Sorry for the impreciseness of the title. It is merely meant for an analogy.
Exchange of limiting operations and integrations are basically derived from Lebesgue's dominated convergence theorem. For instance, let f:mathbbR2tomathbbRf:mathbbR2tomathbbR be Borel measuable. Let f(cdot,u)inCk(I)f(cdot,u)inCk(I) for some open set II and for all uu in a Borel set DD. Let
g=intDf(x,u)rmdug=intDf(x,u)rmdu.
Then a sufficient condition for ginCk(I)ginCk(I) is that f(k)(x,cdot)f(k)(x,cdot) is dominated by an integrable function on DD, i.e., supxinI|f(k)(x,cdot)|inL1(D)supxinI|f(k)(x,cdot)|inL1(D), and g(k)(x)=intDf(k)(x,u)rmdug(k)(x)=intDf(k)(x,u)rmdu holds in II.
My question is about when is real-analyticity preserved under integration, say, if ff is real-analytic in II for each uu, i.e., f(cdot,u)inComega(I)f(cdot,u)inComega(I) for all uinDuinD, what will be a sufficient condition for ginComega(I)ginComega(I)?
Following the above rationale, we will obtain the following condition: for each x0inIx0inI,
1) the radius of convergence of f(x,u)=sumkak(u)(x−x0)kf(x,u)=sumkak(u)(x−x0)k is bounded away from zero for all uinDuinD.
2) integrability condition: intDsumkak(u)(x−x0)krmdu<inftyintDsumkak(u)(x−x0)krmdu<infty.
Then the analyticity of gg follows from Fubini's theorem.
Questions:
1) Is there other sufficient condition different from the above 'superficial' generalization, maybe exploring other characterization of real analyticitiy? The absolute integrability might not be easy to check.
2) Is there a more local version, which might give the radius of convergence of gg.
Thanks!
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