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It is given that if $|z|>0$, $$\text{cosh}(z+1/z) = c_0 + c_1 (z + 1/z) + c_2(z^2 + 1/z^2) + \dots $$ where $$c_n = \frac{1}{2\pi}\int_0^{2\pi} \cos (n \phi) \text{cosh}(2\cos \phi ) d\phi$$

I only know to expand $\text{cosh(z + 1/z)}$ by putting $w = z + 1/z$ and expand it as $\frac 12 (e^{w} + e^{-w})$. How do I introduce $c_n$, any hints?

ADDED:

Here's what I got $$c_n = \frac{1}{2 \pi i} \oint_{|z| = 1} \frac{\text{cosh}(z+1/z)}{z^{n+1}}dz = \frac{1}{2\pi} \int_0^{2\pi} \text{cosh}(2\cos \phi)e^{-in \phi}d\phi$$

It seems that $c_n = c_{-n}$ by the symmetricity of $z+1/z$ and of $\cos(-z) = \cos(z)$ but how to get rid of the imaginary part above?

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If you write $z=e^{i\phi}$, then $\cosh(z+1/z)=\cosh(2\cos\phi)=f(\phi)$ is an even $2\pi$-periodic function of $\phi$ which can therefore be expanded into Fourier cosine series: $$ f(\phi)=\frac{a_0}{2}+\sum_{n=1}^{\infty}a_n\cos n\phi,\tag{1}$$ with $$ a_n=\frac{1}{\pi}\int_0^{2\pi}f(\phi)\cos n\phi\,d\phi.$$ These $a_n$'s are related to your $c_n$'s by $a_n=2c_n$ (note that $z^n+z^{-n}=2\cos n\phi$).


Addendum: Fourier series can be seen as the restriction of Laurent series to the unit circle. Note, however, that once you know coefficients of the former, this also gives the coefficients of the latter.

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