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The Poisson kernel is positive, has total mass one, and concentrates at a boundary point

Statement

For 0r<1, the Poisson kernel

Pr(θ)=1r212rcosθ+r2

has the following properties:

  1. Pr(θ)>0 for every θ;
  2. 12π02πPr(θ)dθ=1;
  3. for every δ(0,π], supδθπPr(θ)0(r1).

Facts & Assumptions

Given: A radius 0r<1.

[L1]

The Poisson kernel is the real part of the Möbius function 1+reiθ1reiθ, because multiplying numerator and denominator by 1reiθ gives the displayed quotient with real part (1r2)/(12rcosθ+r2) (The Poisson kernel on the unit disc, exp(x+iy)=ex(cosy+isiny), exp(x+iy)=ex, and eiπ+1=0).

[L2]

The function w1+rw1rw is holomorphic on the unit disc (Complex polynomials are entire with the power-rule derivative, and rational functions are holomorphic wherever their denominator is nonzero) and equals its average on every unit circle by the holomorphic mean-value property (A holomorphic function equals its average on every circle inside a larger concentric holomorphy disc).

Proof

technique · direct
1.1

Since 1r2>0 and 12rcosθ+r2=(1r)2+2r(1cosθ)>0, the quotient Pr(θ) is positive for every θ.

givenalgebra
1.2

By [L2], 1=12π02π1+reiθ1reiθdθ. Taking real parts and using [L1] gives 12π02πPr(θ)dθ=1.

L1L2
2.1

If δθπ, then cosθcosδ, so 0<Pr(θ)1r212rcosδ+r2. The denominator tends to 2(1cosδ)>0 as r1, while the numerator tends to 0, so the right-hand side tends to 0, proving the uniform concentration estimate on representatives in [π,π]. Periodicity gives the equivalent formulation using circular distance from 0.

step 1.1algebra

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