Examples in which it is very difficult to find a $\delta$?

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I'm reading Henle/Kleinenberg's Infinitesimal Calculus. They say on page $8$:

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Can you provide examples in which it is very difficult to find a $\delta$? The example they provided in the previous page is very elementar, I'd like to see how hard it could be.

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The first thing that comes to my mind is the Riemann-Zeta function $\zeta(s)$:

$$ \zeta(s) = \sum_{n=1}^{\infty} n^{-s} = 1 + \frac{1}{2^s} + \frac{1}{3^s}+\dots, \quad s > 1$$ without using any identitites, this sure looks complicated to me. I guess you could easily come up with other examples of function series that are difficult to handle.