Nevanlinna function

See also Nevanlinna theory

In mathematics, in the field of complex analysis, a Nevanlinna function is a complex function which is an analytic function on the open upper half-plane H and has non-negative imaginary part. They map the upper half-plane to itself (or to a real constant), but are not necessarily injective or surjective. Functions with this property are sometimes also known as Herglotz, Pick or R functions.

Integral representation

Every Nevanlinna function N admits a representation

$N(z)=C+Dz+\int _{\mathbb {R} }\left({\frac {1}{\lambda -z}}-{\frac {\lambda }{1+\lambda ^{2}}}\right)d\mu (\lambda ),\quad z\in \mathbb {H} ,$

where C is a real constant, D is a non-negative constant and μ is a Borel measure on R satisfying the growth condition

$\int _{\mathbb {R} }{\frac {d\mu (\lambda )}{1+\lambda ^{2}}}<\infty .$

Conversely, every function of this form turns out to be a Nevanlinna function. The constants in this representation are related to the function N via

$C=\mathrm {Re} (N(i))\qquad {\text{and}}\qquad D=\lim _{y\rightarrow \infty }{\frac {N(iy)}{iy}}$

and the Borel measure μ can be recovered from N by employing the Stieltjes inversion formula (related to the inversion formula for the Stieltjes transformation):

$\mu ((\lambda _{1},\lambda _{2}])=\lim _{\delta \rightarrow 0}\lim _{\varepsilon \rightarrow 0}{\frac {1}{\pi }}\int _{\lambda _{1}+\delta }^{\lambda _{2}+\delta }\mathrm {Im} (N(\lambda +i\varepsilon ))d\lambda .$

A very similar representation of functions is also called the Poisson representation.

Examples

• Some elementary examples of Nevanlinna functions follow (with appropriately chosen branch cuts in the first three). ($z$ can be replaced by $z-a$ for some real number $a.$)

$z^{p}{\text{ with }}0\leq p\leq 1$

$-z^{p}{\text{ with }}-1\leq p\leq 0$

The above examples can also be rotated to some extent around the origin, such as $i(z/i)^{p}{\text{ with }}-1\leq p\leq 1.$

$\ln(z)$

$\tan(z)$ (an example that is not injective)

• A linear fractional transformation

${\frac {az+b}{cz+d}}$

is a Nevanlinna function if (but not only if) $a^{\ast }d-bc^{\ast }$ is a positive real number and $\mathrm {Im} (b^{\ast }d)=\mathrm {Im} (a^{\ast }c)=0.$ This is equivalent to the set of such transformations that map the real axis to itself. One may then add any constant in the upper half-plane, and move the pole into the lower half-plane, giving new values for the parameters. Example: ${\frac {iz+i-2}{z+1+i}}$

• If S is a self-adjoint operator in a Hilbert space and f is an arbitrary vector, then the function

$\langle (S-z)^{-1}f,f\rangle$

is a Nevanlinna function.

• If M and N are non-constant Nevanlinna functions, then their composition is a Nevanlinna function as well.

References

• Vadim Adamyan, ed. (2009). Modern analysis and applications. p. 27. ISBN 3-7643-9918-X.
• Naum Ilyich Akhiezer and I. M. Glazman (1993). Theory of linear operators in Hilbert space. ISBN 0-486-67748-6.
• Marvin Rosenblum and James Rovnyak (1994). Topics in Hardy Classes and Univalent Functions. ISBN 3-7643-5111-X.