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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).