Tuesday, 7 June 2016

real analysis - Proving the chain rule for complex functions

I'm familiar with the Real Analysis proof of the chain rule (i.e. looking at the difference quotient for both $g(f(z))$ and for $f(z)$), and I'm familiar with another proof using the Weierstrass definition of differentiability (differentiable iff there is a continuous function such that ...).



But in Bak and Newman's Complex Analysis they give a hint for proving that the composition of differentiable functions is differentiable.




Begin by noting $$g(f(z+h))-g(f(z)) = [g'(f(z))+\epsilon][f(z+h)-f(z)]$$ where $\epsilon\rightarrow 0$ as $h\rightarrow 0$.





This seems to me to be practically assuming the thing we're trying to prove. What is the justification for this equation? It's not an equation I've encountered in earlier studies--am I supposed to be familiar with it?



This also isn't the first time that I've encountered an expression involving quantities going to 0 like this, which I didn't fully understand (like when reading about Machine Learning or Statistics). Is there a book I can consult to better understand the theory around this? As far as I recall it wasn't in baby Rudin or Ross's Analysis textbook, and yet it comes up kind of often and is thrown around casually.

No comments:

Post a Comment

real analysis - How to find $lim_{hrightarrow 0}frac{sin(ha)}{h}$

How to find $\lim_{h\rightarrow 0}\frac{\sin(ha)}{h}$ without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...