I am trying to solve this definite integral
$$\int_{-\pi}^{\pi} dq \; e^{iqn} e^{i \alpha\cos(q)}$$
where $\alpha \in\mathbb{R} $ and $n\in\mathbb{Z}$.
I know that for $n=0$
$$\int_{-\pi}^{\pi} dq \; e^{i \alpha\,cos(q)} = 2\pi J_0(|\alpha|)$$
where $J_0$ is the Bessel function of the first kind. I tried to use the knowledge of the second integral to solve the first one (e.g., integration by parts) but without success so far.
Any suggestion?
Hint
You need to remember that , for integer values of $n$, another integral representation of the Bessel function $J_n(\alpha)$ is $$J_n(\alpha) = \frac{1}{2\pi} \int_{-\pi}^{+\pi} e^{i(\alpha \sin(q) -n q)} \,dq=\frac{1}{2\pi} \int_{-\pi}^{+\pi} e^{-in q}\,e^{i\alpha \sin(q) }\,dq$$ It even seems that this was the form that Bessel used (have a look here).