Let $f : \mathbb C\rightarrow \mathbb C$ be an analytic function : $f(z)= \sum a_n z^n$
It holds that
$$a_n z^n= \frac{1}{2 \pi}\int_{-\pi}^{\pi}f(ze^{it})e^{-int}dt$$
and $$\sum_{n=0}^{\infty}|a_nz^n|^2=\frac{1}{2 \pi}\int_{-\pi}^{\pi}|f(ze^{it})|^2dt$$
I wonder what the last formula is useful for (the first gives the coefficients in the power series of $f$ knowing only $f$). Can you give some examples where this identity proves useful ?