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N.B. A detailed on-line essay by S. Finch was the starting point for this entry.
Let 
 be an arbitrary trigonometric Polynomial
References
Finch, S.  ``Favorite Mathematical Constants.''  http://www.mathsoft.com/asolve/constant/favard/favard.html
 
Kolmogorov, A. N.  ``Zur Grössenordnung des Restgliedes Fourierscher reihen differenzierbarer Funktionen.''
  Ann. Math. 36, 521-526, 1935.
 
Zygmund, A. G.  Trigonometric Series, Vols. 1-2, 2nd ed.  New York: Cambridge University Press, 1959.