Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-3/7a/a/solution

Differentiating under the contour integration sign gives
Since , integration by parts turns this into
The integral vanishes when
Hence, up to an irrelevant multiplicative constant,
The remaining endpoint condition is
Thus each open end of must lie where ; a closed contour also makes the boundary term vanish when the integrand is single-valued along it.

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