The trace integrates the diagonal thermal kernel over a single fundamental interval, . On the circle a closed path can wind an integer number of times. Lift it to the real covering coordinate so its endpoints are and , with .
Under Wick rotation , , so the real-time phase becomes minus the Euclidean action divided by , with
Thus sum the path integral over these lifted endpoint conditions and integrate from zero to . This gives the requested winding-sector representation of the trace. The flux term is a total derivative, so it leaves the local classical equation unchanged, but its weight is and distinguishes different winding sectors. This is the Aharonov-Bohm phase in a thermal path integral, rather than a force from a magnetic field on the ring itself.

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