<s>[INST] Proof about $z\cot z=1-2\sum_{k\ge1}z^2/(k^2\pi^2-z^2)$ In Concrete Mathematics, it is said that
$$z\cot z=1-2\sum_{k\ge1}\frac{z^2}{k^2\pi^2-z^2}\tag1$$
and proved in EXERCISE 6.73
$$z\cot z=\frac z{2^n}\cot\frac z{2^n}-\frac z{2^n}\tan\frac z{2^n}+\sum_{k=1}^{2^{n-1}-1}\frac z{2^n}\left(\cot\frac{z+k\pi}{2^n}+\cot\frac{z-k\pi}{2^n}\right)$$
The trigonmetric identity is not hard, but I cannot understand the rest:

It can be shown that term-by-term passage to the limit is justified, hence equation (1) is valid.

How can we conclude that? Thanks for help!
 [/INST] This identity is also proven in this answer, but the limit of the trigonometric identity is a cute trick, too.
Concrete Mathematics claim:
For the limit claimed in Concrete Mathematics, we need a few things.
First, by inspecting the graph of $\frac{1-x\cot(x)}{x^2}$ for $-\frac{3\pi}{4}\le x\le\frac{3\pi}{4}$, we have
$$
\left|\frac1x-\cot(x)\right|\le|x|\tag{1}
$$
Next, the Mean Value Theorem says
$$
\begin{align}
|\cot(\delta+x)+\cot(\delta-x)|
&=|\cot(x+\delta)-\cot(x-\delta)|\\
&\le2\delta\sup_{[x-\delta,x+\delta]}\csc^2(\xi)\\
&\le\color{#C00000}{8\delta\,\csc^2(x)}\\
&\le\color{#C00000}{2\pi^2\delta/x^2}\tag{2}
\end{align}
$$
if $\color{#C00000}{2\delta\le|x|\le\frac{\pi}{2}}$.
Finally, note that since $0\le k< 2^{n-1}$, $0\le\frac{k\pi}{2^n}<\frac{\pi}{2}$
Using $(1)$, we get
$$
\begin{align}
&\left|\frac{z}{2^n}\left(\cot\left(\frac{z+k\pi}{2^n}\right)+\cot\left(\frac{z-k\pi}{2^n}\right)\right)-\left(\frac{z}{z+k\pi}+\frac{z}{z-k\pi}\right)\right|\\
&\le2\left|\frac{z}{2^n}\right|\frac{|z|+k\pi}{2^n}\tag{3}
\end{align}
$$
Using $(2)$, we get, for $2z\le k\pi$,
$$
\begin{align}
\left|\frac{z}{2^n}\left(\cot\left(\frac{z+k\pi}{2^n}\right)+\cot\left(\frac{z-k\pi}{2^n}\right)\right)\right|
&\le2\pi^2\left|\frac{z^2}{2^{2n}}\right|\left(\frac{2^n}{k\pi}\right)^2\\
&\le2\pi^2\left(\frac{z}{k\pi}\right)^2\tag{4}
\end{align}
$$
Estimate $(3)$ is used to control the difference between the series for small $k$, and $(4)$ to control the remainder in the sum of the cotangents for large $k$.
Pick an $\epsilon>0$, and find $m$ large enough so that $2z\le m\pi$ and
$$
\sum_{k=m}^\infty\frac{1}{k^2}\le\epsilon\tag{5}
$$
Then we have the following estimate for the tail of the sum
$$
\sum_{k=m}^\infty\frac{z^2}{k^2\pi^2-z^2}\le\frac43z^2\epsilon\tag{6}
$$
Combining $(4)$ and $(5)$ yields
$$
\sum_{k=m}^{2^{n-1}-1}\left|\frac{z}{2^n}\left(\cot\left(\frac{z+k\pi}{2^n}\right)+\cot\left(\frac{z-k\pi}{2^n}\right)\right)\right|\le2z^2\epsilon\tag{7}
$$
Summing $(3)$ gives
$$
\begin{align}
&\sum_{k=1}^{m-1}\left|\frac{z}{2^n}\left(\cot\left(\frac{z+k\pi}{2^n}\right)+\cot\left(\frac{z-k\pi}{2^n}\right)\right)-\left(\frac{z}{z+k\pi}+\frac{z}{z-k\pi}\right)\right|\\
&\le2\left|\frac{z}{2^n}\right|\frac{m|z|+m^2\pi/2}{2^n}\tag{8}
\end{align}
$$
Just choose $n$ big enough so that $(8)$ and $\displaystyle\left|\frac z{2^n}\cot\frac z{2^n}-\frac z{2^n}\tan\frac z{2^n}-1\right|$ are each less than $\epsilon$ and we get that the term-by-term absolute difference is less than
$$
\left(\frac{10}{3}z^2+2\right)\epsilon\tag{9}
$$
</s>