Error function (defined on the whole complex plane) is entire

In summary: If you pick any analysis textbook at random, the odds of it containing a chapter on Taylor series is very very high. The extension to complex variables is straightforward.
  • #1
julypraise
110
0

Homework Statement


The wiki page says that error function [tex] \mbox{erf}(z) = \int_{0}^{z} e^{-t^{2}} dt [/tex] is entire. But I cannot find anywhere its proof. Could you give me some stcratch proof of this?


Homework Equations





The Attempt at a Solution


I've tried to use Fundamental Theorem of Calculus but as it is the line integral I couldn't use it.
 
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  • #2
You can just expand the integrand as a Taylor series, integrate by terms (since everything is finite) and then convince yourself that the resulting series converges everywhere.
 
  • #3
clamtrox said:
You can just expand the integrand as a Taylor series, integrate by terms (since everything is finite) and then convince yourself that the resulting series converges everywhere.

Ah.. frankly I'm not sure of how to expand by Taylor series... Is it by using Cauchy's Theorem? Could you give me any reference textbook where I can look up the theorem for this Taylor series expansion?
 
  • #4
julypraise said:
Ah.. frankly I'm not sure of how to expand by Taylor series... Is it by using Cauchy's Theorem? Could you give me any reference textbook where I can look up the theorem for this Taylor series expansion?

If you pick any analysis textbook at random, the odds of it containing a chapter on Taylor series is very very high. The extension to complex variables is straightforward.

You can also proceed by doing the standard proof that the function is holomorphic, by using the Cauchy-Riemann equations, but then you also have to consider whether the function has an analytic continuation to the entire complex plane. For example logarithm is holomorphic in its domain, but is not an entire function. That's why the Taylor series route is more straightforward: you can show that the series converges everywhere, which automatically shows you that the function is entire.
 
  • #5
julypraise said:

Homework Statement


The wiki page says that error function [tex] \mbox{erf}(z) = \int_{0}^{z} e^{-t^{2}} dt [/tex] is entire. But I cannot find anywhere its proof. Could you give me some stcratch proof of this?


Homework Equations





The Attempt at a Solution


I've tried to use Fundamental Theorem of Calculus but as it is the line integral I couldn't use it.

I don't see what's wrong with just differentiating it, showing the derivative is analytic throughout the complex plane, then concluding it's entire. That is, since

[tex]\frac{d}{dz} \text{erf}(z)=e^{-z^2}[/tex]

and [itex] e^{-z^2}[/itex] is analytic, thus the error function is entire.
 

Related to Error function (defined on the whole complex plane) is entire

What is an entire function?

An entire function is a complex-valued function that is defined and analytic on the entire complex plane. This means that it is differentiable at every point on the complex plane, making it a very smooth and well-behaved function.

What is the error function?

The error function, also known as the Gauss error function, is a special function that is used to measure the area under the normal distribution curve. It is defined as the integral of the standard normal distribution from 0 to a given value.

How is the error function related to the complex plane?

The error function can be extended to the complex plane by considering its definition as an integral. This allows it to be defined and calculated at any point on the complex plane. The resulting function, known as the error function (defined on the whole complex plane), is entire.

What are the properties of an entire function?

An entire function has several important properties, including being analytic on the entire complex plane, having a Taylor series expansion that converges to the function at every point, and having no singularities or poles. These properties make entire functions useful in many areas of mathematics and physics.

How is the error function used in mathematics and science?

The error function has many applications in mathematics and science, including in statistics, probability, and physics. It is commonly used to calculate the probability of an event occurring within a certain range, as well as in the study of heat transfer and diffusion processes. It also has connections to other special functions and can be used to solve differential equations and integrals involving the normal distribution.

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