facenian said:
Sorry, but I don't know that elemtary proof
Well, we have the definition:
\mathcal{C}(a,b,a',b',\lambda, \lambda', \lambda'', \lambda''')
= A(a,\lambda) B(b,\lambda) + A(a, \lambda') B(b', \lambda') + A(a', \lambda'') B(b, \lambda'') - A(a', \lambda''') B(b', \lambda''')
Now, integrate over \lambda''':
\int d\lambda''' P(\lambda''') \mathcal{C}(a,b,a',b',\lambda,\lambda', \lambda'', \lambda''')
= \int d\lambda''' P(\lambda''') A(a,\lambda) B(b,\lambda) + \int d\lambda''' P(\lambda''') A(a, \lambda') B(b', \lambda') + \int d\lambda''' P(\lambda''') A(a', \lambda'') B(b, \lambda'') - \int d\lambda''' P(\lambda''') A(a', \lambda''') B(b', \lambda''')
= A(a,\lambda) B(b,\lambda) + A(a, \lambda') B(b', \lambda') + A(a', \lambda'') B(b, \lambda'') - \int d\lambda''' P(\lambda''') A(a', \lambda''') B(b', \lambda''')
This just uses the fact that since A(a, \lambda) B(b, \lambda) doesn't depend on \lambda''', it can be pulled outside the integral: \int d\lambda''' P(\lambda''') A(a,\lambda) B(b,\lambda) = A(a,\lambda) B(b,\lambda) \int d\lambda''' P(\lambda'''). And \int d\lambda''' P(\lambda''') = 1. Similarly for all the other terms that do not involve \lambda'''.
Now, integrate over \lambda'', \lambda' and \lambda. This gives:
\int d\lambda P(\lambda) A(a,\lambda) B(b,\lambda) + \int d\lambda' P(\lambda') A(a, \lambda') B(b', \lambda') + \int d\lambda'' P(\lambda'') A(a', \lambda'') B(b, \lambda'') - \int d\lambda''' P(\lambda''') A(a', \lambda''') B(b', \lambda''')
But \lambda, \lambda', \lambda'', \lambda''' are just dummy integration variables now. You can rename them all to \lambda, to get:
\int d\lambda P(\lambda) A(a,\lambda) B(b,\lambda) + \int d\lambda A(a, \lambda) B(b', \lambda) + \int d\lambda P(\lambda) A(a', \lambda) B(b, \lambda) - \int d\lambda P(\lambda) A(a', \lambda) B(b', \lambda)
By linearity of integration, this is the same as:
\int d\lambda P(\lambda) [A(a,\lambda) B(b,\lambda) + A(a, \lambda) B(b', \lambda) + A(a', \lambda) B(b, \lambda) - A(a', \lambda) B(b', \lambda)]