In the process of thinking about this question, I realized that I don't understand something very fundamental about operator product expansions.
Consider a product of 3 local operators in a 2d CFT:
X(x)Y(y)Z(z)=∞∑n=−NAn(x)Z(z)(x−y)n,
where we have substituted X(x)Y(y) for the XY OPE. This expression contains the singular terms for x=y.
Now because by definition of OPE An(x) is a local operator at x, we can use the AnZ OPE again:
X(x)Y(y)Z(z)=∞∑n=−N∞∑m=−MBnm(x)(x−y)n(x−z)m.
Question: where did the y=z singular terms go?
This is likely related to the convergence of the series, but I wasn't able to formulate a convincing argument.
Answer
Let me redo the calculation, while explicitly writing OPE coefficients. Let (An(z))n be a basis of operators at z. We use the two OPEs Y(y)Z(z)=∑ncn(y,z)An(z)
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