The series for \(I_1\) has positive terms, so \(r>0\). With normalized
Haar measure,
\[\int (1-\cos \theta )\,e^{\beta \cos \theta }\,\frac {d\theta }{2\pi }
=I_0(\beta )-I_1(\beta ).\]
The integrand is nonnegative and not identically zero, and the
exponential is positive, so the integral is positive. Thus \(r<1\),
the logarithm is negative, and \(\beta _V\) is positive. The Villain
normalization in the coefficient note gives
\(\widehat c_n^V=\exp (-n^2/(2\beta _V))\). Substituting the displayed
\(\beta _V\) produces \(1/(2\beta _V)=-\log r\), hence
\(\widehat c_n^V=r^{n^2}\).
The \(j=0\) term of the series for \(I_n(\beta )\), with \(n\ge 0\), is
\((\beta/2)^n/n!\). Every term is positive, so
\(I_n(\beta )\ge (\beta/2)^n/n!\). Therefore
\(\widehat c_n^W=I_n(\beta )/I_0(\beta )\) satisfies
\[\frac {\widehat c_n^W}{r^{n^2}}
\ge \frac {(\beta/2)^n}{n!\,I_0(\beta )\,r^{n^2}}.\]
For \(n\ge 1\), one has \(n!\le n^n\), so the logarithm of the right-hand
side is at least
\(n\log (\beta/2)-n\log n-\log I_0(\beta )-n^2\log r\).
The last summand tends to \(+\infty \) because \(\log r<0\), and it
dominates the remaining terms. The lower bound tends to infinity, and
so does the ratio, as \(n\to +\infty \). The series in the coefficient
note depends on \(|n|\), so \(I_n(\beta )=I_{-n}(\beta )\). The matched
Villain coefficient \(r^{n^2}\) is likewise unchanged when \(n\) is
replaced by \(-n\). The ratio at \(-n\) equals the ratio at \(n\), and
the same limit holds as \(|n|\to \infty \).
The coefficient note identifies each normalized continuous weight with
its Fourier series. Some coefficient of large order differs, so the
weights differ as functions and as probability laws.
The same series gives the second coefficient. The identity
\(\frac {2}{\beta }(\beta/2)^{2j+1}=(\beta/2)^{2j}\) rewrites
\[\frac {2}{\beta }I_1(\beta )
=\sum _{j\ge 0}\frac {(\beta/2)^{2j}}{j!\,(j+1)!}.\]
Subtracting from \(I_0\) cancels the \(j=0\) term. For \(j\ge 1\) the
difference of the summands is
\(\frac {(\beta/2)^{2j}\,j}{j!\,(j+1)!}
=\frac {(\beta/2)^{2j}}{(j-1)!(j+1)!}\),
which is the \(j-1\) term of \(I_2\). Hence
\(I_0-I_2=\frac {2}{\beta }I_1\), and
\(\widehat c_2^W=1-\frac {2r(\beta )}{\beta }\). At \(\beta =2\) this
coefficient is \(1-r(2)\), while the matched Villain coefficient is
\(r(2)^4\).