In a post here on Mathstodon, @robinhouston raised a challenge posed by Oded Margalit: explain why
\[ \displaystyle{\int_0^\infty\cos(2x)\prod_{n=1}^\infty\cos\left(\frac{x}{n} \right) d x }\]
is very close to π/8 but not quite equal: about 7⋅10⁻⁴³ less. It's actually not hard to see it's less than π/8. But can you show it's just a *tiny bit* less without a brute-force calculation?
Now Mark Meckes has done it, using Hoeffding's inequality.
(1/n)