Applying the property (5) of Theorem 4, Fubini’s theorem and using the hypothesis
, we get
and then
Applying (
14) on
with
and
we see that
and then
Substituting (
30) into (
29) and applying (
16) on
we obtain
Dividing (
31) on
, integrating over
from
to
and over
from
to
for
we conclude that
Again, using (
14) on
with exponents
and
we observe that
and then
Substituting (
33) into (
32) and applying the Fubini theorem, we see that
Now, by applying (
12) on
with
we find that
where
By integrating (
34) over
from
to
and using the Fubini theorem, we have
Again, using (
12) on the term
with
we see that
where
Substituting (
37) into (
36) and applying Fubini’s theorem, we obtain
Substituting (
38) into (
34), we get
Hence, (
27) is proved. □