Side_1_360

(Dana P.) #1

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Then collecting the results we finally get:


Lemma 1:Let fi(x) be a sequence of functions
indexed by i. Then one can interchange integra-
tion and summation according to the following
rule:


.

We prove this lemma by dividing the axis into
pieces between integers, and interchanging inte-
gration and summation (and collecting) as done
below.


x= 0

t

∫ fk


k= 0

⎣⎦x

∑ (x)dx=


i= 0

⎣⎦t−^1


x=i

i+ 1

∫ fk


k= 0

i

∑ (x)dx+


x=⎣⎦t

t

∫ fk


k= 0

⎣⎦t

∑ (x)dx=


i= 0

⎣⎦t−^1


k= 0

i

∑ fk


x=i

i+ 1

∫ (x)dx+


k= 0

⎣⎦t


x=⎣⎦t

t

∫ fk(x)dx=


k= 0

⎣⎦t−^1


i=k

⎣⎦t−^1

∑ fk


x=i

i+ 1

∫ (x)dx+


k= 0

⎣⎦t


x=⎣⎦t

t

∫ fk(x)dx=


k= 0

⎣⎦t−^1


i=k

⎣⎦t−^1


x=i

i+ 1

∫ fk(x)dx+


k= 0

⎣⎦t−^1


x=⎣⎦t

t

∫ fk(x)dx+


x=⎣⎦t

t

∫ f⎣⎦t(x)dx=


k= 0

⎣⎦t−^1


x=k

t

∫ fk(x)dx+


x=⎣⎦t

t

∫ f⎣⎦t(x)dx=


k= 0

⎣⎦t


x=k

t

∫ fk(x)dx


x= 0

t

∫ fk


k= 0

⎣⎦x

∑ (x)dx=


k= 0

⎣⎦t

∑ fk


x=k

t

∫ (x)dx


Ft(;μ,ρ)= μ
μ+ρk= 0

⎣⎦t


ρ
ρ+μ







k

(qt(−k;ρ)−(^1 −ρ)eμ()k−t).
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