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Put $d=c-a-b\notin \mathbb{Z}$ and choose a branch of $(1-z{)}^d$. The solution regular at zero isThe two characteristic exponents at a regular singular point are $0,d$. The Euler integral for the hypergeometric function determines the first coefficient by a finite endpoint limit and the second by scaling the singular endpoint; analytic continuation extends the parameter ranges.

Choose $z=e^{it}$ on the right semicircle, with the continuous branch $\log z=it$. ThenHere the integral is along that semicircle. Since $|A|>1$, the pole lies outside the unit disc and the geometric series converges uniformly on the contour.

PutThe Euler integral for the hypergeometric function, initially for $\mathrm{Re}u>-1$, givesThe prefactor follows from $\Gamma (u+2)/\Gamma (u+1)=u+1$. Hence an antiderivative of the contour integrand before multiplication by $1/i$ isEvaluating at the endpoints with the chosen branch yieldsThis is first obtained where the individual expressions are defined. The original finite-interval integral is entire in $u$, so analytic continuation gives the result elsewhere, taking removable limits at the apparent exceptional negative integers. That convention matters: the two separate hypergeometric terms may be singular even though their combination is finite.

At $x=0$, both denominators are nonzero because $a\notin 2\pi \mathbb{Z}$; they remain nonzero for every real $x\ge 0$. The integrand is therefore bounded on each finite interval. At infinity its terms decay respectively as $O(e^{-(1+b)x})$ and $O(e^{-(1-b)x})$, so $0<b<1$ gives absolute convergence.

Set $t=e^{-x}$. The two integrals becomeBy the Euler integral for the hypergeometric function and the Gamma function recurrence, ${\int }_0^1{t}^{s-1}/(1-zt)dt={}_2{F}_1(1,s;s+1;z)/s$ for $s>0$ and the indicated unit-circle values $z\ne 1$. HenceThe Gauss hypergeometric functions here use their continuation from the Euler integral, so no pole crosses the integration interval.

Choose a branch of $t=1-z$ with $|\arg t|<\pi$ and write $d=c-a-b\notin \mathbb{Z}$. The Gauss hypergeometric equation isChanging to $t$ turns this into the same equation with third parameter $a+b+1-c=1-d$. Its solution regular at $t=0$ is $y_1=F(a,b,1-d;t)$. Substitution of $y=t^{d}v$ gives the Gauss hypergeometric equation for $v$ with parameters $c-a,c-b,1+d$. Thus $y_2=t^{d}F(c-a,c-b,1+d;t)$ is also a solution. Their distinct nonintegrally separated characteristic exponents at a regular singular point $0,d$ imply linear independence near $z=1$, soThis also follows from the exponent transformation in the Papperitz symbol.

Initially assume $\Re c>\Re b>0$, so the Euler integral for the hypergeometric function applies. If $\Re d>0$, taking $z\to 1$ gives an integral evaluated by the beta function and determinesIndeed $y_1\to 1$ and $y_2\to 0$ there. To find $B$, instead work in the nonempty parameter region $\Re d<0$, put $z=1-ϵ$ and scale the integration variable by $1-s=ϵu$. The singular contribution isThe defining integral of the beta function evaluates this integral to $\Gamma (c-b)\Gamma (-d)/\Gamma (a)$. Since ${ϵ}^{-d}{y}_1\to 0$ and ${ϵ}^{-d}{y}_2\to 1$, it determines $B$. Analytic continuation in the parameters then yields the hypergeometric connection formulaThe usual power-series definition requires $c\notin \{0,-1,-2,\dots \}$; exceptional parameters need a separately specified analytic limit. Reciprocal gamma functions make vanishing coefficients at denominator poles meaningful. The branch must remain fixed when continuing in $z$.