250 23. HEAT KERNEL FOR STATIC METRICSwhere t* E (t, t + h) also depends on x, y, s. We claim that by taking the
limit as h '\i 0, we have the fact that the right derivative isa
a+ (PN G) (x, y, t) = lim JN (x, y, t, t + h) + rt aa JN (x, y, s, t) ds
t h '\,.O Jo t(23.110) = lim r PN (x, z, t + h - t*) G (z, y, t*) dμ (z)
h'\,.O} M+lat JM :tPN(x,z,t-s)G(z,y,s)dμ(z)ds
= G (x,y, t)
+lat JM gt PN (x, z, t - s) G (z, y, s) dμ (z) ds,
where. t* E ( t, t + h). (Exercise: Prove that we have the same formula for
a~-(PN * G) (x, y, t).)
By (23.79) we have
(23.111)lat gt JN (x, y, s, t) ds =lat JM gt PN (x, z, t - s) G (z, y, s) dμ (z) ds,
which yields the second equality in (23.110). Since PN satisfies (23.34a), we
also have the third equality in (23.110). Thus we only need to justify the
first equality in (23.110), i.e.,(23.112) lim rt
88
JNI (x, y, s, t) ds = rt
88
JN (x, y, s, t) ds
h'\i.O ) 0 t t=t* } 0 tconverges absolutely. First, fftJN (x, y, s, t) is uniformly continuous for saway from t. We also have that for every c: > 0 there exists te < t such that
1: I :t JN ( x, y, s, t) ds I < c:.
Second, recall by (23.44) that we have
Thus
1gtJN(x,y,s,t)I = IJM :tPN(x,z,t-s)G(z,y,s)dμ(z)I
::; IJM ~xPN (x, z, t-s) G (z, y, s) dμ (z)I
+ C IJM (t-s)N-~ exp ( :~;~ :~) G (z, y, s) dμ (z)I
::;C(t-s)-a+c,