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Proof.
Starting from the definition of the function in terms of (cf. (4.11)), we can differentiate with respect to to get
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Using the differential relations in Lemma 4.20,
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and similarly
Next we study in the complement of . We have
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where the second equality uses the distributional equation (4.6). But by Lemma 4.24, for fixed ,
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and the asymptotes we obtained in Section 4.2, 4.3 easily imply
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Thus we can integrate from to obtain
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A completely parallel argument shows
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Finally by integrating the second part of Lemma 4.20 we see
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∎