Taylor expansion of an integral (for Thermodynamic Perturbations)

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In thermodynamic perturbation theory (chapter 32 in Landau's Statistical Physics) for the Gibbs (= canonical) distribution, we have E = E_0 + V, where V is the perturbation of our energy.

When we want to calculate the free energy, we have:
e^{-F/T} = \int e^{-(E+V)/T} \mathrm{d}\Gamma

We can expand the expression inside the integral for small values of V to second order we obtain:
e^{-F/T} = \int e^{E/T} (1 - V/T + (V/T)^2) \mathrm{d}\Gamma

Now, the next step is to logarithmize this expression and then expand it in terms of V again, to second order:
F = -T \log \bigl( \int e^{E/T} (1 - V/T + (V/T)^2) \mathrm{d}\Gamma \bigr)

But now I am stuck. I don't understand how to expand this in a series. The zeroth order still works great, and I obtain -T \log \int e^{E/T} = F, which is just what I want. But from the first order onwards I am stuck:
What is the rule for Taylor expanding an integral? Especially, e.g., if I have f'(a) (x-a) for first order, where exactly do I 'put' the x? Inside the integral?
 
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So, I thought about this a little with a friend. I believe that I could see the integral as a sum, with a lot of different V_i, albeit them lying infinitesimally close to each other. Therefore, one could view the expansion with respect to V as expansions with respect to a lot of different V_i in this 'sum'. After this expansion one could imagine making the sum into an integral once more, such that the orders of V are inside the integrals.
 
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