We present a spectral weight conserving formalism for Fermionic thermal
Green's functions that are discretized in imaginary time and thus periodic in
imaginary ("Matsubara") frequency. The formalism requires a generalization of
the Dyson equation and the Baym-Kadanoff-Luttinger-Ward functional for the free
energy. A conformal transformation is used to analytically continue the
periodized Matsubara Green's function to the continuous real axis in a way that
conserves the discontinuity at t=0 of the corresponding real-time Green's
function. For given discretization the method allows numerical Green's function
calculations of very high precision and it appears to give a well controlled
convergent approximation as we decrease the discretization interval. The ideas
are tested on Dynamical Mean Field Theory calculations of the paramagnetic
Hubbard model