Cauchy's integral formula, Fubini's theorem
Let μ be a finite, positive, regular Borel measure supported on a compact subset of the complex plane C and define the Newtonian potential of μ to be
Uμ(z)=∫C∣z−w∣1dμ(w).
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Prove that Uμ exists at Lebesgue-almost all z∈C and that
∬KUμ(z)dxdy<∞
for every compact K⊆C. Hint: Fubini.
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Prove that for almost every horizontal or vertical line L⊆C, μ(L)=0 and ∫KUμ(z)ds<∞ for every compact subset K⊆L where ds denotes Lebesgue linear measure on L. Hint: Fubini and (1). (Here a.e. vertical line means the vertical lines through (x,0) for a.e. x∈R. Likewise for horizontal lines.)
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Define the Cauchy potential of μ to be
Sμ(z)=∫Cz−w1dμ(w),
which trivially exists whenever Uμ(z)<∞. Let R be a rectangle in C whose four sides are contained in lines L having the conclusion of (2). Prove that
2πi1∫∂RSμ(z)dz=μ(R).
Hint: Fubini and Cauchy.
Solution.
See Spring 2010 - Problem 6.