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Topics in polynomial sequences defined by linear recurrences Innocent Ndikubwayo

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Page 1: Innocent Ndikubwayo1372350/FULLTEXT01.pdf · by linear recurrences. In paper I, we establish necessary and sufficient conditions for the reality of all the zeros in a polynomial

Topics in polynomial sequences defined by linear recurrences

Innocent Ndikubwayo

Page 2: Innocent Ndikubwayo1372350/FULLTEXT01.pdf · by linear recurrences. In paper I, we establish necessary and sufficient conditions for the reality of all the zeros in a polynomial
Page 3: Innocent Ndikubwayo1372350/FULLTEXT01.pdf · by linear recurrences. In paper I, we establish necessary and sufficient conditions for the reality of all the zeros in a polynomial

Topics in polynomial sequences definedby linear recurrences

Innocent Ndikubwayo

Page 4: Innocent Ndikubwayo1372350/FULLTEXT01.pdf · by linear recurrences. In paper I, we establish necessary and sufficient conditions for the reality of all the zeros in a polynomial

c©Innocent Ndikubwayo, Stockholm 2019

Printed by E-Print AB 2019

Distributor: Department of Mathematics, Stockholm University

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Abstract

This licentiate consists of two papers treating polynomial sequences definedby linear recurrences.

In paper I, we establish necessary and sufficient conditions for the realityof all the zeros in a polynomial sequence {Pi} generated by a three-term re-currence relation Pi(x)+Q1(x)Pi−1(x)+Q2(x)Pi−2(x) = 0 with the standardinitial conditions P0(x) = 1,P−1(x) = 0, where Q1(x) and Q2(x) are arbitraryreal polynomials.

In paper II, we study the root distribution of a sequence of polynomials{Pn(z)} with the rational generating function

∑n=0

Pn(z)tn =1

1+B(z)t`+A(z)tk

for (k, `) = (3,2) and (4,3) where A(z) and B(z) are arbitrary polynomials inz with complex coefficients. We show that the roots of Pn(z) which satisfyA(z)B(z) 6= 0 lie on a real algebraic curve which we describe explicitly.

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Acknowledgements

To begin with, I thank the Almighty Father for the gift of life. I would alsolike to thank my dear PhD advisor Professor Boris Shapiro for introducing meto this very fascinating and fruitful problem. Without him this licentiate thesiswould never have come into being. I thank him for his professional guidance,sharing of his knowledge, his patience, kindness and support during my work.

I am thankful to my supervisors, namely, Prof. Rikard Bøgvad, Dr. AlexSamuel Bamunoba, Dr. David Ssevviiri for their continuous discussions andguidance, support and encouragement in this process.

I appreciate the financial support from Sida Phase-IV bilateral programwith Makerere University 2015-2020 under project 316 ‘Capacity building inmathematics and its applications’.

The list of people I am indebted to could be made much longer. I wouldlike to thank all employees at the Department of Mathematics at StockholmUniversity and Makerere University. You have all been a source of inspirationto me.

Finally I want to thank my family - my parents and the most importantpeople in my life: my son Pius Kwizera and daughter Gladys Uwera for theirlove and patience with me.

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List of Papers

The following papers, referred to in the text by their Roman numerals, areincluded in this licentiate thesis.

Paper I: Criterion of reality of zeros in a polynomial sequence satisfy-ing a three-term recurrence relationI. Ndikubwayo, arXiv:1812.08601. To appear in CzechoslovakMathematical Journal.

Paper II: Around a conjecture of K. TranI. Ndikubwayo, arXiv:1910.00278. To appear in Electronic Jour-nal of Mathematical Analysis and Applications (EJMAA). Vol.8(2) July (2020), 16 –37.

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Contents

Abstract v

Acknowledgements vii

List of Papers ix

1 Introduction 131.1 Introduction to linear recurrence relations . . . . . . . . . . . 141.2 Linear recurrence relations depending on a parameter . . . . . 141.3 Results on three-term recurrence relations with rational gener-

ating functions . . . . . . . . . . . . . . . . . . . . . . . . . 17

2 Summary of presented results 212.1 Summary of Paper I . . . . . . . . . . . . . . . . . . . . . . . 212.2 Summary of Paper II . . . . . . . . . . . . . . . . . . . . . . 22

References xxv

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1. Introduction

The main topic of this licentiate thesis is polynomial sequences generated bylinear recurrences. Our study was initially inspired by a number of strikingresults in the papers [1; 2] and also motivated by numerical results from com-puter experiments performed by myself and my advisor B. Shapiro.

Various mathematical problems in different areas such as Analysis, Proba-bility theory, Combinatorics and Geometry reduce to questions about the zerosof polynomials. For example, many eigenvalue problems in theoretical physicsreduce to study of roots of polynomials (eigenvalues are zeros of characteris-tic polynomials). In control theory, determining the stability of mechanicalsystems involves analysing the nature of the roots of characteristic equationwhereby continuous-time systems are stable if all the roots lie in the open lefthalf-plane (Hurwitz stability), i.e, all the roots have negative real parts whilestability of discrete-time systems require that all its roots lie in the open unitdisk (Schur stability)[10]. Therefore at least in a finite dimensional case, thereis a vast interest in finding the location of zeros of polynomials in the complexplane for the above and many other applications.

Consider a sequence of univariate polynomials {Pn(z)}∞n=0 whose generat-

ing function is given by

∑n=0

Pn(z)tn = G(z, t).

Depending on the form of G(z, t), a number of properties of the polynomialsPn(z) such as their degrees and the location of their zeros can be deduced. Forinstance, for orthogonal polynomials one can deduce such properties like sim-plicity of roots by working with the recurrence relations for these polynomials[17]. In some cases, properties like the polynomials being hyperbolic, (i.e,each of the polynomials has all its zeros real) follow [17]. This hyperbolicitycondition would then lead us to other properties like log-concavity and uni-modality of the coefficients of the polynomials. This demonstrates that thereis a lot of information contained in G(z, t).

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1.1 Introduction to linear recurrence relations

Linear recurrence relations with various types of coefficients arise in manybranches of mathematics and have been extensively studied. In the presentwork we discuss linear recurrences with fixed polynomial coefficients. Westart with some standard notions and results. This section is largely based on[8].

Definition 1.1.1.

A linear recurrence relation with constant coefficients of order k is an equa-tion of the form

un = c1un−1 + c2un−2 + · · ·+ ckun−k (1.1)

where the coefficients (c1, . . . ,ck) are fixed complex numbers and ck 6= 0. Equa-tion (1.1) is often referred to as a linear homogeneous difference equation withconstant coefficients.

We solve this recurrence relation by means of the characteristic equation,which by definition is the polynomial equation

λk− c1λ

k−1−·· ·− ck = 0. (1.2)

The left-hand side of Equation (1.2) is called the characteristic polynomialof recurrence (1.1). In general, the characteristic equation (1.2) has k complexroots (λ1, ...,λk) (counting multiplicity) and all the λi are non-zero since ck 6= 0.These roots are sometimes referred to as characteristic roots of the recurrence(1.1). To obtain an explicit solution of (1.1) one has to prescribe additionallyan initial k-tuple, (u0, ...,uk−1), which can be chosen arbitrarily. Then un,n≥ kare obtained by using the relation (1.1).

If these characteristic roots (λ1, . . . ,λk) are all distinct, the general solutionof the recurrence (1.1) is given by

un = α1λn1 +α2λ

n2 + · · ·+αkλ

nk (1.3)

where α1,α2, . . . ,αk are arbitrary complex numbers. If the characteristic equa-tion (1.2) has multiple (or repeated) roots, for example if λ j is a root withmultiplicity p, then the term α jλ

nj in (1.3) is replaced with (α j0 +nα j1 + · · ·+

np−1α j(p−1))λnj .

1.2 Linear recurrence relations depending on a parameter

In our work, we deal with polynomial sequences generated by three-term linearrecurrence relations. Interestingly, for general linear recurrences, the roots of a

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recursive family of polynomials tend to cluster around certain curves. In orderto determine these limiting curves, we need some important definitions and anelegant result known as the Beraha-Kahane-Weiss Theorem.

Definition 1.2.1. Let { fn(z)} be a sequence of complex polynomials. A com-plex number z∗ ∈ C is a limit of roots of { fn(z)} if there exists a sequence ofcomplex numbers {zn} such that fn(zn) = 0 for all n and the sequence {zn}converges to z∗.

For example, the limits of zeros of a sequence of polynomials given byfn(z) = zn−1 are exactly all the points on a unit circle.

A family fn(z) of polynomials is referred to as a recursive family of poly-nomials if fn(z) satisfies a homogeneous linear recurrence

fn(z) =−k

∑j=1

β j(z) fn− j(z) (1.4)

where the β j(z) are fixed polynomials with some given initial conditions andβk(z) 6= 0. In this case, we call k the order of the linear recurrence. Thecharacteristic equation of the recurrence relation (1.4) is given by

λk +

k

∑j=1

β j(z)λ k− j = 0 (1.5)

whose roots λ = λ (z) are algebraic functions, and there are exactly k of themcounting multiplicity.

Now let λ1(z), . . . ,λk(z) be the roots of (1.5). If all λ j(z)’s are distinct, thenthe solution of the recurrence relation (1.4) has the form

fn(z) =k

∑j=1

α j(z)λ nj (z). (1.6)

where the α j(z)’s are determined by solving the system of k linear equations inthe α j(z) obtained by letting n = 0,1, . . . ,k−1 in (1.6) together with the initialconditions. If there are repeated roots at a given z, then Equation (1.6) can beappropriately modified.

A recurrence relation is called degenerate if its characteristic polynomialhas two distinct characteristic roots whose ratio is a root of unity, and non-degenerate otherwise. For the recursive family of polynomials in (1.4), thenondegeneracy conditions are defined as follows.

(N1) { fn} does not satisfy a linear recurrence relation of order less than k.

(N2) |λi(z)| 6= |λ j(z)| if 1≤ i < j ≤ k.

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For a detailed explanation of these nondegeneracy conditions, refer to [3; 4].

The theorem below provides a description of the limits of roots of a recur-sive family of polynomials, and will be central to our work.

Theorem 1.2.2 ([3]). Let { fn(z)} be a sequence of polynomials satisfying(1.4), the nondegeneracy conditions N1,N2 and is given by

fn(z) =k

∑j=1

α j(z)λ nj (z).

Then z∗ ∈ C is a limit of roots of fn(z) if and only if either

(i) two or more of the λi(z∗) are of equal modulus, and strictly greater (inmodulus) than the others (if any) or

(ii) for some j, λ j(z∗) has modulus strictly greater than all the other λi(z∗)and α j(z∗) = 0.

Remark 1.2.3.

The points z∗ ∈ C for which the condition (i) of Theorem 1.2.2 is satisfiedare non-isolated limits of zeros while those points for which the condition (ii)is satisfied are isolated limits of zeros.

Below we discuss some examples of how to apply the Theorem 1.2.2 tofind the limits of zeros of family of polynomials.

Example 1.2.4 ([18]). Let {Pn(z)} be a sequence of polynomials given by

Pn(z) = z((1+ z)2)n +(2z+ z2)n. (1.7)

We observe that (1.7) is in the form

Pn(z) = α1λn1 +α2λ

n2

where α1(z) = z,λ1(z) = (1+ z)2,α2(z) = 1,λ2(z) = 2z+ z2.Note that neither of the functions α1(z) and α2(z) is identically zero. In

addition there is no ω ∈ C of unit modulus for which λ1(z) = ωλ2(z). Thusthe nondegeneracy conditions N1 and N2 of Theorem 1.2.2 are satisfied. Wecan therefore find the limits of zeros of Pn(z) as follows.

To find non-isolated limits of zeros, set z∗ = a + ib. Then |λ1(z∗)| =|λ2(z∗)| if and only if |(1 + z∗)2| = |2z∗ + z∗2|. This on simplifying gives(a+1)2+b2 = 1

2 . Therefore all the z∗ ∈C such that (ℜ(z∗)+1)2+(ℑ(z∗))2 =12 are limits of zeros of Pn(z). These points form a circle of radius 1√

2centered

at (−1,0).

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Now for the isolated limits of zeros, we note that α1 = z∗ = 0 only whenz∗= 0. At this point, |λ1(0)|= 1 and |λ2(0)|= 0, hence satisfying the conditionthat |λ1(0)| > |λ2(0)| with α1 = z∗ = 0. Therefore z∗ = 0 is an isolated limitof the zeros of Pn(z).

Example 1.2.5 ([3]). Consider the following linear recurrence relation

Pn+2(z) = (1+ z)Pn+1(z)− zPn(z). (1.8)

subject to the initial conditions

P0(z) = 1 and P1(z) = z.

The characteristic equation of (1.8) is

(λ (z))2− (1+ z)λ (z)+ z = 0. (1.9)

Solving Equation (1.9) yields the characteristic roots λ1(z) = 1 and λ2(z) = z.The characteristic roots are distinct, hence the general solution to (1.8) is

Pn(z) = α0(z)+α1(z)zn.

To solve (1.8) explicitly, we use the initial conditions and obtain α0(z) = 0 andα1(z) = 1. Therefore the solution is given by

Pn(z) = zn. (1.10)

From (1.10) and Definition 1.2.1, we get z∗ = 0 as the only limit of zerosof Pn(z). However since α0(z) = 0, α1(z) = 1, λ1(z) = 1 and λ2(z) = z, thecondition (ii) of Theorem 1.2.2 is satisfied for all z∗ ∈ C for which |z∗|< 1, acontradiction. Note that {Pn(z)} satisfies

Pn(z) = zPn−1(z).

which is a linear recurrence relation of order 1 < 2. This is a violation of thenondegeneracy condition N1 of Theorem 1.2.2.

1.3 Results on three-term recurrence relations with ratio-nal generating functions

Let us now consider a finite recurrence relation with fixed polynomial coeffi-cients and prescribed initial values. Fix complex-valued polynomials Q1(z), · · · ,Qk(z) and consider a finite recurrence relation of length k of the form

Pn(z)+Q1(z)Pn−1(z)+Q2(z)Pn−2(z)+ · · ·+Qk(z)Pn−k(z) = 0, n = 1,2, . . .(1.11)

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with the standard initial conditions

P0(z) = 1,P−1(z) = P−2(z) = · · ·= P1−k(z) = 0.

Several studies investigating the location of the zeros of polynomials Pn(z) inthe polynomial sequence generated by (1.11) have been carried out, see e.g,the papers [3; 4; 6; 9]. The results show that the zeros of polynomials Pn(z) asn→ ∞ asymptotically approach a certain limiting curve in the complex plane.

Recent studies (see [1; 2]) have found that for a three-term recurrence of(1.11) with some appropriate initial conditions, the zeros of these generatedpolynomials Pn(z) for all n (or at least for all sufficiently large n) actually lieon these limiting curves. Specifically we state the following result which is areformulation of Theorem 1 found in [2].

Theorem 1.3.1. For an arbitrary pair of polynomials A(z) and B(z), all zerosof every polynomial in the sequence {Pn(z)} satisfying the three-term recur-rence relation of length k

Pn(z)+B(z)Pn−1(z)+A(z)Pn−k = 0 (1.12)

with the standard initial conditions P0(z)= 1, P−1(z)= · · ·=P1−k(z)= 0 whichsatisfy the condition that A(z) 6= 0 lie on the real algebraic curve C⊂ C givenby

(Bk(z)A(z)

)= 0 and 0≤ (−1)k

(Bk(z)A(z)

)≤ kk

(k−1)k−1 . (1.13)

Moreover, these roots become dense in C when n→ ∞.

The curve C given by (1.13) is exactly the limiting curve mentioned abovewhereby the first part of (1.13) defines the real algebraic curve the zeros ofPn(z) (except the zeros shared with A(z)) are located. The second part givesthe exact portion on this curve where these zeros lie.

In [11], the author examines a case of (1.12) with more general initialconditions in the sense that the numerator of its generating function is aB(z)t+b where a and b are nonzero real numbers. The author reports that not allthe zeros of Pn(z) lie entirely on the curve C but a finite number of zeros ofPn(z) lie off this curve. In addition, an explicit formula for the upper boundof the number of points lying off the curve C is given. In the same paper, it isconjectured based on results from numerical experiments that most of the zerosof Pn(z) lie off the curve C whenever a and b are nonzero complex numbers.

In a related work [14], they consider a large family of generating functionswhich give rise to hyperbolic polynomials as seen in the statement below.

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Theorem 1.3.2. Let n,r ∈ N such that max{r,n} > 1, and set Dn,r(t,z) :=(1− t)n + ztr. For all large m, the zeros of the polynomial Pm(z) generated bythe relation

∑m=0

Pm(z)tm =1

Dn,r(t,z).

lie on the interval I given by I = (0,∞) if n,r ≥ 2 or (0, nn

(n−1)n−1 ) if r = 1 or

( (n−1)n−1

nn ,∞) if n = 1. Furthermore, if Z(Pm) denotes the set of zeros of thepolynomial Pm(z), then ∪m�1Z(Pm) is dense in I.

For more details on the above theorem, see [14, Theorem 1]. It is clear thatby setting n = 1, and replacing z by (−1)nA(z)/B(z)r and also t by −B(z)t inTheorem 1.3.2 gives the same result as Theorem 1.3.1 which can also be foundin [2].

Relatedly, in [17] the authors consider a generating relation∞

∑n=0

Pn(z)tn =1

P(t)+ ztr . (1.14)

where P is a polynomial of degree n with only positive zeros and r is a positiveinteger where (n,r) 6= (1,1) or (2,1). The main result of this paper states thatbeyond a certain point in the sequence, the polynomials generated by functionsof the type (1.14) have only real zeros, all of which are located in a fixed realinterval.

Except for some special cases like for example in [12], the zero distributionof a sequence of polynomials generated by a four-term recurrence relations isnot extensively studied. More precisely, consider a sequence of polynomialsgenerated by

∑n=0

Pn(z)tn =1

1+C(z)t +B(z)t2 +A(z)t3 .

where A(z),B(z) and C(z) are complex polynomials. As discussed in [15],the conditions ensuring that the polynomial sequence {Pn(z)}∞

n=0 is hyperbolicare pretty much unknown even when A(z),B(z) and C(z) are all linear poly-nomials. The situation when C(z) = z while A(z) and B(z) are constant issettled in [16]. In addition, a case when A(z) is linear while B(z) and C(z) areconstant, is also discussed and settled in [13]. Finally in the study of the distri-bution of a sequence of polynomials {Pn(z)}∞

n=0 generated by the reciprocal of1+ct+B(z)t2+A(z)t3 where c∈R, A(z) and B(z) are real linear polynomialscan be found in [16]. In the same paper, the authors state the necessary andsufficient conditions for the reality of the zeros of Pn(z) and also give explicitinterval I containing these zeros. Moreover the union of the zeros of Pn(z)forms a dense subset of I.

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2. Summary of presented results

2.1 Summary of Paper I

In Paper I we provide necessary and sufficient conditions for the reality of allthe zeros of polynomials in a polynomial sequence satisfied by a three-termlinear recurrence relation.

Polynomials with real zeros possess several nice properties. For example,if a polynomial P(x) =∑

ni=0 bixi is real-rooted and has nonnegative coefficients

then the sequence {bi}ni=0 is log-concave. This log-concavity implies that the

sequence {bi}ni=0 is unimodal, whereby the sequence increases to a greatest

value (or possibly several consecutive equal values) and then decreases, [7]. Inaddition, polynomials with real zeros are closed with respect to differentiationand the zeros of the derivative interlace with the zeros of the polynomial.

In paper I, we consider a three-term linear recurrence relation of order 2 ofthe form

Pi(x)+Q1(x)Pi−1(x)+Q2(x)Pi−2(x) = 0, i = 1,2, . . .

with the initial conditions given by P0(x) = 1 and P−1(x) = 0 where Q1(x) andQ2(x) are arbitrary real polynomials. We aim at characterizing both Q1(x) andQ2(x) such that all the zeros of Pi(x) will be real for all i.

To do this, let f : CP1→ CP1 be a rational function defined by f = Q21(x)

Q2(x)

where Q1(x) and Q2(x) are real polynomials and denote by Γ̃Q⊂CP1 the curvegiven by ℑ( f ) = 0, that is

Γ̃Q = f−1(RP1).

The main result of this paper is as follows.

Theorem 2.1.1. Let {Pi(x)} be a sequence of polynomials whose generatingfunction is

∑i=0

Pi(x)t i =1

1+Q1(x)t +Q2(x)t2 ,

where Q1(x) and Q2(x) are arbitrary coprime real polynomials in x. Then, forall positive integers i, all the zeros of Pi(x) are real if and only if the followingconditions are satisfied:

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(a) The polynomial Q1(x) must have all real and simple zeros.

(b) No ovals γ of Γ̃Q disjoint from RP1 should exist.

(c) All the zeros of the discriminant D(x) of the characteristic equation1+Q1(x)t +Q2(x)t2 must be real.

(d) No real critical values of f (x) should belong to the interval (0,4).

(e) The polynomial Q2(x) must be non-negative at the zeros of Q1(x).

Remark 2.1.2. We note that each of the five conditions of Theorem 2.1.1 isonly a necessary (and not a sufficient) condition for the reality of all the zerosof Pi(x). To guarantee reality of all the zeros of Pi(x) for all i, all the fiveconditions must simultaneously be satisfied.

2.2 Summary of Paper II

B. Shapiro formulated a conjecture on the location of zeros of polynomialsin a polynomial sequence generated by a three-term recurrence relation. Inhis conjecture, he defines a real algebraic curve where all the zeros of all thepolynomials in the polynomial sequence generated by the above relations arelocated. In Paper II, we prove some specific cases of this conjecture and makethem more precise. Below we state the main results of the paper.

Theorem 2.2.1. Let A(z) and B(z) be fixed pair of complex polynomials and{Pn(z)}∞

n=0 be the polynomial sequence satisfying the three-term recurrencerelation

Pn(z)+B(z)Pn−`(z)+A(z)Pn−k(z) = 0

with initial conditions P0(z) = 1,P−1(z) = P−2(z) = · · · = P−1+k(z) = 0. For(k, `)= (3,2) and (4,3) respectively, the zeros of Pn(z) which satisfy A(z)B(z) 6=0 lie on a portion of the real algebraic curve C⊂ C given by

(Bk(z)A`(z)

)= 0 and 0≤ℜ

(Bk(z)A`(z)

)< ∞.

The rational function Bk(z)/A`(z) can be written in terms of the discrimi-nant of the denominator of the generating function of the polynomial sequence.Our approach to the proof of the theorem uses the q-analogue of the discrim-inant of a polynomial, a concept introduced by Ismail in [5]. In particular,the ratios of zeros of the denominator of the generating function with equalmodulus will play a fundamental role.

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Based on results from numerical experiments, we also formulate a conjec-ture involving the real part of the rational function Bk(z)/A`(z) in the generalsetting. It is stated below as follows.

Conjecture 2.2.2. In the above notation of Theorem 2.2.1 and for coprime1 < ` < k, we have the following inequalities concerning the real part of therational function Bk(z)/A`(z).

(a) Suppose k is even, then,

0≤ℜ

(Bk(z)A`(z)

)< ∞.

(b) Suppose k is odd, then,

0≤ (−1)kℜ

(Bk(z)A`(z)

)< ∞ for ` odd

and

0≤ℜ

(Bk(z)A`(z)

)< ∞ for ` even.

Remark 2.2.3.

(a) The complex number z being being considered in the Conjecture 2.2.2must satisfy the condition that Pn(z) = 0 and A(z)B(z) 6= 0.

(b) The cases where k = 2,3,4 and `= 1 are proved by Tran in [1]. Moreovereach of the inequality constraint relating to the real part of rational functionis bounded. In a follow-up paper [2], Tran proves a similar result for anypositive integer k and `= 1.

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