2. EXISTENCE OF THE HEAT KERNEL ON A CLOSED MANIFOLD 233
as t--+ 0, uniformly for allx, y EM.
EXERCISE 23.18. Show that for k, i 2'.: 0,
(23.65) laf\7~wNI (x, y, t) = o (tN+i-~-k-^2 £)
as t --+ 0, uniformly for all x, y E M.
PROOF. Let
uk (x, y) ~ rJ (d (x, y)) <fak (x, y).
By (23.64) and (23.59),
00
WN = H -PN = PN * 2..::: (D:1PN)*k.
k=l
Moreover, by (23.62), we have
(PN * ~(D,Pw)'•) (x,y,t)
rt CVol(M)(t-s)N+l-~ r
sC Jo (t-s)N-~e N+l-2 JM[PN(x,z,s)[dμ(z)ds
rt CVol(M)(t-s)N+l-~
S canst Jo (t - s)N-% e N+i-~ ds
CVol(M)t N -2 n+l t N+l -2 n
<canst e N-~+i
- N+l-1! 2
for 0 < t S 1 since JM [PN (x, z, s)[ dμ (z) S canst. Hence we obtain the
desired estimate for w N. D
2.4. Convergence of the parametrix convolution series.
Let PN be the parametrix in (23.50). Consider the series l..::~ 1 (DxPN )*k.
From (23.11), (23.38), and the proof of Proposition 23.12, we can show the
following.
LEMMA 23.19. We have
(23.66)
NA
DxPN (x, y, t) = t E (x, y, t) qN (x, y, t),
where
A _:fr ( d
2
E (x, y, t) ~ ( 47rt) 2 exp - (x,y))
5
t