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Hadamard three-lines theorem

Statement

For a bounded function continuous on the closed strip and holomorphic inside, the vertical-line supremum is log-convex.

Precisely, let S={z:0Rez1}, let f:SC be bounded and continuous and holomorphic on the open strip, and define M(x):=supyRf(x+iy)(0x1). Then, for 0<θ<1, M(θ)M(0)1θM(1)θ. More generally, for 0x0<x11 and 0<t<1, M((1t)x0+tx1)M(x0)1tM(x1)t. Both displayed inequalities are asserted only for strictly interior parameters, 0<θ<1 and 0<t<1, so both exponents are strictly positive and the positive-exponent convention 0s=0 applies when a boundary supremum is zero (Real powers for positive bases, with the zero-base positive-exponent convention); the excluded endpoint expressions M(0)0 and M(1)0 would be the undefined 00 when that supremum vanishes.

Facts & Assumptions

Given: The strip S, a function f satisfying the hypotheses, and the finite nonnegative suprema M(x), whose existence follows from boundedness and completeness (Dedekind completeness: the least-upper-bound property). The complex exponential is entire (The complex exponential is entire and its complex derivative is itself), holomorphic compositions obey the complex chain rule (The chain rule for complex derivatives), and the exponential addition law, positive-base logarithm laws, and continuity of real powers are supplied by exp(z+w)=expzexpw, and the complex exponential extends the real exponential, The natural logarithm as the inverse of the exponential function, Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm, and Continuity and derivatives of positive-base real powers.

[L1]

A bounded function continuous on the closed strip, holomorphic inside, and of modulus at most one on both boundary lines has modulus at most one throughout the strip (Maximum principle on a closed strip for bounded holomorphic functions).

[L2]

For a>0 and real x, the real power is ax=exp(xloga) (Real powers for positive bases, with the zero-base positive-exponent convention).

[L3]

For nonzero complex z and complex w, the principal power is zprw=exp(wLogz) (Complex logarithms, the principal logarithm, and principal and multivalued complex powers).

Proof

technique · direct
1.1

Fix δ>0 and define Gδ(z):=f(z)exp((z1)log(M(0)+δ))exp(zlog(M(1)+δ)). This is the positive-base principal-power normalization of [L2] and [L3]; it is bounded and continuous on S and holomorphic inside.

L2L3given
2.1

On z=iy, the two exponential factors have moduli (M(0)+δ)1 and 1, so Gδ(iy)M(0)/(M(0)+δ)1. On z=1+iy, their moduli are 1 and (M(1)+δ)1, so the same bound holds. By [L1], Gδ(z)1 throughout S.

step 1.1L1givenalgebra
3.1

At z=θ+iy with 0<θ<1, step 2.1 rearranges to f(z)(M(0)+δ)1θ(M(1)+δ)θ. Taking the supremum over y and letting δ decrease to 0 gives M(θ)M(0)1θM(1)θ. Both exponents 1θ and θ are strictly positive, so the limit is correct including either zero boundary supremum, where the convention of [L2] reads the vanishing factor as 0.

step 2.1L2givenalgebra
4.1

For 0x0<x11, apply step 3.1 to the rescaled strip function wf(x0+(x1x0)w). Its boundary suprema are M(x0) and M(x1), so the resulting inequality is the asserted log-convexity at (1t)x0+tx1.

step 3.1algebra

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