- HEAT KERNEL ON NONCOMPACT MANIFOLDS 295
for k E N and by (24.87). Indeed, assuming (24.88) holds for some k EN,
we have
Ak+l (xo, r) = 2 (7 {
8
8
jj (xo, r; z, O") Ak (z, O") dμ 9 (u) (z) dO"
lo leM Vz,u
1
= 2 T in -aii
8
- (xo, r; z, O") dμ 9 (u) (z)
0 8M Vz,u
x 2 {u { Mk(z, O"i w, p) b ( w, p) dμ 9 (p) ( w) dpdO".
lo leM
Switching the order of integration for p and O" and switching names for w
and z, we have
Ak+l(xo,r)=4 (7 (7 { {
8
8
H (xo,r;w,O")Mk(w,O";z,p)b(z,p)
lo lP leM laM vw,u
X dμg(u) (w) dμg(p) (z) dO"dp
=4 r1
7
{ {
3
BH (xo,r;w,p)Mk(w,p;z,O")b(z,O")
lo u leM leM Vw,p.
x dμg(p) (w) dμg(u) (z) dpdO"
=2 (7 dO" { Mk+i(xo,r;z,O")b(z,O")dμ 9 (u)(z).
lo leM
This completes the proof of (24.88).
By (24.88), the claimed formula (24.84) is equivalent to the facts that
the series
(24.90) f Ak (xo, r) = 2 f (7 dO" { Mk (xo, r; z, O") b (z, O") dμ 9 (u) (z)
k=l k=l lo leM
converges and
(24.91)
L OO 1T dO"^1 a;;-aii (xo, r; z, O")
k=l o 8M z,u
x fu dp { Mk(z,O";w,p)b(w,p)dμ 9 (p)(w)dμ 9 (u)(z)
lo leM
1
7
= dO"^1 - 8H
8
- (x 0 , r; z, O")
O BM Vz,u
xf r dp { Mk(z,O";w,p)b(w,p)dμ 9 (p)(w)dμ 9 (u)(z) ..
k=l lo leM
To see both of these facts, we estimate !Mk I· First note that