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Is the heat semigroup on a manifold the limit of the heat semigroups associated to a compact exhaustion?

Let $M$ be a paracompact Riemannian manifold, and $E \to M$ a Hermitian vector bundle endowed with a Hermitian connection $\nabla$. Write $M$ as an exhaustion $\bigcup _{j \ge 0} U_j$ with relatively ...
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