Laurent series

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A Laurent series is defined with respect to a particular point c and a path of integration γ. The path of integration must lie in an annulus (shown here in red) inside of which f(z) is holomorphic.

In mathematics, the Laurent series of a complex function f(z) is a representation of that function as a power series which includes terms of negative degree. It may be used to express complex functions in cases where a Taylor series expansion cannot be applied. The Laurent series was named after and first published by Pierre Alphonse Laurent in 1843. Karl Weierstrass discovered it first in 1841 but did not publish it.

The Laurent series for a complex function f(z) about a point c is given by:

$f(z)=\sum_{n=-\infty}^\infty a_n(z-c)^n$

where the a_n are constants, defined by a line integral which is a generalization of Cauchy's integral formula:

$a_n=\frac{1}{2\pi i} \oint_\gamma \frac{f(z)\,dz}{(z-c)^{n+1}}.\,$

The path of integration γ is counterclockwise around a closed, rectifiable path containing no self-intersections, enclosing c and lying in an annulus A in which f(z) is holomorphic. The expansion for f(z) will be valid anywhere inside this annulus. The annulus is shown in red in the diagram on the right, along with an example of a suitable path of integration labelled γ. In practice, this formula is rarely used because the integrals are difficult to evaluate; instead, one typically pieces together the Laurent series by combining known Taylor expansions. The numbers a_n and c are most commonly taken to be complex numbers, although there are other possibilities, as described below.

[edit] Convergent Laurent series

Laurent series with complex coefficients are an important tool in complex analysis, especially to investigate the behavior of functions near singularities.

e^-1/x² and Laurent approximations: see text for key. As the negative degree of the Laurent series rises, it approaches the correct function.

Consider for instance the function f(x) = e^−1/x² with f(0) = 0. As a real function, it is infinitely often differentiable everywhere; as a complex function however it is not differentiable at x = 0. By replacing x by −1/x² in the power series for the exponential function, we obtain its Laurent series which converges and is equal to f(x) for all complex numbers x except at the singularity x=0. The graph opposite shows e^−1/x² in black and its Laurent approximations

$\sum_{j=0}^n(-1)^j\,{x^{-2j}\over j!}$

for n = 1, 2, 3, 4, 5, 6, 7 and 50. As n → ∞, the approximation becomes exact for all (complex) numbers x except at the singularity x = 0.

More generally, Laurent series can be used to express holomorphic functions defined on an annulus, much as power series are used to express holomorphic functions defined on a disc.

Suppose

$\sum_{n=-\infty}^{\infty} a_n ( z - c )^n$

is a given Laurent series with complex coefficients a_n and a complex center c. Then there exists a unique inner radius r and outer radius R such that:

The Laurent series converges on the open annulus A := {z : r < |z − c| < R}. To say that the Laurent series converges, we mean that both the positive degree power series and the negative degree power series converge. Furthermore, this convergence will be uniform on compact sets. Finally, the convergent series defines a holomorphic function f(z) on the open annulus.
Outside the annulus, the Laurent series diverges. That is, at each point of the exterior of A, the positive degree power series or the negative degree power series diverges.
On the boundary of the annulus, one cannot make a general statement, except to say that there is at least one point on the inner boundary and one point on the outer boundary such that f(z) cannot be holomorphically continued to those points.

It is possible that r may be zero or R may be infinite; at the other extreme, it's not necessarily true that r is less than R. These radii can be computed as follows:

$r = \limsup_{n\rightarrow\infty} |a_{-n}|^{1 \over n}$

${1 \over R} = \limsup_{n\rightarrow\infty} |a_n|^{1 \over n}$

We take R to be infinite when this latter lim sup is zero.

Conversely, if we start with an annulus of the form A = {z : r < |z − c| < R} and a holomorphic function f(z) defined on A, then there always exists a unique Laurent series with center c which converges (at least) on A and represents the function f(z).

As an example, let

$f(z) = {1 \over (z-1)(z-2i)}$

This function has singularities at z = 1 and z = 2i, where the denominator of the expression is zero and the expression is therefore undefined. A Taylor series about z = 0 (which yields a power series) will only converge in a disc of radius 1, since it "hits" the singularity at 1.

However, there are three possible Laurent expansions about z = 0, depending on the region z is in.

One is defined on the disc where |z| < 1; it is the same as the Taylor series,

$f(z) = \frac{1+2i}{5} \sum_{k=0}^\infty \left(\frac{1}{(2i)^{k+1}}-1\right)z^k$ .

Another one is defined on the annulus where 1 < |z| < 2, caught between the two singularities,

$f(z) = \frac{1+2i}{5} \left(\sum_{k=1}^\infty \frac{1}{z^k} + \sum_{k=0}^\infty \frac{1}{(2i)^{k+1}}z^k\right)$ .

The third one is defined on the infinite annulus where 2 < |z| < ∞,

$f(z) = \frac{1+2i}{5} \sum_{k=1}^\infty \frac{1-(2i)^{k-1}}{z^k}$ .

The case r = 0, i.e. a holomorphic function f(z) which may be undefined at a single point c, is especially important.
The coefficient a₋₁ of the Laurent expansion of such a function is called the residue of f(z) at the singularity c; it plays a prominent role in the residue theorem.

For an example of this, consider

$f(z) = {e^z \over z} + e^{1 \over z}.$

This function is holomorphic everywhere except at z = 0. To determine the Laurent expansion about c = 0, we use our knowledge of the Taylor series of the exponential function:

$f(z) = \cdots + \left ( {1 \over 3!} \right ) z^{-3} + \left ( {1 \over 2!} \right ) z^{-2} + 2z^{-1} + 2 + \left ( {1 \over 2!} \right ) z + \left ( {1 \over 3!} \right ) z^2 + \left ( {1 \over 4!} \right ) z^3 + \cdots$

and we find that the residue is 2.

[edit] See also

Formal Laurent series — Laurent series considered formally, with coefficients from an arbitrary commutative ring, without regard for convergence
Z-transform -- the special case where the Laurent series is taken about zero has much use in Time Series Analysis.