Hello,
In our course of complex analysis we proved that the gamma function,
\Gamma(z) = \int_0^\infty t^{z-1} e^{-t} \mathrm d t
for 0 < Re(z), is analytical.
We did this by defining
f_{\epsilon,R}(z) = \int_\epsilon^R t^{z-1} e^{-t} \mathrm d t
about which we can prove that it is analytical...