In this subsection, we assume that $J_n = J_n^{(\mathrm{C})}$, the matrix introduced in subsection A-II.
Deduce that
$$Z_n(h) = \sqrt{\frac{n}{2\mathrm{e}^{\beta}\pi\beta}} \int_{-\infty}^{+\infty} \left(\sum_{x \in \Lambda_n} \mathrm{e}^{(t+h)s_n(x)}\right) \mathrm{e}^{-\frac{nt^2}{2\beta}} \mathrm{~d}t$$