Undergrad Handling Infinite Discontinuity in Multiple Integrals?

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The discussion centers on verifying the Lerch Transcendent identity, specifically the handling of infinite discontinuity in multiple integrals. The author seeks guidance on whether to set the upper bounds of integrals to 1 minus a small epsilon or to use individual epsilons for each dimension as they approach zero. They express uncertainty about their approach and mention that some results derived from their identity align with known truths, despite not being fully verified. The author also contemplates the possibility of extending the identity to complex values of z and y, emphasizing the need to clarify the domains involved. Overall, the conversation highlights the challenges of dealing with discontinuities in mathematical identities and the importance of rigorous verification.
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I was writing a paper and derived some results using a theorem that turned out to be false, however some of these results are known to be true, so I am attempting to see if any of these are true, the one I mention here involves the Lerch Transcendent
The Lerch Transcendent identity from my paper which may or may not be true, for ##N\in\mathbb{Z}^+##, and I forget the domain of z and y, here it goes

$$\Phi (z,N,y) :=\sum_{q=0}^{\infty}\frac{z^q}{(q+y)^N}$$
$$=\int_{0}^{1}\int_{0}^{1}\cdots \int_{0}^{1}\prod_{k=1}^{N}\left( \lambda_k^{y-1}\right)\left( 1-z\prod_{q=1}^{N}\lambda_q\right)^{-1}\, d\lambda_1d\lambda_2\cdots d\lambda_N$$

Some of the results I got using that untrue theorem were known results that were actually true, but I didn't check all of them, I wish to try to verify this identity by other means but I'll be honest I've not done much math for about 20 years so I need a little guidance here please?

How to handle the infinite discontinuity of the integrand at ##z=\lambda_k=1## for ##k=1,2,\ldots, N##? Do I take the upper bound of each integral to be ##1-\epsilon## and let ##\epsilon\rightarrow 0+##? Or do I have to set each upper bound to be ##1-\epsilon_k## and take a N-dimensional limit? Unsure how to start.
 
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For ##N\in\mathbb{Z}^+, |z|<1, y\in\mathbb{R}##, define

$$J=\int_{0}^{1}\int_{0}^{1}\cdots \int_{0}^{1}\prod_{k=1}^{N}\left( \lambda_k^{y-1}\right)\left( 1-z\prod_{q=1}^{N}\lambda_q\right)^{-1}\, d\lambda_1d\lambda_2\cdots d\lambda_N$$
$$=\lim_{(\epsilon_1,\epsilon_2,\ldots,\epsilon_N )\rightarrow (0,0,\ldots, 0)}\int_{0}^{1-\epsilon_N}\int_{0}^{1-\epsilon_{N-1}}\cdots \int_{0}^{1-\epsilon_1}\sum_{q=0}^{\infty}z^q\prod_{k=1}^{N}\left( \lambda_k^{y+q-1}\right) \, d\lambda_1d\lambda_2\cdots d\lambda_N$$
$$=\lim_{(\epsilon_1,\epsilon_2,\ldots,\epsilon_N )\rightarrow (0,0,\ldots, 0)}\sum_{q=0}^{\infty}\frac{z^q}{(y+q)^N}\prod_{k=1}^{N}\left( 1-\epsilon_k\right) ^{y+q} =\sum_{q=0}^{\infty}\frac{z^q}{(q+y)^N} =:\Phi (z,N,y)$$

Conceivably one may take ##z,y\in\mathbb{C}## such that ##|z|<1##? My complex analysis is rusty to say the least, I can look it up later I guess. So my identity holds, just got to hammer out the domains. I used the N-dimensional limit as being the more general possibility, to cover all my bases. Was there any flaw in my work?
 
*bump*
 
There are probably loads of proofs of this online, but I do not want to cheat. Here is my attempt: Convexity says that $$f(\lambda a + (1-\lambda)b) \leq \lambda f(a) + (1-\lambda) f(b)$$ $$f(b + \lambda(a-b)) \leq f(b) + \lambda (f(a) - f(b))$$ We know from the intermediate value theorem that there exists a ##c \in (b,a)## such that $$\frac{f(a) - f(b)}{a-b} = f'(c).$$ Hence $$f(b + \lambda(a-b)) \leq f(b) + \lambda (a - b) f'(c))$$ $$\frac{f(b + \lambda(a-b)) - f(b)}{\lambda(a-b)}...

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