Expressing Feynman Green's function as a 4-momentum integral

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Printed textbook page, Example 17.4, with equations 17.17 to 17.19 showing a sequence of substitutions turning a theta-function product into a four-momentum integral of d^4p over (2pi)^4 (2E_p) with denominator p^0 - E_p + i epsilon.


I am a bit confused on how we can just say that (z',p) form a 4-vector. In my head, four vectors are sacred objects that are Lorentz covariant, but now we introduced some new variable and say it forms a 4-vector with momentum. I understand that these are just integration variables but I still do not see how this is okay. The interpretation of z' now is different.
 
realanswers said:
I am a bit confused on how we can just say that (z',p) form a 4-vector. In my head, four vectors are sacred objects that are Lorentz covariant, but now we introduced some new variable and say it forms a 4-vector with momentum. I understand that these are just integration variables but I still do not see how this is okay. The interpretation of z' now is different.
But where did it come from? ##\theta(x^0 - y^0)##, right? The restricted Lorentz group (identity-connected part) preserves time orientation, so it's ok to use ##\theta(x^0 - y^0)## in that circumstance. The rest just involves expressing it in momentum space.