The analytic continuation and the asymptotic behaviour of certain multiple zeta-functions. I. (Q1398948)

The author considers the general multiple zeta-function \[ \begin{multlined} \zeta_r((s_1,\dots, s_r); (\alpha_1,\dots, \alpha_r), (w_1,\dots,w_r))=\\ \sum_{m_1=0}^\infty\cdots\sum_{m_r=0}^\infty(\alpha_1+m_1w_1)^{-s_1} (\alpha_2+m_1w_1+m_2w_2)^{-s_2}\ldots(\alpha_r+m_1w_1+\cdots+m_rw_r)^{-s_r},\end{multlined} \tag{1} \] which generalizes several other multiple zeta-functions. Here \(s_1,\dots, s_r\) are complex variables, while \(\alpha_1,\dots, w_r\) are complex parameters, satisfying certain natural conditions, described in detail in the paper. The main objective is to prove that (1) possesses analytic continuation to the whole \(\mathbb C^r\) space, as a function of \(s_1,\ldots, s_r\), and to show that it is holomorphic there except for the possible singularities which are explicitly located. Under certain additional conditions the author obtains the asymptotic expansion of \[ \zeta_r((s_1,\ldots, s_r); (\alpha_1,\ldots, \alpha_r), (w_1,\dots,w_r)). \] A basic tool in this subject is the classical Mellin--Barnes integral \[ \Gamma(s)(1+\lambda)^{-s} = {1\over2\pi i}\int_{c-i\infty}^{c+i\infty} \Gamma(s+z)\Gamma(-z)\lambda^z\,{\roman d}z \] \((\text{Re}\, s>0,\,| \arg\lambda| <\pi\, (\lambda\neq0),\,-\text{Re}\,s < c < 0)\). The author continues his work in Part II of the present paper [``Analytic and probabilistic methods in Number Theory'', TEV, Vilnius, 188--194 (2002; Zbl 1195.11119)].