Exercise:
Compute, $\int_{0}^{2\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}$
Solution: Let $f\left( x \right)=\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)}$
We know that $\cos x$ is a periodic function of period $w=2p$
i.e $f\left( x \right)=f\left( w-x \right)$ so $\int_{0}^{2p}{f\left( x \right)dx}=2\int_{0}^{p}{f\left( x \right)dx}$
$f\left( 2\pi -x \right)=\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( n\left( 2\pi -x \right) \right)}=\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( 2n\pi -nx \right)=\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( -nx \right)=f\left( x \right)}}$
So $\int_{0}^{2\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}=2\int_{0}^{\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}}$
But $\int_{0}^{\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}=\int_{0}^{\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( \pi -nx \right)dx}=-\int_{0}^{\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}}}$
$\Leftrightarrow \int_{0}^{2\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}=-2\int_{0}^{\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}}=-\int_{0}^{2\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}$
$\Leftrightarrow \int_{0}^{2\pi }{\prod\limits_{n=1}^{2016}{{{\cos }^{n}}\left( nx \right)dx}}=0$
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