Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, set $$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z)\, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$ Show that, for all $r \in [0,1[$ and all real $t$ and $\theta$, $$\mathcal{P}\left(t, r\mathrm{e}^{\mathrm{i}\theta}\right) = \frac{1 - r^2}{1 - 2r\cos(t-\theta) + r^2}$$
Let $h$ be a function from $\mathbb{R}$ to $\mathbb{R}$, continuous and $2\pi$-periodic on $\mathbb{R}$. For any complex number $z$ such that $|z| < 1$, set
$$g(z) = \frac{1}{2\pi} \int_0^{2\pi} h(t) \mathcal{P}(t,z)\, \mathrm{d}t \quad \text{where} \quad \mathcal{P}(t,z) = \operatorname{Re}\left(\frac{\mathrm{e}^{\mathrm{i}t} + z}{\mathrm{e}^{\mathrm{i}t} - z}\right)$$
Show that, for all $r \in [0,1[$ and all real $t$ and $\theta$,
$$\mathcal{P}\left(t, r\mathrm{e}^{\mathrm{i}\theta}\right) = \frac{1 - r^2}{1 - 2r\cos(t-\theta) + r^2}$$