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Published online by Cambridge University Press: 09 April 2009
In [6], Lorch and Newman proved the following lemma: If g(u) is continuous and of bounded variation, 0 ≦ u ≦ 1, then (1). This was extended more recently by Leviatan and Lorch ([5], Lemma 3) to functions which are of bounded variation on the positive real axis, where non the upper limit of integration on the inner integral is infinite.