262 23. HEAT KERNEL FOR STATIC METRICS
PROOF. By the remark, for every s > 0 there exists Re:< oo independent
oft E [a,w] such that for every RE [Rc:,oo),
(23.143)
l
w r f ( x' t) dμ ( x) dt < c ( w - a).
a }M-B(O,R)
Let F (t) ~ JM f (x, t) dμ (x). Then (23.143) says for every s > 0 and
RE [Re:, oo),
1
w (F (t) - { f (x, t) dμ (x)) dt < s (w - a),
a }B(O,R)
so that
lim lw (F (t) - { f (x, t) dμ (x)) dt = 0.
R-+oo a j B(O,R)
That is,
l
w F(t)dt= lim lw { f(x,t)dμ(x)dt
a R-+oo a j B(O,R)
= lim r lw f (x, t) dtdμ (x)
R-+oo j B(O,R) a
=JM 1w f (x, t) dtdμ (x).
0
The following is Theorem 14 on p. 298 of Widder [187].
LEMMA 23 .40 (Differentiation under the integral sign). Let (Mn, g) be
a noncom pact Riemannian manifold. If
(i) f (x, t) E C^1 (M x [a, w]),
(ii) the improper integral JM f (x, t) dμ (x) converges uniformly int E
[a,w],
(iii) the improper integral JM~{ (x, t) dμ (x) converges uniformly int E
[a,w],
then
! JM f (x, t) dμ (x) =JM~{ (x, t) dμ (x).
PROOF. Let <p (t) ~JM~{ (x, t) dμ (x) and t E [a, w]. We compute
1£ <p (t) dt = 1£ JM~{ (x, t) dμ (x) dt
=JM 1t ~{ (x, t) dtdμ (x)