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The Cauchy Integral Formula for Derivatives states that if $f$ is analytic inside and on a simple closed contour $C$, and $z_0$ is a point inside $C$, then for any integer $n \ge 0$, $$ f^{(n)}(z_0) = \frac{n!}{2\pi i} \int_C \frac{f(z)}{(z - z_0)^{n+1}} \, dz. $$

In Brown and Churchill, Chapter 4, Section 56, this theorem is proved for $n = 0$ and $n = 1$, but the proof does not generalize easily to higher $n$.

Can anyone provide a clear proof, or a good reference (a link or a freely available book) where this general case is proved?

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From Complex Analysis (Princeton Lectures in Analysis, Volume II)

Corollary $4.2$ If $f$ is holomorphic in an open set $\Omega$, then $f$ has infinitely many complex derivatives in $Ω$. Moreover, if $C \subset \Omega$ is a circle whose interior is also contained in $\Omega$, then $$f^{(n)}(z) = \frac{n!}{2\pi i} \int_{C} \frac{f(\zeta)}{(\zeta - z)^{n+1}} \, d\zeta$$ for all $z$ in the interior of $C$.

The proof is by induction on $n$, the case $n = 0$ being simply the Cauchy integral formula. Suppose that $f$ has up to $n − 1$ complex derivatives and that $$f^{(n-1)}(z) = \frac{(n-1)!}{2\pi i} \int_{C} \frac{f(\zeta)}{(\zeta - z)^n} \, d\zeta$$

For small $h$, the difference quotient for $f^{(n-1)}$ is $$\frac{f^{(n-1)}(z+h) - f^{(n-1)}(z) }{h} = f^{(n-1)}(z) = \frac{(n-1)!}{2\pi i} \int_{C} f(\zeta) \frac1h \left[ \frac{1}{(\zeta - z - h)^n } - \frac{1}{(\zeta - z)^n}\right ] \, d\zeta$$

Let $A = \frac{1}{\zeta - z - h}$ and $B = \frac{1}{\zeta - z}$. Then, as $h \rightarrow 0$, $A$ must approach $B$. Thus, $A^k B^{n-k}$ must approach $B^n$. We can write the part in brackets as

$$\frac{h}{(\zeta - z - h)(\zeta - z)} [A^{n-1} + A^{n-2}B + \cdots + AB^{n-2} + B^{n-1}]$$

Note that there are $n$ terms, so the sum tends to $nB^n$. Then the difference quotient becomes

$$\frac{(n-1)!}{2\pi i} \int_{C} f(\zeta) \left[ \frac{1}{(\zeta - z )^2 } \right ] \left [\frac{n}{(\zeta - z)^{n-1}}\right ] \, d\zeta = f^{(n-1)}(z) = \frac{n!}{2\pi i} \int_{C} \frac{f(\zeta)}{(\zeta - z)^{n+1}} \, d\zeta$$

where the corollary follows from the induction.

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