Let $n \in \mathbf{N}$. Show that for all real $t > 0$, $$p_n = \frac{e^{nt} P(e^{-t})}{2\pi} \int_{-\pi}^{\pi} e^{-in\theta} \frac{P(e^{-t}e^{i\theta})}{P(e^{-t})} \mathrm{d}\theta \tag{1}$$
Let $n \in \mathbf{N}$. Show that for all real $t > 0$,
$$p_n = \frac{e^{nt} P(e^{-t})}{2\pi} \int_{-\pi}^{\pi} e^{-in\theta} \frac{P(e^{-t}e^{i\theta})}{P(e^{-t})} \mathrm{d}\theta \tag{1}$$