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I'm taking my first real analysis course and I'm trying to get a better feel about analytic functions. My understanding is that an analytic function is one which can be written as a power series. My understanding is that a power series is one of the form $\sum_n a_nx^n$. I was thinking back to Fourier series and I'm pretty sure they don't fit this form.

I'm a little curious about these trigonometric series. Are they analytic? They don't fit the form $\sum_n a_nx^n$. If they are, or can be, what are the circumstances making that so?

My big question is, what type of functions are not analytic? I know of examples such as the absolute value function and such, but why EXACTLY can they not be represented as power series? Does it have to do with smoothness? And given one that's not analytic on all of R - like, I'm guessing a Fourier series with sharp points - how can one represent a smooth piece of it in the form $\sum_n a_nx^n$?

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Certainly any analytic function is smooth, but not all smooth functions are analytic. The typical example of a smooth non-analytic function is the bump function, defined by $f(x)=e^{-1/(1-x^2)}$ for $|x|<1$ and $f(x)=0$ elsewhere. –  Alex Becker Jan 11 '12 at 5:03
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To pick up on one point: $\sin(x)$ is a trigonometric function with a simple Fourier series: it is also a (real-)analytic function at every point, using the power-series expansions for $\sin$ and $\cos$ –  user16299 Jan 11 '12 at 5:09
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Just real variables for right now. (But my ears are open to complex values!) I'm just interested in finding out more about the subject. And Alex, thanks for the reply! Could you explain why the bump function is non-analytic? Can it not be represented as a power series? If so, why not, exactly? Thanks so much for the replies, everyone. I'm glad I joined. –  N.G. Jan 11 '12 at 5:10
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A little detail that bothers me about what you said: An analytic function is not simply one that can be written as a power series. Rather, is one such that, for each point $a$ of its domain, there is an open interval centered at $a$, where the function can be written as a power series about $a$. It is almost the same, but it explains why $1/(1-x)$ is analytic in its domain ${\mathbb R}\setminus\{1\}$. [Note that the series $\sum x^n$ only converges in $(-1,1)$.] –  Andres Caicedo Jan 11 '12 at 6:48

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It is certainly not the case that all Fourier series are analytic; they can represent much more general functions, even discontinuous functions. Wikipedia's Fourier series page has plenty of examples along these lines.

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At the same time, $x$ has no Fourier series representation but is clearly analytic, so the two concepts are different but neither more general than the other. –  Alex Becker Jan 11 '12 at 5:43
    
If we think of the domain of the Fourier series as an interval with the ends identified, then it makes perfect sense to think of $x$ as having a Fourier series; sometimes, this is called "Fourier series on a circle". But your point is well taken. –  Mark McClure Jan 11 '12 at 5:58
    
I see you're point, but I do not think the OP thinks of the domain of Fourier series this way. –  Alex Becker Jan 11 '12 at 6:00

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