Difference between revisions of "Newman's Tauberian Theorem"
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Revision as of 18:05, 3 July 2006
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Statement
Let be a bounded function. Assume that its Laplace transform
(which is well-defined by this formula for
) admits an analytic extension (which we'll denote by the same letter
) to some open domain
containing the closed half-plane
. Then the integral
converges and its value equals
.