I am learning complex variables again with a greater depth, and I learnt the Great Picard Theorem, which is stated as follows:
If $z_{0}$ is an essential singularity of $f$, the image of any punctured neighborhood of $z_{0}$ via $f$ is the whole complex plane, except possibly for one point, infinitely often.
What does it mean by "infinitely often" here? What I know about i.o. is in the sense of probability: say we have $\{A_{n}\}_{n=1}^{\infty}$ a infinite sequence of events, then $$\{A_{i}\ \text{i.o}\}=\{\omega\in\Omega:\omega\in A_{i}\ \ \text{for infinitely many of}\ \ i\in \{1,2,3,\cdots\}\}.$$ I also know the related Borel-Cantelli.
However, what does i.o. imply here? Like, there are infinitely many points in any punctured neighborhood of $z_{0}$ that can be mapped by $f$ to a point in the complex plane? What does this even mean?
My second confusion is from this post: Entire function whose square or composition with itself is a polynomial
In this post, we have $f$ entire such that $f^{2}$ is a polynomial. The post says that as $f$ cannot achieves any values in $\mathbb{C}$ infinitely many times, it must be a polynomial by Great Picard Theorem.
I don't follow. It is indeed correct that as $f$ is entire, there is no singularity, so there is no essential singularity. But great picard theorem does not give a necessary consequence of the non-existence of singularity, like, for instance, no essential singularity implies no value can be achieved i.o.
I understand this theorem is really deep and really powerful, and it has many extension. But for now I am quite confused about it..
Thanks in advanced for any help!
Edit 1: Answers
Thanks to everybody that participated in this discussion, I know understand both the meaning of i.o. and the proof of the linked post.
Firstly,
i.o. means that for any $\omega\in\mathbb{C}\setminus\{\omega_{0}\}$ where $\omega_{0}$ possibly exists, $f^{-1}(\omega)$ is an infinite set. In other words, $f(z)=\omega$ has infinitely many solutions, for any $\omega\in\mathbb{C}\setminus\{\omega_{0}\}$ and for any $z$ that is not the essential singularity (because any punctured neighborhood can be mapped to the whole $\mathbb{C}\setminus\{\omega_{0}\}$).
Second, if $f^{2}(z)$ is a polynomial, we suppose $f(z)$ is not a polynomial, as $f(z)$ is entire, it means that $f(z)$ has an essential singularity at $\infty$. By Great Picard Theorem, any punctured neighborhood of $z_{0}:=\infty$ then will be mapped to the whole $\mathbb{C}\setminus\{\omega_{0}\}$ for some possibly existing $\omega_{0}$, and $f(z)=\omega$ has infinitely many solutions for any $\omega\in\mathbb{C}\setminus\{\omega_{0}\}$ and $z\neq\infty$. It then implies that $$f^{2}(z)=\omega^{2}$$ has infinitely many solutions for any $\omega\in\mathbb{C}\setminus\{\omega_{0}\}$ but this is not possible as $f^{2}(z)$ is a polynomial, a contradiction.
I am really grateful for everyone who helped clarify this theorem. Now i can see its power. :)