Positive harmonic function

In mathematics, a positive harmonic function on the unit disc in the complex numbers is characterized as the Poisson integral of a finite positive measure on the circle. This result, the "Herglotz-Riesz representation theorem", was proved independently by Gustav Herglotz and Frigyes Riesz in 1911. It can be used to give a related formula and characterization for any holomorphic function on the unit disc with positive real part. Such functions had already been characterized in 1907 by Constantin Carathéodory in terms of the positive definiteness of their Taylor coefficients.
Herglotz-Riesz representation theorem for harmonic functions.
A positive function "f" on the unit disk with "f"(0) = 1 is harmonic if and only if there is a probability measure μ on the unit circle such that
The formula clearly defines a positive harmonic function with "f"(0) = 1.
Conversely if "f" is positive and harmonic and "r""n" increases to 1, define
Then
where
is a probability measure.
By a compactness argument (or equivalently in this case
Helly's selection theorem for Stieltjes integrals), a subsequence of these probability measures has a weak limit which is also a probability measure μ.
Since "r""n" increases to 1, so that "f""n"("z") tends to "f"("z"), the Herglotz formula follows.
Herglotz-Riesz representation theorem for holomorphic functions.
A holomorphic function "f" on the unit disk with "f"(0) = 1 has positive real part if and only if there is a probability measure μ on the unit circle such that
This follows from the previous theorem because:
Carathéodory's positivity criterion for holomorphic functions.
Let
be a holomorphic function on the unit disk. Then "f"("z") has positive real part on the disk
if and only if
for any complex numbers λ0, λ1, ..., λ"N", where
for "m" > 0.
In fact from the Herglotz representation for "n" > 0
Hence
Conversely, setting λ"n" = "z""n",