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The iterated Cauchy integral formula on a polydisc
Statement
Fix , a point and a polyradius . Let be continuous and separately holomorphic (Separately holomorphic functions), let be a polyradius with for every , and let on . Then for every
The right-hand side is an iterated integral: the innermost integral is taken over with held fixed, then over , and so on. Each successive integrand is continuous on the circle it is integrated over, so each of the integrals exists. No integral over the distinguished boundary is formed and the order of integration is never interchanged.
Facts & Assumptions
Given: , , polyradii and with , a continuous separately holomorphic , the circles , and ; is read through Complex -space and its real coordinate dictionary.
, and are defined coordinatewise by , and (Balls, polydiscs and the distinguished boundary in ).
is separately holomorphic when for every and the slice is holomorphic on the open set of for which the point lies in (Separately holomorphic functions).
If is holomorphic on , , and on , then (Cauchy's integral formula on a circle compactly contained in a disc of holomorphy).
For a rectifiable contour and an integrand continuous on its trace, the complex line integral exists (Continuous integrands have complex and absolute line integrals along every rectifiable path, The complex line integral over a rectifiable path as a componentwise Riemann–Stieltjes integral).
If a property holds at and passes from to , it holds for every natural number (The principle of mathematical induction).
For , and , the contour on is a closed complex contour whose trace for is (A circle traversed times has winding number inside and outside).
Nonvanishing quotients of functions complex differentiable at a point are complex differentiable there (Linearity, product, reciprocal, and quotient rules for complex derivatives), such functions are continuous (Complex differentiability at a point implies continuity there), and composites of continuous maps are continuous (Continuity may be checked on any open cover, and on any finite closed cover; composites of continuous maps are continuous).
Proof
By [L6] each is a closed complex contour with trace the circle . If for and for , then and by the hypothesis , so every such mixed point lies in by [L1].
For the fixed point , define . Then, for , define by whenever the integrand is continuous on . By construction is exactly the iterated integral in the statement, divided by .
Claim, proved by induction on using [L5]: for every with the quantity is defined and . For , that is , this is the definition of .
The slice is holomorphic on the disc : by step 1.1 the corresponding point lies in for every such , and by [L1] and [L2] that disc is exactly the slice domain, on which separate holomorphy makes the slice holomorphic.
Assume the claim for . Fix on their circles. By the assumption, , which by step 1.1 is a continuous function of on the circle ; dividing by , which is nonzero there because by [L1] and [L7], leaves a continuous integrand by [L8], so the integral defining exists by [L4].
Applying [L3] to the slice of step 2.2, with , and , gives , which by step 3.1 is . This is the claim for , so the induction of step 2.1 closes.
Taking in step 2.1 gives , and step 1.2 identifies with the iterated integral divided by ; every one of the integrals exists by step 3.1. Since was arbitrary, the formula holds throughout .
Depends on
Balls, polydiscs and the distinguished boundary in
Separately holomorphic functions
Cauchy's integral formula on a circle compactly contained in a disc of holomorphy
Continuous integrands have complex and absolute line integrals along every rectifiable path
The complex line integral over a rectifiable path as a componentwise Riemann–Stieltjes integral
The principle of mathematical induction
Complex -space and its real coordinate dictionary
A circle traversed times has winding number inside and outside
Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive
Linearity, product, reciprocal, and quotient rules for complex derivatives
Complex differentiability at a point implies continuity there
Continuity may be checked on any open cover, and on any finite closed cover; composites of continuous maps are continuous