In a book on Fourier Analysis:
Question: This assertion follows without proof. Why is it so? I see that if $n = 0$, then $e^{-i 0 \theta} = 1$, so that
$$ {1 \over 2 \pi} \int_{- \pi}^\pi \theta e^{-in\theta} d\theta = {1 \over 2 \pi} 0 = 0 $$
But what about when $n \ne 0$?