Past exam of the metric spaces and complex analysis course of the University of Oxford / 2014 / 5 / c / Solution

Consider the counterclockwise unit circle and setThe parametrization $z=e^{i\theta }$ givesThe imaginary part is zero: replacing $\theta$ by $2\pi -\theta$ conjugates the integrand, since $n$ is an integer and $x$ is real. The real part is precisely the defining Bessel integral, so $I=J_n(x)$.

Both exponential series converge absolutely and uniformly on the circle. Their product may therefore be integrated term by term:Uniform absolute convergence can also be checked by summing the absolute coefficient bounds, which gives $e^{|x|}$. The residue is obtained exactly when $n-1+j-k=-1$, or $k=n+j$. The Cauchy coefficient formula consequently yieldsThis proves the Bessel function of the first kind series directly from its integral, including the sign and factorial normalization.