Loop counting functions $U(x)$ estimate the number of "weighted" loops in a digital representation of $x\in[-1,1]$. Roughly speaking, each $x$ is considered as an infinite walk, where the steps of the walk correspond to digits of $x$. The graph of loop counting functions $U$ has a fractal structure that resembles complex mountain landscapes. In some sense, $U$ allows us to look at random walks globally. These functions may be helpful in the analysis of some hard problems related to the distribution of self-avoiding random walks (SAW) in a multi-dimensional case since SAW closely relate to zeros of $U(x)$. We note here that $U(x)$ can be naturally extended to a multidimensional argument $x$. In this article, the focus will be on some analytic aspects. It will be shown that integrals $\int x^AU(x)^Bdx$ with non-negative integers $A$ and $B$ can be expressed in terms of integrals of rational functions with integer coefficients. Moreover, it will be shown that $\int x^A U(x)dx$ admits closed-form expressions. Fourier series for $U$ is also computed. Finally, we discuss some connections with special functions and generalized continued fractions, and other perspectives.