For a positive integer k, multiply the exponential series by tk−1 and integrate term by term from zero to x. Its uniform convergence on every compact interval justifies the operation and proves the title identity. The resulting power series converges absolutely for every real or complex x, by the ratio test. Repeated integration by parts evaluates the right side as an exponential times a polynomial, with its constant chosen to make the integral vanish at zero.
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- Exponential function
- Exponential series divided by a shifted index
- Factorial estimate for Picard iteration
- Gaussian decay dominates every power
- Moment-generating function of a Poisson distribution
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