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The filled difference quotient of a holomorphic function is jointly continuous
Statement
Let be open and let be holomorphic. Define the filled difference quotient by
Then is continuous on , the product carrying the Euclidean metric of under the coordinate identification of the plane. Moreover for all .
Facts & Assumptions
Given: An open and a holomorphic ; write and use for product coordinates. The one-factor distance identity is The complex coordinate isometry transports topology and affine segments; summing its two squared identities gives , the product metric used here.
For an open convex , a holomorphic on and , , and the displayed integral equals when (On a convex open set the difference quotient is an average of the derivative along the segment).
With open, holomorphic on and fixed, the function equal to for and to at is continuous on and holomorphic on (The filled difference quotient is continuous at its exceptional point and holomorphic away from it).
A holomorphic function is smooth in the real coordinates (Holomorphic functions are real analytic and smooth in their two real coordinates) and has complex derivatives of every natural order (All higher complex derivatives exist and satisfy Cauchy's integral formula on an interior circle), and a complex differentiable function is continuous (Complex differentiability at a point implies continuity there).
For an integrable with , (For and integrable when , ; for , is integrable); integrals of vector-valued functions are componentwise and real-linear (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral).
If , pointwise on , and both are integrable, then (If on and both are integrable then ; and ).
A map into from a subset of a metric space is continuous at exactly when the usual – condition holds with the Euclidean norm (Vector-valued functions , their limits and continuity, with the dictionary to the metric notions).
Sums, products and quotients with nonvanishing denominator of continuous real-valued maps on a topological space are continuous (Sums, products, absolute values, finite maxima and minima, and quotients of continuous real-valued maps on a topological space are continuous where defined).
(Open ball, closed ball and sphere in a metric space), a set is open exactly when each of its points admits a ball inside it (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement), and a set is convex when it contains the segment between any two of its points (A convex subset of contains every line segment between two of its points).
Proof
Interchanging and leaves the off-diagonal formula unchanged, both numerator and denominator changing sign, and leaves the diagonal value unchanged; so is symmetric.
Each product projection is -Lipschitz by the squared distance identity in the given data, since each nonnegative summand is at most their sum; thus both projections are continuous. A complex-valued map on a metric subspace is continuous exactly when its real and imaginary parts are, by [L6] and [L9]: the norm bounds each coordinate difference, and two coordinate bounds below give a norm bound below ; the real and imaginary parts of a sum, a product and a quotient with nonvanishing denominator of complex-valued maps are the corresponding real polynomial expressions in the parts, with denominator , so [L7] makes such combinations of continuous complex-valued maps continuous.
Fix and let . By [L8] choose with ; by [L3] the derivative is holomorphic, hence continuous, on , so by [L6] there is with and for every .
On the set , which is open by [L8], the maps and are continuous by [L3] and step 1.2, and [L2] already gives continuity of the filled difference quotient in each variable when the other is fixed; since the second map is nowhere zero on , step 1.2 makes continuous on .
Let . The ball is convex by [L8] and [L9] and is holomorphic on it, so [L1] gives both off and on the diagonal, and every point lies in by convexity.
Subtracting the constant inside the integral of step 2.2 and applying [L4] and [L5] with the bound of step 1.3 gives for all ; by [L6] and [L9] this is continuity of at , and with step 2.1 it makes continuous on all of .
Depends on
On a convex open set the difference quotient is an average of the derivative along the segment
The filled difference quotient is continuous at its exceptional point and holomorphic away from it
Holomorphic functions are real analytic and smooth in their two real coordinates
All higher complex derivatives exist and satisfy Cauchy's integral formula on an interior circle
For and integrable when , ; for , is integrable
The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral
Vector-valued functions , their limits and continuity, with the dictionary to the metric notions
Sums, products, absolute values, finite maxima and minima, and quotients of continuous real-valued maps on a topological space are continuous where defined
If on and both are integrable then ; and
The complex coordinate isometry transports topology and affine segments
Open ball, closed ball and sphere in a metric space
The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
A convex subset of contains every line segment between two of its points
Complex differentiability at a point implies continuity there
Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive
Real and imaginary parts, complex conjugation, and modulus