Suppose that $z_0$ is a pole of $f$ of order $n$. Then:
$Res_{z=z_0} (f(z)) = \frac{1}{(n-1)!} \lim _{z \to z_0} \frac{d^{n-1}}{dz^{n-1}} ((z-z_0)^{n} f(z))$
How would I go about proving this?
Suppose that $z_0$ is a pole of $f$ of order $n$. Then:
$Res_{z=z_0} (f(z)) = \frac{1}{(n-1)!} \lim _{z \to z_0} \frac{d^{n-1}}{dz^{n-1}} ((z-z_0)^{n} f(z))$
How would I go about proving this?
If $f(z)$ has a pole of order $n$ at $z_0$, then for some neighborhood $U$ of $z_0$, we have $f(z)=g(z)+\frac{a_{-1}}{z-z_0}+\frac{a_{-2}}{(z-z_0)^2}+\cdots+\frac{a_{-n}}{(z-z_0)^n}\mbox{ for }z\in U-\{z_0\},$ where $g$ is a holomorphic function in $U$. This implies that $(z-z_0)^nf(z)=(z-z_0)^ng(z)+(z-z_0)^{n-1}a_{-1}+(z-z_0)^{n-2}a_{-2}+\cdots+a_{-n} \mbox{ for }z\in U-\{z_0\}.$ Differentiate it $(n-1)$-times, we have $\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^nf(z)$ $=\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^ng(z)+\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^{n-1}a_{-1}+\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^{n-2}a_{-2}+\cdots+\frac{d^{n-1}}{dz^{n-1}}a_{-n}$ $=\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^ng(z)+\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^{n-1}a_{-1}$ $=(z-z_0)G(z)+(n-1)!a_{-1}$ for some holomorphic function $G$ in $U$. (In fact, $G$ can be written down explicitly in terms of $g$ and its derivative by using binormal theorem). Taking limit, we obtain $\lim_{z\to z_0}\frac{d^{n-1}}{dz^{n-1}}(z-z_0)^nf(z)=\lim_{z\to z_0}(z-z_0)G(z)+(n-1)!a_{-1}=(n-1)!a_{-1}= (n-1)!Res_{z=z_0}(f(z)).$
Do you know that the residue is the coefficient of $(z-z_0)^{-1}$?
The $(z-z_0)^{-1}$ coefficient of $f(z)$ is the $(z-z_0)^{n-1}$ coefficient of $(z-z_0)^nf(z)$, the latter of which is analytic in a neighborhood of $z_0$. Take a Taylor expansion then and note the $(n-1)$th coefficient...
Consider the Cauchy integral formula. It implies for $g(z)$ analytic in neighborhood of $z_0$ $\frac{1}{2\pi i} \oint_\gamma \frac{g(z)}{(z-z_0)^n} dz = \frac{1}{(n-1)!} \frac{d^{n-1}}{dz^{n-1}} g(z)|_{z=z_0}.$ Let $g(z) = (z-z_0)^n f(z)$. Since the singularity of $f(z)$ at $z_0$ is isolated and of order $n$, $g(z)$ is analytic in a neighborhood of $z_0$. Therefore, $\begin{eqnarray} \frac{1}{2\pi i} \oint_\gamma f(z) dz &=& \mathrm{Res}_{z=z_0} f(z)\\ &=& \frac{1}{(n-1)!} \frac{d^{n-1}}{dz^{n-1}} [(z-z_0)^n f(z)]|_{z=z_0}. \end{eqnarray}$