=+16.6. Suppose that f(w, - ) is, for each w, a function on an open set W
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=+16.6. Suppose that f(w, - ) is, for each w, a function on an open set W in the complex plane and that f( ., z) is for z in W measurable § and integrable.
Suppose that A satisfies (16.9), that f(w, . ) is analytic in W for @ in A, and that for each z in W there is an integrable g( ., z0) such that If'(w, z)| s g(w, zo) for all @ €A and all z in some neighborhood of zo. Show that
[f(w, z)p(dw) is analytic in W.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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