P$($U u$)=$ u

$0$

f$($s$)$ds$,$ where f$($u$)$ is given in $(5\mathrm{.}3\mathrm{.}3).$ Interchange the innite sum and

the integral, and successively integrate by parts to obtain P$($U

u$)=$ j$=0$P$($X$2=$

j$)$P$($X$1$ k $2+$j$),$ and the right side is an expression for P$($X$1$ X$2$ k $2).$