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Springer.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= 0t∫ fk
k= 0⎣⎦x∑ (x)dx=
i= 0⎣⎦t−^1∑
x=ii+ 1∫ fk
k= 0i∑ (x)dx+
x=⎣⎦tt∫ fk
k= 0⎣⎦t∑ (x)dx=
i= 0⎣⎦t−^1∑
k= 0i∑ fk
x=ii+ 1∫ (x)dx+
k= 0⎣⎦t∑
x=⎣⎦tt∫ fk(x)dx=
k= 0⎣⎦t−^1∑
i=k⎣⎦t−^1∑ fk
x=ii+ 1∫ (x)dx+
k= 0⎣⎦t∑
x=⎣⎦tt∫ fk(x)dx=
k= 0⎣⎦t−^1∑
i=k⎣⎦t−^1∑
x=ii+ 1∫ fk(x)dx+
k= 0⎣⎦t−^1∑
x=⎣⎦tt∫ fk(x)dx+
x=⎣⎦tt∫ f⎣⎦t(x)dx=
k= 0⎣⎦t−^1∑
x=kt∫ fk(x)dx+
x=⎣⎦tt∫ f⎣⎦t(x)dx=
k= 0⎣⎦t∑
x=kt∫ fk(x)dx
x= 0t∫ fk
k= 0⎣⎦x∑ (x)dx=
k= 0⎣⎦t∑ fk
x=kt∫ (x)dx
Ft(;μ,ρ)= μ
μ+ρk= 0⎣⎦t∑
ρ
ρ+μ⎛
⎝
⎜
⎞
⎠
⎟
k(qt(−k;ρ)−(^1 −ρ)eμ()k−t).