Suppose one has a contra variant vector field in Minkowski spacetime $A^\mu : \mathbb{R}^{1+3} \to \mathbb{R}$ for each component $\mu$ inside some path integral. I assume, that one can analytically continue also the function $A^\mu$ to $\mathbb{C}\times \mathbb{R}^3$, and this continuation is unique. Now, after wick rotation, i.e. choosing the time $t \in i\mathbb{R}$ with parametrisation $t=i\tau$, this results in $x^0_E = i\tau = ix^0$. Now often times it is claimed that also for this vector field $A^0((i\tau, \vec{x})) = i A^0(\tau, \vec{x})$ and $A^j((i\tau, \vec{x})) = A^j(\tau, \vec{x})$. How does the vector field look for arbitrary $t \in \mathbb{C}$?
Is the generalisation of that simply $A^0((e^{i\phi}\tau, \vec{x})) = e^{i\phi} A^0(\tau, \vec{x})$ and $A^j((e^{i\phi}\tau, \vec{x})) = A^j(\tau, \vec{x})$?
Because probing if such functions could be holomorphic simply fails, with the Cauchy Riemann conditions.
Thus I believe there must be another argument as to why this is so, for example regarding the contravariant nature of the vector.