Cauchy's integral formula states that
(1)
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where the integral is a contour integral along the contour enclosing the point
.
It can be derived by considering the contour integral
(2)
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defining a path
as an infinitesimal counterclockwise circle around the
point
,
and defining the path
as an arbitrary loop with a cut line (on which the forward
and reverse contributions cancel each other out) so as to go around
. The total path is then
(3)
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so
(4)
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From the Cauchy integral theorem, the contour integral along any path not enclosing a
pole is 0. Therefore, the first term in the above equation
is 0 since
does not enclose the pole, and we are left with
(5)
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Now, let ,
so
.
Then
(6)
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(7)
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But we are free to allow the radius to shrink to 0, so
(8)
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(9)
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(10)
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(11)
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giving (1).
If multiple loops are made around the point , then equation (11) becomes
(12)
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where
is the contour winding number.
A similar formula holds for the derivatives of ,
(13)
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(14)
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(15)
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(16)
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(17)
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Iterating again,
(18)
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Continuing the process and adding the contour winding number ,
(19)
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