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I solved this on Quora first:
Consider the function f ( x ) = e e x Then, exploiting Euler’s formula: f ( e i t ) = e e e i t = e e cos t + i sin t = e e cos t e i sin t = e e cos t ( cos ( sin t ) + i sin ( sin t ) ) = e e cos t cos ( sin t ) ( cos ( e cos t sin ( sin t ) + i sin ( e cos t sin ( sin t ) ) Also since f ( x ) is analytic around x 0 = 0 , the following series converges to f ( x ) in the neighborhood of zero: f ( x ) = n = 0 ∑ ∞ a n x n Then we have, f ( e i t ) = n = 0 ∑ ∞ a n e i n t Equating real parts, ℜ { f ( e i t ) } = ℜ { n = 0 ∑ ∞ a n e i n t } Now integrate both sides from 0 to π and use the fact that s p a n { 1 , cos ( n x ) } is an orthogonal set of functions for ( 0 , π ) → R i.e. ∀ n ∈ Z ∫ 0 π cos ( n t ) d t = 0 . ∫ 0 π e e cos t cos ( sin t ) ( cos ( e cos t sin ( sin t ) ) = a 0 = ∫ 0 π e e 0 d t = π e