Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-137/4/c/solution

Put , a covolume-one lattice, and define
Termwise Mellin transformation in the initial half-plane gives
Split the integral at . The integral over is entire in because the theta sum decays exponentially. Apply the Poisson summation formula for a Euclidean lattice and the Fourier eigenfunction calculation from part b to the interval , then substitute . This rewrites the small-time integral as another exponentially convergent integral over plus explicit elementary Mellin terms. Those terms are meromorphic, but for positive even their apparent poles are canceled by the zeros of . The displayed formula therefore continues holomorphically to every , proving the analytic continuation of a weight-k real-analytic Eisenstein series.

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