cauchy's inequality)

Proof

Fix any two points z1,z2Cz_1, z_2 \in \mathbb{C}. We will show f(z1)=f(z2)f(z_1) = f(z_2).

Let R>2max(z1,z2)R > 2\max(|z_1|, |z_2|) and let γR\gamma_R be the circle z=R|z| = R. By the Cauchy integral formula:

f(z1)f(z2)=12πiγRf(z)(1zz11zz2)dz=z1z22πiγRf(z)(zz1)(zz2)dz.f(z_1) - f(z_2) = \frac{1}{2\pi i}\oint_{\gamma_R} f(z)\left(\frac{1}{z-z_1} - \frac{1}{z-z_2}\right)dz = \frac{z_1-z_2}{2\pi i}\oint_{\gamma_R}\frac{f(z)}{(z-z_1)(z-z_2)}\,dz.

For z=R|z| = R: zzjRzjR/2|z - z_j| \geq R - |z_j| \geq R/2 for j=1,2j = 1, 2. By the ML inequality:

f(z1)f(z2)z1z22πM(R/2)22πR=4Mz1z2R.|f(z_1) - f(z_2)| \leq \frac{|z_1 - z_2|}{2\pi} \cdot \frac{M}{(R/2)^2} \cdot 2\pi R = \frac{4M|z_1-z_2|}{R}.

Letting RR \to \infty: f(z1)=f(z2)f(z_1) = f(z_2). Since z1,z2z_1, z_2 were arbitrary, ff is constant. \blacksquare


Second Proof (via derivative estimate)

Proof

For any z0Cz_0 \in \mathbb{C} and R>0R > 0, Cauchy's inequality on zz0=R|z-z_0| = R gives:

f(z0)1!MR1=MR.|f'(z_0)| \leq \frac{1! \cdot M}{R^1} = \frac{M}{R}.

Since this holds for all R>0R > 0 and MM is fixed, letting RR \to \infty gives f(z0)=0f'(z_0) = 0. Since z0z_0 was arbitrary, f0f' \equiv 0 on C\mathbb{C}, so ff is constant (a holomorphic function with zero derivative on a connected domain is constant). \blacksquare


Generalizations

Theorem4.13Extended Liouville theorem

If ff is entire and f(z)C(1+z)n|f(z)| \leq C(1 + |z|)^n for some constant CC and non-negative integer nn, then ff is a polynomial of degree at most nn.

Proof

Apply Cauchy's inequality for the (n+1)(n+1)-th derivative on zz0=R|z-z_0| = R:

f(n+1)(z0)(n+1)!C(1+R+z0)nRn+1.|f^{(n+1)}(z_0)| \leq \frac{(n+1)! \cdot C(1+R+|z_0|)^n}{R^{n+1}}.

The right side behaves like CR10C' R^{-1} \to 0 as RR \to \infty. Thus f(n+1)0f^{(n+1)} \equiv 0, so ff is a polynomial of degree at most nn. \blacksquare

ExampleEntire function with bounded real part

If ff is entire with Re(f)M\text{Re}(f) \leq M, then g(z)=ef(z)g(z) = e^{f(z)} is entire with g(z)=eRe(f(z))eM|g(z)| = e^{\text{Re}(f(z))} \leq e^M. By Liouville, gg is constant, hence ef(z)=ef(0)e^{f(z)} = e^{f(0)} for all zz. This gives f(z)=f(0)+2πik(z)f(z) = f(0) + 2\pi i k(z) for integer-valued continuous kk, forcing kk to be constant. So ff is constant.

This generalizes: an entire function that omits a half-plane of values is constant.

RemarkPicard's theorem

Liouville's theorem says: an entire function that omits a disk of values (i.e., is bounded) must be constant. Picard's little theorem dramatically strengthens this: an entire function that omits two values must be constant. For instance, eze^z omits only 00, but if ff omits both 00 and 11, then ff is constant. The proof requires the theory of modular functions or the elliptic modular lambda function.