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Jordan's lemma


In complex analysis, Jordan's lemma is a result frequently used in conjunction with the residue theorem to evaluate contour integrals and improper integrals. It is named after the French mathematician Camille Jordan.

Consider a complex-valued, continuous function f, defined on a semicircular contour

of positive radius R lying in the upper half-plane, centred at the origin. If the function f is of the form

with a positive parameter a, then Jordan's lemma states the following upper bound for the contour integral:

where equal sign is when g vanishes everywhere. An analogous statement for a semicircular contour in the lower half-plane holds when a < 0.

 

 

 

 

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Jordan's lemma yields a simple way to calculate the integral along the real axis of functions f(z) = ei a z g(z) holomorphic on the upper half-plane and continuous on the closed upper half-plane, except possibly at a finite number of non-real points z1, z2, …, zn. Consider the closed contour C, which is the concatenation of the paths C1 and C2 shown in the picture. By definition,


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